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# I Introduction

## I Introduction

The Super-Kamiokande experiments  in the past several years, joined by SNO  more recently, have given strong indications of neutrino oscillation that are corroborated and constrained by a variety of other experiments. These experiments started a new era in the study of neutrino physics and offered the best indication to date of physics beyond the standard model. To further probe neutrino physics, there are a number of ongoing and planned neutrino oscillation experiments. These experiments promise to give a full description of the phenomenology of neutrino mixing. The most attractive experiments among the new generation of neutrino oscillation experiments are the long baseline (LBL) experiments. They are performed in the controlled environment of traditional experimental high energy physics and expected to allow precision measurements of the oscillation parameters, including the leptonic $`CP`$ phase. Notably, the recently approved superbeam facility, the High Intensity Proton Accelerator (HIPA) , which can provide intensive high energy neutrino beams from its 50 GeV proton synchrotron, offers the possibility of even more desirable LBL experiments. So far, the possibility of two LBL experiments using the HIPA superbeam have been discussed. One is HIPA to Kamiokande at a baseline length of about 300 km  known as J2K, and the other is HIPA to a detector located 2100 km away near Beijing  called H2B. It is well-known that there are parameter ambiguities that are generally associated with oscillation measurements at a single baseline. Measurements at more than one baseline can be beneficial ; our previous studies  showed that the joint analysis of the J2K and H2B experiments can offer extra leverages to resolve some of these ambiguities. Our results, however, also showed that $`CP`$ violation effects cannot be determined at 3$`\sigma `$ level even with the joint analysis considered in the study, in which no antineutrino beams were used.

Since the leptonic $`CP`$ phase and mass–squared difference sign are pertinent information in the physics of neutrino mixings, which seems to be very different from that of the quark sector, it is necessary to find out how to pin down these neutrino mixing parameters accurately in new experiments. It has been widely recognized that the neutrino factory  is an ideal facility for the study of neutrino mixings. However, because of the technical and budgetary challenges faced with building a workable neutrino factory in the near future, and because of the availability of a conventional superbeam from HIPA in about five years, it is obviously advisable that we explore the full potential of the HIPA superbeams. In this work, we examine in further detail the measurement of the $`CP`$ phase and the mass–squared difference sign from the joint analysis at the two long baselines with specific HIPA superbeams and more suitable detectors. The neutrino beams are the 2-degree off-axis superbeams for the LBL at 300 km and a narrow band superbeam for VLBL at 2100 km. We evaluate the event rates and investigate their sensitivities to the $`CP`$ phase and the sign of $`\mathrm{\Delta }m_{31}^2`$. Taking into account all possible experimental errors, we find that a fairly precise measurement of the $`CP`$ phase, the sign of the mass–squared difference and the mixing angle $`\theta _{13}`$ is possible but requires: (1) the joint analysis at the two baselines; (2) that both a $`\nu _\mu `$ beam and a $`\overline{\nu }_\mu `$ beam are needed at 300 km; (3) that a $`\overline{\nu }_\mu `$ beam is needed at 2100 km if $`\mathrm{\Delta }m_{31}^2`$ is negative; and (4) a significant increase in the statistics at both 300 km and 2100 km. We find that $`\mathrm{sin}^2(2\theta _{13})`$ can be probed to very small values, depending on the value of the $`CP`$ phase.

In Sec. II we describe how the simulations are performed. In Sec. III our results are presented. A brief discussion and conclusion can be found in Sec. IV.

## II Description of simulations

### A Parametrization and inputs

Our oscillation analyses will be restricted to 3 flavors of active neutrinos. The parameters of the system consists of 2 mass–squared differences (MSD), 3 mixing angles and 1 measurable $`CP`$ phase. The unitary mixing matrix in the vacuum is parameterized as usual

$`U`$ $`=`$ $`\left(\begin{array}{ccc}c_{12}c_{13}& c_{13}s_{12}& \widehat{s}_{13}^{}\\ c_{23}s_{12}c_{12}\widehat{s}_{13}s_{23}& c_{12}c_{23}s_{12}\widehat{s}_{13}s_{23}& c_{13}s_{23}\\ s_{12}s_{23}c_{12}c_{23}\widehat{s}_{13}& c_{12}s_{23}c_{23}s_{12}\widehat{s}_{13}& c_{13}c_{23}\end{array}\right),`$ (4)
where $`s_{jk}=\mathrm{sin}(\theta _{jk})`$, $`c_{jk}=\mathrm{cos}(\theta _{jk})`$, and $`\widehat{s}_{jk}=\mathrm{sin}(\theta _{jk})e^{i\delta _{\mathrm{CP}}}`$, $`\theta _{jk}`$ defined for $`j<k`$ are the mixing angles of mass eigenstates $`\nu _j`$ and $`\nu _k`$, and $`\delta _{\mathrm{CP}}`$ is the $`CP`$ phase angle. The three mass eigenvalues are denoted as $`m_1`$, $`m_2`$, and $`m_3`$. The two independent MSD are $`\mathrm{\Delta }\mathrm{m}_{21}^2\mathrm{m}_2^2\mathrm{m}_1^2`$ and $`\mathrm{\Delta }\mathrm{m}_{31}^2\mathrm{m}_3^2\mathrm{m}_1^2`$.

The inputs of the mixing angles and MSD’s are obtained from solar, atmospheric and reactor experiments:

$`\mathrm{sin}^2(2\theta _{12})=0.8,`$ $`\mathrm{\Delta }\mathrm{m}_{21}^2=5\times 10^5\mathrm{eV}^2,`$ (5)
$`\mathrm{sin}^2(2\theta _{23})=1.0,`$ $`|\mathrm{\Delta }\mathrm{m}_{31}^2|=3\times 10^3\mathrm{eV}^2,`$ (6)
$`\mathrm{sin}^2(2\theta _{13})0.1.`$ (7)
Note that the sign of $`\mathrm{\Delta }m_{31}^2`$ is unknown. The currently favored Large Mixing Angle solar solution requires $`\delta m_{21}^2>0`$.

In LBL experiments the neutrino beam interacts with electrons contained in Earth matter . In the present study we use the Preliminary Reference Earth Model , generally known as PREM, for Earth density profiles  and numerically integrate the Schrödinger equation that descibes the propagation of the neutrino in matter for the treatment of distance dependent matter density. However, we note that there exist more sophisticated approaches to Earth matter effect, including both an updated average density profile known as the AK135  and treatments of uncertainties of the density profile  which can affected the determination of the $`CP`$ phase angle.

### B Beams and detectors

The HIPA 50 GeV proton synchrotron beam calls for a power of 0.77 MW in phase I, to be upgraded to 4 MW in phase II. The superbeam provided by HIPA can be a wide band beam (WBB), a pulsed narrow band beam (NBB), or an off-axis beam (OAB). The WBB contains neutrinos with widely distributed energy. In a NBB the neutrino flux is concentrated in a narrow range of energies, with maximum energy $`E_{\mathrm{peak}}`$ where the intensity is peaked, and the intensity decreases rapidly below $`E_{\mathrm{peak}}`$. An OAB also peaks at a certain energy, but has a longer high-energy tail than that of a NBB. More details of the various beam profiles can be found in Ref. . For the 2100 km baseline we use a NBB  with peak energy of 4 GeV. We have also investigated the beams of peak energies of 5, 6 and 8 GeV, but found that the 4 GeV beam gives the best results. For 300 km we use the 2-degree OAB (2–OAB) which has a peak energy at 0.8 GeV .

The detector at 2100 km is assumed to be a water Cerenkov calorimeter with resistive plate chambers  located in Beijing, tentatively called the Beijing Astrophysics and Neutrino Detector (BAND). The size of the detector will be 100 kt at the beginning and can be upgraded to a much larger one depending on the physics requirements. The detector at 300 km is initially the Kamiokande detector of the present size of 22.5 kt and upgraded later to 450 kt.***For a more discussion of the 300 km detector we refer to Ref. .

### C Experimental errors

For the experimental errors we use 3$`\sigma `$ throughout this work. All independent errors, statistical and systematic, are added in quadrature. For the statistical error we used $`3\sigma `$ Poisson errors as described in the appendix of Ref. , including a background at the 1% level of the rate of the survival channel. For the systematic error we assumed that the background is known at the 2% level as given in . To estimate the error due to the uncertainty in the measurement of the mixing angle $`\theta _{23}`$, we assumed that $`\mathrm{sin}^2(2\theta _{23})`$ is measured via the survival channel at $`L=300`$ km, with the event rate given by $`N(\nu _\mu \nu _\mu )N_0(1\mathrm{sin}^2(2\theta _{23})\mathrm{sin}^2(\mathrm{\Delta }))`$, where $`\mathrm{\Delta }\pi /2`$ and $`N_0`$ is the number of events in the absence of oscillations. Then the statistical uncertainty on $`\mathrm{sin}^2(2\theta _{23})`$ is

$$\delta (\mathrm{sin}^2(2\theta _{23}))=\sqrt{N}/N_0\frac{1}{\sqrt{N_0}}\sqrt{(1\mathrm{sin}^2(2\theta _{23})\mathrm{sin}^2(\mathrm{\Delta }))}.$$
(8)
We then find the variation in the rate in question for a 3$`\sigma `$ deviation in $`\theta _{23}`$, and added this in quadrature to the other 3$`\sigma `$ errors described above to obtain the total 3$`\sigma `$ error.

### D Scenarios

We consider three scenarios in the present investigation. The scenarios are summarized in Table 1. For Scenario I the first stage involves a 5-year experiment with a water Cerenkov detector of 22.5 kt at 300 km with the 2–OAB $`\nu _\mu `$ beam  from HIPA at 0.77 MW. This stage is contained in the plan of J2K . The second stage of this scenario has HIPA upgraded to 4 MW, as discussed in Ref. , to deliver a NBB $`\nu _\mu `$ beam to the water Cerenkov detector of 100 kt at L=2100 km to run for 5 years.

Scenario II has an upgraded 4 MW HIPA and calls for both $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ beams. The experiment at 2100 km is the same as in Scenario I. For 300 km, however, we assume a much larger water Cerenkov detector of 450 kt. It will run for 2 years with 2–OAB $`\nu _\mu `$ beam, and then 6 years with the 2–OAB $`\overline{\nu }_\mu `$ beam.

Scenario III is similar to Scenario II, but calls for a much larger water Cerenkov detector at 2100 km, to run either the $`\nu _\mu `$ or $`\overline{\nu }_\mu `$ beam, for example, for 5000 kt-yr. Whether a $`\nu `$ or $`\overline{\nu }_\mu `$ beam is delivered to the 2100 km site depends on the sign of $`\mathrm{\Delta }\mathrm{m}_{31}^2`$, as will be explained below.

## III Results of the simulation

### A Strategy

Let us first describe briefly the strategy of our calculation. There are 6 measurable oscillation parameters in the 3-flavor neutrino scheme. There are two mass scales; one is the atmospheric scale and the other the solar scale. Existing oscillation experiments have determined that the two mass scales are widely separated and therefore sensitive to different $`L/E_\nu `$ regions. The LBL and VLBL we are considering are affected by the solar scale only at next–to–leading order, but can be strongly affected by the unknown parameters $`\delta _{CP}`$ and $`\theta _{13}`$. Hence we will take $`\mathrm{\Delta }\mathrm{m}_{21}^2`$ and $`\theta _{12}`$ to be the values determined in solar experiments, as given in Eq. (5). This leaves 4 parameters to be determined, but $`|\mathrm{\Delta }\mathrm{m}_{31}^2|`$ and $`\theta _{23}`$ are known already to a fair degree of accuracy from atmospheric neutrino experiments. Therefore obtaining $`\theta _{13}`$, $`\delta _{\mathrm{CP}}`$, and the sign of $`\mathrm{\Delta }\mathrm{m}_{31}^2`$ is the main goal of our calculation.

The current and soon to be online LBL experiments will determine $`|\mathrm{\Delta }\mathrm{m}_{31}^2|`$ and $`\mathrm{sin}^2(2\theta _{23})`$ to a better accuracy; $`\delta m_{21}^2`$ and $`\mathrm{sin}^2(2\theta _{12})`$ will be measured more precisely by KamLAND . The first task of the scenarios we propose is to determine $`|\mathrm{\Delta }\mathrm{m}_{31}^2|`$ and $`\mathrm{sin}^2(2\theta _{23})`$ more accurately, using the $`\nu _\mu `$ survival probability. This will allow us to have as small an uncertainty as possible in the determination of the parameters $`\theta _{13}`$ and $`\delta _{CP}`$. Let us define $`N_\alpha (L)`$ as the number of charge–current events involving the $`\alpha `$ charged lepton at the baseline $`L`$. We assume that $`N_\mu (300)`$, which depends on the $`\nu _\mu `$ survival probability, is used to determine $`|\mathrm{\Delta }m_{31}^2|`$ and $`\theta _{23}`$ with as small an error as possible. Then in the various scenarios $`N_\mu (300)`$ cannot be used to determine $`\theta _{13}`$ and $`\delta _{CP}`$When new runs at $`L`$=300 km with better statistics are made, the improved $`N_\mu (300)`$ will be used to update the values of $`|\mathrm{\Delta }m_{31}^2|`$ and $`\theta _{23}`$.

