text:
# 1 Introduction

## 1 Introduction

All oscillating systems are very much alike, and there are many similarities between oscillating neutrinos and, e.g., pendulums or electromagnetic circuits. In particular, neutrino oscillations in vacuum or in matter of constant density are analogous to oscillations of a simple pendulum; resonantly enhanced neutrino oscillations in a matter of monotonically varying density (the Mikheyev-Smirnov-Wolfenstein (MSW) effect ) are similar to oscillations of two weakly coupled pendulums of slowly changing lengths . It is therefore natural to ask the following question: Are there any other resonance phenomena in mechanics or electromagnetism that might have analogues in neutrino physics?

One such phenomenon is parametric resonance. The parametric resonance can occur in dynamical systems with time-varying parameters when there is a certain correlation between these variations and the values of the parameters themselves. Best studied is the parametric resonance in systems with periodically varying parameters. While the periodicity makes it easier to satisfy the resonance conditions and also simplifies the analysis, it is not really necessary: parametric resonance can occur even in stochastic systems (see, e.g., ). In the present paper we will concentrate on the systems with periodically varying parameters.

A textbook example of a system in which the parametric resonance can occur is a pendulum with vertically oscillating point of support . Under certain conditions topmost, normally unstable, equilibrium point becomes stable. The pendulum can oscillate around this point in the upside-down position. Another example, familiar to everybody, is a swing, which is just a pendulum with periodically changing effective length. It is the parametric resonance that makes it possible to rock a swing.

What would be an analogue of the parametric resonance for neutrino systems? Since matter affects neutrino oscillations, periodically varying conditions can be achieved if a beam of oscillating neutrinos propagates through a medium with periodically modulated density. For certain relations between the period and amplitude of density modulation and neutrino oscillation length and mixing angle, the parametric resonance occurs, and the oscillations can be strongly enhanced. The probability of neutrino transition from one flavor state to another may become equal to unity. This phenomenon is very different from the MSW effect. Indeed, at the MSW resonance the neutrino mixing in matter becomes maximal ($`\theta _m=\pi /4`$) even if the vacuum mixing angle $`\theta _0`$ is small. This leads to large-amplitude neutrino oscillations in a matter of constant density equal (or almost equal) to the resonance density, or to a strong flavor conversion in the case of matter density slowly varying along the neutrino path and passing through the resonance value.

The situation is quite different in the case of the parametric resonance. The mixing angle in matter does not in general become large (there is no level crossing). What happens is an amplification of the transition probability because of specific phase relationships. Thus, in the case of the parametric resonance it is the phase of oscillations (rather than their amplitude) that undergoes important modification. The total flavour conversion can take place even if the mixing angles both in vacuum and in matter are small.

The possibility of the parametric resonance of neutrino oscillations was suggested independently in  and . In these papers approximate solutions for sinusoidal matter density profile were found. In  also an exact analytic solution for the periodic step-function (“castle wall”) density profile was obtained. Parametric effects in neutrino oscillations were further studied in  where combined action of the parametric and MSW resonances and possible consequences for solar and supernova neutrinos were considered. In this paper also the stochastic parametric resonance in neutrino oscillations was briefly discussed.

Although the parametric resonance in neutrino oscillations is certainly an interesting physical phenomenon, it requires that very special conditions be satisfied. Unfortunately, these conditions cannot be created in the laboratory because this would require either too long a baseline or neutrino propagation in a matter of too high a density. Until recently it was also unclear whether a natural object exists where these conditions can be satisfied for any known source of neutrinos. This situation has changed with a very important observation by Liu and Smirnov  (see also ), who have shown that the parametric resonance conditions can be approximately satisfied for the oscillations of atmospheric $`\nu _\mu `$ into sterile neutrinos $`\nu _s`$ inside the earth. The density profile along the trajectories of neutrinos crossing the earth and passing through its core (mantle-core-mantle) is to a good approximation a piece of the periodic step-function profile, and their oscillations can be parametrically enhanced. Even though the neutrinos pass only through “1.5 periods” of density modulations (this would be exactly one period and a half if the distances neutrinos travel in the mantle and in the core were equal), the parametric effects on neutrino oscillations in the earth can be quite strong. Subsequently, it has been pointed out in  that the parametric resonance conditions can also be satisfied (and to even a better accuracy) for the $`\nu _2\nu _e`$ oscillations in the earth in the case of the $`\nu _e`$ \- $`\nu _{\mu (\tau )}`$ mixing. This, in particular, may have important implications for the solar neutrino problem. The parametric resonance in the oscillations of solar and atmospheric neutrinos in the earth was further explored in a number of papers .

In the present paper we review the Floquet theory of linear differential equations with periodic coefficients and consider its applications to neutrino oscillations and, in particular, to oscillations of neutrinos inside the earth. The paper is organized as follows. In sec. 2 we briefly review the Floquet theory and its applications to the analyses of the stability of the solutions. In sec. 3 we discuss the peculiarities of the Floquet theory in the case of the time dependent Schrödinger equations with periodic Hamiltonians. In sec. 4 we consider applications of the Floquet theory to neutrino oscillations in matter of periodic step function (“castle wall”) density profile. In sec. 5 we review the implications of the parametric resonance of neutrino oscillations for neutrinos traversing the earth and passing through its core. In the last section the results are discussed and the conclusions are given.

## 2 Differential equations with periodic coefficients

We shall now briefly review the Floquet theory of systems of linear differential equations with periodic coefficients. More detailed discussion can be found, e.g., in .

### 2.1 Preliminaries

Let us start with a few well known fact from the general theory of linear differential equations. Consider a system of $`n`$ homogeneous linear differential equations

$$\dot{\psi }=𝒜(t)\psi ,$$
(1)
where $`\psi `$ is an $`n`$-component column vector, $`\psi =(\psi _1,\mathrm{},\psi _n)^T`$, $`𝒜(t)`$ is an $`n\times n`$ matrix with piecewise continuous elements, and overdot denotes differentiation with respect to $`t`$. Eq. (1) has $`n`$ linearly independent continuous nontrivial solutions $`\psi ^{(j)}(t)`$, $`j=1,\mathrm{},n`$. From linearity of (1) it follows that any linear combination of the solutions is also a solution. Any set of $`n`$ linearly independent solutions $`\psi ^{(j)}(t)`$ of (1) forms the so-called fundamental set, and a matrix whose columns are $`\psi ^{(j)}`$ is called the fundamental matrix. Given an initial condition $`\psi (t_0)=\psi _0`$, eq. (1) has a unique solution $`\psi (t)`$. Any solution of eq. (1) can be represented as a linear combination (with constant coefficients) of the solutions forming a fundamental set, or equivalently as a product of a fundamental matrix and a constant vector.

Let $`\psi (t)`$ be the solution of (1) with the initial condition $`\psi (t_0)=\psi _0`$. Let us introduce the evolution matrix $`U(t,t_0)`$ through the relation

$$\psi (t)=U(t,t_0)\psi _0.$$
(2)
From the definition of the evolution matrix it immediately follows that

$$U(t,t_0)=U(t,t_1)U(t_1,t_0),U(t_0,t_0)=I,$$
(3)
where $`I`$ is the $`n\times n`$ unit matrix. It is easy to check that the columns of $`U(t,t_0)`$ are solutions of eq. (1) with the initial conditions $`\psi _i^{(j)}(0)=\delta _{ij}`$. Thus $`U(t,t_0)`$ is a fundamental matrix, and any solution of (1) can be written in the form (2). The determinant of $`U(t,t_0)`$ is given by

$$det[U(t,t_0)]=\mathrm{exp}\left\{_{t_0}^ttr[𝒜(t^{})]𝑑t^{}\right\}.$$
(4)
Eq. (4) follows from two facts: (1) the derivative of a determinant is the sum of $`n`$ determinants formed by replacing elements of one row of the original matrix by their derivatives, and (2) the columns of $`U(t,t_0)`$ are solutions of eq. (1). Since the elements of $`𝒜`$ are non-singular, $`det[U]`$ does not vanish, i.e. the matrix $`U(t,t_0)`$ is non-singular. From (3) one finds

$$U(t_2,t_1)^1=U(t_1,t_2).$$
(5)
Without loss of generality, one can always choose the matrix $`𝒜(t)`$ to be traceless. Indeed, substituting

$$\psi (t)=e^{\alpha (t)}\psi ^{}(t),\alpha (t)=\frac{1}{n}^ttr[𝒜(t^{})]𝑑t^{}$$
(6)
one finds that $`\psi ^{}`$ satisfies

$$\dot{\psi }^{}=𝒜^{}(t)\psi ^{},𝒜^{}(t)=𝒜(t)\frac{1}{n}tr[𝒜(t)],$$
(7)
i.e. $`𝒜^{}`$ is traceless. In what follows we will be always assuming that the transformation (6) has been performed, i.e. will be considering only traceless matrices $`𝒜`$. Eq. (4) then yields

$$det[U(t,t_0)]=1.$$
(8)
Notice that in general $`U(t,t_0)`$ is not unitary.

### 2.2 Floquet theory

Let us now turn to the case of differential equations (1) with periodic coefficients,

$$𝒜(t+T)=𝒜(t),$$
(9)
where $`T`$ is the period. Hereafter we shall be always assuming that (9) is satisfied, without specifying this each time explicitly. From the periodicity of $`𝒜(t)`$ it follows that if $`\psi (t)`$ is a solution of (1), so is $`\psi (t+T)`$. Consider the solution $`\psi (t)`$ with the initial condition $`\psi (s)=\psi _0`$. We have $`\psi (t+T)=U(t+T,s)\psi _0`$. On the other hand, since $`\psi (t+T)`$ is also a solution at $`t`$, we have $`\psi (t+T)=U(t,t_0)\psi (t_0+T)=U(t,t_0)U(t_0+T,s)\psi _0`$. Equating these two expressions for $`\psi (t+T)`$ one obtains

$$U(t+T,s)=U(t,t_0)U(t_0+T,s).$$
(10)
This is a very important property of the evolution matrix of differential equations (1) with periodic coefficients. In particular, taking $`s=t_0+T`$ and $`s=t_0=0`$ one obtains from (10), respectively,

$$U(t+T,t_0+T)=U(t,t_0),$$
(11)
$$U(t+T,0)=U(t,0)U(T,0).$$
(12)
The first of these equations means that the evolution matrix does not change if both its arguments are shifted by the period $`T`$ (and, by induction, by any integer number $`k`$ of periods). From the second equality it follows, in particular, that the matrix of evolution over $`k`$ periods satisfies

$$U(kT,0)=U(T,0)^k.$$
(13)
The matrix of evolution over one period $`U(T,0)U_T`$ plays a very important role in the theory of differential equations with periodic coefficients; it is called the monodromy matrix.

As has already been pointed out, if $`\psi (t)`$ is a solution of (1), so is $`\psi (t+T)`$. This does not in general mean that $`\psi (t+T)=\psi (t)`$, i.e. the solutions of the equations with periodic coefficients are not in general periodic. There are, however, solutions which satisfy

$$\psi (t+T)=\sigma \psi (t),$$
(14)
i.e. they are multiplied by a number when $`t`$ is shifted by the period. Such solutions are called normal ; they play an important role in the analysis of the stability of the solutions of eq. (1).

