text:
# 1. Introduction

## 1. Introduction

There exists a strong evidence that price processes of financial assets should not be modeled by simple random walks (Bouchaud and Potters 1997, Weron and Weron 1998, Mantegna and Stanley 1999). These processes seem to be persistent with memory lasting up to a few years (Peters 1994) and possess a non-trivial autocorrelation structure (Dacorogna et al. 1993, Guillaume et al. 1997). Recently it has been observed that, contrary to most financial assets, electricity price processes are mean-reverting or anti-persistent (Pilipovic 1998, Kaminski 1999, Weron 2000, Weron and Przybyłowicz 2000). In this paper we investigate it more thoroughly by means of Hurst R/S analysis, Detrended Fluctuation Analysis and periodogram regression.

## 2. Power markets

The last decade has witnessed radical changes in the structure of electricity markets world-wide. Prior to the 1980s it was argued convincingly that the electricity industry was a natural monopoly and that strong vertical integration was an obvious and efficient model for the power sector. In the 1990s, technological advances suggested that it was possible to operate power generation and retail supply as competitive market segments (International Chamber of Commerce 1998, Masson 1999).

Changes came slowly at first, reflecting industry concern that competition and system security were mutually exclusive. Early experiments – in Scandinavia and in the UK – demonstrated clearly that the lights did not go out with the institution of competition.

The deregulation process has recently intensified in Europe and North America, where market forces have pushed legislators to begin removing artificial barriers that shielded electric utilities from competition. Organizations which have been used to long-term fixed price contracts are now becoming increasingly exposed to price volatility and, of necessity, are seeking to hedge and speculatively trade to reduce their exposure to price risk. However, we have to bear in mind that electricity markets are not anywhere near as straightforward as financial or even other commodity markets. They have to deal with the added complexity of physical substance, which cannot simply be manufactured, transported and delivered, at the press of a button.

Unlike other commodities, electricity cannot be stored efficiently. Therefore, a delicate balance must be maintained between generation and consumption – 24 hours a day, 7 days a week, 52 weeks a year. Electric power may be generated from natural gas, coal, oil, nuclear fuel, falling water, geothermal steam, alternative resources such as cogeneration, and from renewable resources such as wind power, solar energy and biomass. Although the principles of generating electricity are simple, generating electricity for a country or a state the size of California, both in terms of geographic area and population, means a complex balancing process. Naturally, this has big impact on electricity prices and results in behavior not observed in the financial or even other commodity markets. It is thus extremely interesting to investigate the newly established power markets.

## 3. Estimation of long-range dependence

In economics and finance, long-range dependence has a long history (for a review see Baillie and King (1996) and Mandelbrot (1997)) and still is a hot topic of active research (Lux 1996, Lobato and Savin 1998, Willinger et al. 1999, Grau-Carles 2000). Historical records of economic and financial data typically exhibit nonperiodic cyclical patterns that are indicative of the presence of significant long memory. However, the statistical investigations that have been performed to test long-range dependence have often become a source of major controversies, especially in the case of stock returns. The reason for this are the implications that the presence of long memory has on many of the paradigms used in modern financial economics (Lo 1991).

Various estimators of long-range dependence have been proposed. In this paper we apply rescaled range analysis, Detrended Fluctuation Analysis and periodogram regression to measure long memory in electricity prices.

### 3.1 R/S analysis

We begun our investigation with one of the oldest and best-known methods, the so-called rescaled range or R/S analysis. This method, proposed by Mandelbrot and Wallis (1969) and based on previous hydrological analysis of Hurst (1951), allows the calculation of the self-similarity parameter $`H`$, which measures the intensity of long-range dependence in a time series.

The analysis begins with dividing a time series (of returns) of length $`L`$ into $`d`$ subseries of length $`n`$. Next for each subseries $`m=1,\mathrm{},d`$: 1 find the mean ($`E_m`$) and standard deviation ($`S_m`$); 2 normalize the data ($`Z_{i,m}`$) by subtracting the sample mean $`X_{i,m}=Z_{i,m}E_m`$ for $`i=1,\mathrm{},n`$; 3 create a cumulative time series $`Y_{i,m}=_{j=1}^iX_{j,m}`$ for $`i=1,\mathrm{},n`$; 4 find the range $`R_m=\mathrm{max}\{Y_{1,m},\mathrm{},Y_{n,m}\}\mathrm{min}\{Y_{1,m},\mathrm{},Y_{n,m}\}`$; and 5 rescale the range $`R_m/S_m`$. Finally, calculate the mean value $`(R/S)_n`$ of the rescaled range for all subseries of length $`n`$.

It can be shown that the R/S statistics asymptotically follows the relation $`(R/S)_ncn^H`$. Thus the value of $`H`$ can be obtained by running a simple linear regression over a sample of increasing time horizons

$$\mathrm{log}(R/S)_n=\mathrm{log}c+H\mathrm{log}n.$$
(1)
Equivalently, we can plot the $`(R/S)_n`$ statistics against $`n`$ on a double-logarithmic paper. If the returns process is white noise then the plot is roughly a straight line with slope 0.5. If the process is persistent then the slope is greater than 0.5; if it is anti-persistent then the slope is less than 0.5.

However, it should be noted that for small $`n`$ there is a significant deviation from the 0.5 slope. For this reason the theoretical (i.e. for white noise) values of the R/S statistics are usually approximated by

$$𝐄(R/S)_n=\{\begin{array}{ccc}\frac{n\frac{1}{2}}{n}\frac{\mathrm{\Gamma }(\frac{n1}{2})}{\sqrt{\pi }\mathrm{\Gamma }(\frac{n}{2})}\underset{i=1}{\overset{n1}{}}\sqrt{\frac{ni}{i}}\hfill & \text{for}\hfill & n340,\hfill \\ \frac{n\frac{1}{2}}{n}\frac{1}{\sqrt{n\frac{\pi }{2}}}\underset{i=1}{\overset{n1}{}}\sqrt{\frac{ni}{i}}\hfill & \text{for}\hfill & n>340,\hfill \end{array}$$
(2)
where $`\mathrm{\Gamma }`$ is the Euler gamma function. This formula is a slight modification of the formula given by Anis and Lloyd (1976); the $`(n\frac{1}{2})/n`$ term was added by Peters (1994) to improve the performance for very small $`n`$.

Formula (2) was used as a benchmark in all empirical studies in this paper, i.e. the Hurst exponent $`H`$ was calculated as $`0.5`$ plus the slope of $`(R/S)_n𝐄(R/S)_n`$. The resulting statistics was denoted by R/S-AL.

A major drawback of the R/S analysis is the fact that no asymptotic distribution theory has been derived for the Hurst parameter $`H`$. The only known results are for the rescaled (but not by standard deviation) range $`R_m`$ itself (Lo 1991). However, recently Weron (2001) has obtained empirical confidence intervals for the R/S statistics via a Monte Carlo study. We will use these values in the next Section.

### 3.2 Detrended Fluctuation Analysis

The second method we used to measure long-range dependence is the Detrended Fluctuation Analysis (DFA) proposed by Peng et al. (1994). The advantage of DFA over R/S analysis is that it avoids spurious detection of apparent long-range correlation that is an artifact of non-stationarity. The method can be summarized as follows. Divide a time series (of returns) of length $`L`$ into $`d`$ subseries of length $`n`$. Next for each subseries $`m=1,\mathrm{},d`$: 1 create a cumulative time series $`Y_{i,m}=_{j=1}^iX_{j,m}`$ for $`i=1,\mathrm{},n`$; 2 fit a least squares line $`\stackrel{~}{Y}_m(x)=a_mx+b_m`$ to $`\{Y_{1,m},\mathrm{},Y_{n,m}\}`$; and 3 calculate the root mean square fluctuation (i.e. standard deviation) of the integrated and detrended time series

$$F(m)=\sqrt{\frac{1}{n}\underset{i=1}{\overset{n}{}}(Y_{i,m}a_mib_m)^2}.$$
(3)
Finally, calculate the mean value of the root mean square fluctuation for all subseries of length $`n`$

$$\overline{F}(n)=\frac{1}{d}\underset{m=1}{\overset{d}{}}F(m).$$
(4)
Like in the case of R/S analysis, a linear relationship on a double-logarithmic paper of $`\overline{F}(n)`$ against the interval size $`n`$ indicates the presence of a power-law scaling of the form $`cn^H`$ (Peng et al. 1994, Taqqu et al. 1995). If the returns process is white noise then the slope is roughly 0.5. If the process is persistent then the slope is greater than 0.5; if it is anti-persistent then the slope is less than 0.5.

Unfortunately, no asymptotic distribution theory has been derived for the DFA statistics so far. However, like for the R/S analysis, Weron (2001) has obtained empirical confidence intervals for the DFA statistics via a Monte Carlo study. We will use these values in the next Section.

### 3.3 Periodogram regression

The third method is a semi-parametric procedure to obtain an estimate of the fractional differencing parameter $`d`$. This technique, proposed by Geweke and Porter-Hudak (1983) and denoted GPH in the text, is based on observations of the slope of the spectral density function of a fractionally integrated series around the angular frequency $`\omega =0`$. Since the spectral density function of a general fractionally integrated model (eg. FARIMA) with differencing parameter $`d`$ is identical to that of a fractional Gaussian noise with Hurst exponent $`H=d+0.5`$, the GPH method can be used to estimate $`H`$.

The estimation procedure begins with calculating the periodogram, which is a sample analogue of the spectral density. For a vector of observations $`\{x_1,\mathrm{},x_L\}`$ the periodogram is defined as

$$I_L(\omega _k)=\frac{1}{L}\left|\underset{t=1}{\overset{L}{}}x_te^{2\pi i(t1)\omega _k}\right|^2,$$
(5)
where $`\omega _k=k/L`$, $`k=1,\mathrm{},[L/2]`$ and $`[x]`$ denotes the largest integer less then or equal to $`x`$. The next and final step is to run a simple linear regression

$$\mathrm{log}\{I_L(\omega _k)\}=a\widehat{d}\mathrm{log}\left\{4\mathrm{sin}^2(\omega _k/2)\right\}+ϵ_k,$$
(6)
at low Fourier frequencies $`\omega _k`$, $`k=1,\mathrm{},K[L/2]`$. The least squares estimate of the slope yields the differencing parameter $`d`$ through the relation $`d=\widehat{d}`$, hence $`H=\widehat{d}+0.5`$. A major issue on the application of this method is the choice of $`K`$. Geweke and Porter-Hudak (1983), as well as a number of other authors, recommend choosing $`K`$ such that $`K=[L^{0.5}]`$, however, other values (eg. $`K=[L^{0.45}]`$, $`[L^{0.2}]K[L^{0.5}]`$) have also been suggested.

Periodogram regression is the only of the presented methods, which has known asymptotic properties. Inference is based on the asymptotic distribution of the estimate

$$\widehat{d}N(d,\frac{\pi ^2}{6_{k=1}^K(x_t\overline{x})^2}),$$
(7)
where $`x_t=\mathrm{log}\{4\mathrm{sin}^2(\omega _k/2)\}`$ is the regressor in eq. (6).

## 4. Empirical analysis

The first analyzed database was obtained from the University of California Energy Institute (UCEI). Among other data it contains market clearing prices from the California Power Exchange (CalPX) – a time series containing system prices of electricity for every hour since April 1st, 1998, 0:00 until December 31st, 2000, 24:00. Because the series included a very strong daily cycle we created a 1006 days long sequence of average daily prices and plotted it in Fig. 1. The price trajectory suggests that the process does not exhibit a regular annual cycle. Indeed, since June 2000, California’s electricity market has produced extremely high prices and threats of supply shortages.111The difficulties that have appeared are intrinsic to the design of the market, in which demand exhibits virtually no price responsiveness and supply faces strict production constraints. As yet there is no happy end to this story. On January 30th, 2001 the exchange suspended trading because it could not comply with FERC’s (Federal Energy Regulatory Commission) directive not to allow bidding that is inconsistent with the mandated $150 breakpoint. Five weeks later, on March 9th, 2001, the California Power Exchange filed for Chapter 11 protection with the U.S. Bankruptcy Court. This was a serious blow to all protagonists of the power market liberalization. We decided to treat this period as an anomaly and remove it from the data when measuring long-range dependence. Further analysis was conducted on a 731 days long sequence of average daily prices covering the period April 1st, 1998 – March 31st, 2000, i.e. two full years.

