text:
# Phase diagram of the extended Hubbard chain with charge-dipole interactions.

## I Introduction

Atomic polarizabilities are very important in solid state physics, since they contribute to the screening of the effective on-site repulsion. For example, from atomic data the bare on-site Coulomb energy for Cu+2 is $`U_0=E(`$Cu$`{}_{}{}^{+3})+E(`$Cu$`{}_{}{}^{+})2E(`$Cu$`{}_{}{}^{+2})17`$ eV, while constrained density- functional calculations for La2CuO4 give $`U10`$ eV . In the case of BaBiO3, while $`U_0(`$Bi$`{}_{}{}^{+4})`$ $`11`$ eV, it has been suggested that the effective $`U`$ becomes negative . Interesting effects of the polarizability also appear in the physics of small clusters. In particular, while in neutral clusters of a few atoms of Hg the only relevant interatomic interactions are van der Waals forces (originated by fluctuations of the polarization), a transition to covalent and finally to metallic bonding takes place as the size of the cluster increases . A very good fit of the observed ionization potential as a function of cluster size  has been obtained using a theory which includes charge-dipole and dipole-dipole interactions in a two band model (representing the 6s and 5p electrons of Hg).

Recently, a simple one-band model including screening effects has been proposed and studied. The main simplifying assumption is that the electronic transitions responsible for the screening do not involve the valence electrons (only transitions from one deep level to another one well above the Fermi energy are considered). Furthermore, only nearest-neighbor charge-dipole interactions are included. These facts renders the model more amenable to many-body treatments, and interesting conclusions have been extracted. In particular, in one dimension (1D), in addition to the usual charge density wave (CDW1) and spin density wave (SDW) phases of the extended Hubbard chain, two new phases appear in the ground state for hopping $`t=0`$ : a charge density wave with a unit cell of four lattice parameters (CDW2), and a combined spin and charge density wave with a unit cell of six lattice parameters called intermediate (I) phase. The 1D phase diagram for $`t=0`$ was constructed, and the energy gap, static correlation functions and one-particle excitation spectra have been studied numerically for a few cases with $`t0.`$  However, the phase diagram for $`t0`$ has not been investigated yet.

The main difficulty in obtaining the phase diagram for $`t0`$ is that, for finite systems, the conventional order parameters are smooth functions of the parameters of the model, and the values at which the transitions take place in the thermodynamic limit cannot be determined precisely. However, recently it has been shown that in certain cases, including the usual extended Hubbard model with repulsive interactions , the thermodynamic phases are characterized by different topological numbers (determined by charge and spin Berry phases), and these jump suddenly for any system size.  Extrapolating the position of this jump to the thermodynamic limit, a very accurate determination of phase boundaries was obtained, as established by comparison with available exact results in the strong-coupling limit and field-theory ones in the weak-coupling case.  In 1D, the method of the Berry phases is related to the method of crossings of excitacion levels based on the conformal field theory with renormalization group analysis.  This method (abbreviated as level-crossing method in the rest of the paper) is not expected to work in the strong coupling limit.

In this work we use the method of Berry phases to calculate the phase diagram of the model for $`t0`$. In particular, we show that in this case all the thermodynamic phases can be characterized by the topological numbers, including also a new phase with bond ordering previously suggested in the literature. The nature of each phase is confirmed by calculating different correlation functions. In Section II we describe the model and the strong-coupling thermodynamic phases. Section III contains a brief description of the calculation of the topological numbers and the values they take for the $`t=0`$ phases. In Section IV we present the quantum phase diagram for several values of $`U_0/t`$, compare it with the results of perturbation theory in $`t`$, and discuss the behavior of the correlation functions. In Section V we summarize our results and discuss the extent and limitations of the method of the topological transitions and that of the level crossings.

## II Model and $`t=0`$ ground-state phases

The model is defined by the Hamiltonian

$$H=H_0+H_{cd},$$
(1)
where $`H_0`$ is the usual extended Hubbard chain:

$`H`$ $`=`$ $`t{\displaystyle \underset{i\sigma }{}}(c_{i+1\sigma }^{}c_{i\sigma }+\mathrm{H}.\mathrm{c}.)+U_0{\displaystyle \underset{i}{}}n_in_i`$ (3)
$`+V{\displaystyle \underset{i}{}}n_in_{i+1},`$
and $`H_{cd}`$ describes charge-dipole interactions (dipole-dipole interactions are neglected):

$$H_{cd}=\underset{i}{}𝐩_i𝐄_i.$$
(4)
Here $`𝐩_i`$ and $`𝐄_i`$ are the dipole moment operator and electric field at site $`i`$ respectively. Treating this term in second-order perturbation theory it takes the form $`\frac{1}{2}_i\alpha _iE_i^2`$, where $`\alpha _i`$ is the polarizability at site $`i`$. Considering only the contribution to the electric field coming from nearest-neighbor atoms, and assuming that $`\alpha _i`$ is independent of the site and its occupancy, one can write:

$$H_{cd}=P\underset{i}{}(n_{i+1}n_{i1})^2,$$
(5)
where $`P=\alpha e^2/(2a^4)`$ and $`a`$ is the lattice parameter. Expanding $`H_{cd}`$, the total Hamiltonian can be cast into the form:

$`H`$ $`=`$ $`t{\displaystyle \underset{i\sigma }{}}(c_{i+1\sigma }^{}c_{i\sigma }+\mathrm{H}.\mathrm{c}.)+(U_04P){\displaystyle \underset{i}{}}n_in_i`$ (7)
$`+V{\displaystyle \underset{i}{}}n_in_{i+1}+2P{\displaystyle \underset{i}{}}n_in_{i+2}2P{\displaystyle \underset{i}{}}n_i.`$
The last term merely renormalizes the chemical potential. As stated before , within the above mentioned approximations $`H_{cd}`$ reduces the on-site interaction and generates a next-nearest-neighbor repulsion.

We are interested in the half-filled case of one particle per site. For $`t=0`$ the model can be solved exactly , and at this filling four different phases appear in the ground state depending on the parameter values. We use the notation $``$, $``$,$``$, and $``$, to represent empty, doubly occupied, and singly occupied sites with spin up and down respectively. If $`V`$ is much larger than the other interactions, nearest-neighbor occupancy must be avoided and the ground state can be represented as ($`\mathrm{}\mathrm{}`$). This state is denoted as charge density wave 1 (CDW1). If $`U_0`$ is the dominant interaction all sites are singly occupied, and an infinitesimally small $`t`$ is enough to introduce antiferromagnetic correlations between nearest-neighbors. Thus, we represent this spin density wave (SDW) as ($`\mathrm{}\mathrm{}`$), although there is no true spin long-range order in one dimension. If $`P`$ is very large, occupancy at next nearest neighbors is avoided and the ground state (CDW2) is ($`\mathrm{}`$ $``$ $`\mathrm{}`$). Finally, for intermediate values of the parameters (for example $`V=0.5U_0`$, $`P=0.15U_0`$) there is an intermediate (I) phase, the unit cell of which can be represented as $``$ $``$.

## III Berry phases

We have calculated the ground state $`|g(\mathrm{\Phi }_{},\mathrm{\Phi }_{})`$ of the model in rings of different lengths $`L`$, threaded by fluxes $`\mathrm{\Phi }_\sigma `$ for spin $`\sigma `$ (the hopping for each spin is affected by a factor $`e^{i\mathrm{\Phi }_\sigma /L}`$ as described in detail elsewhere ). We call charge (spin) Berry phase $`\gamma _c`$ ($`\gamma _s`$), the phase captured by the ground state when it is followed adiabatically in the cycle $`0\mathrm{\Phi }2\pi `$, keeping $`\mathrm{\Phi }_{}=\mathrm{\Phi }_{}=\mathrm{\Phi }`$ ($`\mathrm{\Phi }_{}=\mathrm{\Phi }_{}=\mathrm{\Phi }`$). Discretizing the interval $`0<\mathrm{\Phi }<2\pi `$ into $`N`$ points $`\mathrm{\Phi }_i=2\pi i/N`$, the Berry phases are calculated numerically by the gauge-invariant expression :

$`\gamma _{c,s}`$ $`=`$ $`\underset{N\mathrm{}}{lim}\{\text{Im}[\mathrm{ln}(\mathrm{\Pi }_{i=0}^{N2}g(\mathrm{\Phi }_i,\pm \mathrm{\Phi }_i)|g(\mathrm{\Phi }_{i+1},\pm \mathrm{\Phi }_{i+1})`$ (9)
$`g(\mathrm{\Phi }_{N1},\pm \mathrm{\Phi }_{N1})|g(2\pi ))]\},`$
where $`|g(2\pi )`$ represents $`|g(2\pi ,\pm 2\pi )`$ obtained directly from $`|g(0,0)`$:

$$|g(2\pi )=\mathrm{exp}[i\frac{2\pi }{L}\underset{j}{}j(n_j\pm n_j)]|g(0,0).$$
(10)
An important property of the charge Berry phase is that if the system is modified by some perturbation, the change in the polarization $`P_{}+P_{}`$ is proportional to the corresponding change in $`\gamma _c.`$ Here $`P_\sigma `$ is the contribution of electrons with spin $`\sigma `$ to the polarization of the system. Similarly, changes in $`\gamma _s`$ are related to changes in the difference $`P_{}P_{}`$ between the electric polarizabilities for spin up and down :

$$\mathrm{\Delta }P_{}\pm \mathrm{\Delta }P_{}=e\mathrm{\Delta }\gamma _{c,s}/2\pi \text{ }[\mathrm{mod}(e)].$$
(11)
A crucial property for our purposes is that, in systems with inversion symmetry like ours, $`\gamma _c`$ and $`\gamma _s`$ can only be either $`0`$ or $`\pi `$ \[mod$`(2\pi )`$\] (the argument of the logarithm in Eq. (9) turns into its complex conjugate under inversion). Then, the Berry phase vector $`\gamma =(\gamma _c,\gamma _s)`$ cannot vary continuously, and a jump in $`\gamma `$ corresponds to a transition in at least one of the topological numbers $`\gamma _c/\pi `$, $`\gamma _s/\pi `$. Our main hypothesis is that the topological transitions correspond to phase transitions in the thermodynamic limit. This has been confirmed by different numerical and analytical studies in the Hubbard model with correlated hopping.  In the present case, we check this by comparing different correlation functions (see next section). In addition, it has been shown that the opening of a spin gap in a Luttinger liquid phase of a spin rotational invariant model is accompanied by a topological transition in $`\gamma _s`$ .

Let us discuss the values of $`\gamma `$ for the four possible ground states of Eq.(1) in the half-filled system with $`t=0`$, discussed at the end of the previous section. For $`t=0`$, we can choose a gauge in which all scalar products in Eq. (9) are equal to 1, except eventually the last one. Then the Berry phases are defined by the argument of the exponential in Eq. (10). If the ground state is the state ($`\mathrm{}\mathrm{}`$) of the CDW1, then this argument is clearly $`0`$ for $`\gamma _s`$, while for $`\gamma _c`$ it is equal to $`i\frac{2\pi }{L}_jj(n_j+n_j)`$ $`=i\frac{2\pi }{L}_{m=1}^{L/2}4m`$ $`=i2\pi (L+2)0`$ \[mod$`(2\pi i)`$\]. The same result is obtained for the other CDW1 state \[$`\mathrm{}\mathrm{}`$\], so $`\gamma `$(CDW1)$`=(0,0).`$ One can construct a Néel state (representing the SDW) displacing half of the electrons (for example those with spin up) one lattice parameter either to the left or to the right. Then, from Eqs. (11) one has $`\gamma `$(SDW)$`=(\pi ,\pi )`$. This result can also be easily obtained calculating the exponent of (10), and is not altered by spin fluctuations.  For the CDW2 with order ($`\mathrm{}`$ $``$ $`\mathrm{}`$) clearly $`\gamma _s=0`$, because the spin at each site is compensated. For $`\gamma _c`$ one has $`\frac{2\pi }{L}_jj(n_j+n_j)`$ $`=\frac{2\pi }{L}_{m=1}^{L/4}(16m2)`$ $`=2\pi (L+41/2)\pi `$ \[mod$`(2\pi )`$\]. Then, $`\gamma `$(CDW2)$`=(\pi ,0).`$ While the phases above have been calculated for $`t=0`$, it is clear that by continuity each thermodynamic phase retain the same value of $`\gamma `$ unless a topological transition takes place.

