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# High Energy Neutrinos from Gamma-Ray Bursts with Precursor Supernovae

## Abstract

The high energy neutrino signature from proton-proton and photo-meson interactions in a supernova remnant shell ejected prior to a gamma-ray burst provides a test for the precursor supernova, or supranova, model of gamma-ray bursts. Protons in the supernova remnant shell, and photons entrapped from a supernova explosion or a pulsar wind from a fast-rotating neutron star remnant provide ample targets for protons escaping the internal shocks of the gamma-ray burst to interact and produce high energy neutrinos. We calculate the expected neutrino fluxes, which can be detected by current and future experiments.

Gamma-ray bursts (GRBs) are thought to be possible sources of high energy neutrinos. In the currently favored models the $`\gamma `$-ray emission is attributed to radiation from shock-accelerated electrons in the relativistic fireball outflow or jet from a cataclysmic stellar event. The latter may be connected to compact stellar mergers, or the core collapse of a massive stellar progenitor (collapsar), which could also involve a core-collapse supernova (SN) woo93 . Together with electrons, the shocks are expected to accelerate protons as well, and high energy neutrinos are thought to be produced dominantly by $`p\gamma `$ interactions of the protons with synchrotron or inverse Compton scattered photons wb97 ; wb00 . Recent reports of detection of X-ray lines from several GRB afterglows have been interpreted piro00 , although not unambiguously, as providing support for a version of the collapsar model in which a SN explosion occurs weeks before the GRB (the “supranova” model, vie98 ). In the supranova scenario the supernova remnant (SNR) shell provides nucleon targets for $`pp`$ interactions with protons accelerated in the MHD wind of a pre-GRB pulsar gg02 , leading to a 10 TeV neutrino precursor to the GRB (other nucleon targets from a stellar companion disruption leading to $`\pi ^0`$ decay GeV $`\gamma `$-rays were discussed by katz94 ). The SNR also provides additional target photons for $`p\gamma `$ interactions gg02  with internal shock-accelerated protons, resulting in $`10^{16}`$ eV neutrinos. In this Letter we investigate some important unexplored aspects of the GRB-SNR interaction, namely $`pp`$ and $`p\gamma `$ interactions involving GRB protons in the shocked shell, which have significant consequences in the assessment of the neutrino signatures from these objects.

SNR target nucleons and photons.— The typical mass ejected in a SN is $`M_{\mathrm{snr}}m_{\mathrm{snr}}M_{}=2\times 10^{33}m_{\mathrm{snr}}`$ g. For a nominal sub-relativistic shell speed $`v=10^9`$ cm/s, the typical distance reached is $`R_{\mathrm{snr}}10^{14}v_9t_d`$ cm in $`t_d`$ days. We assume that the gas is roughly isotropically ejected in a shell of width $`\delta =\mathrm{\Delta }R/R=0.1\delta _1`$ and average column density $`\mathrm{\Sigma }1.6\times 10^4m_{\mathrm{snr}}v_9^2t_d^2`$ g-cm-2.

The deposition of $`10^{51}E_{51}`$ ergs in a SN progenitor stellar envelope of dimension $`R_{}=10^{12}R_{12}`$ cm heats it to a temperature $`T_\mathrm{o}1E_{51}^{1/4}R_{12}^{3/4}\delta _1^{1/4}`$ keV. The mean photon energy in the SNR shell is $`ϵ_{\gamma ,\mathrm{sn}}20E_{51}^{1/4}\delta _1^{1/3}R_{12}^{1/4}v_9^1t_d^1\mathrm{eV}`$. The photon column density in the SNR is $`\mathrm{\Sigma }_{\gamma ,\mathrm{sn}}3\times 10^{32}E_{51}^{3/4}\delta _1^{1/3}R_{12}^{1/4}v_9^1t_d^1`$ cm-2. The $`p\gamma `$ optical depth and threshold proton energy at the $`\mathrm{\Delta }`$-resonance are

$`\tau _{p\gamma ,\mathrm{sn}}`$ $``$ $`3\times 10^4E_{51}^{3/4}\delta _1^{1/3}R_{12}^{1/4}v_9^1t_d^1`$
$`E_{p,\mathrm{th},\mathrm{sn}}`$ $``$ $`10^7E_{51}^{1/4}\delta _1^{1/3}R_{12}^{1/4}v_9t_d\text{GeV.}`$ (1)
The collapse of the Fe core can lead initially to a fast-rotating pulsar of rotational energy $`E_{\mathrm{rot}}10^{53}`$ erg and spin-down time $`3\times 10^6`$ s ostgun69 ; gg02 , emitting an MHD wind of luminosity $`L_\mathrm{m}10^{46}L_{\mathrm{m46}}`$ erg/s. Besides ejecting the SNR envelope, the SN explosion may leave behind parts of the He core, which take longer in falling back to make a black hole leading to the GRB (months in the supranova scenario). If the fall-back is anisotropic and a channel forms in the He core (e.g. along the rotation axis), the relativistic MHD wind may flow out and impact the SNR shell further out. The MHD wind is highly relativistic, and is decelerated to a subrelativistic velocity in a reverse shock, driving a forward shock into the shell rg74 . The shock velocity $`v_s`$ in the observer frame satisfies, from pressure balance in the shock frame, $`v_sv[L_\mathrm{m}(10^1R/c)/M_{\mathrm{snr}}]^{1/2}10^1[E(t)/M_{\mathrm{snr}}]^{1/2}10^2c`$ for typical $`E(t)=tL_\mathrm{m}`$ and $`M_{\mathrm{snr}}`$. Thus the shock will propagate through a significant fraction of the shell width, and we approximate the situation by taking the shock to cross the entire shell, producing photons distributed throughout the shell. Given the high Thomson optical depth in the SNR shell, these photons thermalize to a maximum energy $`ϵ_{\gamma ,\mathrm{m}}0.1L_{\mathrm{m46}}^{1/4}\delta _1^{1/4}v_9^{3/4}t_d^{1/2}\text{keV}`$, assuming that all the MHD wind energy goes into photons. The $`p\gamma `$ optical depth and threshold proton energy at $`\mathrm{\Delta }`$ production, are