### B Scenario I ($`\nu _\mu `$ beam only)

In this scenario we assume that only the $`\nu _\mu `$ beam is employed to run at $`L`$=300 km and 2100 km. Since $`N_\mu (300)`$ has already been used to determine $`|\mathrm{\Delta }m_{31}^2|`$ and $`\mathrm{sin}^2(2\theta _{23})`$, we are left with three types of independent measurements for the determination of $`\theta _{13}`$, $`\delta _{\mathrm{CP}}`$ and the sign of $`\mathrm{\Delta }m_{31}^2`$: $`N_e(300)`$, $`N_e(2100)`$ and $`N_\mu (2100)`$. The measurements of these three types of events form a surface in a three-dimensional space when $`\theta _{13}`$ and $`\delta _{CP}`$ are varied in their allowed ranges. The angle $`\theta _{13}`$ is constrained by the CHOOZ reactor experiment  and the $`CP`$ phase is completely unconstrained. Therefore, we take their ranges to be: $`\mathrm{sin}^2(2\theta _{13})=(0,0.1)`$ and $`\delta _{\mathrm{CP}}=(0,2\pi `$). Such three–dimensional surfaces, which are tube–like, are displayed in Fig. 1. The upper and lower surfaces are for negative and positive $`\mathrm{\Delta }\mathrm{m}_{31}^2`$, respectively. The closed curves around the axes of the tubes are traced out by varying $`\delta _{\mathrm{CP}}`$ from $`0`$ to $`2\pi `$, while the lines running parallel to the axes of the tubes are determined by varying $`\mathrm{sin}^2(2\theta _{13})`$ from $`0.01`$ to $`0.1`$. For fixed $`\mathrm{sin}^2(2\theta _{13})`$ values, we then obtain the ellipses in Fig. 2.

When $`N_e(300)`$, the number of the $`\nu _e`$ appearance events at 300 km, is measured, it determines a closed curve which is obtained from the three-dimensional surface by a cut at a given value on the $`N_e(300)`$ axis. The value of $`N_e(300)`$ does not determine $`\theta _{13}`$ directly since $`\delta `$ is unknown; for each of the closed curves we obtain a definite relation between $`\delta `$ and $`\mathrm{sin}^2(2\theta _{13})`$ when the sign of $`\mathrm{\Delta }m_{31}^2`$ is given. We show in Fig. 3 two sets of such relations for each $`\mathrm{\Delta }\mathrm{m}_{31}^2`$ sign. As shown, we choose two extreme values of $`N_e(300)`$, each of which leads to a range of values for $`\mathrm{sin}^2(2\theta _{13})`$, depending on the sign of $`\mathrm{\Delta }\mathrm{m}_{31}^2`$. For positive $`\mathrm{\Delta }\mathrm{m}_{31}^2`$, the larger $`N_e(300)`$ curve limits $`\mathrm{sin}^2(2\theta _{13})`$ to the range ($`0.06,0.1`$), while the smaller one corresponds to $`\mathrm{sin}^2(2\theta _{13})`$ lying in the range ($`0.006,0.01`$). Similarly, the ranges of the values of $`\mathrm{sin}^2(2\theta _{13})`$ for negative $`\mathrm{\Delta }\mathrm{m}_{31}^2`$ can be read off from Fig. 3.

We plot in Fig. 4 the two-dimensional curves with fixed $`N_e(300)`$. Note that the scale of the horizontal axis is logarithmic. If the scale was linear, the curves would be ellipses. An open square indicates the point on a curve with $`\delta _{\mathrm{CP}}`$=0, solid square 90, open circle 180, and solid circle 270. We also show a representative 3$`\sigma `$ error bar for each curve. The assignment of statistical and systematic errors has been discussed in the preceding section. The total error is dominated mostly by the statistical error. One sees that although the sign of $`\mathrm{\Delta }m_{31}^2`$ can be determined at the 3$`\sigma `$ level, there is no sensitivity to the value of the $`CP`$ phase. In particular, the error in the $`N_\mu (2100)`$ channel is very large in comparison with the range of variation in the number of events when $`\delta _{\mathrm{CP}}`$ varies; we will encounter similar situation in the next scenario.

### C Scenario II ($`\nu `$ and $`\overline{\nu }`$ beams)

By including the $`\overline{\nu }_\mu `$ beam aimed at the detector at 300 km, we have two more types of events, i.e., $`N_{\overline{e}}(300)`$ and $`N_{\overline{\mu }}(300)`$. So, in addition to the three-dimensional surface in the $`N_e(300)`$-$`N_e(2100)`$-$`N_\mu (2100)`$ space shown earlier in Fig. 1, we also have surfaces in the spaces $`N_e(300)`$-$`N_{\overline{e}}(300)`$-$`N_{\overline{\mu }}(300)`$ and $`N_e(300)`$-$`N_{\overline{e}}(300)`$-$`N_e(2100)`$, as shown in Figs. 5 and 8, respectively. With several fixed values of $`\mathrm{sin}^2(2\theta _{13})`$ we obtain the curves shown in Figs. 6 and 9. We plot the two-dimensional projections of fixed $`N_e(300)`$=1000 and 10000 in Figs. 7 and 10.

We found in Scenario I that the 2100 km data with just a $`\nu _\mu `$ source can determine the sign of $`\mathrm{\Delta }m_{31}^2`$ at 3$`\sigma `$, but cannot measure the $`CP`$ phase (see Fig. 4). In contrast, as shown in Fig. 7, the 300 km data using both a $`\nu `$ and $`\overline{\nu }`$ source can determine the $`CP`$ phase in the ranges ($`\pi /2,3\pi /2`$) or ($`\pi /2,\pi /2`$), but cannot distinguish between the two ranges since the measurement is only sensitive to $`\mathrm{sin}\delta `$. Furthermore, unless $`\delta _{CP}`$ is close to $`\pi /2`$ or $`3\pi /2`$ the sign of $`\mathrm{\Delta }m_{31}^2`$ cannot be determined once all of the experimental errors, including the error in the determination of $`\theta _{23}`$, are taken into account, leaving a four-fold ambiguity. The problem lies in the fact that $`N_{\overline{\mu }}(300)`$ is used; as already noted in Scenario I, survival data provide poor resolution to the $`CP`$ phase, and the matter effect is small at the relatively short distance of 300 km. Six more three-dimensional plots which will contain either $`N_{\overline{\mu }}(300)`$, or $`N_\mu (2100)`$, or both, can be made, but they are not very useful in the present analysis because they involve the survival data.

In order to obtain good resolution in the sign of the MSD and to distinguish the two ranges of the $`CP`$ phase as discussed in the preceding section, we have to use data of the electron flavor only. Hence we need two experiments with different $`L/E_\nu `$ ratios and one of them should be a VLBL for a good sensitivity to the matter effect. This brings us to the combined analysis of $`N_e(300)`$, $`N_{\overline{e}}(300)`$ and $`N_e(2100)`$, as shown in Fig. 10. The sign of $`\mathrm{\Delta }m_{31}^2`$ can be easily determined if $`\mathrm{sin}^2(2\theta _{13})`$ is not too small and the $`CP`$ phase can be measured with again the ambiguity between the two ranges ($`\pi /2,3\pi /2`$) and ($`\pi /2,\pi /2`$), as in the case of Fig. 7. The problem lies in the fact that the resolution in $`N_e(2100)`$ is poor due to the low number of events, while the resolution of the 300 km $`\overline{\nu }_e`$ is excellent. So we have to increase the statistics at 2100 km. This takes us to Scenario III below.

### D Scenario III ($`\nu _\mu `$ and $`\overline{\nu }_\mu `$ beams with increased statistics)

The situation of Scenario II can be improved if the statistics in $`N_e(2100)`$ are significantly increased. This can be achieved by using a larger detector and/or running for a longer period of time for the $`N_e(2100)`$ measurement. For Scenario III we set the detector size times the running time at $`L`$=2100 km to be 10 times larger than that of Scenario II, assuming that the number of events can be straightforwardly scaled up with the detector size. The running at 300 km is the same as in Scenario II. The resultant two-dimensional plot is shown Fig. 11. In this scenario, the sign of $`\mathrm{\Delta }m_{31}^2`$ can be clearly determined at the 3$`\sigma `$ level, even for $`N_e(300)`$=1000 which corresponds to a very small $`\mathrm{sin}^2(2\theta _{13})`$ lying in the range ($`0.006,0.01`$), as indicated by the dotted curves in Fig. 11.

If $`\mathrm{\Delta }m_{31}^2`$ is positive, a reasonably accurate determination of $`\delta _{CP}`$ can be made with no sgn($`\mathrm{\Delta }m_{31}^2`$) or $`\theta _{13}`$ ambiguity, and the $`\overline{\nu }_\mu `$ beam is not needed at 2100 km even for very small $`\mathrm{sin}^2(2\theta _{13})`$ in the range ($`0.006,0.01`$). This is consistent with the results of Ref. , where it was found that a $`\nu _\mu \nu _e`$ and $`\overline{\nu }_\mu \overline{\nu }_e`$ measurement at short distance and a $`\nu _\mu \nu _e`$ measurement at a long distance could resolve parameter ambiguities for $`\mathrm{sin}^2(2\theta _{13})>0.005`$. To see the sensitivity more clearly for positive $`\mathrm{\Delta }m_{31}^2`$, we replot the results in Figs. 12 and 13 respectively for $`N_e(300)`$=10000 and 1000. We see that for $`N_e(300)=10000`$, which corresponds to larger $`\mathrm{sin}^2(2\theta _{13})`$ ($`0.060.1`$) as shown in Fig. 3, the $`CP`$ phase can be determined better than 10 at 3$`\sigma `$ for $`\delta _{\mathrm{CP}}`$ small or around 180. The sensitivity deteriorates slowly when $`\delta _{CP}`$ moves away from $`0^{}`$ or $`180^{}`$, and the uncertainty becomes of the order of 25 when $`\delta _{\mathrm{CP}}`$ is close to 90 or 270.

Even for $`N_e(300)`$=1000, which corresponds to very small $`\mathrm{sin}^2(2\theta _{13})`$ in the range of ($`0.006,0.01`$), the measurement of the $`CP`$ phase is still reasonably good. It is interesting to note that the sensitivity of the $`CP`$ measurement near $`\delta _{\mathrm{CP}}`$=0 and 180 for $`N_e(300)=1000`$ is comparable to that of the much higher number of events of $`N_e(300)`$=10000. Hence, in this scenario, either case can establish whether or not $`CP`$ in the lepton sector is violated if $`\delta _{\mathrm{CP}}`$ deviates by than 10 from the $`CP`$ conserving points of $`\delta _{\mathrm{CP}}`$=0 or 180.

If $`\mathrm{\Delta }m_{31}^2`$ is negative, the $`\overline{\nu }_\mu \overline{\nu }_e`$ oscillation is the favorable channel to investigate. Hence once it is clear that $`\mathrm{\Delta }\mathrm{m}_{31}^2`$ is negative (see the next section for a detailed discussion), the $`\overline{\nu }_\mu `$ beam should be delivered to 2100 km to run for 5000 kt-yr. The results, which are the counterparts to Fig. 11, are shown in Fig. 14. With positron events at 2100 km the $`CP`$ phase can be well measured. To see the sensitivity more clearly, we replot the results in Figs. 15 and 16 for $`N_e(300)`$=10000 and 1000 respectively. The accuracy of the $`\delta _{CP}`$ measurement for $`\mathrm{\Delta }m_{31}^2<0`$ using the $`\overline{\nu }_\mu `$ beam is about the same as that of the $`\nu _\mu `$ beam for $`\mathrm{\Delta }\mathrm{m}_{31}^2>0`$, although the distinction between $`\delta _{CP}`$ in the range ($`\pi /2,\pi /2`$) and $`\delta _{CP}`$ in the range ($`\pi /2,3\pi /2`$) is not as good for a $`\overline{\nu }_\mu `$ beam with $`\mathrm{\Delta }m_{31}^2<0`$.

We have also done the analysis assuming a $`\nu `$ or $`\overline{\nu }`$ NBB of peak energy 5, 6, or 8 GeV is delivered to the detector at 2100 km. We found that for these cases the ellipses in Figs. 11 to 15 are much flatter than for the 4 GeV NBB, so that they do not do as well in resolving the degeneracy in $`\delta _{CP}`$.

## IV Conclusion and discussion

We conclude that with a superbeam, such as that delivered by HIPA, the joint analysis at two baselines, of which one is an LBL at 300 km and the other a VLBL at 2100 km, can determine the $`\mathrm{\Delta }m_{31}^2`$ sign and give a reasonably precise measurement of the $`CP`$ phase and $`\theta _{13}`$. To achieve this, both $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ beams are needed for the LBL experiment. The survival events $`\nu _\mu \nu _\mu `$ and $`\overline{\nu }_\mu \overline{\nu }_\mu `$ are generally insensitive to the matter and $`CP`$ effects.

