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# An estimate for the volume entropy of nonpositively curved graph manifolds

## 1 Introduction

Asymptotic geometry of a nonpositively curved (NPC for brevity) graph manifold is a complicated mixture of flat and hyperbolic parts which both nontrivially contribute in general picture. Recall that a NPC metric on a closed 3-dimensional graph manifold $`M`$ recovers the JSJ-decomposition of $`M`$ in the following sense. There is the unique (up to isotopy) minimal finite collection $`E`$ of flat geodesically embedded tori and Klein bottles which are pairwise disjoint, and the metric completion of each connected component of the complement to $`E`$ is a Seifert space called a block of $`M`$. Each block $`M_v`$ is fibered over a 2-orbifold $`S_v`$ with negative Euler characteristic, $`\chi (S_v)<0`$. Furthermore, the metric locally splitts as $`U\times (\epsilon ,\epsilon )`$ along the interior of each block, where $`U`$ is a NPC surface, the splitting is compatible with the fibration, the fibers are closed geodesics, and the regular fibers have one and the same length $`l_v>0`$ depending only on the block.

Since we are interested in asymptotic properties, which are certainly the same for any finite covering of $`M`$, we may assume for simplicity that $`M`$ is orientable, the collection $`E`$ consists of tori, and each block is a trivial $`S^1`$-bundle over a compact surface $`S_v`$ with boundary, $`M_v=S_v\times S^1`$. We also assume that the graph manifold structure of $`M`$ is nontrivial, i.e. $`M`$ itself is not a Seifert fibered space (though it may consist of one block).

The flat part of the asymptotic geometry of $`M`$ studied in \[BS\], \[CK\], see also \[HS\]. Roughly speaking, it can be described by very special geodesic rays $`[0,\mathrm{})M`$, which terminate in no block, skip through separating tori $`eE`$ almost tangently spending most of the time near tori and moreover this time rapidly increases with each step. Though the set of such rays is a negligible part all of the rays, it contains an important information about geometry of $`M`$: it was shown in \[CK\] how this information allows to recover (up to scaling) the marked length spectrum of closed geodesics on $`S_v`$ and the fiber length for each block $`M_v`$.

Here we study the hyperbolic part of the asymptotic geometry of $`M`$, assuming that the surface $`U`$ from the local splitting $`U\times (\epsilon ,\epsilon )`$ above has the constant curvature $`K=1`$. In other words, each block fibers over a hyperbolic orbifold (surface) $`S_v`$. A NPC metric on $`M`$ satisfying this condition is called a geometrization of $`M`$ (because the metric of each block is modelled on $`\mathrm{H}^2\times `$). Note that any geometrization of $`M`$ is only $`C^{1,1}`$-smooth being analytic along the interior of each block. It is known \[L\] that $`M`$ admits a NPC metric if and only if it admits a geometrization. Necessary and sufficient topological conditions for $`M`$ to carry a NPC metric were found in \[BK\].

The relevant metric invariant which measures hyperbolicity of a space is the volume entropy $`h`$. Let $`\pi :XM`$ be the universal covering, $`x_0X`$. Recall that $`h=h(X)`$ is defined by

$$h=\underset{R\mathrm{}}{lim}\frac{1}{R}\mathrm{ln}\mathrm{vol}B_R(x_0),$$

where $`B_R(x)`$ is the ball in $`X`$ of radius $`R`$ centered at $`x`$. It is well known \[M\] that the limit exists, $`h`$ is independent of the choice of $`x_0`$ and if $`M`$ is NPC then $`h`$ coincides with the topological entropy of geodesic flow of $`M`$. The volume entropy scales as $`l^1`$, $`l`$ is the length. Thus the choice of a geometrization $`g`$ of $`M`$ also serves as a normalization. The sectional curvatures of $`g`$ satisfy $`1K0`$. Hence $`h(g)2`$ by comparison with $`\mathrm{H}^3`$. Our main result is this.

###### Theorem 1.1.

For any geometrization $`g`$ of a graph manifold $`M`$ we have $`h(g)>1`$.

###### Remark 1.2.

Though the universal covering $`X`$ of $`M`$ looks much more complicated than the model space $`\mathrm{H}^2\times `$, even the estimate $`h(g)1=h(\mathrm{H}^2\times )`$ is not obvious and nontrivial: $`X`$ contains no isometrically and geodesically embedded $`\mathrm{H}^2`$, which would lead to $`h(g)1`$; on the other hand, the attempt to compare $`X\mathrm{H}^2\times `$ via exponential maps identifying some tangent spaces fails because the Jacobian of this map is $`>1`$ at some points. Finally, the estimate from \[BW\] for the measure theoretic entropy of geodesic flow, which is always $`h(g)`$, gives only $`\pi /4<1`$ as a lower bound for any geometrization $`g`$ of $`M`$ (if one ignores the fact that $`C^{1,1}`$-smoothness of $`g`$ is not sufficient to apply this estimate).

To prove Theorem 1.1 we use the well known fact that $`h(g)`$ coincides with the critical exponent of a Poincaré series

$$𝒫(t)=\underset{\gamma \mathrm{\Gamma }}{}e^{t|x_0\gamma x_0|},$$

where the fundamental group $`\mathrm{\Gamma }=\pi _1(M)`$ isometrically acts on $`X`$ as the deck transformation group. Actually, instead of $`𝒫`$ we use a modified Poincaré series $`𝒫_W`$, where summation is taken over a set $`W`$ of walls in $`X`$. Our proof involves three ingredients: (i) a local estimate, which is technical and used in (ii); this estimate is obtained in section 2. (ii) An accumulating procedure, which is an inductive construction of appropriately choosen broken geodesics in $`X`$ between the base point $`x_0`$ and the walls from $`W`$; the choice of these paths is the key point of the proof. The outcome of the accumulating procedure is a generating set for $`𝒫_W`$ used in (iii); the procedure is described in sect. 3. (iii) A self-similarity type argument. This part of the proof uses a standard idea from self-similarity theory to show that $`𝒫_W(h)`$ diverges for some $`h>1`$ using the generating set obtained in (ii). This is done in sect. 4.

Acknowledgment. The author is grateful to W. Ballmann for useful discussions of the topic of this note.

## 2 Local estimate

Let $`F`$ be the universal covering of a compact hyperbolic surface $`S`$ with geodesic boundary. We identify $`F`$ with a convex subset $`F\mathrm{H}^2`$ bounded by countably many disjoint geodesic line and fix $`o\mathrm{H}^2F`$. Let $`w_0`$ be the boundary line of $`F`$ closest to $`o`$, $`o_0w_0`$ be the point on $`w_0`$ closest to $`o`$, so that $`|oo_0|=\mathrm{dist}(o,F)=:l>0`$.

Let $`A`$ be the set of the boundary lines of $`F`$ different from $`w_0`$. For each $`wA`$ we denote by $`o_ww`$ the point closest to $`o`$. Then the geodesic segment $`oo_w`$ intersects $`w_0`$ at some point $`t_w`$, and for $`\stackrel{~}{l}_w=|oo_w|`$ we have

$$\stackrel{~}{l}_w=\stackrel{~}{l}_w^{}+l_w^{\prime \prime },$$

where $`\stackrel{~}{l}_w^{}=|ot_w|`$, $`l_w^{\prime \prime }=|t_wo_w|`$ (all distances are taken in $`\mathrm{H}^2`$).

Next, we identify $`\mathrm{H}^2`$ with $`\mathrm{H}^2\times 0\mathrm{H}^2\times `$, so that $`F`$ becomes a subset of $`\mathrm{H}^2\times `$, and we use for it the notations introduced above. Note that the point $`o_0`$ is closest to $`o`$ from the wall $`w_0\times `$. We take a geodesic line $`\sigma w_0\times `$ through $`o_0`$ which is not horizontal, i.e., $`\sigma w_0\times 0`$, and take $`s_w\sigma `$ with $`|s_wo_0|=|t_wo_0|`$. Now, we put $`l_w^{}:=|os_w|`$ (the distance is taken in $`\mathrm{H}^2\times `$), $`\mathrm{\Delta }_w:=\stackrel{~}{l}_w^{}l_w^{}`$.

In other words, we replace the distance $`\stackrel{~}{l}_w^{}`$ between $`o`$ and $`t_w`$ is the hyperbolic plane $`\mathrm{H}^2`$ by the distance $`l_w^{}`$ in $`\mathrm{H}^2\times `$, which is shorter by comparison: the triangles $`oo_0t_w\mathrm{H}^2\times 0`$, $`oo_0s_w\mathrm{H}^2\times `$ both have the right angles at $`o_0`$, $`\mathrm{}(oo_0t_w)=\frac{\pi }{2}=\mathrm{}(oo_0s_w)`$, the common side $`oo_0`$ and equal sides $`|o_0t_w|=|o_0s_w|`$. Since $`oo_0t_w`$ lies in the hyperbolic plane $`\mathrm{H}^2\times 0`$ but $`oo_0s_w`$ not, we have $`\mathrm{\Delta }_w>0`$ except the case $`t_w=o_0=s_w`$. Now, we want to estimate accumulation of the differences $`\mathrm{\Delta }_w`$ from below. The precise statement is this.

###### Lemma 2.1.

Given $`l_0>0`$, $`\alpha _0(0,\pi /2]`$, there exists $`\lambda _0>1`$, which depends only on $`l_0`$, $`\alpha _0`$ and the compact surface $`S`$, so that

$$\lambda (F,l,\alpha ):=e^l\underset{wA}{}e^{\mathrm{\Delta }_w}e^{\stackrel{~}{l}_w}\lambda _0,$$

whenever $`l=\mathrm{dist}(o,w_0)l_0`$ and the angle $`\alpha `$ between the lines $`w_0\times 0`$ and $`\sigma `$ is at least $`\alpha _0`$, $`\alpha _0\alpha \pi /2`$.

###### Proof.

By well known formula of hyperbolic geometry we have $`e^l=(\mathrm{tan}\frac{\psi }{4})^1`$, $`e^{\stackrel{~}{l}_w}=\mathrm{tan}\frac{\psi _w}{4}`$, where $`\psi `$, $`\psi _w`$ are the angles under which $`w_0`$ respectively $`wA`$ are observed in $`\mathrm{H}^2`$ from $`o`$. The boundary at infinity $`_{\mathrm{}}F_{\mathrm{}}\mathrm{H}^2=S^1`$ coincides with the limit set of $`\pi _1(S)`$ represented in $`\mathrm{Iso}(\mathrm{H}^2)`$ as a Fuchsian group of second kind. It is well known that the Hausdorff dimension of $`_{\mathrm{}}F`$ (with respect to the angle metric) is $`<1`$, in particular, the Lebesgue measure of $`_{\mathrm{}}F`$ is zero. Thus $`\psi =_{wA}\psi _w`$. Therefore, $`\mathrm{tan}\frac{\psi }{4}_{wA}\mathrm{tan}\frac{\psi _w}{4}`$ and

$$e^l\underset{wA}{}e^{\stackrel{~}{l}_w}=\underset{wA}{}\tau _w1,$$

where $`\tau _w=e^{l\stackrel{~}{l}_w}`$. However, this sum, $`_{wA}\tau _w`$, can be close to 1 as much as we like (taking for instance $`l\mathrm{}`$). As we noticed above, $`\mathrm{\Delta }_w>0`$ unless $`s_w=t_w`$. So we always have $`\lambda (F,l,\alpha )>1`$. The point is that $`\lambda (F,l,\alpha )`$ is separated from 1 uniformly over all $`ll_0`$, $`\alpha \alpha _0`$.

Consider $`A_0A`$ consisting of all $`wA`$ with $`|t_wo_0|1`$. Then $`\mathrm{\Delta }_w\delta _0>0`$ for all $`wA_0`$, where $`\delta _0`$ depends only on $`l_0`$, $`\alpha _0`$. We claim that

$$\underset{wA_0}{}\tau _wm_0>0,$$
(1)
where $`m_0=m_0(\stackrel{~}{F},l_0)`$ is independent of $`l`$.

Assuming (1), we have

$`\lambda (F,l,\alpha )`$ $`=`$ $`{\displaystyle \underset{wA}{}}e^{\mathrm{\Delta }_w}\tau _w{\displaystyle \underset{wA_0}{}}e^{\mathrm{\Delta }_w}\tau _w+{\displaystyle \underset{wAA_0}{}}\tau _w`$
$``$ $`e^{\delta _0}{\displaystyle \underset{wA_0}{}}\tau _w+{\displaystyle \underset{wAA_0}{}}\tau _w`$
$`=`$ $`(e^{\delta _0}1){\displaystyle \underset{wA_0}{}}\tau _w+{\displaystyle \underset{wA}{}}\tau _w(e^{\delta _0}1)m_0+1=:\lambda _0>1.`$
It remains to prove (1). Let $`o_w^{}w`$ be the point closest to $`o_0w_0`$. Then $`\stackrel{~}{l}_w|oo_w^{}|l+|o_0o_w^{}|`$, thus $`\stackrel{~}{l}_wl\mathrm{dist}(o_0,w)`$. Hence $`\tau _we^{\mathrm{dist}(o_0,w)}\frac{\stackrel{~}{\psi }_w}{4}`$, where $`w`$ is observed from $`o_0`$ under the angle $`\stackrel{~}{\psi }_w`$. The Lebesgue measure class on $`_{\mathrm{}}\mathrm{H}^2`$ is independent of the choice of origin, thus $`_{wA}\stackrel{~}{\psi }_w=\pi `$.