$`\tau _{p\gamma ,\mathrm{m}}`$ $``$ $`3\times 10^4L_{\mathrm{m46}}^{3/4}\delta _1^{1/4}v_9^{1/2}t_d^{1/2}`$
$`E_{p,\mathrm{th},\mathrm{m}}`$ $``$ $`2\times 10^6L_{\mathrm{m46}}^{1/4}\delta _1^{1/4}v_9^{3/4}t_d^{1/2}\text{GeV}.`$ (2)
Additional target photons may arise from parts of the disrupted He core, no longer in hydrostatic equilibrium and moving outwards inside the shell. However, even if they have super-Eddington luminosities $`L_{,\mathrm{He}}10^{44}`$ erg/s as inferred in some SN, these photons have an optical depth $`\tau _{p\gamma }5L_{44}v_9^2t_d^1`$ for protons with $`E_p3\times 10^8t_d`$ GeV, negligible compared to Eqs. (1) and (2).

The non-relativistic MHD forward shock moving into the SNR is likely to be collisionless (as also generally assumed for non-relativistic GRB internal shocks m02 ). The transition is dominated by the process giving the narrower shock width, i.e. the shortest timescales for changing particle momenta. A collisionless shock thickness is $`c/(\beta \omega _p)`$, where $`\beta `$ is shock velocity, $`\omega _p`$ is plasma ion frequency. For our parameters $`1M_{}`$ shell at $`10^{14}`$ cm radius, $`\omega _p=3\times 10^{10}`$/sec and $`\beta =0.01`$, this shock width is 100 cm. The thickness of a radiation shock is $`l/\beta `$, where $`l`$ is the photon mean free path, giving a thickness $`10^{11}`$ cm. The thickness for $`pp`$ collisions is even larger due to a smaller cross section than Thomson. This strongly suggests that the shock is collisionless.

The average magnetic field inside the SNR shell is

$$B10^4\xi _B^{1/2}m_{\mathrm{snr}}^{1/2}\delta _1^{1/2}v_9^{1/2}t_d^{3/2}\mathrm{G},$$
(3)
where $`\xi _B`$ is the equipartition value in respect to the proton kinetic energy. Equating the acceleration time $`t_a2\pi Amc\gamma /(\beta ^2eB)`$ \[where $`\beta =(v_sv)/c10^2\beta _2`$ is the relative shock speed in the shell, and $`A10A_1`$\] to the synchrotron loss time $`t_{\mathrm{sy}}=3m^3c^5/(2e^4B^2\gamma )`$, the maximum accelerated particle Lorentz factor is $`\gamma _{\mathrm{mx}}=2\times 10^{10}A_1^{1/2}(m/m_p)B^{1/2}`$. For the field of Eq. (3), the maximum proton Lorentz factor is $`\gamma _{p,\mathrm{mx}}2\times 10^7A_1^{1/2}\beta _2\xi _B^{1/4}m_{\mathrm{snr}}^{1/4}\delta _1^{1/4}v_9^{1/4}t_d^{3/4}`$. The maximum electron Lorentz factor is $`m_e/m_p`$ lower and the synchrotron photon peak energy is $`\omega _{\mathrm{sy}}0.2A_1^1\beta _2^2`$ keV, but due to the high Thomson depth these photons are thermalized to the blackbody value $`ϵ_{\gamma ,\mathrm{m}}0.1`$ keV.

GRB protons and interactions in the SNR.— The GRB isotropic-equivalent $`\gamma `$-ray luminosity is $`L_\gamma ^{\mathrm{iso}}10^{52}L_{52}`$ ergs/s. The corresponding GRB total proton luminosity is $`dN_p/dt=L_\gamma /\mathrm{\Gamma }m_pc^2=2\times 10^{52}L_{52}\mathrm{\Gamma }_{300}^1`$ s-1. Assuming that a fraction $`\xi _p1`$ of these is accelerated in the internal shocks results in a proton distribution $`d^2N_p/dE_pdt6\times 10^{54}L_{52}\xi _pE_{p,\mathrm{GeV}}^2\mathrm{GeV}^1\mathrm{s}^1`$. High energy protons interact with synchrotron and inverse Compton scattered photons in the GRB fireball shock dominantly through $`p\gamma \mathrm{\Delta }n\pi ^+/p\pi ^0`$ wb97 , resulting in $`100`$ TeV neutrinos. The cross-section for $`\mathrm{\Delta }`$ production at threshold $`E_pE_\gamma 0.2\mathrm{\Gamma }^2`$ GeV2 in the observer frame is $`0.1`$ mb. The optical depth for $`E_p>10^7`$ GeV is $`\tau _{p\gamma }1`$ in the high $``$ MeV photon density in the internal shocks. Since protons lose $`20\%`$ of their energy per interaction, each proton will undergo a couple of interactions, thus roughly half of the protons with $`E_p>10^{16}`$ eV will be converted to neutrons and escape. At lower energies, protons may be prevented by fireball magnetic field from escaping to the SNR. However, since internal shock radii range over $`3\times 10^{12}3\times 10^{14}`$ cm, this may allow a significant fraction of $`10^{16}`$ eV protons to interact with the SNR shell. This implies that a fraction $`\eta _p(E_p)1`$ of protons escape the fireball shock region to propagate outwards. The isotropic-equivalent observer-frame proton luminosity impacting the shell is

