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# 1 Introduction

## 1 Introduction

Accelerator, atmospheric, and solar neutrino data give evidence for neutrino oscillations and thus for neutrino masses and mixing. The LSND accelerator experiment finds a small $`\nu _\mu \nu _e`$ appearance probability and a mass-squared difference $`\delta m_{\mathrm{LSND}}^2>0.2\mathrm{eV}^2`$ . The atmospheric experiments measure the $`\nu _\mu \nu _\mu `$ survival probability versus both path-length $`L`$ and neutrino energy $`E_\nu `$. The amplitude for $`\nu _\mu \nu _x`$ ($`xe`$) oscillations is inferred to be maximal or near-maximal with $`\delta m_{\mathrm{ATM}}^23\times 10^3\mathrm{eV}^2`$ . The combined solar neutrino experiments determine the $`\nu _e\nu _e`$ survival probability to be $`0.3`$ to 0.7, depending on the neutrino energy  and $`\delta m_{\mathrm{SOLAR}}^2\begin{array}{c}<\hfill \\ \hfill \end{array}10^3\mathrm{eV}^2`$ is required for consistency with the null result for the $`\overline{\nu }_e\overline{\nu }_e`$ probability measurement in the CHOOZ experiment . Thus, taken together, the data require three distinct $`\delta m^2`$. With three neutrinos, there are only two independent $`\delta m^2`$, so a fourth sterile neutrino ($`\nu _s`$) needs to be invoked in addition to $`\nu _e`$, $`\nu _\mu `$, and $`\nu _\tau `$. Having no weak interactions, the sterile neutrino escapes the $`N_\nu 3`$ constraint from the invisible decay width of the $`Z`$-boson .

Successful global descriptions of the oscillation data have been made in a four-neutrino framework . Compatibility of the LSND result with null results of accelerator  and reactor  disappearance experiments was found  to favor a $`2+2`$ mass spectrum, with the mass-squared differences $`\delta m_{\mathrm{SOLAR}}^2`$ and $`\delta m_{\mathrm{ATM}}^2`$ separated by the larger difference $`\delta m_{\mathrm{LSND}}^2`$, over a $`1+3`$ spectrum, with one mass eigenstate widely separated from the others. In the simplest of the $`2+2`$ models, the oscillations are $`\nu _\mu \nu _\tau `$ (atmospheric) and $`\nu _e\nu _s`$ (solar), or alternatively $`\nu _\mu \nu _s`$ (atmospheric) and $`\nu _e\nu _\tau `$ (solar). More generally, sterile neutrinos may be involved in both atmospheric and solar oscillations. In the $`2+2`$ mixing schemes, the sterile flavor content must be significant in the solar or atmospheric oscillations or in both.

New results from Super-Kamiokande (SuperK)  impact critically on oscillations to sterile neutrinos. The zenith angle dependence of high-energy atmospheric events, along with the neutral current $`\pi ^0`$ production rate, exclude pure $`\nu _\mu \nu _s`$ oscillations at 99% C.L. The electron energy dependence of solar neutrino events, along with the absence of a significant day-night effect, exclude pure $`\nu _e\nu _s`$ oscillations at 99% C.L. when all of the solar data, including the 37Cl results, are taken into account. Thus a dominant involvement of $`\nu _s`$ in either atmospheric or solar oscillations is brought into question. Also, LSND has reported new results  with a somewhat lower average oscillation probability than before and the KARMEN experiment  excludes part of the LSND allowed region. Consequently, previous exclusions  of the $`1+3`$ schemes need to be reassessed. In the context of this new data, we reconsider four-neutrino oscillation models and the implications for the existence of a sterile neutrino.

## 2 $`2+2`$ Models

The $`2+2`$ models have two nearly degenerate pairs of neutrino mass eigenstates giving $`\delta m_{\mathrm{ATM}}^2`$ and $`\delta m_{\mathrm{SOLAR}}^2`$ separated by the LSND scale $`\delta m_{\mathrm{LSND}}^21`$ eV2. Maximal $`\nu _3,\nu _2`$ mixing describes the atmospheric data and maximal $`\nu _0,\nu _1`$ mixing describes the solar data. The mass hierarchy may be normal ($`m_3m_1`$) or inverted ($`m_3m_1`$). The $`\delta m_{\mathrm{SOLAR}}^2`$ splitting must be smaller than $`10^3`$ eV2 to avoid the CHOOZ reactor constraint on $`\overline{\nu }_e\overline{\nu }_e`$ oscillations and larger than the $`10^{10}`$ eV2 of just-so vacuum oscillations so that the oscillations average to give an approximately energy-independent solar $`\nu _e`$ survival probability.

### 2.1 Solar Neutrinos: maximal $`\nu _e\nu _s`$ oscillations

The new SuperK solar neutrino data show a remarkably flat recoil electron energy distribution from 5 MeV to 14 MeV, with average value

$$\mathrm{data}/\mathrm{SSM}=0.465_{0.014}^{+0.016},$$
(1)
where SSM is the Standard Solar Model prediction . The 8B flux normalization in the SSM is somewhat uncertain, and the above result is suggestive of rapid oscillations with maximal amplitude that give an average oscillation probability, $`P(\nu _e\nu _e)`$, of approximately $`\frac{1}{2}`$.

Regeneration of $`\nu _e`$ in the Earth, due to the effects of coherent forward scattering of the neutrinos with matter , causes a day-night variation in the measured neutrino flux. The smallness of the day-night effect $`2(DN)/(D+N)=0.034\pm 0.022\pm 0.013`$  in the SuperK data (1.3$`\sigma `$ from zero) puts strong constraints on solar solutions with matter effects . It has been noted that there can be a day-night effect even for maximal mixing , but calculations for active neutrinos show that it is small ($`1`$–2 %) for $`\delta m_{\mathrm{solar}}^2\begin{array}{c}>\hfill \\ \hfill \end{array}5\times 10^5`$ eV2 or $`\delta m_{\mathrm{solar}}^2\begin{array}{c}<\hfill \\ \hfill \end{array}10^7`$ eV2 . In $`\nu _e\nu _s`$ oscillations, the difference in coherent scattering amplitudes in matter is $`\sqrt{2}G_F(N_eN_n/2)\sqrt{2}G_FN_e/2`$ (where $`N_e`$ and $`N_n`$ are the electron and neutron number densities, respectively, and $`N_eN_n`$ in the Earth). The corresponding amplitude difference for $`\nu _e\nu _\mu `$ (or $`\nu _e\nu _\tau `$) is $`\sqrt{2}G_FN_e`$. Therefore, for maximal mixing the day-night effect should be smaller with a sterile neutrino than with an active neutrino, but it would not be zero.

The regeneration effect in the earth for neutrinos detected at night raises the value of $`P(\nu _e\nu _e)`$ for maximal mixing with active neutrinos from 0.50 to about 0.54 . For sterile neutrinos, we roughly estimate that $`P(\nu _e\nu _e)0.52`$ in SuperK for maximal mixing with regeneration. Regeneration also causes a weak dependence on energy of the solar neutrino suppression. For maximal mixing of $`\nu _e`$ with an active neutrino, $`P(\nu _e\nu _e)`$ is slightly higher at higher neutrino energies , consistent with the weak trend of the SuperK data; less energy dependence should be present with $`\nu _e`$ oscillations to $`\nu _s`$.

Assuming $`P(\nu _e\nu _e)=0.52`$ for maximal $`\nu _e\nu _s`$ oscillations, the SuperK result in Eq. (1) would be reproduced by a 8B flux normalization of $`n=0.89`$. The SSM predictions (in SNU) for the Gallium experiments are (70, $`pp`$), (34, 7Be), (3, $`pep`$), (10, CNO), and (12, 8B), giving a total of 129 SNU; the observed values are $`75.4_{7.4}^{+7.8}`$ (SAGE), $`77.5_{7.8}^{+7.5}`$ (GALLEX) and $`65.8_{10.2}^{+10.8}`$ (GNO). With the above 8B normalization and $`P(\nu _e\nu _e)=\frac{1}{2}`$, the predicted rate in the Gallium experiments is 63.8 SNU. Thus all of the Gallium measurements are consistent within $`2\sigma `$ of the value that would be found for maximal amplitude $`\nu _e\nu _s`$ oscillations that average to $`\frac{1}{2}`$. The new data from GNO are especially suggestive of this interpretation. A least-squares fit to the SuperK and Gallium rates with the 8B flux normalization $`n`$ as a free parameter gives a best fit value of $`n=0.90`$ with $`\chi ^2=5.5`$ for 3 degrees of freedom, which corresponds to a 14% goodness of fit. In this calculation we have not taken into account any regeneration effect for the Gallium data, which may improve the fit.

