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# Corrections of the NIST Statistical Test Suite for Randomness

## 1 Introduction

Random and pseudorandom bit generators (RBGs, PRBGs) are used for many purposes including cryptographic, modeling, and simulation applications. For cryptographic purpose, they are required in the construction of encryption keys, other cryptographic parameters, and so on. One of the criteria used to evaluate the Advanced Encryption Standard (AES) candidate algorithms was their demonstrated suitability as PRBGs. That is, the evaluation of their outputs utilizing statistical tests should not provide any means by which to computationally distinguish them from truly random sources .

Cryptographically secure pseudorandom bit generator is defined as a PRBG that passes the next-bit test . A PRBG is said to pass the next-bit test if there is no polynomial-time algorithm which, on input of the first $`l`$ bits of an output sequence $`s`$, can predict the ($`l`$+1)st bit of $`s`$ with probability significantly greater than $`\frac{1}{2}`$. It is known that a PRBG passes the next-bit test if and only if it passes all polynomial-time statistical tests. Although a few PRBGs such as RSA, BBS are known as cryptographically secure PRBGs under the assumption that RSA problem and integer factorization are intractable, it is difficult to prove that some PRBG is cryptographically secure in general. Practically, we only subject a sample output sequence of the PRBG to various statistical tests, and evaluate that the sequence possesses a certain attribute that a truly random sequence would be likely to exhibit. Although various kind of statistical tests are proposed so far , we will focus on NIST 800-22 statistical test suite  in this paper because this test suite was used for the evaluation of AES candidates.

Some statistical tests are based on a statistical hypothesis $`H_0`$ which is that a given binary sequence was produced by a random bit generator. The test only provides P-value which is a measure of the strength of the evidence provided by the data against the hypothesis. The significance level $`\alpha `$ of the test of a statistical hypothesis $`H_0`$ is the probability of rejecting $`H_0`$ when it is true. If P-value $``$ $`\alpha `$, then the hypothesis $`H_0`$ is accepted, i.e., the sequence would be considered to be random with a confidence $`1\alpha `$. If P-value $`<`$ $`\alpha `$, then the hypothesis $`H_0`$ is rejected, i.e., the sequence would be considered to be non-random with a confidence $`1\alpha `$.

If the significance level $`\alpha `$ of a test of $`H_0`$ is too high, then the test may reject sequences that were, in fact, produced by a random bit generator (such an error is called a Type I error) . On the other hand, if the significance level $`\alpha `$ of a test of $`H_0`$ is too low, then there is the danger that the test may accept sequences even though they were not produced by a random bit generator (such an error is called a Type II error). It is, therefore, important that the test be carefully designed to have a significance level that appropriate for the purpose at hand. However, the calculation of the Type II error is more difficult than the calculation of $`\alpha `$ because many possible types of non-randomness may exists. Therefore, NIST statistical test suite, which includes 16 tests, adopts two further analyses in order to minimize the probability of accepting a sequence being produced by a good generator when the generator was actually bad . First, For each test, a set of sequences (sample size $`m`$) from output is subjected to the test, and the proportion of sequences whose corresponding P-value satisfies P-value $``$ $`\alpha `$ is calculated. If the proportion (success rate) is close to $`1\alpha `$, then the test is passed, i.e., the set of sequences is accepted. Second, the distribution of P-values is calculated for each test. And, if these P-value are uniformly distributed (no obvious bias), then the test is passed. These two analyses are the crucial difference from the other statistical test suite.

In section 2, we investigate the randomness of sequences generated by various PRBGs including cellular automata (CA)-based PRBG using the statistical test suite provided by NIST, and show that results of Discrete Fourier Transform (DFT) test and Lempel-Ziv Compression test are strange. This suggests that the NIST test setting of these two tests are wrong. In fact, we identify two mistakes in the NIST setting of DFT test in section 3. We also identify two mistakes in the NIST setting of Lempel-Ziv test in section 4. The corrections are also given in each section. This study is important because this NIST test suite was used for the evaluation of AES candidates.

### 1.1 NIST Statistical Test Suite

The NIST statistical test suite is a statistical package consisting of 16 tests that were developed to test the randomness of arbitrary long binary sequences produced by either hardware or software based cryptographic random or pseudorandom number generators. These tests focus on a variety different types of non-randomness that could exist in a sequence. The 16 tests are listed in Table 1.

For each statistical test, a set of P-values, which is corresponding to the set of sequences, is produced. Each sequence is called success if the corresponding P-value satisfies the condition P-value $``$ $`\alpha `$, and is called failure otherwise. For a fixed significance level $`\alpha `$, $`100\alpha `$ $`\%`$ of P-values are expected to indicate failure111All the statistical tests of the NIST statistical test suite have the unique significance level $`\alpha =0.01`$.. For the interpretation of test results, NIST adopts following two approaches,

(1) the examination of the proportion of success-sequences (Success Rate)

If the proportion of success-sequences falls outside of following acceptable interval, there is evidence that the data is non-random.

$$P^{}\pm 3\sqrt{\frac{P^{}(1P^{})}{m}},$$
(1)
where $`P^{}=1\alpha `$ and $`m`$ is the number of sequences. This interval is determined to be 99.73% range of normal distribution which is an approximation of the binomial distribution under the assumption that each sequence is independent sample.

(2) uniformity of the distribution of P-values

This examination is accomplished by computing following $`\chi ^2`$ value,

$$\chi ^2=\underset{i=1}{\overset{10}{}}\frac{(F_im/10)^2}{m/10},$$
(2)
where $`F_i`$ is the number of P-values in sub-interval \[(i-1)\*0.1, i\*0.1), and $`m`$ is the number of sequences (sample size). And, the P-value of P-values is calculated such that P-value $`=`$ igamc $`(9/2,\chi ^2/2)`$, where igamc(n,x) is the Incomplete Gamma Function. If P-value $``$ $`0.0001`$, then the set of P-values can be considered to be uniformly distributed.

## 2 Results of the NIST Statistical Test Suite

In this section, we show the results of the NIST statistical test suite for four PRBGs (AES, SHA1, MUGI, and CA). For each statistical test, two further analyses described above are executed, and evaluate the set of sequences. We use 1000 samples of $`10^6`$ bit sequences for each test. Consequently, 10 (keys) $`\times `$ 1000 (sample) $`\times `$ $`10^6`$ (sequence) bits are used for each test in order to investigate the difference of the results between different keys222The key is the initial configuration $`\{S_i^{t=0}\}`$ in CA case.. The input parameters we use are listed in Table 2.

Table 3 shows the results of AES (128 bit key, OFB mode).

All 16 tests are passed in four cases (key 1, key 2, key 4, and key 8). The success rates of the best case (key 1) and of the worst case (key 7) are shown in Figure 1. Dotted lines denote the acceptable interval specified by eq.(1). As we can see, some tests have many success rates. For example, the non-overlapping template matching test (number 7) has 148 success rates because one success rate corresponds to the one template (non-periodic pattern consisting of 9 bits) matching. If at least one success rates is out of the acceptable interval, then the test is not passed (see key 7 case).

While all tests are passed in key 1 case, the non-overlapping template matching test (number 7) and the overlapping template matching test (number 8) are not passed in key 7 case. It is noted that the uniformity of P-values are not passes only for the Lempel-Ziv test (number 10). The reason why this test is not passed frequently will be explained later.

A one-dimensional 5-neighborhood CA consist of a line of cells with value $`S_i`$$`=`$ 0 or 1 for $`i=0,1,2,\mathrm{},N`$. These cell values are updated in parallel in discrete time steps according to a fixed rule of the form,

$$S_i^{t+1}=F(S_{i2}^t,S_{i1}^t,S_i^t,S_{i+1}^t,S_{i+2}^t),$$
(3)
where $`S_i^t`$ denotes the $`i`$ cell value at time $`t`$ . We use following rule 535945230 as a CA-based PRBG .

$`S_i^{t+1}`$ $`=`$ $`S_{i2}^tS_{i+1}^tS_{i+2}^t`$
$`S_{i1}^tS_{i+1}^tS_{i1}^tS_{i+2}^tS_i^tS_{i+1}^t`$
$`S_i^tS_{i+2}^tS_{i+1}^tS_{i+2}^t`$
$`S_{i1}^tS_{i+1}^tS_{i+2}^tS_i^tS_{i+1}^tS_{i+2}^t.`$
Table 4, 5 and 6 show the results of SHA1, MUGI, and CA, respectively. In CA case, we use the cell values $`\{S_i^t\}`$ with fixed cell number $`i`$ as a sequence, and also use the system size $`N=1000`$ and periodic boundary condition $`S_1^t=S_{N+1}^t`$.

As we can see, all tests are passed in two cases (SHA1), in four cases (MUGI), and six cases (CA), respectively. It is noted that results of CA-535945230 case is better than the cases of well-known good PRBGs such as AES, SHA1, and MUGI.

If we focus on the uniformity of P-values, only the DFT test (number 6) and Lempel-Ziv test (number 10) are not passed frequently. If we choose the sample size $`m`$ greater than $`10000`$, we cannot find any PRBGs that pass these two tests even in SHA1 (SHA1 is used for the mean-value and the variance-value in the distribution of the Lempel-Ziv test ). Figure 2 shows that P-values (the uniformity of the distribution of P-values) of these two tests rapidly decrease as the number of samples increases. In other words, these distributions of P-values indicate a apparent deviation from randomness although we use well-known good PRBG (SHA1).

This observation suggests that these two tests can be consider as an underdeveloped statistical test. Since many statistical tests are based upon asymptotic approximations, careful work needs to be done to determine how good an approximation is. However, we originally found that these two tests have not only approximation problem but also mistakes in theoretical setting.

## 3 Corrections of Discrete Fourier Transform (Spectral) Test

In this section, we focus on the DFT test, and show two mistakes found in the NIST test setting. The focus of this test is the peak heights in the Discrete Fourier Transform of the sequence. The purpose of this test is to detect periodic features in the tested sequence that would indicate a deviation from the assumption of randomness. The intention is to detect whether the number of peaks exceeding the 95% threshold is significantly different than 5%. The test description in the NIST document are follows.

1. The zeros and ones of the input sequence ($`ϵ`$) are converted to values of -1 and +1 to create the sequence $`X=x_1,x_2,\mathrm{},x_n`$ where $`x_i=2ϵ_i1`$
2. Apply a Discrete Fourier Transform on X to produce: $`S=DFT(X)`$. A sequence of complex variables is produced which represents periodic components of the sequence of bits at different frequencies.
3. Calculate $`M=modulus(S^{})S^{}`$, where $`S^{}`$ is the substring consisting of the first $`n/2`$ elements in $`S`$, and the modulus function produces a sequence of peak heights.
4. Compute $`T=\sqrt{3n}=`$ the 95% peak height threshold value. Under the assumption of randomness, 95% of the values obtained from the test should not exceed $`T`$.
5. Compute $`N_0=0.95n/2`$. $`N_0`$ is the expected theoretical (95%) number of peaks that are less than $`T`$.
6. Compute $`N_1=`$ the actual observed number of peaks in $`M`$ that are less than $`T`$.
7. Compute $`d=\frac{N_1N_0}{\sqrt{n(0.95)(0.05)/2}}`$.
8. Compute P-value $`=erfc(\frac{d}{\sqrt{2}})`$.