To analyse the properties of the normal solutions, let us show that the evolution matrix for a system of linear differential equations (1) with periodic coefficients can be written as a product of a periodic matrix and an exponential matrix. Since the monodromy matrix $`U_T`$ is non-singular, it can be represented as an exponential of another matrix:

$$U_TU(T,0)=e^T.$$
(15)
Let us now show that the matrix $`P(t)=U(t,0)e^t`$ is periodic. We have $`P(t+T)=U(t+T,0)e^{(t+T)}=U(t,0)U(T,0)e^Te^t=U(t,0)e^t=P(t)`$, where we have used (12) and (15). Thus the evolution matrix can be written as

$$U(t,0)=P(t)e^t,P(t+T)=P(t).$$
(16)
From this expression it follows, in particular, that the vector $`\chi `$ introduced through $`\psi =P(t)\chi `$ satisfies the differential equation with constant coefficients:

$$\dot{\chi }=\chi .$$
(17)
Let $`\varphi _0^{(j)}`$ be a (constant) eigenvector of the matrix $``$ with the eigenvalue $`\alpha _jT^1`$. It is then also an eigenvector of $`U_T`$ with the eigenvalue $`\sigma _j=e^{\alpha _j}`$:

$$\varphi _0^{(j)}=\frac{\alpha _j}{T}\varphi _0^{(j)};U_T\varphi _0^{(j)}=\sigma _j\varphi _0^{(j)}=e^{\alpha _i}\varphi _0^{(j)}.$$
(18)
The numbers $`\sigma _j`$ are called the characteristic numbers and $`\alpha _j`$, the characteristic exponents. From (12), (16) and (18) it follows that any normal solution $`\varphi ^{(j)}(t)`$ of eq. (1) can be written as

$$\varphi ^{(j)}(t)=U(t,0)\varphi _0^{(j)}=P(t)e^{\alpha _j(t/T)}\varphi _0^{(j)}=P(t)\sigma _j^{t/T}\varphi _0^{(j)}.$$
(19)
Thus eigenvectors of $`U_T`$ give rise to normal solutions. The monodromy matrix $`U_T`$ has $`n`$ eigenvalues. As follows from (8), they satisfy

$$\underset{j=1}{\overset{n}{}}\sigma _j=1.$$
(20)
If all the eigenvalues $`\sigma _j`$ are different, $`U_T`$ has $`n`$ linearly independent eigenvectors and therefore there are $`n`$ linearly independent normal solutions $`\varphi ^{(j)}(t)`$ of system (1). Hence, they form a fundamental set, and any solution of (1) can be written as a linear combination of the normal solutions $`\varphi ^{(j)}(t)`$ with constant coefficients. If $`U_T`$ has repeated eigenvalues, the situation is more complicated and will be discussed below.

It follows from eq. (19) that the characteristic exponents (or characteristic numbers) determine the boundedness of the normal solutions, and therefore of the general solution of eq. (1). Consider, for example, the case $`n=2`$. Assume first that the characteristic exponents are real. The characteristic numbers $`\sigma _1`$ and $`\sigma _2`$ are then real, too. Eq. (20) gives $`\sigma _1\sigma _2=1`$, and if $`\sigma _1\sigma _2`$ (i.e. they are simple eigenvalues of $`U_T`$), the absolute value of one of them is greater than one. It then follows from eq. (19) that the corresponding normal solution is unbounded. If the characteristic exponents are purely imaginary, the characteristic numbers are of modulus one, i.e. $`\sigma _1=\sigma _2^{}`$, $`|\sigma _1|=1`$. In this case both normal solutions are bounded (the matrix $`P(t)`$ in (19), being continuous and periodic, is obviously bounded). If the characteristic exponents are complex, the normal solutions are bounded when the real parts of all the characteristic exponents are non-positive, while if at least one of the characteristic exponents has a positive real part, there are unbounded normal solutions. This property holds in general, i.e. for an arbitrary $`n`$.

Let us now discuss the case of repeated eigenvalues of $`U_T`$. Consider again the case $`n=2`$ as an example. Assume that the eigenvalues of $`U_T`$ coincide, $`\sigma _1=\sigma _2\sigma `$. The matrix $`U_T`$ in this case has the general form 111Another possibility would be to have the zero element $`(U_T)_{21}`$ instead of $`(U_T)_{12}`$, but the corresponding matrix can be reduced to that in (21) by a renumbering of the basis states.

$$U_T=\left(\begin{array}{cc}\sigma & 0\\ a& \sigma \end{array}\right).$$
(21)
It can be readily seen that for $`a=0`$ the monodromy matrix $`U_T`$ has two linearly independent and orthogonal eigenvectors corresponding to the same eigenvlue $`\sigma `$; they can be taken, e.g., as $`\varphi _0^{(1)}=(0,1)^T`$ and $`\varphi _0^{(2)}=(1,0)^T`$. However, for $`a0`$ there is only one eigenvector, $`\varphi _0^{(1)}`$. It gives rise to the normal solution $`\varphi ^{(1)}(t)`$ through eq. (19). This normal solution can be used as one of the basis solutions $`\psi ^{(j)}(t)`$ constituting a fundamental set, $`\psi ^{(1)}(t)=\varphi ^{(1)}(t)`$. Let $`\psi ^{(2)}(t)`$ be another solution of (1), linearly independent from $`\psi ^{(1)}(t)`$. Then $`\psi ^{(1)}(t)`$ and $`\psi ^{(2)}(t)`$ form a fundamental set. Since $`\psi ^{(j)}(t+T)`$ are also solutions, they can be written as linear combinations of $`\psi ^{(1)}(t)`$ and $`\psi ^{(2)}(t)`$:

$`\psi ^{(1)}(t+T)=\sigma \psi ^{(1)}(t),`$
$`\psi ^{(2)}(t+T)=a^{}\psi ^{(1)}(t)+b^{}\psi ^{(2)}(t),`$ (22)
Using the freedom of normalization of the vectors $`\varphi _0^{(j)}`$, one can always choose $`a^{}=a`$. Since $`\sigma `$ is a double root of the characteristic equation of the monodromy matrix $`U_T`$, $`b^{}=\sigma `$. 222An easy way to see this is to consider eqs. (22) at $`t=0`$ and use the explicit form (21) of the matrix $`U_T`$. Eqs. (22) can therefore be rewritten as

$`\psi ^{(1)}(t+T)=\sigma \psi ^{(1)}(t),`$ (23)
$`\psi ^{(2)}(t+T)=a\psi ^{(1)}(t)+\sigma \psi ^{(2)}(t).`$ (24)
Let us introduce a matrix $`M`$ which relates $`\psi _0^{(2)}`$ and $`\psi _0^{(1)}\varphi _0^{(1)}`$: $`\psi _0^{(2)}=M\psi _0^{(1)}`$ 333The matrix $`M`$ is not uniquely defined, but this is unimportant for our purposes.. One can now find the relation between $`\psi ^{(2)}(t)`$ and $`\psi ^{(1)}(t)`$:

$$\psi ^{(2)}(t)=W(t)\psi ^{(1)}(t),W(t)=U(t,0)MU(t,0)^1.$$
(25)
Therefore $`\psi ^{(2)}(t+T)=W(t+T)\psi ^{(1)}(t+T)=W(t+T)\sigma \psi ^{(1)}(t)`$. On the other hand, from (24) and (25), $`\psi ^{(2)}(t+T)=a\psi ^{(1)}(t)+\sigma \psi ^{(2)}(t)=[a+\sigma W(t)]\psi ^{(1)}(t)`$. Equating these two expressions for $`\psi ^{(2)}(t+T)`$ one finds

$$W(t+T)=W(t)+\frac{a}{\sigma }.$$
(26)
Therefore the matrix $`F(t)`$ defined through

$$F(t)=W(t)\frac{a}{\sigma }\frac{t}{T}$$
(27)
is periodic with the period $`T`$. From eqs. (25) and (27) we then find

$$\psi ^{(2)}(t)=\left[\frac{a}{\sigma }\frac{t}{T}+F(t)\right]\psi ^{(1)}(t),F(t+T)=F(t).$$
(28)
This is the result we were looking for. Together with eq. (23) it states that in the case of the double roots of the characteristic equation of $`U_T`$ (i.e. in the case of coinciding characteristic exponents), a fundamental set can be chosen to consist of a normal solution and a solution which is a linear combination of a linearly growing and periodic functions multiplied by the normal solution. Thus, if $`a0`$, there are unbounded solutions. As follows from (28), if $`a=0`$, then $`\psi ^{(2)}(t)`$, being a product of a periodic matrix and a normal solution, is also a normal solution. Thus in this case both solutions forming a fundamental set can be chosen to be normal. This is in accord with the fact that for $`a=0`$ the matrix $`U_T`$ in eq. (21) has two linearly independent eigenvectors.

It is instructive to see how the linear growth of $`\psi ^{(2)}(t)`$ arises from the general expression $`\psi ^{(2)}(t)=P(t)e^t\psi _0^{(2)}`$. From (15) and (21) one finds

$$T=\mathrm{ln}U_T=\mathrm{ln}[\sigma (I+\mathrm{\Delta })]=\mathrm{ln}\sigma +\mathrm{ln}(I+\mathrm{\Delta })=\mathrm{ln}\sigma +\mathrm{\Delta }\frac{\mathrm{\Delta }^2}{2}+\frac{\mathrm{\Delta }^3}{3}\mathrm{},$$
(29)
where

$$\mathrm{\Delta }=\left(\begin{array}{cc}0& 0\\ a/\sigma & 0\end{array}\right).$$

Since $`\mathrm{\Delta }^2=0`$, eq. (29) gives $`T=\mathrm{ln}\sigma +\mathrm{\Delta }`$, hence

$$e^t=\sigma ^{t/T}e^{\mathrm{\Delta }(t/T)}=\sigma ^{t/T}(I+\frac{t}{T}\mathrm{\Delta }).$$
(30)
Notice that the matrix $`\mathrm{\Delta }`$ annihilates $`\varphi _0^{(1)}`$, and therefore (30) does not contradict $`\psi ^{(1)}(t)`$ being a normal solution. Using eq. (30) one can find a simple representation of the matrix $`F(t)`$ entering into eq. (28),

$$F(t)=P(t)MP(t)^1,$$
(31)
from which the periodicity of $`F(t)`$ is obvious.

The above result can be generalized to the case $`n>2`$. If the characteristic equation of the monodromy matrix $`U_T`$ has repeated roots (i.e. some of the characteristic numbers coincide), a fundamental set can be chosen to consist of normal solutions and solutions which are linear combinations of polynomials in $`t`$ and periodic matrices multiplied by normal solutions.

We have seen that in the case when some of the characteristic exponents have positive real parts, there are exponentially growing solutions, while if some of the characteristic exponents coincide, there are in general polynomially growing solutions. The existence of such unbounded solutions signifies instabilities due to the parametric resonance.

It should be noticed that instead of considering a system of $`n`$ first order linear equations with periodic coefficients (1) one could equivalently consider one equation of the $`n`$th order. In particular, in the case $`n=2`$, a general second order equation with periodic coefficients is obtained, which is called the Hill equation. A pendulum with vertically oscillating point of support mentioned in the Introduction is described by this equation. If the oscillations of the point of support are harmonic, the pendulum is described by the well known Mathieu equation. In the limit of small-amplitude oscillations of the point of support, the instability condition (the condition of exponential growth of the deviation from the equilibrium) is

$$\mathrm{\Omega }\frac{2\pi }{T}=\frac{2\omega }{k},$$
(32)
where $`\omega `$ is the frequency of the oscillations of the pendulum in the absence of the motion of its point of support, and $`k`$ is an integer. Eq. (32) relates the frequency of the oscillations of the point of support $`\mathrm{\Omega }`$ at which the parametric resonance occurs to the oscillator eigenfrequency. In general, when the amplitude of the oscillations of the point of support is not small, the parametric resonance condition depends not only on the frequency of these oscillations but also on their amplitude. In this case there are resonance regions of parameters rather than resonance values .

In real physical systems all parameters are, of course, finite; unboundedness of certain solutions of eq. (1) with periodic coefficients just reflects the fact that in general the dynamics of real systems is only approximately described by linear equations. For large deviations from equilibrium, nonlinear effects become important and eqs. (1) have to be modified. There are, however, cases when the solutions are always bounded even in the linear regime, and the description by linear equations can be exact. Nevertheless, parametric resonance is possible in such systems as well. One example of such a situation is given by Schrödinger equations with periodic Hamiltonians, which we discuss next.

## 3 Schrödinger equations with periodic Hamiltonians

If the matrix $`𝒜(t)`$ in eq. (1) is anti-Hermitian, the system of equations (1), (9) can be written as a Schrödinger equation with a periodic Hermitian Hamiltonian:

$$i\dot{\psi }=(t)\psi ,(t)^{}=(t),(t+T)=(t),$$
(33)
where $`(t)=i𝒜(t)`$. In the case of constant $``$, eq. (33) describes oscillations between the components of $`\psi `$ characterized by $`n1`$, in general different, frequencies (out of $`n`$ eigenvalues of $``$ only $`n1`$ are independent since $`tr=0`$). In particular, spin precession in a constant magnetic field or neutrino oscillations in vacuum or in matter of constant density are described by such an equation. Eq. (33) with time-dependent periodic Hamiltonians describes many physical systems, e.g., atoms in a laser field or electron paramagnetic resonance. It also describes neutrino oscillations in a medium of periodically modulated density.

Because of the Hermiticity of $`(t)`$, the evolution matrix $`U(t,t_0)`$ of eq. (33) is unitary, i.e. the norm of the vector $`\psi `$ is conserved. Therefore all the solutions of eq. (33) are bounded. The parametric resonance in the systems described by eq. (33) has therefore some peculiarities, which we shall discuss below.

