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# 1 Background

## 1 Background

The gap between the strengths of the electromagnetic and gravitational interactions places constraints on the applicability of the Standard Model (SM). The cutoff scale between the gauge ($`M_{\text{EW}}=10^3`$ GeV) and gravitational forces ($`M_\text{g}M_{\text{Pl}}=10^{19}`$ GeV) is large  ($`\mathrm{\Lambda }10^{16}`$), suggesting a necessary extension to the SM.

Supersymmetric extensions to the SM have been proposed to resolve the gauge hierarchy. The Minimal Supersymmetric Standard Model (MSSM)—see, for example,  —assigns fermion superpartners to gauge bosons (including the unseen Higgs), and the spin-$`\frac{3}{2}`$ gravitino to the graviton. These particles, however, are yet to be seen; see Table 1, and also ref.  for discussion.

An alternative approach to the problem (discussed here) is to introduce extra spatial dimensions, each of radius $`R`$. In this scheme, the Planck scale is no longer fundamental. Instead, a test mass $`m`$ will experience a potential

$$V(r)=\frac{m}{M_{}^{N+2}R^N}\frac{1}{r}(rR)$$
(1)
a distance $`r`$ from the source. $`M_{\text{pl}}`$ is now replaced with the effective ($`4+N`$)-dimensional Planck mass :

$$M_{\text{Pl}}^2=M_{}^{2+N}R^N.$$

If we choose $`M_{}M_{\text{EW}}`$, then gravity is of the same order as the gauge forces; substituting in figures gives

$$R10^{\frac{30}{n}17}\times \left(\frac{1\text{ TeV}}{m_{\text{EW}}}\right)^{\frac{2}{n}+1}.$$

The distance scale for $`N=1`$ is too large—$`R`$ = 1 AU. The $`N=2`$ case, which gives TeV-1 (millimeter-) sized $`R`$, is empirically accessible .

One of the more interesting implications from the $`N=2`$ theory is production (and decay) of millimeter-sized black holes (BHs) at experiments . The simplest scenario arises when one considers Hawking-type BHs. From a classical, two-dimensional viewpoint , Hawking black holes decay forever. In (4 + 2) dimensions, the BH lifetime can be taken to be instantaneous. This is convenient, since one can produce and compare the decay spectrum of $`N=2`$ BHs against the (higher-dimensional) Hawking spectrum in a short time. If BH branching fractions agree with those predicted by the Hawking model, a new upper limit could be placed on the quantum gravity scale.

## 2 Phenomenological Considerations

The simplest description of a Hawking BH is the semiclassical one, valid for masses $`M_{\text{BH}}M_{}`$.111Here, $`M_{}`$ is the $`N=2`$ effective Planck mass. The semiclassical approximation fails, however, when $`M_{\text{BH}}M_{}`$, since stringy corrections are no longer negligible. For our purposes, though, we will restrict discussion to the former case, where the spectroscopy of BH decays is well-described .

### Production and Decay of TeV-1 -sized Black Holes

If BHs are produced with masses much larger than $`M_{}`$, the Schwarzschild radius $`R_s`$ can be found using classical considerations . For the six-dimensional case,

$$R_s=\pi ^{1/3}\left(\frac{3M_{\text{bh}}}{2M_{}}\right)^{\frac{1}{3}}\frac{1}{M_{}}.$$
(2)
In particular, a reduced mass $`M_{}`$ of 1 TeV places an upper limit on the size of these objects in the millimeter range, for production energies of up to $`10`$ TeV. These energies are presently above the thresholds of experiment, but the mechanism for production is still valid.

Consider the parton-parton222The six quarks and gluons. scattering process shown in Fig. 1. Such reactions may take place at the LHC, and in collisions between neutrinos and baryons. If the impact parameter $`R_s(\widehat{s})`$ is smaller than $`R_s`$, we expect a vortex—here, a black hole—to form .

In our approximation, millimeter-sized black holes decay via the Hawking spectrum ,

$$\frac{dN_i}{dt}\frac{\mathrm{\Gamma }_s(E,s)}{e^{E/T}(1)^{2s}}\frac{d^5k}{(2\pi )^5}.$$
(3)
The *greybody factor* $`\mathrm{\Gamma }_s`$ is dependent on both the spin $`s`$, and the energy $`E`$; $`\mathrm{\Gamma }_s`$, then, is effectively an absorption cross-section for particle species $`i`$. Because the Hawking distribution law (3) contains a term in the (normalized) five-momentum, $`d^5k`$, we see that energy is radiated faster from a TeV-1-sized black hole, than from a classical Schwarzschild black hole, because of the increased phase-space volume available to the decaying particle. In fact, lifetimes for the six-dimensional case are approximately 1 fs.

Expression (3) bears resemblance to the Planck distribution function for a classical blackbody radiator:

$$\frac{dN(\lambda ,T)}{dE}\frac{1}{(\lambda T)^2}\frac{1}{e^{1/\lambda kT}\pm 1}.$$
(4)
The prefactor in $`\lambda ^2`$ indicates that (4) is valid in the three-dimensional case (if we identify the de Broglie momentum $`p=1/\lambda `$). Classical BHs are, therefore, longer-lived than those in six-dimensional space. Consequently, the momentum factor in (3) suggests that millimeter-sized black holes decay into dominantly soft components (such as jets) compared to the macroscopic case (4).

One major obstacle is controlling Standard Model (SM) background. Because the interaction between partons is mediated by either a $`\gamma ,W^\pm `$, or $`Z^{}`$, there may be a contribution from the mode $`Z^{}ee`$ to the leptonic component of the spectrum.

### Simulation of Black Hole Events

The scattering process outlined in Fig. 1 is the primary means for producing black holes at the LHC and elsewhere ; software to simulate the interaction has already been constructed . Current simulation techniques model parton evolution from $`pp`$ and $`p\overline{p}`$ processes—those most often studied at the LHC.

The software used to predict the decay products of black holes is not subject to the two major constraints of the theory outlined above; modern BH event generators include analyses of time-varying behavior—that is, temperature and spectroscopy—and attempts to describe the terminal state of BH decay. One shortcoming of the semiclassical approximation is a steady-state model that assumes equal branching fractions for all of the 60 particles in the SM ; that assumption is relaxed in a stochastic model, since the greybody factor $`\mathrm{\Gamma }_s`$ is a free parameter in the simulation. Table 2 shows results from a Monte-Carlo run using the CHARYBDIS analysis package .

## 3 Experimental Foundations (Proposed)

A host of ground-based and fixed-target experiments plan to begin searches for black holes once TeV physics is empirically realized. Among these are the LHC  (which will include the ATLAS detector ), and AMANDA/ICECUBE .

### Partonic scattering at the LHC

Proton-anti-proton scattering with center-of-mass energy $`E_{\text{cm}}`$ greater than the $`N=2`$ BH production threshold $`M_{\text{BH}}`$ can be done with current experimental thresholds. experiment. If BHs are produced, they will be produced copiously at the LHC.

Collider experiments have already established empirical lower limits on center-of-mass production energies; the most recent summary reports a 1.3-TeV threshold for the $`N=2`$ case. This is below the phenomenological limit derived from the higher-dimensional Newton’s constant, however ($`E_{N=2}1.6`$ TeV), and so searches in higher-energy regimes still look promising .

The LHC collider beams are tentatively scheduled to operate at 7.0 TeV, with $`1\times 10^{14}`$ collisions per second. The BH production rate, $`\mathrm{\Gamma }_{\text{BH}}`$, depends on $`\sqrt{\widehat{s}_{\text{beam}}}`$, the collision rate, and a composite efficiency $`ϵ=ϵ_\text{b}\times ϵ_\text{l}`$, based on beam injection parameters and predicted losses during operation. Estimates using simulated protons at injection and during procession around the LHC storage ring give efficiencies between $`10^5`$ and $`10^4`$ ; we therefore expect $`\mathrm{\Gamma }_{\text{BH}}(p\overline{p}BH)10^{10}`$ s-1; simulated BH production cross-sections give similar predictions; see Fig. 2A.

ATLAS, which uses the $`p\overline{p}`$ beam, plans to take its first science run in 2007. The proposed detector will be sensitive to leptonic and electromagnetic decays from hard scattering events; efficient detection of $`\mathrm{}`$ and $`\gamma `$ tracks is important for reconstructing BH decay products, since the observable portion of the Hawking spectrum is dominated by the intermediate vector bosons and charged leptons—see Table 4. One must also be clever in separating SM background events due to the decay of the $`Z^{}`$, since products from leptonic decay channels may appear as BH signal. This background can be significant, as shown in Fig. 2B. Obtaining accurate counts from electromagnetic processes also presents difficulty, because of large photon multiplicities from pseudoscalar meson decays—some examples of more exotic decays with significant electromagnetic contributions are shown in Table 3. Placing kinematic cuts on mass differences between particles and decay products is a straightforward way to crudely correct for SM events.

### Cosmic-Ray Production of BHs

Ultra-high-energy photons from extragalactic sources produce neutrinos in matter, which are readily available for detection by ground-based detectors. The parton scattering model discussed earlier can similarly be used here to discuss BH production in extensive air showers. Photons that initiate electromagnetic cascades are typically in the range $`10^{15}`$$`10^{21}`$ eV. For reasons to be discussed below, ground-based detectors have the highest likelihood of seeing BH events, because of the low background. Neutrino arrays are sensitive to the highest-energy portions of the cascade spectrum; BH formation should thus take place simultaneously with presently observed neutrino-matter interactions. If BHs are to be produced via parton interactions, then the reaction $`\nu NBH+\mu ^\pm \mathrm{}^{}X`$ warrants consideration. Expected BH event rates (based on the ADD scenario ) for the South Pole-based ICECUBE neutrino array have been calculated based on cosmic neutrino fluxes :

$`\mathrm{\Gamma }_{\text{BH}}={\displaystyle N(E)\frac{d\sigma }{d\mathrm{\Omega }}𝑑\mathrm{\Omega }}`$ $`=n_p\times {\displaystyle _M_{}^{E_{\text{max}}^\nu }}{\displaystyle \frac{d\sigma }{dE}}\mathrm{\Phi }(E)𝑑E`$
$`=(3.5\times 10^{35})N\text{(events/yr)}.`$ (5)
Here, $`\sigma =\sigma (E)`$ is the ADD-estimated cross-section for particle fluxes $`\mathrm{\Phi }(E)`$. For $`N=10^{39}`$, the number of protons in 1 km3 of ice, $``$100 BHs per day should be seen from neutrino-nucleon scattering at ICECUBE.333The rate calculated from (5) is for a six-dimensional BH (the $`N=2`$ case).

