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# Can experimental tests of Bell inequalities performed with pseudoscalar mesons be definitive?

Abstract

We discuss if experimental tests of Bell inequalities performed with pseudoscalar mesons (K or B) can be definitive. Our conclusion is that this is not the case, for the efficiency loophole cannot be eliminated.

PACS: 13.20.Eb, 03.65.Bz

Keywords: neutral kaons, Bell inequalities, Pseudoscalar mixing, non-locality, hidden variable theories

The idea that Quantum Mechanics (QM) could be an incomplete theory, representing a statistical approximation of a complete deterministic theory (where observable values are fixed by some hidden variable) appeared already in 1935 thank to the celebrate Einstein-Podolsky-Rosen paper .

A fundamental progress in discussing possible extensions of QM was the discovery of Bell  that any realistic Local Hidden Variable LHV theory must satisfy certain inequalities which can be violated in QM leading in principle to a possible experimental test of the validity of QM as compared to LHV.

Since then, many interesting experiments (in practice all based on entangled photon pairs) have been devoted to a test of Bell inequalities , leading to a substantial agreement with standard quantum mechanics (SQM) and strongly disfavouring LHV theories, but, so far, no experiment has yet been able to exclude definitively such theories. In fact, so far, one has always been forced to introduce a further additional hypothesis , due to the low total detection efficiency, stating that the observed sample of particle pairs is a faithful subsample of the whole. This problem is known as detection or efficiency loophole. The search for new experimental configurations able to overcome the detection loophole is of course of the greatest interest.

In the 90’s big progresses in this direction have been obtained by using parametric down conversion (PDC) processes for generating entangled photon pairs with high angular correlation. The generation of entangled states by parametric down conversion (PDC) has replaced other techniques, such as the radiative decay of excited atomic states, as it was in the celebrated experiment of A. Aspect et al. , for it overcomes some former limitations. Many interesting experiments have been realised using such a technique. The first experiments had, by construction, a limited total efficiency  and were far from eliminating the detection loophole . More recently, an experiment, based on Type II PDC , has obtained a much higher total efficiency than the previous ones (around $`0.3`$), which is, however, still far from the required value of $`0.81`$. Also, some recent experiments studying equalities among correlations functions rather than Bell inequalities  are far from solving these problems . A large interest remains therefore for new experiments increasing total quantum efficiency in order to reduce and finally overcome the efficiency loophole.

Some years ago, a very important theoretical step in this direction was performed recognising that, while for maximally entangled pairs a total efficiency larger than to 0.81 is required to obtain an efficiency-loophole free experiment, for non maximally entangled pairs this limit is reduced to 0.67  (in the case of no background). An experiment addressed to test Bell inequalities using non-maximally entangled photon pairs has been recently realised . Work is in progress for obtaining an efficiency above $`0.67`$ with this kind of set-ups.

Even if relevant progresses toward the elimination of the detection loophole have been obtained using entangled photon pairs, nevertheless the total efficiency is strongly dominated by the quantum efficiency of photodetectors. Nowadays efficiencies for commercial photodetectors are around 70 %. Prototypes already reach much higher efficiencies , but at the prize of high background which also limits the possibility of a loophole free test . Thus, in summary, the use of entangled photon pairs has led to very important tests of Bell inequalities, but at the moment does not allow to eliminate the detection loophole.

On the other hand, a recent experiment  performed using Be ions has reached very high efficiencies (around 98 %), but in this case the two subsystems (the two ions) are not really separated systems and the test cannot be considered a real implementation of a detection loophole free test of Bell inequalities , even if constitutes a relevant progress in this sense.

Even if little doubts remain on the validity of the standard quantum mechanics, considering the fundamental importance of the question, the search for other experimental schemes for a definitive test of Bell inequalities is therefore of the largest interest.

In the last years many papers have been devoted to study the possibility of realising such a test by the use of pseudoscalar meson pairs as $`K\overline{K}`$ or $`B\overline{B}`$. If the pair is produced by the decay of a particle at rest in the laboratory frame (as the $`\varphi `$ at Daphne), the two particles can be easily separated to a relatively large distance allowing an easy space-like separation of the two subsystems and permitting an easy elimination of the space-like loophole, i.e. realising two completely space-like separated measurements on the two subsystems (where the space-like separation must include the setting of the experimental apparata too). A very low noise is expected as well.

The idea is to use entangled states of the form:

$`|\mathrm{\Psi }={\displaystyle \frac{|K_0|\overline{K}_0|\overline{K}_0|K_0}{\sqrt{2}}}=`$ (1)
$`={\displaystyle \frac{|K_L|K_S|K_S|K_L}{\sqrt{2}}}`$ (2)
(3)
Claims that these experiments could allow the elimination of the detection loophole for the high efficiency of particles detectors, have also been made. In this letter we study critically this statement.

The main caveat derives from the fact that in any experimental test proposed up to now one must tag the $`P`$ or $`\overline{P}`$ trough its decay. This requires the selection of $`\mathrm{\Delta }S=\mathrm{\Delta }Q`$ semileptonic decays, which represent only a fraction of the total possible decays of the meson, e.g $`BR(K_S^0\pi ^+e^{}\nu _e)=(3.6\pm 0.7)10^4`$,$`BR(K_L^0\pi ^+e^{}\nu _e)=0.1939\pm 0.0014`$, $`BR(K_L^0\pi ^+\mu ^{}\nu _\mu )=0.1359\pm 0.0013`$, $`BR(B^0l^+\nu _lX)=0.105\pm 0.008`$ ). Furthermore, experimental cuts on the energies of the decay products will inevitably reduce further this fraction and part of the pairs could be lost by decays occurring before the region of observation. Finally, most of these proposals involve the regeneration phenomenon, which introduces further strong losses. Thus, one is led to subselect a fraction of the total events. As one cannot exclude a priori hidden variables related to the decay properties of the meson, one cannot exclude the sample to be biased and thus the detection loophole pops out again. This is in analogy to the photon experiments, where the detection loophole derives by the fact that one cannot exclude losses related to the values of hidden variables which determine if the photon passes or not a polarisation (or another) selection. Namely, in a local realistic model its properties are completely specified by the hidden variables. Also decays, in a deterministic model, can happen according to the values of the hidden variables (both in a deterministic or in a probabilistic way). Thus, states with different hidden variables can decay in different channels, with the condition that the branching ratios averaged  on the hidden variables distribution reproduce the quantum mechanics predictions.

For the experiments based on Bell inequalities measurements , the limits discussed before for the total efficiency remain valid. As the total branching ratio in $`\mathrm{\Delta }S=\mathrm{\Delta }Q`$ semileptonic decays is much smaller than 0.81 (the eventual use of non-maximally entangled states, lowering the efficiency threshold to 0.67, does not change the situation), this inevitably implies that a loophole free test of Bell inequalities cannot be performed in this case (even neglecting other problems ). It must be noticed that this problem does not appear in Ref. , however other additional hypotheses are needed (see Eq. 15 and discussion after Eq. 18 of ), and thus this proposal does not allow a general test of HVT as well.

It must also be noticed that the only observation of interference between the two term of the entangled wave function, Eq. 3, as in Ref , does not exclude general HVT, for this feature can be reproduced in an general class of local realistic theories.

Let us then consider other proposals not based on a Bell inequalities measurement. Two proposals of this kind have been recently advanced by F. Selleri and others concerning a $`K\overline{K}`$  or a $`B\overline{B}`$  system respectively.

Let us begin analysing the $`K\overline{K}`$ case (the $`B\overline{B}`$ one follows with small modifications.)

In the model of Ref. , the $`K\overline{K}`$ pair is local-realistically described by means of two hidden variables, one ($`\lambda _1`$) determining a well defined CP value, the other ($`\lambda _2`$) a well defined strangeness $`S`$ value for the $`K`$ (and related to this for the $`\overline{K}`$). This second variable cannot be a time independent property, but is subject to sudden jumps. If locality must be preserved the time of this jump must already be fixed ab initio by a hidden variable (which represents the real second hidden variable of the model) and the two subsystems must not influence each other while they are flying apart, namely $`\lambda _2`$ is not the true hidden variable, but a parameter driven by the true hidden variable (see appendix of Ref. ).

Let us denote by $`K_1`$ the state with CP=1, S=1, $`K_2`$ the state with CP=1, S=-1, $`K_3`$ the state with CP=-1, S=1 and $`K_4`$ the state with CP=-1, S=-1.

The initial state can be, with probability $`1/4`$, in anyone of the states $`CP=\pm 1`$, $`S=\pm 1`$. Each of these pairs give, in the local-realistic model (LRM), a certain probability of observing a $`\overline{K}_0\overline{K}_0`$ pair at proper times $`t_a`$ and $`t_b`$ ($`t_a`$) of the two particles. These probabilities are (in a somehow simplified form, see eq. 62-70 of Ref. ):

$`P_1[t_a,t_b]=[E_S(t_a)Q_{}(t_a)\rho (t_a)]E_L(t_a)p_{43}(t_b|t_a)`$ (4)
$`P_2[t_a,t_b]=[E_S(t_a)Q_+(t_a)+\rho (t_a)]E_L(t_a)p_{43}(t_b|t_a)`$ (5)
$`P_3[t_a,t_b]=[E_L(t_a)Q_{}(t_a)+\rho (t_a)]E_S(t_a)p_{21}(t_b|t_a)`$ (6)
$`P_4[t_a,t_b]=[E_L(t_a)Q_+(t_a)\rho (t_a)]E_S(t_a)p_{21}(t_b|t_a)`$ (7)
corresponding to an initial state with $`K_1`$ on the left and $`K_4`$ on the right, $`K_2`$ on the left and $`K_3`$ on the right, $`K_3`$ on the left and $`K_2`$ on the right and $`K_4`$ on the left and $`K_1`$ on the right respectively.

In Eq. 7, we have introduced $`E_S(t)=exp(\gamma _St)`$ and $`E_L(t)=exp(\gamma _Lt)`$, where $`\gamma _S=(1.1192\pm 0.0010)10^{10}s^1`$ and $`\gamma _L=(1.934\pm 0.015)10^7s^1`$ denote the decay rate of $`K_S`$ and $`K_L`$ . $`Q_\pm =\frac{1}{2}\left[1\pm \frac{2\sqrt{E_LE_S}}{E_L+E_S}\mathrm{cos}(\mathrm{\Delta }mt)\right]`$, where $`\mathrm{\Delta }m=M_LM_S=(0.5300\pm 0.0012)10^{10}s^1`$. Furthermore, we have defined $`p_{21}(t_b|t_a)=E_S^1(t_a)[p_{21}(t_b|0)p_{21}(t_a|0)E_S(t_bt_a)]`$ and $`p_{43}(t_b|t_a)=E_L^1(t_a)[p_{43}(t_b|0)p_{43}(t_a|0)E_L(t_bt_a)]`$ where $`p_{21}(t|0)=E_S(t)Q_{}(t)\rho (t)`$ and $`p_{43}(t|0)=E_L(t)Q_{}(t)+\rho (t)`$. Finally, $`\rho (t)`$ is a function not perfectly determined in the model (see discussion in Ref. ), but which is limited by

$`E_SQ_+\rho E_SQ_{}`$ (8)
$`E_LQ_{}\rho E_LQ_+`$ (9)
(10)
If the total efficiency is 1, the LRM probability of observing a $`\overline{K}_0\overline{K}_0`$ pair is given by the sum of the four probabilities of Eq. 7 multiplied for $`1/4`$. It is rather different from the quantum mechanical prediction and thus represents a good test of the LRM (see fig. 1, where $`P[\overline{K_0}(t_a),\overline{K_0}(2t_a)]`$ is reported in analogy to Table 1 of Ref. ). Nevertheless, when the total efficiency is lower than 1, the different probabilities can contribute in different way as the hidden variables, which determines the passing or not the test, could also be related to the decay properties of the meson pair. As discussed previously, the specific property of the meson is not being or not a $`\overline{K}_0`$ at a certain proper time, but the hidden variables values characterise it completely, and thus, in principle, even its decay properties. If this is the case, different coefficients $`a_i`$ can multiply the four probabilities. One has therefore:

$`P[\overline{K_0}(t_a),\overline{K_0}(t_b)]=1/4\left[a_1P_1[t_a,t_b]+a_2P_2[t_a,t_b]+a_3P_3[t_a,t_b]+a_4P_4[t_a,t_b]\right]`$ (11)
The freedom of the choice of this parameters allow to reproduce the quantum mechanical prediction. In figure 2 we report the case corresponding to a total efficiency of 0.3 (other values can be obtained by scaling): the lowest limit curve of local realism can easily reproduce or be lower than the quantum mechanics prediction when different weights multiply the four probabilities, due to different branching ratios for the 4 cases. As an example, the curve corresponding to LRM with weights $`a_1=1`$,$`a_2=0.07`$,$`a_3=0.03`$ and $`a_4=0.1`$ is shown. For the sake of simplicity, in this example the values of $`a_i`$ are chosen such that their sum is the total efficiency, but the value of the $`a_i`$ are substantially very little constrained as they can depend on the time: only the total fraction of observed decays should be reproduced. Furthermore, the result is obtained with $`\rho =0`$. Thanks to the large arbitraryness of $`\rho `$, other choices would even allow to reproduce easier the quantum mechanics result (as we have calculated for a lot of different choices of $`\rho `$). It must be emphasised that the LRM curve in fig.2 is not a fit to the quantum mechanics curve, but only a simple choice showing the effect we are discussing. Considering the large arbitrary of a general HVT, our purpose is only to show a counterexample, which proves that observation of the curve predicted by SQM cannot exclude every  HVT. Of course, as all Bell inequalities tests performed up to now, a result in agreement with SQM will further reduce the space for the existence of a realistic HVT, even if unable to obtain the general result of eliminating the possible existence of HVT.