One consequence of the unitarity of the evolution matrix $`U(t,t_0)`$ is that all the characteristic exponents are purely imaginary. In addition, since the polynomial growth of the solutions is not allowed in this case, even in the case of repeated roots of the characteristic equations of the monodromy matrix $`U_T`$ there are $`n`$ linearly independent normal solutions which form a fundamental set. This actually directly follows from the fact that a unitary $`n\times n`$ matrix has exactly $`n`$ linearly independent eigenvectors, irrespective of whether or not all the roots of its characteristic equations are simple.

We shall now discuss general properties of the solutions of eq. (33), using again the case $`n=2`$ as an example. The results, in particular, will apply to the problem of two-flavour neutrino oscillations in a matter of periodically modulated density.

Let us start with a few general remarks about the solutions of the Shrödinger equation with time dependent (but not necessarily periodic) Hamiltonian in the case $`n=2`$. First, we notice that without loss of generality the Hamiltonian $`(t)`$ can be considered to be real. Indeed, in the case of a complex Hamiltonian, a rephasing of the components $`\psi _{1,2}`$ of $`\psi `$ by the factors $`\mathrm{exp}(\pm i\beta (t)/2)`$ where $`\beta (t)=arg[_{12}(t)]`$ transforms the Hamiltonian to the form

$$(t)=\left(\begin{array}{cc}A(t)& B(t)\\ B(t)& A(t)\end{array}\right)$$
(34)
with real $`A(t)`$ and $`B(t)`$. Notice that this rephasing transformation preserves the trace of the Hamiltonian.

Next, we notice that the Hamiltonian $`(t)`$ in (34) can be written as

$$(t)=B(t)\sigma _1A(t)\sigma _3,$$
(35)
where $`\sigma _i`$ are the Pauli matrices. Thus $`(t)`$ anticommutes with $`\sigma _2`$. From this fact it immediately follows that if $`\psi (t)=(\psi _1(t),\psi _2(t))^T`$ is a solution of the Schrödinger equation, so is $`\stackrel{~}{\psi }(t)=i\sigma _2\psi (t)^{}=(\psi _2(t)^{},\psi _1(t)^{})^T`$. It is easy to see that $`\psi (t)`$ and $`\stackrel{~}{\psi }(t)`$ are orthogonal and therefore linearly independent. Thus, if one nontrivial solution of the Schrödinger equation in the case $`n=2`$ is known, it automatically gives another nontrivial solution, linearly independent from the original one. The solutions $`\psi `$ and $`\stackrel{~}{\psi }`$ form a fundamental set and therefore knowledge of a single nontrivial solution of the Schrödinger equation allows one to obtain the general solution.

We now turn to the study of the Schrödinger equation with periodic coefficients in the case $`n=2`$. Since the monodromy matrix $`U_T=\mathrm{exp}(T)`$ is a unitary $`2\times 2`$ matrix, it can be written as

$$U_T=Yi𝝈𝐗=\mathrm{exp}[i(𝝈\widehat{𝐗})\mathrm{\Phi }]$$
(36)
with real parameters $`𝐗`$ and $`Y`$ (or $`\widehat{𝐗}`$ and $`\mathrm{\Phi }`$) 444The reality of these parameters is a consequence of the relation $`\sigma _2U(t,t_0)^{}\sigma _2=U(t,t_0)`$ which, in turn, follows from the properties of the Hamiltonian $`(t)^{}=(t)`$ and $`\{(t),\sigma _2\}=0`$. which satisfy

$$Y^2+𝐗^2=1,\mathrm{cos}\mathrm{\Phi }=Y,\mathrm{sin}\mathrm{\Phi }=|𝐗|;\widehat{𝐗}\frac{𝐗}{|𝐗|}.$$
(37)
It should be noted that the form of the monodromy matrix in eq. (36) is quite general, i.e. it does not depend on the particular form of the functional dependence of $`A(t)`$ and $`B(t)`$, whereas the values of the parameters $`Y`$ and $`𝐗=\{X_1,X_2,X_3\}`$ (or $`\mathrm{\Phi }`$ and $`\widehat{𝐗}=\{\widehat{X}_1,\widehat{X}_2,\widehat{X}_3\}`$) are, of course, determined by this functional dependence. Using (16) one can write the evolution matrix as

$$U(t,0)=P(t)e^{i(𝝈\widehat{𝐗})\mathrm{\Phi }(t/T)},P(t+T)=P(t).$$
(38)
The matrix of evolution over an integer number of periods is

$$U(kT,0)=(U_T)^k=\mathrm{exp}[i(𝝈\widehat{𝐗})k\mathrm{\Phi }].$$
(39)
From eqs. (15) and (36) one finds

$$T=i(𝝈\widehat{𝐗})\mathrm{\Phi }.$$
(40)
Since $`\widehat{𝐗}`$ is a unit vector, the eigenvalues of the matrix $`𝝈\widehat{𝐗}`$ are $`\pm 1`$, hence the characteristic exponents $`\alpha _{1,2}`$ are purely imaginary, and the characteristic numbers $`\sigma _{1,2}`$ are of modulus one:

$$\alpha _{1,2}=\pm i\mathrm{\Phi },\sigma _{1,2}=e^{\pm i\mathrm{\Phi }}.$$
(41)
Let us find the normal solutions. The eigenvectors $`\varphi _0^{(1,2)}`$ of the monodromy matrix coincide with the eigenvectors of the matrix $`𝝈\widehat{𝐗}`$; they can be written as

$$\varphi _0^{(1)}=\frac{1}{\sqrt{2}}\left(\begin{array}{c}\sqrt{1+\widehat{X}_3}\hfill \\ \sqrt{1\widehat{X}_3}e^{i\delta }\hfill \end{array}\right),\varphi _0^{(2)}=\frac{1}{\sqrt{2}}\left(\begin{array}{c}\sqrt{1\widehat{X}_3}e^{i\delta }\hfill \\ \sqrt{1+\widehat{X}_3}\hfill \end{array}\right),$$
(42)
where

$$\delta =arg(\widehat{X}_1+i\widehat{X}_2).$$
(43)
Notice that $`\varphi _0^{(2)}=\stackrel{~}{\varphi }_0^{(1)}i\sigma _2(\varphi _0^{(1)})^{}`$. The normal solutions are now found as $`\varphi ^{(1,2)}(t)=U(t,0)\varphi _0^{(1,2)}`$, which gives

$$\varphi ^{(1)}(t)=P(t)e^{i\mathrm{\Phi }(t/T)}\varphi _0^{(1)},\varphi ^{(2)}(t)=P(t)e^{i\mathrm{\Phi }(t/T)}\varphi _0^{(2)}.$$
(44)
They form a fundamental set, which means that an arbitrary solution $`\psi (t)`$ can be represented as a linear combination of $`\varphi ^{(1}(t)`$ and $`\varphi ^{(1}(t)`$ with constant coefficients:

$$\psi (t)=P(t)[C_1e^{i\mathrm{\Phi }(t/T)}\varphi _0^{(1)}+C_2e^{i\mathrm{\Phi }(t/T)}\varphi _0^{(2)}].$$
(45)
The normal solutions (44) are the products of the periodic functions with periods $`T`$ and $`\tau =(2\pi /\mathrm{\Phi })T`$. Thus, the general solution (45) describes modulated oscillations between the components of $`\psi (t)`$ – the parametric oscillations .

Let us now discuss the parametric resonance in the system under consideration. In the general case of eq. (1), the parametric resonance typically corresponds to the situations when a solution becomes unbounded, i.e. there are some values of $`t`$ for which the modulus of a component of $`\psi `$ can exceed any pre-assigned number, however large. A characteristic feature of the parametric resonance is that this can happen even for arbitrarily small amplitude of variations of the coefficients of eq. (1).

In the case of the systems described by eq. (33), the parametric resonance corresponds to a situation when there exist values of $`t`$ for which the modulus of a component of a solution can reach maximal allowed by unitarity value, unattainable in the case of the corresponding equation with constant coefficients. This can happen even for arbitrarily small amplitude of the variations of the coefficients in eq. (33). Notice that the parametric resonance is undefined in the cases when eq. (33) with constant coefficients itself leads to maximal amplitude oscillations.

To be more specific, consider the case $`n=2`$. If the Hamiltonian of the system was constant, the Schrödinger equation (33) would describe the oscillations between the components of $`\psi `$ with the frequency $`\omega _0=\sqrt{A^2+B^2}`$ and amplitude $`\mathrm{sin}^22\theta _0=B^2/(A^2+B^2)`$. If $`A0`$, this amplitude is always less than unity. We shall now consider the case of time dependent $`A`$ and $`B`$, but will be assuming that $`A(t)`$ never vanishes during the period of evolution of interest 555In the case of neutrino oscillations in vacuum, the condition $`A=0`$ corresponds to maximum mixing, while for neutrino oscillation in a matter of varying density $`A(t)=0`$ corresponds to the MSW resonance.. The transition probability in the “quasi time-independent” (adiabatic) regime then never exceeds $`max\{B(t)^2/(A(t)^2+B(t)^2)\}<1`$. The parametric resonance occurs when there are values of $`t`$ for which the modulus of a component of $`\psi `$, which was initially equal to zero, can reach the maximal allowed by unitarity value, corresponding to the transition probability equal to one. This can happen even if $`max\{B(t)^2/(A(t)^2+B(t)^2)\}1`$ and for arbitrarily small amplitudes of time variations of $`A(t)`$ and $`B(t)`$.

Let us find the parametric resonance condition. Assume that the initial state at $`t=0`$ is $`\psi _0=(1,0)^T`$. Then at $`t=kT`$ we find

$$\psi (kT)=U(kT,0)\psi _0=\left(\begin{array}{c}\mathrm{cos}k\mathrm{\Phi }i\widehat{X}_3\mathrm{sin}k\mathrm{\Phi }\\ ie^{i\delta }\sqrt{1\widehat{X}_3^2}\mathrm{sin}k\mathrm{\Phi }\end{array}\right).$$
(46)
We shall now show that the parametric resonance condition is

$$\widehat{X}_3=0.$$
(47)
Indeed, the transition probability reaches its maximum possible value, equal to one, when the survival probability $`|\psi _1(t)|^2`$ vanishes. From (46), in the case $`\widehat{X}_3=0`$, one has $`\psi _1(t=kT)=\mathrm{cos}k\mathrm{\Phi }`$. The component $`\psi _1(t)`$ at $`t=(k+1)T`$ is $`\mathrm{cos}(k+1)\mathrm{\Phi }`$. It is easy to see that for an arbitrary nonzero value of $`\mathrm{\Phi }`$ there is a value of $`k`$ for which $`\mathrm{cos}k\mathrm{\Phi }0`$, $`\mathrm{cos}(k+1)\mathrm{\Phi }>0`$ or vice versa. Since all the solutions of eq. (33) with regular coefficients are continuous, this means that there is a value $`t_1`$, $`kTt_1<(k+1)T`$, for which $`\psi _1(t_1)=0`$ and the survival probability vanishes, i.e. the component $`\psi _2`$ saturates the unitarity limit. Thus (47) is the parametric resonance condition.

## 4 Neutrino oscillations in matter with “castle wall” density profile

We shall now consider applications of the Floquet theory reviewed in the preceding sections to neutrino oscillations in a matter of periodically modulated density. In particular, we shall be interested in the parametric resonance in neutrino oscillations.

