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# Practical scheme for the optimal measuremnet in quantum interferometric devices

## Abstract

We apply a Kennedy-type detection scheme, which was originally proposed for a binary communications system, to interferometric sensing devices. We show that the minimum detectable perturbation of the proposed system reaches the ultimate precision bound which is predicted by Neyman-Pearson hypothesis testing. To provide concrete examples, we apply our interferometric scheme to phase shift detection by using coherent and squeezed probe fields.

It is well known that the ultimate sensing precision of interferometric devices is limited by the quantum mechanical properties of the probing field Lane93 ; Paris97 ; D'Ariano02 . Precision limit analysis has conventionally been studied in the context of a quantum estimation problem Lane93 . The problem was also recently treated as a binary decision problem based on the Neyman-Pearson criterion Paris97 ; D'Ariano02 . This criterion is often applied to the problem of detecting small, low-rate perturbations, such as gravitational waves. The precision limit can be determined by the discrimination ability of the original probe state $`\widehat{\rho }_0`$ and the perturbed probe state $`\widehat{\rho }_1`$.

Neyman-Pearson hypothesis testing NeymanPearson33  is a strategy to maximize the detection probability $`P_{11}`$ for fixed false-alarm probability $`P_{01}`$, where $`P_{11}`$ is the probability that one will infer the state as $`\widehat{\rho }_1`$ correctly, and $`P_{01}`$ is the probability that one will infer the state as $`\widehat{\rho }_1`$ when $`\widehat{\rho }_0`$ is true. Here we consider a small perturbation modeled by a unitary operator $`\widehat{U}_p(g)`$, and the pure probe state $`\widehat{\rho }_0=|\psi _0\psi _0|`$. The small parameter shift to be detected is given by $`g`$. In this restricted case, the maximum detection probability has been analytically derived as Helstrom\_QDET

$$P_{11}=\{\begin{array}{cc}\left[\sqrt{P_{01}\kappa }+\sqrt{(1P_{01})(1\kappa )}\right]^2& 0P_{01}\kappa \\ 1& \kappa P_{01}1\end{array},$$
(1)
where $`\kappa =|\psi _0|\psi _1|^2=|\psi _0|\widehat{U}_p(g)|\psi _0|^2`$ with the perturbed state $`|\psi _1=\widehat{U}_p(g)|\psi _0`$. This general result has been applied to derive minimum detectable perturbation $`g_M`$ Paris97 . Since the minimum threshold for $`P_{11}`$ to detect perturbation is given by

$$P_{11}(g_\mathrm{M};P_{01})=\frac{1}{2},$$
(2)
one can figure out the value of $`g_\mathrm{M}`$ for given probe states from Eqs. (1) and (2).

Although these analyses can be used to predict the bounds of ultimate precision limits for given probe states, they tell us nothing about how to design optimal measurement devices in practice. A practical measurement scheme has only been reported for a certain entangled probe field D'Ariano02 . In this paper, we discuss the practical implementation of optimal measurement based on the so-called Kennedy scheme Kennedy73  which was originally proposed for semi-optimal detection strategy in terms of the average error probability for the binary phase-shift keyed coherent states $`\{|\alpha ,|\alpha \}`$. The scheme consists of the displacement operation $`\widehat{D}(\alpha )=\mathrm{exp}[\alpha \widehat{a}^{}\alpha ^{}\widehat{a}]`$ and the photodetection operation $`\{\widehat{𝐈}|00|,|00|\}`$ discriminating $`|2\alpha `$ and $`|0`$. Since the signal $`|0`$ is perfectly projected into the second measurement operator, in principle, the total bit error rate performance is greatly enhanced. It is indeed semi-optimal to the criterion developed by Helstrom Helstrom\_QDET .

We will now apply this concept to interferometric sensing devices. The outline of our scheme is in Fig. 1(a). The set of measurement operators is given by the POVM

$`\{\begin{array}{c}\widehat{\mathrm{\Pi }}_0=|\psi _0\psi _0|\hfill \\ \widehat{\mathrm{\Pi }}_1=\widehat{𝐈}\widehat{\mathrm{\Pi }}_0\hfill \end{array}.`$ (5)
Since $`\psi _0|\widehat{\mathrm{\Pi }}_0|\psi _0=1`$, the false-alarm probability $`P_{01}`$ is always zero. The detection probability $`P_{11}`$ is given by

$$P_{11}=\psi _1|(\widehat{𝐈}\widehat{\mathrm{\Pi }}_0)|\psi _1=1\kappa .$$
(6)
Comparing these probabilities to the predicted bound in Eq. (1), we can see that our scheme achieves the optimal POVM for Neyman-Pearson hypothesis testing where the false-alarm probability is zero, i.e. Eq. (6) equals the $`P_{11}(P_{01}=0)`$ of Eq. (1). Obviously, the minimum detectable perturbation $`g_\mathrm{M}`$ derived from Eq. (6) achieves the ultimate limit predicted by the Neyman-Pearson approach.

As a concrete example, let us now discuss an ordinary interferometer which detects small phase shifts given by the operator $`\widehat{U}_p=\mathrm{exp}(i\widehat{n}\phi )`$. Here, $`\widehat{n}`$ is the photon number operator and $`\phi `$ is the parameter for small phase shift. Needless to say, this is the most conventional interferometric device commonly used in various sensing applications.

First, let us consider a coherent state $`|\psi _0=|\alpha `$ as a probe field quantum state. Without loss of generality, we can assume that $`\alpha `$ is real. Figure 1(b) has a possible setup. The coherent probe beam is incident on the blackbox in which phase shifting occurs with very small probability. At the receiving side, the probe field goes through a beamsplitter with the power transmission $`T`$, and it is detected by a photodetector to discriminate whether the field includes zero or non-zero photons. A strong local oscillator $`|\beta `$ interferes with the probe field from the other port of the beamsplitter. As is well known Banaszek99 , in the limits $`T1`$ and $`\beta \mathrm{}`$, the beamsplitter works as a displacement operator $`\widehat{D}(\sqrt{1T}\beta )`$. For our purposes, the displacement has been carefully tuned to $`\sqrt{1T}\beta =\alpha `$. The inference probabilities $`P_{11}`$ and $`P_{01}`$ can then be calculated as

$`P_{11}`$ $`=`$ $`1|\alpha |e^{i\widehat{n}\phi }|\alpha |^2`$ (7)
$`=`$ $`1\mathrm{exp}[2\alpha ^2(1\mathrm{cos}\phi )],`$
and $`P_{01}=0`$, respectively. As discussed previously, this achieves the ultimate bound predicted by the Neyman-Pearson optimization procedure, which means that this simple setup provides the best measurement strategy for a coherent probe field. Expanding Eq. (7) into the second order of $`\phi `$ and adopting the minimum threshold condition Eq. (2), we can find the minimum detectable phase shift $`\phi _\mathrm{M}^{coh}`$ as

$$\phi _\mathrm{M}^{coh}\sqrt{\frac{\mathrm{ln}2}{n}},$$
(8)
where $`n=|\alpha |^2`$ is the mean photon number of the probe field.

As a second example, let us consider a Kennedy scheme for a squeezed probe field, as illustrated in Fig. 1(c). The probe field is the so-called “ideal squeezed state Mandel\_OCandQO ” , defined by $`|\psi _0=\widehat{D}(\alpha )\widehat{S}(r)|0`$. Here $`\widehat{S}(\zeta )=\mathrm{exp}[\frac{1}{2}\zeta (\widehat{a}^{\mathrm{\hspace{0.17em}2}}\widehat{a}^2)]`$ and $`r`$ is real and positive. The detection system consists of a displacement beamsplitter $`\widehat{D}^{}(\alpha )`$, a squeezer $`\widehat{S}^{}(r)`$, and a photodetector. Two squeezers may be suitably realized by traveling wave optical parametric amplification (OPA) Kim94 . The overlap $`\kappa `$ is now given by

$`\kappa `$ $`=`$ $`|0|\widehat{S}^{}(r)\widehat{D}^{}(\alpha )e^{i\widehat{n}\phi }\widehat{D}(\alpha )\widehat{S}(r)|0|^2`$ (9)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{\sigma _1\sigma _2}}}\mathrm{exp}[2e^{2r}\alpha ^2(1{\displaystyle \frac{\mathrm{cos}\phi }{\sigma _1\sigma _2}}`$
$`+{\displaystyle \frac{(e^{4r}e^{4r})\mathrm{sin}^2\phi }{4\sigma _1\sigma _2}})],`$
where

$$\sigma _{1,2}=\frac{1}{2}\left(e^{2r}(1\mathrm{cos}\phi )+e^{2r}(1\pm \mathrm{cos}\phi )\right).$$
(10)
For small $`\phi `$, $`\kappa `$ can be approximated to

$$\kappa \frac{1}{\sqrt{1+\mathrm{sinh}^22r\phi ^2}}\mathrm{exp}\left[\frac{e^{2r}\alpha ^2\phi ^2}{1+\mathrm{sinh}^22r\phi ^2}\right].$$
(11)
Then, from Eqs. (2), (6) and (11), the minimum detectable phase shift $`\phi _\mathrm{M}^{sq}`$ is given by

$$\phi _\mathrm{M}^{sq}\sqrt{\frac{1}{\mathrm{sinh}^22r}\left(\frac{2e^{2r}\alpha ^2}{\mathrm{sinh}^22rW(z)}1\right)},$$
(12)
where $`W(x)`$ is the product log function which is defined by the principal solution for $`w`$ in $`x=we^w`$ and $`z`$ is

$$z=\frac{e^{2r}\alpha ^2}{2\mathrm{sinh}^22r}\mathrm{exp}\left[\frac{2e^{2r}\alpha ^2}{\mathrm{sinh}^22r}\right].$$
(13)
It is worth comparing performances by coherent and squeezed probe fields, under the power constraint condition $`n=\overline{n}+\overline{m}=|\alpha |^2+\mathrm{sinh}^2r`$, where $`n`$, $`\overline{n}`$ and $`\overline{m}`$ are the total photon number, $`\overline{n}=|\alpha |^2`$ and $`\overline{m}=\mathrm{sinh}^2r`$, respectively. The minimum detectable phase shift $`\phi _\mathrm{M}`$ for a given $`n`$ is plotted in Fig. 2(a) with $`\overline{m}=0`$(coherent state), $`0.01n`$, $`0.1n`$ and $`n`$(squeezed vacuum), while Fig. 2(b) shows the dependence of $`\phi _\mathrm{M}`$ on the power distribution ratio $`\overline{m}/n`$ for $`n=10`$. The latter clearly indicates that there is an optimal power distribution between $`0<\overline{m}<n`$ to obatain the lowest precision limit $`\phi _\mathrm{M}^{opt}`$. Such $`\phi _\mathrm{M}^{opt}`$ is plotted in Fig. 3 with the corresponding power ratio $`\overline{m}/n`$. As a reference, $`\phi _\mathrm{M}^{opt}`$ is normalized by the $`\phi _\mathrm{M}`$ for the squeezed vacuum, which is denoted by $`\phi _\mathrm{M}^{sv}`$. The figure indicates that, in the limit of large $`n`$, $`\phi _\mathrm{M}^{opt}`$ asymptotically reaches about 98% of $`\phi _\mathrm{M}^{sv}`$ where the power distribution reaches about $`\overline{m}/n0.55`$.