All other analyzed time series were kindly provided by Bridge Information Systems. Most of the data sets included electricity prices since January 1st, 1998 until September 30th, 2000, however, for the analysis we selected data as indicated below:

* a 731 days long sequence of Nord Pool (Nordic Power Exchange) average daily system prices (electricity) for the period April 1st, 1998 – March 31st, 2000 (to be consistent with CalPX data); the full series is plotted in Fig. 2;
* a 695 days long sequence of daily spot market closing prices (excluding weekends and holidays) for firm on-peak power in the Entergy region (Louisiana, Arkansas, Mississippi and East Texas) for the period January 2nd, 1998 – September 29th, 2000;
* a 295 days long sequence of Telerate day-ahead U.K. electricity index (Monday through Friday only, including holidays) for the period September 1st, 1999 – September 29th, 2000.

Before we present the results of the empirical analysis observe that R/S and DFA statistics require that length $`L`$ of the data vector has as many divisors as possible. In three cases we had to reduce the original number of logarithmic returns in order to increase the number of divisors: for the CalPX and Nord Pool markets we selected the first 728 (out of 730) returns and estimated the Hurst exponent using subseries of length $`n=52,56,91,104,182`$ and 364; for the Entergy market we selected the first 690 (out of 694) returns and estimated $`H`$ using subseries of length $`n=69,115,138,230`$ and 345. In the case of the U.K. market we only had 294 returns. We decided to use all subseries of length $`n>10`$, i.e. 14, 21, 42, 49, 98 and 147, and to calculate only the DFA statistics (since the rescaled range statistics yields large estimation errors for small $`n`$). To keep consistency, periodogram regression (GPH) estimates were obtained for the same data sets.

Results of the long-range dependence analysis for returns of all four time series are reported in Table 1. Hurst exponent $`H`$ estimates are given together with their significance at the (two-sided) 90%, 95% or 99% level. Looking at the table we can classify the power markets into two categories: 1 those where electricity price processes exhibit a strong mean-reverting mechanism and 2 those where electricity prices behave almost like Brownian motion. The California and Entergy markets fall into the first category, whereas the Scandinavian market behaves in a more random walk like fashion. Unfortunately, the short length of the fourth data set makes the results highly questionable and does not allow us to assign the U.K. day-ahead spot market to any category.

To test if these results are an artifact of the seasonality in the electricity price process we applied a technique proposed in Weron et al. (2001) to remove the weekly and annual cycles in the two longest time series (CalPX and Nord Pool markets). The results, which are reported in Table 1, show that mean-reversion is not caused by seasonality. The estimated Hurst exponents for the California market are almost identical to the original ones. In the case of the Nord Pool data the changes are also not substantial (except for the GPH estimate) and allow to reject long-range dependence. This random walk like behavior of prices is probably caused by the fact that the Scandinavian market is more stable than the U.S. or U.K. markets, with the majority of electricity being produced ”on-demand” by hydro-storage power plants.

## 5. Conclussions

Our investigation of the power markets shows that there is strong evidence for mean-reversion in the returns series, which – what is important – is not an artifact of the seasonality in the electricity price process. This feature distinguishes electricity markets from the majority of financial or commodity markets, where there is no evidence for long-range dependence in the returns themselves. This situation calls for new models of electricity price dynamics. Simple continuous-time models were discussed in Weron et al. (2001), but surely more work has to be done in this interesting area.

## Acknowledgements

Many thanks to Gene Stanley for encouragement, to Taisei Kaizoji for an excellent trip to Kamakura, to Thomas Lux for stimulating discussions inside the Great Buddha, to Joanna Wrzesińska of Bridge Information Systems for providing electricity price data and last but not least to Nihon Keizai Shimbun for financial support.

## References

Anis, A.A., Lloyd, E.H. (1976) The expected value of the adjusted rescaled Hurst range of independent normal summands. Biometrica 63: 283-298.

Baillie, R.T., King M.L., eds. (1996) Fractional differencing and long memory processes. Special issue of Journal of Econometrics 73.

Bouchaud, J.P., Potters, M. (1997) Theory of Financial Risk (in French). Alea-Saclay, Eyrolles, Paris. English edition: Cambridge University Press, 2000.

Dacorogna, M.M., Müller, U.A., Nagler, R.J., et al (1993) A geographical model for the daily and weekly seasonal volatility in the FX market. J. International Money & Finance 12: 413-438.

Geweke, J., Porter-Hudak, S. (1983) The estimation and application of long memory time series models. J. Time Series Analysis 4: 221-238.

Guillaume, D.M., Dacorogna, M.M., Dave, R.R., et al (1997) From the bird’s eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets. Finance & Stochastics 1: 95-129.

Hurst, H.E. (1951) Long-term storage capacity of reservoirs. Trans. Am. Soc. Civil Engineers 116: 770-808.

International Chamber of Commerce (1998) Liberalization and privatization of the Energy Sector. Paris.

Kaminski, V., ed. (1999) Managing Energy Price Risk. 2nd. ed., Risk Books, London.

Lo, A.W. (1991) Long-term dependence in stock market prices. Econometrica 59: 1279-1313.

Lobato, I.N., Savin, N.E. (1998) Real and spurious long-memory properties of stock-market data. J. Business & Economic Statistics 16: 261-268.

Lux, T. (1996) Long-term stochastic dependence in financial prices: evidence from the German stock market. Applied Economics Letters 3: 701-706.

Mandelbrot, B.B. (1997) Fractals and Scaling in Finance. Springer, Berlin.

Mandelbrot, B.B., Wallis, J.R. (1969) Robustness of the rescaled range R/S in the measurement of noncyclic long-run statistical dependence. Water Resources Res. 5: 967-988.

Mantegna, R.N., Stanley, H.E. (1999) An Introduction to Econophysics: Correlations and Complexity in Finance. Cambridge University Press, Cambridge.

Masson, G.S. (1999) Competitive Electricity Markets Around the World: Approaches to Price Risk Management. In: Kaminski, V. (ed.) Managing Energy Price Risk. 2nd. ed., Risk Books, London, pp 167-189.

Peng, C.-K., Buldyrev, S.V., Havlin, S., et al (1994) Mosaic organization of DNA nucleotides. Phys. Rev. E 49: 1685-1689.

Peters, E.E. (1994) Fractal Market Analysis. Wiley, New York.

Pilipovic, D. (1998) Energy Risk: Valuing and Managing Energy Derivatives. McGraw-Hill, New York.

Taqqu, M.S., Teverovsky, V., Willinger, W. (1995) Estimators for long-range dependence: an empirical study. Fractals 3: 785-788.

Weron, A., Weron, R. (1998) Financial Engineering: Derivatives Pricing, Computer Simulations, Market Statistics (in Polish). WNT, Warsaw.

Weron, R. (2000) Energy price risk management. Physica A 285: 127-134.

Weron, R. (2001) Estimating long range dependence: finite sample properties and confidence intervals. arXiv: cond-mat/0103510.

Weron, R., Przybyłowicz, B. (2000) Hurst analysis of electricity price dynamics. Physica A 283: 462-468.

Weron, R., Kozłowska, B., Nowicka-Zagrajek, J. (2001) Modeling electricity loads in California: a continuous time approach. In: Proceedings of the NATO ARW on Application of Physics in Economic Modelling, Prague 2001, Physica A, in press. See also: arXiv: cond-mat/0103257.

Willinger, W., Taqqu, M.S., Teverovsky, V. (1999) Stock market prices and long-range dependence. Finance & Stochastics 3: 1-13.


format: text

text:
# New superconducting states in the Hubbard model

\[

## Abstract

By acting on the excited states at half-filling in the positive-$`U`$ Hubbard model with the $`\eta `$-pairing operators, we found some new superconducting states in the Hubbard model away from half-filling. Such eigenstates are different from the zero-pair and one-pair states introduced by Yang. It is shown that the one-pair states are not the ground-states and possess ODLRO.

PACS numbers:75.20.Hr,71.10.Hf,71.27.+a,71.55.-i

\] The explanation of the high temperature superconductivity (HTSC) in doped cuprates still remains a challenge for theoretical physics. Nevertheless, some aspects of the underlying physics are almost clear: the charge carriers must be strongly correlated, since at half-filling, the cuprates are antiferromagnetic insulators, and this can not be explained definitely by energy -band theories. The system should be different from the conventional Fermi liquids in the normal phase. The charge carriers are also paired and the pair is of the $`d`$-wave symmetry. As the simplest model for strongly correlated electrons, the Hubbard model is believed to explain the HTSC because it can presumably incorporate the above key features of the physics. If this is correct, the model away from half-filling should display superconductivity at low temperatures. Especially, the ground-states should be superconducting. For a negative coupling, Yang first showed for a modified Hubbard model that there exist a number of states (even at half-filling) which possess off-diagonal long range order(ODLRO) and thus are superconducting (the $`\eta `$-pairing states are still superconducting if the sign of $`W`$ is changed). The $`\eta `$-pairing operators are just the pseudo-spin operators introduced in reference . For the generic negative-$`U`$ Hubbard model, it was also proved that for sufficiently large $`|U|`$ or a special lattice configuration, and filling, the ground-state does possess ODLRO. But, experiments indicate that the cuprates are Mott insulator at half-filling. Therefore, the Hubbard model coupling should be positive. Hence, we should study whether there exist superconducting states for the positive-$`U`$ Hubbard model, especially away from half-filling.

In this Letter, we first use the pseudo-spin operators to generate states away from half-filling from excited states at half-filling. We will show that these states are different from the $`\eta `$-pairing states introduced by Yang but they also possess ODLRO. Then we will prove that the one-pair states also possess ODLRO, although not being the ground-states. We first give some preliminaries. The generic Hubbard model is defined by the Hamiltonian

$$H=\underset{<jk>\sigma }{}t_{jk}c_{j\sigma }^{}c_{k\sigma }+U\underset{j}{}n_jn_j,$$
(1)
where $`c_{j\sigma },c_{j\sigma }^{}`$ are the annihilation and creation operators for electrons at site $`j`$ with spin $`\sigma `$ and $`<jk>`$ means $`j,k`$ are nearest neighboring sites (therefore the lattice is bipartite in the sense of Lieb). For simplicity, we consider the 2 dimensional square lattice $`\mathrm{\Lambda }`$ with $`N_\mathrm{\Lambda }`$ lattice sites. We denote lattice vectors $`𝐞_x,𝐞_y`$. Then the generalized pseudospin operators can be defined as (here, the meaning of $`(1)^j`$ is the same as $`e^{i𝐐𝐑_j}`$ where $`𝐐:=(\pi ,\pi )`$).