Consider oscillations in a two-flavour neutrino system. The evolution of the system in the flavour eigenstate basis is described by the Schrödinger equation with the Hamiltonian (34) in which the parameters $`A`$ and $`B`$ are given by

$$A(t)=\frac{\mathrm{\Delta }m^2}{4E}\mathrm{cos}2\theta _0\frac{G_F}{\sqrt{2}}N(t),B=\frac{\mathrm{\Delta }m^2}{4E}\mathrm{sin}2\theta _0,$$
(48)
Here $`G_F`$ is the Fermi constant, $`E`$ is neutrino energy, $`\mathrm{\Delta }m^2=m_2^2m_1^2`$, where $`m_{1,2}`$ are the neutrino mass eigenvalues, and $`\theta _0`$ is the mixing angle in vacuum. The effective density $`N(t)`$ depends on the type of the neutrinos taking part in the oscillations:

$$N=\{\begin{array}{ccc}N_e\hfill & \text{for}\hfill & \nu _e\nu _{\mu ,\tau }\hfill \\ 0\hfill & \text{for}\hfill & \nu _\mu \nu _\tau \hfill \\ N_eN_n/2\hfill & \text{for}\hfill & \nu _e\nu _s\hfill \\ N_n/2\hfill & \text{for}\hfill & \nu _{\mu ,\tau }\nu _s.\hfill \end{array}$$
(49)
Here $`N_e`$ and $`N_n`$ are the electron and neutron number densities, respectively. For transitions between antineutrinos one should substitute $`N`$ for $`N`$ in eq. (48). If overall matter density and/or chemical composition varies along the neutrino path, the effective density $`N`$ depends on the neutrino coordinate $`t`$. The instantaneous oscillation length $`l_m(t)`$ and mixing angle $`\theta _m(t)`$ in matter are given by

$$l_m(t)=\pi /\omega (t),\mathrm{sin}2\theta _m(t)=B/\omega (t),\omega (t)\sqrt{B^2+A(t)^2}.$$
(50)
The MSW resonance corresponds to $`A(t_{res})=0`$, $`\mathrm{sin}2\theta _m(t_{res})=1`$.

For the parametric resonance to occur, the exact shape of the matter density profile is not very important; what is important is that the change in the density be synchronized in a certain way with the change of the oscillation phase. In particular, in  the case of the sinusoidal density profile was considered in which the neutrino evolution equation reduces to a modified Mathieu equation. In  the parametric resonance was also considered for neutrino oscillations in a matter with a periodic step function density profile, which allows a very simple exact analytic solution. This solution was studied in detail in . Here we shall review this solution and its main features.

Consider the case when the effective density $`N(t)`$ (and therefore $`A(t)`$) is a periodic step function:

$$N(t)=\{\begin{array}{cc}N_1,\hfill & 0t<T_1\hfill \\ N_2,\hfill & T_1t<T_1+T_2\hfill \end{array}$$

$$N(t+T)=N(t),T=T_1+T_2.$$
(51)
Here $`N_1`$ and $`N_2`$ are constants. We shall call this the “castle wall” density profile (see fig. 2). The function $`A(t)`$ is expressed by similar formula with constants $`A_1`$ and $`A_2`$. Thus, the Hamiltonian $`(t)`$ is also a periodic function of time with the period $`T`$. Let us denote

$$\delta =\frac{\mathrm{\Delta }m^2}{4E},V_i=\frac{G_F}{\sqrt{2}}N_i(i=1,2).$$
(52)
In this notation

$$A_i=\mathrm{cos}2\theta _0\delta V_i,B=\mathrm{sin}2\theta _0\delta ,\omega _i=\sqrt{(\mathrm{cos}2\theta _0\delta V_i)^2+(\mathrm{sin}2\theta _0\delta )^2}.$$
(53)
Any instant of time in the evolution of the neutrino system belongs to one of the two kinds of the time intervals:

$$\begin{array}{cc}(1):\hfill & 0+nTt<T_1+nT\hfill \\ (2):\hfill & T_1+nTt<T_1+T_2+nT,n=0,1,2,\mathrm{}\hfill \end{array}$$
(54)
In either of these time intervals the Hamiltonian $``$ is a constant matrix which we denote $`_1`$ and $`_2`$, respectively. Let us define the evolution matrices for the intervals of time $`(0,T_1)`$ and $`(T_1,T_1+T_2)`$:

$$U_1=\mathrm{exp}(i_1T_1),U_2=\mathrm{exp}(i_2T_2)$$
(55)
The monodromy matrix is then

$$U_T=U_2U_1.$$
(56)
Let us introduce the unit vectors

$`𝐧_1={\displaystyle \frac{1}{\omega _1}}(B,0,A_1)=(\mathrm{sin}2\theta _1,0,\mathrm{cos}2\theta _1),`$
$`𝐧_2={\displaystyle \frac{1}{\omega _2}}(B,0,A_2)=(\mathrm{sin}2\theta _2,0,\mathrm{cos}2\theta _2),`$ (57)
where $`\theta _{1,2}`$ are the mixing angles in matter at densities $`N_1`$ and $`N_2`$: $`\theta _1=\theta _m(N_1)`$, $`\theta _2=\theta _m(N_2)`$. Then one can write

$$_i=\omega _i(𝝈𝐧_i).$$
(58)
Using eqs. (55) - (58) one can obtain the monodromy matrix in the form (36) with the parameters $`Y`$ and $`𝐗`$ given by

$$Y=c_1c_2(𝐧_\mathrm{𝟏}𝐧_\mathrm{𝟐})s_1s_2,$$
(59)
$$𝐗=s_1c_2𝐧_1+s_2c_1𝐧_2s_1s_2(𝐧_1\times 𝐧_2),$$
(60)
where we have used the notation

$$s_i=\mathrm{sin}\varphi _i,c_i=\mathrm{cos}\varphi _i,\varphi _i=\omega _iT_i(i=1,2).$$
(61)
Notice that the difference of the neutrino eigenenergies in a matter of density $`N_i`$ is $`2\omega _i`$, so that $`2\varphi _1`$ and $`2\varphi _2`$ are the oscillations phases acquired over the intervals $`T_1`$ and $`T_2`$. The evolution matrix for $`k`$ periods ($`k`$=0, 1, 2,…) is given by eq. (39).

The vector $`𝐗`$ can be written in components as

$$𝐗=\{(s_1c_2\mathrm{sin}2\theta _1+s_2c_1\mathrm{sin}2\theta _2),s_1s_2\mathrm{sin}(2\theta _12\theta _2),(s_1c_2\mathrm{cos}2\theta _1+s_2c_1\mathrm{cos}2\theta _2)\}.$$
(62)
Eqs. (36) - (39) and (59) - (62) give the exact solution of the evolution equation for any instant of time that is an integer multiple of the period $`T`$. In order to obtain the solution for $`kT<t<(k+1)T`$ one has to evolve the solution at $`t=kT`$ by applying the evolution matrix

$$U_1(t,kT)=\mathrm{exp}[i_1(tkT)]$$
(63)
for $`kT<t<kT+T_1`$ or

$$U_2(t,kT+T_1)U_1=\mathrm{exp}[i_2(tkTT_1)]\mathrm{exp}[i_1T_1]$$
(64)
for $`kT+T_1t<(k+1)T`$, with $`_{1,2}`$ given by eq. (58).

### 4.1 Parametric resonance

Assume that the initial neutrino state at $`t=0`$ is a flavor eigenstate $`\nu _a`$. The probability of finding another flavor eigenstate $`\nu _b`$ at a time $`t>0`$ (transition probability) is then $`P(\nu _a\nu _b,t)=|U_{21}(t,0)|^2`$. As pointed out in sec. 3, the evolution of neutrino system in a matter of periodically varying density has a character of parametric oscillations – modulated oscillations characterized by two periods, $`T`$ and $`\tau =(2\pi /\mathrm{\Phi })T`$. As can bee seen from eq. (46), the transition probability after passing $`k`$ periods of density modulation is

$$P(\nu _a\nu _b,t=kT)=(1\widehat{X}_3^2)\mathrm{sin}^2\mathrm{\Phi }_p,\mathrm{\Phi }_p=k\mathrm{\Phi },$$
(65)
where $`\mathrm{\Phi }`$ was defined in (37). Notice that this expression is valid for any periodic matter density profile, irrespective of its shape. The values of $`\widehat{X}_3`$ and $`\mathrm{\Phi }`$, of course, depend on this shape. For neutrino oscillations in matter with the “castle wall” density profile, eq. (65) corresponds to the evolution over an even number of layers of constant density. The transition probability after passing an odd number of alternating layers, which can be considered as $`k`$ periods plus one additional layer of density $`N_1`$ (the corresponding evolution time $`t=kT+T_1`$), is also given by eq. (65), the only difference being that the phase is now

$$\mathrm{\Phi }_p=k\mathrm{\Phi }+\phi $$
(66)
with

$`\mathrm{sin}\phi =s_1\mathrm{sin}2\theta _1/\sqrt{1\widehat{X}_3^2},`$
$`\mathrm{cos}\phi =(s_1\mathrm{sin}2\theta _1Y+s_2\mathrm{sin}2\theta _2)/\sqrt{𝐗^2X_3^2}`$ (67)
Eqs. (65) - (67) give the transition probability at the borders of the layers.

The parametric resonance occurs when the depth of the parametric oscillations described by (65) becomes equal to unity, i.e. when $`\widehat{X}_3=0`$. This coincides with the condition (47) found in sec. 3. For the case of the “castle wall” density profile under consideration it reads  (see eq. (62)):

$$X_3(s_1c_2\mathrm{cos}2\theta _1+s_2c_1\mathrm{cos}2\theta _2)=0.$$
(68)
As follows from (65), the maximum transition probability $`P=1`$ can be achieved at the borders of the layers provided that

$$\mathrm{\Phi }_p=\frac{\pi }{2}+n\pi ,n=0,1,2,\mathrm{}$$
(69)
The parametric resonance condition (68) can be realized in two different ways. One possibility is that both terms on the right hand side of eq. (68) vanish. This requires $`c_1=c_2=0`$ \[8 – 14\], or 666In refs.  these conditions were derived for the particular case $`k^{}=k^{\prime \prime }`$, which includes the most important principal resonance with $`k^{}=k^{\prime \prime }=0`$.

$$\varphi _1=\frac{\pi }{2}+k^{}\pi ,\varphi _2=\frac{\pi }{2}+k^{\prime \prime }\pi ,k^{},k^{\prime \prime }=0,1,2,\mathrm{}$$
(70)
Notice that another option, $`s_1=s_2=0`$, leads to a trivial case $`𝐗=0`$, $`Y=\pm 1`$, in which the monodromy matrix coincides (up to the sign) with the unit matrix, and the transition probability on the borders of the layers vanishes 777We do not consider the trivial cases of the MSW resonance for which $`X_3=0`$ because $`\mathrm{cos}2\theta _i=0`$ and $`s_i=\pm 1`$, $`i=1`$ or 2, or $`\mathrm{cos}2\theta _1=\mathrm{cos}2\theta _2=0`$. These cases correspond to $`A(t_{res})=0`$.. Another possible realization of the parametric resonance condition is when neither of the terms on the right hand side of eq. (68) vanishes but they exactly cancel each other.

We shall consider now the realization (70) of the parametric resonance condition (68) (the second realization will be illustrated by a numerical example in fig. 7). At the resonance, the transition probability for the evolution over $`k`$ periods of density modulation takes a simple form

$$P(\nu _a\nu _b,t=kT)=\mathrm{sin}^2[k(2\theta _22\theta _1)].$$
(71)
Let us first assume that the densities $`N_1`$, $`N_2`$ are either both below the MSW resonance density $`N_{MSW}`$, which is determined from $`G_FN_{MSW}/\sqrt{2}=\mathrm{cos}2\theta _0\delta `$, or they are both above it. This means that the mixing angles in matter $`\theta _{1,2}`$ satisfy $`\theta _{1,2}<\pi /4`$ or $`\theta _{1,2}>\pi /4`$, respectively. It is easy to see that in this case the difference $`2\theta _22\theta _1`$ is always farther away from $`\pi /2`$ than either $`2\theta _1`$ or $`2\theta _2`$. Therefore in this case the transition probability for evolution over one period cannot exceed the maximal transition probabilities in matter of constant density equal to either $`N_1`$ or $`N_2`$, namely, $`\mathrm{sin}^22\theta _1`$ or $`\mathrm{sin}^22\theta _2`$. However, the parametric resonance does lead to an important gain. In a medium of constant density $`N_i`$ the transition probability can never exceed $`\mathrm{sin}^22\theta _i`$, no matter how long the distance that neutrinos travel. On the contrary, in the matter with “castle wall” density profile, if the parametric resonance conditions (70) are satisfied, the transition probability can become large provided neutrinos travel a large enough distance. It can be seen from (71) that the transition probability can become quite sizeable even for small $`\mathrm{sin}^22\theta _1`$ and $`\mathrm{sin}^22\theta _2`$ (i.e., in terms of the parameters of the Hamiltonian (34), for small $`max\{B^2/(A(t)^2+B^2)\}`$). This is illustrated in figs. 2 and 3 for the case $`N_1,N_2<N_{MSW}`$ (the transition probability in the case $`N_1,N_2>N_{MSW}`$ has a similar behavior). The number of periods neutrinos have to pass in order to experience a complete (or almost complete) conversion is

$$k\frac{\pi }{4(\theta _1\theta _2)}.$$
(72)
It is instructive to consider the limit of small density variations, $`|N_1N_2|N_1`$. In terms of the analogy with a pendulum with vertically oscillating point of support, it corresponds to the limit of the small amplitude of these vertical oscillations. In this limit $`\theta _1\theta _2`$, and eq. (68) reduces to $`\mathrm{sin}(\varphi _1+\varphi _2)=0`$, or $`\varphi _1+\varphi _2=k\pi `$. Since $`\varphi _i=\omega _iT_i`$, this condition can be written as

$$\mathrm{\Omega }\frac{2\pi }{T}=\frac{2\omega }{k},\mathrm{where}\omega \omega _1\frac{T_1}{T}+\omega _2\frac{T_2}{T}.$$
(73)
This coincides with the familiar parametric resonance condition in the case of the small-amplitude variations of the parameter of the system, eq. (32). It is important to notice that the condition (73) does not depend on the amplitude of the density modulation, $`N_1N_2`$. This illustrates the point that we emphasized in sec. 3 – the parametric resonance can occur even for arbitrarily small amplitude of the variations of the parameters of the system. Of course, the smaller this amplitude, the longer the evolution time for the total conversion.