Cosmic-ray experiments offer a distinct advantage over beam-beam collision facilities like the LHC: the freedom to choose between different active sources at various distances from Earth makes background correction a very simple task. Figure 3 shows the signal-to-noise ratio plotted against kinematic and spatial parameters. Depending on the intensity of the source, background begins to dominate at some critical distance $`d_c`$ (Fig. 3A). For objects at distances $`d<d_c`$, the effective area of air showers fully covers the field of view of the detector; background is no longer significant, allowing easy reconstruction of decay matter from BHs. Fig. 3B takes the form of a “rate-versus-threshold” curve: signal is ultimately detector-limited, and is seen to level off at Lorentz factors $`\gamma 450`$. However, the shape of such a curve does not yield much scientific information, since it is the choice of threshold energy that determines photomultiplier tube response to cascades. The spectral profile of gamma-ray bursts (GRBs) can be directly extracted from Fig. 3C; low levels of signal from far away sources in higher-energy regions ($`\alpha 2.4`$) can be attributed to attenuation effects; ICECUBE is sensitive to the hard component of the spectrum for GRBs that are relatively nearby (dotted line in Fig. 3C). Using ICECUBE as a nominal example of large-scale ground-based detectors, we find that such detectors’ ability to observe sources at a continuum of distance scales, and their freedom to discriminate at different thresholds, results in background minimization superior to fixed-target and beam-beam experiments. So far, black holes have not yet been observed in the mode $`\nu N\text{BH}+X`$; upper limits are given elsewhere . Should one be produced, scintillations from heavier decay products ($`W^\pm \text{s},\mathrm{}`$) will be seen in the ice, even though semi-classical arguments include all SM particles in the BH decay spectrum. Unlike the LHC, ground-based detection enjoys a high signal-to-noise ratio, and should therefore be sensitive to not only the quarks and leptons (see Table 4), but also the more exotic SM particles. It is likely that the first BH event will be seen in cosmic-ray apparatuses.

## 4 Summary and Conclusion

Higher-dimensional theories can be used to bridge the gap between the electroweak (gauge) interactions and gravity. We have considered one such application that introduces extra TeV-1 (mm) -sized dimensions into space, which in turn lowers the fundamental Planck scale $`M_{}`$ to within experimental bounds. Observing Black holes in $`N=2`$ extra dimensions would provide tangible evidence of quantum gravity at the TeV scale. Parton-parton scattering in $`p\overline{p}`$ collisions, and in $`\nu N`$ scattering events, are two proposed production methods. If $`N=2`$ black holes exist, one should see their copious production and decay at the LHC, and at a lower rate in neutrino arrays such as AMANDA/ICECUBE. Because of differences in resolution and background levels, the LHC and neutrino telescopes have their own advantages—high event rates are usually sacrificed for clean signal. As of this writing, no black holes have been seen in neutrino arrays; studies at the LHC have yet to be done.


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# Transitions of black hole transients to the low/hard state under the microscope

## 1. Introduction

The evolution of spectral and temporal properties for all Galactic Black Hole (GBH) transients that have been observed with *RXTE* between 1996 and 2001 that made a state transition during outburst decay was systematically studied in the dissertation of E. Kalemci Kalemci (2002). For the spectral analysis, the data were fitted with a multi-component spectral model consisting of a power-law, a multi-color disk blackbody, a broad absorption edge (*smedge* model in XSPEC)with interstellar absorption. Power spectrum from each observation in 3 - 25 keV band was also created and fitted with Lorentzians. 5 sources in 8 outbursts were covered very well with *RXTE* (close to daily monitoring), and the evolution of spectral and temporal properties from these outbursts can be summarized in Figs. 1 and 2. During outburst decays, a very sharp change is observed in rms amplitude of variability, marking state transitions (shown with dashed lines in Figs. 1 and 2). The majority of the transitions are from a thermal dominant state (TD) to the hard state (HS), however some sources goes through an intermediate state (IS) before reaching the HS (see McClintock & Remillard (2003) for detailed definitions of these states). During the transitions, the evolutions of the spectral index, inner disk temperature and the diskbb flux are generally smooth, whereas a sharp change in power-law flux (Fig. 2.b) is usually observed along with a sharp change in temporal variability.

We observed two other GBH transients during outburst decay recently, 4U 1543$``$47 in 2002 and H1743$``$322 in 2003. We applied a similar analysis technique described above to see if these sources obey the general trends. In addition to the daily 1-3 ks observations, we were also able to utilize a 20 ks observation to characterize hourly evolution of a state transition of 4U 1543$``$47.

## 2. 4U 1543$``$47, daily and hourly evolution

The spectral and temporal evolution of 4U 1543$``$47 right around the transition from TD to IS is shown in Fig. 3 (see also reports by M. Buxton and J. A. Tomsick on this source in this proceedings). Very weak temporal variability is observed right before the dashed line, but well defined variability appears after the dashed line. The appearance of weak variability is coincident with the increase in the power-law flux. The evolution close to the state transition is very similar to the other sources, as very smooth evolution is observed for the spectral index, disk temperature and disk flux, and a jump is observed in the power-law flux. Close to MJD 52480, another state transition is observed, this time to the HS. This transition happened right in the middle of our long 20 ks observation which enabled us to track the hourly spectral and temporal evolution of a black hole transient during a state transition.

During the second transition around MJD 52480, the inner disk temperature dropped sharply and the spectrum hardened. There was an increase in the power-law flux at the beginning which was accompanied by a jump in the rms amplitude of variability. The diskbb flux decreased an order of magnitude during this transition and finally the overall spectrum was dominated by the power-law component, hence the source was in the HS. The short term evolution of the most interesting parameters of this transition, the QPO frequency and the spectral index are shown in Fig. 4. The last 6 pointings are only 2-3 hours apart. The QPO frequency follows the spectral index very tightly. The QPO frequency - spectral index correlation has been shown before (Kalemci (2002); Vignarca et al. (2003), see also Tomsick et al., this proceeding), but not in this kind of short time scales.

## 3. Evolution of H1743-322

The spectral and temporal evolution of H 1743$``$322 around the transition from TD to IS is shown in Fig. 5. Very similar to the other sources, and 4U 1543$``$47, the appearance of variability is coincident with a sudden increase of power-law flux. All other parameters during this transition shows a smooth evolution when the variability appeared. The correlation between the power-law index and the QPO frequency is, again, apparent. The observation at $``$MJD 52933 shows an interesting behavior (shown with a different symbol in Fig. 5). The decrease in the power-law flux (and correspondingly the PLR) results in *disappearance* of variability, although the transition has happened. This indicates a tight threshold for the PLR for appearance of variability.

## 4. Discussion

The uniform analysis of the evolution of the spectral and temporal properties of several Galactic black hole transients during outburst decay expanded our understanding of the state transitions and creation of variability (Kalemci et al., 2003). It is now clear that the appearance of variability is related to an increase in the power-law flux, and the rms amplitude of variability is related to the PLR. Both of the new outbursts that we analyzed in light of our previous results supported these arguments. A very strong correlation between the QPO frequency and the power-law index was found after our analysis of BH transients (Kalemci, 2002). Here, we also show how tightly the QPO frequency follows the spectral index, even for a few hours timescales for 4U 1543$``$47. This correlation may be interpreted as both parameters being a function of the position of the inner edge of the disk. If the accretion disk is close to the BH, perhaps a larger overlap between the corona and the disk occurs, resulting stronger cooling and softer spectrum (Zdziarski et al., 2002). If the QPO frequency is related to a function of fundamental frequencies related to the inner edge (see for example Psaltis and Norman (2000)), these two parameters may be related. It is interesting that such relation (if it is the correct interpretation) holds for timescales as short as 2 hours.

The disappearance of variability in H 1743$``$322 with a decrease in the PLR on MJD 52933 is very interesting, but not surprising for us. The same behavior, indicating a threshold PLR for variability, was also observed during the decay of XTE J1859$`+`$226 in 2000 (Kalemci et al., 2003). Fig. 6 illustrates the relation between spectral parameters and appearance of variability in XTE J1859$`+`$226. The only parameters that change considerably when the variability appeared are the power-law flux and the PLR. For this source, the variability was observed when the PLR was greater than 0.45, and it disappeared when it was below this threshold value (Kalemci, 2002). This threshold in the PLR may indicate a threshold size for the Comptonizing corona for state transitions to occur. It was argued that the mass accretion rate cannot be the “only” parameter that determines the spectral states of black hole systems, and a second independent parameter is required. Our observations support the idea that this second independent parameter is the size of the Comptonizing region as suggested earlier by Homan et al(Homan et al., 2001).

E.K. acknowledges useful discussions with David Smith. Some part of this work was done at the Center for Astrophysics and Space Sciences (CASS) at UCSD as part of E.K.’s dissertation. E.K. acknowledges partial support of TÜBİTAK. J.A.T. acknowledges partial support from NASA grant NAG5-13055. K.P. was supported by grant Sta 173/25-1 and Sta 173/25-3 of the Deutsche Forschungsgemeinschaft. P.K. acknowledges partial support from NASA grant NAG5-7405. This work was also supported by NASA contract NAS5-30720.