$`\eta _a^{}`$ $`=`$ $`{\displaystyle \underset{j}{}}(1)^jc_j^{}c_{j+a}^{},\eta _a={\displaystyle \underset{j}{}}(1)^jc_{j+a}c_j,`$ (2)
$`\eta _z`$ $`:=`$ $`{\displaystyle \frac{1}{2}}[\eta _a,\eta _a^{}]={\displaystyle \frac{1}{2}}(N_\mathrm{\Lambda }\widehat{N}_{}\widehat{N}_{})`$ (3)
where $`𝐚=m𝐞_x+n𝐞_y,m`$ and $`n`$ are integers. $`\widehat{N}_\sigma `$ is the total number operator of the electrons with spin $`\sigma `$. The pseudo-spin operators $`\stackrel{~}{𝐒}`$ are related to the $`\eta `$-pairing operators as

$$\stackrel{~}{S}^+:=\eta ,\stackrel{~}{S}^{}:=\eta ^{},\stackrel{~}{S}_z:=\eta _z$$
(4)
The total spin operator $`𝐒`$ and the total momentum are defined as

$`S^{}`$ $`:=`$ $`{\displaystyle \underset{j}{}}c_j^{}c_j,S^{}:={\displaystyle \underset{j}{}}c_j^{}c_j,S_z:={\displaystyle \frac{1}{2}}(\widehat{N}_{}\widehat{N}_{})`$ (5)
$`\widehat{𝐏}`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}𝐤(c_𝐤^{}c_𝐤+c_𝐤^{}c_𝐤)=\widehat{𝐏}_{}+\widehat{𝐏}_{},`$ (6)
where $`c_{i\sigma }=N_\mathrm{\Lambda }^{1/2}_𝐤e^{i𝐤𝐑_i}c_{𝐤\sigma }`$. The momentum commutes with the spin and pseudospin. Since the Hamiltonian (1) commutes with the set $`(𝐏,𝐒,\stackrel{~}{𝐒})`$ the generic model therefore enjoys SU(2)$``$U(1)$``$U(1) symmetry and the eigenstates of the Hamiltonian can be designated by $`|E,𝐏;s,s_z;\stackrel{~}{s},\stackrel{~}{s}_z>`$, where $`E,𝐏;s,s_z;\stackrel{~}{s},\stackrel{~}{s}_z`$ are the cooresponding eigenvalues of the operators $`H,\widehat{𝐏},𝐒^2,S_z,\stackrel{~}{𝐒}^2,\stackrel{~}{S}_z`$. In particular $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ denote the states at half-filling, and the $`\stackrel{~}{s}`$ must be an integer. According to Lieb, $`s=0`$ for the ground-state and it can also be shown that $`\stackrel{~}{s}=0`$ is the unique ground-state. The excited states can be denoted by $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ with $`s0,\stackrel{~}{s}0`$. The partial particle-hole transformation $`\widehat{T}`$ is defined by

$$\widehat{T}c_i\widehat{T}^1=(1)^ic_i^{},\widehat{T}c_i\widehat{T}^1=c_i$$
(7)
and implements the transformations $`\widehat{T}𝐒\widehat{T}^1=\stackrel{~}{𝐒}`$, and $`\widehat{T}\widehat{𝐏}\widehat{T}^1=\widehat{𝐏}N_{}𝐐`$.

The Hamiltonian (1) is thus transformed into

$$\widehat{T}H(U)\widehat{T}^1=H(U)U(S_z+\stackrel{~}{S}_z)+\frac{1}{2}UN_\mathrm{\Lambda }$$
(8)
The state $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ is transformed into the state $`|E,\widehat{𝐏}N_{}𝐐;\stackrel{~}{s},0;s,s_z>`$. The state $`|E,\widehat{𝐏}N_{}𝐐;\stackrel{~}{s},0;s,s_z>`$ accommodates $`N_\mathrm{\Lambda }2s_z`$ electrons, and the total spin, now equal to $`\stackrel{~}{s}`$ satisfies $`\stackrel{~}{s}\frac{1}{2}N_\mathrm{\Lambda }s_z`$. Since the $`z`$-component of the spin satisfies $`\frac{1}{2}N_\mathrm{\Lambda }s_z\frac{1}{2}N_\mathrm{\Lambda }`$, we arrive at the following lemma.

Lemma: The total pseudo-spin $`\stackrel{~}{s}`$ of the half-filling states $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ for the model (1) satisfies the constraint $`\stackrel{~}{s}N_\mathrm{\Lambda }`$.
Since $`[\eta _a^{},H]=U\eta _a^{}`$ for $`𝐚=0`$, while

$`[\eta _a^{},H]=U{\displaystyle \underset{j}{}}(1)^jc_j^{}c_{j+a}^{}(n_j+n_{j+a}),`$
for $`𝐚0`$, according to Yang, the states $`|Y_{n,a}>:=(\eta ^{})^{n1}\eta _a^{}|0>`$ and $`|Y_n>:=(\eta ^{})^n|0>`$ are $`2n`$-electron eigenstates for all $`𝐚`$. Our first result can thus be stated as

Theorem 1: Suppose $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ is an excited state at half-filling, then the states $`|\mathrm{\Phi }_n^{}>:=\eta ^n|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ and $`|\mathrm{\Phi }_n^+>:=(\eta ^+)^n|E,𝐏;s,s_z;\stackrel{~}{s},0>`$, for $`n<\mathrm{min}(\stackrel{~}{s},\frac{N_\mathrm{\Lambda }}{2})`$, possess ODLRO and are different from $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ and $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ for $`\stackrel{~}{s}\frac{N_\mathrm{\Lambda }}{2}`$.

Proof: First let us consider the state $`|\mathrm{\Phi }_n^{}>`$. It contains $`N_\mathrm{\Lambda }2n`$ electrons and we must show that they do not vanish. Using the angular-momentum commutation relations we have

$$\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2\stackrel{~}{S}_z=\stackrel{~}{S}^{}\stackrel{~}{S}^+,$$
(9)
Therefore,

$$<\mathrm{\Phi }_1^{}|\mathrm{\Phi }_1^{}>=<\mathrm{\Phi }_0|\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2\stackrel{~}{S}_z|\mathrm{\Phi }_0>=\stackrel{~}{s}(\stackrel{~}{s}+1)$$
(10)
Similarly, we have

$`<\mathrm{\Phi }_n^{}|\mathrm{\Phi }_n^{}>`$ $`=`$ $`<\mathrm{\Phi }_{n1}^{}|\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2\stackrel{~}{S}_z|\mathrm{\Phi }_{n1}^{}>`$ (11)
$`=`$ $`[\stackrel{~}{s}(\stackrel{~}{s}+1)n(n1)]<\mathrm{\Phi }_{n1}^{}|\mathrm{\Phi }_{n1}^{}>,`$ (12)
Therefore, if $`|\mathrm{\Phi }_0>`$ is normalized, we have (similarly for $`|\mathrm{\Phi }_n^+>`$

$$<\mathrm{\Phi }_n^{}|\mathrm{\Phi }_n^{}>=\underset{l=1}{\overset{n}{}}[\stackrel{~}{s}(\stackrel{~}{s}+1)l(l1)]$$
(13)
Therefore, $`|\mathrm{\Phi }_n^\pm >0`$. Since

$$H|\mathrm{\Phi }_n^\pm >=(E\pm nU)|\mathrm{\Phi }_n>$$
(14)
$`|\mathrm{\Phi }_n^\pm >`$ are also eigenstates. Now let us investigate the ODLRO in $`|\mathrm{\Phi }_n^\pm >`$, i.e. $`lim_{|ij|\mathrm{}}<\mathrm{\Phi }_n^\pm |\eta _i^{}\eta _j|\mathrm{\Phi }_n^\pm >`$. For this purpose, we investigate the quantity $`<\mathrm{\Phi }_n^\pm |\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2|\mathrm{\Phi }_n^\pm >`$,

$`<\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2>`$ $`=`$ $`{\displaystyle \frac{<\mathrm{\Phi }_n^\pm |\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2|\mathrm{\Phi }_n^\pm >}{<\mathrm{\Phi }_n^\pm |\mathrm{\Phi }_n^\pm >}}=\stackrel{~}{s}(\stackrel{~}{s}+1)n^2`$ (15)
$`=`$ $`\beta ^2({\displaystyle \frac{1}{\alpha ^2}}1)N_\mathrm{\Lambda }^2+{\displaystyle \frac{\beta }{\alpha }}N_\mathrm{\Lambda }`$ (16)
where we used that $`n=\alpha \stackrel{~}{s}=\beta N_\mathrm{\Lambda }`$. According to a theorem by Yang and Zhang, there exists ODLRO in $`|\mathrm{\Phi }_{\beta N_\mathrm{\Lambda }}>`$ so long as $`\alpha <1`$. Obviously, $`|\mathrm{\Phi }_0>=|E;s,s_z;\frac{\beta }{\alpha }N_\mathrm{\Lambda },0>`$ also possess ODLRO.

Next we show that $`|\mathrm{\Phi }_n^\pm >`$ are different from $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ and $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ for $`\stackrel{~}{s}\frac{N_\mathrm{\Lambda }}{2}`$. Since the eigenvalue of $`𝐒^2`$ corresponding to $`|\mathrm{\Phi }_n^\pm >`$ is $`\stackrel{~}{s}(\stackrel{~}{s}+1)`$ while the one corresponding to $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ is $`\frac{N_\mathrm{\Lambda }}{2}(\frac{N_\mathrm{\Lambda }}{2}+1)`$, the eigenvectors must be mutually orthogonal. Using

$`[\eta ,\eta _a^{}]={\displaystyle \underset{j}{}}[c_jc_{j+a}^{}(1)^ac_jc_{j+a}^{}],[\eta ^z,\eta _a^{}]=\eta _a^{},`$
we have

$`\stackrel{~}{𝐒}^2|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ $`=(\eta ^{})^{\frac{N_\mathrm{\Lambda }}{2}n1}([\stackrel{~}{𝐒}^2,\eta _a^{}]+\eta _a^{}\stackrel{~}{𝐒}^2)|0>`$ (17)
$`=`$ $`(\eta ^{})^{\frac{N_\mathrm{\Lambda }}{2}n1}([\eta ^{}\eta +\eta _z^2+\eta _z,\eta _a^{}]+\eta _a^{}\stackrel{~}{𝐒}^2)|0>`$ (18)
$`=`$ $`{\displaystyle \frac{N_\mathrm{\Lambda }}{2}}({\displaystyle \frac{N_\mathrm{\Lambda }}{2}}1)|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ (19)
Hence $`|\mathrm{\Phi }_n^\pm >`$ is different from $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$. This completes our proof of theorem 1.

We know that for positive $`U`$, the energy of $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ is lower than that of $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ by $`U`$: $`E_{\frac{N_\mathrm{\Lambda }}{2}n}E_{\frac{N_\mathrm{\Lambda }}{2}n,a}=U`$ ( but in the thermodynamic limit, the energy-densities of these two states are equivalent). In , Yang proved that $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ is not the ground-state by showing that the energy of $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n}>`$ is equal to the energy expectation of the (non-eigen)state $`|\varphi _1>:=(\eta _C^{})^{\frac{N_\mathrm{\Lambda }}{2}n}|0>`$ where $`\eta _C`$ is the Cooper pair, $`\eta _C:=_jc_jc_j`$. Our second result concerns $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ and can be stated as

Theorem 2: The state $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ is not a ground state for $`N_\mathrm{\Lambda }2n`$ electrons and possesses ODLRO.