$`{\displaystyle \frac{d^2N_p}{dE_pdt}}=6\times 10^{54}E_{p,\mathrm{GeV}}^2L_{52}\xi _p\eta _p(E_p)\mathrm{GeV}^1\mathrm{s}^1.`$ (4)
The large $`p\gamma `$ optical depths for both the SN-shock $`ϵ_{\mathrm{sn}}`$ and the pulsar MHD wind shock $`ϵ_\mathrm{m}`$ photons \[Eqs. (1) and (2)\] trapped inside the SNR shell causes most of the incoming protons above the thresholds \[Eqs. (1) and (2)\] to undergo photomeson production. Low energy protons below $`\mathrm{\Delta }`$ production threshold may interact with SNR protons. If $`\xi _{\mathrm{sh}}`$ (typically $`10^1`$) is the fraction of shell protons which is accelerated to relativistic energies by the collisionless MHD shock going through the SNR shell, the column density of cold protons in the SNR shell is $`\mathrm{\Sigma }_p10^{28}\zeta _{\mathrm{sh}}m_{\mathrm{snr}}v_9^2t_d^2`$ cm-2, where $`\zeta _{\mathrm{sh}}=1\xi _{\mathrm{sh}}1`$.

The total cross-section for $`pp`$ interaction has been measured up to very high energies (120 mb at $`\sqrt{s}=30`$ TeV hagiwara02 ) in accelerator experiments. We take the mean $`pp`$ cross-section to be $`<\sigma _{pp}>100\text{mb}`$ in the TeV and above energy range. The corresponding mean optical depth is

$$<\tau _{pp}>=\mathrm{\Sigma }<\sigma _{pp}>10^3\zeta _{\mathrm{sh}}m_{\mathrm{snr}}v_9^2t_d^2.$$
(5)
To calculate the neutrino flux from $`pp`$ interactions, one needs to know the secondary charged particle multiplicities as a function of $`\sqrt{s}`$. Analytic calculations of this multiplicity, known as the KNO scaling law kno , are based on the rapidity ($`y=\mathrm{ln}[(E+p_z)/(Ep_z)]/2`$, taking the beam direction along the $`z`$-axis) distribution of the secondary charged particles. Analytically the total charged particle multiplicity increases as $`\mathrm{ln}(s)`$. Accelerator data show a slightly faster growth in $`pp`$ interactions measured up to $`\sqrt{s}=1.8`$ TeV ua5e735 . An extrapolation up to $`\sqrt{s}400`$ TeV, relevant for our calculation, for $`\pi ^\pm `$ and $`K^\pm `$ multiplicities from $`pp`$ interactions using $`\mathrm{ln}(s)`$ scaling is certainly very conservative. There exist in the literature other faster growing models such as $`s^{0.3}`$ engel98 . The dominant neutrino production channels in our calculation are $`pp\pi ^\pm /K^\pm \mu \nu _\mu e\nu _e\nu _\mu \overline{\nu }_\mu `$. High energy photons are also produced from $`\pi ^0\gamma \gamma `$.

We used the PYTHIA 6.2 event generator pythia  to simulate $`pp`$ interactions prep . The angular deviation of a secondary particle is related to its Lorentz invariant rapidity ($`y`$) as $`\theta 1/\mathrm{cosh}(y)`$. We select $`\pi ^\pm `$ and $`K^\pm `$ which are forward, namely, $`y0`$. The average $`\pi ^\pm `$ and $`K^\pm `$ multiplicities measured at $`\sqrt{s}=540`$ GeV in the pseudo-rapidity ($`\eta y`$ for momentum $`pm`$) region $`0\eta 5`$ are $`<n_\pi >=11.15`$ and $`<n_K>=1.25`$ ua5e735 . These numbers agree with our PYTHIA simulations within error bars. For $`y0`$ we have $`<n_\pi >=15.3`$ and $`<n_K>=1.7`$ at $`\sqrt{s}=540`$ GeV from simulations. At the highest energy, $`E_p=10^{20}`$ eV ($`\sqrt{s}=4.33\times 10^5`$ GeV), $`\mathrm{ln}(\sqrt{s})`$ extrapolation gives $`<n_\pi >=15.3\times \mathrm{ln}(4.33\times 10^5/540)103`$, about 75% of our simulated value of 136. Similarly $`<n_K>=1.7\times \mathrm{ln}(4.33\times 10^5/540)11.4`$, also about 75% of our simulated value of 15.2 at $`E_p=10^{20}`$ eV. For our calculation we used more conservative values: $`<n_\pi >=103`$ and $`<n_K>=11.4`$ at $`E_p=10^{20}`$ eV and $`\mathrm{ln}(\sqrt{s})`$ scaling at lower energies.

Secondary charged particles ($`\pi ^\pm `$ and $`K^\pm `$) in the $`pp`$ interaction follow a $`1/E`$ energy distribution prep . The energy of a particle of mass $`m`$ ranges from $`m\mathrm{cosh}(y)\gamma _{\mathrm{cm}}`$, where $`\gamma _{\mathrm{cm}}`$ is the Lorentz boost of the center of mass in the lab frame and $`\mathrm{cosh}(y)`$ is the rapidity dependent boost factor, up to the primary proton energy $`E_p`$. For $`y0`$ we use for secondary $`\pi ^\pm `$ and $`K^\pm `$ the range

$$\gamma _{\mathrm{cm}}m_{\pi ,K}E_{\pi ,K}E_p.$$
(6)
The pions and kaons decay into neutrinos with Lorentz-expanded decay times $`(\tau _{\pi ,K}\gamma _{\pi ,K})`$ in the observer frame.

