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# Isotopic difference in the heteronuclear loss rate in a two-species surface trap

## Abstract

We have realized a two-species mirror-magneto-optical trap containing a mixture of 87Rb (85Rb) and 133Cs atoms. Using this trap, we have measured the heteronuclear collisional loss rate $`\beta _{RbCs}^{}`$ due to intra-species cold collisions. We find a distinct difference in the magnitude and intensity dependence of $`\beta _{RbCs}^{}`$ for the two isotopes 87Rb and 85Rb which we attribute to the different ground-state hyperfine splitting energies of the two isotopes.

Since the first experiments in 1999 Reichel et al. (1999) demonstrating the trapping of atoms using micron scale wires fabricated on a reflective substrate (the so-called “atom chip”) there has been increased interest in techniques for cooling, trapping, and controlling atoms at surfaces. Various devices have been proposed and are now being realized in the laboratory including atomic beamsplitters and wave guides Cassettari et al. (2000); Dekker et al. (2000); Hinds et al. (2001); Reichel et al. (2001). Indeed, sufficient progress has been made that a BEC can now be created and manipulated using atom-chip techniques. In a parallel development, the investigation of cold atomic clouds of mixed atomic species has also attracted substantial attention, giving rise to intense efforts to generate cold hetero-nuclear molecules Kerman et al. (2003); DeMille (2002) for application to fundamental measurements Hinds et al. (2001) and for quantum information technologies DeMille (2002). To date, however, there have been no reports of mixed species trapping with surface trap technologies.

In this paper we report the realization of a two-species surface trap – the two-species mirror-magneto-optical trap (TSMMOT). As with other atom traps, the performance of the trap (e.g density, number, etc.) is strongly affected by collisionally induced trap loss Shaffer et al. (1999); Young et al. (2000); Telles et al. (2001). We have therefore used the TSMMOT to investigate the cold collisions of atomic Cs with 87Rb (85Rb). We focus on measurements made in the low intensity regime ($`2I_{sat}I8I_{sat}`$ where $`I_{sat}`$ is the atomic trapping transition saturation intensity). Mixed species Cs-Rb trap losses have been recently characterized in a standard MOT over a broad range of laser intensities Telles et al. (2001). Our results are distinct in that we find an isotopic difference, which to our knowledge has not been previously observed, and which we attribute to ground-state interspecies hyperfine changing processes.

In our experiments, trapping light was provided by line-narrowed extended cavity diode lasers locked to the trapping transitions using a dichroic (DAVLL) scheme Cheron et al. (1994); Corwin et al. (1998). Acousto-optical modulators (AOM) were used to detune the light from the locking point to the cooling transition by -1 $`\mathrm{\Gamma }_{Rb}`$ (-2.1 $`\mathrm{\Gamma }_{Rb}`$) for 85Rb (87Rb) and by -1.3 $`\mathrm{\Gamma }_{Cs}`$ for Cs. To assure uniform Gaussian beams, all trapping light was passed through single-mode optical fibers. After the fibers, the beams had an $`1/e^2`$ waist of 0.4 cm. A series of polarizing beam splitter cubes (PBSC) and half-wave plates were used to mix the trapping light and to tune the individual intensities of the repumping and trapping light of each species. The adjustments were made to optimize the size, shape, and overlap of both atomic clouds.

The surface used for this TSMMOT configuration was fabricated in-house using thin-film hybrid technology Reichel et al. (1999): a top layer 0.7 $`\mu `$m thick of highly reflective (95%) Ag was evaporated onto a 1 $`\mu `$m SiO2 sputtered layer, all deposited onto a 300 $`\mu `$m thick Si wafer. Similar techniques were used to pattern chips capable of magnetic surface trapping. The typical TSMMOT hovered $``$3.5 mm above the mirror-surface to ensure that surface effects play no role. Taking the geometry into account eso , the maximum total intensity within the TSMMOT region is 13 mW/cm2 for Rb and 53 mW/cm2 for Cs. A set of anti-Helmholtz coils typically produced a magnetic field gradient of about 40 G/cm. Three orthogonal Helmholtz pairs (“trim coils”), were used to compensate for residual stray magnetic fields and to guarantee good overlap between the two atomic species. The pressure in the chamber was maintained at $`10^8`$ Torr. The atoms were introduced using getter sources placed inside the vacuum chamber approximately 5 cm from the B-field minimum Rapol et al. (2001).

To assure full three-dimensional overlap of the two trapped species, the clouds were imaged with a pair of CCD cameras aligned on separate axes perpendicular to the chip. A third high-performance CCD (high linearity) was used to image the MOTs and measure their spatial distributions. The shape of the two clouds was that of an oblate spheroid. The measured waists are noted in Table 1. The number of trapped atoms was determined by measuring the fluorescence using two calibrated photo-detectors combined with narrow-band interference filters (bandwidth of about 9 nm) capable of isolating the fluorescence of the individual atomic species. The total number of trapped atoms was typically 2$`\times 10^7`$ (9$`\times 10^6`$) for 87Rb (85Rb) and $`1\times 10^7`$ for Cs. This along with our waist measurements yields peak densities of 4.5$`\times 10^{11}`$ ($`10^{11}`$) atoms/cm3 for Rb and 1.5$`\times 10^{11}`$ atoms/cm3 for Cs.

The amount of collision induced trap-loss depended critically on the overlap between the two atomic clouds. During all experiments, the overlap was $`95\%`$ by volume.

The Cs MOT was imposed onto the Rb MOT by controlled blocking and unblocking of the repump light for Cs. Fig. 1 shows the loading behavior of the Rb atoms in the absence and presence of Cs. Losses as large as 78% in the Rb atom number due to Cs were observed. By fitting this data to a transient loading rate equation Shaffer et al. (1999); Telles et al. (2001), the heteronuclear loss rate was obtained. The dependence of trap loss on the total intensity of the Rb trap laser was measured by keeping the Cs laser intensity and the number of Cs atoms in the trap constant.

The collisions of atoms in a MOT can be characterized by the interplay of the loading and loss rate of trapped atoms. The time-dependent rate equations that model this process can be written:

$`\begin{array}{cc}\hfill d_tN_{Rb}(t)=\tau _{Rb}& \gamma _{Rb}N_{Rb}(t)\beta _{RbCs}^{}n_{Cs}N_{Rb}(t)\hfill \\ & \beta _{RbRb}n_{Rb}N_{Rb}(t)\hfill \end{array}`$ (1)
where $`N_{Rb}`$ is the number of Rb atoms, $`\tau _{Rb}`$ is the trap filling rate, $`\gamma _{Rb}`$ is the loss coefficient due to background collisions, $`\beta _{RbRb}`$ is the loss rate due to homonuclear collisions of atoms of one species, and $`\beta _{RbCs}^{}`$ is the loss rate due to heteronuclear collisions of atoms between the two species. The atom number densities, $`n_{Cs}`$ and $`n_{Rb}`$, are experimentally defined as the peak number of atoms divided by the total volume, calculated using the Gaussian $`1/e^2`$ waists. Similar to previous treatments in the literature, we assume that we are in the density-limited regime Telles et al. (2001).

In our experiments, we observe that the trapped atom number and density for the Cs trap is essentially undisturbed by the introduction of Rb atoms into the trap. Hence in our analysis we treat the Cs density as a constant. By contrast, the number of trapped Rb atoms is dramatically affected by the presence of Cs atoms in the trap.

We begin our analysis by assuming that $`\beta _{RbCs}^{}\beta _{RbRb}`$ Telles et al. (2001); Wallace et al. (1992). Eq. 1 can then be written as

$`\begin{array}{cc}\hfill d_tN_{Rb}(t)& =\tau _{Rb}(\gamma _{Rb}+\beta _{RbCs}^{}n_{Cs})N_{Rb}(t)\hfill \\ & =\tau _{Rb}\gamma _{Rb}^{}N_{Rb}(t)\hfill \end{array}`$ (2)
where $`\gamma _{Rb}^{}`$ is the total loss rate of the mixed trap. For the parameters of our experiment (chamber pressure etc.), even in the absence of Cs, $`\beta _{RbRb}`$ can be neglected and Eq. 1 becomes

$$d_tN_{Rb}(t)=\tau _{Rb}\gamma _{Rb}N_{Rb}(t).$$
(3)
Combining Eqs. 2 and 3, $`\beta _{RbCs}^{}`$ is given by

$$\beta _{RbCs}^{}=\frac{(\gamma _{Rb}^{}\gamma _{Rb})}{n_{Cs}}.$$
(4)
Fig. 2a shows the measured average losses of Rb due to Cs. The error bars correspond to standard deviations in mean value, averaged over repeated experiments performed while keeping experimental parameters constant. The losses decrease almost linearly with increasing Rb laser intensity. They also show a distinct isotopic difference: the losses for 87Rb are greater than those for 85Rb. This behavior is also seen in the total loss rate which is shown in Fig. 2b where we plot the total loss rate $`\gamma _{Rb}`$ (for pure Rb) and the total loss rate $`\gamma _{Rb}^{}`$ (for Rb+Cs) on the same graph. We observe no change in $`\gamma _{Rb}`$ (pure Rb trap) for this intensity regime and see no isotopic difference. This is consistent with previous work Wallace et al. (1992); Gensemer et al. (1997). However, the total loss rate $`\gamma _{Rb}^{}`$ changed dramatically in the presence of Cs. Again, the averaged loss rate for 87Rb is consistently higher than for 85Rb. This isotopic difference is transferred onto $`\beta _{RbCs}^{}`$ (Fig. 2c) which was calculated using Eq. 4.

We note that the absolute values of $`\beta _{RbCs}^{}`$ have significant uncertainties ($`50\%`$) which arise from systematics in determining the exact atom number (not included in our error bars). However, this uncertainty is identical for each isotope of Rb and hence does not change the observed isotopic difference.

We attribute the isotopic difference to the difference in the hyperfine ground-state splitting energy of the two isotopes of Rb Wallace et al. (1992); Gensemer et al. (1997). Experimentally, isotopic difference in trap loss due to ground state hyperfine structure were first observed in experiments performed using pure Rb traps Wallace et al. (1992). Phenomenologically, the effect was explained by noting that the trap depth, which decreases with decreasing intensity, is approximately the same for the two isotopes whereas the ground-state hyperfine splitting energy is smaller for 85Rb than for 87Rb. As hyperfine changing collisions involving 87Rb release more energy than those involving 85Rb they cause more trap loss in the low intensity regime. In particular, as a function of the trap laser intensity, $`\beta _{RbRb}`$ has been observed to decrease with increasing intensity, reach a minimum and increase again for higher intensities. For an ideally aligned MOT, the minimum is reached when the trap depth equals the hyperfine splitting energy. As the hyperfine energies for the two Rb isotopes are different, this minimum occurs at different trap intensities. For a slightly misaligned MOT this minimum is shifted to higher intensities, but the shape of the curves and the isotopic difference is preserved.

We find that the behavior of $`\beta _{RbCs}^{}`$ parallels the homonuclear Rb experiments. In the low intensity regime, we see a decrease of $`\beta _{RbCs}^{}`$ with increasing intensity Shaffer et al. (1999); Telles et al. (2001). In addition, the slope of the curve is found to be smaller for 85Rb than for 87Rb, as the hyperfine splitting energy of 85Rb is smaller and therefore the minimum is reached at lower intensities.

We note that ground-state heteronuclear hyperfine changing collisions have also been observed in mixtures of sodium and rubidium in our labs Young et al. (2000) however that work was not performed in the environment of a surface trap.

In summary we presented heteronuclear trap loss measurements in a mixed Rb-Cs TSMMOT. At low intensites, there is an isotopic difference between 85Rb and 87Rb. Our loss measurements agree well with previous data obtained for a mixed Rb-Cs trap, however no isotopic differences were reported in that work. With well overlapped cloud centers, losses up to 78% can be obtained. To our knowledge this is the highest loss reported for a mixed Rb-Cs MOT.

