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# Effects of next-nearest-neighbor hopping 𝑡' on the electronic structure of cuprates

## Abstract

Photoemission spectra of underdoped and lightly-doped Bi2-zPbzSr2Ca1-xRxCu2O8+y ($`R=`$ Pr, Er) (BSCCO) have been measured and compared with those of La2-xSrxCuO4 (LSCO). The lower-Hubbard band of the insulating BSCCO, like Ca2CuO2Cl2, shows a stronger dispersion than La2CuO4 from $`𝐤`$($`\pi /2,\pi /2`$) to $``$($`\pi ,0`$). The flat band at $`𝐤`$($`\pi ,0`$) is found generally deeper in BSCCO. These observations together with the Fermi-surface shapes and the chemical potential shifts indicate that the next-nearest-neighbor hopping $`|t^{}|`$ of the single-band model is larger in BSCCO than in LSCO and that $`|t^{}|`$ rather than the super-exchange $`J`$ influences the pseudogap energy scale.

Since the discovery of the high-temperature superconductivity in La2-xBaxCuO4, many families of high-$`T_c`$ cuprates have been synthesized. Common features are that they have the two-dimensional CuO2 planes and a similar phase diagram as a function of hole doping. This has naturally lead most of studies to emphasize the common features of the cuprate electronic structures rather than emphasizing differences among them. On the other hand, there are differences among the different families of cuprates such as the significant variation in the magnitude of the superconducting gap and the critical temperature ($`T_c`$) at optimal doping, $`T_{c,\mathrm{max}}`$. A systematic investigation of the differences between the different families of cuprates may enable us to understand the origin of the different $`T_{c,\mathrm{max}}`$’s and eventually the mechanism of superconductivity. So far, some studies have focused on the material dependence from empirical points of view. In an early work, Ohta et al. Madelung  proposed the differences in the position of the apical oxygen and the resulting differences in the Madelung potentials as the origin of the different $`T_{c,\mathrm{max}}`$’s. Feiner et al. Feiner  proposed that the $`p_z`$ orbital of the apical oxygen hybridizing with the $`d_{3z^2r^2}`$ orbital of Cu and the $`p_{x,y}`$ orbitals of the in-plane oxygen affects the next-nearest-neighbor hopping parameter $`t^{}`$ in the single-band model description of the CuO2 plane, and thereby $`T_{c,\mathrm{max}}`$ in the context of the van Hove singularity scenario Dagotto . Those differences between the cuprate families may affect the stability of the Zhang-Rice singlet Madelung , instability toward charge stripes Fleck  and so on, and hence $`T_{c,\mathrm{max}}`$. Recently, Pavarini et al. Andersen  have demonstrated the correlation between $`t^{}`$ (of the bonding band for multilayer cuprates) and $`T_{c,\mathrm{max}}`$ from their tight-binding model analysis of the first-principles band structures of numerous high-$`T_c`$ cuprates. For the differences in $`T_{c,\mathrm{max}}`$, the various degrees of disorder has also been considered important Eisaki .

In the present work, on the basis of photoemission data, we focus on differences in the electronic structure of the cuprates such as the band dispersion of the parent insulator and the doped compounds as well as the Fermi surface shape between La2-xSrxCuO4 (LSCO) and Bi2Sr2CaCu2O8+δ (BSCCO). We have found that lightly-doped and underdoped BSCCO show a stronger band dispersion along the “underlying Fermi surface” than its counter part in LSCO. Given that $`J`$ does not change much between the two families ($`J_{\text{LSCO}}`$$`139`$ meV and $`J_{\text{BSCCO}}`$$`127`$ meV from two-magnon Raman scattering Raman\_BSCCO ; Raman\_LSCO ; Raman\_YBCO  and magnetic neutron scattering neutron\_YBCO ), we attribute the observed differences to the variation in $`t^{}`$, a finding consistent with the band structure estimates of $`t^{}`$ Andersen  and the $`t`$-$`J`$ model calculation on the impact of $`t^{}`$ on the electronic structure around $`𝐤`$($`\pi ,0`$SCOC3 .

So far, photoemission studies of LSCO have covered a wide composition range from the lightly-doped to overdoped regions and systematic data are available for the evolution of the pseudogap Ino\_pseudogap , Fermi surface Ino\_Fermisurf1 ; Ino\_Fermisurf2 ; XJZhou , band dispersion Ino\_Fermisurf2 ; Yoshida\_lightly  and chemical potential shift Ino\_chemipote . Although BSCCO has been extensively studied by angle-resolved photoemission spectroscopy (ARPES) owing to its stable cleavage surfaces in an ultra high vacuum, the available range of hole concentration has been largely limited to $`\delta =0.10`$-$`0.17`$. Recently, high quality single crystals of heavily underdoped BSCCO were synthesized by rare-earth ($`R`$) substitution for Ca and the doping dependence of thermodynamic and transport properties have been systematically studied Terasaki ; sample ; Pbsample . The present study was made possible by the availability of such deeply underdoped BSCCO samples.

Single crystals of Bi1.2Pb0.8Sr2ErCu2O8 and Bi2Sr2Ca1-xRxCu2O8+y ($`R=`$ Pr, Er) were grown by the self-flux method. X-ray diffraction showed no trace of impurity phases. Details of the sample preparation are given elsewhere sample ; Pbsample . The hole concentration $`\delta `$ per Cu atom was determined using the empirical relationship between $`\delta `$ and the room-temperature thermopower thermopower . The $`\delta `$ and $`T_c`$ of the measured samples are listed in Table. 1. The $`x=0.5`$ and 1.0 Er samples are antiferromagnetic (AF) insulators. The Laue patterns of the Pb doped samples showed no superlattice modulation of the Bi-O layers, which eliminated superstructure signals in ARPES spectra. Single crystals of LSCO were grown by the traveling-solvent floating-zone method. The $`T_c`$ of $`x=0.07`$, 0.10, 0.15 and 0.22 samples were 14, 29, 41 and 20 K, respectively, and $`x=0.00`$, 0.03 samples were non-superconducting Yoshida\_lightly .

ARPES measurements of BSCCO were carried out at beamline 5-4 of Stanford Synchrotron Radiation Laboratory (SSRL). Incident photons had an energy of $`h\nu =19`$ eV. A SCIENTA SES-200 analyzer was used in the angle mode with the total energy and momentum resolutions of $`14`$ meV and $`0.25^{}`$, respectively. Samples were cleaved in situ under an ultrahigh vacuum of $`10^{11}`$ Torr, and were cooled down to $`10`$ K. The position of the Fermi level ($`E_\mathrm{F}`$) was calibrated with gold spectra. ARPES measurements with $`h\nu =3060`$ eV at $`85`$ K were performed at beamline BL-1C of Photon Factory (PF) using an ARUPS-10 analyzer. The overall energy resolution varied from $`130`$ to $`150`$ meV. ARPES measurements of LSCO were carried out at BL10.0.1.1 of Advanced Light Source (ALS), using incident photons of $`55.5`$ eV at $`20`$ K as described elsewhere Yoshida\_lightly . Angle-integrated photoemission spectroscopy (AIPES) measurements of BSCCO samples were carried out using the He I resonance line ($`h\nu =21.2`$ eV) with an OMICRON 125EA analyzer. The samples were cleaved in situ and measured at $`7`$ K with the energy resolution of $`25`$ meV.

Figure 1 shows the ARPES spectra of insulating Bi1.2Pb0.8Sr2ErCu2O8 ($`\delta 0.04`$) along the diagonal $`(0,0)`$-$`(\pi ,\pi )`$ direction in the second Brillouin zone (BZ). The figure shows a single dispersive feature corresponding to the lower Hubbard band, which moves closest to $`E_\mathrm{F}`$ at $``$($`\pi /2,\pi /2`$). There is no sharp peak crossing $`E_\mathrm{F}`$. This is contrasted with LSCO of similar doping level where a tiny but sharp peak crosses $`E_\mathrm{F}`$ Yoshida\_lightly , and is consistent with the insulating behavior of the present compound Pbsample . (Note that LSCO with $`x0.03`$ shows metallic behaviour at $`T>100`$ K.)

Figure 2 shows ARPES spectra along the “underlying Fermi surface” Ronning . One can again see a single dispersive feature between $`0.6`$ and $`0.2`$ eV, as in the case of Ca2CuO2Cl2 (CCOC) and Sr2CuO2Cl2 Ronning ; SCOC1 ; SCOC3 . In Fig. 2(c), we have plotted the peak position of the spectra marked in Fig. 2(a) referenced to the binding energy of the peak at ($`\pi /2,\pi /2`$) against $`|\mathrm{cos}k_xa\mathrm{cos}k_ya|/2`$. The nearly straight line shows approximately $`d_{x^2y^2}`$-like gap anisotropy on the underlying Fermi surface d\_wave . Combining Figs. 1(b) and 2(b), one can conclude that the band dispersion in the insulating BSCCO is nearly isotropic around ($`\pi /2,\pi /2`$). Figure 2(c) shows that the total dispersional width in the insulating BSCCO is comparable to that in CCOC but is larger than that in undoped LSCO (La2CuO4) by a factor of $`1.7`$. Here, it should be cautioned that spectra near ($`\pi ,0`$) of BSCCO may be influenced by possible bilayer splitting and that the intensity of the bonding band (BB) and antibonding band (AB) show different $`h\nu `$-dependence Fink . In order to check this possibility, we measured the photon energy dependence of the spectra of heavily underdoped samples ($`\delta 0.025`$ and $`0.06`$) at ($`\pi ,0`$) from $`h\nu =30`$ eV to $`60`$ eV with $`5`$ eV photon energy interval, where the relative intensities of the BB and AB are expected different. We did not find appreciable photon-energy dependence in the line shape and the peak position from $`h\nu =19`$ eV. We therefore consider the impact of bilayer splitting on the ($`\pi ,0`$) electronic structure is small, partly because the ($`\pi ,0`$) state is already pushed considerably below the Fermi level.

In order to interpret the band dispersion in the parent insulator within the single-band description, we first consider the Hubbard ($`U`$-$`t`$) model or the $`t`$-$`J`$ model, where $`J=4t^2/U`$, and $`t`$, $`J`$, and $`U`$ are the nearest neighbor hopping matrix element, the AF super-exchange coupling constant, and the on-site Coulomb energy, respectively. These models can explain the experimental band dispersion from (0,0) to ($`\pi ,\pi `$) because its width is predicted to be $`2.2J`$ ($`0.28`$ eV) SCOC1 , however, they predict nearly the same peak energies for ($`\pi /2,\pi /2`$) and ($`\pi ,0`$), disagreeing with the strong dispersion along the underlying Fermi surface in the insulating BSCCO. According to an extended version of the Hubbard model or the $`t`$-$`J`$ model, i.e., the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`U`$ model or the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model, which takes into account the hopping to the second and third nearest neighbors through $`t^{}`$ and $`t^{\prime \prime }`$, the strong dispersion from ($`\pi /2,\pi /2`$) to ($`\pi ,0`$) can be realized by a sizeable $`t^{}`$ SCOC3 . This implies a significantly larger value of $`|t^{}|`$ in BSCCO than in LSCO.