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# Correlated Electron Transport

## Abstract

Theoretical and experimental values to date for the resistances of single molecules commonly disagree by orders of magnitude. By reformulating the transport problem using boundary conditions suitable for correlated many-electron systems, we approach electron transport across molecules from a new standpoint. Application of our correlated formalism to benzene-dithiol gives current-voltage characteristics close to experimental observations. The method can solve the open system quantum many-body problem accurately, treats spin exactly and is valid beyond the linear response regime.

Substantial interest in recent years has been applied to extend the machinery of electronic structure theory, largely developed for study of closed or periodic systems, to open quantum systems. A primary motivation for this effort is the study of electronic transport for nanoscale systems, and specifically the study of molecular electronics RZM97 ; JGA00 ; NiR03 . Recent approaches have introduced density functional theory (DFT) into scattering EmK98 ; DPL00  or Green’s function calculations of transport DeS01 ; DGD01 ; STB03 ; Krs03 . The calculated single-electron transmission coefficients $`\mathrm{T}`$ are then used to predict a molecular conductance using the Landauer-Büttiker formula $`\sigma =\mathrm{TG}_0`$, where $`\mathrm{G}_0=2e^2/h`$ is the conductance quantum LanBue . Notwithstanding this effort, the currents flowing through molecular scale systems are consistently predicted to be several orders of magnitude larger than experimentally reported values RZM97 ; NiR03 ; Lee03 . By formulating scattering boundary conditions appropriate to many-body wavefunctions, we are able to present correlated transport calculations which show that an accurate description of electron correlation is essential for single molecule transport. We find current magnitudes close to experiment for the prototypical molecular electronics system, benzene-dithiol bonded between two gold contacts.

Central to the study of electronic transport is the concept of two reservoirs locally in equilibrium, but driven out of equilibrium with respect to one another. The corresponding electrochemical potential imbalance is interpreted as the voltage driving a current across a device in contact with both reservoirs. Typically, scattering boundary conditions are introduced to define the properties of the electron reservoirs: one reservoir (the left) is associated with the emission of incoming, right moving particles with a fixed equilibrium energy distribution, but capable of absorbing outgoing, left moving particles at any energy; the converse is true for the right reservoir. Implementing scattering boundary conditions for a system of fermions within a single particle approximation is straightforward. Fermi-Dirac statistics are applied to the left and right reservoir incoming wavefunctions $`\psi _i^{L,R}(𝐫)`$ and a voltage is introduced as the difference in chemical potential between the left and right reservoir distribution functions $`n_F(ϵ_i\pm eV/2)`$ inducing a net current flow. When this scheme is applied with commonly used DFT computations, several formal and technical problems arise. For example, the exchange-correlation functional is current dependent ViR87 , a fact not explored to date within DFT transport studies. Even ignoring this current dependence, a choice for approximating the exchange-correlation functional must be made. Recently, it has been pointed out that the currents theoretically predicted with DFT methods can vary by over an order of magnitude simply due to the choice of exchange-correlation functional Krs03 . Another drawback to DFT transport implementations is the assumption that the Kohn-Sham orbitals $`\psi _i`$ are physical single particle states and give the correct transmission coefficients. Use of the Landauer-Büttiker formula beyond the linear response regime also introduces a level of approximation which is difficult to control.

In our approach to the electronic transport problem, we avoid these issues by working directly with many-body wavefunctions $`\mathrm{\Psi }(𝐫_1s_1,\mathrm{},𝐫_Ns_N)`$ and the exact molecular electronic Hamiltonian $`\widehat{H}`$. By discovering that a form of the single-electron scattering boundary conditions Fre90  can be generalized to many-body wavefunctions, we can apply many-body methods to the electronic structure of open systems. Here we use the configuration interaction (CI) formalism which can give accurate solutions to quantum many-body problems with correct spin eigenfunctions and an equal treatment of ground and excited electronic states; our approach is equally applicable to any other correlated wavefunction method. In CI we expand the N-electron wavefunction $`\mathrm{\Psi }`$ in terms of spin-projected Slater determinants

$`\mathrm{\Psi }`$ $`=`$ $`c_1\mathrm{\Psi }_1+c_2\mathrm{\Psi }_2+\mathrm{}c_L\mathrm{\Psi }_L`$ (1)
with expansion coefficients $`c_\mu `$. We use the exact non-relativistic electronic Hamiltonian

$$\widehat{\mathrm{H}}=\underset{n=1,N}{}\frac{\mathrm{}^2}{2m}_n^2+\underset{n=1,N}{}\mathrm{U}(𝐫_n)+\underset{n<m}{}\frac{e^2}{|𝐫_n𝐫_m|}$$
(2)
where $`\mathrm{U}(𝐫)`$ is the attractive potential energy of an electron in the Coulomb field of the atomic nuclei. We then diagonalize the matrix $`\mathrm{H}_{\mu \nu }`$ of the Hamiltonian in the basis $`\mathrm{\Psi }_\mu `$ to find the many-body eigenstates and energies.

Working directly with the N-particle wavefunction $`\mathrm{\Psi }`$ removes a direct physical interpretation of single-electron wavefunctions $`\psi _i(𝐫)`$ and eigenvalues $`ϵ_i`$ from the description of many-electron systems. Therefore, generalization of the conventional single-electron scattering boundary conditions is not possible, and a formulation of the transport problem does not exist for correlated many-electron systems. We resolve this issue by formulating the scattering boundary conditions in terms of the Wigner function $`f(q,p)`$. This function has been used as an alternative method for applying scattering boundary conditions for one-electron problems Fre90 , yielding similar results to the conventional boundary conditions. For one electron in one dimension, the real function $`f(q,p)`$ is defined by taking the Wigner transform of the density matrix $`\rho (x,x^{})=\psi ^{}(x^{})\psi (x)`$, given by

$$f(q,p)=𝑑r\rho (q+r/2,qr/2)\mathrm{exp}(ipr/\mathrm{}),$$
(3)
and it has the advantage of echoing the properties of a classical distribution function (aside for the requirement of strictly positive probabilities) with $`q`$ and $`p`$ playing the rôle of position and momentum, thus giving a phase-space picture of quantum mechanics. For example, expectation values of operator functions $`A(\widehat{q})`$ of position $`\widehat{q}`$ may be expressed as

$$<𝒜(\widehat{q})>=\frac{1}{2\pi \mathrm{}}𝑑p𝑑q𝒜(q)f(q,p)$$
(4)
and similarly for functions of momentum $`\widehat{p}`$. The Wigner function also satisfies a quantum Liouville equation with a well-defined classical limit as $`\mathrm{}0`$ leading to the Boltzmann transport equation. Single-electron scattering boundary conditions can then be applied to a domain $`0xL`$ by requiring that $`f(0,p>0)`$ and $`f(L,p<0)`$ be constrained to their equilibrium values. That is, the momentum distribution of the incoming electrons on the left and the right is fixed to values characteristic of the reservoir. The Schrödinger equation is then solved, subject to these boundary conditions, thereby allowing the device to find a steady state by varying the values of the Wigner function in the interior of the device region and at $`f(0,p<0)`$ and $`f(L,p>0)`$ (the outgoing electrons). We note that these boundary conditions break time-reversal symmetry as is necessary to generate a current-carrying state.

To find a form of the scattering boundary conditions applicable to the many-body problem, we note that the same Wigner transform can be applied to the one-particle reduced density matrix calculated from a many-body wavefunction $`\mathrm{\Psi }`$,

$`\rho (𝐫,𝐫^{})={\displaystyle \underset{s_1}{}}{\displaystyle 𝑑𝐱_2\mathrm{}𝑑𝐱_N}`$ $`\mathrm{\Psi }^{}(𝐫^{}s_1,𝐱_2,\mathrm{},𝐱_N)`$
$`\times `$ $`\mathrm{\Psi }(𝐫s_1,𝐱_2,\mathrm{},𝐱_N)`$ (5)
where $`𝐱_n=𝐫_ns_n`$. This generates the Wigner function $`f(𝐪,𝐩)`$ of the correlated wavefunction $`\mathrm{\Psi }`$. To simplify matters, we additionally integrate $`f`$ over planes perpendicular to the current flow, yielding a one-dimensional Wigner function $`f(q,p)`$ as above, but our approach does not depend on this simplification. Our example simulation uses the Au13-benzene-dithiolate-Au13 contact-molecule-contact system to model the transport region, shown in fig. 1 (top).

Having found the CI ground state of the transport region in the absence of voltage bias, we calculate the equilibrium values of the Wigner function in the left and right contacts $`f_0(q_L,p)`$ for $`p>0`$ and $`f_0(q_R,p)`$ for $`p<0`$; the left contact values are shown in fig. 1 (middle). We then formulate the quantum many-body transport problem by making the following Ansatz: the appropriate many-body wave function $`\mathrm{\Psi }`$ for the transport region in the presence of an applied electric field $`\widehat{\mathrm{z}}`$ along the molecular axis minimizes the exact energy $`E=<\mathrm{\Psi }|\widehat{\mathrm{H}}+e_n\widehat{\mathrm{z}}_n|\mathrm{\Psi }>`$ while simultaneously satisfying the open system boundary conditions

$$<\mathrm{\Psi }|\widehat{\mathrm{F}}(q_L,p)|\mathrm{\Psi }>=f_0(q_L,p)\text{for }p>0$$
(6)
and

$$<\mathrm{\Psi }|\widehat{\mathrm{F}}(q_R,p)|\mathrm{\Psi }>=f_0(q_R,p)\text{for }p<0$$
(7)
with normalisation constraint $`<\mathrm{\Psi }|\mathrm{\Psi }>=1`$ and constraints to enforce current continuity. Here $`\widehat{\mathrm{F}}(q,p)`$ is the hermitian operator corresponding to the quantity $`f(q,p)`$. Formally, our Ansatz corresponds to the zero-temperature maximum entropy principle on the transport region with the boundary conditions specified as system observables Jay57 .