Proof: We first show that it is not a ground-state. For this purpose, we consider the state

$$|\varphi _2>:=(\eta _C^{})^{\frac{N_\mathrm{\Lambda }}{2}n1}\eta _a^{}|0>$$
(20)
and the energy expectation value in it. From $`[U_jn_jn_j,\eta _C^{}]=U\eta _C^{}`$ we have $`[U_jn_jn_j,(\eta _C^{})^m]=mU(\eta _C^{})^m`$, therefore

$$\frac{<\varphi _2|U_jn_jn_j|\varphi _2>}{<\varphi _2|\varphi _2>}=U(\frac{N_\mathrm{\Lambda }}{2}n1).$$
(21)
Now consider the kinetic energy: $`T=_{jk,\sigma }t_{jk}c_{j\sigma }^{}c_{k\sigma }`$. In $`𝐤`$-space, ($`m=\frac{N_\mathrm{\Lambda }}{2}n1`$)

$`|\varphi _2>={\displaystyle \underset{𝐩,𝐤_1\mathrm{}𝐤_m}{}}e^{i𝐩𝐚}c_{𝐤_1}^{}c_{𝐤_1}^{}\mathrm{}c_{𝐤_m}^{}c_{𝐤_m}^{}c_{𝐐𝐩}^{}c_𝐩^{}|0>`$
Obviously, the $`𝐤`$’s in the sum $`_{𝐤_1,𝐤_2,\mathrm{}𝐤_m}`$ differ from each other. Now consider the $`𝐤_1`$-pair. For a given $`𝐩BZ`$, the $`𝐤_1`$-pair contributes when $`𝐤_1𝐩,𝐤_1𝐩𝐐`$. For each such $`𝐤_1`$ corresponds $`𝐤_1^{}:=𝐐𝐤_1`$; the $`𝐤_1^{}`$-pair also makes contributions when $`𝐤_1^{}𝐩,𝐤_1^{}𝐩𝐐`$, thus, both $`𝐤_1`$\- and the $`𝐤_1^{}`$-pair contribute simultaneously when

$$𝐤_1𝐩,\pm (𝐩𝐐),2𝐐𝐩𝐩.$$
(22)
The energy of the $`𝐤_1`$-pair and the corresponding $`𝐤_1^{}`$-pair cancel each other because of $`t(𝐤)=t(𝐐𝐤)`$. Thus only when

$$𝐤_1=𝐩,\mathrm{or}𝐤_1=𝐐𝐩$$
(23)
the $`𝐤_1`$-pair will contribute to the kinetic energy. Since the other $`𝐤`$’s are different from $`𝐤_1`$, the corresponding pairs contribute nothing to the kinetic energy, and it is the same as

$`{\displaystyle \frac{<\varphi _2|T|\varphi _2>}{<\varphi _2|\varphi _2>}}=m{\displaystyle \underset{𝐩}{}}({\displaystyle \frac{<\phi _1|T|\phi _1>}{<\phi _1|\phi _1>}}+{\displaystyle \frac{<\phi _2|T|\phi _2>}{<\phi _2|\phi _2>}})`$
where $`|\phi _1>=|c_{(𝐐𝐩)}^{}c_{𝐐𝐩}^{}c_{𝐐𝐩}^{}c_𝐩^{}>`$ and $`|\phi _2>=|c_𝐩^{}c_𝐩^{}c_{𝐐𝐩}^{}c_𝐩^{}>`$.
Therefore

$`{\displaystyle \frac{<\varphi _2|T|\varphi _2>}{<\varphi _2|\varphi _2>}}`$ $`=m{\displaystyle \underset{𝐩}{}}[t(𝐩𝐐)+t(𝐐𝐩)+t(𝐐𝐩)`$ (24)
$`+`$ $`t(𝐩)+t(𝐩)+t(𝐩)+t(𝐐𝐩)+t(𝐩)]=0`$ (25)
where we have used that $`t(𝐤)=t(𝐤),t(𝐤)=t(𝐐𝐤)`$. Finally,

$$\frac{<\varphi _2|H|\varphi _2>}{<\varphi _2|\varphi _2>}=U(\frac{N_\mathrm{\Lambda }}{2}n1)$$
(26)
i.e., $`|\varphi _2>`$ has the same energy as that of $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$, but $`|\varphi _2>`$ is not an eigenstate, hence $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ is not the ground-state.

The next is to show that it possesses ODLRO. For this purpose, we have to know the norm of $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$. Define

$$\beta _n:=<0|\eta _a\eta ^n(\eta ^{})^n\eta _a^{}|0>$$
(27)
For $`n=1`$, direct calculation gives $`\beta _1=N_\mathrm{\Lambda }(N_\mathrm{\Lambda }2)`$. For $`\beta _2`$, we can use the relation $`[\eta ,\eta ^{}]=2\eta _z`$ to obtain

$$\beta _2=2(N_\mathrm{\Lambda }3)\beta _1+<0|\eta _a\eta \eta ^{}\eta ^{}\eta \eta _a^{}|0>$$
(28)
Using eq. (20), the second term vanishes. Therefore $`\beta _2=2N_\mathrm{\Lambda }(N_\mathrm{\Lambda }2)(N_\mathrm{\Lambda }3)`$. In general, one can obtain the relation

$$\beta _n=n(N_\mathrm{\Lambda }n1)\beta _{n1}$$
(29)
Thus we have

$$\beta _n=\frac{n!}{N_\mathrm{\Lambda }1}\frac{N_\mathrm{\Lambda }!}{(N_\mathrm{\Lambda }n2)!}$$
(30)
Therefore, we should have $`nN_\mathrm{\Lambda }2`$ for $`|Y_{n+1,a}>`$. Now let us check the behaviour of $`C_n:=<Y_{n,a}|C_rC_rC_s^{}C_s^{}|Y_{n,a}>`$ as $`|rs|\mathrm{}`$. We define

$`D_n`$ $`:=`$ $`<0|\eta _aC_rC_r\eta ^{n1}(\eta ^{})^n\eta C_s^{}C_s^{}\eta _a^{}|0>`$
$`E_n`$ $`:=`$ $`<0|\eta _aC_rC_r\eta ^{n3}\eta \eta ^{}(\eta ^{})^{n1}(\eta ^2C_s^{}C_s^{}\eta _a^{})|0>`$
We can obtain the recurrence relations

$`E_n`$ $`=`$ $`n(N_\mathrm{\Lambda }+1n)E_{n1}`$
$`D_n`$ $`=`$ $`n(N_\mathrm{\Lambda }n1)D_{n1}+E_n`$
$`C_n`$ $`=`$ $`n(N_\mathrm{\Lambda }n3)C_{n1}+D_n`$
Since $`\eta ^2C_s^{}C_s^{}\eta _a^{}|0>=0`$ we have $`E_n=0`$, hence

$$D_n=n(N_\mathrm{\Lambda }n1)D_{n1}$$
(31)
By direct calculation, we know $`D_1=(N_\mathrm{\Lambda }4)e^{i𝐐(𝐑_𝐫𝐑_𝐬)}`$, therefore

$$D_n=n!(N_\mathrm{\Lambda }4)\frac{(N_\mathrm{\Lambda }3)!}{(N_\mathrm{\Lambda }n2)!}e^{i𝐐(𝐑_𝐫𝐑_𝐬)}$$
(32)
Accordingly, we can obtain

$`C_n`$ $`=`$ $`n!{\displaystyle \frac{(N_\mathrm{\Lambda }5)!}{(N_\mathrm{\Lambda }4n)!}}C_1`$ (36)
$`+D_n[1+({\displaystyle \frac{N_\mathrm{\Lambda }3n}{N_\mathrm{\Lambda }1n}})`$
$`+({\displaystyle \frac{N_\mathrm{\Lambda }3n}{N_\mathrm{\Lambda }1n}}{\displaystyle \frac{N_\mathrm{\Lambda }2n}{N_\mathrm{\Lambda }n}})+\mathrm{}+`$
$`({\displaystyle \frac{N_\mathrm{\Lambda }3n}{N_\mathrm{\Lambda }1n}}{\displaystyle \frac{N_\mathrm{\Lambda }2n}{N_\mathrm{\Lambda }n}}\mathrm{}{\displaystyle \frac{N_\mathrm{\Lambda }4}{N_\mathrm{\Lambda }2}})]`$
Therefore

$$\underset{|rs|\mathrm{}}{lim}C_n=n!\frac{(N_\mathrm{\Lambda }5)!}{(N_\mathrm{\Lambda }4n)!}C_1+(n1)D_n$$
(37)
Since $`C_1=(N_\mathrm{\Lambda }4)e^{i𝐐(𝐑_𝐫𝐑_𝐬)}`$, we have

$`\underset{|rs|\mathrm{}}{lim}C_n`$ $`=`$ $`e^{i𝐐(𝐑_𝐫𝐑_𝐬)}[n!{\displaystyle \frac{(N_\mathrm{\Lambda }4)!}{(N_\mathrm{\Lambda }4n)!}}`$ (39)
$`+n!(n1){\displaystyle \frac{(N_\mathrm{\Lambda }4)(N_\mathrm{\Lambda }3)!}{(N_\mathrm{\Lambda }n2)!}}]`$
Finally, we arrive at

$`\underset{|rs|\mathrm{}}{lim}{\displaystyle \frac{<Y_{n,a}|C_rC_rC_s^{}C_s^{}|Y_{n,a}>}{<Y_{n,a}|Y_{n,a}>}}=e^{i𝐐(𝐑_𝐫𝐑_𝐬)}{\displaystyle \frac{(n1)(N_\mathrm{\Lambda }4)}{N_\mathrm{\Lambda }(N_\mathrm{\Lambda }2)}}`$ (40)
This completes our proof of Theorem 2.

We now pass to the conclusions. First, when $`\stackrel{~}{s}0`$, at least one site is double-occupied in the half-filling state $`|E,𝐏;s,s_z;\stackrel{~}{s},0>`$ because $`\eta |E,𝐏;s,s_z;\stackrel{~}{s},0>0`$. Therefore, all excited states at half-filling have at least one site double-occupied. Second, we have obtained the explicit expression of $`lim_{|rs|\mathrm{}}<\eta _r\eta _s^{}>`$. In fact, to show the existence of ODLRO, we can also use a theorem from . Indeed, since

$$\frac{<Y_n|\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2|Y_n>}{<Y_n|Y_n>}=\frac{N_\mathrm{\Lambda }}{2}+nN_\mathrm{\Lambda }n^2$$
(41)
we also have

$$\frac{<Y_{n,a}|\stackrel{~}{𝐒}^2\stackrel{~}{S}_z^2|Y_{n,a}>}{<Y_{n,a}|Y_{n,a}>}=\frac{N_\mathrm{\Lambda }}{2}+nN_\mathrm{\Lambda }n^2$$
(42)
which is of order $`O(N_\mathrm{\Lambda }^2)`$ when $`n`$ is of oder $`N_\mathrm{\Lambda }`$. Finally, we do not know whether the states $`|\mathrm{\Phi }_n>`$ are ground-states or not. We do not know either which one of the states $`|\mathrm{\Phi }_n>`$ and $`|Y_{\frac{N_\mathrm{\Lambda }}{2}n,a}>`$ has a lower energy. Though we do not know whether the ground-states away from half-filling are superconducting or not, we can make sure that there is a number of states which are superconducting away from half-filling in the positive-$`U`$ Hubbard model. Of course, whether these superconducting states are responsible for the HTSC remains unclear.

Acknowledgements: This work was supported in part by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) and Conselho Nacional de Desenvolvimento Científico e Tecnològico (CNPQ). S.F. and B.W. would also like to acknowledge the support given by NNSF, China.

$``$e-mails: sshfeng, binwang, eabdalla @fma.if.usp.br


text:
# 1 Feynman diagrams for processes producing a b quark or a b̄ antiquark in R-parity violating SUSY.

MRI-P-010301
hep-ph/0103122

Heavy quark production via supersymmetric interaction at a neutrino factory

Debrupa Chakraverty111rupa@mri.ernet.in, Anindya Datta222anindya@mri.ernet.in and Biswarup Mukhopadhyaya333biswarup@mri.ernet.in

Harish Chandra Research Institute, Chhatnag Road, Jhusi, Allahabad 211 019, India.

Abstract

We investigate b-quark production in both charged and neutral current channels through $`\nu _\mu N`$ scattering at a neutrino factory, mediated by the lepton flavour violating interactions present in a supersymmetric theory with broken R-parity. Using values of the effective interaction strengths well below the current and projected experimental bounds, we are still able to predict markedly enhanced event rates, especially for the neutral current events which are not allowed at the lowest order in the standard model (SM). Data from neutrino factories can therefore be used to probe strengths of such interactions to considerably higher precision than what can be envisioned in other experiments.

PACS numbers: 12.60.Jv, 13.15.+g
Keywords : Heavy Flavour Production, Neutrino Factory, Supersymmetry

It is being frequently suggested nowadays that a neutrino factory, cashing on the intense and well-calibrated supply of $`\nu _\mu `$’s and $`\nu _e`$’s coming out of a muon storage ring , can go a long way in investigating the world of neutrinos where numerous puzzles are still in store for us. In addition to its usefulness in probing neutrino oscillations, such high precision neutrino experiments can have several other interesting physics goals . One of these is the possible investigation of physics beyond the standard model, something which becomes a necessity once one accepts the existence of neutrino mass and mixing. It is thus natural to ask whether there are observables, rising above the threshold of detectability in a neutrino factory, which will unequivocally imply the existence of such new physics interactions involving the neutrino sector. In this paper we suggest heavy flavour production, particularly in neutral current events, as such a demonstration of new physics. We illustrate our point in the context of an R-parity violating supersymmetric theory, emphasizing, however, that the conclusions drawn therefrom can be of a rather general nature.