In order to see further differences between BSCCO and LSCO, we show in Fig. 3 the ARPES spectra at ($`\pi ,0`$) (dashed curves) and AIPES spectra (solid curves) of BSCCO and LSCO. The AIPES spectra of LSCO have been obtained by integrating ARPES data within the second BZ. In the overdoped ($`\delta =0.17`$) BSCCO sample, one can see a well-known peak-dip-hump structure as observed in the ARPES spectra near the ($`\pi ,0`$) point peakdiphump ; superfluid . The intensity of the peak at $`40`$ meV decreases with decreasing hole concentration or with increasing temperature (not shown). The dashed vertical bars in Fig. 3 mark the position of the flat band $`E(\pi ,0)`$ (for BSCCO, BB and AB at higher and lower binding energies, respectively) in the ARPES spectra at $`(\pi ,0)`$. The solid vertical bars mark the point of the maximum curvature in the second derivatives of the AIPES spectra Ino\_pseudogap , also representing $`E(\pi ,0)`$ in LSCO and the energy position of BB in BSCCO. In Fig. 4, those $`|E(\pi ,0)|`$ values for LSCO and BSCCO and the average energy positions of BB and AB for BSCCO, $`\overline{|E(\pi ,0)|}`$, are plotted. One can see that $`\overline{|E(\pi ,0)|}`$ in BSCCO is larger by a factor of $`2`$ than $`|E(\pi ,0)|`$ in LSCO. Note that the magnitude of the small pseudogap, i.e., the binding energy of the leading edge position is also larger in BSCCO than in LSCO by a factor of $`2`$ Ino\_Fermisurf2 . On the other hand, the $`J`$ values are almost common between different families of cuprates Raman\_BSCCO ; Raman\_LSCO ; Raman\_YBCO ; neutron\_YBCO . The present observation therefore suggests that the “band-structure” effect represented by $`t^{}`$ has important effect on the magnitude of the large pseudogap. It should be noted that the energy position of the flat band was shown to become deeper with increasing $`|t^{}|`$ according to the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model calculations SCOC3 ; Prelovsek . As for the shape of the Fermi surface, since the flat band at $`(\pi ,0)`$ especially of BB is deeper in BSCCO, the crossing point along the $`(0,0)`$-$`(\pi ,\pi )`$ line becomes closer to (0,0) and that along the $`(\pi ,0)`$-$`(\pi ,\pi )`$ line becomes closer to $`(\pi ,\pi )`$, leading to the more “square-like” hole Fermi surface centered at $`(\pi ,\pi )`$ compared to the “diamond-like” hole Fermi surface in optimally-doped LSCO Fermisurface ; Prelovsek . Recently, the chemical potential shift as a function of doping was found to be faster in BSCCO than in LSCO harima , which can also be explained by a larger value of $`|t^{}|`$ in BSCCO based on exact diagonalization studies of the $`t`$-$`t^{}`$-$`J`$ model chemipote .

Figure 4 suggests that $`|E(\pi ,0)|`$ of LSCO and $`\overline{|E(\pi ,0)|}`$ of BSCCO are scaled by $`T_{c,\mathrm{max}}`$. This implies possible relationship between $`T_{c,\mathrm{max}}`$ and $`t^{}`$, as has been suggested in several different contexts Feiner ; Andersen . $`T_{c,\mathrm{max}}`$ in the high-$`T_c`$ superconductors is determined by the block layer (and hence the position of the apical oxygen) as well as the number of CuO2 planes. It has been found from first-principles calculations that the values of $`t^{}`$ and $`t^{\prime \prime }`$ are different between different families of cuprates Andersen , while the other parameters are rather material-independent; $`U3`$ eV, $`t0.3`$ eV and $`J=4t^2/U0.1`$ eV. Therefore, it is quite natural to consider that the difference in $`t^{}`$ (and probably $`t^{\prime \prime }`$) rather than $`J`$ strongly affects the $`T_{c,\mathrm{max}}`$. Ohta et al. Madelung  argued that the Cu atom-apical oxygen distance affects the Madelung potential difference between the apical oxygen and the oxygen in the plane and thereby influences the stability of the Zhang-Rice singlet relative to the B$`_{1\text{g}}`$ triplet where the hole enters the apical oxygen $`p_z`$ orbital. According to Fleck et al. Fleck  and Tohyama et al. ladder , the stability of charge stripes increases with decreasing $`|t^{}/t|`$ but does not depend on $`J/t`$, consistent with the observation that LSCO is closer to the instability toward stripe-type spin-charge ordering stripe1 . It has also been proposed that the Fermi surface shape itself, which is influenced by $`t^{}`$ and $`t^{\prime \prime }`$, is important to increase $`T_{c,\mathrm{max}}`$ Andersen . More theoretical studies are needed to identify a microscopic mechanism in which larger $`|t^{}|`$ leads to higher $`T_{c,\mathrm{max}}`$.

In conclusion, we have identified several differences between the electronic structures of BSCCO and LSCO, all of which can be explained by the larger value of $`|t^{}|`$ in BSCCO than in LSCO. In order to see whether there is indeed correlation between $`T_{c,\mathrm{max}}`$ and $`|t^{}|`$, further systematic studies on other materials (such as YBCO, Tl-bases cuprates, etc.) are highly desirable.

We acknowledge technical help by N. P. Armitage and K. M. Shen, and enlightening discussion with T. Tohyama, D. L. Feng, I. Dasgupta, E. Parvarini and O. K. Andersen. This work was supported by a Grant-in-Aid for Scientific Research in Priority Area “Novel Quantum Phenomena in Transition-Metal Oxides” from the Ministry of Education, Culture, Sports, Science and Technology of Japan, the New Energy and Industrial Technology Development Organization (NEDO) and a US-Japan Joint Research Project from the Japan Society for the Promotion of Science. SSRL is operated by the DOE Office of Basic Energy Science Divisions of Chemical Sciences and Material Sciences. ALS is operated by the DOE Office of Basic Energy Science, Division of Material Science. This work was also performed under the approval of the Photon Factory Program Advisory Committee (Proposal No. 2002G174).


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# Synchronization and partial synchronization of linear maps

## I Introduction

Recently, synchronization of chaotic dynamical systems has been intensively studied FUJISAKA . To some extent this is motivated by its numerous experimental realizations in lasers, electronic circuits or chemical reactions EXP . Of interest, however, are also theoretical aspects of this phenomenon. Relatively well understood is the problem of synchronization of identical systems. In this case it is known that synchronization might appear only when the so-called transversal, or conditional PECORA  Lyapunov exponents are negative FUJISAKA . Much less understood, however, remains the problem of partial synchronization that occurs when systems are nonidentical. In such a case chaotic systems do not fully synchronize which causes fundamental problems even with the very detection of synchronization. In addition to studying Lyapunov spectrum, some other methods to detect this transition were proposed. For example it was noticed that at the partial synchronization of continuous dynamical systems driven by common noise, the probability distribution of phase difference changes ZHOU . One of the difficulties in studying synchronization is the lack of analytical insight into this problem. Consequently, most of the results in this field are based on numerical calculations. It would be desirable to study models that would be exactly solvable if not fully then at least with respect to some properties.

In the present paper we study low-dimensional ($`d=2,3,4`$) linear maps. Such systems have the advantage that under some conditions their Lyapunov exponents or at least limits of stability of synchronized state can be obtained analytically. More detailed nature of synchronization transition is studied numerically. We show that in the case of discontinuous maps, synchronization is also a discontinuous transition, despite continuously vanishing (as a function of coupling strength) Lyapunov exponent(s). For continuous maps this transition is found to be continuous. We also study partial synchronization of nonidentical maps, and its relation with Lyapunov exponents. We show that for tent maps at partial synchronization there are substantial changes in the probability distribution of the synchronization error. But for Bernoulli maps partial synchronization is merely a smooth crossover between synchronized and nonsynchronized regimes. Finally, we examine $`d=4`$ maps which might be considered as describing synchronization of two identical two-dimensional systems. This case requires the most subtle analysis, since even in the synchronized state the system is relatively complicated (synchronized manifold is two-dimensional in this case). Using some arguments, based on the spectral properties of Jacobian of this maps, we locate the point where the synchronized state becomes stable. In some cases, this is most likely a global attractor since numerical calculations show that synchronization transition takes place also at this point. However, in some cases, a basin of the synchronized attractor is riddled with basin of another chaotic attractor RIDDLE . We suggests that such a coexistence of synchronized and nonsynchronized chaotic attractors might be a low-dimensional analog of the so-called stable chaos that was found in some spatially extended systems LIVI .

## II Two-dimensional maps

Objects of our main interest are linear maps. First let us examine a two-dimensional map of the form

$`x_{n+1}`$ $`=`$ $`f((qϵ)x_n+(1q)y_n)`$ (1a)
$`y_{n+1}`$ $`=`$ $`f(qx_n+(1q)y_n)`$ (1b)
where $`f(x)`$ is a piecewise linear function, $`q>0`$, and $`n=1,2\mathrm{}`$ can be interpreted as a time variable. In the present paper we will use a generalized Bernoulli shift map $`f(x)=ax\mathrm{mod}(1)`$ and a tent map

$$f(x)=\{\begin{array}{cc}ax\hfill & \text{for }0<x<1/a\hfill \\ ax+2\hfill & \text{for }1/a<x<1\hfill \end{array}$$
(2)
where $`a2`$ and in most of our numerical calculations we use $`a=3/2`$. Certain aspects of dynamics of piecewise linear maps were already studied LINEAR .

First, let us consider the case of identical systems ($`ϵ=0`$). Since the Bernoulli map has a constant slope (except a set of zero measure), Lyapunov exponents $`\lambda _1`$ and $`\lambda _2`$ of the this map can be obtained from the eigenvalues of the Jacobian of map (1a)-(1b)

$$𝐓_\mathrm{𝟐}=\left(\begin{array}{cc}aq& a(1q)\\ a(1q)& aq\end{array}\right)$$
(3)
Lyapunov exponents of the tent map are more difficult to obtain since in this case the Jacobian depends on the values of the arguments of the maps in (1a)-(1b). In particular, Jacobian takes the form (3) only when both arguments are smaller than $`1/a`$. When the argument of (1a) is smaller than $`1/a`$ but the argument of (1b) is larger, the Jacobian becomes

$$𝐓_\mathrm{𝟐}^{}=\left(\begin{array}{cc}aq& a(1q)\\ a(1q)& aq\end{array}\right)$$
(4)
Two other possibilities lead to matrices $`𝐓_\mathrm{𝟐}^{\prime \prime }=𝐓_\mathrm{𝟐}^{}`$ (larger, smaller) and $`𝐓_\mathrm{𝟐}^{\prime \prime \prime }=𝐓_\mathrm{𝟐}`$ (both larger). To determine Lyapunov exponents for tent map we would have to consider infinite product of these four matrices in order determined by the dynamics (1a)-(1b), which usually constitutes a formidable analytical task RANDOMM . However, in our case the problem of calculating Lyapunov exponents simplifies greatly provided that the difference $`x_ny_n`$ is negligibly small. This is always the case in the synchronized phase and from the limits of stability of this phase we will be able to locate the synchronization transition. When the difference $`x_ny_n`$ is small the instances when one of the arguments is larger and the other smaller than $`1/a`$ are very rare. One can thus neglect contributions coming from matrices $`𝐓_\mathrm{𝟐}^{}`$ and $`𝐓_\mathrm{𝟐}^{\prime \prime }`$. Consequently, Lyapunov exponents in this case are obtained from the eigenvalues of the matrix $`𝐓_\mathrm{𝟐}`$ only.

Diagonalizing $`𝐓_\mathrm{𝟐}`$ one obtains the following Lyapunov exponents $`\lambda _1=\mathrm{ln}(a)`$ with the eigenvector $`𝐞_\mathrm{𝟏}=(1,1)`$ and $`\lambda _2=\mathrm{ln}[a(2q1)]`$ with $`𝐞_\mathrm{𝟐}=(1,1)`$. Let us notice, that $`𝐞_\mathrm{𝟐}`$ is a base vector of a one dimensional transversal manifold on which $`x_ny_n`$. Moreover, $`\lambda _2=0`$ at $`q=\frac{a+1}{2a}`$, that at the same time locates the synchronization transition of system (1a)-(1b) both for Bernoulli and tent map.

To check our results, we introduce the synchronization error $`w=|x_ny_n|`$, where $`\mathrm{}`$ denotes an average over time and initial conditions. Numerical results, obtained also for other maps described later on, were averaged over typically $`10^3`$ runs with different initial conditions. Each run has a length $`10^7`$ steps with $`10^6`$ steps discarded as initial transient. In some cases, where fluctuations were strong or relaxation time was very long we made runs of $`10^8`$ steps with $`10^7`$ steps discarded.