The vector $`\gamma `$ in the I phase cannot be calculated as easily as above for $`t=0`$. The reason is that the state ($`\mathrm{}`$ $`\mathrm{}`$) does not have a definite parity under inversion and other states related with it by inversion have different exponents of Eq. (10). For $`t0`$ the ground state should have a well defined parity, and $`\gamma `$ depends on the particular linear combination of the above mentioned states which constitutes the ground state. Numerically we found $`\gamma `$(I)$`=(0,\pi )`$. This is a fortunate fact, since then at $`t=0`$ the four thermodynamic phases are characterized by all the possible values of $`\gamma `$. Thus, the corresponding phase boundaries can be determined from topological transitions. Notice, however, that this does not rule out the possibility that at $`t0`$ new phases having the same $`\gamma `$ values could appear. We will show in the next section that this is in fact what happens. To summarize and for future use, the Berry phase vectors for each of the strong-coupling phases are $`\gamma `$(CDW1)$`=(0,0)`$, $`\gamma `$(SDW)$`=(\pi ,\pi )`$, $`\gamma `$(CDW2)$`=(\pi ,0)`$, and $`\gamma `$(I)$`=(0,\pi )`$.

## IV Numerical results

In this section we present the ground-state phase diagram of model (1) for $`t0.`$ As discussed in the previous section, it has been obtained by studying the behavior of the Berry phases in rings of $`L=8`$ and $`12`$ sites. Notice however that the order corresponding to the I phase cannot be accommodated in rings of $`8`$ sites because of its $`6`$-site unit cell. In Fig. 1 we show the phase diagram for $`U_0/t=10`$, $`3`$ and $`1`$, which correspond to the strong to moderate coupling regimes. As can be seen in Fig. 1a, for $`U_0/t=10`$ the results are similar to the strong limit case ($`t=0`$). Moreover, there are no sensible differences between the values obtained in rings of 8 and 12 sites, which indicates that they are representative of the thermodynamic limit results. Fig. 1b shows that already for $`U_0/t=3`$ the behavior departs from the one corresponding to the strong coupling limit; in particular, there are stronger finite-size effects in the transition lines CDW1-I and CDW2-I, especially when the transition line is determined through the jump in the spin Berry phase. The line CDW2-I is better determined by the changes in the charge Berry phase, which shows no major finite-size effects. We expect that, for this line, going to larger systems the jumps in the spin Berry phase will coincide with those of the charge Berry phase.

Note that with a small increase in $`t`$ from the strong coupling limit, the I phase first increases with respect to the CDW1 and CDW2 phases. This can be understood from perturbation theory in $`t`$. The energies of the different phases calculated up to second order in $`t`$ are the following:

$`E(\text{SDW})=N\left(V+2P{\displaystyle \frac{4t^2\mathrm{ln}2}{U_04PV}}\right),`$

$`E(\text{CDW1})=N\left({\displaystyle \frac{U_0}{2}}+2P{\displaystyle \frac{2t^2}{3VU_0}}\right),`$

$`E(\text{CDW2})=N\left({\displaystyle \frac{U_0}{2}}2P+V{\displaystyle \frac{t^2}{12PVU_0}}\right),`$

$$E(\text{I})=\frac{N}{3}\left[U_0+2Vt^2\left(\frac{1}{P}+\frac{2}{8P+VU_0}\right)\right].$$
(12)
The phase diagram that results from these energies is represented in Fig. 2. For $`U_0/t=3`$, the second order expression for $`E(`$SDW$`)`$ is no more valid (it gives a very low energy). Thus, we have not drawn the boundaries of the SDW phase for this value of $`U_0/t`$. Instead, the other boundaries of the I phase, and in general all boundaries for $`U_0/t=10`$ (except when some denominator becomes of the order of $`t`$), agree very well with the topological transitions represented in Fig. 1.

From Eqs. (12) and Fig. 2, we see that near the points where the CDW1, CDW2 and I phases meet for $`t=0`$ the stability of the I phase increases with $`t`$. This is due to the fact that the electrons of the doubly occupied sites of the I phase can jump to the neighboring singly occupied sites with small energy cost in $`P`$, and without increasing on-site and nearest-neighbor repulsion energies. As a consequence, for small $`t0`$, the electrons in the I phase become more mobile and gain more kinetic energy than in the other two phases.

On the other hand, for $`U_0/t=3`$ the topological transitions seem to indicate that a new phase appears between the SDW and CDW1 phases (see Fig. 1). This was only slightly visible for $`U_0/t=10`$ and is out of the reach of the perturbative calculations. We wave studied this possibility in more detail by considering the scaling of critical points on the axis $`P=0`$ shown in Fig. 3. From this figure we see that the jumps in the spin and charge Berry phases will not coincide even in the thermodynamic limit; this fact is pointing to the emergency of a new order termed bond ordering wave (BOW), as suggested in a recent study of the phase diagram of the EHM.

For $`U_0/t=1`$ (see Fig. 1c) the phase diagram looks quite different to the strong coupling case, with the I phase shrinking from a triangular-like shape to a smaller biconvex region. Furthermore, the BOW phase remains present without much change. Notice that using bosonization (valid in the extreme weak-coupling regime $`t\mathrm{}`$), the BOW phase is absent for $`P=0,`$ and the I and CDW2 phases should also disappear since the expected instabilities have wave vector $`2k_F=\pi `$.

In order to have a better characterization of the order present in the different phases, we have also computed static correlation functions along the $`P=0`$ axis from $`V/t=1`$ to $`V/t=2`$, that is, traversing across the SDW, BOW and CDW1 phases. Fig. 4 shows the spin and charge correlation functions at the largest distance $`L/2=5`$ for a 10-site chain, and also the correlation function corresponding to the expected order in the BOW phase, $`C_{\mathrm{BOW}}(L/2)=[O_\mathrm{B}(L/2)\overline{O_\mathrm{B}]}[O_\mathrm{B}(0)\overline{O_\mathrm{B}]}`$, with $`O_\mathrm{B}(j)=()^j_\sigma (c_{\sigma ,j+1}^{}c_{\sigma ,j}+\mathrm{H}.\mathrm{c}.).`$ The vertical dotted lines correspond to the transition points extrapolated in Fig. 2, and we can see the expected behavior for these three functions along the chosen path.

Furthermore, in Fig. 5 we plot the fluctuations of the three order parameters \[for example $`\chi _{\mathrm{BOW}}=\frac{1}{L^2}_{ij}e^{iq(R_iR_j)}O_\mathrm{B}(i)O_\mathrm{B}(j)`$\] at their peak values (corresponding to $`k=\pi `$), as a function of the ring length and for $`V/t=1.5,`$ that is, inside the BOW phase. Both the spin and charge fluctuations diminish with increasing lengths, while the BOW fluctuations increase and most likely dominate in the thermodynamic limit. The same analysis in the SDW and CDW1 phases is not so conclusive because the BOW fluctuations do not clearly decay when increasing the size of the system; however, since the orders present for small and large values of $`V/t`$ are not a matter of discussion, this must be only due to the small size of the systems considered.

## V Discussion

We have studied the effect of electronic polarization $`P`$ on the phase diagram of the 1D extended Hubbard model. Following Refs., we have neglected the screening effect of valence electrons, although it was important to explain experiments in Hg clusters . At $`P=0`$, for a bipartite lattice in any dimension two phases are expected: a SDW for large on-site Coulomb repulsion $`U_0`$ (without true long-range order in 1D), and a CDW1 for large nearest-neighbor repulsion $`V`$. In 1D the results of Ref.  and ours support the existence of a narrow region of long-range bond ordering between the other two phases, if the hopping $`t0`$. Previous studies in 1D  have shown that for small $`t`$ and sufficiently large $`P`$, two new phases appear: CDW2 and I, with unit cells containing four and six lattice parameters respectively, as described in section II.

For $`t=0`$ it is clear (see section II) that a transition from one phase to the other is accompanied by charge and /or spin transport. Since the charge Berry phase $`\gamma _c`$ is a measure of the polarization of the system, and similarly a jump in the spin Berry phase $`\gamma _s`$ indicates a jump in the difference in polarization for spin up and down, it seems appropriate to determine the phase diagram from the jumps in the topological numbers $`\gamma _c/\pi `$, $`\gamma _s/\pi .`$ Using this method, we find that for fixed $`U_0`$, $`V`$ and $`P`$, the regions occupied by the CDW2 and particularly the I phase, are reduced for sufficiently large $`t`$. This result is expected on general grounds, since only instabilities with wave vector $`\pi `$ are expected in the weak coupling limit ($`t\mathrm{}`$), which should be well described by continuum limit field theory. For small $`t`$ (up to $`U_0/3`$) the region occupied by the I phase first increases with $`t`$, and this effect can be understood using second-order perturbation theory in $`t`$.

Although in the present case we succeded in determining all phase boundaries from the jumps in the topological numbers $`\gamma _c/\pi `$, $`\gamma _s/\pi `$, there are some cases in which the thermodynamic phases are characterized by the same topological numbers, and the phase transition cannot be detected. In other cases some topological transitions do not have an obvious physical meaning. An example of the former is the transition between SDW and triplet superconductivity which takes place for positive $`U`$ and negative $`V`$ in the extended Hubbard model in 1D, which is however well determined by the level-crossing method. This method, as used in Refs. , is limited to 1D and is based on the fact that for critical systems, due to conformal invariance, the exponent of the distance dependence of different correlation functions is given by the corresponding excitation energies. For systems at (or slightly out of) criticality, described by the sine-Gordon model at low energies, renormalization arguments were used and logarithmic finite-size corrections can be eliminated using appropriate combination of excitation energies. This method cannot be applied to phases which are out of the reach of the continuum-limit field theory like the CDW2 and I phases, or when there is phase separation. Instead, in the strong-coupling limit ($`t0`$) it is usually very simple to calculate the Berry phases, even in some phase separated states  (it reduces to a simple counting argument, as shown in Section II), and the method of the topological numbers is very precise. It is interesting to note that, in spite of their different meaning and expected limitations, both methods give the same results for transitions among the SDW, CDW1 and BOW phases. The method of Berry phases has also been applied to 2D transitions .

## Acknowledgments

One of us (AAA.) thanks J. Lorenzana for useful discussions. MET and HAC. acknowledge support from CONICET. AAA. is partialy supported by CONICET. This work was sponsored by PICTs 03-00121-02153 and 03-03833 of ANPCyT and PIP 4952/96 of CONICET.


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# Acknowledgments

## Acknowledgments

###

We are very much indebt to Professors Ilya Shapiro and Patricio Letelier for enlightening discussions on the subject of this paper.Thanks are also due to an unknown referee for very useful comments and suggestions on the first draft of this letter.Financial supports from CNPq. (Brazilian Government Agency), Universidade do Estado do Rio de Janeiro (UERJ) and FAPESP are gratefully acknowledged.


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# Abstract

## Abstract

Our several recent improvements of the current textbook (so called Rayleigh-Schrödinger) perturbative representation of bound states are reviewed. They were all inspired by an adaptive re-split $`H(\lambda )=H^{(0)}+\lambda H^{(1)}`$ of the Hamiltonian. Their feasibility is facilitated by the use of nonstandard bases and by the flexibility of normalization of the wave functions $`\psi (\lambda )`$.

## 1 Introduction

Anharmonic oscillators often serve as a methodical laboratory in quantum mechanics . Schrödinger equation which determines their bound states is, in the time-independent case, an elliptic partial differential boundary-value problem, currently analysed by the variational or perturbation techniques. In the latter context, one of the most transparent illustrations of the implementation and of the efficiency of the method is provided by the elementary one-dimensional quartic example

$$\frac{d^2}{dx^2}\psi (x)+V(x)\psi (x)=E\psi (x)$$
(1)
with boundary conditions $`\psi (\pm \mathrm{})=0`$, one-parametric family of potentials $`V(x)=x^2+\lambda x^4`$ and with the so called Rayleigh-Schrödinger formal-series solution

$$\begin{array}{c}\psi (x)=\psi ^{(0)}(x)+\lambda \psi ^{(1)}(x)+\lambda ^2\psi ^{(2)}(x)+\mathrm{},\\ E=E^{(0)}+\lambda E^{(1)}+\lambda ^2E^{(2)}+\mathrm{}.\end{array}$$
(2)
The example nicely illustrates the main merits of the Rayleigh-Schrödinger approach (feasibility, numerical efficiency near $`\lambda 0`$) as well as several of its most characteristic difficulties.

In particular, the mere asymptotic and, hence, divergent-series character of the anharmonic-oscillator “solutions” (2) divided the physics community into supporters and opponents of the perturbative considerations. During the last thirty years of development, the former group definitely prevailed. In what follows, an illustration of the latter tendency will be presented via a review of some of a few of my own recent innovations of the general perturbation formalism.