Consider now the case $`N_1<N_{MSW}<N_2`$ ($`\theta _1<\pi /4<\theta _2`$). The transition probability over $`n`$ periods at the parametric resonance is again given by eq. (71). However in this case, for $`\theta _2>\pi /4+\theta _1/2`$ (which is always satisfied for small mixing in matter), one has $`\mathrm{sin}^2(2\theta _22\theta _1)>\mathrm{sin}^22\theta _1,\mathrm{sin}^22\theta _2`$. This means that even for the time interval equal to one period of matter density modulation the transition probability exceeds the maximal probabilities of oscillations in matter of constant densities $`N_1`$ and $`N_2`$. The case $`N_1<N_{MSW}<N_2`$ is illustrated in figs. 3, 6 and 7.

Figs. 3 and 4 show the importance of the phase relationships in the case of the parametric resonance. In these figures the coordinate dependence of the transition probability and matter density profile are shown for a specific case in which conditions (70) are fulfilled. It can be seen from these figures that the probability increase during the time intervals $`T_2`$, which correspond to the effective matter density $`N_2`$, is very small, and, in addition, in this case $`T_2T_1`$. One could therefore conclude that the evolution during these very narrow intervals is unimportant. However, this conclusion is wrong: if one removes the “spikes” in the matter density profile of fig. 4, i.e. replaces it by the profile $`N(t)=N_1=const`$, the resulting transition probability will be very small at all times (fig. 5).

Further examples of the parametrically enhanced neutrino oscillations can be found in figs. 6 and 7. Figures 1, 3 and 6 correspond to the realization (70) ($`c_1=c_2=0`$) of the parametric resonance condition (68); fig. 7 illustrates the realization in which the two terms in $`X_3`$ cancel each other.

## 5 Parametric resonance in neutrino oscillations in the earth

### 5.1 Evolution of oscillating neutrinos in the earth

The earth consists of two main structures, the mantle and the core, which can to a very good approximation be considered as layers of constant density. We shall consider neutrino oscillations in the earth in this two-layer approximation. Neutrinos coming to the detector from the lower hemisphere of the earth at zenith angles $`\mathrm{\Theta }`$ in the range $`\mathrm{cos}\mathrm{\Theta }=(1)÷(0.837)`$ (nadir angle $`\mathrm{\Theta }_n180^{}\mathrm{\Theta }33.17^{}`$) traverse the earth’s mantle, core and then again mantle, i.e. three layers of constant density with the third layer being identical to the first one. Therefore such neutrinos experience a periodic “castle wall” potential, and their oscillations can be parametrically enhanced. Although the neutrinos propagate in this case only through three layers (“1.5 periods” of density modulation), the parametric enhancement of the transition probability can be very strong.

The evolution matrix in this case is $`U=U_1U_2U_1`$. It can be parametrized in a form similar to that in eq. (36):

$$U=Zi𝝈𝐖,Z^2+𝐖^2=1.$$
(74)
The matrix $`U`$ describes the evolution of an arbitrary initial state and therefore contains all the information relevant for neutrino oscillations. In particular, the probabilities of the neutrino flavor oscillations $`P`$ and of $`\nu _2\nu _e`$ oscillations $`P_{2e}`$ (relevant for the oscillations of solar and supernova neutrinos inside the earth) are given by  888Different but equivalent expressions can also be found in .

$$P=W_1^2+W_2^2,P_{2e}=\mathrm{sin}^2\theta _0+W_1(W_1\mathrm{cos}2\theta _0+W_3\mathrm{sin}2\theta _0).$$
(75)
Equivalently, the probability $`P`$ can be described by eqs. (65) – (67) with $`k=1`$.

We have now to identify the effective densities $`N_1`$ and $`N_2`$ with the average matter densities $`N_m`$ and $`N_c`$ in the earth’s mantle and core, respectively; similarly, we change the notation $`V_{1,2}V_{m,c}`$, $`\varphi _{1,2}\varphi _{m,c}`$ and $`\theta _{1,2}\theta _{m,c}`$.

In the two-layer approximation, the parameters $`Z`$, $`𝐖`$ have a very simple form :

$$Z=2\mathrm{cos}\varphi _mY\mathrm{cos}\varphi _c,$$
(76)
$$𝐖=(2\mathrm{sin}\varphi _m\mathrm{sin}2\theta _mY+\mathrm{sin}\varphi _c\mathrm{sin}2\theta _c,0,\left(2\mathrm{sin}\varphi _m\mathrm{cos}2\theta _mY+\mathrm{sin}\varphi _c\mathrm{cos}2\theta _c\right)).$$
(77)
Here the vector $`𝐖`$ was written in components; the parameter $`Y`$ was defined in (59). If the parametric resonance condition (68) is satisfied through the realization (70), the neutrino flavor transition probability takes the value

$$P=\mathrm{sin}^2(2\theta _c4\theta _m),$$
(78)
whereas the probability of the $`\nu _2\nu _e`$ transitions is

$$P_{2e}=\mathrm{sin}^2(2\theta _c4\theta _m+\theta _0).$$
(79)
These probabilities can be close to unity (the arguments of the sines close to $`\pi /2`$) even if the amplitudes of neutrino oscillations in the mantle, $`\mathrm{sin}^22\theta _m`$, and in the core, $`\mathrm{sin}^22\theta _c`$, are rather small. This can happen if the neutrino energy lies in the range $`E_c<E<E_m`$, where $`E_m`$ and $`E_c`$ are the values of the energy that correspond to the MSW resonance in the mantle and in the core of the earth. This condition is equivalent to $`N_m<N_{MSW}<N_c`$. In the case of small mixing angle MSW solution of the solar neutrino problem, $`\mathrm{sin}^22\theta _0<10^2`$, and $`P_{2e}`$ practically coincides with $`P`$ unless both probabilities are very small.

The trajectories of neutrinos traversing the earth are determined by their nadir angle $`\mathrm{\Theta }_n=180^{}\mathrm{\Theta }`$. The distances $`R_m`$ and $`R_c`$ that neutrinos travel in the mantle (each layer) and in the core are given by

$$R_m=R\left(\mathrm{cos}\mathrm{\Theta }_n\sqrt{r^2/R^2\mathrm{sin}^2\mathrm{\Theta }_n}\right),R_c=2R\sqrt{r^2/R^2\mathrm{sin}^2\mathrm{\Theta }_n}.$$
(80)
Here $`R=6371`$ km is the earth’s radius and $`r=3486`$ km is the radius of the core. The matter density in the mantle of the earth ranges from 2.7 $`g/cm^3`$ at the surface to 5.5 $`g/cm^3`$ at the bottom, and that in the core ranges from 9.9 to 12.5 $`g/cm^3`$ (see, e.g., ). The electron number fraction $`Y_e`$ is close to 1/2 both in the mantle and in the core. Taking the average matter densities in the mantle and core to be 4.5 and 11.5 $`g/cm^2`$ respectively, one finds for the $`\nu _e\nu _{\mu ,\tau }`$ oscillations involving only active neutrinos the following values of $`V_m`$ and $`V_c`$: $`V_m=8.58\times 10^{14}`$ eV, $`V_c=2.19\times 10^{13}`$ eV. For transitions involving sterile neutrinos $`\nu _e\nu _s`$ and $`\nu _{\mu ,\tau }\nu _s`$, these parameters are a factor of two smaller.

### 5.2 Parametric resonance conditions for neutrino oscillations in the earth

If the parametric resonance conditions (70) are satisfied, strong parametric enhancement of the oscillations of core crossing neutrinos in the earth can occur , see fig. 8. In some cases, condition (69) can also be fulfilled, and the parametric resonance leads to a complete flavour conversion for neutrinos traversing the earth.

We shall now discuss the resonance conditions (70). The phases $`\varphi _m`$ and $`\varphi _c`$ depend on the neutrino parameters $`\mathrm{\Delta }m^2`$, $`\theta _0`$ and $`E`$ and also on the distances $`R_m`$ and $`R_c`$ that the neutrinos travel in the mantle and in the core. The path lengths $`R_m`$ and $`R_c`$ vary with the nadir angle; however, as can be seen from (80), their changes are correlated and they cannot take arbitrary values. Therefore if for some values of the neutrino parameters a value of the nadir angle $`\mathrm{\Theta }_n`$ exists for which, for example, the first condition in eq. (70) is satisfied, it is not obvious if at the same value of $`\mathrm{\Theta }_n`$ the second condition will be satisfied as well. In other words, it is not clear if the realization (70) of the parametric resonance condition (68) is possible for neutrino oscillations in the earth for at least one set of the neutrino parameters $`\mathrm{\Delta }m^2`$, $`\theta _0`$ and $`E`$. However, as was shown in , not only the parametric resonance conditions (70) are satisfied (or approximately satisfied) for a rather wide range of the nadir angles covering the earth’s core, they are fulfilled for the ranges of neutrino parameters which are of interest for the neutrino oscillations solutions of the solar and atmospheric neutrino problems. In particular, the conditions for the principal resonance ($`k^{}=k^{\prime \prime }=0`$) are satisfied to a good accuracy for $`\mathrm{sin}^22\theta _0\stackrel{<}{_{}}0.1`$, $`\delta (1.1÷1.9)\times 10^{13}`$ eV2, which includes the ranges relevant for the small mixing angle MSW solution of the solar neutrino problem and for the subdominant $`\nu _\mu \nu _e`$ and $`\nu _e\nu _\tau `$ oscillations of atmospheric neutrinos.

The fact that the parametric resonance conditions (70) can be satisfied so well for neutrino oscillations in the earth is rather surprising. It is a consequence of a number of remarkable numerical coincidences. It has been known for some time that the potentials $`V_m`$ and $`V_c`$ corresponding to the matter densities in the mantle and core, the inverse radius of the earth $`R^1`$, and typical values of $`\delta \mathrm{\Delta }m^2/4E`$ of interest for solar and atmospheric neutrinos, are all of the same order of magnitude – ($`3\times 10^{14}`$$`3\times 10^{13}`$) eV (see, e.g., ). It is this surprising coincidence that makes appreciable earth matter effects on the oscillations of solar and atmospheric neutrinos possible. However, for the parametric resonance to take place, a coincidence by an order of magnitude is not sufficient: the conditions (70) have to be satisfied at least within a 50% accuracy . This is exactly what takes place. In addition, in a wide range of the nadir angles $`\mathrm{\Theta }_n`$, with changing $`\mathrm{\Theta }_n`$ the value of the parameter $`\delta `$ at which the resonance conditions (70) are satisfied slightly changes, but the fulfillment of these conditions is not destroyed.

Even more surprising is the fact that the second realization of the parametric resonance condition (68), the one in which the two terms in $`X_3`$ cancel each other, is also possible for neutrino oscillations in the earth . This requires a very subtle tuning between the values of neutrino parameters $`\theta _0`$ and $`\delta =\mathrm{\Delta }m^2/4E`$ on one hand and the effective matter densities $`N_m`$ and $`N_c`$ and neutrino pathlengths $`R_m`$ and $`R_c`$ in the mantle and in the core on the other. This looks very contrived, and yet turns out to be possible. Moreover, for a number of the values of the neutrino parameters, the condition (69) can also be fulfilled and a complete flavour conversion for neutrinos crossing the earth is is possible .