### 3.1 The derivation of the threshold $`T`$

First, we show the derivation of the threshold $`T=\sqrt{3n}`$. For a frequency $`j`$, DFT are defined by following equation.

$$S_j=\underset{k=1}{\overset{n}{}}x_kcos(2\pi \frac{(k1)}{n}j)+i\underset{k=1}{\overset{n}{}}x_ksin(2\pi \frac{(k1)}{n}j).$$
(5)
Let us consider the square of modulus of $`S_j`$,

$$S_j^2=c_j^2+s_j^2$$
(6)
, where

$`c_j`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}x_kcos(2\pi {\displaystyle \frac{(k1)}{n}}j)`$ (7)
$`s_j`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}x_ksin(2\pi {\displaystyle \frac{(k1)}{n}}j).`$ (8)
Here, we can simply prove that $`c_j`$ and $`s_j`$ converge to the normal distribution whose mean $`\mu `$ is zero and variance $`\sigma ^2`$ is $`n/2`$ under the assumption of $`x_k`$ ($`1`$ or $`+1`$ for $`k=1,2,\mathrm{},n`$) randomness. Therefore, $`Y`$ $`=`$ $`(\frac{c_j}{\sigma })^2`$ $`+`$ $`(\frac{s_j}{\sigma })^2`$ converges to following distribution function ($`\chi ^2`$ distribution with 2 degree of freedom),

$$P(Y)=\frac{1}{2}\mathrm{exp}(\frac{Y}{2}).$$
(9)
If we transform $`Y`$ to $`Z=\frac{Y}{2}`$, we can get following distribution,

$$P(Z)=\mathrm{exp}(Z).$$
(10)
The threshold $`T`$ is defined such that the number of peaks exceeding the threshold $`T`$ should be 5% under the assumption of randomness. Since

$$_{Z_C}^{\mathrm{}}\mathrm{exp}(Z)𝑑Z=\mathrm{exp}(Z_C)=0.05,$$
(11)
we can get the value $`Z_C=ln(0.05)=2.995732274`$. From $`S_j`$ $`=`$ $`\sqrt{nZ}`$, we conclude that

$$T=\sqrt{2.995732274n}.$$
(12)
We have found that the deviation of $`\sqrt{3n}`$ from $`\sqrt{2.995732274n}`$ makes the distribution invalid. Figure 3 shows the distribution of $`N_1`$ in SHA1 case ($`300000`$ samples of $`n=10^6`$ bit sequence).

Note that the expected value of $`N_1`$, that is, $`N_0=\frac{0.95n}{2}`$ is $`475000`$ in this case. If we set the threshold $`T=\sqrt{3n}`$, then the distribution is shifted to the right. So, we have to set the threshold $`T=\sqrt{2.995732274n}`$. This is the first mistakes in DFT test.

### 3.2 The theoretical distribution

Because we use the real values $`x_k`$, the symmetry such as $`S_j`$ $`=`$ $`S_{nj}`$ appears in peaks. So, the NIST focus on the first $`\frac{n}{2}`$ peaks. The test description in the NIST documents use the theoretical distribution whose mean value $`\mu `$ is $`\frac{np}{2}`$ and variance value $`\sigma ^2`$ is $`\frac{npq}{2}`$ where $`p=0.95`$, $`q=0.05`$, and $`n=10^6`$ ($`\frac{n}{2}`$ times coin tossing with probability $`p`$ and $`q`$). However, this coin tossing is not independent process. The quantity $`_j^{n/2}S_j`$ is conserved in this process. In this case, the variance $`\sigma ^2`$ becomes $`\frac{npq}{4}`$. Figure 4 shows the fitting of the distribution of $`N_1`$ in SHA1 case with the threshold $`T=\sqrt{2.995732274n}`$ and two theoretical distributions.

We can confirm that the distribution becomes to fit to the new theoretical distribution.

## 4 Corrections of Lempel-Ziv Compression Test

In this section, we focus on the Lempel-Ziv test, and show two mistakes found in the NIST test setting. The focus of this test is the number of cumulatively distinct patterns (words) in the sequence. The purpose of the test is to determine how far the tested sequence can be compressed. The sequence is considered to be non-random if it can be significantly compressed. A random sequence will have a characteristic number of distinct patterns. The test description in the NIST document are follows.

1. Parse the sequence into consecutive, disjoint and distinct words that will form a “dictionary” of words in the sequence. This is accomplished by creating substrings from consecutive bits of the sequence until a substring is created that has not been found previously in the sequence. The resulting substring is a new word in the dictionary.
2. Compute P-value $`=\frac{1}{2}erfc(\frac{\mu W_{obs}}{\sqrt{2\sigma ^2}})`$,
where $`\mu =69588.2019`$ and $`\sigma ^2=73.23726011`$ when $`n=10^6`$ (these values are updated Oct. 26, 1999). Note that since no known theory is available to determine the exact values of $`\mu `$ and $`\sigma `$, these values were computed using SHA1.

### 4.1 The asymmetric distribution

There are asymptotically well-approximated mean formula and the variance formula of the distribution of the Lempel-Ziv test . However, it is known that above formulas are invalid for the sequence of length less than $`10^7`$ through a simulation study using BBS. Therefore, SHA1, which is one of well-known good PRBGs, is used instead for the mean-value and the variance-value in the NIST setting . The accuracy of such empirical estimates depends on the randomness of the generator used. Figure 5 shows the distributions of the number of words in SHA1 case and CA case ($`10^6`$ samples of $`n=10^6`$ bit sequence). Two distributions are almost the same although two algorithms are completely different.

We can confirm the subtle asymmetries if we see Fig. 6 carefully. We conclude that this distribution can be used for the mean and variance values of new setting of the test. Through the fitting of the distributions, we got the mean value $`\mu `$ $`=`$ $`69588.09`$ and variance values $`\sigma _L^2`$ $`=`$ $`75.574336518`$ and $`\sigma _R^2`$ $`=`$ $`72.42178447`$, for the left branch and right branch, respectively. Consequently, we got the new empirical estimates (asymmetric distribution) which are better than the NIST setting.

### 4.2 The effect of discreteness

Despite the best fitting of the distribution, the uniformity of P-values can not be improved. This is because the distribution of the number of words is too narrow (the variance is too small). Therefore, the effect of discreteness appeared. In other words, a variety of the appeared P-values is limited. Figure 7 shows the number of times of appeared P-values in SHA1 and CA cases.

Because the variety of appeared P-values are two or three in centered bins, we never get the uniformity of P-values in this situation.

Because the purpose of checking the uniformity of P-value is to detect the deviation of the distribution from that of random sequence case, we re-define the uniformity of P-values only in this test case as the histogram of P-values itself which is produced by SHA1 and CA5 ($`10^6`$samples). In other words, we use following formula for the checking of the uniformity instead of eq.(2),

$$\chi ^2=\underset{i=1}{\overset{10}{}}\frac{(F_imS_i)^2}{mS_i},$$
(13)
where $`m`$ denotes sample size and $`S_i`$ denotes the rate of each $`i`$ bin which is computed from the histogram of P-values ($`10^6`$ samples of SHA1 and CA data), that is, $`S_1=0.1097085`$, $`S_2=0.079127`$, $`S_3=0.107691`$, $`S_4=0.084465`$, $`S_5=0.1369235`$, $`S_6=0.091115`$, $`S_7=0.0858035`$, $`S_8=0.1098615`$, $`S_9=0.1028565`$, and $`S_{10}=0.0924485`$.

## 5 Conclusion

We corrected two points for DFT test setting,

1. The correction of the threshold $`T`$ from $`\sqrt{3n}`$ to $`\sqrt{2.995732274n}`$.
2. The correction of the variance $`\sigma ^2`$ of theoretical distribution from $`\frac{npq}{2}`$ to $`\frac{npq}{4}`$.

We also corrected two points for Lempel-Ziv test,

1. The setting of standard distribution which has no algorithm dependence. This asymmetric normal distribution has its mean value $`\mu `$ $`=`$ $`69588.09`$ and variance values $`\sigma _L^2`$ $`=`$ $`75.574336518`$ and $`\sigma _R^2`$ $`=`$ $`72.42178447`$, for the left branch and right branch, respectively, in $`n=10^6`$ case.
2. the re-definition of the uniformity of P-values as the histogram of P-values itself which is produced by SHA1 and CA5 ($`10^6`$samples).

Figure 8 shows the P-values behavior after corrections when the number of samples increases.

As a result, P-values of two test become improved (compare with Fig. 2).

Although the checking of the uniformity of P-values was not executed in the evaluation of AES candidate algorithms, the used P-value itself has nonsense in these two tests. This suggests that re-evaluation of the test results should be needed.


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# A Backscatter-Suppressed Beta Spectrometer for Neutron Decay Studies

## 1 Introduction

This paper describes a beta electron spectrometer that is designed for use in an upcoming experiment that will measure the beta-antineutrino correlation coefficient ($`a`$ coefficient) in neutron beta decay from using a cold neutron beam . The parameter $`a`$ is a measure of the average correlation in momentum direction of the electron and antineutrino in the decay final state. It can be used, along with other neutron decay observables, to determine the weak vector and axial vector coupling constants $`g_V`$ and $`g_A`$, the first element of the Cabbibo-Kobayashi-Maskawa (CKM) mixing matrix, and set limits on scalar and tensor weak forces, second-class currents, and other possible new forces.

An important systematic effect in the $`a`$ coefficient experiment arises if the beta electron energy is misidentified. This can happen, for example, if the electron scatters back out of the detector without depositing its full energy. The key performance requirement of this spectrometer is the suppression of such backscattered events with an efficiency of about 90%. We will describe a novel method of backscatter suppression that is tailored to the specific needs of the $`a`$ coefficient experiment, a Monte Carlo simulation of this method that tests its performance in the experimental configuration, and the construction and tests of a prototype device using a monoenergetic electron beam. We will show that this spectrometer meets the requirements of the experiment.

While the spectrometer has been designed according to the needs of a particular experiment, we believe it may be useful in other neutron decay or nuclear beta decay experiments.

