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# 1 Introduction

## 1 Introduction

With the development of long baseline neutrino beams passing through the mantle of the Earth, three flavor neutrino oscillation with a constant matter profile is presently drawing attention. Some effort has been spared on the exact solution of the connected cubic eigenvalue problem . However, the obtained solutions are huge and were up to now only used in computer based calculations. Also approximative solutions for oscillation probabilities and mixing angles have been proposed for several parameter regions , which are interesting and useful. The intention of this work is to first derive analytic approximations for the mixing parameters in matter111 Oscillation in matter can be described by a mapping of the six basic parameters $`\theta _{12}`$, $`\theta _{13}`$, $`\theta _{23}`$, $`\mathrm{\Delta }m_{21}^2`$, $`\mathrm{\Delta }m_{31}^2`$, and $`\delta `$ similar to the well-known two neutrino oscillation formulas in matter. according to the standard parameterization, which then allows to compute all desired quantities like probabilities or amplitudes from the known expressions in vacuum by substitution. The parameters in matter are calculated in a series expansion in the small mass hierarchy parameter $`\alpha :=\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2`$. The obtained results are discussed and then applied to the appearance channel probability $`P(\nu _e\nu _\mu )`$. A simple solution, which is easy to use, but nevertheless accurate over a wide parameter range is obtained. No new notation is introduced besides abbreviations known from two neutrino oscillation in matter. Furthermore, the result shows at first sight the convergence to the vacuum case at small baselines and thus is directly connected to the terms in vacuum. The approximate solutions obtained with this method are a powerful tool for further analytical studies. To demonstrate this, two applications are given. First the derived expressions are exploited to compute the frequently used quantity called the CP-asymmetry $`A^{\mathrm{CP}}`$, which has considerable importance in CP-violation studies. The problem is that matter effects cause contributions to the CP-asymmetry, which cannot easily be distinguished from intrinsic CP-effects. Here, expressions for $`A^{\mathrm{CP}}`$ in matter are given for high neutrino energies (more precise: low $`L/E_\nu `$). The result is then used to investigate what can be learned from the energy dependence of $`A^{\mathrm{CP}}`$. The second application given estimates the statistical sensitivity to the CP-terms of the oscillation probabilities in neutrino factory long baseline experiments. Plots are presented, which show the magnitude of CP-effects at different baselines and beam energies. Contrarily to what presently can be found in the literature, the here obtained results indicate strongly that, in general, the low energy option is not the best solution to measure effects from the CP-phase $`\delta `$. The reason for this discrepancy is discussed.

Throughout this work two assumptions will be made: First, that the mass hierarchy parameter $`\alpha :=\mathrm{\Delta }m_{12}^2/\mathrm{\Delta }m_{31}^2`$, which is used as expansion parameter, is small. Consider for example an atmospheric $`\mathrm{\Delta }m^2`$ of $`3.210^3\mathrm{eV}^2`$  . For solar mass differences of LMA-scale222The abbreviation “LMA” stands for Large Mixing Angle MSW-solution to the solar neutrino problem. The MSW-solution assumes resonance enhanced oscillation of neutrinos passing the core of the sun.  between $`10^5\mathrm{eV}^2`$ and $`10^4\mathrm{eV}^2`$, $`\alpha `$ varies between 0.0031 and 0.031. Second, it will be assumed that the mixing angle $`\theta _{13}`$ is small as indicated by reactor, solar, and atmospheric experiments. The strongest bound is given by the CHOOZ experiment  with $`\mathrm{sin}^22\theta _{13}<0.1`$. The smallness of this parameter will be used to classify terms, which appear in the expressions for oscillation probabilities. The mixing angles $`\theta _{12}`$ and $`\theta _{23}`$ should be chosen from the interval $`[0,\pi /2]`$.

## 2 Three neutrino oscillation in vacuum

In vacuum, the neutrino oscillation probabilities are given by the well-known formulas

$$P(\nu _{e_l}\nu _{e_m})=\delta _{lm}4\underset{i>j}{}\mathrm{Re}J_{ij}^{lm}\mathrm{sin}^2\widehat{\mathrm{\Delta }}_{ij}2\underset{i>j}{}\mathrm{Im}J_{ij}^{lm}\mathrm{sin}2\widehat{\mathrm{\Delta }}_{ij},$$
(1)
with the abbreviations $`J_{ij}^{lm}:=U_{li}U_{lj}^{}U_{mi}^{}U_{mj}`$ and $`\widehat{\mathrm{\Delta }}_{ij}:=\mathrm{\Delta }m_{ij}^2L/(4E)`$. Here, $`U`$ is the mixing matrix of the neutrino sector in standard parameterization form:

$$U=\left(\begin{array}{ccc}c_{12}c_{13}& c_{13}s_{12}& e^{i\delta }s_{13}\\ s_{12}c_{23}e^{i\delta }c_{12}s_{13}s_{23}& c_{12}c_{23}e^{i\delta }s_{12}s_{13}s_{23}& c_{13}s_{23}\\ e^{i\delta }c_{12}s_{13}c_{23}+s_{12}s_{23}& e^{i\delta }s_{12}s_{13}c_{23}c_{12}s_{23}& c_{13}c_{23}\end{array}\right).$$
(2)
Since in this work, the hierarchy $`|\mathrm{\Delta }m_{21}^2||\mathrm{\Delta }m_{31}^2|`$ between the two mass squared differences is exploited, from now on all mass squared differences will always be related to the atmospheric squared mass difference: $`\mathrm{\Delta }m_{31}^2=:\mathrm{\Delta }`$, $`\mathrm{\Delta }m_{21}^2=\alpha \mathrm{\Delta }`$, $`\mathrm{\Delta }m_{32}^2=(1\alpha )\mathrm{\Delta }`$, and $`\widehat{\mathrm{\Delta }}=\mathrm{\Delta }L/(4E)`$. Series expansion up to order $`\alpha ^2`$ gives the following important terms in the oscillation probability $`P(\nu _e\nu _\mu )P_0+P_{\mathrm{sin}\delta }+P_{\mathrm{cos}\delta }+P_3`$:

$`P_0`$ $`=`$ $`\mathrm{sin}^2\theta _{23}\mathrm{sin}^22\theta _{13}\mathrm{sin}^2\widehat{\mathrm{\Delta }}`$ (3a)
$`P_{\mathrm{sin}\delta }`$ $`=`$ $`\alpha \mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}\mathrm{sin}^3\widehat{\mathrm{\Delta }}`$ (3b)
$`P_{\mathrm{cos}\delta }`$ $`=`$ $`\alpha \mathrm{cos}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}\mathrm{cos}\widehat{\mathrm{\Delta }}\mathrm{sin}^2\widehat{\mathrm{\Delta }}`$ (3c)
$`P_3`$ $`=`$ $`\alpha ^2\mathrm{cos}^2\theta _{23}\mathrm{sin}^22\theta _{12}\mathrm{sin}^2\widehat{\mathrm{\Delta }}`$ (3d)
Expanding the oscillatory terms in $`\alpha `$ means linearization of the oscillation over the solar mass squared difference. This gives valid results only for $`\alpha \widehat{\mathrm{\Delta }}1`$. With todays knowledge about neutrino masses this does not cause crucial errors for neutrino energies above 1 GeV at baselines below approximately 10000 km. The two terms $`P_{\mathrm{sin}\delta }`$ and $`P_{\mathrm{cos}\delta }`$, containing the CP-phase $`\delta `$, are both of order $`\alpha `$ and hence suppressed by the mass hierarchy. This reflects the fact that CP-effects vanish when the mass hierarchy becomes large. Besides the factor $`\mathrm{sin}^2\theta _{23}`$, the term $`P_0`$ is similar to the two neutrino oscillation probability which in matter is expected to show the resonant behavior called MSW-effect . The term $`P_3`$ is the only term of order $`\alpha ^2`$, which is not suppressed by the small mixing angle $`\theta _{13}`$. Hence, it is important to take this term into account when $`\theta _{13}`$ is small. If $`\theta _{13}`$ is not too far away from the CHOOZ-bound, $`P_3`$ can safely be neglected. All other terms of order $`\alpha ^2`$ are additionally suppressed by one or more powers of $`\theta _{13}`$ and are not listed here.

## 3 Mixing parameters in matter

In matter, the effective Hamiltonian in flavor basis is given by

$$=\frac{1}{2E}\left[U\left(\begin{array}{ccc}m_1^2& 0& 0\\ 0& m_2^2& 0\\ 0& 0& m_3^2\end{array}\right)U^{}+\left(\begin{array}{ccc}A& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)\right].$$
(4)
Here $`U=U_{23}(\theta _{23})U_{13}(\theta _{13},\delta )U_{12}(\theta _{12})`$ is the mixing matrix, which rotates from mass to flavor basis. The second term is generated by matter effects with $`A=2VE_\nu `$ and $`V=\sqrt{2}G_Fn_e`$, where $`G_F`$ is the Fermi coupling constant and $`n_e`$ is the electron density of the matter, which is crossed by the neutrino beam.