## 2 Formalisms which do not need the unperturbed basis

One of the most important merits of perturbative considerations lies in their analytic treatment of certain parameters and in their enormous (though not always fully appreciated) formal flexibility. In this sense, there exists an ample variety of alternatives to the standard textbook representation of wave functions (2) in the (orthonormalized) basis $`\{|n\}`$ of the $`\lambda =0`$ eigenstates of $`H(0)`$,

$$\psi ^{(k)}(x)=\underset{n=0}{\overset{\mathrm{}}{}}x|np_n^{(k)}.$$
(3)
In this review of my own contributions to this effort I would like to mention the representations of wave functions

* employing the Runge-Kutta-like discretizations of the domain of coordinates, both in one  and more  spatial dimensions;
* using the bases with nontrivial orthogonality: Sturmianic , complexified  etc;
* switching to techniques which do not need any scalar product at all and comprise the Taylor-like expansions in the origin  as well as near infinity .

All these alterations of eq. (3) are able to simplify, first of all, the evaluation of the matrix elements of the perturbation Hamiltonians $`H^{(k)}`$.

In this context one should also mention a closely related trick of working with the so called “whacko”, order-dependent auxiliary Hamiltonians and bases as employed, e.g., in the non-linear context of the so called delta-expansions .

## 3 Formalisms with non-diagonal propagators

In the purely technical sense, the appeal of the textbook perturbative considerations may be traced back to their frequent use of the fully diagonalized zero-order models $`H^{(0)}`$. In practice, an availability of such a type of an approximant is in fact very rare. At the same time, people are often seduced by the extremely transparent formulae obtainable due to the diagonality of the necessary (so called unperturbed) auxiliary propagators $`R`$ (schematically: $`R(H^{(0)}+const)^1`$).

Here, we would like to emphasize, as one of the basic ideas of the present review, that the construction of the perturbation series (2) does not necessarily require a complete solvability/solution of the Schrödinger equation

$$H(\lambda )|\psi (\lambda )=E(\lambda )|\psi (\lambda )$$
(4)
at any particular (usually, zero) value of the auxiliary parameter $`\lambda =\lambda ^{(0)}`$.

There exists, in fact, a balance between the strongly redundant  requirements of a complete solution of the zero-order problem

$$(H(\lambda ^{(0)})E(\lambda ^{(0)}))|\psi (\lambda ^{(0)})=0$$
(5)
and the related enhancement of economy of the solution of the first-order problem

$$(H(\lambda ^{(0)})E(\lambda ^{(0)}))|\psi ^{(1)}+(H^{(1)}E^{(1)})|\psi (\lambda ^{(0)})=0$$
(6)
and of its further higher-order descendants

$$(H(\lambda ^{(0)})E(\lambda ^{(0)}))|\psi ^{(k)}=E^{(k)}|\psi (\lambda ^{(0)})+|\tau .$$
(7)
One has to defend a compromise and insist on the obvious observation that the inter-related pair (or rather multiplet of the $`K+1`$ linear operator equations) (5) and (7), i.e., the set of the linear operator equations

$$A(E^{(0)})\stackrel{}{x}=0,A(E^{(0)})\stackrel{}{y}^{(k)}=\stackrel{}{b}^{(k1)}(E^{(k)}),k=1,2,\mathrm{},K$$
(8)
should be considered as a single, unseparated (and, in general, purely numerical) problem of determination of the unknown quantities $`\stackrel{}{x}`$, $`E^{(k1)}`$ and $`\stackrel{}{y}^{(k)}`$.

In this sense, one can accept various computational strategies. In a way depending on our deeper insight in the structure of the operator $`A`$ and in its explicit computational representation, one could propose the use of some “surviving” simplifications offered, e.g.,

* by any form of an incomplete analytic solvability of the zero order equation (5); whenever available, such a solvability is still able to simplify the computations significantly ;
* by any algebraization of the Schrödinger eq. (4); it provides a new origin of perturbative constructions as exemplified by the non-variational recipe of ref.  or, in the much more numerical context, by the algorithms of ref. .

In all the above-mentioned examples a key role is played by the band-matrix structure of the unperturbed Hamiltonian. Also the sparse-matrix structure of its perturbative “user-friendly” components can make the resulting solution of the whole set of equations (8) very straightforward and comfortably feasible. Such a construction proceeds in fact along the same lines (and with almost the same ease) as in our introductory anharmonic example, in spite of the fact that the unperturbed propagators themselves remain significantly off-diagonal.

## 4 Working without the model space projectors

The main price we have to pay for the enhanced flexibility of the above innovated algorithms is that we lose an immediate insight in the structure of the unperturbed problem itself.

Several tricks may help to elucidate this structure, at least, indirectly:

* New attention can be paid to the large but still rigorously terminating cases where, i.a., a new, triple-series formalism has been shown manageable ;
* More attention can be paid to the optimization of our choice of the zero-order Hamiltonian operator itself. For this purpose, the above-mentioned Runge-Kutta perturbation theory has been combined with an iterative improvement of $`H^{(0)}`$, e.g., in ref. .
* In an active manner, we may get even much further. Thus, controling the mutual methodically relevant relationship between the feasibility of solution of the homogeneous and non-homogeneous parts of the Rayleigh-Schrödinger hierarchy of equations (8) we can introduce also an ad hoc, Hartree-Fock-style re-arrangements of many error terms, etc. More technical details about this efficient strategy can be found, e.g., in ref.  as well as in the further references listed therein.

One of the main merits of our various modified perturbation prescriptions may be seen in their shared enhanced flexibility and in their consequently recurrent character. Nevertheless, the related algorithms minimizing the distance between $`H(\lambda )`$ and $`H^{(0)}`$ also exhibit a serious weak point: By their construction, they would all fail in the (quasi-)degenerate systems. In this context, the most promising development seems to be represented by the following two different strategies.

* One can get rid of the model space projectors completely. The first attempt in this direction is provided by an inverse-iteration-inspired new scheme of ref. .
* One can employ the shooting-like philosophy as implemented in full detail in ref. .

Technically, a key problem lies in a preservation of feasibility of evaluation of the separate Rayleigh-Schrödinger perturbation coefficients. In this setting the relaxation of the usual orthogonality of the bases and Hermiticity of the Hamiltonians seems to open an access to many new unperturbed $`H^{(0)}`$. Simultaneously, a weakening and reduction of the traditional exact solvability requirements opens an access to many new partially or numerically solvable zero-order approximants with an immediate approximative role in realistic models.

## 5 Outlook

The main common purpose of the present proposal of transition to the semi- or numerical evaluation of corrections lies in the related possibility of a consequent minimization of the absolute magnitude of the perturbation corrections themselves. In this sense, the “size” (whatever it means) of the perturbation Hamiltonian is efficiently suppressed via a weakening of the technical constraints imposed upon its eligible zero-order partners.

We may summarize that the measurable characteristics of various systems in nuclear and atomic physics or quantum chemistry may be fairly well approximated using some of the reviewed non-standard perturbation methods. They reach beyond the vicinity of the usual exactly solvable zero order models. This significantly extends the domain of applicability of perturbation expansions to many new interesting and comparatively complicated systems.

## Acknowledgements

Invited talk presented during the “Ninth International Colloquium on Numerical Analysis and Computer Science with Applications” held in Plovdiv, Bulgaria during August 12 - 17, 2000. Partially supported by the organizers and by the grant Nr. A 1048004 of the Grant Agency of the Academy of Sciences of the Czech Republic.

## \[KEYWORDS\]

\[Ordinary differential equations, partial differential equations, Schrödinger equation, Rayleigh-Schrödinger perturbation theory, bound-state energies $`E(\lambda )`$, accelerated convergence, linear algebraic equations for corrections, applications in physics and quantum chemistry \]

## \[AMS 1991 Mathematics Subject Classification\]

81Q05 65F15 47A55 35J10 34A50 15A06


text:
# SUMMARY OF NEUTRINO 2000

## 1 Models for Neutrino Masses and Oscillations

It was in 1989 that LEP measured the number of light neutrino species to be three, and a milestone of this meeting has been the first detection of $`\nu _\tau `$ interactions by the DONUT experiment . In this talk, I concentrate on aspects of physics beyond the Standard Model being revealed by neutrinos, principally associated with neutrino masses and oscillations . There is no good reason why the neutrinos should be massless , since there is no corresponding exact gauge symmetry coupling to lepton number $`L`$ that could forbid their masses, analogously to the way the $`U(1)`$ of electromagnetism forbids a photon mass. A neutrino mass term $`m_\nu \nu \nu `$ involves a $`\mathrm{\Delta }L=2`$ transition and is generic in Grand Unified Theories (GUTs) . However, it is already possible in the Standard Model, even without invoking ‘right-handed’ singlet neutrinos $`\nu _R`$, if one admits non-renormalizable interactions:

$$\frac{1}{M}\nu H\nu Hm_\nu =\frac{0|H|0^2}{M},$$
(1)
where $`M`$ is some heavy mass scale $`m_WM<m_P`$, and $`H`$ is a Standard-Model Higgs field.

An interaction of the form (1) arises naturally from renormalizable interactions within a GUT, where one expects a seesaw structure

$`(\nu _L,\nu _R)\left(\begin{array}{cc}0\hfill & M_D\hfill \\ m_D^T\hfill & M\hfill \end{array}\right)\left(\begin{array}{c}\nu _L\\ \nu _R\end{array}\right)`$ (6)
for neutrino masses, where $`m=𝒪(m_q)`$ or $`𝒪(m_{\mathrm{}})`$, leading to

$$m_\nu =m_D\frac{1}{M}m_D^T,$$
(7)
which is naturally small if $`MM_{\mathrm{GUT}}`$. For example, with $`m=𝒪(10)`$ GeV and $`M=𝒪(10^{13})`$ GeV one finds $`M_\nu =𝒪(10^2)`$ eV. It is important to note, though, that the gauge group of the GUT does not play an essential rôle.

Any such mechanism may be expected to lead to mixing in generation space:

$$V_{\mathrm{MNS}}=V_{\mathrm{}}V_\nu ^t,$$
(8)
where $`V_{\mathrm{}}`$ diagonalizes the charged-lepton mass matrix, and $`V_\nu `$ the neutrino mass matrix (7). A priori, $`V_\mu `$ would originate either in the Dirac mass $`m`$ or in the heavy singlet mass matrix $`M`$. Since the mechanism generating neutrino masses and mixing is different from that for quarks, and more complicated, perhaps one should not be surprised if the patterns of masses and mixing are different, too.

An extreme variation on the seesaw mechanism is the way neutrino masses may arise in models with extra dimensions . For each flavour, one could have an infinite set of Kaluza-Klein excitations contributing via mixing to a generalized seesaw:

$`\left(\begin{array}{ccccc}0\hfill & \mathrm{}\hfill & m_1\hfill & m_2\hfill & \mathrm{}\hfill \\ \multicolumn{5}{c}{}\\ m_1\hfill & \mathrm{}\hfill & M_1\hfill & 0\hfill & \\ m_2\hfill & \mathrm{}\hfill & 0\hfill & M_2\hfill & \\ \mathrm{}\hfill & \mathrm{}\hfill & & & \mathrm{}\hfill \end{array}\right)`$ (14)
In this model, the diagonal entries $`M_i`$ need not be very large, because the off-diagonal entries $`m_i`$ may be suppressed by the large size(s) of (one of) the extra dimension(s). A curiosity of this picture is that the neutrino oscillation pattern is no longer simply sinusoidal, emphasizing how essential it will be to measure the oscillation pattern experimentally.

A possibility intermediate between (14) and the simple GUT model (6) is when there are $`3<N<\mathrm{}`$ singlet states  mixing in the seesaw mass matrix:

$`\left(\begin{array}{cc}0_{3\times 3}\hfill & \hfill m_{N\times 3}\\ m_{3\times N}^T\hfill & \hfill M_{N\times N}\end{array}\right)`$ (17)
This offers more possibilities for large mixing, e.g., in the case that $`M_{N\times N}`$ is ‘dense’ with many similar entries, just three entries in $`m_{N\times 3}`$ of comparable magnitudes would suffice to give three similar light neutrino masses with large mixing.