Results of the numerical calculations for $`a=3/2`$ are shown in Fig. 1. They confirm that our system (1a)-(1b) synchronizes at $`q=\frac{a+1}{2a}=5/6(=0.833\mathrm{})`$ both for Bernoulli and tent maps. Let us notice, however, a difference in the behavior of these two maps. Namely, while for tent map $`w`$ vanishes continuously to zero at $`q=5/6`$ it has a discontinuous jump for Bernoulli map, although $`\lambda _2`$ vanishes continuously to zero in this case.

Now, let us consider the case of nonidentical systems, i.e., $`ϵ>0`$. In this case the Jacobian for the Bernoulli map has the form

$$𝐓_\mathrm{𝟐}=\left(\begin{array}{cc}a(qϵ)& a(1q)\\ a(1q)& aq\end{array}\right)$$
(5)
Its diagonalization gives the following Lyapunov exponents

$$\lambda _{1,2}=\mathrm{ln}[\frac{a}{2}(2qϵ\pm \sqrt{ϵ^2+4(1q)^2})]$$
(6)
For $`a=3/2`$ elementary calculations show that now $`\lambda _2<0`$ for

$$q<q_c=\frac{56ϵ}{69ϵ},$$
(7)
As before $`\lambda _1`$ remains positive.

Since our systems are now nonidentical, the difference $`x_ny_n`$ never vanishes and neglecting matrices $`𝐓_\mathrm{𝟐}^{}`$ and $`𝐓_\mathrm{𝟐}^{\prime \prime }`$ is this time only an approximation. But we expect that for small $`ϵ`$ and in the partially synchronized state this approximation should be relatively accurate. Thus, we assume that Eq. (6) gives approximate Lyapunov exponents at least inside partially synchronized phase. Hence Eq. (7) locates the partial synchronization transition also for tent map.

Numerical calculations of $`w`$ as a function of $`q`$ are shown in Fig. 1. As expected, $`w`$ remains positive even for $`q<q_c`$ although for tent map there is a clear change of behavior around $`q_c`$. For Bernoulli map $`w`$ seems to be a smooth function of $`q`$ even at $`q_c`$.

Recently, it was shown that partial synchronization in some continuous dynamical systems manifests through changes in the probability distribution of the phase difference ZHOU . To check whether this is more general property we calculated probability distribution of the synchronization error $`P(|x_ny_n|)`$ and the results are shown in Fig. 2. One can see that in the nonsynchronized phase of both tent and Bernoulli map $`P(|x_ny_n|)`$ has a rather broad and smooth distribution. However, for tent map at $`q=q_c`$ this distribution becomes very complex. This complexity persists also in the synchronized phase ($`q<q_c`$). On the other hand, there is no noticeable difference at $`q=q_c`$ for the Bernoulli map, although it develops a pronounced peak in the synchronized phase. Taking into account also the smooth behavior of $`w`$ at $`q=q_c`$ it is legitimate to ask whether partial synchronization in the case of Bernoulli map is a sharp and well defined transition or it is rather a smooth crossover. In this context it would be desirable to examine a map that continuously interpolates between these two maps as for example a skewed tent map.

## III Three-dimensional maps

As a next example let us consider a three-dimensional map of the form

$`x_{n+1}`$ $`=`$ $`f((qϵ)x_n+0.5(1q)(y_n+z_n))`$ (8a)
$`y_{n+1}`$ $`=`$ $`f(qy_n+0.5(1q)(y_n+x_n))`$ (8b)
$`z_{n+1}`$ $`=`$ $`f(qz_n+0.5(1q)(x_n+y_n))`$ (8c)
As before, Lyapunov exponents for the Bernoulli map are obtained from the eigenvalues of the following matrix

$$𝐓_\mathrm{𝟑}=\left(\begin{array}{ccc}a(qϵ)& a(1q)/2& a(1q)/2\\ a(1q)/2& aq& a(1q)/2\\ a(1q)/2& a(1q)/2& aq\end{array}\right)$$
(9)
And similarly to the $`d=2`$ case, for $`ϵ=0`$ and in the synchronized phase, matrix $`𝐓_\mathrm{𝟑}`$ contains also Lyapunov exponents of tent map (in the synchronized state all three variables are the same).

For $`ϵ=0`$ we obtain that the largest exponent $`\lambda _1`$ is always positive. Two other exponents are degenerate $`\lambda _2=\lambda _3`$, their eigenvectors are the base of a two-dimensional transversal manifold, and for $`a=3/2`$ they vanish at $`q=7/9(=0.777\mathrm{})`$. Numerical calculation of the synchronization error show (see Fig. 3) that at this point, as expected, synchronization transition takes place. Similarly to $`d=2`$ map, for Bernoulli map this transition is discontinuous.

For nonidentical systems ($`ϵ=0.1`$) we find that $`\lambda _3`$ vanishes at $`q=q_c=\frac{73ϵ}{9(1ϵ)}=0.82717\mathrm{}`$. On similar grounds as in the $`d=2`$ case, we consider it also as an approximate location of the partial synchronization transition in the tent map. Figure 3 confirms this argument since one can see that synchronization error $`w`$ for tent map indeed changes its behavior very close to this point. For Bernoulli map $`w`$ seems to be again a smooth function around $`q_c`$. But there is yet another transversal exponent, namely $`\lambda _2`$ (with the eigenvector $`𝐞_2`$=(0,1,-1)) that vanishes as in the $`ϵ=0`$ case i.e., at $`q=7/9`$. At this point complete synchronization of $`y`$ and $`z`$ systems takes place (they are identical). At this point $`w`$ has a jump but only for Bernoulli map.

We also examined the probability distribution $`P(x_ny_n)`$. Our results (not shown) indicate that for tent map $`P(|x_ny_n|)`$ has a complex structure in the synchronized phase ($`q<q_c`$). On the other hand no appreciable change is seen for Bernoulli map which is similar to the $`d=2`$ case that we already discussed. It suggests that for discontinuous maps there are almost no indications of a qualitative change at partial synchronization (except of the vanishing Lyapunov exponent) and most likely it is only a smooth crossover.

## IV Four-dimensional maps

As a final example let us consider a four-dimensional map of the form

$`x_{n+1}`$ $`=`$ $`f(0.9x_n+qy_n+0.1z_n)`$ (10a)
$`y_{n+1}`$ $`=`$ $`f(0.9y_n+qx_n+0.1u_n)`$ (10b)
$`z_{n+1}`$ $`=`$ $`f(0.9z_n+qu_n+0.1x_n)`$ (10c)
$`u_{n+1}`$ $`=`$ $`f(0.9u_n+qz_n+0.1y_n)`$ (10d)
This map describes a coupling of four identical systems $`x`$, $`y`$, $`z`$, and $`u`$. Increasing $`q`$ increases the coupling $`xy`$ and $`zu`$ and for sufficiently large $`q`$ the system enters a synchronized state were $`x_n=y_n`$ and $`z_n=u_n`$. Numerical coefficients in this map are chosen in such a way that subsystems $`xz`$ and $`yu`$ remain nonsynchronized and chaotic.

Lyapunov exponents for the Bernoulli map are obtained from the eigenvalues of the following matrix

$$𝐓_\mathrm{𝟒}=\left(\begin{array}{cccc}0.9a& aq& 0.1a& 0\\ aq& 0.9a& 0& 0.1a\\ 0.1a& 0& 0.9a& aq\\ 0& 0.1a& aq& 0.9a\end{array}\right)$$
(11)
Diagonalizing $`𝐓_\mathrm{𝟒}`$ we find that two Lyapunov exponents $`\lambda _1=\mathrm{log}[a(1+q)]`$ and $`\lambda _2=\mathrm{log}[a(0.8+q)]`$ are always positive. Corresponding eigenvectors $`𝐞_\mathrm{𝟏}=(1,1,1,1)`$ and $`𝐞_\mathrm{𝟐}=(1,1,1,1)`$ are the base of the synchronized subspace (on which $`x_n=y_n`$ and $`z_n=u_n`$). There are also two transversal exponents $`\lambda _3=\mathrm{log}[a(1q)]`$ and $`\lambda _4=\mathrm{log}[a(0.8q)]`$ with eigenvectors $`𝐞_\mathrm{𝟑}=(1,1,1,1)`$ and $`𝐞_\mathrm{𝟒}=(1,1,1,1)`$. For $`a=3/2`$ one can see that $`\lambda _3=0`$ at $`q=1/3`$ and $`\lambda _4=0`$ at $`q=2/15(=0.1333\mathrm{})`$. One can thus expect that the system synchronizes when the largest transversal exponent vanishes i.e., at $`q=1/3`$. Indeed, such a behavior is seen for the Bernoulli map (Fig. 4). In this case one can also see a jump in $`w`$ at $`q=2/15`$ that is a trace of vanishing of $`\lambda _4`$. However, for tent map a different behavior is seen, and synchronization takes place around $`q=0.23`$.

To explain such a behavior we have to notice that the synchronized manifold is in this case two dimensional and in the synchronized state the system is described by two variables e.g., $`x_n(=y_n)`$ and $`z_n(=u_n)`$. It means that in the synchronized state the difference $`x_nz_n`$ does not vanish. Consequently, arguments of maps (10a)-(10d) might differ and we have to take into account that in some cases Jacobian of the map has a different form than $`𝐓_\mathrm{𝟒}`$. For example, when arguments of the first two maps (10a)-(10b) are both smaller than $`1/a`$ and arguments of maps (10c)-(10d) are both larger than $`1/a`$, then the Jacobian is given by the following matrix

$$𝐓_\mathrm{𝟒}^{}=\left(\begin{array}{cccc}0.9a& aq& 0.1a& 0\\ aq& 0.9a& 0& 0.1a\\ 0.1a& 0& 0.9a& aq\\ 0& 0.1a& aq& 0.9a\end{array}\right)$$
(12)
In the following, similarly to the $`d=2`$ and 3 cases, we will analyse the stability of the synchronized state. When differences $`x_ny_n`$ and $`z_nu_n`$ are negligibly small then arguments of maps (10a) and (10b) are almost the same, and arguments of maps (10c) and (10d) are also almost the same. Thus, the situation is analogous to the $`d=2`$ example and there are only four possible forms of the Jacobian given by the matrices $`𝐓_\mathrm{𝟒}`$, $`𝐓_\mathrm{𝟒}^{}`$, $`𝐓_\mathrm{𝟒}^{\prime \prime }=𝐓_\mathrm{𝟒}^{}`$, and $`𝐓_\mathrm{𝟒}^{\prime \prime \prime }=𝐓_\mathrm{𝟒}`$. However, since $`𝐓_\mathrm{𝟒}`$ and $`𝐓_\mathrm{𝟒}^{\prime \prime \prime }`$ do not commute with $`𝐓_\mathrm{𝟒}^{}`$ and $`𝐓_\mathrm{𝟒}^{\prime \prime }`$ finding Lyapunov exponents of our map even under such a simplifying assumption is very difficult. But a closer look at the spectral properties of these matrices reveals certain interesting properties (with respect to their spectrum, it is of course sufficient to examine for example only matrices $`𝐓_\mathrm{𝟒}`$ and $`𝐓_\mathrm{𝟒}^{}`$). Calculating eigenvalues of $`𝐓_\mathrm{𝟒}^{}`$ one finds the following Lyapunov exponents: $`\lambda _1^{}=\lambda _2^{}=\mathrm{ln}[a\sqrt{(1+q)(0.8+q)}]`$, $`\lambda _3^{}=\lambda _4^{}=\mathrm{ln}[a\sqrt{(1q)(0.8q)}]`$. These Lyapunov exponents are associated only with matrix $`𝐓_\mathrm{𝟒}^{}`$ and they are not Lyapunov exponents of map (10a)-(10d). Exponents $`\lambda _1^{}`$ and $`\lambda _2^{}`$ are positive and their eigenvectors are within the synchronized manifold. Eigenvectors of exponents $`\lambda _3^{}`$ and $`\lambda _4^{}`$ are within the transversal manifold. These exponents change sign at $`q=q_c=0.9\sqrt{0.01+a^2}`$, that for $`a=3/2`$ equals $`0.225875\mathrm{}`$, i.e., the value that is very close to the actual transition in the tent map as obtained numerically (Fig 4). However, for such a value of $`q`$ only one of the transversal exponents of $`𝐓_\mathrm{𝟒}`$ is negative ($`\lambda _4`$) and the other ($`\lambda _3`$) remains positive. But for $`q=0.9\sqrt{0.01+a^2}`$ and interesting property of matrix $`𝐓_\mathrm{𝟒}`$ holds namely $`\lambda _3+\lambda _4=0`$. It suggests that indeed, at this value a synchronization transition of the tent map might take place, however a closer look into the dynamics of our map (10a)-(10d) is needed.