## 2 Design Criteria and Features

In the $`a`$ coefficient experiment beta electrons and recoil protons from neutron beta decay are detected in coincidence. The electron energy, and time-of-flight (TOF) between electron and proton detection, are measured. For each electron energy the protons fall into two distinct TOF groups, fast and slow. The ratio of events in these two groups measures the $`a`$ coefficient. This technique is described in detail in . If a beta electron with relatively high energy (300–782 keV) backscatters from the energy detector, it will be misidentified as a low energy electron and may fall into the wrong TOF group, generating a systematic error in the measured $`a`$ coefficient. It is these events that we wish to identify and reject with the beta spectrometer. Events associated with low energy betas, below 300 keV, will remain in the same TOF group even if they backscatter, so backscatter is not a serious problem for them. Our Monte Carlo analysis has shown that, when the beta initial energy is above 300 keV, the fraction of events where the beta backscatters and deposits less than 75% of the full energy in the energy detector must be no more than 0.5% to keep the systematic error tolerably small. With a plastic scintillator energy detector and no backscatter suppression, this fraction is expected to be 4–5 times larger than this, so a backscatter suppression scheme is needed. Important measurements of electron backscatter from plastic scintillators by Goldin and Yerozolimsky defined this problem and characterized the size and shape of the backscatter tail in the electron energy response function.

The experiment selects beta electrons up to a maximum transverse momentum of about 300 keV/c using a 0.04 T axial magnetic field and a series of circular apertures in the configuration shown in Figure 1. The lowest energy betas ($`<350`$ keV) are particularly important for the experiment. This represents a large volume of momentum space for low energy electrons that must be accepted with high efficiency by the spectrometer. The spectrometer must also be fairly compact. The experiment will be mounted on a vertical axis, with the beta spectrometer at the bottom, and the spectrometer must fit in the 72 cm available vertical space between the beta collimator exit and the cold neutron guide hall (experimental hall) floor.

The energy calibration of the energy detector must be known to better than 1%. The energy resolution can be much worse than this, provided the energy response function is well understood. This can be accomplished in a separate calibration run using a monochromatic, variable energy electron beam.

The design criteria of the spectrometer can be summarized as follows. It should:

1. accept a large momentum space volume of low energy ($`<350`$ keV) electrons, transported by a weak magnetic field (0.04 T), with high efficiency and measure their energy.
2. identify and reject events where the electron backscattered and the measured beta energy was less than 75% of its initial energy. If the initial energy was greater than 300 keV the rejection must be effective enough so that less than 0.5% of these events remain in the data.
3. have a total length of 72 cm or less.
4. be capable of a 1% accuracy energy calibration.

Identification and rejection of electron backscattering has a long history in beta spectroscopy. A variety of techniques that have been used successfully in previous experiments are not suitable here. Magnetic and electrostatic spectrometers can measure beta energy without backscatter but necessarily have very narrow momentum acceptance. A gas ionization detector could make a backscatter-free measurement, but a detector thick enough to fully stop neutron decay betas requires a window that would cause energy loss issues as bad as or worse than backscattering. Magnetic mirrors can be used  to reflect backscattered electrons back into the energy detector, but are not effective with the weak magnetic field needed for the $`a`$ coefficient experiment; most betas are not in the adiabatic regime with this field. A thin delta-E detector in front of the energy detector could in principle identify backscattered electrons as they would pass through it twice, but we have found that such a system is not sufficiently discriminating for electrons in the desired energy range.

We developed a scheme that does satisfy our criteria. The basic idea is illustrated in Figure 1. A magnetic field, created by an array of coils that surrounds the experiment, is used to transport beta electrons from the neutron beam, where the decay occurs, to the detector through a series of apertures which we call the beta collimator. In this way electrons with low transverse momentum are preferentially accepted, as desired for the $`a`$ coefficient experiment. The magnetic field near the axis is 0.04 T, uniform within a 2-cm radius from the axis. The energy detector consists of a circular slab of plastic scintillator located some distance beyond the end of the collimator. It is surrounded by a conical veto array.

A neutron decay beta electron which is within the momentum acceptance of the collimator/magnetic field arrangement will be transported through the collimator and into the detector chamber. The magnetic field drops rapidly within it. This causes the electron’s trajectory to diverge from the axis, and also some of its transverse kinetic energy to be converted into axial energy. Almost all electrons that are accepted by the collimator and enter the detector chamber will strike the energy detector first. If the electron backscatters, it is unlikely that the electron will pass back through the entrance of the detector without first striking the veto array. We note that some backscattered electrons will be reflected back to the energy detector by the magnetic mirror effect, but because most are not in the adiabatic regime, this fraction is negligible.

## 3 Monte Carlo Simulation

A Monte Carlo simulation of the spectrometer concept shown in Figure 1 was developed in order to optimize the design and assess its performance. The veto array was modeled as a thick conical plastic scintillator detector and the energy detector by a circular thick slab plastic scintillator detector. To simplify the problem the detectors were assumed to have perfect (delta function) energy resolution. The effect of a realistic energy resolution on the backscatter suppression efficiency will be investigated using a prototype (see Section 4). The optimal length and diameters of the veto detector were determined by running the simulation many times and varying those parameters to find the best performance. In the optimal geometry the veto detector had a front (entrance) diameter of 4.0 cm, a rear diameter of 24.0 cm, and a length of 24.0 cm. The energy detector was positioned exactly at the end of the veto detector and had a diameter of 24.0 cm.

In this simulation it was important to account for electron backscatter from a plastic scintillator detector in a realistic way. To do this we developed a model based on electron backscatter calculations made using the ETRAN  electron transport code. In these calculations, electrons with kinetic energy from 100–700 keV, in 100 keV intervals, were directed onto a thick slab of plastic scintillator at seven different incident angles: 0 (normal incidence), 15, 30, 45, 60, 75 and 89 degrees. One million electrons were run for each energy-angle combination. The distributions of backscattered electrons were then fit to phenomenological functions that became the basis of our model.

The total backscatter probability as a function of incident polar angle $`\theta _{\mathrm{inc}}`$ and incident energy was modeled by the function:

$$\eta (\theta _{\mathrm{inc}})=A_0+A_1\mathrm{exp}(A_2\theta _{\mathrm{inc}})$$
(1)
with $`\theta _{\mathrm{inc}}`$ in degrees and the energy-dependent coefficients $`A_0`$, $`A_1`$, $`A_2`$ given in Table 1. At normal incidence the backscatter probability is only about 2–3% but becomes much larger at large angles. The probability decreases slightly with higher incident energy. A plot of this distribution is shown in Figure 2.

The energy distribution of backscattered electrons can be fairly well modeled by the following function:

$$\rho (X)=\mathrm{exp}\left(\frac{(XP)^2}{0.7(0.1+X)(1.2X)}\right)$$
(2)
where $`X`$ is the ratio of backscattered energy to incident energy. The parameter $`P`$, which represents the peak of the distribution, was found to vary with both incident energy and angle. It can be described by:

$$P(\theta _{\mathrm{inc}})=C_0+C_1\left(1\frac{1}{1+\mathrm{exp}\left(C_2(\theta _{\mathrm{inc}}63^{})\right)}\right).$$
(3)
The coefficients $`C_0`$, $`C_1`$, $`C_2`$ depend on incident energy and are given in Table 2. A plot of $`P`$ as a function of incident angle and energy is shown in Figure 3. We found that the same functional form (Equation 2) provided a good model for all cases; the angle and energy dependence could be accounted for within the single parameter $`P`$. The backscattered energy fraction distribution $`\rho (X)`$, for an incident energy of 400 keV and two different incident angles, is shown in Figure 4.

The distribution of polar angle of backscattered electrons was found to be well-represented by a parabola with a peak at 135:

$$\kappa (\theta _{\mathrm{back}})=1\frac{(\theta _{\mathrm{back}}135^{})^2}{2025},$$
(4)
where $`\theta _{\mathrm{back}}`$ is measured with respect to the incident normal, i.e. $`\theta _{\mathrm{back}}=180^{}`$ corresponds to backscatter perpendicular to the surface. This distribution was found to be quite independent of incident energy and angle. Note that an isotropic distribution would follow a sine function peaked at $`\theta _{\mathrm{back}}=90^{}`$, so this distribution shows that backscatter into wide angles, away from the normal, is somewhat suppressed. Figure 5 shows this distribution.

Finally, the distribution of backscattered azimuth angle is found to be approximately uniform from 0 to 360 when the incident polar angle is small ($`\theta _{\mathrm{inc}}<15^{}`$). For larger incident angles the distribution is approximately a Gaussian function centered on the incident azimuthal angle, with a width that decreases with increasing incident polar angle:

$$\lambda (\varphi _{\mathrm{inc}})=\mathrm{exp}\left(\frac{\left(\varphi _{\mathrm{back}}\varphi _{\mathrm{inc}}\right)^2}{2\left(\frac{2500}{\theta _{\mathrm{inc}}}\right)^2}\right)\text{(all angles in degrees).}$$
(5)
This behavior is reasonable. For large incident polar angles some memory of the incident azimuthal angle should be retained, less so for incident polar angles close to normal.

In the Monte Carlo simulation, each electron began at a random point in the neutron beam region (see Figure 1) with its momentum in a random direction. It was initially tested to see if its axial momentum was toward the beta spectrometer and its transverse momentum would be accepted by the collimator system in a uniform 0.04T axial magnetic field. If it passed this test it was included in the simulation. The electron was then transported through the geometry in Figure 1, using the calculated magnetic field shown. Realistic electron trajectories were calculated by 4th-order Runge-Kutta integration  of the Lorentz force law:

$$m\frac{d^2\stackrel{}{r}}{dt^2}=e\stackrel{}{v}\times \stackrel{}{B}.$$
(6)
When an electron struck the energy detector or the veto detector, it was either absorbed or backscattered according to the model probability distributions given above. An electron that struck the veto detector was considered “vetoed” if at least 50 keV was deposited there. If after first entering the spectrometer an electron backscattered and was later transported back out through the entrance, that electron was considered lost, but any energy it deposited in the detectors was recorded.

The following results were obtained using the optimal geometry for the veto detector described above. One million accepted electrons were transported for each initial kinetic energy. A small fraction of electrons ($`<`$2%) failed to enter the spectrometer, even though they passed the original momentum test, due to the gradient in the magnetic field near the end of the collimator. These electrons were tallied as noEnter. A tally was also kept of the number of electrons that were fully absorbed in the energy detector (nAbs), the number that struck the energy detector first and subsequently backscattered (nBack), the number of the these that were vetoed (nVeto), the number of backscattered electrons that deposited less than 75% of the initial energy in the energy detector (nBack75), the number of the those that were vetoed (nVeto75), and finally the number of electrons that struck the veto detector first, regardless of whether the energy detector was later struck (nV1st). These results are presented in Table 3. Also shown in this table are the fraction of electrons in the tail of the energy detector spectrum with $`<`$75% of full energy, with no veto (f75), and after subtracting vetoed events (f75V). The last row shows the veto efficiency of the spectrometer (vetoEff75), defined as 1 - (f75V)/f75.