When the power for the probe field is fully used for squeezing, i.e., $`\overline{m}=n`$ and $`\overline{n}=0`$, the $`\phi _\mathrm{M}^{sq}`$ of Eq. (12) can be simplified to

$$\phi _\mathrm{M}^{sv}=\frac{\sqrt{3}}{\mathrm{sinh}2r}=\sqrt{\frac{3}{4n(n+1)}}.$$
(14)
In the limit of large $`n`$, $`\phi _\mathrm{M}`$ is proportional to $`1/n`$. This is similar to that of previous predictions Lane93 ; D'Ariano02 . From Fig. 3 and Eq. (14), we can conclude that when $`n`$ is enough large, $`\phi _\mathrm{M}^{opt}`$ is also proportional to $`1/n`$. Nevertheless, our results clearly show that when we are only allowed to use extremely weak probe field, an optimization of the power distribution certainly improves the precision limit compared to not only coherent state, but also the squeezed vacuum state.

On the other hand, from a practical point of view, it is very difficult to prepare a squeezed state with large $`\overline{m}`$ while large coherent amplitude can easily be generated. If we assume that $`\overline{n}\overline{m}`$, i.e., $`\overline{m}`$ is significantly smaller than $`1/\phi _\mathrm{M}`$, $`\phi _\mathrm{M}^{sq}`$ can simply be calculated by

$$\phi _\mathrm{M}^{sq}=\frac{1}{e^r}\sqrt{\frac{\mathrm{ln}2}{\overline{n}}},$$
(15)
which indicates how squeezing enhances the precision limit of small phase shift detection in a bright squeezed probe field.

We also need to note that even though our scheme can directly be applied to the two-mode squeezed state probing, it has no advantages compared to the single mode squeezed state. This is because the advantage of using the two-mode squeezed state, i.e. entanglement, instead of the single-mode squeezed state for interferometric devices is understood as its stability against the technical phase fluctuations D'Ariano02 , while our scheme requires the use of local oscillators. However, our scheme only requires devices that can presently be obtained and the photodetector restrictions are less severe than with the scheme utilizing entanglement, especially in the extremely weak probe field region, which has the squeezing power that is currently available. While the entanglement scheme assumes to detect the difference of the photon number between two modes D'Ariano02  which means detectors need to resolve the number of photons, our scheme only requires a detector that can discriminate between zero or non-zero photons. This kind of photodetection is possible by extending the current technology e.g., by using an avalanche photodiode (APD) operating in the Geiger mode. In practice, APDs are parametrized by quantum efficiency $`\eta `$ and dark current $`I_d`$ and the latter causes serious false-alarm probability and also decreases the detection probability. Typical quantities for the best devices that are commericially available at present are $`\eta 80\%`$ and $`I_d50`$ counts per second, for example. We therefore need to pursue further quantitative improvements in detecting devices. Nevertheless, we believe that our scheme still represents a straightforward extension of current photodetection technology.

To summarize, we applied the concept of a Kennedy detection scheme, which has been studied in the field of communications theory, to interferometric sensing devices. We showed that the ultimate precision of our physically realizable scheme reaches the ultimate precision bound predicted by Neyman-Pearson hypothesis testing. It allows us to design concrete optimal detection apparatuses for various given probe sources, e.g., coherent or squeezed states. These are useful in various applications where very small signals must reliably be detected, especially in regions where only weak probe power is available.

###### Acknowledgements.

The authors acknowledge Dr. M. Fujiwara and Dr. J. Mizuno for valuable comments and discussions.


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# The last stand before MAP: cosmological parameters from lensing, CMB and galaxy clustering

## I Introduction

An avalanche of precision data has revolutionized our ability to constrain cosmological models and their free parameters in recent years . Around 1998, cosmic microwave background (CMB) data had become good enough to allow a realistic high-dimensional parameter space to be explored by fitting theoretical models directly to the measured CMB power spectrum (e.g., ). In contrast, other cosmological constraints were included merely as priors on individual parameters, for instance the baryon density from Big Bang nucleosynthesis, the matter density from galaxy cluster abundance and the Hubble parameter from direct observations.

With the advent of improved galaxy redshift surveys like PSCz , 2dF  and SDSS , the galaxy power spectrum $`P(k)`$ was upgraded and admitted to the “CMB club”: it was so accurately measured that people started fitting models directly to the measured $`P(k)`$ curve rather than merely to some phenomenological parametrization thereof (say in terms of an amplitude and a “shape parameter”) . The Lyman $`\alpha `$ forest (Ly$`\alpha `$F) power spectrum has now undergone the same upgrade

One promising cosmological probe is still conspicuously absent from this club and has so far been left out in the cold: the cosmic shear power spectrum measured with weak gravitational lensing. Like the CMB, it has the advantage of probing the dark matter distribution directly , without murky bias issues. Despite the spectacular progress since this elusive signal was first detected in 2000 , increasing the sky area covered by almost two orders of magnitude , it has so far only been included in cosmological parameter studies as a prior on two parameters: the power spectrum normalization and the matter density. Yet it has been shown that the detailed shape of the weak lensing power spectrum $`P_\kappa (ł)`$ potentially contains almost as much cosmological information as the CMB , with great prospects for degeneracy breaking and cross-checking.

The goal of this paper is to treat weak lensing on an equal footing with CMB and galaxy clustering, fitting theoretical models directly to the CMB, LSS and lensing power spectra. Our results can also be viewed as the last stand before MAP: using our constraints combining the state-of-the-art available data for a “MAP versus world” comparison next month will provide a powerful test of how realistic the error estimates and underlying assumptions have been in the cosmology community.

The rest of this paper is organized as follows. We present our analysis method in Section II, describe the CMB, galaxy and lensing data used in Section III, compute quantitative model constraints in Section IV and discuss our conclusions in Section V.

## II Method

In this section, we briefly describe our method for constraining cosmological models.

### A General method

We use the grid-based multiparameter analysis method described in detail in , with modifications as described below. It involves the following steps:

1. Compute CMB and galaxy power spectra and the weak lensing aperture mass variance for a grid of models in our 9-dimensional parameter space.
2. Compute a likelihood for each model that quantifies how well it fits the data.
3. Perform 9-dimensional interpolation and marginalization to obtain constraints on individual parameters and parameter pairs.

As in , the we parametrize cosmology with the 11 parameters

$$𝐩(\tau ,\mathrm{\Omega }_\mathrm{k},\mathrm{\Omega }_\mathrm{\Lambda },\omega _{\mathrm{dm}},\omega _\mathrm{b},f_\nu ,n_s,n_t,A_s,r,b).$$
(1)
They are the reionization optical depth $`\tau `$, the primordial amplitudes $`A_s`$, $`rA_s`$ and tilts $`n_s`$, $`n_t`$ of scalar and tensor fluctuations, the bias parameter $`b`$ defined as the ratio between rms galaxy fluctuations and rms matter fluctuations on large scales, and five parameters specifying the cosmic matter budget, curvature $`\mathrm{\Omega }_\mathrm{k}`$, vacuum energy $`\mathrm{\Omega }_\mathrm{\Lambda }`$, cold dark matter $`\mathrm{\Omega }_{\mathrm{cdm}}`$, hot dark matter (neutrinos) $`\mathrm{\Omega }_\nu `$ and baryons $`\mathrm{\Omega }_\mathrm{b}`$. The quantities $`\omega _\mathrm{b}h^2\mathrm{\Omega }_\mathrm{b}`$ and $`\omega _{\mathrm{dm}}h^2\mathrm{\Omega }_{\mathrm{dm}}`$ correspond to the physical densities of baryons and total (cold + hot) dark matter ($`\mathrm{\Omega }_{\mathrm{dm}}\mathrm{\Omega }_{\mathrm{cdm}}+\mathrm{\Omega }_\nu `$), and $`f_\nu \mathrm{\Omega }_\nu /\mathrm{\Omega }_{\mathrm{dm}}`$ is the fraction of the dark matter that is hot. We assume that the galaxy bias $`b`$ is constant on large scales . We make $`A_s`$ as a discretized parameter to marginalize and find a best fit of $`\sigma _8`$ later in computation, as comparing to an undiscretized $`A_s`$ in previous papers. Throughout this paper, we assume a negligible contribution from spatial curvature and massive neutrinos, setting $`\mathrm{\Omega }_\mathrm{k}=f_\nu =0`$. Our final parameter grids are as follows:

* $`\tau =0,0.05,0.1,0.2,0.3,0.5,0.8`$
* $`\mathrm{\Omega }_\mathrm{\Lambda }=0,0.1,\mathrm{}.,1.0`$
* $`\omega _{\mathrm{dm}}=.02,.05,.08,.11,.13,.16,.20,.50`$
* $`\omega _\mathrm{b}=.003,.015,.018,.020,.022,.025,.03,.04,.07`$
* $`n_s=0.5,0.7,0.8,0.9,1.0,1.1,1.2,1.4,1.7`$
* $`n_t=1.0,0.7,0.4,0.2,0.1,0`$
* $`r=0,0.1,0.2,0.3,0.4,0.6,0.8,1.0,1.4,1.8`$
* $`A_s=0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9`$
* $`b=0.5,0.6,0.7,0.8,0.9,1.0,1.1,1.2,1.3,1.4`$

For each grid point in parameter space, we compute CMB and matter power spectra using the method detailed in . We compute the corresponding theoretical lensing predictions as described in the following section. Although these lensing computations follow a fairly standard procedure, our procedure is described explicitly below to make clear which approximations we make.

### B Lensing calculations

The lensing measurements that we will use are quoted in terms of the variance of the aperture mass $`M_{\mathrm{ap}}`$, given by:

$$M_{\mathrm{ap}}^2(\theta )=2\pi _0^{\mathrm{}}\mathrm{}P_\kappa (\mathrm{})\left[\frac{12}{\pi (\mathrm{}\theta )^2}J_4(\mathrm{}\theta )\right]^2𝑑\mathrm{},$$
(2)
where $`J_4`$ is the fourth-order Bessel function of the first kind and $`P_\kappa (\mathrm{})`$ is the convergence power spectrum, given by

$$P_\kappa (\mathrm{})=\frac{9H_0^4\mathrm{\Omega }_\mathrm{m}^2}{4c^4}_0^{w_H}\frac{\overline{W}(w)^2}{a(w)^2}P_\delta ^{nl}[\frac{\mathrm{}}{f_K(w)},z(w)]𝑑w.$$
(3)
Here $`P_\delta ^{nl}(k,z)`$ is the nonlinear mass power spectrum, and $`a(w)=[1+z(w)]^1`$ is the cosmic scale factor. $`w`$ is the radial comoving distance defined by

$$w(z)=_0^z\frac{c}{H(z^{})}𝑑z^{},$$
(4)
and $`w_Hw(\mathrm{})`$ is the comoving distance to the horizon. The time-variation of the Hubble parameter $`H`$ is given by

$$\frac{H}{H_0}=\sqrt{(1+z)^3\mathrm{\Omega }_\mathrm{m}+(1+z)^2(1\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{\Lambda })+\mathrm{\Omega }_\mathrm{\Lambda }}.$$
(5)
$`f_K(w)`$ is the comoving angular diameter distance out to $`w`$, given by

$$f_K(w)=\{\begin{array}{ccc}K^{1/2}\mathrm{sin}(K^{1/2}w)\hfill & K>0\hfill & \\ w\hfill & K=0\hfill & \\ (K)^{1/2}\mathrm{sinh}((K)^{1/2}w)\hfill & K<0\hfill & \end{array}$$
(6)
where $`K`$ is the spatial curvature defined by

$$K\left(\frac{H_0}{c}\right)^2\mathrm{\Omega }_\mathrm{k},\mathrm{\Omega }_\mathrm{k}(1\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\mathrm{\Lambda }).$$
(7)
The weighting function $`\overline{W}(w)`$ is the source-averaged distance ratio

$$\overline{W}(w)=_w^{w_H}G(w^{})\frac{f_K(w^{}w)}{f_K(w^{})}𝑑w^{},$$
(8)
where $`G(w)=G(w(z))`$ is the source redshift distance distribution, usually approximated by a fitting function of the form

$$G(w)=\frac{\beta }{z_0\mathrm{\Gamma }(\frac{1+\alpha }{\beta })}\left(\frac{z}{z_0}\right)^\alpha e^{(z/z_0)^\beta },$$
(9)
with fitting parameters $`z_0`$,$`\alpha `$ and $`\beta `$.