Let us analyse the dynamics of our system for $`q>0.9\sqrt{0.01+a^2}`$ as projected on the transversal manifold. Each state vector $`(x_n,y_n,z_n,u_n)`$ is decomposed in the base of eigenvectors of $`𝐓_\mathrm{𝟒}`$ as $`(x_n,y_n,z_n,u_n)=c_1𝐞_\mathrm{𝟏}+c_2𝐞_\mathrm{𝟐}+c_3𝐞_\mathrm{𝟑}+c_4𝐞_\mathrm{𝟒}`$, and then we look at the evolution of transversal coordinates $`c_3`$ and $`c_4`$. A typical trajectory is shown in Fig. 5. One can see that after an initial transient, the system locates essentially on the axes of eigenvectors and gradually approaches the point (0,0) i.e., a synchronized state, swapping from time to time its coordinates. Actually, such a behavior can be deduced from Eqs. (10a)-(10d). First, we express coordinates in the transversal subspace as $`c_3=(x_n+y_nz_n+u_n)/4=(\delta _1\delta _2)/4`$ and $`c_4=(x_ny_nz_n+u_n)/4=(\delta _1\delta _2)/4`$, where $`\delta _1=x_ny_n`$ and $`\delta _2=z_nu_n`$. Since $`\delta _1,\delta _2`$ are small it implies that the system evolves ’in pairs’. Namely, either both arguments of maps (10a)-(10b) are smaller or both are larger than $`1/a`$ and either the first or the second definition of the tent map (2) is applied to this pair. The same applies for the second pair of maps (10c)-(10d). The swap of coordinates appears when two pairs evolve according to different rules. Indeed, let us assume for example that the first pair of arguments is smaller and the second pair is larger than $`1/a`$. Using the evolution equations (10a)-(10d) we find that initial coordinates ($`(\delta _1\delta _2)/4,(\delta _1\delta _2)/4`$) are transformed into ($`a(0.8q)(\delta _1\delta _2)/4,a(1q)(\delta _1+\delta _2)/4`$). Up to the sign and the multiplicative factor of the order of unity this is indeed the swap of coordinates. Since for $`q>0.9\sqrt{0.01+a^2}`$ the sum of transversal exponents $`\lambda _3+\lambda _4<0`$, shrinking along $`𝐜_\mathrm{𝟒}`$ axis prevails over repelling along $`𝐜_\mathrm{𝟑}`$ axis. Without swapping the system would drift to infinity along $`𝐜_\mathrm{𝟑}`$ axis. But swapping turns the system back almost on the $`𝐜_\mathrm{𝟒}`$ axis where it is subjected (mainly) to shrinking. Of course, swapping can also put the system again on the $`𝐜_\mathrm{𝟑}`$ axis where it is repelled, but sooner or later it will return on the $`𝐜_\mathrm{𝟒}`$ axis, where it will be again subjected to shrinking. Swapping of coordinates is actually described by matrices $`𝐓_\mathrm{𝟒}^{}`$ or $`𝐓_\mathrm{𝟒}^{\prime \prime }`$. For $`q>0.9\sqrt{0.01+a^2}`$ these matrices have negative transversal exponents and their action in the transversal manifold can only shrink the system toward the origin (0,0). As a result of this combined action (swapping and shrinking faster than repelling), the system must end up in the synchronized state. On the other hand for $`q<0.9\sqrt{0.01+a^2}`$ both mechanisms which attracted the system toward the synchronized state fail. Repelling along $`𝐜_\mathrm{𝟑}`$ axis prevails over shrinking along along $`𝐜_\mathrm{𝟒}`$ axis and transversal exponents of $`𝐓_\mathrm{𝟒}^{}`$ and $`𝐓_\mathrm{𝟒}^{\prime \prime }`$ are positive. As a result the system remains in the nonsynchronized state. The value $`q=0.9\sqrt{0.01+a^2}=0.225875\mathrm{}`$ (for $`a=3/2`$) is indicated in Fig. 4 with an arrow and is in a very good agreement with numerical calculations.

There is, however, a silent assumption in the above considerations, namely that on the way to the synchronized state the system will not fall into the basin of another attractor that might possibly exist. Actually, it is already known that basins of synchronized chaotic attractors are sometimes riddled with basins of some other attractors, even when transversal Lyapunov exponents are negative RIDDLE . As a result, only some initial conditions will lead the system to the synchronized state, and the other will lead to the other nonsynchronized attractor. And indeed, we found that for $`a=1.35`$ such a scenario most likely takes place (Fig. 6). For $`a=1.35`$ we obtain that the synchronized state becomes stable for $`q>0.9\sqrt{0.01+a^2}=0.1525397\mathrm{}`$. Although the synchronization error $`w`$ does not vanish at this point, we observed that for $`q0.154`$ there is a finite fraction $`P`$ of initial conditions that leads relatively fast to the synchronized state. Remaining initial conditions lead the system to another chaotic attractor. As a result, $`w`$ that is an average over runs with different initial conditions, remains positive.

To show that $`a=1.35`$ and $`a=1.5`$ cases are qualitatively different we plot attractors at their critical points $`q=q_c=0.9\sqrt{0.01+a^2}`$ as projected on the transversal manifold $`(c_3,c_4)`$ (Fig. 7). These plots are obtained from several independent runs after discarding $`10^8`$ steps and recording next $`310^4`$ steps. We noticed, that when $`q`$ is smaller than $`q_c`$ no appreciable change is seen in the structure of these attractors. However, when $`q`$ exceeds even slightly the critical value important differences takes place. Namely for $`a=1.5`$ the attractor shrinks to the origin (0,0). For $`a=1.35`$ the origin also becomes an attractor but the nonsynchronized attractors persist as well, with only small changes. In Fig. 6 probability $`P`$ of reaching a synchronized state seems to be positive only for $`q0.154`$, which might be a consequence of the numerical method. Namely we considered that a system reached a synchronized state if after $`10^6`$ steps its coordinates satisfy $`|x_ny_n|+|z_nu_n|<10^5`$. But close to the critical poind $`q_c`$ an approach to the synchronized state is very slow and we expect that when larger number of iteration steps were used, we would find positive $`P`$ for any $`q>q_c`$. Let us also notice that the fact that for $`a=1.5`$ at the critical point the attractor is different than the origin implies a finite value of synchronization error $`w`$ at this point i.e., the synchronization transition is most likely discontinuous in this case.

Finally, let us notice that in synchronization of some spatially extended systems, like Coupled-Map Lattices, it was observed that in presence of negative transversal Lyapunov exponents nonsynchronized state might exist AHLERS . A similar behavior appears in some other extended systems and is known as stable chaos LIVI . In our opinion, the behavior of our system for $`a=1.35`$ bears some similarity to this effect. Although we did not calculate the transversal Lyapunov exponents explicitly, it seems very likely that for $`q>q_c`$ they are negative (since the synchronized state is stable, and that is also confirmed numerically because a finite fraction of initial conditions leads to this state). Nevertheless, a finite fraction of initial conditions lead the system to a nonsynchronized state. An important difference is that in extended systems exhibiting stable chaos a nonsynchronized state is a generic state of the dynamics, that is reached from almost any initial condition. Another property of such extended systems is that a nonsynchronized state after a certain threshold looses its stability but no such a threshold was found in our 4-dimensional map. But it might be that these features are consequences of high dimensionality of dynamics of an extended system.

## V Conclusions

In conclusion, we studied synchronization of low-dimensional linear chaotic maps. Even for such simple maps finding Lyapunov exponents might be very difficult. But as we have shown, the problem significantly simplifies in the synchronized phase which enabled us to locate exactly the synchronization transitions. Our results show qualitative differences between the behavior of Bernoulli and tent map concerning the type of the synchronization transition (discontinuous for Bernoulli map, and continuous for tent map), or even the location of the transition (in the $`d=4`$ case). Morever, very different behavior is seen when maps are nonidentical and only partial synchronization takes place. It might be that it is a discontinuity of the Bernoulli map that is responsible for some of these differences. Noting the similarity to the behavior of some extended systems, it would be interesting to examine whether the origin of the stable chaos indeed can be relateded with riddled basins of attractors in low-dimensional systems like those examined in the present work.

This work was partially supported by the Swiss National Science Foundation and the project OFES 00-0578 ”COSYC OF SENS”. Some of our calculations were done on ’openMosix Cluster’ built and administrated by Lech Dȩbski.


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# Observation of Conduction Band Satellite of Ni Metal by 3𝑝-3𝑑 Resonant Inverse Photoemission Study

## Abstract

Resonant inverse photoemission spectra of Ni metal have been obtained across the Ni 3$`p`$ absorption edge. The intensity of Ni 3$`d`$ band just above Fermi edge shows asymmetric Fano-like resonance. Satellite structures are found at about 2.5 and 4.2 eV above Fermi edge, which show resonant enhancement at the absorption edge. The satellite structures are due to a many-body configuration interaction and confirms the existence of 3$`d^8`$ configuration in the ground state of Ni metal.

Inverse photoemission spectroscopy (IPES) is an important technique to investigate the unoccupied density of states (DOS) of a solid. Combining photoemission spectroscopy (PES), which measures the occupied DOS, with IPES measurements, gives us complementary information about the valence and conduction band DOS.r01  The IPES technique has two measurement modes: Bremsstrahlung Isochromat Spectroscopy (BIS) mode and Tunable Photon Energy (TPE) mode. The BIS measurements are easier than TPE measurements, because it does not use a photon monochromator and sensitive band pass filters are available in X-ray and vacuum ultraviolet (VUV) region. This has led to the early development of X-ray BIS (XBIS) and ultra-violet BIS (UVBIS) techniques.r02 ; r03

The observation of IPES in the soft X-ray (SX) region corresponding to energies from several ten’s of eV to about 1 keV is still experimentally difficult, because the emission intensity in IPE is extremely weak. We succeeded in the observation of the resonant IPES (RIPES) of Ce r04 ; r05  compounds near the Ce 4$`d`$ absorption region, using a monochromator developed for SX emission spectroscopy (SXES).r06  The obtained results are consistent with Ce 3$`d`$ RIPES by Weibel et al.r07 , though the surface effect is strong. Furthermore, RIPES of Ti r08 ; r09  compounds was also measured across the Ti 3$`p`$ edge and a weak satellite has been found.

Ni metal is an itinerant ferromagnet which has been used as a classic reference to test the validity of new experimental and theoretical techniques in the study of electronic structure of solids. Beginning with the Stoner condition in the mean-field-approximation or the local density approximation (LDA) r10 , as well as many spectroscopic studies of Ni metal have provided important insights in the study of solids e.g. resonant PES r11 ; r12 ; r13 , angle-resolved PES r14 , magnetic circular dichroism (MCD) r15 ; r16 , and spin-resolved PES.r17 ; r18 ; r19  Furthermore, UVBIS r20  and XBIS r21  spectra of Ni metal have also been reported, as well as spin polarized r22 ; r23 ; r24  and k-resolved r25 ; r26 ; r27  IPES. The observed electronic structure of Ni is, however, still an important subject of study that many researchers are interested in, since it is not understood within standard band theory and only recent dynamical mean field studies r28  provide a consistent description of its magnetic properties and electronic structure.