We note that 94–98% of all electrons within the desired momentum acceptance were detected and measured by the energy detector in the simulation, so our first design criterion is satisfied. The electrons that failed to enter the spectrometer or struck the veto detector first are effectively lost to the experiment, but their number is tolerably small. The backscatter veto efficiency was relatively poor for 100 keV electrons, mainly because of the requirement that the electron deposit at least 50 keV in the veto detector to be considered vetoed. In the energy range of importance, 300–700 keV, the veto efficiency was greater than 90%, and the fraction of events in the low-energy tail of the energy detector response, with less than 75% full energy, was about 0.2% or less, so the second design criterion was also satisfied in the simulation. Figure 6 shows the Monte Carlo spectra for energy deposited in the energy detector with and without a coincidence with the veto detector, using an initial electron energy of 600 keV.

The third design criterion can be achieved. The length of the active elements of the spectrometer in the optimal configuration is 24 cm. With an efficient design the total length, including photomultiplier tubes and front end electronics, will be less than 72 cm. The fourth criterion is no problem using a plastic scintillator. The energy resolution, or width of the energy response function, will be much broader than 1%, but the centroid and shape can be determined very precisely, with an offline calibration, to achieve a 1% energy calibration.

## 4 Prototype Spectrometer

The Monte Carlo simulation described in the previous section demonstrated that under ideal conditions this scheme for a backscatter-suppressed detector is successful. However some of the assumptions in the Monte Carlo were simplistic, for example the conjecture that any electron that deposits at least 50 keV in the veto detector will produce a veto signal. In reality the probability of creating a usable veto pulse depends on the scintillation light collection efficiency which is highly position-dependent; it will not be a simple threshold. Also we cannot be certain that the ETRAN-generated backscatter probability distributions are sufficiently realistic. It is essential to show that this scheme will work in practice before undertaking the effort and expense of the $`a`$ coefficient experiment that will depend on it. Therefore we decided to design, build, and test a prototype spectrometer. In addition to proving the effectiveness of this concept, the process of building the prototype would expose any unforeseen technical challenges in the scheme.

The magnetic field shown in Figure 1 will be essential to the proper operation of the spectrometer in the $`a`$ coefficient experiment, but it is not necessary for testing the prototype. It suffices to use a collimated electron source with no magnetic field for the prototpye. In this mode the probability for backscatter from the energy detector is lower because the electrons will be closer to normal incidence (see Figure 2). It is also less likely for a backscattered electron to escape through the spectrometer entrance without striking the veto detector, because a magnetic field near the entrance aids in electron escape. Therefore from the point of view of an ideal apparatus the prototype should perform better, i.e. produce a smaller unvetoed backscattered tail, than the spectrometer for the $`a`$ coefficient experiment. However the “non-idealities” such as scintillation yield, light collection efficiency, and photomultiplier tube (PMT) performance (assuming they are magnetically shielded) are approximately the same in both. The prototype test serves as a measure of the departure of a real apparatus from the ideal behavior of the Monte Carlo. When considered together, the Monte Carlo simulation and prototype performance provide a reliable picture of how well the spectrometer will perform in the experiment.

Bicron BC-408  plastic scintillator was used for the energy detector and veto detector. Figure 7 shows the scintillator elements. The energy detector was a circular slab, 120.7 mm in diameter and 5.0 mm thick. The veto detector consisted of six trapezoidal slabs, each 10 mm thick, fit closely together (less than 1 mm separation) along their lateral edges to form a hexagonal cone with inner diameter 45 mm in the front and 210 mm in the back, as measured by their inscribed circles. The light guides were fabricated from Polycast UVT acrylic and polished to a mirror finish using micron sapphire polish. The energy detector was glued to a cylindrical light guide of equal diameter, and each veto paddle (trapezoidal segment) was edge-coupled to a light guide that makes a 79 bend. The light guides were designed to be nearly adiabatic, i.e. the cross sectional area was kept constant or gradually increased from the scintillator end to the PMT end, for maximum light collection. The veto paddle configuration is shown in Figure 8. Optical cement that matched the index of refraction of the scintillator and light guides was used for all optical joints.

The detectors were installed in a vacuum chamber as shown in Figure 9. The chamber was stainless steel with welded construction and flanges were aluminum with Viton o-ring seals. All seven light guides penetrated the vacuum chamber through Viton bayonet compression seals. On the inside of the chamber, the scintillators and light guides were wrapped with aluminized Mylar foil for optical isolation. Outside the vacuum chamber, each light guide was coupled to a PMT using optical grease. Five of the veto detectors used Burle 8575 2-inch PMT’s and the sixth used a Burle 8850 2-inch PMT. The latter has a high-gain first dynode that is optimized for few-photon counting. This was done in order to compare the performance of these two PMT’s in this application. A single Burle 8854 5-inch PMT was used for the energy detector. A thin Kapton film, 25 $`\mu `$m thick, was used for the vacuum window at the entrance of the spectrometer.

It may seem that the 79 bending angle of the veto paddle light guides is excessive. Such a large bending angle reduces the light collection efficiency of the guides. We did this for the reason that, in the spectrometer to be used for the $`a`$ coefficient experiment, the energy detector will need to be much larger (at least 240 mm diameter) than that of the prototype. A more complicated system of light guides and PMT’s will be needed for good light collection with the larger detector. The veto detector PMT’s must attach to the chamber without mechanical interference with the energy detector. The extreme case is for the veto detector PMT’s to be oriented perpendicular to the axis of the chamber; this maximizes the lateral space available for the energy detector. This is the “worst case scenario” for the veto detector light guides, and makes a good test case for the prototype. In the final version of the spectrometer it should be possible to relax this constraint and orient the veto detector PMT’s at a smaller angle to the chamber axis, in which case the bending angle of the light guides will be less and their light collection efficiency improved.

High voltage was distributed to the PMT’s from a computer controlled 8-channel 0–5000 V (negative) power supply. High voltage was applied to the photocathode of each PMT, with the anode at ground. Resistive divider circuits recommended by the PMT manufacturer were used to apply voltage to the dynodes.

## 5 Electron Beam Tests

The prototype spectrometer was tested at the NIST Van de Graaff accelerator facility using a nominal electron beam energy of 1 MeV and very low current. The Van de Graaff accelerator is a direct-current machine supplying electron beams in the energy range of approximately 0.5 MeV to 2.5 MeV at currents from below 1 pA up to about 200 $`\mu `$A. Electron beams are emitted from a pentode-type heated-cathode emission circuit and accelerated down a vertical acceleration tube. After acceleration, beams may be extracted from a straight-through vertical port or steered toward one of two horizontal beam ports via two 45-degree bending magnets. For these tests, the 45-degree horizontal port was chosen to yield the best energy definition and reduce the low-energy component due to scattered electrons striking the walls of the beam pipe. Beam conditions were monitored using a solid-state Si(Li) detector placed in front of the spectrometer prior to the calibrations and at periodic intervals during the experiment. A typical beam spectrum is depicted in Figure 10. As seen in this figure, the total energy spread is about 4.5%. Accounting for a detector resolution of about 3%, the energy spread of the beam is about 3.4%. The low energy “tail” in this spectrum is mostly due to electrons that backscattered from the Si(Li) detector, but some can be attributed to scattered electrons transmitted by the system, and possibly a small contribution from induced x rays.

The entire prototype assembly was transported to the Van de Graaff facility, set into position and aligned on the 45-degree beam port as depicted in Figure 11. The beam port vacuum window was 25 $`\mu `$m thick Kapton film, and a 155-mm air gap separated it from the spectometer window. A lead (Pb) knife-edge aperture was used to collimate the beam and minimize the possibility of scattered electrons entering the spectrometer. A rough vacuum of approximately 0.1 torr was maintained inside the spectrometer during the beam tests. The beam current was maintained at less than 100 nA to avoid overwhelming the data acquisition system. After subtacting the expected energy loss in the two Kapton windows and the air gap between them the electron kinetic energy incident on the energy detector was calculated to be 976 keV.

The data acquisition system is depicted in Figure 12. It is a NIM/CAMAC system controlled by a desktop PC. The anode signal from each PMT is split into identical timing (T) and energy (E) signals. The energy detector timing signal is sent to a level discriminator that produces the event trigger. The trigger gates the CAMAC charge-integrating analog-to-digital converter (QDC), sends a common start to the CAMAC time-to-digital converter (TDC), and generates a gate that inhibits another event for 1 ms, enough time for all conversions and readout. The energy detector and six veto detector energy signals are delayed by 64 ns so they fall comfortably within the QDC gate, and distributed to 7 QDC inputs. The timing signal from each veto PMT is delayed and sent to another level discriminator which produces a TDC stop signal for each channel. The energy detector and all veto detector QDC outputs, and all TDC outputs, are recorded for each event.

## 6 Results and Analysis

The analyzed data set represents 7200 s (real time) of beam at an average electron rate of about 830 s-1. In these data the energy detector and veto detector PMT base voltages were 1770 V and 2900 V, respectively. Figure 13 shows the energy detector singles spectrum, i.e. irrespective of the signal in the veto detector. The energy resolution is 26% FWHM. The non-Gaussian low-energy tail of the spectrum is about 4% of the total.

Figure 14 shows the relative timing between the energy detector (start) and each veto paddle (stop) for coincidence events as measured by the TDC. Each peak represents true coincidences, primarily electrons that backscattered from the energy detector into the veto paddle, although other types of coincidence events are possible (see discussion below). Differences in the peak positions are due to different amounts of cable delay used for the veto paddles. The heights and widths of the six peaks are comparable which indicates good uniformity in the performance of the six veto paddles. An energy-veto coincidence spectrum for the data set was generated by including only events which fell inside a 100-channel-wide window around the coincidence peak in at least one of the six TDC spectra. Random coincidences were subtracted by generating a second, random coincidence spectrum that required the event to fall inside either of two 50-channel-wide windows adjacent to (above and below), but not including, the peak in at least one TDC spectrum. Random coincidences are, to good approximation, distributed linearly in each TDC spectrum so this accounts for random coincidences in the peak region quite well. The second coincidence spectrum was subtracted from the first to produce a true coincidence spectrum. This is shown in Figure 15 along with the energy singles spectrum (the same as in Figure 14 except now on a log scale). The net coincidence spectrum contains 2.8% of the singles spectrum and it accounts for about 70% of its low energy tail.

In order to help interpret these results we developed a second set of Monte Carlo data. This set used the same algorithm and code as described in Section 3 except now the electron energy (976 keV) and beam collimation simulated the prototype test run instead of the $`a`$ coefficient experiment. The magnetic field in this simulation was set to zero. Figure 16 shows the results of this simulation. The low energy tail in the singles spectrum contains 1.8% of the total events and this represents the total fraction of electrons that backscatter from the energy detector. Note that there are no coincidences above 926 keV due to the artificial requirement that at least 50 keV be deposited in the veto detector to produce a coincidence. In the region 0–925 keV the integrated coincidence spectrum equals 99.2% of the integrated singles, indicating that 99.2% of backscattered electrons were vetoed. The remainder are electrons that backscattered and exited through the entrance of the spectrometer without striking the veto detector, or depositing less than 50 keV in it.