In the $`\pi ^\pm /K^\pm e\nu _e\nu _\mu \overline{\nu }_\mu `$ decay the $`e`$ and 3 $`\nu `$’s each share roughly 1/4 of the pion/kaon energy. The branching ratio for the kaon decay channel is $`64\%`$. The $`\nu `$ multiplicity for an incident proton of energy $`E_p10^{11}`$ GeV, using Eq. (6), is then

$`M_\nu (E_p)`$ $`=`$ $`{\displaystyle \frac{1}{4}}𝒩_{\pi ,K}\left({\displaystyle \frac{E_\nu }{\mathrm{GeV}}}\right)^1\left[{\displaystyle \frac{1}{2}}\mathrm{ln}\left({\displaystyle \frac{10^{11}\mathrm{GeV}}{E_p}}\right)\right]^1`$ (7)
$`\times \mathrm{\Theta }\left({\displaystyle \frac{1}{4}}{\displaystyle \frac{m_{\pi ,K}}{\mathrm{GeV}}}\gamma _{\mathrm{cm}}{\displaystyle \frac{E_\nu }{\mathrm{GeV}}}{\displaystyle \frac{1}{4}}{\displaystyle \frac{E_p}{\mathrm{GeV}}}\right)`$
for each type of neutrinos: $`\nu _e`$, $`\overline{\nu }_\mu `$ and $`\nu _\mu `$. Here $`\mathrm{\Theta }`$ is a step function following from Eq. (6). The normalization factors $`𝒩_\pi `$ and $`𝒩_K`$ are found by integrating the $`1/E`$ distribution of $`\pi ^\pm `$ and $`K^\pm `$ in the energy range given in Eq. (6) for $`E_{\pi ,K}^{\mathrm{mx}}10^{11}`$ GeV and equating to the respective total numbers, $`𝒩_\pi =<n_\pi >/\mathrm{ln}\left(E_\pi ^{\mathrm{mx}}/m_\pi \gamma _{\mathrm{cm}}\right)7`$, $`𝒩_K=0.64<n_K>/\mathrm{ln}\left(E_K^{\mathrm{mx}}/m_K\gamma _{\mathrm{cm}}\right)0.6`$.

An additional $`pp`$ component may result from protons accelerated by the collisionless shock in the shell colliding with shell thermal nucleons. For a typical SNR shell energy $`10^{51}E_{51}`$ ergs this neutrino component has $`\zeta _{sh}10^{51}E_{51}`$ ergs, at least an order of magnitude below the GRB shock proton component, but it could become important for exceptionally energetic supernova shells.

Neutrino flux calculation.— The GRB protons from internal shocks undergo $`pp`$ interactions below $`E_{p,\mathrm{th}}`$ from Eqs. (1) and (2), and $`p\gamma `$ interactions above $`E_{p,\mathrm{th}}`$. The neutrino flux ($`\mathrm{\Phi }_\nu =d^2N/dE_\nu dt`$) at Earth from a single GRB-SNR at distance $`D`$ is

$`\mathrm{\Phi }_\nu ={\displaystyle \frac{1}{4\pi D^2}}\{\begin{array}{cc}f_{pp}M_\nu (E_p)\frac{d^2N}{dE_pdt}𝑑E_p;\hfill & E_pE_{p,\mathrm{th}}\hfill \\ (f_\pi /4)\frac{d^2N}{dE_pdt};\hfill & E_p>E_{p,\mathrm{th}}\hfill \end{array}`$ (10)
for each $`\nu `$ type. Here $`f_{pp}=\mathrm{min}(1,<\tau _{pp}>)`$ from Eq. (5), and $`f_\pi `$ is the fraction of $`E_p`$ lost to $`\pi `$’s in $`p\gamma `$ interactions wb97 , which is $`1`$ for an SNR with $`\tau _{p\gamma }1`$. The synchrotron cooling energy $`E_\nu ^\mathrm{s}`$ is found by equating the decay times ($`\tau _j\gamma _j`$ with $`j=\pi ,K,\mu `$) and synchrotron cooling times for $`\pi `$’s, $`K`$’s and $`\mu `$’s. For the magnetic field in Eq. (3) we get the maximum energies as

$`\gamma _j^\mathrm{s}2.3\times 10^4m_j^{3/2}\tau _j^{1/2}\xi _B^{1/2}m_{\mathrm{snr}}^{1/2}\delta _1^{1/2}v_9^{1/2}t_d^{3/2}`$ (11)
where $`m_j`$’s are in GeV and $`\tau _j`$’s are in s. Taking $`m_{\mathrm{snr}}10`$ and typical age $`t_d50`$ d, the maximum energies from Eq. (11) are $`E_\pi ^\mathrm{s}10^{10}`$ GeV, $`E_K^\mathrm{s}10^{11}`$ GeV and $`E_\mu ^\mathrm{s}10^9`$ GeV, where we used $`\xi _B10^2\xi _2`$ as in typical GRB fits. The corresponding $`\nu `$ steepening break energies are $`10^9`$ GeV. The cooling times for inverse Compton scattering are longer than respective lifetimes in the Klein-Nishina limit for $`t_d10`$ d.