The linear power spectrum at redshift $`z`$ is related to the present one by

$$P_\delta ^{\mathrm{linear}}(z,k)=\left[\frac{g(z)}{g(0)}\right]^2P_\delta ^{\mathrm{linear}}(0,k),$$
(10)
where the linear growth factor $`g(z)`$ is approximately given by

$$g(z)\frac{5}{2}\mathrm{\Omega }_\mathrm{m}^z\left[\mathrm{\Omega }_{\mathrm{m}}^{z}{}_{}{}^{4/7}\mathrm{\Omega }_\mathrm{\Lambda }^z+\left(1+\frac{\mathrm{\Omega }_\mathrm{m}^z}{2}\right)\left(1+\frac{\mathrm{\Omega }_\mathrm{\Lambda }^z}{70}\right)\right]^1.$$
(11)
Here the parameters $`\mathrm{\Omega }_\mathrm{m}^z`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }^z`$ are those at redshift $`z`$, given by the present values $`\mathrm{\Omega }_\mathrm{m}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ through the relations

$$\mathrm{\Omega }_\mathrm{m}^z=\left[\frac{H_0}{H(z)}\right]^2\mathrm{\Omega }_\mathrm{m}(1+z)^3,$$
(12)
$$\mathrm{\Omega }_\mathrm{\Lambda }^z=\left[\frac{H_0}{H(z)}\right]^2\mathrm{\Omega }_\mathrm{\Lambda },$$
(13)
with $`H(z)`$ given by equation (5).

The power spectrum $`P_\delta ^{nl}(k)`$ needed in equation (3) is the nonlinear one rather than the linear one $`P_\delta ^l(k)`$ given by equation (10). Based on a pioneering idea of Hamilton et al. , a series of approximations  have been developed for approximating the former using the latter. In terms of the dimensionless power

$$\mathrm{\Delta }^2(k)\frac{4\pi }{(2\pi )^3}k^3P_\delta (k),$$
(14)
the linear power $`\mathrm{\Delta }_\mathrm{l}`$ on scale $`k_\mathrm{l}`$ is approximately related to the nonlinear power $`\mathrm{\Delta }_{\mathrm{nl}}`$ on a smaller nonlinear scale $`k_{\mathrm{nl}}`$. We use the Peacock & Dodds’ approximation , where this mapping is given by

$$\mathrm{\Delta }_{nl}^2(k_{nl})=f_{nl}\left[\mathrm{\Delta }_l^2(k_l)\right]$$
(15)
and

$$k_l=\left[1+\mathrm{\Delta }_{nl}^2(k_{nl})\right]^{1/3}k_{nl},$$
(16)
with a fitting function

$$f_{nl}(x)=x\left\{\frac{1+B\beta x+(Ax)^{\alpha \beta }}{1+\left[\frac{(Ax)^\alpha g(0)^3}{(Vx^{1/2})}\right]^\beta }\right\}^{1/\beta },$$
(17)
parametrized by

$`A`$ $`=`$ $`0.482(1+n_{\mathrm{eff}}/3)^{0.947},`$ (18)
$`B`$ $`=`$ $`0.226(1+n_{\mathrm{eff}}/3)^{1.778},`$ (19)
$`\alpha `$ $`=`$ $`3.310(1+n_{\mathrm{eff}}/3)^{0.224},`$ (20)
$`\beta `$ $`=`$ $`0.862(1+n_{\mathrm{eff}}/3)^{0.287},`$ (21)
$`V`$ $`=`$ $`11.55(1+n_{\mathrm{eff}}/3)^{0.423}.`$ (22)
Here $`g(0)`$ is the linear growth factor of equation (11) evaluated at $`z=0`$ and $`n_{\mathrm{eff}}d\mathrm{ln}P_\delta ^\mathrm{l}(k)/d\mathrm{ln}k_\mathrm{l}`$ is the effective logarithmic slope of the linear power spectrum evaluated at $`k_\mathrm{l}`$. Since this slope should be evaluated for a model without baryonic wiggles, we compute $`n_{\mathrm{eff}}`$ using an the Eisenstein & Hu fitting function with baryon oscillations turned off.

## III Experimental data used

### A CMB data

Figure 1 shows the 135 CMB measurements which are used in our analysis. Compared to the data set we used in , we add the new measurements from the Cosmic Background Imager (CBI) mosaic, the Very Small Array (VSA)  and Archeops . For CBI, we use the year 2000 observations of three pairs of mosaic fields  but not the deep fields, because it is still unclear whether their signal is dominated by CMB or other effects such as SZ effect. The Boomerang results updated last week  and the Acbar results  became available too recently for inclusion in this analysis, but we do include them in the online combined power spectrum described below.

We combine these measurements into a single set of 28 band powers shown in Figure 2 and Table 1 using the method of  as improved in , including calibration and beam uncertainties, which effectively calibrates the experiments against each other. Since our compressed band powers $`d_ł`$ are simply linear combinations of the original measurements, they can be analyzed ignoring the details of how they were constructed, being completely characterized by a window matrix $`𝐖`$:

$$d_i=\underset{ł}{}𝐖_{ił}\delta T_ł^2,$$
(23)
where $`\delta T_ł^2ł(ł+1)C_ł/2\pi `$ is the angular power spectrum. This matrix is available at $`www.hep.upenn.edu/max/cmb/cmblsslens.html`$ together with the 28 band powers $`d_ł`$ and their $`28\times 28`$ covariance matrix. The data $`ł`$-values and effective $`ł`$-ranges in Figure 2 and Table 1 correspond to the median, 20th and 80th percentile of the window functions $`𝐖`$. Comparing Table 1 with the older results from , we find that the only major change is a shallower rise towards the 1st peak due to Archeops, which is able to help calibrate Boomerang and other small-scale experiments by connecting them with the COBE. Specifically, $`\delta T_ł`$ has increased by about 10% at $`ł50`$ and decreased about 5% for $`ł100200`$, thereby nudging the first peak a tad to the right.

Table 1 – Band powers combining the information from CMB data from Figure 1. The 1st column gives the $`ł`$-bins used when combining the data, and can be ignored when interpreting the results. The 2nd column gives the medians and characteristic widths of the window functions as detailed in the text. The error bars in the 3rd column include the effects of calibration and beam uncertainty. The full $`28\times 28`$ correlation matrix and $`28\times 2000`$ window matrix are available at $`www.hep.upenn.edu/max/cmb/cmblsslens.html`$.

| $`ł`$-Band | $`ł`$-window | $`\delta T^2[\mu `$K$`{}_{}{}^{2}]`$ |
| --- | --- | --- |
| $`22`$ | $`2_0^{+0}`$ | $`49\pm 310`$ |
| $`35`$ | $`4_1^{+3}`$ | $`877\pm 308`$ |
| $`610`$ | $`8_2^{+3}`$ | $`782\pm 218`$ |
| $`1130`$ | $`16_4^{+9}`$ | $`832\pm 151`$ |
| $`3150`$ | $`40_{10}^{+10}`$ | $`1113\pm 244`$ |
| $`5175`$ | $`60_{13}^{+14}`$ | $`1120\pm 255`$ |
| $`76100`$ | $`87_{12}^{+10}`$ | $`2139\pm 279`$ |
| $`101125`$ | $`110_{17}^{+11}`$ | $`2767\pm 340`$ |
| $`126150`$ | $`135_{14}^{+12}`$ | $`3461\pm 443`$ |
| $`151175`$ | $`161_{23}^{+21}`$ | $`4122\pm 529`$ |
| $`176225`$ | $`196_{34}^{+24}`$ | $`4900\pm 410`$ |
| $`226275`$ | $`246_{44}^{+23}`$ | $`5079\pm 441`$ |
| $`276325`$ | $`297_{28}^{+24}`$ | $`3164\pm 359`$ |
| $`326375`$ | $`348_{23}^{+22}`$ | $`1892\pm 265`$ |
| $`376425`$ | $`398_{22}^{+20}`$ | $`1468\pm 213`$ |
| $`426475`$ | $`450_{22}^{+21}`$ | $`1793\pm 219`$ |
| $`476525`$ | $`499_{22}^{+21}`$ | $`2037\pm 257`$ |
| $`526575`$ | $`549_{23}^{+21}`$ | $`2306\pm 268`$ |
| $`576625`$ | $`600_{22}^{+21}`$ | $`1932\pm 267`$ |
| $`626675`$ | $`649_{22}^{+21}`$ | $`1790\pm 259`$ |
| $`676725`$ | $`700_{21}^{+20}`$ | $`1948\pm 293`$ |
| $`726775`$ | $`749_{23}^{+22}`$ | $`1428\pm 334`$ |
| $`776825`$ | $`801_{23}^{+23}`$ | $`2322\pm 438`$ |
| $`8261000`$ | $`888_{46}^{+52}`$ | $`2067\pm 261`$ |
| $`10011200`$ | $`1093_{65}^{+56}`$ | $`953\pm 300`$ |
| $`12011400`$ | $`1299_{55}^{+54}`$ | $`638\pm 291`$ |
| $`14011600`$ | $`1501_{55}^{+54}`$ | $`924\pm 368`$ |
| $`1601\mathrm{}`$ | $`1700_{53}^{+51}`$ | $`189\pm 273`$ |

### B LSS data

Measurements of $`P(k)`$ from Galaxy redshift surveys have recently improved in both quality and quantity, and the Sloan Digital Sky Survey is set to continue this trend. In this paper, we use the power spectrum from the 2dFGRS as measured by . We model the galaxy bias as a scale-independent constant $`b`$, and therefore discard all 2dF measurements with $`k0.3h/`$Mpc to minimize our sensitivity to nonlinear clustering and nonlinear bias effects.

### C Lensing data

For this paper, we use the results from Hoekstra et al., the analysis of 53 square degrees of $`R_C`$-band imaging data from the Red Sequence Cluster Survey(RCS). The RCS is a 100 square degree galaxy cluster optical survey designed to provide a large sample of optically selected clusters of galaxies with redshifts $`0.1<z<1.4`$ We use only the seven data points which have been used in cosmological analysis in. We model the source redshift distribution, we use the multi-redshift part in equation (9), with $`\alpha =4.7`$, $`\beta =1.7`$ and $`z_0=0.302`$, which are the best fit value given by Hoekstra et al..

## IV Parameter constraints

Our cosmological parameter constraints are summarized in Table 2. We study three cases: using CMB data only, adding LSS information and adding lensing measurements too, respectively. These three cases correspond to the three columns of the table and are discussed in the corresponding three subsections below.