We assume a design for muon production, capture, cooling, acceleration and storage as given in ref. . The muons decaying along a straight section of the storage ring will give rise to a collimated neutrino beam that is of interest to us. It has been argued that one can thus have an yearly supply of a few times $`10^{20}`$ neutrinos (or antineutrinos) of either flavour. The feasibility studies carried out so far agree that the muons in the storage ring can easily have energies upto 50 GeV. In order to observe new physics effects in the deep inelastic scattering (DIS) of these neutrinos, it is preferable to have a near-site detector rather than a long-baseline one, so that oscillation effects do not dominate.

The interaction taking place at the detector (which is the fixed target for the scattering phenomena under study) is basically between the neutrinos and the partons present in nucleons. In the Standard Model (SM), heavy quark production in such scattering can take place at the tree-level via the charged current channels, $`\nu _\mu \overline{u}\mu ^{}\overline{b}`$, $`\nu _\mu \overline{c}\mu ^{}\overline{b}`$, $`\nu _\mu d\mu ^{}c`$ and $`\nu _\mu s\mu ^{}c`$. The SM charged current cross-section depends on two factors, the Cabibbo-Kobayashi-Maskawa (CKM) matrix elements and the quark distributions in a nucleon. All the processes mentioned above, excepting the third one, occur through the interaction of muon-neutrino with the sea quarks in nucleons and are thus depend on the parton distributions relevant in the energy range under consideration. As far as charm production is concerned, the rates undergo suppression by either the strange quark distribution or the CKM element $`V_{cd}`$. For b-production, however, there is no CKM-diagonal channel, and the decidedly small element $`V_{ub}`$  severely suppresses the predicted rates. In addition, neutral current processes (whose measurements are also projected goals of a neutrino factory) where a b-quark can be tagged among the DIS products can come only at the one-loop level at the SM, and therefore such processes are unlikely to be detected, given any realistic muon luminosity.

One can conclude from above that if there is any observation of an excess in charged current b-production over the standard model rate, or if neutral current events are observed with a b in the final state, it will clearly signal some kind of new physics. The question is, given other kinds of constraints (especially those from b-decays) on the same operators that give rise to such events, is it possible at a neutrino factory to have any observable excess of events, or to use the absence of such excess to impose useful bounds on the new interactions?

The conservation of both baryon and lepton number in the SM is a consequence of its gauge current structure and renormalizability. In the supersymmetric (SUSY) extension of the SM , the existence of scalar quarks and leptons make it possible to violate baryon and lepton numbers, without leading to any theoretical problems. This entails the possibility of the violating R-parity in SUSY , defined by $`R=(1)^{3B+L+2S}`$, where $`B`$ is the baryon number, $`L`$, the lepton number and $`S`$, the spin of the particle. Clearly, all SM particles have $`R=+1`$ while their superpartners have $`R=1`$. While there is no fundamental principle dictating the conservation of R-parity, the need to avoid fast proton decay leads to the conjecture that out of $`B`$ and $`L`$, only one can be violated. Here we consider the situation where $`L`$-violation occurs, since that is the scenario which can affect the observed events at a neutrino factory. The resulting interactions can in general fake the signals of neutrino oscillation, as discussed in an earlier work .

In terms of the superfields, the $`\mathrm{\Delta }L=1`$ part of the $`R`$-violating superpotential is given by ,

$$_{R/}=ϵ_{ab}\left[ϵ_i\widehat{L}_i^a\widehat{H}_u^b+\lambda _{ijk}(\widehat{L}_i^a\widehat{L}_j^b)\widehat{E}_k^c+\lambda _{ijk}^{}(\widehat{L}_i^a\widehat{Q}_j^b)\widehat{D}_k^c\right]$$
(1)
where $`\widehat{L}_i`$ and $`\widehat{Q}_i`$ are $`SU(2)`$ doublet leptons and quarks, $`\widehat{E}_i^c`$ and $`\widehat{D}_i^c`$ are $`SU(2)`$ singlet charged lepton and down quarks, and $`\widehat{H}_u`$ is the Higgs superfield responsible for the generation of the up-type quark masses. $`i`$, $`j`$ and $`k`$ are generation indices, while colour indices are not explicitly shown above. The corresponding interaction terms can then be written in terms of the component fields as

$`_{R/}`$ $`=`$ $`\lambda _{ijk}^{}[\stackrel{~}{d}_L^j\overline{d}_R^k\nu _L^i+(\stackrel{~}{d}_R^k)^{}(\overline{\nu }_L^i)^cd_L^j+\stackrel{~}{\nu }_L^i\overline{d}_R^kd_L^j`$ (2)
$`\stackrel{~}{e}_L^i\overline{d}_R^ku_L^j\stackrel{~}{u}_L^j\overline{d}_R^ke_L^i(\stackrel{~}{d}_R^k)^{}(\overline{e}_L^i)^cu_L^j]+h.c.`$
$`+\lambda _{ijk}[\stackrel{~}{e}_L^j\overline{e}_R^k\nu _L^i+(\stackrel{~}{e}_R^k)^{}(\overline{\nu }_L^i)^ce_L^j+\stackrel{~}{\nu }_L^i\overline{e}_R^ke_L^j(ij)]+h.c`$
The most important thing to note among the terms shown above is that not only lepton number but also lepton flavour can be violated through them. Thus it is possible to have $`\mathrm{\Delta }L=0`$ processes with flavour violation by taking suitable products of the $`\mathrm{\Delta }L=1`$ couplings. One of the consequences of this is the production of the b-quark through both charged and flavour changing neutral currents (FCNC), represented by diagrams shown in figure 1. Although 9 $`\lambda `$-type and 27 $`\lambda ^{^{}}`$-type couplings are allowed altogether, we demonstrate our argument by assuming non-zero values of only the $`\lambda ^{^{}}`$-interactions with indices conforming to the requirements of b-production in $`\nu _\mu `$ scattering.

As has been already mentioned, we shall confine ourselves to near-site experiments in which one places the neutrino detectors at a short distance ($`40m`$) from the straight section of the storage ring . Under such circumstances, the incoherent scattering effects (only of $`\nu _\mu `$’s here, by virtue of our choice of non-vanishing new physics interactions) dominate over oscillation effects. The number of b-production events per year, via either charged-current or neutral current interactions, can be obtained by folding the relevant cross-section by a survival probability and the neutrino flux,

$$N_Q=\frac{N_N}{\pi R_d^2}𝑑\sigma (\nu _\mu +N\mu ^{}+Q)\frac{d^2N_\nu }{dE_{\nu _\mu }dE_\theta }(1𝒫_{\nu _\mu \nu _{e,\tau }})𝑑E_{\nu _\mu }𝑑\theta $$
(3)
where P is the total probability of oscillation of a muon neutrino to any other flavour. Here we use the $`\nu _\mu \nu _\tau `$ oscillation probability corresponding to the solution space for the atmospheric $`\nu _\mu `$ deficit , and the $`\nu _\mu \nu _e`$ oscillation probability for the Mikhyev-Smirnov-Wolfenstein (MSW) solution to the solar neutrino problem . In any case, for a near-site detector, the predictions on b-production have no perceptible dependence on the precise values of the oscillation parameters. In our calculation, we have assumed a target of mass $`100T`$ containing $`N_N=6.023\times 10^{31}`$ nucleons. The cross-sectional area of the target ($`\pi R_d^2`$) and the distance (L) from the muon decay point to the target define a cone with the semi-vertical angle $`\theta _d`$, related through the relation $`R_d=L\theta _d`$. While the available energy range of the the neutrino (together with the energy distribution) is specified by the energy of the decaying muon, the $`\theta `$-integration has an upper limit $`\theta _d`$. This brings in not only the detector size but also the length of the straight section of the storage ring and the probability of the muon decaying at any given point along the straight section. This has been taken into account in our calculation, where we have assumed a straight section of length $`100m`$ and that $`2\times 10^{20}`$ muons decay within this section per year. Our numerical results correspond to a target cross-section of $`1m^2`$. Also, CTEQ4LQ  parton distributions have been used here.

The contributions to the $`b`$ quark production from the Feynman diagrams shown in figure 1 are obtained from the following Fierz-rearranged amplitudes:

$`_{R/}(\nu _\mu +\overline{u}\mu ^{}+\overline{b})`$ $`=`$ $`{\displaystyle \frac{\lambda _{213}^{}\lambda _{233}^{}}{2(tm_{\stackrel{~}{b}_R}^2)}}\left[\overline{u}_\mu \gamma _\mu P_Lu_{\nu _\mu }\right]\left[\overline{v}_u\gamma ^\mu P_Lv_b\right]`$
$`_{R/}(\nu _\mu +d\nu _\mu +b)`$ $`=`$ $`{\displaystyle \frac{\lambda _{231}^{}\lambda _{233}^{}}{2(tm_{\stackrel{~}{b}_L}^2)}}\left[\overline{u}_{\nu _\mu }\gamma _\mu P_Lu_{\nu _\mu }\right]\left[\overline{u}_b\gamma ^\mu P_Ru_d\right]`$
where, $`t=(p_{\nu _\mu }^ip_b)^2`$ in each case.

As can be seen from above, b-production via charged current is driven by the product $`\lambda _{213}^{^{}}\lambda _{233}^{^{}}`$, while $`\lambda _{231}^{^{}}\lambda _{233}^{^{}}`$ controls the neutral current event rate. We take b-squark mass to be $`300GeV`$. With this choice, a not-so-stringent constraint ($`0.048`$) exists on the first one of these products , which is not appreciably different from the product ($`0.046`$) of the upper limits on the individual couplings taken in isolation . To be conservative, we have used the value corresponding to this latter limit. As for the second pair of couplings which controls the neutral current rate, the product of the individual limits is approximately $`0.14`$ for a b-squark of mass $`300GeV`$. A somewhat weaker limit for the same $`m_{\stackrel{~}{b}}`$ ($`0.225`$) is derived from the $`\nu _\mu N\nu _\mu b+X`$ scattering data from Fermilab NuTeV Experiment. On the other hand, searches for the FCNC decay $`B^0\mu ^+\mu ^{}`$ at CDF  and CLEO  set upper limits on the branching ratio of the above decay at $`8.6\times 10^7`$ and $`6.1\times 10^7`$ respectively. The BaBar B-factory experiment, too, has a projected upper limit of $`5.0\times 10^7`$ that can be obtained on the branching ratio for $`B^0\mu ^+\mu ^{}`$ . Using the last one of these, one may be able to set a limit of about $`0.018`$ on $`\lambda _{231}^{^{}}\lambda _{233}^{^{}}`$ for the above squark mass.

The other process which can be of useful in this context is the rare decay $`BX_d\mu ^+\mu ^{}`$. However, here the measurement of the decay rate depends crucially on the end-point analysis of the $`\mu ^+\mu ^{}`$ invariant mass spectrum. The uncertainties coming from the onset of resonant peaks as well as those in heavy-to-light transition form-factors make the prospect less bright for strengthening the limit on the new physics effective interaction to any substantial extent. Results coming from, say, the LHC-B experiment (via the channel $`B\rho \mu ^+\mu ^{}`$) may throw some further light on this issue . Here we present our numerical results in terms of the current limit on $`\lambda _{231}^{^{}}\lambda _{233}^{^{}}`$ as well as the projected limit from B-factories.

In figure 2, we have plotted the number of charged current b-production events expected per year against the muon energy, for a $`100T`$ target of cross-section $`1m^2`$. The SM (using $`V_{ub}=0.004`$ ) rates as well as those from $`R`$ parity violating SUSY have been shown for comparison. It is clear from the graph that, with values of the non-standard couplings satisfying the existing constraints, an excess of 3 to 4 times over the standard model event rate can be expected, with, say $`E_\mu =50GeV`$.