The detection probability for a muon neutrino in an ice detector is $`𝒫1.7\times 10^6(E_\nu /\mathrm{TeV})^\beta `$, where $`\beta =0.8`$ for $`E_\nu <1`$ PeV and $`\beta =0.36`$ for $`E_\nu >1`$ PeV. Multiplying this with the flux of Eq. (10) and the burst duration, a numerical integration gives the expected event rates in a km2 detector from a single GRB. The total number of $`\nu _\mu `$-induced upward muon events for a single GRB of luminosity $`10^{52}L_{52}`$ ergs/s and burst duration $`\mathrm{\Delta }t=10\mathrm{\Delta }_1`$ s at $`D1.6\times 10^{28}h_{65}^1[(1+z)/2(1+z)^{1/2}/2^{1/2}]`$ cm $`10^{28.2}D_{28.2}`$ cm for redshift $`z1`$ is

$`N_\mu ^{\mathrm{TeV}\mathrm{PeV}}`$ $`=`$ $`1.1D_{28.2}^2\mathrm{\Delta }_1\xi _p\eta _p(E)L_{52}`$
$`N_\mu ^{\mathrm{PeV}\mathrm{EeV}}`$ $`=`$ $`0.06D_{28.2}^2\mathrm{\Delta }_1\xi _p\eta _p(E)L_{52}.`$ (12)
Here we assumed $`f_{pp}=1`$ and $`f_\pi 1`$ for $`m_{\mathrm{snr}}10`$ and $`10t_d100`$ days. These single-burst numbers can be $`10^2`$ times larger, e.g. for rare bursts with $`D=10^{27.5}`$ cm and $`\mathrm{\Delta }t=100`$ s occurring at rates $``$ 3 yr-1.

The diffuse $`\nu `$-flux is obtained from Eq. (10) multiplied by $`\mathrm{\Delta }t`$ and an observed rate $`600/4\pi `$ yr-1 sr-1. Figure 1 shows the diffuse $`\nu _\mu `$ energy flux per decade (same for $`\nu _e`$ and $`\overline{\nu }_\mu `$) from GRB models with pre-ejected SNR shells. We assumed $`10^1`$ of protons escape the fireball shocks to reach the shell, where $`f_{pp}=1`$ and $`E_\nu ^\mathrm{s}=10^9`$ GeV. The top curve is calculated assuming all the GRBs have a SNR shell. This is an upper limit for maximum $`\nu `$’s through $`pp`$ and $`p\gamma `$ interactions in the SNR shell. The bottom curve assumes 10% of the GRBs have an SNR shell. Also shown are the diffuse $`\nu `$-fluxes from $`p\gamma `$ interactions in the internal shocks of bursts (WB wb97 , short dashed curve), and in GRB afterglows (wb00 , short dashed curve), as well as the $`\nu `$-flux obtained from the cosmic ray limits (WB Limit wb99 , long dashed straight lines).

In a km2 detector exp , the number of diffuse events assuming 10% of GRBs have SNR shells is $``$ 6 yr-1 sr-1 at TeV-PeV, and $``$ 0.3 yr-1 sr-1 in the PeV-EeV range.

Discussion and Implications.— The single-burst $`\nu `$-fluxes calculated here are predicated on the existence of a pre-ejected SNR shell by the progenitor of the GRB, which occurs at the same location after a delay of weeks vie98 . The $`\nu `$’s produced by $`pp`$ and $`p\gamma `$ interactions between GRB relativistic protons and SNR shell target protons and photons will be contemporary and of similar duration as the GRB electromagnetic event. The high $`pp`$ optical depth of the shell also implies a moderately high average Thomson optical depth $`\tau _\mathrm{T}t_d^2`$ of the shell, dropping below unity after $`100`$ d. Large scale anisotropy as well as clumpiness of the shell will result in a mixture of higher and lower optical depth regions being observable simultaneously, as required in the supranova interpretation of X-ray lines and photon continua in some GRB afterglows piro00 . Depending on the fraction of GRB with SNR shells, the contributions of these to the GRB diffuse $`\nu `$-flux has a $`pp`$ component which is relatively stronger at TeV-PeV energies than the internal shock $`p\gamma `$ component of wb97 , and a shell $`p\gamma `$ component which is a factor 1 (0.1) of the internal shock $`p\gamma `$ component (Fig. 1) for a fraction 1 (0.1) of GRB with SNR shells. Due to a higher synchrotron cooling break in the shell, at $`E_\nu 10^{17}`$ eV the shell component could compete with the internal wb97  and afterglow wb00  components.

Our $`pp`$ component is caused by internal shock-accelerated power-law protons contemporaneous with the GRB event, differing from gg02  who considered quasi-monoenergetic $`\gamma _p10^{4.5}`$ protons from an MHD wind over $`4\pi `$ leading to a $`10`$ TeV neutrino months-long precursor of the GRB. Our $`p\gamma `$ component arises from the same GRB-contemporaneous internal shock protons interacting with thermal 0.1 keV photons within the shell wall, whereas gg02  consider such protons interacting with photons from the MHD wind inside the shell cavity.

The pre-ejected supernova (supranova) model of GRB is a subject of interest and debate m02  for interpreting the $`\gamma `$\- and X-ray data, and independent tests would be useful. The neutrino fluxes discussed here provide such a test, the predicted event rates being detectable with kilometer scale planned Cherenkov detectors.

SR thanks J. P. Ralston for helpful discussions. Work supported by NSF AST0098416.


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# Populations of solutions of the 𝑋𝑋𝑋 Bethe equations associated to Kac-Moody algebras

## 1. Introduction

The $`XXX`$ Bethe equation is a system of algebraic equations associated to a Kac-Moody algebra $`𝔤`$, a non-zero step $`h`$, distinct complex numbers $`z_1,\mathrm{},z_n`$, integral dominant $`𝔤`$-weights $`\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_n`$ and a $`𝔤`$-weight $`\mathrm{\Lambda }_{\mathrm{}}`$, see \[OW\] and Section 3 below.