The fraction of backscattered-coincidence events in the prototype data is somewhat larger (2.8%) then that predicted by the Monte Carlo (1.8%). There two possible explanations for this: coincidences with bremstrahlung photons; and electrons that strike the veto detector first and then backscatter into the energy detector. Neither of these phenomena were included in the Monte Carlo but they would add events to the measured coincidence spectrum.

For an electron kinetic energy of 1 MeV in plastic scintillator, the bremstrahlung yield (energy fraction) is 0.004, and the probability of producing a photon greater than 50 keV is approximately 0.016 . Bremstrahlung is emitted predominantly in the forward direction; the probability of emission into the negative hemisphere relative to the electron momentum is only about 20%. Also the veto detectors are not thick enough to stop all photons in the energy range 0.05–1.0 MeV. Therefore we expect a veto coincidence rate of less than 0.3% due to bremstrahlung; this is at most a minor contribution to the excess.

In the geometry of our setup (see Figure 11) it is not possible for a primary electron to strike a veto paddle before striking the energy detector, unless it first penetrates and is redirected by the knife edge aperture. If this happens the electron may strike a veto paddle at a glancing angle and have a moderately high probability of backscattering from there into the energy detector. This certainly does occur at some small but difficult to predict rate; it cannot be prevented; and these events are indistinguishable in our apparatus from electrons that strike the energy detector first and backscatter into the veto detector. We believe that this is the main contribution to the excess coincidence rate. Of course, it remains possible that ETRAN either overpredicts or underpredicts the actual backscattering probability; we cannot establish the accuracy of the predicted rate from these data alone.

We must also explain the moderately large (1.2%) low energy tail in the energy detector spectrum that is not associated with coincidence events. There are three known sources for such events: (1) electrons that scatter from or penetrate matter in the beam transport system, such as the beam pipe, flanges, or the knife-edge aperture, and lose energy prior to entering the spectrometer; (2) x rays associated with the primary beam or scattered electrons; and (3) electrons that backscatter from the energy detector and do not produce a veto signal in the veto detector. We believe that the majority of these events are due to the first two sources. First, we found that the size and shape of the low energy tail in the energy detector spectrum was very sensitive to beam conditions and the placement of shielding close to the beam. We experimented with many different conditions and setups to limit both the scattered, low-energy electrons in the beam and the x rays that enter the spectrometer. The final configuration represents our best and most successful efforts, but we do not believe we completely eliminated these contributions to the low-energy tail. Second, an independent estimate of the backscatter veto efficiency (see below) showed that the efficiency was probably in the range 87–95%, so we should not expect source (3) to be a major contributor.

Because there are sources of low-energy events in the energy detector that are not associated with electron backscatter, we cannot determine the backscatter veto efficiency of the spectrometer simply by comparing the energy detector singles and coincidence spectra. We need an independent way to estimate the veto efficiency. First, consider the data displayed in Figure 17, a scatter plot of coincidence events in the energy detector and a single veto paddle (paddle 6). Most of the coincidences fall into two horizontal bands in the veto detector ADC spectrum. The lower band, at about channel 150, are events where a single photoelectron was produced in the veto detector PMT. To ensure that most single photoelectron events were above the discriminator threshold we set the PMT gain (voltage on the base) very high, 2900 V. As a result, most of the higher energy veto events, corresponding to many photoelectrons in the event, are in the veto ADC overflow channel, the upper horizontal band. The broad, nearly vertical band on the left with a negative slope contains backscattered electrons. The slope demonstrates the sharing of the incident energy between the energy and veto detectors. We note that the energy resolution of the veto detector is quite poor, due to relatively poor light collection in this geometry. For a given energy detector energy, the associated coincidence veto energy spectrum is very broad. This means that the light collection efficiency of the veto paddle varies significantly as a function of the place where the electron strikes it. Given the shape of the veto paddle and light guides this is not surprising. The backscatter rejection efficiency is therefore closely related to the probability of producing at least one photoelectron in the PMT, averaged over the electron energy and the struck position on the veto paddle.

We must address an important question here: What fraction of single photoelectron (p.e.) events will generate a pulse above the discriminator threshold? To answer this question we performed the following ancillary measurement with no electron beam. When the room lights are on in the target room, a small amount of light leaks into the detector chamber through the Kapton window which is slightly transparent, and can reach the veto PMT via small gaps in the mylar wrapping on the paddle. This light produces only single p.e. events in the veto detector. We made equal time measurements of these events with the room lights on and off, to subtract dark current, producing a pure single p.e. spectrum. We then repeated this as a function of PMT base voltage. The results, for veto paddle 6, are shown in Figure 18. This curve is effectively the integral of the single p.e. pulse height distribution (approximately a Gaussian). At a PMT voltage of 2500 V the discriminator threshold is above the entire single p.e. distribution. At about 2600 V the threshold is close to the peak of the distribution. At 2900 V the threshold is below the distribution and the single p.e. counting efficiency remains constant as the PMT voltage is increased further. When the electron beam data were taken the veto detector PMT voltage was 2900 V, so the single photoelectron counting efficiency was effectively 100%.

From this we can conclude that a valid veto pulse was generated whenever the backscattered electron produced at least one photoelectron in a veto detector PMT. There is of course some chance that a backscattered electron struck the veto detector and produced no photoelectrons. In that case the event was not vetoed. We must now concentrate on estimating that probability. Figure 19 shows a histogram of the pulse height distribution of veto detector 6 for events in coincidence with the energy detector. Most events are in the ADC overflow channel (1105). The single and two photoelectron peaks, and a hint of the three photoelectron peak, are evident on the left. If the first two are fit to a double Gaussian, we obtain 2390 single photoelectron and 1590 two photoelectron events. The total number of events, including overflows, is 31,680. Each scintillation photon produced in the veto paddle has an independent, small chance of being successfully transported to the photomultiplier and producing a photoelectron. Therefore, for a particular electron energy incident on a particular spot on the paddle, we can expect the number of photoelectrons collected to conform to a Poisson distribution:

$$P(\mu ,n)=\frac{e^\mu \mu ^n}{n!}$$
(7)
in which $`P(\mu ,n)`$ is the probability of producing $`n`$ photoelectrons when the average is $`\mu `$. Clearly $`\mu `$ depends on electron energy and the struck position on the paddle. The pulse height distribution of Figure 19, which is also the distribution of photoelectron number, is the sum of the Poisson distributions for the various electron energies and paddle positions. The average number of photoelectrons in the total distribution is greater than 20, so the one and two photoelectron peaks are dominated by the Poisson distributions associated with the lowest electron energies and the worst light collection. We will make the simplifying assumption these peaks belong to a single Poisson distribution with a single mean $`\mu `$. From Equation 7 we have: $`P(1)/P(2)=2/\mu `$ and $`P(0)/P(1)=1/\mu `$. Using the fit peak areas in Figure 19 we obtain an estimate of 1790 events that produced zero photoelectrons. Now in this process we neglected the three (and higher) photoelectron peaks and the tails of higher peaks that lie under our fit curve, so we probably underestimated the number of zero-PE events. However we believe that, judging from Figure 19, it is fair to say that the true value of the ratio $`P(1)/P(2)`$ lies in the range 1–3. This gives us an estimated range of 1195–3585 events that produced zero photoelectrons. Comparing this to the total number of coincidence events in Figure 19 we can thus estimate the overall backscatter veto efficiency to be in the range 90–96%.

Another interesting result that can be extracted from these data is the energy distribution of electrons backscattered from the plastic scintillator energy detector. The net coincidence spectrum (see Figure 15) shows the distribution of energies that backscattered electrons deposited in the energy detector. The inverse of this spectrum, subtracted from the calculated beam energy of 976 keV, is the spectrum of missing energy. It gives the energy distribution carried by the backscattered electrons. This can be directly compared to the ETRAN simulated result, calculated using 976 keV electrons incident with the same collimation on a thick plastic scintillator. This comparison is presented in Figure 20. To facilitate the comparison, the ETRAN spectrum has been convoluted with a Gaussian corresponding to the energy detector energy resolution. Note that the agreement is quite good, although there is some disagreement on the fraction of backscattered electrons that carry more than 50% of the full energy. This may result from the fact that electrons that backscatter and carry high energy are somewhat more likely to produce at least one p.e. and be vetoed.

## 7 Conclusions

Together, the Monte Carlo simulation of the spectrometer in the conditions of the $`a`$ coefficient experiment including the realistic magnetic field, and the prototype test run on the electron Van de Graaff, provide a good indication of how the spectrometer will perform in the experiment. The Monte Carlo demonstrated that the low energy tail in the electron response function, caused by electrons that backscatter and deposit less than 75% of their initial energy in the energy detector, will be less than 0.2% assuming that all backscattered electrons that deposit more than 50 keV in the veto detector produce a veto signal. The prototype test showed that, due to relatively poor light collection in the veto paddles, the veto efficiency depends more on the position struck by the electron than the energy deposited. It showed that we can expect only 90–96% of these events to produce a veto signal. Looking at Table 3, we see that this will cause the tail to increase by as much as 10% of f75V. Even with this increase the total low-energy tail for electron energy 300–700 keV will still be less than 0.5%. Therefore we conclude that this spectrometer will be suitable for the experiment.

We plan to design and build an improved version of the spectrometer for use in the $`a`$ coefficient experiment. One important improvement will be to bend the veto detector light guides at a smaller angle to increase light collection efficiency, and therefore increase the veto efficiency. It should be possible to do this and still maintain the total length of the spectrometer within the desired maximum of 72 cm. Another improvement will be to shorten the energy detector light guide to increase its light collection efficiency. This should produce a slightly better energy resolution.

## 8 Acknowledgements

We thank Boris Yerozolimsky, Lev Goldin, and Richard Wilson of Harvard University for important discussions related to this project. We are grateful to Jeffrey Nico and David Gilliam of NIST for their interest in this work and helpful comments. This work was supported in part by U.S. Department of Energy Interagency Agreement DE-AI02-93ER40784.


text:
# Surface tension in a compressible liquid-drop model: Effects on nuclear density and neutron skin thickness

## Abstract

We examine whether or not the surface tension acts to increase the nucleon density in the nuclear interior within a compressible liquid-drop model. We find that it depends on the density dependence of the surface tension, which may in turn be deduced from the neutron skin thickness of stable nuclei.