The discrepant measurement in the above interpretation is the 37Cl value of $`\mathrm{data}/\mathrm{SSM}=0.33\pm 0.03`$ from the Homestake mine experiment, which would require a significant energy dependence of the solar $`\nu _e`$ flux suppression. Most global fits to neutrino oscillation data include the 37Cl data (and often disregard the LSND data) and then $`\nu _e\nu _s`$ oscillations are excluded. We instead suggest the possibility that the solar data/SSM flux ratio is relatively flat over the entire 0.233 MeV to 14 MeV energy range and is described by $`\nu _e\nu _s`$ oscillations with maximal mixing.

An important test of approximate constant suppression of the solar neutrino spectrum will be the BOREXINO  experiment, which can measure the 7Be component of the solar neutrino flux. Nearly complete suppression of the 7Be component is needed for the 37Cl data to be consistent with the suppression of the 8B component measured by SuperK. However, a suppression of the 7Be flux similar to the data/SSM measured by SuperK would favor maximal $`\nu _e\nu _s`$ mixing of solar neutrinos. The SNO  and ICARUS  experiments will also provide critical tests of the 8B flux suppression, and SNO will test maximal $`\nu _e\nu _s`$ oscillations through the NC/CC ratio (which should be the same as the value without oscillations).

### 2.2 Mixing matrix for the 2 + 2 model

We assume a $`2+2`$ scenario in which one pair of nearly degenerate mass eigenstates has maximal $`\nu _e\nu _s`$ mixing for solar neutrinos and the other pair has maximal (or nearly maximal) $`\nu _\mu \nu _\tau `$ oscillations for atmospheric neutrinos. Small off-diagonal mixings between $`\nu _e,\nu _s`$ and $`\nu _\mu ,\nu _\tau `$ can accommodate the LSND results. Neglecting $`CP`$-violating phases for the present, an approximate mixing with these properties is

$$\left(\begin{array}{c}\nu _s\\ \nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right)\left(\begin{array}{cccc}\frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}& 0& 0\\ \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}& ϵ& ϵ\\ ϵ& ϵ& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ 0& 0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\end{array}\right)\left(\begin{array}{c}\nu _0\\ \nu _1\\ \nu _2\\ \nu _3\end{array}\right),$$
(2)
where $`|\delta m_{10}^2||\delta m_{32}^2||\delta m_{21}^2|`$. In the notation of Ref. , we have chosen the mixing angles $`\theta _{01}=\theta _{23}=\pi /4`$, $`\theta _{02}=\theta _{03}=0`$, and $`\theta _{12}=\theta _{13}`$, with $`ϵ=\mathrm{sin}\theta _{13}`$. The oscillation probabilities are given in Table 1. The parameter $`ϵ`$ is determined from the LSND data to be approximately

$$ϵ\left(\frac{0.016\mathrm{eV}^2}{|\delta m_{\mathrm{LSND}}^2|}\right)^{0.91},$$
(3)
where $`\delta m_{\mathrm{LSND}}^2`$ is restricted to the range 0.2 to 1.7 eV2 by the BUGEY and KARMEN experiments; for $`\delta m_{\mathrm{LSND}}^26`$ eV2, $`ϵ0.022`$ is marginally possible.

Other forms of the mixing matrix (see, e.g., Refs. ) are also acceptable, provided that the $`\nu _e`$$`\nu _s`$ mixing is nearly maximal. Future short and long-baseline experiments will be useful in determining the mixing matrix. For example, there are no $`\nu _e\nu _\tau `$ oscillations at short baselines for the mixing in Eq. (2), but there could be if the $`U_{e2}`$ and $`U_{e3}`$ mixing matrix elements are not equal in magnitude or have different phases (see, e.g., Refs. ), in which case unitarity requires $`U_{\tau 0}0`$ and/or $`U_{\tau 1}0`$. Also, both $`\nu _e\nu _\mu `$ and $`\nu _e\nu _\tau `$ oscillations are possible at long baselines, and there can be $`CP`$ violation in these channels if the four-neutrino mixing matrix is not real (see, e.g., Refs. ).

## 3 $`1+3`$ Models

Another way to circumvent the SuperK exclusion of sterile neutrinos is to assume that the solar and atmospheric oscillations are approximately described by oscillations of three active neutrinos; then the LSND result can be explained by a coupling of $`\nu _e`$ and $`\nu _\mu `$ through small mixings with a sterile neutrino that has a mass eigenvalue widely separated from the others. This $`1+3`$ model was previously disfavored by incompatibility of the LSND result with null results of the CDHS and BUGEY experiments . However, in newly updated results from the LSND experiment , the LSND allowed region is slightly shifted, and this opens a small window for the $`1+3`$ models. The solar neutrino data can be explained by oscillations of three active neutrinos in the usual way; the results of the 37Cl experiment can be reconciled with those of SuperK in part because oscillations of $`\nu _e`$ to active neutrinos in SuperK also show up as neutral current events (with a rate of about 1/6 of the charge-current rate), thereby giving a higher data/SSM in SuperK than in the 37Cl experiment.

By way of example, consider the approximate mixing

$$\left(\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \\ \nu _s\end{array}\right)\left(\begin{array}{cccc}\frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}& 0& ϵ\\ \frac{1}{2}& \frac{1}{2}& \frac{1}{\sqrt{2}}& \delta \\ \frac{1}{2}& \frac{1}{2}& \frac{1}{\sqrt{2}}& 0\\ \frac{\delta }{2}\frac{ϵ}{\sqrt{2}}& \frac{\delta }{2}\frac{ϵ}{\sqrt{2}}& \frac{\delta }{\sqrt{2}}& 1\end{array}\right)\left(\begin{array}{c}\nu _1\\ \nu _2\\ \nu _3\\ \nu _0\end{array}\right),$$
(4)
where $`ϵ`$ and $`\delta `$ are small and both the flavor and mass eigenstates are reordered to reflect the fact that $`\nu _0`$ (which is predominantly $`\nu _s`$) is the heaviest state. In the notation of Ref. , we have chosen the mixing angles $`\theta _{01}=\theta _{12}=\pi /4`$, $`\theta _{02}=\theta _{23}=0`$, $`\mathrm{sin}\theta _{03}=ϵ`$, and $`\mathrm{sin}\theta _{13}=\delta `$. Here the $`3\times 3`$ submatrix that describes the mixing of the three active neutrinos has the bimaximal form . The oscillation probabilities are given in Table 2. For this mixing matrix the leading oscillation amplitudes at the $`\delta m_{\mathrm{LSND}}^2`$ scale in the $`1+3`$ scheme are (when $`ϵ,\delta 1`$)

$$A_{\mathrm{BUGEY}}4ϵ^2$$
(5)
for $`\overline{\nu }_e`$ disappearance in the BUGEY experiment,

$$A_{\mathrm{CDHS}}4\delta ^2$$
(6)
for $`\nu _\mu `$ disappearance in the CDHS experiment, and

$$A_{\mathrm{LSND}}=4ϵ^2\delta ^2$$
(7)
for $`\nu _\mu \nu _e`$ appearance in the LSND experiment. Including the subleading oscillation at the $`\delta m_{\mathrm{atm}}^2`$ scale, and assuming that the leading oscillation averages,

$$P(\nu _\mu \nu _\mu )(12\delta ^2)(1\mathrm{sin}^21.27\delta m_{\mathrm{atm}}^2L/E)$$
(8)
for $`\nu _\mu \nu _\mu `$ disappearance in atmospheric neutrino experiments, where $`\delta m_{\mathrm{atm}}^2`$ is in eV2, $`L`$ in km, and $`E`$ in GeV. The relative normalization of the atmospheric $`\nu _\mu `$ and $`\nu _e`$ fluxes is well known ; the predicted effective change in this normalization at the $`\delta m_{\mathrm{atm}}^2`$ oscillation scale is $`(12\delta ^2)/(12ϵ^2)`$. In the region where the CDHS constraint on $`\delta `$ is weak or nonexistent ($`\delta m_{\mathrm{LSND}}^2\begin{array}{c}<\hfill \\ \hfill \end{array}0.4`$ eV2), BUGEY constrains $`ϵ`$ to be less than about 0.1; conservatively assuming that the atmospheric data constrains the relative normalization to within 10%, we find $`\delta <0.24`$.

