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# Triplet Higgs boson at hadron colliders

## 1 Introduction

The Higgs boson is still at large under all present serious efforts in searching for it. The present lower limit on the standard model (SM) Higgs boson is 114.1 GeV at 95% C.L. from LEP Collaborations . The limit on the light neutral-scalar Higgs boson of the minimal supersymmetric standard model (MSSM) is 91.0 GeV . It starts to push into the region that is not so favored by the electroweak precision measurements . Experimenters should also search for the Higgs-boson signals other than the usual SM or MSSM Higgs bosons. Models with more than one Higgs doublet often predict the existence of charged-Higgs bosons, which may be singly-, doubly, or even triply-charged. One particularly interesting channel to look for a charged-Higgs boson is via its coupling to $`WZ`$. The reason behind is that if there exists a tree-level coupling of $`H^+W^{}Z`$, the Higgs boson must belong to a Higgs structure more complicated than just doublets (e.g., in MSSM with two Higgs doublets there is no tree-level $`H^+W^{}Z`$ coupling.) A triplet representation is a typical example of this kind.

In extensions of the SM with Higgs doublets and singlets, the coupling $`H^+W^{}Z`$ vanishes at tree level and can only be generated at one-loop level . The vanishing of the $`H^+W^{}Z`$ coupling in the Lagrangian is due to the hypercharge ($`Y`$) and weak-isospin assignments of the Higgs representations introduced in the model. In addition, in multi-Higgs-doublet models, the resulting strength of the loop-induced $`H^+W^{}Z`$ coupling turns out to be rather small, of the order of $`10^2`$ relative to the SM vertex $`HW^+W^{}`$. Therefore, a large $`H^+W^{}Z`$ coupling is an indicator of triplet or higher Higgs representations beyond doublet models. Therefore, a search for the charged-Higgs boson in the $`H^+W^{}Z`$ channel would be a test for new physics beyond Higgs-doublet models.

The potential of LEPII and the future TeV $`e^+e^{}`$ colliders in differentiating the charged-Higgs bosons of a triplet from a doublet representation had been studied in Refs. . Here we attempt to search for such a singly-charged Higgs boson of the triplet representation at hadron colliders, with emphasis on the Run II at the Tevatron. Note that the complex-triplet representations also predict a doubly-charged Higgs boson (i.e. $`H^{++}`$), which couples to a pair of same-charged leptons. Studies of this signature had been done in Ref.  for $`H^{++}`$ at hadron colliders, in Ref.  for $`H^{}`$ production at $`e^{}e^{}`$ linear colliders, and in Ref.  for doubly-charged Higgs pair production at photon colliders.

The organization is as follows. In the next section, we briefly describe a viable model of Higgs-triplet representation. In Sec. III, we highlight some current bounds on this model. In Sec. IV, we calculate the associated production of the charged-Higgs boson with a $`W`$ or $`Z`$ boson, and discuss the possible signatures over the backgrounds. We conclude in Sec. V.

## 2 The Model

Here we consider the triplet-Higgs model by Galison , and by Georgi and Machacek . They introduced more than one Higgs-triplet field into the model and imposed an $`SU(2)`$ custodial symmetry on the vacuum expectation values and hypercharges of the Higgs multiplets to ensure $`\rho =1`$ at tree level. Stability conditions of the $`SU(2)`$ custodial symmetry in the Higgs potential under higher-order quantum corrections were further analyzed by Chanowitz and Golden . The model consists of a SM $`Y=1`$ complex doublet $`\mathrm{\Phi }`$, plus one real $`Y=0`$ triplet and one complex $`Y=2`$ triplet. We follow closely the convention of Ref.

$$\varphi =\left(\begin{array}{cc}\varphi ^0^{}& \varphi ^+\\ \varphi ^{}& \varphi ^0\end{array}\right),\mathrm{\Delta }=\left(\begin{array}{ccc}\chi ^0& \xi ^+& \chi ^{++}\\ \chi ^{}& \xi ^0& \chi ^+\\ \chi ^{}& \xi ^{}& \chi ^0\end{array}\right).$$
(1)
The tree-level gauge-boson masses are fixed by the kinetic energy terms of the Higgs bosons, which are

$$=\frac{1}{2}\mathrm{Tr}\left[(D_\mu \varphi )^{}(D^\mu \varphi )\right]+\frac{1}{2}\mathrm{Tr}\left[(D_\mu \chi )^{}(D^\mu \chi )\right],$$

where $`D_\mu \varphi `$ and $`D_\mu \chi `$ are the covariant derivatives taking into account the SU(2) in $`2\times 2`$ and $`3\times 3`$ representations, respectively. In order to preserve $`\rho =1`$, a custodial SU(2)R symmetry is imposed such that the Lagrangian is invariant under the global SU(2)$`{}_{L}{}^{}\times `$ SU(2)R symmetry. In particular, the tree-level invariance of the gauge-boson mass terms under this custodial SU(2)R symmetry is arranged by giving $`\chi ^0`$ and $`\xi ^0`$ the same vacuum expectation value (VEV). The VEVs for the fields are defined as

$$\varphi ^0=\frac{v_D}{\sqrt{2}},\chi ^0=\xi ^0=v_T.$$

It is also convenient to define

$$v^2=v_D^2+8v_T^2,\mathrm{sin}\theta _H=\frac{\sqrt{8}v_T}{\sqrt{v_D^2+8v_T^2}},\mathrm{cos}\theta _H=\frac{v_D}{\sqrt{v_D^2+8v_T^2}},$$
(2)
where $`\theta _H`$ is the doublet-triplet mixing angle.

By absorbing the Goldstone bosons the $`W`$ and $`Z`$ bosons acquire masses given by $`m_W=gv/2`$ and $`m_Z=m_W/\mathrm{cos}^2\theta _\mathrm{w}`$. The original number of degrees of freedom in the Higgs sector is 13 (1 complex doublet, 1 real triplet, and 1 complex triplet). Therefore, after 3 degrees of freedom become the longitudinal components of the gauge bosons, there are 10 physical states, which form one five-plet, one three-plet, and two singlets:

$$H_5=(H_5^{++},H_5^+,H_5^0,H_5^{},H_5^{})^T,H_3=(H_3^+,H_3^0,H_3^{})^T,H_1^0,H_1^0^{},$$
(3)
which are given in terms of the original fields as

$`H_5^{++}`$ $`=`$ $`\chi ^{++},H_5^+={\displaystyle \frac{1}{\sqrt{2}}}(\chi ^+\xi ^+),H_5^0={\displaystyle \frac{1}{\sqrt{6}}}(2\xi ^0\sqrt{2}\chi ^0),`$
$`H_3^+`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}\theta _H}{\sqrt{2}}}(\chi ^++\xi ^+)\mathrm{sin}\theta _H\varphi ^+,H_3^0=i(\mathrm{cos}\theta _H\chi ^{0i}+\mathrm{sin}\theta _H\varphi ^{0i}),`$
$`H_1^0`$ $`=`$ $`\varphi ^{0r},H_1^0^{}={\displaystyle \frac{1}{\sqrt{3}}}(\sqrt{2}\chi ^{0r}+\xi ^0).`$ (4)
These Higgs fields can also mix. However, if the custodial SU(2) symmetry is preserved in the Higgs potential, the five-plet and three-plet will not mix with each other or with the singlets. The only possible mixing is between the two singlets. For simplicity we assume no further mixing of the above states and so they are the physical Higgs states.

Phenomenology is mainly determined by the Higgs couplings to fermions and gauge bosons. Recalling that the standard Yukawa coupling is via the doublet-Higgs fields to the fermion-antifermion pair, the coupling of a Higgs state to a fermion-antifermion pair is determined by its doublet component. Thus, the whole $`H_5`$ and $`H_1^0^{}`$ have no fermion-antifermion couplings. The only fermionic coupling of $`H_5`$ is the $`H_5^{++}\mathrm{}^{}\mathrm{}^{}`$ coupling, which is not present in the SM. Other than that, only $`H_3`$ and $`H_1^0`$ have fermionic couplings. On the other hand, $`H_3`$ has no tree-level coupling to gauge bosons while all the others have. A novel feature is the existence of a nonzero tree-level coupling of $`H_5^+`$ to $`W^{}Z`$, which is absent in all Higgs-doublet models. The observation of such a coupling necessarily signals a Higgs structure more complicated than doublets. This is the main motivation of the present work.

The corresponding vertex $`H_5^+W^{}Z`$ is given by

$$_{int}=g\frac{\mathrm{sin}\theta _H}{\mathrm{cos}\theta _\mathrm{w}}M_WH_5^+W^\mu Z_\mu +h.c.,$$
(5)
where $`g`$ is the usual $`SU(2)_L`$ electroweak coupling constant, $`\mathrm{cos}^2\theta _\mathrm{w}=1\mathrm{sin}^2\theta _\mathrm{w}=M_W^2/M_Z^2`$ at tree-level, and $`\theta _\mathrm{w}`$ is the Weinberg angle. Due to the electromagnetic gauge invariance, the coupling $`H_5^+W^{}\gamma `$ is absent at tree level. As emphasized earlier, we are interested in a large $`H_5^+W^{}Z`$ coupling that will unavoidably signify the triplet nature of the charged-Higgs boson $`H_5^+`$. However, this can only be possible experimentally if $`\mathrm{sin}\theta _H1`$ or equivalently $`v_Tv_D`$, which is considered to be a natural scenario. The partial width of $`H_5^+W^+Z`$ is given by

$$\mathrm{\Gamma }(H_5^+W^+Z)=\frac{\alpha _w\mathrm{sin}^2\theta _H}{16}M_{H_5}\lambda ^{1/2}(\frac{M_{H_5}^2}{M_W^2},\frac{1}{\mathrm{cos}^2\theta _\mathrm{w}},1)\left[1+x_W^2+x_Z^22x_W2x_Z+10x_Wx_Z\right]$$
(6)
with $`\alpha _w=g^2/4\pi `$, $`\lambda (x,y,z)=(xyz)^24yz`$, $`x_W=M_W^2/M_{H_5}^2`$, and $`x_Z=M_Z^2/M_{H_5}^2`$.

There are other triple vertices that will affect the decay of the $`H_5^+`$. They are $`H_5^+H_3^0W^{}`$ and $`H_5^+H_3^{}Z`$, the vertex factors of which are given by $`ig\mathrm{cos}\theta _H(pp^{})^\mu /2`$ and $`ig\mathrm{cos}\theta _H(pp^{})^\mu /(2\mathrm{cos}\theta _\mathrm{w})`$, as well as $`H_5^+H_3^{}H_3^0`$, which depends crucially on the details of the Higgs potential. Therefore, in general $`H_5^+`$ can decay into $`W^+Z,H_3^+Z,H_3^0W^+`$, and $`H_3^+H_3^0`$, some of which may be off-shell because of kinematics. (Note that all five members of the five-plet are of the same mass because of the custodial SU(2) symmetry, and so are the three members of the three-plets. Hence, we do not have to consider the decay of $`H_5^+`$ into any other members of the five-plet.) Our main interest is the $`W^+Z`$ decay channel of the $`H_5^+`$, which can be achieved by some not-so-fine tuning of the parameters of the model. The simplest approach is to make three-plet heavier than the five-plet. The masses for the five-plet and the three-plet are given by

$$m_{H_5}^2=3(\lambda _5\mathrm{sin}^2\theta _H+\lambda _4\mathrm{cos}^2\theta _H)v^2,m_{H_3}^2=\lambda _4v^2,$$
(7)
where $`\lambda _4`$ and $`\lambda _5`$ are the parameters in the Higgs potential. It is obvious that if we put $`\mathrm{cos}^2\theta _H0.3`$ and $`\lambda _5\lambda _4`$, then $`M_{H_5}<M_{H_3}`$. Thus, $`H_5^+`$ decays dominantly into $`W^+Z`$. This corresponds to $`\mathrm{tan}\theta _H\stackrel{>}{}1.5`$. In the next section, we shall highlight the existing limits on $`\mathrm{tan}\theta _H`$, and we shall see that such a $`\mathrm{tan}\theta _H`$ range is still allowed.

On the other hand, if $`\mathrm{tan}\theta _H<1.5`$ then $`M_{H_5}>M_{H_3}`$ and the decay modes $`H_5^+H_3^+Z,H_3^0W^+`$, and $`H_3^0H_3^+`$ open up. In fact, they could be dominant for a very small $`\mathrm{tan}\theta _H`$ . Since $`H_3`$ decays mainly into a fermion-antifermion pair, the strategy for searching for $`H_5^+`$ changes somewhat . An exhaustive list of the Feynman rules containing all the Higgs particles involved in this model can be found in Ref. .

## 3 Review of bounds on $`\mathrm{tan}\theta _H`$

A number of low-energy precision measurements constrain the Higgs-triplet model, e.g., $`Zb\overline{b}`$ vertex, $`B^0\overline{B^0}`$ mixing, $`K^0\overline{K^0}`$ mixing, and the ratio of $`bu`$ to $`bc`$ decays: for a summary see Refs. . The strongest bound comes from the $`Zb\overline{b}`$ vertex with the charged-Higgs boson in the loop . Note that if the Higgs potential satisfies the custodial SU(2) symmetry, which is preferred in order to fulfill $`\rho =1`$, the five-plet and the three-plet do not mix, and thus only the three-plet couples to the fermion-antifermion pair. Hence, all these bounds are put directly on $`M_{H_3}`$ and $`\mathrm{tan}\theta _H`$. In general, when $`M_{H_3}`$ gets larger, the bound on $`\mathrm{tan}\theta _H`$ will be relaxed. However, unitarity requires $`M_{H_3}`$ not to be larger than about 1 TeV, otherwise, the longitudinal-$`W`$-boson scattering becomes so strong that unitarity would be violated. We are going to summarize the existing bounds.