The initial HIPA $`\nu _\mu `$ beam with power 0.77 MW will run with exposure 22.5$`\times `$5 kt-yr at a detector at $`L`$=300 km to obtain both survival events $`N_\mu (300)`$ and appearance events $`N_e(300)`$. The former is used to improve the determination of the mixing angle $`\theta _{23}`$ and mass–squared difference $`|\mathrm{\Delta }m_{31}^2|`$, so as to reduce the uncertainty of these crucial input parameters. The latter can show the existence of an appearance signal for $`\mathrm{sin}^2(2\theta _{13})0.006`$ and find a crude relation between $`\delta _{CP}`$ and $`\theta _{13}`$ as shown in Fig. 3.

A detailed determination of the oscillation parameters will require an upgrade of the HIPA beam power to 4 MW. Using our studies in this paper as a guide, we suggest as one possibility the following experimental steps using the upgraded HIPA beam:

Stage 1: Deliver a 4 MW $`\nu `$ 2–OAB to a 450 kt detector at a distance of $`L`$=300 km for 2 years. The survival events $`N_\mu (300)`$ are used to determine more precisely the parameters $`\theta _{23}`$ and $`|\mathrm{\Delta }m_{31}^2|`$. The appearance events $`N_e(300)`$ are used to refine the relation between $`\delta _{CP}`$ and $`\theta _{13}`$, as shown in Fig. 3.

Stage 2: A 4 MW $`\nu `$ NBB with peak energy around 4 GeV is delivered to a detector at $`L`$=2100 km, to run for 100$`\times `$5 kt-yr. The survival and appearance events $`N_\mu (2100)`$ and $`N_e(2100)`$ are used to determine the sign of $`\mathrm{\Delta }m_{31}^2`$, with the most sensitivity coming from $`N_e(2100)`$ (see Fig. 4).

Stage 3: A 4 MW $`\overline{\nu }_\mu `$ 2–OAB is delivered to the 300 km baseline detector for 450$`\times `$6 kt-yr and $`N_{\overline{\mu }}(300)`$ and $`N_{\overline{e}}(300)`$ are obtained. The data can only determine $`\delta _{CP}`$ and $`\theta `$ up to a 2-fold degeneracy because of the poor separation between $`\delta `$ and $`\pi \delta `$ in the $`N_{\overline{\mu }}(300)`$ measurement, as demonstrated in Fig. 7.

Stage 4: A 4 MW $`\nu _\mu `$ ($`\overline{\nu }_\mu `$) NBB with peak energy around 4 GeV is delivered to the 2100 km baseline detector for 1000$`\times `$5 kt-yr if $`\mathrm{\Delta }m_{31}^2>0`$ ($`\mathrm{\Delta }m_{31}^2<0`$). Then at 3$`\sigma `$, the value of $`\delta _{CP}`$ can be determined to about $`10^{}`$ for values close to $`0^{}`$ or $`180^{}`$, or to about $`25^{}`$ for values close to $`90^{}`$ or $`270^{}`$. The distinction between $`\delta _{CP}`$ in the ranges $`(\pi /2,\pi /2)`$ and $`(\pi /2,3\pi /2)`$ is better for $`\mathrm{\Delta }m_{31}^2>0`$ than for $`\mathrm{\Delta }m_{31}^2<0`$. The $`\mathrm{\Delta }m_{31}^2>0`$ case is shown in Figs. 12 and 13 and that of $`\mathrm{\Delta }m_{31}^2<0`$ in Figs. 15 and 16.

It is apparent from our calculation that in order to obtain enough statistics to provide a reasonably precise measurement of $`\theta _{13}`$ and $`\delta _{CP}`$ the total detector size and running time have to be sufficiently large. We have not attempted a detailed optimization; rather, we offer our calculation as an example for illustration. A search is still required to determine the optimal conditions for the measurement. Eventually uncertainties in the Earth matter density along a given baseline as well as uncertainties in the solar neutrino oscillation parameters $`\theta _{12}`$ and $`\mathrm{\Delta }m_{21}^2`$ must also be taken into account.

## Acknowledgment

We thank T. Kobayashi for providing neutrino beam profiles and K. Hagiwara for discussions. We also thank L.-Y. Shan and our colleagues of the H2B collaboration  for discussions. This work is supported in part by DOE Grant No. DE-FG02-G4ER40817.

Table 1 Different possible scenarios in joint analyses
L=300 km L=2100 km   beam power detector size $`\times `$ runing time beam power detector size $`\times `$ runing time   (2–OAB) (MW) (kt$``$ year) (NBB) (MW) (kt$``$year)  Scenario I $`\nu _\mu `$ $`0.77`$ $`22.5\times 5`$ $`\nu _\mu `$ $`4`$ $`100\times 5`$  Scenario II $`\nu _\mu `$ $`4`$ $`450\times 2`$ $`\nu _\mu `$ $`4`$ $`100\times 5`$   $`\overline{\nu }_\mu `$ $`4`$ $`450\times 6`$     Scenario III $`\nu _\mu `$ $`4`$ $`450\times 2`$ $`\nu _\mu `$ $`4`$ $`5000`$ for $`\mathrm{\Delta }\mathrm{m}_{31}^2>0`$   $`\overline{\nu }_\mu `$ $`4`$ $`450\times 6`$ $`\overline{\nu }_\mu `$ $`4`$ $`5000`$ for $`\mathrm{\Delta }\mathrm{m}_{31}^2<0`$


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# Knot Signature Functions are Independent

## 1. Introduction

Associated to each knot $`KS^3`$ there is a Seifert matrix $`V_K`$. The set of such Seifert matrices consists of those square integral matrices $`V`$ satisfying $`det(VV^T)=\pm 1`$, where $`V^T`$ denotes the transpose. For each unit complex number $`\omega `$ the hermitianized Seifert form, $`V_\omega `$, is defined by $`V_\omega =(1\omega )V+(1\overline{\omega })V^T`$; the signature of this matrix is denoted $`\sigma _\omega (V)`$. It is possible to associate different Seifert matrices to a given knot, however the value of $`\sigma _\omega (V_K)`$ is known to depend only on $`K`$ and not the choice of Seifert matrix \[Le1, Tr\]; $`\sigma _\omega (V_K)`$ is usually denoted $`\sigma _\omega (K)`$.

Let $`S`$ denote the set of all unit complex numbers with positive imaginary parts. In this paper we study the linear independence of the set of these signature functions, $`\{\sigma _\omega \}_\omega S`$, viewed as real valued functions on the set of all Seifert matrices, and consequently as functions on the set of all knots. Our first result is the following:

###### Theorem 1.

The set of functions, $`\{\sigma _\omega \}_{\omega S}`$, is linearly independent.

Previously the only sets $`D`$ for which it was known that $`\{\sigma _\omega \}_{\omega D}`$ is linear independent were certain discrete subsets of $`S`$, \[Le1, Tr\]. Applications of this result include the demonstration that a number of results that hold in high-dimensional knot theory fail in dimension 3. This is briefly summarized in Section 6.

A Seifert matrix is necessarily of even dimension, say $`2g`$. It is called metabolic if there is a summand of dimension $`g`$ of $`𝐙^{2g}`$ on which the associated bilinear form vanishes. It is called hyperbolic if $`𝐙^{2g}`$ is the direct sum of two such summands. Over the rational numbers these are identical concepts, but that is not the case over $`𝐙`$. In particular, $`\sigma _\omega (V)`$ is identically 0 if $`V`$ is hyperbolic, but can be nonzero for a metabolic form $`V`$ if $`\omega `$ is a root of the Alexander polynomial of $`V`$, $`\mathrm{\Delta }_V(t)=det(VtV^t)`$. A detailed analysis of the signature functions of metabolic forms was accomplished in \[Le3\]. The topological significance of these concepts is that metabolic forms correspond to slice knots and hyperbolic forms correspond to double null–concordant knots \[Su\]. Renewed interest in double null-concordance, as summarized in Section 6, motivates our study of the signature functions associated to metabolic Seifert forms.

Polynomials that occur as Alexander polynomials are precisely those polynomials that are symmetric, $`\mathrm{\Delta }(t^1)=\pm t^j\mathrm{\Delta }(t)`$, for some $`j`$, and satisfy $`\mathrm{\Delta }(1)=\pm 1`$. Let $`DS`$ denote the set of unit roots of Alexander polynomials with positive imaginary parts.

###### Theorem 2.

The set of functions, $`\{\sigma _\omega \}_{\omega D}`$, is linearly independent on the set of all metabolic Seifert matrices.

This has the following topological corollary.

###### Corollary 2.1.

If $`\nu `$ is a unit root of some Alexander polynomial, there is a slice knot $`K`$ with $`\sigma _\omega (V_K)0`$ if and only if $`\omega =\nu \text{ or }\overline{\nu }`$.

## 2. Independence of Signature Functions

###### Proof of Theorem 1.

For a given Seifert matrix $`V`$, $`\sigma _\omega (V)`$ can be viewed as an integer valued function of $`\omega S`$. Simple arguments show that jumps of this function can occur only at those values of $`\omega `$ that are roots of $`\mathrm{\Delta }_V(t)`$, and if the root is simple the jump is nontrivial. Also, for each $`V`$, $`\sigma _\omega (V)=0`$ for all $`\omega `$ close to 1. (For proofs, see, for instance, \[Le1\].)

We will next show that for any given $`\omega S`$ there is an $`\omega ^{}S`$ arbitrarily close to $`\omega `$ and a Seifert matrix $`V`$ whose signature function has its only nontrivial jump at $`\omega ^{}`$. From this the theorem follows since one easily constructs, for any finite set $`\{\sigma _{\omega _i}\}_{1iN}`$ and any chosen $`k,1kN`$, a Seifert matrix $`V_k`$ with $`\sigma _{\omega _k}(V_k)0`$ and $`\sigma _{\omega _i}(V_k)=0`$ if $`1iN`$ and $`ik`$.

To construct the desired matrix $`V`$ we construct a polynomial $`\mathrm{\Delta }`$ having a unique root in $`S`$ at a point $`\omega ^{}`$ that can be made as close to $`\omega `$ as desired. Since $`\mathrm{\Delta }`$ will be constructed to be integral, to satisfy $`\mathrm{\Delta }(1)=\pm 1`$ and to be symmetric, it is the Alexander polynomial of some Seifert matrix $`V`$, \[Se\].

For a given $`r`$, $`1<r<1`$, consider the polynomial

$$F_r(t)=(t1)^2(t^22rt+1)=t^4+(22r)t^3+(4r+2)t^2+(22r)t+1.$$

It is easily seen that $`F_r(t)`$ has a pair of (unit) complex roots with real part $`r`$. Let $`r=`$Re($`\omega `$) so that $`F`$ has roots at $`\omega `$ and $`\overline{\omega }`$. For a given $`ϵ`$ there is a $`\delta `$ such that a perturbation of the coefficients of $`F_r`$ by less than $`\delta `$ moves the roots less than $`ϵ`$. Choose a rational approximation $`a/b,`$ $`b>0`$, to $`r`$ so that replacing $`r`$ in the coefficients of $`F_r`$ by $`a/b`$ changes the coefficients by less than $`\delta /2`$. Furthermore, choose $`b`$ large enough so that $`1/b<\delta /2`$. Then the roots of

$$G(t)=t^4+(22\frac{a}{b})t^3+(4\frac{a}{b}+2\frac{1}{b})t^2+(22\frac{a}{b})+1$$

are within $`ϵ`$ of those of $`F_r`$. Multiplying through by $`b`$ yields the desired polynomial:

$$\mathrm{\Delta }(t)=bt^4+(2b2a)t^3+(4a+2b1)t^2+(2b2a)t+b.$$

Since $`\mathrm{\Delta }(1)=1`$ and $`b>0`$, $`\mathrm{\Delta }(t)`$ has at least two real roots. The remaining roots $`\omega ^{}`$ and $`\overline{\omega }^{}`$ are within $`ϵ`$ of $`\omega `$ and $`\overline{\omega }`$. Since $`\mathrm{\Delta }(t)`$ is real, symmetric, and it has exactly two nonreal roots, these roots must be lie on the unit circle. The result follows.

## 3.  A Remark on Concordance

There is an equivalence relation on the set of Seifert forms called algebraic concordance: $`V_1`$ and $`V_2`$ are concordant if $`V_1V_2`$ is metabolic. The set of equivalence classes forms a group, $`𝒢`$, the algebraic concordance group. (See \[Le1\].) The signature functions are not well–defined on $`𝒢`$, but this difficulty can be overcome by considering the averaged signature function, $`\sigma _\omega ^{}`$, obtained as the two–sided average of $`\sigma _\omega `$. Our theorem is easily seen to apply to the set $`\{\sigma _\omega ^{}\}_{\omega S}`$, where this is now a set of homomorphisms, not simply functions, on $`𝒢`$.

The same result holds for the corresponding topological construction, the concordance group of knots, $`𝒞`$. Further details will be summarized in the final section.

## 4. Signature Functions of Metabolic Forms

A simple algebraic calculation shows that the matrix $`V_\omega `$ is singular precisely when the unit $`\omega `$ is a root of $`\mathrm{\Delta }_V(t)`$. If $`V`$ is metabolic it follows readily that $`\sigma _\omega (V)=0`$, except perhaps when $`\omega `$ is a root of $`\mathrm{\Delta }_V(t)`$. In \[Le3\], Levine constructed metabolic matrices with nontrivial signature at $`\omega =e^{\pi i/3}`$, the root of $`t^2t+1`$.