###### Acknowledgements.

We would like to thank Michael Wulf and Mark J. Feldman for providing the mirror surface. We are grateful for contributions from Jim Steinman, Laura Pickel, and Jeremy Weeden. This work was supported by the National Science Foundation, the Office of Naval Research and the Army Research Office.


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# 1 ASTROMETRY AND PHOTOMETRY FOR SDSS J1004+4112

Nature, 426, 810-812 (2003)

A gravitationally lensed quasar with quadruple images separated
by 14.62 arcseconds

Naohisa Inada1, Masamune Oguri1, Bartosz Pindor2, Joseph F. Hennawi2,
Kuenley Chiu3, Wei Zheng3, Shin-Ichi Ichikawa4, Michael D. Gregg5,6,
Robert H. Becker5,6, Yasushi Suto1, Michael A. Strauss2, Edwin L. Turner2,
Charles R. Keeton7, James Annis8, Francisco J. Castander9, Daniel J. Eisenstein10,
Joshua A. Frieman7,8, Masataka Fukugita11, James E. Gunn2, David E. Johnston7,
Stephen M. Kent8, Robert C. Nichol12, Gordon T. Richards2, Hans-Walter Rix13,
Erin Scott Sheldon7, Neta A. Bahcall2, J. Brinkmann14, Željko Ivezić2,
Don Q. Lamb7, Timothy A. McKay15, Donald P. Schneider16 & Donald G. York7,17

1 Department of Physics, School of Science, University of Tokyo, 113-0033, Japan
2 Princeton University Observatory, Peyton Hall, Princeton, NJ 08544, USA
3 Department of Physics and Astronomy, Johns Hopkins University, 3701 San Martin Drive, Baltimore,
MD 21218, USA
4 National Astronomical Observatory, 2-21-1 Osawa, Mitaka, Tokyo 181-8588, Japan
5 Department of Physics, University of California at Davis, 1 Shields Avenue, Davis, CA 95616, USA
6 Institute of Geophysics and Planetary Physics, Lawrence Livermore National Laboratory, L-413,
7000 East Aveneu, Livermore, CA 94550, USA
7 Department of Astronomy and Astrophysics, University of Chicago, 5640 South Ellis Avenue, Chicago,
IL 60637, USA
8 Fermi National Accelerator Laboratory, P.O. Box 500, Batavia, IL 60510, USA
9 Institut d’Estudis Espacials de Catalunya/CSIC, Gran Capita 2-4, 08034 Barcelona, Spain
10 Steward Observatory, University of Arizona, 933 North Cherry Avenue, Tucson, AZ 85721, USA
11 Institute for Cosmic Ray Research, University of Tokyo, 5-1-5 Kashiwa, Kashiwa City,
Chiba 277-8582, Japan
12 Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA
13 Max-Planck Institute for Astronomy, Königstuhl 17, D-69117 Heidelberg, Germany
14 Apache Point Observatory, P.O. Box 59, Sunspot, NM88349, USA
15 Department of Physics, University of Michigan, 500 East University Avenue, Ann Arbor, MI 48109, USA
16 Department of Astronomy and Astrophysics, Pennsylvania State University, 525 Davey Laboratory,
University Park, PA 16802, USA
17 Enrico Fermi Institute, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637, USA

Gravitational lensing is a powerful tool for the study of the distribution of dark matter in the Universe. The cold-dark-matter model of the formation of large-scale structures predicts1-6 the existence of quasars gravitationally lensed by concentrations of dark matter7 so massive that the quasar images would be split by over 7 arcsec. Numerous searches8-11 for large-separation lensed quasars have, however, been unsuccessful. All of the roughly 70 lensed quasars known12, including the first lensed quasar discovered13, have smaller separations that can be explained in terms of galaxy-scale concentrations of baryonic matter. Although gravitationally lensed galaxies14 with large separations are known, quasars are more useful cosmological probes because of the simplicity of the resulting lens systems. Here we report the discovery of a lensed quasar, SDSS J1004+4112, which has a maximum separation between the components of 14.62 arcsec. Such a large separation means that the lensing object must be dominated by dark matter. Our results are fully consistent with theoretical expectations3-5 based on the cold-dark-matter model.

For bright quasars ($`i`$-band magnitude $`i<19`$), the probability of gravitational lensing15 is only about 0.1%; the majority of these lenses have small separations, due to a single massive galaxy. The fraction of large-separation lensed quasars is predicted to be 0.01% or less3-5; thus it is not surprising that none have been found to date8-11. In order to find such objects, we need samples of tens of thousands of quasars, such as generated by the Sloan Digital Sky Survey16,17 (SDSS). The SDSS is conducting both a photometric survey18-22 using five broad optical bands22 ($`u`$, $`g`$, $`r`$, $`i`$ and $`z`$) and a spectroscopic survey23 of 10,000 square degrees of the sky centered approximately on the North Galactic Pole, using a dedicated wide-field 2.5-m telescope at the Apache Point Observatory.

We searched for large-separation lensed quasars in a sample of $``$29,500 spectroscopically-confirmed SDSS quasars24 at redshifts $`z`$ of $`0.62.3`$, a sample roughly three times larger than those used in previous searches. Even with this large sample, the expected number of large-separation lensed quasars is of the order of unity. In the field around each quasar in the sample, we searched for stellar objects with colours differing by less than 0.1 from those of the quasar, with separations between $`7\stackrel{}{\mathrm{.}}0`$ and $`60\stackrel{}{\mathrm{.}}0`$ and with flux greater than one-tenth that of the quasar. SDSS J1004+4112 was identified as a ‘quadruple’ large-separation lensed quasar candidate using these criteria. Only one of the four components (component B, see below) has an SDSS spectrum (the SDSS hardware23 does not allow pairs of objects separated by less than $`55^{\prime \prime }`$ to be observed on a single plate), and therefore, we obtained spectra of all four components using the Keck I telescope at the W. M. Keck Observatory. The results are shown in Fig. 1. All four components indeed show quasar-like features, with all emission lines giving a consistent redshift $`z=1.734\pm 0.002`$; the velocity differences of the quasar components are $`100`$ km s-1, comparable to the observational uncertainty. Although it is not obvious from Fig. 1, there are C IV absorption line systems at $`z=1.732`$ in each of the four quasar spectra; this is an absorption system associated with the quasar itself, further supporting the lensing hypothesis: the four quasar images are from the same physical source. The differences in their spectra may be explained by the modest time-variability of the source quasar over $`1`$ year, the expected gravitational lensing time-delay25 among those different images.

Additional strong support for the lensing hypothesis comes from the identification of the galaxy cluster responsible for the large-separation lensing. From the observed image separations (the maximum separation is $`14\stackrel{}{\mathrm{.}}62`$, between images B and C), we infer that the lensing object should have a velocity dispersion in excess of 600 km s-1. Thus the lensing object cannot be a single galaxy, but must be rather a group or cluster of galaxies that has a sufficiently concentrated distribution of dark matter. To identify the lensing object, we obtained deep optical images of the system using the Subaru telescope of the National Astronomical Observatory, Japan. The result is shown in Fig. 2. A number of galaxies are clearly detected around component G, suggesting that it is the most luminous galaxy of the cluster. We obtained a spectrum of component G using the Keck I telescope. The spectrum shows a number of absorption features characteristic of a early-type galaxy at a redshift of $`z=0.6799\pm 0.0001`$. We also obtained spectra of two faint galaxies immediately to the south-west of component G (Fig. 2) using the Faint Object Camera and Spectrograph26 of the Subaru telescope. The redshifts of these two faint galaxies are $`z=0.6751\pm 0.0001`$, strongly suggesting a cluster of galaxies at $`z0.68`$ centred on component G. Clusters are dominated by elliptical galaxies, which all have very similar spectral energy distributions.

Many of the faint galaxies in Fig. 2 ($`40`$ galaxies around component G) have colours that are similar to that of component G. The colours are consistent with the expected colours of elliptical galaxies at $`z0.68`$ ($`gr1.8`$ and $`ri1.1`$). In addition, there is an X-ray source in this direction detected by the ROSAT All-Sky Survey27 (0.236 counts per second in a 473-s exposure). The emission, however, comes most probably from the quasar, because the detected X-ray flux is too strong for typical clusters of galaxies at $`z=0.68`$. Finally, we note two possible arclets (highly distorted images of background galaxies due to gravitational lensing) in Fig. 2 (marked as ‘arc?’) close to component D. If future observations confirm that the arclets are indeed lensed background galaxies, they will provide strong additional constraints on the total mass distribution of the lensing cluster.

The lensing interpretation is further supported by a theoretical model of SDSS J1004+4112. We fitted the positions of the four quasar components with a singular isothermal ellipsoid (SIE) plus external shear model using lens modeling software28. The best-fit model is illustrated in Fig. 3. The positions and relative brightnesses of all components agree well with the lens model predictions. The centre of the lensing mass is offset from the centre of component G by about 10 kpc at the cluster redshift, but brightest galaxy of a cluster is not always found exactly at the centre of the potential well of that cluster.

The identical redshifts ($`z=1.734`$) and the spectral energy distributions of the four lensed components, the existence of a lensing cluster of galaxies ($`z=0.68`$), and the presence of possible arclets confirm the hypothesis that the quasar is lensed by this cluster. Furthermore, a theoretical lensing model involving the cluster and external shear simultaneously accounts for the observed geometry of the system and the relative brightness of the images. The present work represents the discovery of a long-predicted but previously undetected population of large-separation lensed quasars.

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Acknowledgments Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/.

The SDSS is managed by the Astrophysical Research Consortium (ARC) for the Participating Institutions. The Participating Institutions are The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, The Johns Hopkins University, Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, University of Pittsburgh, Princeton University, the United States Naval Observatory, and the University of Washington.

This paper is based in part on data collected at the Subaru Telescope, which is operated by the National Astronomical Observatory of Japan, W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California, and the National Aeronautics and Space Administration, and the Apache Point Observatory (APO) 3.5-meter telescope, which is owned and operated by the Astrophysical Research Consortium.

Part of this work was performed under the auspices of the U.S. Department of Energy at the University of California Lawrence Livermore National Laboratory.

Competing interests statement The authors declare that they have no competing financial interests.

Correspondence and requests for materials should be addressed to N.I.
(e-mail: inada@utap.phys.s.u-tokyo.ac.jp)

Figure 1 The Keck spectra of the four quasar components A–D and the brightest galaxy G in the lensing cluster. See Fig. 2 for these identifications (A–D, and G). The data were taken using the Low-Resolution Imaging Spectrometer29 (LRIS) of the Keck I telescope. The exposure times were 900 s for each component. The dispersion is 1.09Å pixel-1. The data were reduced in a standard method using IRAF (IRAF is the image reduction and analysis facility, distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation). The black solid line, the red solid line, the green solid line, and the blue solid line represent the spectra of components A, B, C, and D, respectively. The vertical gray dotted lines (3323.6 Å, 3818.7 Å, 4235.1 Å, 5218.5 Å, and 7651.8Å) represent the positions of emission lines of the respective ions redshifted to $`z=1.734`$ of Ly$`\alpha `$ (1215.67 Å), Si IV (1396.76 Å), C IV (1549.06 Å), C III\] (1908.73 Å), and Mg II (2798.75 Å), respectively. All emission lines are clearly at the same redshift. The orange solid line represents the Keck spectrum of component G at the same dispersion. The exposure time was also 900 s for component G. The vertical thinner gray dotted lines (3933.7 Å, 3968.5 Å, 4304.4 Å, and 5175.3 Å) represent the positions of absorption lines of the respective ions redshifted to $`z=0.680`$ of Ca II H&K (3933.7 Å and 3968.5 Å), G-band (4304.4 Å), and Mg I b-band (5175.3 Å), respectively. There are no data below $`4900`$Å in the spectrum of component G.