An early analysis in Ref.  used $`ϵ_K`$, $`B^0\overline{B^0}`$ mixing, and the ratio of $`bu`$ to $`bc`$ decays. The acceptable range is either $`M_{H_3}\stackrel{>}{}1`$ TeV with $`\mathrm{tan}\theta _H>5`$, or $`\mathrm{tan}\theta _H\stackrel{<}{}1.5`$, which took into account reasonable variations on hadronic uncertainties. Reference  refined the analysis on meson mixings and obtained the bound $`\mathrm{tan}\theta _H<67(33.5)(11.2)`$ for $`M_{H_3}=100500`$ GeV. These three ranges are for different hadronic inputs and CKM phases. Despite all these bounds the strongest comes from $`Zb\overline{b}`$ vertex . Kundu and Mukhopadhyaya  obtained a bound $`\mathrm{sin}\theta _H>0.8`$ for $`M_{H_3}\stackrel{<}{}1`$ TeV. An NLO analysis in MSSM  obtained $`\mathrm{tan}\beta >1.8,1.4,1.0`$ for $`M_{H^+}=85,200,425`$ GeV, which are equivalent to $`\mathrm{tan}\theta _H<0.555,0.71,1`$. The most updated analysis comes from Haber and Logan . The limits at 95% C.L. are $`\mathrm{tan}\theta _H\stackrel{<}{}0.5,1,1.7`$ for $`M_{H_3}=0.1,0.5,1`$ TeV.

Our main interest is the $`W^+Z`$ decay mode of $`H_5^+`$. In order to validate this scenario, we choose $`M_{H_3}`$ to be very heavy ($`\stackrel{<}{}1`$ TeV but it is not important as long as $`M_{H_5}<M_{H_3}`$) and $`\mathrm{tan}\theta _H\stackrel{<}{}2`$. Once $`\mathrm{tan}\theta _H\stackrel{>}{}1.5`$, $`M_{H_5}`$ can be chosen to be lighter than $`M_{H_3}`$ by tuning the parameters $`\lambda _4`$ and $`\lambda _5`$ in Eq. (7). Although a somewhat-fine tuning ($`\lambda _5<0,\lambda _4>0`$) is needed to make $`M_{H_5}`$ to be of order of $`100200`$ GeV, there are no obvious constraints on $`\lambda _4`$ and $`\lambda _5`$ from current experiments. In the following, we choose $`\mathrm{tan}\theta _H=12`$ as typical inputs and we are interested in $`M_{H_5}=100200`$ GeV for an observable cross section at the Tevatron.

## 4 Production at the Tevatron

The processes for the associated production of $`H_5^+`$ ($`H_5^{}`$) with a $`W`$ or $`Z`$ boson in hadronic collisions are

$`q\overline{q}`$ $``$ $`W^{}H_5^+(W^+H_5^{})`$ (8)
$`q\overline{q}^{}`$ $``$ $`ZH_5^+(ZH_5^{})`$ (9)
$`qq^{}`$ $``$ $`qq^{^{\prime \prime }}W^{}Z^{}qq^{^{\prime \prime }}H_5^+(qq^{^{\prime \prime }}H_5^{}).`$ (10)
We have included the charged-conjugated processes in our analysis. The first two processes are the Higgs-bremsstrahlung off the $`W`$ or $`Z`$, while the last one is the $`WZ`$ fusion. The last process is sub-dominant at the energy of the Tevatron, but will dominate at the LHC instead . For the present work, we shall ignore the last process in our study.

The leading-order (LO) subprocess cross sections for $`VH_5^\pm `$ are given by

$`\widehat{\sigma }_{\text{LO}}(q\overline{q^{}}W^{}ZH_5^+)`$ $`=`$ $`{\displaystyle \frac{G_F^2m_W^4}{72\pi \widehat{s}}}{\displaystyle \frac{\lambda (1,m_Z^2/\widehat{s},m_{H_5}^2/\widehat{s})+12m_Z^2/\widehat{s}}{(1m_W^2/\widehat{s})^2}}`$ (11)
$`\times \sqrt{\lambda (1,m_Z^2/\widehat{s},m_{H_5}^2/\widehat{s})}\mathrm{sin}^2\theta _H`$
$`\widehat{\sigma }_{\text{LO}}(q\overline{q}Z^{}W^{}H_5^+)`$ $`=`$ $`{\displaystyle \frac{G_F^2m_W^4}{36\pi \mathrm{cos}^2\theta _\mathrm{w}\widehat{s}}}(g_L^2+g_R^2){\displaystyle \frac{\lambda (1,m_W^2/\widehat{s},m_{H_5}^2/\widehat{s})+12m_W^2/\widehat{s}}{(1m_Z^2/\widehat{s})^2}}`$
$`\times \sqrt{\lambda (1,m_W^2/\widehat{s},m_{H_5}^2/\widehat{s})}\mathrm{sin}^2\theta _H`$
where $`g_L(q)=T_{3q}Q_q\mathrm{sin}^2\theta _\mathrm{w}`$ and $`g_R(q)=Q_q\mathrm{sin}^2\theta _\mathrm{w}`$, and $`\lambda (x,y,z)=(xyz)^24yz`$.

The subprocess cross sections are then convoluted with the parton distribution functions to obtain the total production cross sections. Throughout our analysis we use the CTEQ5L distribution set . In Fig. 1, we show the total production cross sections for $`W^+H_5^{}+W^{}H_5^+`$ (a) and $`ZH_5^++ZH_5^{}`$ (b) as a function of $`M_{H_5}`$ for three choices of $`\mathrm{tan}\theta _H=0.5,\mathrm{\hspace{0.17em}1.5}`$, and $`5`$. The cross section increases substantially from $`\mathrm{tan}\theta _H=0.5`$ to $`1.5`$, but only slightly from $`\mathrm{tan}\theta _H=1.5`$ to $`5`$. This can be easily understood by the explicit dependence on $`\mathrm{sin}\theta _H`$, as shown in Eq. (11).

The next concern in our analysis is the decay channels and various backgrounds. Since the number of combinations in the decays are quite complicated, we will demonstrate with the best decay channel and the corresponding backgrounds.

Since we are mainly interested in the $`W^+Z`$ decay mode of $`H_5^+`$ and we want to have a fully-reconstructed Higgs mass, we would choose the following decay mode of the $`H_5^+`$

$$H_5^+W^+Z(q\overline{q}^{})(\mathrm{}^+\mathrm{}^{}).$$
(12)
We have assumed that $`H_5^+W^+Z`$ with a 100% branching ratio, which is made possible by adjusting the parameters $`\lambda _4`$ and $`\lambda _5`$ of Eq. (7). The combined branching ratio for the channel in Eq. (12) is about $`0.7\times 0.068=0.048`$, which takes into account both the electron and muon modes of the $`Z`$ decay. The branching ratio would increase if we chose the hadronic mode of the $`Z`$, but it would make the jet combinatorics too complicated for a clean reconstruction. The decay mode of the associated $`W`$ or $`Z`$ boson can be either leptonic or hadronic. Therefore, we have the following modes in the final state

$$WH_5^\pm W(WZ^{}/W^{}Z)\{\begin{array}{c}(\mathrm{}\nu )(q\overline{q}^{})(\mathrm{}^+\mathrm{}^{})\\ (q\overline{q}^{})(q\overline{q}^{})(\mathrm{}^+\mathrm{}^{})\end{array},$$
(13)
and

$$ZH_5^\pm Z(WZ^{}/W^{}Z)\{\begin{array}{c}(\mathrm{}^+\mathrm{}^{})(q\overline{q}^{})(\mathrm{}^+\mathrm{}^{})\\ (q\overline{q})(q\overline{q}^{})(\mathrm{}^+\mathrm{}^{})\end{array},$$
(14)
where “\*” denotes an offshell vector boson. These channels result in $`3\mathrm{}+2j+\overline{)}E_T`$, $`2\mathrm{}+4j`$, or $`4\mathrm{}+2j`$ in the final state. The signal is a $`\alpha _w^2`$ process.

The irreducible backgrounds come from

$$p\overline{p}W^+W^{}Z,ZW^\pm Z,ZZZ,$$
(15)
which are $`\alpha _w^3`$ processes. Thus, before imposing any cuts, these backgrounds are already subdominant relative to the signal. The cross sections for $`W^+W^{}Z`$, $`ZW^\pm Z`$, and $`ZZZ`$ at the 2 TeV Tevatron are $`6.2`$, $`1.6`$ and $`0.6`$ fb, respectively. We therefore do not impose specific cuts to suppress these backgrounds, except for the selection cuts for leptons and jets.

Other reducible backgrounds include $`W+`$jets, $`Z+`$jets, $`WW+`$jets, $`ZZ+`$jets, and $`WZ+`$jets . The $`V+`$jets ($`V=W,Z`$) are $`\alpha _w\alpha _s^n`$ processes whose cross sections can be, in principle, larger than the signal cross sections. However, they can be reduced substantially by imposing a transverse momentum ($`p_T`$) cut on the jets and by requiring a pair of the jets reconstructed at the $`W`$ or $`Z`$ mass. Note that the jets of the signal that come off from the $`H_5^+`$ decay have a relatively much larger $`p_T`$. The $`VV+`$jets ($`V=W,Z`$) are $`\alpha _w^2\alpha _s^n`$ processes, which are already suppressed relative to the signal.

Next we describe our analysis in details. We apply a typcial resolution

$$\frac{\mathrm{\Delta }E}{E}=\frac{0.3}{\sqrt{E}}0.01$$
(16)
for leptons, where $`E`$ is in GeV, and

$$\frac{\mathrm{\Delta }E}{E}=\frac{0.8}{\sqrt{E}}0.05$$
(17)
for jets. We impose the following selection cuts on leptons and jets

$`p_T(\mathrm{})`$ $`>`$ $`10\mathrm{GeV},`$
$`p_T(j)`$ $`>`$ $`15\mathrm{GeV},`$
$`\left|\eta _{\mathrm{}}\right|`$ $`<`$ $`2.5,`$
$`\left|\eta _j\right|`$ $`<`$ $`2.5,`$
$`\mathrm{\Delta }R_{jj}`$ $`>`$ $`0.7,`$
$`\mathrm{\Delta }R_\mathrm{}j`$ $`>`$ $`0.4,`$
$`\overline{)}E_T`$ $`>`$ $`20\mathrm{GeV}\text{when considering }W\mathrm{}\nu .`$
From the above discussion we see that the final state of the signal consists of $`3\mathrm{}+2j+\overline{)}E_T`$, $`2\mathrm{}+4j`$, or $`4\mathrm{}+2j`$. Let us first concentrate on the $`2\mathrm{}+4j`$ mode because of its largest branching ratio. We shall comment on the other two modes later. In the $`2\mathrm{}+4j`$ mode, there are a few combinations to determine the $`2\mathrm{}+2j`$ that decay from the $`H_5^+`$. We employ the following procedures to select the right combination.

First, we reconstruct the associated $`W`$ or $`Z`$ boson by demanding that

$`|M_{jj}M_Z|`$ $`<`$ $`10\mathrm{GeV},`$
$`|M_{jj}M_W|`$ $`<`$ $`10\mathrm{GeV},\mathrm{or}`$
$`|M_{\mathrm{}\mathrm{}}M_Z|`$ $`<`$ $`10\mathrm{GeV},`$ (18)
where the $`2j`$ can come from a $`W`$ or a $`Z`$ boson while $`2\mathrm{}`$ can only come from the $`Z`$ boson. It could happen that more than one jet or lepton pair satisfy Eq. (18). In this case, we choose the pair that has a higher transverse momentum $`p_T`$, because we expect that the associated $`W`$ or $`Z`$ boson has a higher $`p_T`$ than the boson decaying from the $`H_5^+`$. For illustration we show in Fig. 2 the normalized transverse momentum distributions for the associated $`W`$ and for the $`W`$ decaying from $`H_5^\pm `$ in the $`W^{}H_5^\pm `$ production. From the figure it is easy to see that when we select the reconstructed vector boson with a higher transverse momentum, we are more likely to pick the correct associated vector boson. Once we select the correct associated vector boson, we can then reconstruct the invariant mass of the other particles in the final state to form the $`H_5^+`$. In Fig. 3, we show both the theoretical $`H_5^+`$ mass peaks and the peaks formed by the above procedures. It is clear that our procedures can select the right combination most of the time.