Let us notice that situation 1 and 4, 2 and 3 are symmetric under the exchange of left and right, however the decay probabilities need not to be the same. Furthermore, let us emphasise again that, in principle, inside this model the coefficients could even be function of the time $`a_i(t)`$, like the value for the hidden variable $`\lambda _2`$. This property of course makes easier to reproduce the quantum mechanics prediction. Thus, when only a subsample is selected (semileptonic $`\mathrm{\Delta }S=\mathrm{\Delta }Q`$ decays must be observed for tagging a $`\overline{K}_0\overline{K}_0`$ state and cuts must be introduced) the result of this analysis shows that detection loophole appears also in this case. Of course we are not discussing how the local realistic model should be, or if its complexity makes it unpalatable, we are simply investigating if every local realistic model could be excluded without any doubt by such experiments and we conclude that one is focused to introduce the additional hypothesis that the observed sample is unbiased concerning the hidden variables values. Even if for some specific function $`\rho (t)`$, it could not be possible, for time independent decay properties, to obtain a perfect agreement between LRM and SQM, for the function $`\rho (t)`$ is not fixed for a general LRM, this does not modify our conclusions.

Exactly the same considerations apply for what concerns the $`B_0\overline{B_0}`$ case. A first set of papers  consider the possibility to test SQM measuring the term deriving by interference between the two terms in the entangled wave function of Eq. 3. However, this effect is also reproduced in any reasonable HVT  and thus cannot be considered a general test of local realism, but can only allow to eliminate some specific class of hidden variable theories. As the model of Ref.  is, with small changes due to the same decay time for both the CP eigenstates, equivalent to the one we have discussed in the previous paragraph, the same conclusions hold.

In conclusion, even if tests of local realism using pseudoscalar mesons represent an interesting new way of investigating quantum non-locality in a new sector, it still appears to us that none of the proposed schemes permits a conclusive test of local realism, for the impossibility of eliminating the detection loophole.

Figures Captions

Fig.1 The SQM and the minimal LRM predictions for $`P[\overline{K_0}(t_a),\overline{K_0}(2t_a)]`$ ($`\rho =0`$). The minimal LRM is largely above the SQM prediction. For the sake of completeness we report the four probabilities $`P_i`$ in function of the proper time $`t_a`$ ($`t_b=2t_a`$) as well. The dashing of the curves diminishes in this order.

Fig.2 The SQM (dashed) and the minimal LRM, $`\rho =0`$, (thick) predictions for $`P[\overline{K_0}(t_a),\overline{K_0}(2t_a)]`$ keeping into account a total detection efficiency of 0.3. With the choice $`a_1=1,a_2=0.07,a_3=0.03,a_4=0.1`$ the two curves substantially coincides. For other choices of the parameters the lower bound of LRM can be easily taken largely under SQM prediction.


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# On The Nature Of Superoutbursts In Dwarf Novae

## 1 Introduction

SU Ursae Majoris systems are a class of cataclysmic variable which lie below the period gap (they have $`P_{\mathrm{orb}}<2.1`$ hours) and which differ in their outburst behaviour from dwarf novae in two distinct ways : in addition to the normal outbursts displayed by dwarf novae which last two to three days, SU UMa systems undergo longer superoutbursts. These show a plateau of brightness extending the outburst to ten days or more. Also, during a superoutburst, the light curve of an SU UMa reveals superhumps - a superimposed variation in brightness with a period a few percent longer than the orbital period of the system. It has been suggested that normal and superoutbursts do not coexist independently of each other, with a superoutburst being initiated by a normal outburst. There is evidence for a relaxation time of $`170`$ days in VW Hyi (van der Woerd and van Paradijs 1987), with all normal outbursts triggering a superoutburst if they occur 170 days or longer after the previous superoutburst.

### 1.1 Outburst mechanisms

Historically, two models have been proposed to explain dwarf nova outbursts : a varying mass transfer rate from the secondary due to its envelope being dynamically unstable (Bath 1973), or a varying viscosity in the accretion disc between quiescent and outburst states (Hoshi 1979). It is the disc instability model that has prevailed as the accepted explanation, offering better compatability with modern observations and theory. An excellent review is given by Cannizzo (1993). We have recently used a smoothed particle hydrodynamics (SPH) model to simulate a wide range of dwarf nova outburst characteristics (Truss et al., 2000).
A complete theory of superoutbursts has been much more elusive. Several models have been presented, however few explain all the necessary properties, in particular the superhumps which appear without fail in every superoutburst. Models involving mass-transfer instabilities (Osaki 1985), disc instabilities (Osaki 1989) and both (Duschl and Livio 1989) all explain some properties of a superoutburst. A brief summary of these can be found in Warner (1995). Simulations by Whitehurst (1988) showed that discs in binaries with mass ratios $`q\stackrel{<}{}1/41/3`$ could become tidally unstable. Unlike stable discs which had a shape that was fixed in the binary frame, these unstable discs were significantly eccentric. In the inertial frame this eccentricity executed a slow prograde precession. Thus in the binary frame the disc precessed retrogradely. Whitehurst found that the tidal stresses on the precessing disc gave rise to a periodically varying light curve that neatly explained superhumps. The disc instability was explained in detail by Lubow (1991a) in terms of an (eccentric inner) Lindblad resonance that occurs where orbits in the disc are $`3:1`$ resonant with the binary orbit. Only discs in systems with mass ratios $`q<1/41/3`$ are large enough to reach the resonance. This theoretical result closely matches the spread of cataclysmic variables that are observed to have superhumps (Patterson, 1998).
Osaki (1989) espoused a superoutburst model which combined the thermal and tidal instabilities. His model relied on the the outer disc radius varying significantly over the course of a superoutburst cycle. At the end of a superoutburst, Osaki proposed that the disc radius was small so that it could not access the $`3:1`$ resonance. Hence when the disc became thermally unstable, a normal dwarf nova outburst occurred. As a result of the outburst however, the disc spread radially. With each successive normal outburst the disc grew until it encountered the $`3:1`$ resonance and became tidally as well as thermally unstable. Osaki proposed but could not conclusively show, that the tidal removal of angular momentum was much more efficient from an eccentric disc. Consequently, when the disc encountered the resonance it would dump a large fraction of its mass upon the white dwarf. A prolonged “super” outburst that left a much diminished disc resulted. Osaki’s model could not be carried too far as the efficiency with which tides removed angular momentum from the outer disc could not be determined with certainty. Osaki, and other workers, were relying upon one dimensional numerical models for disc evolution in which the tidal forces had only been included approximately.
In this paper we report the results of a smoothed particle hydrodynamics (SPH) simulation of a cataclysmic variable binary with mass ratio $`q=M_2/M_1=0.15`$, representative of the SU UMa system Z Chamaeleontis. As the code is fully three dimensional (though for the purposes of this paper the third dimension has been suppressed), tidal forces are included exactly. Thus for the first time we are able to follow the evolution of an accretion disc over the course of a superoutburst.

## 2 Numerical Method

### 2.1 The Model

The model and methods used in this work have already been described in our recent paper (Truss et al., 2000), as applied to a system with the properties of SS Cygni (0.6). The SPH code directly includes the tidal forces due to the secondary, and incorporates a simple model for the dwarf nova thermal instability.

The key to our calculations lies in the implementation of a viscosity switch. If the local surface density exceeds a defined value $`\mathrm{\Sigma }_{\mathrm{max}}`$ then that region is transformed to the high-viscosity outburst state on a time-scale appropriate to the thermal time-scale. There is a corresponding second trigger level, $`\mathrm{\Sigma }_{\mathrm{min}}`$, which causes the viscosity to be switched back down to the quiescent level. In this way we can simulate the limit-cycle behaviour of a dwarf nova with an isothermal simulation. Viscosity switches are nothing new in themselves in disc simulations, but in the past they have used trigger levels which are constant throughout the disc. This is an unrealistic situation. Cannizzo, Shafter and Wheeler (1988) have calculated the format for the critcal values of surface density $`\mathrm{\Sigma }`$ in a steady-state disc and found an almost linear relationship with disc radius R (Cannizzo, Shafter and Wheeler, 1988, equations 2.1 and 2.2). Therefore, we implement a linear $`\mathrm{\Sigma }R`$ relationship for the disc in steady-state.

There are, however, some important refinements that have been made for this study which were not made previously. In Truss et al. (2000) we incorporated an azimuthally smoothed trigger condition, in which the density condition was only tested for annuli in the disc. This is unsatisfactory for work on a system with a more extreme mass ratio because the outer regions of the disc depart strongly from azimuthal symmetry in response to the tidal resonance. We therefore calculate our trigger condition absolutely locally for every particle in the simulation. We also previously used an enhanced viscosity parameter ($`\alpha =0.1`$ in quiescence and $`\alpha =1.0`$ in outburst) to improve the run-time of the code. The desire to examine the growth-rate of superhumps on the correct time-scale has motivated us to use more realistic viscosity parameters here at the expense of simulating many outburst cycles. We use $`\alpha =0.01`$ in quiescence and $`\alpha =0.1`$ in outburst, typical of the values in a dwarf nova disc (see, Shakura & Sunyaev (1973) for a discussion of this viscosity parameterisation). We use other physical parameters relevant to observations of Z Cha - $`\mathrm{P}_{\mathrm{orb}}=0.075\mathrm{d},\dot{\mathrm{M}}_2=2\mathrm{x}10^{15}\mathrm{gs}^1`$ (both from Wood et al. 1986) and $`\mathrm{M}_1=0.84\mathrm{M}_{}`$ (Wade et al. 1988). The disc is built up from a mass stream and undergoes normal outbursts during the build-up to steady state in exactly the same way as our previous simulations (Truss et al. 2000).

## 3 Results

### 3.1 Light Curves

We present light curves through the entire superoutburst. The curves are constructed by summing the viscous dissipation in different regions of the disc. In this way we are able to compare the results with observed lightcurves in different wavebands. This approach differs slightly from our previous work, in which we attempted to reconstruct several wavebands by treating the disc as a black body. Since the observed optical emission is expected to be dominated by the cooler outer regions of the disc and the extreme ultraviolet (EUV) emission is dominated by the very hot inner region, we can gain a qualitative understanding of the behaviour of the disc with this simplified approach. A more quantitative analysis should be left to future work in which full thermodynamics is incorporated self-consistently.