The matter term is invariant under rotations in the 23-subspace. Separating $`\mathrm{diag}(m_1^2,m_1^2,m_1^2)`$ which, as global phase, does not contribute to the probability, and using the above defined parameters, the Hamiltonian can be written in the form

$$=\frac{\mathrm{\Delta }}{2E}U_{23}\left[U_{13}U_{12}\left(\begin{array}{ccc}0& 0& 0\\ 0& \alpha & 0\\ 0& 0& 1\end{array}\right)U_{12}^{}U_{13}^{}+\left(\begin{array}{ccc}\frac{A}{\mathrm{\Delta }}& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)\right]U_{23}^{}.$$
(5)
With

$$U_\delta :=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& e^{i\delta }\end{array}\right),$$
(6)
the relations

$`U_\delta ^{}U_{13}(\theta _{13},\delta )U_\delta `$ $`=`$ $`U_{13}(\theta _{13},0),`$ (7a)
$`U_\delta ^{}U_{12}(\theta _{12})U_\delta `$ $`=`$ $`U_{12}(\theta _{12}),`$ (7b)
$`U_\delta ^{}\mathrm{diag}(a,b,c)U_\delta `$ $`=`$ $`\mathrm{diag}(a,b,c)`$ (7c)
are valid. Inserting the identity matrix $`U_\delta U_\delta ^{}`$ at the appropriate places in eq. (5) gives

$$=\frac{\mathrm{\Delta }}{2E}U_{23}U_\delta \underset{M}{\underset{}{\left[U_{13}(\theta _{13},0)U_{12}\left(\begin{array}{ccc}0& 0& 0\\ 0& \alpha & 0\\ 0& 0& 1\end{array}\right)U_{12}^{}U_{13}(\theta _{13},0)^{}+\left(\begin{array}{ccc}\frac{A}{\mathrm{\Delta }}& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)\right]}}U_\delta ^{}U_{23}^{}.$$
(8)
Diagonalization of the real matrix $`M`$ by $`\widehat{U}:=U_{23}(\widehat{\theta }_{23})U_{13}(\widehat{\theta }_{13})U_{12}(\widehat{\theta }_{12})`$ together with the part which was factored out gives the complete mixing matrix $`U^{}`$ in matter:

$$U^{}=U_{23}(\theta _{23})U_\delta U_{23}(\widehat{\theta }_{23})U_{13}(\widehat{\theta }_{13})U_{12}(\widehat{\theta }_{12}).$$
(9)
#### Mixing angles in standard parameterization form

The matrix $`U^{}`$ must still be brought to the standard form. The matrix

$$U_{23}(\theta _{23})U_\delta U_{23}(\widehat{\theta }_{23})=\left(\begin{array}{ccc}1& 0& 0\\ 0& C& S\\ 0& e^{i\delta }S^{}& e^{i\delta }C^{}\end{array}\right)$$
(10)
with

$`C`$ $`:=`$ $`\mathrm{cos}\theta _{23}\mathrm{cos}\widehat{\theta }_{23}e^{i\delta }\mathrm{sin}\theta _{23}\mathrm{sin}\widehat{\theta }_{23},`$ (11a)
$`S`$ $`:=`$ $`\mathrm{cos}\theta _{23}\mathrm{sin}\widehat{\theta }_{23}+e^{i\delta }\mathrm{sin}\theta _{23}\mathrm{cos}\widehat{\theta }_{23}`$ (11b)
can be made real by the phase rotations $`\beta :=\mathrm{arg}C`$, $`\gamma :=\mathrm{arg}S`$, and $`\delta ^{}:=\mathrm{arg}C\mathrm{arg}S`$ 333Using $`|C|`$ and $`|S|`$ in eq. (12) further restricts the parameter space for $`\theta _{23}`$. Since $`\theta _{23}`$ is assumed to be close to $`\pi /4`$ and $`\widehat{\theta }_{23}`$ in general is small, this problem is not relevant for the calculations presented here. :

$$\left(\begin{array}{ccc}1& 0& 0\\ 0& e^{i\beta }& 0\\ 0& 0& e^{(i\delta \gamma )}\end{array}\right)U_{23}(\theta _{23})U_\delta U_{23}(\widehat{\theta }_{23})\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& e^{i\delta ^{}}\end{array}\right)=\left(\begin{array}{ccc}1& 0& 0\\ 0& |C|& |S|\\ 0& |S|& |C|\end{array}\right).$$
(12)
This gives

$$U^{}=\left(\begin{array}{ccc}1& 0& 0\\ 0& e^{i\beta }& 0\\ 0& 0& e^{(i\gamma \delta )}\end{array}\right)\left(\begin{array}{ccc}1& 0& 0\\ 0& |C|& |S|\\ 0& |S|& |C|\end{array}\right)U_\delta ^{}U_{13}(\widehat{\theta }_{13})U_\delta ^{}^{}U_{12}(\widehat{\theta }_{12})U_\delta ^{}.$$
(13)
The phase rotations on the left and on the right can be absorbed in the field vectors, yielding then $`U^{}`$ in standard parameterization form:

$$U^{}=U(\theta _{23}^{})U_{13}(\widehat{\theta }_{13},\delta ^{})U_{12}(\widehat{\theta }_{12}).$$
(14)
This finally means, that the (standard) mixing angles $`\theta _{13}^{}`$ and $`\theta _{12}^{}`$ in matter are equal to $`\widehat{\theta }_{13}`$ and $`\widehat{\theta }_{12}`$ which are obtained from the matrix that diagonalizes $`M`$. The matter correction $`\widehat{\theta }_{23}`$, however, mixes with the CP-phase $`\delta `$:

$`\theta _{13}^{}`$ $`=`$ $`\widehat{\theta }_{13},`$ (15a)
$`\theta _{12}^{}`$ $`=`$ $`\widehat{\theta }_{12},`$ (15b)
$`\mathrm{sin}^2\theta _{23}^{}`$ $`=`$ $`\mathrm{cos}^2\theta _{23}\mathrm{sin}^2\widehat{\theta }_{23}+\mathrm{sin}^2\theta _{23}\mathrm{cos}^2\widehat{\theta }_{23}+2\mathrm{cos}\delta \mathrm{sin}\theta _{23}\mathrm{cos}\theta _{23}\mathrm{sin}\widehat{\theta }_{23}\mathrm{cos}\widehat{\theta }_{23},`$ (15c)
$`\mathrm{sin}\delta ^{}`$ $`=`$ $`\mathrm{sin}\delta {\displaystyle \frac{\mathrm{sin}2\theta _{23}}{\mathrm{sin}2\theta _{23}^{}}}.`$ (15d)
Equation (15d) was first found by S. Toshev . There, a different parameterization is used, which – for oscillations – is equivalent to the standard parameterization. It is important to note that the results given up to here are exact results for three neutrino oscillation in matter and do not presume that the mass hierarchy parameter is small.

#### Calculation of the eigenvalues and eigenvectors

Hereafter $`\widehat{A}`$ will be used as abbreviation for $`\frac{A}{\mathrm{\Delta }}`$. Diagonalization of the matrix $`M`$ leads to the oscillation parameters in matter. Note that $`M`$ does not include the parameters $`\theta _{23}`$ and $`\delta `$, which have been factored out. This will simplify the calculation of the eigenvalues and eigenvectors of $`M`$ considerably:

$$M=\left(\begin{array}{ccc}s_{13}^2+\widehat{A}+\alpha c_{13}^2s_{12}^2& \alpha s_{12}c_{12}c_{13}& s_{13}c_{13}\alpha s_{13}c_{13}s_{12}^2\\ \alpha s_{12}c_{12}c_{13}& \alpha c_{12}^2& \alpha s_{12}c_{12}s_{13}\\ s_{13}c_{13}\alpha s_{13}c_{13}s_{12}^2& \alpha s_{12}c_{12}s_{13}& c_{13}^2+\alpha s_{12}^2s_{13}^2\end{array}\right).$$
(16)
The invariants of the cubic eigenvalue problem are given by

$`I_1`$ $`=`$ $`\mathrm{Tr}(M)=\lambda _1+\lambda _2+\lambda _3=`$ (17a)
$`=`$ $`\widehat{A}+1+\alpha ,`$
$`I_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\mathrm{Tr}(M)\mathrm{Tr}(M^2)\right]=\lambda _1\lambda _2+\lambda _1\lambda _3+\lambda _2\lambda _3=`$ (17b)
$`=`$ $`\widehat{A}\mathrm{cos}^2\theta _{13}+\alpha +\alpha \widehat{A}\left(\mathrm{sin}^2\theta _{13}\mathrm{sin}^2\theta _{12}+\mathrm{cos}^2\theta _{12}\right),`$
$`I_3`$ $`=`$ $`\mathrm{Det}(M)=\lambda _1\lambda _2\lambda _3=`$ (17c)
$`=`$ $`\alpha \widehat{A}\mathrm{cos}^2\theta _{13}\mathrm{cos}^2\theta _{12}.`$
Solving this system of equations in a series expansion of $`\alpha `$ gives the eigenvalues

$`\lambda _1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{A}+1\widehat{C})+\alpha {\displaystyle \frac{(\widehat{C}+1\widehat{A}\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}}{2\widehat{C}}}+𝒪(\alpha ^2),`$ (18a)
$`\lambda _2`$ $`=`$ $`\alpha \mathrm{cos}^2\theta _{12}+𝒪(\alpha ^2),`$ (18b)
$`\lambda _3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{A}+1+\widehat{C})+\alpha {\displaystyle \frac{(\widehat{C}1+\widehat{A}\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}}{2\widehat{C}}}+𝒪(\alpha ^2),`$ (18c)
with

$$\widehat{C}=\sqrt{(\widehat{A}\mathrm{cos}2\theta _{13})^2+\mathrm{sin}^22\theta _{13}}.$$
(19)
Here, $`\widehat{C}`$ is the same square root, which appears in the two neutrino matter formulas.