The saturation property of bulk nuclear matter is usually deduced from empirical data on the masses and radii of stable nuclei BW . If nuclear matter is incompressible, the bulk saturation density is equal to the density in the nuclear interior. However, nuclear matter in nuclei is more or less compressible. The question of how the finite compressibility of nuclear matter makes the density in the nuclear interior deviate from the saturation density has yet to be clarified. In this paper, by using a compressible liquid-drop model, we show that a key feature in addressing this question is the density dependence of the surface tension. We then derive its relation with the neutron skin thickness.

The dependence of the surface energy on the density of the nucleon liquid naturally occurs. In the Fermi-gas model, the surface energy arises from a reduction of the available density of states of nucleons due to the presence of the surface, beyond which the nucleon flux vanishes. The total kinetic energy thus increases by an amount proportional to the surface area, and this increase depends on the nucleon density through the nucleon Fermi momentum. In addition to this kinetic contribution, the interaction between nucleons contributes to the surface energy more importantly. This is because a nucleon in the surface region does not perceive the same amount of attraction from the surrounding nucleons as that which it would if it were in the deeper region. This contribution is determined by the property of the nuclear medium, which is characterized by the nucleon density. We remark that for the same reasons, the surface energy depends also on the neutron excess of the liquid; this dependence has to be invariant under exchange between neutrons and protons.

As discussed by Yamada Ya , the dependence of the surface energy on the inner liquid density controls the density deviation from the bulk saturation density. Usually, this dependence is not considered explicitly. This is because the surface tension is normally calculated for a planar interface between the saturated nucleon liquid and the vacuum, which are in mechanical equilibrium. However, this is not equivalent to mechanical equilibrium in a real nucleus, which is generally associated with additional pressures arising from the size- and density-dependence of the surface energy. These pressures in turn affect the equilibrium density of the compressible nucleon liquid.

In order to see this effect, we utilize a compressible liquid-drop model, which gives rise to a semi-empirical mass formula in a way dependent on the density and neutron excess in the nuclear interior, $`n_{\mathrm{in}}`$ and $`\delta _{\mathrm{in}}`$. Generally, a liquid-drop model is advantageous to the description of various macroscopic properties of nuclei. During the past decade, it has been used in describing, e.g., neutron skin Da , nuclear fission Nat , deformation of rapidly rotating nuclei MS3 , synthesis of superheavy nuclei MS3 , and nuclei in neutron star crusts PR2 .

Throughout this paper we consider nearly symmetric nuclei, for which we can set $`R_nR_p`$. We assume that the distribution of $`i`$ nucleons ($`i=n,p`$) is spherically symmetric, uniform at a number density $`n_i`$, and squared off at a radius $`R_i`$. For a nucleus of mass number $`A`$ and charge number $`Z`$ (neutron number $`N=AZ`$), we thus obtain $`n_{\mathrm{in}}=n_n+n_p`$ and

$`\delta _{\mathrm{in}}`$ $`=`$ $`(n_nn_p)/(n_n+n_p)`$ (1)
$``$ $`(NZ)/A.`$
We then write the binding energy $`E_B`$ of the nucleus as

$$E_B=E_{\mathrm{vol}}+E_{\mathrm{surf}}+E_{\mathrm{Coul}}.$$
(2)
Here

$$E_{\mathrm{vol}}=Aw(n_{\mathrm{in}},\delta _{\mathrm{in}}),$$
(3)
with the bulk energy per nucleon $`w`$, is the volume energy,

$$E_{\mathrm{surf}}=4\pi \sigma (n_{\mathrm{in}},\delta _{\mathrm{in}})R_p^2,$$
(4)
with the density-dependent surface tension $`\sigma `$, is the surface energy, and

$$E_{\mathrm{Coul}}=\frac{3Z^2e^2}{5R_p},$$
(5)
is the Coulomb energy. For $`w`$ and $`\sigma `$, we adopt a form expanded with respect to the density and neutron excess around $`n_{\mathrm{in}}=n_0`$ and $`\delta _{\mathrm{in}}=0`$:

$`w(n_{\mathrm{in}},\delta _{\mathrm{in}})`$ $`=`$ $`w_0+{\displaystyle \frac{K_0}{18n_0^2}}(n_{\mathrm{in}}n_0)^2`$ (6)
$`+\left[S_0+{\displaystyle \frac{L}{3n_0}}(n_{\mathrm{in}}n_0)\right]\delta _{\mathrm{in}}^2,`$
where $`n_0`$ and $`w_0`$ are the saturation density and energy of symmetric nuclear matter, $`K_0`$ is the incompressibility of symmetric nuclear matter, $`S_0`$ is the symmetry energy coefficient, and $`L`$ is the density symmetry coefficient, and

$$\sigma (n_{\mathrm{in}},\delta _{\mathrm{in}})=\sigma _0\left[1C_{\mathrm{sym}}\delta _{\mathrm{in}}^2+\chi \left(\frac{n_{\mathrm{in}}n_0}{n_0}\right)\right],$$
(7)
where $`\sigma _0=\sigma (n_0,0)`$, $`C_{\mathrm{sym}}`$ is the surface symmetry energy coefficient, and $`\chi =(n_0/\sigma _0)\sigma /n_{\mathrm{in}}|_{n_{\mathrm{in}}=n_0,\delta _{\mathrm{in}}=0}`$. In Eq. (2) we have ignored the energy contribution of the neutron skin thickness $`R_nR_p`$, which will be considered later, and curvature corrections. We have also ignored pairing and shell corrections since we will confine ourselves to macroscopic properties of the nuclear ground state. We remark that in equilibrium $`n_{\mathrm{in}}`$ is related to $`\delta _{\mathrm{in}}`$, as we shall see just below.

Some of the coefficients characterizing the bulk energy (6) can be deduced from empirical data for the masses and root-mean-square charge radii of stable nuclei. The saturation density $`n_0`$, the saturation energy $`w_0`$, and the symmetry energy coefficient $`S_0`$ typically take on a value ranging 0.14–0.17 fm-3, $`16\pm 1`$ MeV, and 25–40 MeV, whereas the incompressibility $`K_0`$ and the density symmetry coefficient $`L`$, which control the density dependence of bulk nuclear matter, are not well constrained. Using a simplified version of the Thomas-Fermi model OI  we found that various sets of the values of $`K_0`$ and $`L`$ ranging 180–360 MeV and 0–200 MeV reasonably reproduce the empirical masses and radii and that future systematic measurements of the matter radii of unstable neutron-rich nuclei would give a good constraint on the value of $`L`$.

We turn to the coefficients in the surface tension (7). The primary coefficient $`\sigma _0`$ and the surface symmetry coefficient $`C_{\mathrm{sym}}`$ can be estimated from the empirical mass data as $`\sigma _01`$ MeV fm-2 and $`C_{\mathrm{sym}}=1.5`$–2.5. The parameter $`\chi `$ characterizing the density dependence of the surface tension is poorly known and hence the quantity of interest in this work. Myers and Swiatecki MS  simply set $`\chi =0`$, while the Fermi-gas model predicts $`\chi =4/3`$. We will see that a precise determination of $`n_0`$ from the values of $`n_{\mathrm{in}}`$ deduced, e.g., from electron-nucleus elastic scattering data requires reliable information about $`\chi `$.

Let us now estimate the equilibrium value of $`n_{\mathrm{in}}`$ from pressure equilibrium and compare it to the bulk saturation density $`n_s`$ at fixed $`\delta _{\mathrm{in}}`$. Within the present compressible liquid-drop model, the pressure equilibrium condition can be obtained from optimization of the binding energy (2) with respect to the size under fixed $`A`$ and $`Z`$ as

$$0=P_{\mathrm{vol}}+P_{\mathrm{surf}}+P_{\mathrm{Coul}}.$$
(8)
Here

$`P_{\mathrm{vol}}`$ $`=`$ $`{\displaystyle \frac{K_0}{9}}(n_{\mathrm{in}}n_0)+{\displaystyle \frac{L}{3}}n_0\delta _{\mathrm{in}}^2`$ (9)
$``$ $`{\displaystyle \frac{K_0}{9}}(n_{\mathrm{in}}n_s)`$
is the volume pressure,

$$P_{\mathrm{surf}}=\frac{2\sigma _0}{R_p}\left[1\frac{3}{2}\chi C_{\mathrm{sym}}\delta _{\mathrm{in}}^2+\chi \left(\frac{n_{\mathrm{in}}n_0}{n_0}\right)\right]$$
(10)
is the surface pressure, and

$$P_{\mathrm{Coul}}=\frac{3Z^2e^2}{20\pi R_p^4},$$
(11)
is the Coulomb pressure. The bulk pressure vanishes at the saturation density,

$$n_s=n_0\frac{3Ln_0}{K_0}\delta _{\mathrm{in}}^2,$$
(12)
which generally decreases with increasing $`\delta _{\mathrm{in}}`$ as has already been discussed in Refs. OI ; OTSST . The Coulomb pressure acts to increase the nuclear size, whereas the surface pressure tends to enlarge or reduce the nuclear size according to whether $`\chi `$ is larger or smaller than $`2/3`$.

The relation (8), if the Coulomb pressure $`P_{\mathrm{Coul}}`$ is ignored, can be reduced to Laplace’s formula. This can be done by transforming Eq. (8) into

$$P_{\mathrm{vol}}+\frac{3\sigma _0\chi }{R_p}=\frac{2\sigma (n_{\mathrm{in}},\delta _{\mathrm{in}})}{R_p}.$$
(13)
Here the left side, arising from the energy derivative with respect to $`n_{\mathrm{in}}`$, corresponds to the pressure of the nucleon liquid, while the right side arises from the energy derivative with respect to $`R_p`$.

Deviation of the equilibrium value of $`n_{\mathrm{in}}`$ from the bulk saturation density $`n_s`$ at fixed $`\delta _{\mathrm{in}}`$ can be estimated from condition (8) as

$`n_{\mathrm{in}}n_s`$ $``$ $`0.016\left({\displaystyle \frac{230\mathrm{MeV}}{K_0}}\right)\left({\displaystyle \frac{\sigma _0}{1\mathrm{MeV}\mathrm{fm}^2}}\right)\left({\displaystyle \frac{5\mathrm{fm}}{R_p}}\right)`$ (14)
$`\times \left(1{\displaystyle \frac{3}{2}}\chi {\displaystyle \frac{3Z^2e^2}{40\pi R_p^3\sigma _0}}\right)\mathrm{fm}^3.`$
In this estimate we have used $`P_{\mathrm{surf}}2\sigma _0(13\chi /2)/R_p`$. The ratio of the Coulomb pressure to the surface pressure, $`3Z^2e^2/40\pi R_p^3\sigma _0`$, is typically 0.2–0.6. We find from this estimate that for $`\chi `$=0 and 4/3, the surface pressure can induce about 10 % change in $`n_{\mathrm{in}}`$ in different directions. We thus see the role played by $`\chi `$ in determining $`n_s`$ from empirical information about $`n_{\mathrm{in}}`$.