The upper limits on $`ϵ`$ (from $`A_{\mathrm{BUGEY}}`$) and $`\delta `$ (from $`A_{\mathrm{atm}}`$ and $`A_{\mathrm{CDHS}}`$) and the allowed values of $`A_{\mathrm{LSND}}`$ vary with $`\delta m_{\mathrm{LSND}}^2`$. With the previously reported LSND data , there was no value of $`\delta m_{\mathrm{LSND}}^2`$ for which the constraints on $`ϵ`$ and $`\delta `$ were consistent with the LSND 99% C.L. allowed range of $`A_{\mathrm{LSND}}`$; the maximum allowed values of $`ϵ`$ and $`\delta `$ always implied an upper limit on $`A_{\mathrm{LSND}}`$ that was below the LSND measured value. However, with the recent shift of $`A_{\mathrm{LSND}}`$ to lower values, there are now three small $`\delta m_{\mathrm{LSND}}^2`$ islands where the LSND 99% C.L. region is compatible with the BUGEY, CDHS, and KARMEN constraints: $`\delta m_{\mathrm{LSND}}^20.9`$ eV2 and $`\delta m_{\mathrm{LSND}}^21.7`$ eV2, for which the BUGEY constraint is somewhat less restrictive, and $`\delta m_{\mathrm{LSND}}^26`$ eV2, for which both the BUGEY and KARMEN constraints are somewhat less restrictive. The E776 experiment at BNL  gives a somewhat tighter constraint than KARMEN at $`\delta m_{\mathrm{LSND}}^2=6`$ eV2, but a small region is still allowed here. Except for a small region near $`\delta m_{\mathrm{LSND}}^20.2`$ eV2 (see below), the combined data are still inconsistent with oscillations having $`\delta m_{\mathrm{LSND}}^2<0.9`$ eV2, and for all $`\delta m_{\mathrm{LSND}}^2`$ when the LSND 90% C.L. allowed region is used. The above analysis is summarized in Table 3; acceptable values of $`\delta m_{\mathrm{LSND}}^2`$ are those for which $`(4ϵ^2\delta ^2)_{\mathrm{max}}`$ lies within the range of $`A_{\mathrm{LSND}}`$ allowed by LSND and KARMEN.

There is no CDHS constraint for $`\delta m_{\mathrm{LSND}}^2<0.25`$ eV2, which suggests that $`\delta m_{\mathrm{LSND}}^20.2`$ eV2 may also be allowed. However, at these $`\delta m_{\mathrm{LSND}}^2`$ values $`\delta `$ must be more than 0.5 to reconcile the BUGEY limit with the LSND measurement, which is not consistent with the relative normalization of the $`\nu _\mu `$ and $`\nu _e`$ fluxes (see above).

The model of Eq. (4) has bimaximal mixing in the $`3\times 3`$ active sector. Similar results for the $`1+3`$ model can be obtained for any $`3\times 3`$ submatrix that can describe the atmospheric and solar data for active neutrinos, as long as $`ϵ`$ and $`\delta `$ are small. This is easily seen by realizing that the general expressions for the short-baseline amplitudes in the $`1+3`$ model in Eqs. (5)–(7) depend only on the magnitudes of the mixing matrix elements $`U_{e0}`$ and $`U_{\mu 0}`$ \[$`ϵ`$ and $`\delta `$, respectively, in Eq. (4)\]. If $`U_{\tau 0}0`$, then there can be $`\nu _\mu \nu _\tau `$ and $`\nu _e\nu _\tau `$ oscillations at the $`\delta m_{\mathrm{LSND}}^2`$ scale. If $`U_{e3}0`$, then there can be $`\nu _e\nu _\mu `$ and $`\nu _e\nu _\tau `$ oscillations at the $`\delta m_{\mathrm{atm}}^2`$ scale.

Because the allowed windows are already severely constrained by accelerator and reactor data, future experiments at short baselines could easily test or rule out the $`1+3`$ scenarios. MiniBooNE  will search for $`\nu _\mu \nu _e`$ oscillations and test $`A_{\mathrm{LSND}}`$. Reactor experiments such as at Palo Verde , KamLAND , and the proposed ORLaND , will test $`A_{\mathrm{BUGEY}}`$, but only ORLaND is expected to significantly improve the bound on $`ϵ`$. A future precision measurement of $`\nu _\mu `$ disappearance at short baselines could test $`A_{\mathrm{CDHS}}`$.

## 4 Discussion and Conclusions

The recent Super-Kamiokande data and global fits present new constraints on the mixing of light sterile neutrinos. It is important to assess the viability of a light sterile neutrino, because its existence is required if the solar, atmospheric, reactor, and accelerator data are all to be understood in terms of neutrino oscillations.

We have examined at a qualitative level two schemes for four-neutrino mass and mixing which nearly accommodate all present data. In the $`2+2`$ scheme, two neutrino pairs are separated by the LSND mass scale. One pair maximally mixes $`\nu _\mu `$ and $`\nu _\tau `$ to explain the atmospheric data, while the other pair maximally mixes $`\nu _e`$ and $`\nu _s`$ to explain the solar deficit with energy-independent oscillations. All data except the low $`\nu _e`$ capture rate on 37Cl are explained in this model. A very small day-night effect is expected, at the level of a per cent or less. Suppression of the 7Be component of the solar neutrino flux by approximately 50% is expected for the BOREXINO experiment.

In the $`1+3`$ scheme, the three active neutrinos are separated by the LSND scale from a sterile neutrino state. The active neutrino $`3\times 3`$ submatrix explains the atmospheric and solar data, including the 37Cl rate. In our example we assigned the bimaximal model  to this submatrix, but any $`3\times 3`$ active submatrix that describes the atmospheric and solar data may be used. A small mixing of $`\nu _e`$ and $`\nu _\mu `$ via the sterile state explains the LSND data. The smaller oscillation amplitude recently reported by the LSND collaboration allows marginal accommodation with the null $`\overline{\nu }_e`$ and $`\nu _\mu `$ disappearance results previously obtained in reactor and accelerator experiments.

The above two classes of models allow a viable sterile neutrino having either large mixing with $`\nu _e`$ or small mixing with all active neutrinos. In both classes we made the simplifying assumption that $`\nu _\tau `$-$`\nu _s`$ mixing is negligible. Present data may allow considerable $`\nu _\tau `$-$`\nu _s`$ mixing, in which case both solar and atmospheric neutrino oscillations could have a sizable sterile component. Quantitative fits to atmospheric and solar data are needed to determine how much $`\nu _\tau `$-$`\nu _s`$ mixing is allowed (see, e..g, Ref. ).