Since $`ll_0`$, for a sufficiently small $`m_0=m_0(S,l_0)>0`$ the sectors $`S^+(m_0)`$, $`S^{}(m_0)`$, defined below, intersect no $`wAA_0`$. Here is the definition of $`S^\pm (m_0)`$. The common vertex $`o_0`$ of $`S^\pm (m_0)`$ divides the line $`w_0`$ into two opposite rays $`w_0^\pm `$. The sectors $`S^\pm (m_0)\mathrm{H}^2`$ are bounded by the rays $`w_0^\pm `$, $`s^\pm (m_0)`$, where $`\mathrm{}_{o_0}(s^\pm (m_0),w_0^\pm )=2m_0`$, and $`s^\pm (m_0)F\mathrm{}`$.

Therefore, it follows from $`_{wA}\stackrel{~}{\psi }_w=\pi `$ that $`_{wA_0}\tau _wm_0`$, which completes the proof. ∎

## 3 Accumulating procedure

To describe the accumulating procedure we need some information about metric structure of the universal covering $`X`$ of $`(M,g)`$, where $`g`$ is a geometrization.

### 3.1 Metric structure of the universal covering

Recall (see, for example, \[BS\], \[CK\]) that $`X`$ can be represented as the countable union $`X=_vX_v`$ of blocks, where each $`X_v`$ is a closed convex subset in $`X`$ isometric to the metric product $`F_v\times `$, and $`F_v`$ is the universal covering of a compact hyperbolic surface $`S_v`$ with geodesic boundary. Every two blocks are either disjoint or intersect over a boundary component which is a 2-flat in $`X`$ separating them and consequently no three blocks have a point in common. The 2-flats in $`X`$, which separate blocks, are called the walls. A wall $`w`$ common for blocks $`X_v`$, $`X_v^{}`$ covers a 2-torus $`eM`$, which separates (may be locally) the blocks $`M_v=\pi (X_v)`$, $`M_v^{}=\pi (X_v^{})`$ of $`M`$. The metric decompositions $`X_v=F_v\times `$, $`X_v^{}=F_v^{}\times `$ do not agree on $`w`$, and their $``$-factors induce two fibrations of $`w`$ by parallel geodesics. We denote by $`\alpha _w`$ the angle between these fibrations, $`0<\alpha _w\pi /2`$. Since $`M`$ is compact and the set $`E`$ of separating tori in $`M`$ is finite, we have $`\alpha _0:=inf_w\alpha _w>0`$, where the infimum is taken over all the walls in $`X`$.

### 3.2 Modified Poincaré series

We fix a wall $`w^{}X`$, take a block $`X_v^{}X`$, for which $`w^{}`$ is a boundary wall, and take a base point $`x_0w^{}`$. We denote by $`W_0`$ the set of the boundary walls of $`X_v^{}`$ different from $`w^{}`$; by $`W_n`$, $`n1`$ the set of walls in $`X`$ at the combinatorial distance $`n+1`$ from $`w^{}`$, that is, $`wW_n`$ if and only if any geodesic segment in $`X`$ between $`x_0`$ and $`w`$ intersets $`n`$ walls over its interior, including a wall from $`W_0`$. Note that $`W=_{n0}W_n`$ consists of all walls in $`X`$, which lie on one and the same side of $`w^{}`$ as $`X_v^{}`$. Now, we define a modified Poincaré series as follows

$$𝒫_W(t)=\underset{wW}{}e^{t\mathrm{dist}(x_0,w)}.$$

Comparing $`P_W`$ with $`𝒫(t)=_{\gamma \mathrm{\Gamma }}e^{t|x_0\gamma x_0|}`$, one easily obtains from triangle inequality that $`𝒫(t)e^D𝒫_W(t)`$, where $`D>0`$ is the maximal diameter of the tori $`eE`$. Recall that the critical exponent of $`𝒫`$ is defined as the infimum of $`t`$ for which $`𝒫(t)<\mathrm{}`$. Therefore, the critical exponent $`\overline{h}`$ of $`𝒫_W`$ satisfies $`\overline{h}h(g)`$, and to prove Theorem 1.1 it suffices to show that $`\overline{h}>1`$.

### 3.3 Special broken-geodesic paths

###### Proposition 3.1.

For each $`n0`$ we have

$$𝒫_n(1):=\underset{wW_n}{}e^{\mathrm{dist}(x_0,w)}\frac{\pi }{4}\lambda _0^n,$$

where $`\lambda _0>1`$ is the constant from Lemma 2.1.

###### Proof.

Induction over $`n`$. For each $`n0`$ and each wall $`wW_n`$ we produce a broken geodesic $`\xi _w`$ in $`X`$ between $`x_0`$ and $`w`$ as follows. For $`wW_0`$ we put $`\xi _w=x_0x_w`$, where $`x_ww`$ is the point closest to $`x_0`$. Note that $`x_0x_w`$ lies in a horizontal slice $`F_v^{}\times \{r_0\}`$ of the block $`X_v^{}=F_v^{}\times `$.

Assume that for all $`k`$, $`0kn1`$ and all $`wW_k`$ the broken geodesic $`\xi _w`$ is already defined, $`\xi _w`$ is a juxtaposition $`\eta _{w_0}\eta _{w_1}\mathrm{}\eta _{w_k}^{}`$ of geodesic segments with the sequence $`w_iW_i`$ of walls leading to $`w=w_k`$. Moreover, we assume that each segment of $`\xi _w`$ lies in a block and connects its different boundary components, the last segment $`\eta _{w_k}^{}`$ lies in a horizontal slice of the block, which contains it, and $`\eta _{w_k}^{}`$ is orthogonal to the wall $`w`$.

Take $`wW_n`$. Then there is a unique $`\overline{w}W_{n1}`$ which precedes $`w`$. By the assumption, the last edge $`\eta _{\overline{w}}^{}=s_{\overline{w}}x_{\overline{w}}`$ of $`\xi _{\overline{w}}`$ lies in a horizontal slice $`F_v^{}\times \{r_v^{}\}`$ of its block $`X_v^{}=F_v^{}\times `$ and it is orthogonal to the wall $`\overline{w}`$ (at the end point $`x_{\overline{w}}`$). The important feature of our construction is that $`\xi _w`$ contains all segments of $`\xi _{\overline{w}}`$ but the last one $`\eta _{\overline{w}}^{}`$.

Let $`X_vX`$ be the other block adjacent to $`\overline{w}`$, in particular, the walls $`w`$, $`\overline{w}`$ are its boundary components. Recall that the metric splitting $`X_v=F_v\times `$ does not agree with that of $`X_v^{}`$ along of $`\overline{w}`$. Let $`F_v\times \{r_v\}`$ be the horizontal slice of $`X_v`$ which contains $`x_{\overline{w}}`$ on the corresponding boundary component. The boundary lines of the slices $`F_v^{}\times \{r_v^{}\}`$, $`F_v\times \{r_v\}`$, which lie in $`\overline{w}`$, contain $`x_{\overline{w}}`$ and form an angle $`\alpha _{\overline{w}}(\alpha _0,\pi /2]`$.

To construct $`\xi _w`$ we do the following. We take an isometric copy $`F_v\mathrm{H}^2\times \{r_v^{}\}`$ of $`F_v\times \{r_v\}`$ (by rotating the last by the angle $`\alpha _{\overline{w}}`$), where $`F_v^{}\times \{r_v^{}\}\mathrm{H}^2\times \{r_v^{}\}`$, so that $`F_v^{}\times \{r_v^{}\}`$ and $`F_v`$ are sitting in the hyperbolic plane $`\mathrm{H}^2\times \{r_v^{}\}`$ and they are adjacent along the common boundary component, for which we use the same notation $`\overline{w}`$. Now, we connect the initial point $`s_{\overline{w}}`$ of the last edge $`\eta _{\overline{w}}^{}\xi _{\overline{w}}`$ with the boundary component of $`F_v`$ corresponding to $`w`$ by the shortest geodesic segment $`s_{\overline{w}}x_w^{}\mathrm{H}^2\times \{r_v^{}\}`$ and take $`t_w=s_{\overline{w}}x_w^{}\overline{w}`$. The segment $`t_wx_w^{}`$ turned back to $`F_v\times \{r_v\}`$ gives the last segment $`\eta _w^{}=s_wx_w`$ of $`\xi _w`$. So $`s_w\overline{w}F_v\times \{r_v\}`$, $`|s_wx_{\overline{w}}|=|t_wx_{\overline{w}}|`$ and $`\eta _w^{}F_v\times \{r_v\}`$ is orthogonal to $`w`$ at $`x_w`$. To complete the construction of $`\xi _w`$, we delete the last segment $`\eta _{\overline{w}}^{}\xi _{\overline{w}}`$ replacing it by $`\eta _{\overline{w}}\eta _w^{}`$, where $`\eta _{\overline{w}}=s_{\overline{w}}s_wX_v^{}`$. Clearly, so constructed $`\xi _w`$ has all properties advertised above.

Let $`l=|s_{\overline{w}}x_{\overline{w}}|=L(\eta _{\overline{w}}^{})`$ be the length of the last segment of $`\xi _{\overline{w}}`$, $`l_w^{}=L(\eta _{\overline{w}})`$, $`l_w^{\prime \prime }=L(\eta _w^{})`$. Then we have

$$L(\xi _w)=L(\xi _{\overline{w}})l+l_w^{}+l_w^{\prime \prime }=L(\xi _{\overline{w}})l+\stackrel{~}{l}_w\mathrm{\Delta }_w,$$

where $`\stackrel{~}{l}_w=L(s_{\overline{w}}x_w^{})`$, $`\stackrel{~}{l}_w^{}=L(s_{\overline{w}}t_w)`$ so that $`\stackrel{~}{l}_w=\stackrel{~}{l}_w^{}+l_w^{\prime \prime }`$, and $`\mathrm{\Delta }_w=\stackrel{~}{l}_w^{}l_w^{}`$. We obtained the same configuration which was studied in sect. 2, and we are going to apply Lemma 2.1 to estimate $`𝒫_n(1)`$ from below. Note that $`l`$ being the length of a segment in $`X`$ connecting different boundary components of a block is separated from 0 by some positive constant $`l_0`$, which depends only on $`M`$, $`ll_0>0`$.

For $`n=0`$ we have

$$𝒫_0(1)=\underset{wW_0}{}e^{|x_0x_w|}=\underset{wW_0}{}\mathrm{tan}\frac{\psi _w}{4}\frac{\pi }{4},$$

where $`\psi _w`$ is the angle under which the boundary component $`w`$ of $`X_v^{}`$ is observed from $`x_0`$ (in the horizontal direction).

By inductive assumption we have

$$𝒫_{n1}(1)\underset{wW_{n1}}{}e^{L(\xi _w)}\frac{\pi }{4}\lambda _0^{n1}.$$

Represent $`W_n=_{\overline{w}}W_{n,\overline{w}}`$, where the union is taken over all $`\overline{w}W_{n1}`$ and each $`wW_{n,\overline{w}}`$ follows $`\overline{w}`$. Then

$$𝒫_n(1)\underset{wW_n}{}e^{L(\xi _w)}=\underset{\overline{w}W_{n1}}{}e^{L(\xi _{\overline{w}})}e^l\underset{wW_{n,\overline{w}}}{}e^{\mathrm{\Delta }_w}e^{\stackrel{~}{l}_w}.$$

Applying Lemma 2.1 with $`A=W_{n,\overline{w}}`$, we obtain

$$𝒫_n(1)\lambda _0\underset{\overline{w}W_{n1}}{}e^{L(\xi _{\overline{w}})}\frac{\pi }{4}\lambda _0^n,$$

which completes the proof. ∎

## 4 Self-similarity argument

The constant $`\lambda _0>1`$ from Proposition 3.1 depends only on some metric data of $`M`$. Thus there is $`n`$, $`n=n(M)`$, so that $`\frac{\pi }{4}\lambda _0^n>1`$. It follows from Proposition 3.1 that

$$𝒫_n(\overline{h})=\underset{wW_n}{}e^{\overline{h}\mathrm{dist}(x_0,w)}1$$

for some $`\overline{h}>1`$. Furthermore, taking $`n`$ sufficiently large, we can find $`\overline{h}>1`$ with $`𝒫_n(\overline{h})1`$ for any choice of the initial block $`X_v^{}`$, its wall $`w^{}`$ and the base point $`x_0w^{}`$, since the set of choices up to isometries of $`X`$ is compact.