Figure 2 The $`gri`$ composite Subaru image of the field around SDSS J1004+4112. The data were taken using the Subaru Prime Focus Camera30 of the Subaru telescope. The magnitude limit is $`i26.0`$. The central $`60^{\prime \prime }`$ square is shown in an expanded view. The four quasar components are marked as A, B, C and D, and the bright galaxy located between the four quasar components is marked as G. The separation between components A and D is $`12\stackrel{}{\mathrm{.}}77`$, and that between components B and C is $`14\stackrel{}{\mathrm{.}}62`$. The positions (J2000) and the magnitudes of the components A–D and the brightest galaxy (component G) between the four quasar components are summarized in Table 1. Many faint galaxies can be seen — their positions and colours are consistent with being members of a cluster ($`z=0.68`$) centred on component G. Two possible arclets (marked as ‘arc?’) can also be seen. The seeing had a full-width at half-maximum of $`0\stackrel{}{\mathrm{.}}6`$.

Figure 3 The best fit lens model prediction compared with the observation. We used a lensing model of a singular isothermal ellipsoid (SIE) with external shear. The best-fit model has an Einstein radius of the SIE model $`\alpha _e=6\stackrel{}{\mathrm{.}}906`$ (corresponding to a velocity dispersion $`700`$ km sec-1 at the cluster redshift), magnitude and position angle of the shear $`\gamma =0.250`$ and $`\theta _\gamma =60.925^{}`$ (measured East of North), and ellipticity and its position angle $`e=0.498`$ and $`\theta _e=21.434^{}`$ (measured East of North), with a source quasar position ($`\mathrm{\Delta }`$R.A., $`\mathrm{\Delta }`$Dec.)$`=`$($`7\stackrel{}{\mathrm{.}}124`$, $`0\stackrel{}{\mathrm{.}}574`$) and a centre of lensing mass ($`\mathrm{\Delta }`$R.A., $`\mathrm{\Delta }`$Dec.)$`=`$($`7\stackrel{}{\mathrm{.}}387`$, $`0\stackrel{}{\mathrm{.}}004`$) relative to the centre of component A. The black filled circles represent the observed positions of components A, B, C, D and G, and the red filled circles represent the predicted positions of components A–D. The green solid line is the position of the caustic in the source plane, and the blue dashed line represent the critical curve in the image plane. The small brown filled cross is the predicted position of the source quasar, and the small orange triangle is the predicted position of the center of the lens mass. The differences between the observed and modelled image positions are much smaller than the observational uncertainties. The flux ratios predicted from the model, B/A, C/A and D/A are 0.78, 0.43 and 0.22, respectively. The total magnification of the quasar images which is predicted by the model is 56.48. The predicted flux ratios are close to the observational results; B/A$`=0.69\pm 0.04`$, C/A$`=0.46\pm 0.02`$, and D/A$`=0.25\pm 0.01`$ (measured from the $`i`$ band image). Microlensing by substructures and/or reddening by the Mg II absorption line systems that are seen in each spectrum might be the cause of the differences between the predicted flux ratios and the observations.


text:
# ANOMALOUS PRODUCTION OF FOURTH FAMILY UP QUARKS AT FUTURE LEPTON HADRON COLLIDERS

## I Introduction

As is well known, the Standard Model (SM) with three families is in excellent agreement with experimental data available today LEP . But it leaves some open questions. At the most fundamental level, the number of fermion generations and the origin of their mass hierarchy are not explained by the SM. For these reasons, and others, several models extending SM have been proposed GR ; JDH ; MHC ; ZE ; NE ; FP . Except the minimal SU(5) GUT all these models accommodate extra fermion generations PPM ; KTM .

In the context of the search programs of future colliders, many analyses have been done for the production of fourth generation quarks at the linear VENUS ; OPAL ; AMY  and at hadron colliders BDP . The potentials of the future lepton-hadron colliders in the new physics searches are comparable to those of the linear and hadron colliders SS . Thus, in this study, we investigate the possibility of a single production of a fourth-family up quark ($`u_4`$) suggested by the effective lagrangian approach. In this approach the most general effective lagrangian, which describes the Flavour Changing Neutral Current (FCNC) interactions between $`u_4`$ and ordinary quarks, involving electroweak boson and gluon is given as follow H1 ; TKBX :

$`_{eff}`$ $`=`$ $`{\displaystyle \underset{U=u,c}{}}i{\displaystyle \frac{ee_U}{\mathrm{\Lambda }}}\kappa _{\gamma ,u_4}\overline{u}_4\sigma _{\mu \nu }q^\nu UA^\mu +{\displaystyle \frac{g}{2\mathrm{cos}\theta _W}}\overline{u}_4[\gamma _\mu (v_{Z,U}a_{Z,U}\gamma ^5)+i{\displaystyle \frac{\kappa _{Z,u_4}}{\mathrm{\Lambda }}}\sigma _{\mu \nu }q^\nu ]UZ^\mu `$
$`+i{\displaystyle \frac{g_s}{\mathrm{\Lambda }}}\kappa _{g,u_4}\overline{u}_4\sigma _{\mu \nu }q^\nu {\displaystyle \frac{\lambda ^i}{2}}UG^{i\mu }+h.c.,`$
where $`\sigma _{\mu \nu }`$=(i/2)\[$`\gamma ^\mu `$ , $`\gamma ^\nu `$ \], $`\theta _W`$ is the Weinberg angle, $`q`$ is the four-momentum of the exchanged boson; $`e`$, $`g`$ and $`g_s`$ denote the gauge couplings relative to U(1), SU(2) and SU(3) symmetries, respectively; $`e_U`$ is the electric charge of up-type quarks, $`A^\mu `$, $`Z^\mu `$ and $`G^{i\mu }`$ the fields of the photon, $`Z`$ boson and gluon, respectively; and $`\mathrm{\Lambda }`$ denotes the scale up to which the effective theory is assumed to hold. By convention, we set $`\mathrm{\Lambda }`$=m4, mass of the fourth family quark in following.

## II The Anomalous Production of Fourth Family Up Quark

Parton level subprocess responsible for the $`u_4`$ production in ep collisions is $`eqeu_4`$. The kinematics of this process is same as that of the single top quark production via FCNC interactions, which was presented in one of our earlier works ATA . Here, we present the total production cross sections as functions of $`u_4`$ mass in Fig. 1 and Fig. 2. In Fig. 1, we display the cross sections as functions of the mass of $`u_4`$, at future lepton-hadron collider THERA with the center of mass energy $`\sqrt{S}`$= 1 TeV and with the luminosity of $`=4.10^{30}`$ cm-2s-1 TES . Fig. 2 shows the behaviour of the cross section as a function of m4 at Linac $``$ LHC with $`\sqrt{S}`$= 5.3 TeV and with the luminosity of $`=10^{33}`$ cm-2s-1 RB . In these figures the lower lines correspond to the photonic channel only and the upper lines correspond to the sum of $`\gamma `$ and Z exchange diagrams. Graphs in Fig 1 and 2 were computed by taking the anomalous coupling values $`\kappa _\gamma =\kappa _Z=0.1`$ for illustration. In obtaining the mentioned behaviour of the cross sections we have taken into account of both up and charm quark distributions ARWR ; JR . The charm quark is present inside the proton as part of the quark-antiquark sea and gives considerable contribution to the cross section.

We assume the anomalous decays of $`u_4`$ quark to be dominant, which is different from the case of top-quark decays where the SM decay mode is dominant. In Table 1, we present the branching ratios and the total decay widths of $`u_4`$ quark via anomalous interactions. SM decay modes are negligible for $`\kappa /\mathrm{\Lambda }>0.01`$ TeV-1 due to the small magnitude of the extended CKM matrix elements $`V_{u_4b}`$ SA ; EAOCSS .

In order to enrich the statistics for the experimental observations of the signal we also take into account $`\overline{u}_4`$ production through the subprocess e$`\overline{q}`$ e$`\overline{u}_4`$. The contribution of this process is relatively small when compared with the $`u_4`$ production due to the sea quark distribution in the proton. Tables 2 and 3 present the total production cross sections of $`u_4`$ and $`\overline{u}_4`$ in addition to the number of signal and background events in various decay channels of $`u_4`$ at THERA and Linac$``$LHC, respectively.

When the fourth family $`u_4`$ (or $`\overline{u}_4`$) quarks are produced, they will decay via FCNC interactions giving rise to the signal $`e^{}qV`$, where $`q=u,c,t`$ (or $`\overline{u},\overline{c},\overline{t}`$) and $`V`$ denotes the neutral gauge bosons $`\gamma ,Z,g`$.

We consider the relevant backgrounds from the following subprocesses:

$`eqeq\gamma `$
$`eqeqZ`$
$`eqeqg`$
where $`q=u,c`$ (or $`\overline{u},\overline{c}`$). The cross sections for these backgrounds are shown in Table 2 (at THERA) and Table 3 (at Linac $``$ LHC) for the minimal cuts $`p_T^{e,\gamma ,j}>10`$ GeV and optimal cuts $`p_T^{e,\gamma ,j}>20`$ GeV and $`M_{qV}>250`$ GeV on the final state particles. From Table 2 we conclude that the number of signal events for $`u_4gq`$ and $`u_4Zq`$ (q=u,c) channels is promising, which makes it possible to observe a $`u_4`$ production signal at the THERA, especially for low lying $`u_4`$-quark mass values (300-500 GeV). As can be seen from Table 3, it will be possible to observe the anomalous production of $`u_4`$ quark in all decay channels if the corresponding backgrounds is kept at a low level at Linac $``$ LHC collider. We found that $`u_4`$ production signal at this machine is observable down to the anomalous coupling $`\kappa _{V,u_4}=0.01`$ at the mass of $`u_4`$-quark about 700 GeV. For the channels including top quark in the final state ($`e^{}Vt`$) we obtain very low number of background events, therefore we have not shown them in Tables 2 and 3.

Assuming Poisson statistics, we use the significance formula $`S/\sqrt{B}3`$ for signal observation at the 95% C.L., where the number of signal and background events S and B are calculated by multiplying the cross section with corresponding branching ratios depending on the decay channels and the integrated luminosities of the colliders considered.

## III Conclusion

In this study, we have considered the anomalous single production of fourth family up-quarks via the FCNC couplings at future ep colliders. We have shown that the reaction $`eqeu_4`$ can take place at an observable rate at these colliders. Hence, the fourth family up-quark will manifest itself at THERA and Linac $``$ LHC with masses below 500 GeV and 1 TeV, respectively. Thus the future lepton-hadron colliders have promising potential in searching for manifestations of non-standard physics.

###### Acknowledgements.

This work is partially supported Abant Izzet Baysal University Research Found.


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# Signal and Noise in Financial Correlation Matrices

## 1 Introduction

Empirically determined correlation matrices appear in many research areas. In financial analysis they became one of the cornerstones of the financial risk analysis through the idea of the optimal portfolio by Markowitz . The practical way to obtain the correlation matrix is to perform a (large) number $`T`$ of measurements of a (large) number $`N`$ of experimental quantities (price fluctuations) $`x_{it},i=1,\mathrm{}N,t=1,\mathrm{}T`$ and to estimate the correlation matrix by

$`c_{ij}={\displaystyle \frac{1}{T}}{\displaystyle \underset{it}{}}x_{it}x_{jt},`$ (1)
where we assumed that $`x_i=0`$. The relation of the estimated correlation matrix $`c_{ij}`$ to the true correlation matrix $`C_{ij}`$, in particular the relation of the eigenvalue spectra of the two matrices was addressed in the literature (cf. e.g. ), assuming the experimentally measured quantities come from some correlated random process. We shall address this point in the next section, assuming these distributions come from the correlated Gaussian ensemble.