To numerically implement this scheme, we replace the infinite number of constraints implicit in equations (6),(7) with a finite set of constraints on a grid in momentum space. To solve this non-linear constrained minimization problem we introduce Lagrange multipliers $`\lambda _i`$ for each constraint, giving us a simpler unconstrained minimization problem of the associated Lagrangian function

$$L=<\mathrm{\Psi }|\widehat{\mathrm{H}}+e\underset{n}{}\widehat{\mathrm{z}}_n|\mathrm{\Psi }>\underset{i}{}\lambda _i<\mathrm{\Psi }|\widehat{\mathrm{C}}^i|\mathrm{\Psi }>$$
(8)
where the $`\widehat{\mathrm{C}}^i`$ are the hermitian operators corresponding to the constraint observables. We need to determine the correct values of the Lagrange multipliers; these are not known a priori, but can be found by an iterative optimization technique NoW99 . In figure 1 (bottom) we show the difference between a finite bias and equilibrium Wigner distribution and verify that the minimization procedure respects the boundary constraints. Electron flow results from the difference between these distributions, giving a net electric current to the right. Once the minimising wavefunction $`\mathrm{\Psi }`$ has been obtained, we find the current $`I`$ flowing simply by integrating the probability current density $`𝐉(𝐫)`$ over planes perpendicular to the molecular axis.

For our prototype transport calculation, we begin with a fully relaxed structure (no strain at zero current) consisting of the benzene-dithiolate molecule bonded between the (111) faces of two gold clusters in $`C_{2v}`$ symmetry LNG02 ; see fig. 1 (top). A set of many-body expansion functions for this structure was selected using the Monte Carlo configuration interaction method Gre98 ; ci\_details . Exact spin coupling is applied and the zero-bias total system eigenfunction $`\mathrm{\Psi }_0`$ is a singlet for the ground state. In fig. 2, we present our computed current-voltage (IV) characteristics for the benzene-dithiol system. The IV curve has been generated by increasing the applied field $``$ in steps and finding the energy-minimising wavefunction at each field. The voltage is then calculated by integrating the external electric field between the two reservoir/device interface planes where the Wigner constraints are applied.

We find two distinct regions in the resulting IV characteristics, with an abrupt transition between the two near 2.5 V. We can trace the origins of this transition by examining the polarization behaviour of the isolated Au13-benzene-dithiolate-Au13 system under application of an external field. By removing the Wigner constraints we decouple the transport region from the gold wires; in fig. 3 we show the energies of the first five eigenstates as the applied field is increased. The energy levels are labelled by the irreducible representation of $`C_{2v}`$ by which they transform at zero field, and by energy ordering within this irrep. The system ground state belongs to $`A_1`$, and at finite field mixes with states of $`B_2`$ symmetry. Second order perturbation theory predicts that the ground state and first excited state $`|1B_2>`$ will respond slowly to the applied field, as they are isolated in energy and so have large energy denominators, as we indeed see. In contrast, the three states $`|2A_1>,|3A_1>`$ and $`|2B_2>`$ can couple strongly, and a state associated with these excitations polarizes rapidly with the external electric field, and crosses the ground state at approximately 2.5 V. Furthermore, the rigorous definition of correlation involves physics beyond that describable by a single Slater determinant. The eigenvalues of the reduced density matrix $`\rho (𝐫,𝐫^{})`$ are the natural orbital occupancies $`n_i`$; a necessary condition for $`\mathrm{\Psi }`$ to originate from some single determinant is that $`n_i=2`$ for $`N/2`$ occupied orbitals and $`n_i=0`$ for all others. The CI wavefunction at $`V=0`$ has a typical pattern of occupancies slightly changed from that of a single determinant, and this remains the same up to the transition. Above the transition, however, we see a significant number of orbitals whose occupancies differ from 2 or 0. Taken together with the excited state influence on the transition voltage, we see that electron correlation is essential for an accurate description of molecular electronic transport.

We note here that the current magnitude below resonance is in good agreement with experiment RZM97 , particularly when compared to other theoretical predictions, and the qualitative behaviour of the IV characteristic is consistent with other recent findings of molecular scale transport, with non-resonant tunnel regimes followed by a rapid increase in current magnitude Lee03 . Our calculations indicate an onset resistance of 18 M$`\mathrm{\Omega }`$ and a resonant tunnel resistance of several M$`\mathrm{\Omega }`$, close to the corresponding experimental values of $``$ 22 M$`\mathrm{\Omega }`$ and $`13`$ M$`\mathrm{\Omega }`$ estimated by Reed et al. Previous ab initio DFT calculations typically find currents in the range of $`\mathrm{20\; 000}`$ to $`\mathrm{60\; 000}`$ nAmps at 2 V DPL00 ; STB03 , whereas we find a current of 160 nAmps which compares favourably with the experimental measurement of $`60`$ nAmps RZM97 .

In conclusion, we have presented an approach to electronic transport that represents a radical departure from either scattering theory or Green’s function methods. The formalism is conceptually simple, and is made possible by a generalisation of the scattering boundary conditions to many-body calculations. Our method yields many-body wavefunctions which are exact eigenstates of spin and so can also be used for studying spin-dependent transport and Kondo effect physics; we can also easily add a gate field to the Hamiltonian. For the Au13-benzene-dithiolate-Au13 system, we calculate electronic currents orders of magnitude lower than other theoretical predictions, but of the correct order of magnitude with respect to the experimental measurements, the first such result to our knowledge. We hypothesize that as DFT exchange correlation functionals have been developed to reproduce an integrated quantity (the energy), they must be modified for accurate treatment of transport by determining exchange-correlation potentials that are locally accurate. We note that for accurate molecular electronics simulation, it appears that a highly correlated treatment of the electronic structure is needed.

Acknowledgments This work was supported by the European Union’s Future & Emerging Technology programme through the Nanotcad project and by Science Foundation Ireland.


text:
# Spectroscopy of the Millennium Outburst and Recent Variability of the Yellow Hypergiant Rho Cassiopeiae

## 1. Introduction

$`\rho `$ Cas is a cool hypergiant, one of the most luminous cool massive stars presently known. Yellow hypergiants are post-red supergiants, rapidly evolving toward the blue supergiant phase. They are among the prime candidates for progenitors of Type II supernovae in our Galaxy. This type of massive supergiant is very important to investigate the atmospheric dynamics of cool stars and their poorly understood wind acceleration mechanisms. These wind driving mechanisms are also important to study the physical causes for the luminosity limit of evolved stars (Lobel 2001). $`\rho `$ Cas is a rare bright cool hypergiant, which we are continuously monitoring with high spectral resolution for about a full decade. Its He-core burning phase is accompanied by tremendous episodic mass-loss events, which we recently observed with a new outburst between July 2000 and April 2001. (Lobel et al. 2003a).

In quiescent pulsation phases $`\rho `$ Cas is a luminous late F-type supergiant (Lobel et al. 1994). During a tremendous outburst of the star in 1945-47 strong absorption bands of titanium-oxide (TiO) suddenly appeared in the optical spectrum, together with many low excitation energy lines, not previously observed. These absorption lines, normally observed in M-type supergiants, were strongly blue-shifted, signaling the ejection of a cool circumstellar gas shell. In July 2000 we observed the formation of new TiO bands during a strong $`V`$-brightness decrease by $``$$`1^\mathrm{m}.4`$ (Fig. 1). Our synthetic spectrum calculations show that $`T_{\mathrm{eff}}`$ decreased by at least 3000 K, from 7250 K to $``$4250 K, and the spectrum became comparable to the early M-type supergiants $`\mu `$ Cep and Betelgeuse. The TiO bands reveal the formation of a cool circumstellar gas shell with $`T`$$`<`$4000 K due to supersonic expansion of the photosphere and upper atmosphere. We observe a shell expansion velocity of $`v_{\mathrm{exp}}`$=35$`\pm `$$`\mathrm{km}\mathrm{s}^1`$ from the TiO bands. From the synthetic spectrum fits to these bands we compute an exceptionally large mass-loss rate of $`\dot{M}`$$``$5.4 $`\times `$$`10^2`$ $`\mathrm{M}_{}\mathrm{yr}^1`$, comparable to the values estimated for the notorious outbursts of $`\eta `$ Carinae.

## 2. Radial Velocity and Brightness Curves

The upper panel of Figure 1 shows photo-electric observations of $`\rho `$ Cas in the $`V`$-band (black dots) over the past decade, supplemented with visual magnitude estimates from the $`AAVSO`$, and the $`AFOEV`$ (French Association of Variable Star Observers) during the outburst of late 2000 (red dots). The brightness curve shows semi-regular variability, with the deep outburst minimum of $`V`$$``$$`5^\mathrm{m}.3`$ in 2000 September–November 2000, preceded by a conspicuously bright visual maximum ($`V`$$``$$`4^\mathrm{m}`$) in March 2000.

The lower panel shows the radial velocity curve which has been monitored from the unblended Fe i $`\lambda `$5572 absorption line (black dots). The radial velocity curve, determined from a linear interpolation of the temporal Fe i line profile changes, is compared with the $`V`$-magnitude curve in the upper panel (blue dotted line). We observe that the star becomes brightest for variability phases when the atmosphere rapidly expands. $`V_{\mathrm{rad}}`$ decreases by $``$20 $`\mathrm{km}\mathrm{s}^1`$ in less than 200 d during the outburst event. The short black vertical lines mark a total of 86 echelle spectra observed with high-resolution spectrographs over the past 10 years. The spectra have been obtained from our long-term monitoring campaigns with four telescopes in the northern hemisphere; the Utrecht Echelle Spectrograph of the William Herschel Telescope (La Palma, Canary Islands), the Sofin spectrograph of the Nordic Optical Telescope (La Palma, Canary Islands), the Ritter Observatory telescope (OH, USA), and the Zeiss-1000 telescope of the Special Astrophysical Observatory of the Russian Academy of Science (Zelenchuk, Russia) (Lobel et al. 2003a).