We fix $`n`$ with this property and select a subset $`W^{}W`$, $`W^{}=_{k1}W_k^{}`$, where $`W_k^{}=W_{kn}`$. The set $`W_1^{}`$ serves as the generating set for $`W^{}`$. Connecting $`x_0`$ with each wall $`wW_1^{}`$ by the shortest geodesic segment $`x_0x_w`$, we obtain new base points $`x_ww`$ (these $`x_w`$ may be different from $`x_w`$ constructed in the proof of Proposition 3.1). By induction, we find a base point $`x_ww`$ for each $`wW_k^{}`$, $`k1`$ with the property $`\mathrm{dist}(x_{\overline{w}},w)=|x_{\overline{w}}x_w|`$, where $`\overline{w}W_{k1}^{}`$ precedes $`w`$. Furthermore, by the choice of $`n`$ and $`\overline{h}`$ we have

$$\underset{w}{}e^{\overline{h}|x_{\overline{w}}x_w|}1,$$

for each $`\overline{w}W_{k1}^{}`$, where the summation is taken over all $`wW_k^{}`$ which follow $`\overline{w}`$. Since $`\mathrm{dist}(x_0,w)\mathrm{dist}(x_0,x_w)\mathrm{dist}(x_0,x_{\overline{w}})+|x_{\overline{w}}x_w|`$, we obtain

$`𝒫_{W_k^{}}(\overline{h})`$ $`=`$ $`{\displaystyle \underset{wW_k^{}}{}}e^{\overline{h}\mathrm{dist}(x_0,w)}`$
$``$ $`{\displaystyle \underset{wW_{k1}^{}}{}}e^{\overline{h}\mathrm{dist}(x_0,x_w)}{\displaystyle \underset{wW_n}{}}e^{\overline{h}\mathrm{dist}(x_0,x_w)}1`$
for each $`k1`$. Therefore, the modified Poincaré series

$$𝒫_W(\overline{h})𝒫_W^{}(\overline{h})=\underset{k1}{}𝒫_{W_k^{}}(\overline{h})$$

diverges at $`\overline{h}`$ and hence $`h(g)\overline{h}>1`$. This completes the proof of Theorem 1.1.


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# Lead Perchlorate as a Neutrino Detection Medium

## 1 Introduction

In the energy regime of 10-30 MeV the neutrino interaction cross section  on lead is 2-3 orders of magnitude greater than that of carbon, a common detector medium. For this reason there has been interest in using lead to study neutrinos from supernovae  or in accelerator-based neutrino oscillation searches .

Neutrino interactions with lead may occur via either the charged current (CC) or neutral current (NC) mechanisms,

$$\begin{array}{cccc}\nu _e+{}_{}{}^{208}\mathrm{Pb}\hfill & & {}_{}{}^{208}\mathrm{Bi}_{}^{}+e^{}\hfill & \hfill (\mathrm{CC})\\ & & \hfill & \\ & & {}_{}{}^{208\mathrm{Y}}\mathrm{Bi}+X\gamma +Yn\hfill & \\ & & & \\ \nu _x+{}_{}{}^{208}\mathrm{Pb}\hfill & & {}_{}{}^{208}\mathrm{Pb}_{}^{}+\nu _x^{^{}}\hfill & \hfill (\mathrm{NC})\\ & & \hfill & \\ & & {}_{}{}^{208\mathrm{Y}}\mathrm{Pb}+X\gamma +Yn\hfill & \end{array}$$
(1)
where $`X`$ and $`Y`$ are the number of $`\gamma `$ rays and neutrons emitted, respectively. $`Y`$ can be either 0, 1, or 2, depending on the incident neutrino energy and the resulting excited nuclear state. The energetics of these transitions are shown in Fig. 1.

Lead perchlorate ($`\mathrm{Pb}(\mathrm{ClO}_4)_2`$) has a very high solubility in water. A saturated solution consists of approximately five parts by weight of lead perchlorate to one part water (see Table 1) and is transparent to the eye. These properties led to its early consideration as a Cerenkov radiator  and for gamma ray detection  . The presence of hydrogen in the solution results in efficient thermalization of any neutrons associated with neutrino interactions. There is a high probability ($`>`$90%) that these neutrons will then capture on the 35Cl present in a saturated solution, with the subsequent emmission of gamma rays totalling 8.6 MeV. As discussed by the Sudbury Neutrino Observatory collaboration , these gamma rays may then be detected via their Compton scattered electrons in a Cerenkov detector.

While both the CC and NC reactions result in neutron and gamma production, only the CC reaction produces a prompt electron. This is important since detection of the prompt electrons allows the separation of CC and NC events.

The CC reactions may further be divided into $`\nu _e`$ and $`\overline{\nu }_e`$ events. The $`\nu _e`$ events in lead can produce one or two neutrons. The $`\overline{\nu }_e`$ events result from interactions with hydrogen in the solution, and only produce a single neutron. Thus the two-neutron spectrum contains only $`\nu _e`$ events, while the one-neutron spectrum contains both $`\nu _e`$ and $`\overline{\nu }_e`$ events. By comparing the two spectra the $`\nu _e`$ and $`\overline{\nu }_e`$ reactions can be separated. The reaction $`\overline{\nu }_e`$-Pb is relatively insignificant due to its smaller cross-section .

Neutrino interactions in lead that occur through the NC process can produce, via a Gamow-Teller resonance, a single 7.6-MeV gamma ray and no neutron. Alternatively, the NC reaction may result in a single neutron, with little or no electromagnetic energy. Two-neutron production by the NC reaction has a lower cross section than for the CC reaction .

Thus, by careful measurement of the prompt energy and the number of neutrons produced, one may determine the neutrino flavor and, in the case of CC interactions, the energy of the interacting neutrino. Details of these analyses in $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$ are discussed along with their applications to the study of supernovae in Ref. .

## 2 Applications of a lead perchlorate based neutrino detector

The interaction cross sections of neutrinos with complex nuclei are of great importance in supernova studies. They are central to the supernova explosion mechanism, the nucleosynthesis of heavy elements in supernovae, and the detection of supernovae neutrinos. Therefore accurate values for the cross sections are of both theoretical interest and an essential ingredient in the design and interpretation of a lead based supernova neutrino detector. Unfortunately, the theoretical predictions of the total inelastic neutral current and charged current cross sections for neutrino reactions on $`{}_{}{}^{208}\mathrm{Pb}`$ given by  and  differ significantly and the cross sections for neutrino reactions on various isotopes of lead have not been measured. However because the neutrino energies are similar, a lead perchlorate based detector at a stopped-pion neutrino source would be a very effective way of measuring the $`\nu `$-Pb cross sections in the energy region of interest to supernova studies. For example, at the proposed ORLAND/SNS neutrino source , a 10 tonne $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$detector could measure the $`\nu _e`$-Pb cross section to an accuracy of 10% with approximately 100 days of detector livetime.

Lead offers promise as a supernova neutrino detection medium because the neutron production from neutrino interactions with lead is extremely sensitive to the energy spectrum of the supernova electron neutrinos. This sensitivity is due to the pronounced increase in the $`\nu _e`$-Pb cross section in the energy region significant to supernova neutrinos. In particular, the 2-neutron production cross section increases dramatically with energy. The measured one- and two-neutron spectra from a Pb-based detector and the 2 neutron/1 neutron event ratio provide data sensitive to any potential neutrino oscillation processes occurring in a supernova. In the absence of oscillations, the expected energy hierarchy for neutrino production in supernovae is $`\overline{E}_{\nu _e}<\overline{E}_{\overline{\nu }_e}<\overline{E}_{\nu _{\mu ,\tau }}`$. A $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$neutrino detector could exploit this hierarchy to discriminate between neutrino flavors. If higher-energy mu and tau neutrinos oscillate into electron neutrinos, both the average detected electron neutrino energy and the 2-neutron CC interaction rate would increase dramatically. Observing this increase would be strong evidence that neutrino oscillations are taking place. Fuller, et al.  predict that the definitive signal of tau to electron oscillations in a $`{}_{}{}^{208}\mathrm{Pb}`$ detector is a dramatic enhancement (up to a factor of 40) in multiple neutron events.

## 3 Filtration and Attenuation Length Measurement

The attenuation length of light in a material may be defined as the length of material over which the intensity of light decreases by a factor of 1/e. For a solution to be considered for use in a Cerenkov detector the attenuation length should be large compared to the dimensions of the detector. This sets the scale for detector dimension or segmentation.

In order to assess the feasibility of using lead perchlorate as a Cerenkov neutrino detection medium, we constructed an apparatus to measure the attenuation length of various lead perchlorate solutions (see Fig. 2). The apparatus consists of a 1.3-meter tall, 3-cm inner diameter, chlorinated polyvinyl chloride (CPVC) column. A 430 nm light emitting diode (LED), powered by a 1-kHz square-wave, is mounted at the top of the column. The light from the LED is focused onto a 1.9 cm diameter, flat-faced (Hamamatsu R1450) photomultiplier tube (PMT) mounted at the bottom of the column. The signals from the PMT, along with the LED pulse-generating waveform, are fed into a lock-in amplifier. To measure the attenuation length, the column is filled with the lead perchlorate solution, and as the the liquid level is slowly lowered, the output of the PMT is recorded. Plotting the PMT output as a function of the liquid level $`x`$, yields an exponential curve $`y=Ce^{x/\lambda }`$, where $`\lambda `$ is defined to be the attenuation length of the solution.

Lead perchlorate solutions were obtained from GFS Chemicals  in 50% and 82.4% (saturated) solutions by mass. The saturated $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$solution contained visible precipitates and had an initial attenuation length of approximately 20 cm. The saturated solution was diluted to 70% concentration by first mixing it with deionized water and heating it to $`42^{}\mathrm{C}`$ while stirring overnight. This procedure removed the visible precpitates and increased the attenuation length to 54 cm. In order to determine whether any lead salts still present in the solution were affecting the attenuation length, a means of filtering the solution was developed. The filtration system consisted of a positive-displacement, compressed-air-driven Warren Rupp Marathon Pump (model MP01P) constructed from polyvinylidenedifloride (PVDF) and compatible with lead perchlorate solutions. This pump was used to transfer solutions from one reservior to another via a 47-mm diameter polypropylene filter holder (Advantec MFS, Model 501200). The primary consideration for filtering lead perchlorate is the compatibility of the filter material with the lead perchlorate solution. Polytetrafluoroethylene (PTFE) filters were found to be the most compatible, but have the disadvantage of being hydrophobic. The recommended procedure for using PTFE filters is to wet them with alcohol before filtrations. Unfortunately, alcohol and lead perchlorate are incompatible, so wetting was impossible. Thus, the usable pore size of unwetted PTFE filters was limited to 1.0 micron; smaller pore sizes did not allow even pure water to pass through without puncturing the filters. PVDF filters were also quite compatible as long as the pH of the lead perchlorate solution was $`>4`$. It is necessary to maintain the acidity of the solution to minimize the formation of salts, but allowing the solution to become too acidic resulted in the disintegration of the PVDF filters. PVDF has the distinct advantage over PTFE of being hydrophilic, which allowed the use of smaller pore sizes.

While $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$-induced deterioration of the CPVC column was negligible, PVC filters suffered deterioration. Glass-fiber filters and ceramic (alumina) filters were also found to be highly unsatisfactory, as both media seemed to introduce contaminants into the solution, even though the ceramic did not visibly deteriorate.

After each filtration, the attenuation length of the filtered solution was measured. The curve for a measurement was fit to an exponential and the best fit value for $`\lambda `$ was taken as the attenuation length for that measurement. For some solutions this attenuation length measurement was repeated two or three times and the reported attenuation length and uncertainty is the average and spread of these measurements. For other solutions the uncertainty was estimated based on the characteristic uncertainties of the repeated measurements.

For each solution the refractive index was measured using a standard refractometer. Each measurement was repeated a number of times and the spread in the measurements was very small ($`\pm 0.0001`$). However a measurement of water and Isopropanol found a difference of $``$ 0.003 with respect to the known values. We represent the uncertainty with this latter larger value. The density was measured using a 10-ml glass gravity pycnometer to an accuracy of $`\pm `$0.3%. The index of refraction and the density both scale linearly with the molarity of the solution.

The most successful sequence of filtrations started with a 70% lead perchlorate solution, which was filtered through a progressively finer series of filters, with a single pass through each filter. The pore sizes and material were: 5.0 micron PTFE, 2.0 micron PTFE, 1.0 micron PTFE, 0.2 micron PVDF. This filtration sequence resulted in an attenuation length of $`422.5\pm 14.5`$ cm. The attenuation curve from one measurement of this filtered solution is shown in Fig. 3.

The improvement in the attenuation length with each stage of the filtering sequence is shown in Table 2. Also shown are the measured values of the liquid density and refractive index after each filtering step. The transmission spectrum for a 60% $`\mathrm{Pb}(\mathrm{ClO}_4)_2`$solution which has undergone an identical filtering sequence is shown in Fig. 4.

## 4 Conclusions

The neutrino continues to offer unique insights into both the standard model of particle physics and the nature of extreme physical phenomena such as supernovae. A Cerenkov detector using a solution of lead percholorate has the ability to both measure neutrino energy as well as discriminate between neutrino flavors, features which make it an ideal detector to study neutrinos in the regime of 10-30 MeV. Simple filtration techniques have yielded light attenuations lengths suitable for accelerator neutrino studies and astrophysical neutrino detectors.

## 5 Acknowledgements

We would like to thank Hank Simons and Jim Elms (UW CENPA), and Bob Morley (UW Physics) for their technical expertise in constructing various parts of the experimental apparatus. We also thank Jim Patterson and Jim Roe from the UW Department of Chemistry for their assistance with measuring the refractive indices (JP) and transmission spectra (JR) of the lead perchlorate solution.


text:
# Frequency Response of Uncertain Systems: Strong Kharitonov-Like ResultsSupported by National Natural Science Foundation (69925307) and National Key Project of China.