## 2 Upper Limits on Neutrino Masses

As we heard at this meeting, the end-point of Tritium $`\beta `$ decay now provides the upper limit

$$m_{\nu _e}<2.2\mathrm{eV},$$
(18)
there is no longer a problem with $`m^2<0`$, and there are prospects to reach a sensitivity to $`m_{\nu _e}<0.5`$ eV. The puzzle of the Troitsk seasonal anomaly remains , but we learnt here  that it is not supported by the Mainz experiment . From $`\pi \mu \nu `$ decay we have

$$m_{\nu _\mu }<190\mathrm{keV},$$
(19)
and there are ideas how this might be improved by a factor $`20`$ using the BNL $`(g2)_\mu `$ experiment. From $`\tau (n\pi )_\nu `$ decay we now have

$$m_{\mu _e}<15.5\mathrm{MeV},$$
(20)
and there are prospects at $`B`$ factories to improve this by a factor $`5`$, closing definitively the cosmological window for a decaying massive $`\nu _\tau `$. Neutrinoless double-$`\beta `$ decay experiments  currently establishes the upper limit

$$m_\nu _e\underset{i}{}m_{\nu _i}V_{e_i}^2<0.2\mathrm{eV},$$
(21)
and there are prospects to improve the sensitivity to $`m_\nu _e0.01`$ eV . As discussed later, the limit (21) is already causing problems for models with degenerate massive neutrinos, and this improved sensitivity could impact many more .

## 3 Quo Vadis LSND ?

As we heard here , a re-analysis of the full LSND data set confirms their previous results for both decays at rest (32.7 $`\pm `$ 9.2 events with $`R\gamma >10`$) and in flight. Their data are neither confirmed nor excluded by KARMEN , whose timing anomaly has not reappeared in their latest data set. It is desirable to repeat the previous global analysis  of LSND and KARMEN data using their likelihood functions in the $`(\mathrm{sin}^2\theta ,\mathrm{\Delta }m^2)`$ plane, so that future experiments know what target region in this plane to aim at.

A definitive test of LSND will be made byMiniBooNE , working at similar $`L/E`$ but with $`E1`$ GeV and starting at the end of 2001. If needed, this may be followed up by the full BooNE experiment. There is also an opportunity to pursue the LSND effect still further with the ORLaND project at the SNS , so I conclude that there is adequate follow-up of the LSND experiment.

If confirmed, the LSND data would require the presence of a fourth, sterile light neutrino species $`\nu _s`$ which should mix with either atmospheric and/or solar neutrinos.

## 4 Atmospheric Neutrinos

Recent experiments are providing improved understanding of the cosmic-ray neutrino ‘beams’. AMS  and BESS  provide improved measurements of the primary flux, balloon experiments constrain shower models , and the HARP experiment  will provide improved data on $`\pi `$ and $`K`$ production. Three-dimensional shower simulations are now available : first studies indicate that the conclusions drawn from one-dimensional simulations are robust, and that any bias in the previous inferred value of $`\mathrm{\Delta }m^2`$ is within the quoted error range .

The impressive statistics on atmospheric neutrinos from Super-Kamiokande  and other experiments  provide plenty of smoking guns, in the forms of zenith-angle distributions, up-down asymmetries, etc.. It is clear that something happens to atmospheric $`\nu _\mu `$ as a function of $`LE^n:n1`$. Interpreted in terms of neutrino oscillations, Chooz  and Palo Verde  tell us that $`\mathrm{sin}^2\theta _{\mu e}<0.1`$, and Super-Kamiokande favours $`\nu _\mu \nu _\tau `$ over $`\nu _\mu \nu _s`$ at the 99% confidence level, based on separate analyses of the zenith-angle distributions for neutral-current-enriched multi-ring events, partially-contained events with $`E<5`$ GeV and upward-going muons, as seen in Fig. 1.

The rate of $`\pi ^0`$ production may also favour $`\nu _\mu \nu _\tau `$ over $`\nu _\mu \nu _s`$, but this needs to be confirmed by data from the K2K near detector, to reduce systematic uncertainties.

However, these conclusions should still be taken with a pinch of salt. The new atmospheric-neutrino data should be analyzed for a mixture of $`\nu _\mu \nu _\tau `$ and $`\nu _\mu \nu _s`$ oscillations , and in particular to determine to what extent four-neutrino scenarios motivated by the LSND experiment can be accommodated. The silver bullet would be direct evidence for $`\tau `$ production: Super-Kamiokande is trying, but may find it difficult. At a more fundamental level, there is as yet no direct evidence of an oscillation pattern .

These lacunae provide elbow-room for theorists to speculate about more neutrino species and/or novel neutrino dynamics. Neutrino decay and decoherence scenarios have both been considered, and appear indistinguishable with present data. On the other hand, any significant violation of the principle of equivalence seems excluded by the energy dependence $`(LE^n:n=1.06\pm 0.14)`$ of the $`\nu _\mu `$ deficit .

These lacunae also provide motivations for future experiments, e.g., to improve the sensitivity to $`\nu _\mu \nu _e`$ oscillations, to look directly for $`\tau `$ appearance, and to measure an oscillation pattern. They also motivate the long-baseline accelerator experiments to be discussed later. In some cases, it may be possible to use the same detector for both accelerator and atmospheric ‘beams’: one exanple is Super-Kamiokande, MONOLITH  and OPERA could be others.

## 5 Solar Neutrinos

We have all been very happy to welcome SNO , the new kid on this particular block . SNO has shown us some beautiful events, and they see a clear signal for the charged-current (CC) reactions $`\nu _e+dp+p+e^{}`$, with a clean energy spectrum that seems to be proportional to that of the Standard Solar Model (SSM), as seen in Fig. 2.

They also see a clear signal for elastic scattering (ES) $`_i\nu _i+e_i\nu _i+e`$, as seen in Fig. 3.

In the present year-long Phase I, they plan to measure the ratio of CC and ES rates sufficiently accurately to tell us at the 3-$`\sigma `$ level that $`ie`$ high-energy neutrinos are coming from the Sun at the rate expected in the SSM. Subsequently, for a year in Phase II, they will run with salt to measure also the neutral-current (NC) cross-section $`_i\nu _i+dp+p+_i\nu _i`$. Finally, in Phase III they will add $`{}_{}{}^{3}He`$ detectors to make an independent NC measurement. In Phases II and III, SNO should be able to discriminate decisively between different solar-neutrino scenarios .

Another newcomer to the solar neutrino field is GNO, which reported here a new Gallium measurement . Combined with the previous GALLEX measurements, their result is $`77.5\pm 6.2_{4.7}^{+4.3}`$ SNU, far below the SSM. For comparison, SAGE now report $`75.4_{7.4}^{+7.8}`$ SNU .

Meanwhile, the solar pace continues to be set by Super-Kamiokande . who announced here data from running for 1117 days, with a lower threshold of 5 MeV and background reduced by 60%. A re-analysis of all their data yields $`0.465\pm 0.005_{0.013}^{+0.016}`$. Their energy spectrum is now very consistent with a constant suppression: $`\chi ^2=13.7`$ for 17 d.o.f. 111This impressive agreement is further improved if new measurements of the Boron $`\beta `$-decay spectrum  are used..

They have established an upper limit on the hep neutrino flux: $`hep/SSM<13.2`$ for $`E>18`$ MeV, which means they are essentially irrelevant for global fits. Super-Kamiokande also report a reduced day-night asymmetry: $`2(D_N)/(D+N)=0.034\pm 0.022_{0.012}^{+0.013}`$, only $`1.3\sigma `$ away from zero.

Moreover, the observed seasonal variation is compatible with the Earth’s orbital eccentricity, and there is no significant correlation with the sunspot number . On the other hand, as we heard here, the SSM describes very well the available helioseismological data, indicating that the true sound speed differs from the SSM by at most 0.002 in the central regions $`R/R_{}<0.1`$. Thus it appears difficult to blame the solar neutrino deficits on a failure of the SSM .

The day-night and spectral data from Super-Kamiokande create problems for the vacuum oscillation (VO) scenario, which they now find to be disfavoured at the 95% confidence level. They reach the same conclusion for the small-mixing-angle (SMA) scenario: the day-night data want a larger value of $`\mathrm{sin}^2\theta `$ than is favoured by the spectral data. What remain are $`\nu _e\nu _{\mu ,\tau }`$ oscillation scenarios with a large mixing angle (LMA) and $`\mathrm{\Delta }m^2>2\times 10^5\mathrm{eV}^2`$, and perhaps the LOW scenario with $`\mathrm{\Delta }m^210^7\mathrm{eV}^2`$ .

However, all these conclusions need to be confirmed by updated global analyses . These should include unified treatments of the ‘dark side’ with $`\theta >\pi /4`$, as well as of matter and vacuum effects. It is also important to analyze the data in three- and four-neutrino scenarios. Even if $`\nu _e\nu _s`$ is disfavoured, at what upper limit can such a component be tolerated ? Conventional interpretations of the LSND experiment require either atmospheric $`\nu _\mu \nu _s`$ oscillations, or solar $`\nu _e\nu _s`$ oscillations. If both these are disfavoured, how can one interpret LSND?

## 6 The Emerging Default Option

The scenario most favoured  by the current neutrino data comprises just three light neutrinos, probably with hierarchical masses (more on this later), and approximately bimaximal mixing:

$`U_{MNS}\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}\hfill & \frac{1}{\sqrt{2}}& \hfill 0\\ & & \\ \frac{1}{2}\hfill & \frac{1}{2}& \hfill \frac{1}{\sqrt{2}}\\ & & \\ \frac{1}{2}\hfill & \frac{1}{2}& \hfill \frac{1}{\sqrt{2}}\end{array}\right)`$ (27)
The masses of the light neutrinos should be mainly Majorana, they should have small dipole moments , and have lifetimes much longer than the age of the Universe.

This list of defaults raises many questions . How may one rule out light $`\nu _s`$? Can one exclude degenerate neutrinos or an inverse hierarchy of masses? How large is $`\theta _{13}`$? Are the SMA and VO solutions really excluded? How can one discriminate between the LMA and LOW solutions? Is CP violation measurable in the neutrino sector? Can the neutrino mass scale be fixed by $`\beta \beta _{0\nu }`$ measurements? Can the neutrino oscillation pattern be seen and decay interpretations of the atmospheric experiments be excluded? Finally, how do we actually PROVE that $`m_\nu 0`$?

## 7 Future Solar Neutrino Experiments

We have seen that the present data disfavour many oscillation scenarios (SMA, VO, $`\nu _e\nu _s`$) but there is no ‘smoking gun’ yet: no spectral distortion, no day-night effect, and no abnormal seasonal effect. This provides an opportunity for SNO (comparing NC, CL and ES rates), BOREXINO  and KamLAND  (pinning down the $`{}_{}{}^{7}Be`$ flux). it also motivates a new generation of low-energy solar neutrino experiments, to measure the $`\nu _e`$ energy spectrum and the NC/CC ratio , as discussed here at a pre-conference workshop .

## 8 Long-Baseline Experiments

These are needed (a) to convince the remaining sceptics, e.g., by using a controllable beam and measuring an oscillation pattern, (b) to enable precision measurements, e.g., of $`\mathrm{\Delta }_{m_23}^2`$ and $`\mathrm{sin}^22\theta _{23}`$, and (c) to make new measurements possible, e.g., of $`\tau `$ production and $`\theta _{13}`$.

One of the highlights of this meeting was the triumphant start reported by K2K . They now have data from $`3\times 10^{19}`$ protons on target: see Fig. 7. The beam monitors agree with Monte Carlo predictions. Events are seen without significant background in Super-Kamiokande. Moreover, K2K is sensitive to the ‘interesting’ range of $`\mathrm{\Delta }m^2`$ suggested by the atmospheric neutrino data.

Excitingly, K2K reports a promising deficit of events (27 fully-contained events in the fiducial volume, compared with $`40.3_{4.6}^{+4.7}`$ expected in the absence of oscillations), although this is still only a 2-$`\sigma `$ effect, and one must beware of the tricks of low statistics. The rate of accumulation of events has not been particularly uniform, as seen in Fig. 8, though it is consistent with statistical fluctuations.

More data are eagerly awaited, as well as the analyses of the energy spectrum and of $`\pi ^0`$ production in the nearby detector.

Next in line will be KamLAND , starting in 2001, which should be able to test definitively the LMA solution to the solar neutrino deficit, using neutrinos from nuclear power reactors. This experiment will also make other contributions to studies of solar neutrinos, e.g., by measuring the day-night and seasonal effects for $`{}_{}{}^{7}Be`$ neutrinos.