The new physics effects are even more spectacular for neutral current where the SM contributions are negligibly small. As figure 3 shows, a very large number of neutral current events with a b in the final state is predicted. This is true not only with $`\lambda _{231}^{^{}}\lambda _{233}^{^{}}`$ at the current experimental upper bound, but also using the limit envisioned at B-factories, and even with a value one order lower. Even with in the last, rather conservative, choice, one expects an event rate of about a thousand per year with $`E_\mu =50GeV`$, so that a b-tagging efficiency even as low as 25% will still make the events detectable. It can thus be argued that the observation (or otherwise) of b-production in neutral current events at a neutrino factory will enable one to probe flavour-violating coupling of the relevant types (in models including R-parity violating SUSY) to a higher degree of precision than in the currently operative B-factories.

For charm production, on the other hand, although the SUSY contributions can give rise to event rates of observable order of magnitude with the effective new coupling fixed at the experimental limit, the SM contributions are larger, since the CKM element $`V_{cd}`$ is involved in the process. Consequently, It may be somewhat more difficult to discern the additional contributions. In addition, the structure of the R-violating couplings implies that at least one charge $`\frac{1}{3}`$ quark superfield must be involved at each $`\lambda ^{^{}}`$-type interaction vertex. Consequently, charm production in neutral current events is not possible at the tree level.

Although we have discussed the above effects in the light of an R-parity violating SUSY scenario, the general features of our results are true for any non-standard theory which allows flavour violating couplings involving a b-quark. It is possible to make predictions for such models by suitably replacing $`\lambda ^{^{}}\lambda ^{^{}}/2m_{\stackrel{~}{b}}^2`$ by the coefficient of the new effective four-fermion interaction term, on which all the limits discussed by us will be still applicable.

In summary, we have demonstrated that the production of the b-quark with substantial rate at a neutrino factory is a clear signal of non-standard interactions for neutrinos. In particular, we have considered an R-parity violating supersymmetric theory to predict markedly enhanced b-production rates, particularly in neutral current events, with values of the relevant couplings well below the existing and projected limits.


text:
# A Resonant X-ray Scattering Study of Octahedral Tilt Ordering in LaMnO3 and Pr1-xCaxMnO3

## I Introduction

The AMO3 aristotype is the defining feature of the cubic perovskite structure. It consists of a cubic array of metal-oxygen octahedra centered on a lanthanide ion (A). In the transition metal oxides, the aristotype is generally observed only at high temperatures. At lower temperatures, a variety of distortions of the octahedra may occur, which reduce the cubic symmetry. It is interesting that most, if not all, of the unusual properties exhibited by these materials, including colossal magnetoresistance and high temperature superconductivity, occur in the lower temperature range. It remains an open question whether these distortions are required for such phenomena to occur.

A prominent example of an octahedral distortion is the Jahn-Teller distortion in the manganites. In specific cases, this involves the lengthening of two Mn-O bonds of the MnO6 octahedra and the concomitant shortening of four others. It is accompanied by orbital ordering of the occupied Mn 3d orbitals. Likewise, charge ordering involves the inhomogeneous localization of electronic charge at Mn sites to form ordered arrays. Both orbital and charge ordering introduce new periodicities into the system and may be accompanied by longitudinal or transverse lattice distortions. Characterizing the charge, orbital and magnetic ordering in transition metal oxides, and exploring their coupling to the lattice, is an active field of current research .

Another important distortion of the cubic perovskites involves the tilting of the metal-oxygen octahedra. These ordered rotations are well-known, having been discussed by Goldschmidt in the nineteen twenties, and again by Goodenough in the nineteen fifties. A complete crystallographic treatment of 23 possible tilt patterns has been given by Glazer , and refined more recently by Woodward . The underlying idea is that a small tilt of the octahedra shortens the A-site ion-to-oxygen bond distances, while preserving the length of the metal-oxygen bond – thereby lowering the total energy. A three dimensional view of one common tilt ordering, the so-called GdFeO3 distortion, is illustrated in Figure 1, together with three two-dimensional projections. In this distortion, the MnO6 octahedra are rotated by $`\pm `$ 9 about the b-axis and by a small angle ($`<1^{}`$) about the a-axis using the $`\mathrm{𝑃𝑏𝑛𝑚}`$ setting . It is intriguing that in LaMnO3 the periodicity of the Mn orbital ordering is the same as that of the octahedral tilt ordering. This raises the questions of whether the tilt ordering is coupled to the charge and orbital ordering, possibly as a precursor, and whether the tilting plays a more important role in the properties of CMR materials than has been recognized to date. In a recent paper, Mizokawa et al. addressed these questions in LaMnO3 and Pr1-xCaxMnO3 (hereafter referred to as PCMO), among others. They showed that the GdFeO3 distortion stabilizes the so-called d-type orbital ordering pattern in LaMnO3 by increasing the hybridization of the La atoms with three of the corner oxygen atoms. However, experimental studies of these effects in manganites have been limited.

In this paper we discuss x-ray resonant scattering studies of the octahedral tilt ordering observed in LaMnO3, Pr0.75Ca0.25MnO3 and Pr0.6Ca0.4MnO3. In analogy to recent studies of orbital ordering in which the incident energy is tuned to the Mn K edge, we show that in each case it is possible to probe octahedral tilt ordering by tuning the photon energy to the respective La and Pr L absorption edges. Specifically, we report resonant spectra of the tilt ordering at the La and Pr LI (2s $``$ 6p), and LII-III (2p $``$ 5d) edges, including the azimuthal dependence at the Pr LII edge of Pr0.75Ca0.25MnO3. We find that the resonant fine structures at the LII and LIII edges are qualitatively similar, involving a main resonant peak and weaker subsidiary peaks, whereas the LI spectra involve only a single resonance. We believe these differences reflect the electronic structure of the intermediate states, however, a full theoretical analysis including the 5d and 6p bands is required before quantitative conclusions can be drawn. The polarization dependence of the resonant scattering is predominantly $`\sigma \pi `$ to within experimental errors, and the azimuthal dependence follows a sin-squared behavior. Both are consistent with simple models of Templeton scattering based on a splitting of the resonant intermediate states. Where possible, specific comparisons are made with the predictions of Benedetti et al., who have carried out LDA + U calculations of these effects for LaMnO3. No evidence has been found for lattice modulations originating with a longitudinal periodic displacement of the A-site ions away from their symmetry positions in LaMnO3 and Pr0.75Ca0.25MnO3, however, the possibility of a transverse displacement has not yet been explored.

The most interesting results of the present work concern the temperature dependence of the octahedral tilt ordering. In particular, we find that the tilt ordering in LaMnO3 persists above the orbital ordering transition at $``$ 800 K and then disappears at $``$ 1000 K. Both the tilt and orbital ordering transitions are associated with corresponding structural transitions of the lattice, which we specify. Interestingly, the line width of the octahedral tilt ordering is resolution limited below the orbital ordering temperature, but starts to increase about 70 K above it. No evolution of the main peak of the resonant lineshapes of the LII and LI absorption edges was found for temperatures increasing above the orbital ordering transition, which differs from the predictions of Benedetti, et al..

The situation is more complicated in Pr0.75Ca0.25MnO6 for which the structure of the orbital ordering is itself controversial. Although most of the orbital order scattering in this material disappears at about 400 K, coincident with a structural transition, a small peak nevertheless persists at the Mn K edge up to 900 K. In contrast, the intensity of the resonant tilt scattering measured at the Pr LII edge is approximately constant from 10-900 K, the highest temperature accessible with the present apparatus. Similarly, there is little change of the resonant lineshape at the LI and LII absorption edges of Pr0.6Ca0.4MnO3, as the temperature is increased through its orbital ordering temperature (T$`{}_{co}{}^{}`$ 240 K), nor are there variations of the tilt scattering intensity, correlation length or periodicity, at least up to about 300 K.

Taken together, these results offer a new probe of octahedral tilt ordering and of its possible coupling to charge and orbital ordering in the pseudo-cubic perovskites. In the following, we briefly describe the experimental set-up and the phase behavior of LaMnO3 and Pr1-xCaxMnO3 before turning to a discussion of our results.

## II Experimental

The single crystals used in the present experiments were grown by floating zone techniques at JRCAT. (1,0,0) and (0,1,0) surfaces were cut from cylinders of radius $``$3 mm, and polished with fine emery paper and diamond paste. The mosaic widths of the LaMnO3 and PCMO samples, as characterized at the (0,2,0) bulk Bragg reflections (in orthorhombic notation), were all about 0.1o (FWHM), as described earlier. These values varied by small amounts as the beam was moved across each sample surface, reflecting its mosaic distribution. The growth techniques and basic transport properties have been described in detail elsewhere.

X-ray scattering experiments were carried out at the National Synchrotron Light Source on bending magnet X22C and wiggler X21 beamlines, and at the Advanced Photon Source on beamline 9ID. X22C is equipped with a bent, toroidal focusing mirror and a Ge(1,1,1) double crystal monochromator arranged in a vertical scattering geometry. This gives an incident linear polarization of 95$`\%`$ ($`\sigma `$) and an incident energy resolution of between 5 and 10 eV at the Mn K and La and Pr LI, LII and LIII edges. Two different detector configurations were used. High momentum transfer resolution scans employed a Ge(1,1,1) crystal, and gave a longitudinal resolution of 4.5 x $`10^4`$Å-1(HWHM) at the respective (0,1,0) reflections and linear polarization analysis of the scattered beam was provided via rotation of a Cu(2,2,0) crystal around the scattered beam direction. The latter gave longitudinal resolutions of $`0.0069`$Å-1 and $`0.0052`$Å-1 (HWHM) in the $`\sigma \sigma `$ and $`\sigma \pi `$ geometries, respectively. NSLS Wiggler beamline X21 was equipped with a 4-bounce Si(2,2,0) monochromator and a focusing mirror, leading to an incident energy resolution of 0.25 eV. APS undulator beamline 9ID consists of a double crystal Si(1,1,1) monochromator, a focussing mirror (coated with Pt) and a flat harmonic rejection mirror. The incident energy resolution was approximately 1.5 eV.

A serious complication associated with the present experiments was our observation that these crystals do not tolerate repeated excursions to high temperatures $`>800K`$ before changing their properties. The most dramatic of the effects we observed was the loss of long-range orbital order in one of the LaMnO3 samples after extended cycling above 1000K, and cooling back to room temperature. These effects are common among perovskites and originate in strain relief within individual grains and, perhaps, in oxygen depletion. As a consequence, our ability to double check all of the results obtained for LaMnO3 has been limited.

At low temperatures, Pr0.75Ca0.25MnO3 and LaMnO3 have pseudo-cubic perovskite structures with orthorhombic symmetry $`\mathrm{𝑃𝑏𝑛𝑚}`$ (illustrated in Figure 1). Each Mn atom lies at the center of an octahedron defined by six oxygen atoms at the corners. Single layers of La or Pr/Ca atoms lie between the layers of octahedra. Both materials are insulating and believed to exhibit an orbitally ordered ground state. The electronic configurations of the (Mn)3+ (d4) ions are ($`t_{2g}^3`$, $`e_g^1`$) with the $`t_{2g}`$ electrons localized at the Mn sites. The eg electrons are hybridized with the oxygen 2p orbitals, and participate in a cooperative Jahn-Teller distortion of the MnO6 octahedra. This is believed to lead to a ($`3x^2y^2`$)-($`3y^2r^2`$) zig zag-type of orbital ordering of the eg electrons with the oxygen displaced along the direction of extension of the eg orbitals, as has been discussed in detail elsewhere. In orthorhombic notation, for which the fundamental Bragg peaks occur at (0,2k,0), with k an integer, the orbital scattering occurs at (0,2k+1,0). Regarding their magnetic structures, Pr0.75Ca0.25MnO6 is ferromagnetic, while LaMnO3 is an A-type antiferromagnet, below their respective magnetic ordering temperatures.