We apply exactly the same procedures to the backgrounds. In the backgrounds, all three vector bosons are on equal footing. Our reconstruction procedures will not select any particular one. The reconstructed spectrum of $`jj\mathrm{}\mathrm{}`$ would not show any peak structures but a continuum. In Fig. 4, we show both the background spectrum and the signal peaks for various $`H_5^+`$ masses. The background spectrum includes contributions from $`WWZ,ZWZ`$, and $`ZZZ`$. Similarly, we have added contributions from $`W^\pm H_5^{}`$ and $`ZH_5^\pm `$ in the signal. It is obvious that the background is almost negligible under the Higgs peaks. Therefore, the criteria for a discovery of $`H_5^+`$ depends crucially on the number of signal events. We require a minimum of 5 events for the evidence of existence. In Table 1, we show the signal cross sections in fb for the signals of $`W^\pm H_5^{}+ZH_5^\pm `$ in the $`2\mathrm{}+4j`$ mode. Given an integrated luminosity of 20 fb-1 accumulated in the Run 2b of the Tevatron, the sensitive range of $`H_5^+`$ is between 110 and 200 GeV. The cross section for $`M_{H_5^+}100`$ GeV is small because of the $`p_T`$ cuts on the leptons and jets that decay from the $`H_5^+`$. The heavier the Higgs boson the larger is the $`p_T`$ of its decay products.

## 5 conclusions

The spectacular signal of the existence of $`H_5^\pm `$ is its decay into a $`WZ`$ pair. We chose the $`H_5^\pm `$ decay mode $`(q\overline{q}^{}\mathrm{}^+\mathrm{}^{})`$ for a clean reconstruction of the $`WZ`$ pair. Had we chosen the $`4j`$ mode, it would have been very difficult to be identified as a $`WZ`$ pair. The $`2\mathrm{}+4j`$ final state gives an interesting level of signal event rates with a negligible background. A minimum requirement of 5 signal events allows the possible evidence of existence of $`H_5^\pm `$ between 110 and 200 GeV.

In our analysis, we have not taken into account the QCD corrections to the signal and backgrounds. The QCD correction to the standard model $`VH`$ production was known to be about 40% at the Tevatron . We expect about the same enhancement to the $`VH_5^\pm `$ and $`VVV`$ production as the QCD correction is independent of the final states. Therefore, the observability of the $`H_5^\pm `$ signal improves, may be up to about 210 GeV.

The decay mode of $`H_5^+`$, $`H_5^+W^+Z(q\overline{q}^{})(\mathrm{}\mathrm{})`$, might be mimicked by the SM Higgs signal, $`H_{\mathrm{SM}}ZZ(q\overline{q})(\mathrm{}\mathrm{})`$. Nevertheless, the mass reconstruction of the $`W`$ boson can help us to distinguish the triplet-Higgs signal from the SM one. The jet resolution given in Eq. (17) is good enough to provide a reasonable $`W`$-boson identification. Suppose the $`W`$ boson decays into 2 jets, each of which has an energy about 50 GeV. According to Eq. (17), the $`\mathrm{\Delta }E`$ of each jet is then about 6 GeV. Thus, the $`M_{jj}`$ mass resolution is about 8.5 GeV, which is better than the mass difference between the $`W`$ and the $`Z`$ bosons.

The other two decay modes $`3\mathrm{}+2j+\overline{)}E_T`$ and $`4\mathrm{}+2j`$ would result in an even smaller event rate. That was the reason why we did not pursue it further. Finally, the $`WH_5^\pm W(W^\pm Z)(\mathrm{}\nu )(jjjj)`$ mode suffers from immense background from $`t\overline{t}`$ production.

In our analysis, the background estimation is based on the on-shell production approximation. If we had taken the vector bosons off-shell, there would have been a small tail at the small invariant mass region in the background curve in Fig. 4. However, this tail is suppressed by $`\alpha _w`$ relative to the on-shell production. Thus, it is negligible compared to the Higgs signal peaks.

There are other continuum backgrounds that we have not taken into account, e.g., $`VV+`$jets and $`V+`$jets. We believe that they are suppressed, as we have mentioned earlier, by our cuts to a level even smaller than the background that we have considered in this work. 111There are some estimates of $`VV+`$jets background in MadEvents , but we used different cuts.

## Acknowledgment

This research was supported in part by the National Center for Theoretical Science under a grant from the National Science Council of Taiwan R.O.C.


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# Circular Polarization of Water Masers in the Circumstellar Envelopes of Late Type Stars

## 1 Introduction

A large majority of stars go through a period of high mass loss at the end of their evolution while climbing the asymptotic giant branch (AGB). This mass loss, of the order of $`10^7`$ to $`10^4M_{}/\mathrm{yr}`$, is the main source for replenishing interstellar space with processed materials. Thus the mass loss mechanism is an important subject of study. In late type stars, this high mass loss produces a circumstellar envelope (CSE) in which several maser species can be found. These masers, especially SiO, H2O and OH, are excellent tracers of the kinematics of the CSEs. The role of magnetic fields in the mass loss and formations of CSEs is still unclear. Polarization observations of circumstellar masers can reveal the strength and structure of the magnetic field throughout the CSE. Observations of SiO maser polarization have shown highly ordered magnetic fields close to the central star, at radii of 5-10 AU where the SiO maser emission occurs (e.g. Kemball & Diamond, 1997). The measured circular polarization indicates magnetic field strengths of $`510`$ G, when assuming a standard Zeeman interpretation. However, a non-Zeeman interpretation has been proposed by Wiebe & Watson (1998), which only requires fields of $``$ 30 mG. At much lower densities and temperatures and generally much further from the star, OH maser observations measure fields of $`1`$ mG (e.g. Szymczak & Cohen, 1997; Masheder et al., 1999) and there is little dispute of the Zeeman origin of the polarization. Until recently, no information on the magnetic fields at distances of a few hundred AU from the star was available. This is the region where the H2O maser emission occurs. Because water is a non-paramagnetic molecule, determination of the magnetic field is significantly more difficult. The fields expected in the H2O maser region are stronger than the fields measured for the OH masers; since they probably occur in gas that is a factor of $`101000`$ more dense and closer to the central star than the OH masers. So we expect fields of a few tens to a few hundred mG. For these fields the Zeeman splitting of H2O is extremely small, only $`10^3`$ times the typical half-power width of the H2O maser line ($`\mathrm{\Delta }\nu _\mathrm{L}30`$ kHz). However, Vlemmings et al. 2001 (hereafter V01) have shown that in the presence of such magnetic fields the Zeeman splitting can be detected with high spectral resolution polarization observations. They presented the first results of circular polarization measurements of circumstellar H2O masers on the masers around the supergiant star S Per. A ’basic’, LTE, Zeeman analysis was used to infer the magnetic field strength along the line of sight. This analysis did not include the interaction between the various hyperfine components of the 22 GHz H2O transition. The observations confirmed the expected field strength, finding a field of $`250`$ mG. The method used in V01 was similar to the method used by Fiebig & Güsten (1989, hereafter FG) to analyze the circular polarization of strong interstellar H2O maser features. Here we present observations for a sample of 4 stars. We discuss the data reduction path, and in addition to the FG method, we fit our observation to the theoretical, non-LTE, models of Nedoluha & Watson (1992), hereafter NW. These include hyperfine interaction as well as saturation effect. The non-Zeeman interpretations presented in Nedoluha & Watson (1990) and Wiebe & Watson (1998) are also discussed. Finally we present measurements of the linear polarization.

## 2 Theoretical Framework

### 2.1 Standard Zeeman interpretation

#### 2.1.1 Basic LTE analysis

Our first treatment of the standard Zeeman interpretation closely follows the analysis performed in FG and is more thoroughly discussed in both V01 and FG. This is a standard method that assumes LTE. Thus, the narrowing and rebroadening of the lines as a result of maser saturation are not reproduced. We have included the possibility of multiple masing hyperfine components, assuming the $`F=76`$ hyperfine component to be dominant. Each hyperfine component will split into 3 groups of lines ($`\sigma ^+,\sigma ^{}`$ and $`\pi `$). For a magnetic field B parallel to the line of sight, the Zeeman pattern consists of the two circular polarized $`\sigma `$ components only. The right- and left-handed (RR and LL) spectra, corresponding to the $`\sigma ^\pm `$ components will only be slightly shifted against each other. This corresponds to a characteristic frequency shift of the order of $`\mathrm{\Delta }\nu _\mathrm{Z}10^3`$ Hz$`B_{[\mathrm{Gauss}]}`$. As a result, the observed V-spectrum (RR-LL) will be a sine-shaped function, corresponding to the derivative $`I^{}`$ of the total power spectrum. The amplitude of this function depends on the maser line width, the magnetic field strength, and on which hyperfine components actually contribute to the maser. By calculating synthetic V-spectra we find the following relation for the percentage of circular polarization:

$`P_\mathrm{V}`$ $`=`$ $`(V_{\mathrm{max}}V_{\mathrm{min}})/I_{\mathrm{max}}`$ (1)
$`=`$ $`2A_{\mathrm{F}\mathrm{F}^{}}B_{[\mathrm{Gauss}]}\mathrm{cos}\theta /\mathrm{\Delta }\mathrm{v}_\mathrm{L}[\mathrm{km}\mathrm{s}^1].`$
Here $`V_{\mathrm{max}}`$ and $`V_{\mathrm{min}}`$ are the maximum and minimum of the synthetic V-spectrum fitted to the observations. $`\mathrm{\Delta }v_\mathrm{L}`$ is the full width half-maximum (FWHM) of the total power spectrum, and $`I_{\mathrm{max}}`$ is the peak flux of the maser feature. $`B`$ is the magnetic field strength and $`\theta `$ the angle between the magnetic field lines and the line of sight. The $`A_{\mathrm{F}\mathrm{F}^{}}`$ coefficient depends on the masing hyperfine components. The $`A_{\mathrm{F}\mathrm{F}^{}}`$ coefficients have been determined by calculating $`P_\mathrm{V}`$ from synthetic V-spectra, determined for a series of magnetic field strengths $`B`$, and for the different hyperfine components. Some examples of synthetic V-spectra for the three hyperfine lines are shown in Fig. 1. The $`BP_\mathrm{V}`$ relation is shown in Fig. 2 for different hyperfine components and line widths. For the different hyperfine transitions separately, FG find $`A_{\mathrm{F}\mathrm{F}^{}}=0.013,0.08`$ and $`0.01`$ for the $`76,65`$ and $`54`$ transitions respectively. For the fitted combinations of hyperfine components we generally find $`A_{\mathrm{F}\mathrm{F}^{}}0.011`$.

#### 2.1.2 Full radiative transfer, non-LTE analysis

The transfer equations for the polarized radiation of the 22 GHz H2O masers in the presence of a magnetic field were solved in NW. We have redone the calculations to fit the theoretical total intensity and circular polarization spectra to our observations. They were performed for the combination of the three strongest hyperfine components which have previously been verified to make the only significant contribution (Deguchi & Watson, 1986; Nedoluha & Watson, 1991). We solve a related set of 99 equations of state for all the magnetic substates of the relevant hyperfine components.

The goal of NW was to asses the validity of Eq. 1 when specific effects of maser radiation are included in the analysis. The LTE treatment described above for example, does not include: narrowing and rebroadening of the maser line with increasing optical depth, hyperfine interaction, unequal populations of the magnetic substates and the generation of circular polarization due to changes in direction of the linear polarization. To solve the equations of state, some assumptions have been made. The Zeeman frequency shift $`g\mathrm{\Omega }`$, is assumed to be much greater than the rate for stimulated emission $`R`$, decay rate $`\mathrm{\Gamma }`$ and cross-relaxation rate $`\mathrm{\Gamma }_\nu `$. In this regime the off-diagonal elements of the density matrix which describes the molecular states are negligible, which greatly simplifies the calculations. The maser is assumed to propagate nearly one-dimensionally. Additionally, the pumping has a Maxwellian velocity dependence and is the same for all magnetic substates.

For expected magnetic fields of $``$ 100 mG the values of $`g\mathrm{\Omega }`$ for the stronger hyperfine transitions are about 1000 $`\mathrm{s}^1`$. The rate for stimulated emission can be estimated by:

$$RAkT_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }/4\pi \mathrm{}\omega $$
(2)
Here $`T_\mathrm{b}`$ is the brightness temperature, $`\mathrm{\Delta }\mathrm{\Omega }`$ the beaming solid angle for the maser radiation and $`A`$ the Einstein coefficient. For $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }=10^{12}`$, $`R100\mathrm{s}^1`$. Thus $`g\mathrm{\Omega }R`$, required for ignoring the off-diagonal elements of the density matrix, is satisfied for most of the relevant brightness regime, up to $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }=10^{12}`$. For higher brightness temperatures the results for $`\theta 0^{}`$ may be unreliable. For $`\theta =0^{}`$ the off-diagonal elements are not present, thus the results are reliable up to the highest values of $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }`$.

Detailed calculations of the cross-relaxation rate ($`\mathrm{\Gamma }_\nu `$), which is expected to be considerably larger than the decay rate ($`\mathrm{\Gamma }`$), give $`\mathrm{\Gamma }_\nu =2\mathrm{s}^1`$ at temperatures of 400 K (Anderson & Watson, 1993). So $`g\mathrm{\Omega }\mathrm{\Gamma }_\nu \mathrm{\Gamma }`$ is satisfied as well. The calculations here use $`(\mathrm{\Gamma }+\mathrm{\Gamma }_\nu )=1\mathrm{s}^1`$, but NW have shown that the resulting intensities scale with the decay rate and the cross-relaxation rate as $`[\mathrm{flux}/(\mathrm{\Gamma }+\mathrm{\Gamma }_\nu )]`$.

To perform the numerical calculations, we had to chose the strength of the radiation incident onto the masing region. The calculations presented here are based on a radiation of $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }=0.1`$ K sr. This continuum radiation is taken to be unpolarized. It was verified in NW that the results are insensitive to the chosen value, and we have confirmed this result.