## 1 Introduction

Motivated by the seminal theorem of Kharitonov on robust stability of interval polynomials, a number of papers on robustness analysis of uncertain systems have been published in the past few years. Kharitonov’s theorem states that the Hurwitz stability of a real (or complex) interval polynomial family can be guaranteed by the Hurwitz stability of four (or eight) prescribed critical vertex polynomials in this family. This result is significant since it reduces checking stability of infinitely many polynomials to checking stability of finitely many polynomials, and the number of critical vertex polynomials need to be checked is independent of the order of the polynomial family. An important extension of Kharitonov’s theorem is the edge theorem discovered by Bartlett, Hollot and Huang. The edge theorem states that the stability of a polytope of polynomials can be guaranteed by the stability of its one-dimensional exposed edge polynomials. The significance of the edge theorem is that it allows some (affine) dependency among polynomial coefficients, and applies to more general stability regions, e.g., unit circle, left sector, shifted half plane, hyperbola region, etc. When the dependency among polynomial coefficients is nonlinear, however, Ackermann shows that checking a subset of a polynomial family generally can not guarantee the stability of the entire family.

In this paper, we study the frequency response of uncertain systems using Kharitonov stability theory on first order complex polynomial set. For an interval transfer function, we show that the minimal real part of the frequency response at any fixed frequency is attained at some prescribed vertex transfer functions. By further geometric and algebraic analysis, we identify an index for strict positive realness of interval transfer functions. Some extensions and applications in positivity verification and robust absolute stability of feedback control systems are also presented.

## 2 Preliminaries

Denote the $`m`$-th, $`n`$-th $`\left(mn\right)`$ order real interval polynomials $`K^m\left(s\right),K^n\left(s\right)`$ as

$$K^m\left(s\right)=\left\{g\left(s\right)\right|g\left(s\right)=\mathrm{\Sigma }_{i=0}^ma_is^i,a_i[a_i^{},a_i^+],i=0,1,\mathrm{}\mathrm{},m\}$$
(1)
$$K^n\left(s\right)=\left\{f\left(s\right)\right|f\left(s\right)=\mathrm{\Sigma }_{j=0}^nb_js^j,b_j[b_j^{},b_j^+],j=0,1,\mathrm{}\mathrm{},n\}$$
(2)
For any $`g\left(s\right)K^m\left(s\right)`$, we have

$$g\left(s\right)=\alpha _g\left(s^2\right)+s\beta _g\left(s^2\right)$$
(3)
where

$$\alpha _g\left(s^2\right)=a_0+a_2s^2+a_4s^4+a_6s^6+\mathrm{}\mathrm{}$$
(4)
$$\beta _g\left(s^2\right)=a_1+a_3s^2+a_5s^4+a_7s^6+\mathrm{}\mathrm{}$$
(5)
For the interval polynomial $`K^m\left(s\right)`$, denote

$$\alpha _g^{\left(1\right)}\left(s^2\right)=a_0^{}+a_2^+s^2+a_4^{}s^4+a_6^+s^6+\mathrm{}\mathrm{}$$
(6)
$$\alpha _g^{\left(2\right)}\left(s^2\right)=a_0^++a_2^{}s^2+a_4^+s^4+a_6^{}s^6+\mathrm{}\mathrm{}$$
(7)
$$\beta _g^{\left(1\right)}\left(s^2\right)=a_1^{}+a_3^+s^2+a_5^{}s^4+a_7^+s^6+\mathrm{}\mathrm{}$$
(8)
$$\beta _g^{\left(2\right)}\left(s^2\right)=a_1^++a_3^{}s^2+a_5^+s^4+a_7^{}s^6+\mathrm{}\mathrm{}$$
(9)
and denote $`g_{ij}\left(s\right)K^m\left(s\right)`$ as

$$g_{ij}\left(s\right)=\alpha _g^{\left(i\right)}\left(s^2\right)+s\beta _g^{\left(j\right)}\left(s^2\right),i,j=1,2$$
(10)
For the interval polynomial $`K^n\left(s\right)`$, the corresponding $`\alpha _f^{\left(i\right)}\left(s^2\right)`$, $`\beta _f^{\left(j\right)}\left(s^2\right)`$ and $`f_{ij}\left(s\right)K^n\left(s\right)`$ can be defined analogously.

Denote the set of all Hurwitz stable polynomials as $`H`$.

A transfer function $`\frac{g\left(s\right)}{f\left(s\right)}`$ is said to be strictly positive real (SPR), denoted as $`\frac{g\left(s\right)}{f\left(s\right)}SPR`$, if

$`1\left)f\right(s)H`$

$`2)\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}>0,\omega R`$

A transfer function set $`J`$ is said to be SPR, denoted as $`JSPR`$, if every member in $`J`$ is SPR.

Lemma 1

For any fixed $`\omega R`$ and any $`g\left(s\right)K^m\left(s\right)`$, $`f\left(s\right)K^n\left(s\right)`$

$$\alpha _g^{\left(1\right)}\left(\omega ^2\right)\alpha _g\left(\omega ^2\right)\alpha _g^{\left(2\right)}\left(\omega ^2\right)$$
(11)
$$\alpha _f^{\left(1\right)}\left(\omega ^2\right)\alpha _f\left(\omega ^2\right)\alpha _f^{\left(2\right)}\left(\omega ^2\right)$$
(12)
$$\beta _g^{\left(1\right)}\left(\omega ^2\right)\beta _g\left(\omega ^2\right)\beta _g^{\left(2\right)}\left(\omega ^2\right)$$
(13)
$$\beta _f^{\left(1\right)}\left(\omega ^2\right)\beta _f\left(\omega ^2\right)\beta _f^{\left(2\right)}\left(\omega ^2\right)$$
(14)
Lemma 2

For any fixed $`\omega ,\beta R`$, if $`f\left(j\omega \right)0`$, then

$$\mathrm{}\frac{g\left(j\omega \right)\beta f\left(j\omega \right)}{f\left(j\omega \right)}>0$$
(15)
if and only if

$$f\left(j\omega \right)s+g\left(j\omega \right)\beta f\left(j\omega \right)H$$
(16)
Proof: For any fixed $`\omega ,\beta R`$, $`g\left(j\omega \right)\beta f\left(j\omega \right)`$ and $`f\left(j\omega \right)`$ are fixed complex numbers. Thus $`f\left(j\omega \right)s+\left[g\left(j\omega \right)\beta f\left(j\omega \right)\right]`$ is a first order complex polynomial, and

$$\begin{array}{cc}& f\left(j\omega \right)s+g\left(j\omega \right)\beta f\left(j\omega \right)H\hfill \\ \hfill & \mathrm{}\frac{\left[g\left(j\omega \right)\beta f\left(j\omega \right)\right]}{f\left(j\omega \right)}<0\hfill \\ \hfill & \mathrm{}\frac{g\left(j\omega \right)\beta f\left(j\omega \right)}{f\left(j\omega \right)}>0\hfill \end{array}$$
(17)
This completes the proof.

Consider the interval complex numbers $`c_0+jd_0,c_1+jd_1`$, where $`c_i[c_i^{},c_i^+],d_i[d_i^{},d_i^+],i=1,2`$. Define the sign functions

$$sgn\left[c_i\right]=\{\begin{array}{cc}1\hfill & c_i=c_i^{}\hfill \\ 2\hfill & c_i=c_i^+\hfill \end{array}$$
(18)
$$sgn\left[d_i\right]=\{\begin{array}{cc}1\hfill & d_i=d_i^{}\hfill \\ 2\hfill & d_i=d_i^+\hfill \end{array}$$
(19)
and define the index sets $`I_1,I_2,I_3`$ as

$$\begin{array}{c}I_1=\{\left(1222\right),\left(1221\right),\left(2221\right),\left(2211\right),\left(2111\right),\left(2112\right),\left(1112\right),\left(1122\right),\left(1211\right),\left(2212\right),\left(2122\right),\left(1121\right)\}\hfill \\ I_2=\{\left(1112\right),\left(1222\right),\left(2111\right),\left(2221\right),\left(1121\right),\left(1211\right),\left(2122\right),\left(2212\right)\}\hfill \\ I_3=\{\left(1111\right),\left(1212\right),\left(2222\right),\left(2121\right),\left(1112\right),\left(1222\right),\left(2221\right),\left(2111\right),\left(1211\right),\left(2212\right),\left(2122\right),\left(1121\right)\}\hfill \end{array}$$
(20)
For any two polynomials $`h^{\left(1\right)}\left(s\right),h^{\left(2\right)}\left(s\right)`$, denote their convex combination as

$$L[h^{\left(1\right)},h^{\left(2\right)}]=\left\{\lambda h^{\left(1\right)}\left(s\right)+\left(1\lambda \right)h^{\left(2\right)}\left(s\right)\right|\lambda [0,1]\}$$
(21)
Lemma 3

For any fixed $`\beta >0`$, the first order complex polynomial set

$$W_1\left(s\right):=\left\{\left(c_1+jd_1\right)\left(s\beta \right)+\left(c_0+jd_0\right)\right|c_i[c_i^{},c_i^+],d_i[d_i^{},d_i^+],i=1,2\}H$$
(22)
if and only if

$$\left\{\left(c_1+jd_1\right)\left(s\beta \right)+\left(c_0+jd_0\right)\right|\left(sgn\left[c_0\right]sgn\left[d_0\right]sgn\left[c_1\right]sgn\left[d_1\right]\right)I_1\}H$$
(23)
Proof: Necessity is obvious, to prove sufficiency, by Zero Exclusion Principle, we only need to prove

$$0W_1\left(j\omega \right),\omega R$$
(24)
Since $`W_1\left(s\right)`$ has a fixed order, for sufficiently large $`\omega _{\mathrm{}}`$

$$0W_1\left(j\omega _{\mathrm{}}\right)$$
(25)
Hence, by continuity, we only need to prove

$$0W_1\left(j\omega \right),\omega R$$
(26)
where $`W_1\left(j\omega \right)`$ stands for the boundary set of $`W_1\left(j\omega \right)`$ in the complex plane.

Apparently, the interval complex numbers $`c_0+jd_0,c_1+jd_1`$ are two rectangles in the complex plane, with edges parallel to the coordinate axes (Fig. 1). When $`\omega 0`$, $`\left(j\omega \beta \right)\left(c_1+jd_1\right)`$ is a rotated rectangle (Fig. 2). Hence, $`W_1\left(j\omega \right)`$ is a octagon, produced by addition of two rectangles in the complex plane (Fig. 3).

To prove $`0W_1\left(j\omega \right),\omega 0`$, suppose on the contrary that there exists $`\omega _00`$ such that $`0W_1\left(j\omega _0\right)`$. Let

$$h_1\left(s\right)=\left(c_1^++jd_1^+\right)\left(s\beta \right)+\left(c_0^{}+jd_0^+\right)$$
(27)
$$h_2\left(s\right)=\left(c_1^++jd_1^{}\right)\left(s\beta \right)+\left(c_0^{}+jd_0^+\right)$$
(28)
Without loss of generality, suppose

$$0L[h_1,h_2]\left(j\omega _0\right)$$
(29)
Namely, there exists $`\lambda _0(0,1)`$ such that

$$\lambda _0h_1\left(j\omega _0\right)+\left(1\lambda _0\right)h_2\left(j\omega _0\right)=0$$
(30)
Since $`h_1\left(s\right),h_2\left(s\right)H`$, we have

$$\frac{d}{d\omega }\mathrm{arg}h_i\left(j\omega \right)>0,\omega R,i=1,2$$
(31)
Thus, we have

$$\begin{array}{cc}& \frac{d}{d\omega }\mathrm{arg}\left[h_2h_1\right]\left(j\omega \right)|_{\omega _0}\hfill \\ =\hfill & \left(1\lambda _0\right)\frac{d}{d\omega }\mathrm{arg}h_1\left(j\omega \right)|_{\omega _0}+\lambda _0\frac{d}{d\omega }\mathrm{arg}h_2\left(j\omega \right)|_{\omega _0}>0\hfill \end{array}$$
(32)
On the other hand, since

$$h_2\left(s\right)h_1\left(s\right)=j\left(d_1^{}d_1^+\right)\left(s\beta \right)$$
(33)
and $`\beta >0`$, obviously we have

$$\frac{d}{d\omega }\mathrm{arg}\left[h_2h_1\right]\left(j\omega \right)<0,\omega R$$
(34)
Hence, a contradiction arises, which means that $`0W_1\left(j\omega _0\right)`$ is impossible.

When $`\omega <0`$, $`W_1\left(j\omega \right)`$ is still a octagon in the complex plane (Fig. 4). However, four of the eight vertices are different from the previous ones. By similar analysis, we have

$$0W_1\left(j\omega \right),\omega <0$$
(35)
This completes the proof.

The following result is a direct consequence of Kharitonov Theorem for interval complex polynomials.