Our goal is to show that Levine’s construction can be expanded to cover any root of any Alexander polynomial. One slightly subtle point in the proof of Theorem 2 is in dealing with Alexander polynomials that have several unit roots; in such cases we must be able to specify at exactly which roots the signature function is nonzero.

###### Proof of Theorem 2.

Let $`\mathrm{\Delta }(t)=_{i=0}^{2g}d_it^i`$ be an Alexander polynomial. Since multiplication by $`\pm t^j`$ does not change the unit roots of $`\mathrm{\Delta }(t)`$, we can assume that $`d_00`$, $`d_{2gi}=d_i`$ and that $`\mathrm{\Delta }(1)=1`$.

Consider the matrix $`V`$ below, with $`0_{2g}`$ a $`2g\times 2g`$ matrix of zeroes and $`I_g`$ the $`g\times g`$ identity. The $`g\times g`$ and $`2g\times 2g`$ integer matrices $`A_g`$ and $`B_{2g}`$ will be specified in the course of the proof. We will choose $`B_{2g}`$ to be symmetric, so assume so throughout the discussion.

$$V=\left(\begin{array}{cc}\text{0}\text{2g}& \left(\begin{array}{cc}\text{I}_g& A_g\\ \text{I}_g& \text{0}_g\end{array}\right)\\ \left(\begin{array}{cc}\text{0}& \text{I}_g\\ A_g^T& \text{I}_g\end{array}\right)& \mathrm{\Omega }B_{2g}\end{array}\right)$$

Since $`det(VV^T)=1`$, $`V`$ is the Seifert matrix. The half–dimensional block of zeroes implies that $`V`$ is metabolic.

Simple work with the matrices and algebraic manipulations yield that $`\mathrm{\Delta }_V(t)`$ is the square of $`det((1t)^2A_g+t)`$, or, more usefully,

$$\mathrm{\Delta }_V(t)=\left((1t)^{2g}\lambda (\frac{t}{(1t)^2})\right)^2,$$

where $`\lambda (x)=det(A_g+xI_g`$). Writing $`\lambda (x)=_{j=0}^ga_jx^j`$, it follows that $`\mathrm{\Delta }_V(t)=(P(t))^2`$, where

$$P(t)=\underset{j=0}{\overset{g}{}}(1t)^{2g2j}a_jt^j.$$

From this description of $`P`$ if follows that: 1) $`P(t)`$ is symmetric, 2) for $`kg`$, the coefficient of $`t^k`$ in $`P(t)`$ is a linear function of $`\{a_j\}_{j=0\mathrm{}k}`$, and 3) in that linear function of $`\{a_j\}_{j=0\mathrm{}k}`$, $`a_k`$ appears with coefficient 1.

It follows from these observations that we can choose the $`a_j`$ so that $`P(t)=\mathrm{\Delta }(t)`$. (Solve first to find $`a_0=d_0`$ and then solve recursively for the remaining $`a_j`$ in order.) We now have $`\mathrm{\Delta }_V(t)=\mathrm{\Delta }(t)^2`$. Since $`\mathrm{\Delta }(1)=1`$, it follows that: 4) $`a_g=1`$. Also, since $`d_00`$ we have: 5) $`a_00`$. We must now find a matrix $`A_g`$ having the desired $`\lambda `$; the matrix we use is of the following form, presented here in the case $`g=4`$.

$$\left(\begin{array}{cccc}\text{0}& \text{0}& \text{0}& a_0\\ 1& \text{0}& \text{0}& a_1\\ \text{0}& 1& \text{0}& a_2\\ \text{0}& \text{0}& 1& a_3\end{array}\right)$$

We now consider the matrix $`(1\omega )V+(1\overline{\omega })V^T`$. Performing appropriate row operations on the top $`2g`$ rows, and simultaneous conjugate column operations of the first $`2g`$ columns, quickly yields the following matrix, where $`\mathrm{\Omega }=(1\omega )(1\overline{\omega })=(1\omega )+(1\overline{\omega })`$. (Notice that $`\mathrm{\Omega }`$ is nonzero; it equals 0 only if $`\omega =1`$, which is outside our domain.)

$$\left(\begin{array}{cc}\text{0}\text{2g}& \left(\begin{array}{cc}\text{0}_g& \mathrm{\Omega }A_gI_g\\ \text{I}_g& \frac{1}{1\omega }I_g\end{array}\right)\\ \left(\begin{array}{cc}0_g& \text{I}_g\\ \mathrm{\Omega }A_g^TI_g& \frac{1}{1\overline{\omega }}I_g\end{array}\right)& \mathrm{\Omega }B_{2g}\end{array}\right)$$

Choose $`B_{2g}`$ so that all the entries that are not in the lower right $`g\times g`$ block, denoted $`B_g`$, are zero. The $`\frac{1}{1\omega }I_g`$ block can be cleared using column operations, and simultaneous row operations will clear the $`\frac{1}{1\overline{\omega }}I_g`$ block. It then follows that the signature of $`V_\omega `$ is the signature of the following matrix.

$$\left(\begin{array}{cc}\text{0}& \mathrm{\Omega }A_gI_g\\ \mathrm{\Omega }A_g^TI_g& \mathrm{\Omega }\text{B}_g\end{array}\right)$$

Next, simultaneous column operations on the last $`g`$ columns and row operations on the last $`g`$ rows can be used to put the $`\mathrm{\Omega }AI_g`$ block into lower triangular form and the $`\mathrm{\Omega }A^TI_g`$ block into upper triangular form. If this is done, all entries on the diagonal of the upper right hand $`g\times g`$ block are nonzero (actually $`1`$) except the last diagonal element, which becomes $`\mathrm{\Omega }^g\lambda (\frac{1}{\mathrm{\Omega }})`$. If $`B_g`$ is chosen so that all entries are 0 except its top right and bottom left entries, let’s call them $`b_1`$, and the bottom right entry, say $`b_2`$, then after these row and column operations, the bottom right entry of the entire matrix has become $`\mathrm{\Omega }_2b_2+2\mathrm{\Omega }^2a_0b_1`$. Hence, the signature of the original matrix $`V_\omega `$ is equal to the signature of the $`2\times 2`$ matrix,

$$\left(\begin{array}{cc}\text{0}& \lambda (\frac{1}{\mathrm{\Omega }})\\ \lambda (\frac{1}{\mathrm{\Omega }})& \mathrm{\Omega }b_2+2\mathrm{\Omega }^2a_0b_1\end{array}\right)$$

From the identity $`\mathrm{\Delta }(t)=(1t)^{2g}\lambda (\frac{t}{(1t)^2})`$ we see that $`\lambda (\frac{1}{\mathrm{\Omega }})=(1\omega )^{2g}\mathrm{\Delta }(\omega )`$. Hence the matrix is nonsingular with 0 signature unless $`\omega `$ is root of the $`\mathrm{\Delta }`$. On the other hand, if $`\omega `$ is a root of $`\mathrm{\Delta }`$, then the signature is given by the sign of $`\mathrm{\Omega }b_2+2\mathrm{\Omega }^2a_0b_1`$, which is the same as the sign of $`b_2+2\mathrm{\Omega }a_0b_1`$ since $`\mathrm{\Omega }=(1\omega )(1\overline{\omega })`$ is a nonzero norm.

It remains to select $`b_1`$ and $`b_2`$ appropriately. Suppose that $`\mathrm{\Delta }`$ has unit roots with positive imaginary parts $`\{\omega _1,\mathrm{},\omega _k\}`$, placed in order of increasing real part, and let $`p`$ satisfy $`1pk`$. Since $`\mathrm{\Omega }=22\text{Re }\omega `$ is a decreasing function of the real part of $`\omega `$, it is clear that $`b_1`$ and $`b_2`$ can be selected so that $`b_2+2\mathrm{\Omega }a_0b_1`$ is positive for $`\omega _j`$ when $`jp`$ and it is negative for $`\omega _j`$ when $`j>p`$. The corresponding matrix, say $`V_1`$, has signature $`\sigma _{\omega _j}(V_1)=1`$ if $`kp`$ and $`\sigma _{\omega _j}(V_1)=1`$ if $`k>p`$. Similarly, construct $`V_2`$ so that $`\sigma _{\omega _j}(V_2)=1`$ if $`k<p`$ and $`\sigma _{\omega _j}(V_2)=1`$ if $`kp`$. The direct sum of these two matrices has the desired property: its only nontrivial signature is t $`\sigma _{\omega _p}(V_1V_2)=2`$.

Comment. For the matrix constructed we have $`\sigma _{\omega _p}=2`$ and all other signatures are 0. Can a similar matrix be constructed, only with $`\sigma _{\omega _p}=1`$? If the irreducible polynomial for $`\omega _p`$ has a unique root $`\omega S`$ the construction gives such an example. If, however, there are multiple roots in $`S`$, it can be shown that the parity of the signatures at each of these roots must be the same, as follows. The parity of the signature of $`V_\omega `$ is determined by its rank and nullity of $`V_\omega `$. Both of these are invariant under the action of the Galois group permuting the roots of $`\mathrm{\Delta }(t)`$.

## 5. Higher Dimensional Knots

The algebraic theory of 1 dimensional knots in $`S^3`$ extends to a general theory of codimension 2 knots in $`S^{2n+1}`$. According to Levine \[Le1\], the case of knots in dimension $`S^{4n+3}`$ is identical to the classical case. Hence, all the results presented so far apply for knots in these dimensions. In this section we will describe how to modify our previous work to apply to knots in $`S^{4n+1}`$. The reference for this is \[Le1\].

In the case of knots in $`S^{4n+1}`$, a Seifert matrix is a $`2g\times 2g`$ integral matrix satisfying $`det(V+V^T)=1`$. The signature function of such a Seifert matrix is given by

$$\sigma _\omega (V)=\mathrm{sign}\left[(\omega \overline{\omega })\left((1\omega )V(1\overline{\omega })V^T\right)\right].$$

The Alexander polynomial is given by $`\mathrm{\Delta }(t)=det(tV+V^T)`$. An integral polynomial is the Alexander polynomial of some such Seifert matrix if and only if $`\mathrm{\Delta }(t)=t^{2g}\mathrm{\Delta }(t^1)`$, $`\mathrm{\Delta }(1)=(1)^g`$, and $`\mathrm{\Delta }(1)`$ is a square.

Extending Theorem 1. To extend the proof of Theorem 1 to the case of knots in $`S^{4n+1}`$, we need to modify the polynomial $`\mathrm{\Delta }(t)`$ constructed in the proof to assure that it satisfies the stricter conditions on Alexander polynomials in these dimensions. To do this, we replace $`\mathrm{\Delta }(t)`$ with the polynomial $`D(t)=(ct^2+(12c)t+c)\mathrm{\Delta }(t)`$ where $`c=2(a+b)>0`$. Then it is straightforward to check that $`D(t)`$ is an Alexander polynomial of a Seifert matrix $`V`$ of a knot in $`S^{4n+1}`$, using the fact that $`\mathrm{\Delta }(1)=1`$ and $`\mathrm{\Delta }(1)=8a+8b1`$. Even though $`D(t)`$ has an additional zero $`\omega ^{\prime \prime }`$ in $`S`$, where $`\mathrm{Re}(\omega ^{\prime \prime })=11/2c`$, we can control it by choosing $`a`$ and $`b`$ carefully, as follows. Since $`a/b`$ is to be chosen close to $`r>1`$, we can assume that $`a/b>1+ϵ`$ for some fixed positive $`ϵ`$. Hence, $`c=2(a+b)>2bϵ`$ and we can choose $`b`$ large enough so that $`11/2c`$ is sufficiently close $`1`$. Since both $`\sigma _1`$ and $`\sigma _{(1)}`$ are zero for any knot in $`S^{4k+1}`$, it follows that the signature function $`\sigma _\omega (V)`$ assumes a constant nonzero value (indeed $`\pm 2`$) for $`r<\mathrm{Re}(\omega )<11/2c`$, and zero for $`\mathrm{Re}(\omega )<r`$ or $`\mathrm{Re}(\omega )>11/2c`$. Thus it can be used to complete the proof in this setting.

Extending Theorem 2. The extension of the proof of Theorem 2 for knots in $`S^{4n+1}`$ is more straightforward. We proceed in the same way but start with

$$V=\left(\begin{array}{cc}0_{2g}& \left(\begin{array}{cc}I_g& A_g\\ I_g& 0_g\end{array}\right)\\ \left(\begin{array}{cc}0_g& I_g\\ A_g^T& I_g\end{array}\right)& B_{2g}\end{array}\right),$$

which is a Seifert matrix of a slice knot in $`S^{4n+1}`$ for any $`n`$ by a result of \[Le1\], and assume that the given $`\mathrm{\Delta }(t)`$ satisfies $`\mathrm{\Delta }(1)=(1)^g`$. Then it can be shown that $`\sigma _\omega (V)`$ is zero if $`\mathrm{\Delta }(\omega )0`$, and $`\sigma _\omega (V)=b_22\mathrm{\Omega }a_0b_1`$ if $`\mathrm{\Delta }(\omega )=0`$. Now the arguments of the last paragraph of the proof of Theorem 2 can be applied to construct a desired matrix.