Figure 1 shows the viscous dissipation from the outer parts of the disc (R $`\stackrel{>}{}`$20 $`R_{\mathrm{wd}}`$). The profile and duration of the outburst is in good agreement with V-band observations of SU UMa systems. The initial rise to outburst is fairly rapid, lasting for two days, and is followed by the characteristic superoutburst plateau. Superhumps begin to appear prominently at t = 8 days. The decay of the superhumps in the simulation is slower than observations have suggested - they persist (albeit with decreasing amplitude) during and just after the decline from supermaximum. Buat-Ménard et al. (2000) included the effects of stream-impact heating in a one-dimensional model, and showed that this causes the functional form of the critical surface density to rapidly decrease at the disc edge. We believe that this would cause the outer disc to drain faster than in our simulation and drive the edge away from the resonance more quickly, suppressing the superhumps sooner. The decay from supermaximum is slower than the rise, lasting for 5 days. The total duration of the simulated superoutburst is around 18 days.

Recent EUVE observations of OY Carinae, which has a similar mass ratio to Z Cha, have shown that in addition to the expected delay between the optical and EUV rise, the EUV emission shows a rebrightening during superoutburst which is not seen in the V-band (Mauche et al., 2000). We are able to look for this effect in the simulation by consideration of the viscous dissipation coming from the hot, inner part of the disc (R $`\stackrel{<}{}`$10 $`R_{\mathrm{wd}}`$), which is shown in Fig. 2 and the accretion rate onto the white dwarf (a good measure of the X-Ray lightcurve - Fig. 3). The rebrightening can clearly be seen in both figures, and is caused by the arrival of additional material from the outer disc which has been tidally forced into the high state.

### 3.2 Disc Response

It is particularly instructive to construct a visualisation of the disc at various times through the superoutburst cycle.

Figure 4 shows dissipation maps of the disc in four states. The hot-spot and spiral structure of the disc are clearly visible. In quiescence, the disc is not in contact with the 3:1 resonance; consequently it is circular. The innermost part of the disc remains in the high state. This is in agreement with our previous work on SS Cygni. The outburst progresses just as for a normal outburst, but during this time the disc radius increases and the edge of the disc encounters the resonance. We stress that this resonance is not available to systems with less extreme mass ratios. The disc rapidly becomes eccentric and virtually the entire disc is transformed to the high viscosity outburst state. It is interesting to note the brightness of the hot-spot in the lower-left hand panel of fig. 4. During supermaximum, we find that the brightness of the hotspot varies according to the orientation of the eccentric disc. This is not due to a varying mass transfer rate from the secondary - this remains constant at all times during the simulation - it is purely a result of the geometry of the stream impact region. The existence of such an effect in the nova-like V348 Pup has been reported by Rolfe et al. (2000).

Figure 5 shows the evolution of surface density with disc radius. Initially, the inner regions (R $`\stackrel{<}{}`$0.25a) go into outburst (solid line), but it should be noted that the large reservoir of mass at larger radii is very close to the upper critical threshold. Consequently, it is only a short time before nearly the whole disc is in outburst, and at supermaximum the large reservoir of mass is seen to move to smaller radii (diamonds). At the end of the superoutburst, a large fraction of the disc has been accreted (stars); $`60\%`$, compared with $`510\%`$ for a normal outburst.

### 3.3 Modal Analysis and Superhumps

We compare the response of the disc to the tidal field of the secondary star with the analysis of Lubow (1991a). The tidal potential can be decomposed into a set of functions

$$\varphi (r,\theta ,t)=\underset{m=0}{\overset{\mathrm{}}{}}\varphi _m(r)cos[m(\theta \mathrm{\Omega }_{\mathrm{orb}}t)],$$
(1)
where each mode m generates a sinusoidal response in the disc with argument ($`k\theta l\mathrm{\Omega }_{\mathrm{orb}}t`$). The (k,l) = (1,0) mode represents the disc eccentricity, which grows exponentially at a rate

$$\lambda =2.08\times 2\pi \mathrm{\Omega }_{\mathrm{orb}}q^2r_{\mathrm{res}}^2\frac{\mathrm{\Sigma }(r_{\mathrm{res}})}{M_{\mathrm{disc}}}.$$
(2)
$`\mathrm{\Sigma }(\mathrm{r})`$ is the surface density of the disc at radius r, $`M_{\mathrm{disc}}`$ is the mass of the disc and $`r_{\mathrm{res}}`$ is the radius of the Lindblad resonance. This resonance couples with any existing eccentricity to launch a two-armed travelling spiral wave with (k,l) = (2,3).

The response of these two modes in our simulation is shown in Fig. 6. It is immediately clear that, as Lubow predicted, the growth of eccentricity is proportional to the strength of the (2,3) mode. For times less than t=11 days in the simulation, the growth rate of the (1,0) mode was

$$\lambda =0.0075\pm 0.0002\mathrm{\Omega }_{\mathrm{orb}}$$

which compares favourably with the analytical prediction for this system of

$$\lambda 0.01\mathrm{\Omega }_{\mathrm{orb}}.$$

Let us turn now to the superhumps themselves. The superhump period is, as expected from observations, slightly longer than the orbital period, and gradually decreasing as the outburst progresses. A Fast Fourier Transform of the dissipation data in the range where the eccentricity growth is a maximum (9.5 - 12 days) yields the period

$$P_{\mathrm{sh}}=1.039\pm 0.008P_{\mathrm{orb}}.$$

However, between 12 and 18.5 days, when the superhumps are fully developed, we obtain

$$P_{\mathrm{sh}}=1.029\pm 0.003P_{\mathrm{orb}}.$$

These results are in excellent agreement with the observations collated by Warner & O’Dononghue (1988), who found the superhump period to decrease according to

$$P_{\mathrm{sh}}=(1.03890.0007T)P_{\mathrm{orb}}$$

where T is the time after the beginning of the outburst in days.

Fig. 7 shows a 15 hour portion of the lightcurve from the same region of the disc as defined in fig. 1. We also find a strong superhump signal produced from the inner part of the disc. This emission results from the spiral shock wave reaching all the way down into this region, and the effect can be seen with striking clarity in the map of the disc in fig. 8.

## 4 Discussion

We have performed the first two-dimensional simulation of a dwarf nova superoutburst. The method includes the full tidal potential of the binary and reproduces the observed characteristics of a superoutburst with no need for enhanced mass transfer from the secondary star. This leads us to conclude that the superoutburst-superhump phenomenon is purely a result of the tidal instability working in tandem with the thermal disc instability. Superoutbursts are therefore not seen in systems with less extreme mass ratios ($`q\stackrel{>}{}0.25`$) because the tidal resonance is not available to them.

We feel that there is much confusion in the literature regarding the terminology of ’wide’ and ’narrow’, ’inside-out’ and ’outside-in’ outbursts. This work coupled with our previous study of normal outbursts suggests the following :
1. An outburst may be initiated at any point in the disc and in general the resultant heating wave will travel in both directions.
2. All types of dwarf nova can exhibit both wide and narrow outbursts. The physical distinction between the two is simply whether the heating wave propagates to the large reservoir of mass stored in the outer parts of the disc or not.
3. The superoutburst/superhump phenomenon is a result of the presence of the tidal instability, in addition to the thermal instability. The tidal instability is responsible for superhumps, and the duration of a superoutburst is primarily determined by the hot region of the disc arising from the thermal instability. However, the duration will be lengthened by the enhanced mass accretion arising from the tidally heated gas, which produces the EUV rebrightening discussed in section 3.1.
Long-term observations of dwarf novae are still needed across a variety of wavebands in order to improve our understanding of these objects. EUV and X-Ray observations will reveal much about the physics of the boundary layer between the disc and the surface of the white dwarf, while eclipse mapping and döppler tomography should probe the structure of the disc and the rôle of the spiral waves. We also point out that observations of the growth rate of superhumps can be used to gain estimates for mass ratio, through referral to Lubow’s modal analysis that we have reprised here.

It is very important to concentrate on two and three dimensional simulations in the future, as the full tidal field is inherent in these models. The next step should be to perform a 3D calculation which includes fully self-consistent thermodynamics. One can envisage a hybrid of a 2D isothermal code such as this one with a traditional 1D thermodynamics code. This is a mammoth task in terms of computational requirements, but all the components of such a model already exist.

## Acknowledgments

Research in theoretical astrophysics at Leicester is supported by a PPARC rolling grant. The simulations were performed using GRAND, a high-performance computing facility based at Leicester and funded by PPARC. MRT acknowledges a PPARC studentship and the support of the William Edwards Educational Charity.


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# Reconstructing signal from fiber-optic measuring system with non-linear perceptron

## 1 Introduction

The fiber-optic distributed measuring systems were being actively developed during the past few years . Particularly these systems can be used for acoustic field investigating, for monitoring of stresses in industry, in geophysical researches, etc. The reconstruction of information obtained by measuring system needs solving of tomographic problem. But frequently such solution is complex, needs large computer consumption and cannot be performed in real time. Therefore previously learned neural network can be utilized for solving of tomographic problem .

An optical perceptron, which was implemented using a collection of amplitude holograms recorded on a disk-shaped holographic carrier and processing the output data from a fiber-optic measuring system, is reported in Ref. . Another computer linear neural network was developed by authors of Refs. . We present the similar computer non-linear feed-forward neural network in this paper.

## 2 Description of the neural network

Consider two-dimensional fiber-optic distributed measuring system being set of measuring lines. The fiber-optic phase sensors form square $`n\times n`$ lattice also having $`2n1`$ diagonal lines (Fig. 1). The phase shift $`\theta `$ in this linear sensor is proportional to physical action value integrated over the line while the intensity of the transmitted light $`\mathrm{cos}^2\theta `$. The phase shift in fiber-optic line have to be along one cosine half-period. Signal from such measuring system is simulated on input of neural network which is intended to reconstruct the value of physical action at intersection points.

For solving of tomographic problem we choose perceptron with the non-linear hidden layer since this network has universal approximation capability .

The neurons of the first layer serve as network inputs and feed data from the measuring system to the next layer. The second (hidden) layer proceeds following transformation:

$$s_j=f\left(\underset{k}{}\overline{w}_{jk}\sigma _k\right),$$
(1)
where $`\sigma _k`$ are states of neuron inputs being signals from measuring sensors, $`s_j`$ are states of outputs and $`\overline{w}_{jk}`$ are synapses. We used $`\mathrm{tanh}`$ as activation function $`f`$. The hidden layer of neurons has $`4n1`$ inputs and $`n\times n`$ outputs.

The output layer of the neurons takes the linear transformation:

$$S_j=\underset{j}{}w_{ij}s_j,$$
(2)
where $`S_j`$ are states of third layer neuron outputs, $`w_{ij}`$ are synapses of third layer.

We selected Gaussian distributions of the some physical quantity with one or two peaks as learning patterns. The following expression was used as objective function:

$$D=\frac{1}{2}\underset{\mu ,i}{}\left(S_i^\mu \zeta _i^\mu \right)^2,$$
(3)
where $`\mu `$ is superscript indicating number of learning pattern, $`\zeta _i`$ are output states of the neural network for some learning pattern. For the training pattern $`\sigma _k`$ are formed as squared cosines of the sum of $`\zeta _i`$ along the corresponding measuring line. We used error back-propagation for the network training, so we had to minimize $`D`$ with respect to $`\overline{w}_{jk}`$, $`w_{ij}`$.

We combined conjugate gradient and coordinate descent minimization methods for neural network learning. When conjugate gradient method failed we switched to the coordinate descent and after some iterations tried to start conjugate gradient minimization again. Also we applied the “thermal jumps” technique. The minimization procedure finished after certain iteration count or on given accuracy reaching.

## 3 Results

On the first step we learned the neural networks to reconstruct the signal having, as well as training patterns, one Gaussian peak. Examples of initially unknown reconstructed distributions with different variances and $`n=5`$ are shown in Tables 1, 2. The neural networks was learned independently in all the cases with the similar randomly generated patterns.