In the context of financial analysis, the correlation matrices were discussed in . The general conclusion, based on results of  was rather pessimistic. Let us quote here from the paper : …covariance matrices determined from empirical financial time series appear to contain such a high amount of noise that their structure can essentially be regarded as random. This seems, however, to be in contradiction with the fundamental role played by covariance matrices in finance, which constitute the pillars of modern investment theory and have also gained industry-wide applications in risk management. Let us recall the arguments which led to this conclusion. In the paper  the authors analyzed the S&P500 price fluctuations of $`N=406`$ assets in the period of $`T=1309`$ days between 1991-1996. Price fluctuations were normalized to the standard deviation $`\sigma _i=1`$ and the correlation matrix was constructed, following (1). The spectrum of the $`406\times 406`$ correlation matrix contains a number of large eigenvalues, the largest of which was interpreted as a “market”. The spectrum, where the nine largest eigenvalues are missing is presented on figure 1.

The lower part of the spectrum was interpreted as a distribution of eigenvalues of a random uncorrelated Gaussian matrix, therefore lacking any information about the correlations. In the following we will try to dissolve this pessimism. In the next section we will present a simple model of correlated Gaussian fluctuations and discuss the properties of the resolvent of this model. We will use the Random Matrix Theory solution  to construct explicitly the eigenvalue density function $`\rho (\lambda )`$ in case the spectrum of the correlation matrix is known. We shall also discuss the problem of obtaining this spectrum from the experimentally measured eigenvalue distribution. We will apply this method to reanalyze the financial time series discussed above. Summary and conclusions will be given in the last section.

## 2 The correlated Gaussian fluctuations.

Let us consider a Gaussian model, generating a matrix $`X`$ of fluctuations $`x_{it},i=1,\mathrm{}N,t=1,\mathrm{}T`$ with a matrix measure

$`P(X)DX={\displaystyle \frac{1}{Z}}\mathrm{exp}({\displaystyle \frac{1}{2}}\mathrm{TrX}^\mathrm{T}\mathrm{C}^1\mathrm{X})`$ (2)
where $`Z`$ is a normalization factor and $`C`$ is a real symmetric positive correlation matrix, representing the genuine two-point correlations in the system. A single matrix $`X`$ generated from this ensemble can be used to estimate the spectrum of $`C`$ by (1). Matrix $`C`$ can always be diagonalized and we assume the set of it’s eigenvalues $`\{\mu _i\}`$ to be known. We shall define two resolvents $`G(Z)`$ and $`g(z)`$ defined by

$`G(Z)={\displaystyle \frac{1}{N}}\mathrm{Tr}(\mathrm{Z}\mathrm{C})^1,\mathrm{g}(\mathrm{z})={\displaystyle \frac{1}{\mathrm{N}}}\mathrm{Tr}(\mathrm{z}\mathrm{c})^1,`$ (3)
where the averaging is made with the measure (2). In (3) $`Z`$ and $`z`$ are complex variables. In the limit $`N\mathrm{},T\mathrm{}N/T=r<1,r=\mathrm{const}`$ we can use the diagrammatic technique  to find the exact relation between the two resolvents. To take the limit for $`G(Z)`$ we assume that eigenvalues appear in blocs with degeneracy $`k_j=p_jN,j=1,\mathrm{}M`$ and the number of blocs $`M`$ stays finite. Function $`G(Z)`$ is an analytic function of $`Z`$ on a complex plane. It has poles at $`Z=\mu _j`$ with residues $`p_j`$. Similarly $`g(z)`$ is an analytic function on the complex $`z`$ plane with one or more cuts along the real axis. Discontinuities across these cuts are related to the eigenvalue density $`\rho (\lambda )`$ by

$`\rho (\lambda )={\displaystyle \frac{1}{\pi }}\mathrm{Im}g(\lambda +i0^+).`$ (4)
The exact relation between the resolvents has a form of a duality relation

$`zg(z)=ZG(Z),`$ (5)
where the complex arguments $`z`$ and $`Z`$ are related by the conformal map

$`Z=z(1r+rzG(z)),z={\displaystyle \frac{Z}{1r+rZG(Z)}}.`$ (6)
On the “physical” sheet on the $`z`$ plane $`z\mathrm{}`$ for $`Z\mathrm{}`$ and as follows from (6) the poles at $`Z=\mu _j`$ are mapped to $`z=\mathrm{}`$ on other Riemann sheets of $`g(z)`$.

The relation between $`g(z)`$ and $`G(Z)`$ can be used to find the eigenvalue distribution $`\rho (\lambda )`$ for any set $`\{\mu _j,p_j\}`$. Using (6) we find the position of the cuts on the $`z`$ plane by relating them to the map of the $`\mathrm{Im}z=0^\pm `$ lines on the $`Z`$ plane. We then find the imaginary part of the resolvent $`g(z)`$ using (5).

It is more difficult to obtain $`\{\mu _j,p_j\}`$ from the measure distribution $`\rho (\lambda )`$. The eigenvalue distribution is known only approximately, from one realization of the estimator $`c_{ij}`$. It is nevertheless possible to extract more information about the spectrum of the correlation matrix, than suggested by the pessimistic approach quoted above. Both resolvents contain information about the moments of the correlation matrices. Expanding around $`Z=\mathrm{}`$ (resp. $`z=\mathrm{}`$) we have

$`G(Z)={\displaystyle \underset{i=0}{}}{\displaystyle \frac{1}{Z^{i+1}}}{\displaystyle \frac{1}{N}}\mathrm{TrC}^\mathrm{i},\mathrm{g}(\mathrm{z})={\displaystyle \underset{\mathrm{i}=0}{}}{\displaystyle \frac{1}{\mathrm{z}^{\mathrm{i}+1}}}{\displaystyle \frac{1}{\mathrm{N}}}\mathrm{Trc}^\mathrm{i}.`$ (7)
For $`r<1`$ we have similar expansions around $`Z=0`$ (resp. $`z=0`$). Duality relation can be viewed as relation between the moments

$`M_i={\displaystyle \underset{j=1}{\overset{M}{}}}p_j\mu _j^i\mathrm{and}m_i={\displaystyle 𝑑\lambda \rho (\lambda )\lambda ^i}.`$ (8)
For the first few moments we have:

$`M_1`$ $`=`$ $`m_1`$
$`M_2`$ $`=`$ $`m_2rm_1^2`$
$`M_3`$ $`=`$ $`m_33rm_1m_2+2r^2m_1^3`$ (9)
$`\mathrm{}`$
and

$`M_1`$ $`=`$ $`(1r)m_1`$
$`M_2`$ $`=`$ $`(1r)^2m_2r(1r)m_1^2`$
$`M_3`$ $`=`$ $`(1r)^3m_3r(1r)^2m_1m_2r^2(1r)m_1^2`$ (10)
$`\mathrm{}`$
These relations can be used to determine the moments of the correlation matrix $`C`$ from the moments of it’s estimator $`c`$. It is clear that high moments will have larger errors.

As an example let us reconsider the analysis of the S&P500 data presented in the Introduction. In the analysis we assumed six eigenvalue blocs in the correlation matrix, which gave the optimal fit of the experimental distribution.

## 3 Discussion and summary

Experimental estimator of the correlation matrix, although containing statistical noise, can be nevertheless used to extract much more information about the spectrum of the true correlation matrix than is usually believed. This information can be very important when the optimized portfolio is constructed. In case the matrix $`C`$ is diagonal, one can derive exact relations between the volatility $`\sigma _0`$ of the true optimal portfolio, obtained from the correlation matrix $`C`$, volatility $`\sigma _R`$ of the portfolio based on the estimate $`c`$ and the volatility $`\sigma `$ predicted from this estimate. This relation depends on $`r`$

$`\sigma _R={\displaystyle \frac{\sigma _0}{\sqrt{1r}}}={\displaystyle \frac{\sigma }{1r}}`$ (11)
and shows that, particularly for $`r`$ close to 1, the error can be quite substantial.

If the spectrum of the correlation matrix $`C`$ is known, we can always predict the shape of the measured eigenvalue distribution $`\rho (\lambda )`$ of it’s estimator $`c`$. Although the formulas presented above are valid in principle only for infinitely large matrices, in practice the predicted spectra agree very well even for the matrix sizes of the order 100 and below.

It is also possible to invert the problem and to determine the the spectrum of $`C`$ from that of the estimator $`c`$, although this step can be done only approximately.

Acknowledgement.

This work was partially supported by the EC IHP Grant No. HPRN-CT-1999-000161, by the Polish State Committee for Scientific Research (KBN) grants 2P03B 09622 (2002-2004) and 2P03B 08225 (2003-2006), and by EU IST Center of Excellence ”COPIRA”.


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# Nonlinear differential equations with exact solutions expressed via the Weierstrass function

## 1 Introduction

Last years we can observe a splash of papers with methods of finding exact solutions of nonlinear differential equations . There are two reasons to make the study of this direction. First there is a great interest to the investigation of nonlinear processes. Secondly we have codes *Maple, Mathematica* and other ones to have a lot of symbolical calculations.

It is well known that all nonlinear differential equations can be conditionally divided into three types: exactly solvable, partially solvable and those that have no exact solution.

Usually investigators solve two problems in the theory of nonlinear differential equations. First problem is to find nonlinear solvable differential equations and to study their properties. The second problem is to search exact solutions of nonlinear differential equations.

This paper is devoted to solution of new problem that is to find nonlinear differential equations with special solutions. It is important to note that these equations have exact solutions but they are not all integrable equations. Using our approach we extend class of studied differential equations.

Consider nonlinear evolution equation

$$E_1[u]E_1(u,u_t,u_x,\mathrm{},x,t)=0$$
(1.1)
Assume we need to have exact solutions of this equation. Usually we look for exact solution of nonlinear evolution equation taking the travelling wave into account and search exact solution of equation (1.1) in the form

$$u(x,t)=y(z),z=xC_0t$$
(1.2)
As a result we have that the equation (1.1) reduces to the nonlinear ordinary differential equation (ODE)

$$E_2[y]E_2(y,y_z,\mathrm{},z)=0$$
(1.3)
To obtain exact solutions of equation (1.3) one can apply different approaches . However one can note that the most methods that are used to search exact solutions take the singular analysis into account for solutions of the nonlinear differential equations.

Using the singular analysis first of all one can consider the leading members of equation (1.3). After that one can find the singularity for solution of equation (1.3). Further the truncated expansion is used to have the transformation to search exact solutions of nonlinear ODEs. At this point one can use some trial functions (hyperbolic and elliptic and so on) to look for exact solutions of nonlinear ODEs.

However one can note that hyperbolic and elliptic functions are general solutions of nonlinear exactly solvable equations. We have as a rule that partially solvable nonlinear differential equations have exact solutions that are general solutions of solvable equations of lesser order.

This paper is the extension of our recent work  where we started the solution of the new problem that is to find nonlinear ordinary differential equations of polynomial form which have special solutions expressed via general solution of the Riccati equation.

Let us explain the idea of this work. It is well known there is the great problem that is to find nonlinear integrable differential equations. It is very important because we often want to have general solution of nonlinear ordinary equations. However sometimes we can content ourselves with some special solutions because a lot of differential equations are nonintegrable ones although they are intensively used in physics and look as simple equations. It is important to find some special solutions of these equations that are called exact solutions. In this paper we want to find nonlinear differential equations that are not all integrable but have special solutions in the form of the Weierstrass function.

The first aim of this work is to present the method to find nonlinear differential equations with exact solutions in the form of the Weierstrass function. The second aim of this paper is to give nonlinear ordinary differential equations that have exact solutions expressed via general solution of the Weierstrass elliptic equation.