Lemma 4

The first order interval complex polynomial set

$$W_2\left(s\right):=\left\{\left(c_1+jd_1\right)s+\left(c_0+jd_0\right)\right|c_i[c_i^{},c_i^+],d_i[d_i^{},d_i^+],i=1,2\}H$$
(36)
if and only if

$$\left\{\left(c_1+jd_1\right)s+\left(c_0+jd_0\right)\right|\left(sgn\left[c_0\right]sgn\left[d_0\right]sgn\left[c_1\right]sgn\left[d_1\right]\right)I_2\}H$$
(37)
## 3 Pointwise Strict Positive Realness

Theorem 1

For any fixed $`\omega R`$, if $`0K^n\left(j\omega \right)`$ and

$$\mathrm{min}\left\{\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_1\right\}:=\beta _0>0$$
(38)
Then

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\beta _0$$
(39)
Proof: Since $`g_{ij}\left(s\right)K^m\left(s\right),f_{ij}\left(s\right)K^n\left(s\right),i,j=1,2`$, we have

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}\beta _0$$
(40)
Suppose

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}:=\beta _1<\beta _0$$
(41)
Since $`\beta _0>0`$, there exists $`\beta _2>0`$ such that $`\beta _1<\beta _2<\beta _0`$. Hence, for any $`\left(i_1j_1i_2j_2\right)I_1`$, we have

$$\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}\beta _0>\beta _2>0$$
(42)
Namely

$$\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)\beta _2f_{i_2j_2}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}>0$$
(43)
By Lemma 2, we have

$$f_{i_2j_2}\left(j\omega \right)s+g_{i_1j_1}\left(j\omega \right)\beta _2f_{i_2j_2}\left(j\omega \right)H,\left(i_1j_1i_2j_2\right)I_1$$
(44)
Consider the first order complex polynomial set

$$W_3\left(s\right):=\left\{f\left(j\omega \right)s+g\left(j\omega \right)\beta _2f\left(j\omega \right)\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}$$
(45)
By Lemma 1, when $`\omega 0`$, we have

$$\alpha _f^{\left(1\right)}\left(\omega ^2\right)\mathrm{}f\left(j\omega \right)\alpha _f^{\left(2\right)}\left(\omega ^2\right)$$
(46)
$$\omega \beta _f^{\left(1\right)}\left(\omega ^2\right)\mathrm{}f\left(j\omega \right)\omega \beta _f^{\left(2\right)}\left(\omega ^2\right)$$
(47)
$$\alpha _g^{\left(1\right)}\left(\omega ^2\right)\mathrm{}g\left(j\omega \right)\alpha _g^{\left(2\right)}\left(\omega ^2\right)$$
(48)
$$\omega \beta _g^{\left(1\right)}\left(\omega ^2\right)\mathrm{}g\left(j\omega \right)\omega \beta _g^{\left(2\right)}\left(\omega ^2\right)$$
(49)
By Lemma 3, $`W_3\left(s\right)H`$. When $`\omega <0`$, the two inequalities on the imaginary parts of $`f\left(j\omega \right),g\left(j\omega \right)`$ above will be reversed. By Lemma 3, $`W_3\left(s\right)H`$. Hence, for any fixed $`\omega R,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)`$, we have

$$f\left(j\omega \right)s+g\left(j\omega \right)\beta _2f\left(j\omega \right)H$$
(50)
By Lemma 2, we have

$$\mathrm{}\frac{g\left(j\omega \right)\beta _2f\left(j\omega \right)}{f\left(j\omega \right)}>0,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)$$
(51)
Namely

$$\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}>\beta _2,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)$$
(52)
Namely

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\beta _1>\beta _2$$
(53)
which contradicts $`\beta _1<\beta _2<\beta _0`$. This completes the proof.

Corollary 1a

If $`f_{ij}\left(s\right)H,i,j=1,2`$ and

$$\mathrm{min}\left\{\underset{\omega R}{inf}\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_1\right\}:=\gamma _0>0$$
(54)
Then

$$\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\gamma _0$$
(55)
Proof: Since $`f_{ij}\left(s\right)H,i,j=1,2`$, by Kharitonov Theorem, $`K^n\left(s\right)H`$. Hence

$$0K^n\left(j\omega \right),\omega R$$
(56)
Moreover, since $`g_{ij}\left(s\right)K^m\left(s\right),f_{ij}\left(s\right)K^n\left(s\right),i,j=1,2`$, we have

$$\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}:=\gamma _1\gamma _0$$
(57)
Suppose $`\gamma _1<\gamma _0`$, since $`\gamma _0>0`$, there exists $`\gamma _2>0`$ such that $`\gamma _1<\gamma _2<\gamma _0`$. Since $`\gamma _0>\gamma _2>0`$, for any fixed $`\omega R`$, we have

$$\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}>\gamma _2>0,\left(i_1j_1i_2j_2\right)I_1$$
(58)
By Theorem 1, we have

$$\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}>\gamma _2>0,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)$$
(59)
Hence, we have

$$\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}\gamma _2$$
(60)
Namely

$$\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\gamma _1\gamma _2$$
(61)
which contradicts $`\gamma _1<\gamma _2<\gamma _0`$. This completes the proof.

By similar analysis, we have

Corollary 1b

If $`\omega [\omega _1,\omega _2],0K^n\left(j\omega \right)`$ and

$$\mathrm{min}\left\{\underset{\omega [\omega _1,\omega _2]}{inf}\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_1\right\}:=\gamma _0>0$$
(62)
Then

$$\mathrm{min}\{\underset{\omega [\omega _1,\omega _2]}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\gamma _0$$
(63)
Theorem 2

For any fixed $`\omega R`$, if $`0K^n\left(j\omega \right)`$, then

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}>0$$
(64)
if and only if

$$\mathrm{min}\left\{\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_2\right\}>0$$
(65)
Proof: Necessity: Obvious.

Sufficiency: Since

$$\mathrm{min}\left\{\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_2\right\}>0$$
(66)
By Lemma 2, for any fixed $`\omega R`$

$$f_{i_2j_2}\left(j\omega \right)s+g_{i_1j_1}\left(j\omega \right)H,\left(i_1j_1i_2j_2\right)I_2$$
(67)
Consider the first order interval complex polynomial set

$$W_4\left(s\right):=\left\{f\left(j\omega \right)s+g\left(j\omega \right)\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}$$
(68)
By the proof of Theorem 1 and by Lemma 4, $`W_4\left(s\right)H`$. Hence, for any fixed $`\omega R,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)`$, we have

$$f\left(j\omega \right)s+g\left(j\omega \right)H$$
(69)
By Lemma 2, we have

$$\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}>0,f\left(s\right)K^n\left(s\right),g\left(s\right)K^m\left(s\right)$$
(70)
This completes the proof.

Corollary 2

$$\left\{\frac{g\left(s\right)}{f\left(s\right)}\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}SPR$$
(71)
if and only if

$$\left\{\frac{g_{i_1j_1}\left(s\right)}{f_{i_2j_2}\left(s\right)}\right|\left(i_1j_1i_2j_2\right)I_2\}SPR$$
(72)
Proof: Necessity: Obvious.

Sufficiency: Since

$$\left\{\frac{g_{i_1j_1}\left(s\right)}{f_{i_2j_2}\left(s\right)}\right|\left(i_1j_1i_2j_2\right)I_2\}SPR$$
(73)
We have

$$f_{i_2j_2}\left(s\right)H,i_2,j_2=1,2$$
(74)
and

$$\mathrm{min}\left\{\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_2\right\}>0$$
(75)
By Kharitonov Theorem, $`K^n\left(s\right)H`$. Hence, $`0K^n\left(j\omega \right)`$. By Theorem 2, we have

$$\mathrm{min}\{\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}>0$$
(76)
This completes the proof.

Theorem 2 is stronger than Corollary 2, since Theorem 2 reveals a pointwise property of the frequency response. This can be illustrated in the following example.

Example 1

Consider the interval transfer function

$$\frac{[3,5]s+[7,9]}{[5,8]s+[1,2]}$$
(77)
and suppose $`\omega =1`$. Then it is easy to verify that all of the eight vertex transfer functions in Theorem 2 have positive real parts at this frequency. Hence by Theorem 2, all of the transfer functions in this interval family have positive real parts at this frequency. However, Corollary 2 does not apply in this case, since some transfer functions in this family, like $`\frac{4s6}{7s+2}`$, are not strictly positive real. Similar results can be shown for the following interval transfer functions

$$\frac{[2,5]s^2+[3,5]s+[2,7]}{[2,4]s^5+[3,4]s+[1,2]}$$
(78)
$$\frac{[2,3]s^9+[1,2]s+[7,9]}{[3,2]s^3+[3,5]s+[1,2]}$$
(79)
## 4 Further Extensions and Applications

### 4.1 Index of Strict Positive Realness

Lemma 5

Consider the real polynomial

$$h(s,\lambda )=h^{\left(0\right)}\left(s\right)+\lambda \left(\alpha s+\beta \right),\lambda [0,1]$$
(80)
with constant order. Then

$$h(s,\lambda )H,\lambda [0,1]$$
(81)
if and only if

$$h(s,0),h(s,1)H$$
(82)
Lemma 6

For any fixed $`\beta >0`$, the first order real polynomial set

$$W_5\left(s\right):=\left\{c_1\left(s+\beta \right)+c_0\right|c_i[c_i^{},c_i^+],i=1,2\}H$$
(83)
if and only if

$$\left\{c_1\left(s+\beta \right)+c_0\right|c_i\{c_i^{},c_i^+\},i=1,2\}H$$
(84)
Proof: Necessity: Obvious.

Sufficiency: Suppose $`c_1[c_1^{},c_1^+]`$ is fixed, if

$$c_1\left(s+\beta \right)+c_0^{}H$$
(85)
$$c_1\left(s+\beta \right)+c_0^+H$$
(86)
Then, by Lemma 5, we have

$$c_1\left(s+\beta \right)+c_0H,c_0[c_0^{},c_0^+]$$
(87)
Suppose $`c_0[c_0^{},c_0^+]`$ is fixed, if

$$c_1^{}\left(s+\beta \right)+c_0H$$
(88)
$$c_1^+\left(s+\beta \right)+c_0H$$
(89)
Then, by Lemma 5, we have

$$c_1\left(s+\beta \right)+c_0H,c_1[c_1^{},c_1^+]$$
(90)
This completes the proof.

Lemma 7

Suppose $`f\left(s\right)H`$, then $`\frac{g\left(s\right)}{f\left(s\right)}SPR`$ if and only if

$$\begin{array}{cc}1)\hfill & \mathrm{}\frac{g\left(0\right)}{f\left(0\right)}>0\hfill \\ 2)\hfill & g\left(s\right)H\hfill \\ 3)\hfill & f\left(s\right)+j\alpha g\left(s\right)H,\alpha R\hfill \end{array}$$
(91)
Lemma 8

For any fixed $`\beta >0,\gamma R\backslash \left\{0\right\}`$, the complex polynomial set

$$W_6\left(s\right):=\left\{g\left(s\right)+\left(\beta +j\gamma \right)f\left(s\right)\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}H$$
(92)
if and only if

$$\left\{g_{i_1j_1}\left(s\right)+\left(\beta +j\gamma \right)f_{i_2j_2}\left(s\right)\right|\left(i_1j_1i_2j_2\right)I_3\}H$$
(93)
Proof: Necessity: Obvious.

Sufficiency: When $`\gamma >0,\mathrm{arg}\left(\beta +j\gamma \right)(0,\frac{\pi }{2})`$. When $`\omega 0`$, by Lemma 1, $`K^m\left(j\omega \right),K^n\left(j\omega \right)`$ are rectangles in the complex plane, with edges parallel to the coordinate axes (Fig. 5). The four

vertices of $`K^m\left(j\omega \right)`$ are $`g_{11}\left(j\omega \right),g_{12}\left(j\omega \right),g_{22}\left(j\omega \right),g_{21}\left(j\omega \right)`$. $`\left(\beta +j\gamma \right)K^n\left(j\omega \right)`$ is produced by rotating the rectangle $`K^n\left(j\omega \right)`$ counterclockwisely by $`\mathrm{arg}\left(\beta +j\gamma \right)`$ with respect to the origin of the coordinate axes, and then scaling by $`\left|\beta +j\gamma \right|`$ (Fig. 6). Hence, $`W_6\left(j\omega \right)=K^m\left(j\omega \right)+\left(\beta +j\gamma \right)K^n\left(j\omega \right)`$ is a octagon in the complex plane (Fig. 7), with edges parallel to either the edges of $`K^m\left(j\omega \right)`$ or the edges of $`\left(\beta +j\gamma \right)K^n\left(j\omega \right)`$. Hence, the slopes of the edges of $`W_6\left(j\omega \right)`$ are invariant with respect to $`\omega `$. Moreover,

since $`\left\{g_{i_1j_1}\left(s\right)+\left(\beta +j\gamma \right)f_{i_2j_2}\left(s\right)\right|\left(i_1j_1i_2j_2\right)I_3\}H`$, by similar analysis as in the proof of Lemma 3, we have

$$0W_6\left(j\omega \right),\omega 0$$
(94)
The other three cases ($`\gamma >0,\omega <0;\gamma <0,\omega 0;\gamma <0,\omega <0`$) can be analyzed analogously. Henceforth, for any fixed $`\omega R,\beta >0,\gamma R\backslash \left\{0\right\}`$, we have

$$0W_6\left(j\omega \right)$$
(95)
Moreover, since $`\gamma 0`$, $`W_6\left(s\right)`$ has a constant order. Hence

$$0W_6\left(j\omega \right)$$
(96)
By Zero Exclusion Principle, $`W_6\left(s\right)H`$. This completes the proof.