## 6 Discussion and conclusion

We have reviewed the Floquet theory of linear differential equations with periodic coefficients and discussed its applications for neutrino oscillations in matter of periodically modulated density. In particular, in the case of two-flavour oscillations, we have shown that the evolution of the system takes a form of parametric oscillations – modulated oscillations characterized by two periods, the period $`T`$ of density modulations and $`\tau =(2\pi /\mathrm{\Phi })T`$, where $`\pm i\mathrm{\Phi }`$ are the characteristic exponents. We have also discussed the parametric resonance in neutrino oscillations and have shown that, irrespective of the shape of the periodic density modulations, the parametric resonance condition is $`X_3=0`$, where $`X_3`$ is one of the parameters that determine the monodromy matrix given in eq. (36). We have also reviewed the exact solution in the case of 2-flavour neutrino oscillations in a matter of periodic step-function density profile, obtained in , and discussed its relations with the Floquet theory. This solutions allows one to find explicit formulas for the parameters entering into the monodromy matrix, including the characteristic exponents and $`X_3`$. We discussed the implications of this exact solution for the oscillations of neutrinos inside the earth, the density profile of which can to a very good accuracy be approximated by a piece of the periodic step-function profile. We concentrated on possible parametric resonance effects in neutrino oscillations in the earth.

Besides being an interesting physical phenomenon, the parametric resonance in neutrino oscillations can provide us with an important additional information about neutrino properties. Therefore experimental observation of this effect would be of considerable interest. The prospects for experimental observation of the parametric resonance in oscillations of solar and atmospheric neutrinos traversing the earth were discussed in . To a large extent, these prospects depend on the values of some of neutrino parameters which are not well known yet. The bottom line is that such an experimental observation is difficult but may be possible.

Parametric enhancement may lead to noticeable effects in oscillations of supernova neutrinos in the earth, resulting in characteristic distortions of the spectra of neutrinos crossing the earth’s core . A sufficiently accurate measurement of the supernova neutrino spectrum would, however, require a relatively close supernova ($`L10`$ kpc).

An interesting possibility to study the parametric effects in neutrino oscillations would be very long baseline experiments with intense neutrino beams produced at neutrino factories (for discussions of neutrino oscillations experiments at neutrino factories see, e.g., ). For baselines larger than approximately 10700 km, neutrinos would cross the earth’s core, and it would be possible to probe the parametric resonance effects in $`\nu _e\nu _{\mu (\tau )}`$ oscillations. Notice, however, that the present feasibility studies concentrate on relatively short baselines, a few thousand km . In addition, the expected average energies of neutrino beams ($`E20`$ GeV) in the currently discussed experiments are somewhat higher than what would be desirable in order to study the parametric effects.

As we have seen, observing the parametric resonance in oscillations of solar, atmospheric or supernova neutrinos in the earth or in experiments with neutrino factories is not an easy task. Can one create the necessary matter density profile and observe the parametric resonance in neutrino oscillations in the laboratory (i.e. short-baseline) experiments? Unfortunately, the answer to this question seems to be negative: this would require either too long a baseline or neutrino propagation in a matter of too high a density (see  for details). One can conclude that the sole presently known object where the parametric resonance in neutrino oscillations can take place is our planet, as was first pointed out in .

This work was supported by Fundação para a Ciência e a Tecnologia through the grant PRAXIS XXI/BCC/16414/98.


format: text

text:
# 1 Introduction

## 1 Introduction

The study of tachyon condensation  in open string theory has been important to know the dynamics of non-BPS states in superstring theory. Up to now active investigations have been made in this area . In particular Sen and Witten pointed out that a tachyon configuration on a non-supersymmetric brane system generates a lower dimensional brane system if the configuration has a non-trivial topology or K-theory charge . One way to verify this conjecture is to use the description of the boundary conformal field theory  and their boundary state descriptions were given in .

Non-BPS solitonic objects in superstring theory are classified into two types. One is a brane-antibrane system  and the other is a non-BPS D-brane . Both systems include open strings which have the opposite GSO-projection and the tachyonic instability occurs in both cases.

So far most of the examples in this subject have been studied only in flat space or various orbifolds. As a next step one would like to discuss the dynamics of non-BPS states which consist of curved D-branes in more general backgrounds such as group manifolds. Here we will consider D-branes in $`SU(2)`$ WZW model. Such a background indeed appears in the near horizon limit of NS5-branes . A D-brane in $`SU(2)`$ WZW model is described by a boundary state which satisfies the Cardy’s condition . It describes a D2-brane wrapping on a conjugacy class of $`SU(2)`$ . Moreover the low energy effective theory on the brane turns out to be a noncommutative theory because of the background $`H`$-flux . In particular the algebraic structure of this theory is identified with that of a fuzzy sphere  in the infinite level limit.

The purpose of this paper is to study the tachyon condensation on a non-BPS D-brane or a pair of brane-antibrane in $`SU(2)`$ WZW model from two different points of view. The first approach is to investigate the vertex operators which correspond to various tachyonic modes. In the discussion below we will determine what is generated after the tachyon condensation when we apply the Sen’s conjecture. Interestingly the results are consistent with the bound state interpretation argued in . The second is to study the low energy effective action of the tachyon field. In this approach it is crucial to take the infinite level limit, which corresponds to the infinite $`B`$-field limit. The notable point is that the effective action is dramatically simplified, which reflects the fact that the world-volume of a D-brane can be regarded as a fuzzy sphere. Consequently this leads to the interesting observation that an excitation of the tachyon field on the non-BPS D-brane is very much like the noncommutative soliton . This can be seen as a “noncommutative tachyon”  on the fuzzy sphere. Indeed we can see that this soliton approaches the known noncommutative soliton in a flat space in the large world-volume limit.

The paper is organized as follows. In section 2 we first review the boundary state description of D-branes in $`SU(2)`$ WZW model. After that we investigate the tachyon vertex operators and discuss the generation of codimension two D-branes on the world-volume of a pair of brane-antibrane. In section 3 we discuss excitations of the tachyon field in the effective theory on a non-BPS D-brane and show that these can be identified with “noncommutative solitons” if we take the limit of level infinity. We also consider the brane-antibrane system and mention the relation between the tachyon condensation and the index theorem of a noncommutative algebra.

## 2 Open strings in $`SU(2)`$ WZW model and tachyon condensation

In this section first we review the description of open strings between D-branes in $`SU(2)`$ WZW model and then discuss tachyonic modes on brane-antibrane systems and non-BPS D-branes. $`SU(2)`$ WZW model with level $`k`$ appears naturally in the near-horizon geometry of $`N`$ parallel NS $`5`$-branes  when one is interested in the critical superstring theory; the relation between the level $`k`$ and $`N`$ is given by $`N=k+2`$. The total geometry is

$$𝐑^{5,1}\times 𝐑_\varphi \times 𝐒^3,$$
(2.1)
where $`𝐑_\varphi `$ is the radial direction.

This radial direction is described by the linear dilaton theory. The boundary condition along this direction is Neumann or Dirichlet . Under the Neumann boundary condition, the worldsheet fermions are the same as in the flat space. Therefore D-branes preserve some supersymmetries. On the other hand, the Dirichlet boundary condition seems to break supersymmetry and the explicit Dirichlet boundary state in supersymmetric theories has not been known yet.

Throughout this paper we will omit the $`𝐑^{5,1}\times 𝐑_\varphi `$ geometry and study explicitly only the $`𝐒^3`$ geometry. We also assume that the coupling constant in the string theory is so small that we can trust the tree level analysis.

### 2.1 D-branes in $`SU(2)`$ WZW model

In rational conformal field theories which have the diagonal modular invariance, one can construct the boundary states of D-branes by the Cardy’s prescription  in general. The result is

$`|p={\displaystyle \underset{a=1}{\overset{N1}{}}}{\displaystyle \frac{S_{pa}}{\sqrt{S_{1a}}}}|a(1pN1),`$ (2.2)
where $`|a`$ is called the Ishibashi state  which corresponds to the highest weight state of spin $`\frac{a1}{2}`$; the modular transformation matrix is denoted by

$`S_{pa}=\sqrt{{\displaystyle \frac{2}{N}}}\mathrm{sin}({\displaystyle \frac{pa\pi }{N}}).`$ (2.3)
The geometrical interpretation of these $`D`$-branes was first given in  and further discussed444For the earlier discussions of this subject, see . in . $`SU(2)`$ WZW model can be interpreted as a sigma model of which target space is $`SU(2)𝐒^3`$ with $`N=k+2`$ units of $`H`$-flux. The shift of level by two is due to the contribution of fermionic sector and the radius of $`𝐒^3`$ is $`\sqrt{N\alpha ^{}}`$. Let us define the coordinates of $`𝐒^3`$ as

$`(\mathrm{cos}\psi ,\mathrm{sin}\psi \mathrm{cos}\varphi \mathrm{sin}\theta ,\mathrm{sin}\psi \mathrm{sin}\varphi \mathrm{sin}\theta ,\mathrm{sin}\psi \mathrm{cos}\theta )𝐑^4.`$ (2.4)
Then a D-brane $`|p`$ can be identified with the one wrapping on the $`p`$-th conjugacy class of $`SU(2)`$, which corresponds to $`𝐒^2𝐒^3`$ with $`\psi =\frac{p\pi }{N}`$ . A D-brane corresponding to $`p=1`$ or $`p=N1`$ is equivalent to a pure D0-brane and the other branes can be regarded as D2-branes. Even though these D2-branes wrap on the topologically trivial 2-cycles, they are stabilized by the combined effect of the $`H`$-flux and the gauge flux

$`F={\displaystyle \frac{p}{2}}\mathrm{sin}\theta d\theta d\varphi `$ (2.5)
on the world-volume . This shows that such a D-brane can be interpreted as a bound state of $`p`$ D0-branes  and it was pointed out in  that a stuck of D0-branes can condense into a single D2-brane.

The open string spectrum between a pair of D-branes corresponding to $`|p`$ and $`|q`$ is represented as the following cylinder amplitude

$`Z_{pq}(q)`$ $`=`$ $`p|\stackrel{~}{q}^{L_0\frac{c}{24}}|q={\displaystyle \underset{j}{}}n_{pq}^j\chi _j(q),`$ (2.6)
$`\chi _j(q)`$ $`=`$ $`\text{Tr}_j(q^{L_0\frac{c}{24}}),`$
where $`\stackrel{~}{q}=e^{2\frac{\pi }{t}}`$ and $`q=e^{2\pi t}`$ are closed string and open string moduli of the cylinder, respectively. The character $`\chi _j(q)`$ means the partition function of the open string which belongs to spin $`j`$ sector. A notable point is the appearance of the fusion coefficient $`n_{pq}^j𝐙`$ as discussed in  . In the case of $`SU(2)`$ WZW model, $`n_{pq}^j`$ is given as follows

$`n_{pq}^j`$ $`=`$ $`1\text{if}{\displaystyle \frac{|pq|}{2}}j\text{min}\{{\displaystyle \frac{p+q}{2}}1,N1{\displaystyle \frac{p+q}{2}}\},`$
$`n_{pq}^j`$ $`=`$ $`0\text{elsewhere}.`$ (2.7)
Then the lightest modes or equally the zero modes of the open strings can be represented as the following vertex operators

$`V_{j,m}:jmj,{\displaystyle \frac{|pq|}{2}}j\text{min}\{{\displaystyle \frac{p+q}{2}}1,N1{\displaystyle \frac{p+q}{2}}\}.`$ (2.8)
Their conformal dimensions are given by

$`\mathrm{\Delta }_{j,m}={\displaystyle \frac{j(j+1)}{N}}.`$ (2.9)
Now we turn to the ten dimensional string theory including the non-compact directions and assume the Neumann boundary condition for $`𝐑_\varphi `$ direction. Then we obtain the mass spectrum for the above vertex operators as

$`\alpha ^{}m^2={\displaystyle \frac{1}{2}}+{\displaystyle \frac{j(j+1)}{N}}+{\displaystyle \frac{Q^2}{8}},`$ (2.10)
where $`Q=\sqrt{\frac{2}{N}}`$ is the background charge for the linear dilaton sector. Here we used normalizable states, of which spectrum has the lower bound $`\frac{Q^2}{8}`$ and its description by using $`SL(2,𝐑)/U(1)`$ model was discussed in . To see the lowest mass states, we assumed that there is no momentum along any coordinates except $`𝐒^3`$. From this we can see that the term $`\frac{Q^2}{8}=\frac{1}{4N}`$ does not change the qualitative behavior of tachyon fields. In particular if we take $`N\mathrm{}`$ limit, then we can neglect this. Though the explicit form of the Dirichlet boundary state has not been known in the supersymmetric linear dilaton theory, we assume that the similar behavior will occur.