Pr0.6Ca0.4MnO3 also has a perovskite structure with $`\mathrm{𝑃𝑏𝑛𝑚}`$ symmetry, but exhibits an insulating CE-type, antiferromagnetic ground state at low temperature, including a cooperative Jahn-Teller distortion. The higher Ca doping in this material leads to a large negative magnetoresistance in an applied magnetic field with the metal-insulator transition occurring at about 6T at low temperature. The ordered phase is accompanied by a second modulation of the lattice arising from charge ordering among Mn3+ and Mn4+ ions, which occurs in addition to orbital ordering. The large conductivity is enabled through the motion of electrons formerly localized at (Mn)3+ sites. In orthorhombic notation, the charge order reflections in Pr0.6Ca0.4MnO3 occur at (0,2k+1,0), whereas the orbital reflections are at (0,k+1/2,0). Note that the orbital period present in the x=0.4 sample (=2b) differs from that in the x=0.25 sample (=b) as a result of the charge ordering. Detailed x-ray scattering studies of the charge and orbital ordering in LaMnO3 and PCMO have been reported elsewhere .

In addition to the Jahn-Teller distortion, all three compounds undergo the so-called GdFeO3 distortion, which involves tilting of the MnO6 octahedra, as shown in Figure 1. In the GdFeO3 distortion, the four octahedra in the unit cell are rotated by an angle $`\omega `$ around an axis in the (0,1,1) plane. This may be approximated as a compound rotation of the octahedra first about the b-axis (fig. 1d) followed by a much smaller rotation about the a-axis (fig. 1c). From the present perspective, it is important to note that the periodicity of the octahedral tilt ordering in LaMnO3 and Pr0.75Ca0.25MnO3 is identical to that of the orbital ordering (specified above). In contrast, the octahedral tilt ordering in Pr0.6Ca0.4MnO3 has the same period as the charge ordering, which is half that of the orbital ordering. Crystallographic studies of the structure of LaMnO3  suggest that the octahedral tilting angle is reduced from 16 to 12o, but not eliminated, by increasing the sample temperature from 300 to 800 K. They also suggest that both the oxygen atoms and A-site ions are displaced by octahedral tilting, all the while maintaining $`\mathrm{𝑃𝑏𝑛𝑚}`$ symmetry. To our knowledge, there are no comparable crystallographic studies of PCMO for the dopings considered here, but qualitative similarities are expected.

## III Results and Discussions

### A Resonant Profiles

Figure 2 shows the energy dependence of the scattering at the (0,1,0) orbital wavevector of Pr0.75Ca0.25MnO3 as the incident x-ray energy is tuned through the Mn K and Pr LII absorption edges. These data were obtained using a polarization analyzer and explicitly resolve the $`\pi `$-component of the resonant scattering, consistent with a rotation of the incident linear polarization from $`\sigma `$ to $`\pi `$. Referring to the figure, a large resonant signal is visible at $`\mathrm{}\omega `$=6.547 keV, reaching about 500 counts/sec near the Mn K edge. In addition, there are two smaller peaks at $`\mathrm{}\omega `$=6.56 and 6.575 keV and a broad peak at $`\mathrm{}\omega `$=6.62 keV. Remarkably, there is also a resonant feature at the Pr LII edge with $`\mathrm{}\omega `$=6.44 keV. It is this latter resonance which is the subject of the present paper.

Detailed scans of the resonant scattering obtained at the orbital wavevectors of Pr0.75Ca0.25MnO3 and LaMnO3 for incident x-ray energies tuned through the LI, LII and LIII edges of Pr and La are shown in Figures 3 and 4, respectively. These data were obtained at the (0,1,0) reflections of each sample using a Ge(1,1,1) analyzer crystal, and thereby combine any $`\sigma `$ and $`\pi `$ components of the scattering. Similar results for Pr0.6Ca0.4MnO3 (polarization-resolved) are shown in Figure 6, and discussed later.

The data for the LI edges are simplest, consisting in each case of a resonant profile centered near the white line of the fluorescence, with a width of about 10 eV. Fits of the lineshapes to squared Lorentzians suggest the possibility of a weak asymmetry with additional intensity at lower energy. Both samples also show additional, broad scattering peaked between $``$ 50 and 80 eV above the LI edge (not shown). Explicit tests of these latter peaks for multiple scattering were carried out for both PCMO samples by repeating the energy scans at several different azimuths. These tests showed that the broad peaks above the edge arise from multiple scattering. We suspect that the same is true for the LaMnO3 but have not yet carried out such explicit tests.

The profiles of the Pr scattering at the LII-III edges show more fine structure (Fig. 3). In each case, the main resonance occurs 2-3 eV above the inflection point of the fluorescence line, and has a full width of between 6 and 9 eV. Fits of the main resonance peaks to squared Lorentzians again suggest that the lineshapes are not symmetric, in this case having longer high energy tails. It is not clear from the data whether this asymmetry reflects an additional excitation channel (simply adding to the intensity) or instead arises from an interference effect, or from multiple scattering. In addition to the main resonance, there is a second peak occurring about 30 eV above the resonance at both the LII and LIII absorption edges. We have ruled out multiple scattering as the origin of these latter peaks and believe that they are of physical interest. Polarization analysis reveals that both the main resonant peak and the second peak 30 eV above it, occur predominantly in the $`\sigma \pi `$ channel. More specifically, we find that the main resonant feature at the Pr LII edge of Pr0.6Ca0.4MnO3 gives a ratio of the $`\sigma \pi `$/$`\sigma \sigma `$ scattering of at least 25. Similar results have been obtained for the x=0.25 sample.

The resonant lineshapes obtained at the La LII and LIII edges in LaMnO3 are qualitatively similar to those obtained at the Pr L edges, and are shown in Figure 4. In each case, the main resonant peak occurs 2-3 eV above the inflection point of the fluorescence, and exhibits a slight asymmetry to higher energy. There are additional peaks occurring about 30 eV above the main resonance, similar to those observed in the PCMO samples. As we have not yet adequately characterized the multiple scattering in this sample, we cannot rule it out at this second peak position in LaMnO3. Given the similarity of these features with those observed in PCMO, where multiple scattering was ruled out, it is tempting to conclude that it is not a factor here. We suspect, however, that the shoulder located about 10 eV below the LII absorption edges (see fig. 4) and a broad peak centered at 5.405 keV (whose tail is visible at low energy in the scan of the LIII absorption edge) do arise from multiple scattering. These latter details will have to be confirmed in future measurements, however, their outcome will not detract from the main results presented here.

An important feature of the resonant scattering is the dependence of the intensity on azimuthal angle. The azimuthal angle $`\psi `$ characterizes rotations of the sample about the scattering wavevector and is defined to be zero when the c-axis is perpendicular to the scattering plane. A quantitative study of the azimuthal dependence of the LII resonant scattering of Pr0.75Ca0.25MnO3 is shown in Figure 5. Each data point represents the maximum resonant intensity obtained in the $`\sigma \pi `$ geometry at the (0,1,0) reflection at a particular azimuthal angle. The data have been normalized by the intensity of the (0,2,0) reflection at that azimuth to correct for small variations due to sample shape. In contrast to normal charge scattering, for which the intensity is independent of the azimuthal angle, the resonant scattering exhibits an oscillation with two-fold symmetry. The intensity approaches zero when $`\psi `$=0 and 180, similar to the $`\sigma \pi `$ polarized component of the orbital scattering measured at the Mn K edge. The solid line is a fit to the form $`A\mathrm{sin}^2\psi `$, as was also found for the azimuthal dependence of the orbital ordering at the Mn K edge.

Before discussing the Pr scattering in more detail, we first discuss the main peak and fine structure near the Mn K edge (shown in Figure 2). These features have been observed previously and interpreted in terms of orbital ordering . Briefly, two kinds of Mn site are distinguishable depending on the local orientation of the eg electron, as a result of the cooperative Jahn-Teller distortion. The resonant scattering observed at the orbital wavevector may then be thought of as Templeton scattering arising from the anisotropic charge distribution induced by orbital ordering. In the dipole approximation, the resonance corresponds to a 1s $``$ 4p transition at the metal site. In the simplest model, the sensitivity to orbital ordering arises from the splitting of the Mn 4p levels as a result of the 3d ordering. Discussion of the microscopic origin of the splitting, however, has been controversial with both Coulomb- and Jahn-Teller- based descriptions proposed. Insofar as we are aware, the experimental data obtained to date do not distinguish either approach conclusively, and this remains an open question.

Regardless of the origin of the splitting, the resonant scattering at the Mn K edge reflects the symmetry of the orbital ordering through the redistribution of local charge density (and subsequent perturbation of the electron energy levels) at the Mn3+ sites, consistent with the space group. It follows that the peak positions and widths measure the orbital periodicity and correlation lengths, respectively. A key feature of this type of resonant scattering at an (0,k,0) reflection in LaMnO3 and PCMO is that the azimuthal dependence of the intensities for rotations of the sample about the momentum transfer follows a $`\mathrm{sin}^2\psi `$ dependence. In addition, the polarization of the incident beam is rotated from $`\sigma `$ to $`\pi `$. Full details of these effects may be found elsewhere, including a generalization to the orbital ordering of the t2g levels and to other geometries .

Returning to the Pr resonance, there are at least two possible sources of this scattering. One is that it results from orbital ordering of the partially occupied Pr 4f levels, with a periodicity equal to the Mn 3d orbital order. Such antiferro-quadrupolar ordering has recently been observed in the Dy 4f levels of DyB2C2 at the Dy LIII edge. However, this cannot be the origin of these effects in LaMnO3, since La lacks 4f electrons. A second possibility is that it originates in the differing kinds of Pr environment that exist within the unit cell. While all Pr sites are crystallographically equivalent (resulting in the (0,1,0) being forbidden in $`\mathrm{𝑃𝑏𝑛𝑚}`$ symmetry), there are in fact two Pr environments created by the surrounding oxygens in the tilted phase. These are simply illustrated in Fig. 1. Conventional x-ray scattering is insensitive to such differences, however, at an absorption edge the Pr scattering factor transforms from a scalar to a tensor reflecting the anisotropies of the resonant ion. The tensors at the two Pr sites are inequivalent, and the (0,1,0) reflection becomes allowed, thereby giving rise to Templeton scattering. Since these two environments result from the tilting of the oxygen octahedra, it follows that the resonant intensity is a measure of the octahedral tilt ordering, with the width of the scattering in reciprocal space providing information on the correlation length of the tilt ordering, and its position giving the periodicity.

We, therefore, interpret the resonant scattering at the La and Pr L edges discussed above as Templeton scattering associated with the anisotropic charge distribution induced by octahedral tilt ordering, and consistent with the $`\mathrm{𝑃𝑏𝑛𝑚}`$ space group. The energies of the resonances in each case suggest dipole excitations coupling 2p$`{}_{3/2}{}^{}`$5d3/2,1/2, 2p$`{}_{1/2}{}^{}`$ 5d3/2, and 2s $``$ 6p states for the LIII, LII and LI absorption edges, respectively. We speculate that the splitting $`\delta _o`$ in the intermediate states needed for the resonant cross-section to give a non-zero intensity originates in the crystal field splitting of the appropriate states at the Pr and La sites following tilting of the octahedra. Given a splitting $`\delta _o`$, the same arguments which were used to describe the Mn K edge resonant scattering at the orbital wavevector may then be applied to describe the scattering from the tilt ordering, and naturally lead to both a sin-squared dependence on the azimuthal angle and a rotated $`(\sigma \pi )`$ final polarization, as observed. The differences between the resonant LII-III and LI lineshapes–in particular, the apparent absence of higher energy fine structure at the LI edge–probably reflect the differing density of states of the 5d and 6p intermediate states, respectively. Clarifying this point will require more detailed band-structure calculations.

It is interesting to compare these results with the predictions of Benedetti, et al., who have carried out LDA+U calculations of the resonant scattering expected at the La edges of LaMnO3 in the presence of both orbital and tilt ordering. The main features observed in our data are predicted, including a dipole resonance, a rotated ($`\sigma \pi `$) polarization dependence and sin-squared azimuthal dependence. Our x-ray results also show subsidiary peaks at higher energy, which are qualitatively consistent with the predictions, although the observed peaks fall $``$ 10 eV higher than is predicted. These calculations support our identification of the resonant scattering at the La and Pr edges as being associated with the tilt ordering.