## 3. Dynamic Spectra of 1993–2003

Figure 2 shows dynamic spectra of H$`\alpha `$, Fe i $`\lambda `$5572, and the split Fe i $`\lambda `$5506 line, observed between 1993 and September 2003. The white spots in H$`\alpha `$ are emission above the stellar continuum level. The radial velocity curves of the H$`\alpha `$ absorption, and the photospheric Fe i lines (white dashed lines) reveal a strongly velocity stratified dynamic atmosphere (Lobel et al. 1998, Lobel et al., 2003b). Notice the large blueshift of the Fe i lines during the outburst of mid 2000. The outburst is preceded by very strong line emission in the short wavelength wing of H$`\alpha `$, while the absorption core extends longward (comparable to an inverse P Cygni profile), and the Fe i lines strongly shift redward. A strong collapse of the upper H$`\alpha `$ atmosphere and the deeper photosphere precedes the outburst event during the pre-outburst cycle of 1999 (see also Fig. 1).

## 4. P Cygni profiles in Balmer H$`\alpha `$

Over the past two years since the outburst we observed an unusually strong inverse P Cygni profile in H$`\alpha `$, indicating a new collapse of $`\rho `$ Cas’ extended upper hydrogen atmosphere. During the past five months, after the visual brightness maximum of March 2003 (Fig. 1), we observe how the H$`\alpha `$ line transformed from an inverse P Cygni profile into a P Cygni profile (Fig. 3). The clear P Cygni line shape for H$`\alpha `$ is very remarkable because it was not as prominently observed during the 2000 outburst. It indicates that an even stronger expansion of the upper atmosphere occurred after early 2003. We presently (September 2003) measure expansion velocities up to 140 $`\mathrm{km}\mathrm{s}^1`$ for the H$`\alpha `$ atmosphere, while the stellar spectral type has changed from mid F to early K, based on the recent photospheric spectra.

## 5. Recent Evolution of Photospheric Lines in 2003

Figure 4 compares high-resolution profiles of the Fe i $`\lambda `$5572 line, recently observed with NOT-Sofin in June and September 2003, with the detailed line shape of July 2000 before the brightness minimum of the outburst. After the recent brightness maximum of March 2003 we observed that the core of the absorption line strongly shifted toward shorter wavelengths (solid drawn line). The line developed a far violet extended absorption wing, which we also observed in the months before the outburst event of 2000 (dash-dotted line). The violet line wing signals maximum wind expansion velocities up to $``$120 $`\mathrm{km}\mathrm{s}^1`$ with respect to the stellar rest velocity of $``$47 $`\mathrm{km}\mathrm{s}^1`$ (vertical dotted line). More recent observations of September 2003 show however that the core of the photospheric line does not shift further bluewards (dashed line), as we observed in July 2000.

From the half-width at half intensity minimum (HWHM) of the line we measure that the radial velocity of the photosphere increased from $``$57.5 $`\mathrm{km}\mathrm{s}^1`$ in June 2003 to $``$53.5 $`\mathrm{km}\mathrm{s}^1`$ in September 2003. The present collapse indicates that the expansion of the lower photosphere, after the brightness maximum of March 2003, was not as strong as during the summer of 2000 when the line HWHM assumed $``$65.5 $`\mathrm{km}\mathrm{s}^1`$. The visual brightness of $`\rho `$ Cas decreased by about half a magnitude since March 2003. The recent spectroscopic observations indicate however that a possible further dimming to a new deep brightness minimum is not expected for the fall and winter of 2003. Our continuous monitoring programs remain active to further document and investigate the spectral variability of this enigmatic cool hypergiant.

## 6. Conclusions

We observe the formation of TiO bands in the spectrum of $`\rho `$ Cas before the deep brightness minimum in the outburst of 2000-01. A supersonic expansion velocity is observed for the new TiO bands, while $`V`$ rapidly dims by more than a full magnitude. A large oscillation cycle and a large brightness maximum, with $`T_{\mathrm{eff}}`$ above 7250 K, precede the outburst minimum. We compute that $`\dot{M}`$$``$5.4 $`\times `$$`10^2`$ $`M_{}`$$`\mathrm{yr}^1`$ during the event, whereby $`T_{\mathrm{eff}}`$ decreases from $``$7250 to $`<`$3750 K. $`T_{\mathrm{eff}}`$ returns to 5750 K within 100 d after the deep outburst minimum. Since recurrent outbursts occur about every half century in $`\rho `$ Cas, these outburst phases of punctuated enhanced mass-loss are the major mass-loss mechanism of this massive cool hypergiant.

### Acknowledgments.

This research is based in part on data obtained with the William Herschel Telescope of the ING at La Palma, Canary Islands. Financial support has been provided in part by a NASA grant to the Smithsonian Astrophysical Observatory, MA.

## References

Lobel, A. 2001, ApJ, 558, 780

Lobel, A., de Jager, C., Nieuwenhuijzen, H., Smolinski, J., & Gesicki, K. 1994 A&A, 291, 226

Lobel, A., Dupree, A. K., Stefanik, R. P., Torres, G., Israelian, G., Morrison, N., de Jager, C., Nieuwenhuijzen, H., Ilyin, I., & Musaev, F. 2003a, ApJ, 583, 923

Lobel, A., Dupree, A. K., Stefanik, R. P., Torres, G., Israelian, G., Morrison, N., de Jager, C., Nieuwenhuijzen, H., Ilyin, I., & Musaev, F. 2003b, Proceedings of IAU Symposium No. 210, Modelling of Stellar Atmospheres, 17 - 21 June 2002, Uppsala, Sweden. To appear in ASP Conf. Ser. 2003, N. E. Piskunov, W. W. Weiss, D. F. Gray, eds.

Lobel, A., Israelian, G., de Jager, C., Musaev, F., Parker, J. Wm., & Mavrogiorgou, A. 1998, A&A, 330, 659


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# 1 Introduction

## 1 Introduction

In the Standard Model (SM) and for masses relevant to the LEP energy range, the Higgs boson is predicted to be produced principally by the Higgsstrahlung process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{hZ}`$ and to decay dominantly into the $`\mathrm{b}\overline{\mathrm{b}}`$ channel. This is also the case in large domains of the Minimal Supersymmetric Standard Model (MSSM) parameter space (the Higgs phenomenology is reviewed, e.g. in Ref. ). Most of the searches conducted so far at LEP, therefore, tag the b flavour to enhance the Higgs boson signal.

In other scenarios, however, the decay of the Higgs boson into lighter quark flavours or into gluon pairs may be important. Such is the case in general models with two Higgs field doublets (2HDM)  or other extended models . In order to be sensitive to Higgs bosons predicted by such models, the search described here is based only on kinematic selections which are insensitive to the hadron flavour present in the final state. Such searches have already been reported by OPAL; these were based on data collected at energies close to the Z boson resonance  and at a centre-of-mass energy ($`\sqrt{s}`$) of $`189\mathrm{GeV}`$ . A similar search has also been reported by ALEPH .

This paper describes a flavour independent search which is based on OPAL data collected at centre-of-mass energies between $`192`$ and $`209\mathrm{GeV}`$ with an integrated luminosity of about $`420\mathrm{p}\mathrm{b}^1`$. For the results presented, this search is combined with the earlier OPAL searches .

## 2 Data sets and Monte Carlo simulation

The OPAL detector is described in Ref. . The events selected for the analysis have to satisfy a set of detector status requirements which ensure that all relevant detector elements are active. Events are reconstructed from charged particle tracks observed in the central tracking detector and energy deposits (“clusters”) in the electromagnetic and hadron calorimeters. The tracks and clusters are required to pass a set of quality requirements . In calculating the visible energies and momenta $`E_{\mathrm{vis}}`$ and $`\stackrel{}{P}_{\mathrm{vis}}`$, either for individual jets or for the events, corrections are applied to prevent double-counting of the energy attributed to the tracks and to the clusters geometrically associated to the tracks .

The data sets to which the present analysis applies were collected in $`1999`$ at $`\sqrt{s}`$ between $`192`$ and $`202\mathrm{GeV}`$ and in the year $`2000`$ at $`\sqrt{s}`$ between $`200`$ and $`209\mathrm{GeV}`$. After the detector status requirements the data sample has an integrated luminosity of approximately $`420\mathrm{p}\mathrm{b}^1`$. The exact amount varies among the different channels (see Table 1).

A variety of Monte Carlo samples have been generated to estimate the selection efficiencies for the Higgs boson signal and for the background processes. In order to cover the range of energies of the data, the simulations are performed at fixed values of $`\sqrt{s}`$ between $`192`$ and $`210\mathrm{GeV}`$ and for a set of Higgs boson masses. Spline fits are used to calculate the signal efficiencies at intermediate values.

The Higgsstrahlung process is modelled with the HZHA generator . Samples of 1000 to 5000 events were produced at fixed masses, between $`30`$ and $`120\mathrm{GeV}/\mathrm{c}^2`$. The Higgs boson is required to decay, either according to the SM, or separately to $`\mathrm{c}\overline{\mathrm{c}}`$, $`\mathrm{s}\overline{\mathrm{s}}`$or to pairs of gluons.

The simulated background samples typically have more than $`30`$ times the statistics of the collected data. The following event generators are used: KK2F  and PYTHIA  for the process $`\mathrm{q}\overline{\mathrm{q}}(\gamma )`$, grc4f , KORALW  and EXCALIBUR  for the four-fermion processes, BHWIDE  for $`\mathrm{e}^+\mathrm{e}^{}(\gamma )`$, KORALZ  for $`\mu ^+\mu ^{}(\gamma )`$ and $`\tau ^+\tau ^{}(\gamma )`$, and PHOJET , HERWIG  and VERMASEREN  for hadronic and leptonic two-photon processes and for $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma \gamma `$. Hadronisation is modelled with JETSET  using parameters described in . The cluster fragmentation model in HERWIG is used to study the uncertainties due to quark and gluon jet fragmentation. The Monte Carlo samples pass through a detailed simulation of the OPAL detector  and are subjected to the same analysis procedure as applied to the data.