### 2.2 Tachyon condensation in $`SU(2)`$ WZW model

Let us turn to the tachyon condensation on a pair of brane-antibrane or on a non-BPS D-brane in $`SU(2)`$ WZW model. As explained in the previous subsection, only D2-branes ($`|2,|3,\mathrm{},|N2`$) and D0-branes ($`|1,|N1`$) are allowed in this model whether the system is BPS or not. Here we assume $`N`$ is finite and therefore the conformal dimensions of the vertex operators with different spins $`j`$ are not the same.

First we consider a brane-antibrane system where both branes correspond to the boundary state $`|p`$555Notice that an antibrane have the same bosonic part of the boundary state as a brane. However if one take the fermionic part into consideration, then each has a different sign of the RR-sector.. In order to distinguish them, we denote the brane by $`|p`$ and the antibrane by $`|\overline{p}`$. We can assume $`1p\frac{N}{2}`$ without loss of generality. Then the open strings between D-brane and anti D-brane have the opposite GSO-projection and the “tachyonic mode” appears once for each vertex operator $`V_{j,m}(j=0,1,\mathrm{},p1)`$. If we assume $`p<\sqrt{\frac{N}{2}}`$, then all of these modes are really tachyonic ($`m^2<0`$). Even if $`p>\sqrt{\frac{N}{2}}`$, these operators do not include any oscillator excitations and can be considered to belong to the sector of tachyon field. Then let us give an interpretation of these modes from the viewpoint of the world-volume theory. The world-volume of the brane-antibrane system is $`𝐒^2`$ and its radius is $`\sqrt{N\alpha ^{}}\mathrm{sin}\frac{\pi p}{N}`$. The low energy effective theory consists of the (complex) tachyon field and the massless fields (a gauge field and a scalar field). The crucial observation is that the tachyonic mode $`V_{j,m}`$ in string theory corresponds to the tachyon field on the world-volume which is proportional to the spherical harmonics $`Y_{j,m}(\theta ,\varphi )`$. This interpretation is very natural as implied in  and an elementary explanation is as follows. If one restricts the $`SU(2)`$ currents in the WZW model to zero modes $`(\theta ,\varphi )`$ on the sphere and quantizes the modes, then one obtains the conventional angular momentum operator in quantum mechanics. For example, the mode $`V_{j,j}`$ represents the tachyon field

$$T(\theta ,\varphi )=T_0e^{ij\varphi }(\mathrm{sin}\theta )^j,$$
(2.11)
where $`T_0`$ is a constant. Note that this field has two nodes $`T(\theta ,\varphi )=0`$ at $`\theta =0,\pi `$ and they correspond to the vortex line configuration of winding number $`j,j`$, respectively.

In general, $`n`$ codimension two D-branes are generated after the tachyon condensation of winding number $`n`$ vortex line . Thus we can conclude that the condensation of a tachyonic mode $`V_{j,j}`$ produces $`j`$ D0-branes at $`\theta =0`$ and $`j`$ anti D0-branes at $`\theta =\pi `$. This result is consistent with the allowed values $`j=0,1,\mathrm{},p1`$, because the original (anti) D2-brane $`|p`$ ($`|\overline{p}`$) can be thought as a bound state of $`p`$ (anti) D0-branes as we mentioned above. For example, the condensation of $`j=p1`$ mode means the annihilation of only one D0 and anti D0-brane; the constant mode $`j=0`$ corresponds to the annihilation of all branes and the system will eventually go down to the vacuum. Consequently we can say that this gives another evidence of the bound state interpretation discussed in . The similar argument is applicable if $`m=j`$.

Next let us discuss the mode $`V_{j,m}(|m|j)`$. Naively one may think that because the corresponding tachyon field proportional to $`Y_{j,m}`$ includes one dimensional nodes $`Y_{j,m}=0`$, its condensation will produce codimension one D-branes according to the Sen’s conjecture. However it is easy to see that one can not construct boundary states of such D-branes in our model. We argue that the solution to this puzzle is the following. If we condense the tachyonic mode $`V_{j,m}`$(or equally give the relevant perturbation in the sense of ), then the OPEs of more than three insertions at the worldsheet boundary include the mode $`V_{m,m}`$ because of the conservation of the angular momentum. Since this mode is more relevant than $`V_{j,m}`$, the condensation of $`V_{j,m}`$ results in the previous case and the generations of codimension one D-branes do not really occur.

Then we turn to the case where a D-brane corresponds to $`|p`$ and an anti D-brane to $`|\overline{q}(pq)`$. Without losing generality, we can assume $`p>q`$ and $`\frac{p+q2}{2}N1\frac{p+q}{2}`$. Then the open string spectrum of zero modes is given by $`V_{j,m}(j=\frac{pq}{2},\frac{pq+2}{2},\mathrm{},\frac{p+q2}{2})`$. At first sight one may be in trouble with the fact that if $`pq`$ is odd, then one will get the “double valued spherical harmonics” and fractional D0-branes seem to be generated after the tachyon condensation. To resolve this one should note the crucial point that the open string between these branes is affected by the gauge flux $`F^{(p)},F^{(q)}`$ on each world-volume. In other words the tachyonic field $`T(\theta ,\varphi )`$ in this case is not a function on $`𝐒^2`$ but a section of a line bundle which couples to the difference of the gauge fields

$`A^{(p)}A^{(q)}={\displaystyle \frac{pq}{2}}\mathrm{cos}\theta d\varphi .`$ (2.12)
Therefore the tachyon field is affected by the gauge holonomy as follows

$`T(\theta ,\varphi )=T_0Y_{j,m}e^{i_0^\varphi 𝑑\varphi (A_\varphi ^{(p)}A_\varphi ^{(q)})}=T_0Y_{j,m}e^{i\frac{pq}{2}cos\theta \varphi },`$ (2.13)
where $`T_0`$ is a constant again. Thus we get $`(m+\frac{pq}{2})`$ D0-branes at $`\theta =0`$ and $`(m\frac{pq}{2})`$ anti D0-branes at $`\theta =\pi `$ without any emergence of the fractional D0-branes. For instance if we consider666Here again we have only to consider the cases $`m=j,j`$ as in the previous discussion. the lowest mode $`j=m=\frac{pq}{2}`$, then we get $`(pq)`$ D0-branes only at $`\theta =0`$. In the case of the highest mode $`j=m=\frac{p+q}{2}1`$ the tachyon condensation generates $`(p1)`$ D0-branes at $`\theta =0`$ and $`(q1)`$ anti D0-branes at $`\theta =\pi `$ and this corresponds to one pair annihilation. These observations are again consistent with the interpretation that a D2-brane of type $`|p`$ is a bound state of $`p`$ D0-branes.

Finally let us turn to the tachyon condensation on a non-BPS D2-brane in superstring or a D2-brane in bosonic string. In these cases the tachyon field is a real scalar field and only the linear combinations such as $`V_{j,m}+V_{j,m},i(V_{j,m}V_{j,m})`$ are allowed. Therefore we cannot gain the vortex line configurations and it is hard to tell what is generated after the condensation. We will investigate this issue in the next section from a different point of view.

## 3 Tachyon condensation on fuzzy sphere and noncommutative solitons

In this section we investigate the tachyon condensation from the viewpoint of the world-volume effective theory. Here we take the limit $`N\mathrm{}`$777Roughly speaking, this corresponds to the large $`B`$-field limit which is taken in , where D-branes in a flat space are considered. Quite recently, the construction of the noncommutative soliton without taking this limit is discussed in . and in this limit the algebra of vertex operators in $`SU(2)`$ WZW model is equivalent to that of the fuzzy sphere  as shown in . A fuzzy sphere is defined by identifying the following $`SU(2)`$ algebra with its coordinates

$`[X^i,X^j]=i{\displaystyle \frac{2}{\sqrt{p^21}}}ϵ_{ijk}X^k,(X^1)^2+(X^2)^2+(X^3)^2=1,`$ (3.1)
where $`X^i(i=1,2,3)`$ are $`p\times p`$ matrices. The integer $`p`$ labels the algebra of fuzzy sphere and it can be identified with the label $`p`$ of D2-brane.

In the discussion below, we will study the tachyon condensation on a non-BPS D-brane, which generates codimension two non-BPS D-branes and then investigate the brane-antibrane systems.

The effective action which describes the gauge theory on a (BPS) D2-brane was constructed in  and its interesting structure was explicitly shown. Now we would like to consider the world-volume theory on a non-BPS D2-brane corresponding to $`|p`$. This includes a real tachyon field $`T`$ which is described by a (quantum mechanical) $`p\times p`$ hermitian matrix. In the large radius limit ($`p\mathrm{}`$) the world-volume approaches a flat space and the dynamics is described by a noncommutative field theory. Its action is given by

$`S={\displaystyle \frac{1}{G_s}}{\displaystyle }dt(dx)^2\sqrt{G}[G^{\mu \nu }_\mu T_\nu T+V(T)],`$ (3.2)
$`V(T)=G_sT_{D2}{\displaystyle \frac{1}{2\alpha ^{}}}TT+\mathrm{}.`$
Here we used the open string metric $`G^{\mu \nu }`$, the effective open string coupling $`G_s`$ and the star product $`AB(x)=e^{\frac{1}{2}\mathrm{\Theta }^{ij}_i_j^{}}A(x)B(x^{})|_{x^{}=x}`$ as in the conventional noncommutative field theory description . Also we defined $`T_{Dp}`$ as a Dp-brane tension.

When we take finite $`p`$ (i.e. the world-volume is a fuzzy sphere) we obtain the “regularized version” of the above action as follows

$`S`$ $`=`$ $`{\displaystyle \frac{2\pi \mathrm{\Theta }}{G_s}}{\displaystyle 𝑑t\sqrt{G}\text{Tr}\left[f(T)\underset{i=1,2,3}{}T[X^i,[X^i,T]]+V(T)\right]},`$ (3.3)
where $`\mathrm{\Theta }`$ denotes the noncommutative parameter  and its explicit value will be discussed later. Here the previous star-product is replaced with the ordinary product of matrices and the derivatives are represented as commutators. Note also that we abbreviate the higher derivative terms because we are interested in the limit $`N\mathrm{}`$.

In general it is difficult to know the explicit form of $`f(T)`$. Nevertheless we can determine its value before the tachyon condensation in such a way that it is consistent with the mass formula (2.10), namely

$`f(T=0)={\displaystyle \frac{p^21}{4N\alpha ^{}}}.`$ (3.4)
It is easy to see that in the limit $`N\mathrm{}`$ the kinetic term $`\frac{j(j+1)}{N\alpha ^{}}`$ is negligible and only the potential terms are relevant. Note that there is $`U(p)`$ symmetry $`TgTg^1,gU(p)`$ in this limit, which corresponds to the diffeomorphism of the fuzzy sphere. By using this symmetry we can diagonalize the matrix $`T`$.

Further we assume the double well potential of a non-BPS D-brane and shift the value of $`T`$ as $`TT+t^{}`$ for convenience. Here we define the local maximum of the function $`V(t),t𝐑`$ as $`t^{}`$ (see figure 1). This does not change the kinetic term and the potential term behaves as $`V(T)=G_sT_{D2}\frac{1}{2\alpha ^{}}(Tt^{})^2+\mathrm{}`$. As we will see, we can describe the tachyon condensation without knowing the detailed form of the potential.

Then we can describe the lightest excitation as $`T=t^{}\text{diag}(0,\mathrm{},0,1,0,\mathrm{},0)`$. Note that this matrix is a projection in the algebra of fuzzy sphere. We claim that the excitation is regarded as a “noncommutative soliton”  in a finite dimensional space; their applications to the tachyon condensation have been discussed in  recently. The mass of the original D2-brane is known to be $`p`$ times as heavy as that of a D0-brane in the limit $`N\mathrm{}`$ from the analysis of the boundary state . Note also that the original D2-brane corresponds to $`T=t^{}\text{diag}(1,1,\mathrm{},1)`$ in our model. Therefore we can see that the mass of the lightest excitation is the same as that of a D0-brane and identify the one with a D0-brane. Similarly the heavier excitations can be identified with multiple D0-branes.