MINOS construction is underway . In addition to confirming $`\nu _\mu `$ disappearance, it should be able to see an oscillation pattern, which will convince sceptics and enable precision measurements of $`\mathrm{\Delta }m_{23}^2`$ and $`\mathrm{sin}^22\theta _{23}`$. MINOS also has good sensitivity to $`\mathrm{sin}^22\theta _{13}`$. It even has some potential to discriminate between $`\nu _\mu \nu _\tau `$ and $`\nu _\mu \nu _s`$. We all hope there will be no unnecessary delays due to financial problems, etc..

The CERN-Gran Sasso neutrino beam was approved at the end of 1999 . Its primary objective is $`\tau `$ detection, as the ‘smoking gun’ for $`\nu _\mu \nu _\tau `$ oscillations. Two experiments are being proposed for this beam: OPERA, which will use an emulsion technique profiting from the experiences of CHORUS  and DONUT , and ICANOE, which proposes to use a kinematic reminiscent of NOMAD . In addition, to $`\tau `$ observation, experiments in this beam could have sensitivity to $`\mathrm{sin}^22\theta _{13}`$, and the proposed MONOLITH atmospheric neutrino experiment could also use the beam for oscillation studies .

## 9 Cosmological Relic Neutrinos

The numerical abundance of any light neutrino weighing $``$1 MeV is independent of its mass. Hence its relic mass density $`\rho _\nu m_\nu `$, and the simple requirement that neutrinos not exceed the critical density: $`\mathrm{\Omega }_\nu \rho _\nu /\rho _{\mathrm{crit}}1`$ implies that $`m_\nu <30`$ eV. Neutrinos in this range would constitute hot dark matter. A ‘neutrino’ weighing a few GeV might also have $`\mathrm{\Omega }_\nu <1`$, and there is another window for dark matter particles weighing $`>m_{Z/2}`$. Either of these two latter cases would correspond to cold dark matter, and we return later to searches for supersymmetric relics that would inhabit the third window .

In point of fact, studies of cosmological structure formation imply that $`\mathrm{\Omega }_{\mathrm{hot}}<0.1`$, corresponding to $`m_\nu <3`$ eV . The relic neutrino density can be at most comparable to the baryon density: $`\mathrm{\Omega }_b0.05`$. The concordance (better than a factor of two) between the values of $`\mathrm{\Omega }_b`$ extracted from Big Bang nucleosynthesis and measurements of the cosmic microwave background (CMB) radiation is truly impressive . Data on structure formation and the CMB also suggest that $`\mathrm{\Omega }_{\mathrm{cold}}0.3`$  and $`\mathrm{\Omega }_{\mathrm{total}}1`$. The missing ‘dark energy’ may be a true cosmological constant or slowly-varying vacuum energy : $`\mathrm{\Omega }_\mathrm{\Lambda }0.65`$, as indicated concordantly by data on large-scale structure, the CMB and high-redshift supernovae .

The question arises how likely it may be that the three light neutrinos are almost degerate with

$$m2\mathrm{eV}\sqrt{\mathrm{\Delta }m_{\mathrm{atmo}}^2}\sqrt{\mathrm{\Delta }m_{\mathrm{solar}}^2},$$
(28)
close to the upper limits imposed independently by tritium end-point measurements (18) and cosmology. Any such scenario must respect the strong constraint (21) from $`\beta \beta _{0\nu }`$ decay :

$`m_\nu _e`$ $``$ $`m\times |c_2^2c_3^2e^{i\varphi }+s_2^2c_3^2e^{i\varphi }`$
$`+s_3^2e^{2\varphi \prime \prime }|<0.2\mathrm{eV},`$
where $`m`$ is the degenerate neutrino mass, $`\theta _2`$ and $`\theta _3`$ are mixing angles and $`\varphi ,\varphi ,\varphi `$ are phases. The Chooz experiment  suggests that the third term in (9) may be neglected, in which case the first two must cancel: $`\varphi \varphi +\pi `$ and

$$c_2^2s_2^2=\mathrm{cos}2\theta _2<0.1\mathrm{sin}^22\theta _2>0.99.$$
(30)
Thus maximal mixing is necessary, ruling out the SMA and probably even the LMA solutions. If VO is the answer, $`\mathrm{\Delta }m10^{10}m`$, whereas SMA and LMA would both require $`\mathrm{\Delta }m10^5m`$. There is a question whether such extreme degeneracy can be reconciled with renormalization effects . In models with strictly degenerate neutrinos before renormalization, there may also be problems with maintaining the required maximal mixing (27,30 222For a way to evade this question, see ..

Thus there are theoretical question marks against degenerate neutrino masses and hence substantial hot dark matter. However, there are no such concerns with supersymmetric relics $`\chi `$ and cold dark matter. Constraints from LEP impose $`m_\chi >50`$ GeV , and the required cosmological density $`\mathrm{\Omega }_\chi 0.3`$ is found in generic domains of parameter space .

## 10 Searches for Cold Dark Matter Particles

There are three major strategies to search for supersymmetric dark matter , namely via annihilation in the galactic halo yielding $`\overline{p},e^+`$ or $`\gamma `$’s , annihilation in the Sun or Earth yielding neutrinos that may be detected directly or via muons produced by their interactions in rock surrounding an underground detector , and direct detection of the elastic scattering of relic particles within the detector .

Indirect searches for annihilation neutrinos via the muons they produce already appear to rule out some supersymmetric models , and more could be tested with a 1km2 or 1 km3 detector, although some models would still lie beyond the reach of such an experiment. Moreover, one should not forget neutrino mixing and oscillations, which might alter the flux of muon neutrinos between their production in relic annihilation and their detectable interactions .

There is a recent claim to have observed an annual modulation effect in a direct search experiment , which could be due to the elastic scattering of supersymmetric relics with 50 GeV $`<m_\chi <100`$ GeV. However, this has not yet been confirmed , and is difficult to reconcile with other experiments’ upper limits on the elastic cross section . Theoretically, the elastic cross section required to reproduce the DAMA data appears difficult to accommodate in supersymmetric models, unless the sparticle spectrum is rather unconventional . Future experiments with greater sensitivity may be needed to see supersymmetric dark matter directly .

## 11 High-Energy Astrophysical Neutrinos

Astrophysical neutrinos offer many prospects for probing fundamental physics as well as possible sources . The first experiments have been taking data for some time , and are beginning to challenge a few models of neutrino emission from AGNs and GRBs . New detectors are being constructed , concepts for the next generation of larger detectors (1 km2 or 1 km3) are being discussed actively, and there are ideas (acoustic detection, radio detection, observation from space) for increasing further the detector sensitivity . Here I should just like to mention the possibility of using high-energy astrophysical neutrinos  to probe fundamental physics .

Based on a couple of approaches to quantum gravity, it has been suggested that energetic particles might travel at less than the nominal (low-energy) velocity of light :

$$c(E)c_0(1\frac{E}{m}+\mathrm{})$$
(31)
and $`\gamma `$-ray data from GRBs have been used to set the lower limit $`M>10^{15}`$ GeV on the possible quantum-gravity scale $`M`$ . Even if $`M10^{19}`$ GeV, it could wash out completely the high-energy $`\nu `$ pulses that might be emitted by GRBs.

The modification of relativistic kinematics implicit in (1S) provides one exotic mechanism for evading the GZK cutoff on ultra-high-energy cosmic rays , by forbidding particle production. There should be analogous cutoff for $`\gamma `$ rays due to the reaction $`\gamma +\gamma _{\mathrm{IR}}e^+e^{}`$ . However, TeV $`\gamma `$ rays from the AGN Mk 501 have been reported , and the corrected initial $`\gamma `$ flux would need to be extremely high . Moreover, it was shown here  that energetic $`\nu `$’s from Mk 501 are not present at a level similar to this corrected spectrum. Does this mean that the cutoff has been evaded by a violation (31) of Lorentz invariance? We should wait and see, before jumping to such a speculative conclusion!

## 12 Neutrino Factories

For the long-term future of neutrino physics, an attractive concept is a neutrino factory . Starting with an intense proton source – in the range of 1 to 20 MW – with beam energy in the range of a few to 30 GeV, one hopes to capture and cool $`0.1\mu /p`$, and store them in a ‘ring’. The muons are then allowed to decay, producing $`10^{20}`$ to $`10^{21}\nu _\mu `$ and $`\overline{\nu }_e/y`$ in two or three given directions. Such a ‘ring’ may resemble more a bent paper-clip, serving detectors between a few hundred and a few thousand kilometres away, for different oscillation studies, as well perhaps as a nearby detector for other aspects of neutrino physics.

Such a facility promises more precise measurements of $`\mathrm{\Delta }m_{23}^2`$ and $`\mathrm{sin}^22\theta _{23}`$, optimal sensitivity to $`\theta _{13}`$, and the production and observation of many $`\tau `$ leptons.

The jewel in the crown of neutrino factory physics , however, could be the discovery of CP violation in the neutrino sector , via the asymmetry

$`A_{\mathrm{CP}}`$ $`=`$ $`{\displaystyle \frac{P(\nu _\mu \nu _e)P(\overline{\nu }_\mu \overline{\nu }_e)}{P(\nu _\mu \nu _e)+P(\overline{\nu }_\mu \overline{\nu }_e)}}`$
$`{\displaystyle \frac{4\mathrm{sin}^2\theta _{12}\mathrm{sin}\delta }{\mathrm{sin}\theta _{13}}}\mathrm{sin}\left({\displaystyle \frac{2\mathrm{\Delta }m_{12}^2L}{4E}}\right).`$
For this to be observable, large $`\mathrm{\Delta }m_{12}^2`$ and $`\theta _{12}`$ are both needed. and both seems to be favoured by the latest Super-Kamiokande data on solar neutrinos. There is, however, no good theoretical idea how large the crucial CP-violating phase $`\delta `$ might be. Care must be taken to disentangle matter effects that could mimic $`A_{\mathrm{CP}}`$, and the optimal distance for measuring $`A_{\mathrm{CP}}`$ seems to be in the range $`2000`$ to 3000 km. Moreover, it has recently been suggested  that neutrino CP violation might also be detectable using a conventional low-energy beam, a possibility that should be reviewed carefully .

Moreover, much of the physics interest of a neutrino factory hinges on the validity of the LMA solution for solar neutrinos, which remains to be established. In addition to neutrino oscillations, the potential physics cases for ‘standard’ $`\nu `$ and $`\mu `$ scattering physics should be explored, likewise stopped-muon physics , and perhaps physics with intense kaon beams , if the beam energy of the proton source is high enough.

As we were reminded here , interest in neutrino physics is rising monotonically, at least as measured by the relative numbers of papers with the words ‘neutrino’ and ‘quark’ in their titles. The neutrino factory is a very exciting project, with the potential to maintain this rise. It could be a true world machine, involving experiments in a different region of the world from the accelerator. However, it remains a strong intellectual and technical challenge. Building a neutrino factory will not be a cheap and small project. The targeting, muon capture, cooling and acceleration, and the engineering of the storage ring itself are all non-trivial. The proton driver, by itself, is not a large fraction of the total effort. To realize a neutrino factory, the neutrino community needs to reach out other communities, so as to develop the broadest possible coalition of interested physicists.


text:
# Groups that do not act by automorphisms of codimension-one foliations

## 1 Introduction and statement of results

$`M`$ will denote a compact, connected, boundaryless, smooth manifold of dimension $`n`$. Let $``$ be a $`C^r`$ foliation of $`M`$ by smooth leaves, $`r2`$. It will be assumed that $``$ is a transversely oriented, codimension-one foliation.

Let $`𝒟^s(M,)`$ denote the group of $`C^s`$ automorphisms of $``$, $`s0`$; that is, the group of $`C^s`$ diffeomorphisms of $`M`$ that map leaves to leaves. The normal subgroup consisting of automorphisms of $``$ that send each leaf to itself will be denoted $`𝒟^s(M,)_0`$, and will be called the group of inner automorphisms of the foliation. The quotient

$$𝒪^s(M,)=𝒟^s(M,)/𝒟^s(M,)_0$$

will be called the group of transverse automorphisms (or outer automorphisms) of $``$. When a group $`\mathrm{\Gamma }`$ acts by automorphisms of $``$ so as to define a homomorphism into $`𝒟^s(M,)`$, the action will be called transversely finite if $`\mathrm{\Gamma }`$ projects to a finite subgroup of $`𝒪^s(M,)`$.