We now proceed to show that the neutron skin thickness, which has been neglected so far, is a quantity that may be useful for deduction of the value of $`\chi `$. In doing so, as considered by Pethick and Ravenhall PR , it is convenient to describe the nuclear surface in a thermodynamically consistent manner. In this description, the nuclear surface is in thermodynamic equilibrium with the bulk system composed of $`A`$ nucleons, and the neutron skin arises from adsorption of $`N_s`$ neutrons onto the nuclear surface. The interior region composed of $`AN_s`$ nucleons acts as a reservoir of neutron chemical potential $`\mu _n`$, and neutrons can go back and forth between the skin and interior regions. Consequently, the relevant thermodynamic quantity is the thermodynamic potential, $`\mathrm{\Omega }=\mathrm{\Omega }_{\mathrm{vol}}+\mathrm{\Omega }_{\mathrm{surf}}+\mathrm{\Omega }_{\mathrm{Coul}}`$, divided in a similar way to the binding energy (2). In equilibrium, $`\mathrm{\Omega }_{\mathrm{surf}}=\sigma 𝒜`$, where $`𝒜`$ is the surface area. A small quasistatic change in the neutron excess in the interior region with $`A`$ and $`N`$ fixed gives rise to a change in the thermodynamic potential of the surface, $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{surf}}`$, and a change in the neutron chemical potential, $`\mathrm{\Delta }\mu _n`$, which are related as

$$\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{surf}}=N_s\mathrm{\Delta }\mu _n.$$
(15)
This relation indicates that the neutron skin can be described in terms of the bulk and surface properties. We remark that at $`N=Z`$, a balance between the induced changes $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{vol}}`$ and $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{Coul}}`$ in the volume and Coulomb energies allows the neutron excess in the interior region to deviate from zero and hence a proton skin to occur, as we shall see.

It is straightforward to combine the above thermodynamic description of the nuclear surface with the compressible liquid-drop model adopted here. In this model, $`\delta _{\mathrm{in}}`$, $`N_s`$, $`𝒜`$, and $`\mu _n`$ read

$`\delta _{\mathrm{in}}`$ $`=`$ $`{\displaystyle \frac{NN_sZ}{AN_s}}`$ (16)
$``$ $`{\displaystyle \frac{NZ}{A}}{\displaystyle \frac{3(R_nR_p)}{2R_p}},`$
$$N_s4\pi R_p^2n_n(R_nR_p),𝒜4\pi R_p^2,$$
(17)
and

$$\mu _n=w_0+S_0\delta _{\mathrm{in}}(2\delta _{\mathrm{in}})+𝒪(\delta _{\mathrm{in}}^3).$$
(18)
Here we have calculated $`\mu _n`$ at the bulk saturation density (12); the dependence of $`\mu _n`$ on the parameters $`L`$ and $`K_0`$ characterizing the density dependence of the bulk energy does not appear up to second order in $`\delta _{\mathrm{in}}`$.

We can now obtain the expression for the neutron skin thickness in the absence of Coulomb energy. In this case the system is symmetric under exchange between neutrons and protons. Substitution of Eqs. (7), (16), (17), and (18) into Eq. (15) leads to

$$R_nR_p=C\delta \left(1+\frac{3C}{2R_p}\right)^1+𝒪(\delta ^2),$$
(19)
where

$$C\frac{2\sigma _0}{S_0n_0}\left(C_{\mathrm{sym}}+\frac{3L\chi }{K_0}\right),$$
(20)
and $`\delta (NZ)/A`$. The parameter $`C`$ originates mainly from a change in the surface tension due to the small quasistatic change in $`\delta _{\mathrm{in}}`$. This change is characterized not only by the surface symmetry energy coefficient $`C_{\mathrm{sym}}`$, but also by the parameter $`\chi `$ through the dependence of the saturation density $`n_s`$ given by Eq. (12) on $`\delta _{\mathrm{in}}`$. The term $`3L\chi /K_0`$ in the right side of Eq. (20) is associated with the finite compressibility and thus vanishes in the incompressible limit in which Eq. (19) reduces to the result for $`R_nR_p`$ obtained by Pethick and Ravenhall PR . Note that this term does not exist in the result of Myers and Swiatecki MS2  who presumed $`\chi =0`$ in a compressible liquid-drop picture, although it can be comparable with $`C_{\mathrm{sym}}`$. The fact that $`3L\chi /K_0`$ is poorly known suggests that one could not deduce the EOS parameters $`L`$ and $`K_0`$ from experimental data for the neutron skin thickness without knowing $`\chi `$. Consequently, it turns out that previous investigations that attempted to relate the neutron skin thickness with the EOS of nuclear matter OTSST ; SL ; Da  do not take full account of uncertainties in the parameters $`\chi `$, $`L`$, and $`K_0`$. We can see from Eq. (19) that the neutron skin vanishes at $`N=Z`$, as it should in the absence of Coulomb energy.

Coulomb effects ignored in Eq. (19) induce a thin proton skin at $`N=Z`$ through a deviation of $`\delta _{\mathrm{in}}`$ from zero and a polarization of the nuclear interior, as discussed by Myers and Swiatecki MS2 . First, in order to calculate the deviation of $`\delta _{\mathrm{in}}`$ at $`N=Z`$, one has only to consider the balance between $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{vol}}`$ and $`\mathrm{\Delta }\mathrm{\Omega }_{\mathrm{Coul}}`$. In this case an increment in the proton radius $`R_p`$ tends to reduce the Coulomb energy, while it leads to a cost of the symmetry energy in the nuclear interior. We may thus obtain

$$\delta _{\mathrm{in}}\frac{Ze^2}{20R_pS_0}\text{at }N=Z,$$
(21)
which typically amounts to a small value of $`0.02`$. For the neutron skin thickness (19), this deviation effectively replaces $`\delta `$ by $`\delta Ze^2/20R_pS_0`$ MS2 . In the liquid-drop picture, the $`\beta `$ stability condition that the neutron and proton chemical potentials are almost equal is given by

$$\delta _{\mathrm{in}}\frac{3Ze^2}{10R_pS_0}.$$
(22)
This $`\delta _{\mathrm{in}}`$ is much larger than $`Ze^2/20R_pS_0`$, which implies that generally stable nuclei, lying around the $`\beta `$ stability line, have a neutron skin. Second, the polarization of the nuclear interior tends to reduce a difference between the root-mean-square radii of the neutron and proton density distributions, $`\mathrm{\Delta }r_{np}`$, by redistributing nucleons in such a way as to deplete protons in the central region. This reduction amounts to $`\sqrt{3/5}Ze^2/70S_0`$ MS2 , which typically takes on a small value of 0.01–0.04 fm.

By incorporating these Coulomb effects into Eq. (19), we finally obtain

$$\mathrm{\Delta }r_{np}\sqrt{\frac{3}{5}}\left[C\left(\delta \frac{Ze^2}{20R_pS_0}\right)\left(1+\frac{3C}{2R_p}\right)^1\frac{Ze^2}{70S_0}\right],$$
(23)
where a factor $`\sqrt{3/5}`$ arises from a difference between the root-mean-square and the half-density radius for the rectangular distribution. Here we have ignored corrections due to the difference in the surface diffuseness between protons and neutrons. These corrections are lower order in $`A`$ than the terms in Eq. (23) Da  and hence expected to be negligibly small for heavy stable nuclei of interest here.

We now ask how one can obtain information about $`\chi `$ from empirically deduced values of $`\mathrm{\Delta }r_{np}`$ for stable nuclei such as Ni and Sn isotopes. Such values can be deduced, e.g., from measurements of proton- and electron-nucleus elastic differential cross sections Ba . It is instructive to compare the deduced values with the prediction by the present liquid-drop model, which is given by Eq. (23). Figure 1 exhibits the deduced and predicted values as a function of $`\delta `$. When $`\chi =0`$, the predicted values by setting the other parameters at typical values are appreciably smaller than the deduced ones. This suggests that $`\chi `$ is likely to be positive. However, the magnitude of $`\chi `$ remains to be clarified since $`\chi `$ is coupled with the uncertain parameters $`L`$ and $`K_0`$ in Eq. (23). We remark that a staggering of the deduced values is far larger than that of the predicted values. This may be partly because the former values were deduced by various groups using different models for proton elastic scattering and nucleon density distribution, and partly because pairing and shell effects are ignored in the present prediction.

In summary we have found from a compressible liquid-drop model that whether or not the nucleon density in the nuclear interior is larger than the bulk saturation density depends on the density dependence of the surface tension, which in turn controls the neutron excess dependence of the neutron skin thickness. In order to deduce the density dependence of the surface tension and the bulk saturation density from the neutron skin thickness and the interior density, it would be useful to systematically analyze differential cross sections measured for proton and electron elastic scattering off stable nuclei. In such analysis of proton elastic scattering data obtained for incident energies above 500 MeV, one could relate the angle of diffraction maxima measured in the small momentum transfer region to the root-mean-square matter radius by using the Glauber theory in the optical limit approximation IOB . The research in this direction is under way.

We are grateful to A. Kohama for helpful discussions. This work was supported in part by RIKEN Special Postdoctoral Researchers Grant No. A11-52040.


text:
# Convex rationally connected varieties

## 0. Introduction

Let $`X`$ be a nonsingular projective variety over $``$. A morphism,

$$\mu :𝐏^1X,$$

is unobstructed if $`H^1(𝐏^1,\mu ^{}T_X)=0`$. The variety $`X`$ is convex if all morphisms $`\mu :𝐏^1X`$ are unobstructed.

A rational curve in $`X`$ is the image of a morphism

$$\mu :𝐏^1X.$$

The variety $`X`$ is rationally connected if all pairs of points of $`X`$ are connected by rational curves.

Homogeneous spaces $`𝐆/𝐏`$ for connected linear algebraic groups are convex, rationally connected, nonsingular, projective varieties. Convexity is a consequence of the global generation of the tangent bundle of $`𝐆/𝐏`$. Rational connectedness is consequence of the rationality of $`𝐆/𝐏`$.

The following speculation arose at dinner after an algebraic geometry seminar at Princeton in the fall of 2002.

Speculation. If $`X`$ is convex and rationally connected, then $`X`$ is a homogeneous space.

The failure of the speculation would perhaps be more interesting than the success.

## 1. Complete intersections

The only real evidence known to the author is the following result for complete intersections in projective space.

Theorem. If $`X𝐏^n`$ is a convex, rationally connected, nonsingular complete intersection, then $`X`$ is a homogeneous space.

Proof. We first consider nonsingular complete intersections of dimension at most 1:

1. in dimension 0, only points are rationally connected,
2. in dimension 1, only $`𝐏^1`$ is rationally connected.

Hence, the rationally connected complete intersections of dimension at most 1 are simply connected.