Let us construct the soliton configuration on $`𝐒^2`$ in order to see more clearly that the excitation can be interpreted as a noncommutative soliton on the fuzzy sphere. On the fuzzy sphere the spherical harmonics $`Y_{j,m}`$ is represented as the following $`p\times p`$ matrix

$`(T_{j,m})_{m_1,m_2}`$ $`=`$ $`(1)^{\frac{p1}{2}m_1}\sqrt{2j+1}\left(\begin{array}{ccc}\frac{p1}{2}& j& \frac{p1}{2}\\ m_1& m& m_2\end{array}\right),`$ (3.7)
$`\text{Tr}[T_{j,m}T_{j^{},m^{}}]`$ $`=`$ $`\delta _{j,j^{}}\delta _{m+m^{},0}(1)^m,`$ (3.8)
where we set $`m_1,m_2=\frac{p1}{2},\frac{p3}{2},\mathrm{},\frac{p1}{2}`$ and $`(:::)`$ denotes the $`3j`$-symbol. Then one can see that the matrix $`T=t^{}\text{diag}(0^{\frac{p1}{2}a},1,0^{\frac{p1}{2}+a})`$ corresponds to the following tachyon configuration

$`T^{(a)}(\theta ,\varphi )={\displaystyle \frac{(1)^{\frac{p1}{2}a}}{\sqrt{p}}}t^{}{\displaystyle \underset{l=0}{\overset{p1}{}}}(2l+1)\left(\begin{array}{ccc}\frac{p1}{2}& l& \frac{p1}{2}\\ a& 0& a\end{array}\right)P_l(\mathrm{cos}\theta ),`$ (3.11)
where $`P_l(\mathrm{cos}\theta )`$ denote the Legendre polynomials. The overall normalization is determined by using that the trace corresponds to $`\frac{1}{2\pi \mathrm{\Theta }}𝑑\varphi \mathrm{sin}\theta d\theta `$ and the explicit value of (3.15). Note that this is independent of $`\varphi `$ and axially symmetric. We can construct the more general solution which is not symmetric by performing $`U(p)`$ rotation.

When $`a=\frac{p1}{2}`$ the above can be written as

$`T^{(\frac{p1}{2})}(\theta ,\varphi )={\displaystyle \frac{1}{\sqrt{p}}}t^{}{\displaystyle \underset{l=0}{\overset{p1}{}}}(2l+1){\displaystyle \frac{(p1)!}{\sqrt{(p+l)!(pl1)!}}}P_l(\mathrm{cos}\theta ).`$ (3.12)
From this expression, it is not so difficult to see that in the region $`p1,\theta 1`$ the configuration approximates888We confirmed this up to the normalization by exact calculations. We checked the overall normalization in the numerical method. to the known noncommutative soliton

$`T^{(\frac{p1}{2})}(\theta )2t^{}e^{\frac{p}{2}\theta ^2}`$ (3.13)
in the flat space  (see figure 2). Similarly we can show

$`T^{(\frac{p1}{2})}(\theta )2(1)^{p1}t^{}e^{\frac{p}{2}(\theta \pi )^2}.`$ (3.14)
From this one can read off the value of the noncommutative parameter for large $`p`$ as

$`\mathrm{\Theta }={\displaystyle \frac{2}{p}}.`$ (3.15)
This value is the same as that obtained in , where the values of gauge flux and the $`B`$-field in the $`N\mathrm{}`$ limit were compared with the analysis given by Seiberg and Witten . In this way we have verified that the excitation in this model can be regarded as a noncommutative soliton on the fuzzy sphere for finite and at least large $`p`$. Formally we can also consider the corresponding configuration (3.11) for small $`p`$, but the fuzziness $`\delta x\sqrt{\mathrm{\Theta }}`$ is comparable to the radius of the sphere and the name “soliton” does not seem to be appropriate.

It is natural to believe that the other cases ($`a\pm \frac{p1}{2}`$) are also treated as noncommutative solitons because they have the same energy. In paticular in the region $`p1,\theta 1,\frac{p1}{2}ap`$ we argue999We checked this in the numerical method.

$`T^{(a)}(\theta )2(1)^nt^{}L_n(p\theta ^2)e^{\frac{p}{2}\theta ^2},`$ (3.16)
where $`L_n`$ is Laguerre polynomial as discussed in  and we defined $`n=\frac{p1}{2}a`$. In other words, the solitons near the pole of sphere can be treated approximately as those in the flat space.

On the other hand, the solitons with $`a0`$ have a peak near the equator $`\theta =\frac{\pi }{2}`$ and is peculiar to the soliton on the sphere (see figure 2). Because we cannot construct a D1-brane in a conformal invariant way, it is natural to regard such a soliton as a quantum mechanically extended D0-brane. As we shall see below that such an object carries more energy than the others if $`N`$ is finite. In any case the clear interpretation of such configurations in conformal field theory is certainly desirable.

In this way we have constructed the noncommutative soliton configurations of the tachyon field on the fuzzy sphere. Each of these has the mass of a D0-brane and obeys the following relation

$`{\displaystyle \underset{a=\frac{p1}{2}}{\overset{\frac{p1}{2}}{}}}T^{(a)}(\theta ,\varphi )=t^{}.`$ (3.17)
If we consider an excitation $`T^{(a_1)}+T^{(a_2)}+\mathrm{}+T^{(a_k)}`$ and set $`a_ia_j`$ for $`ij`$, then obviously we get $`k`$ D0-branes. In the case of $`k=p`$ we get the original D2-brane.

We can also show that there are massless fields on the noncommutative soliton by closely following the discussion of . As we mentioned above the low energy effective action of gauge fields on the fuzzy sphere was given by . To include the coupling of tachyon field to gauge fields we can replace the derivatives with the covariant one. In the large $`p`$ case, the action approaches the flat one but we should mention that now we deal with the finite dimensional case. Then it can be shown by following  that there are two massless scalars and $`(p1)`$ W bosons on the lightest noncommutative soliton besides the tachyon101010The slightly different approach has been quite recently proposed by  but the qualitative behavior does not seem to be changed.. When the soliton corresponds to $`k`$ D0-branes, $`U(p)`$ symmetry breaks into $`U(k)\times U(pk)`$ symmetry. It is interesting to investigate more detail but it is beyond the scope of this paper.

Next we discuss the effect of the kinetic term in (3.3). Such a term is important if $`N`$ is finite and it breaks $`U(p)`$ symmetry into $`SO(3)`$. For $`T^{(a)}`$ we get

$`\text{Tr}[{\displaystyle \underset{i=1,2,3}{}}T^{(a)}[X^i,[X^i,T^{(a)}]]]={\displaystyle \frac{(t^{})^2}{p^21}}(2p^28a^22).`$ (3.18)
This means that $`a=\frac{p1}{2}`$ and $`a=\frac{p1}{2}`$ are the lowest energy configurations for finite $`N`$.

All of the above discussions hold for the D-brane in bosonic string. The exception is the existence of “massless” excitation observed in , which is peculiar to non-BPS D-branes. In our case this corresponds to $`T=\text{diag}(0,\mathrm{},0,2t^{},0,\mathrm{},0)`$. Note that the tachyon potential of a non-BPS D-brane is double well and reaches its minimum at $`T=0,2t^{}`$ (see figure 1). Though its physical interpretation is not clear also in our case, we can say that the interpretation proposed in  will not hold in our setup. In  the authors argued that the tensionless soliton corresponds to a BPS D1-brane winding around its core. However in the $`SU(2)`$ WZW model we cannot construct a D1-brane in any way111111 After we submitted the first version of this paper, there appeared an argument  that the “massless” excitation is gauge equivalent to the vacuum..

As a final task let us consider D2-$`\overline{\text{D2}}`$ systems in the $`N\mathrm{}`$ limit. Here we denote the brane and the antibrane by the boundary state $`|a`$ and $`|\overline{b}(ab)`$, respectively. As in the previous case we can retain only the double well potential term and the total energy $`E(T)`$ is given by121212Unlike the previous case we do not shift the tachyon field $`T`$ and the potential have the symmetry $`V(T)=V(T)`$. This is only a matter of convention.

$`E(T)={\displaystyle \frac{1}{G_s}}\text{Tr}V(T)=M_{D0}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_n\text{Tr}\left[(TT^{})^n+(T^{}T)^n\right],`$ (3.19)
where $`c_n(c_0=1)`$ are some constants and $`M_{D0}`$ denotes the mass of D0-brane. The tachyon field $`T`$ is complex $`a\times b`$ matrix and $`T^{}`$ denotes its hermitian conjugate. The overall normalization is determined by using the fact that $`T=0`$ represents the original brane-antibrane system, namely $`E(T=0)=M_{D2\overline{D2}}`$. Here $`M_{D2\overline{D2}}`$ denotes the mass of the brane-antibrane system and is given by

$`M_{D2\overline{D2}}=(a+b)M_{D0}`$ (3.20)
in the $`N\mathrm{}`$ limit. Let us define $`s^{}`$ such that $`\widehat{V}(s)=G_sM_{D0}_{n=0}^{\mathrm{}}c_ns^n(s𝐑>0)`$ take its minimum value at $`s^{}(>0)`$. The point $`s=0`$ corresponds to the local maximum $`\widehat{V}(s=0)=G_sM_{D0}`$. Then the equation of motion is satisfied if

$`TT^{}T=s^{}T,T^{}TT^{}=s^{}T^{}.`$ (3.21)
The same equation is obtained in , where the noncommutative tachyon is discussed in a flat space. Note that the tachyon field in our case is a finite dimensional matrix.

If $`a=b`$, then the tachyon condensation can be treated as that on the non-BPS D-brane. The maximal condensation $`T=\sqrt{s^{}}e^{i\alpha }\text{diag}(1,\mathrm{},1)`$, where $`\alpha `$ is an arbitrary phase, means the decay to the vacuum and we get $`\widehat{V}(s^{})=0`$. Then it is easy to see that a tachyon configuration $`T=\sqrt{s^{}}e^{i\alpha }\text{diag}(0^m,1^{am})`$ has its energy $`E(T)=2mM_{D0}`$ and generates $`m`$ D0-branes and $`m`$ anti D0-branes.

Let us consider the more interesting case $`ab`$. A series of solutions to (3.21) are given by

$`T^{(l)}=\sqrt{s^{}}\left(\begin{array}{cc}[1]_l& 0\\ 0& [0]_{bl}\\ 0& 0\end{array}\right)(l=0,1,\mathrm{},b),`$ (3.25)
where $`[a]_m`$ denotes the $`m\times m`$ diagonal matrix $`\text{diag}(a,a,\mathrm{},a)`$. General solutions are obtained by the further $`U(a)\times U(b)`$ gauge rotation. The energy of each solution is given by

$`E(T^{(l)})=(a+b2l)M_{D0}.`$ (3.26)
Furthermore the conservation of the RR-charge also guarantees that the total number of D0-branes remains $`(ab)`$ in any process. Thus we get

$$\begin{array}{ccccc}\text{The number of D0-branes}& =& \text{dim (Ker }T)& =& al,\\ \text{The number of anti D0-branes}& =& \text{dim (Ker }T^{})& =& bl.\end{array}$$
(3.27)
If we take the difference between the above equations, we get

$`\text{Index}(T)=ab={\displaystyle _{𝐒^2}}{\displaystyle \frac{F^{(a)}F^{(b)}}{2\pi }},`$ (3.28)
where $`F^{(a)}`$ and $`F^{(b)}`$ denote the gauge fluxes on the world-volume of the brane and the antibrane, respectively. Their explicit values are given by (2.5).

The relation between the noncommutative tachyon in the brane-antibrane system and K-theory of noncommutative algebras has been discussed quite recently in . Our result offers a special example of this, where the (finite dimensional) matrix algebra is involved. We argue that the relation (3.28) is regarded as a generalized index theorem of noncommutative algebras (see for example ). The left-hand side of (3.28) is obtained from the vertex operator analysis and the right-hand side represents that the D2-brane carries the K-theory charge of D0-brane. Therefore we can see that the requirement that this relation is consistent with the index theorem ensures the bound state interpretation. In order to see the relation between the Index($`T`$) and K-theory charge more clearly, it would be interesting to investigate the tachyon condensation in the other rational conformal field theories.

Acknowledgments
We are grateful to Y. Matsuo for useful comments. T.T. is supported by JSPS Research Fellowships for Young Scientists.