## 6. Applications to Knot Concordance

Our detailed examination of signature functions was motivated by problems in studying the concordance group of knots. In this section we give some indication as to the usefulness of the algebraic results of this paper.

The Seifert form $`V_K`$ associated to a knot $`K`$ in $`S^3`$ is not unique. However, as mentioned in Section 3, by placing an equivalence relation on the set of knots one arrives at the concordance group of knots, $`𝒞`$. The association $`KV_K`$ induces a surjective homomorphism: $`\varphi :𝒞𝒢`$. These notions were defined and studied by Levine \[Le1, Le2\].

Levine’s work contained two main results. One was topological—in higher dimensions the analog of $`\varphi `$ is an isomorphism. The second was algebraic—the group $`𝒢`$ is isomorphic to an infinite direct sum, $`𝐙^{\mathrm{}}𝐙_2^{\mathrm{}}𝐙_4^{\mathrm{}}`$. This algebraic result depended in part on the existence of an infinite collection of $`\omega `$ for which the associated signature functions $`\sigma _\omega `$ are linearly independent.

Several years after Levine’s work, Casson and Gordon \[CG1, CG2\] proved that $`\varphi `$ is not an isomorphism (for knots in $`S^3`$) by developing obstructions to a knot with metabolic Seifert form from being trivial in $`𝒞`$. The kernel of $`\varphi `$ is called the group of algbebraically slice knots, denoted $`𝒜`$. Later, Gilmer \[G1, G2\] demonstrated that these Casson-Gordon obstructions could be interpreted in terms of knot signatures: not those of the original knot, which are necessarily 0 if the knot is algebraically slice, but rather a knot that reflects the knotting in a surface bounded by the original knot.

The most basic applications of Gilmer’s approach to Casson-Gordon invariants called on rather simple facts about the signature function. For instance, constructing algebraically slice knots that are nontrivial in the concordance group was reduced to finding knots with nontrivial signature at a single root of unity.

As the subtleties of $`𝒜`$ have been explored, deeper facts about signatures have been called on. As one example, Stoltzfus \[St\] proved that in higher dimensions if the Alexander polynomial of a knot $`K`$ factors into irreducible factors with resultant 1, then the associated knot is concordant to a corresponding connected sum of knots. The second author of this paper, in unpublished work, has shown that this result does not apply in dimension three. The simplest example involves the polynomials $`2t^23t+2`$ and $`3t^25t+3`$. The construction of the counterexample depended, via Gilmer’s work, on finding a knot whose signatures at 67–roots of unity satisfy a complicated linear inequality. Finding such a knot could be carried out by ad hoc methods, but Theorem 1 makes the existence of such a knot automatic.

If one takes on more general problems, the ad hoc methods that can be applied to a single example are no longer useful. For instance, it now appears to be the case that for almost any pair of Alexander polynomials with resultant 1 there is a knot with Alexander polynomial the product of those polynomials, and yet the knot is not concordant to a corresponding connected sum. The proof depends on contructing knots whose signature function at the collection of some (unknown) roots of unity satisfy some (unknown) inequality. Because of the general nature of the problem, little about which roots of unity or what the inequality is can be identified. Yet, with Theorem 1 it is possible to assert that such a knot will exist.

Similar issues arise in a number of related settings. In finding properties of $`𝒢`$ that do not apply to $`𝒞`$, individual examples can sometimes be constructed using (perhaps very messy) ad hoc constructions, but general results demand complete control over the signature function, something that is offered by Theorem 1.

Applications of Theorem 2 take place in a different realm. Levine’s work in \[Le3\] offered one proof that the quotient $`𝒢/𝒢^h`$ is nontrivial, where $`𝒢^h`$ is the algebraic concordance group built using the equivalence relation based on hyperbolic rather than metabolic forms. In fact, it follows from \[Le3\] that the quotient is infinitely generated. This result implied a similar result for the topological setting of double null concordance versus concordance. Levine’s work focused on the signature function at a particular root of unity. Recent work of Cochran, Orr, and Teichner \[COT\] has renewed interest in the study of double null concordance; in particular, Taehee Kim, in unpublished work, has made significant progress in studying the case in which all invariants of the knot based on $`𝒢`$ and $`𝒢^h`$ vanish. This ongoing work points to a need for a further study of the algebra of $`𝒢^h`$. The work here demonstrates the a complete analysis of $`𝒢/𝒢^h`$ will depend on considerations of all possible unit roots of Alexander polynomials.


text:
# Study of a pair of coupled continuum equations modeling surface growth

## 1 Introduction

The dynamics of surface growth by atomic deposition have been the focus of interest over recent years (-). Several theoretical attempts () at the understanding of kinetic roughening have been made, through discrete and continuum models, motivated by experiments. Roughening is often an inevitable part of surface formation, so that an understanding of the surface morphologies has a crucial part to play in the many vital applications of this field. However, not much attention has been paid to the phenomenon of smoothening by thermal effects like evaporation. The physical picture is clear : the vibration of the substrate, of thermal or mechanical origin may smoothen the overlayer surface by transferring weakly bonded atoms on its bumps or mounds to available surface grooves. The picture is similar, but certainly not equivalent, to smoothening of granular surfaces by avalanches. This is in contrast to the surface diffusion term in continuum models, which arises because of the internal rearrangement of the bonded atoms in order to minimize the chemical potential. Avalanche smoothening has been recently studied in some detail using coupled continuum equations by Biswas et al().

The notion that we shall borrow and adapt from the work of Biswas et alis that the dynamics of atoms in surface growth with evaporation-accretion is well described by the competition between the collective dynamics or relaxation of bonded atoms (in order to minimize the chemical potential) and the dynamics of free atoms diffusing on the surface. The bare surface of bonded, and therefore relatively immobile atoms, will be described by the local height $`h(\underset{¯}{r},t)`$ above the substrate. Across this surface the gas of unbonded evaporated atoms diffuse until they are captured in an available groove. This gas of atoms will be characterized by its density $`\rho (\underset{¯}{r},t)`$ just above the bare surface. A similar model has been discussed by Sanyal et al. However, the transfer term in the equations was rather different from ours and the possibility of smoothening was not addressed in that work.

The usual practice for probing temporal or spatial roughness is to study the asymptotic behaviour of correlation functions like $`h(\underset{¯}{r},t)h(\underset{¯}{r^{}},t^{})`$ in space or time via a single Fourier transform. Only one of the variables : space or time, is integrated over in Fourier space and the relevant scaling relations are used to determine the critical exponents that govern this behaviour. However, as pointed out by Biswas et al(), this leads to ambiguities for those problems where there may be more than one scaling lengths. In such cases, the double Fourier transform provides a much deeper insight. To clarify this point, let us introduce the salient features of such a study :

The connected two point self-correlation function of the local variable $`A(\underset{¯}{r},t)`$, which can either be $`h(\underset{¯}{r},t)`$ or $`\rho (\underset{¯}{r},t)`$ is defined as :

$$S(\underset{¯}{r}\underset{¯}{r}^{},tt^{})=A(\underset{¯}{r},t)A(\underset{¯}{r}^{},t^{})A(\underset{¯}{r},t)A(\underset{¯}{r}^{},t^{})$$
(1)
The scaling hypothesis implies that we have, in the absence of spatial anisotropy,

$$S(\underset{¯}{R},0)|\underset{¯}{R}|^{2\alpha }\underset{¯}{R}=\underset{¯}{r}\underset{¯}{r}^{},R=|\underset{¯}{R}|\text{and}R\mathrm{}$$

for the saturated surface with $`t>t_s`$, where $`t_s`$ is the saturation time, and

$$S(0,\tau )\tau ^{2\beta }\tau =|tt^{}|\tau \mathrm{}$$

In general,

$$S(\underset{¯}{R},\tau )R^{2\alpha }\mathrm{\Phi }\left(\frac{\tau }{R^z}\right)\text{for both }R,\tau \mathrm{}$$

The scaling function $`\mathrm{\Phi }`$ is universal, $`\alpha `$ is the roughness and $`z=\alpha /\beta `$ the dynamical exponent. For the single Fourier transforms,

$$S(\underset{¯}{k},\tau =0)k^{12\alpha }\text{for}k0$$

and

$$S(\underset{¯}{R}=0,\omega )\omega ^{12\beta }\text{for}\omega 0$$
(2)
For the double Fourier transform, in case we assume strong scaling. That is, existence of single length and time scales, consequently a single dynamical exponent $`z`$.

$$S(\underset{¯}{k},\omega )\omega ^1k^{12\alpha }\mathrm{\Psi }\left(\frac{\omega }{k^z}\right)\text{for}k,\omega 0$$

which gives,

$$S(k,\omega =0)k^{12\alpha z}\text{for}k0$$

and

$$S(k=0,\omega )\omega ^{12\beta 1/z}\text{for}\omega 0$$
(3)
It is important to examine the single Fourier transforms in equations (2). For the calculation of $`S(k,\tau =0)`$ we need to take the saturated surface after a long time, but for $`S(R=0,\omega )`$ we need to take the entire growing surface but locally. Thus $`\alpha `$ is related to the saturated and $`\beta `$ to the growing surface. However, the double Fourier transform requires information of both the growing and saturated surfaces, both locally and at large length scales. Biswas et al() correctly argue that, in case there are more than one length or time scales associated with the process, the double Fourier transform should provide a much clearer picture.

## 2 The Statistical Model

## 3 The statistical model for atomic deposition

Atomic deposition has many features in common with granular deposition. The added feature is atomic binding. In the usual deposition geometry, a randomly fluctuating flux of atoms is incident on a substrate. Atoms deposit on the surface of the substrate and diffuse along it to minimize the energy. A cloud of unbonded atoms envelope this deposit and continuously exchange atoms with it through evaporation and re-deposition.

While non-equilibrium growth has been extensively studied by coarse-grained classical stochastic equations (), it is not obvious a priori that the microscopic energetic constraints relevant to atomic surfaces would automatically be satisfied by largely heuristic classical terms. In an earlier communication () we had presented electronic energy calculations in support of our model of surface growth.

Among various physical processes which have been taken into account in models of growing interfaces, surface diffusion has been considered as the most important process involved. One such model involves the linear fourth-order Mullins-Herring continuum equation () supported by the discrete model of Wolf and Villain (WV) ()

$$h(\underset{¯}{r},t)/t=D^4h(\underset{¯}{r},t)+\eta (\underset{¯}{r},t)$$
(4)
where $`h(\underset{¯}{r},t)`$ is the height of the interface from some mean height $`h(\underset{¯}{r},t)`$ and $`\eta (\underset{¯}{r},t)`$ represents Gaussian white noise as usual. This equation yields a large roughness exponent $`\alpha `$ = 1.5 in $`d`$=1.

In an earlier communication () we had presented a model to look at the effect of desorption or evaporation on relatively immobile atoms which are bonded to the surface. A cloud of mobile atoms above the surface arise both from the impinging atomic beam and from evaporation caused by atoms knocked out of the surface by thermal or mechanical disturbances. These are described by their local density $`\rho (\underset{¯}{r},t)`$. We propose a new class of growth equations with an explicit coupling between the profile of “bonded” atoms represented by the local height of the surface $`h(𝐱,t)`$, and “mobile” atoms on the surface represented by their local density $`\rho (\underset{¯}{r},t)`$. Our equations read:

$`h(\underset{¯}{r},t)/t`$ $`=`$ $`D_h^4h(\underset{¯}{r},t)𝒯+\eta _h(\underset{¯}{r},t)`$
$`\rho (\underset{¯}{r},t)/t`$ $`=`$ $`D_\rho ^2\rho (\underset{¯}{r},t)+𝒯`$ (5)
where the transfer term $`𝒯`$ is given by :

$$𝒯=\nu \left|^2h(\underset{¯}{r},t)\right|\left[1\mathrm{\Theta }(^2h(\underset{¯}{r},t))\right]\mu \rho (\underset{¯}{r},t)\left|^2h(\underset{¯}{r},t)\right|\mathrm{\Theta }(^2h(\underset{¯}{r},t))$$
(6)
where $`\mathrm{\Theta }(x)`$ is 1 for $`x>0`$ and 0 otherwise. We describe in what follows the meaning of the above terms.

The fourth-order term in the equation(3) describes surface diffusion of bonded atoms; this is the usual WV () term where $`D_h`$ represents a diffusivity. In the continuum picture surface diffusion is a manifestation of the collective motion of the bonded atoms leading to a shape rearrangement in order to minimize the chemical potential. The leading to this term is the gradient of the local chemical potential, which is assumed to be proportional to the local curvature. This assumption was shown to be valid provided we invoke the Locality Principle of Heine ().

The flowing atoms are neither bonded to one another nor to atoms on the surface. The first term in equation (5) describes normal, as opposed to surface diffusion of these mobile atoms, where the corresponding current is the gradient of the density.