The outline of this paper is as follows. In section 2 we present the method to find nonlinear ordinary differential equations (ODEs) with special solutions expressed via the Weierstrass function. Nonlinear ODEs with exact solutions of the first, second, third and fourth degree singularities are given in section 3, 4, 5 and 6. Example of nonlinear ODE with exact solution of the fifth degree singularity that is popular at the description of the model chaos is considered in section 7.

## 2 Method applied

Let us discuss the method that can be applied to find nonlinear differential equations with exact solutions expressed via the Weierstrass function. One can note that most nonlinear ordinary differential equations has exact solutions that are general solutions of differential equations of lesser order. Much more than that exact equations for the most nonlinear differential equations are determined via general solution of the Riccati equation. This is so indeed because one can note that the most approaches to search exact solutions of nonlinear ordinary differential equations are based on general solution of the Riccati equation. The application of the tanh method confirms this idea . We gave these nonlinear differential equations in our recent work .

However one can note that a lot of nonlinear ODEs have exact solutions that are general solutions of the Weierstrass elliptic function . In this connection in this paper we are going to find nonlinear ODEs with exact solutions expressed via the Weierstrass function.

The Weierstrass elliptic equation can be presented in the form

$$P_1[R]=R_z^24R^3+g_2R+g_3=0$$
(2.1)
We have the following simple theorem.

###### Theorem 2.1.

Let $`R(z)`$ be solution of equation (2.1) than equations

$$R_{zz}=6R^2\frac{1}{2}g_2$$
(2.2)
$$R_{zzz}=12RR_z$$
(2.3)
$$R_{zzzz}=120R^318g_2R12g_3$$
(2.4)
$$R_{zzzzz}=360R^2R_z18g_2R_z$$
(2.5)
have special solutions expressed via general solution of equation (2.1).

###### Proof.

Theorem 2.1 is proved by differentiation of (2.1) with respect to $`z`$ and substitution $`R_z^2`$ from equation (2.1) and so on into expressions obtained.

It is well known that the general solution of equation (2.1) is the Weierstrass function

$$R(z)=\mathrm{}(z,g_2,g_3)$$
(2.6)
where $`g_2`$ and $`g_3`$ are arbitrary constants that are called invariants.

We want to find nonlinear ordinary differential equation which have special solutions that are determined via general solution of the Weierstrass elliptic equation.

Algorithm of our method can be presented by *four steps.* At *the first step* we choose the singularity of special solution and give the form of this solution. At *the second step* we take the order of nonlinear ordinary differential equation what we want to search. *The third step* lies in the fact that we write the general form of nonlinear differential equation taking the singularity of the solution into account and the given order for nonlinear differential equation. *The fourth step* contains calculations. As a result we find limitations for the parameters in order for nonlinear differential equation has exact solutions. At this step we can have nonlinear ODE with exact solutions.

## 3 Nonlinear ODEs with exact solutions of the first degree singularity

Let us demonstrate our approach to find nonlinear ODEs with exact solutions of the first degree singularity. These solutions can be presented in the form

$$\begin{array}{c}y(z)=A_0+A_1\frac{R_z}{R}\end{array}$$
(3.1)
Here $`R(z)`$ is a solution of the Weierstrass elliptic equation, $`A_0`$ and $`A_1`$ are unknown constants. First of all we are going to find nonlinear second order ODEs.

*Second order ODEs.* General form of the second order ODEs can be presented as the following

$$\begin{array}{c}y_{\mathrm{𝑧𝑧}}+a_1yy_z+a_2y^3+b_0y_z+b_1y^2C_0y+C_1=0\end{array}$$
(3.2)
Equation (3.2) was written taking singularity of solution (3.1) into account and the given order of nonlinear ODE what we want to have with exact solutions.

Let us assume $`A_1=1`$. Substituting $`y(z)`$ from (3.1) into (3.2) and using (2.1) and (2.2) we have equation in the form

$$\begin{array}{c}\left(2b_0+12a_2A_0+4b_1+2a_1A_0\right)R^4+\\ \\ +\left(4a_2R_z+2R_z+a_2A_{0}^{}{}_{}{}^{3}C_0A_0+2a_1R_z+C_1+b_1A_{0}^{}{}_{}{}^{2}\right)R^3+\\ \\ +\left(2b_1A_0R_z3a_2A_0g_2b_1g_2+3a_2A_{0}^{}{}_{}{}^{2}R_zC_0R_z\right)R^2+\\ \\ +\left(b_0g_3+a_1A_0g_3a_2R_zg_23a_2A_0g_3b_1g_3\right)R\\ \\ a_2R_zg_32R_zg_3+a_1R_zg_3=0\end{array}$$
(3.3)
From the last equation we get relations for constants

$$\begin{array}{c}a_1=12a_2,C_0=3a_2A_{0}^{}{}_{}{}^{2}+2b_1A_0,g_2=0\end{array}$$
(3.4)
$$\begin{array}{c}a_2=1,A_0=\frac{1}{5}b_0+\frac{2}{5}b_1\end{array}$$
(3.5)
$$\begin{array}{c}C_1=\frac{7}{125}b_{0}^{}{}_{}{}^{2}b_1\frac{4}{125}b_0b_{1}^{}{}_{}{}^{2}+\frac{4}{125}b_{1}^{}{}_{}{}^{3}\frac{2}{125}b_{0}^{}{}_{}{}^{3},b_1=3b_0\end{array}$$
(3.6)
Taking these constants into account we have equation in the form

$$\begin{array}{c}y_{\mathrm{𝑧𝑧}}+yy_zy^3+b_0y_z3b_0y^23b_{0}^{}{}_{}{}^{2}yb_{0}^{}{}_{}{}^{3}=0\end{array}$$
(3.7)
Solution of this equation is expressed by the formula

$$\begin{array}{c}y\left(z\right)=b_0+\frac{R_z}{R}\end{array}$$
(3.8)
At $`b_0=0`$ from (3.7) we have equation that was found by P. Painleve .

*Third order ODEs.* The general case of the third order ODEs with exact solutions (3.1) takes the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧}}+a_1yy_{\mathrm{𝑧𝑧}}+a_2y_{z}^{}{}_{}{}^{2}+a_3y^4+b_0y_{\mathrm{𝑧𝑧}}+b_1yy_z+b_2y^3+\\ \\ +d_0y_z+d_1y^2C_0y+C_1=0\end{array}$$
(3.9)
Assuming $`A_1=1`$ without loss of the generality and substituting (3.1) into (3.9) we have coefficients in the form

$$\begin{array}{c}b_2=\frac{1}{2}a_1A_0\frac{1}{2}b_1\frac{1}{2}b_04a_3A_0\end{array}$$
(3.10)
$$\begin{array}{c}C_0=\frac{3}{2}b_1A_{0}^{}{}_{}{}^{2}+2d_1A_08a_3A_{0}^{}{}_{}{}^{3}\frac{3}{2}A_{0}^{}{}_{}{}^{3}a_1\frac{3}{2}A_{0}^{}{}_{}{}^{2}b_0\end{array}$$
(3.11)
$$\begin{array}{c}b_1=0,b_0=a_1A_0\end{array}$$
(3.12)
$$\begin{array}{c}a_3=\frac{1}{4}a_2\frac{3}{4}a_0\frac{1}{2}a_1\end{array}$$
(3.13)
$$\begin{array}{c}d_1=\frac{1}{2}d_0\frac{3}{2}A_{0}^{}{}_{}{}^{2}a_2\frac{9}{2}A_{0}^{}{}_{}{}^{2}a_03A_{0}^{}{}_{}{}^{2}a_1\end{array}$$
(3.14)
$$\begin{array}{c}C_1=4g_2a_26a_0g_22a_1g_2\\ \\ \frac{1}{4}A_{0}^{}{}_{}{}^{4}a_2\frac{3}{4}A_{0}^{}{}_{}{}^{4}a_0\frac{1}{2}A_{0}^{}{}_{}{}^{4}a_1\frac{1}{2}A_{0}^{}{}_{}{}^{2}d_0\end{array}$$
(3.15)
$$\begin{array}{c}a_2=\frac{1}{6}\frac{6a_1g_3+18a_0g_3+g_2d_0}{g_3},d_0=\frac{a_0g_2^2}{g_3}\end{array}$$
(3.16)
$$\begin{array}{c}a_1=\frac{a_0\left(g_{2}^{}{}_{}{}^{3}+108g_{3}^{}{}_{}{}^{2}\right)}{24g_3^2}\end{array}$$
(3.17)
We also have two relations for constants $`g_3`$

$$\begin{array}{c}g_3=\pm \frac{1}{6}g_{2}^{}{}_{}{}^{3/2}\end{array}$$
(3.18)
As a result we have the following equations

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧}}+\left(6y6A_0\right)y_{\mathrm{𝑧𝑧}}3y_{z}^{}{}_{}{}^{2}3y^4+12A_0y^3+\\ \\ +\left(18A_{0}^{}{}_{}{}^{2}3\sqrt{g_2}\right)y^2+\left(\pm 6A_0\sqrt{g_2}+12A_{0}^{}{}_{}{}^{3}\right)y\\ \\ 3A_{0}^{}{}_{}{}^{2}\sqrt{g_2}3A_{0}^{}{}_{}{}^{4}\pm 6\sqrt{g_2}y_z+6g_2=0\end{array}$$
(3.19)
with exact solutions

$$\begin{array}{c}y\left(z\right)=A_0+\frac{R_z}{R}\end{array}$$
(3.20)
*Fourth order ODEs.* Now let us find nonlinear fourth order ODEs with exact solutions of the first degree singularity. We have the following nonlinear fourth order ODE of the general form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+a_1yy_{\mathrm{𝑧𝑧𝑧}}+a_2y^2y_{\mathrm{𝑧𝑧}}+a_3y^3y_z+a_4y^5+a_5yy_{z}^{}{}_{}{}^{2}+a_6y_zy_{\mathrm{𝑧𝑧}}+\\ \\ +b_0y_{\mathrm{𝑧𝑧𝑧}}+b_1yy_{\mathrm{𝑧𝑧}}+b_2y_{z}^{}{}_{}{}^{2}+b_3y^4+d_0y_z+d_1yy_z+d_2y^3+\\ \\ +h_0y_z+h_1y^2C_0y+C_1=0\end{array}$$
(3.21)
Assuming $`g_2=m^2`$ and substituting (3.1) at $`A_0=0`$ and $`A_1=1`$ into (3.21) we have coefficients in the form

$$\begin{array}{c}a_6=6a_03a_14a_42a_22a_3a_5\end{array}$$
(3.22)
$$\begin{array}{c}d_2=\frac{1}{2}d_1\frac{1}{2}d_0\end{array}$$
(3.23)
$$\begin{array}{c}C_0=4a_2m^28a_4m^2+2a_5m^2\end{array}$$
(3.24)
$$\begin{array}{c}a_5=a_2a_33a_1\frac{1}{6}\frac{m^2d_1}{g_3},\end{array}$$
(3.25)
$$\begin{array}{c}a_4=\frac{3}{2}a_0+\frac{3}{4}a_1\frac{3}{4}a_2+\frac{1}{4}a_3+\frac{3}{4}\frac{d_0g_3}{m^4}\frac{3}{4}\frac{d_1g_3}{m^4}+\frac{1}{24}\frac{d_1m^2}{g_3}\end{array}$$
(3.26)
$$\begin{array}{c}a_3=6\frac{d_0g_3}{m^4}+\frac{1}{12}\frac{d_1m^2}{g_3}+3a_115a_0+6\frac{d_1g_3}{m^4}2a_2\end{array}$$
(3.27)
$$\begin{array}{c}a_2=5a_0+2a_1+\frac{1}{36}\frac{d_1m^2}{g_3}3\frac{d_0g_3}{m^4}+3\frac{d_1g_3}{m^4}\end{array}$$
(3.28)
$$\begin{array}{c}b_3=\frac{3}{4}b_0\frac{1}{4}b_2\frac{1}{2}b_1,h_1=\frac{1}{2}h_0\end{array}$$
(3.29)
$$\begin{array}{c}C_1=6b_0m^24b_2m^2\end{array}$$
(3.30)
$$\begin{array}{c}b_2=b_13b_0\frac{1}{6}\frac{h_0m^2}{g_3}\end{array}$$
(3.31)
$$\begin{array}{c}h_0=\frac{b_0m^4}{g_3}\end{array}$$
(3.32)
$$\begin{array}{c}b_0=\frac{1}{16}\frac{h_0g_3}{m^4}+\frac{1}{36}\frac{h_0m^2}{g_3}\end{array}$$
(3.33)
$$\begin{array}{c}g_3^{(1,2)}=\pm \frac{1}{6}m^3\end{array}$$
(3.34)
As a result we have equation in the form at $`g_3=\frac{1}{6}m^3`$