In contrast to the LTE analysis presented above, the results from the non-LTE transfer treatment are V-spectra which are not anti-symmetric. This can be seen comparing the non-LTE spectra in Fig. 3 to the synthetic LTE spectra in Fig. 1. The spectra are not proportional to the derivative of the total power intensity profile, I’, as used before, due to the blending of hyperfine lines with different $`g\mathrm{\Omega }`$.

Fig. 3 also shows that for high $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }`$, the total intensity spectra are increasingly less Gaussian in shape. The line shape thus enables us to estimate the saturation level of the maser. The model with $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }=10^8`$ corresponds to a completely unsaturated maser. The models with $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }=10^{10}`$ and $`10^{11}`$ correspond to slightly and fully saturated masers respectively. The non-LTE analysis also produces linear polarization for $`\theta 0^{}`$. Stokes $`Q`$ is shown in Fig. 4, which indicates that for $`\theta =75^{}`$, linear polarization of up to $`10\%`$ is observed for $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }10^{11}`$. NW show that for slightly saturated masers, linear polarization of a few percent should be observed when $`\theta >15^{}`$.

The calculations have been performed for several different values of intrinsic thermal width ($`v_{\mathrm{thermal}}`$). This is the FWHM of the Maxwellian distribution of particle velocities. Assuming a kinetic temperature of $`T`$ K, $`v_{\mathrm{thermal}}0.5(T/100)^{1/2}`$ (NW).

The variation of line width with brightness temperature is shown in Fig. 5a for different values of $`v_{\mathrm{thermal}}`$. This relation does not depend on the angle $`\theta `$. We see a gradual narrowing of the maser line, and rebroadening occurs when the maser starts to become saturated, at $`T_\mathrm{b}\mathrm{\Delta }\mathrm{\Omega }10^{10}`$. The relation between the fractional circular polarization $`P_\mathrm{V}`$ and $`T_\mathrm{b}`$ does depend on $`\theta `$ and is shown for different values of $`\theta `$ and $`v_{\mathrm{thermal}}`$ in Fig.5b. The fractional circular polarization decreases with increasing maser intensity as the total intensity grows faster than the circular polarization. Both these relation scale with $`[\mathrm{flux}/(\mathrm{\Gamma }+\mathrm{\Gamma }_\nu )]`$, similar to the intensity profiles.

From these relations we can now determine the coefficients $`A_{\mathrm{F}\mathrm{F}^{}}`$ from Eq.1 which are shown in Fig.6. As can be seen, $`A_{\mathrm{F}\mathrm{F}^{}}`$ depends strongly on $`v_{\mathrm{thermal}}`$. For small angles $`\theta `$ there is no strong dependence on $`T_\mathrm{b}`$, but for $`\theta >45^{}`$, $`A_{\mathrm{F}\mathrm{F}^{}}`$ can change by over a factor of $`6`$ for high $`T_\mathrm{b}`$. Neufeld & Melnick (1990) argue that the low values of $`v_{\mathrm{thermal}}`$ can be eliminated, on the basis of realistic H2O maser pumping schemes. Values as high as $`v_{\mathrm{thermal}}2.0`$ km/s indicate temperatures of more than $`1000`$ K, which is expected to be too high according to the same analysis by Neufeld & Melnick. From linewidth analysis we conclude that $`v_{\mathrm{thermal}}1.0`$ km/s is the most realistic estimate, which yields $`A_{\mathrm{F}\mathrm{F}^{}}0.018`$. This value does not decrease by more than $`10\%`$ if we take $`v_{\mathrm{thermal}}1.5`$ corresponding to the upper temperature limit of $`1000`$ K.

The effect of the angle $`\theta `$ has recently been examined by Watson & Wyld (2001) for the general case of a transition with low angular momentum (J=1-0 and J=2-1). They conclude that for masers that are at least partially saturated the circular polarization does not decrease with increasing $`\theta `$ until the magnetic field and the propagation direction are nearly perpendicular. We have performed similar calculations for the specific 22 GHz H2O maser transitions and the results are shown in Fig. 7, which confirm for transitions with higher angular momentum, the analysis of Watson & Wyld.

### 2.2 Non-Zeeman interpretation

Circular polarization can also occur due to the change of the axis of symmetry for the molecular quantum states from parallel to the magnetic field, to parallel to the direction of propagation. When $`g\mathrm{\Omega }R`$, the direction of the magnetic field is the axis of symmetry. When $`g\mathrm{\Omega }R`$, the molecules interact more strongly with the radiation than with the magnetic field, and the direction of propagation is the axis of symmetry. Initially $`g\mathrm{\Omega }R`$, but as the maser propagates through the medium and becomes more intense, $`g\mathrm{\Omega }R`$ could possibly be satisfied. This was discussed by Nedoluha & Watson (1990) and was shown to lead to an overestimation of the magnetic field by up to a factor of 1000. However, the study in NW, and the line width observed here, show that the effect described above is unimportant for H2O masers. The line widths show that in almost all cases $`g\mathrm{\Omega }R`$ is satisfied.

Wiebe & Watson (1998) have shown that the propagation of linear polarization can also result in circular polarization. For linear polarizations of $`10\%`$, the resulting circular polarization is of the same order of magnitude as the polarization due to the regular Zeeman interpretation, while magnetic fields could again be a factor of 1000 less. Below we indicate that also this non-Zeeman interpretation is unlikely due to the lack of linear polarization.

### 2.3 Fitting Method

#### 2.3.1 LTE Zeeman

In the case of the LTE Zeeman models we first fit a combination of the 3 strongest hyperfine components to the total power spectrum. From this we get the line width $`\mathrm{\Delta }v_\mathrm{L}`$ of the maser feature and the contribution to the line of the hyperfine components. For this combination we calculate a synthetic V-spectrum, such as shown in Fig. 1 for the separate hyperfine components. The synthetic spectrum is then fitted to the circular polarization spectrum. As our observations in V01 have shown that the observed V-spectrum can be narrower than the synthetic V-spectrum, we also allow for the narrowing of our synthetic spectra in the fit. Furthermore we need to remove the scaled down replicas of the total intensity. We fit the following function:

$$V_{\mathrm{obs}}(\mathrm{\Delta }v)=a_1V^{}(a_2\mathrm{\Delta }v)+a_3I(\mathrm{\Delta }v)$$
(3)
Here $`\mathrm{\Delta }v`$ is the velocity in \[km/s\] measured from the peak of the total intensity, $`V^{}`$ is the synthetic spectrum $`V_{\mathrm{synth}}`$. We fit for the parameters $`a_1`$, $`a_2`$ and $`a_3`$. The parameter $`a_1`$ controls the amplitude of the V-spectrum, while $`a_2`$ determines the amount of narrowing of the observed spectra with respect to the model spectra. Finally, the removal of the scaled down total intensity profile is determined by $`a_3`$. The amplitude $`a_1`$ of the best fitted model determines $`V_{\mathrm{min}}`$ and $`V_{\mathrm{max}}`$. Together with the peak intensity of the maser feature this gives $`P_\mathrm{V}`$. With the previously determined line width $`\mathrm{\Delta }v_\mathrm{L}`$ we calculate $`B_{||}`$ using Eq. 1.

#### 2.3.2 Non-LTE

For the non-LTE case, we fit out models to both total intensity and circular polarization simultaneously. We use Eq. 3 with $`V^{}=V_{\mathrm{model}}`$. Because the non-LTE models are already intrinsically more narrow, we first fix the width of the V-spectrum by setting $`a_2=1.0`$ and only fitting $`a_1`$ and $`a_3`$. We have chosen to fit models with $`v_{\mathrm{thermal}}=0.8`$ and $`1.0`$ km/s, as the line widths of the maser features indicate that much higher intrinsic thermal widths are unlikely. We find that in some cases the circular polarization spectrum is still narrower than the model spectrum. For these features we allow for narrowing by releasing $`a_2`$. The combined fitting determines the circular polarization percentage $`P_\mathrm{V}`$ and the line width $`\mathrm{\Delta }v_\mathrm{L}`$. The coefficient $`A_{\mathrm{F}\mathrm{F}^{}}`$ is specifically determined for the best fitted model. Using this Eq. 1 again gives $`B_{||}`$.

## 3 Observations

The observations were performed at the NRAO111The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. Very Long baseline Array (VLBA) on December 13th 1998. At the frequency of the $`6_{16}5_{23}`$ rotational transition of H2O, 22.235 GHz, the average beam width is $`0.5\times 0.5`$ mas. This allows us to resolve the different H2O maser features in the CSE. The data were correlated twice, once with modest ($`7.8`$ kHz $`=0.1`$ km s-1) spectral resolution, which enabled us to generate all 4 polarization combinations (RR, LL, RL and LR). The second correlator run was performed with high spectral resolution ($`1.95`$ kHz $`=0.027`$ km s-1), necessary to detect the circular polarization signature of the H2O Zeeman splitting, and therefore only contained the two polarization combinations RR and LL. We have performed 6 hours of observations per source-calibrator pair. The calibrator was observed for $`\mathrm{1\; 1}/2`$ hours in a number of scans equally distributed over the 6 hours. We used 2 filters (IFs) of 1 MHz width, which were overlapped to get a velocity coverage of $`22`$ km/s. This covers most of the velocity range of the H2O maser.

### 3.1 Calibration of the Data

The data analysis followed the method of Kemball, Diamond & Cotton (1995). The reduction path, shown in Fig. 8, was performed in the AIPS data reduction package. The first standard calibration steps were performed on the data-set with modest spectral resolution. We used the system temperature measurements provided with the data to perform the amplitude calibration for both the calibrators and the sources. Parallactic angle correction, flagging and single- and multi-band delay calibration were all done regularly on the calibrators observed with each source. During 1/3 of the observation time, the first IF suffered strong interference, which forced us to flag several of the frequency channels ($`0.1`$ MHz) in addition to the normal flagging. Also, for most of the observations IF 1 of the Los Alamos (LA) antenna was unusable. The solutions obtained at these calibration steps were copied and applied to the high spectral resolution data set. The complex bandpasses were then determined for both data-sets separately. Additional calibration steps were needed for accurate processing of polarization data. The gain ratio between the R- (right-) and L- (left-) hand polarizations was determined using the auto-correlation data of the reference antenna on a short scan of the maser source. This step contains the critical assumption of equal flux for the R- and L-handed circular polarizations. As a result the circular polarization spectra are forced to be anti-symmetric, as discussed below. Later, during the analysis of the circular polarization spectra, we still have to correct for small replicas of the total power profiles due to remaining small gain differences. After the gain calibration, we used the calibrators to determine the R-L delay offset and the RR-LL phase offset. The delay offset is expected to be stable over the duration of the observation (Brown et al. 1989) and can be determined from a single continuum scan in which the cross-hand fringes RL and LR are well detected. The RR-LL phase offset varies over the observation and are determined from calibrators which are assumed to show no circular polarization. The solutions were again copied from the modest resolution date and applied to the high resolution data. Then fringe fitting and self-calibration for the two separate data-sets were performed on a strong maser feature. Finally, corrections were made for the instrumental feed polarization using a range of frequency channels on the maser source, in which the expected linear polarization or the frequency averaged sum of the linear polarization is low. After the solutions were applied to both data sets image cubes could be created.

### 3.2 Sample

We observed 4 late type stars, the supergiants S Per, VY CMa and NML Cyg and the Mira variable star U Her. They are listed in Table. 1 with type, position, distance, period and velocity. The sources were selected on the basis of 2 criteria; strong H2O masers and previous SiO and OH maser polarization observations. The peak fluxes measured in these observations are also shown in Table. 1. On the total intensity channel maps with high spectral resolution, the noise is dominated by dynamic range effects and lies between $`0.080.3`$ Jy. On the circular polarization maps we have noise of $`0.010.03`$ Jy.

The circular polarization of the SiO masers around VY CMa has previously been observed with a single dish by Barvainis et al. (1987). They find circular polarization of $`6.5\%`$, indicating a field strength of $`B_{\mathrm{SiO}}65`$ G. Observations of the 1612 MHz main line OH maser by Cohen et al. (1987) give $`B_{\mathrm{OH}}2`$ mG. Smith et al.(2001) concluded from ground based and Hubble Space Telescope optical observation, that high magnetic fields of at least $`1`$ G are necessary to explain the outflow of matter observed in VY CMa. Cohen et al. also detected fields of $`2`$ mG on the 1612 MHz OH masers around NML Cyg, while Masheder et al. (1999) estimated a field of $`1`$ mG on the OH masers around S Per. On U Her, Palen & Fix (2000) observed pairs of R- and L-polarized maser features, for the 1665 and 1667 MHz OH masers. Although not many of these Zeeman pairs were found they estimate a magnetic field of $`B_{\mathrm{OH}}1`$ mG.

## 4 Results

We have examined the strongest H2O maser features around the 4 stars observed. The results are shown in Table 2 for features with fluxes up to $`10\%`$ of the brightest maser spots. Some selected spectra are shown with fits of the LTE Zeeman models and the non-LTE models. When using the non-LTE models, fits with $`v_{\mathrm{thermal}}=1.0`$ km/s generally are best. As expected the splitting is small and the circular polarization is generally not more than $`0.51.0\%`$. Magnetic field strengths obtained using the LTE Zeeman models are given in column 7 while the results obtained using the non-LTE models are shown in column 8. The features that show less than a $`3\sigma `$ circular polarization signal are considered non-detections. For these we have determined (absolute) upper limits using the $`A_{\mathrm{F}\mathrm{F}^{}}`$ coefficients obtained using the NW radiative transfer models. When using the LTE Zeeman analysis the limits increase by a factor of $`1.4`$.