On the next step we trained neural networks reconstructing distributions with two Gaussian peaks. Examples are shown in the Tables 3, 4. In the case of the smooth distribution the reconstructed signal is close to the original. For the $`\delta `$-like distributions the locations of the peaks are recovered correctly but their magnitude differs from the original.

One can see from Tables that neural network sufficiently accurately reconstructs unknown pattern and can be used in practice.

Presented neural network unlike Refs.  can work not only with signal from fiber-optic measuring line being within the interval of linear dependence of light intensity on phase shift.

## 4 Conclusions

The computer model of the neural network solving tomographic problem is proposed. This network can be used in conjunction with the distributed fiber-optic measuring system and partly may be made as electronic or optical hardware.


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# Poynting Jets from Accretion Disks

## Introduction

Highly-collimated, oppositely directed jets are observed in active galaxies and quasars , and in old compact stars in binaries . Further, well collimated emission line jets are seen in young stellar objects . Different ideas and models have been put forward to explain astrophysical jets  with recent work favoring models where twisting of an ordered magnetic field threading an accretion disk acts to magnetically accelerate the jets . There are two regimes: (1) the hydromagnetic regime, where energy and angular momentum are carried by both the electromagnetic field and the kinetic flux of matter, which is relevant to the jets from young stellar objects; and (2) the Poynting flux regime. where energy and angular from the disk are carried predominantly by the electromagnetic field, which is relevant to extra galactic and microquasar jets.

Here, we discuss recent theoretical and simulation work on Poynting jets. Stationary Poynting flux dominated jets have been found in axisymmetric MHD simulations of the opening of magnetic loops threading a Keplerian disk . Theoretical studies have developed models for Poynting jets from accretion disks \[10-12\].

## Theory of Poynting Outflows

Consider the coronal magnetic field of a differentially rotating Keplerian accretion disk for a given poloidal field threading the disk. The disk is perfectly conducting with a very small accretion speed. Further, consider “coronal” or force-free magnetic fields in the non-relativistic limit. Cylindrical $`(r,\varphi ,z)`$ coordinates are used and axisymmetry is assumed Thus the magnetic field has the form $`𝐁=𝐁_p+B_\varphi \widehat{\text{Œ}},`$ with $`𝐁_p=B_r\widehat{𝐫}+B_z\widehat{𝐳}.`$ We can write $`B_r=(1/r)(\mathrm{\Psi }/z),B_z=(1/r)(\mathrm{\Psi }/r),`$ where $`\mathrm{\Psi }(r,z)rA_\varphi (r,z)`$. In the force-free limit, the magnetic energy density $`𝐁^2/(8\pi )`$ is much larger than the kinetic or thermal energy densities; that is, the flow speeds are sub-Alfvénic, $`𝐯^2v_A^2=𝐁^2/4\pi \rho `$, where $`v_A`$ is the Alfvén velocity. In this limit, $`0𝐉\times 𝐁`$; therefore, $`𝐉=\lambda 𝐁`$  and consequently,

$$\mathrm{\Delta }^{}\mathrm{\Psi }=H(\mathrm{\Psi })\frac{dH(\mathrm{\Psi })}{d\mathrm{\Psi }},$$
(1)
with $`\mathrm{\Delta }^{}^2/r^2(1/r)(/r)+^2/z^2,`$ which is the Grad-Shafranov equation for $`\mathrm{\Psi }`$ (see e.g. ).

We consider an initial value problem where the disk at $`t=0`$ is threaded by a dipole-like poloidal magnetic field. The form of $`H(\mathrm{\Psi })`$ is then determined by the differential rotation of the disk: The azimuthal twist of a given field line going from an inner footpoint at $`r_1`$ to an outer footpoint at $`r_2`$ is fixed by the differential rotation of the disk. The field line slippage speed through the disk due to the disk’s finite magnetic diffusivity is estimated to be negligible compared with the Keplerian velocity. For a given field line we have $`rd\varphi /B_\varphi =ds_p/B_p`$, where $`ds_p\sqrt{dr^2+dz^2}`$ is the poloidal arc length along the field line, and $`B_p\sqrt{B_r^2+B_z^2}`$. The total twist of a field line loop is

$$\mathrm{\Delta }\varphi (\mathrm{\Psi })=_1^2𝑑s_p\frac{B_\varphi }{rB_p}=H(\mathrm{\Psi })_1^2\frac{ds_p}{r^2B_p},$$
(2)
with the sign included to give $`\mathrm{\Delta }\varphi >0`$. For a Keplerian disk around an object of mass $`M`$ the angular rotation is $`\omega _K=\sqrt{GM/r^3}`$ so that the field line twist after a time $`t`$ is

$$\mathrm{\Delta }\varphi (\mathrm{\Psi })=\omega _0t\left[\left(\frac{r_0}{r_1}\right)^{3/2}\left(\frac{r_0}{r_2}\right)^{3/2}\right]=(\omega _0t)(\mathrm{\Psi }/\mathrm{\Psi }_0)$$
(3)
where $`r_0`$ is the radius of the $`O`$point, $`\omega _0\sqrt{GM/r_0^3}`$, and $``$ is a dimensionless function (the quantity in the square brackets).

The Grad-Shafranov equation (1) can be readily solved by the method of successive over-relaxation with $`H(\mathrm{\Psi })`$ determined by iteratively solving equations (1) - (3) (see ). Figure 1 shows a sample solution exhibiting a Poynting jet. The solution consists of a region near the axis which is magnetically collimated by the toroidal $`B_\varphi `$ field and a region far from the axis, on the outer radial boundary, which is anti-collimated in the sense that it is pushed against the outer boundary. The field lines returning to the disk at $`r>r_0`$ are anti-collimated by the pressure of the toroidal magnetic field.

Most of the twist $`\mathrm{\Delta }\varphi `$ of a field line of a Poynting jet occurs along the jet from $`z=0`$ to $`Z_m`$. Because $`r^2d\varphi /H(\mathrm{\Psi })=dz/B_z`$, we have

$$\frac{\mathrm{\Delta }\varphi (\mathrm{\Psi })}{H(\mathrm{\Psi })}=\frac{(\omega _0t)(\mathrm{\Psi }/\mathrm{\Psi }_0)}{H(\mathrm{\Psi })}\frac{Z_m}{r^2B_z},$$
(4)
where $`r^2B_z(r,z)`$ is evaluated on the straight part of the jet at $`r=r(\mathrm{\Psi })`$. In the core of the jet $`\mathrm{\Psi }\mathrm{\Psi }_0`$, we have $`3^{9/8}(\mathrm{\Psi }_0/\mathrm{\Psi })^{3/4}`$, and in this region we can take $`\mathrm{\Psi }=C\mathrm{\Psi }_0(r/r_0)^q`$, and $`H=𝒦(\mathrm{\Psi }_0/r_0)(\mathrm{\Psi }/\mathrm{\Psi }_0)^s,`$ where $`C,q,𝒦,`$ and $`s`$ are dimensionless constants. Equation (1) for the straight part of the jet implies $`q=1/(1s)`$ and $`C^{2(1s)}=s(1s)^2𝒦^2/(12s)`$. Thus we find $`s=1/4`$ so that $`q=4/3`$, $`C=[9/32]^{2/3}𝒦^{4/3}`$, and $`𝒦=3^{1/8}4(r_0\omega _0t/Z_m)`$.

In order to have a Poynting jet, we find that $`𝒦`$ must be larger than $`0.5`$. For the case of uniform expansion of the top boundary, $`Z_m=V_zt`$, this condition is the same as $`V_z<9.2(r_0\omega _0)`$. For Figure (1), $`𝒦0.844`$. The field components in the straight part of the jet are

$$B_\varphi =\sqrt{2}B_z=\sqrt{2}\left(\frac{3}{16}\right)^{1/3}𝒦^{4/3}\left(\frac{\mathrm{\Psi }_0}{r_0^2}\right)\left(\frac{r_0}{r}\right)^{2/3}.$$
(5)
These dependences agree approximately with those found in numerical simulations of Poynting jets . On the disk, $`\mathrm{\Psi }3^{3/2}\mathrm{\Psi }_0(r/r_0)^2`$ for $`r<r_0/3^{3/4}`$. Using this and the formula for $`\mathrm{\Psi }(r)`$ gives the relation between the radius of a field line in the disk, denoted $`r_d`$, and its radius in the jet, $`r/r_0=6.5(r_d/r_0)^{3/2}𝒦^1`$. Thus the power law for $`\mathrm{\Psi }`$ is applicable for $`r_1<r<r_2`$, where $`r_1=6.5r_0(r_i/r_0)^{3/2}/𝒦`$ and $`r_2=1.9r_0/𝒦`$, with $`r_i`$ the inner radius of the disk. The outer edge of the Poynting jet has a transition layer where the axial field changes from $`B_z(r_2)`$ to zero while (minus) the toroidal field increases from $`B_\varphi (r_2)`$ to $`(H)_{max}/r_2`$. Using equations (5), which are only approximate at $`r_2`$, gives $`(H)_{max}1.2𝒦\mathrm{\Psi }_0/r_0`$, which agrees approximately with our Grad-Shafranov solutions.

## MHD Simulations of Poynting Jets

Full, axisymmetric MHD simulations of the evolution of the coronal plasma of a Keplerian disk initially threaded by a dipole-like magnetic field are shown in Figure 2. For these simulations the outer boundaries at $`r=R_m`$ and $`z=Z_m`$ were treated as free boundaries following the methods of . These simulations established that a quasi-stationary collimated Poynting jet arises from the inner part of the disk while a steady uncollimated hydromagnetic outflow arises in the outer part of the disk.

Quasi-stationary Poynting jets from the two sides of the disk within $`r_0`$ give an energy outflow per unit radius of the disk $`d\dot{E}_B/dr=rv_K(B_\varphi B_z)_h`$, where the $`h`$ subscript indicates evaluation at the top surface of the disk. This outflow is $`r_0d\dot{E}_B/drv_K(r_0)(\mathrm{\Psi }_0/r_0)^210^{45}(\mathrm{erg}/\mathrm{s})r_{015}^{3/2}\sqrt{M_8}[B_z(0)/6\mathrm{k}\mathrm{G}]^2`$ where $`r_{015}`$ is in units of $`10^{15}`$cm, and $`M_8`$ in units of $`10^8\mathrm{M}_{}`$. This formula agrees approximately with the values derived from the simulations. The jets also give an outflow of angular momentum from the disk which causes disk accretion (without viscosity) at the rate $`\dot{M}_B(r)2\pi \mathrm{\Sigma }v_r=2(r^2/v_K)(B_\varphi B_z)_h2\mathrm{\Psi }_0^2/[r_0^2v_K(r_0)]`$, where $`\mathrm{\Sigma }`$ is the disk’s surface mass density . The Poynting jet has a net axial momentum flux $`\dot{P}_z=(1/4)r𝑑r(B_\varphi ^2B_z^2)0.5(\mathrm{\Psi }_0/r_0)^2`$, which acts to drive the jet outward through an external medium. Further, the Poynting jet generates toroidal magnetic flux at the rate $`\dot{\mathrm{\Phi }}_t12[v_K(r_0)/r_0]\mathrm{\Psi }_0`$.

For long time-scales, the Poynting jet is of course time-dependent due to the angular momentum it extracts from the inner disk ($`r<r_0`$). This loss of angular momentum leads to a “global magnetic instability” and collapse of the inner disk . An approximate model of this collapse can be made if the inner disk mass $`M_d`$ is concentrated near the $`O`$point radius $`r_0(t)`$, if the field line slippage through the disk is negligible , $`\mathrm{\Psi }_0=`$const, and if $`(rB_\varphi )_{max}\mathrm{\Psi }_0/r_0(t)`$ (as found here). Then, $`M_ddr_0/dt=2\mathrm{\Psi }_0^2(GMr_0)^{1/2}.`$ If $`t_i`$ denotes the time at which $`r_0(t_i)=r_i`$ (the inner radius of the disk), then $`r_0(t)=r_i[1(tt_i)/t_{coll}]^{2/3},`$ for $`tt_i`$, where $`t_{coll}=\sqrt{GM}M_dr_i^{3/2}/(3\mathrm{\Psi }_0^2)`$ is the time-scale for the collapse of the inner disk. (Note that the time-scale for $`r_0`$ to decrease by a factor of $`2`$ is $`t_i(r_0/r_i)^{3/2}t_i`$ for $`r_0r_i`$.) The power output to the Poynting jets is $`\dot{E}(t)=(2/3)(\mathrm{\Delta }E_{tot}/t_{coll})[1(tt_i)/t_{coll}]^{5/3},`$ where $`\mathrm{\Delta }E_{tot}=GMM_d/2r_i`$ is the total energy of the outburst. Roughly, $`t_{coll}2\mathrm{day}M_8^2(M_d/M_{})(6\times 10^{32}\mathrm{Gcm}^2/\mathrm{\Psi }_0)^2`$ for a Schwarzschild black hole, where validity of the analysis requires $`t_{coll}t_i`$. Such outbursts may explain the flares of active galactic nuclei blazar sources  and the one-time outbursts of gamma ray burst sources .