In the theory of the Bethe ansatz one associates a Bethe equation to an integrable model. Then each solution of the Bethe equation gives an eigenvector of commuting Hamiltonians of the model. The general conjecture is that the constructed vectors form a basis in the space of states of the model. There is vast literature on this subject, see e.g. \[BIK, F, FT\].

The first step to the above mentioned conjecture is to count the number of solutions of the Bethe equation. One can expect that the number of solutions is equal to the dimension of the space of states of the model.

In an attempt to approach that counting problem, in this note we relate to each solution of the Bethe equation an object called the population. We hope that it might be easier to count populations than individual solutions. For instance, if the Kac-Moody algebra is $`sl_{r+1}`$, then each population corresponds to a point of intersection of suitable Schubert varieties in a suitable Grassmannian variety. Then the Schubert calculus allows us to count the populations, see \[MV1\], \[MV2\].

The populations in the case of $`sl_{r+1}`$ were introduced in \[MV1\]. The construction of a population goes as follows. First one defines $`r`$ polynomials $`T_1(x),\mathrm{},T_r(x)`$, $`T_i(x)=_{s=1}^n_{p=1}^{(\mathrm{\Lambda }_s,\alpha _i)}(xz_s(\mathrm{\Lambda }_1,\alpha _i)h+2ph)`$, where $`\alpha _1,\mathrm{},\alpha _r`$ are simple roots and $`(,)`$ is the standard scalar product. A solution of the Bethe equation is an $`r`$-tuple of polynomials $`𝒚=(y_1(x),\mathrm{},y_r(x))`$, each considered up to multiplication by a non-zero number. The fact that $`𝒚`$ is a solution is formulated as follows. The tuple $`𝒚`$ is a solution, if for every $`i=1,\mathrm{},r`$, there exists a polynomial $`\stackrel{~}{y}_i(x)`$ satisfying the equation

$$\stackrel{~}{y}_i(x+2h)y_i(x)\stackrel{~}{y}_i(x)y_i(x+2h)=T_i(x)y_{i1}(x+h)y_{i+1}(x+h)$$

(we also need some requirements on $`𝒚`$ to be generic). It turns out that for all complex numbers $`c`$ (with finitely many exceptions) the tuples $`(y_1(x),\mathrm{},\stackrel{~}{y}_i(x)+cy_i(x),\mathrm{},y_r(x))`$ are also solutions of the Bethe equation. The collection of all $`r`$-tuples which can be constructed starting from $`𝒚`$ by iteration of the above procedure is called the population of solutions originated at $`𝒚`$.

In this paper we suggest a similar generation procedure for an arbitrary solution of a Bethe equation of a non-homogeneous $`XXX`$ model associated with an arbitrary Kac-Moody algebra. The new feature of such a generation procedure is that the shift in the $`i`$-th difference equation depends on the length of the $`i`$-th simple root of the Kac-Moody algebra.

A population of solutions is an interesting object. It is an algebraic variety. It is a finite-dimensional irreducible algebraic variety, if the Weyl group of the Kac-Moody algebra is finite. In this short article we present only elementary properties of populations, see Section 5. The main open questions are :

1. Describe a population as an algebraic variety,
2. Compute the number of populations originated at solutions of a given Bethe equation.

The populations related to the Gaudin model of a Kac-Moody algebra $`𝔤`$ were introduced in \[MV2\]. In \[MV3\], see also \[Fr\], it is proved that in the case of semi-simple Lie algebras every $`𝔤`$-population is isomorphic to the flag variety of the Langlands dual Lie algebra $`𝔤^L`$. It is conjectured in \[MV1\] that the same is true for all Kac-Moody algebras. It is plausible that every $`𝔤`$-population introduced in this paper is isomorphic to the flag variety of the Langlands dual Kac-Moody algebra $`𝔤^L`$. In \[MV1\],\[MV4\] this conjecture is proved for Lie algebras of types A,D,E.

The reproduction procedure for the Bethe ansatz type equations was studied in some previous works, see \[MV1\], \[MV4\]. Note that the equations of the B, C type in \[MV1\] differ from the B, C type Bethe equations of the present paper, and the equations associated to a Kac-Moody algebra in \[MV4\] differ from the Bethe equations of the present paper if and only if there is an non-zero non-diagonal entry of the Cartan matrix different from $`1`$.

We remark that all the constructions and statements of the present paper can be repeated for the $`XXY`$ Bethe equation.

We thank V. Tarasov for pointing out the references related to the Bethe ansatz equations and interesting discussions.

## 2. Kac-Moody algebras

Let $`A=(a_{ij})_{i,j=1}^r`$ be a generalized Cartan matrix, $`a_{ii}=2`$, $`a_{ij}=0`$ if and only $`a_{ji}=0`$, $`a_{ij}_0`$ if $`ij`$. We assume that $`A`$ is symmetrizable, there is a diagonal matrix $`D=\mathrm{diag}\{d_1,\mathrm{},d_r\}`$ with relatively prime positive integers $`d_i`$ such that $`B=DA`$ is symmetric.

Let $`𝔤=𝔤(A)`$ be the corresponding complex Kac-Moody Lie algebra (see \[K\], §1.2), $`𝔥𝔤`$ the Cartan subalgebra. The associated scalar product is non-degenerate on $`𝔥^{}`$ and $`\mathrm{dim}𝔥=r+2d`$, where $`d`$ is the dimension of the kernel of the Cartan matrix $`A`$.