The first term in the transfer term $`𝒯`$, equation (6), describes spontaneous generation of mobile atoms on the surface through evaporation or desorption. This could be due, for example, to thermal disturbances. We have assumed that it is easier to eject atoms weakly bonded at spiky mounds on the surface. For thermal ejection, for example, $`\nu `$ is a measure of the substrate temperature. The Theta function ensures that it is easier to thermally eject atoms bonded on negative curvatures, i.e. on bumps or mounds on the surface. We have assumed that the rate of evaporation is proportional to the negative curvature on a mound.

The second term in $`𝒯`$, equation (6), represents condensation, whereby mobile atoms accumulate and accrete preferentially at points of positive curvature, i.e. at the bottom of deep grooves where atomic coordination is large and hence bonding is strong. This term is obviously also proportional to the local density of mobile atoms.

Finally the last term is a Gaussian white noise characterized by its width $`\mathrm{\Delta }_h`$

$$\eta _h(\underset{¯}{r},t)\eta _h(\underset{¯}{r}^{},t^{})=\mathrm{\Delta }_h^2\delta (\underset{¯}{r}\underset{¯}{r}^{})\delta (tt^{})$$

We assume that growth occurs on a flat substrate; this and the absence of a preferred direction leads to the absence of anisotropy in space. In this model we have ignored the effects of Schöwbel barriers.

We can visualize the following sequence of processes: first, the mobile atoms diffuse ($`^2\rho `$) in the cloud above the surface. This is followed by the preferential conversion of these atoms into the bonded species at points of high positive curvature ($`\rho |^2h|`$) on the surface such as mounds and grooves. The term $`\nu |^2h|`$ models the effect of evaporation, leading to a dynamical exchange, at regions of high negative curvature, between bonded and unbonded atoms. However, the action of the $`^4h`$ term is to stabilize the formation of mounds and grooves, so ultimately the overwhelming effect is a competition between roughening and smoothening of the surface. Figure 1 illustrates the effect of the terms in our model.

## 4 Numerical and theoretical analysis

To start with we shall analyze a model in (1+1) dimension. The substrate is one-dimensional, so that the position of the overlayer on the substrate is located by a single position variable $`x`$. The coupled equations become :

$`{\displaystyle \frac{h(x,t)}{t}}=D_h{\displaystyle \frac{d^4h(x,t)}{dx^4}}\nu {\displaystyle \frac{d^2h(x,t)}{dx^2}}+\mu \rho (x,t){\displaystyle \frac{d^2h(x,t)}{dx^2}}+\eta _h(x,t)`$
$`{\displaystyle \frac{\rho (x,t)}{t}}=D_\rho {\displaystyle \frac{d^2\rho (x,t)}{dx^2}}+\nu {\displaystyle \frac{d^2h(x,t)}{dx^2}}\mu \rho (x,t){\displaystyle \frac{d^2h(x,t)}{dx^2}}`$ (7)
The Heaviside step functions in equation (6) introduces a complexity in our equations as far as analytic investigations are concerned. We shall follow the remarks of Biswas et al() and invoke a suitable representation of the Heaviside function as an infinite series. In that case, the equation (6) can be thought of as :

$`𝒯=\nu {\displaystyle \frac{d^2h(x,t)}{dx^2}}\mu \rho (x,t){\displaystyle \frac{d^2h(x,t)}{dx^2}}+\mathrm{}`$
$`\mathrm{}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\nu _n\left({\displaystyle \frac{d^2h(x,t)}{dx^2}}\right)^n{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mu _n\rho (x,t)\left({\displaystyle \frac{d^2h(x,t)}{dx^2}}\right)^n`$ (8)
We should note that the above expansion is not well-defined, as the coefficients of the expansion may themselves be large or divergent. As in , we shall still go forward in the spirit of self-consistency, $`i.e.`$ subject to numerical verification. The Heaviside function introduces non-linearities. One way to gain some insight is to carry out a Hartree type mean-field approximation and replace the non-linearities by their expectation values. This leads to equations :

$`{\displaystyle \frac{h(x,t)}{t}}=D_h{\displaystyle \frac{d^4h(x,t)}{dx^4}}\widehat{\nu }{\displaystyle \frac{d^2h(x,t)}{dx^2}}+\widehat{\mu }\rho (x,t){\displaystyle \frac{d^2h(x,t)}{dx^2}}+\eta _h(x,t)`$
$`{\displaystyle \frac{\rho (x,t)}{t}}=D_\rho {\displaystyle \frac{d^2\rho (x,t)}{dx^2}}+\widehat{\nu }{\displaystyle \frac{d^2h(x,t)}{dx^2}}\widehat{\mu }\rho (x,t){\displaystyle \frac{d^2h(x,t)}{dx^2}}`$ (9)
where, $`\widehat{\mu }=c\mu `$ and $`\widehat{\nu }=(1c)\nu `$. Similar approximations have been studied by Bouchaud et al(). We expect that in some regime our equations (7) will reproduce the mean field results suggested by equations (9).

Figure 2 shows a part of the growing rough height profile for $`D_h=D_\rho =1`$, $`\mu =1`$ and $`\nu =0.01`$. The heights have been scaled in order to bring out the detailed features for comparison. We note that with increasing time short length-scale features slowly die out and mounds and grooves spanning longer lengths are formed. Figure 3 shows the variation of the root-mean square height deviation and density as a function of time. Both quantities show saturation with time. The full dynamical description then involves both the growing and the saturated profiles.

The double Fourier transform is defined as :

$$h(k,\omega )=𝑑x𝑑t\mathrm{exp}\{i(kx\omega t)\}h(x,t)$$

The Green functions of the linear part of the equations are :

$`{\displaystyle \frac{\delta \stackrel{~}{h}(k,\omega )}{\delta \eta (k^{},\omega ^{})}}=G_h(k,\omega )\delta (k+k^{})\delta (\omega +\omega ^{})`$
$`{\displaystyle \frac{\delta \stackrel{~}{\rho }(k,\omega )}{\delta \eta (k^{},\omega ^{})}}=G_\rho (k,\omega )\delta (k+k^{})\delta (\omega +\omega ^{})`$ (10)
The correlation functions are given by :

$`S_h(k,\omega )=h(k,\omega )h(k,\omega )`$
$`S_\rho (k,\omega )=\rho (k,\omega )\rho (k,\omega )`$ (11)
Now from equations (7), retaining only the linear terms, we obtain the two Green functions for $`h`$ and $`\rho `$,

$`g_h(k,\omega )=\left(i\omega +D_hk^4\nu k^2\right)^1`$
$`g_\rho (k,\omega )=\left(i\omega +D_\rho k^2\right)^1`$ (12)
In order to describe the scaling behaviour of the deposition process, we usually define the following scaling indeces, from the correlation functions :

$`S_h(xx^{},tt^{})=h(x,t)h(x^{},t^{})h(x,t)h(x^{},t^{})`$
$`S_\rho (xx^{},tt^{})=\rho (x,t)\rho (x^{},t^{})\rho (x,t)\rho (x^{},t^{})`$
$`S_h(x,0)|x|^{2\alpha _h}S_\rho (x,0)|x|^{2\alpha _\rho }\text{ as }|x|\mathrm{}`$
$`S_h(0,t)|t|^{2\beta _h}S_\rho (0,t)|t|^{2\beta _h}\text{ as }|t|\mathrm{}`$
In general :

$`S_h(x,t)|x|^{2\alpha _h}F_h\left(|t|/|x|^{z_h}\right)`$
$`S_\rho (x,t)|x|^{2\alpha _\rho }F_\rho \left(|t|/|x|^{z_\rho }\right)`$
The scaling functions $`F_h(\xi )`$ and $`F_\rho (\xi )`$ are assumed to be universal and the indeces $`\alpha _h,\alpha _\rho `$ and $`z_h`$ = $`\alpha _h/\beta _h,z_\rho =\alpha _\rho /\beta _\rho `$ are the roughness and dynamical exponents. Within the strong scaling hypothesis $`z_h=z_\rho `$ and there exists a single time scale and a distance scale.

In the presence of two time scales, there is only a weak scaling  hypothesis available to us :

$`G_h(k,\omega )=k^{z_h}\mathrm{\Phi }_h({\displaystyle \frac{\omega }{k^{z_h}}},{\displaystyle \frac{\omega }{k^{z_\rho }}})`$
$`G_\rho (k,\omega )=k^{z_\rho }\mathrm{\Phi }_\rho ({\displaystyle \frac{\omega }{k^{z_h}}},{\displaystyle \frac{\omega }{k^{z_\rho }}})`$
Here, $`z_hz_\rho `$. Absence of strong scaling means that the exponents $`\alpha _h`$ and $`\alpha _\rho `$ may become functions of k.

### 4.1 Scaling analysis for the height-height correlations

Let us look at the one loop diagram for the self-energy  :

$`\mathrm{\Sigma }_h(k,\omega )=\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }G_h(kq,\omega \omega ^{})k^2(kq)^2S_\rho (q,\omega ^{})}`$
$`\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }\left[\frac{1}{i(\omega \omega ^{})+(kq)^4\nu (kq)^2+\mathrm{\Sigma }_h(kq,\omega \omega ^{})}\right]\mathrm{}}`$
$`\mathrm{}{\displaystyle \frac{k^2(kq)^2}{q^{1+2\alpha _\rho }}}\left[{\displaystyle \frac{\mathrm{\Sigma }_\rho (q,\omega ^{})}{\omega ^2+\mathrm{\Sigma }_\rho ^2(q,\omega ^{})}}\right]`$
The integrand over the internal momentum $`q`$ has a factor $`q^{(1+2\alpha _\rho )}`$, which causes an infra-red divergence in the integral. As discussed by , we take care of the infra-red divergence by introducing a lower cut-off $`k_01`$. When we talk about “small values of momenta”, we have to mean $`kk_0`$. The argument for smaller values of $`k`$ will have follow a different track.

Note also that because of the term $`q^{(1+2\alpha _\rho )}`$ in the integrand, the main contribution of the integral comes from small values of $`q`$. Now, for “small” internal momenta $`kqk_0;\omega ^{}q^{z_h}`$, we can replace $`G_h(kq,\omega \omega ^{})\left(i\omega +k^4\nu k^2+\mathrm{\Sigma }_h(k,\omega )\right)^1`$. We now look at $`\omega =0`$, and noting that $`\mathrm{\Sigma }(k,0)k^{z_h}`$, we note immediately that if $`z_h<4`$, then the inverse Green function is dominated by the self-energy :

$$G_h^1(k,0)\mathrm{\Sigma }_h(k,0)$$

Substituting this back in the equation for the self-energy :

$$\mathrm{\Sigma }_h(k,0)\frac{\mu ^2k^4}{\mathrm{\Sigma }(k,0)}A_\rho _{k_0}^{\mathrm{}}\frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }\frac{1}{q^{1+2\alpha _\rho }}$$

This gives :

$$\mathrm{\Sigma }_h^2(k,0)\frac{\mu ^2k_0^{2\alpha _\rho }}{8\pi \alpha _\rho }k^4$$

Since, by definition $`\mathrm{\Sigma }_h(k,0)k^{z_h}`$, it follows immediately that $`z_h=2`$

Here we have considered only the bare one-loop diagram. In general, the scattering terms leads to a renormalization of the $`\mu `$ vertex through the introduction of vertex functions $`\mu (k,q,kq)`$ for $`\omega =0`$. The renormalization is illustrated in figure 5. For $`q0`$, we may assume $`\mu (k,0,k)k^{x_\mu }`$ . Putting these back into the equation for the self-energy, we note that $`z_h`$ is renormalized to $`z_h+\delta `$ where $`\delta =x_\mu /2`$. The exact numerical values for $`z_h`$ may then differ from 2.