Theorem 3

If $`f_{ij}\left(s\right)H,i,j=1,2`$ and

$$\mathrm{min}\left\{\underset{\omega R}{inf}\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_3\right\}:=\gamma _0<0$$
(97)
Then

$$\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}=\gamma _0$$
(98)
Proof: Since $`f_{ij}\left(s\right)H,i,j=1,2`$, by Kharitonov Theorem, $`K^n\left(s\right)H`$. Moreover, since $`g_{ij}\left(s\right)K^m\left(s\right),f_{ij}\left(s\right)K^n\left(s\right),i,j=1,2`$, we have

$$\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}:=\gamma _1\gamma _0$$
(99)
Suppose $`\gamma _1<\gamma _0<0`$, then there exists $`\gamma _2`$ such that $`\gamma _1<\gamma _2<\gamma _0<0`$. Since $`\gamma _0>\gamma _2`$, for any fixed $`\omega R`$, we have

$$\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)\gamma _2f_{i_2j_2}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}>0,\left(i_1j_1i_2j_2\right)I_3$$
(100)
Namely

$$\frac{g_{i_1j_1}\left(s\right)\gamma _2f_{i_2j_2}\left(s\right)}{f_{i_2j_2}\left(s\right)}SPR,\left(i_1j_1i_2j_2\right)I_3$$
(101)
By Lemma 7, for any $`\left(i_1j_1i_2j_2\right)I_3`$, we have

$$\begin{array}{cc}11)\hfill & \mathrm{}\frac{g_{i_1j_1}\left(0\right)\gamma _2f_{i_2j_2}\left(0\right)}{f_{i_2j_2}\left(0\right)}>0\hfill \\ 12)\hfill & g_{i_1j_1}\left(s\right)\gamma _2f_{i_2j_2}\left(s\right)H\hfill \\ 13)\hfill & f_{i_2j_2}\left(s\right)+j\alpha \left[g_{i_1j_1}\left(s\right)\gamma _2f_{i_2j_2}\left(s\right)\right]H,\alpha R\hfill \end{array}$$
(102)
We will prove that, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$\frac{g\left(s\right)\gamma _2f\left(s\right)}{f\left(s\right)}SPR$$
(103)
By Lemma 7, we only need to prove that, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$\begin{array}{cc}21)\hfill & \mathrm{}\frac{g\left(0\right)\gamma _2f\left(0\right)}{f\left(0\right)}>0\hfill \\ 22)\hfill & g\left(s\right)\gamma _2f\left(s\right)H\hfill \\ 23)\hfill & f\left(s\right)+j\alpha \left[g\left(s\right)\gamma _2f\left(s\right)\right]H,\alpha R\hfill \end{array}$$
(104)
Proof of 21): By 11) and Lemma 2, we have

$$f_{i_2j_2}\left(0\right)s+g_{i_1j_1}\left(0\right)\gamma _2f_{i_2j_2}\left(0\right)H$$
(105)
Namely

$$f_{i_2j_2}\left(0\right)\left(s\gamma _2\right)+g_{i_1j_1}\left(0\right)H,\left(i_1j_1i_2j_2\right)I_3$$
(106)
By Lemma 6, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$f\left(0\right)\left(s\gamma _2\right)+g\left(0\right)H$$
(107)
By Lemma 2, 21) is proved.

Proof of 22): By 12), we have

$$g_{ij}\left(s\right)\gamma _2f_{ij}\left(s\right)H,i,j=1,2$$
(108)
Since $`\gamma _2<0`$, by Kharitonov Theorem, 22) is proved.

Proof of 23): When $`\alpha =0`$, 13) becomes $`f_{i_2j_2}\left(s\right)H,i_2,j_2=1,2`$. By Kharitonov Theorem, 23) is proved. When $`\alpha 0`$, 13) becomes

$$g_{i_1j_1}\left(s\right)+\left(\gamma _2+\frac{1}{j\alpha }\right)f_{i_2j_2}\left(s\right)H,\left(i_1j_1i_2j_2\right)I_3$$
(109)
By Lemma 8, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$g\left(s\right)+\left(\gamma _2+\frac{1}{j\alpha }\right)f\left(s\right)H$$
(110)
Thus, 23) is proved. Henceforth, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$\frac{g\left(s\right)\gamma _2f\left(s\right)}{f\left(s\right)}SPR$$
(111)
Namely

$$\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}>\gamma _2,\omega R$$
(112)
Hence

$$\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}\gamma _2$$
(113)
Henceforth

$$\gamma _1=\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}\gamma _2$$
(114)
which contradicts $`\gamma _1<\gamma _2<\gamma _0<0`$. This completes the proof.

Let

$$\gamma _0=\mathrm{min}\left\{\underset{\omega R}{inf}\mathrm{}\frac{g_{i_1j_1}\left(j\omega \right)}{f_{i_2j_2}\left(j\omega \right)}|\left(i_1j_1i_2j_2\right)I_3\right\}$$
(115)
$$\gamma _1=\mathrm{min}\{\underset{\omega R}{inf}\mathrm{}\frac{g\left(j\omega \right)}{f\left(j\omega \right)}|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}$$
(116)
Then, obviously, $`\gamma _1\gamma _0`$. The following result shows thay $`\gamma _0`$ can be regarded as an index of strict positive realness.

Theorem 4

If $`f_{ij}\left(s\right)H,i,j=1,2`$, then

1) if $`\gamma _0<0`$, then $`\gamma _1=\gamma _0<0`$.

2) if $`\gamma _0=0`$, then $`\gamma _1=0`$.

3) if $`\gamma _0>0`$, then $`\gamma _10`$.

Proof: 1) is a direct consequence of Theorem 3. To prove 2) and 3), suppose on the contrary that $`\gamma _1<0`$, then there exists $`\gamma _2`$ such that $`\gamma _1<\gamma _2<0`$. By similar analysis as in the proof of Theorem 3, we have $`\gamma _1\gamma _2`$, which contradicts $`\gamma _1<\gamma _2<0`$. This completes the proof.

### 4.2 Closed Loop Systems

Consider the open loop transfer function $`\frac{g\left(s\right)}{f\left(s\right)}`$. Under negative unity feedback, the closed loop transfer function is $`\frac{g\left(s\right)}{f\left(s\right)+g\left(s\right)}`$.

Theorem 5

$$\left\{\frac{g\left(s\right)}{f\left(s\right)+g\left(s\right)}\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}SPR$$
(117)
if and only if

$$\left\{\frac{g_{i_2j_2}\left(s\right)}{f_{i_1j_1}\left(s\right)+g_{i_2j_2}\left(s\right)}\right|\left(i_1j_1i_2j_2\right)I_3\}SPR$$
(118)
Proof: Necessity: Obvious.

Sufficiency: Since $`f_{ij}\left(s\right)+g_{ij}\left(s\right)H,i,j=1,2`$, by Kharitonov Theorem, we have

$$f\left(s\right)+g\left(s\right)H,g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)$$
(119)
By Lemma 7, we only need to prove that, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$\begin{array}{cc}1)\hfill & \mathrm{}\frac{g\left(0\right)}{f\left(0\right)+g\left(0\right)}>0\hfill \\ 2)\hfill & g\left(s\right)H\hfill \\ 3)\hfill & f\left(s\right)+g\left(s\right)+j\alpha g\left(s\right)H,\alpha R\hfill \end{array}$$
(120)
Proof of 1): we only need to prove

$$\mathrm{}\frac{f\left(0\right)+g\left(0\right)}{g\left(0\right)}>0$$
(121)
By Lemma 2, this is equivalent to

$$g\left(0\right)\left(s+1\right)+f\left(0\right)H$$
(122)
By Lemma 6, this is obvious.

Proof of 2): Since $`g_{ij}\left(s\right)H,i,j=1,2`$, by Kharitonov Theorem, we have

$$g\left(s\right)H,g\left(s\right)K^m\left(s\right)$$
(123)
Proof of 3): When $`\alpha =0`$, 3) is obvious. When $`\alpha 0`$, by Lemma 8, 3) is true.

This completes the proof.

From the analysis in the proof of Theorem 5, we have

Theorem 6

For any fixed $`\gamma >0`$, we have

$$\left\{\frac{g\left(s\right)}{f\left(s\right)+\gamma g\left(s\right)}\right|g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)\}SPR$$
(124)
if and only if

$$\left\{\frac{g_{i_2j_2}\left(s\right)}{f_{i_1j_1}\left(s\right)+\gamma g_{i_2j_2}\left(s\right)}\right|\left(i_1j_1i_2j_2\right)I_3\}SPR$$
(125)
### 4.3 Robust Absolute Stability

Consider the classical Lur’e problem: the forward path is a linear time-invariant stable component, the feedback path is a memoryless nonlinear time-varying component (Fig. 8).

The nonlinear component $`\mathrm{\Phi }(t,\sigma )`$ satisfies

$$\mathrm{\Phi }(t,0)=0,t0$$
(126)
$$0\sigma \mathrm{\Phi }(t,\sigma )k\sigma ^2$$
(127)
Such class of nonlinearities is said to belong to the sector $`[0,k]`$, denoted as $`\mathrm{\Phi }sect[0,k]`$. If the closed loop system is stable for all nonlinearities in the sector $`[0,k]`$, then we say the system is absolutely stable.

Lemma 9

Suppose $`f\left(s\right)H,\mathrm{\Phi }sect[0,k]`$. If

$$\mathrm{}\left(\frac{1}{k}+\frac{g\left(j\omega \right)}{f\left(j\omega \right)}\right)>0,\omega R$$
(128)
Then the closed loop system is absolutely stable.

Suppose the transfer function of the forward path is an interval transfer function $`\frac{g\left(s\right)}{f\left(s\right)},g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$. Then we have

Theorem 7

Suppose

$$\{\begin{array}{cc}0<k<\frac{1}{\gamma _0}\hfill & \text{if }\gamma _0<0\hfill \\ 0<k<+\mathrm{}\hfill & \text{if }\gamma _00\hfill \end{array}$$
(129)
Then, for any $`g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right),\mathrm{\Phi }sect[0,k]`$, the closed loop system is absolutely stable.

Proof: By Theorem 4, we have

$$\{\begin{array}{cc}\gamma _1=\gamma _0\hfill & \text{if }\gamma _0<0\hfill \\ \gamma _10\hfill & \text{if }\gamma _00\hfill \end{array}$$
(130)
Hence, for any fixed $`\omega R,g\left(s\right)K^m\left(s\right),f\left(s\right)K^n\left(s\right)`$, we have

$$\mathrm{}\left(\frac{1}{k}+\frac{g\left(j\omega \right)}{f\left(j\omega \right)}\right)>\frac{1}{k}+\gamma _1>0$$
(131)
By Lemma 9, the theorem is proved.

## 5 Conclusions

We have studied the frequency response of uncertain systems using Kharitonov stability theory on first order complex polynomial set. For an interval transfer function, we have shown that the minimal real part of the frequency response at any fixed frequency is attained at some prescribed vertex transfer functions. By further geometric and algebraic analysis, we have identified an index for strict positive realness of interval transfer functions. Some extensions and applications in positivity verification and robust absolute stability of feedback control systems have also been presented. Our results can be easily extended to the study of maximal real part, minimal (or maximal) imaginary part of the frequency response. One salient feature of this paper is that we transform the pointwise strict positive realness problem into the stability problem of a first order complex polynomial set, thereby simplifying the analysis of the original problem. This idea is also useful in the study of maximal pointwise or bounded-bandwidth $`H_{\mathrm{}}`$ norm of an interval transfer function, which can be transformed into Schur stability problem of a first order complex polynomial set. For instance, $`\frac{g\left(s\right)}{f\left(s\right)}_{\mathrm{}}<\gamma `$ if and only if, for all $`\omega R`$, $`f\left(j\omega \right)z+\frac{1}{\gamma }g\left(j\omega \right)`$ is Schur stable. The established extreme point results will be published elsewhere.


text:
# I Introduction

## I Introduction

The possibility that there may be extra hidden dimensions in Nature, first suggested by Kaluza and Klein, is an intriguing one. Recent developments in string theories have suggested that there may be fundamental reasons for their existence connected with the consistency and symmetry requirements of the string world sheet. This has led to an explosive revival of interest in the physics implications of extra dimensions and many investigations have been carried out in this area in the past twenty years.

A particularly interesting framework for these investigations is the so called brane-bulk setup where the standard model (SM) particles live in a 3+1 dimensional brane subspace of the full multi-dimensional universe whereas the gravity and other SM singlet fields reside in the entire 3+1+n dimensional space. This picture arises in the nonperturbative D-brane solutions of string theories and is thus believed to have solid theoretical foundation.

This picture allows a very novel approach to gravity according to which the Planck scale is not a fundamental scale in Nature but rather a function of the fundamental variable, the string scale $`M_{}`$. The “radii of compactification” $`R_i`$ of the extra hidden dimensions and the familiar Planck scale $`M_P\mathrm{}`$ are related by

$$M_P\mathrm{}^2=M_{}^{2+n}(2\pi )^nR_1R_2R_3\mathrm{}R_n.$$
(1)
The scenario $`n=1`$, with all but one $`R_i`$ of order $`M_{}`$ is ruled out for $`M_{}`$ TeV by the observed accuracy of Newton’s laws over the Earth-Sun distances. If only two extra dimensions are significantly larger than $`M_{}^1`$, i.e. $`R_1R_2=R`$ and $`R_3R_4R_n=M_{}^1`$, we get $`R`$ millimeter for $`M_{}`$ TeV. This scenario is allowed by the current data, since the inverse square law for gravity has not been tested for distances less than mm. Since the small radii $`R_3,R_4`$ have no effect on the physics, this is equivalent to a scenario with $`n=2`$. Alternatively, one may envision one large extra dimension with $`R_1`$ mm, with the rest much smaller e.g. $`r<\mathrm{\hspace{0.33em}10}^2`$ fm for $`M_{}10`$ TeV. The influence of such small dimensions cannot be felt at any of the current experiments, and hence this scenario of only one large extra dimension cannot be ruled out. This will be equivalent to a $`n=1`$ scenario.