The general question that motivates the results of the present paper can be stated thus: Given $`(M,)`$, what groups can act by automorphisms of $``$ so that the action is not transversely finite, and what groups cannot? For example, if $``$ is the foliation by fibers of a product manifold $`M=B\times L`$, with leaves $`\{b\}\times L`$, $`bB`$, then any group that acts nonfinitely on $`B`$ by $`C^s`$-diffeomorphisms also acts nonfinitely by outer-automorphisms of $``$ (e.g., by setting the action on $`L`$ to be trivial). In this case, $`𝒪^s(M,)`$ is the group of $`C^s`$-diffeomorphisms of $`B`$. If, on the other hand, $`M=𝕋^n`$ (the $`n`$-dimensional flat torus) and $``$ is the foliation by planes parallel to an irrational hyperplane $`F^n`$, then it is an elementary fact that $`𝒪^s(M,)`$ is isomorphic to $`H:=(\mathrm{\Gamma }^n)/(\mathrm{\Gamma }_0F)`$, where $`\mathrm{\Gamma }`$ is the stabilizer of $`F`$ in $`GL(n,)`$ and $`\mathrm{\Gamma }_0`$ is the subgroup of $`\mathrm{\Gamma }`$ that acts trivially on the quotient $`^n/F`$. In this case, only groups that admit homomorphisms with nonfinite image in $`H`$ can have nonfinite actions by outer-automorphisms of $``$. (Allowing big codimension, it is quite easy to construct, say, topologically transitive foliated bundles, with large groups of smooth outer-automorphisms.)

A more specific question that will be addressed here is the following: Suppose that no (topological, say) action of a group $`\mathrm{\Gamma }`$ on the circle yields nontrivial dynamics (that is, non-finite action). Does $`\mathrm{\Gamma }`$ admit nontrivial “transverse dynamics” on some codimension-one foliation of a compact manifold? The two theorems given below provide support for the negative answer.

###### Theorem 1.1

Suppose that $`\mathrm{\Gamma }`$ is a finitely generated discrete group such that every homomorphism from a finite-index subgroup of $`\mathrm{\Gamma }`$ into the group of homeomorphisms of the circle has a finite orbit on the circle. Also suppose that $`\mathrm{\Gamma }`$ acts by $`C^0`$-automorphisms of $`(M,)`$.

If $``$ has a closed leaf, then some closed leaf of $``$ is fixed by some subgroup of finite index in $`\mathrm{\Gamma }`$.

###### Corollary 1.2

Suppose that $`\mathrm{\Gamma }`$ is a finitely generated discrete group such that every homomorphism from a finite-index subgroup of $`\mathrm{\Gamma }`$ into the group of homeomorphisms of the circle has a finite orbit on the circle. Also suppose that $`\mathrm{\Gamma }`$ acts by $`C^0`$-automorphisms of $`(M,)`$.

If $``$ admits a bounded transverse invariant measure, then it also admits a transverse invariant measure $`\mu `$ that is invariant under $`\mathrm{\Gamma }`$, and every leaf in the support of $`\mu `$ is sent to itself under the action of a finite-index subgroup $`\mathrm{\Gamma }^{}`$ of $`\mathrm{\Gamma }`$.

The next theorem provides a class of foliations on which the $`\mathrm{\Gamma }`$-action is transversely finite. A foliation is said to be almost without holonomy if the germinal holonomy groups of all the non-compact leaves are trivial \[6, IV-2.11, p. 251\].

###### Theorem 1.3

Suppose that $`\mathrm{\Gamma }`$ is a finitely generated discrete group such that every homomorphism from a finite-index subgroup of $`\mathrm{\Gamma }`$ into the group of homeomorphisms of the circle has a finite orbit on the circle. Also suppose that $``$ is almost without holonomy. Then every homomorphism of $`\mathrm{\Gamma }`$ into $`𝒟^1(M,)`$ yields a transversely finite action. In particular, the conclusion holds if the non-compact leaves of $``$ are simply connected.

The following theorem of É. Ghys  provides examples of groups that satisfy the requirements of Theorems 1.1 and 1.3, that is, groups for which every homomorphism into the group of homeomorphisms of the circle has a finite orbit. Most of these examples were also established by M. Burger and N. Monod .

###### Theorem 1.4 (Ghys )

Suppose that $`\mathrm{\Gamma }`$ is an irreducible lattice in a connected, semisimple, real Lie group $`G`$ of real rank at least $`2`$, and that there is no continuous homomorphism from $`G`$ onto $`PSL(2,)`$. Then every homomorphism from $`\mathrm{\Gamma }`$ into the group of homeomorphisms of the circle, $`𝕋^1`$, has a finite orbit. Furthermore, if $`\mathrm{\Gamma }`$ acts by $`C^1`$ diffeomorphisms, then some finite-index subgroup of $`\mathrm{\Gamma }`$ acts trivially on $`𝕋^1`$.

###### Acknowledgment

The authors would like to thank the Isaac Newton Institute for Mathematical Sciences (Cambridge, U.K.) for providing a congenial environment to carry out this research; and S. Hurder and L. Conlon, for a number of helpful discussions and guidance in the literature of codimension-one foliations. D.W. was partially supported by a grant from the National Science Foundation (DMS-9801136).

## 2 General facts about codimension-one foliations

We use  as our source for basic facts about codimension-one foliations. These results were first proved by R. Sacksteder, P. Dippolito, G. Hector, A. Haefliger, and others. Some of the relevant papers are .

The foliation $``$ will be said to be without holonomy if the germinal holonomy group of each leaf of $``$ is trivial.

Let $``$ denote a smooth one-dimensional foliation of $`M`$ everywhere transverse to $``$. (Cf. \[3, 5.1.2\].) It is convenient to work with biregular coordinate charts for the pair $`(,)`$. These are charts that define foliation boxes for both $``$ and $``$ simultaneously, having local coordinate maps $`\phi :UMV^{n1}\times ^1`$, $`\phi (p)=(x(p),y(p))`$, such that $`x=\text{constant}`$ corresponds to plaques of $``$ while $`y=\text{constant}`$ corresponds to plaques of $``$. A biregular cover is an atlas comprised of biregular coordinate charts. Such covers exist. (Cf. \[3, 5.1.4\].) From now on $``$ will denote a fixed transverse foliation to $``$ and any foliation box will be assumed without mention to be biregular.

An open $``$-saturated set $`U`$ is a called a foliated product if it is connected and $`|_U`$ fibers $`U`$ by open intervals over some $`(n1)`$-dimensional manifold $`B`$. Since $``$ is orientable, a foliated product is a trivial interval bundle, homeomorphic to $`B\times (0,1)`$ (although the foliation need not be the product foliation). Each leaf of $``$ in $`U`$ with the restriction to it of the bundle map is a covering space of $`B`$. We note, in particular, that each closed transversal that meets $`U`$ has to meet every leaf in $`U`$. Let $`d`$ be the topological metric on $`U`$ induced by the restriction to $`U`$ of a Riemannian metric on $`M`$ and denote by $`\widehat{U}`$ the completion of $`U`$ in the metric $`d`$.

An $``$-saturated set $`U`$ is a called a foliated bundle if it is connected and $`|_U`$ fibers $`U`$ over some $`(n1)`$-dimensional manifold $`B`$. (This is more general than a foliated product, because there is no restriction on the fibers.) An $``$-saturated set $`U`$ is a called a trivially foliated product if there is a connected $`1`$-manifold $`F`$ (possibly with boundary), a connected $`(n1)`$-dimensional manifold $`B`$, and a diffeomorphism from $`U`$ to $`B\times F`$, that carries $`|_U`$ and $`|_U`$ to the product foliations of $`B\times F`$.

###### Theorem 2.1 (Dippolito )

Let $`U`$ be a connected $``$-saturated open set. $`\widehat{U}`$ is a connected manifold with finitely many boundary components. The interior of $`\widehat{U}`$ is $`U`$ and the inclusion $`i:UM`$ extends to an immersion $`\widehat{\iota }`$ of $`\widehat{U}`$ into $`M`$ that sends the boundary components of $`\widehat{U}`$ onto boundary leaves of $`U`$. If $`L^{}`$ is a boundary leaf of $`U`$ then $`\widehat{\iota }^1(L^{})`$ consists of one or two components of the boundary of $`\widehat{U}`$, each component being mapped bijectively to $`L^{}`$ by $`\widehat{\iota }`$. Both $``$ and $``$ pull-back under $`\widehat{\iota }`$ to well-defined foliations on $`\widehat{U}`$. If $`U`$ is a foliated product, then $`\widehat{U}`$ is a foliated bundle whose fibers are compact intervals.

Proof. This is \[3, 5.2.10, 5.2.11, 5.2.12\] as well as the remarks after 5.2.12 of the same reference. $`\mathrm{}`$

The foliation of $`\widehat{U}`$ obtained by the pull-back of $``$ will be denoted $`\widehat{}`$.

###### Theorem 2.2 (Sacksteder )

Let $``$ be a transversely orientable foliation of class $`C^2`$ and codimension one on a compact manifold. Then the following are equivalent:

1. There exists a bounded transverse invariant measure $`\mu `$.
2. Either $``$ has a compact leaf or $``$ is without holonomy.

Proof. This is \[8, 2.3.8\]. $`\mathrm{}`$

###### Theorem 2.3

Let $``$ be a transversely orientable foliation of class $`C^2`$ and codimension-one of a compact manifold $`M`$. Let $`U`$ be a connected $``$-saturated open set and suppose that $`|_U`$ is without holonomy. Then either every leaf of $`|_U`$ is closed and $`|_U`$ fibers over a connected $`1`$-manifold, or each leaf of $`|_U`$ is dense in $`U`$. Furthermore, if $`|_U`$ is a fibration over a $`1`$-manifold $`B`$, but $`(\widehat{U},\widehat{})`$ is not a trivially foliated product, then $`BS^1`$.

Proof. This is \[3, 9.1.4, 9.1.6\]. $`\mathrm{}`$

###### Theorem 2.4

Let $``$ be a transversely orientable foliation of class $`C^2`$ and codimension-one. Let $`UM`$ be a connected, nonempty, open, $``$-saturated set.

1. Suppose that $`(U,|_U)`$ is without holonomy. Then there is a $`C^0`$ flow

$$\mathrm{\Phi }:\times \widehat{U}\widehat{U}$$

that fixes the points of $`\widehat{U}`$, carries leaves diffeomorphically to leaves and is transitive on the set of leaves of $`|_U`$. Furthermore, $`|_𝒰`$ admits a transverse-invariant nonatomic measure $`\mu `$ of full support that is bounded on compact subsets of $`U`$ and assigns to each transverse arc $`\{\mathrm{\Phi }_t(p)|t(a,b)\}`$ the measure $`ba`$.
2. Conversely, if $`(U,|_U)`$ admits a nonatomic transverse invariant measure $`\mu `$ of full support, then $`|_𝒰`$ is without holonomy and there exists a continuous flow $`\mathrm{\Phi }`$ that carries leaves diffeomorphically to leaves, transitively on the set of leaves. $`\mathrm{\Phi }`$ is related to $`\mu `$ in the way described in part 1 of this theorem.

Proof. This is a special case of \[3, 9.2.1\]. The transverse-invariant measure is described in the proof given in the reference. See also . $`\mathrm{}`$

## 3 Proof of Theorem 1.1

Suppose that a $`\mathrm{\Gamma }`$-action satisfying the assumptions of Theorem 1.1 has been fixed. We may assume, by passing to a finite-index subgroup of $`\mathrm{\Gamma }`$, that the $`\mathrm{\Gamma }`$-action preserves the transverse orientation for $``$.

The $`\mathrm{\Gamma }`$-action will be said to be fixing if there exists a finite-index subgroup $`\mathrm{\Gamma }^{}`$ of $`\mathrm{\Gamma }`$ and a compact leaf $`L`$ such that every element of $`\mathrm{\Gamma }^{}`$ sends $`L`$ to itself.

A nonempty $``$-saturated subset $`𝒫`$ of $`M`$ will be called $``$-perfect if for every differentiable curve $`\alpha :(a,a)M`$, $`a>0`$, transverse to $``$, the intersection of $`𝒫`$ with the image of $`\alpha `$ is a perfect set.

###### Lemma 3.1

If $``$ has a compact leaf and the $`\mathrm{\Gamma }`$-action is not fixing, then there exists a compact, $``$-saturated, $``$-perfect, $`\mathrm{\Gamma }`$-invariant set $`𝒫M`$, that is the union of compact, mutually homeomorphic leaves.

Proof. Let $`𝒞`$ denote the union of all compact leaves of $``$ of a same homeomorphism type. A nonempty set of this kind exists since $``$ has a compact leaf. It is also clear that $`𝒞`$ is invariant under every automorphism of $``$. Furthermore, by a theorem of Haefliger, \[3, 6.1.1\], $`𝒞`$ is compact. Let

$$𝒜=\{A𝒞A\text{ is compact, nonempty, }\text{-saturated, and }\mathrm{\Gamma }\text{-invariant}\}.$$

By Zorn’s lemma, $`𝒜`$ has an element $`A`$ that is minimal under inclusion.