Neutrinos also provide a hot dark matter component, which is relevant to large-scale structure formation . From the upper limit of $`m_\beta =2.5`$ to 3 eV on the effective $`\nu _e`$ mass obtained from tritium beta decay endpoint measurements, the mass $`m_{\mathrm{max}}`$ of the heaviest neutrino is bounded by

$$\sqrt{\delta m_{\mathrm{LSND}}^2}\begin{array}{c}<\hfill \\ \hfill \end{array}m_{\mathrm{max}}\begin{array}{c}<\hfill \\ \hfill \end{array}\sqrt{m_\beta ^2+\delta m_{\mathrm{LSND}}^2}.$$
(9)
The contribution of the neutrinos to the mass density of the universe is given by $`\mathrm{\Omega }_\nu =m_\nu /(h^293`$ eV), where $`h`$ is the present Hubble expansion parameter in units of 100 km/s/Mpc ; with $`h=0.65`$, both the $`2+2`$ and $`1+3`$ models give $`\mathrm{\Omega }_\nu 0.02`$. For an inverted neutrino mass spectrum (where the $`\nu _e`$ is associated predominantly with the heavier neutrinos), the bound is $`\sqrt{\delta m_{\mathrm{LSND}}^2}\begin{array}{c}<\hfill \\ \hfill \end{array}m_{\mathrm{max}}\begin{array}{c}<\hfill \\ \hfill \end{array}m_\beta `$, which yields $`\mathrm{\Omega }_\nu 0.02`$ and $`\mathrm{\Omega }_\nu 0.07`$ for the $`2+2`$ and $`1+3`$ models, respectively. The MAP and PLANCK satellite measurements of the cosmic microwave background radiation may be sensitive to these neutrino densities.

The existence of the LSND mass gap will be tested by the MiniBooNE experiment . A definitive test of the presence of the sterile state in the $`2+2`$ model will be the measurement of the NC/CC ratio for solar neutrinos by the SNO experiment. With the solar solution given by maximal $`\nu _e\nu _s`$ mixing in this model, the NC should show the same suppression as the CC. The existence of the sterile neutrino in the $`1+3`$ model will not be tested by SNO NC/CC data since the ratio is approximately that of $`\nu _e`$ oscillations to active neutrinos. The sterile state in the $`1+3`$ model can be tested by searches for small amplitude oscillations at short baselines.

Observation of the flavor ratio of extragalactic neutrinos may serve as a test of the models. Oscillations of neutrinos from distant sources will have averaged, leaving definite predictions for flavor ratios. If cosmic neutrinos are mainly produced in pion/muon decay, their initial flavor ratio is $`\nu _\tau :\nu _\mu :\nu _e:\nu _s0:2:1:0`$. A simple calculation  then gives the asymptotic ratios $`1:1:0.5:0.5`$ for the $`2+2`$ model with two maximally-mixed pairs, and $`1:1:1:0`$ for the $`1+3`$ model with bimaximal mixing of the active neutrinos.

A virtue of active-sterile neutrino oscillations is that they may aid r-process nucleosynthesis of heavy elements in neutrino-driven supernovae ejecta. The basic requirement is that the $`\nu _e`$ flux be diminished in the region where inverse $`\beta `$-decay would otherwise transform neutrons into protons. The $`2+2`$ and $`1+3`$ mass spectra and mixing matrices presented here are of the forms previously discussed to enhance r-process nucleosynthesis. In the $`2+2`$ model, this is accomplished with a two-step process: first, a matter-enhanced $`\nu _\mu /\nu _\tau \nu _s`$ transition beyond the neutrino sphere removes the energetic $`\nu _\mu /\nu _\tau `$ before they can convert to energetic $`\nu _e`$, and then a large $`\nu _e\nu _\mu /\nu _\tau `$ transition reduces the $`\nu _e`$ abundance ; the required mass-squared parameter is $`\delta m_{\mathrm{LSND}}^2\begin{array}{c}>\hfill \\ \hfill \end{array}1\mathrm{eV}^2`$. In the $`1+3`$ scheme, the relevant oscillation is a matter-enhanced $`\nu _e\nu _s`$, obtained with $`\delta m_{\mathrm{LSND}}^2\begin{array}{c}>\hfill \\ \hfill \end{array}2\mathrm{eV}^2`$ and $`\mathrm{sin}^22\theta _{es}\begin{array}{c}>\hfill \\ \hfill \end{array}10^4`$ . It appears that the r-process enhancements discussed in Refs.  may be accomplished by tuning the small parameters in our mixing schemes.

Acknowledgments: We appreciate the hospitality of the Aspen Center for Physics, where this work was initiated. We thank Matt Lautenschlager and Ben Wood for useful interactions. This research was supported in part by the U.S. Department of Energy under Grants No. DE-FG02-95ER40896, No. DE-FG05-85ER40226, and No. DE-FG02-94ER40817, and in part by the University of Wisconsin Research Committee with funds granted by the Wisconsin Alumni Research Foundation.


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# What is missing in canonical models for proper normal algebraic surfaces?

## Introduction

Each proper normal algebraic surface $`X`$ comes along with the graded ring $`R(K_X)=_{n0}H^0(nK_X)`$ and the homogeneous spectrum $`P(K_X)=\mathrm{Proj}R(K_X)`$. If $`X`$ has canonical singularities (that is, rational Gorenstein singularities), these are called the *canonical ring* and the *canonical model*. It is then a classical theorem, and Mori theory reassures us, that the ring $`R(K_X)`$ is finitely generated, such that the scheme $`P(K_X)`$ is projective.

A natural question to ask: What happens for proper surfaces with arbitrary normal singularities? The usual approach is to pass to smooth models, but I want so see what happens on the singular surface itself. To my knowledge, neither canonical rings nor canonical models were studied from this viewpoint, possibly because Zariski  observed that the ring $`R(K_X)`$ might be nonnoetherian. However, $`P(K_X)`$ is always a scheme of finite type , so it makes perfect sense to analyze it from a geometric point of view.

According to the Nagata Compactification Theorem, we can embed $`P(K_X)`$ into a proper normal scheme by adding points and curves at infinity. I prefer to add just points, because such compactifications are minimal and therefore unique. In this paper, we shall construct such a compactification $`P(K_X)\overline{P}(K_X)`$ with discrete boundary by adding finitely many non-$``$-Gorenstein points at infinity. I have, however, to assume that each Weil divisor on $`X`$ is numerically equivalent to a $``$-Cartier divisor. This holds, for example, for surfaces with geometric genus $`p_g=0`$, or for surfaces with rational singularities. Much of this generalizes to $`P(D)`$, where $`DZ^1(X)`$ is an arbitrary Weil divisor.

The paper is organized as follows. In Section 1, we collect some facts on the intersection of the base loci $`\mathrm{Bs}(nD)`$. In Section 2, we determine the structure of the rational map $`r_D:XP(D)`$. In the next section, we use this rational map and construct a compactification $`P(D)\overline{P}(D)`$ as an algebraic space. Section 4 contains some results on the multiplicities occurring in the base loci $`\mathrm{Bs}(nD)`$. In the last section, we apply our results to the canonical model $`P(K_X)`$.

###### Acknowledgment.

I wish to thank Hubert Flenner for drawing my attention to the homogeneous spectrum $`P(K_X)`$. Furthermore, I thank the Mathematical Department of the Massachusetts Institute of Technology for its hospitality, and the Deutsche Forschungsgemeinschaft for financial support. Finally, I thank the referee for his comments, which helped to clarify the paper.

## 1. Stable base locus

Throughout the paper, $`X`$ is a proper normal algebraic surface. In other words, a normal 2-dimensional scheme proper over an arbitrary base field $`k`$. Each Weil divisors $`DZ^1(X)`$ yields a graded algebra $`R(D)=_{n0}H^0(nD)`$, which in turn defines the homogeneous spectrum $`P(D)=\mathrm{Proj}R(D)`$. Here we use $`H^0(nD)`$ as a shorthand for $`H^0(X,𝒪_X(nD))`$. Let me quote the following fact (, Section 6).

###### Proposition 1.1.

The homogeneous spectrum $`P(D)`$ is a normal algebraic scheme of dimension $`2`$. Furthermore, if $`dimP(D)1`$, then $`P(D)`$ is projective.