## 3 Analysis

The search described in this paper addresses the Higgsstrahlung process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{hZ}`$. The neutral Higgs boson h is assumed to decay into quark pairs of arbitrary flavour or into gluon pairs. The following $`\mathrm{hZ}`$ final states (search channels) are therefore considered, depending on the decay of the $`\mathrm{Z}`$ boson: the four-jet channel ($`\mathrm{Z}\mathrm{q}\overline{\mathrm{q}}`$), the missing energy channel ($`\mathrm{Z}\nu \overline{\nu }`$) and the electron, muon and tau channels ($`Z\mathrm{e}^+\mathrm{e}^{},\mu ^+\mu ^{}`$ and $`\tau ^+\tau ^{}`$).

The analysis assumes that the decay width of the Higgs boson is within the range $`10^4<\mathrm{\Gamma }_\mathrm{h}<1\mathrm{GeV}/\mathrm{c}^2`$. This ensures that the decay of the Higgs boson occurs within about $`1\mathrm{mm}`$ of the $`\mathrm{e}^+\mathrm{e}^{}`$ interaction point and that the reconstructed Higgs boson mass has a width that is dominated by the experimental resolution, between $`2`$ and $`5\mathrm{GeV}/\mathrm{c}^2`$, depending on the search channel. The search strategies are similar to those applied by OPAL in the search for the SM Higgs boson  (see Ref.  for the missing energy channel) except that the b-tagging requirements are replaced by more elaborate kinematic selections.

In the searches addressing each of the final states, a preselection is applied first which strongly reduces the background while maintaining a high signal detection efficiency. The preselected events are then submitted to a likelihood test, which discriminates between the signal and the two most important background sources, 2-fermion and 4-fermion processes. Other background processes, in particular 2-photon events, are negligible after the first preselection cuts (see Section 3 of ). The likelihood function is constructed from reference distributions of a number of discriminating variables which are obtained from detailed simulations of the signal and background processes. In the four-jet channel, these distributions are obtained from a three-dimensional spline fit to the distributions of simulated events where the dimensions are $`\sqrt{s}`$, the hypothetic Higgs boson mass (test-mass) and the variable itself.

Finally, a cut is applied on the value of this likelihood function. For each of the search channels, the effect of the preselection and likelihood cuts on the data samples, the total background and its contributions, and on the signal detection efficiency for two test-masses can be followed through Table 1.

The signal efficiency is evaluated separately for each of the $`\mathrm{h}\mathrm{b}\overline{\mathrm{b}}`$, $`\mathrm{c}\overline{\mathrm{c}}`$, $`\mathrm{s}\overline{\mathrm{s}}`$ and $`\mathrm{gg}`$ decay hypotheses. At a given test-mass, these efficiencies typically vary by about $`\pm 5\%`$. This is illustrated in Figure 1(a) for the search in the four-jet channel. In deriving flavour independent bounds on the $`\mathrm{hZ}`$ coupling, the smallest of these efficiencies is used; it is obtained for h$``$ gg in the four-jet and tau channels and for $`\mathrm{h}\mathrm{c}\overline{\mathrm{c}}`$ or $`\mathrm{b}\overline{\mathrm{b}}`$ in the missing energy and lepton channels. For the decays into light flavours, $`\mathrm{h}\mathrm{u}\overline{\mathrm{u}}`$ and $`\mathrm{d}\overline{\mathrm{d}}`$, the efficiencies are slightly higher since the jets are better collimated and because weak semileptonic decays are absent; this has been verified explicitly using $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}`$ events. These minimal efficiencies are shown for all but the four-jet search by the curves in Figure 1(b).

### 3.1 Search in the four-jet channel

In the four-jet channel the main background arises from the $`\mathrm{e}^+\mathrm{e}^{}\mathrm{WW}`$ process. Further contributions are from $`\mathrm{e}^+\mathrm{e}^{}(\mathrm{Z}/\gamma )^{}\mathrm{q}\overline{\mathrm{q}}`$ and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}`$. The analysis described below is repeated for fixed test-masses, in steps of $`250\mathrm{MeV}/\mathrm{c}^2`$, between $`60`$ and $`120\mathrm{GeV}/\mathrm{c}^2`$. The following preselection is applied:

1. Events must be identified as multihadronic final states .
2. The effective centre-of-mass energy $`\sqrt{s^{}}`$ (disregarding initial-state photon radiation, see Ref. ), is required to exceed $`80\%`$ of the total centre-of-mass energy.
3. Events are forced into four jets using the Durham algorithm  and are selected if the resolution parameter $`y_{34}`$ is larger than $`310^3`$.
4. Each of the jets must contain at least two charged particle tracks to suppress events with isolated leptons or photons, like $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}\mathrm{}^+\mathrm{}^{}`$.
5. The matrix element $`\mathrm{ME}_{\mathrm{QCD}}`$ for the QCD-induced processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}\mathrm{q}\overline{\mathrm{q}}`$ and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}\mathrm{gg}`$ is calculated , approximating the parton momenta by the reconstructed jet momenta. The matrix element averaged over all possible flavour combinations is required to be within the range $`3<\mathrm{ln}|\mathrm{ME}_{\mathrm{QCD}}|<1`$.
6. The $`\chi ^2`$-probability resulting from a four-constraint (4C) kinematic fit which imposes energy and momentum conservation is required to be larger than $`10^6`$.
7. The four-fermion background is reduced by a cut on the matrix element $`\mathrm{ME}_{4\mathrm{f}}`$ of the process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}\mathrm{q}\overline{\mathrm{q}}`$, calculated using EXCALIBUR . In the calculation the parton momenta are approximated by the jet momenta resulting from the 4C fit and the matrix element is averaged over all flavour combinations. Its value is required to be within the range $`8.5<\mathrm{ln}|\mathrm{ME}_{4\mathrm{f}}|<4.9`$.
8. The $`\mathrm{WW}\mathrm{hadrons}`$ hypothesis is tested in a kinematic 6C fit imposing energy and momentum conservation and where the invariant masses of the two jet pairs are constrained to the W boson mass. To suppress the WW background, the largest of the $`\chi ^2`$-probabilities, $`\mathrm{P}^{\mathrm{max}}(\mathrm{WW})`$, for the three possible jet pairings is required to be less than $`6.3\%`$.
9. Finally, for each value of the test-mass, a kinematic fit is performed imposing energy and momentum conservation and constraining one dijet mass to the test-mass and the other to the $`\mathrm{Z}`$ boson mass. In the fit, the reconstructed $`\mathrm{Z}`$ boson mass is allowed to vary within its natural width according to a Gaussian distribution111The sensitivity of the search would be slightly lower if a Breit-Wigner distribution were used.. The largest of the $`\chi ^2`$-probabilities $`\mathrm{P}^{\mathrm{max}}(\mathrm{Zh})`$ resulting from the six possible jet assignments to the $`\mathrm{Z}`$ and the $`\mathrm{h}`$ bosons is required to exceed $`10^6`$.

The signal likelihood is constructed using the following 6 variables: (1) the maximum probability $`\mathrm{P}^{\mathrm{max}}(\mathrm{hZ})`$ of the $`\mathrm{hZ}`$ kinematic fit; (2) the Higgsstrahlung matrix element $`\mathrm{ME}_{\mathrm{hZ}}`$  for the test-mass considered and for the jet combination which yields $`\mathrm{P}^{\mathrm{max}}(\mathrm{hZ})`$; the ratios (3) $`\mathrm{ME}_{\mathrm{hZ}}/\mathrm{ME}_{4\mathrm{f}}`$ and (4) $`\mathrm{ME}_{\mathrm{hZ}}/\mathrm{ME}_{\mathrm{QCD}}`$; (5) the difference between the maximum and minimum energies of the four jets after the 4C kinematic fit; and (6) $`\mathrm{P}^{\mathrm{max}}(\mathrm{WW})`$. Distributions of these input variables are presented in Figure 2, while the likelihood distributions for two test-masses are shown in Figure 3 (a) and (b). Events with a likelihood larger than $`0.1`$ are accepted.

The signal efficiency and residual background rates are affected by the following systematic uncertainties: (a) Uncertainties in modelling of the momenta, the angular and energy resolutions and the energy scale of the reconstructed jets are less than $`2\%`$ for both the signal efficiency and the background rate. They have been determined by comparing calibration data taken at the Z resonance to the Monte Carlo simulation and transferring the observed differences to the simulation of the high energy data. (b) Uncertainties in modelling the preselection and likelihood variables are less than 3% for the signal and $`49\%`$ for the background, depending on the test-mass. Weights were applied to the simulated events such that a $`\chi ^2<1`$ is obtained when comparing the shapes of the distributions from the data and the simulation of the background (for each variable separately). The difference of the signal efficiency and background of the weighted and unweighted events is considered as the systematic error. It has been explicitly checked that a hypothetical signal is not hidden by this procedure. (c) Using alternatively JETSET and HERWIG to simulate hadron fragmentation yields a difference of $`213\%`$ for the background. (d) The cross-section of the four-fermion processes, which dominates the residual background, is known to within $`2\%`$ . (e) Monte Carlo statistics contribute $`15\%`$ for the signal and less than $`3\%`$ for the background. Combining all these effects, the total systematic uncertainty amounts to less than $`6\%`$ for the signal efficiency and $`516\%`$ for the residual background.