Calculating the eigenvectors of $`M`$ in order $`𝒪(\alpha )`$ gives:

$`v_1`$ $`=`$ $`\left(\begin{array}{c}\frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}\frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}\sqrt{2\widehat{C}^2(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}\\ \frac{\alpha (1+\widehat{A}\widehat{C})\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}}{(1+\widehat{A}+\widehat{C})\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}\\ \frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}\frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}\sqrt{2\widehat{C}^2(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}\end{array}\right)+𝒪(\alpha ^2),`$ (20d)
$`v_2`$ $`=`$ $`\left(\begin{array}{c}\frac{\alpha \mathrm{cos}\theta _{12}\mathrm{sin}\theta _{12}}{\widehat{A}\mathrm{cos}\theta _{13}}\\ 1\\ \frac{\alpha (1+\widehat{A})\mathrm{cos}\theta _{12}\mathrm{sin}\theta _{12}\mathrm{sin}\theta _{13}}{\widehat{A}\mathrm{cos}^2\theta _{13}}\end{array}\right)+𝒪(\alpha ^2),`$ (20h)
$`v_3`$ $`=`$ $`\left(\begin{array}{c}\frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}+\frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}\sqrt{2\widehat{C}^2(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}\\ \frac{\alpha (1+\widehat{A}\widehat{C})\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}}{(1+\widehat{A}+\widehat{C})\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}\\ \frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}\frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}\sqrt{2\widehat{C}^2(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}\end{array}\right)+𝒪(\alpha ^2).`$ (20l)
There is one major problem concerning the calculation of the eigenvalues and eigenvectors, which has to be addressed. Throughout the above series expansion $`\widehat{A}`$ was assumed to be different from zero. This is important as the results given above do not hold for $`\widehat{A}=0`$ in which case a different series expansion in $`\alpha `$ would be obtained. This is a general and important fact. In principle, it is also possible to give results for small values of $`|\widehat{A}|`$, which, however, would fail for larger $`|\widehat{A}|`$. The reason for this is that there are two different resonances occurring. One for $`\widehat{A}=\alpha `$ (solar resonance) and one for $`\widehat{A}=\mathrm{cos}2\theta _{13}`$ (atmospheric resonance). Each resonance produces a level-crossing of the eigenvalues. To describe both level-crossings, the correct expression for the eigenvalues are necessary. Being interested in approximative solutions, one has to distinguish the two above mentioned cases. In this work the focus is on the case $`|\widehat{A}|>\alpha `$, which is appropriate for neutrino beams above 1 GeV in matter densities of $`2.8\mathrm{g}/\mathrm{cm}^3`$ (Earth mantle) or more. However, one must not expect that the expressions for the mixing parameters in matter will show the correct convergence for $`\widehat{A}0`$. For $`\mathrm{\Delta }m_{21}^2=10^4\mathrm{eV}^2`$ and $`2.8\mathrm{g}/\mathrm{cm}^3`$ we find that $`\widehat{A}>\alpha `$ is valid for $`E_\nu >0.5\mathrm{GeV}`$. This lower bound on the neutrino energy decreases linearly with $`\mathrm{\Delta }m_{21}^2`$.

That the results for the eigenvalues and eigenvectors obtained from the series expansion are not good at the resonance $`\widehat{A}1`$ is another point to mention. However, this does not have a crucial implication on the obtained results for the parameter mapping and oscillation probabilities. This issue will be discussed later, at the appropriate places.

### Construction of $`\widehat{𝑼}`$

It is now possible to construct $`\widehat{U}`$ from the eigenvectors $`v_1`$, $`v_2`$, and $`v_3`$. For this it is necessary to correctly identify the order and the signs of the eigenvectors. In order to avoid divergences in the expressions for the mixing angles, it is appropriate to change the order at the resonance $`\widehat{A}=\mathrm{cos}2\theta _{13}`$444 Another strategy would be to chose the order in such a way that in the limit $`|\widehat{A}|0`$, the correct mixing matrix in vacuum is obtained. However, since the expressions for the eigenvectors and eigenvalues are not good in this limit, this is not a feasible solution here. :

$$\widehat{U}=\{\begin{array}{ccc}\left(v_1v_2v_3\right)^T& \hfill \mathrm{for}& \widehat{A}<\mathrm{cos}2\theta _{13}\hfill \\ \left(v_3v_2v_1\right)^T& \hfill \mathrm{for}& \widehat{A}>\mathrm{cos}2\theta _{13}\hfill \end{array}.$$
(21)
The second point is to bring $`U^{}`$ to a form which is consistent with the standard parameterization. This is not trivial and has to be carried out carefully for each of the different cases. As an example, the case $`\widehat{A}<0`$ will be considered in detail:

As the vacuum angle $`\theta _{23}`$ was factored out from the beginning (eq. (8)), the matter induced change of this mixing angle $`\widehat{\theta }_{23}`$ will be of order $`\alpha `$. This can be also seen by looking at the ($`\mu ,3`$)-element of $`\widehat{U}`$. Furthermore, by looking at the $`(e,2)`$-element, one finds that also $`\widehat{\theta }_{12}`$ must be of order $`\alpha `$. Considering this with the replacements $`\widehat{s}_{12}=\alpha \widehat{s}_{12}^{(\alpha )}`$, $`\widehat{s}_{23}=\alpha \widehat{s}_{23}^{(\alpha )}`$, and $`\widehat{s}_{13}=\widehat{s}_{13}^{(0)}+\alpha \widehat{s}_{13}^{(\alpha )}`$, one obtains the following structure for $`\widehat{U}`$:

$$\widehat{U}=\left(\begin{array}{ccc}\widehat{c}_{13}& \alpha \widehat{c}_{13}^{(0)}\widehat{s}_{12}^{(\alpha )}& \widehat{s}_{13}\\ \alpha (\widehat{s}_{12}^{(\alpha )}+\widehat{s}_{13}^{(0)}\widehat{s}_{23}^{(\alpha )})& 1& \alpha \widehat{c}_{13}^{(0)}\widehat{s}_{23}^{(\alpha )}\\ \widehat{s}_{13}& \alpha (\widehat{s}_{12}^{(\alpha )}\widehat{s}_{13}^{(0)}+\widehat{s}_{23}^{(\alpha )})& \widehat{c}_{13}\end{array}\right)+𝒪(\alpha ^2).$$
(22)
Then, $`\mathrm{sin}\widehat{\theta }_{13}`$ and $`\mathrm{sin}\widehat{\theta }_{23}`$ can be read off directly from $`\widehat{U}_{e3}`$, $`\widehat{U}_{\mu 3}`$ and $`\widehat{U}_{\tau 3}`$:

$`\mathrm{sin}\widehat{\theta }_{13}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}}+{\displaystyle \frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}\sqrt{2\widehat{C}^2(\widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}}+𝒪(\alpha ^2),`$ (23)
$`\mathrm{sin}\widehat{\theta }_{23}`$ $`=`$ $`\alpha {\displaystyle \frac{(1+\widehat{A}\widehat{C})\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}}{2(1\widehat{A}+\widehat{C})\mathrm{cos}^2\theta _{13}}}+𝒪(\alpha ^2).`$ (24)
To find $`\mathrm{sin}\widehat{\theta }_{12}`$, it is now useful to split off $`\widehat{\theta }_{23}`$. The rest $`\widehat{U}=U_{23}^T(\widehat{\theta }_{23})\widehat{U}^{}`$ should now be brought to the form

$$\left(\begin{array}{ccc}\widehat{c}_{13}& \alpha \widehat{c}_{13}^{(0)}\widehat{s}_{12}^{(\alpha )}& \widehat{s}_{13}\\ \alpha \widehat{s}_{12}^{(\alpha )}& 1& 0\\ \widehat{s}_{13}^{}& \alpha \widehat{s}_{12}^{(\alpha )}\widehat{s}_{13}^{(0)}& \widehat{c}_{13}\end{array}\right)+𝒪(\alpha ^2).$$
(25)
The mixing angle $`\widehat{\theta }_{12}`$ can then be read off from $`\widehat{U}_{\mu 1}^{}`$:

$$\mathrm{sin}\widehat{\theta }_{12}=\frac{\alpha \widehat{C}\mathrm{sin}2\theta _{12}}{\widehat{A}\mathrm{cos}\theta _{13}\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}+\mathrm{cos}2\theta _{13})}}+𝒪(\alpha ^2).$$
(26)
### Parameter mapping

Considering the correct ordering of the eigenvectors (eq. (21)) and following the above described steps, one can determine the complete parameter mapping for all regions of the $`\widehat{A}`$ parameter space. Comprising, one obtains the following expressions for the mixing parameters in matter:

$`\mathrm{sin}\theta _{13}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}2\theta _{13}}{\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\pm \mathrm{cos}2\theta _{13})}}}\pm {\displaystyle \frac{\alpha \widehat{A}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{2\widehat{C}^2\sqrt{2\widehat{C}(\pm \widehat{A}+\widehat{C}\mathrm{cos}2\theta _{13})}}}`$ (27a)
$`\mathrm{sin}\theta _{12}^{}`$ $`=`$ $`\alpha {\displaystyle \frac{\widehat{C}\mathrm{sin}2\theta _{12}}{|\widehat{A}|\mathrm{cos}\theta _{13}\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\pm \mathrm{cos}2\theta _{13})}}}`$ (27b)
$`\mathrm{sin}\theta _{23}^{}`$ $`=`$ $`\mathrm{sin}\theta _{23}+\alpha \mathrm{cos}\delta {\displaystyle \frac{\widehat{A}\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}\mathrm{cos}\theta _{23}}{\pm 1+\widehat{C}\widehat{A}\mathrm{cos}2\theta _{13}}}`$ (27c)
$`\mathrm{sin}\delta ^{}`$ $`=`$ $`\mathrm{sin}\delta \left(1\alpha {\displaystyle \frac{\mathrm{cos}\delta }{\mathrm{tan}2\theta _{23}}}{\displaystyle \frac{2\widehat{A}\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}}{\pm 1+\widehat{C}\widehat{A}\mathrm{cos}2\theta _{13}}}\right)`$ (27d)
Here, in the expressions with choices for the sign, the upper sign holds for $`\widehat{A}<\mathrm{cos}2\theta _{13}`$ and the lower sign holds for $`\widehat{A}>\mathrm{cos}2\theta _{13}`$. Higher orders than $`𝒪(\alpha )`$ are omitted. To take into account also $`\theta _{23}`$ and $`\delta `$, which were factored out at the beginning, the equations (15a-d) were applied. The expansion of $`\mathrm{sin}\delta ^{}`$ given here does not hold for $`\theta _{23}0`$.