A basic difference between the two scenarios described above (n=2 and n=1) is that the Kaluza-Klein (KK) excitations of any particle in the bulk in the first scenario are closely spaced in two extra dimensions whereas in the second class of models it happens only in one dimension, making the phase space structure very different. The two scenarios then have different phenomenological consequences, and it is important to distinguish between them through their experimentally testable consequences. Perhaps more important than this is to test the possibility of large extra dimensions itself. The goal of this paper is to provide one such test in the domain of neutrinos.

The small mass of the neutrinos, for which there is now very strong evidence from solar and atmospheric neutrino data, is understood in these models in a way which is very different from the conventional 3+1 dimensional unified theories. The simplest possibility is to postulate the existence of SM singlet neutrinos in the bulk and couple them to the SM neutrinos in a gauge invariant way using the usual Higgs mechanism. This leads to naturally small masses for the SM neutrinos  due to small overlap of the bulk neutrino wave function on the brane. The coupling of the SM neutrinos with the bulk neutrino provides a naturally massless sterile neutrino and a tower of KK neutrinos that also mix with the SM neutrinos. This leads to a variety of interesting tests and constraints on the brane bulk models; for instance for tests using solar neutrinos, see  and tests using high energy muons, see .

There are many possible scenarios for neutrino masses in brane-bulk models. A common feature of all those models is the presence of a SM singlet neutrino mentioned above. Regardless of the details of the model, as long as the known neutrinos mix with the KK modes of the bulk neutrino, there is a magnetic moment connecting the brane neutrinos with the bulk $`\nu _B`$ modes . We will show below that this can give rise to observable deformation of the high energy neutrino spectra. The flavour composition of the high energy neutrinos may also change; the final flavour content will depend on the neutrino mass hierarchy. This can provide valuable information about the extra dimensions, and possibly also about the hierarchy structure of the neutrino masses. These spectral deformations occur over a wide range of energies starting from one TeV to 1000 TeV and higher. The neutrino telescope facilities such as ANTARES and ICE CUBE, which can look for these extreme high energy muon and tau neutrinos can therefore provide valuable information on models with large extra dimensions.

Our paper is organised as follows. In the next section, we describe the basic framework of the model. We illustrate the enhancement of the neutrino magnetic moment with energies and give the expected strengths depending on the neutrino mass hierarchy. We then apply this result in section III for ultra-high energy neutrino spectrum and examine the changes in the individual neutrino fluxes. Although, these changes are dependent on the mass hierarchy they are independent of neutrino oscillations. We discuss the physical situations under which we can have flavour suppression and in particular, we focus on the spin precession effects due to the Earth, Sun and intergalactic magnetic fields. In section IV, we describe a useful angular asymmetry which can probe the effects of neutrino magnetic moments in extra-dimension scenarios. Finally, we conclude in section V by summarising the main results.

## II Minimal Scenario

We will work with the simplest scenario where there are only three extra neutrinos in the bulk and the usual three generations of fermions of the SM residing in the brane. The neutrino mass in these models arises from the brane bulk Yukawa interactions of the type

$$=\frac{h_{\alpha \beta }}{M_{}^{}{}_{}{}^{n/2}}𝑑y\delta (y)\overline{L}_\alpha H\nu _{B,\beta }(x,y)+h.c..$$
(2)
If the bulk neutrino resides in (3+1+n) dimensions, where $`\delta (y)`$ is a n-dimensional delta function and $`dy`$ is the n-dimensional measure in the hidden space. Taking the individual modes on the brane located at $`y=0`$, after symmetry breaking one gets a Dirac mass matrix for the active neutrinos given by

$$m_{D,\alpha \beta }=\frac{h_{\alpha \beta }vM_{}}{M_P\mathrm{}}6\times 10^5\mathrm{eV}h_{\alpha \beta }\frac{M_{}}{\mathrm{TeV}}.$$
(3)
These neutrinos also mix with the KK modes of the bulk neutrinos. Diagonalization of this mass matrix leads to three eigenvalues $`m_i`$ and a mixing matrix $`U_{\alpha i}`$ that characterizes the neutrino oscillations. The mixing with the bulk fermion modes is characterized for the case of one dimension by three parameters $`\xi _i\sqrt{2}m_iR`$. This minimal model induces a magnetic moment connecting $`\nu _i`$ from the brane to each of the bulk modes $`\nu _B^{(k)}`$, in addition to that given by the SM result

$$\mu _i1.6\times 10^{19}\mu _B\frac{\sqrt{2}m_i}{1eV},$$
(4)
where $`\mu _B`$ is the Bohr magneton. Note that the value of the magnetic moment is connected to the mass of the neutrino and through it to the observed neutrino oscillation parameters. We will exploit this connection in our search for extra dimensions using high energy neutrinos from the cosmic rays.

Before getting to the discussion of realistic extra dimensional scenarios for neutrinos, let us first outline the effect of the magnetic moment on a high energy neutrino travelling through a magnetic field. If the neutrino energy is denoted by $`E`$, then all KK modes of the bulk neutrino upto energy $`E`$ will be excited by the magnetic moment interaction. This enhances the effect of the spin flip due to magnetic moment over the case with no large extra dimension as in SM. In the generic case, the effective magnetic moment becomes

$$\stackrel{~}{\mu }4hA_n\left(\frac{1}{2\pi }\frac{E}{M_{}}\right)^{n/2}\times 10^8\mu _B.$$
(5)
Here, $`h`$ is the strength of the brane-bulk Yukawa coupling, and $`A_n`$ is the volume of the positive hemisphere of a n dimensional unit sphere. Note that $`\stackrel{~}{\mu }`$ is inversely proportional to the value of the fundamental scale $`M_{}`$, whereas with a given value of the scale, it grows with the energy of neutrino. This last feature provides us with the possibility of having large effective magnetic moments for neutrinos at high energies, while still obeying the constraints provided by the experiments at lower energies.

The current strongest limits on the neutrino magnetic moment are $`\mu _\nu 1.6\times 10^{10}\mu _B`$ at around 10 MeV  from reactor experiments and SK solar neutrino data and $`\mu _\nu 10^{12}\mu _B`$ from supernova 1987a , for neutrino energies of 10-50 MeV. Note that these limits now get translated to limits on the $`\stackrel{~}{\mu }`$, which depends on two parameters $`(h,M_{})`$. So clearly, the limits can be satisfied by appropriate choice of $`h`$ and would therefore fail to provide any useful information on the string scale $`M_{}`$. One may however hope to combine other terrestrial data to extract useful information.

A further remark is in order. If $`E`$ is higher than the string scale, one would excite the stringy modes rather than the KK modes, whose spacing is in general higher than that of the KK modes (expected to be of order $`M_{}`$). As a result, for energies higher than the string scale, it is probably reasonable to use the $`M_{}`$ as a cut-off on the phase space integral. In any case, as we will see below, for higher dimensional models, we expect $`M_{}5001000`$ TeV, which covers almost the entire expected range of neutrino energies (upto $`10^{15}`$ eV or so). We will assume in all our considerations that it is only the KK modes that are important. In fact, as the neutrino energy gets higher, our method probes higher values of the fundamental scale $`M_{}`$. In this paper, we will focus on the effects due to $`M_{}1010^3`$ Tev and hence neutrino energies in the intermediate range, $`10^{10}\text{eV}E10^{15}\text{eV}`$.

To get a feeling for the kind of $`\stackrel{~}{\mu }`$ one can expect in realistic examples consistent with known data, we will consider constraints coming from attempts to fit the observed solar and atmospheric neutrino oscillation data , although this does not account for the LSND anomaly. Since the expression for $`\stackrel{~}{\mu }`$ involves the Yukawa coupling $`h`$ and the string scale $`M_{}`$ which are connected to the value of neutrino masses, acceptable neutrino mass patterns from oscillation data will also restrict the allowed values of $`\stackrel{~}{\mu }`$. First important point to recall is that in the minimal scenario described here the LSND observations cannot be accomodated . However, it is possible to find a domain of parameter space in $`h`$ and $`M_{}`$ that explains the neutrino data and does not violate the experimental constraints on $`\stackrel{~}{\mu }`$ mentioned above. Indeed, in the limits $`h0`$ or $`M_{}\mathrm{}`$, the oscillations between active neutrinos account for the solar and atmospheric anomalies successfully.

Since the bulk modes are sterile neutrinos, the recent SNO data on solar neutrinos and the Super-Kamiokande data on atmospheric neutrinos can be understood only if we choose the parameter region $`\xi _i1`$. The mixings are then dominated by the $`U_{\alpha i}`$ discussed in . The individual neutrino masses can have one of the following patterns :

(i) Normal hierarchy: $`m_1m_2m_3`$ ;

(ii) Inverted hierarchy $`m_1m_2m_3`$ ;

(iii) Degenerate: $`m_1m_2m_3`$ .

Here the neutrino mass eigenstates are defined such that the familiar atmospheric $`(\mathrm{\Delta }m_A^2)`$ and solar $`(\mathrm{\Delta }m_{}^2)`$ mass-squared differences, i.e. $`|\mathrm{\Delta }m_{31}^2||\mathrm{\Delta }m_{32}^2|\mathrm{\Delta }m_A^23\times 10^3`$ eV2, and $`|\mathrm{\Delta }m_{21}^2|\mathrm{\Delta }m_{}^2`$.

Since the magnetic moment is directly given by the parameters $`m_i`$, the effective magnetic moments follow the same pattern as the mass hierarchies. Therefore, we can write the contribution due to the $`i^{th}`$ mass eigenstate as

$$\stackrel{~}{\mu }_i7\left(\frac{1}{2\pi }\frac{E}{M_{}}\right)^{n/2}\left(\frac{\mathrm{TeV}}{M_{}}\right)\left(\frac{m_i}{\mathrm{eV}}\right)\times 10^4\mu _B.$$
(6)
For instance, in case (i), we have $`\stackrel{~}{\mu }_1\stackrel{~}{\mu }_2\stackrel{~}{\mu }_3`$. In the case of normal hierarchy, if we choose the maximum value of the Yukawa coupling $`h`$ to be one, then atmospheric neutrino data implies $`m_30.06`$ eV, and hence $`M_{}10^3`$ TeV. Using (6), we then get

$`\stackrel{~}{\mu }_3`$ $``$ $`5\times 10^{10}\mu _B(E/TeV)^{1/2}(\mathrm{n}=1),`$ (7)
$`\stackrel{~}{\mu }_3`$ $``$ $`7\times 10^{12}\mu _B(E/TeV)(\mathrm{n}=2).`$ (8)
Since the LMA solution to the solar neutrino data requires $`m_23\times 10^3`$ eV, we have

$`\stackrel{~}{\mu }_2`$ $``$ $`2.5\times 10^{11}\mu _B(E/TeV)^{1/2}(\mathrm{n}=1),`$ (9)
$`\stackrel{~}{\mu }_2`$ $``$ $`3.5\times 10^{13}\mu _B(E/TeV)(\mathrm{n}=2).`$ (10)
The value of $`\stackrel{~}{\mu }_1`$ is much smaller. Since the spin-flavour precession is proportional to $`\stackrel{~}{\mu }_i`$ the precession phase will be much smaller for $`\nu _1`$ and $`\nu _2`$ as compared to that for $`\nu _3`$. Similar observations can be made about the other mass hierarchies which we shall discuss below.

## III Magnetic moment effects on intergalactic high energy neutrinos

Here, we consider the effects of the induced magnetic moment on high energy neutrinos in the presence of galactic magnetic fields through which they will travel, and as a result, may spin-precess to the bulk states. Depending on the amount of precession, this may lead to a depletion of various neutrino species. We assume that the precession phase gained by a mass eigenstate $`\nu _i`$ is

$$\varphi _i(E)=\stackrel{~}{\mu }_i(E)B.dl,$$
(11)
where $`dl`$ is the distance travelled through a magnetic field $`B`$. Physically, this is the phase gained in the mass basis, due to a transition from the active left-handed modes to the sterile right-handed bulk modes. The corresponding precession probability for the $`i^{\mathrm{th}}`$ mass eigenstate is then

$$P_i(E)=\mathrm{sin}^2\varphi _i(E).$$
(12)
It is important to note that there are two simultaneous effects here: one due to the flavour mixing and another due to magnetic moment precession. The final flavor content at the detector therefore depends on the distance travelled and the energy. If an extremely long distance of travel is involved, two mass eigenstates with a mass squared difference, $`\mathrm{\Delta }m_{ij}^2`$ can lose their coherence over a distance scale of $`E/\mathrm{\Delta }m_{ij}^2`$ and travel as independent mass eigenstates. The coherence length scale is

$$L_c10^8\mathrm{cm}\left(\frac{E}{TeV}\right)\left(\frac{\mathrm{eV}^2}{\mathrm{\Delta }m_{ij}^2}\right).$$
(13)
Loss of coherence happens specifically when the distances involved are intergalactic distances. An example of this are neutrinos which are produced through sources like AGNs. The final flavour content will depend on whether coherence is lost or it remains. In this section, we will focus on intergalactic neutrinos, which are likely to lose coherence.