A fascinating question concerns the possibility that the orbital ordering of the Mn eg electrons (and concomitant Jahn-Teller distortion) might also contribute to the resonant scattering at the La and Pr edges through hybridization of the oxygen 2p states with the 5d, 6p, and 3d states of the La/Pr and Mn, respectively. Indeed, the work of Benedetti, et al. on LaMnO3 suggests that the resonant profile calculated by including only the effects of tilt ordering shifts to slightly lower energy when orbital ordering is subsequently included. We have tested this prediction in Pr0.6Ca0.4MnO3 and LaMnO3 by measuring the resonant profiles of the tilt ordering at the Pr LI, LII edges and at the La LI edge for temperatures above and below their respective orbital ordering temperatures. Figures 6a and b show the energy dependence of the resonant scattering of Pr0.6Ca0.4MnO3 obtained at the Pr LI and LII absorption edges. The data were measured at the (0,1,0) reflection, which for this doping is coincident with a charge order reflection. In order to discriminate against the contribution of the charge ordering, which is predominantly $`\sigma \sigma `$ polarized, these data were obtained in a $`\sigma \pi `$ geometry using the polarization analyzer. Open circles show the results obtained below the orbital ordering temperature at 200 K and closed circles show the data obtained above at 280 K. (Too = 245 K in this sample.) The main features of the resonant profiles discussed above for Pr0.75Ca0.25MnO3, including the slight asymmetries and additional fine structure are reproduced at the higher temperature. More importantly, from the perspective of the theory of Benedetti, et al., no changes in the L-edge lineshapes are observed with increasing temperature through the orbital ordering transition. From this we conclude that the main features of the L-edge resonant profiles reported here originate in octahedral tilt ordering, and that any contributions to the L edge resonances arising from the Mn orbital order, e.g., from changes of the La/Pr hybridization with the oxygen motion, are too small to be detected, at least at the present experimental signal rates.

Qualitatively similar results were also obtained at the La LI edge of LaMnO3 for temperatures above and below its orbital ordering temperature. A surprising additional result in this sample, however, involved the observation of a continuous shift of the second peak at about 30 eV above the main resonance with increasing temperature. In particular, for temperatures increasing from about 650 K to 800 K, this second resonant peak increased its position by $``$ 15 eV. We suspect that multiple scattering or some other artifact, such as oxygen depletion, may be the origin of this effect, however, more systematic tests will require a new sample.

### B Temperature Dependence

The temperature dependence of the resonant intensity of the octahedral tilt ordering obtained at the La LI absorption edge of LaMnO3 is shown by the open circles in Figure 7a. For comparison, filled circles show the temperature dependence of the resonant intensity of the orbital ordering obtained at the Mn K edge, which is qualitatively consistent with earlier published results. Each data point represents the peak intensity taken from a scan through the (1,0,0) reflection obtained in a high-resolution mode using a Ge(1,1,1) analyzer. All of the data were obtained using a high temperature oven. Referring to the figure, the La LI and Mn K resonant intensities are both approximately constant between 300 and 700 K, above which temperature both begin to decrease. The intensities at the La LI and Mn K edges then fall abruptly to near-zero at about 800 K, which corresponds to an orthorhombic-to-orthorhombic structural phase transition (O $``$ O’). No significant Mn-resonant scattering was observed at the (1,0,0) position of the low temperature orthorhombic structure (O) at any temperature above 800 K, although a weak, broad peak, consistent with orbital fluctuations, was observed. The intensity of this diffuse scattering falls gradually with increasing temperature and disappears above 1000 K. A strong La-resonant peak re-appears above 800 K, but is located at the (1,0,0) position of the high temperature orthorhombic phase O’ (filled circles). The intensity of the La-resonant scattering in the high temperature phase increases with temperature until about 870 K, and then decreases again until it disappears at about 1000 K. This suggests that the tilt ordering is preserved within the new lattice, consistent with the results of powder diffraction studies  (which also report a reduced average tilt angle). It follows that the temperature dependences of the tilt and orbital ordering are distinctly different, with the octahedral tilting persisting to higher temperatures.

The temperature dependences of the corresponding half-widths at half-maximum (HWHM) are plotted on a log-scale for the Mn- and La-resonant scattering in Fig. 7b. These are proportional to the inverse correlation lengths of the Mn orbital and tilt order, respectively. For temperatures below about 800 K, the widths of both the orbital and tilt scattering are consistent with the resolution, implying correlation lengths of 1000 $`\AA `$, or greater. Above 800 K, the half width of the orbital scattering abruptly broadens by a factor of ten (see Fig. 7b), corresponding to correlation lengths of about $``$ 100$`\AA `$. The half width of the tilt scattering, however, remains constant up to about 870 K, at which temperature the tilt intensity begins to decrease. Above this temperature, the width increases continuously. No significant broadening was observed at the (200) bulk Bragg peak over the entire temperature range.

On the basis of these results, we associate the orthorhombic-to-orthorhombic transition at 800 K with the destruction of long ranged orbital ordering in LaMnO3, in agreement with earlier conclusions. Explicit measurements of the bulk (2,0,0) intensities and positions versus temperature reveal the collapse of the a and b lattice constants to nearly equal values at this temperature, consistent with the appearance of a pseudocubic phase. We associate the broad scattering which occurs at the orbital wavevector above 800 K with critical orbital fluctuations, such as have been observed earlier in PCMO for x=0.4 and 0.5. It is interesting that the full-widths do not continuously broaden above 800 K, but remain approximately constant, reminiscent of studies of polaron correlations in PCMO and LCMO. Accompanying the loss of orbital ordering at 800 K is the apparent loss of octahedral tilt ordering in the low temperature O phase, however, the tilt ordering re-appears in the high temperature O’ phase with resolution-limited line widths. It persists until about 870 K, when the intensities and the correlation lengths start to decrease. Octahedral tilt ordering disappears at $``$ 1000 K, corresponding to a structural transition to a rhombohedral phase. The fact that the octahedral tilting achieves long-range order at temperatures above the orbital ordering transition appears consistent with the conclusion of Mizokawa, et al. that the GdFeO3 distortion stabilizes one type of orbital ordering in LaMnO3 in preference to another, and suggests that octahedral tilt ordering may serve as a precursor to orbital ordering. It raises the general question of the nature of the coupling between the tilt ordering and the other degrees of freedom in these systems–especially between the orbital and tilt ordering.

The temperature dependence of the intensities of the tilt ordering in Pr0.75Ca0.25MnO3, as obtained at the Pr LII edge, is shown by the filled circles in Fig. 8a. Open circles represent the temperature dependence of the intensity of the orbital scattering obtained at the Mn K edge, and have been published previously. As above, each data point corresponds to the peak intensity resulting from a scan through the (0,1,0) reflection, which is the orbital wavevector in this sample. The data were obtained using a displex at low temperature and an oven at high temperatures, and then scaled to be equal at 300 K. As may be seen from the figure, the Pr-resonant intensities are approximately constant over the entire range accessible between 10 and 900 K. In contrast, the temperature dependence of the orbital scattering as measured at the K-edge is approximately constant between 10 and 200 K, and then decreases between 200 and 400 K with a long tail extending up to about 850 K. High-momentum transfer resolution measurements made at both the Pr LII and the Mn K absorption edges show that the peak widths of the Pr- and Mn- scattering remain approximately constant below 900 K, corresponding to correlation lengths of $``$ 2000 $`\AA `$, or greater, in each case (see Figure 8b). It is natural to associate the decrease of the resonant orbital scattering between 200 and 400 K with the orthorhombic structural transition reported by Jirak, et al. at about 400 K. The data also suggest a small decrease in width for temperatures greater than $``$ 400 K. Unfortunately, the high temperature limit of our oven prevented exploring the possible loss of octahedral tilt ordering above 900 K in this sample. Moreover, the fact that the scattering at the orbital wavevector does not completely disappear makes direct comparisons with the temperature dependence of LaMnO3 difficult. It remains to fully understand the phase diagram of PCMO with x=0.25. Quantitative conclusions will require further experiments at higher temperatures, including a search for the octahedral tilt ordering transition.

Similar studies of the orbital and tilt scattering were carried out in Pr0.6Ca0.4MnO3 at selected temperatures between 200 and 300 K. There is a discontinuous change in the lattice constants associated with the loss of orbital ordering at Too=245 K, but neither a decrease in intensity nor a broadening of the resonant peaks associated with the tilt ordering was observed. As with PCMO (x=0.25), we were not able to reach the octahedral tilt ordering transition at high temperatures, and are again unable to make quantitative comparisons with LaMnO3. Additional experiments on these and other samples will clearly be required before these intriguing results can be understood, especially at elevated temperatures.

## IV Conclusions

We have presented a detailed study of the x-ray resonant scattering present at the octahedral tilting wavevector of Pr1-xCaxMnO3 for x=0.25 and 0.4 and of LaMnO3 for incident x-ray energies tuned to the Pr and La LI, LII and LIII absorption edges, respectively. We show firstly that it is possible to characterize the structure and temperature dependence of octahedral tilt ordering in manganites using x-ray resonant techniques, similarly to recent studies of Mn orbital ordering. The energy dependence of the lineshapes is characterized by a main resonant peak near the inflection point of the fluorescence in each case, consistent with a dipole excitation. Specifically, they are 2p$`{}_{3/2}{}^{}`$ 5d5/2,3/2 2p1/2 $``$ 5d3/2, and 2s $``$ 6p for the LIII, LII and LI absorption edges, respectively. In addition, the LII and LIII edge spectra exhibit fine structure peaks about 30 eV higher in energy. The polarization dependence of the resonant tilt scattering is found to be $`(\sigma \pi )`$ to within the accuracy of our measurements, while the azimuthal dependence exhibits a sin-squared variation. Both are consistent with the expectations of Templeton scattering at this wavevector and for this space group. We interpret these results in terms of a simplified model of the resonant cross-section in which the resonant d and p states are split by the local crystal field in analogy to a model proposed for Mn orbital ordering. More accurate band structure calculations of the cross-section of resonant scattering from octahedral tilt ordering by Benedetti, et al. reproduce qualitative features of the experimental results, including the main dipole resonance and fine structure, together with the polarization and azimuthal dependence. However, we are not able to observe any modification of the lineshape upon orbital ordering, in contrast to theoretical predictions.

On the basis of our temperature dependent studies, it was possible to associate the disappearance of the orbital and tilt scattering at higher temperatures with known structural transitions. Intriguingly, we find that the octahedral tilting in LaMnO3 is resolution-limited (corresponding to domains in excess of 1000 $`\AA `$) in the presence of orbital ordering, but gradually disorders beginning at temperatures about 70 K above the orbital order transition, until octahedral tilt order is lost at 1000 K. Similar behavior was not observed in the Pr-based materials, at least over the limited range of temperature available with the present apparatus. Further studies at higher temperatures nearer the octahedral tilt order transition are required before direct comparisons with LaMnO3 are possible. Taken together these results show that it is possible to study octahedral tilt ordering in perovskites using x-ray resonant scattering techniques, and they raise the question of the nature of the coupling between tilt and orbital ordering.

## V Acknowledgements

We acknowledge helpful conversations with M. Blume, G.A. Sawatzky, T. Vogt and P. Woodward. The work at Brookhaven, both in the Physics Department and at the NSLS, was supported by the U.S. Department of Energy, Division of Materials Science, under Contract No. DE-AC02-98CH10886. Support from the Ministry of Education, Science and Culture, Japan, by the New Energy and Industrial Technology Development Organization (NEDO), and by the Core Research for Evolution Science and Technology (CREST) is also acknowledged. Work at the CMC beamlines is supported, in part, by the Office of Basic Energy Sciences of the U.S. Department of Energy and by the National Science Foundation, Division of Materials Research. Use of the Advanced Photon Source was supported by the Office of Basic Energy Sciences of the U.S. Department of Energy under Contract No. W-31-109-Eng-38.