From this parameter mapping it is possible to derive the following quantities:

$`\mathrm{sin}^22\theta _{13}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}^22\theta _{13}}{\widehat{C}^2}}+\alpha {\displaystyle \frac{2\widehat{A}(\widehat{A}+\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}}{\widehat{C}^4}}`$ (28a)
$`\mathrm{sin}2\theta _{12}^{}`$ $`=`$ $`\alpha {\displaystyle \frac{2\widehat{C}\mathrm{sin}2\theta _{12}}{|\widehat{A}|\mathrm{cos}\theta _{13}\sqrt{2\widehat{C}(\widehat{A}+\widehat{C}\pm \mathrm{cos}2\theta _{13})}}}`$ (28b)
$`\mathrm{sin}2\theta _{23}^{}`$ $`=`$ $`\mathrm{sin}2\theta _{23}+\alpha \mathrm{cos}\delta {\displaystyle \frac{2\widehat{A}\mathrm{sin}2\theta _{12}\mathrm{sin}\theta _{13}\mathrm{cos}2\theta _{23}}{\pm 1+\widehat{C}\widehat{A}\mathrm{cos}2\theta _{13}}}`$ (28c)
For the mass squared differences one obtains:

$$(\mathrm{\Delta }m_{21}^{2}{}_{}{}^{},\mathrm{\Delta }m_{31}^{2}{}_{}{}^{},\mathrm{\Delta }m_{32}^{2}{}_{}{}^{})=\{\begin{array}{cc}(\mathrm{\Delta }m_3^2,\mathrm{\Delta }m_2^2,\mathrm{\Delta }m_1^2)\hfill & \mathrm{for}\widehat{A}<\mathrm{cos}2\theta _{13}\hfill \\ (\mathrm{\Delta }m_1^2,\mathrm{\Delta }m_2^2,\mathrm{\Delta }m_3^2)\hfill & \mathrm{for}\widehat{A}>\mathrm{cos}2\theta _{13}\hfill \end{array}$$
(29)
with

$`\mathrm{\Delta }m_{1}^{2}{}_{}{}^{}`$ $`:=`$ $`\mathrm{\Delta }(\lambda _3\lambda _2)`$ (30a)
$`=`$ $`{\displaystyle \frac{1}{2}}(1+\widehat{A}+\widehat{C})\mathrm{\Delta }\alpha \mathrm{\Delta }\left(\mathrm{cos}^2\theta _{12}{\displaystyle \frac{(1+\widehat{C}+\widehat{A}\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}}{2\widehat{C}}}\right),`$
$`\mathrm{\Delta }m_{3}^{2}{}_{}{}^{}`$ $`:=`$ $`\mathrm{\Delta }(\lambda _2\lambda _1)`$ (30b)
$`=`$ $`{\displaystyle \frac{1}{2}}(1\widehat{A}+\widehat{C})\mathrm{\Delta }+\alpha \mathrm{\Delta }\left(\mathrm{cos}^2\theta _{12}{\displaystyle \frac{(1+\widehat{C}\widehat{A}\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}}{2\widehat{C}}}\right),`$
$`\mathrm{\Delta }m_{2}^{2}{}_{}{}^{}`$ $`:=`$ $`\mathrm{\Delta }(\lambda _3\lambda _1)`$ (30c)
$`=`$ $`\widehat{C}\mathrm{\Delta }+\alpha {\displaystyle \frac{\mathrm{\Delta }(1+\widehat{A}\mathrm{cos}2\theta _{13})\mathrm{sin}^2\theta _{12}}{\widehat{C}}}.`$
Looking at the expressions for the mixing angles in matter, one obtains the following interesting statements:

### $`\mathrm{𝐬𝐢𝐧}^\mathrm{𝟐}\mathrm{𝟐}𝜽_{\mathrm{𝟏𝟑}}^{\mathbf{}}`$

In leading order, one finds the well-known resonant behavior of $`\theta _{13}^{}`$ familiar from two neutrino oscillation as MSW-resonance. The order $`\alpha `$ correction to this leading result is suppressed by two powers of $`\theta _{13}`$, and hence, is negligible small. A careful study of the correction indeed shows that it is small and only important if precise results are to be obtained. The expressions for $`\theta _{13}`$ do not show divergences for $`|\widehat{A}|0`$ and the vacuum limit is correctly described. Comparison with numerical results shows an excellent agreement even for $`|\widehat{A}|<\alpha `$.

### $`\mathrm{𝐬𝐢𝐧}\mathrm{𝟐}𝜽_{\mathrm{𝟐𝟑}}^{\mathbf{}}`$

In leading order, the mixing angle $`\theta _{23}^{}`$ is equal to the vacuum mixing angle $`\mathrm{sin}2\theta _{23}`$. The order $`\alpha `$ correction is double suppressed by $`\theta _{13}`$ and by $`\mathrm{cos}2\theta _{23}`$ (when $`\theta _{23}`$ is close to $`\pi /4`$). Its proportionality to $`\mathrm{cos}\delta `$ is caused by the mixing of the CP-phase $`\delta `$ with the $`𝒪(\alpha )`$ correction of $`\theta _{23}^{}`$ (eq. (15c)). The expression for $`\theta _{23}^{}`$ shows the correct behavior for $`|\widehat{A}|0`$ and numerical results are consistent also for $`|\widehat{A}|<\alpha `$.

### $`\mathrm{𝐬𝐢𝐧}\mathrm{𝟐}𝜽_{\mathrm{𝟏𝟐}}^{\mathbf{}}`$

The quantity $`\mathrm{sin}2\theta _{12}^{}`$ is of order $`\alpha `$. For $`\alpha 0`$ it does not reproduce the vacuum parameter $`\theta _{12}`$. But this is not difficult to understand. For $`\alpha =0`$, the first term in the Hamiltonian (eq. (8)) is invariant under rotations in the 12-subspace. This reflects the fact that for $`\alpha =0`$ the solar mixing angle does not influence the oscillation probabilities and could in principle be chosen arbitrarily. Interesting here is that $`\mathrm{sin}2\theta _{12}^{}`$, even for large values of $`|\widehat{A}|`$, is proportional to $`\alpha `$. In leading order of $`\theta _{13}`$ one finds that $`\mathrm{sin}2\theta _{12}^{}=\alpha \mathrm{sin}2\theta _{12}/|\widehat{A}|`$. There appears a divergence for $`|\widehat{A}|0`$. The result is unphysical for $`|\widehat{A}|\alpha `$, which reflects the problem that the level crossing at the solar resonance is not correctly described. Since $`|\widehat{A}|`$ is proportional to the neutrino energy $`E_\nu `$, $`\mathrm{sin}2\theta _{12}^{}`$ is suppressed not only by the mass hierarchy, but also by large neutrino energies.

### CP-phase $`𝜹`$

The correction to the CP-phase $`\delta `$ in matter is triple suppressed by the mass hierarchy $`\alpha `$, $`\theta _{13}`$, and $`\mathrm{tan}^12\theta _{23}`$. For $`\mathrm{sin}^22\theta _{23}=1`$, the CP-phase $`\delta `$ is not changed (in order $`\alpha `$). The invariance of $`\mathrm{sin}\delta \mathrm{sin}2\theta _{23}`$ under variations of the matter density $`\rho `$ (eq. (15d)) is an exact result, which is independent from the approximations made.