## Conclusions

Recent MHD simulation studies support the idea that an ordered magnetic field of an accretion disk can give powerful outflows or jets of matter, energy, and angular momentum. Most of the studies have been in the hydromagnetic regime and find asymptotic flow speeds of the order of the maximum Keplerian velocity of the disk, $`v_{Ki}`$. These flows are clearly relevant to the jets from protostellar systems which have flow speeds of the order of $`v_{Ki}`$. In contrast, observed VLBI jets in quasars and active galaxies point to bulk Lorentz factors $`\mathrm{\Gamma }10`$ \- much larger than the disk Lorentz factor. In the jets of gamma ray burst sources, $`\mathrm{\Gamma }100`$. The large Lorentz factors as well as the small Faraday rotation measures point to the fact that these jets are in the Poynting flux regime. These jets may involve energy extraction from a rotating black hole .

The authors (RVEL, MMR, and SAC) thank Drs. C. Wheeler and D.L. Meier with assistance in attending the symposium. This research was supported in part by NASA grants NAG5-9047 and NAG5-9735 and NSF grant AST-9986936. MMR received partial support from NSF POWRE grant AST-9973366.


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# The bend elastic constant in a mixture of 4,4'-n-octyl-cyanobiphenyl and biphenyl

## ACKNOWLEDGEMENTS

We acknowledge valuable discussions with Dr. A. DasGupta. The research was supported by a DST grant (SP/S2/M-20/95). SDG acknowledges the award of a fellowship.


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# 1 Introduction

## 1 Introduction

The problem of reconstructing functions from their asymptotic series is constantly met in all branches of physics and applied mathematics . Not less ubiquitous is the problem of forecasting for time series . Here we show that these two problems have much in common and can be solved in the same way. The solution stems from the Self-Similar Approximation Theory \[3–13\]. The basics of the particular techniques to be considered here have been suggested earlier and the feasibility of applying them to analyzing time series has been discussed . However several important points remained unclear. The aim of the present paper is to develop further the theory, so that to remove ambiguities left, to provide a firm mathematical foundation, and to advance some fresh ideas permitting one to extend the applicability of the method. More concretely, I aim at providing answers to the following questions:

(1) What presentation of asymptotic series is the most correct and general for their extrapolation involving self-similar exponential approximants?

(2) What is the result of the fractal transformation, that is, of the multiplicative power-law transformation?

(3) What should be the power of the fractal transformation?

(4) How to define control functions characterizing the effective time of motion with respect to the approximation number?

(5) What is the correct presentation of time series, as a forward or backward recursion, in order that forecasting for time series could be formulated as extrapolation of asymptotic series?

(6) How to select among several scenarios forecasted by using different data bases?

(7) How to construct a complete family of data bases, that is, how many terms from the past-history data base are to be taken and how to vary the related past-time scales?

## 2 Extrapolation and Forecasting

Let us start with the problem of extrapolating asymptotic series. Assume, for simplicity, that the sought function $`f(x)`$ is real and depends on a real variable $`x`$. Suppose that all we know is the asymptotic behaviour of this function, $`f(x)f_k(x)`$, in the vicinity of $`x=0`$. The index $`k=0,1,2,\mathrm{}`$ here enumerates approximations. The most common form of such asymptotic approximants is the power series

$$f_k(x)=\underset{n=0}{\overset{k}{}}a_nx^{\alpha _n},$$
(1)
in which $`a_00`$ and the powers $`\alpha _n`$ are arranged in the ascending order

$$\alpha _n<\alpha _{n+1}(n=0,1,\mathrm{},k).$$

One usually has $`\alpha _n=n`$, but, for generality, we may imply that the powers $`\alpha _n`$ are arbitrary real numbers, that even can be negative, provided the ascending order is retained.

The problem of extrapolation of asymptotic series sounds as follows: How to define the function $`f(x)`$ at finite $`x`$ from the knowledge of its asymptotic expansions (1) valid only in the asymptotic vicinity of $`x=0`$?

In order that mathematical manipulations be independent from the choice of physical units which the sought function is measured in, it is more appropriate to deal with a dimensionless function. This can be easily achieved by factorizing out the zero term $`f_0(x)=a_0x^{\alpha _0}`$, with $`a_00`$, and introducing the dimensionless function

$$\phi _k(x)\frac{f_k(x)}{f_0(x)}.$$
(2)
This point is rather trivial and well understood in physics, where one always prefers to deal with scale-invariant quantities.

Clearly, the variable $`x`$ is also to be dimensionless. When the variable pertains to a finite interval, it always can be scaled so that to be in the unitary interval

$$0x1.$$
(3)
This requirement will be assumed in what follows. And it will be shown that condition (3) is not merely nontrivial but principal. If the initial physical variable is given on an infinite interval, one can change the variables so that the new variable be defined on a finite interval, and then, by the appropriate scaling, one can reduce the latter interval to the unitary one.

Thus, we consider the asymptotic series

$$\phi _k(x)=\underset{n=0}{\overset{k}{}}b_nx^{\beta _n},$$
(4)
in which

$$b_n\frac{a_n}{a_0},\beta _n\alpha _n\alpha _0\beta _0=0.$$

The sequence $`\{\phi _k(x)\}_{k=0}^{\mathrm{}}`$ has the zero radius of convergence, being divergent for any finite $`x`$. It converges solely at one point $`x=0`$. How it would be possible to extrapolate the asymptotic expansion (4), having sense only for $`x0`$, to the finite interval (3)?

Such an extrapolation can be done by employing the Self-Similar Approximation Theory \[3–13\]. The main idea of the latter is to present a relation between subsequent approximants as the motion with respect to an effective time whose role is played by the approximation number $`k`$. However, it is meaningless to look for a relation between the terms of a divergent sequence. Hence, the first thing one has to do is to transform the divergent sequence $`\{\phi _k(x)\}`$ to a convergent form, which can be accomplished by a transformation involving control functions . The name of the latter comes from their role in controlling convergence. In the case of the power series (4), a convenient transformation is the multiplicative power-law transformation \[10–12\], which is simply the multiplication of $`\phi _k(x)`$ by a power-law factor $`x^s`$, where $`s`$ is a control function. Since the power laws are generic for fractals , this kind of multiplication can be termed the fractal transformation. In this way, we introduce the fractal transform

$$\mathrm{\Phi }_k(x,s)x^s\phi _k(x),$$
(5)
whose inverse is

$$\phi _k(x)=x^s\mathrm{\Phi }_k(x,s).$$
(6)
The resulting fractal transform is

$$\mathrm{\Phi }_k(x,s)=\underset{n=0}{\overset{k}{}}b_nx^{s+\beta _n}.$$
(7)
This can be considered as asymptotic series, for all $`|x|<1`$, provided that

$$s\mathrm{}.$$
(8)
The value of expansion (7) at $`x=1`$ can always be defined as the limit from the left. Thus the sequence $`\{\mathrm{\Phi }_k(x,s)\}`$ can be treated as convergent on the whole unitary interval (3) under condition (8).

For a convergent sequence, it becomes meaningful to try to find a relation between subsequent terms. Such a relation, according to the Self-Similar Approximation Theory \[3-9\], can be formulated as the motion with respect to the approximation number $`k`$. In mathematical parlance, the motion can be expressed as the semigroup property for a family of endomorphisms. To this end, we define the function $`x(\phi ,s)`$ by the equation

$$\mathrm{\Phi }_0(x,s)=\phi ,x=x(\phi ,s).$$
(9)
Then, we introduce

$$y_k(\phi ,s)\mathrm{\Phi }_k(x(\phi ,s),s),$$
(10)
which is an endomorphism of $`R`$. The semigroup property for an endomorphism $`y_k`$ reads as $`y_{k+p}=y_ky_p`$. This is equivalent to the property of group self-similarity

$$y_{k+p}(\phi ,s)=y_k(y_p(\phi ,s),s).$$
(11)
The family $`\{y_k|k=0,1,2,\mathrm{}\}`$ of the endomorphisms $`y_k`$, with the semigroup property (11), forms a cascade, that is, a dynamical system in discrete time $`k`$. Then Eq. (11) is the evolution equation of the cascade, with the initial condition

$$y_0(\phi )=\phi ,$$
(12)
which results from Eqs. (9) and (10). The functional equation (11) does not uniquely define a solution $`y_k(\phi )`$. Among the wide class of solutions of Eq. (11) there are, in particular, the power-law solutions $`y_k(\phi ,s)=\phi ^{\alpha _k(s)}`$ provided that their powers satisfy the condition $`\alpha _{k+p}(s)=\alpha _k(s)+\alpha _p(s)`$. But the power-law expressions form only a narrow class of possible solutions of Eq. (11). Hence the group self-similarity (11) is essentially more general property than the simple geometric self-similarity resulting in power-law solutions .

To find a solution of the functional equation (11), corresponding to a fixed point, we can proceed as follows \[4–9\]. Let us embed the cascade $`\{y_k|k=0,1,2,\mathrm{}\}`$ into a flow $`\{y_\tau |\tau 0\}`$, which implies that the latter satisfies the same self-similarity relation (11) with the initial condition (12). This group relation for the flow yields the Lie equation, which is the differential equation with respect to the continuous effective time $`\tau `$. The differential equation may be integrated from the effective time $`\tau =n`$ to the time $`n+\tau _n`$ that is necessary for reaching a quasifixed point $`y_n^{}`$ which is an approximate fixed point. The resulting evolution integral is

$$_{y_n}^{y_n^{}}\frac{d\phi }{v_n(\phi ,s)}=\tau _n,$$
(13)
where

$$v_n(\phi ,s)y_n(\phi ,s)y_{n1}(\phi ,s)=b_n\phi ^{1+\beta _n/s}$$
(14)
is the cascade velocity. From the evolution integral (13), we get the quasifixed point $`y_n^{}=y_n^{}(\phi ,s)`$, which, according to Eqs. (9) and (10), defines

$$\mathrm{\Phi }_k^{}(x,s)y_k^{}(x^s,s).$$
(15)
Then we have to realize the inverse fractal transformation (6), with the limit (8), which gives

$$\phi _k^{}(x)\underset{s\mathrm{}}{lim}x^s\mathrm{\Phi }_k^{}(x,s).$$
(16)
This procedure is to be accomplished so many times as necessary for reorganizing all series entering $`\phi _k^{}(x)`$. Such a repeated procedure has been called  self-similar bootstrap. Here we suggest the fastest way of accomplishing this bootstrap, when the $`k`$-order series $`\phi _k(x)`$ requires just $`k`$ iterations. To this end, we may present the asymptotic expansion (4) as

$$\phi _k(x)1+x_1,$$
(17)
with the sequence of the iterative terms

$$x_1=\frac{b_1}{b_0}x^{\beta _1\beta _0}\left(1+x_2\right),x_2=\frac{b_2}{b_1}x^{\beta _2\beta _1}\left(1+x_3\right),\mathrm{}$$