We define the derived set $`A^{}`$ of $`A`$ as the subset of $`A`$ comprised of the union of all leaves $`LA`$ whose points are limits of sequences in the complement of $`L`$ in $`A`$. If $`A`$ is the union of finitely many leaves, a finite-index subgroup of $`\mathrm{\Gamma }`$ would send each of those finitely many leaves to itself, contradicting the assumption that the $`\mathrm{\Gamma }`$-action is not fixing. Therefore $`A^{}`$ is nonempty. It is easy to see that $`A^{}𝒜`$, so $`A=A^{}`$ by the minimality of $`A`$. Therefore, $`𝒫:=A`$ satisfies the properties required in the lemma. $`\mathrm{}`$

###### Proposition 3.2

If $`𝒫=M`$, then the foliation fibers over the circle.

Proof. This is immediate from Theorem 2.2 and the easy fact that $``$ is, in this case, without holonomy. $`\mathrm{}`$

The connected components of $`M𝒫`$ will be called the gaps of $`𝒫`$.

###### Lemma 3.3

Suppose that $`𝒫`$ is a proper subset of $`M`$, and the $`\mathrm{\Gamma }`$-action is not fixing. Then

1. each gap is bounded by two leaves of $`𝒫`$, and
2. there exists a finite open cover $`\{V_1,\mathrm{},V_k\}`$ of $`M`$ by foliated products such that each $`V_i`$ is bounded by two leaves in $`𝒫`$.

Proof. We first remark that each connected component of $`W=M𝒫`$ is a foliated product. In fact, by \[3, 5.2.9\], only finitely many connected components of $`W`$ fail to be foliated products. Suppose that there are connected components of $`W`$ which are not foliated products and denote them by $`W_1,\mathrm{},W_l`$. Since any homeomorphism $`\gamma \mathrm{\Gamma }`$ must send each $`W_i`$ into some (possibly the same) $`W_j`$, one obtains a homomorphism of $`\mathrm{\Gamma }`$ into the group of permutations of $`l`$ symbols, from which it follows that some finite-index subgroup of $`\mathrm{\Gamma }`$ sends each $`W_i`$ to itself. In particular, this subgroup would permute the boundary components of a $`W_i`$. By \[3, 5.2.5\] the boundary of a connected $``$-saturated open set consists of the union of a finite number of leaves, which in this case must be elements of $`𝒫`$. But then a finite-index subgroup of $`\mathrm{\Gamma }`$ would send one leaf in $`𝒫`$ to itself, contradicting the assumption that the action is not fixing.

A leaf in $`𝒫`$ will be called a border leaf of $`𝒫`$ if it is a component of the boundary of a gap. If $`𝒫`$ is not all of $`M`$, there must be a countable infinity of gaps, since otherwise $`𝒫`$ would be contained in the union of the finitely many boundary leaves of a finite number of connected $``$-saturated open sets. Each border leaf $`L`$ of $`𝒫`$ is a boundary component of a gap and on the side of $`L`$ opposite the gap a sequence of leaves in $`𝒫`$ accumulates on $`L`$.

If a leaf $`L`$ of $`𝒫`$ does not bound a gap, then $`L`$ is a limit of sequences of leaves in $`𝒫`$ on both of its sides, so that \[3, 5.3.4\] (due to Dippolito ) immediately yields a foliated product neighborhood of $`L`$.

We claim that boundary of each gap of $`𝒫`$ consists of two (distinct) leaves in $`𝒫`$, and that the closure of each gap is contained in a foliated product bounded by two leaves in $`𝒫`$. The interiors of these foliated products together with the interiors of the foliated products of the previous paragraph form an open cover for $`M`$. Since $`M`$ is compact, we can extract a finite open cover.

All that is left is to prove the claim. Let $`W`$ denote a gap of $`𝒫`$. We have seen that it is a foliated product. Denote by $`B`$ the base manifold. The boundary of $`W`$ consists of two (distinct) leaves in $`𝒫`$. (There are not more than two leaves by Theorem 2.1. If a single leaf of $`𝒫`$ bounded $`W`$ on both sides, this would be an isolated leaf, which is not the case.) The boundary leaves are homeomorphic to $`B`$ (notice that the boundary leaves of $`\widehat{W}`$ are homeomorphic to the base of the fibration on $`\widehat{W}`$) and $`\widehat{W}`$ maps bijectively onto the closure of $`W`$ under the map $`\widehat{\iota }`$. Since the boundary leaves $`L_1`$ and $`L_2`$ are compact, it is possible to find neighborhoods $`U_1`$ and $`U_2`$ of $`L_1`$ and $`L_2`$, respectively, such that $`U_i|_{}`$ is a trivial bundle over $`L_i`$, $`i=1,2`$, not necessarily $``$-saturated. To obtain $``$-saturated $`U_i`$, one applies \[3, 5.3.4\]. The union of $`W`$, $`U_1`$ and $`U_2`$ (for sufficiently small $`U_i`$) gives the desired neighborhood. $`\mathrm{}`$

For $`x𝒫`$, let $`L_x`$ be the leaf of $``$ that contains $`x`$. Define an equivalence relation $``$ on $`𝒫`$ by specifying that $`xy`$ if either $`L_xL_y`$ is the boundary of a gap of $`𝒫`$, or $`L_x=L_y`$. (In particular, if $`𝒫=M`$, then $`xy`$ if and only if $`L_x=L_y`$.) Note that each equivalence class is either a leaf or the union of two leaves.

###### Lemma 3.4

If $`\mathrm{\Gamma }`$ is as in Theorem 1.1 and $``$ has a compact leaf, but the $`\mathrm{\Gamma }`$-action is not fixing, then $`𝒫/`$ is homeomorphic to $`S^1`$.

Proof. We may assume $`𝒫`$ is a proper subset of $`M`$; otherwise, the desired conclusion follows from Lemma 3.2. It is immediate from Lemma 3.3 (and the “waterfall construction” described in \[3, 3.3.7\]) that there exists a closed transversal, $`\alpha `$, of $``$ that intersects each leaf of $`𝒫`$ exactly once. The intersection $`\alpha 𝒫`$ is a perfect set in the embedded circle $`\alpha `$, and the saturations of the gaps of this perfect set are the gaps of $`𝒫`$. Thus, the desired conclusion follows from the elementary observation that, by identifying the two endpoints of each of the gaps of $`\alpha 𝒫`$ to a single point, we obtain a quotient that is homeomorphic to a circle. $`\mathrm{}`$

Suppose the $`\mathrm{\Gamma }`$-action is not fixing, and let $`𝒫`$ be as in Lemma 3.1. The action of $`\mathrm{\Gamma }`$ on $`𝒫`$ factors through to an action of $`\mathrm{\Gamma }`$ by homeomorphisms of $`𝒫/`$. Now Lemma 3.4 implies that $`𝒫/`$ is homeomorphic to $`S^1`$, so, by assumption, $`\mathrm{\Gamma }`$ must have a finite orbit on $`𝒫/`$. This finite orbit yields a $`\mathrm{\Gamma }`$-invariant, finite collection of compact leaves in $`𝒫`$. Then some finite-index subgroup of $`\mathrm{\Gamma }`$ fixes each of these compact leaves. This proves Theorem 1.1.

## 4 Proof of Corollary 1.2

Suppose that $``$ admits a transverse invariant measure.

If $``$ has a compact leaf, then Theorem 1.1 implies that some finite-index subgroup $`\mathrm{\Gamma }^{}`$ of $`\mathrm{\Gamma }`$ fixes some compact leaf $`L`$. Then $`\mathrm{\Gamma }^{}`$ fixes the atomic measure $`\mu `$ supported on the single leaf $`L`$, so the conclusion of Corollary 1.2 holds.

Thus, we may assume that no leaf of $``$ is compact. Therefore, from Theorems 2.2 and 2.3, it follows that $``$ is a minimal foliation (that is, every leaf is dense in $`M`$). Then Corollary 4.2 below completes the proof of Corollary 1.2.

Corollary 4.2 is stated in greater generality than needed for the proof of Corollary 1.2 because it will be used in the given form for the proof of Theorem 1.3.

###### Proposition 4.1 (cf. \[8, Thm. X.2.3.3, p. 272\])

Let $`U`$ be a connected, $`\mathrm{\Gamma }`$-invariant, $``$-saturated open set. We suppose that the boundary of $`U`$ is either empty or consists of finitely many $`\mathrm{\Gamma }`$-invariant compact leaves. We also suppose that each leaf of $``$ in $`U`$ is dense in $`U`$. Let $`\mu `$ be a transverse invariant measure on $`U`$ that is bounded on each compact subset of $`U`$.

If $`\mu ^{}`$ is another transverse invariant measure on $`U`$ that is bounded on each compact subset of $`U`$, then $`\mu ^{}`$ is a scalar multiple of $`\mu `$.

###### Corollary 4.2

Let $`U`$ be a connected, $`\mathrm{\Gamma }`$-invariant, $``$-saturated open set. We suppose that the boundary of $`U`$ is either empty or consists of finitely many $`\mathrm{\Gamma }`$-invariant compact leaves. We also suppose that each leaf of $``$ in $`U`$ is dense in $`U`$. Let $`\mu `$ be a transverse invariant measure on $`U`$ which is bounded on any compact subset of $`U`$. Then

1. $`\mu `$ is $`\mathrm{\Gamma }`$-invariant; and
2. $`[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is a finite-index subgroup of $`\mathrm{\Gamma }`$ that fixes each leaf in $`U`$.

Proof. (1) For each $`\gamma \mathrm{\Gamma }`$, Proposition 4.1 implies there is some $`c(\gamma )^+`$, such that $`\gamma _{}\mu =c(\gamma )\mu `$. It is easy to see that $`c:\mathrm{\Gamma }^+`$ is a homomorphism, so, because $`^+`$ is abelian and has no nontrivial finite subgroups, Lemma 4.3 implies $`c(\mathrm{\Gamma })=1`$. Thus, $`\mu `$ is $`\mathrm{\Gamma }`$-invariant.

(2) We use the notations of Theorem 2.4, where the Sacksteder flow $`\mathrm{\Phi }_t`$ is defined. Integration of $`\mu `$ over closed curves representing elements of $`\pi _1(M)`$ yields a homomorphism $`\rho :\pi _1(M)`$ whose image group, $`P(\mu )`$, is called the group of periods of $`\mu `$ \[3, 9.3.4\]. This is a finitely generated abelian subgroup of $``$. The group of periods can be characterized by the following property (\[3, 9.3.6\]): $`\mathrm{\Phi }_t`$ sends every leaf to itself exactly when $`tP(\mu )`$.

Define for each $`pM`$ and each $`\gamma \mathrm{\Gamma }`$ a class $`[t]/P(\mu )`$ where $`t`$ is any real number such that $`\mathrm{\Phi }_t(p)`$ lies in the leaf of $`\gamma (p)`$. Then the correspondence $`\gamma [t]`$ gives a well-defined homomorphism, $`h`$ from $`\mathrm{\Gamma }`$ into $`/P(\mu )`$. Because $`/P(\mu )`$ is abelian, we know that $`[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is in the kernel of $`h`$, so $`[\mathrm{\Gamma },\mathrm{\Gamma }]`$ sends every leaf to itself. Furthermore, Lemma 4.3 below asserts that $`[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is a finite-index subgroup of $`\mathrm{\Gamma }`$. $`\mathrm{}`$

###### Lemma 4.3

If each homomorphism of a group $`\mathrm{\Gamma }`$ into the group of homeomorphisms of the circle has a finite orbit, then $`A:=\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is a finite group.

Proof. $`A`$ is a finitely generated abelian group and if it is not finite we can find a homomorphism from $`\mathrm{\Gamma }`$ onto $``$; but $``$ clearly acts faithfully on the circle with no finite orbits (for example, by mapping $`1`$ to an irrational rotation), so the action of $`\mathrm{\Gamma }`$ would not have any finite orbits. $`\mathrm{}`$

## 5 Proof of Theorem 1.3

The following lemma is a slight generalization of the Thurston Stability Theorem :

* we only assume the action of $`\mathrm{\Gamma }`$ is germinal, rather than being globally defined; and
* we do not assume that each element of $`\mathrm{\Gamma }`$ is defined in a neighborhood of $`0`$, but only on a set $`X`$ that accumulates at $`0`$.

For completeness, we provide a proof, although Thurston’s original proof can easy be generalized to this setting.