Let $`X𝐏^n`$ be a generic complete intersection of type $`(d_1,\mathrm{},d_l)`$. Let $`d=_{i=1}^ld_i`$. By the results of , $`X`$ is rationally connected if and only if $`dn`$. Moreover, if $`X`$ is rationally connected, then $`X`$ must be simply connected: if the dimension of $`X`$ at least 2, $`X`$ is simply connected by Lefschetz, see .

Let $`M`$ denote the parameter space of lines in $`X`$. $`M`$ is a non-empty, nonsingular variety of dimension $`2n2dl`$. Non-emptiness can be seen by several methods. For example, the nonvanishing in degree 1 of the 1-point series of the quantum cohomology of $`X`$ implies $`M`$ is non-empty, see , . Nonsingularity is a consequence of the genericity of $`X`$. Let $`\pi :UM`$ denote the universal family of lines over $`M`$, and let

$$\nu :UX$$

denote the universal morphism.

Let $`L`$ be a line on $`X`$. If $`X`$ is convex, the normal bundle $`N_L`$ of $`L`$ in $`X`$ must be semi-positive. If $`N_L`$ has a negative line summand, then every double cover of $`L`$,

$$\mu :𝐏^1LX,$$

is obstructed. Since the degree of $`N_L`$ is $`nd1`$, we may assume $`dn1`$.

Every semi-positive bundle on $`𝐏^1`$ is generated by global sections. Hence, if every line $`L`$ has semi-positive normal bundle, we easily conclude the morphism $`\nu `$ is smooth and surjects onto $`X`$. The fiber of $`\nu `$ over $`xX`$ is the parameter space of lines passing through $`x`$.

We now consider the Leray spectral sequence for the fibration $`\nu `$, see . The Leray spectral sequence degenerates at the $`E_2`$ term,

$$E_2^{pq}=H^p(X,R^q\nu _{}).$$

Since $`X`$ is simply connected, all local systems on $`X`$ are constant. Hence,

$$E_2^{pq}=H^p(X,R^q\nu _{})=H^p(X,)H^q(F,),$$

where $`F`$ denotes the fiber of $`\nu `$.

Let $`p_U(t)`$, $`p_F(t)`$, and $`p_X(t)`$ denote the Poincaré polynomials of the manifolds $`U`$, $`F`$, and $`X`$. We conclude,

$$p_U=p_Fp_X.$$

On the other hand, since $`U`$ is a locally trivial fibration over $`M`$, the polynomial $`p_{𝐏^1}`$ must divide $`p_U`$. Since

$$p_{𝐏^1}=1+t^2$$

is irreducible over the integers, we find $`1+t^2`$ divides either $`p_F`$ or $`p_X`$.

We have proven the following result. Let $`X𝐏^n`$ be a generic complete intersection of type $`(d_1,\mathrm{},d_l)`$ satisfying $`dn1`$. If every line of $`X`$ has a semi-positive normal bundle, then either $`p_F(i)=0`$ or $`p_X(i)=0`$.

Consider the fiber $`F`$ of $`\nu `$ over $`x`$. The dimension of $`F`$ is $`n1d`$. In fact, $`F`$ is a complete intersection of type

$$(1,2,3,\mathrm{},d_1,1,2,3,\mathrm{},d_2,\mathrm{},1,2,3,\mathrm{},d_l)$$

in the projective space $`𝐏^{n1}`$ of lines of $`𝐏^n`$ passing through $`x`$.

If $`p_F(i)=0`$, then the type of $`F`$ must be one of the three types allowed by the Lemma below. If $`p_X(i)=0`$, then the type of $`X`$ must be one of the three allowed by the Lemma. Since, one of the two polynomial evaluations must vanish, we conclude the type of $`X`$ must be either $`(1,\mathrm{},1)`$ or $`(1,\mathrm{},1,2).`$ Clearly both are types of homogeneous varieties.

If $`X`$ is not of one of the two above types, then $`X`$ must contain a line $`L`$ for which $`N_L`$ has a negative line summand. Since $`X`$ was assumed to be general, every nonsingular complete intersection $`Y`$ of the type of $`X`$ must also contain such a line by taking a limit of $`L`$.

Therefore, if the type of a nonsingular complete intersection $`Y`$ is not $`(1,\mathrm{},1)`$ or $`(1,\mathrm{},1,2)`$, then $`Y`$ is not a convex, rationally connected variety. ∎

The proof of the Theorem also shows homogeneous complete intersections in projective space must be of type $`(1,\mathrm{},1)`$ or $`(1,\mathrm{},1,2)`$.

Lemma. Let $`Y𝐏^n`$ be a nonsingular complete intersection of dimension $`k`$. Let $`p_Y(t)`$ be the Poincaré polynomial of $`Y`$. If $`p_Y(i)=0`$, then one of the following three possibilities hold:

1. the type of $`Y`$ is $`(1,\mathrm{},1)`$ and $`k`$ is odd,
2. the type of $`Y`$ is $`(1,\mathrm{},1,2)`$ and $`k`$ is odd,
3. the type of $`Y`$ is $`(1,\mathrm{},1,2)`$, and $`k=2mod4`$.

Proof. Let $`Y𝐏^n`$ be a nonsingular complete intersection of dimension $`k`$. The cohomology of $`Y`$ is determined by the Lefschetz isomorphism except in the middle (real) dimension $`k`$. The cohomology determined by Lefschetz is of rank 1 in all even (real) dimensions. If $`k`$ is odd, then

$$p_Y(t)=\underset{q=0}{\overset{k}{}}t^{2q}+b_kt^k,$$

where $`b_k`$ is the $`k^{th}`$ Betti number. We see $`p_Y(i)=0`$ if and only if $`b_k=0`$. If $`k`$ is even,

$$p_Y(t)=\underset{q=0}{\overset{k}{}}t^{2q}+(b_k1)t^k.$$

We see $`p_Y(i)=0`$ if and only if $`k=2mod4`$ and $`b_k1=1`$.

Assume $`p_Y(i)=0`$. Let $`(e_1,\mathrm{},e_k)`$ be the type of $`Y`$. Let $`e`$ be the largest element of the type.

Let $`Z𝐏^n`$ be a nonsingular projective variety of dimension $`r`$. Let $`H_d𝐏^n`$ be a general hypersurface of degree $`d`$. The dimension,

$$h^{r1}(ZH_d,),$$

is a non-decreasing function of $`d`$, see . Hence, we can bound $`b_k`$ for $`Y`$ from below by the middle cohomology $`b_k^{}`$ of the complete intersection $`Y^{}𝐏^n`$ of type $`(e,1,\mathrm{},1)`$,

$$b_kb_k^{}.$$

The variety $`Y^{}`$ may then be viewed as a hypersurface of degree $`e`$ in the smaller projective space $`𝐏^{k+1}`$.

For a hypersurface $`Y^{}𝐏^{k+1}`$ of degree $`e`$, the middle cohomology $`b_k^{}`$ is given by the following formula:

$$b_k^{}\delta _k=\frac{(e1)}{e}((e1)^{k+1}(1)^{k+1}),$$

where $`\delta _k`$ is 1 if $`k`$ is even and 0 if $`k`$ is odd. If $`k`$ is odd,

$$b_k^{}=\frac{(e1)}{e}((e1)^{k+1}1).$$

Then, $`b_k^{}>0`$ if $`e>2`$. If $`k`$ is even,

$$b_k^{}1=\frac{(e1)}{e}((e1)^{k+1}+1).$$

Then, $`b_k1>1`$ if $`e>2`$. Therefore, we conclude $`e2`$.

If $`e=1`$, then case (i) of the Lemma is obtained. It is easy to check $`k`$ must be odd for $`p_Y(i)=0`$ to hold.

Let $`e=2`$. If $`Y`$ is of type $`(1,\mathrm{},1,2)`$, then either case (ii) or (iii) of the Lemma is obtained. If $`k`$ is even,

$$k=2\text{mod}4$$

must be satisfied in order for $`p_Y(i)=0`$ to hold.

If $`Y`$ is not of type $`(1,\mathrm{},1,2)`$, then the next largest type of $`Y`$ must be at least 2. As before, we may bound $`b_k`$ from below by the middle cohomology $`b_k^{}`$ of the complete intersection of type $`(2,2)`$ in $`𝐏^{k+2}`$. If $`k`$ is odd, the calculation below shows

$$b_k^{}=k+1>0.$$

If $`k`$ is even, the calculation below shows

$$b_k^{}1=k+3>1.$$

In fact, the type of $`Y`$ can not contain two elements greater than 1 in $`p_Y(i)=0`$.

Let $`k0`$. The Euler characteristic $`\chi _{22}(k)`$ of a nonsingular complete intersection of type $`(2,2)`$ in $`𝐏^{k+2}`$ is:

$`{\displaystyle _{𝐏^{k+2}}}\left({\displaystyle \frac{2H}{1+2H}}\right)^2(1+H)^{k+3}`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{k}{}}}2^{k+2i}(1)^{ki}(k+1i)\left({\displaystyle \genfrac{}{}{0pt}{}{k+3}{i}}\right).`$
On the other hand, since

$$(k+3)(t1)^{k+2}(t1)^{k+3}+(1)^{k+3}=$$

$$\underset{i=0}{\overset{k+2}{}}t^{k+2i}(1)^i(k+3it)\left(\genfrac{}{}{0pt}{}{k+3}{i}\right),$$

we find:

$`(1)^k\chi _{22}(k)=k+2+(1)^k(k+2).`$
The formulas for $`b_k^{}`$ then follow easily. ∎

## 2. Homogeneous complete intersections

It is interesting to see how the homogeneous complete intersections survive the above analysis.

First, consider a complete intersection $`X𝐏^n`$ of type $`(1,\mathrm{},1)`$. Then, $`F`$ is of dimension $`n1l`$, and $`X`$ is a dimension $`nl`$. Both are complete intersections of hyperplanes. Since one of $`n1l`$ and $`nl`$ is odd, exactly one of the conditions $`p_F(i)=0`$ or $`p_X(i)=0`$ holds by part (i) of the Lemma.

Next, consider a complete intersection $`X𝐏^n`$ of type $`(1,\mathrm{},1,2)`$ where $`l+1n1`$ Then, $`F`$ is of dimension $`n1l1`$, and $`X`$ is of dimension $`nl`$. There are two cases:

1. If $`nl2`$ and $`nl`$ are odd, then both $`p_F(i)=0`$ and $`p_X(i)=0`$ by part (ii) of the Lemma.
2. If $`nl2`$ and $`nl`$ are even, then one of $`(nl2)/2`$ and $`(nl)/2`$ is odd. Hence, exactly one of the conditions $`p_F(i)=0`$ and $`p_X(i)=0`$ holds by part (iii) of the Lemma.

Department of Mathematics
Princeton University
Princeton, NJ 08540