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+\frac{1}{6}\left(6a_1y+b_1\right)y_{\mathrm{𝑧𝑧𝑧}}+\left(10a_0a_1+\frac{1}{2}\frac{d_0}{m}\frac{1}{6}\frac{d_1}{m}\right)y_zy_{\mathrm{𝑧𝑧}}+\\ \\ +\left(d_0+b_1y\right)y_{\mathrm{𝑧𝑧}}+\left(2a_1\frac{2}{3}\frac{d_1}{m}+\frac{1}{2}\frac{d_0}{m}5a_0\right)y^2y_{\mathrm{𝑧𝑧}}+\\ \\ +\left(\frac{1}{2}\frac{d_1}{m}+\frac{1}{2}\frac{d_0}{m}+b_2\right)yy_{z}^{}{}_{}{}^{2}+\left(a_0\frac{1}{2}\frac{d_0}{m}a_1+\frac{1}{3}\frac{d_1}{m}\right)y^5\\ \\ \left(\frac{1}{4}b_2+\frac{5}{8}b_1\right)y^4\left(\frac{1}{2}d_1+\frac{1}{2}d_0\right)y^3+\frac{1}{2}b_1my^2+\\ \\ +\left(d_1y5y^3a_0y^3a_1\frac{1}{6}\frac{y^3d_1}{m}b_1m\right)y_z\\ \\ \left(md_1+12m^2a_03md_0\right)y4b_2m^2m^2b_1=0\end{array}$$
(3.35)
with exact solution in the form

$$\begin{array}{c}y\left(z\right)=\frac{R_z}{R}\end{array}$$
(3.36)
Where $`R(z)`$ is the solution of equation in the form

$$R_z^24R^3+m^2R+\frac{1}{6}m^3=0$$
(3.37)
Solution of the equation (3.35) is expressed via the Weierstrass function and has the first degree singularity. At the present we do not know any application of equation (3.35).

## 4 Nonlinear ODEs with exact solutions of the second degree singularity

Let us find nonlinear ODEs with exact solutions of the second degree singularity expressed via the Weierstrass function

$$\begin{array}{c}y(z)=A_0+A_1\frac{R_z}{R}+A_2R\end{array}$$
(4.1)
We do not consider the second order nonlinear ODEs with exact solutions (4.1) because this equation is the exactly solvable equation. We start to find the third order nonlinear ODEs with exact solutions of the second degree singularity expressed via the Weierstrass function.

*Third order ODEs*. Let us write the general form of the nonlinear third ODEs with solution of the second order singularity. It takes form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧}}+a_1yy_z+b_0y_{\mathrm{𝑧𝑧}}+b_1y^2+d_0y_zC_0y+C_1=0\end{array}$$
(4.2)
Substituting (4.1) into equation (4.2) we obtain the following parameters

$$\begin{array}{c}a_1=12a_0,d_0=12a_0A_0,b_1=\frac{C_0}{2A_0}\end{array}$$
(4.3)
$$\begin{array}{c}A_1=0,A_0=\frac{C_0}{12b_0}\end{array}$$
(4.4)
$$\begin{array}{c}g_2=\frac{C_{0}^{}{}_{}{}^{2}+24C_1b_0}{12b_0^2}\end{array}$$
(4.5)
As a result we have equation in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧}}12a_0yy_z+b_0y_{\mathrm{𝑧𝑧}}\frac{a_0C_0}{b_0}y_z6b_0y^2C_0y+C_1=0\end{array}$$
(4.6)
with exact solutions

$$\begin{array}{c}y\left(z\right)=\frac{C_0}{12b_0}+R\left(z\right)\end{array}$$
(4.7)
Equation (4.6) can be found from the enough popular nonlinear evolution equation

$$\begin{array}{c}u_t+\lambda _1uu_x+\lambda _2(uu_x)_x+\lambda _3u_{xx}+\lambda _4u_{xxx}+\lambda _5u_{xxxx}=0\end{array}$$
(4.8)
Nonlinear evolution equation (4.8) was used at the description of nonlinear wave processes and studied in works . Exact solutions of this equation were obtained in works . They also rediscovered later.

*Fourth order ODEs.* Now let us find the nonlinear fourth order ODEs with exact solutions of the second degree singularity expressed via the Weierstrass function. The general case of this nonlinear ODE can be presented in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+a_1yy_{\mathrm{𝑧𝑧}}+a_2y_{z}^{}{}_{}{}^{2}+a_3y^3+b_0y_{\mathrm{𝑧𝑧𝑧}}+b_1yy_z+\\ \\ +d_0y_{\mathrm{𝑧𝑧}}+d_1y^2+h_0y_zg_2C_0y+C_1=0\end{array}$$
(4.9)
We assume that exact solutions of equation (4.9) can be found by the formula (4.1).

Without loss of generality let us assume in (4.1) $`A_0=0`$ and $`A_2=1`$. We obtain the following values parameters for equation (4.9)

$$\begin{array}{c}b_1=12b_0,h_0=0,A_1=0\end{array}$$
(4.10)
$$\begin{array}{c}a_3=120a_06a_14a_2,d_1=6d_0\end{array}$$
(4.11)
$$\begin{array}{c}a_2=18a_0\frac{1}{2}a_1C_0\end{array}$$
(4.12)
$$\begin{array}{c}C_1=\frac{1}{2}d_0g_2\frac{1}{2}g_3a_16a_0g_3g_3C_0\end{array}$$
(4.13)
We get nonlinear ODEs in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+b_0y_{\mathrm{𝑧𝑧𝑧}}+\left(a_1y+d_0\right)y_{\mathrm{𝑧𝑧}}\left(18a_0+\frac{1}{2}a_1+C_0\right)y_{z}^{}{}_{}{}^{2}\\ \\ 12b_0yy_z+\left(4C_048a_04a_1\right)y^36d_0y^2g_2C_0y+\\ \\ +\frac{1}{2}d_0g_2\frac{1}{2}g_3a_16a_0g_3g_3C_0=0\end{array}$$
(4.14)
Exact solutions of equation (4.14) is found by the formula

$$\begin{array}{c}y\left(z\right)=R\left(z\right)\end{array}$$
(4.15)
Assuming $`a_0=1`$, $`b_0=0`$, $`d_0=0`$ in (4.14) we have equation

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧𝑧}}+a_1yy_{\mathrm{𝑧𝑧}}\left(18+\frac{1}{2}a_1+C_0\right)y_{z}^{}{}_{}{}^{2}+\\ \\ +4\left(C_012a_1\right)y^3g_2C_0y6g_3\frac{1}{2}g_3a_1g_3C_0=0\end{array}$$
(4.16)
One can note that the last equation has two parameters in leading members. However let us show that this equation contains a lot of important nonlinear integrable and nonintegrable differential equations.

Assuming $`a_1=30`$, $`C_0=3`$ and $`y(z)y(z)`$ in equation (4.16) we have equation in the form

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧𝑧}}+30yy_{\mathrm{𝑧𝑧}}+60y^3+3g_2y12g_3=0\end{array}$$
(4.17)
Equation (4.17) is exactly solvable equation. This equation can be obtained by the travelling wave (1.2) from the Caudrey – Dodd – Gibbon equation

$$\begin{array}{c}u_t+\frac{}{x}\left(u_{xxxx}+30uu_{xx}+60u^3\right)=0\end{array}$$
(4.18)
Equation (4.18) is integrable equation by the inverse scattering transform. However we can see that this equation is found in our class of nonlinear differential equations.

Assuming $`a_1=20`$, $`C_0=2`$ and $`y(z)y(z)`$ in equation (4.16) we have equation in the form

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧𝑧}}+20yy_{\mathrm{𝑧𝑧}}+10y_{z}^{}{}_{}{}^{2}+40y^32g_2y2g_3=0\end{array}$$
(4.19)
Using the travelling wave we can see that equation (4.19) is obtained from the Korteveg - de Vries equation of the fifth order

$$\begin{array}{c}u_t+\frac{}{x}\left(u_{xxxx}+20uu_{xx}+10u_x^2+40u^3\right)=0\end{array}$$
(4.20)
We have obtained that special solutions of the fifth order Korteveg - de Vries equation can be found by the formula (4.15).

Assuming $`a_1=15`$, $`C_0=\frac{3}{4}`$ and $`y(z)\frac{2}{3}y(z)`$ in (4.16) we have equation with exact solution (4.15) in the form

$$\begin{array}{c}y_{zzzz}+10yy_{zz}+\frac{15}{2}y_z^2+\frac{20}{3}y^3\frac{3}{4}g_2y\frac{9}{8}g_3=0\end{array}$$
(4.21)
Equation (4.21) is exactly solvable equation too. Using the travelling wave this one can be obtained from the Kaup - Kupershmidt equation

$$\begin{array}{c}u_t+\frac{}{x}\left(u_{xxxx}+10uu_{xx}+\frac{15}{2}u_x^2+\frac{20}{3}u^3\right)=0\end{array}$$
(4.22)
Assuming $`a_1=15`$, $`C_0=\frac{3}{4}`$ and $`y(z)y(z)`$ in (4.16) we have equation

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧𝑧}}15yy_{\mathrm{𝑧𝑧}}+\frac{45}{4}y_{z}^{}{}_{}{}^{2}+15y^3\frac{3}{4}g_2y\frac{3}{4}g_3=0\end{array}$$
(4.23)
Equation (4.23) is also exactly solvable equation . This one has exact solution (4.15) as well. This equation can be found from the Schwarz – Kaup– Kuperschmidt equation of the fifth order, that is the singular manifold equation for the Kaup – Kuperschmidt equation. The Cauchy problems for these equations can be solved by inverse scattering transform.

Assuming $`a_1=12`$, $`C_0=0`$ and $`y(z)y(z)`$ in (4.16) we have equation

$$\begin{array}{c}y_{\mathrm{𝑧𝑧𝑧𝑧}}+12yy_{\mathrm{𝑧𝑧}}+12y_{z}^{}{}_{}{}^{2}=0\end{array}$$
(4.24)
Equation (4.24) is exactly solvable equation again . The general solution of this equation is expressed via the first Painleve transcendent. However this equation has special solution expressed by the formula (4.15) as well.

We have interesting result that is a number of exactly solvable equations are found in our class of differential equations. Much more than that these nonlinear ODEs have the similar special solutions expressed by the formula (4.15) via the Weierstrass function. We are going to use this observation in future work to look for exactly solvable nonlinear ODEs of higher order.