The one-loop correction to the height-height correlation function is shown in figure (6). We may immediately write :

$`S_h(k,\omega )={\displaystyle \frac{1}{\omega ^2+|\mathrm{\Sigma }_h(k,\omega )|^2}}\left[1+\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }(kq)^4S_h(kq,\omega \omega ^{})S_\rho (q,\omega ^{})}\right]`$
Let us first examine the terms on the right-hand side :

$`={\displaystyle \frac{1}{\omega ^2+|\mathrm{\Sigma }_h(k,\omega )|^2}}[1+\mu ^2{\displaystyle }{\displaystyle \frac{dq}{2\pi }}{\displaystyle }{\displaystyle \frac{d\omega ^{}}{2\pi }}{\displaystyle \frac{(kq)^4}{(kq)^{1+2\alpha _h}}}\left({\displaystyle \frac{1}{q^{1+2\alpha _\rho }}}\right)\mathrm{}`$
$`\mathrm{}\left({\displaystyle \frac{\mathrm{\Sigma }_\rho (q,\omega ^{})}{\omega ^2+|\mathrm{\Sigma }_\rho (q,\omega ^{})|^2}}\right)\left({\displaystyle \frac{\mathrm{\Sigma }_h(kq,\omega \omega ^{})}{(\omega \omega ^{})^2+|\mathrm{\Sigma }_h(kq,\omega \omega ^{})|^2}}\right)]`$
Going back to the expression for the self-energy, we see that :

$$\mathrm{\Sigma }_h(k,\omega )\frac{\mathrm{\Gamma }_0^2k^4}{i\omega +\mathrm{\Gamma }_0k^2}$$

where

$$\mathrm{\Gamma }_0^2=\frac{\mu ^2k_0^{\alpha _\rho }}{8\pi \alpha _\rho }$$

Substituting this in the expression for the correlation,

$$S_h(k,\omega )=\left(\omega ^2+\frac{\mathrm{\Gamma }_0^4k^8}{\omega ^2+\mathrm{\Gamma }_0^2k^4}\right)^1\left(1+\frac{\mathrm{\Gamma }_0k^2}{\omega ^2+\mathrm{\Gamma }_0^2k^4}\right)$$
(14)
This is our main result from which various limits may be obtained. For instance, putting $`\omega `$ = 0 :

$`S_h(k,\omega =0){\displaystyle \frac{1}{\mathrm{\Gamma }_0^2k^4}}\left(1+{\displaystyle \frac{1}{\mathrm{\Gamma }_0k^2}}\right)`$
$`k^6\text{for small }k`$
The numerical results are shown in figure 7. The best fit slope was found to be 6.75. Now, using the expression

$$S_h(k,\omega =0)k^{(1+2\alpha _h+z_h)}$$

we obtain an equation :

$$1+2\alpha _h+z_h=6.75$$
(15)
Again, putting k=0 and referring to figure 8 we get :

$$S_h(0,\omega )\omega ^2$$

Numerically this has been found to be 1.996. Using the expression,

$$S_h(k=0,\omega )\omega ^{(1+2\beta _h+1/z_h)}$$

we get another equation,

$$1+2\beta _h+1/z_h=1.996$$
(16)
Using the equations (15) and (16) and $`z_h=\alpha _h/\beta _h`$ we estimate :

$$\alpha _h=1.2\beta _h=0.36\text{and}z_h=3.38$$
(17)
Note that numerical estimate of $`z_h`$ is greater than the one-loop estimate of 2. As discussed earlier, the one-loop estimate is perturbative and may be considerably modified by vertex renormalization, as well as higher order diagrams.

We get further information from the full double Fourier transform. For example, for sufficiently small k, but $`\omega `$0 we get,

$$S_h(k,\omega )A(\omega )+B(\omega )k^2$$

As $`k0`$ this leads to a flattening of the curve to a $`\omega `$-dependent constant $`A(\omega )`$. The value of $`k`$ at which the flattening occurs goes on decreasing as $`\omega `$ decreases. Similarly, for $`k`$0 , for sufficiently small $`\omega `$ :

$$S_h(k,\omega )C(k)+D(k)\omega ^2$$

As before, the value of $`\omega `$ at which the flattening occurs decreases as we decrease k. This crossover behaviour is seen in our numerical results. It is easy to observe that we would not have gleaned this information from single Fourier transforms, a point emphasized earlier in the work of Biswas et al(). We may interpret this as a long-time, smoothening of the growing surface and is a characteristic of the evaporation-accretion process.

In the range of $`k`$ prior to flattening, we may derive :

$`S_h(k,t=0)`$ $`=`$ $`{\displaystyle \frac{d\omega }{2\pi }S_h(k,\omega )}`$
$``$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{d\omega }{\omega ^2+k^{2z_h}}}+\mu ^2k^{32\alpha _h+z_h}{\displaystyle \frac{d\omega }{(\omega ^2+k^{2z_h})^2}}`$
$``$ $`Ak^{z_h}+Bk^{32\alpha _h2z_h}`$
Estimates of $`\alpha _h`$ and $`\beta _h`$ are 1.37 and 0.38 respectively, consequently $`z_h=`$ 3.61. Note that there is no reason why the estimates from single Fourier transforms and the double Fourier transform should agree exactly. For the single Fourier transforms we need information only about the saturated surface for $`S_h(k,t=0)`$ and the growing surface for $`S_h(x=0,\omega )`$. For the double Fourier transform, we need information for both the saturated and growing surfaces for the same function. In case there are multiple length scales in the problem that information will be reflected in the double Fourier transform .

From figure 10 in the $`kk_0`$ region, flattening suggests that :

$$S_h(k,t=0)constk^0$$

Since $`S_h(k,t=0)k^{(1+2\alpha _h)}`$, the numerical results suggest that in this regime $`\alpha _h=0.5`$ and $`z_h=0`$. In this regime, we have $`S_h(k,\omega =0)k^{(1+2\alpha _h+z_h)}`$ $``$ $`k^0`$. This crossover to a flattened regime for very small $`k`$ is also seen in the numerical results of figure 7.

### 4.2 Scaling relations for density-density correlations

Again referring back to figure (4), we can write an expression for the self-energy for the density Green function :

$`\mathrm{\Sigma }_\rho (k,\omega )=\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }G_\rho (kq,\omega \omega ^{})S_h(q,\omega ^{})k^2(kq)^2}+\nu ^2k^4S_h(k,\omega )`$
$`=\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }\left(\frac{1}{i(\omega \omega ^{})+\mathrm{\Sigma }_\rho (kq,\omega \omega ^{})}\right)\frac{1}{q^{1+\alpha _h}}\mathrm{}}`$
$`\mathrm{}\left({\displaystyle \frac{1}{\omega ^2+|\mathrm{\Sigma }_h(q,\omega ^{})|^2}}k^2(kq)^2\right)+\nu ^2k^4S_h(k,\omega )`$
We may now carry out the integral over $`\omega ^{}`$ and use the fact that the integrand over $`q`$ has a factor $`q^{(1+\alpha _h)}`$ which ensures that only small $`q`$ values contribute to the integral. This, combined with a lower cut-off for $`q`$, $`k_0`$ allows us to evaluate the $`q`$ integral approximately. The procedure is almost exactly like the case of height-height correlations :

$`\mathrm{\Sigma }_\rho (k,\omega ){\displaystyle \frac{\mathrm{\Gamma }_1^2k^4}{i\omega +\mathrm{\Gamma }_1k^2}}`$
For small $`k`$, we know that $`\mathrm{\Sigma }_\rho (k,\omega =0)k^{z_\rho }`$, and from above equation :

$$\mathrm{\Sigma }_\rho (k,\omega =0)Ak^2+Bk^{32\alpha _hz_h}$$

With $`\alpha _h=1.5`$ and $`z_h=2`$, we obtain $`z_\rho =2`$

For the density-density correlation function we get (again from figure (6)) :

$`S_\rho (k,\omega )={\displaystyle \frac{1}{\omega ^2+|\mathrm{\Sigma }_\rho (k,\omega )|^2}}\left[1+\mu ^2{\displaystyle \frac{dq}{2\pi }\frac{d\omega ^{}}{2\pi }S_h(kq,\omega \omega ^{})S_\rho (q,\omega ^{})|kq|^4}\right]\mathrm{}`$
$`+{\displaystyle \frac{\nu ^2k^4}{\omega ^2+k^{2z_\rho }}}S_h(k,\omega )`$
The first integral over $`q`$ has a integrand with a factor $`q^{(1+\alpha _\rho )}`$, which makes sure that the main contribution to the integral comes only from small values of $`q`$. So in the integrand, we can replace $`kq`$ by $`q`$ and carry out the $`\omega ^{}`$ integral, to obtain :

$$S_\rho (k,\omega )A\left(\omega ^2+\frac{\mathrm{\Gamma }_1^4k^8}{\omega ^2+\mathrm{\Gamma }_1^2k^4}\right)^1\left(1+\frac{\mathrm{\Gamma }_0k^2}{\omega ^2+k^4}\right)$$
(18)
Given $`z_h=2`$, $`z_\rho =2`$ and $`\alpha _h=1.5`$.

$$S_\rho (k,\omega =0)k^6$$

From figure 11, numerically we get an index of $`6.49`$.

In the cross-over regime when $`z_h=0`$ , $`\alpha _h=0.5`$ and $`z_\rho =2`$:

$$S_\rho (k,\omega =0)\frac{k^{(32\alpha _h+z_h)}}{k^{(2z_h+2z_\rho )}}k^0$$

This is seen numerically as a flattening in the very low $`k`$ regime in figure 11.

Again, integrating over the variable $`\omega `$ we get :

$`S_\rho (k,t=0)`$ $`=`$ $`{\displaystyle \frac{d\omega }{2\pi }S(k,\omega )}`$
$`=`$ $`(\mathrm{\Gamma }_0^2/2){\displaystyle \frac{1}{k^{z_\rho }(k^{z_h}+k^{z_\rho })}}`$
$``$ $`k^4`$
Numerically we find the index to be 3.868.

From the expression for $`S_\rho (k,\omega )`$ we note that :

$$S_\rho (k=0,\omega )w^2$$

Numerically we obtain an index of 2.488. We may also carry out the integral over $`k`$ to get :

$`S_\rho (x=0,\omega )`$ $`=`$ $`{\displaystyle \frac{k}{2\pi }S_\rho (k,\omega )}`$
$``$ $`A+B\omega ^2`$
The numerical prediction for the index is 2.05. The accompanying table summarizes our results.

## 5 Conclusion

We have studied the scaling behaviour of a set of coupled continuum equations describing surface growth in the presence of evaporation-accretion both numerically and within a one-loop perturbative approach. We notice a crossover from a roughening regime to smoothening at very large time, large length scale regimes. The one-loop estimates gives us an insight into our numerical results. We also notice that in order to study problems with more than one length-time scales, i.e. if we have weak scaling, it is essential to study the double Fourier transforms which probe both the growing and the saturated profiles together. This is in confirmation of the ideas set forward earlier by Biswas et al().

We would like to thank Dr. Anita Mehta for introducing us to the idea of coupled continuum equations and many discussions about the model we study in this communication.

## References


text:
# Off-shell effects and consistency of many-body treatments of dense matter

## Abstract

Effective field theory requires all observables to be independent of the representation used for the quantum field operators. It means that off-shell properties of the interactions should not lead to any observable effects. We analyse this issue in the context of many-body approaches to nuclear matter, where it should be possible to shift the contributions of lowest order in purely off-shell two-body interactions into three-body forces. We show that none of the commonly used truncations of the two-body scattering amplitude such as the ladder, Brueckner-Hartree-Fock or parquet approximations respect this requirement.

nucleon-nucleon interaction, effective Lagrangian, renormalization, nuclear matter

Nuclear forces cannot yet be derived from QCD, and so we must rely on phenomenological nucleon-nucleon potentials Machleidt . There is a variety of these potentials, all of which give similarly good fits to the available low-energy two-body scattering data but which have different off-shell behaviours. In recent years it has become clear that a consistent description of nuclear systems requires three-body forces for both systems consisting of a small number of nucleons fewnuc , as well as for nuclear matter Di . Part of the role of the three-body force is to compensate for the different off-shell behaviours of the two-body forces. This is as expected because the physics should not depend on the off-shell behaviour of the interactions. Exact calculations with phase-equivalent two-body forces and their corresponding three- (and higher-) body forces should therefore give identical results. However this leaves open the question of whether the approximate many-body techniques used in actual calculations respect this property.

The most elegant way to analyse this problem is to use effective field theory (EFT), which has become an increasingly popular tool in modern nuclear physics. This approach makes use of the fact that the dynamics at low energy is only weakly dependent on the high-energy degrees of freedom, and so a detailed knowledge of the interaction at short distances is not required. The low-energy physics can then be described using a local effective Lagrangian We79 . The physical amplitudes can be obtained from this in the form of expansions in powers of the low-energy scales involved.

Application of the EFT approach to the nucleon-nucleon (NN) system turns out to be rather complicated due to the large $`s`$-wave scattering length, which gives rise to an additional small scale in the problem. If the scattering length were similar to the range of the NN interaction (usually referred to as “natural”) then it would be possible to use a perturbative treatment. Instead, the unnaturally large scattering length means that the leading terms in the chiral expansion of the NN potential should be iterated to all orders, as shown by Weinberg We91  and van Kolck VK . The remaining terms in the potential can be treated as perturbations, organised according to the power counting elucidated by Kaplan, Savage and Wise (KSW) Ka . This can also be thought of as an expansion around a renormalization-group fixed point which corresponds to a bound state at threshold Bi .

Since the off-shell properties are determined by the representation chosen for the field operator in EFT’s, independence of physics on off-shell properties is called “reparametrization invariance”. In formal field theory the corresponding result is known as the equivalence theorem ET . This issue has been considered in several recent papers Fea ; Fu1 ; Fu2 . (Further references can be found in Ref. Fu1 .) Furnstahl et al. Fu1  have demonstrated that for a model consisting of a dilute Fermi system with a *natural* two-body scattering length three-body counterterms can indeed cancel the effects of off-shell part of the two-body interaction.

Here we explore the extension of these ideas to dense systems with an unnatural scattering length, such as nuclear matter. We find that the effects of off-shell two-body interactions can indeed be cancelled by three-body forces. This is unsurprising given the general nature of the equivalence theorem. Of more importance are the sets of diagrams that need to be included to obtain this cancellation, and the implications for commonly used many-body truncation schemes. We shall use our analysis to show inconsistency of various many-body methods.