The interesting point is that $`P(D)`$ is of finite type over $`k`$ (which does not necessarily hold in higher dimensions). By definition, there is an affine open covering

$$P(D)=\mathrm{Spec}(R(D)_{(s)})$$

where the union runs over all homogeneous $`sR(D)`$ of positive degree. Note that, if $`X_sX`$ is the open subset where $`s:𝒪_X𝒪_X(nD)`$ is bijective, we have $`\mathrm{\Gamma }(X_s,𝒪_X)=R(D)_{(s)}`$. Thus we can write

$$P(D)=X_s^{\text{aff}},$$

where $`X_s^{\text{aff}}=\mathrm{Spec}\mathrm{\Gamma }(X_s,𝒪_X)`$ is the *affine envelope*. Gluing the canonical morphisms $`UU^{\text{aff}}`$ gives a rational map $`r_D:XP(D)`$.

The *base locus* $`\mathrm{Bs}(nD)X`$ is the intersection of all curves $`CD`$ (linear equivalence). Following Fujita , Definition 1.17, we define the *stable base locus*

$$\mathrm{SBs}(D)=\underset{n>0}{}\mathrm{Bs}(nD)X.$$

Obviously, the rational map $`r_D:XP(D)`$ is defined on $`X\mathrm{SBs}(D)`$. Let us collect some facts on stable base loci. Clearly, $`x\mathrm{SBs}(D)`$ if the divisor germ $`D_xZ^1(𝒪_{X,x})`$ is not $``$-Cartier. There is a partial converse as follows. Define

$$\mathrm{SBs}^0(D)\mathrm{SBs}(D)$$

to be the 0-dimensional part of the stable base locus.

###### Proposition 1.2.

For each $`x\mathrm{SBs}^0(D)`$, the divisor germ $`D_xZ^1(𝒪_{X,x})`$ is not $``$-Cartier.

###### Proof.

Clearly $`\mathrm{SBs}(D)=\mathrm{SBs}(nD)`$ for all integers $`n>0`$, so we may assume that $`D`$ is a curve. Seeking a contradiction, we assume that $`D_x`$ is $``$-Cartier. Passing to a suitable multiple, we may assume that it is Cartier. Set $`=𝒪_X(D)`$. The blowing up $`Y=\mathrm{Proj}(^n)`$ and the invertible sheaf $`𝒪_Y(1)`$ depend only on the linear equivalence class of $`D`$. Let $`\stackrel{~}{Y}`$ be the normalization of the blowing-up. The induced morphism $`f:\stackrel{~}{Y}Y`$ is bijective near $`x`$, and $`y=f^1(x)`$ is an isolated base point for the Cartier divisor $`f^1(D)`$. The latter contradicts the Fujita–Zariski Theorem (, Theorem 1.19). ∎

Next, we consider the 1-dimensional part of the stable base locus.

###### Proposition 1.3.

Suppose $`DZ^1(X)`$ is a Weil divisor with $`H^0(nD)0`$ for some $`n>0`$. Let $`EX`$ be a curve supported by $`\mathrm{SBs}(D)`$. Then the canonical map $`H^0(D)H^0(D+E)`$ is bijective.

###### Proof.

Inducting on the number of irreducible components of $`E`$, we may assume that $`E`$ is irreducible. Assuming that $`E`$ is also reduced, we have to check that the canonical inclusion $`H^0(D)H^0(D+mE)`$ is bijective for all $`m>0`$. Suppose to the contrary that $`D+mEA+m^{}E`$ for some $`0m^{}<m`$ and a curve $`AX`$ not containing $`E`$. Subtracting $`m^{}E`$, we may assume $`D+mEA`$. Decompose $`nD=B+lE`$ for some integer $`l1`$ and a curve $`BX`$ not containing $`E`$. Then

$$(mn+l)DmB+mlE+lDmB+lA,$$

contradicting $`E\mathrm{SBs}(D)`$. ∎

A curve $`EX`$ is called *negative definite* if the intersection matrix $`(E_iE_j)`$ is negative definite, where $`E_iE`$ are the irreducible components. Here we use Mumford’s rational intersection numbers .

###### Proposition 1.4.

Let $`DZ^1(X)`$ be a Weil divisor, and $`EX`$ a negative definite curve. If $`DE_i=0`$ for all irreducible components $`E_iE`$, then the canonical map $`H^0(D)H^0(D+E)`$ is bijective.

###### Proof.

We may assume that $`E`$ is reduced and have to check that the inclusion $`H^0(D)H^0(D+\mu _iE_i)`$ is surjective for all integers $`\mu _i0`$. Suppose there is a linear equivalence $`D+\mu _iE_iA+\lambda _iE_i`$ for some curve $`AX`$ not containing any $`E_i`$, and certain integers $`\lambda _i0`$. Since $`E`$ is negative definite, there is a unique $``$-divisor $`\gamma _iE_i`$ with

$$\gamma _iE_iE_j=AE_j\text{ for all }E_jE.$$

By , Equation 7, we have $`\gamma _i0`$ because $`AE_j0`$. Consequently, $`\mu _iE_iE_j=(\gamma _i+\lambda _i)E_jE_j`$, therefore $`\mu _i\lambda _i`$. In other words, $`\mu _iEA+\lambda _iE_i`$, hence $`H^0(D)H^0(D+E)`$ is bijective. ∎

###### Remark 1.5.

A curve $`EX`$ is called *contractible* if there is a proper birational morphism $`f:XY`$ of proper normal algebraic surfaces so that $`XR`$ is the isomorphism locus. The preceding results imply that the graded ring $`R(D)`$ does not change under certain contractions. Namely, if either $`E\mathrm{SBs}(D)`$, or $`DE_i=0`$ for all irreducible components $`E_iE`$, then the canonical injection $`R(D)R(f_{}(D))`$ is bijective.

## 2. Rational maps defined by Weil divisors

Fix a proper normal algebraic surface $`X`$ and a Weil divisor $`DZ^1(X)`$. The task now is to describe, in geometric terms, the rational map $`r_D:XP(D)`$. The following decomposition is useful for this. For each $`n0`$ so that $`H^0(nD)0`$, write

$$nDM_n+F_n,$$

where $`F_nX`$ is the *fixed part*, and $`M_n=nDF_n`$ is the *movable part* of $`nD`$. Note that $`H^0(M_n)=H^0(nD)`$ and that $`M_nC0`$ for all curves $`CX`$. Furthermore, decompose

$$F_n=F_n^{}+F_n^{\prime \prime },$$

where $`F_n^{}F_n`$ is the part of $`F_n`$ consisting of all connected components $`CF_n`$ with $`CM_n>0`$. For $`n`$ sufficiently divisible, the support of $`F_n`$ is the 1-dimensional part of $`\mathrm{SBs}(D)`$.

###### Proposition 2.1.

Suppose that $`P(D)`$ is a surface and assume $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$. Then there is a maximal reduced curve $`RX`$ with $`M_nR=0`$ and $`F_n^{}R=\mathrm{}`$. Furthermore, $`R`$ is negative definite and contractible.

###### Proof.

Fix a connected component $`CF_n^{}`$ and decompose $`C=C_1+\mathrm{}+C_r`$ into irreducible components. Rearranging indices and allowing repetitions, we may assume that $`M_nC_1>0`$ and that the intersections $`C_iC_{i+1}`$ are 0-dimensional. Choose a rational $`\lambda _1>0`$ so that $`A_1=\lambda _1C_1`$ satisfies $`(M_n+A_1)C_1>0`$. Inductively, define $`A_i=A_{i1}+\lambda _iC_i`$ for some rational number $`\lambda _i>0`$ so that $`(M_n+A_i)C_j>0`$ for $`1ji`$. We end up with an effective $``$-divisor $`A=A_r`$ with support $`C`$.

Repeating this for the other connected components of $`F_n^{}`$, we see that there is an effective $``$-divisor $`A`$ with support $`F_n^{}`$ so that $`(M_n+A)C_j>0`$ for all irreducible components $`C_jF_n^{}`$. Then

$$(M_nR=0\text{and}F_n^{}R=\mathrm{})(M_n+A)R=0$$

holds for each curve $`RX`$. By the Hodge Index Theorem, there is a maximal reduced curve $`RX`$ satisfying $`(M_n+A)R=0`$, and this curve is negative definite.