Let $`\alpha _i𝔥^{}`$, $`\alpha _i^{}𝔥`$, $`i=1,\mathrm{},r`$, be the sets of simple roots, coroots, respectively. We have

$`d_i=(\alpha _i,\alpha _i)/2,a_{ij}=2(\alpha _i,\alpha _j)/(\alpha _i,\alpha _i)=\alpha _j,\alpha _i^{},\lambda ,\alpha _i^{}=2(\lambda ,\alpha _i)/(\alpha _i,\alpha _i),`$
where $`\lambda 𝔥^{}`$. Let $`𝒫=\{\lambda 𝔥^{}|\lambda ,\alpha _i^{}\}`$. Let $`𝒫^+=\{\lambda 𝔥^{}|\lambda ,\alpha _i^{}_0\}`$. Elements of $`𝒫^+`$ are called dominant integral weights.

The Weyl group $`𝒲\mathrm{End}(𝔥^{})`$ is generated by reflections $`s_i`$, $`i=1,\mathrm{},r`$,

$$s_i(\lambda )=\lambda \lambda ,\alpha _i^{}\alpha _i,\lambda 𝔥^{}.$$

Fix $`\rho 𝔥^{}`$ such that $`\rho ,\alpha _i^{}=1`$, $`i=1,\mathrm{},r`$. We have $`(\rho ,\alpha _i)=(\alpha _i,\alpha _i)/2`$. We use the notation $`w\lambda `$ for the shifted action of the Weyl group given by

$`w\lambda =w(\lambda +\rho )\rho ,w𝒲,\lambda 𝔥^{}.`$
## 3. The Bethe equations

Let $`𝚲=(\mathrm{\Lambda }_i)_{i=1}^n(𝒫^+)^n`$, $`𝒛=(z_i)_{i=1}^n^n`$, $`𝒍=(l_i)_{i=1}^r_0^r`$, $`𝒕=(t_j^{(i)})_{i=1,\mathrm{},r}^{j=1,\mathrm{},l_i}`$.

Set $`\overline{𝚲}=(\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_n,\mathrm{\Lambda }_{\mathrm{}})`$, where

$`\mathrm{\Lambda }_{\mathrm{}}={\displaystyle \underset{i=1}{\overset{n}{}}}\mathrm{\Lambda }_i{\displaystyle \underset{i=1}{\overset{r}{}}}l_i\alpha _i𝒫.`$ (3.1)
Fix a non-zero complex number $`h`$. The $`XXX`$ Bethe equation associated with $`𝒛,\overline{𝚲}`$ is the following system of algebraic equations for variables $`𝒕`$, see \[OW\]:

$`{\displaystyle \underset{s=1}{\overset{n}{}}}{\displaystyle \frac{t_j^{(i)}z_s+(\mathrm{\Lambda }_s,\alpha _i)h}{t_j^{(i)}z_s(\mathrm{\Lambda }_s,\alpha _i)h}}{\displaystyle \underset{m=1}{\overset{r}{}}}{\displaystyle \underset{k=1}{\overset{l_m}{}}}{\displaystyle \frac{t_j^{(i)}t_k^{(m)}(\alpha _m,\alpha _i)h}{t_j^{(i)}t_k^{(m)}+(\alpha _m,\alpha _i)h}}=1,`$ (3.2)
where $`i=1,\mathrm{},r`$, $`j=1,\mathrm{},l_i`$.

Introduce

$$h_i=(\alpha _i,\alpha _i)h.$$

Then the Bethe equation $`(`$3.2$`)`$ can be written in the form

$$\underset{s=1}{\overset{n}{}}\frac{t_j^{(i)}z_s+\mathrm{\Lambda }_s,\alpha _i^{}h_i/2}{t_j^{(i)}z_s\mathrm{\Lambda }_s,\alpha _i^{}h_i/2}\underset{\genfrac{}{}{0pt}{}{m=1,\mathrm{},r,}{mi}}{}\underset{k=1}{\overset{l_m}{}}\frac{t_j^{(i)}t_k^{(m)}a_{im}h_i/2}{t_j^{(i)}t_k^{(m)}+a_{im}h_i/2}\underset{\genfrac{}{}{0pt}{}{k=1,\mathrm{},l_i,}{kj}}{}\frac{t_j^{(i)}t_k^{(i)}h_i}{t_j^{(i)}t_k^{(i)}+h_i}=1.$$

The product of symmetric groups $`S_𝒍=S_{l_1}\times \mathrm{}\times S_{l_N}`$ acts on the set of solutions of $`(`$3.2$`)`$ permuting the coordinates with the same upper index. An $`S_𝒍`$ orbit of solutions of $`(`$3.2$`)`$ such that

* $`t_j^{(i)}t_k^{(i)}+ph_i`$ for all $`i,j,k`$, $`jk`$ and $`p=0,1`$,
* $`t_j^{(i)}t_k^{(m)}a_{im}h_i/2ph_i`$ for all $`i,j,k,m`$, $`im`$ and $`p=1,\mathrm{},a_{im}`$,
* $`t_j^{(i)}z_s+\mathrm{\Lambda }_s,\alpha _i^{}h_i/2ph_i`$ for all $`i,j,s`$ and $`p=1,\mathrm{},\mathrm{\Lambda }_s,\alpha _i^{}`$,

is called a Bethe solution associated to $`𝐳,\overline{𝚲}`$.

Note that not all solutions of equation $`(`$3.2$`)`$ are Bethe solutions.

In the case of $`sl_{r+1}`$, the Bethe solutions $`𝒕`$ are in one-to-one correspondence with $`2h`$-critical points $`\overline{𝒕}`$ defined in Section 3.1 of \[MV1\]. This correspondence is given by $`\overline{t}_k^{(i)}=t_k^{(i)}ih`$, $`b_s^{(i)}=i/2(\mathrm{\Lambda }_s,\alpha _i)/2`$ in notation of \[MV1\]. Note that in the case of $`B_r`$ and $`C_r`$, the equations of Sections 6.1 and 7.1 in \[MV1\] are different from $`(`$3.2$`)`$.