It is well known that the so-called ”6-eV satellite” is observed in the PES spectrum at about 6 eV from Fermi energy $`E_F`$.r11 ; r17  This satellite is known as the two-hole-bound state that means two 3$`d`$ holes are bound in the same Ni site in the final state, and has a 3$`d^8`$ final state (3$`d^9`$ initial state).r29  Another satellite was found at a higher energy than 6 eV and it was assigned to the 3$`d^7`$ final state (3$`d^8`$ initial state).r30  Furthermore, it was suggested by analysis of the MCD spectra that the 3$`d^8`$ configuration with $`{}_{}{}^{3}F`$ symmetry exists with a weight of 15 $``$ 20 % in the ground state.r31 ; r32  Sinkovic et al. found triplet feature of 3$`d^8`$ configuration at 6 eV by means of spin-resolved PES.r19

The main 3$`d`$ configuration of Ni atom in Ni metal is 3$`d^9`$ in the ground state. From a many-body view-point, 3$`d^{10}`$ and 3$`d^8`$ should be mixed in addition to 3$`d^9`$ due to the electron transfer. Then, the ferromagnetism is considered to be caused by Hund’s coupling in the 3$`d^8`$ configuration as it reduces the energy cost of an electron transfer. In fact, such a viewpoint is proposed as an origin of ferromagnetism in Ni.r33  In this context, an experimental measurement of 3$`d^8`$ weight is of great importance.

In this study, we report resonant IPES of Ni metal across the Ni 3$`p`$-absorption edge. Since the process of the IPES adds an electron to the ground state, IPES should give us new information of the ground state configuration.

Figure 1 shows energy diagram of RIPES. In a normal IPES process, an electron that is incident upon a solid surface decays radiatively to states at lower energy. In a 3$`d^n`$-electron system, the normal IPES process is expressed as

$$|3d^n+e^{}|3d^{n+1}+h\nu $$
(1)
where $`e^{}`$ denotes incident electron. If the electron energy is higher than the binding energy of a core level, the core electron can be excited and ejected out of the system. Then, the created core-hole decays radiatively (fluorescence) or non-radiatively (Auger process). The fluorescence process is

$$|\underset{¯}{c}3d^n|3d^{n1}+h\nu $$
(2)
where $`\underset{¯}{c}`$ denotes core hole. On the other hand, if the energy of the incident electron is close to the Ni 3$`p`$ $``$ 3$`d`$ absorption edge, a second order process

$$|3d^n+e^{}|3p^53d^{n+2}|3d^{n+1}+h\nu $$
(3)
would take place. Because of the interference between (1) and (3), a resonance effect would be observed.

IPES measurements of Ni were performed on both polycrystal and (110) single crystal. The polycrystalline sample was evaporated on Mo substrate at a pressure of $`<1\times 10^8`$ torr. Measurements were performed at low temperature of about 14 K. The cleanliness of the sample was checked by measuring O 1$`s`$ fluorescence. The measurement chamber pressure was $`<3\times 10^{10}`$ torr throughout the measurements. Single crystal was measured with some excitation energies. (110) sample was cleaned by Ar-ion bombardment and annealing. The cleanliness was checked by Auger and LEED measurements.

A soft X-ray monochromator, which consists of a Rowland-type grazing-incidence monochromator with a 5-m spherical grating (300 lines/mm), was used in this experiment.r05 ; r06  The incidence angle of monochromator was fixed at an angle of 85.98. A two types multi-channel detector PIAS (for wide range) and CR-chain (for high resolution) (Hamamatsu photonics) were used as a photon detector. The absolute energies of the spectra were calibrated by measuring the Fermi edge of Au.

A filament-cathode-type and a BaO-cathode-type electron guns were used for excitation. The kinetic energy of excitation electron was calibrated by an energy analyzer. An excitation electron was incident normally for polycrystal, while off-normal for Ni(110), because of experimental arrangement. The emission was observed at an angle of about 60. The overall spectral resolution of this measurement was about 0.6 eV at excitation energy of 60 eV. The spectra were normalized by emission of electron gun and $`(h\nu )^3`$, since the cross section of emission spectra is proportional to third power of photon energy.

Figure 2 shows RIPES spectra of polycrystalline sample, obtained for various energies across the Ni 3$`p`$ absorption edge. Numbers beside the spectra indicate excitation energies. In this figure, observed spectra, which have energies close to excitation energies, are plotted with respect to the relative energy from Fermi edge. The spectrum of 54.0 eV, which is sufficiently below the absorption edge, corresponds to normal IPES spectrum. This spectrum agrees with the spectra observed in XBIS r20  and UVBIS. r21  From comparison with band calculations r34 , the structure just above Fermi edge and broad peak at about 10 eV are assigned to Ni 3$`d`$ and Ni 4$`sp`$ bands, respectively.

When the excitation energy is higher than 66.1 eV, a core electron is excited. Thus, the emission spectrum then includes both IPES and fluorescence components. The Ni 3$`d`$ $``$ 3$`p`$ fluorescence peak is observed at a constant energy of about 65 eV in emission spectra. The energy position of this peak is changed with changing excitation energy in Fig. 2 as indicated by vertical bars. The Ni 3$`d`$ peak just above $`E_F`$ becomes very weak when the excitation energy is around 66.1 eV, where the fluorescence peak has almost same emission energy. On the other hand, Ni 4$`sp`$ peak does not seem to change its intensity with changing excitation energy. In addition to these structures, a weak structure is observed at around 2.5 and 4.2 eV as indicated by the dotted line. These structures are observed only at the excitation near absorption edge.

Insertion in Fig.2 shows the peak intensity of the Ni 3$`d`$ and Ni 4$`sp`$ peak plotted versus the excitation energy. Filled circles and squares denote the intensity of Ni 3$`d`$ and Ni 4$`sp`$, respectively. The open squares and triangles are calculated intensity that is discussed below.r35  The Ni 3$`d`$ spectrum has a dip at about 66 eV and shows an asymmetric lineshape typical of a Fano-type resonance.r36  A similar resonance has been observed in the resonant photoemission study of Ni.r12 ; r30  On the other hand, the Ni 4$`sp`$ peak does not change its intensity with changing excitation energy, although at higher energies it cannot be conclusively stated because of an overlap with the fluorescence signal. Thus, satellite intensity is observed at about 58 $``$ 66 eV spectrum, the peak intensity of these satellites is enhanced as seen in Fig. 2.

The results show that the IPES of Ni 3$`d`$ exhibits a resonance effect at the excitation energy near Ni 3$`p`$-absorption edge. The nominal ground state of Ni is 3$`d^9`$ configuration. It is thought, however, that the actual ground state consists of a mixture of 3$`d^8`$, 3$`d^9`$ and 3$`d^{10}`$ configurations. The intermediate state of RIPES has an n+2 electron state as has been mentioned before. So, only the 3$`d^8`$ initial state can be resonant in the IPES process, while the 3$`d^9`$ and 3$`d^{10}`$ initial states cannot resonate. That is, the observed resonance confirms the existence of 3$`d^8`$ configuration in the ground state. The existence of 3$`d^8`$ configuration has been suggested by resonant PES r30  and MCD r31 ; r32  measurements. However, the present result is the only direct experimental evidence of a 3$`d^8`$ initial-state configuration.

Figure 3 shows comparison between on- and off-resonant spectra. The spectra of (110) single crystal are shown in addition to the on-resonant spectrum of polycrystal. The spectra of single crystal show narrower main peak than that of polycrystal, because these were observed in angle resolved mode. In the on-resonance spectra of both samples, two satellite structures are observed at about 2.5 and 4.2 eV as indicated by the dotted lines, while the off-resonant spectrum does not show. A fluorescence component is expected in the on-resonance spectrum at the energy position marked by arrow in Fig. 3, but it is very weak compared with other structures. The spectrum at bottom shows the calculation result r35  discussed in the following.

We now discuss the origin of the satellite structures. We think the satellite structures are not caused from k-dependence of other components, because Ni 4$`sp`$ peak is observed broadly in both sample at around 10 eV that is sufficiently higher than the satellite energy. Possibility of direct transition that is observed in UVBIS spectra r25  can be neglected, because the excitation energy in this study is much higher than UVBIS.

Since the satellites are observed near absorption edge, it is possible that the structure is caused by a many-body effect, as suggested by Tanaka and Jo.r35  The spectrum at bottom of Fig. 3 shows RIPES spectra of Ni metal calculated by impurity Anderson model including many-body configuration interaction effect. In the calculation, the initial state of Ni metal consists of 3$`d^8`$, 3$`d^9`$ and 3$`d^{10}`$ configurations, and the IPES spectrum consists of the three structures arising from the bonding, non-bonding and anti-bonding states of the 3$`d^9`$ and 3$`d^{10}`$ configurations. The main peak near Fermi edge corresponds to the bonding state and it shows Fano-type resonance, while non-bonding and anti-bonding peaks at 2.5 and 4.2 eV are resonantly enhanced at absorption edge. In this calculation, band effect is not included. If proper band effect is included in this calculation, the non-bonding peak would become wide as observed in experimental results. The intensity changes in this calculation are shown in Fig. 2. The calculated results seem to qualitatively well-describe the intensity change of main peak. From the comparison between the observed and calculated spectra, the weight of 3$`d^8`$ in Ni metal is estimated to be at least 10 %.

As mentioned before, a satellite called the ”two-hole-bound state” is observed at 6 eV in resonant PES spectra. The satellite arises from 3$`d^8`$ dominant states, while the main peak corresponds to 3$`d^9`$ dominant states. The non-bonding state is not observed in PES spectra. The satellite energy of 6 eV in PES is larger than that of RIPES in this study. This is attributed to the fact that the satellite in PES has 3$`d^8`$ configuration and Coulomb interaction between two holes is more effective, while the satellite in RIPES has 3$`d^9`$ configuration. Furthermore, in case of PES spectra that have 3$`d^8`$ and 3$`d^9`$ final states, the multiplet splitting of the 3$`d^8`$ configuration is larger than the hybridization energy, so that the separation of the anti-bonding state from the non-bonding 3$`d^8`$ state is not obvious. On the other hand, there is no multiplet splitting due to Coulomb interaction in the final states of IPES, because the final states have 3$`d^9`$ and 3$`d^{10}`$ configurations. Thus, the non-bonding state would become observable in IPES.

In conclusion, we could observe RIPES spectra of Ni metal across the Ni 3$`p`$-3$`d`$ absorption edge. Satellite structures of Ni 3$`d`$ band are observed at about 2.5 and 4.2 eV. The excitation spectrum of Ni 3$`d`$ state shows Fano type resonance across the Ni 3$`p`$ absorption edge. The results are a direct evidence for existence of 3$`d^8`$ configuration in the initial state of Ni metal. The satellites are described well by the cluster-model calculation including many-body configuration interaction effects. This result must help for understanding the ferromagnetism on Ni metal.

The authors thank Prof. Sakisaka, Prof. Kato and Dr. Chainani for useful discussions. This work is partly supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sport and Culture.


text:
# The Theory and Simulation of Relativistic Jet Formation: Towards a Unified Model For Micro- and Macroquasars

## 1 The Launching of Relativistic Jets

As this meeting comes only a few months after the meeting on microquasars in Cargese, Corsica, my presentation here will be similar to that given in Cargese, but with a more general approach to all relativistic jet sources — Microquasars and Macroquasars alike. This paper, therefore, will be an extension and update of the Cargese paper , and the reader will be referred to the latter rather frequently.

### 1.1 Relativistic Jet Sources and their Speeds

The first point that I wish to make is that, in attempting to understand the launching, acceleration, and collimation of relativistic jets, high energy jetted sources of all types should be considered. Their similarities point to closely-related mechanisms and similar physics, and their differences give clues on how the general mechanism might operate differently under different conditions.