## 4 CP-violation: $`𝑱_{\mathrm{𝐂𝐏}}`$ in matter

From the vacuum case it is known that the quantity $`J_{\mathrm{CP}}=\mathrm{Im}J_{ij}^{lm}`$ drives the strength of CP-violating effects. In vacuum, it is given by

$$8J_{\mathrm{CP}}=\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}.$$
(31)
Application of the parameter mapping (eqs. (27)) gives $`J_{\mathrm{CP}}^{}`$ in matter:

$`\mathrm{sin}\delta ^{}\mathrm{cos}\theta _{13}^{}\mathrm{sin}2\theta _{12}^{}\mathrm{sin}2\theta _{13}^{}\mathrm{sin}2\theta _{23}^{}=`$
$`{\displaystyle \frac{\alpha }{|\widehat{A}|\widehat{C}\mathrm{cos}^2\theta _{13}}}\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}+𝒪(\alpha ^2).`$ (32)
One thus finds the important and simple result

$$J_{\mathrm{CP}}^{}=\frac{\alpha }{|\widehat{A}|\widehat{C}\mathrm{cos}^2\theta _{13}}J_{\mathrm{CP}}.$$
(33)
Applying this result to

$$J_{\mathrm{CP}}^{}\mathrm{\Delta }m_{12}^{}\mathrm{\Delta }m_{31}^{}\mathrm{\Delta }m_{32}^{}=J_{CP}\mathrm{\Delta }^3\alpha +𝒪(\alpha ^2),$$
(34)
the Harrison-Scott invariance $`J_{\mathrm{CP}}^{}\mathrm{\Delta }m_{12}^{}\mathrm{\Delta }m_{31}^{}\mathrm{\Delta }m_{32}^{}=J_{\mathrm{CP}}\mathrm{\Delta }m_{12}\mathrm{\Delta }m_{31}\mathrm{\Delta }m_{32}`$  can be verified.

It is important to notice that also in matter all CP-violating effects are proportional to the mass hierarchy $`\alpha `$. In vacuum, the suppression of CP-effects through the mass hierarchy is obtained from the smallness of the solar mass splitting, which is $`\alpha \mathrm{\Delta }`$. In matter, the mass hierarchy is lifted, but the mass hierarchy suppression is retrieved in $`\mathrm{sin}2\theta _{12}^{}`$, which is proportional to $`\alpha `$, and thus, leads to a mass hierarchy suppression of $`J_{\mathrm{CP}}^{}`$.

Another interesting point to notice is the factor $`1/\widehat{C}`$, which leads to an MSW-like resonant enhancement of $`J_{\mathrm{CP}}^{}`$ in matter. It can thus be expected that the CP-terms $`P_{\mathrm{sin}\delta }`$ and $`P_{\mathrm{cos}\delta }`$ will benefit from the MSW-resonance in the same way as the leading two neutrino term $`P_0`$ does.

## 5 The $`𝝂_𝒆\mathbf{}𝝂_𝝁`$ appearance probability

Having presented the parameter mapping in matter, it is now possible to start from the ordinary vacuum expressions (eq. (1)) in order to derive the oscillation probabilities in matter. The $`J_{ij}^{lm}{}_{}{}^{}`$ as series expansion in $`\alpha `$ take the following shape:

$`\mathrm{Re}J_{12}^{e\mu }{}_{}{}^{}`$ $`=`$ $`\mathrm{cos}\delta ^{}\mathrm{sin}\theta _{12}^{}\mathrm{cos}^2\theta _{13}^{}\mathrm{sin}\theta _{13}^{}\mathrm{cos}\theta _{23}^{}\mathrm{sin}\theta _{23}^{}`$ (35a)
$`\mathrm{sin}^2\theta _{12}^{}\mathrm{cos}^2\theta _{23}^{}+𝒪(\alpha ^3)`$
$`\mathrm{Re}J_{13}^{e\mu }{}_{}{}^{}`$ $`=`$ $`\mathrm{cos}\delta ^{}\mathrm{sin}\theta _{12}^{}\mathrm{cos}^2\theta _{13}^{}\mathrm{sin}\theta _{13}^{}\mathrm{cos}\theta _{23}^{}\mathrm{sin}\theta _{23}^{}`$ (35b)
$`\mathrm{sin}^22\theta _{13}^{}\mathrm{sin}^2\theta _{23}^{}+𝒪(\alpha ^3)`$
$`\mathrm{Re}J_{23}^{e\mu }{}_{}{}^{}`$ $`=`$ $`\mathrm{cos}\delta ^{}\mathrm{sin}\theta _{12}^{}\mathrm{cos}^2\theta _{13}^{}\mathrm{sin}\theta _{13}^{}\mathrm{cos}\theta _{23}^{}\mathrm{sin}\theta _{23}^{}+𝒪(\alpha ^3)`$ (35c)
$`\mathrm{Im}J_{12}^{e\mu }{}_{}{}^{}=\mathrm{Im}J_{13}^{e\mu }{}_{}{}^{}=\mathrm{Im}J_{23}^{e\mu }{}_{}{}^{}`$ $`=`$ $`\mathrm{cos}\delta ^{}\mathrm{sin}\theta _{12}^{}\mathrm{cos}^2\theta _{13}^{}\mathrm{sin}\theta _{13}^{}\mathrm{cos}\theta _{23}^{}\mathrm{sin}\theta _{23}^{}+𝒪(\alpha ^3)`$ (35d)
Even though in general the calculations were performed only up to order $`\alpha `$, a closer look at $`\alpha ^2`$-terms proves to be important. Each second term of $`\mathrm{Re}J_{12}^{e\mu }{}_{}{}^{}`$ in eq. (35) is of order $`\alpha ^2`$. Since $`\theta _{12}^{}`$ is not suppressed by $`\theta _{13}`$, these terms give a non-negligible contribution to the overall oscillation probability. This order $`\alpha ^2\mathrm{sin}^0\theta _{13}`$ contribution, which will be identified with the $`P_3`$-term in vacuum (eqs. (3)) is important for small values of $`\theta _{13}`$. It is possible to show without explicit calculation of all order $`\alpha ^2`$-terms of the parameter mapping that no further terms of this kind exist. All other $`\alpha ^2`$-terms in the oscillation probability will at least be suppressed by one power of $`\theta _{13}`$.

Inserting the expression for the mixing parameters in matter together with the abbreviation $`\widehat{\mathrm{\Delta }}=\mathrm{\Delta }\frac{L}{4E}`$ gives the following list of terms contributing to the oscillation probability $`P(\nu _e\nu _\mu )`$:

$`P_0`$ $`=`$ $`\mathrm{sin}^2\theta _{23}{\displaystyle \frac{\mathrm{sin}^22\theta _{13}}{\widehat{C}^2}}\mathrm{sin}^2(\widehat{\mathrm{\Delta }}\widehat{C})`$ (36a)
$`P_{\mathrm{sin}\delta }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\alpha {\displaystyle \frac{\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}\widehat{C}\mathrm{cos}\theta _{13}^2}}\mathrm{sin}(\widehat{C}\widehat{\mathrm{\Delta }})\left[\mathrm{cos}(\widehat{C}\widehat{\mathrm{\Delta }})\mathrm{cos}((1+\widehat{A})\widehat{\mathrm{\Delta }})\right]`$ (36b)
$`P_{\mathrm{cos}\delta }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\alpha {\displaystyle \frac{\mathrm{cos}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}\widehat{C}\mathrm{cos}\theta _{13}^2}}\mathrm{sin}(\widehat{C}\widehat{\mathrm{\Delta }})\left[\mathrm{sin}((1+\widehat{A})\widehat{\mathrm{\Delta }})\mathrm{sin}(\widehat{C}\widehat{\mathrm{\Delta }})\right]`$ (36c)
$`P_1`$ $`=`$ $`\alpha {\displaystyle \frac{1\widehat{A}\mathrm{cos}2\theta _{13}}{\widehat{C}^3}}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}\mathrm{sin}^2\theta _{23}\widehat{\mathrm{\Delta }}\mathrm{sin}(2\widehat{\mathrm{\Delta }}\widehat{C})`$ (36d)
$`+\alpha {\displaystyle \frac{2\widehat{A}(\widehat{A}+\mathrm{cos}2\theta _{13})}{\widehat{C}^4}}\mathrm{sin}^2\theta _{12}\mathrm{sin}^22\theta _{13}\mathrm{sin}^2\theta _{23}\mathrm{sin}^2(\widehat{\mathrm{\Delta }}\widehat{C})`$
$`P_2`$ $`=`$ $`\alpha {\displaystyle \frac{1+\widehat{C}\pm \widehat{A}\mathrm{cos}2\theta _{13}}{2\widehat{C}^2\widehat{A}\mathrm{cos}^2\theta _{13}}}\mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}\mathrm{sin}^2(\widehat{\mathrm{\Delta }}\widehat{C})`$ (36e)
$`P_3`$ $`=`$ $`\alpha ^2{\displaystyle \frac{2\widehat{C}\mathrm{cos}^2\theta _{23}\mathrm{sin}^22\theta _{12}}{\widehat{A}^2\mathrm{cos}^2\theta _{13}(\widehat{A}+\widehat{C}\pm \mathrm{cos}2\theta _{13})}}\mathrm{sin}^2\left({\displaystyle \frac{1}{2}}(1+\widehat{A}\widehat{C})\widehat{\mathrm{\Delta }}\right)`$ (36f)
The probability $`P(\overline{\nu }_e\overline{\nu }_\mu )`$ can be obtained from the probability $`P(\nu _e\nu _\mu )`$ by flipping the sign of the $`P_{\mathrm{sin}\delta }`$ term. In all expressions with two possibilities for the sign, the upper sign is valid for $`\widehat{A}<\mathrm{cos}2\theta _{13}`$ and the lower sign is valid for $`\widehat{A}>\mathrm{cos}2\theta _{13}`$. The $`\widehat{A}`$-dependent pre-factors of $`P_1,P_2`$, and $`P_3`$ expanded in $`\theta _{13}`$ give:

$`{\displaystyle \frac{1\widehat{A}\mathrm{cos}2\theta _{13}}{\widehat{C}^3}}`$ $`=`$ $`\pm {\displaystyle \frac{1}{(\widehat{A}1)^2}}+𝒪(\theta _{13}^2)`$
$`{\displaystyle \frac{2\widehat{A}(\widehat{A}+\mathrm{cos}2\theta _{13})}{\widehat{C}^4}}`$ $`=`$ $`{\displaystyle \frac{2\widehat{A}}{(\widehat{A}1)^3}}+𝒪(\theta _{13}^2)`$
$`{\displaystyle \frac{1+\widehat{C}\pm \widehat{A}\mathrm{cos}2\theta _{13}}{2\widehat{C}^2\widehat{A}\mathrm{cos}^2\theta _{13}}}`$ $`=`$ $`𝒪(\theta _{13}^2)`$
$`{\displaystyle \frac{2\widehat{C}}{\mathrm{cos}^2\theta _{13}(\widehat{A}+\widehat{C}\pm \mathrm{cos}2\theta _{13})}}`$ $`=`$ $`1+𝒪(\theta _{13}^2)`$
Thus, $`P_1`$ is quadratic in $`\mathrm{sin}\theta _{13}`$ and $`P_2`$ even of third order in $`\theta _{13}`$. Therefore, $`P_1`$ and $`P_2`$ are negligibly small compared to $`P_{\mathrm{sin}\delta }`$ and $`P_{\mathrm{cos}\delta }`$. The term $`P_3`$ is important, since it is the only term, which is not suppressed by $`\theta _{13}`$. It was stated before that in some cases the expressions for the eigenvalues and eigenvectors are not good at the resonance $`\widehat{A}=\mathrm{cos}2\theta _{13}`$. This problem stems from the second order in $`\theta _{13}`$. On the level of probabilities, this deficiency is small and only visible in the $`P_{\mathrm{cos}\delta }`$-term for large values of $`\theta _{13}`$. It turns out that neglecting the subleading terms, which are the source of this problem, gives very accurate results also for $`\widehat{A}=\mathrm{cos}2\theta _{13}`$. This modification can be applied to both the $`P_{\mathrm{cos}\delta }`$-term and the $`P_{\mathrm{sin}\delta }`$-term:

$`P_{\mathrm{sin}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}\widehat{C}\mathrm{cos}\theta _{13}^2}}\mathrm{sin}\widehat{C}\widehat{\mathrm{\Delta }}\mathrm{sin}\widehat{\mathrm{\Delta }}\mathrm{sin}\widehat{A}\widehat{\mathrm{\Delta }},`$ (37a)
$`P_{\mathrm{cos}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{cos}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}\widehat{C}\mathrm{cos}\theta _{13}^2}}\mathrm{sin}\widehat{C}\widehat{\mathrm{\Delta }}\mathrm{cos}\widehat{\mathrm{\Delta }}\mathrm{sin}\widehat{A}\widehat{\mathrm{\Delta }}.`$ (37b)
Neglecting all subleading terms in $`\theta _{13}`$, the relevant terms $`P_0`$, $`P_{\mathrm{sin}\delta }`$, $`P_{\mathrm{cos}\delta }`$, and $`P_3`$ take the following simple shapes:

$`P_0`$ $`=`$ $`\mathrm{sin}^2\theta _{23}{\displaystyle \frac{\mathrm{sin}^22\theta _{13}}{(\widehat{A}1)^2}}\mathrm{sin}^2((\widehat{A}1)\widehat{\mathrm{\Delta }})`$ (38a)
$`P_{\mathrm{sin}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}(1\widehat{A})}}\mathrm{sin}(\widehat{\mathrm{\Delta }})\mathrm{sin}(\widehat{A}\widehat{\mathrm{\Delta }})\mathrm{sin}((1\widehat{A})\widehat{\mathrm{\Delta }})`$ (38b)
$`P_{\mathrm{cos}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{cos}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}(1\widehat{A})}}\mathrm{cos}(\widehat{\mathrm{\Delta }})\mathrm{sin}(\widehat{A}\widehat{\mathrm{\Delta }})\mathrm{sin}((1\widehat{A})\widehat{\mathrm{\Delta }})`$ (38c)
$`P_3`$ $`=`$ $`\alpha ^2{\displaystyle \frac{\mathrm{cos}^2\theta _{23}\mathrm{sin}^22\theta _{12}}{\widehat{A}^2}}\mathrm{sin}^2(\widehat{A}\widehat{\mathrm{\Delta }})`$ (38d)
It is evident that in the limit of small baselines, $`\widehat{\mathrm{\Delta }}0`$, these expressions converge to the results in vacuum (eqs. (3a-d)). A numerical study shows that the precision loss of eqs. (38a-d) compared to eqs. (36a-f) is only relevant for the largest allowed values of $`\mathrm{sin}^22\theta _{13}`$ near the CHOOZ-bound (0.1). The precision loss is mainly caused by the approximations made in $`P_0`$. The term $`P_3`$ contributes to the overall probability only for small $`\theta _{13}`$, and hence, does not suffer an appreciable accuracy-loss in the form given in eq. (38d). Figure 1 shows a comparison of the analytic results obtained here with the results obtained from a numerical study. Note that the combined contributions from eq. (36a), eqs. (37a,b) and eq. (38d) are identical to the result obtained by Cervera et al.  (eq. (16)). A similar approach has been discussed in ref. . However, eq. (16) therein does not cover the case of very small $`\theta _{13}`$, since it does not include order $`(\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2)^2`$ corrections.

## 6 Applications

### 6.1 Validity region of the low $`𝑳\mathbf{/}𝑬_𝝂`$ approximation in matter

Frequently, the low $`L/E_\nu `$ limit is used to simplify complex calculations or derive power laws for neutrino rates. In vacuum, it is well-known that this approximation is valid for

$$\widehat{\mathrm{\Delta }}1E_\nu 4.0\mathrm{GeV}\left(\frac{\mathrm{\Delta }m_{31}^2}{3.210^3\mathrm{eV}^2}\right)\left(\frac{L}{1000\mathrm{km}}\right).$$
(39)
With the use of eqs. (38a-d), it is possible to extend this argument to the presence of matter. Note that in the oscillatory terms, which are linearized in the small $`\widehat{\mathrm{\Delta }}`$ approximation, there now also appear the terms $`\widehat{A}\widehat{\mathrm{\Delta }}`$, which must be small. In this product, the dependences on the energy $`E_\nu `$ and the mass squared difference $`\mathrm{\Delta }m_{31}^2`$ cancel. Hence, in addition to relation (39), a direct limit on the baseline $`L`$, which only depends on the matter density $`\rho `$ is obtained:

$$\widehat{A}\widehat{\mathrm{\Delta }}1L3700\mathrm{km}\left(\frac{\rho }{2.8\mathrm{g}/\mathrm{cm}^3}\right)^1.$$
(40)
### 6.2 CP-asymmetry in matter at small $`𝑳\mathbf{/}𝑬_𝝂`$

CP-violation studies frequently focus on the fundamental quantity called CP-asymmetry $`A_{\mathrm{CP}}`$:

$$A_{\mathrm{CP}}=\frac{P(\nu _e\nu _\mu )P(\overline{\nu }_e\overline{\nu }_\mu )}{P(\nu _e\nu _\mu )+P(\overline{\nu }_e\overline{\nu }_\mu )}.$$
(41)
In vacuum, being proportional to $`\mathrm{sin}\delta `$, $`A_{\mathrm{CP}}`$ is a direct measure for intrinsic CP-violation. Since $`A_{\mathrm{CP}}`$ is a ratio of probabilities, it has the important advantage that, on the level of rates, systematic experimental uncertainties to a large degree cancel out. However, matter effects also create fake CP-asymmetry, which spoils measurements of the intrinsic CP-violation induced by $`\delta `$. The problem to distinguish these two different sources of CP-violation is often called the “disentanglement problem”. In a typical long baseline neutrino experiment, the strength of matter induced CP-effects reaches the strength of intrinsic CP-effects at baselines around 1000 km.

Using the above derived approximative solutions for the appearance probability $`P(\nu _e\nu _\mu )`$, it is possible to calculate the small $`\widehat{\mathrm{\Delta }}`$ limit of $`A_{\mathrm{CP}}`$. For bimaximal mixing ($`\theta _{23}=\theta _{12}=\pi /4`$) $`A_{\mathrm{CP}}`$ is given by

$$A_{\mathrm{CP}}\frac{2\widehat{\mathrm{\Delta }}\mathrm{sin}2\theta _{13}\mathrm{cos}\theta _{13}(\alpha \widehat{\mathrm{\Delta }}\widehat{A}\mathrm{cos}\delta 3\alpha \mathrm{sin}\delta +2\widehat{\mathrm{\Delta }}\widehat{A}\mathrm{sin}\theta _{13})}{3(\alpha ^2+2\alpha \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{13}+\mathrm{sin}^22\theta _{13})}\frac{1}{E_\nu }.$$
(42)
The approximation is valid in the regime given by eqs. (39) and (40). This limit is helpful to describe the behavior of $`A_{\mathrm{CP}}`$ for higher neutrino energies at not too long baselines. It is interesting to notice that in principle the leading contribution to $`A_{\mathrm{CP}}`$ in $`\widehat{\mathrm{\Delta }}`$ has its origin in the $`\mathrm{sin}\delta `$ term. At first sight, this would suggest to distinguish this intrinsic contribution from matter contribution of order $`\widehat{\mathrm{\Delta }}^2`$ by the energy dependence of $`A_{\mathrm{CP}}`$. However, taking into account that $`\widehat{A}`$ itself is proportional to $`E_\nu `$, it turns out that all terms in eq. (42) have the same energy dependence $`1/E_\nu `$. To summarize: In leading order in $`\widehat{\mathrm{\Delta }}`$, the CP-asymmetry in matter is proportional to $`1/E_\nu `$.