It remains to check that each connected component $`R_iR`$ is contractible. Choose a curve $`AM_n`$. Since $`M_n`$ is movable, each $`R_i`$ is either disjoint from $`AF_n^{}`$ or entirely contained in $`A`$. Now the contraction criterion , Proposition 3.3 applies, and we deduce that $`R_i`$ is contractible. ∎

The rational map $`r_D:XP(D)`$ has a maximal open subset $`\mathrm{dom}(r_D)X`$ on which it is definable. This open subset is called the *domain of definition*. Clearly, $`X\mathrm{SBs}(D)\mathrm{dom}(r_D)`$. This inclusion, however, might be strict. To explain this, let $`n>0`$ be an integer satisfying $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$. Write

$$\mathrm{SBs}(D)=\mathrm{SBs}^{}(D)\mathrm{SBs}^{\prime \prime }(D)\mathrm{SBs}^0(D),$$

where $`\mathrm{SBs}^0(D)`$ is the 0-dimensional part, $`\mathrm{SBs}^{}(D)`$ is the part corresponding to $`F_n^{}`$, and $`\mathrm{SBs}^{\prime \prime }(D)`$ is the part corresponding to $`F_n^{\prime \prime }`$. The next result tells us that this decomposition depends only on the Weil divisor $`D`$, and not on the integer $`n>0`$:

###### Theorem 2.2.

The open subset $`X(\mathrm{SBs}(D)^{}\mathrm{SBs}^0(D))`$ is the domain of definition for the rational map $`r_D:XP(D)`$. Furthermore, the induced morphism $`r_D:\mathrm{dom}(r_D)P(D)`$ is proper.

###### Proof.

First suppose that $`P(D)`$ is a curve. Then $`M_n^2=0`$ and $`F_n^{}=0`$ by , Proposition 6.5. So $`M_n`$ is a globally generated Cartier divisor, and $`P(D)=P(M_n)`$. Consequently, the rational map $`r_D`$ is everywhere defined. Furthermore $`\mathrm{SBs}^0(D)=\mathrm{}`$, and the assertion follows.

Now assume that $`P(D)`$ is a surface. Choose a curve $`CM_n`$ and set $`U=X(CF_n)`$. Then $`P(D)`$ is covered by affine open subsets of the form $`U^{\text{aff}}`$. Let $`AX`$ and $`RX`$ be the curves from the proof of Proposition 2.1, and set

$$V=X(CF_n^{})=X(CA).$$

By , Proposition 3.2, the morphism $`VV^{\text{aff}}`$ is proper, hence its exceptional curve is $`RV`$. Consequently, $`U^{\text{aff}}=V^{\text{aff}}`$, and $`P(D)`$ is nothing but the contraction of $`RX(F_n^{}\mathrm{SBs}^0(D))`$. This implies that $`X(F_n^{}\mathrm{SBs}^0(D))`$ is the domain of definition for the rational map $`r_D:XP(D)`$. ∎

The preceding proof shows more, namely:

###### Corollary 2.3.

Suppose that $`P(D)`$ is a surface. Then the curve $`RX`$ from Proposition 2.1 is the exceptional set for the proper morphism $`\mathrm{dom}(r_D)P(D)`$.

Finally, we mention that the ring $`R(D)`$ already lives on the algebraic surface $`P(D)`$. In some sense, this reduced the study of Weil divisors on proper surfaces to the study of $``$-Cartier divisors on algebraic surfaces.

###### Proposition 2.4.

Suppose that $`P(D)`$ is a surface, and set $`D^{}=(r_D)_{}(D|_{\mathrm{dom}(r_D)})`$. Then the canonical map $`R(D)R(D^{})`$ is bijective.

###### Proof.

Given an integer $`n>0`$, we have to check that the inclusion $`H^0(nD)H^0(nD+E)`$ is bijective for each curve $`EX`$ supported by $`\mathrm{SBs}(D)`$. But this follows from Proposition 1.3. ∎

## 3. Compactification

Let $`D`$ be a Weil divisor on a proper normal algebraic surface $`X`$, and assume that $`P(D)`$ is 2-dimensional. This algebraic surfaces is not necessarily proper. The task now is to construct *compactifications* of $`P(D)`$, that is, proper normal surfaces containing $`P(D)`$ as an open dense subset.

We start with a rather simple compactification. Let $`RX`$ be the contractible curve from Proposition 2.1 and $`f:XY`$ be its contractions.

###### Proposition 3.1.

There is an open embedding $`P(D)Y`$, and the complement is isomorphic to $`\mathrm{SBs}^{}(D)\mathrm{SBs}^0(D)`$.

###### Proof.

According to Corollary 2.3, we have a commutative diagram

$$\begin{array}{ccc}\mathrm{dom}(r_D)& & X\\ & & & & \\ P(D)& & Y,\end{array}$$

where both vertical arrows are the contractions of $`R`$. Hence the lower horizontal arrow exists and gives the desired open embedding. By Theorem 2.2, its complement equals $`\mathrm{SBs}^{}(D)\mathrm{SBs}^0(D)`$. ∎

The boundary at infinity for $`P(D)Y`$ contains the 1-dimensional part $`\mathrm{SBs}^{}(X)`$, so this compactification might not be minimal. The following is useful for the construction of smaller compactifications:

###### Lemma 3.2.

Each 1-dimensional connected component of $`C\mathrm{SBs}(D)`$ contains an irreducible component $`C_i`$ with $`DC_i0`$.

###### Proof.

Suppose to the contrary that $`DC_i>0`$ for all irreducible components $`C_iC`$. Let $`f:YX`$ be a resolution of the singularities contained in $`C`$, and $`EY`$ the exceptional divisor. Since $`E`$ is negative definite, there is a divisor $`AZ^1(Y)`$ supported by $`E`$ and ample on $`E`$. For $`n>0`$ sufficiently large, the divisor $`D^{}=A+f^{}(nD)`$ is effective and ample on $`f^1(C)`$. On the other hand, since $`nD=f_{}(D^{})`$, the preimage $`f^1(C)`$ contains a connected component of $`\mathrm{SBs}(D^{})`$. This contradicts the Fujita–Zariski Theorem (, Theorem 1.19). ∎

###### Proposition 3.3.

The 1-dimensional part of $`\mathrm{SBs}(D)`$ is negative definite.

###### Proof.

We saw in Proposition 2.1 that $`\mathrm{SBs}^{\prime \prime }(D)`$ is negative definite, so it remains to see that each connected component $`C\mathrm{SBs}^{}(D)`$ is negative definite. To do so, choose $`n>0`$ so that $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$, decompose $`C=C_1+\mathrm{}+C_r`$ into irreducible components, and let $`BF_n^{}`$ be the part disjoint to $`C`$.

First, assume that some linear combination $`A=\lambda _iC_i`$ has $`A^2>0`$. As in the proof of , Proposition 3.2, we may assume that $`\lambda _i>0`$ and $`AC_i>0`$ for $`1ir`$. Replacing $`A`$ by a suitable multiple, we obtain $`F_n^{}A+B`$. By Lemma 3.2, there is some component $`C_iC`$ not contained in the stable base locus of $`M_n+A+B`$. On the other hand, the inclusions

$$H^0(mD)H^0(m(M_n+F_n^{}))H^0(m(M_n+A+B))$$

are equalities by Proposition 1.3, contradiction.

Second, assume that the intersection matrix $`(C_iC_j)`$ is *negative semidefinite*. By the Hodge Theorem, its radical has rank 1. This implies that there is a linear combination $`A=\lambda _iC_i`$ with $`AC_i=0`$ and $`\lambda _i>0`$ for all $`i`$. Up to multiples, such a divisor is unique. Rearranging indices, we may assume $`M_nC_1>0`$. The remaining curve $`C_2+\mathrm{}+C_r`$ is negative definite, so there is a linear combination $`E=\mu _iC_i`$ with $`EC_i>0`$ for $`2ir`$. Enlarging $`n`$ if necessary, we have $`(M_n+E)C_i>0`$ for $`1ir`$. Furthermore, for some $`k>0`$, the divisor $`M_n+E+kA+B`$ is effective and contains $`F_m^{}`$. We conclude the proof as in the first case. ∎

This implies that the homogeneous spectrum $`P(D)=\mathrm{Proj}(R(D))`$ is not too far from being proper:

###### Corollary 3.4.

The algebraic surface $`P(D)`$ is not quasiaffine.