Assuming $`a_1=0`$ and $`C_0=18a_0`$ in (4.14) we have equation

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+b_0y_{\mathrm{𝑧𝑧𝑧}}+d_0y_{\mathrm{𝑧𝑧}}12b_0yy_z120y^3a_0\\ \\ 6d_0y^2+18g_2a_0y+C_1=0\end{array}$$
(4.25)
At $`b_0=0`$ we have nonlinear ODEs

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+d_0y_{\mathrm{𝑧𝑧}}120a_0y^36d_0y^2+48g_2a_0y+C_1=0\end{array}$$
(4.26)
Last equation corresponds to the nonlinear evolution equation that is used at the description of the nonlinear dispersive waves

$$\begin{array}{c}u_t+\alpha uu_x+\beta u^2u_x+\gamma u_{xxx}+\delta u_{xxxxx}=0\end{array}$$
(4.27)
We have equation (4.26) if we look for exact solution of equation (4.27) in the form of the travelling wave (1.2).

In the case $`d_0=0`$ from (4.25) we obtain the nonlinear ODEs in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}120a_0y^3+48a_0g_2y+C_1=0\end{array}$$
(4.28)
Equation (4.28) are used at the description of nonlinear dispersive waves as well. Corresponding nonlinear evolution equation can be met at the the description of the nonlinear waves and takes the form

$$\begin{array}{c}u_t+\beta u^2u_x+\delta u_{xxxxx}=0\end{array}$$
(4.29)
Exact solutions of equations (4.25),(4.26) and (4.28) are found by the formula (4.15).

## 5 Nonlinear ODEs with the third degree singularity solution

In this section we are going to find nonlinear ODEs that have exact solutions of the third degree singularity and are expressed via the Weierstrass function. These solutions can be presented by the formula

$$\begin{array}{c}y\left(z\right)=A_0+A_1\frac{R_z}{R}+A_2R+A_3R_z\end{array}$$
(5.1)
We can not suggest any nonlinear ODEs of the second order with exact solutions (5.1) because we can not have the polynomial class of this equation. Let us start to consider the third nonlinear ODE.

*Third order ODE.* We have the general case of the nonlinear third order ODE in the form

$$\begin{array}{c}a_0y_{zzz}+a_1y^2+b_0y_{zz}+d_0y_zC_0y+C_1=0\end{array}$$
(5.2)
Assuming $`A_3=1`$ and $`g_2=\frac{n^2}{12}`$ we have following relations for the parameters

$$\begin{array}{c}d_0=2a_1A_1+6\frac{b_0A_1}{A_2}+\frac{C_0}{A_2}2\frac{a_1A_0}{A_2}\end{array}$$
(5.3)
$$\begin{array}{c}A_1=0,b_0=a_0A_2\frac{1}{6}a_1A_2\end{array}$$
(5.4)
$$\begin{array}{c}a_1=30a_0,C_0=a_0\left(60A_0A_{2}^{}{}_{}{}^{3}\right)\end{array}$$
(5.5)
We obtain four values for constant $`A_2`$

$$\begin{array}{c}A_2^{(1,2)}=\pm n,A_2^{(3,4)}=\pm in\end{array}$$
(5.6)
and four values for constant $`C_1`$

$$\begin{array}{c}C_1^{(1,2)}=\frac{a_0}{24}\left(432g_3+720A_0^224A_0n^35n^6\right)\end{array}$$
(5.7)
$$\begin{array}{c}C_1^{(3,4)}=i\frac{a_0}{24}\left(432ig_3+720iA_0^224A_0n^3+5in^6\right)\end{array}$$
(5.8)
We have four nonlinear ODEs

$$\begin{array}{c}a_0y_{zzz}30a_0y^2\pm 4a_0ny_{zz}+a_0n^2y_z\pm a_0n^3y+60a_0A_0y+C_1=0\end{array}$$
(5.9)
$$\begin{array}{c}a_0y_{zzz}30a_0y^2\pm 4ia_0ny_{zz}a_0n^2y_zia_0n^3y+60a_0A_0y+C_1=0\end{array}$$
(5.10)
with exact solutions

$$\begin{array}{c}y\left(z\right)=A_0\pm nR+R_z\end{array}$$
(5.11)
$$\begin{array}{c}y\left(z\right)=A_0\pm inR+R_z\end{array}$$
(5.12)
Equation (5.9) can be found from nonlinear evolution equation

$$\begin{array}{c}u_t+\alpha uu_x+\beta u_{xx}+\gamma u_{xxx}+\delta u_{xxxx}=0\end{array}$$
(5.13)
This is the Kuramoto – Sivashinsky equation . Equation (5.13) is used at the description of turbulence processes . Solution of this equation was found in works .

From equation (5.9) and (5.10) one can see there is the special solution of equation (5.13) at $`\beta =0`$ and $`\gamma =0`$. This equation reminds the Burgers equation and takes the form

$$\begin{array}{c}u_t+\alpha uu_x+\delta u_{xxxx}=0\end{array}$$
(5.14)
Exact solutions of equation (5.14) is found by the formula

$$\begin{array}{c}y\left(z\right)=A_0+R_z\end{array}$$
(5.15)
if we look for solution of equation (5.14) in the form of the travelling wave. This equation takes the form

$$\begin{array}{c}\delta y_{zzzz}+\frac{\alpha }{2}y^2C_0y+\frac{C_0^2+2160\delta ^2g_3}{2\alpha }=0\end{array}$$
(5.16)
There is the rational solution of equation (5.16) in the form

$$\begin{array}{c}y\left(z\right)=\frac{C_0}{\alpha }+\frac{120\delta }{\alpha (zz_0)^3}\end{array}$$
(5.17)
In this case equation (5.16) can be written in the simple form

$$\begin{array}{c}\delta y_{zzzz}+\frac{\alpha }{2}y^2C_0y+\frac{C_0^2}{2\alpha }=0\end{array}$$
(5.18)
We found nonlinear ODEs that correspond to the Kuramoto - Sivashinsky equation. These equations are very popular at the description of the turbulence processes.

*Fourth order ODEs.* Let us find the nonlinear ODEs of fourth order with exact solutions (5.1). We can use the following general form of the fourth order

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+a_1yy_z+b_0y_{\mathrm{𝑧𝑧𝑧}}+b_1y^2+d_0y_{\mathrm{𝑧𝑧}}+h_0y_zg_2C_0y+C_1=0\end{array}$$
(5.19)
Assuming $`A_2=60`$ and substituting (5.1) at $`g_2=6A_2^4`$ into equation (5.19) we obtain at $`A_1=0`$ relations for the parameters

$$\begin{array}{c}a_1=a_0\end{array}$$
(5.20)
$$\begin{array}{c}d_0=\frac{1}{6}b_1A_2+\frac{1}{60}b_0A_2+\frac{1}{720}a_0A_{2}^{}{}_{}{}^{2}\end{array}$$
(5.21)
$$\begin{array}{c}h_0=4320a_0A_{2}^{}{}_{}{}^{3}360A_{2}^{}{}_{}{}^{3}C_0\end{array}$$
(5.22)
$$\begin{array}{c}b_1=\frac{1}{2}b_0+\frac{1}{30}a_0A_2\end{array}$$
(5.23)
$$\begin{array}{c}b_0=\frac{1}{12}A_2\left(186623999a_015552000C_0\right)\end{array}$$
(5.24)
$$\begin{array}{c}C_0=12a_0\end{array}$$
(5.25)
$$\begin{array}{c}C_1=18a_0A_2g_3+\frac{1}{240}A_{2}^{}{}_{}{}^{7}a_0\end{array}$$
(5.26)
Taking these values for the parameters into account we have nonlinear ODE in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}\frac{1}{12}A_2a_0y_{\mathrm{𝑧𝑧𝑧}}+\frac{1}{720}a_0A_{2}^{}{}_{}{}^{2}y_{\mathrm{𝑧𝑧}}+a_0yy_z\frac{1}{120}a_0A_2y^2\\ \\ 72A_{2}^{}{}_{}{}^{4}a_0y18a_0A_2g_3+\frac{1}{240}A_{2}^{}{}_{}{}^{7}a_0=0\end{array}$$
(5.27)
Equation (5.27) can be found from the nonlinear evolution equation

$$\begin{array}{c}u_t+\alpha (uu_x)_x+\beta uu_x+\gamma u_{xx}+\delta u_{xxx}+\epsilon u_{xxxx}+u_{xxxxx}=0\end{array}$$
(5.28)
if we look for exact solution in the form of the travelling wave (1.2).

Solution of this equation is expressed by the formula

$$\begin{array}{c}y\left(z\right)=A_2R60R_z\end{array}$$
(5.29)
At $`A_2=0`$ from (5.27) we obtain the nonlinear ODE that corresponds to the partial case (5.14) of the Kuramoto - Sivashinsky equation again.

## 6 Nonlinear ODEs with exact solutions of the fourth order singularity

Let us find nonlinear ordinary differential equations which have exact solutions of the fourth order singularity. These solutions can be presented by the formula

$$\begin{array}{c}y\left(z\right)=A_0+\frac{A_1R_z}{R}+A_2R+A_3R_z+A_4R^2\end{array}$$
(6.1)
where $`R(z)`$ satisfies the Weierstrass elliptic equation again.

We can not suggest nonlinear ODEs of the second and third order of the polynomial form with solution (6.1). However we can consider the nonlinear fourth order ODE that takes the form.

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+a_1y^2+d_0y_{\mathrm{𝑧𝑧}}+h_0y_zg_2C_0y+C_1=0\end{array}$$
(6.2)
For calculations it is convenient to use $`A_1=0,A_3=0`$ and $`A_4=180`$.

$$\begin{array}{c}y\left(z\right)=A_0+A_2R180R^2\end{array}$$
(6.3)
Substituting (6.1) into equation (6.2) we have

$$\begin{array}{c}h_0=0,a_1=\frac{14}{3}a_0,d_0=\frac{13}{30}a_0A_2\end{array}$$
(6.4)
$$\begin{array}{c}A_0=\frac{3}{28}\frac{g_2C_0}{a_0}+\frac{31}{25200}A_{2}^{}{}_{}{}^{2}+18g_2\end{array}$$
(6.5)
$$\begin{array}{c}g_3=\frac{1}{58320000}A_2\left(31A_{2}^{}{}_{}{}^{2}226800g_2\right)\end{array}$$
(6.6)
$$\begin{array}{c}C_1=\frac{127}{300}a_0A_{2}^{}{}_{}{}^{2}g_2\frac{961}{136080000}a_0A_{2}^{}{}_{}{}^{4}+\frac{3}{56}\frac{g_{2}^{}{}_{}{}^{2}C_{0}^{}{}_{}{}^{2}}{a_0}\\ \\ 1242a_0g_{2}^{}{}_{}{}^{2}+168a_0A_2g_3\end{array}$$
(6.7)
In this case we get equation

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+\frac{14}{3}a_0y^2\frac{13}{30}a_0A_2y_{\mathrm{𝑧𝑧}}g_2C_0y\frac{127}{300}a_0A_{2}^{}{}_{}{}^{2}g_2\\ \\ \frac{961}{136080000}a_0A_{2}^{}{}_{}{}^{4}+\frac{3}{56}\frac{g_{2}^{}{}_{}{}^{2}C_{0}^{}{}_{}{}^{2}}{a_0}1242a_0g_{2}^{}{}_{}{}^{2}+168a_0A_2g_3=0\end{array}$$
(6.8)
with exact solution

$$\begin{array}{c}y\left(z\right)=A_0+A_2R180R^2\end{array}$$
(6.9)
Equation (6.8) corresponds to the nonlinear evolution equation

$$\begin{array}{c}u_t+\alpha uu_x+\beta u_{xxx}=\delta u_{xxxxx}\end{array}$$
(6.10)
Exact solutions of equation (6.8) were found before in works  and rediscovered in a number of papers later.