### A From CMB data alone

Figure 5 shows our constraints on nine individual cosmological parameters, using only the CMB data. Comparing to numerous previous analyses using CMB data alone , we see that the addition of new CMB data from CBI, Archeops etc. has substantially tightened the constraints, especially on the tensor-to-scalar ratio $`r`$ and dark energy $`\mathrm{\Omega }_\mathrm{\Lambda }`$. CMB alone is seen to firmly rules out models with no dark matter and models with no dark energy. (The dark energy constraint depends critically on our prior assumption $`\mathrm{\Omega }_\mathrm{k}=0`$, whereas the dark matter result does not.)

The last four constraints in Table 2 are computed with the moments method as in . They are for parameters ($`h`$, $`\beta `$, $`z_{\mathrm{ion}}`$ and $`\sigma _8`$) that are not independent and merely functions of the 11 parameters that define our model grid. The Hubble parameter $`h`$ is given by

$$h=\sqrt{\frac{\omega _{\mathrm{dm}}+\omega _\mathrm{b}}{1\mathrm{\Omega }_\mathrm{k}\mathrm{\Omega }_\mathrm{\Lambda }}}.$$
(24)
The redshift-space distortion parameter $`\beta `$ is given by

$$\beta =\frac{f(\mathrm{\Omega }_\mathrm{m},\mathrm{\Omega }_\mathrm{\Lambda })}{b},$$
(25)
where $`f(\mathrm{\Omega }_\mathrm{m},\mathrm{\Omega }_\mathrm{\Lambda })\mathrm{\Omega }_\mathrm{m}^{0.6}`$ is the velocity-suppression factor (we evaluate $`f`$ exactly using the grow$`\lambda `$ package ). If the diffuse intergalactic hydrogen was reionized abruptly at a redshift $`z_{\mathrm{ion}}`$, then .

$$z_{\mathrm{ion}}8.9\left(\frac{\tau h}{\omega _\mathrm{b}}\right)^{2/3}\mathrm{\Omega }_\mathrm{m}^{1/3}.$$
(26)
in the approximation that $`z_{\mathrm{ion}}1`$ (which we know to be the case). The alternative normalization parameter $`\sigma _8`$ is the rms fluctuation in an $`8h^1`$ sphere, given by a weighted integral of the matter power spectrum .

Table 2 – Best fit values and $`1\sigma `$ confidence limits on cosmological parameters. For the numbers above the horizontal line, the central values are the ones maximizing the likelihood (the best fit model). For the numbers below the horizontal line, the central values are means rather than those for the best fit model. For instance, the Hubble parameters for the best fit models are $`h=0.68`$, $`0.69`$ and $`0.61`$ for the three columns, respectively, which differs from the mean values in the table.

|  | CMB alone | $`+`$ 2dF | $`+`$ RCS lensing |
| --- | --- | --- | --- |
| $`\tau `$ | $`0.04^{+.06}`$ | $`0.06_{.03}^{+.03}`$ | $`0.20_{.03}^{+.03}`$ |
| $`\mathrm{\Omega }_\mathrm{\Lambda }`$ | $`0.71_{.11}^{+.11}`$ | $`0.72_{.09}^{+.09}`$ | $`0.59_{.08}^{+.08}`$ |
| $`h^2\mathrm{\Omega }_{\mathrm{dm}}`$ | $`0.112_{.014}^{+.014}`$ | $`0.115_{.013}^{+.013}`$ | $`0.128_{.008}^{+.008}`$ |
| $`h^2\mathrm{\Omega }_\mathrm{b}`$ | $`0.023_{.003}^{+.003}`$ | $`0.024_{.003}^{+.003}`$ | $`0.024_{.002}^{+.002}`$ |
| $`n_s`$ | $`0.99_{.06}^{+.06}`$ | $`0.99_{.04}^{+.04}`$ | $`1.00_{.02}^{+.02}`$ |
| $`As`$ | $`0.54_{.07}^{+.07}`$ | $`0.55_{.06}^{+.06}`$ | $`0.78_{.05}^{+.05}`$ |
| $`r`$ | $`0.10^{+.17}`$ | $`0.08^{+.11}`$ | $`0.02^{+.05}`$ |
| $`b`$ |  | $`0.87_{.06}^{+.06}`$ | $`0.89_{.04}^{+.04}`$ |
| $`h`$ | $`0.71_{.13}^{+.13}`$ | $`0.73_{.11}^{+.11}`$ | $`0.61_{.04}^{+.04}`$ |
| $`\beta `$ | $`0.40_{.16}^{+.16}`$ | $`0.39_{.07}^{+.07}`$ | $`0.46_{.04}^{+.04}`$ |
| $`z_{\mathrm{ion}}`$ | $`4.82^{+5,97}`$ | $`8.06_{2.04}^{+2.04}`$ | $`19.23_{2.45}^{+2.45}`$ |
| $`\sigma _8`$ | $`0.72_{.06}^{+.06}`$ | $`0.74_{.06}^{+.06}`$ | $`0.92_{.04}^{+.04}`$ |
| $`\chi ^2/n`$ | $`23.7/21`$ | $`38.7/40`$ | $`61.2/47`$ |

### B From CMB+LSS data

Figure 6 shows how the above-mentioned constraints tighten up when including the 2dF galaxy clustering data. The improvement comes mainly from breaking degeneracies involving curvature, dark energy, dark matter, baryons and tilt. The $`\mathrm{\Omega }_\mathrm{\Lambda }`$-measurement is seen to be nicely consistent with the many other pieces of evidence (SN Ia etc.) pointing towards $`\mathrm{\Omega }_\mathrm{m}0.7)`$. The 2dF bias value $`b0.87\pm 0.06`$ (interpreted as the real-space bias at the effective survey redshift) is consistent with that found by the 2dF team , although on the low side (since we are marginalizing over $`b`$, this has no impact on our constraints on other parameters such as $`\sigma _8`$). The most striking improvement is seen to be for the reionization optical depth $`\tau `$, hinting at a detection of reionization around $`z8`$. However, as we will discuss at length in Section V, the true significance of this detection is probably lower than Figure 6 suggests.

### C From CMB, LSS and lensing data

#### 1 One-Dimensional Constraints

Above we saw that adding 2dF data to the CMB not only tightened parameter constraints, but also produced a consistent picture that agreed well with other measurements supporting the cosmological concordance model. Figure 7 shows that things are quite different when adding the RCS lensing data. Although the nominal constraints do get substantially sharper as predicted , most strikingly for the tensor-to-scalar ratio $`r`$, the harmonious consistency becomes clouded. Adding the 7 lensing data points raises $`\chi ^2`$ by $`22.5`$ (from 38.7 to 61.2 for about 54 effective degrees of freedom<sup>*</sup><sup>*</sup>* The effective number of degrees of freedom is the number of of data points minus the effective number of parameters fit for. Although we nominally used 9 parameters, $`b`$ has an effect only when LSS is included and $`n_t`$ has no effect in the absence of tensors (and $`r`$ is indeed consistent with zero). The effective number of degrees of freedom is therefore about $`287=21`$ for the CMB-only case, $`28+208=40`$ for the CMB+LSS case and $`28+20+78=47`$ for the CMB+LSS+lensing case. ). Although this per se might be considered acceptable, it is striking how much the lensing shifts the best-fit values of many parameters. Most notably, the reionization optical depth $`\tau `$ increases from $`0.06\pm 0.03`$ to $`0.20\pm 0.03`$ The Gunn-Peterson constraint implies that our Universe is highly ionized for $`z\mathrm{}<6`$, and the recent detection of a Gunn-Peterson trough in $`z6`$ quasars  has been interpreted as the tail end of reionization. Moreover, it has been argued that the temperature of the intergalactic medium at $`z3.4`$ inferred from He II reionization requires $`z<9`$ , nicely consistent with our best fit CMB+LSS value $`z8`$. However, models will less abrupt reionization still allow substantially larger $`\tau `$-values consistent with our CMB+LSS+RCS constraint $`\tau =0.20\pm 0.03`$ , so the issue of whether to trust the lensing normalization cannot yet be settled by reionization constraints.  and the best fit cosmological constant $`\mathrm{\Omega }_\mathrm{\Lambda }`$ drops from $`0.71`$ to $`0.55`$, which sits uncomfortably with, e.g., SN Ia constraints. The cosmological model is pushed into an uncomfortably configuration by the lensing data, creaking and squeaking but refusing to outright collapse.

As we will see in Section V, this tension comes from the overall normalization of the power spectrum, with the RCS lensing data pushing the best-fit $`\sigma _8`$ value up from $`0.71`$ to $`0.91`$. This normalization agrees with that of some other cosmic shear surveys , but not with that preferred by CMB and LSS data. In Section V, we will comment on uncertainties and other lensing data with different normalization.

#### 2 Two-Dimensional Constraints

For more detailed insight into our parameter constraints and degeneracies, we now turn to joint constraints on pairs of parameters.

Figure 8 shows that 2dF breaks the CMB degeneracy between reionization and gravity waves and produces essentially independent (separable) constraints on $`\tau `$ and $`r`$. The gravity wave limits agree well with those found by  who also included 2dF and Archeops data. The fact that the allowed regions excluding and including lensing data have essentially no overlap illustrates the poor consistency between CMB+LSS and lensing data sets mentioned above.

Figure 9 shows constraints in the parameter space $`(n_s,r)`$ where inflationary models can be tested. These limits from CMB only and from CMB+LSS are comparable with those in older work requiring stronger priors. For instance, comparison with a corresponding plot from a year ago  shows new data has squeezed the constraints substantially, particularly on the gravity wave amplitude.  As discussed in , there has been a fair amount of notational confusion in the literature surrounding the tensor-to-scalar ratio $`r`$. There are two logical ways to define this ratio: either in terms of the fundamental parameters of the power spectrum (or, equivalently, of the inflationary model space), or in terms of the observables, usually the CMB quadrupoles. As in , we adopt the former approach and define
$$r\frac{A_t}{A_s},$$
(27) where $`A_s`$ and $`A_t`$ are the scalar and tensor fluctuation amplitudes as defined in . For inflation models where the slow-roll approximation is valid, this ratio is related to the tensor tilt $`n_t`$ by the so-called inflationary consistency condition
$$r=\frac{200}{9}n_t.$$
(28) A common alternative definition of the tensor-to-scalar ratio is the quadrupole ratio
$$R\frac{C_2^{\mathrm{tensor}}}{C_2^{\mathrm{scalar}}},$$
(29) Writing the ratio $`r/R`$ is typically between 2 and 5 — it depends on the values of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and $`\mathrm{\Omega }_\mathrm{k}`$ via the late integrated Sachs-Wolfe effect.  Now CMB data alone gives $`r<0.48`$ at 95% level, obtainable only be combining CMB and LSS data back then. Now CMB+2dF lowers the limit to $`r<0.34`$. The lensing data nominally helps even helps more, tightening the constraint to $`r<0.13`$ — we return to the issue of whether this is believable in Section V.

Let us now turn to the cosmic matter budget. A year ago , the CMB+LSS constraints on the baryon density $`\omega _\mathrm{b}`$ were beautifully consistent with those from Big Bang Nucleosynthesis (BBN), $`\omega _\mathrm{b}=0.02\pm 0.002`$. Although the agreement is still acceptable, Figure 10 shows that the CMB+LSS baryon density is creeping back up again towards the higher range that was favored two years ago . This slight tension is reflected in $`\chi ^2`$ increasing by 3 if we add a the BBN prior to our likelihood analysis.

## V Discussion

Since cosmic shear measurements have now improved to the point where they deserve to be treated on par with CMB and galaxy clustering data, we have perform a detailed 9-parameter analysis of recent lensing, CMB and galaxy clustering data.