###### Proof.

Suppose to the contrary that $`P(D)`$ is quasiaffine, and consider the open embedding $`P(D)Y`$ from Proposition 3.1. By Proposition 3.3, the 1-dimensional part of the boundary is negative definite. On the other hand, , Proposition 3.2 ensures that the boundary supports a Weil divisor $`CZ^1(Y)`$ with $`C^2>0`$, contradiction. ∎

A negative definite curve is not necessarily contractible. However, it can be contracted in the category of *algebraic spaces*. Roughly speaking, an algebraic space is an object that admits an étale covering by a scheme . Over the complex numbers, 2-dimensional algebraic spaces correspond to *Moishezon surfaces*.

###### Theorem 3.5.

There is a proper normal 2-dimensional algebraic space $`\overline{P}(D)`$ containing $`P(D)`$ as an open dense subscheme with 0-dimensional complement.

###### Proof.

Since the 1-dimensional part $`E\mathrm{SBs}(D)`$ is negative definite, a result of Artin (, Corollary 6.12) implies that there is a contraction $`f:X\overline{P}(D)`$ of $`EX`$ in the category of algebraic spaces. In light of Proposition 2.3, we obtain the desired open embedding $`P(D)\overline{P}(D)`$. ∎

###### Remark 3.6.

We have constructed a commutative diagram

$$\begin{array}{ccc}\mathrm{dom}(r_D)& & X\\ r_D& & f& & \\ P(D)& & \overline{P}(D).\end{array}$$

The boundary at infinity $`\overline{P}(D)P(D)`$ comprises the image of $`\mathrm{SBs}^{}(D)\mathrm{SBs}^0(D)`$. Clearly, the points $`b\overline{P}(D)`$ corresponding to $`\mathrm{SBs}^0(D)`$ are *scheme-like* , page 131. In contrast, the points corresponding to $`\mathrm{SBs}^{}(D)`$ might be nonscheme-like. The algebraic space $`\overline{P}(D)`$ is a scheme if and only if the negative definite curve $`\mathrm{SBs}^{}(D)`$ is contractible.

Let us collect some properties of the compactification.

###### Proposition 3.7.

Suppose that the algebraic space $`\overline{P}(D)`$ is a scheme. Then the open subset $`P(D)\overline{P}(D)`$ is the $``$-Cartier locus for the Weil divisor $`f_{}(D)`$.

###### Proof.

Clearly, $`f_{}(D)`$ is $``$-Cartier on $`P(D)`$. According to Proposition 1.2, it is not $``$-Cartier on each point of $`\mathrm{SBs}^0(D)`$. Suppose there is a connected component $`C\mathrm{SBs}^{}(D)`$ so that $`f_{}(D)`$ is $``$-Cartier on the image $`y=f(C)`$. For $`n>0`$ sufficiently divisible, $`f_{}(nD)=f_{}(M_n)`$ is movable. Again by Proposition 1.2, we find a curve $`Ef_{}(nD)`$ disjoint from $`y`$. Since $`R(D)=R(f_{}(D))`$, the corresponding curve $`E^{}nD`$ contains $`C`$ as a connected component, contradicting the definition of $`\mathrm{SBs}^{}(D)`$. ∎

In light of Nakai’s ampleness criterion, we call a Weil divisor $`DZ^1(X)`$ *numerically ample* if $`D^2>0`$ and $`DC>0`$ for all curves $`CX`$.

###### Proposition 3.8.

Suppose that the algebraic space $`\overline{P}(D)`$ is a scheme. Then the Weil divisor $`f_{}(D)`$ is numerically ample.

###### Proof.

Choose $`n>0`$ so that $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$. Then $`f_{}(nD)=f_{}(M_n)`$ is movable, so $`f_{}(D)C0`$ for all integral curves $`C\overline{P}(D)`$. Suppose $`f_{}(D)C=0`$. Then $`C`$ is disjoint from the non-$``$-Cartier locus of $`f_{}(D)`$. Consequently, the effective $``$-divisor $`f^{}(C)`$ is disjoint from $`F_n^{}`$. The projection formula gives

$$M_nf^{}(C)=f_{}(nD)C=0.$$

By Proposition 2.1, the curve $`f^{}(C)`$ is contracted by $`f:X\overline{P}(D)`$, which is absurd. Therefore, $`f_{}(D)C>0`$ for all curves $`C`$. Then $`f_{}(D)^2>0`$ holds as well, because $`f_{}(nD)`$ is effective. ∎

###### Remark 3.9.

The preceding two Propositions hold true without the assumption that $`\overline{P}(D)`$ is a scheme. I leave it to the interested reader to formulate the corresponding results.

## 4. Multiplicities inside the stable base locus

We keep our proper normal algebraic surface $`X`$ and Weil divisor $`DZ^1(X)`$. Decompose $`nD=M_n+F_n`$ and $`F_n=F_n^{}+F_n^{\prime \prime }`$ as in Section 2. Zariski  pointed out that multiplicities in $`F_n`$ play role for the structure of the graded ring $`R(D)`$. First, we start with the part $`\mathrm{SBs}^{\prime \prime }(D)`$ of the stable base locus.

###### Proposition 4.1.

Suppose $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$. Then $`F_{mn}^{\prime \prime }=mF_n^{\prime \prime }`$ for all $`m>0`$. In particular, the multiplicities in $`F_{mn}^{\prime \prime }`$ are unbounded.

###### Proof.

Since $`F_n^{\prime \prime }=\mathrm{SBs}(D)`$ is negative definite and $`mnDC=mF_n^{\prime \prime }C`$ for all curves $`C\mathrm{SBs}^{\prime \prime }(D)`$, we infer $`F_{mn}^{\prime \prime }=mF_n^{\prime \prime }`$. ∎

Next, we turn to the part $`\mathrm{SBs}^{}(D)`$ of the stable base locus. Suppose $`\mathrm{Bs}(nD)=\mathrm{SBs}(D)`$. Decompose $`\mathrm{SBs}^{}(D)=C_1+\mathrm{}+C_r`$ into integral components. For each such component, define

$$\lambda _i=inf\{\mathrm{mult}_{C_i}(F_n^{}A)A\text{ as below}\},$$

where $`A`$ runs through all effective $``$-divisors contained in $`F_n^{}`$ such that that the condition $`(M_n+A)C_j>0`$ holds for $`1jr`$.

###### Proposition 4.2.

With the preceding notation, $`lim\; inf_m\mathrm{}\mathrm{mult}_{C_i}(F_{mn}^{}/m)\lambda _i`$.

###### Proof.

Let $`A`$ be an effective $``$-divisor as above. By Lemma 3.2, the curve $`C_i`$ is not contained in $`\mathrm{SBs}(M_n+A)`$. Now the decomposition into effective summands $`mnD=m(M_n+A)+m(F_nA)`$ gives

$$\mathrm{mult}_{C_i}(F_{mn}/m)\mathrm{mult}_{C_i}(F_nA)$$

for $`m`$ sufficiently divisible, hence the assertion. ∎

## 5. The canonical model

Fix a proper normal algebraic surface $`X`$. In this section, we shall apply the results of the preceding Sections to the *canonical ring* $`R(K_X)=H^0(nK_X)`$ and the corresponding *canonical model*

$$P(K_X)=\mathrm{Proj}(R(K_X)).$$

Note that our canonical model is defined on the surface $`X`$ itself, and not on a resolution of singularities. The algebraic space $`\overline{P}(K_X)`$ constructed in Proposition 3.5 is called the *compactified canonical model*. The task now is to determine whether or not $`\overline{P}(D)`$ is a scheme.