The number of selected events in the four-jet channel with a likelihood value larger than 0.5 is shown in Figure 4 (a) for test-masses between $`60`$ and $`120\mathrm{GeV}/\mathrm{c}^2`$. The selected data samples for mass hypotheses which differ by less than the mass resolution (of about $`5\mathrm{GeV}/\mathrm{c}^2`$ at high likelihood values) are strongly correlated. For a test-mass of $`100\mathrm{GeV}/\mathrm{c}^2`$, 439 candidates pass the final likelihood cut of $`0.1`$ while $`414\pm 53`$ events are expected from background processes and $`40`$ events would be expected from Higgsstrahlung if the $`\mathrm{hZ}`$ coupling predicted by the SM is assumed and the Higgs boson decays only into hadronic final states. The signal to background ratio becomes more favourable for larger likelihood values.

### 3.2 Search in the missing energy channel

Signal events in the missing energy channel are characterised by two hadronic jets and a missing mass consistent with the Z boson mass. The dominant backgrounds are four-fermion processes, in particular from the semi-leptonic decays $`\mathrm{e}^+\mathrm{e}^{}\mathrm{WW}\mathrm{q}\overline{\mathrm{q}}\mathrm{}^\pm \nu `$, and the irreducible process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}\nu \overline{\nu }\mathrm{q}\overline{\mathrm{q}}`$. Further contributions are from events with particles escaping detection along the beam-pipe, for example from $`\mathrm{Z}`$ boson decays accompanied by initial-state photons or the untagged two-photon process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}`$. The following preselection is applied:

1. To reject non-hadronic events, at least $`7`$ charged particle tracks are required. At least $`20\%`$ of all tracks must be of good quality (a minimum number of hits are required along the track, see Ref. ); this is to reject badly measured events, mainly two-photon processes and beam-wall interactions. The total transverse momentum $`p_t`$ and the visible mass $`m_{\mathrm{vis}}`$ must satisfy $`5\times p_t+m_{\mathrm{vis}}>\sqrt{s}/2`$, and the visible energy $`\mathrm{E}_{\mathrm{vis}}<0.8\sqrt{s}`$. The energy measured in the forward detector components , which cover small polar angles, must be $`<2\mathrm{GeV}`$ in the forward calorimeters, $`<5\mathrm{GeV}`$ in the gamma catcher and $`<5\mathrm{GeV}`$ in the silicon-tungsten calorimeter . The overall energy observed in the region $`|\mathrm{cos}\theta |>0.9`$, where $`\theta `$ denotes the polar angle with respect to the electron beam, must not exceed $`20\%`$ of $`\mathrm{E}_{\mathrm{vis}}`$.
2. The missing momentum vector has to point to sensitive parts of the detector, $`|\mathrm{cos}\theta _{\mathrm{miss}}|<0.95`$, and the visible momentum must not have a large component along the beam axis, $`|p_{\mathrm{vis}}^z|<\sqrt{s}/5`$.
3. The tracks and clusters in each event are forced into two jets using the Durham algorithm. Events with partially contained jets are rejected by the requirement $`|\mathrm{cos}\theta _{\mathrm{jet}}|<0.95`$ imposed on each jet.
4. $`(\mathrm{Z}/\gamma )^{}\mathrm{q}\overline{\mathrm{q}}`$ events are suppressed by requesting $`\varphi _{\mathrm{acop}}>5^{}`$ where the acoplanarity angle $`\varphi _{\mathrm{acop}}`$ is the deviation of the angle between the two jets in the plane perpendicular to the beam axis from $`180^{}`$.
5. The missing mass, $`m_{\mathrm{miss}}`$, must be consistent with the Z boson mass: $`50\mathrm{GeV}/\mathrm{c}^2<m_{\mathrm{miss}}<130\mathrm{GeV}/\mathrm{c}^2`$.
6. Identified semi-leptonic $`\mathrm{WW}`$decays with energetic, isolated  leptons are discarded.

The signal likelihood function is constructed from 5 variables: (1) $`m_{\mathrm{miss}}`$; (2) $`|\mathrm{cos}\theta _{\mathrm{miss}}|`$; (3) $`\text{max}|\mathrm{cos}\theta _{\mathrm{jet}}|`$ i.e. the polar angle of the jet closest to the beam axis; (4) the $`\chi ^2`$-probability $`\mathrm{P}(1\mathrm{C})`$ of a one-constraint (1C) kinematic fit which imposes energy and momentum conservation and constrains the missing mass to the Z boson mass; (5) the angle between the missing momentum and the jet with the higher energy: $`\mathrm{cos}\theta _{\mathrm{j}\mathrm{miss}}`$. The distributions of these discriminating variables are shown in Figure 5 and the likelihood distribution in Figure 3 (c). Events with a likelihood larger than $`0.4`$ are selected. The Higgs boson mass is reconstructed using the momenta provided by the 1C kinematic fit.

The number of events passing the likelihood selection is $`123`$ (see Table 1) while $`133\pm 11`$ events are expected from SM background processes. The most important systematic uncertainties  are from the modelling of the likelihood input variables and from the lepton isolation criteria. The signal efficiencies are affected by a total systematic error of $`2.9\%`$. The Monte Carlo estimates of the signal efficiencies were reduced by $`2.5\%`$ to account for accidental vetoes due to accelerator-related backgrounds in the forward detectors. The reduction factor was determined from randomly triggered events.

### 3.3 Searches in the electron and muon channels

The signal events in the muon and electron channels are expected to have two energetic, oppositely charged, isolated leptons and two hadronic jets. The dominant backgrounds are $`\mathrm{e}^+\mathrm{e}^{}(\mathrm{Z}/\gamma )^{}`$ accompanied by initial state radiation and four-fermion processes, mainly from $`\mathrm{WW}`$ and $`\mathrm{ZZ}`$ pairs. The preselection is described in the following:

1. Events without hadronic jets are rejected by requiring at least 6 charged particle tracks. The visible energy $`E_{\mathrm{vis}}`$ must be larger than $`0.6\sqrt{s}`$ and the component of the total momentum along the beam axis must satisfy $`|p_{\mathrm{vis}}^z|<E_{\mathrm{vis}}0.5\sqrt{s}`$. This requirement reduces $`\mathrm{e}^+\mathrm{e}^{}(\mathrm{Z}/\gamma )^{}\gamma \mathrm{q}\overline{\mathrm{q}}\gamma `$ and two-photon processes, $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}`$, significantly. All remaining events are forced into four jets using the Durham algorithm allowing isolated leptons to form low-multiplicity jets. Events are considered further if the jet resolution parameter $`y_{34}`$ is larger than $`10^4`$.
2. Two oppositely charged electron or muon candidates must be identified, with energies larger than $`30(20)\mathrm{GeV}`$ for the higher- (lower-) energy candidate. The energy of muon candidates is deduced from the momentum measurement in the central tracking chamber; for electron candidates the energy measured in the electromagnetic calorimeter is used. The algorithms to identify muons and electrons are described in  and , respectively.
3. The remaining part of the event, after the two lepton candidates are removed, is reconstructed as a two-jet event using the Durham algorithm. If the lepton candidates are muons, a 4C kinematic fit requiring energy and momentum conservation is performed to improve the energy and mass resolution of the muon pair; the $`\chi ^2`$-probability of the fit must exceed $`10^5`$. For both electron and muon candidate events, the invariant mass of the lepton pair is required to be larger than $`40\mathrm{GeV}/\mathrm{c}^2`$.

The signal likelihood is constructed from five variables in the muon channel and nine variables in the electron channel. Those in common are: (1) $`E_{\mathrm{vis}}/\sqrt{s}`$; (2) $`\mathrm{log}_{10}y_{34}`$; (3-4) the measured transverse momenta of the two lepton candidates ordered by energy and calculated with respect to the nearest jet axis, used to discriminate against semileptonic charm or bottom decays; (5) the invariant mass of the lepton pair. For each candidate in the electron channel, the additional variables are: (6-7) $`(E/p1)/\sigma `$ for the two electron candidates, where the momentum $`p`$ is measured in the central tracking detector, the energy $`E`$ is measured using the calorimeter and $`\sigma `$ denotes the total error in $`E/p`$; (8-9) the normalised ionisation energy losses in the central tracking chamber gas , for the two electron candidates. The event is selected if in the electron case the likelihood is larger than 0.3 or in the muon case larger than 0.65. Figures 3 (d) and (e) show the distribution of the two likelihood functions. The mass recoiling against the lepton pair is taken as the reconstructed Higgs boson mass.

The number of events passing the likelihood selection is $`23`$ in the electron channel and $`16`$ in the muon channel (see Table 1) while the corresponding background expectations are $`16.6\pm 5.1`$ and $`15.0\pm 2.9`$ events. Systematic uncertainties  arise mainly from the fragmentation process, determined from a comparison of HERWIG and JETSET, and from different four-fermion rate predictions, given by grc4f, KORALW and EXCALIBUR. The signal efficiencies have total systematic errors of less than 2% .