Microquasars. This class of objects has historically included Galactic jet sources, mainly low-mass X-ray binaries (LMXBs) like GRS 1915+105 and other objects like SS433 (which may be a neutron star). Recently, HMXBs like Cyg X-1 have been found to produce jets and, therefore, added to the class, and $`\gamma `$-ray bursts (GRBs) are treated as a closely-related object. However, now that Z and atoll neutron star binaries, isolated pulsars, and even core-collapse supernovae appear to produce jetted flows, I have suggested that the Microquasar class now include all objects of stellar mass that produce relativistic collimated flows. As discussed in , these objects are related not only in their phenomenology and in their underlying jet-production mechanism, but also in their common origin as the last stages in the evolution of massive stars.

Macroquasars. Like the term ’microquasar’, the term ’quasar’ has evolved — from the early meaning of quasi-stellar radio source, to encompassing any extragalactic object (radio loud or quiet) whose host galaxy is difficult to detect. To the Macroquasar class I also suggest adding the active galactic nuclei (AGN) objects — radio galaxies and Seyfert galaxies — which are distinguished from the others only by the faintness of their central optical source relative to the brightness of the surrounding galaxy.

The recent observations of Blundell & Rawlings  are extremely important in any attempt to unify all AGN and quasars. These authors found the first Fanaroff& Riley class I radio quasar, which had been known previously as a radio ’quiet’ quasar. Its radio luminosity is just below the FR I/FR II break ($`10^{41}\mathrm{erg}\mathrm{s}^1`$), or about ten times more powerful than Centaurus A. While much more work needs to be done, the implication is that many, if not all, radio ’quiet’ quasars are actually giant radio galaxies, appearing much like Centaurus A, but with a very bright optical core at the center of the nucleus.

While I have suggested that Microquasars be unified on the basis of an evolutionary scheme , it is more appropriate to unify Macroquasars on the basis of the size, fueling rate, and spin of their central black hole (in addition to the jet viewing angle) using, for example, theoretical Owen-Ledlow diagrams of the radio-optical plane. Figure 1 shows such a scheme, slightly modified from that presented in . Except for the low-mass cutoffs of the FR II objects, the lines are computed from accretion and jet-production equations, not simply drawn schematically. Note that this grand unified scheme predicts that there are substantial FR I quasars and that their class merges into the radio quiet quasar class, as suggested by recent observations .

Jet Speeds. Measured jet speeds in the above sources range from $`0.5c`$ in the neutron star sources, to Lorentz factors of $`\mathrm{\Gamma }10`$ in Micro- and Macroquasar black hole systems, to $`\mathrm{\Gamma }>100`$ in the GRBs. Current collapsar models of long-duration GRBs suggest that the actual jet speed produced by the black hole itself may be only of order $`\mathrm{\Gamma }<50`$, with the additional acceleration to $`\mathrm{\Gamma }`$ of several hundred being provided by a confining supernova envelope and the subsequent breakout . (If this is the case, then one might expect short-duration GRBs to have Lorentz factors significantly under 100, as they are thought to be associated with neutron star mergers and therefore not occurring inside dense envelopes.)

Broad absorption line (BAL) quasars represent another type of outflow that may be related to jets. Because their P-Cygni lines imply low filling factors in the flow, and because of the existence of detached absorption troughs, there is some reason for believing that the flow may be bi-polar and limb-brightened in nature. Their velocities of $`0.1c`$ are considerably slower than typical jet speeds, and radiation pressure may play a key role here in the initial launching. Nevertheless, it is possible that magnetic effects like those discussed below are still at work in these outflows, shaping them and perhaps providing additional acceleration far from the disk.

### 1.2 Of Spines and Sheaths

The second point that I wish to make is that there is some observational evidence that the same source may produce jets of rather different Lorentz factors, either simultaneously or when the source is in different accretion states. First of all, there has been considerable discussion of the spine-sheath model at this conference (see, e.g., reference ). In addition, I offer two other examples. Intra-day variable (IDV) sources such as PKS 0405-385  show evidence of Lorentz factors of up to 75, even when the interstellar scintillation model is applied to the variability. When this Jansky-level core is de-boosted, one derives only a microjansky-level intrinsic flux for this very relativistic flow. However, for the surrounding centimeter flux, with a typical Lorentz factor of 5-10, the de-boosted flux is at the millijansky level — three orders of magnitude stronger. The implication is that a great many sources may be producing very relativistic ’spine’ jet flows that normally are not seen because of their weak microjansky-level flux and their highly-beamed nature.

Another clue may be in the behavior and spectrum of Cyg X-1. Like most Microquasars, the source produces a steady jet when it goes into the low/hard state . The non-thermal power-law tail in the hard X-ray region in such sources has been suggested to come from close to the base of the jet itself . In the high/soft state, Cyg X-1 does not produce a detectable radio jet, yet the $`\gamma `$-ray spectrum has a power-law tail that extends out to several MeV! Clearly, there is still substantial non-thermal activity in what would otherwise appear to be a rather thermal and soft source. While the role of this very hard emission is unclear at this point, it is interesting to speculate that the $`\gamma `$-ray tail may indicate the production of a weak, but very high Lorentz factor jet at the center of the otherwise thermal disk — a spine for the low/hard state radio jet sheath.

### 1.3 Jet Launching Mechanisms

As discussed by  the current popular model for launching, accelerating, and collimating astrophysical jets is a magnetohydrodynamical/electrodynamical one. A strong electromagnetic field in the central engine, coupled with differential rotation, serves to convert rotational kinetic energy into kinetic energy of outflow. A magnetic pressure gradient (plus, perhaps, the action of thermal and/or radiation pressure) lifts the material out of the gravitational potential well, and the pinch effect (hoop stress of the magnetic field coiled by the rotation) collimates the outflow into a jet.

The above basic mechanism can be realized in a variety of Micro- and Macroquasar situations. For neutron star systems, the magnetic field and rotation of the pulsar or protopulsar will accelerate plasma trapped in the magnetic field lines. (This plasma can originate from either particle creation in spark gaps or accretion flows.) Ejection of a collimated outflow at roughly the neutron star escape speed ($`0.5c`$) provides a natural explanation for pulsar and supernova jets, and even possibly SS433-type objects.

In systems with substantial accretion disks the combination of orbital motion and a disk coronal magnetic field can provide a similar mechanism, first proposed by Blandford and Payne (BP) . Such accretion disk MHD winds could operate in both accreting neutron star and black hole systems.

Finally, in black hole systems the magnetic field can extract rotational energy of the black hole in two different ways. The first method, suggested by Punsly and Coroniti , is really an extension of the BP mechanism to accretion systems that are significantly affected by frame dragging. Rotation of the space near the black hole, if in the same sense as the disk, enhances the disk MHD wind power. The coupling to the black hole rotation is indirect, through material that is accelerated into negative energy orbits inside the ergosphere. When accreted by the hole, this material spins down the hole in a magnetic Penrose-type process. The second method, suggested by Blandford and Znajek (BZ) , utilizes direct magnetic coupling with a field that threads the horizon and either the accretion disk or an outflowing wind, much like the structure of a pulsar wind.

The third point I would like to make, then, is that there are natural theoretical reasons for believing that more than one MHD jet launching mechanism may be at work in Micro- and Macroquasars, and that there are definite candidates in the different cases. The following identifications are suggested, although the set is certainly subject to change as more is learned about these sources. BP-type outflows may be responsible for the lower velocity ($`0.1c`$) outflows in black hole systems, shaping them if not also accelerating them. The PC/BP mechanism inside the ergosphere may be responsible for most jets we see in AGN, quasars, and classical microquasars. Lorentz factors of 3 have been achieved in simulations of this process , and values of 10 or more are not unexpected from a region where the metric ’rotational velocity’ is formally greater than $`c`$. Finally, it is tempting to identify the very high Lorentz factor ($`50`$) implied for the IDV spine and for the central GRB engine with the BZ mechanism that couples to the black hole horizon itself. Normally expected to generate only a fraction of the energy output of the other disk mechanisms , the BZ process nevertheless could appear to dominate in observations where beaming angles are extremely small.

The identification of mechanisms like the PC/BP and BZ ones as being responsible for most of the AGN jets observed brings up an important fourth point. Black holes with similar mass and accretion rate can differ in radio power by several orders of magnitude. Jet production mechanisms that depend on extraction of black hole rotational energy, therefore, provide a third parameter that lifts the mass/accretion rate degeneracy and potentially can explain why some sources are radio loud and some are radio quiet . Such mechanisms have jet powers that vary significantly with the normalized black hole spin $`jJ/(GM^2/c)`$ but still vary linearly with the accretion rate and mass (see Figure 1)

$$L_{jet}=L_{Edd}(\dot{M}/\dot{M}_{Edd})j^2$$
(1)
### 1.4 The Important Role of Accretion and a Toy Model

Because the type of jet produced in black hole systems appears related to the structure of the accretion flow (low/hard, high/soft, etc.), this brings me to my fifth point. It is no longer reasonable to consider accretion models without also considering jet production. Unfortunately, none of the current accretion models address jet production in any meaningful way. This point is emphasized by the association of jet production with the presence of quasi-periodic oscillations in the X-ray light and with ’dips’ in the X-ray emission at essentially the same time as the jet is ejected. The latter occurs not only in Microquasars like GRS 1915+105 but also in Macroquasars like 3C 120 . In short, it is not clear that we have an adequate accretion model that will begin to address one of the more important aspects of all accreting sources — jets.

I therefore propose the following toy scenario, whose main purpose is to stimulate further thinking along these lines. The sheath is produced in the accretion disk in low $`\dot{M}`$ states (i.e., low/hard state and in X-ray dips in the very high/unstable state). It can have Lorentz factors up to 10 or more, so it is produced probably near the ergosphere. It dominates in low-luminosity sources (FR Is, low-luminosity AGN, and persistent X-ray binary jets). The low/hard power-law tail in Cyg X-1 may originate in the sheath.

The spine, on the other hand, is produced only in high $`\dot{M}`$ states, when rapid accretion can press the magnetic field onto the black hole (high/soft state and between dips in the very high/unstable state). It can have Lorentz factors up to 50 and higher, so it is produced probably very near the horizon. The spine is more important in high-luminosity sources (FR IIs, GRBs, and high-luminosity X-ray transients). In Cyg X-1 the hard MeV tail in the high/soft state may originate in this jet.

## 2 Jet Collimation, Acceleration, and Stability

### 2.1 Collimation

As pointed out in , there are both theoretical and observational reasons for concluding that slow acceleration and collimation is probably the norm for jet outflows in these sources. Non-relativistic  and relativistic  models of MHD wind outflows attain solutions where the wind opening angle is wide near the accretion disk and then narrows slowly over several orders of magnitude in distance from the disk. Furthermore, recent observations of M87, for example, by  suggest that the opening angle of the jet is more than $`60\mathrm{deg}`$ at the base, collimating to a few degrees only after a few hundred Schwarzschild radii. Furthermore, the lack of significant ’Sikora’ bump in the X-ray light of most radio quasars indicates that the flow at the base of most quasar jets must also be broad and probably sub-relativistic, only accelerating to relativistic flow much further from the black hole.

These observational results have important implications for the spine/sheath model. If there is, indeed, a BZ-type high-$`\mathrm{\Gamma }`$ jet produced near the black hole, then this jet nevertheless cannot dominate in even the most powerful of radio quasars. Such a flow would intercept the soft photons from the accretion disk, Compton-scatter them to hard X-ray energies, and produce a substantial Sikora bump. The lower Lorentz factor flow, collimated and accelerated slowly, must still dominate in even the brightest of radio quasars. This conclusion is consistent with the observation that the parsec-scale jets in both FR I and FR II radio sources appear to have similar structures and speeds .