$$x_n=\frac{b_n}{b_{n1}}x^{\beta _n\beta _{n1}}(1+x_{n+1}),\mathrm{},x_k=\frac{b_k}{b_{k1}}x^{\beta _k\beta _{k1}}.$$
(18)
Then we may consider each expression $`1+x_n`$ as asymptotic series with respect to small $`x_n0`$. The self-similar renormalization described above results in transforming $`1+x_n`$ to $`\mathrm{exp}(x_n\tau _n)`$. Starting with the form (17), we accomplish $`k`$ steps of this self-similar interactive procedure. Then, with the notation

$$c_n\frac{a_n}{a_{n1}}\tau _n,\nu _n\alpha _n\alpha _{n1},$$
(19)
where $`n=1,2,\mathrm{},k`$, we come to the exponential self-similar approximant

$$\phi _k^{}(x)=\mathrm{exp}\left(c_1x^{\nu _1}\mathrm{exp}\left(c_2x^{\nu _2}\mathrm{}\mathrm{exp}\left(c_kx^{\nu _k}\right)\right)\mathrm{}\right).$$
(20)
What is yet left undefined in the approximant (20) is the effective times, $`\tau _n`$, which play the role of control functions. The latter may be determined from fixed-point conditions . Here we advance a more general way of defining control functions $`\tau _n`$. This way is common for optimal control theory, where control functions are defined from the minimization of a cost functional. To construct the latter, one has to formulate the requirements imposed on the sought control functions. In our case, we would like to reach a quasifixed point as fast as possible. The minimal effective time for this corresponds to one step of the iterative procedure. If we reach an answer in $`n`$ steps, then the minimal effective time $`\tau _n`$ should be close to $`1/n`$. Another requirement characteristic of the motion near a quasifixed point is the smallness of the distance $`v_n\tau _n`$ passed at the $`n`$-th step. This suggests to construct the time-distance cost functional

$$F=\frac{1}{2}\underset{n}{}\left[\left(\tau _n\frac{1}{n}\right)^2+(v_n\tau _n)^2\right].$$
(21)
Minimizing $`F`$ with respect to $`\tau _n`$ yields

$$\tau _n=\frac{1}{n(1+v_n^2)}.$$
(22)
Here the $`x`$-representation of the cascade velocity $`v_n(x)x^sv_n(x^s,s)`$ results in

$$v_n(x)=\phi _n(x)\phi _{n1}(x)=b_nx^{\beta _n}.$$
(23)
Summarizing, for expressions (19) we have

$$c_n(x)=\frac{a_n}{a_{n1}}\tau _n(x),\nu _n=\alpha _n\alpha _{n1},$$

$$\tau _n(x)=\frac{1}{n[1+v_n^2(x)]},v_n(x)=\frac{a_n}{a_0}x^{\alpha _n\alpha _0}.$$
(24)
The functions $`c_n(x)`$, being proportional to the control functions $`\tau _n(x)`$, can be called controllers.

Finally, for the asymptotic series (1), we obtain the self-similar extrapolation

$$f_k^{}(x)=f_0(x)\mathrm{exp}\left(c_1x^{\nu _1}\mathrm{exp}\left(c_2x^{\nu _2}\mathrm{}\mathrm{exp}\left(c_kx^{\nu _k}\right)\right)\mathrm{}\right),$$
(25)
where $`c_n=c_n(x)`$ and $`\nu _n`$ are given in Eq. (24), and which extrapolates the series (1), valid only for $`x0`$, to the whole interval (3).

Now we shall show how the extrapolation of asymptotic series can be reformulated as forecasting for time series. This reformulation, as will be evident from what follows, requires that the considered time series be presented as a backward recursion, with the related moments of time being arranged in the backward order

$$t_{n+1}<t_n(n=0,1,2,\mathrm{},k).$$
(26)
The time series for a quantity of interest is an ordered set $`\{f_n\}`$ of the values $`f_n`$ of this quantity, measured at the corresponding times $`t_n`$. The past time horizon is the time interval $`[t_k,0]`$ when the series is observed. The present time is chosen to be at $`t_0=0`$. Let the considered time series be described by the past-history data base

$$D_k\{f_k,f_{k1},\mathrm{},f_0|t_k<t_{k1}<\mathrm{}<0\}.$$
(27)
The problem to be attacked is how, on the grounds of the given data, to predict the behaviour of the time series in future times $`t>0`$?

In order to employ the technique developed for asymptotic series, we need, first, to construct a sequence of functions approximating the behaviour of the time series at asymptotically small time $`t0`$. Similarly to the case of asymptotic series, we have to work with the quantities reduced to the scale-invariant dimensionless form. And the time variable is to be normalized with respect to the length of the prediction horizon so that this be a unitary interval

$$0t1.$$
(28)
For the given data base (27), one may construct an interpolating function $`f_k(t)`$ such that

$$f_k(t_n)=f_n(n=0,1,\mathrm{},k).$$
(29)
This interpolation can be uniquely realized e.g. by means of the Lagrange interpolation formula  as the sum

$$f_k(t)=\underset{n=0}{\overset{k}{}}f_nl_n^k(t)(k1)$$
(30)
over the Lagrange polynomials

$$l_n^k(t)\underset{m(n)}{\overset{k}{}}\frac{tt_m}{t_nt_m}(nk).$$

Formula (30) can be rewritten as the power series

$$f_k(t)=\underset{n=0}{\overset{k}{}}a_nt^n.$$
(31)
The coefficients $`a_n`$ depend on the given data base (27), but an additional index $`k`$ is not explicitly shown here for brevity. Expressions (30) or (31), by construction, satisfy Eq. (29), including the moment of time $`t_0=0`$, where

$$f_k(0)=f_0.$$
(32)
Therefore, the interpolative formula (31) can be considered as an asymptotic series with respect to $`t+0`$.

In the same way as asymptotic series, expression (31) has no sense for finite $`t>0`$, that is, cannot be directly employed for predicting future. But, being just a particular kind of asymptotic series, Eq. (31) can be extrapolated to the whole interval (28) following the general method of self-similar extrapolation. Then, analogously to Eq. (25), we obtain the self-similar forecast

$$f_k^{}(t)=f_0\mathrm{exp}\left(c_1t\mathrm{exp}\left(c_2t\mathrm{}\mathrm{exp}\left(c_kt\right)\right)\mathrm{}\right),$$
(33)
where $`c_n=c_n(t)`$ are the controllers

$$c_n(t)=\frac{a_n}{a_{n1}}\tau _n(t)(n=1,2,\mathrm{},k),$$

$$\tau _n(t)=\frac{1}{n[1+v_n^2(t)]}v_n(t)=\frac{a_n}{f_0}t^n.$$
(34)
In this way, for each given past-history data base (27), we may construct the forecast (33) valid for the future time horizon (28). Since the coefficients $`a_na_{nk}`$ depend on the choice of the data base, according to the conditions (29), the controllers $`c_n(t)c_{nk}(t)`$ also depend on the data base. This means that, for another data base, we shall obtain another value of the forecast. There are two things that may be varied for data bases: the number of points $`k`$ and the set $`\{t_n\}`$ of the time moments. Denoting a particular choice of the latter set with the index $`j`$, we have $`\{t_n^{(j)}\}`$. Thus, each data base has to be labelled by two indices

$$D_k(j)\{f_k^{(j)},f_{k1}^{(j)},\mathrm{},f_0|t_k^{(j)}<t_{k1}^{(j)}<\mathrm{}<0\}.$$
(35)
Varying these indices produces a family $`\{D_k(j)\}`$ of the data bases and, respectively, results in an ensemble $`\{f_k^{}(j,t)\}`$ of the self-similar forecasts. How could we classify this ensemble of possible scenarios?

The problem of classifying scenarios in forecasting is analogous to the problem of pattern selection in the case of nonunique solutions of nonlinear partial differential equations . A probabilistic approach to the problem of pattern selection has been recently advanced , which can also be used for defining a probability measure for the ensemble of forecasted scenarios. Following the approach , we treat the map $`\{f_k^{}(j,t)|k=0,1,2,\mathrm{}\}`$ as the image of a dynamical cascade, where $`k`$ plays the role of discrete time, and for the probability of a forecast $`f_k^{}(j,t)`$ we have

$$p_k(j,t)=\frac{1}{Z_k(t)}\mathrm{exp}\left\{\mathrm{\Delta }S_k(j,t)\right\},$$
(36)
where $`Z_k(t)`$ is a normalization factor and $`\mathrm{\Delta }S_k(j,t)`$ is an entropy variation. Let us introduce the mapping multiplier

$$m_k(j,t)\frac{\delta f_k^{}(j,t)}{\delta f_1^{}(j,t)}=\frac{f_k^{}(j,t)/t}{f_1^{}(j,t)/t}$$
(37)
and the average multiplier $`\overline{m}_k(t)`$, such that

$$\frac{1}{|\overline{m}_k(t)|}\underset{j}{}\frac{1}{|m_k(j,t)|}.$$
(38)
Then the scenario probability (36) can be reduced  to the form

$$p_k(j,t)=\left|\frac{\overline{m}_k(t)}{m_k(j,t)}\right|.$$
(39)
The most probable scenario is, by definition, that one corresponding to the maximal probability (39).

It may happen that the data-base variation is limited by the information available. Then there is no choice as to deal with the given family $`\{D_k(j)\}`$. But if this variation can be done in a very wide range, the question remains as when should one stop varying data bases? A brief answer to this question is: Vary data bases until reaching numerical convergence. More precisely, the variation procedure can be realized as follows. Let us fix a time scale, labelled by $`j`$, and increase the data-base order $`k`$, that is the number of points from the past history. The increase of $`k`$ is to be stopped at the saturation number $`N_j`$, after which the forecasts $`f_k^{}(j,t)`$, for $`kN_j`$, practically (within a given accuracy) do not change. Then the forecasts (33) as well as the scenario probability (39) become dependent only on the time scale, labelled by $`j`$,

$$f^{}(j,t)\underset{kN_j}{lim}f_k^{}(j,t),p(j,t)\underset{kN_j}{lim}p_k(j,t).$$
(40)
Varying the data-base time scale, it looks convenient to deal with equidistant steps $`\mathrm{\Delta }_jt_n^{(j)}t_{n+1}^{(j)}`$, where $`n=0,1,\mathrm{},N_j`$, although the equal distance between the time moments is, in general, not obligatory. It is natural to start with the step $`\mathrm{\Delta }_j=1`$, coinciding with the prediction horizon. Then we may increase as well as decrease the time grid, which can be done in different ways, say by following the law $`\mathrm{\Delta }_{2j}=2^j,\mathrm{\Delta }_{2j+1}=2^j`$, with $`j=0,1,2,\mathrm{}`$. Again, the further variation of the time mesh is to be stopped at $`j=j_{max}`$ as soon as we reach numerical convergence. In this way, the complete data family is a set $`\{D_{N_j}(j)|j=0,1,2,\mathrm{},j_{max}\}`$ corresponding to the ensemble $`\{f^{}(j,t)|j=0,1,\mathrm{},j_{max}\}`$ that can be called the scenario spectrum. As far as this ensemble of forecasts is weighted with the probability measure $`p(j,t)`$, it is straightforward to define the expected forecast, the dispersion, and other quantities typical of probabilistic ensembles.

## 3 Conclusion

The possibility of forecasting the main trends of time series is of great importance and can have various applications. One of such exciting application would be with respect to economics and financial time series. The behaviour of markets is nowadays studied by different methods imported from physics . However the problem of quantitative prediction for markets remains yet a puzzle. I would think that the novel approach, developed in this paper, is a practical step for solving the problem of forecasting for time series, including financial time series. The aim of this communication has been to present a mathematical foundation for the approach, whose applications will be considered in separate publications. The content of this paper answers the questions posed in the Introduction, and these answers are:

(1) The most general and correct presentation of asymptotic series, appropriate for the self-similar extrapolation is in a dimensionless scale-invariant form, but with the domain of a variable reduced to the unitary interval.

(2) The fractal transformation extends the region of validity of the initial asymptotic series.

(3) The power of the fractal transformation must asymptotically tend to infinity in order to yield series with the unitary radius of convergence.

(4) The effective time of motion with respect to the approximation number is to be defined from the minimum of a cost functional.