For the CMB part, we constructed and used a data set combining all available data taking calibration errors and beam uncertainties into account, effectively calibrating them off of each other. Using this combined power spectrum for a “MAP versus world” comparison next month will provide a powerful test of how realistic the error estimates have been in the CMB community.

Even though 2002 has added substantial amounts of information on the CMB power spectrum, e.g., from CBI and Archeops, the combined CMB and 2dF data remains comfortably consistent with a simple flat adiabatic scale-invariant concordance model with $`\mathrm{\Omega }_\mathrm{\Lambda }=0.72\pm 0.09`$, $`h^2\mathrm{\Omega }_{\mathrm{cdm}}=0.115\pm 0.013`$ and $`h^2\mathrm{\Omega }_\mathrm{b}=0.024\pm 0.003`$. The new data has added a hint of reionization around $`z8`$. These constraints assumed negligible contributions from spatial curvature and massive neutrinos.

Including the RCS lensing data in our analysis confirmed with real data what was predicted by Fisher matrix forecasts : that lensing has the statistical power to substantially help with cosmological parameter constraints in two ways: by breaking degeneracies and by providing cross-checks. Intriguingly, one of the cross-checks failed, so let us now turn to this failure in more detail.

### A The $`\sigma _8`$ problem

Our results suggest that the tension between the lensing and other data comes from the overall normalization of the power spectrum. We saw that the CMB+2dF data preferred $`\sigma _8=0.74`$, in good agreement with results from last year . In contrast, the RCS lensing data prefers higher values  and pushed the normalization up to $`\sigma _8=0.92`$ in our joint analysis.

Physically, it is easy to see why this pushed other parameters in the way it did, notably increasing $`\tau `$ and decreasing $`\mathrm{\Omega }_\mathrm{\Lambda }`$. If we increase the value of $`\sigma _8`$, the CMB and galaxy power spectra will both increase in amplitude. This causes no problems for fitting the 2dF data, since our method can merely readjust their bias, but causes serious difficulties with the CMB. The acoustic peaks can be brought back down to acceptable heights by increasing $`\tau `$, but this provides only a partial solution to the problem, since it leaves the power on very large $`ł\mathrm{}<10`$ scales larger than observed by COBE DMR. Lowering $`\mathrm{\Omega }_\mathrm{\Lambda }`$ helps with this, since it increases the linear growth factor and thereby lowers the entire CMB power spectrum for fixed current matter clustering. $`\mathrm{\Omega }_\mathrm{\Lambda }`$ can only be lowered by a moderate amount, however, since the matter density $`\mathrm{\Omega }_\mathrm{m}1\mathrm{\Omega }_\mathrm{\Lambda }`$ will increase and give the galaxy power spectrum the wrong shape. The response of the parameter fitting algorithm is therefore to do a little bit of both tweaks, increasing $`\tau `$ and lowering $`\mathrm{\Omega }_\mathrm{\Lambda }`$. Indeed, similar results were obtained in a smalled parameter space by Hoekstra et al. , who found that they could only reconcile their lensing normalization with CMB for a rather large reionization optical depth $`\tau =0.12\pm 0.04`$.

To verify that this is the correct physical interpretation of what is going on, we repeated our entire analysis with the amplitude of the RCS data lowered by a factor of $`(0.7/0.86)^2`$, which is roughly the ratio of normalizations preferred by CMB+2dF and RCS respectively. This analysis gave results fully consistent with those from CMB+2dF alone, for example, $`\tau =0.05\pm 0.03`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.76\pm 0.13`$, $`\omega _{\mathrm{dm}}=0.11\pm 0.02`$, $`\omega _\mathrm{b}=0.024\pm 0.005`$, $`n_s=1.00\pm 0.04`$, $`A_s=0.52\pm 0.10`$, $`r=0.10+0.23`$, $`b=0.82\pm 0.09`$, $`z_{ion}=7.64\pm 3.18`$ and $`\sigma _8=0.70\pm 0.11`$. These results not only demonstrate consistency, but also show that by combining lensing and CMB and LSS, we can get stronger constraints on parameters like $`\mathrm{\Omega }_\mathrm{\Lambda }`$, $`n_s`$, $`\sigma _8`$ and $`z_{ion}`$, just as had been predicted using information theory .

Table 3 – Recent measurements of the power spectrum normalization $`\sigma _8`$. For results quoted as fitting formulas involving $`\mathrm{\Omega }_\mathrm{m}`$, we have set $`\mathrm{\Omega }_\mathrm{m}=0.3`$. Error bars are $`1\sigma `$ — for  and , we have simply divided their quoted 95% errors by 2.

| Analysis |  | $`\sigma _8`$ |
| --- | --- | --- |
| Clusters: |  |  |
| Pierpaoli et al. (2001) |  | $`1.02_{0.08}^{+0.07}`$ |
| Borgani et al. (2001) |  | $`0.76_{0.05}^{+0.08}`$ |
| Reiprich & Böhringer (2001) |  | $`0.68_{0.06}^{+0.08}`$ |
| Seljak et al. (2001) |  | $`0.75\pm 0.06`$ |
| Viana et al. (2001) |  | $`0.61\pm 0.05`$ |
| Bahcall et al. (2002) |  | $`0.72\pm 0.06`$ |
| Pierpaoli et al. (2002) |  | $`0.77_{0.04}^{+0.05}`$ |
| Weak lensing: |  |  |
| Jarvis et al. (2002) |  | $`0.71_{0.08}^{+0.06}`$ |
| Brown et al. (2002) |  | $`0.74\pm 0.09`$ |
| Hoekstra et al. (2002) |  | $`0.86_{0.05}^{+0.04}`$ |
| Van Waerbekeet al. (2002) |  | $`0.97\pm 0.06`$ |
| Baconet al. (2002) |  | $`0.97\pm 0.13`$ |
| Refregieret al. (2002) |  | $`0.94\pm 0.14`$ |
| CMB: |  |  |
| Lahav et al. 2001 |  | $`0.73\pm 0.05`$ |
| Melchiorri & Silk 2002 |  | $`0.70\pm 0.05`$ |
| Lewis et al. 2002 |  | $`0.79\pm 0.06`$ |
| This work |  | $`0.74\pm 0.06`$ |

So is the CMB normalization too low or is the lensing normalization too high? As shown in Table 3, $`\sigma _8`$ is emerging as the currently most controversial cosmological parameter, and it will be crucial to use further cosmological data to get to the bottom of this issue. The table illustrates what has been emphasized by many authors, namely that the scatter between $`\sigma _8`$ measurements using different techniques is substantially larger than the formal error bars, triggering unpleasant flashbacks to the bimodal and bitter debate about the Hubble parameter $`h`$. Although much work clearly needs to be done to resolve this issue, there are some encouraging indications that the $`\sigma _8`$ gap may be closing. The CMB normalization has increased slightly in the last year, with the first acoustic peak growing by $`10\%`$ between  and our present compilation. CMB experiments can now be more effectively calibrated off of each other, and Archeops connects the calibration of DMR to that of the many experiments sensitive to the 1st acoustic peak and beyond. The cluster normalization has dropped somewhat because of recalibrations of the mass-temperature relation (see Table 3).

Although the lensing normalization has been uniformly high across groups , the largest and most recent data set released has now produced the much lower normalization $`\sigma _80.71`$  (for $`\mathrm{\Omega }_\mathrm{m}=0.3`$). Indeed, the Hoekstra et al. normalization may also be coming down by 5-10% (Hoekstra, private communication), partly because of a new and more accurate version of the Peacock & Dodds fitting formula .

Moreover, our analysis did not marginalize over the source redshift parameters $`\alpha =4.7`$, $`\beta =1.7`$ and $`z_0=0.302`$ from equation (9), but merely used the best fit values from . Such marginalization would be expected to somewhat weaken the $`\sigma _8`$ constraints that we obtained from the RCS lensing data. As an extreme example, we recomputed the shear power spectrum $`P_\kappa (ł)`$ replacing the characteristic source redshift parameter $`z_s=0.302`$ with the $`3\sigma `$ lower and upped limits on its value from . These extreme values $`z_s=z=0.274`$ and $`z_s=0.337`$ made the shear fluctuation amplitude $`1015\%`$ lower and higher, respectively, so lowering the source redshifts at the $`2\sigma `$ level would close approximately half of the $`\sigma _8`$ gap between the RCS and the CMB. Despite the current discord, there is thus real hope that a beautiful consistent picture of cosmology will eventually emerge.

### B Are the constraints too good to be true?

In addition to the above-mentioned tension regarding the best fit values of some parameters, there is a slight puzzle regarding their error bars: some constraints seem a bit too good to be true. Specifically, the CMB error bars in Table 2 are in some cases comparable to those forecast for MAP  using the Fisher matrix technique . This puzzling fact is not limited to the present paper, but appears rather generic. For instance, consider the scalar spectral index $`n_s`$. The forecast for MAP (2 years of data including polarization) is accuracy $`\mathrm{\Delta }n_s=0.11`$ with no prior assumptions, $`\mathrm{\Delta }n_s=0.045`$ assuming $`\mathrm{\Omega }_\mathrm{k}=0`$ and $`\mathrm{\Delta }n_s=0.021`$ when adding SDSS galaxy clusterinng data (the final luminous red galaxy sample) . We found $`\mathrm{\Delta }n_s=0.06`$ from current CMB alone (Table 2, assuming $`\mathrm{\Omega }_\mathrm{k}=0`$), comparable to other studies in the recent literature. For instance, Lewis & Bridle  obtain $`\mathrm{\Delta }n_s=0.04`$ including 2dF data, and the Boomerang team reports $`\mathrm{\Delta }n_s=0.060.08`$ for various priors .

To gain insight into this puzzle, we compute the Fisher matrix  corresponding to the current data. In the approximation that all the CMB information is coming from the mean rather than the covariance of the power, the equations in  give

$$𝐅_{\mathrm{cmb}}=𝐃^t𝐖\mathrm{SS}^1𝐖^t𝐃,$$
(30)
where $`\mathrm{SS}`$ is the $`28\times 28`$ covariance matrix of our combined CMB power spectrum measurements from Section III A, $`𝐖`$ is the corresponding $`ł_{\mathrm{max}}\times 28`$ window matrix and the $`ł_{\mathrm{max}}\times 28`$ matrix

$$𝐃_{łi}\frac{}{p_i}\delta T_ł^2$$
(31)
gives the derivatives of the power spectrum with respect to the cosmological parameters $`p_i`$. We compute an analogous Fisher matrix $`𝐅_{2\mathrm{d}\mathrm{f}}`$ using the covariance matrix and window functions for the 2dF power spectrum from . We then evaluate the attainable error bars from CMB alone as $`\mathrm{\Delta }p_i=(𝐅_{\mathrm{cmb}}^1)_{ii}^{1/2}`$ and from CMB+2dF as $`\mathrm{\Delta }p_i=([𝐅_{\mathrm{cmb}}+𝐅_{2\mathrm{d}\mathrm{f}}]^1)_{ii}^{1/2}`$. For the scalar spectral index with an $`\mathrm{\Omega }_\mathrm{k}=0`$ prior, this gives $`\mathrm{\Delta }n_s=0.16`$ from CMB alone and $`\mathrm{\Delta }n_s=0.13`$ for from CMB+2dF, a factor 2-3 larger than the above-mentioned likelihood analysis results from us and others.