The coefficient, which describes the $`1/E_\nu `$-energy dependence of $`A_{\mathrm{CP}}`$ for high energies is sensitive to both, matter effects $`\widehat{A}`$ and intrinsic CP-effects from $`\delta `$. At high energies, the quantity $`E_\nu A_{\mathrm{CP}}`$ is predicted to be constant in the energy spectrum and this characteristical quantity could give direct access to the CP-phase $`\delta `$. This is demonstrated in fig. 2, which shows the value of $`E_\nu A_{\mathrm{CP}}`$ as function of the CP-phase $`\delta `$ at different values of $`\mathrm{sin}^22\theta _{13}`$. Since $`E_\nu A_{\mathrm{CP}}`$ does not vary with the energy, this simple analysis is to a good approximation independent from the energy distribution of the neutrino beam. It is of course questionable if, in a real experiment, in the constant regime of $`E_\nu A_{\mathrm{CP}}`$, there are enough neutrino events to measure. Also this method cannot replace a full and detailed statistical analysis of the complete neutrino energy spectrum.

### 6.3 Strength of the CP-terms $`𝑷_{\mathrm{𝐬𝐢𝐧}𝜹}`$ and $`𝑷_{\mathrm{𝐜𝐨𝐬}𝜹}`$

The two subleading terms (36b) and (36c) currently raise considerable interest as they contain information about the CP-phase $`\delta `$ of the neutrino sector. Today, much effort is spent on the study of CP-violating effects in neutrino oscillation experiments . One can try a simple approach to this problem by using the here obtained analytic results. It would, for example, be interesting to know, how strong the information on $`\delta `$ inherent to the appearance oscillation probability is. To quantify this, one can look at the relative magnitude of $`|P_{\mathrm{sin}\delta }+P_{\mathrm{cos}\delta }|`$ compared to the statistical fluctuations $`\sqrt{P_0+P_3}`$ in the background signal (provided the errors are Gaussian). To obtain statistical meaningful numbers, the estimation should be performed at the level of event rates expected in a real experiment, e.g. a neutrino factory long baseline experiment. Typically, flux times cross sections of a neutrino factory beam  scales like $`E_\nu ^3/L^2`$. A neutrino factory of $`20\mathrm{GeV}`$ muon energy and $`10^{20}`$ useful muon decays per year produces 54800 $`\nu _\mu `$-events in a 10 kton detector at 1000 km distance (assuming measurements in the appearance channel). As a statistical estimate the following ratio could be chosen:

$$S=\sqrt{54800\left(\frac{E_\mu }{20\mathrm{GeV}}\right)^3\left(\frac{L}{1000\mathrm{km}}\right)^2}\frac{|P_{\mathrm{sin}\delta }+P_{\mathrm{cos}\delta }|}{\sqrt{P_0+P_3}}.$$
(43)
The value of $`S`$ gives the number of standard deviations (“$`\sigma `$’s”) at which the CP-signal is distinct from the “background”. Figures 3 show the contour lines $`1\sigma `$, $`2\sigma `$, $`3\sigma `$ and $`4\sigma `$ of $`S`$ in the $`LE_\mu `$ parameter plane. The plots were produced with a running average matter density matched to the baseline $`L`$. It is interesting to note that in most of the $`LE_\mu `$ parameter space, there is no obvious decrease of the statistical sensitivity to CP-effects for increasing beam energy $`E_\mu `$ as often quoted in the literature. To study this point in more detail, it is helpful to derive the low $`L/E_\nu `$ (eq. 39) scaling laws for $`S`$ in the cases $`\mathrm{sin}\delta =1`$ and $`\mathrm{cos}\delta =1`$:

$$S_{\mathrm{sin}\delta }\frac{L}{\sqrt{E_\mu }}\mathrm{and}S_{\mathrm{cos}\delta }\sqrt{E_\mu }.$$
(44)
Indeed, for the $`P_{\mathrm{sin}\delta }`$-term, the statistical sensitivity should decrease like $`1/\sqrt{E_\mu }`$. However, the validity-region of the low $`L/E_\nu `$ approximation, according to eq. (39), is $`E_\nu (4,12,20)`$ GeV for $`L=(1000,3000,5000)`$ km. In the left plot of fig. 3 it can be seen that roughly at these energies, $`S`$ shows a plateau where its maximal value is reached. The argument in favor of small energies thus only holds for very small baselines around 1000 km and smaller. The sensitivity to the $`P_{\mathrm{cos}\delta }`$-term increases like $`\sqrt{E_\mu }`$. Hence, in the case of large $`\mathrm{cos}\delta `$, high beam energies are favored to extract information on the CP-phase $`\delta `$. In conclusion, the difference of the result presented here and statements being found in the literature has two sources. First, usually only the explicitly CP-violating part $`P_{\mathrm{sin}\delta }`$ of the oscillation probability is assumed to give the CP-signal555 Frequently, the need for explicit detection of an asymmetry between the two CP-conjugated channels is stressed and matter effects are considered as background, which prevents such measurements. The attitude taken here is, however, different: The goal of any experiment is the limitation of the allowed parameter space for $`\delta `$, which does not necessarily presume the detection of explicit CP-violation. Hence, the $`P_{\mathrm{cos}\delta }`$ contribution has the same status as the $`P_{\mathrm{sin}\delta }`$-term and matter effects have to be included in the theoretical model, which is fitted to the experimental data.. Second, the high energy approximation to the oscillation probabilities is often applied without careful consideration of its validity region.

## 7 Conclusions

The purpose of this work was to find approximate analytic expressions for the neutrino mixing parameters and oscillation probabilities in the presence of matter. It was stated that being interested in approximate solutions it is difficult to describe both the solar and the atmospheric resonance at the same time. Therefore, this work is restricted to energies above the solar resonance according to:

$$|\widehat{A}||\alpha |E_\nu 0.45\mathrm{GeV}\left(\frac{\mathrm{\Delta }m_{21}^2}{10^4\mathrm{eV}^2}\right)\left(\frac{2.8\mathrm{g}/\mathrm{cm}^3}{\rho }\right).$$
(45)
For this regime, the complete parameter mapping (eqs. (27)) was given as series expansion in the small mass hierarchy parameter $`\alpha =\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2`$. It was shown, that the change of the CP-phase $`\delta `$ in matter is triple suppressed by the mass hierarchy, the mixing angle $`\theta _{13}`$ and by $`\theta _{23}`$ being close to maximal. Furthermore, it was shown that in order $`\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2`$, the relevant contribution to the parameter mapping is the correction of $`\theta _{12}`$ in matter. The derived parameter mapping was used to compute the $`P(\nu _e\nu _\mu )`$ appearance oscillation probability in matter. Effort was made to find simple solutions, which hold over a wide parameter range and are easy to compare with the results known from vacuum oscillation. An answer, which in the author’s point of view fulfills all these requirements is the following set of terms (eqs. (38)) contributing to $`P(\nu _e\nu _\mu )`$:

$`P_0`$ $`=`$ $`\mathrm{sin}^2\theta _{23}{\displaystyle \frac{\mathrm{sin}^22\theta _{13}}{(\widehat{A}1)^2}}\mathrm{sin}^2((\widehat{A}1)\widehat{\mathrm{\Delta }}),`$
$`P_{\mathrm{sin}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{sin}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}(1\widehat{A})}}\mathrm{sin}(\widehat{\mathrm{\Delta }})\mathrm{sin}(\widehat{A}\widehat{\mathrm{\Delta }})\mathrm{sin}((1\widehat{A})\widehat{\mathrm{\Delta }}),`$
$`P_{\mathrm{cos}\delta }`$ $`=`$ $`\alpha {\displaystyle \frac{\mathrm{cos}\delta \mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{23}}{\widehat{A}(1\widehat{A})}}\mathrm{cos}(\widehat{\mathrm{\Delta }})\mathrm{sin}(\widehat{A}\widehat{\mathrm{\Delta }})\mathrm{sin}((1\widehat{A})\widehat{\mathrm{\Delta }}),`$
$`P_3`$ $`=`$ $`\alpha ^2{\displaystyle \frac{\mathrm{cos}^2\theta _{23}\mathrm{sin}^22\theta _{12}}{\widehat{A}^2}}\mathrm{sin}^2(\widehat{A}\widehat{\mathrm{\Delta }})`$
with $`\widehat{\mathrm{\Delta }}=\mathrm{\Delta }m_{31}^2L/(4E_\nu )`$ and $`\widehat{A}=A/\mathrm{\Delta }m_{31}^2=2VE_\nu /\mathrm{\Delta }m_{31}^2`$. This gives qualitatively good results for baselines at which the oscillation over the small (solar) mass squared difference can safely be linearized666Of course, it is also possible to give results, which are not limited by this baseline restriction. However, this approximation is very helpful to obtain simple results.:

$$\alpha \widehat{\mathrm{\Delta }}1L8000\mathrm{km}\left(\frac{E_\nu }{\mathrm{GeV}}\right)\left(\frac{10^4\mathrm{eV}^2}{\mathrm{\Delta }m_{21}^2}\right).$$
(46)
To obtain high precision results for large values of $`\theta _{13}`$, it is recommended not to neglect subleading $`\theta _{13}`$ effects. The corresponding terms to $`P(\nu _e\nu _\mu )`$ are given by eqs. (36a,b,c,f). Results for the anti-neutrino channel are always obtained by flipping the signs of $`P_{\mathrm{sin}\delta }`$ and $`\widehat{A}`$.