### 3.4 Search in the tau channel

Signal events are expected to be composed of two hadronic jets from the Higgs boson decay, and two tau leptons from the $`\mathrm{Z}`$ decay. For each of the tau leptons, the decays into one or three charged particle tracks (“prongs”) are considered, possibly accompanied by calorimeter clusters from neutral particles. Important sources of background are the processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}^{()}\mathrm{q}\overline{\mathrm{q}}\mathrm{}^+\mathrm{}^{}`$, $`\mathrm{e}^+\mathrm{e}^{}\mathrm{WW}\mathrm{q}\overline{\mathrm{q}}\mathrm{}^\pm \nu `$ and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}(\gamma )`$. The following preselection is applied:

1. Events must be identified as multihadronic final states . The visible energy has to exceed $`0.3\sqrt{s}`$. In order to reject events in which particles escape detection close to the beam direction, the missing momentum vector is required to point to sensitive detector regions: $`|\mathrm{cos}\theta _{\mathrm{miss}}|<0.95`$. The scalar sum of the transverse momenta of all measured particles has to be larger than $`45\mathrm{GeV}/\mathrm{c}`$.
2. Two isolated tau lepton candidates, each with a momentum between $`15\mathrm{GeV}/\mathrm{c}`$ and $`60\mathrm{GeV}/\mathrm{c}`$, are required. These are identified with artificial neural networks (ANN) as described in . Separate networks are developed for 1-prong and 3-prong decays. From the ANN output, the probability that a candidate is a real tau lepton is derived. The probabilities $`P_{1,2}`$ of the two tau candidates are combined to a two-tau-likelihood: $`_{\tau \tau }=P_1P_2/(P_1P_2+(1P_1)(1P_2))`$, which must exceed $`0.1`$. If several tau pairs exist in the event, the pair with the largest $`_{\tau \tau }`$ is chosen.
3. After removing the two tau candidates, the rest of the event is grouped into two jets using the Durham algorithm. A kinematic fit (2C) is applied to the momenta of the two tau candidates and the two reconstructed jets, imposing energy and momentum conservation. The directions of the tau candidates are approximated by the visible momenta of their decay products; their energies are free parameters in the fit. The $`\chi ^2`$-probability of the fit must be larger than $`10^5`$.
4. If both tau decays are classified as 1-prong decays, the momentum sum of both charged tracks must be less than $`80\mathrm{GeV}/\mathrm{c}`$; this is to reduce backgrounds from $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}\mathrm{q}\overline{\mathrm{q}}\mu ^+\mu ^{}`$ and $`\mathrm{q}\overline{\mathrm{q}}\mathrm{e}^+\mathrm{e}^{}`$.

The signal likelihood is constructed using nine variables: (1) the visible energy; (2) $`|\mathrm{cos}\theta _{\mathrm{miss}}|`$; (3) $`y_{34}`$ obtained after reconstructing the event, including the tracks and clusters of the tau candidates, into four jets (the Durham algorithm is used); (4-5) the angles between each of the two tau candidates and the nearest jet; (6) the energy of the most energetic muon or electron, if any; (7) the $`\chi ^2`$-probability of a 3C kinematic fit, which in comparison to the 2C fit, in addition constrains the invariant mass of the two tau candidates to the $`\mathrm{Z}`$ boson mass; (8) the two-tau likelihood $`_{\tau \tau }`$; (9) the impact parameter joint probability of the tau candidate tracks calculated as in Ref. . The resulting likelihood distribution is shown in Figure 3 (f). Events with a likelihood larger than $`0.8`$ are accepted. The invariant mass of the two jets, resulting from the 3C-fit, is taken as the reconstructed Higgs boson mass.

Three events pass the likelihood cut (see Table 1) compared to $`8.8\pm 1.5`$ events expected from background. The systematic errors are determined as described in . The largest uncertainty arises from the purity of the tau lepton selection. The signal efficiencies are affected by a total systematic error of $`1517\%`$.

## 4 Results

All search channels combined, $`604`$ candidates are selected, while $`588\pm 56`$ are expected from background processes (these numbers apply for a test-mass of $`100\mathrm{GeV}/\mathrm{c}^2`$ in the four-jet channel). Figure 4 (b) shows the distribution of the reconstructed Higgs boson mass for the candidates selected in the missing energy, electron, muon and tau channels, and for the corresponding expected backgrounds, added together.

No significant excess is observed in any of the search channels over the expected background from SM processes. In the following, an upper limit is set on the product of the cross-section $`\sigma _{\mathrm{hZ}}`$ of the Higgsstrahlung process and the hadronic branching ratio $`\mathrm{Br}(\mathrm{h}\mathrm{hadrons})`$ of the Higgs boson. For this purpose, these search results are combined with previous OPAL results, obtained at $`\sqrt{s}=91\mathrm{GeV}`$ in the missing energy, electron and muon channels , and at $`\sqrt{s}=189\mathrm{GeV}`$ in all channels .

The limits are obtained by using a weighted event counting method (see Section 5 of ). The systematic errors are incorporated following Ref. . The four analyses are split into several sub-channels denoted by $`i`$ depending on the value of the discriminating variable. Initially the weight, $`\omega _i=s_i/(s_i+b_i)`$, is assigned to each channel, where $`s_i`$ and $`b_i`$ are the signal and background expectation, respectively. These weights are a good choice if the systematic errors are negligible or do not differ among the channels. To obtain weights which are optimal for the general case, the weights are varied until the the variance of the distribution of $`_i\omega _i(s_i+b_i)`$ becomes minimal while keeping $`_i\omega _is_i`$ constant. The variance is given by

$$\sigma ^2=\underset{i}{}\omega _i^2(s_i+b_i)+\underset{l}{}\left\{\underset{i}{}\omega _i(s_i\sigma _{li}^s+b_i\sigma _{li}^b)\right\}^2,$$

where $`l`$ denotes the independent error sources which give rise to the systematic errors on the signal, $`s_i\sigma _{l_i}^s`$, and on the background, $`b_i\sigma _{l_i}^b`$, of the various channels. A unique solution, which minimises the variance, is guaranteed requiring $`\omega _i0`$. To fulfil this constraint, an unambiguously defined set of sub-channels has to be dropped.

A test-mass dependent $`95\%`$ confidence level upper bound $`k_{95}`$ is calculated for the quantity

$$k(m_\mathrm{h})=\frac{\sigma _{\mathrm{hZ}}(m_\mathrm{h})\times \mathrm{Br}(\mathrm{h}\mathrm{hadrons})}{\sigma _{\mathrm{HZ}}^{\mathrm{SM}}(m_\mathrm{h})}$$

where $`\sigma _{\mathrm{HZ}}^{\mathrm{SM}}`$ is the predicted SM cross-section for the Higgsstrahlung process. This bound is shown in Figure 6. In calculating this limit, the four-jet and tau channels were considered only for masses above $`60\mathrm{GeV}/\mathrm{c}^2`$ while the other channels contributed from $`30\mathrm{GeV}/\mathrm{c}^2`$ upwards. Between $`12`$ and $`30\mathrm{GeV}/\mathrm{c}^2`$, only the data taken in the vicinity of $`\sqrt{s}=91\mathrm{GeV}`$ are used . The region below $`12\mathrm{GeV}/\mathrm{c}^2`$ is covered by a decay mode independent Higgs boson search conducted by OPAL .

Limits on the cross-section $`\sigma `$ for arbitrary $`\mathrm{Br}(\mathrm{h}\mathrm{hadrons})`$ or for arbitrary $`\mathrm{hZ}`$ coupling strength $`g_{\mathrm{hZ}}`$ can be derived using the expression

$$\sigma _{95}=k_{95}\times \sigma _{\mathrm{HZ}}^{\mathrm{SM}}\times \mathrm{Br}(\mathrm{h}\mathrm{hadrons})\times (g_{\mathrm{hZ}}/g_{\mathrm{HZ}}^{\mathrm{SM}})^2,$$

provided that the effective hZ coupling has the SM Lorentz structure.

Assuming the hZ coupling predicted by the SM, a Higgs boson decaying only into hadronic final states ($`k_{95}(m_\mathrm{h})=1`$) is excluded for masses up to $`104\mathrm{GeV}/\mathrm{c}^2`$. For a Higgs boson also having the decay properties predicted by the SM, this limit is at $`100\mathrm{GeV}/\mathrm{c}^2`$.

## 5 Summary

A search has been performed for a hypothetical neutral scalar Higgs boson which is produced in Higgsstrahlung and which decays to hadrons of arbitrary flavour. The search is based on data collected by the OPAL experiment in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions at centre-of-mass energies between $`192`$ and $`209\mathrm{GeV}`$. The results have been combined with earlier OPAL searches conducted at $`\sqrt{s}91\mathrm{GeV}`$ and $`\sqrt{s}=189\mathrm{GeV}`$. No significant excess has been observed over the background expected from Standard Model processes. A mass-dependent upper bound is set, at the $`95\%`$ confidence level, on the product of the Higgsstrahlung cross-section and the hadronic branching ratio of the Higgs boson. For a Higgs boson which couples to the $`\mathrm{Z}`$ boson with Standard Model strength and which decays exclusively into hadronic final states, a flavour independent lower bound of $`104\mathrm{GeV}/\mathrm{c}^2`$ is obtained on the mass.

## Acknowledgements

We particularly wish to thank the SL Division for the efficient operation of the LEP accelerator at all energies and for their close cooperation with our experimental group. In addition to the support staff at our own institutions we are pleased to acknowledge the
Department of Energy, USA,
National Science Foundation, USA,
Particle Physics and Astronomy Research Council, UK,
Natural Sciences and Engineering Research Council, Canada,
Israel Science Foundation, administered by the Israel Academy of Science and Humanities,
Benoziyo Center for High Energy Physics,
Japanese Ministry of Education, Culture, Sports, Science and Technology (MEXT) and a grant under the MEXT International Science Research Program,
Japanese Society for the Promotion of Science (JSPS),
German Israeli Bi-national Science Foundation (GIF),
Bundesministerium für Bildung und Forschung, Germany,
National Research Council of Canada,
Hungarian Foundation for Scientific Research, OTKA T-038240, and T-042864,
The NWO/NATO Fund for Scientific Research, the Netherlands.


text:
# On Peixoto’s conjecture for flows on non-orientable 2-manifolds

## Abstract.

Contrary to the case of vector fields on orientable compact $`2`$-manifolds, there is a smooth vector field $`X`$ on a non-orientable compact $`2`$-manifold with a dense orbit (and therefore without closed orbits) whose phase portrait –up to topological equivalence– remains intact under a one-parameter family of twist perturbations localized in a flow box of $`X.`$

The first author was supported in part by Pronex/CNPq/MCT grant number 66.2249/1997-6  The second author was supported by Fapesp grant number 01/04598-0

This article was published on the Proc. Amer. Math. Soc. 133 (2005), no. 4, 1063–1074 (electronic).