At low enough energies we can work with EFT’s for the NN system where the interaction can be treated as purely short-ranged. In principle these should be improved by by including one-pion exchange explicitly, but there is still some debate about the best way to do this. (See, for example, Ref. Be  and references therein.) We consider first an EFT which leads to a purely energy-dependent NN potential. To next-to-leading order (NLO) in the small scale this spin- and isospin-independent potential has the form

$$V_1=C_0+C_2^{}p^2,$$
(1)
where $`p^2/M`$ is the relative kinetic energy of the nucleons. The LO coupling constant $`C_0`$ is of order $`Q^1`$ (where $`Q`$ is a generic low-energy scale) in KSW counting and so it should be treated nonperturbatively Ka . The NLO coupling $`C_2^{}`$ is proportional to the effective range, and is thus of order $`Q^0`$ and can be treated perturbatively in this counting scheme. Nonetheless, to show an example of the principles discussed above, we solve the Lippmann-Schwinger (LS) equation with this potential to all orders in $`C_2^{}`$, and find the vacuum $`T`$-matrix

$$T_1=\frac{C_0+p^2C_2^{}}{1+\frac{M}{4\pi }(C_0+p^2C_2^{})(ip+\mu )}.$$
(2)
Here we have used a subtractive renormalization procedure Ka ; Ge . (All coupling constants here should be understood as renormalized ones which depend on $`\mu `$ to ensure that the scattering amplitude is $`\mu `$-independent.)

More generally, the effective Lagrangian can also include interactions with space derivatives of the nucleon fields and this leads to a potential that depends on momentum as well as energy. The most general NLO potential has the form

$$V_2=C_0+C_2^{}p^2+\frac{1}{2}C_2(𝐤^2+𝐤^22p^2),$$
(3)
where $`𝐤`$ and $`𝐤^{}`$ denote the initial and final relative momenta of the nucleons. The coupling $`C_2`$ describes a purely off-shell interaction. Solving the LS equation we get

$`T_2`$ $`=`$ $`T_1[1+{\displaystyle \frac{1}{2(C_0+p^2C_2^{})}}(C_2(𝐤^2+𝐤^22p^2)`$ (5)
$`{\displaystyle \frac{M}{8\pi }}C_2^2(p^2𝐤^2)(p^2𝐤^2)(ip+\mu ))],`$
where $`T_1`$ is given by Eq. (2). From this we can see that the two $`T`$-matrices coincide on-shell ($`𝐤^2=𝐤^2=p^2`$) and so the scattering observables are indeed independent of the off-shell behaviour of the potential as required by the equivalence theorem.

The situation becomes much less trivial in the presence of the nuclear medium. An in-medium $`T`$-matrix Bozek  can be obtained by solving the Feynman-Galitskii (FG) equation,

$$T^m=V+VG^FT^m,$$
(6)
where $`G^F`$ denotes the two-nucleon propagator which contains both particle-particle ($`pp`$) and hole-hole ($`hh`$) states. This $`T`$-matrix can be thought of as an extension of the more familiar $`G`$-matrix BR ; NO  to include $`hh`$ as well as $`pp`$ ladders. It is convenient to represent the FG equation graphically in terms of the Hugenholtz diagrams of Fig. 1(a). These are versions of Feynman diagrams which explicitly incorporate antisymmetry of the interactions. Internal lines represent Feynman propagators which describe both particles and holes. The arrows represent the flow of quantum numbers such as baryon number. Each topologically distinct diagram should be multiplied by a symmetry factor to take account of the number of ways it can be constructed from the antisymmetric vertices. More details of these diagrams and the rules for evaluating them can be found in the textbooks BR ; NO .

The solution of the FG equation is rather straightforward in the case of zero total momentum of the nucleons. For the potential $`V_1`$ it takes the form

$$T_1^m=\frac{1}{\frac{1}{T_1}+\frac{M}{4\pi ^2}[p\mathrm{log}\frac{p+p_F}{pp_F}2p_F]},$$
(7)
where $`p_F`$ is the Fermi momentum. In the same way we can solve the FG equation for the potential $`V_2`$. We shall assume that the $`C_2`$ term can be treated as a perturbation. For simplicity we omit the energy-dependent term $`C_2^{}`$ from now on. Although this term makes a physically important contribution to the energy of the two-particle amplitude, it does not take part in the cancellation of off-shell effects which is of interest here. To first order in $`C_2`$ the in-medium $`T`$-matrix can be written

$$T_2^m=T_1^mT_1^m\frac{C_2}{C_0}(2p^2𝐤^2𝐤^2)2(T_1^m)^2\frac{C_2}{C_0}\frac{M}{6\pi ^2}p_F^3.$$
(8)
If we now evaluate $`T_2^m`$ at the on-shell point, we see that it does not agree with $`T_1^m`$ since the last term does not vanish. This indicates that calculations of nuclear matter based on the in-medium $`T`$-matrix (or similarly the $`G`$-matrix) do not satisfy the requirement of reparametrization invariance. Alternatively, in more traditional nuclear physics language, results for in-medium observables depend on the off-shell behaviour assumed for the NN potential. Such a dependence is unphysical and should not be present. A clue to how the dependence may be removed comes from the form of the final term in Eq. (8), which is proportional to the density. Its structure is thus similar to that arising from a three-body contact interaction. This suggests that it may be possible to trade off the off-shell dependence against a three-body force. As shown below, this can be done, provided our approach includes more than just ladder diagrams.

Before exploring what additional physics is needed to remove the off-shell dependence, we should note that there is no clear separation of scales in strongly interacting, dense matter. This is an unsolved problem for the application of EFT’s: no power counting has been found which leads to a consistent expansion. One should really solve the many-body theory for $`C_0`$ exactly, by constructing the full in-medium NN vertex, $`\mathrm{\Gamma }`$. Nonetheless simpler approximations are commonly used in nuclear physics, typically replacing the full NN vertex by a $`G`$\- or $`T`$-matrix. Including $`ph`$ rings as well as $`pp`$ and $`hh`$ ladders leads to the parquet approximation Par ; BR . We examine here the consistency of these approximations with reparametrization invariance.

At LO in $`C_2`$ the contributions to the ground-state energy of matter are shown in Fig. 2, where the solid dot denotes an in-medium NN vertex. If $`C_0`$ were weak enough we could expand these diagrams perturbatively to get a contribution of order $`MC_0C_2`$. The resulting diagrams have an identical structure to those in Fig. 4 below, except that none of the propagators are dressed. As shown in Ref. Fu1 , they can be exactly cancelled against the LO contribution of a contact three-body interaction with strength $`D_0=12MC_0C_2`$. This is as required by the equivalence theorem, since the off-shell term and three-body force with this strength are both generated from a Lagrangian which contains neither by the same field redefinition. The details are given in Ref. Fu1 . For definiteness we repeat the relevant Feynman rules here: the two-body vertices, represented by an open circle and a triangle respectively, are

$$iC_0S_2\text{and}iC_2(\mathrm{\Delta }_i+\mathrm{\Delta }_i^{}+\mathrm{\Delta }_j+\mathrm{\Delta }_j^{})S_2,$$
(9)
where $`\mathrm{\Delta }_i=Mp_i^0(𝐩_i)^2/2`$, $`p_i`$ being the four-momentum of the $`i`$th nucleon, and the spin-isospin structure is given by $`S_2=\delta _{ii^{}}\delta _{jj^{}}\delta _{ij^{}}\delta _{ji^{}}`$. The three-body vertex (an open square) is

$$iD_0\left[\delta _{ii^{}}(\delta _{jj^{}}\delta _{kk^{}}\delta _{jk^{}}\delta _{kj^{}})+\text{cyclic}(i^{},j^{},k^{})\right].$$
(10)
When the leading two-body vertex is resummed we get an effective vertex $`\mathrm{\Gamma }(p_i,p_j;p_i^{},p_j^{})S_2`$ which is denoted by a filled circle 111Beyond the ladder approximation the NN vertex also has a piece which is symmetric in spin-isospin and antisymmetric in momenta. In the integrals we are considering the rest of the momentum dependence is symmetric, and so the other structure does not contribute..

Treating $`C_0`$ nonperturbatively, the same three-body force gives rise to the diagrams shown in Fig. 3. Each of these diagrams gives a contribution equal to a distinct integral multiplied by $`D_0`$ and a degeneracy factor. The detailed forms of these integrals, which we denote by $`I_0`$, $`I_1`$, $`I_2,\mathrm{}`$ are not needed here. However we can use these integrals to classify the structures which arise from the diagrams of Fig. 2. To evaluate them, we note that the off-shell vertex can be written as a sum of four pieces, each of which can cancel a bare propagator on one “leg”:

$$G_0(q)(Mq_0𝐪^2/2)C_2=iMC_2,$$
(11)
where $`G_0(q)`$ is the bare single-particle propagator. The diagrams in Fig. 2 give rise to many different contributions, which can be identified by iterating the equations for the in-medium NN vertex and dressed propagator to pull out a bare propagator ending on a lowest-order vertex $`C_0`$ on any of the lines in the original diagrams. When the bare propagator is cancelled against the off-shell vertex, as in Eq. (11), the result is one of the integrals $`I_n`$ multiplied by $`MC_0C_2`$ and a numerical factor. Thus we can examine the cancellation of off-shell dependence for each integral in turn.

We consider first the Brueckner-Hartree-Fock approximation (BHF) BR ; NO , in which propagators are dressed and the in-medium NN vertex is obtained by iterating the potential in the $`pp`$ and $`hh`$ channels, as shown in Fig. 1. The contributions proportional to $`I_0`$ from Figs. 2(a) and (b) are shown in Fig. 4. Except for the dressing of the propagators, these have the same structures as the perturbative diagrams considered in Ref. Fu1  and they can be shown to cancel with Fig. 3(a) in the same way.

Fig. 2(a) gives one other contribution, shown in Fig. 5(a), which is proportional to $`I_1`$. In the ladder approximation to the NN vertex, Fig. 2(b) also gives contributions proportional to $`I_1`$, shown in Fig. 5(b-c). The sum of Figs. 5(a-c) is $`2g(g1)(2g3)MC_0C_2I_1`$, where $`g`$ is the spin-isospin degeneracy factor ($`g=4`$ for symmetric nuclear matter). In contrast, the three-body force gives $`g(g1)(g2)D_0I_1/2`$ from Fig. 3(b). We see that the degeneracy coefficients do not agree and cancellation does not occur. For example, the off-shell dependence is nonzero for neutron matter ($`g=2`$) where the Pauli principle forbids a contact three-body force.

There is one other structure proportional to $`I_1`$, Fig. 5(d). However this cannot be generated from the diagrams of Fig. 2 if the potential is iterated in the $`pp`$ and $`hh`$ channels only; it requires iteration in the $`ph`$ channel as well. When this contribution is included, the degeneracy factors agree and the off-shell dependence proportional to $`I_1`$ is indeed cancelled by the three-body force with $`D_0=12MC_0C_2`$.

The crucial point to note is that the cancellation requires diagrams which can only be obtained by iterating the two-body potential in the $`ph`$ channel. These are not contained in the ladder or BHF approximations and so any approach based on a $`G`$\- or $`T`$-matrix cannot satisfy the equivalence theorem. Observables calculated in these approaches will have an unphysical off-shell dependence which cannot be absorbed into a three-body force.

The need for diagrams with iteration in the $`ph`$ channels suggests that one should try a more complete approach. One such, which treats all two-body channels in a symmetric way, is the parquet approximation Par ; BR . If we interpret the solid circles in Fig. 2 as parquet NN vertices constructed from $`C_0`$, then all of the contributions in Fig. 5 can be generated by iterating the parquet equations. (Note that the parquet self energy can still be expressed in the form of Fig. 1(b) Ja , and so the discussion of $`I_0`$ above is unchanged.)

Turning now to terms proportional to $`I_2`$, which ought to cancel with the three-body graph Fig. 3(c), we find one self-energy contribution, Fig. 6(a). This would be present even in the BHF approximation for the $`T`$-matrix but, not unexpectedly, this does not provide the cancellation. In the parquet approximation, Fig. 2(b) gives additional contributions, shown in Fig. 6(b,c), and part of (d). Only when the non-parquet contributions are included (see Table 3 of Ref. Par ), i.e., with a full set of diagrams, do we match the result from Fig. 3(c). Thus we conclude that the parquet approximation also violates reparametrization invariance!

It may well be possible to include the necessary structures by extending the parquet approximation along the lines discussed in Ref. BR , starting from a basic vertex which is a sum of diagrams which are two-particle irreducible in all channels. However if, as suggested there, these structures are simply added in perturbatively, they will not generate the full in-medium vertices needed for the diagrams of Fig. 5.

In summary, our results demonstrate that the requirement of reparametrization invariance, which would require the effects of off-shell dependence of the two-body interaction to be cancelled by a three-body force, are not satisfied by any of the commonly used truncations of the two-body scattering amplitude such as ladder, BHF or parquet approximations. The violations show up in structures with higher numbers of insertions of the in-medium NN vertices for the more sophisticated truncations, but as the interaction is strong this does not provide a consistent expansion scheme. Finding such a scheme remains essential for practical applications of EFT’s to dense, strongly interacting matter.

This work was supported by the EPSRC.