Features labeled  have V-spectra that did not allow accurate fitting, possibly due to blending effects. They do show circular polarization above the $`3\sigma `$ level, although generally only slightly more. For these we have used $`V_{\mathrm{min}}`$ and $`V_{\mathrm{max}}`$ to estimate the magnetic field strength, and we assumed the best estimate for the coefficient $`A_{\mathrm{F}\mathrm{F}^{}}=0.018`$. The errors are the formal $`1\sigma `$ errors.

We have not been able to detect linear polarization in any of the 4 sources. This gives upper limits to the fractional linear polarization of $`1\%`$ for the weakest features down to $`0.01\%`$ for the strongest.

### 4.1 S Per

Fig. 9 shows the total intensity map of the H2O maser features around S Per, in which we can identify most of the features detected in earlier observations(Diamond et al. 1987; Marvel 1997). Positions are shown relative to the feature labeled S Per b, discussed in more detail in V01. Circular polarization between $`0.20.7\%`$ has been detected in 3 of the brightest features after a careful reexamination of the data. This has also resulted in a slightly lower magnetic field strength value for S Per b than the one presented in V01 after optimizing the fitting routines. The figure also shows the total power and circular polarization spectra for 2 of the features, with fits for both the LTE and non-LTE Zeeman models. The velocity labeling has changed from V01 to correspond to the convention used by NW. We find the magnetic field pointing away from us on all features. From these results we estimate the magnetic field in the H2O maser region around S Per to be $``$ 200 mG using the LTE Zeeman analysis or $``$ 150 mG using the non-LTE models.

The maximum radius of the H2O maser region was determined to be $`60`$ mas by Diamond et al.(1987), corresponding to $`100`$ AU. They conclude for a thick shell model that the inner radius of the water maser shell is $`30`$ mas, while the outer radius is $`70`$ mas. For comparison, the OH maser shell extent was determined by them to be $`80\times 30`$ mas, using MERLIN observations.

### 4.2 VY CMa

The total intensity map of the H2O masers around VY CMa is shown in Fig. 10. Circular polarization has been detected on 7 out of 10 of the brightest maser features down to $`P_\mathrm{V}0.2\%`$. Similar to the values found for S Per we find a magnetic field of $`200`$ mG using the LTE Zeeman analysis or $`175`$ mG using the NW models. The magnetic field points toward us for most of the sources. VY CMa a suffers from blending with nearby maser spots which made accurate fitting impossible, this can also explain the change of sign.

Diamond et al.(1987) give the radius of the H2O maser region for VY CMa to be $`150`$ mas, corresponding to $`220`$ AU. The 1612 MHz OH maser radius is shown to be $`2400`$ AU in observations by Reid et al.(1981).

### 4.3 NML Cyg

We have only been able to detect a few H2O maser features around NML Cyg, which are shown in Fig. 11. We find circular polarization from $`0.62\%`$. The spectra for NML Cyg b and c are shown in the same Figure. The V-spectrum for NML Cyg a is shown in Fig. 12. The circular polarization spectrum seems to indicate that this features actually consists of 2 heavily blended features of $`30`$ Jy. The magnetic field strength on this feature has been estimated using this simple model. Both the interpretations indicate the magnetic field strength to be $`500`$ mG, higher than for both S Per and VY CMa.

The H2O maser region extent is $`195`$ mas, corresponding to $`240`$ AU (Johnston et al. 1985). Diamond et al.(1984) give for the 1612 MHz OH masers a maximum extent of $`35`$ arcsec.

### 4.4 U Her

The total intensity map for the H2O masers around U Her is shown in Fig. 13. U Her is the only Mira variable star in our sample and shows significantly weaker H2O masers. However as seen in the figure, we do detect circular polarization of up to $`10\%`$. The field strength in the H2O maser region of U Her is higher than those observed for the supergiant stars in our sample. We find strengths of $`2.5`$ G using the LTE Zeeman analysis or $`1.5`$ G using the non-LTE models. While the features U Her a and b show a clear sine-shaped V-spectrum, the features d and e have circular polarization signals only slightly outside the $`3\sigma `$ detection limit. This made fitting actual profiles impossible for those features.

The size of the H2O maser region is found to be $`350\times 200`$ mas (Bowers et al. 1989), which at 189 pc distance corresponds to $`65\times 40`$ AU. Chapman et al. (1994) find for the OH maser extent of U Her of $`800\times 900`$ mas, $`150\times 170`$ AU.

## 5 Discussion

### 5.1 Interpretation of the Polarization Results

The observations show magnetic fields in the range from $`150`$ mG to $`1.5`$ G in the H2O maser regions of our sample of stars. The exact field strength depends on the interpretation used. Here we have used the LTE Zeeman analysis presented in FG and V01, as well as a non-LTE model presented by NW. Generally, the results using the NW method give fields approximately $`2/3`$ of the LTE Zeeman method. As shown above, the non-LTE models do not typically produce anti-symmetric shapes for the circular polarization spectra. However, the anti-symmetric shapes observed are a necessary result of the data treatment, when it is assumed that the R- and L-polarization profiles are similar and when the scaled down replica of the total power spectrum is removed. We can thus fit both interpretations to the data by leaving the amplitude of the total power replicas as a free parameter as described in Section 2.3. As a consequence, we are unable to directly distinguish between the different interpretations on the basis of the anti-symmetry of the V-spectra.

The shape and line widths of the total intensity spectra of the different maser features indicate that for all stars the masers are unsaturated or only slightly saturated. As a result, even for the non-LTE case, we do not expect significant deviations from anti-symmetry. The line widths also indicate that $`v_{\mathrm{thermal}}1.0`$ km/s is indeed the best estimate for the thermal line width. In the cases where we could not perform good fits to the spectra, we have thus used $`A_{\mathrm{F}\mathrm{F}^{}}=0.018`$ as the best estimate. Since the masers are thought to be unsaturated the circular polarization decreases linearly with $`\mathrm{cos}\theta `$, as shown in Fig. 7.

An important motivation for using the non-LTE approach, is the fact that the circular polarization spectra show narrowing that is not expected in the LTE case, as discussed in V0. The observed spectra are not directly proportional to $`I^{}`$, as the minimum and maximum are closer together than predicted. We can express this narrowing as $`f_\mathrm{n}=\mathrm{\Delta }v_\mathrm{L}/\mathrm{\Delta }v_{\mathrm{mm}}`$, where $`\mathrm{\Delta }v_\mathrm{L}`$ is the FWHM of the maser feature and $`\mathrm{\Delta }v_{\mathrm{mm}}`$ the separation between the minimum and maximum of the V-spectrum. $`\mathrm{\Delta }v_{\mathrm{mm}}`$ is determined after the spectrum is forced to be anti-symmetric by fitting the scaled down total power spectrum. In our spectra we find on average $`f_\mathrm{n}0.64`$, but sometimes as low as $`0.45`$, which cannot be explained by LTE Zeeman models. In that case, when $`VI^{}`$, we find $`f_\mathrm{n}0.85`$. The non-LTE models partly explains this narrowing. As a result of the narrowing and rebroadening of the maser lines and of the hyperfine interaction, $`f_\mathrm{n}`$ depends on the maser brightness as shown in Fig. 14. The narrowing fraction decreases to $`0.6`$ in the case of highly saturated masers. However, as discussed above, the maser are indicated to be mostly unsaturated and thus the reason for the narrowing is still not completely clear. We have performed some tests using bi-directional masers. As seen in Fig. 14, these show more narrowing over the entire range, while the limit for the saturated masers is similar to the uni-directional masers. Thus, although the predicted narrowing fraction is still higher than observed, this is probably due to the assumption of linear masers in the models. Aside from the narrowing of the circular polarization profiles for bi-directional masers, the resulting $`A_{\mathrm{F}\mathrm{F}^{}}`$ coefficients and corresponding magnetic fields do not change. We have used the uni-directional models for the fits, since the computation time increased considerably when calculating the bi-directional case.

The above indicates that the narrowing of the V-spectrum is an important diagnostic for distinguishing which method yields the most reliable magnetic field strengths. A careful analysis of the total power intensity profiles will also be able to distinguish between different interpretations. The fits presented for our sources show that the non-LTE models do not fit the total intensity profiles as well as the fit of 3 hyperfine components for the LTE Zeeman models. However, this is due to the fact that it was impossible to completely explore the full parameter space for the models. Fortunately, this has only a small effect on the magnetic field strengths inferred by this method, which has been included in the quoted errors. We thus conclude that the best estimates for the magnetic field strengths in the H2O maser region are those obtained using the non-LTE models.

We have been unable to detect any linear polarization for the sources in our sample. The upper limits are between $`0.01`$ and $`1.0\%`$. This is consistent with previous observations by Barvainis & Deguchi (1989), and is a separate indication that the masers are not strongly saturated. The absence of linear polarization excludes the non-Zeeman interpretation. We are therefore confident that the observed circular polarization is the signature of the actual Zeeman splitting and that our inferred values are the best estimates for the magnetic field.

### 5.2 Magnetic fields in CSE

We can compare our results with the magnetic fields measured on the other maser species in the circumstellar envelope. As remarked before there have been several observations to determine the magnetic fields in the SiO maser regions (e.g. Barvainis et al. 1987, Kemball & Diamond 1997). Assuming that the circular polarization observed on these sources is caused by Zeeman splitting, fields between $`50`$ and $`100`$ G have been inferred. This had already been predicted earlier from observations of the Zeeman splitting in OH masers, which indicated fields of $`12`$ mG in Mira stars and up to $`10`$ mG in supergiants (Reid et al. 1979, Claussen & Fix 1982). Various other observations of OH masers have since then confirmed these milliGauss fields. The high field strengths on the SiO masers however, remain the topic of debate. It has been shown that fields of not more than $`30`$ mG can cause the high circular polarization observed; as described in the non-Zeeman effect above. Also, Elitzur (1996) argues that the magnetic fields inferred on both the SiO and the OH maser could be lower by a factor of $`8`$$`10`$.

Additionally, fields of tens to hundreds of Gauss in the SiO maser region would indicate fields of the order of $`10^3`$ G on the surface of the star. It was argued that such fields could not be produced by AGB stars (Soker & Harpaz, 1992). The high magnetic fields were determined by assuming the field strength varies with distance from the star by the relation $`Br^\alpha `$. The exponent $`\alpha `$ depends on the structure of the magnetic field in the circumstellar envelope. A solar-type magnetic field has $`\alpha =2`$, while for a dipole medium $`\alpha =3`$.

For a comparison between the different maser species, the results from this paper are shown in Fig. 15, combined with results obtained on our sample of stars for the other masers. The figure displays the magnetic field strength as a function of distance from the star. We have indicated the actual measurements for the magnetic field with different symbols for each star. The boxes indicate estimates for both magnetic fields and distance of the maser species based on observations of different stars (Johnston et al. 1985; Lane et al. 1987; Barvainis et al. 1987; Lewis et al. 1998). We have separated the Mira variable stars and the supergiants. A major uncertainty is the distance of the maser features for which the magnetic fields were determined. The SiO masers are expected to exist in a narrow region at approximately 1 stellar radius from the star (Reid & Menten 1997). The radial distances are obtained from the observation of their characteristic ring structure (e.g. Diamond et al. 1994). Several observations have determined the extent of the OH maser regions of our sources (Diamond et al. 1987, Chapman & Cohen 1986). However, because the OH maser is strongly radially beamed these distances are only lower limits to the actual extent, which for the supergiant stars could be a few times $`10^{16}`$ cm. The plotted measurements use the literature values quoted above as the value of the radial distance. The extent of the H2O maser region has also been the object of several studies (e.g. Bowers et al. 1989, Lane et al. 1987). For our observations we have used the values quoted above. As the figure shows, our observations lie systematically above both the solar-type and the dipole magnetic field approximation. This can be caused by a selection effect. Our observations are heavily biased for the highest magnetic fields, which occur closer to the star. Thus, while the distance values used in the plot are the outer edges of the H2O maser region, we most probably probe the inner regions. So using the solar-type magnetic field, we can estimate the thickness of the H2O maser region. This ranges from $`1210^{15}`$ cm for the supergiant stars to $`210^{14}`$ cm for U Her. This agrees with values found using the pumping models for H2O masers in late-type stars presented by Cooke & Elitzur (1985), and also with the estimates presented for S Per in Diamond et al.(1987).

Another possibility is the existence of high density H2O maser clumps with frozen in magnetic field lines. For frozen magnetic fields the field strength varies with number density as $`Bn^k`$, with $`1/3k1/2`$ from theoretical predictions (e.g. Mouschovias, 1987), where $`n`$ is the number density. Density ratios between the maser clumps and their surrounding medium need to be between $`10`$ and $`1000`$ to explain the observations if we assume that the magnetic field strength in the medium surrounding the clumps is similar to the field strength observed on the OH masers. While the higher values are unlikely, the lower values are certainly reasonable. Because the observations are most sensitive for the high magnetic fields, we are in this interpretation biased toward the highest density maser clumps. A combination of the two effects described is likely.