(5) In order that extrapolation of asymptotic series could be correctly reformulated as forecasting for time series, the latter are to be presented as a backward recursion.

(6) All forecasted scenarios, derived by employing different data bases, compose a statistical ensemble equipped with a probability measure characterizing the probabilities of particular patterns.

(7) The complete data family is a set of data bases, with time scales varying in the range limited by the saturation of calculations, and with the numbers of past-history terms sufficient for providing numerical convergence for each given time grid.

Acknowledgement

I am grateful to E. Yukalova for discussions and advice.


text:
# Model-Independent Analysis of 𝑔_𝜇-2

## a Introduction

The announcement of a new, more precise measurement of the anomalous magnetic moment of the muon that apparently disagrees with the Standard Model (SM) prediction has stirred a great deal of excitement. This hint of new physics, coming on the heels of suggestions from LEP of a light Higgs boson, supports a picture in which there are particles previously undetected already at the scale of 100 GeV or so. In this note, we wish to evaluate the theoretical implications of the new result in a rather model- independent manner, based on our earlier analysis, hereinafter referred to as AEW. The method that allows for such an analysis is the effective field theory approach in which one identifies the leading-order higher-dimensional operators that might occur if departures from the SM are due to physics on some high mass scale $`\mathrm{\Lambda }.`$ We assumed that the new physics respects the SM gauge symmetries. The operators therefore are simply monomials involving fields of the SM. By SM, we made the conventional assumption that there was but a single Higgs doublet. There is nothing in existing data that requires this, but both the conventional SM “prediction” as well as our analysis would have to be modified if there were more than one Higgs doublet.

There are essentially two different types of new dynamics to be associated with the physics beyond the SM, which we referred to as “decoupling” or “non-decoupling,” depending on whether the underlying dynamics involves weak coupling or strong interactions. In the former case, dimensional analysis may be used to analyze new effects, while in the latter case, one must resort to an expansion of transition amplitudes in powers of momenta, commonly referred to as a derivative expansion or chiral perturbation theory.

In AEW, we assumed as a figure of merit that the BNL $`g_\mu 2`$ experiment would achieve its intended accuracy of $`\mathrm{\Delta }a_\mu 4\times 10^{10}.`$ The recent interim result is statistics limited, with an error of $`\mathrm{\Delta }a_\mu =15\times 10^{10}`$.***After the experimenters analyze their year 2000 data, their accuracy is expected to improve by about a factor of two. Nevertheless, the central value observed differs from the SM prediction by $`\delta a_\mu =42\times 10^{10},`$ about a factor of three larger than the SM weak effect of $`\delta a_{weak}15\times 10^{10}`$. Such a relatively large effect is at first sight rather surprising, given the lack of evidence of deviations from the SM in the high-precision LEP experiments or elsewhere. Indeed, such a relatively large effect will be seen to simplify the model-independent interpretation about the origin of new physics.

## b Decoupling Case

If physics is sufficiently weakly interacting so that perturbation theory may be applied, the dynamical dimensions of fields are approximately equal to their naive (or engineering) dimensions. The SM itself is of this type (at energies $`E\mathrm{\Lambda }_{QCD}`$) and moreover is “natural” in the sense that all gauge-invariant operators of dimension four or less are presumed to occur. Assuming conservation of baryon and lepton number, the first corrections to the SM are operators of dimension six. These were catalogued long- ago, where it was shown that there were 81 independent such operators.The catalogue is also given in Appendix A of Ref. . Although their number may seem daunting, for any given process or measurement, usually only a small subset of these are relevant. We write them in the generic form $`\alpha 𝒪/\mathrm{\Lambda }^2`$, where $`𝒪`$ is some gauge-invariant monomial of dimension six constructed from SM fields and their covariant derivatives, and $`\mathrm{\Lambda }`$ is referred to as the scale of new physics. To be slightly more precise, the scale $`\mathrm{\Lambda }`$ is to be compared with the weak scale $`v250\text{GeV}`$ and not to be associated directly with some virtual particle’s mass.One usually speaks of a single scale $`\mathrm{\Lambda }`$ but of course there may actually be several sources of new physics characterized by very different scales. The dimensionless coupling constant $`\alpha `$ depends on some renormalization scale, which we tacitly take to be $`\mathrm{\Lambda }`$. In principle, the coupling should be run down to some small momentum scale, but, since we will be only making order of magnitude estimates in this paper, we will ignore this running.

It is important to understand the natural size of the coefficient $`\alpha `$ of each of these dimension-six operators. That is facilitated by classifying them into those that may arise from tree diagrams in any underlying theory and those that can only arise from loop diagrams. Those arising from loops are expected to be suppressed relative to tree diagrams by at least one additional power of $`1/16\pi ^2`$ times some coupling constant(s). Such a classification was carried out in Ref. , to which we shall refer as needed.

For the case at hand, we may conveniently classify the operators into two types, those that contribute directly to a change in $`g2`$ at the tree level and those that contribute only indirectly through their presence in loop- graphs.§§§The reader unfamiliar with effective field theory may be troubled by the inclusion of “nonrenormalizable” operators in loop corrections, but such theories, containing as they do an infinite number of higher dimensional operators, are in fact sensible and interpretable as quantum field theories. For further discussion, see for example Weinberg. Nearly all dimension-six operators contribute only indirectly to $`g2`$. There are just two operatorsSee AEW for details. In fact, one might say there is only one such operator, since one linear combination of these two will decouple from the photon. that contribute directly to changes in $`g2`$, viz.,

$`𝒪_{\mu W}`$ $``$ $`(\overline{l}_\mu \sigma ^{\alpha \beta }\tau ^I\mu _R)\varphi W_{\alpha \beta }^I+h.c.`$ (1)
$`𝒪_{\mu B}`$ $``$ $`(\overline{l}_\mu \sigma ^{\alpha \beta }\mu _R)\varphi B_{\alpha \beta }+h.c.,`$ (2)
where $`l_\mu `$ denotes the left-handed doublet of the SM containing the $`\mu _L^{}`$ and $`\nu _\mu `$ fields. Referring to Ref. , we see that both of these direct operators can only arise from loop corrections containing solely non-standard virtual excitations, so, as was assumed in AEW, their coefficients must be of order

$$\alpha _{\mu W}g/(16\pi ^2)\mathrm{and}\alpha _{\mu B}g^{}/(16\pi ^2).$$
(3)
As a result, these operators can give a contribution as large as See Eq. (2.13) of AEW.

$$a_\mu ^{\mathrm{direct}}10^6/\mathrm{\Lambda }^2(\mathrm{\Lambda }\mathrm{in}\mathrm{TeV})$$
(4)
$`\mathrm{\Lambda }`$ is to be compared with the scale of weak symmetry breaking $`v250\text{GeV}.`$ This suggests that, to account for the value reported, the scale of new physics could be rather large. However, this result is deceptive. In the SM, all fermion masses arise from Yukawa couplings to the Higgs field. Setting the muon mass to zero is natural, in the technical sense commonly employed, only if this gives rise to an additional chiral symmetry. If one does not regard this additional global symmetry as accidental, then it must also be a property of the underlying theory in this limit. Consequently, we will assume that the muon mass is naturally light and that the underlying theory, like the SM, has a chiral symmetry protecting the muon mass in the limit that it is taken to be zero. Since these two direct operators break that chiral symmetry, naturalness for the muon mass is intimately connected with contributions to $`g_\mu 2`$, as was noted in AEW. Naturality requires that their coefficients contain a factor proportional to $`y_\mu m_\mu /v4\times 10^4.`$ This implies that the magnitude of the coefficients of these operators in Eq. (2) be reduced by such a factor so that their contribution to the anomalous moment is of order

$$a_\mu ^{\mathrm{direct}}10^{10}/\mathrm{\Lambda }^2(\mathrm{\Lambda }\mathrm{in}\mathrm{TeV})$$
(5)
This suggests that the scale of new physics $`\mathrm{\Lambda }`$ can not be much larger than the weak scale $`v`$ itself, and therefore the associated particles may well have masses of order of the SM vector bosons (100 GeV). This agrees with the conclusions stated in  concerning the mass scale in certain supersymmetric models, which are prototypical of models of this type.

Among the 79 remaining dimension-six operators in the SM, there are only a few that could produce effects as large as observed. Those must correspond to vertices that both (a) can arise from some theory in tree approximation and (b) can contribute to $`g_\mu 2`$ in one-loop order. These are (in the notation of Ref. )

$`𝒪_{\varphi l}^{(1)}`$ $``$ $`i(\varphi ^{}D_\mu \varphi )(\overline{l}\gamma ^\nu l),𝒪_{\varphi l}^{(3)}i(\varphi ^{}\tau ^ID_\mu \varphi )(\overline{l}\gamma ^\nu \tau ^Il),`$ (6)
$`𝒪_{\varphi e}`$ $``$ $`i(\varphi ^{}D_\mu \varphi )(\overline{e}\gamma ^\nu e).`$ (7)
$`𝒪_{ll}^{(1)}`$ $``$ $`(\overline{l}\gamma _\nu l)(\overline{l}\gamma ^\nu l),𝒪_{ll}^{(3)}(\overline{l}\gamma _\nu \tau ^Il)(\overline{l}\gamma ^\nu \tau ^Il),`$ (8)
$`𝒪_{ee}`$ $``$ $`(\overline{e}\gamma _\nu e)(\overline{e}\gamma ^\nu e),𝒪_{le}(\overline{l}\gamma _\nu l)(\overline{e}\gamma ^\nu e).`$ (9)
$`𝒪_{lq}^{(1)}`$ $``$ $`(\overline{l}_\mu \gamma _\nu l_\mu )(\overline{q}\gamma ^\nu q),𝒪_{lq}^{(3)}(\overline{l}_\mu \gamma _\nu \tau ^Il_\mu )(\overline{q}\gamma ^\nu \tau ^Iq),`$ (10)
$`𝒪_{\mu u}`$ $``$ $`(\overline{\mu }_R\gamma _\nu \mu _R)(\overline{u}\gamma ^\nu u),𝒪_{\mu d}(\overline{\mu }_R\gamma _\nu \mu _R)(\overline{d}\gamma ^\nu d),`$ (11)
$`𝒪_{qd\mu }`$ $``$ $`(\overline{l}_\mu \gamma _\nu q)(\overline{d}\gamma ^\nu \mu _R).`$ (12)
$`𝒪_{lu}`$ $``$ $`(\overline{l}_\mu u)(\overline{u}l_\mu ),𝒪_{ld}(\overline{l}_\mu d)(\overline{d}l_\mu ),𝒪_{q\mu }(\overline{q}\mu _R)(\overline{\mu }_Rq),`$ (13)
$`𝒪_{lq}`$ $``$ $`(\overline{l}_\mu \mu _R)ϵ(\overline{q}u),𝒪_{lq}^{}(\overline{l}_\mu u)ϵ(\overline{q}\mu _R).`$ (14)
Here, $`l(q)`$ denotes a left-handed lepton (quark) doublet; $`e(u,d)`$, a generic right-handed lepton (quark) singlet; and $`\varphi `$, the SM Higgs doublet. All these fermion fields could carry generational indices, and generation mixing is in general permissible. The $`\tau ^I`$ are the Pauli matrices, and $`ϵi\tau ^2`$. We will consider each group in turn. The operators in Eq. (7) modify the couplings of the $`W^\pm `$ and $`Z^0`$ to leptons of order $`\alpha _{\varphi l}gv^2/\mathrm{\Lambda }^2`$. They affect $`g_\mu 2`$ very much like the SM weak corrections, i.e., less than $`10^9`$ times $`\alpha _{\varphi l}`$ or $`\alpha _{\varphi \mu }`$. Quite aside from theoretical arguments, these non-SM couplings are already constrained by LEP measurements to be less than about 1%. Therefore, they change $`g_\mu 2`$ by less than $`10^{11}`$ and can be safely ignored. \**\**\**The presence of right-handed neutrinos would allow another operator to the above list, viz., $`i(\varphi ^TϵD_\mu \varphi )(\overline{\nu }_R\gamma ^\mu \mu _R)`$ which would give rise to a right-handed $`W`$ coupling. The experimental data on the $`W`$ branching ratios, however, insures that the corresponding contribution to $`g_\mu 2`$ is $`\stackrel{<}{}5\times 10^{12}`$ and can also be ignored.