### 2.2 Attaining Relativistic Speeds: Poynting Flux-Dominated Jets

It is important to realize that, if an MHD/ED mechanism for jet acceleration is adopted, then this implies that (at least initially) the jets so-produced must be Poynting flux-dominated (PFD). By definition, $`\mathrm{\Gamma }>>1`$ implies that the kinetic energy greatly exceeds the rest mass-energy of the flow. And, for an MHD jet, the final velocity is at least of order the Alfven speed, so the Alfven Lorentz factor also must be large: $`\mathrm{\Gamma }_A=V_A/c=B/(4\pi \rho c^2)^{1/2}>>1`$. That is, the field lines must have low mass-loading, and the energy flow must be dominated by the flow of electromagnetic energy (Poynting flux), not kinetic energy. As the flow accelerates, Poynting flux is slowly converted into kinetic energy flux, until the two are of the same order of magnitude . Eventually, mass entrainment from the interstellar medium can increase the baryon loading, decreasing the Poynting flux domination.

### 2.3 Stability of Poynting Flows

So far no fully relativistic numerical simulations of PFD flows have been performed. The best results to date are from three-dimensional non-relativistic simulations . We find that the stability is critically dependent on how severe the mass entrainment in the jet is — specifically on the gradient of the plasma parameter $`\beta p_{gas}/(B^2/8\pi )`$. (In the following, remember that $`\beta `$ is always less than unity for PFD jets, if the plasma is reasonably cold $`P\rho c^2`$.) If $`\beta `$ decreases or remains small as the jet propagates outward (mass loading becomes even less or stays the same), then we find that the PFD jet remains stable. However, if $`\beta `$ increases (entrains significantly more thermal material), then we find that the jet is likely to be unstable to the helical kink instability, even if the jet still remains magnetically dominated throughout the simulation. Apparently even a small amount of pressure in the flow builds up over large distances, triggering a helical kink and, therefore, turbulence in the jet.

We tentatively suggest that this may be part of the reason why FR II sources appear only in elliptical galaxies. The presence of a high gas density in spiral galaxies may allow the entrainment of relatively more matter than in ellipticals, especially if the propagation direction of the jet makes a small angle to the plane of the spiral disk. While active ellipticals do have a substantial amount of gas, that material will generally be in a disk about the active nucleus with a rotation axis more or less aligned with the central black hole and, therefore, the jet.

## 3 Conclusions

In the review above I have emphasized several important points in the study of relativistic jets:

1. High energy jet sources of all types should be considered when attempting to understand relativistic jets. Micro- and Macroquasars both provide important clues to the mechanisms at work.
2. There are observational reasons for believing that the same source may produce jets of rather different Lorentz factors, either simultaneously or in different accretion states. This may lead to a spine/sheath jet structure.
3. Similarly, there are natural theoretical reasons for believing that more than one MHD/ED jet launching mechanism may be at work in a give black hole engine, and there are candidates for both spine and sheath.
4. Some jet production mechanisms at work near the black hole rely on the extraction of black hole rotational energy. This provides a third parameter, in addition to black hole mass and accretion rate, that potentially can explain why sources with similar optical appearance are radio loud and some are radio quiet.
5. It is no longer reasonable to consider accretion models without also considering jet production as an integral part of the accretion process. Many, if not all, sources produce jets, and it is clear that the production of a jet is affected by, and can affect, the structure of the accretion flow.
6. Slow acceleration and collimation appears to be the norm, both from observational and theoretical investigations.
7. By nature, relativistic jets that are launched via MHD/ED processes will be Poynting-flux dominated (PFD).
8. PFD jets remain stable as long as they do not entrain a significant amount of thermal material, or if they become even more magnetically dominated. However, if there is a significant amount of entrainment of hot plasma, such that the plasma $`\beta `$ has a positive gradient, then the jet is may be subject to the helical kink instability.


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# A New Class of Solutions to the Strong CP Problem with a Small Two-Loop 𝜃

## Abstract

We present a new class of models which produce zero $`\theta _{\mathrm{QCD}}`$ angle at the tree and one-loop level due to hermiticity of sub-blocks in the extended quark mass matrices. The structure can be maintained typically by non-abelian generation symmetry. Two examples are given for this class of solutions.

preprint: Version 1 ()

Introduction While the Standard Model (SM) has been enjoying fantastic success, it does have many loose ends which are potentially our guidepost to the new physics of the future. Two of the most significant loose ends are strong CP problem and the fermion mass hierarchy. Within the SM, the Yukawa couplings give rise to the fermion masses of all three generations and their mixings including the CP violation. Indeed it was first observed by Kobayashi and MaskawaKobayashi:fv  (KM) that only two generations cannot support any CP violating phase. The fact that all three generations have to be involved to create a CP violating phenomena, makes KM model an extremely subtle and beautiful model for CP violation. It also makes CP violation tightly connected with flavor physics.

One of the weaknesses of the SM is that it does not address the issue of why fermion masses are so awkwardly different. The top quark mass is five orders of magnitude bigger than electron mass which is in turn bigger than the neutrino mass by another four to five orders. This is the fundamental issue in flavor physics. However, there is an even more serious problem if one looks into the CP issue in the KM mechanism. The mechanism allows a tree level CP violating parameters $`\theta `$ associated with strong interaction. The experimental limit on the neutron electric dipole moment (EDM) requires this parameters to be of order $`10^{10}`$ or smaller. The KM mechanism does not address why $`\theta `$ is so small. There are two levels to this problem, the tree and the loop levels. Since CP violating phase in KM is a part of the dimension-four Yukawa couplings, just like the tree level $`\theta `$ parameter, there is no reason why $`\theta `$ can not be a bare parameter of the model with a natural value of order one. However, it should be noted that, by being tightly connected with the flavor physics as described above, the KM mechanism has already embedded in itself a natural mechanism to suppress the loop correction to $`\theta `$. It has been shown that if one heuristically set $`\theta `$ to zero at the tree level, the loop correction will not occur till three-loop level (with two weak and one strong loop)Shabalin:zz , and logarithmic divergent correction to $`\theta `$ will appear only at the 14th order of the electroweak coupling $`g_2`$ (or, at the 7-loop level)Ellis:1978hq ; Khriplovich:1993pf . Even if one put in the Planck scale as the estimate for the cut-off, the divergent correction produces only a minute value for $`\theta `$ just like the 3-loop finite corrections.

This nice loop property is a direct result of the coupling between flavor physics and CP in the KM model. It indicates that the strong CP problem is in a sense only a tree level problem. All we need is to look for a mechanism extending SM to suppress the tree level $`\theta `$ parameter. After that, the loop correction will take care of itself. Such mechanism does not have to be a low energy phenomenon. It can be some features embedded in a high energy theory such as GUT or string theory. For example, a popular class of models of this type is the Nelson-Barr mechanismNelson:hg ; Barr:qx  in which a (softly broken or gauged) flavor symmetry and spontaneously broken CP symmetry are used at high energy in a GUT-like theory to suppress the tree level $`\theta `$. The phase of the KM model is generated by introducing additional heavy vectorial fermions which can have CP violating mixing with the ordinary fermions. In models such as this, one typically have a one-loop induced $`\theta `$ at the higher energy scale. Such contributions are typically not suppressed by the heavy scale and it is up to the adjustment of the model parameters to make such contributions small enough. While flavor symmetry was used in examples provided by Ref.Nelson:hg ; Barr:qx ; Bento:ez , it can potentially be replaced by some other symmetry. Still another recent example, Ref.Glashow:2001yz  involving even more direct use of flavor symmetry, adopts both flavor and CP symmetry to make the up (down) quark mass matrix lower (upper) triangular with real diagonal elements. This also guarantees that the tree level $`\theta `$ is zero while the model still has enough parameters to create the KM phase of any magnitude. Clearly such mechanism can be easily embedded in GUT or SUSY context.

While not all the proposed solutions to the strong CP problem are strongly associated with flavor physics (for example, the Peccei-Quinn solutionref:PQ  can be quite independent of flavor), it should be interesting to speculate that the solution to the strong CP problem may be the side product of high energy theory that addresses the issues in the flavor problem.

In this letter, we wish to propose a new class of solutions to the strong CP problem that can also potentially address the flavor physics issue. The new class of models we propose involves additional heavy fermions in high energy and a special mass matrix pattern for this extended set of fermions such that it results in vanishing strong CP $`\theta `$ even at one-loop level. The small two-loop $`\theta `$ in the high energy theory naturally produces an effective KM model at low energy with small enough tree level effective $`\theta `$ that predicts a small but potentially measurable neutron EDM. The special mass pattern can be the result of some family symmetry which can serve to tie up the issue of strong CP problem with that of the flavor problem in the future.

We shall illustrate the basic structure that characterizes this class of models and then provide two examples using two different kind of flavor group to produce the desired extended fermion mass pattern. Since it is not our purpose here to try to pin-point a particular realistic model at this point, we shall only present the simplest examples of such solution to the strong CP problem and leave the issues related to the fermion mass hierarchy to the future. This is reasonable because even if there is a common link to both problems, the strong CP problem seems to be more severe while the flavor problem seems to be more tedious and more tied to details of model building. Minimal Model of Hermitian Mass Matrix The idea is simply to add vector-like fermions with the same charge as the up and down quarks so that the larger mass matrices are hermitian at tree level using flavor symmetry and spontaneously broken CP symmetry. This will guarantee that the tree level $`\theta `$ at high energy is zero. To make the radiative correction to $`\theta `$ small enough, one arrange additional symmetry to make one-loop contribution vanish in the high energy theory. This will result in a low energy effective theory whose CP violation is is KM in nature while effective tree level $`\theta `$ is naturally small.

Our simplest example uses a horizontal symmetry $`SO(3)_{}`$ to achieve real determinants of quark mass matrices at both the tree and one-loop levels. In addition to the three existing generations, there are three new generations, which are individually $`SU_L(2)`$ singlets and vector-like, nonetheless, the hypercharges are chosen in a way that they have same electric charges as the known generations. Therefore they are labelled by

$$U_{Li},U_{Ri},D_{Li},D_{Ri},$$
(1)
in an analogous fashion with the known quarks,

$`q_{Li}\left(\begin{array}{c}u_{Li}\\ d_{Li}\end{array}\right),u_{Ri},d_{Ri}.`$ (4)
Let us stress that their only difference is in $`SU_L(2)`$ assignments. A horizontal flavor symmetry $`SO(3)_{}`$ transforms every Weyl fermion multiplet above in the $`\mathrm{𝟑}`$ representation, labelled by generation index $`i=1,2,3`$. There are new horizontal neutral (inert to $`SU(2)_L\times U(1)`$) Higgs bosons, i.e. one quintet (symmetric traceless rank-2 tensor) CP-even $`\varphi _S`$ and one triplet (antisymmetrc rank-2 tensor) CP-odd $`\varphi _A`$. The Yukawa couplings are

$`\overline{d}_R(\mu _d+g_{dS}\varphi _S+ig_{dA}\varphi _A)D_L`$
$`+\overline{u}_R(\mu _u+g_{uS}\varphi _S+ig_{uA}\varphi _A)U_L`$
$`+\overline{D}_R(\mu _D+g_{DS}\varphi _S+ig_{DA}\varphi _A)D_L`$
$`+\overline{U}_R(\mu _U+g_{US}\varphi _S+ig_{UA}\varphi _A)U_L`$
$`+(h_d\overline{d}_R+h_d^{}\overline{D}_R)H^{}q_L+(h_u\overline{u}_R+h_u^{}\overline{U}_R)\stackrel{~}{H}^{}q_L+\mathrm{H}.\mathrm{c}.`$ (5)
with the usual $`SU_L(2)`$ Higgs doublet $`H`$ which couples to fermions flavor-blindly. We denote $`\stackrel{~}{H}i\tau _2H^{}`$. CP symmetry is assumed to be a good symmetry before any symmetry breaking. Since $`d_R`$ and $`D_R`$ are identical triplet, one indeed can define $`D_R`$ to be the one that couples with $`q_L`$ and there $`h_d=0`$ by convention.