The pressure of the magnetic fields measured in the H2O maser region dominate the thermal pressure of the gas. The ratio between thermal and magnetic pressure is given by $`\beta (8\pi n_\mathrm{H}kT)/B^2`$. Here $`k`$ is the Boltzman constant. Assuming a gas density of $`n_\mathrm{H}=10^9`$ cm-3 and a temperature of $`T10^3`$ K at the inner edge of the H2O maser region, and taking $`B250`$ mG, $`\beta 0.05`$, indicating that the magnetic pressure dominates the thermal pressure by a factor $`20`$.

The inferred values for the magnetic field strength on the H2O masers are intermediate between the values determined on the OH masers and those determined for the SiO masers with the standard Zeeman interpretation. This can be viewed as evidence that the measured circular polarization on the SiO masers is caused by actual Zeeman splitting and that the non-Zeeman interpretation is unlikely even though the SiO masers exhibit up to $`100\%`$ linear polarization. Our observations agree with a power-law dependence of the magnetic field on distance to the star, of which the solar-type field seems most likely. An order of magnitude estimate for the magnetic fields on the surface of the star then gives fields of $`10^2`$ G for Mira variable stars and $`10^3`$ for supergiants. Recently, Blackman et al. (2001) have shown that an AGB star can indeed produce such strong magnetic fields, originating from a dynamo at the interface between the rapidly rotating core and the more slowly rotating stellar envelope.

## 6 Conclusions

The analysis of the circular polarization of H2O masers depends strongly on the models used. The interpretation of our observations has shown that the non-LTE, full radiative transfer models presented by NW improve the accuracy of the fits. Some aspects of the observations however, remain unclear, even though the non-LTE approach can explain most of the narrowing of the circular polarization spectra. Multi-dimensional models seem promising to explain the narrowing observed. We have found magnetic field strengths of $`150500`$ mG for the supergiants and $`1.5`$ G for the Mira variable U Her. They occur in the most dense H2O maser spots at the inner boundaries of the maser region and indicate strong magnetic fields at the surface of the star. The fields dominate the thermal pressure of the gas and are strong enough the drive the stellar outflows and shape the stellar winds.

Acknowledgments: This project is supported by NWO grant 614-21-007.


text:
# 1 Introduction

## 1 Introduction

A number of algorithms have been developed over the past years for treating constrained Hamiltonian systems. Perhaps the most familiar one to the physicist community is the one developed by Dirac . Although very elegant and powerful in its algebraic structure, this algorithm has been critizized for being based on the existence of so called “primary constraints”, which are a purely phase-space artefact, and have no counterpart on the Lagrangean level. Faddeev and Jackiw  have thus proposed an alternative method based on a first order Lagrangean (symplectic) formulation, avoiding the introduction of primariy constraints. Furthermore, the local symmetries of the Hamiltonian, as generated by the so called “first-class” constraints in Dirac‘s terminology, turn out to be larger than those of the Lagrangean This has led to a renewed interest in the problem of deducing the local symmetries of a Lagrangean from the Hamiltonian formalism , and in particular to a revival of the “Lagrangean approach”, and the “symplectic approach” to constrained systems . Of all three methods, the Lagrangean algorithm is actually the most pedestrian one, with a solid mathematical basis. The symplectic algorithm, on the other hand, as developed in a series of elegant papers in refs. , lacks a rigorous mathematical justification, and can lead, as we shall demonstrate, to an incomplete solution of the problem. In order to establish the relation between the three formalisms, we shall thus take as our starting point the Lagrangean approach as applied to first order Lagrangeans, in order to allow for a comparison with the symplectic approach. As shown in section 2, the Lagrangean algorithm leads to a larger set of equations than the number of unknown velocities to be solved for. This is reflected in the fact that the generalized Hessian which implements the algorithm, is a rectangular matrix possessing as many left zero-modes, as there are Lagrangean constraints hidden in the Euler-Lagrange equations. We show that these zero-modes are of such a form, that they permit the solution of the equations of motion in terms of the inverse of a quadratic matrix, whose elements are just the Poisson brackets of the Hamiltonian constraints - including the primary constraints. We thereby establish the equivalence with Dirac’s algorithm. In section 3 we then consider the simple example of the particle motion on a hypersphere and thereby demonstrate that the symplectic algorithm of ref.  is not always equivalent to the Dirac and Lagrangean approach. We conclude this section by discussing the general condition under which this symplectic algorithm fails. Section 5 summarizes our findings.

## 2 The Lagrangean algorithm

Given a second order Lagrangean, one can always find an equivalent first order Lagrangean of the form

$$L(Q,\dot{Q})=a_\alpha (Q)\dot{Q}_\alpha V(Q)$$
(1)
where $`Q`$ stands for $`n`$ degrees of freeedom $`Q_\alpha ,\alpha =1,2\mathrm{},n`$. The corresponding Euler-Lagrange equations read

$$W_{\alpha \beta }^{(0)}(Q)\dot{Q}_\beta =\frac{V(Q)}{Q_\alpha }.$$
(2)
where the matrix $`W^{(0)}`$ is defined by

$$W_{\alpha \beta }^{(0)}(Q)=\frac{a_\beta }{Q_\alpha }\frac{a_\alpha }{Q_\beta }$$
(3)
Let $`r_0`$ be the rank of the matrix $`W^{(0)}`$. Then there exist $`nr_0`$ zero modes of $`W^{(0)}`$, which we denote by $`u^{(0)}(a),a=1\mathrm{}nr_0`$. Multiplying equations (2) from the left with these zero modes, we are led to the zero-level Lagrangean constraints

$$\phi _a^{(0)}=\underset{\alpha }{}u_\alpha ^{(0)}(a)\frac{V}{Q_\alpha }=0,a=1,\mathrm{},n_0.$$
(4)
Some of these constraints may vanish identically. The remaining ones we denote by $`\phi _{a_0}^{(0)}`$. The corresponding zero modes $`u^{(0)}(a_0)`$ we refer to as “non-trivial”.

In general there are further constraints hidden in equations (2). In order to unravel them, we implement their conservation by adjoining their time derivatives

$$\left(\frac{\phi _{a_0}^{(0)}}{Q_\alpha }\right)\dot{Q}_\alpha =0$$
(5)
to the equations (2). This leads to the following enlarged set of equations

$$W_{A_1\beta }^{(1)}(Q)\dot{Q}_\beta =K_{A_1}^{(1)}(Q)$$
(6)
where $`W_{A_1\beta }^{(1)}`$ are now the elements of a rectangular matrix

$$W_{A_1\beta }^{(1)}:=\left(\begin{array}{c}W_{\alpha \beta }^{(0)}\\ M_{a_0\beta }^{(0)}\end{array}\right),$$
(7)
with

$$M_{a_0\beta }^{(0)}=\frac{\phi _{a_0}^{(0)}}{Q_\beta }$$
(8)
and

$$K^{(1)}=\left(\begin{array}{c}\stackrel{}{K}^{(0)}\\ \stackrel{}{0}\end{array}\right).$$
(9)
where

$$\stackrel{}{K}^{(0)}=\stackrel{}{}V(Q)$$
(10)
We now look for “non-trivial” zero modes ($`u^{(1)}(a_1),a_1=1,\mathrm{},n_1)`$ of $`W^{(1)}`$, and repeat the steps above, adjoining the time derivative of any new constraints to the equations of motion (6). Repeating this algorithm, the iterative process terminates after $`L`$ steps, when no new constraints are generated.

Denote the full set of constraints generated by the algorithm collectively by $`\{\phi _a\},a=1,\mathrm{},N`$. Denote further the set $`\{\alpha ,a\}`$ collectively by $`\{A\}`$. The final set of equations can then be written in the form

$$W_{A\beta }\dot{Q}_\beta =K_A$$
(11)
where

$$W_{A\beta }:=\left(\begin{array}{c}W_{\alpha \beta }^{(0)}\\ M_{a\beta }\end{array}\right),$$
(12)
with

$$M_{a\beta }=\frac{\phi _a}{Q_\beta }$$
(13)
and

$$K_A:=\left(\begin{array}{c}\stackrel{}{K}^{(0)}\\ \stackrel{}{0}\end{array}\right).$$
(14)
Denoting by $`\stackrel{}{u}(a)`$ the left zero-modes of the matrix $`W_{A\beta }`$, the constraints are given by $`\phi _a=\stackrel{}{u}(a)\stackrel{}{K}=0`$.

Equations (11) represent $`n+N`$ equations for the $`n`$ velocities $`\{\dot{Q}_\alpha \}`$. In general such a set of equations would be overdetermined and admit no non-trivial solution. Since the additional $`N`$ equations were however generated by a self-consistent algorithm from the original Euler-Lagrange equations, the equations (11) do in fact admit a non-trivial solution. In the following we shall assume the first order Lagrangean (1) to describe a purely second class system in the Dirac terminology. In that case we have the following

Assertion:

The unique solution to (11) for the velocities is given by

$$\dot{Q}_\alpha =F_{\alpha \beta }^1K_\beta ^{(0)}$$
(15)
where $`F^1`$ is the inverse of the matrix $`F`$ obtained by extending the rectangular matrix $`W`$ defined in (12) to the antisymmetric square matrix

$$F_{AB}:=\left(\begin{array}{cc}W_{\alpha \beta }^{(0)}& M_{\alpha b}^T\\ M_{a\beta }& \mathrm{𝟎}\end{array}\right),$$
(16)
with $`M_{a\beta }`$ defined in (13), and $`M_{\alpha b}^T=M_{b\alpha }`$.

Proof of Assertion:

Consider an enlarged space on which the square matrix (16) is to act (we streamline the notation in a self-evident way),

$$\xi _A:=(Q_\alpha ,\rho _a)$$
(17)
and the following equations:

$$F_{AB}\dot{\xi }_B=K_A$$
(18)
As we shall prove further below, $`detF0`$ for a second class system. Hence we can solve these equations for the velocities $`\dot{\xi }_B`$:

$$\dot{\xi }_A=F_{AB}^1K_B.$$
(19)
We write the inverse matrix $`F^1`$ in the form

$$F_{AB}^1:=\left(\begin{array}{cc}\stackrel{~}{W}_{\alpha \beta }^{(0)}& \stackrel{~}{M}_{\alpha b}^T\\ \stackrel{~}{M}_{a\beta }& \omega _{ab}\end{array}\right).$$
(20)
Then $`F^1F=1`$ and $`FF^1=1`$ respectively imply,

$`\stackrel{~}{W}_{\alpha \gamma }^{(0)}W_{\gamma \beta }^{(0)}\stackrel{~}{M}_{\alpha c}M_{c\beta }=\delta _{\alpha \beta }`$
$`\stackrel{~}{W}_{\alpha \gamma }^{(0)}M_{\gamma b}^T=0`$
$`\stackrel{~}{M}_{a\gamma }W_{\gamma \beta }^{(0)}+\omega _{ac}M_{c\beta }=0`$ (21)
$`\stackrel{~}{M}_{a\gamma }M_{\gamma b}^T=\delta _{ab},`$ (22)
and

$`W_{\alpha \gamma }^{(0)}\stackrel{~}{W}_{\gamma \beta }^{(0)}M_{\alpha c}^T\stackrel{~}{M}_{c\beta }=\delta _{\alpha \beta }`$
$`\stackrel{~}{M}_{a\gamma }\stackrel{~}{W}_{\gamma \beta }^{(0)}=0`$
$`W_{\alpha \gamma }^{(0)}\stackrel{~}{M}_{\gamma b}^T+M_{\alpha c}^T\omega _{cb}=0`$ (23)
$`M_{a\gamma }\stackrel{~}{M}_{\gamma b}^T=\delta _{ab}.`$ (24)
Consider eqs. (18) which, written out explictely, read

$$W_{\alpha \beta }^{(0)}\dot{Q}_\beta M_{\alpha b}^T\dot{\rho }_b=K_\alpha ^{(0)}$$
(25)
$$M_{a\beta }\dot{Q}_\beta =0$$
(26)
From (13) we see that the last equation states that $`\dot{\phi }_a=0`$, where $`\phi _a=0`$ are the constraints hidden in the equations of motion (2). Because of this, requiring their presistance in time implies that the second term on the LHS of (25) must vanish. Making use of (22) this in turn implies that $`\dot{\rho }_a=0`$ for all $`a`$. 333An alternative proof that this must indeed be the case will be given further below, where we make contact with the Hamiltonian formalism. Setting $`\dot{\rho }_a=0`$ in (19), we have from (20),

$$\dot{Q}_\alpha =\stackrel{~}{W}_{\alpha \beta }^{(0)}K_\beta ^{(0)}$$
(27)
$$0=\stackrel{~}{M}_{a\beta }K_\beta ^{(0)}$$
(28)
Eq. (28) is just the statement that $`\phi _a=0`$. To see this we notice that according to (2), the vectors

$$\stackrel{}{u}_A(a):=(\stackrel{~}{M}_{a\gamma },\omega _{ac})$$
(29)
are just the left zero modes of the matrix (12). Hence

$$\stackrel{~}{M}_{a\beta }K_\beta ^{(0)}=u_A(a)K_A=\phi _a.$$
(30)
As we now show, eqs. (19) are nothing but the Hamilton equations of motion derived from the so-called extended Hamiltonian. By making contact with the Hamiltonian formalism, we will prove that i) $`F`$ is an invertible matrix, and ii) the solutions to (25) imply that $`\dot{\rho }_a=0`$, as was claimed above. This, at the same time, will prove the uniqueness of the solution.