Using the derived approximations to the oscillation probability, it was shown that from relation (40) a stringent limit on the baseline $`L`$ can be derived, up to which the small $`L/E_\nu `$ approximation in matter is valid. Then, using this approximation, an expression for the CP-asymmetry $`A_{\mathrm{CP}}`$ in matter was given, which demonstrates that, for high neutrino energies, $`A_{\mathrm{CP}}`$ is decreasing proportional to $`1/E_\nu `$. It was proposed that measuring this energy-dependence could help to obtain information on the CP-phase $`\delta `$. Last, it was demonstrated that estimations on the experimental sensitivity to the CP-terms in $`P(\nu _e\nu _\mu )`$ can be given. The here obtained results do not favor low neutrino energies for the CP-violation search. The reason for the discrepancy between this result and statements, which can presently be found in the literature, were discussed. These topics were discussed only briefly and mainly serve as demonstrations of the applicability of the derived formulas.

Acknowledgments:

I would like to thank E. Akhmedov, S. Bilenky, P. Huber, M. Lindner, and T. Ohlsson for discussions. This work was supported by the “Sonderforschungsbereich 375 für Astro-Teilchenphysik” der Deutschen Forschungsgemeinschaft.


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# THE ORIGIN OF THE KNEE IN THE COSMIC-RAY ENERGY SPECTRUM

## 1 Introduction

Cosmic rays spread over 11 decades of energy with an almost featureless power law spectrum. There are just two structures which are well established: the steepening at an energy of about $`310^6`$ GeV and the flattening near $`10^{10}`$ GeV. The first is called the knee, the second is the ankle. Both features are crucial for understanding cosmic-ray origin and propagation. We concentrate on the knee origin, because there has been progress in its study during the last few years.

## 2 Models for the Origin of the Knee

Models of the knee proposed to date can be divided into two distinct classes: astrophysical and interaction models. The astrophysical models attribute the change in the spectra of the observed extensive air showers ( EAS ) to the change in the energy spectra of the primary cosmic rays. The interaction models imply that the primary energy spectrum has no such sharp change and the observed steepening of EAS size spectra is due to the sudden change of the nature of the interactions between the high energy particles of primary cosmic rays and the atmosphere. The astrophysical models are more numerous and developed. They might be also subdivided into two classes: the source models, with a change of sources or their acceleration mechanisms, and the propagation models, with a change of the cosmic-ray propagation between the source and the observer.

## 3 EAS Characteristics in the Knee Region

The basic characteristics which are important for the analysis of the knee origin are the energy spectrum, the mass composition of the primary particles and the anisotropy of their arrival directions. The first two determine the spectral shape and ratios of different EAS components.

### 3.1 Shape of the EAS size spectra

The measurements of EAS clearly show $`^\mathrm{?}`$ that:

$``$ the size spectra of all components have a sharp knee at the values corresponding to a primary energy of about 3 PeV.

This is an important result because it does not leave room for the interaction models.

$``$ the EAS electron size corresponding to the knee position decreases with the atmospheric depth in accordance with expectation, if the knee occurs at a fixed primary energy.

$``$ the sharpness of the knee ( $`1.3\pm 0.1`$ ) exceeds that expected in the Galactic Modulation model ( $`0.3`$ ).

$``$ the knee has the fine structure. If all the electron size spectra are normalized at their knee position, then, at the size which is by the factor of 4 higher, there is another intensity peak. The second peak is found also in Cherenkov light spectra, which proves its astrophysical origin. These results are shown in Figure 1. Here, the fine structure of the 40 EAS size and 5 Cherenkov light spectra are shown for the excess of the intensity over the running mean $`^\mathrm{?}`$. The presence of the second peak is seen beyond the error bars both in EAS size and in Cherenkov light spectra.

The magnitude of sharpness and the existence of the second intensity peak are important for the problem of the origin of the knee, because they leave no room for the Galactic Modulation model with its smooth and regular steepening of all the constituent nuclei spectra.

### 3.2 Mass composition

The primary mass composition in the knee region is still a matter of hot debate. The problem is that direct measurements in space do not yet reach the important PeV region. All the studies of the mass composition there are indirect and based on the ratios between different shower components. The range of conclusions is highly disparate; however there has been progress here in the last few years. Most of the experiments now give convergent results and conclude that the mass composition becomes heavier beyond the knee.

### 3.3 Anisotropy

The anisotropy of arrival directions can provide information about the origin of the knee. The overall situation has been discussed by us in $`^\mathrm{?}`$. We only underline that both the amplitude and the phase of the first harmonic show sharp changes in the PeV-region. It is another argument in favour of an astrophysical origin and against the interaction model of the knee.

## 4 Single Source Model of the Knee (SSM)

There is a general conjecture, based on energy and theoretical arguments, that supernova explosions are responsible for the formation of the cosmic ray energy spectrum below, and possibly even beyond, the knee. The intensity of their explosions is correlated with the star forming regions, whose properties: density and temperature of the interstellar gas, strength and irregularity of magnetic fields etc vary over a wide range. Thus, any kind of averaging over the range of supernovae would eventually result in a smoothly varying cosmic-ray spectrum. In 1997 we put forward a model in which the knee is formed by the explosion of just a single, nearby and recent supernova $`^\mathrm{?}`$.

### 4.1 Shape of the primary energy spectrum

The shape of the primary energy spectrum in SSM is shown in Figure 2. The spectrum of cosmic rays caused by the explosion of single SN protrudes through the smooth background formed by many other sources.

We attribute the knee to the contribution of oxygen nuclei, because:
(i) its position at 3 PeV corresponds to the theoretical prediction for oxygen;
(ii) its position and intensity stand well at the extrapolation from the results of direct measurements at lower energies;
(iii) it helps to understand the sharpness of the EAS size spectra, because the nuclei-initiated showers have smaller fluctuations in their development and the sharp cutoff in the primary energy spectrum should not be diluted when transferred to the EAS size spectrum.

### 4.2 Mass composition

(i) If the knee is attributed to oxygen then the second peak is probably associated with iron. This assumption explains well the existence of the second peak and its separation from the knee by a factor proportional to the charge ( see SSM based curves in Figure 1 );
(ii) in the SSM the primary mass should rise with energy beyond the knee, which agrees with the results of the experiments mentioned in subsection 3.2.

### 4.3 Anisotropy

Despite the fact that the source in the SSM is recent and nearby it is certain that it should not create a very strong anisotropy. If our interpretation of the mass composition, i.e. the dominance of oxygen and iron in the peaks is correct, then the peak energies correspond to a rigidity of 0.4 PV. The maximum Larmor radius of all the nuclei at a rigidity of 0.4 PV in the surroundings of the solar system is about 0.1 pc. The propagation of the cosmic rays from the source is definitely by diffusion and the anisotropy is therefore determined just by the gradient of the very local cosmic-ray density. The second factor which might be important is the location of the solar system with respect to the shock front. If we are inside it, the cosmic rays are highly isotropized and even their gradient is not easy to detect. Perhaps the changes of amplitude and phase of the first harmonic are the only imprints of the nearby source on the generally isotropic flux of the cosmic rays at PeV energies.

## 5 On the way to the identification of the single source

There are not many known single sources which could be classified as ‘nearby and recent’ ie within the range of a few hundred parsecs and a few hundred thousand years ( Figure 3 ).

The first step in the identification of the source responsible for the knee is to determine whether we are inside or outside the shock front. We argue that the case when we are inside the shock ( or only just outside ) is preferable, compared with the opposite case when we are far outside it $`^\mathrm{?}`$. We remark that this conclusion helps us to understand also the relatively small amplitude of the anisotropy in the knee region. The typical propagation of the shock wave from the supernova explosion, taken from the Berezhko et al. calculations $`^\mathrm{?}`$, is shown in Figure 3 by the dotted line. The sources inside the shock should lie below this line.

Another step in the identification of the source might be based on the analysis of the energy content of the source. The candidate for the source could not be too far from the solar system or too close to the moment of the explosion in order to have enough energy in cosmic rays and give the requred contribution to the cosmic-ray flux at the knee. Comparison of the energy density in our single source ( Figure 2 ) with the relevant calculations $`^\mathrm{?}`$ and also using our model of the SN explosion $`^\mathrm{?}`$ indicates that our single source should lie to the right of the dashed line and inside the area limited by the dash-dotted line in Figure 3, closer to its left and lower corner. At the moment, the sources which gave birth to Loop I, Monogem Ring and the Geminga pulsar are the most favorable contenders. However, the problem of the identification is still with us.

## 6 Conclusion

The recent results on EAS allow us to conclude that: a) the knee observed in the cosmic-ray spectrum at about 3 PeV has an astrophysical origin; b) the sharpness and the fine structure of the knee rule out the Galactic Modulation Model as the origin of the knee; c) the most likely model of the knee is the source model in which the knee appears as the result of the explosion of a single, recent, nearby supernova.

## References