The horizontal symmetry is completely brokenLi:1973mq  by VEV’s of $`\varphi _S`$ and $`\varphi _A`$, which together with $`H`$ give rise to the following $`6\times 6`$ down quark mass matrix term

$$(\overline{d}_R\overline{D}_R)(M_6)\left(\begin{array}{c}d_L\\ D_L\end{array}\right),$$
(6)
$`M_6=\left(\begin{array}{cc}\mathrm{𝟎}& \mu _d+g_{dS}\varphi _S+ig_{dA}\varphi _A\\ h_d^{}H^{}\mathrm{𝟏}& \mu _D+g_{DS}\varphi _S+ig_{DA}\varphi _A\end{array}\right)`$ (9)
and similarly for up quark mass matrix. The $`6\times 6`$ matrix has real determinant when couplings are real, as required by the imposed CP symmetry.

Integrating out the exotic generation $`D`$, we have the effective mass matrix for the three light generations like CKM phenomenology. More explicitly, the effective masses of the known 3 generations can be understood as the amplitude given by the diagram below. It is a kind of see-saw mechanism in the quark sector. Similar diagrams occur for the up-type quarks.

In the limit of $`H=0`$, $`d_L`$ quarks decouple and we have the reduced mass matrix of a size $`6\times 3`$ instead,

$`(\overline{d}_R\overline{D}_R)\left(\begin{array}{c}M_d\\ M_D\end{array}\right)\left(D_L\right),`$ (12)
$`\begin{array}{c}M_d=\mu _d+g_{dS}\varphi _S+ig_{dA}\varphi _A,\hfill \\ M_D=\mu _D+g_{DS}\varphi _S+ig_{DA}\varphi _A.\hfill \end{array}`$ (15)
First, we find a $`6\times 6`$ unitary matrix $`V`$ to transform the above $`6\times 3`$ into one with zero entries in the upper $`3\times 3`$ block.

$`V\left(\begin{array}{c}M_d\\ M_D\end{array}\right)=\left(\begin{array}{c}\mathrm{𝟎}\\ M_D^{}\end{array}\right),`$ (20)
by choosing the top three row vectors of $`V`$ perpendicular to the 3 column vectors in the mass matrix. This is possible because the 6 dimensional linear space is larger than the 3 dimensional space spanned by the three column vectors. Furthermore, by using bi-unitary transformation, we also rotate $`D_L`$ into $`D_L^{}`$ so that $`M_D^{}`$ is diagonal. In this way, the massless states $`d_R^{}`$ and the massive states $`D_R^{}`$ are generally mixed among the original $`d_R`$ and $`D_R`$. Nonetheless, the three generations of $`d_L`$ remain massless and unmixed.

We include the effect $`H`$ from the viewpoint of perturbation. The mass terms involving $`d_L`$ are tabulated in the matrix form,

$`(\overline{d}_R^{}\overline{D}_R^{})V\left(\begin{array}{c}\mathrm{𝟎}\\ h_d^{}H^{}\mathrm{𝟏}\end{array}\right)d_L=(\overline{d}_R^{}\overline{D}_R^{})\left(\begin{array}{c}\widehat{m}_d\\ \widehat{m}_d^{}\end{array}\right)d_L.`$ (25)
Including $`D_L^{}`$, we have

$`(\overline{d}_R^{}\overline{D}_R^{})\left(\begin{array}{cc}\widehat{m}_d& \mathrm{𝟎}\\ \widehat{m}_d^{}& M_D^{}\end{array}\right)\left(\begin{array}{c}d_L\\ D_L^{}\end{array}\right).`$ (30)
As $`M_D^{}\widehat{m}_d`$, masses of usual $`d`$-quarks are basically given by diagonalization of the complex mass matrix $`\widehat{m}_d`$. Similar procedures also apply to the $`u`$-quarks. Phenomenology of CKM mechanism follows. Strong CP at the one-loop level Since the hermiticity of each of the $`3\times 3`$ block of the $`M_6`$ mass matrix is a consequence of the horizontal flavor and CP symmetries, it is maintained even after $`M_6`$ receives radiative corrections from the induced higher dimensional operators. To see this, start with a simple case by working out an effective dim 5 operator of the form

$$i\overline{D}_L(f_{SA}\varphi _S\varphi _A+f_{AS}\varphi _A\varphi _S)d_R,$$
(31)
which is induced at the loop level, like the figure below.

The hermitian conjugate of above operator has the form

$$i\overline{d}_R(f_{AS}^{}\varphi _S\varphi _A+f_{SA}^{}\varphi _A\varphi _S)D_L.$$

However, there is a CP symmetry imposed in the beginning such that the operator is invariant under

$$\varphi _S\varphi _S,\varphi _A\varphi _A,\overline{D}_L(\mathrm{})d_R\overline{d}_R(\mathrm{})D_L.$$
(32)
This require $`f_{SA}=f_{AS}^{}`$. This way, the induced effective mass matrix

$$i(f_{SA}\varphi _S\varphi _A+f_{AS}\varphi _A\varphi _S)$$

remains hermitian. Generalization beyond this simple case is straightforward.

With loop effects, the left upper and lower blocks begin to deviate from the ones proportional to a unity matrix. As the texture at the tree level disappears, the determinant is no longer real at the one-loop level, therefore there will be one-loop contribution to $`\theta `$. Although this model neither falls into the Nelson–Barr classNelson:hg ; Barr:qx  nor the Glashow type of modelsGlashow:2001yz , they all suffer from the one-loop contribution to the strong CP problem, which in principle can be suppressed by some choices of hierarchy structure in parameters of the models through fine-tuning. However, in our model, there is an alternative and natural mechanism to remove the one-loop strong $`\theta `$.

If we impose a discrete symmetry under which $`u,d`$ and all $`\varphi _{A,S}`$, $`H`$ fields are odd, while $`U`$ and $`D`$ are even, we have

$$h_d=0,g_{DS}=0,g_{DA}=0.$$

We keep the term $`\mu _d`$ which only breaks this discrete symmetry softly. The mass matrix becomes

$`M_6=\left(\begin{array}{cc}\mathrm{𝟎}& \mu _d+g_{dS}\varphi _S+ig_{dA}\varphi _A\\ h_d^{}H^{}\mathrm{𝟏}& \mu _D\mathrm{𝟏}\end{array}\right)`$ (35)
To see that the one-loop correction to $`\theta `$ is zero in this case, one can consider the one-loop corrections to each $`3\times 3`$ block one by one. For example, when the left upper block deviates from $`\mathrm{𝟎}`$ and develop a small hermitian component, one can show that the determinant maintains real. This property follows from the following lemma in the matrix algebra,

$`\left|\begin{array}{cc}𝐂& 𝐀\\ 𝐃& 𝐁\end{array}\right|=|\mathrm{𝐂𝐁}\mathrm{𝐃𝐀}|,\text{ provided }\mathrm{𝐂𝐃}=\mathrm{𝐃𝐂}.`$ (38)
Similarly when the other $`3\times 3`$ block develops a small hermitian correction, it is easy to show that the determinant remains. Therefore the strong CP $`\theta `$ is zero at one-loop level. SU(3) horizontal symmetry Our second example uses $`SU(3)`$ horizontal symmetry to achieve the same goal. It is a modification of a model proposed by Masiero and YanagidaMasiero:1998yi .

The fermion spectrum is extended the same as the $`SO(3)`$ model earlier. The only difference is that each flavor is now transform as a triplet under a horizontal flavor symmetry $`SU(3)_{}`$, instead of $`SO(3)_{}`$. In the scalar sector, there are new horizontal neutral (inert to $`SU(2)_L\times U(1)`$) Higgs bosons, three octets $`\varphi _\alpha ^a`$ ($`a=1,\mathrm{},8`$, $`\alpha =1,2,3`$). The Yukawa couplings in the hamiltonian (for down quarks) are

$`\overline{d}_R(g_{d\alpha }\varphi _\alpha ^a\lambda ^a+m_D)D_L+\overline{D}_R(g_{D\alpha }\varphi _\alpha ^a\lambda ^a+M_D)D_L`$
$`+h_d\overline{D}_RH^{}q_L+h_d^{}\overline{d}_RH^{}q_L+\mathrm{H}.\mathrm{c}.,`$ (39)
where $`m_D`$ and $`M_D`$ are bare masses, and similarly for up quarks. Three octets are needed in order that $`SU(3)_{}`$ is broken completely and that both symmetric and antisymmetric components of octet representation develop VEV. CP is again assumed to be a symmetry before any symmetry breaking and therefore all the Yukawa couplings are assumed real. As in previous model, $`h_d`$ (or $`h_d^{}`$) can be set to zero by convention. The mass matrix is then

$`(\overline{d}_R\overline{D}_R)\left(\begin{array}{cc}\mathrm{𝟎}& m_D+g_{\alpha d}\varphi _\alpha ^a\lambda ^a\\ h_dH^{}\mathrm{𝟏}& M_D+g_{\alpha D}\varphi _\alpha ^a\lambda ^a\end{array}\right)\left(\begin{array}{c}d_L\\ D_L\end{array}\right).`$ (44)
It is easy to see that the tree level strong CP $`\theta `$ vanishes.

To make one-loop $`\theta `$ vanishes, one can employ a discrete symmetry as before. Similar to Ref.Masiero:1998yi , let $`u,d`$ and all $`\varphi `$, $`H`$ fields be odd, and $`U`$ and $`D`$ even under the discrete symmetry. So $`g_{\alpha D}=0`$, and the right lower block is $`M_D\mathrm{𝟏}`$.

Note that we need the soft term $`m_D`$ which breaks the discrete symmetry, otherwise the hermitian mass matrix will be traceless, not allowed phenomenologically. At a deeper lever, the $`m_D`$ term may come from the VEV of a $`SU(3)_{}`$ singlet $`\mathrm{\Phi }`$ of odd parity under the discrete symmetry. The $`6\times 6`$ matrix has real determinant when couplings are real, as required by the imposed CP symmetry. Note that to break CP and to have most general hermitian mass matrix, one need all components of the octets to develop VEV, this is why it is necessary for have three octets. It is not clear whether this has been proved in the literature or not.

Integrating out the exotic generation $`D`$, we have the effective mass matrix for the known generations,

$$(1/M_D)h_dH^{}(m_D+g_d\varphi ^a\lambda ^a),$$
(45)
which is hermitian with real determinant. Some components of Gell-Mann matrices $`\lambda ^a`$ are complex to produce the desired CKM phenomenology of CP violation.

It is interesting to note that the mass matrix is block-hermitian because of spontaneous CP violation and the $`SU(3)`$ symmetry, the fact that $`\varphi ^\alpha `$ are octet. However, even after SU(3) is broken, the block-hermiticity of the mass matrix maintains intact.

As long as the mass matrix is block-hermitian, the contribution to $`\theta `$ will vanish to all order. So, to look for contribution to $`\theta `$, one looks for loop induced operator that may violate this hermiticity, such as the higher dimensional operator, $`(1/M^n)\overline{d}_Ld_RHf_n(\varphi )`$, where $`f_n`$ is a function of $`\varphi `$ or $`\mathrm{\Phi }`$. However, since the fermion bilinear can only either be $`SU(3)`$ singlet or octet, $`f_n`$ has to be effective singlet or octet. Since the effective octet will still give hermitian form, the contribution to $`\theta `$ must come from the effective singlet $`f_n`$. Using the argument similar to that of the case of $`SO(3)`$ discussed earlier, it is easy to see that in this $`SU(3)`$ flavor model with discrete symmetry, the $`\theta `$ is nonzero starting at the two-loop level. Conclusion We have shown that flavor symmetry properly arranged at high energy can have the powerful consequence of producing a low energy effective KM model with naturally small strong CP $`\theta `$. We argue that the success of the KM model with very small $`\theta `$ may be providing us the clue of an flavor symmetry in high energy. This letter provides two existence proofs of this idea, the next step is to tackle the harder question of actually using the flavor symmetry to explain the fermion mass problem.

Acknowledgment: WYK is supported by the U.S. DOE under Grants No. DE-FG02-84ER40173. DC is supported by a grant from NSC of Taiwan, ROC.