The neutrinos from cosmic sources are produced mainly from the decays of pions. This implies that the ratios of the production fluxes of the electron, muon and tau neutrinos are

$$F_e^{(0)}:F_\mu ^{(0)}:F_\tau ^{(0)}1:2:0.$$
(14)
As long as the mixing between $`\nu _\mu `$ and $`\nu _\tau `$ is maximal (which is strongly supported by the atmospheric neutrino data at SK), the three mass eigenstates have the production fluxes

$$F_1^{(0)}:F_2^{(0)}:F_3^{(0)}1:1:1.$$
(15)
As already mentioned, due to loss of coherence, the three mass eigenstates travel independently and if there is no magnetic moment induced precession, the fluxes of different flavours at the detector are determined by flavour mixings and are given by

$$F_\alpha =|U_{\alpha i}|^2F_i.$$
(16)
For bimaximal mixing case, the flavour composition of the neutrino flux at the detector will be

$$F_e:F_\mu :F_\tau 1:1:1.$$
(17)
The spin precession will modify this relation, since these neutrinos travel a distance of several $``$ Mpc, even though the magnetic fields along the path are small ($`B<\mathrm{\hspace{0.33em}10}^8`$ Gauss). We estimate the precession phase by assuming (for example) that the neutrinos encounter a coherent magnetic field of this magnitude for a typcial distance of Mpc. This gives

$$\varphi _i10^{13}(\stackrel{~}{\mu }_i/\mu _B).$$
(18)
Since $`\stackrel{~}{\mu }_i`$ depends on the neutrino mass, the phase $`\varphi _i`$ that a particular mass eigenstate precesses through can be large if the corresponding neutrino mass is “large”, and averaging for large phases would give $`\mathrm{sin}^2\varphi _i0.5`$, and there will be a suppression of the flux $`F_i`$ by a factor of two. If a particular mass is small, there will be no magnetic precession effect and no additional suppression. The resulting flavour composition of the detected neutrinos for different mass patterns of the neutrinos is given below.

(i) For the normal mass hierarchy, $`\stackrel{~}{\mu }_1\stackrel{~}{\mu }_2\stackrel{~}{\mu }_3`$. Hence, it is possible for $`\varphi _31`$, whereas $`\varphi _1\varphi _21`$. In this case, we get

$$F_1:F_2:F_3=1:1:0.5\mathrm{or}F_e:F_\mu :F_\tau =1:0.75:0.75.$$

If $`\varphi _31,\varphi _21`$ and $`\varphi _11`$, we have for bimaximal mixing

$$F_1:F_2:F_3=1:0.5:0.5\mathrm{or}F_e:F_\mu :F_\tau =0.75:0.625:0.625.$$

If on the other hand, the mixing of $`\nu _e`$ with the other states is not large (this possibility is disfavoured, but not yet completely ruled out), we get

$$F_1:F_2:F_3=1:0.5:0.5\mathrm{or}F_e:F_\mu :F_\tau =1:0.5:0.5.$$

If the precession of all three mass eigenstates is large, all the flavours are suppressed by a factor of two, i.e.

$$F_1:F_2:F_3=0.5:0.5:0.5\mathrm{or}F_e:F_\mu :F_\tau =0.5:0.5:0.5.$$

(ii) For the inverted mass hierarchy, if $`\varphi _1\varphi _21`$ and $`\varphi _31`$, then

$$F_1:F_2:F_3=0.5:0.5:1\mathrm{or}F_e:F_\mu :F_\tau =0.5:0.75:0.75.$$

The second possibility is that the precession of all three mass eigenstates is large, in which case we get a uniform suppression of a factor of two as shown above.

(iii) If the masses of all three mass eigenstates are degenerate, then either all mass eigenstate undergo large precession giving an overall suppression by a factor of two, or none of the eigenstates undergo significant precession, so that the fluxes remain umchanged.

Note that in the case of inverted hierarchy and degenerate neutrino scenarios, the final fluxes do not depend on the extent of mixing of the electron flavour in $`\nu _2`$. These flavour specific deformations are to be contrasted with the conventional expectations in (17). Current and planned neutrino telescope experiments, which are going to measure the flux of high energy muon and tau type neutrinos (the latter by the so called double bang events) could be sensitive to these changes. Such measurements can be compared with theoretical predictions of the fluxes to draw conclusions about the extra dimensions.

One possible drawback regarding the above conclusion is that no reliable information is available about the intergalactic magnetic fields. For instance, if these magnetic fields are incoherent with a spatial spread shorter than the coherent length for spin precession, then the average spin precession phase gained by a neutrino mass eigenstate, $`\varphi _i`$, could be smaller. For instance, if the source distance is $`D`$ and the coherence length of the magnetic field is $`\mathrm{}_c`$, then the total length in the Eq. (11) can be replaced in the random walk approximation by $`\sqrt{D\mathrm{}_c}`$. This could lead to nontrivial effects for higher energy extragalactic neutrinos.

Furthermore, in the physical situation considered, we require neutrinos from cosmologically distant sources, wherein, the production mechanisms are source dependent and yet unclear . This motivates us to analyse the effects due to the Earth’s magnetic field on neutrinos produced in the atmosphere, which we discuss in the next section.

## IV Effects on extreme high energy atmospheric neutrinos

In this section, we focus on neutrinos with energies below $`E<10^{15}`$ eV produced in the atmosphere. The total neutrino spectrum in this energy range is expected to be dominated by the atmospheric neutrinos that originate from the decays of pions that are generated from cosmic rays in Earth’s atmosphere. The spectrum of neutrinos then has the same shape as the cosmic ray spectrum, which has been well measured in this energy range and has a simple power law dependence. The magnitude of the flux may be fixed by extrapolating the flux of the atmospheric neutrino spectrum, which is measured for energies $``$ GeV, with the same power law. Using the energy range $`E<10^{15}`$ eV has one more advantage – as mentioned before, this energy would be below the fundamental scale of the theory, so that the interactions with the stringy modes may be neglected. In the following, we address the spin precession of these high energy neutrinos due to the magnetic field of the Earth.

The neutrinos that are produced in the atmosphere of the Earth travel through the magnetic field of the Earth, which is $``$ 1 gauss. If the distance travelled by these neutrinos before reaching the detector is $`L`$ km, using (6), we get

$$\varphi _i30L(\text{km})\left(\frac{\stackrel{~}{\mu }_i}{\mu _B}\right)\left(\frac{m_\nu }{eV}\right).$$
(19)
For $`m_\nu 0.06`$ eV, $`M_{}=10`$ TeV, (6) implies that significant precession may be observed only for neutrinos travelling distances of $`10^4`$ km (through the earth). This will result in a zenith angle dependence which we discuss here. The “neutrino telescope” experiments like ICE CUBE  and ANTARES  are tuned to see neutrinos arriving through the Earth and can therefore test for this effect.

We show that magnetic precession of the kind we are discussing leads to a novel feature of a flavour specific nonzero up-down asymmetry for these neutrinos. To make this effect quantitative, let us define the angular asymmetry in the standard form for a neutrino, $`\nu _\alpha `$ as

$$A_\alpha (\theta _1,\theta _2)=\frac{R_\alpha (\theta _1)R_\alpha (\theta _2)}{R_\alpha (\theta _1)+R_\alpha (\theta _2)},$$
(20)
where $`\theta _i`$ is the azimuthal angle. The asymmetry owes its origin to the different distances travelled by the neutrinos coming from the top and bottom of a Earth located detector as we explain below. In (20), $`R_\alpha (\theta _i)`$ is the rate of neutrinos $`\nu _\alpha `$ in a given direction $`\mathrm{cos}\theta _i`$. We will focus on the high-energy neutrinos (with $`E10^{15}`$ eV) a large fraction of which are induced by atmospheric air showers at a distance of a few tens of kilometers above the Earth. Qualitatively, if we examine (19), we see that $`\varphi _iO(1)`$ only for $`L10^4`$Km. This implies that for neutrinos traversing the entire diameter of the Earth, spin precession can lead to an up-down asymmetry

$$A_\alpha ^{UD}A_\alpha (\pi ,0)=\frac{R_\alpha (\theta _1=\pi )R_\alpha (\theta _2=0)}{R_\alpha (\theta _1=\pi )+R_\alpha (\theta _2=0)}.$$
(21)
The sign of this asymmetry is negative for $`\nu _e`$ and $`\nu _\mu `$ whereas for $`\nu _\tau `$, since $`R_\tau (\theta _2=0)=0`$ we will have a unit positive value. In the following, we illustrate the expected flavour asymmetry for the three mass patterns. Note that since in this case the distance of travel is less than the coherence length $`L_c`$, the expected flavour fluxes are different from (17). Since there is not enough time/distance for flavour oscillation to have taken place, the original flavour ratio remains $`1:2:0`$ rather than $`1:1:1`$, which is for the intergalactic neutrinos. To derive the up-down asymmetry, note that the flavour and mass eigenstates are related through a unitary mixing matrix $`U`$ by

$$\nu _\alpha =U_{\alpha i}\nu _i.$$
(22)
Now, the mass eigenstates precess to the right-handed bulk modes $`(\nu _i^s)`$ in the back ground magnetic field and at the detector, we have for these states the relation

$$\nu _\alpha ^d=U_{\alpha i}\nu _i^d;\nu _i^d=\nu _i\mathrm{cos}\varphi _i+\nu _i^s\mathrm{sin}\varphi _i.$$
(23)
Therefore, the flavour fluxes at the detector, are easily seen to be

$$F_\alpha ^d=P_{\alpha \beta }F_\beta \text{with}P_{\alpha \beta }=|U_{\alpha 1}U_{\beta 1}^{}\mathrm{cos}\varphi _1+U_{\alpha 2}U_{\beta 2}^{}\mathrm{cos}\varphi _2+U_{\alpha 3}U_{\beta 3}^{}\mathrm{cos}\varphi _3|^2,$$
(24)
where $`F_\beta `$ denotes the initial flux at the production point which is taken to be a few tens of kilometers above the Earth. Using (24) and taking bimaximal mixing, we calculate the expected flavour fluxes at the detector for the three mass hierarchies. In doing these calculations, we have taken the averaging $`\mathrm{cos}\varphi _i=0`$ and $`\mathrm{cos}^2\varphi _i=0.5`$.

The resulting values for $`F_\alpha ^d`$ and $`A_{\alpha \beta }^{UD}`$ for the three different mass spectra are:

(i) For the normal mass hierarchy:

$$F_e^d:F_\mu ^d:F_\tau ^d=1:0.75:0.75.$$

$$A_e^{UD}:A_\mu ^{UD}:A_\tau ^{UD}=0:0.45:1.0.$$

(ii) For the inverted mass hierarchy:

$$F_e^d:F_\mu ^d:F_\tau ^d=0.50:0.75:0.75.$$

$$A_e^{UD}:A_\mu ^{UD}:A_\tau ^{UD}=0.33:0.45:1.0.$$

(iii) For the degenerate mass hierarchy:

$$F_e^d:F_\mu ^d:F_\tau ^d=0.5:1.0:0.$$

$$A_e^{UD}:A_\mu ^{UD}:A_\tau ^{UD}=0.33:0.33:0.$$

It is important to note that for energies close $`10^{15}`$ eV and higher, the neutrino weak interaction cross section matter in the Earth becomes important enough so that the spectrum gets suppressed for the upward going neutrinos. But our effect can manifest also at lower energies.

## V Comments and Conclusion

There can also be other possible sources of spin precession for neutrinos traversing through space. For example, the precession effects may be large if we consider the neutrinos that travel close to the Sun on their way to the detector. These will be affected by the solar magnetic field, which is as much as $`B_{}10`$ Gauss at the surface of the Sun. If we assume the spatial profile of the magnetic field to be given by an approximate power law ($`Br^\alpha )`$, where $`r`$ is the distance from the Sun, and $`\alpha 1.25`$, the precession undergone by a neutrino travelling from the Sun to the Earth would then be

$`\varphi _i`$ $``$ $`\stackrel{~}{\mu }_i{\displaystyle _R_{}^{r_{earth}}}𝑑rB_{}\left({\displaystyle \frac{r_{}}{r}}\right)^\alpha \stackrel{~}{\mu }_i{\displaystyle \frac{B_{}R_{}}{\alpha 1}}`$ (25)
$``$ $`10^{11}\left({\displaystyle \frac{\stackrel{~}{\mu }_i}{\mu _B}}\right),`$ (26)
The precession effects are likely to be large for one or more mass eigenstates. In principle, this could also lead to an angular asymmetry.

In summary, we have pointed out a novel flavour specific deformation of the extreme high energy cosmic neutrino spectra in the presence of large extra dimensions with low fundamental scale of particle interactions. We have specifically noted how extreme high energy atmospheric neutrinos detected on Earth would show an up-down asymmetry, unique in their origin due to the extra dimensional effect. The extreme high energy galactic neutrinos are also likely to show flavour specific deformations of their spectra. In contrast to the neutrinos produced in the Earth’s atmosphere, these galactic neutrinos are expected to show a uniform spherically symmetric flavour deformation. But, given the low rates of such high energy neutrinos, and the source uncertainties, we emphasise that the up-down asymmetry in (21) for atmospheric neutrinos with energies $`E10^{15}`$ eV will be statistically favoured. The upcoming neutrino telescope experiments such as ICE CUBE, NESTOR and ANTARES. are particularly suited to detect these kinds of effects. An advantage of this method is that it can probe the fundamental scales much higher than the conventional collider methods discussed in the literature since the magnetic moments depend on both the fundamental scale $`M_{}`$ and neutrino energy $`E`$.

Acknowledgements

The work of Balaji is supported by Bundesministerium für Bildung, Wissenschaft, Forschung und Technologie, Bonn under contract no. 05HT1PEA9. The work of R.N.M. is supported by a grant from the National Science Foundation under grant no. PHY-0099544. A.S.D. wishes to thank D. Semikoz and M. Kachelriess for helpful discussions. We also thank J. Beacom and J. Learned for comments.