From the Dirac point of view, the symplectic Lagrangean (1) descibes a system with a primary constraint for every coordinate $`Q_\alpha `$:

$$\varphi _\alpha :=P_\alpha a_\alpha (Q)=0,\alpha =1,\mathrm{},n$$
(31)
where $`P_\alpha `$ are the momenta canonically conjugate to the coordinates $`Q_\alpha `$. Since the Lagrangean (1) is first order in the time derivatives, the corresponding canonical Hamiltonian $`H_c`$ is just given by the potential $`V`$,

$$H_c=V(Q)$$
(32)
and hence does not depend on the momenta. The dependence on the momenta enters only in the total Hamiltonian via the primary constraints:

$$H_T(Q,P)=V(Q)+\underset{\alpha }{}v_\alpha \varphi _\alpha (Q,P).$$
(33)
The Dirac algorithm will in general lead to secondary constraints, which we label by a latin index: $`\phi _a=0`$. It is easy to see that they are identical with the constraints generated by the Lagrangean algorithm. Thus consider the persistance equations for the primary constraints $`\varphi _\alpha `$:

$$\{\varphi _\alpha ,H_T\}=\{\varphi _\alpha ,V\}+\underset{\beta }{}\{\varphi _\alpha ,\varphi _\beta \}v_\beta =0.$$

From (31) and (3) we see that $`\{\varphi _\alpha ,\varphi _\beta \}=W_{\alpha \beta }^{(0)}(Q)`$, so that the above eqiations read,

$$W_{\alpha \beta }^{(0)}v_\beta =K_\alpha ^{(0)}.$$
(34)
Multiplying this equation with the left-zero modes of $`W^{(0)}`$ we arrive at the level-zero Lagrangean constraints (4), which are only functions of $`Q`$. Requiring their persistance in time as generated by $`H_T`$ yields $`M_{a\beta }^{(0)}v_\beta =0`$, and adjoining these equations to (34),

$$W_{A_1\beta }^{(1)}v_\beta =K_{A_1}^{(1)}.$$

By taking appropriate linear combinations of these equations, new constraints may be generated which are functions of only the $`Q_\alpha `$’s. This just corresponds to looking for left-zero modes of $`W^{(1)}`$. The new constraints are thus identical with those derived in the Lagrangean approach at level “one”. Proceeding in this way it is easy to see that the secondary constraints generated by the Dirac algorithm applied to $`H_T(Q,P)`$ are identical with the constraints $`\{\phi _a=0\}`$ generated by the Lagrangean algorithm.

We now go over to the extended Hamiltonian by including the secondary constraints with their respective Lagrange multipliers $`\overline{v}_a`$,

$$H_TH_E=H_c+\underset{B}{}\lambda _B\mathrm{\Omega }_B,$$
(35)
where

$$\mathrm{\Omega }_A:=(\varphi _\alpha ,\phi _a),\lambda _A:=(v_\alpha ,\overline{v}_a).$$

The Hamilton equations of motion for the coordinates $`Q_\alpha `$ associated with the extended Hamiltonian $`H_E`$, read

$$\dot{Q}_\alpha =\{Q_\alpha ,H_E\}=v_\alpha ,$$
(36)
$$\dot{P}_\alpha =\{P_\alpha ,H_E\}=K_\alpha ^{(0)}+v_\beta _\alpha a_\beta \overline{v}_b_\alpha \phi _b$$
(37)
Consistency with the persistance in time of the primary constraints requires

$$\dot{\varphi }_\alpha =\dot{P}_\alpha \dot{a}_\alpha =0$$
(38)
One readily verifies from (37) that this leads to

$$W_{\alpha \beta }^{(0)}v_\beta M_{\alpha b}^T\overline{v}_b=K_\alpha ^{(0)}.$$
(39)
On the other hand, persistance of the secondary constraints $`\phi _a`$ leads to

$$M_{b\beta }v_\beta =0$$
(40)
Upon making use of (36), we thus retrieved equations (25) and (26) if we identify $`\overline{v}_a`$ with $`\dot{\rho }_a`$. Hence in the Hamiltonian formalism these equations are merely the persistance equations of the primary and secondary constraints, which can be compactly written in the Hamiltonian form

$$\{\mathrm{\Omega }_A,H_c\}+\underset{B}{}\{\mathrm{\Omega }_A,\mathrm{\Omega }_B\}\lambda _B=0.$$
(41)
We now recognize that the matrix elements of $`F`$ in (16) are given by

$$F_{AB}=\{\mathrm{\Omega }_A,\mathrm{\Omega }_B\}.$$

Since the constraints have been assumed to be second class, this matrix is invertible. Noting further that

$$\{\mathrm{\Omega }_A,H_c\}=K_A,$$

it follows from (41) that

$$\lambda _A=F_{AB}^1K_B.$$
(42)
With $`\dot{Q}_\alpha =v_\alpha `$, these equations are nothing but (19), with $`\dot{\rho }_a`$ identified with $`\overline{v}_a`$.

To prove the equivalence of (39) and (40) with the original set of equations (11), we must still show that eqs. (42) imply that $`\overline{v}_a=0`$. To this effect we recall that the secondary constraints $`\phi _a=0`$ have actually been generated by the total Hamiltonian $`H_T`$ from the persistance equations

$$\{\mathrm{\Omega }_A,H_c\}+\underset{\beta }{}\{\mathrm{\Omega }_A,\varphi _\beta \}\lambda _\beta =0.$$

Consistency with (41) therefore requires that

$$\underset{b}{}\{\mathrm{\Omega }_A,\phi _b\}\overline{v}_b=0,$$

or equivalently $`M_{\alpha b}^T\overline{v}_b=0`$, which, upon making use of (22), implies $`\overline{v}_a=0`$. This completes the proof of our assertion.

Concluding this section we have therefore shown the full equivalence of the Lagrangean and Hamiltonian approach to the theory described by the first order Lagrangean (1). Any other approach must therefore reproduce the constrained structure of the Lagrangean approach. An alternative (symplectic) algorithm for unravelling the constrained structure was proposed in ref. . In the following section we will show that the symplectic algorithm does not necessarily generate the correct constrained structure.

## 3 The symplectic algorithm

In the following we first illustrate in terms of a simple example, an alternative algorithm for generating the constraints, as proposed in ref. . We refer to it as the “symplectic algorithm”.

### 3.1 Particle on a Hypersphere

The following (second order) Lagrangean is referred to as describing the non-linear sigma model in Quantum Mechanics:

$$L=\frac{1}{2}\dot{\stackrel{}{q}}^2+\lambda (\stackrel{}{q}^21)$$
(43)
where $`\stackrel{}{q}=(q_1,\mathrm{},q_n)`$. The equivalent symplectic Lagrangean reads,

$$L^{(0)}=\stackrel{}{p}\stackrel{}{\dot{q}}V^{(0)}$$
(44)
with

$$V^{(0)}=\lambda (\stackrel{}{q}^21)+\frac{1}{2}\stackrel{}{p}^2$$
(45)
The Lagrangean is of the form

$$L^{(0)}=a_\alpha (Q)\dot{Q}_\alpha V^{(0)}(Q)$$
(46)
with

$$Q_\alpha :=(\stackrel{}{q},\stackrel{}{p},\lambda ),a_\alpha :=(\stackrel{}{p},\stackrel{}{0},0)$$
(47)
The equations of motion are of the form (2), with

$$W^{(0)}=\left(\begin{array}{ccc}\mathrm{𝟎}& \mathrm{𝟏}& \stackrel{}{0}\\ \mathrm{𝟏}& \mathrm{𝟎}& \stackrel{}{0}\\ \stackrel{}{0}^T& \stackrel{}{0}^T& 0\end{array}\right)$$
(48)
and

$$K_\alpha ^{(0)}=\left(\begin{array}{c}2\lambda \stackrel{}{q}\\ \stackrel{}{p}\\ (\stackrel{}{q}^21)\end{array}\right)$$
(49)
The matrix $`W^{(0)}`$ has one “zero-level” zero mode:

$$u_\alpha ^{(0)}:=(\stackrel{}{0},\stackrel{}{0},1)$$

implying the constraint

$$\phi ^{(0)}=u_\alpha ^{(0)}K_\alpha ^{(0)}=\stackrel{}{q}^21=0$$
(50)
This constraint will necessarily coincide with that of the Lagrangean approach at the zero’th level.

In the symplectic algorithm the time derivative of the constraint (50) is however added in the (partially integrated) form $`\dot{\rho }^{(0)}\phi ^{(0)}`$ to the zero-level Lagrangean (46), 444In ref.  the term proportional to the Lagrange multiplier $`\lambda `$ in $`L^{(0)}`$ has been absorbed into the term proportional to $`\dot{\rho }`$. to yield the first level Lagrangean

$$L^{(1)}=L^{(0)}\dot{\rho }^{(0)}\phi ^{(0)},$$
(51)
where $`\rho ^{(0)}`$ is a new dynamical variable. Correspondingly we define the extended set of coordinates

$$\xi _{A_1}^{(1)}:=(\stackrel{}{q},\stackrel{}{p},\lambda ,\rho ^{(0)}).$$

$`L^{(1)}`$ can be written in the form

$$L^{(1)}=a_{A_1}^{(1)}\dot{\xi }_{A_1}^{(1)}V^{(0)}(Q),$$

where

$$a_{A_1}^{(1)}:=(\stackrel{}{p},\stackrel{}{0},0,\phi ^{(0)}).$$

The corresponding Euler-Lagrange equations read

$$F_{A_1B_1}^{(1)}\dot{\xi }_{B_1}^{(1)}=K_{A_1}^{(1)}$$

where the “first-level” symplectic square matrix is given by,

$$F^{(1)}=\left(\begin{array}{cccc}\mathrm{𝟎}& \mathrm{𝟏}& \stackrel{}{0}& 2\stackrel{}{q}\\ \mathrm{𝟏}& \mathrm{𝟎}& \stackrel{}{0}& \stackrel{}{0}\\ \stackrel{}{0}^T& \stackrel{}{0}^T& 0& 0\\ 2\stackrel{}{q}^T& \stackrel{}{0}^T& 0& 0\end{array}\right)$$
(52)
and

$$K^{(1)}=\left(\begin{array}{c}2\lambda \stackrel{}{q}\\ \stackrel{}{p}\\ (\stackrel{}{q}^21)\\ 0\end{array}\right).$$
(53)
$`F^{(1)}`$ has two (level-one) zero modes,

$$u_{A_1}^{(1)}(1):=(\stackrel{}{0},\stackrel{}{0},1,0)$$

$$u_{A_1}^{(1)}(2):=(\stackrel{}{0},2\stackrel{}{q},0,1)$$

The first zero mode reproduces the constraint $`\stackrel{}{q}^21=0`$. The second zero mode yields the new constraint

$$\phi ^{(1)}=\stackrel{}{u}^{(1)}(2)\stackrel{}{K}^{(1)}=2\stackrel{}{p}\stackrel{}{q}$$

As one easily verifies, these constraints are identical with those obtained in the Lagrangean algorithm described in section 1, at this level.

According to the symplectic algorithm we now define the second level Lagrangean by adding the new constraint in the form

$$L^{(2)}=L^{(0)}\dot{\rho }^{(0)}\phi ^{(0)}\dot{\rho }^{(1)}\phi ^{(1)}$$

or

$$L^{(2)}=a_{A_2}^{(2)}\dot{\xi }_{A_2}^{(2)}V^{(0)}(Q)$$

with

$$\xi _{A_2}^{(2)}:=(\stackrel{}{q},\stackrel{}{p},\lambda ,\rho ^{(0)},\rho ^{(1)})$$

and

$$a_{A_2}^{(2)}:=(\stackrel{}{p},\stackrel{}{0},0,(\stackrel{}{q}^21),2\stackrel{}{p}\stackrel{}{q})$$