Comparing with our Fisher matrix results, the most suspicious error bar in Table 2 is that on the optical depth $`\tau `$, where we quoted $`\mathrm{\Delta }\tau =0.06`$ from CMB alone and the Fisher matrix gives $`\mathrm{\Delta }\tau =0.18`$. For the $`\tau `$ case, there is wide scatter in the literature. On the optimistic side, the CBI team reported $`\tau =0.09_{0.07}^{+.14}`$, and a strong detection of reionization was claimed from earlier data . On the pessimistic side, the 2dF and Boomerang teams report a $`2\sigma `$ limit $`\tau <0.5`$ , in line with the Fisher forecast.

If our $`\tau `$ errors are indeed too small due to some artifact of our method, this would weaken the constraints on the normalization $`\sigma _8`$, since CMB constrains mainly the combination $`\sigma _8e^\tau `$. However, the conclusion that $`\sigma _8=0.9`$ forces the uncomfortably high value $`\tau 0.2`$ would still stand, since it follows directly from this scaling relation.

Efstathiou & Bond  have shown that there are physically understandable reasons why the Fisher matrix approach can significantly overestimate the errors on cosmological parameters, especially when strong degeneracies are present and that the curvature of a banana-shaped allowed region becomes important. This is indeed the case with $`\tau `$, with its strong degeneracy with the normalization parameter $`A_s`$, and a rigorous Bayesean confidence interval taking into account the asymmetry $`\tau 0`$ (neglected in the Fisher treatment) also matters. “Weak” priors can also have a strong effect, notably on $`h`$ and gravity waves. Hopefully, our concerns will therefore go away when the MAP data arrives, in particular when all major degeneracies are broken with other datasets and priors. Since equation (30) is trivial to apply, it would be prudent to include a Fisher analysis of the data used in all future parameter constraint papers, as a reality check.

### C Outlook

In conclusion, the pace at which new measurements have tightened up constraints on cosmological parameters is breathtaking. The constraints become particularly tight if one uses theoretical prejudice to impose spatial flatless $`\mathrm{\Omega }_\mathrm{k}=0`$ like we have done, interpreting the CMB indication $`\mathrm{\Omega }_\mathrm{k}0`$ as support for inflation and perfect flatness and thereby breaking the worst parameter degeneracy of all by fiat. It can be argued that precision cosmology is already here, before MAP, and now faces its first baptism of fire: will the current precision measurements of cosmological parameters agree with MAP? Next month we will know whether the whole edifice goes down in flames or stands stronger than ever.

The authors wish to thank Gary Bernstein, Karim Benabed and Roman Scoccimarro for helpful comments. This work was supported by NSF grants AST-0071213, AST-0134999, AST-0098606 and PHY-0116590, NASA grants NAG5-9194, NAG5-11099, NAG5-10923 and NAG5-10924 and a Keck foundation grant. MT and MZ are David and Lucile Packard Foundation Fellows MT is a Cottrell Scholar of Research Corporation.


text:
# Left-handed materials

## I Introduction

Rapidly increasing interest in the left-handed materials (LHM) started after Pendry et. al. predicted that certain man-made composite structure could possess, in a given frequency interval, a negative effective magnetic permeability $`\mu _{\mathrm{eff}}`$ . Combination of such a structure with negative effective permittivity medium - for instance the regular array of thin metallic wires  \- enabled the construction of meta-materials with both effective permittivity and permittivity negative. This was confirmed by experiments .

Structures with negative permittivity and permittivity were named “left-handed” by Veselago  over 30 years ago to emphasize the fact that the intensity of the electric field $`\stackrel{}{E}`$, the magnetic intensity $`\stackrel{}{H}`$ and the wave vector $`\stackrel{}{k}`$ are related by a left-handed rule.  This can be easily seen by writing Maxwell’s equation for a plane monochromatic wave: $`\stackrel{}{k}\times \stackrel{}{E}=\frac{\omega \mu }{c}\stackrel{}{H}`$ and $`\stackrel{}{k}\times \stackrel{}{H}=\frac{\omega ϵ}{c}\stackrel{}{E}`$ Once $`ϵ`$ and $`\mu `$ are both positive, then $`\stackrel{}{E}`$, $`\stackrel{}{H}`$ and $`\stackrel{}{k}`$ form a right set of vectors. In the case of negative $`ϵ`$ and $`\mu `$, however, these three vectors form a left set of vectors.

In his pioneering work, Veselago described the physical properties of LH systems: Firstly, the direction of the energy flow, which is given by the Poynting vector

$$\stackrel{}{S}=\frac{c}{4\pi }\stackrel{}{E}\times \stackrel{}{H}$$
(1)
does not depend on the sign of the permittivity and permeability of the medium. Then, the vectors $`\stackrel{}{S}`$ and $`\stackrel{}{k}`$ are parallel (anti-parallel) in the right-handed (left-handed) medium, respectively. Consequently, the phase and group velocity of an electromagnetic wave propagate in opposite directions in the left-handed material. This gives rise to a number of novel physical phenomena, as were discussed already by Veselago. For instance, the Doppler effect and the Cherenkov effect are reversed in the LHM .

If both $`ϵ`$ and $`\mu `$ are negative, then also the refraction index $`n`$ is negative . This means the negative refraction of the electro magnetic wave passing through the boundary of two materials, one with positive and the second with negative $`n`$ (negative Snell’s law). Observation of negative Snell’s law, reported experimentally  and later in , is today a subject of rather controversially debate . Analytical arguments of the sign of the refraction index were presented in . Numerically, negative phase velocity was observed in FDTD simulations . Negative refraction index was calculated from the transmission and reflection data . Finally, negative refraction on the wedge experiment was demonstrated also by FDTD simulations .

Negative refraction allows the fabrication of flat lens . Maybe the most challenging property of the left-handed medium is its ability to enhance the evanescent modes . Therefore flat lens, constructed from left-handed material with $`ϵ=\mu =1`$ could in principle work as perfect lens  in the sense that it can reconstruct an object without any diffraction error.

The existence of the perfect lens seems to be in contradiction with fundamental physical laws, as was discussed in a series of papers . Nevertheless, more detailed physical considerations  not only showed that the construction of “almost perfect” lens is indeed possible, but brought some more insight into this phenomena .

As Veselago also discussed in his pioneering paper, the permittivity and the permeability of the left-handed material must depend on the frequency of the EM field, otherwise the energy density

$$U=\frac{1}{2\pi }𝑑\omega \left[\frac{(\omega ϵ^{})}{\omega }|E|^2+\frac{(\omega \mu ^{})}{\omega }|H|^2\right]$$
(2)
would be negative for negative $`ϵ^{}`$ and $`\mu ^{}`$ (real part of the permittivity and permeability). Then, according to Kramers- Kronig relations, the imaginary part of the permittivity ($`ϵ^{\prime \prime }`$) and of the permeability ($`\mu ^{\prime \prime }`$) are non-zero in the LH materials. Transmission losses are therefore unavoidable in any LH structure. Theoretical estimation of losses is rather difficult problem, and led even to the conclusion that LH materials are not transparent . Fortunately, recent experiments  confirmed the more optimistic theoretical expectation , that the losses in the LH structures might be as small as in conventional RH materials.

The number of papers about left-handed materials increased dramatically last year. The present paper is not the first review about left-handed materials. For recent reviews, see  or the papers of Pendry . Here we present typical structures of the left-handed materials (Sect. II), discuss a numerical method of simulation of the propagation of EM waves based on the transfer matrix (Sect. III), and present some recent results obtained by this method (Sects. IV, V). We discuss in Sect. V how the transmission depends on various structural and material parameters of LH structure. The method of calculation of the refractive index and of the effective permittivity and permeability is presented and applied to the LH structure. An unambiguous proof of the negative refraction index is given and the effective permittivity and permeability are calculated in Sects. VI, and VII. The obtained data for the permittivity are rather counter-intuitive and require some physical interpretation. Finally, in the Section VIII we discuss some new directions of the development of both theory and experiments.

## II Structure

LHM materials are by definition composites, whose properties are not determined by the fundamental physical properties of their constituents but by the shape and distribution of specific patterns included in them. The route of the construction of the of LH structure consists from three steps:

Firstly, the split ring resonators (SRR) (see fig. 1 for the structure of SRR) was predicted to exhibit the resonant magnetic response to the EM wave, polarized with $`\stackrel{}{H}`$ parallel to the axis of the SRR. Then, the periodic array of SRR is characterized  by the effective magnetic permeability

$$\mu _{\mathrm{eff}}(f)=1\frac{F\nu ^2}{\nu ^2\nu _m^2+i\nu \gamma }.$$
(3)
In (3), $`\nu _m`$ is the resonance frequency which depends on the structure of the SRR (fig. 1) as $`(2\pi \nu _m)^2=3L_xc_{\mathrm{light}}^2/[\pi \mathrm{ln}(2c/d)r^3]`$. $`F`$ is the filling factor of the SRR within one unit cell and $`\gamma `$ is the damping factor $`2\pi \gamma =2L_x\rho /r`$, where $`\rho `$ is the resistivity of the metal.

Formula (3) assures that the real part of $`\mu _{\mathrm{eff}}`$ is negative at an interval $`\mathrm{\Delta }\nu `$ around the resonance frequency. If an array of SRR is combined with a medium with negative real part of the permittivity, the resulting structure would possess negative effective refraction index in the resonance frequency interval $`\mathrm{\Delta }\nu `$ .

The best candidate for the negative permittivity medium is a regular lattice of thin metallic wires, which acts as a high pass filter for the EM wave polarized with $`\stackrel{}{E}`$ parallel to the wires. Such an array exhibits negative effective permittivity

$$ϵ_{\mathrm{eff}}(\nu )=1\frac{\nu _p^2}{\nu ^2+i\nu \gamma }.$$
(4)
 with the plasma frequency $`\nu _p^2=c_{\mathrm{light}}^2/(2\pi a^2\mathrm{ln}(a/r))`$ . Sarychev and Shalaev derived another expression for the plasma frequency, $`\nu _p=c_{\mathrm{light}}^2/(\pi a^2)`$ with $`=2\mathrm{ln}(a/\sqrt{2}r)`$$`+\pi /23`$ . Apart from tiny differences in both formulas, the two theories are equivalent  and predict that effective permittivity is negative for $`\nu <\nu _p`$.

By combining both the above structures, a left-handed structure can be created. This was done for the first time in the experiments of Smith et al. . Left-handed material is a periodic structure. A typical unit cell of the left-handed structure is shown in fig. 1. Each unit cell contains a metallic wire and one split ring resonator (SRR), deposited on the dielectric board.

Fig. 2 shows the transmission of the EM waves through the left-handed structure discussed above. The transmission through the array of the SRR is close to unity for all the frequencies outside the resonance interval (8.5-11 GHz in this particular case) and decreases to -120 dB in this interval, because $`\mu _{\mathrm{eff}}`$ is negative (Eq. 3). The transmission of the array of metallic wires is very small for all frequencies below the plasma frequency (which is $`20`$ GHz in this case), because $`ϵ_{\mathrm{eff}}`$ is negative (Eq. 4). The structure created by the combination of an array of SRR and wires exhibits high transmission $`T1`$ within the resonance interval, where both $`ϵ_{\mathrm{eff}}`$ and $`\mu _{\mathrm{eff}}`$ are negative. For frequencies outside the resonance interval, the product $`\mu _{\mathrm{eff}}ϵ_{\mathrm{eff}}`$ is negative. The transmission decays with the system length, and is only $`120`$ dB in the example of fig. 2. Experimental analysis of the transmission of all the three structures was performed by Smith et al. .