At $`A_2=0`$ from (6.8) we have nonlinear ODE in the form

$$\begin{array}{c}a_0y_{\mathrm{𝑧𝑧𝑧𝑧}}+\frac{14}{3}a_0y^2g_2C_0y1242a_0g_{2}^{}{}_{}{}^{2}+\frac{3}{56}\frac{g_{2}^{}{}_{}{}^{2}C_{0}^{}{}_{}{}^{2}}{a_0}=0\end{array}$$
(6.11)
This equation can be found from the nonlinear evolution equation

$$\begin{array}{c}u_t+\alpha uu_x+\delta u_{\mathrm{𝑥𝑥𝑥𝑥𝑥}}=0\end{array}$$
(6.12)
if we look for exact solutions of this nonlinear evolution equation in the form of the travelling wave. Special solution of equations (6.11) and (6.12) are found by the formula (6.9) at $`A_2=0`$.

## 7 Nonlinear ODE with exact solution of the fifth degree singularity

We have not got any possibility to suggest any nonlinear differential equation of the polynomial class of the second, third and fourth order with exact solution of the fifth degree singularity. We can look for such type of nonlinear fifth order ODE.

Assume we want to have nonlinear ODE with exact solution of the fifth degree singularity

$$\begin{array}{c}y\left(z\right)=A_0+\frac{A_1R_z}{R}+A_2R+A_3R_z+A_4R^2+A_5RR_z\end{array}$$
(7.1)
Simplest case of the nonlinearity for this solution takes the form $`y^2`$ and we can see that (7.1) give singularity of the tenth degree. General case of equation takes the form

$$\begin{array}{c}\epsilon y_{\mathrm{𝑧𝑧𝑧𝑧𝑧}}+\gamma y_{zzzz}+\delta y_{\mathrm{𝑧𝑧𝑧}}+\chi y_{zz}+\beta y_z+\alpha y^2C_0y+C_1=0\end{array}$$
(7.2)
This equation can be found from the nonlinear evolution equation

$$\begin{array}{c}u_t+2\alpha uu_x+\beta u_{xx}+\chi u_{xxx}+\delta u_{\mathrm{𝑥𝑥𝑥𝑥}}+\gamma u_{xxxxx}+\epsilon u_{\mathrm{𝑥𝑥𝑥𝑥𝑥𝑥}}=0\end{array}$$
(7.3)
if we search exact solutions in the form of the travelling wave (1.2).

Consider the simplest case of equation (7.3) taking $`\gamma =0`$, $`\chi =0`$ and $`\alpha =\frac{1}{2}`$ into account. In this case from (7.2) we get equation

$$\begin{array}{c}\epsilon y_{\mathrm{𝑧𝑧𝑧𝑧𝑧}}+\delta y_{\mathrm{𝑧𝑧𝑧}}+\beta y_z+\frac{1}{2}y^2C_0y+C_1=0\end{array}$$
(7.4)
Let us find exact solutions of the nonlinear ODE (7.4). At $`A_1=0,A_2=0,A_4=0`$ we have relations for constants

$$\begin{array}{c}A_5=15120\epsilon ,A_3=\frac{1260}{11}\delta \end{array}$$
(7.5)
$$\begin{array}{c}\beta =\frac{10}{121}\frac{\delta ^2}{\epsilon }\end{array}$$
(7.6)
$$\begin{array}{c}g_3=\frac{7}{660}\frac{\delta g_2}{\epsilon }\frac{1}{574992}\frac{\delta ^3}{\epsilon ^3},g_2=\frac{1}{1452}\frac{\delta ^2}{\epsilon ^2}+\frac{1}{5082}\frac{\delta ^2\sqrt{21}}{\epsilon ^2}\end{array}$$
(7.7)
$$\begin{array}{c}C_1=\frac{10854}{161051}\frac{\delta ^5}{\epsilon ^3}\frac{2484}{161051}\frac{\delta ^5\sqrt{21}}{\epsilon ^3}+\frac{1}{2}C_{0}^{}{}_{}{}^{2}\end{array}$$
(7.8)
Substituting (7.6) and (7.8) into equation (7.2) we obtain nonlinear ODE in the form

$$\begin{array}{c}\epsilon y_{\mathrm{𝑧𝑧𝑧𝑧𝑧}}+\delta y_{\mathrm{𝑧𝑧𝑧}}+\frac{10}{121}\frac{\delta ^2y_z}{\epsilon }+\frac{1}{2}y^2C_0y+\\ \\ +\frac{1}{2}C_{0}^{}{}_{}{}^{2}\frac{10854}{161051}\frac{\delta ^5}{\epsilon ^3}\frac{2484}{161051}\frac{\delta ^5\sqrt{21}}{\epsilon ^3}=0\end{array}$$
(7.9)
with exact solution

$$\begin{array}{c}y\left(z\right)=C_0\frac{1260}{11}R_z\left(\delta +132\epsilon R\right)\end{array}$$
(7.10)
Where $`R(z)`$ satisfies the Weierstrass elliptic equation

$$\begin{array}{c}R_z^24R^3+\left(\frac{1}{1452}\frac{\delta ^2}{ϵ^2}+\frac{1}{5082}\frac{\delta ^2\sqrt{21}}{ϵ^2}\right)R\frac{7}{660}\frac{\delta g_2}{ϵ}\frac{1}{574992}\frac{\delta ^3}{ϵ^3}=0\end{array}$$
(7.11)
Equation (7.9) is found from the nonlinear evolution equation

$$\begin{array}{c}u_t+uu_x+\beta u_{xx}+\delta u_{xxxx}+\epsilon u_{xxxxxx}=0\end{array}$$
(7.12)
In the case $`\delta =0`$ we obtain $`\beta =0`$ and have the rational solution of equation (7.12). This solution takes the form

$$\begin{array}{c}y(z)=C_0+\frac{30240\epsilon }{(z+z_0)^5}\end{array}$$
(7.13)
Equation (7.9) in this case takes the form

$$\begin{array}{c}\epsilon y_{\mathrm{𝑧𝑧𝑧𝑧𝑧}}+\frac{1}{2}y^2C_0y+\frac{1}{2}C_{0}^{}{}_{}{}^{2}=0\end{array}$$
(7.14)
Last years equation (7.12) is used at description of extensive model model chaos . We hope that exact solution (7.10) will be useful at the study of the turbulence processes where equation (7.12) is applied.

Rational solutions (5.17) and (7.13) of equations (5.18) and (7.14) suggest us how one can find rational solutions of the generalized differential equations

$$\begin{array}{c}u_t+\alpha uu_x+\epsilon u_{n+1,x}=0,u_{n+1,x}=\frac{^{(n+1)}u}{x^{(n+1)}}\end{array}$$
(7.15)
Using the travelling wave (2.1) we have from (7.15) the nonlinear ODE in the form

$$\begin{array}{c}\epsilon y_{n,z}+\frac{\alpha }{2}y^2C_0y+\frac{1}{2}C_{0}^{}{}_{}{}^{2}=0,y_{n,x}=\frac{d^ny}{dx^n}\end{array}$$
(7.16)
Rational solutions of (7.16) takes the form

$$\begin{array}{c}y(z)=\frac{C_0}{\alpha }+\frac{2(1)^{(n1)}(2n1)!\epsilon }{\alpha (n1)!(z+z_0)^n}\end{array}$$
(7.17)
Here $`z_0`$ is a arbitrary constant. Exact solution (7.17) can be useful at numerical simulation of the nonlinear problems where equations (7.15) and (7.16) are used.

## 8 Conclusion

Let us emphasize in brief the results of this work. We noted that a lot of nonlinear differential equations have exact solutions expressed via the Weierstrass function.

This observation provided the idea to find nonlinear differential equations with special solutions expressed via the Weierstrass function. We formulated new problem and found the polynomial class of nonlinear differential equations of the second, third and fourth order which have exact solutions expressed via the Weierstrass function. Exact solutions of these equations have different singularities and are expressed via general solutions of the Weierstrass elliptic equation.

We also list a number of nonlinear ODEs with exact solutions. These equations are found from the widely used nonlinear evolution equations taking the travelling wave into account.

## 9 Acknowledgments

This work was supported by the International Science and Technology Center under Project No 1379-2. This material is partially based upon work supported by the Russian Foundation for Basic Research under Grant No 01-01-00693.


text:
# Physics Potential of Solar Neutrino Experiments

## Abstract

We discuss the physics potential of the solar neutrino experiments i) To explore the parameter space of neutrino mass and mixings; ii) To probe the physics of the Sun; iii) To explore nuclear physics of the neutrino-target interactions. Examples are given for these three classes.

Recently announced results from the Sudbury Neutrino Observatory (SNO)  and KamLAND  experiments indicate that neutrino physics is moving from the discovery stage to the precision measurements stage. (For recent reviews see e. g. ). A combined analysis of the data from these experiments as well as data from other solar neutrino experiments (Super-Kamiokande \[SK\] , Chlorine , and Gallium ), place severe constraints on the neutrino parameters, especially mixing between first and second generations . As an example the neutrino parameter space obtained from the global analysis of all available solar neutrino plus the KamLAND data is shown in Fig. 1 .

The aim of this short contribution is to re-emphasize that, in principle, high-precision solar-neutrino data have potential beyond exploring neutrino parameter space. Here we consider two other applications to solar physics and to nuclear physics of the neutrino-target interactions.

Some time ago it was pointed out that solar neutrino data can be inverted to extract information about the density scale height  in a similar way the helioseismological information is inverted to obtain the sound-speed profile throughout the Sun. Even though the precision of the data has not yet reached to a point where such an inversion is possible, it is currently possible to obtain rather tight limits on fluctuations of the solar density. To do so one assumes  that the electron density $`N_e`$ fluctuates around the value, $`N_e`$, predicted by the Standard Solar Model (SSM)

$$N_e(r)=(1+\beta F(r))N_e(r),$$
(1)
and that the fluctuation $`F(r)`$ takes the form of white-noise. The neutrino parameter space for various values of the parameter $`\beta `$ was calculated in Ref.  and is shown in Figure 2. These results, in agreement with the calculations of other authors , show that the neutrino data constrains solar density fluctuations to be less than $`\beta =0.05`$ at the 70 % confidence level. The best fit to the combined solar neutrino and KamLAND data is given by $`\beta =0`$ (exact SSM).

In the effective field theory approach to nuclear interactions, nonlocal interactions at short distances are represented by effective local interactions in a derivative expansion. Since the effect of a given operator on low-energy physics is inversely proportional to its dimension, an effective theory valid at low energies can be written down by retaining operators up to a given dimension. It turns out that one needs to introduce a single coefficient, commonly called $`L_{1A}`$, to parameterize the unknown isovector axial two-body current which dominates the uncertainties of all neutrino-deuteron interactions . Chen, Heeger, and Robertson, using the Sudbury Neutrino Observatory (SNO) and SuperKamiokande (SK) charged-current, neutral current, and elastic scattering rate data, found  $`L_{1A}=4.0\pm 6.3\mathrm{fm}^3`$. In order to obtain this result they wrote the observed rate in terms of an averaged effective cross section and a suitably defined response function. One can explore the phenomenology associated with the variation of $`L_{1A}`$. For example the variation of the neutrino parameter space, which fits the SNO data, as $`L_{1A}`$ changes was calculated in  and is shown in Figure 3. In Ref.  the most conservative fit value with fewest assumptions is found to be $`L_{1A}=4.5_{12}^{+18}\mathrm{fm}^3`$. It was also shown that the contribution of the uncertainty of $`L_{1A}`$ to the analysis and interpretation of the solar neutrino data measured at the Sudbury Neutrino Observatory is significantly less than the uncertainty coming from the lack of having a better knowledge of $`\theta _{13}`$, the mixing angle between first and third generations.

In conclusion we would like to reiterate that the utility of the solar neutrino and related reactor and long-baseline neutrino experiments goes well beyond that of exploring neutrino parameter space. In this short note we briefly discussed only two of such applications out of a much longer list.

This work was supported in part by the U.S. National Science Foundation Grant No. PHY-0244384 and in part by the University of Wisconsin Research Committee with funds granted by the Wisconsin Alumni Research Foundation.