To do this, the following notions are useful. Two Weil divisors $`A,BZ^1(X)`$ on a proper normal algebraic surfaces $`X`$ are called *numerically equivalent* if $`AC=BC`$ for all curves $`CX`$. Given a subset $`SX`$, we say that $`X`$ is *numerically $``$-factorial* with respect to $`S`$ if each Weil divisor on $`X`$ is numerically equivalent to a $``$-divisor that is $``$-Cartier near $`S`$. If this holds for $`S=X`$, we call $`X`$ numerically $``$-factorial. For example, $``$-factorial surfaces or surface of geometric genus $`p_g=0`$ are numerically $``$-factorial.

###### Theorem 5.1.

If $`X`$ is numerically $``$-factorial with respect to $`\mathrm{SBs}^{}(K_X)`$, then the proper algebraic space $`\overline{P}(K_X)`$ is a scheme.

###### Proof.

We have to check that the negative definite curve $`C=\mathrm{SBs}^{}(K_X)`$ is contractible. According to Proposition 1.3, the inclusion $`H^0(K_K)H^0(K_X+C)`$ is bijective. But now the contraction criterion , Theorem 5.1 applies, and we deduce that $`CX`$ is contractible. ∎

To obtain examples, we shall relate numerically $``$-factorial surfaces to surfaces with rational singularities.

###### Proposition 5.2.

A proper normal algebraic surface is $``$-factorial on the locus of rational singularities.

###### Proof.

Over an algebraically closed ground field, this easily follows from , Theorem 1.7. The following argument using group schemes works over arbitrary ground fields $`k`$. Let $`f:YX`$ be a resolution of the rational singularities, $`EY`$ the reduced exceptional curve, and $`𝔜Y`$ the corresponding formal completion. Then $`H^1(E,𝒪_{nE})=0`$ for all $`n>0`$. Hence the group schemes $`\mathrm{Pic}_{nE/k}^0`$ vanish, and $`\mathrm{Pic}^0(𝔜)=0`$. Given a Weil divisor $`DZ^1(X)`$, there is an integer $`n>0`$ so that the $``$-divisor $`C=f^{}(nD)`$ has integral coefficients. Beeing numerically trivial, the formal line bundle $`𝒪_𝔜(C)`$ is trivial. Hence $`f_{}𝒪_Y(C)`$ is invertible and $`f_{}(C)=nD`$ is Cartier on the locus of rational singularities. ∎

Together with Theorem 5.1, this gives a condition for schematicity.

###### Corollary 5.3.

Suppose $`X`$ has rational singularities along $`\mathrm{SBs}^{}(K_X)`$. Then the algebraic space $`\overline{P}(K_X)`$ is a proper scheme.

We also have a condition for projectivity:

###### Corollary 5.4.

Suppose $`X`$ has rational singularities along $`\mathrm{SBs}^{}(K_X)\mathrm{SBs}^0(K_X)`$. Then the algebraic space $`\overline{P}(K_X)`$ is a projective scheme.

###### Proof.

By Proposition 3.8, the canonical class $`K`$ of $`\overline{P}(K_X)`$ is numerically ample. The locus where $`K`$ is not $``$-Cartier is nothing but the image of $`\mathrm{SBs}^{}(K_X)\mathrm{SBs}^0(K_X)`$. Hence $`K`$ is numerically equivalent to a $``$-Cartier divisor, so the compactified canonical model is projective. ∎

The canonical model of a regular surfaces is not necessarily regular. Rather, it has rational Gorenstein singularities. However, canonical models of surfaces with rational Gorenstein singularities have rational Gorenstein singularities, so this class of surfaces is closed under passing to minimal models. Here is a similar result.

###### Proposition 5.5.

If the surface $`X`$ is numerically $``$-factorial, then the scheme $`\overline{P}(K_X)`$ is numerically $``$-factorial as well.

###### Proof.

I claim that the negative definite curve $`C=\mathrm{SBs}^{}(K_X)\mathrm{SBs}^{\prime \prime }(K_X)`$ is contractible. Indeed: By Proposition 1.3, the curve $`C`$ is contained in the fixed curve of $`K_X+mC`$ for all $`m>0`$. Furthermore, we assume that $`X`$ is numerically $``$-factorial. Hence , Theorem 5.1 ensures that $`CX`$ is contractible.

Next, we check that the corresponding contraction $`h:XY`$ yields a numerically $``$-factorial surface. To see this, consider for each $`m>0`$ the exact sequence

$$H^1(X,𝒪_X)H^1(mF,𝒪_{mF})H^2(X,𝒪_X(mF))H^2(X,𝒪_X).$$

The map on the right is Serre dual to $`H^0(K_X)H^0(K_X+mF)`$, which is surjective by Proposition 1.3. Hence the map on the left is surjective. By Grothendieck’s Existence Theorem, the map $`H^1(X,𝒪_X)H^1(𝔛,𝒪_𝔛)`$ is surjective as well, where $`𝔛=X_{/F}`$ is the formal completion. Now , Proposition 4.2 ensures that $`Y`$ is numerically $``$-factorial.

Recall that the contraction $`f:X\overline{P}(K_X)`$ admits a factorization $`g:Y\overline{P}(K_X)`$. Furthermore, $`K_Y`$ has trivial intersection number on each irreducible component of the exceptional curve $`EY`$. Now Proposition 1.4 ensures that $`H^0(K_Y)=H^0(K_Y+mE)`$, and we deduce as in the preceding paragraph that the compactified canonical model $`\overline{P}(K_X)`$ is numerically $``$-factorial. ∎

###### Remark 5.6.

The numerical criterion for ampleness implies that numerically $``$-factorial surfaces are projective. Therefore, their compactified canonical model is projective as well. More precisely, a multiple of the canonical class of $`\overline{P}(K_X)`$ deforms to an ample invertible sheaf.

Let me record the following special case of Propositions 3.7 and 3.8.

###### Proposition 5.7.

Suppose that $`\overline{P}(K_X)`$ is a scheme. Then the open subset $`P(K_X)`$ is its $``$-Gorenstein locus, and the canonical class of $`\overline{P}(K_X)`$ is numerically ample.

A Weil divisor $`AZ^1(X)`$ is called *nef* if $`AR0`$ holds for all curves $`RC`$. We have the following characterization for the compactified canonical model to be a scheme.

###### Theorem 5.8.

The algebraic space $`\overline{P}(K_X)`$ is a scheme if and only if for each connected component $`R\mathrm{SBs}^{}(K_X)`$, there is a nef Weil divisor $`AZ^1(X)`$ that is Cartier near $`R`$, so that for each integral curve $`CX`$, the condition $`AC=0`$ holds if and only $`CR`$.

###### Proof.

You easily check that the condition is necessary. For sufficiency, we shall apply the characterization of contractible curves in , Theorem 3.4 to each connected component $`R\mathrm{SBs}^{}(D)`$. Let $`R`$ be as in the Theorem. Fix an integer $`m>0`$ and consider the exact sequence

$$H^1(X,𝒪_X)H^1(mR,𝒪_{mR})H^2(X,𝒪_X(mR))H^2(X,𝒪_X).$$

The map on the right is Serre dual to $`H^0(K_X)H^0(K_X+mR)`$. The latter is surjective according to Proposition 1.3. Consequently, $`H^1(X,𝒪_X)H^1(mR,𝒪_{mR})`$ is surjective, so $`\mathrm{Pic}^0(X)\mathrm{Pic}^0(mR)`$ is surjective up to torsion. So, for some $`n>0`$, the invertible sheaf $`𝒪_{mR}(nA)`$ is the restriction of some numerically trivial invertible $`𝒪_X`$-module. Thus the conditions of the before mentioned characterization of contractible curves applies, and we conclude that $`C`$ is contractible. ∎

###### Remark 5.9.

One might say that a proper normal algebraic surface $`X`$ with rational singularities has *two* canonical models: First the canonical model $`P(K_Y)=\overline{P}(K_Y)`$ in the sense of Mori theory defined using a resolution of singularities $`YX`$, and second the compactification $`P(K_X)\overline{P}(K_X)`$ defined on the normal surface $`X`$ itself. I wish to know what happens in higher dimensions.

###### Question 5.10.

Does there exist a proper normal surface whose compactified canonical model is not a scheme?