We want to obtain a resonance frequency $`\nu _m10`$ GHz. This requires the size of the unit cell to be 3-5 mm. The wavelength of the EM wave with frequency $`10`$ GHz is $`4`$ cm, and exceeds by a factor of 10 the structural details of the left-handed materials. We can therefore consider the left-handed material as macroscopically homogeneous. This is the main difference between the left-handed structures and the “classical” photonic band gap (PBG) materials, in which the wave length is comparable with the lattice period.

It is important to note that the structure described in fig. 1 is strongly anisotropic. For frequencies inside the resonance interval, the effective $`ϵ_{\mathrm{eff}}`$ and $`\mu _{\mathrm{eff}}`$ are negative only for EM field with $`\stackrel{}{H}x`$ and $`\stackrel{}{E}y`$. The left-handed properties appear only when a properly polarized EM wave propagates in the $`z`$ direction. The structure in fig. 1 is therefore effectively one-dimensional. Any EM waves, attempting to propagate either along the $`x`$ or along the $`y`$ direction would decay exponentially since the corresponding product $`ϵ_{\mathrm{eff}}\mu _{\mathrm{eff}}`$ is negative. This structure is therefore not suitable for the realization of the perfect lens. To test the negative Snell’s law experimentally, a wedge type of experiment must be considered  (fig. 3) in which the angle of refraction is measured outside, the left-handed medium (in air) .

Two dimensional structures have also been constructed. For instance, the anisotropy in the $`xz`$ plane is removed if each unit cell contains two SRR located in two perpendicular planes . No three dimensional structures have been experimentally prepared yet.

It is also worth mentioning that some other one dimensional structures were prepared, in which the wires were deposited on the same side of the dielectric board with the SRRs. The wires could be located either on the opposite side of the dielectric board, as it was done in , or put next to the SRRs on the same side of board  as shown in the right panel of fig. 4. More complicated one-dimensional structure was suggested by Ziolkowski . Recently, Marques et al. found left-handed behavior in an array of SRR located inside a metallic wave guide .

## III Numerical simulation

Various numerical algorithms were used to simulate the propagation of EM waves through the LH structure. We concentrate on the transfer matrix algorithm, developed in a series of papers by Pendry and co-workers . The transfer matrix algorithm enables us to calculate the transmission, reflection, and absorption as a function of frequency . Others use commercial software: either Microwave studio \[Clausio-1, 48, 38\] or MAFIA , to estimate the position of the resonance frequency interval. Time-dependent analysis, using various forms of FDTD algorithms are also used .

In the transfer matrix algorithm, we attach in the $`z`$ direction, along which EM wave propagates, two semi-infinite ideal leads with $`ϵ=1`$ and $`\mu =1`$. The length of the system varies from 1 to 300 unit cells. Periodic boundary conditions along the $`x`$ and $`y`$ directions are used. This makes the system effectively infinite in the transverse directions, and enables us to restrict the simulated structure to only one unit cell in the transverse directions.

A typical size of the unit cell is 3.66 mm. Because of numerical problems, we are not able to treat very thin metallic structures. While in experiments the thickness of the SRRs is usually 17 $`\mu `$m, the thickness used in the numerical calculations is determined by the minimal mesh discretization, which is usually $`0.33`$ mm. In spite of this constrain, the numerical data are in qualitative agreement with the experimental results. This indicates that the thickness of the SRR is not a crutial parameter, unless it decreases below or is comparable with the skin depth $`\delta `$. As $`\delta 0.7\mu `$m at GHz frequencies of interest, we are far from this limitation. We will discuss the role of discretization in Section IV.

## IV Transmission

As discussed in Section II the polarization of the EM waves is crucial for the observation of the LH properties. The electric field $`E`$ must be parallel to the wires, and the magnetic field $`H`$ must be parallel to the axis of the SRRs. In the numerical simulations, we treat simultaneously both polarizations, $`\stackrel{}{E}x`$ as well as $`\stackrel{}{E}y`$. Due to the non-homogeneity of the structure, these polarizations are not separated: there is always non-zero transmission $`t_{xy}`$ from the $`x`$ to $`y`$ polarized wave. As we will see later, this effect is responsible for some unexpected phenomena. At present, we keep in mind that they must be included into the formula for absorption

$$A_x=1|t_{xx}|^2|t_{xy}|^2|r_{xx}|^2|r_{xy}|^2$$
(5)
and in the equivalent relation for $`A_y`$.

Figure 5 shows typical data for the transmission in the resonance frequency region. A resonance frequency interval, in which the transmission increases by many orders of magnitude is clearly visible. Of course, high transmission does not guarantee negative refraction index. The sign of $`n`$ must be obtained by other methods, which will be described in Sect. VI.

In contrast to the original experimental data, numerical data show very high transmission, indicating that LH structures could be as transparent as the “classical” right-handed ones. This is surprising, because due to the dispersion, high losses are expected. Fig. 6 shows the transmission as the function of the system length, for three different frequencies inside the resonance frequency interval.

Figure 5 shows also that the transmission never decreases below a certain limit. Due to the non-homogeneity of the structure there is a non-zero probability $`t_{yx}`$ that the EM wave, polarized with $`\stackrel{}{E}y`$, is converted into the polarization $`\stackrel{}{E}x`$. The total transmission $`t_{yy}`$ consists therefore not only from the “unperturbed” contribution $`t_{yy}^{(0)}`$, but also from additional terms, which describe the conversion of the $`y`$-polarized wave into $`x`$-polarized and back to $`y`$-polarized:

$$t_{yy}(0,L)=t_{yy}^{(0)}(0,L)+\underset{z,z^{}}{}t_{xy}(0,z)t_{xx}(z,z^{})t_{yx}(z^{}L)+\mathrm{}.$$
(6)
$`t_{yy}^{(0)}(0,L)`$ decreases exponentially with the system length $`L`$, while the second term, which represents the conversion of the $`y`$-polarized wave into $`x`$-polarized wave and back, remains system-length independent, because $`t_{xx}(z,z^{})1`$ for any distance $`|zz^{}|`$.

## V Structure and transmission

Numerical simulations confirm the existence of the resonance left-handed frequency interval. Before we proceed in the calculation of the effective system parameters, let us briefly discuss how the structure of the unit cell influences the position and the width of the resonance interval.

The resonance frequency depends on the structural parameters of the SRR and on the parameters of the unit cell . Qualitative agreement between the theoretical formulas and the numerical results was obtained . Another problem is the dependence of the resonance interval on the size and shape of the unit cell. As an example, we show in Fig. 7 how the transmission through the various LH structures depends on the width/high/length of the unit cell. Notice that the width of the LH frequency interval increases substantially as shown in the far left panel of fig. 7.

Another important parameter is the permittivity $`ϵ_\mathrm{m}`$ of the metallic components. Within the first approximation, we can consider both the SRR and the wires made from a perfect metal. Then both the conductivity $`\sigma `$ and the imaginary part of the metallic permittivity $`ϵ_\mathrm{m}^{\prime \prime }`$ are infinite . This option is often used in the simulations of the commercial software . In the transfer matrix algorithm, however, $`ϵ_\mathrm{m}^{\prime \prime }`$ is finite, of the order of $`10^5`$. For copper, which is currently used in the experimentally fabricate LH structures, $`ϵ_\mathrm{m}^{\prime \prime }10^7`$ . Some test calculations with higher values of $`ϵ_\mathrm{m}^{\prime \prime }`$ gave us almost the same result, indicating that $`ϵ_\mathrm{m}^{\prime \prime }10^5`$ is already sufficient to simulate realistic materials .

As was mentioned in Sect. I, the left-handed structure must be dispersive. Dispersion requires a non-zero imaginary part for the permittivity and permeability. Therefore, transmission losses can not be avoided in LH systems. This seems to be in agreement with the first experimental data: the transmission measured in the experiments , was only of the order $`10^3`$. Although recent experiments reported the transmission very close to unity, there are still serious doubts in the literature  about the possibility to create highly transmitted LH structures. Results of numerical simulations, as shown in fig. 5, however give that the transmission through the LH structure could be very high, of order of unity.

The main argument against the expectation of high transmission in LH structures  is that the effective permittivity of the array of thin metallic wires is mostly imaginary than real and negative . This is a serious objection, because the thickness of the wires in fig. 1 is 1 mm, which exceeds more than 10 times the realistic parameters of the experimentally analyzed structures. There is no chance to simulate very tiny metallic structures in the transfer matrix algorithm. Fortunately, Pendry et al. (formula (36) of ) had shown that the problem of the thickness of the wires could be avoided by simultaneously re-scaling the metallic permittivity. An increase of the wire radius by factor $`\alpha `$ could be compensated by a decrease of the permittivity of the metal by factor of $`\alpha ^2`$. As the metallic permittivity used in  is $`100`$ times lower than the realistic permittivity of Cu, we assume that the size of the wires (1 mm) corresponds to Cu wires of thickness 0.1 mm, which is close to size used in experiments ($`0.2\times 0.017`$ mm).

In fig. 8 we present results for the effective permittivity of an array of thin metallic wires. The left panel confirms that the transfer matrix algorithm provides us with realistic data for the transmission and reflection. Three different discretizations of the unit cells were used. For each of them the effective permittivity was calculated by the method explained in Sects. VI, VII. The right panel of figure 8 shows that transmission losses are small in realistic LH structures . Losses in the metallic components of the left-handed structure are therefore not responsible for the low transmission, measured in the experiments . The role of the material properties of the dielectric board on which SRR is deposited was also studied . As is shown in Fig. 9, very small imaginary part of $`ϵ_{\mathrm{Board}}`$ causes a rapid decrease of the transmission. This surprising result seems to be in agreement with experiments . Much higher transmission was obtained in cases with extremely small losses in the dielectric board .

## VI Effective index of refraction

As was discussed above, the structural inhomogeneities of the LH materials are approximately ten times smaller than the wavelength of the EM wave. It is therefore possible, within a first approximation, to consider the slab of the LH material as an homogeneous material. Then we can and use the textbook formulas for the transmission $`te^{ikL}`$ and reflection $`r`$ for the homogeneous slab:

$$t^1=\left[\mathrm{cos}(nkL)\frac{i}{2}\left(z+\frac{1}{z}\right)\mathrm{sin}(nkL)\right]$$
(7)
and

$$\frac{r}{t}=\frac{i}{2}\left(z\frac{1}{z}\right)\mathrm{sin}(nkL)$$
(8)
Here, $`z`$ and $`n`$ are the effective impedance and the refraction index, respectively, $`k`$ is the wave vector of the incident EM wave in vacuum, and $`L`$ is the length of the LH slab. We only consider perpendicular incident waves, so that only the $`z`$ components of the effective parameters are important. To simplify the calculations, we neglect also the conversion of the polarized EM wave into another polarization, discussed in the Section IV. More accurate analysis should treat both $`t`$ and $`r`$ as $`2\times 2`$ matrices. Here we assume that the off-diagonal elements of these matrices are negligible:

$$|t_{xy}||t_{yy}|$$
(9)
In the present analysis, we use the numerical data for the transmission and the reflection obtained by the transfer matrix simulation. The expressions for the transmission and the reflection can be inverted as

$$z=\pm \sqrt{\frac{(1+r)^2t^2}{(1r)^2t^2}}$$
(10)
$$\mathrm{cos}(nkL)=X=\frac{1}{2t}\left(1r^2+t^2\right)$$
(11)
The sign of $`z`$ is determined by the condition

$$z^{}>0$$
(12)
which determines $`z`$ unambiguously. The obtained data for $`z`$ enables us also to check the assumption of the homogeneity of the system. We indeed found that $`z`$ is independent of the length of the system $`L`$.