The four-fermion interactions (9)–(14) are also constrained in various ways but cannot be excluded entirely. Each of the four- lepton operators in Eq. (9) could arise from the exchange of a heavy vector boson and would contribute to $`g_\mu 2`$ when two of the fields correspond to muons. Note that the first two operators involve only left- handed couplings; the third, only right-handed couplings; the fourth, both left- and right-handed couplings.

At first sight, one might anticipate that operators involving muon fields of a single chirality could not contribute to $`g_\mu 2`$, since the effective operators Eq. (2) involve a chiral flip of the muon. However, this is not correct, since a chirality-conserving, dimension-six operator such as $`(\overline{l}_\mu \sigma ^{\alpha \beta }D/ł_\mu )B_{\alpha \beta }`$ is, by use of the classical equations of motion, equivalent to the corresponding direct operator $`𝒪_{\mu B}`$ times the Yukawa coupling $`y_\mu `$ of the Higgs field to the muon.††††††One attractive feature of such a chirally-coupled $`Z^{}`$ is that it would always give a contribution to $`g_\mu 2`$ that is natural, even if it were to cause transitions to a heavy fermion.

Returning to the discussion of the limits on the contributions of these operators, there are already strong bounds on a generic $`U(1)`$ gauge boson, as typically arises in models of unification, with $`M_Z^{}\stackrel{>}{}550\text{GeV}`$ if it has coupling strengths comparable to SM couplings. Such vector bosons would make a contribution to $`g_\mu 2`$ at least an order of magnitude smaller than the SM weak correction. However, one can imagine a more exotic $`Z^{}`$ that could be much lighter and account for the discrepancy observed. Consider, for example, a $`Z^{}`$ that coupled only to leptons.‡‡‡‡‡‡Such models must concern themselves with anomaly cancelation, but we will assume that can be accomplished. In general, generation-changing operators must have small coefficients because they would lead to flavor-changing neutral currents. However, a $`Z^{}`$ that did not cause transitions between generations or that coupled essentially only to second-generation leptons cannot be excluded. For example, a $`Z^{}`$ of mass 200 GeV that coupled to muons with three times the strength of the SM $`Z^0`$ would account for the discrepancy observed. Although such a $`Z^{}`$ would cause $`Z^0Z^{}`$ mixing, the effects on the known properties of the $`Z^0`$ and other observations can easily be seen to be acceptably small.

If one performs a Fierz transformation on $`𝒪_{le}`$, one obtains the equivalent operator $`(\overline{l}e)(\overline{e}l)`$. Such an interaction could arise from the exchange of a heavy scalar doublet. The constraints on such a particle are similar to those on the hypothetical $`Z^{}`$ discussed above. Therefore, the most likely candidate to contribute to $`g_\mu 2`$ would be a scalar that coupled diagonally or exclusively to second-generation leptons, giving $`(\overline{l_\mu }\mu _R)(\overline{\mu _R}l_\mu )`$. Such a scalar doublet with mass M and Yukawa coupling $`h^{}`$ would make a contribution to $`g_\mu 2`$ of order $`(m_\mu /v)(h^{}/4\pi M)^2`$, which could be comparable to our previous estimates of the magnitude of direct operators.

Turning now to the two classes of operators involving both leptons and quarks, Eqs. (12) and (14), most could arise either from various kinds of leptoquarks or from a $`Z^{}`$ that coupled to both leptons and quarks. However, unlike previously, in these modes such a $`Z^{}`$ cannot contribute to $`g2`$ at one-loop order, since its coupling to the photon arises through mixing and therefore contributes only to the electric coupling of the muon rather than to its magnetic coupling.

The operator $`𝒪_{lq}`$ obviously could arise from the exchange of a colorless scalar doublet that coupled to both quarks and leptons. However, as with the $`Z^{}`$ just discussed, this scalar would be in the wrong channel to contribute to $`g2`$ in one-loop order.

Performing a Fierz transformation on the first four operators in Eq. (12), one may rewrite them as

$`𝒪_{lq}^{(1)}`$ $``$ $`(\overline{l}_\mu \gamma _\nu q)(\overline{q}\gamma ^\nu l_\mu ),𝒪_{lq}^{(3)}(\overline{l}_\mu \gamma _\nu \tau ^Iq)(\overline{q}\gamma ^\nu \tau ^Il_\mu ),`$ (15)
$`𝒪_{\mu u}`$ $``$ $`(\overline{\mu }_R\gamma _\nu u)(\overline{u}\gamma ^\nu \mu _R),𝒪_{\mu d}(\overline{\mu }_R\gamma _\nu d)(\overline{d}\gamma ^\nu \mu _R).`$ (16)
Thus, we see alternatively that all five operators of this set could arise from exchange of a vector leptoquark that is a color triplet having the weak isospin and hypercharge assignments appropriate to each operator. Similarly, the operators in Eq. (14) except $`𝒪_{lq}`$ could arise from scalar leptoquark exchanges with various electroweak quantum numbers.

Experimentally, current bounds on masses and couplings of leptoquarks imply contributions of $`O(10^{11})`$ or less for leptoquarks that generate lepton- flavor violation. In other cases, the lower bounds on leptoquarks are only around $`200\text{GeV}`$, not so strong as to exclude them as potential contributors. Theoretically, in a weak coupling scenario, leptoquarks sufficiently light to affect $`g2`$ noticeably would be quite unexpected. Typically, scalar and vector leptoquarks arise in models in which quarks and leptons are unified, such as the Pati-Salam $`SU(4)`$ model or in $`SU(5)`$ or $`SO(10)`$ GUTs. The scales of unification in such models can be estimated and are much too large to be relevant, typically $`\stackrel{>}{}10^{12}\text{GeV}`$ or more.\**\**\**In contrast, if leptoquarks were composite, they could have a significant effect on $`g_\mu 2`$. See next section.

Finally, the operators $`𝒪_{lq}`$ and $`𝒪_{lq}^{}`$ are obviously closely related; indeed, if one performs a Fierz transformation on $`𝒪_{lq}`$, has

$$8𝒪_{lq}=4𝒪_{lq}^{}\left(\overline{l}_\mu \sigma _{\alpha \beta }u\right)ϵ\left(\overline{q}\sigma ^{\alpha \beta }\mu _R\right).$$
(17)
Thus, in addition to arising from a scalar leptoquark, another possibility is the exchange of a massive, antisymmetric tensor field, which is an alternative way to describe a vector leptoquark. These tensor excitations, if present, should transform as weak isodoublets and couple to the fermions through a $`\sigma _{\mu \nu }`$-type interaction. These constraints are problematic: the fermion coupling violates the gauge symmetry required for the unitarity of the free tensor Lagrangian and would naturally drive the tensor mass to a value $`\mathrm{\Lambda }`$. In addition the non-Abelian coupling appears to be inconsistent with the condition of weak coupling. For these reasons, we will not consider this possibility further.

In sum, we conclude that, if the observed discrepancy is to emerge from an underlying theory in which perturbation theory may be used, then its origin must be from the direct operators Eq. (2) or from models having a rather exotic heavy vector boson or a leptoquark with the appropriate properties. We now turn to the consideration of the non-decoupling case, in which the underlying model may involve strong interactions.

## c Non-Decoupling Case

If the physics underlying the standard model does not decouple the power- counting arguments are modified by the presumed strong-interaction effects. We will consider the simplest realization of this possibility where the low- energy theory contains only the Standard Model fields without a scalar doublet. In this (chiral) theory symmetry breaking is achieved by introducing a unitary field $`U`$, which replaces the SM doublet (this corresponds to the case where the physical Higgs particle becomes heavy with $`v`$ kept fixed). In the unitary gauge $`U=1`$, and the chiral Lagrangian reproduces the unitary- gauge Standard Model Lagrangian without the terms containing the Higgs excitation. For the present discussion the relevant effective Lagrangian is

$`{\displaystyle \frac{gf_W}{\mathrm{\Lambda }}}\overline{l}_\mu \sigma ^{\mu \nu }\tau ^IUr_\mu W_{\mu \nu }^I+{\displaystyle \frac{g^{}f_B}{\mathrm{\Lambda }}}\overline{l}_\mu \sigma ^{\mu \nu }B_{\mu \nu }Ur_\mu ;`$ (18)
(plus Hermitian conjugate) where $`r_\mu =(0,\mu _R)`$. The naturality bound for the coefficients (using naive dimensional analysis) is $`|f_{W,B}|\stackrel{<}{}1`$. In addition these operators can modify the $`\mu `$ mass, a simple estimate shows that the requirement that this radiative correction be small implies $`|f_{W,B}|e^2\mathrm{\Lambda }/(4\pi )^2m_\mu `$ where $`e`$ denotes the proton charge. For this scenario, however, there is an upper bound on the scale $`\mathrm{\Lambda }`$ equal to $`4\pi v3\text{TeV}`$. This then implies the condition

$$|f_{W,B}|\stackrel{<}{}0.06$$
(19)
This constraint can be naturally implemented if it assumed that the coefficients take the form $`f_{W,B}(m_\mu /\mathrm{\Lambda })\overline{f_{W,B}}`$.

The direct contributions to the anomalous magnetic moment are

$`\delta a`$ $`=`$ $`4m_\mu (f_Wf_B)/\mathrm{\Lambda }`$ (20)
$`\stackrel{<}{}`$ $`8.4\times 10^6\left|f_{W,B}/0.06\right|(3\text{TeV})/\mathrm{\Lambda }`$ (21)
If the coefficients are of the form $`f_{W,B}(m_\mu /\mathrm{\Lambda })\times O(1)`$ we find $`|\delta a|(2m_\mu /\mathrm{\Lambda })^2`$ $`4.6\times 10^9`$ for $`\mathrm{\Lambda }3\text{TeV}`$. This estimate is significantly larger than the standard model contribution but it is (perhaps coincidentally) comparable to the deviation reported in the recent BNL experiment.

As with the decoupling scenario, there are non-direct contributions to $`g_\mu 2`$ generated by the operators Eq. (7), and the same limits apply. In this case, however, the naive-dimensional analysis estimate of the operator coefficients is very different. In particular the 4-fermion operators $`𝒪_{lq},𝒪_{lq}^{}`$ are expected to appear with coefficients $`y_\mu /v^2`$ (assuming,as before, a natural realization of explicit chiral symmetry breaking). This would also lead to a contribution as large as $`10^9`$ to $`g_\mu 2`$.

## d Conclusions

To summarize, assuming that the scale of physics beyond the SM exceeds the weak scale, we have considered all possible origins of deviations from the SM. If the underlying theory can be treated perturbatively, then the only possibilities to account for so large an effect would be models producing the direct operators Eq. (2), of which SUSY models are prototypical, or models having unexpectedly light leptoquarks or having a rather exotic heavy vector boson that couples predominantly to muons. The scale of new physics must be sufficiently low that evidence of most of these mechanisms would be likely to appear in the new data anticipated from Collider Run II at the Fermilab TeVatron. Other possible origins, such as a generic $`Z^{}`$ or anomalous couplings of the SM vector bosons, either are already excluded by existing experimental bounds or would have to be unnaturally large to account for the magnitude of the observed discrepancy. On the other hand, if the underlying new physics involves a new strong interaction, as in technicolor models, then the physics could be accounted for by a variety of effective operators. It is harder to pinpoint the precise way to check this alternative, but evidence of compositeness on this scale would also be likely to show up at the TeVatron.

## e Acknowledgments

One of us (MBE) would like to thank G. L. Kane for discussions concerning SUSY models. This work was supported in part by the U.S. Department of Energy.

## f Addendum

While this manuscript was being completed, a number of papers appeared considering one or another of the alternatives touched on here. These include supersymmetric models, an additional vector boson, leptoquarks as well as nondecoupling scenarios. Consideration of models involving extended scalar sectors has begun. For a general theoretical overview, see Ref. .