For the corresponding symplectic matrix one obtains

$$F^{(2)}=\left(\begin{array}{ccccc}\mathrm{𝟎}& \mathrm{𝟏}& \stackrel{}{0}& 2\stackrel{}{q}& 2\stackrel{}{p}\\ \mathrm{𝟏}& \mathrm{𝟎}& \stackrel{}{0}& \stackrel{}{0}& 2\stackrel{}{q}\\ \stackrel{}{0}^T& \stackrel{}{0}^T& 0& 0& 0\\ 2\stackrel{}{q}^T& \stackrel{}{0}^T& 0& 0& 0\\ 2\stackrel{}{p}^T& 2\stackrel{}{q}^T& 0& 0& 0\end{array}\right)$$
(54)
As one readily checks, this matrix has only one zero mode $`u_{A_2}^{(2)}:=(\stackrel{}{0}^T,\stackrel{}{0}^T,1,0,0)`$ which, however, just reproduces the constraint $`\phi ^{(0)}=0`$. Hence the symplectic algorithm terminates at this point, leaving us with a non-invertible matrix. 555In ref.  the Lagrange multiplier $`\lambda `$ was absorbed into the dynamical variable $`\rho ^{(0)}`$. Theirby the information about $`\lambda `$ was lost, and the resulting matrix $`F^{(2)}`$ at level 2 became invertible. On the other hand, one readily checks that the standard Lagrangean (or equivalently, Dirac) algorithm generates not only the constraints $`\stackrel{}{q}^21=0,\stackrel{}{p}\stackrel{}{q}=0`$, but also one futher constraint $`2\lambda \stackrel{}{q}^2+\stackrel{}{p}^2=0`$. Indeed, in the Lagragian algorithm, $`F^{(2)}`$ in (54) is replaced by the rectangular matrix

$$W^{(2)}=\left(\begin{array}{ccccc}\mathrm{𝟎}& \mathrm{𝟏}& \stackrel{}{0}& & \\ \mathrm{𝟏}& \mathrm{𝟎}& \stackrel{}{0}& & \\ \stackrel{}{0}^T& \stackrel{}{0}^T& 0& & \\ 2\stackrel{}{q}^T& \stackrel{}{0}^T& 0& & \\ 2\stackrel{}{p}^T& 2\stackrel{}{q}^T& 0& & \end{array}\right)$$
(55)
which is seen to possess the three zero modes,

$$u^{(2)}(1)=\left(\begin{array}{c}\stackrel{}{0}\\ \stackrel{}{0}\\ 1\\ 0\\ 0\end{array}\right)\mathrm{`},,u^{(2)}(2)=\left(\begin{array}{c}0\\ 2\stackrel{}{q}\\ 0\\ 1\\ 0\end{array}\right),u^{(2)}(3)=\left(\begin{array}{c}2\stackrel{}{q}\\ 2\stackrel{}{p}\\ 0\\ 0\\ 1\end{array}\right),$$
(56)
which in addition to the constraints $`\phi ^{(0)}=0`$, $`\phi ^{(1)}=0`$, imply a new constraint

$$\phi ^{(2)}:=2\lambda \stackrel{}{q}^2+\stackrel{}{p}^2=0.$$
(57)
Hence we are taken to a third level with the corresponding enlarged matrix given by

$$W^{(3)}=\left(\begin{array}{ccc}\mathrm{𝟎}& \mathrm{𝟏}& \stackrel{}{0}\\ \mathrm{𝟏}& \mathrm{𝟎}& \stackrel{}{0}\\ \stackrel{}{0}^T& \stackrel{}{0}^T& 0\\ 2\stackrel{}{q}^T& \stackrel{}{0}^T& 0\\ 2\stackrel{}{p}^T& 2\stackrel{}{q}^T& 0\\ 4\lambda \stackrel{}{q}^T& 2\stackrel{}{p}^T& 2\stackrel{}{q}^2\end{array}\right).$$
(58)
As one readily checks, $`W^{(3)}`$ has no new zero modes. Hence the algorithm terminates at this point. Notice that the extension of this matrix to a square matrix as discussed in section 2 results in an invertible matrix, reflecting a second class system.

We see that the symplectic algorithm fails to generate the correct set of constraints known to be present for the model in question. In fact, from the point of view of the second order Lagrangean formulation there exists just one primary constraint $`\varphi =p_\lambda =0`$, where $`p_\lambda `$ is the momentum conjugate to the variable $`\lambda `$, and the total Hamiltonian correspondingly reads, $`H_T=\frac{1}{2}\stackrel{}{p}^2\lambda (\stackrel{}{q}^21)+vp_\lambda `$. As one readily checks, the last constraint (57) just serves to fix the Lagrange multiplier $`v`$ in $`H_T`$ to $`v=0`$. Only at this final stage the second class nature of the model in question becomes evident. If we stop at level two, $`v`$ remains arbitrary, as expressed by the zero column in (54) and (55).

### 3.2 When does the symplectic algorithm fail?

We now examine in general terms at which point the symplectic algorithm begins to fail. To this end we examine what the symplectic algorithm described above corresponds to on Hamiltonian level. Let $`L^{(0)}`$ be of the form (1), with (31) the corresponding primary constraints. At the $`\mathrm{}+1`$’th level, the symplectic algorithm leads to a Lagrangean of the form (we streamline the notation)

$$L^{(\mathrm{}+1)}=L^{(0)}\underset{a_{\mathrm{}}}{}\dot{\rho }_a_{\mathrm{}}\phi _a_{\mathrm{}}(Q),$$

where $`\phi _a_{\mathrm{}},a_{\mathrm{}}=1,\mathrm{},n_{\mathrm{}}`$ denote all the constraints generated by the iterative procedure up to level $`\mathrm{}`$. The corresponding total Hamiltonian reads,

$$H_T^{(\mathrm{}+1)}=H_T^{(0)}+\underset{a_{\mathrm{}}}{}\lambda _a_{\mathrm{}}\varphi _a_{\mathrm{}}.$$

Here $`\{\varphi _a_{\mathrm{}}\}`$ denote the corresponding set of primary constraints associated with $`\{\dot{\rho }_a_{\mathrm{}}\}`$,

$$\varphi _a_{\mathrm{}}=P_a_{\mathrm{}}+\phi _a_{\mathrm{}}(Q),$$

where $`P_a_{\mathrm{}}`$ are the momenta conjugate to the dynamical variables $`\rho _a_{\mathrm{}}`$ and

$$H_T^{(0)}=H^{(0)}+\underset{\alpha }{}v_\alpha \varphi _\alpha $$

with $`\varphi _\alpha `$ the primary constraints (31), associated with the original Lagrangean $`L^{(0)}`$. Hence in the symplectic algorithm described above, the total Hamiltonian is modified at each level. Clearly the Euler-Lagrange equations derived from $`L^{(\mathrm{}+1)}`$ and the Hamilton equations of motion following from $`H^{(\mathrm{}+1)}`$ describe the same dynamics.

Conservation of all the primary constraints requires,

$`\{\varphi _\alpha ,H_T^{(\mathrm{}+1)}\}`$ $`=`$ $`{\displaystyle \frac{V}{Q_\alpha }}+{\displaystyle \underset{\beta }{}}\{\varphi _\alpha ,\varphi _\beta \}v_\beta +{\displaystyle \underset{b_{\mathrm{}}}{}}\{\varphi _\alpha ,\varphi _b_{\mathrm{}}\}\lambda _b_{\mathrm{}}=0`$
$`\{\varphi _a_{\mathrm{}},H_T^{(\mathrm{}+1)}\}`$ $`=`$ $`{\displaystyle \underset{\beta }{}}\{\varphi _a_{\mathrm{}},\varphi _\beta \}v_\beta +{\displaystyle \underset{b_{\mathrm{}}}{}}\{\varphi _a_{\mathrm{}},\varphi _b_{\mathrm{}}\}\lambda _b_{\mathrm{}}=0.`$ (59)
Let $`\mathrm{\Phi }_A_{\mathrm{}}`$ stand for

$$\mathrm{\Phi }_A_{\mathrm{}}:=(\varphi _\alpha ,\varphi _a_{\mathrm{}}),$$

with $`\lambda _A_{\mathrm{}}`$ the corresponding set of Lagrange multipliers:

$$\lambda _A_{\mathrm{}}:=(v_\alpha ,\lambda _a_{\mathrm{}})$$

Then we may write (3.2) in the compact form

$$\underset{B_{\mathrm{}}}{}\{\mathrm{\Omega }_A_{\mathrm{}},\mathrm{\Omega }_B_{\mathrm{}}\}\lambda _B_{\mathrm{}}=K_A_{\mathrm{}},$$
(60)
where

$$\stackrel{}{K}=(\stackrel{}{}V,\stackrel{}{0}),$$

with $`\stackrel{}{0}`$ an $`N_{\mathrm{}}=n+n_{\mathrm{}}`$ \- component null-vector.

One readily checks that $`\{\mathrm{\Omega }_A_{\mathrm{}},\mathrm{\Omega }_B_{\mathrm{}}\}`$ is identical with $`F_{A_{\mathrm{}}B_{\mathrm{}}}`$ in (16) at the $`\mathrm{}`$’th level. Furthermore, with the identification of $`v_\alpha `$ and $`\lambda _a_{\mathrm{}}`$ with $`\dot{Q}_\alpha `$ and $`\dot{\rho }_a_{\mathrm{}}`$ via the Hamilton equations of motion,

$$\dot{Q}_\alpha =\{Q_\alpha ,H_T^{(\mathrm{}+1)}\}=v_\alpha ,$$

$$\dot{\rho }_a_{\mathrm{}}=\{\rho _a_{\mathrm{}},H_T^{(\mathrm{}+1)}\}=\lambda _a_{\mathrm{}}$$

we see that the persistance equations (3.2) are just the equations of motion obtained from $`L^{(\mathrm{}+1)}`$ in the symplectic approach.

Within the Hamiltonian formalism, the search for zero modes of $`F`$ at level $`\mathrm{}`$ now corresponds to seeking linear combinations of all the primaries, $`u_A_{\mathrm{}}\mathrm{\Phi }_A_{\mathrm{}}`$, such that

$$\underset{A_{\mathrm{}}}{}u_A_{\mathrm{}}\{\mathrm{\Phi }_A_{\mathrm{}},\mathrm{\Phi }_B_{\mathrm{}}\}=0.$$
(61)
From (60) we see that these equations imply linearly independent (non-trivial) constraints, which we denote by

$$\phi _a_{\mathrm{}}=u_A_{\mathrm{}}(a_{\mathrm{}})K_A_{\mathrm{}}=0.$$

Of the conditions (61), only those with $`B_{\mathrm{}}=\beta `$,

$$\underset{A_{\mathrm{}}}{}u_A_{\mathrm{}}(a_{\mathrm{}})\{\mathrm{\Phi }_A_{\mathrm{}},\varphi _\beta \}=0$$
(62)
are contained in the Lagrangean (and hence traditional Dirac) approach. Let $`u(a_{\mathrm{}})`$ be solutions of (62). From (61), with $`B_{\mathrm{}}=b_{\mathrm{}}`$ we see that the symplectic approach thus implies the additional restrictions

$$u_\alpha (a_{\mathrm{}})\frac{\phi _b_{\mathrm{}}}{Q_\alpha }=0,$$
(63)
for the zero modes, which are not contained in the Lagrangean algorithm. Hence we have a mismatch between the symplectic and Lagrangean algorithm, once the latter condition is not satisfied in the iterative process, and the constraint structure becomes inequivalent for the two algorithms. This is the main point of this paper. 666This subtle point has been missed in ref.

Let us exemplify this for the case of the ”particle on a hypersphere”. At the second level the Lagrangean algorithm leads to the zero modes (56). We verify that at the zero’th and first level of the iterative process the condition (63) is still verified, whereas this is not the case for the second level zero mode $`u^{(2)}(3)`$ in (56), since

$$u_\alpha ^{(2)}(3)\frac{\phi ^{(0)}}{Q_\alpha }=4\stackrel{}{q}^20.$$

This explains why the algorithm stops before generating one further constraint, $`\phi ^{(2)}=0`$, eq. (57).

It is instructive to further ellucidate the meaning of this finding. Going through the iterative procedure on Hamiltonian level (found above to be equivalent to the symplectic algorithm), we arrive after the second iterative step at the Hamiltonian

$`H_T^{(2)}`$ $`=`$ $`V^{(0)}(q,p,\lambda )+{\displaystyle \underset{i=1}{\overset{n}{}}}(v_{q_i}(P_{q_i}p_i)+v_{p_i}P_{p_i})`$
$`+`$ $`vp_\lambda +\lambda _1(P_1+\stackrel{}{q}^21)+\lambda _2(P_2+2\stackrel{}{q}\stackrel{}{p})`$
Conservation in time of the primaries now merely serves to fix all the Lagrange multipliers $`\lambda ,\lambda _1,\lambda _2,\lambda _2`$, and leads to:

$`\stackrel{}{v}_p+2\lambda _1\stackrel{}{q}+2\lambda _2\stackrel{}{p}`$ $`=`$ $`2\lambda \stackrel{}{q}`$
$`\stackrel{}{v}_q+2\lambda _2\stackrel{}{q}`$ $`=`$ $`\stackrel{}{p}`$
$`\stackrel{}{v}_q\stackrel{}{p}+\stackrel{}{v}_p\stackrel{}{q}`$ $`=`$ $`0`$
$`\stackrel{}{v}_q\stackrel{}{q}`$ $`=`$ $`0,`$
as well as the constraint $`\stackrel{}{q}^21=0`$. These equations may be solved for $`\lambda _1`$ and $`\lambda _2`$,

$`\lambda _1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\stackrel{}{p}^2+2\lambda 2\stackrel{}{p}\stackrel{}{q})`$
$`\lambda _2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\stackrel{}{p}\stackrel{}{q}),`$
and hence vor $`v_{q_i}`$ and $`v_{p_i}`$, leaving $`v`$ undetermined. Hence $`\stackrel{}{q}^21=0`$ is the only constraint (as reflected by the zero column in (54) and (55)), unless we set $`\lambda _1=\lambda _2=0`$. This just corresponds to working with the total Hamiltonian $`H_T^{(0)}`$. In that case the algorithm does not terminate, but rather generates one further constraint, $`\stackrel{}{p}^2+2\lambda =0`$, whose time independence will finally fix also $`v`$ to vanish.

## 4 Conclusion

In this paper we have examined the interrelation between three different algorithms currently in use for unravelling the constrained structure of first order Langrangians. We have referred to these as the “Lagrangean”, “Dirac” and “symplectic” algorithms. Of these the first two rest on a solid foundation, and, as we have seen, there exists a one-to-one correspondance between these formalisms. In particular we have shown how to invert the seemingly overdetermined system of equations of the Lagrangean algorithm. As for the symplectic algorithm presented in refs. , it does not always reproduce the correct set of constraints, as we have seen. In fact, we have shown for a general first order Lagrangean, under what conditions the algorithm fails to reproduce all of the constraints correctly. A concrete example has exemplified this.