The second relation, (11), is more difficult to invert since $`\mathrm{cos}^1`$ is not an unambiguous function. One set of physically acceptable solutions is determined by the requirement

$$n^{\prime \prime }>0$$
(13)
which assures that the material is passive. The real part of the refraction index, $`n^{}`$, however, suffers from the unambiguity of $`2\pi m/(kL)`$ ($`m`$ is an integer). To avoid this ambiguity, data for various system length $`L`$ were used. As $`n`$ characterizes the material property of the system, it is $`L`$ independent. Using also the requirement that $`n`$ should be a continuous function of the frequency, the proper solution of (11) was found and the resonance frequency interval, in which $`n^{}`$ is negative was identified . Here, we use another method for the calculation of $`n`$ and $`z`$: Equation (11) can be written as

$$e^{n^{\prime \prime }kL}\left[\mathrm{cos}(n^{}kL)+i\mathrm{sin}(n^{}kL)\right]=Y=X\pm \sqrt{1X^2}.$$
(14)
Relation (14) enables us to find unambiguously both the real and the imaginary part of the refraction index from the linear fit of $`n^{\prime \prime }kL`$ and $`n^{}kL`$ vs the system length $`L`$. The requirement (13) determines the sign in the r.h.s. of Eq. 14, because $`|Y|<1`$. Then, the linear fit of $`n^{}kL`$ vs $`L`$ determines unambiguously the real part of $`n^{}`$.

Figure 10 shows the $`L`$ dependence of $`n^{}kL`$ for three frequencies inside the resonance interval (transmission data for these frequencies are presented in fig. 6). The numerical data proves that the real part of the refraction index, $`n^{}`$, is indeed negative in the resonance interval. For comparison, we present also $`n^{}kL`$ vs $`L`$ for the $`x`$ polarized wave outside the resonance interval. As expected, the slope is positive and gives that $`n^{}=1.13`$, which is close to unity.

Besides the sign of the real part of the refraction index, the value of the imaginary part of $`n`$, $`n^{\prime \prime }`$ is important, since it determines the absorption of the EM waves inside the sample. Fortunately, $`n^{\prime \prime }`$ is very small, it is only of the order of $`10^2`$ inside the resonance interval. As is shown in fig. 6, quite good transmission was numerically obtained also for samples with length of 300 unit cells (which corresponds to a length of the system 1.1 m). This result is very encouraging and indicates that left-handed structures could be as transparent as right-handed materials.

There are two constrains in the present method. (i) While the above method works very well in the right side of the resonance interval, we had problems to estimate $`n`$ in the neighborhood of the left border of the resonance region, where $`n^{}`$ is very large and negative. This is, however, not surprising since in this frequency region the wavelength of the propagating wave becomes comparable with the size of the unit cell, so that the effective parameters have no physical meaning. (ii) Outside the resonance interval, we have serious problems to recover proper values of $`n`$. This is due to the conversion of the $`x`$ polarized wave into a $`y`$ polarized. As a result, we do not have enough numerical data for obtaining the $`L`$-dependence of the transmission $`t`$. As it is shown in Fig. 5, only data for 2-3 unit cells are representative for the $`\stackrel{}{E}y`$ wave. The condition (9) is not any more fulfilled, and the present theory must be generalized as discussed above.

## VII Effective permittivity and permeability

Once $`n`$ and $`z`$ are obtained

$$ϵ_{\mathrm{eff}}=n/z\mathrm{and}\mu _{\mathrm{eff}}=nz,$$
(15)
one can estimate unambiguously the effective permittivity and permeability of the investigated structure. Results are shown in fig. 11. Frequency dependence of the effective refraction index and $`ϵ_{\mathrm{eff}}^{}`$, $`\mu _{\mathrm{eff}}^{}`$ is also presented in . Our numerical results confirm the resonance behavior of the $`\mu _{\mathrm{eff}}^{}`$, in agreement with theoretical predictions of Pendry et al . In addition to these expected results, we also found rather strong electric response of the SRR, which manifests itself as the “anti-resonant” behavior of $`ϵ_{\mathrm{eff}}^{}`$ in the resonance frequency interval and by the decrease of the plasma frequency (fig. 4 of ref. , see also ).

The real parts of the permittivity and permeability, $`ϵ_{\mathrm{eff}}^{}`$ and $`\mu _{\mathrm{eff}}^{}`$ are negative in the resonance interval, as expected. Surprisingly, the imaginary part of the effective permittivity, $`ϵ_{\mathrm{eff}}^{\prime \prime }`$ was also found negative. This seems to contradict our physical intuition, since, following , Sect. 80, the electro-magnetic losses are given by

$$Q=\frac{1}{2\pi }𝑑\omega \omega \left[ϵ^{\prime \prime }|E|^2+\mu ^{\prime \prime }|H|^2\right]$$
(16)
In passive materials, we require $`Q>0`$. This is trivially satisfied if we require that both $`ϵ^{\prime \prime }`$ and $`\mu ^{\prime \prime }`$ are positive. Negative $`ϵ_{\mathrm{eff}}^{\prime \prime }`$ was obtained also in other structures .

More detailed analysis is also necessary for the energy of the EM wave inside the left-handed material. The formula for the total energy, given by Eq. 2, does not assure the positiveness of the energy because the first term in Eq. (2) is negative in the left part of the resonance interval. Indeed, as shown in fig. 11, both $`ϵ^{}`$ and $`ϵ^{}/\omega `$ are negative, so that

$$\frac{(\omega ϵ^{})}{\omega }<0.$$
(17)
Although formulas (2,16) are not the most general formulas for the energy of the EM field , we show that both $`ϵ_{\mathrm{eff}}^{\prime \prime }<0`$ and relation (17) are consistent with (16) and (2), respectively. We use the definition of the impedance , Sect. 83,

$$E^2=\frac{\mu }{ϵ}H^2$$
(18)
Then, with the help of relations (15), we re-write the relation (16) into the form

$$Q=\frac{1}{2\pi }𝑑\omega \omega |H|^2\times 2n^{\prime \prime }(\omega )z^{}(\omega )$$
(19)
which assures that $`Q`$ is positive thanks to the conditions that $`z^{}>0`$ and $`n^{\prime \prime }>0`$ (12,13). There is therefore no physical constrain to the sign of the imaginary part of the permittivity and permeability.

With the help of the relation (18) Eq. 2 can be rewritten into the form

$$U=\frac{1}{2\pi }𝑑\omega |H|^2\left[|z|^2\frac{(\omega ϵ^{})}{\omega }+\frac{(\omega \mu ^{})}{\omega }\right].$$
(20)
Using the numerical data for the impedance and for real part of the permittivity, we checked that indeed the expression in the bracket of the r.h.s. of (20) is always positive.

## VIII Further development, unsolved problems and open questions

We reviewed some recent experiments and numerical simulations on the transmission of the electromagnetic waves through left handed structures. For completeness, we note that recently, Notomi  has studied the light propagation in strongly modulated two dimensional photonic crystals (PC). In these PC structures the permittivity is periodically modulated in space and is positive. The permeability is equal to unity. Such PC behaves as a material having an effective refractive index controllable by the band structure. For a certain frequency range it was found by FDTD simulations  that $`n_{\mathrm{eff}}`$ is negative. It is important to examine if left-handed behavior can be observed in photonic crystals at optical frequencies.

Negative refraction on the interface of a three dimensional PC structure has been observed experimentally by Kosaka et al.  and a negative refractive index associated to that was reported. Large beam steaming has been observed in , that authors called “the superprism phenomena”. Similar unusual light propagation has been observed in one-dimensional and two dimensional refraction gratings. Finally, a theoretical work  has predicted a negative refraction index in photonic crystals.

Studies of the left handed structures open a series of new challenging problems for theoreticians as well as for experimentalists. The complete understanding of the properties of left-handed structures requires the reevaluation of some “well known” facts of the electromagnetic theory. There is no formulas with negative permeability in classical textbooks of electromagnetism . Application of the existing formulas to the analysis of left handed structures may lead to some strange results. The theory of EM field has to be reexamined assuming negative $`\mu `$ and $`ϵ`$. We need to understand completely the relationship between the real and the imaginary parts of the permittivity and the permeability. Kramers-Kronig relations should be valid, but nobody have verified them yet in the case of the left-handed structures. The main problem is that we need $`ϵ_{\mathrm{eff}}`$ and $`\mu _{\mathrm{eff}}`$ in the entire range of frequencies, which is difficult to obtain numerically. Then, due to the anisotropy of the structure as well as the nonzero transmission $`t_{xy}`$ in Eq. (7), Kramers-Kronig relations should be generalized. We do not believe that today’s numerical data enables their verifications with sufficient accuracy.

Both in the photonic crystals and LHM literature there is a lot of confusion about what is the correct definitions of the phase and group refractive index and what is their relations to negative refraction. In additions, it is instructive to see how the LH behavior is related with the sign of the phase and group refractive indices for the PC system. The conditions of obtaining LH behavior in PC were recently examined in . It was demonstrated that the existence of negative refraction is neither a prerequisite nor guarantees a negative effective refraction index and so LH behavior. Contrary, LH behavior can be seen only if phase refractive index $`n_{\mathrm{phase}}`$ is negative. Once $`n_{\mathrm{phase}}`$ is negative, the product $`\stackrel{}{S}.\stackrel{}{k}`$ is also negative, and the vectors $`\stackrel{}{k}`$, $`\stackrel{}{E}`$ and $`\stackrel{}{H}`$ form a left handed set, as discussed in the Introduction.

Problems of causality arises also in connection with “well known” and accepted relations like $`(n^{}(\omega )\omega )/\omega >0`$. It is evident, that this relation can not be valid in the vicinity of the left border of left-handed frequency interval, since both $`n^{}`$ and $`n^{}/\omega `$ are negative. The same problem arises for the real part of $`ϵ_{\mathrm{eff}}`$. Also relation (17) requires more exact and complete treatment. We need more general relations for the energy of the EM field  which incorporates all the allowed signs of the real and imaginary parts of the permittivity and permeability.

Following problems that are currently discussed in literature. The negative Snell’s law requires the understanding in more detail of the relationship between the Poynting vector, the group velocity, and the phase velocity. We believe, that there is no controversial in this phenomena . Anisotropy of real left-handed materials inspires further development of super-focusing .

We believe that further analysis, of what happens when EM wave crosses the boundary of the left-handed and right-handed systems, will bring more understanding of the negative refraction as well as perfect lensing. Numerical FDTD simulations of the transmission of the EM wave through the interface of the positive and negative refraction index  showed that the wave is trapped temporarily at the interface and after a long time the wave front moves eventually in the direction of negative refraction. Computer simulations of the transmission through LH wedge  also confirm that EM wave spends some time on the boundary before the formation of the left-handed wave front. Formation of surface waves  can explain “perfect lensing” without violating causality. Recent development, both numerical  and experimental  indicate that perfect (although not absolutely perfect) lensing might be possible. We need also to understand some peculiar properties of the left handed structures due to its anisotropy  and bi-anisotropy .

Last but not least, let us mention an attempt to find new left-handed structures, both in the traditional metallic left-handed structures  and in the photonic crystals .

Acknowledgments We want to thank D.R. Smith, E.N. Economou, S. Foteinopoulou and I. Rousochatzakis for fruitful discussions. This work was supported by Ames Laboratory (contract. n. W-7405-Eng-82). Financial support of DARPA, NATO (Grant No. PST.CLG.978088) and APVT (Project n. APVT-51-021602) and EU project DALHM is also acknowledged.