###### Lemma 5.1 (Thurston, cf. )

Suppose $`\mathrm{\Gamma }`$ is a finitely generated group, $`X`$ is a compact subset of $`[0,1]`$ that accumulates at $`0`$, and, for each $`\gamma \mathrm{\Gamma }`$, we have a $`C^1`$ diffeomorphism $`\varphi _\gamma :[0,a_\gamma )[0,b_\gamma )`$, for positive constants $`a_\gamma `$ and $`b_\gamma `$. Assume

1. $`\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is finite; and
2. for each $`\gamma _1,\gamma _2\mathrm{\Gamma }`$, there exists $`c>0`$, such that $`\varphi _{\gamma _1\gamma _2}|_{[0,c]X}=\varphi _{\gamma _1}\varphi _{\gamma _2}|_{[0,c]X}`$.

Then there exists $`a>0`$, such that, for every $`\gamma \mathrm{\Gamma }`$ and $`x[0,a)X`$, we have $`\varphi _\gamma (x)=x`$.

Proof. (cf. ) We use nonstandard analysis. Let $`x\widehat{X}`$ with $`x0`$. (We use $`\widehat{X}`$ to denote the nonstandard set corresponding to $`X`$, and we write $`ab`$ if $`ab`$ is infinitesimal.) It suffices to show that $`\varphi _\gamma (x)=x`$ for every $`\gamma \mathrm{\Gamma }`$. Suppose not, and let $`ϵ=\text{max}_{\gamma F}|\varphi _\gamma (x)x|`$, where $`F`$ is some (fixed) finite generating set for $`\mathrm{\Gamma }`$.

Define $`d:\mathrm{\Gamma }(0,\mathrm{})`$ by

$$d(\gamma )=\text{Re}\left(\frac{\varphi _\gamma (x)}{x}\right)=\varphi _\gamma ^{}(0).$$

Then $`d`$ is a homomorphism, so (1) implies $`d(\gamma )=1`$ for every $`\gamma `$. Therefore, for each $`\gamma \mathrm{\Gamma }`$, we have

$`\varphi _\gamma (y)=y+o(y)`$ whenever $`y0`$. (5.2)
For $`\gamma \mathrm{\Gamma }`$, and $`y_1,y_2\widehat{X}`$ with $`y_1y_20`$, the Mean Value Theorem implies there is some $`\xi 0`$, such that

$$\varphi _\gamma (y_1)\varphi _\gamma (y_2)=\varphi _\gamma ^{}(\xi )(y_1y_2).$$

Furthermore, because $`\varphi _\gamma ^{}(0)=1`$ and $`\varphi _\gamma ^{}`$ is continuous, we have $`\varphi _\gamma ^{}(\xi )=1+o(1)`$, so

$$\varphi _\gamma (y_1)\varphi _\gamma (y_2)=\left(1+o(1)\right)(y_1y_2)=y_1y_2+o(y_1y_2).$$
(5.3)
By induction on word length (and using Eq. (5.3), much as in the multi-line displayed equation below), we see that $`\varphi _\gamma (x)x=O(ϵ)`$, for every $`\gamma \mathrm{\Gamma }`$. Thus, we may define $`f:\mathrm{\Gamma }`$ by

$$f(\gamma )=\text{Re}\left(\frac{\varphi _\gamma (x)x}{ϵ}\right).$$

For $`\gamma ,\lambda \mathrm{\Gamma }`$, we have

$`f(\gamma \lambda )`$ $`{\displaystyle \frac{\varphi _{\gamma \lambda }(x)x}{ϵ}}`$
$`={\displaystyle \frac{\varphi _\gamma (x)x}{ϵ}}+{\displaystyle \frac{\varphi _{\gamma \lambda }(x)\varphi _\gamma (x)}{ϵ}}`$
$`={\displaystyle \frac{\varphi _\gamma (x)x}{ϵ}}+{\displaystyle \frac{\varphi _\lambda (x)x+o\left(\varphi _\lambda (x)x\right)}{ϵ}}`$
$`{\displaystyle \frac{\varphi _\gamma (x)x}{ϵ}}+{\displaystyle \frac{\varphi _\lambda (x)x}{ϵ}}`$
$`f(\gamma )+f(\lambda ),`$
so $`f(\gamma \lambda )=f(\gamma )+f(\lambda )`$, which means that $`f`$ is a homomorphism. Because $`\mathrm{\Gamma }/[\mathrm{\Gamma },\mathrm{\Gamma }]`$ is finite, we conclude that $`f(\gamma )=0`$ for every $`\gamma \mathrm{\Gamma }`$. Therefore $`\varphi _\gamma (x)=x`$ for every $`\gamma \mathrm{\Gamma }`$. $`\mathrm{}`$

All the assumptions of Theorem 1.3 are in force from now on.

###### Lemma 5.4

Let $`\mathrm{\Gamma }^{}`$ be a finite-index subgroup of $`\mathrm{\Gamma }`$ and suppose that $`W`$ is a connected, open, $`\mathrm{\Gamma }^{}`$-invariant, $``$-saturated subset of $`M`$ whose boundary components are $`\mathrm{\Gamma }^{}`$-invariant compact leaves. If the compact leaves accumulate on a boundary component $`L`$ of $`\widehat{W}`$, then all the compact leaves in some foliated neighborhood of $`L`$ in $`\widehat{W}`$ are also $`\mathrm{\Gamma }^{}`$-invariant.

Proof. Let $`U`$ be a connected, $`\widehat{}`$-saturated neighborhood of $`L`$ in $`\widehat{W}`$. We may assume $`U`$ is so small that there is a complete $`C^1`$ transversal $`\alpha :[0,1]U`$ of $`U`$, such that each compact leaf in $`U`$ meets $`\alpha `$ exactly once. We may assume $`\alpha (0)L`$.

As the $`\mathrm{\Gamma }`$-action and the foliation (hence the local holonomy maps) are $`C^1`$, we can construct, for each $`\gamma \mathrm{\Gamma }^{}`$, a $`C^1`$ diffeomorphism $`\varphi _\gamma :[0,a_1][0,a_2]`$, for positive constants $`a_i`$, such that $`\alpha \left(\varphi _\gamma (t)\right)`$ is on the same leaf as $`\gamma \left(\alpha (t)\right)`$, for each $`t[0,a_1]`$. Let

$$X=\{x[0,1]\alpha (x)\text{ is on a compact leaf}\}.$$

From Lemma 4.3, we know that $`\mathrm{\Gamma }^{}/[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$ is finite. Therefore, Lemma 5.1 applies, so we conclude that there is an interval $`[0,a)`$, such that $`\alpha (x)`$ is on the same leaf as $`\gamma \left(\alpha (x)\right)`$, for all $`xX[0,a)`$. So $`\mathrm{\Gamma }^{}`$ fixes the compact leaf containing $`\alpha (x)`$, for each $`xX[0,a)`$. $`\mathrm{}`$

###### Lemma 5.5

If a finite group $`H`$ acts on the circle by orientation preserving $`C^1`$-diffeomorphisms, then the action of the commutator subgroup $`[H,H]`$ is trivial.

Proof. By a standard averaging procedure $`H`$ can be assumed to act by isometries of a Riemannian metric on the circle. Therefore the action corresponds to a homomorphism of $`H`$ into the group of rotations of the circle, which is an abelian group. If follows that the commutator subgroup must act trivially. $`\mathrm{}`$

###### Lemma 5.6

Let $`\mathrm{\Gamma }^{}`$ be a finite-index subgroup of $`\mathrm{\Gamma }`$ and suppose that $`WM`$ is a connected, open, $`\mathrm{\Gamma }^{}`$-invariant, $``$-saturated subset, such that the boundary components of $`W`$ are $`\mathrm{\Gamma }^{}`$-invariant compact leaves, and every compact leaf in $`W`$ is $`\mathrm{\Gamma }^{}`$-invariant. Then all leaves in $`W`$ are $`[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$-invariant.

Proof. The complement in $`W`$ of the set of compact leaves is a countable union of connected, $`\mathrm{\Gamma }^{}`$-invariant, $``$-saturated sets $`U_i`$, $`i=1,2,\mathrm{}`$, such that the boundary of each $`U_i`$ is the union of at most $`2`$ compact, $`\mathrm{\Gamma }^{}`$-invariant leaves. Since there are no compact leaves in each of the $`U_i`$, each leaf of $`|_{U_i}`$ is, by assumption, without holonomy. Theorem 2.3 implies that either

1. $`|_{U_i}`$ fibers over the circle; or
2. $`(\widehat{U}_i,\widehat{})`$ fibers over $`[0,1]`$; or
3. every leaf of $`|_{U_i}`$ is dense in $`U_i`$.

In Case 1, we obtain a $`C^1`$ action of $`\mathrm{\Gamma }^{}`$ on the circle. This action has to be finite, that is, a finite-index subgroup of $`\mathrm{\Gamma }^{}`$ must leave invariant each leaf in $`U_i`$. From Lemma 5.5, we know that this normal subgroup contains the commutator subgroup $`[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$.

In Case 2, we obtain a $`C^1`$ action of $`\mathrm{\Gamma }^{}`$ on $`[0,1]`$. Lemma 5.1 implies that this action is trivial.

In Case 3, we can apply Theorem 2.4(1) and Lemma 4.2(2) to conclude that each leaf in $`U_i`$ is $`\mathrm{\Gamma }^{}`$-invariant.

Therefore, $`[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$ fixes every leaf of $`W`$. $`\mathrm{}`$

We now conclude the proof of Theorem 1.3. It suffices to show that there is a finite-index subgroup $`\mathrm{\Gamma }^{}`$ of $`\mathrm{\Gamma }`$, such that $`\mathrm{\Gamma }^{}`$ fixes every compact leaf, for then Lemma 5.6 shows that $`[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$ fixes every leaf (and Lemma 4.3 implies that $`[\mathrm{\Gamma }^{},\mathrm{\Gamma }^{}]`$ has finite index in $`\mathrm{\Gamma }`$).

We may assume that $``$ has a compact leaf. Then Theorem 1.1 states that there is a finite-index subgroup $`\mathrm{\Gamma }^{}`$ of $`\mathrm{\Gamma }`$, and a compact leaf $`L_0`$ of $``$, such that $`\mathrm{\Gamma }^{}`$ fixes $`L_0`$. Let $`W_0`$ be the complement of the union of all the compact leaves of $``$. From Theorem 2.1, we know that only finitely many components $`U_1,U_2,\mathrm{},U_k`$ of $`W_0`$ fail to be foliated products, and that each of these components has only finitely many boundary leaves, so, replacing $`\mathrm{\Gamma }^{}`$ with a finite-index subgroup, we may assume that

$`\mathrm{\Gamma }^{}`$ fixes each $`U_i`$, and its boundary components. (5.7)
We claim that $`\mathrm{\Gamma }^{}`$ fixes every compact leaf. (This will complete the proof.)

Because $`M`$ is connected, it suffices to show, for each $`\mathrm{\Gamma }^{}`$-invariant compact leaf $`L`$, that there are connected, open, $`\mathrm{\Gamma }^{}`$-invariant, $``$-saturated subsets $`U^+`$ and $`U^{}`$ of $`M`$ whose boundary consists of compact leaves, such that

* $`\mathrm{\Gamma }^{}`$ fixes each compact leaf in the closure of $`U^+U^{}`$;
* $`L`$ is a border leaf of both $`U^+`$ and $`U^{}`$; and
* $`U^+`$ is on the positive side of $`L`$ and $`U^{}`$ is on the negative side of $`L`$.

Fix a $`\mathrm{\Gamma }^{}`$-invariant compact leaf $`L`$.

If the compact leaves accumulate on the positive side of $`L`$, then Lemma 5.4 provides an appropriate $`\mathrm{\Gamma }^{}`$-invariant open set $`U^+`$.

If the compact leaves do not accumulate on the positive side of $`L`$, then, on its positive side, $`L`$ is part of the boundary of a component $`U^+`$ of $`W_0`$. If $`U^+`$ is not a foliated product, then, from (5.7), we know that $`\mathrm{\Gamma }^{}`$ fixes each boundary component of $`U^+`$, as desired. Now suppose that $`U`$ is a foliated product. Then the boundary of $`U`$ consists of at most two compact leaves. One of these boundary leaves is $`L`$, which is known to be $`\mathrm{\Gamma }^{}`$-invariant. Thus the second boundary leaf (if it exists) must also be $`\mathrm{\Gamma }^{}`$-invariant.

The construction of $`U^{}`$ is similar. $`\mathrm{}`$