## 4. Reproduction of the Bethe solutions

Given $`𝒕=(t_j^{(i)})`$, we form an $`r`$-tuple of polynomials of a variable $`x`$, $`𝒚=(y_1,\mathrm{},y_r)`$, $`y_i(x)=_{j=1}^{l_i}(xt_j^{(i)})`$. We say that $`𝒚`$ represents $`𝐭`$.

We are interested only in the zeros of $`y_i`$, and we consider those polynomials up to multiplication by a non-zero complex number, so the $`r`$-tuple $`𝒚`$ is an element of $`(𝐏[𝐱])^𝐫`$, where $`𝐏[𝐱]`$ is the projectivization of the space of polynomials in $`x`$.

For $`i=1,\mathrm{},r`$, introduce polynomials $`T_i(x)`$:

$$T_i(x)=\underset{s=1}{\overset{n}{}}\underset{p=1}{\overset{\mathrm{\Lambda }_s,\alpha _i^{}}{}}(xz_s\mathrm{\Lambda }_s,\alpha _i^{}h_i/2+ph_i).$$

An $`r`$-tuple of polynomials $`𝒚`$ is called generic if $`y_i(x)`$ has no multiple roots and no common roots with polynomials $`y_i(x+h_i),T_i(x),y_m(x+a_{im}h_i/2+ph_i)`$ for $`m=1,\mathrm{},r`$ and $`p=1,\mathrm{},a_{im}`$. If $`𝒚`$ represents a Bethe solution, then $`𝒚`$ is generic.

###### Theorem 4.1.

Let $`𝐲`$ be a generic $`r`$-tuple of polynomials. The following three properties are equivalent:

(i) $`𝐲`$ represents a Bethe solution associated to $`𝐳,\overline{𝚲}`$,

(ii) for $`i=1,\mathrm{},r`$, the polynomial

$`\left({\displaystyle \underset{s=1}{\overset{n}{}}}(xz_s\mathrm{\Lambda }_s,\alpha _i^{}h_i/2){\displaystyle \underset{m,a_{im}<0}{}}y_m(x+a_{im}h_i/2)\right)y_i(x+h_i)+`$
$`\left({\displaystyle \underset{s=1}{\overset{n}{}}}(xz_s+\mathrm{\Lambda }_s,\alpha _i^{}h_i/2){\displaystyle \underset{m,a_{im}<0}{}}y_m(xa_{im}h_i/2)\right)y_i(xh_i)`$ (4.1)
is divisible by $`y_i(x)`$,

(iii) there exist polynomials $`\stackrel{~}{y}_1,\mathrm{},\stackrel{~}{y}_r`$ such that for $`i=1,\mathrm{}r`$,

$`y_i(x+h_i)\stackrel{~}{y}_i(x)y_i(x)\stackrel{~}{y}_i(x+h_i)=T_i(x){\displaystyle \underset{m=1}{\overset{r}{}}}{\displaystyle \underset{p=1}{\overset{a_{im}}{}}}y_m(x+a_{im}h_i/2+ph_i/2).`$ (4.2)
Note that the product over $`p`$ in the part (iii) equals to 1 in the case of $`a_{im}=0`$ and in the case of $`i=m`$.

###### Proof.

Since $`y_i`$ has no multiple roots, condition (ii) is equivalent to vanishing of the polynomial $`(`$4.1$`)`$ at the roots of $`y_i`$. This condition is exactly equation $`(`$3.2$`)`$. Thus (i) and (ii) are equivalent, cf. Lemma 2.2 in \[MV1\].

Consider the following equation for a function $`c_i(x)`$:

$$c_i(x+h_i)c_i(x)=\frac{T_i(x)_{m=1}^r_{p=1}^{a_{im}}y_m(x+a_{im}h_i/2+ph_i/2)}{y_i(x)y_i(x+h)}.$$

Condition (iii) is equivalent to the existence of the solution of the form $`c(x)=\stackrel{~}{y}_i(x)/y(x)`$, where $`\stackrel{~}{y}_i(x)`$ is a polynomial. This is equivalent to the condition on residues at zeroes of $`y_i`$:

$$\left(\mathrm{Res}_{x=t_j^{(i)}}+\mathrm{Res}_{x=t_j^{(i)}h_i}\right)\left(\frac{T_i(x)_{m=1}^r_{p=1}^{a_{im}}y_m(x+a_{im}h_i/2+ph_i/2)}{y_i(x)y_i(x+h)}\right)=0,$$

which coincides with equation $`(`$3.2$`)`$. Thus (i) and (iii) are equivalent, cf. Lemmas 2.3 and 2.4 in \[MV1\]. ∎

An $`r`$-tuple $`𝒚`$ satisfying condition (iii) of the theorem is called fertile with respect to $`𝐳,𝚲`$. An $`r`$-tuple $`𝒚`$ represents a Bethe solution if and only if it is fertile and generic. If $`𝒚`$ is fertile, then the $`r`$-tuples of the form $`𝒚^{(i)}=(y_1,\mathrm{},\stackrel{~}{y}_i,\mathrm{},y_r)`$ are called the immediate descendants of $`𝐲`$ in the $`i`$-th direction.

Let $`_d[x]`$ be the space of all polynomials of degree at most $`d`$. The set of fertile tuples is closed in $`(𝑷_d[x])^r`$:

###### Lemma 4.2.

Assume that a sequence of fertile tuples of polynomials $`𝐲_k`$, $`k=1,2,`$, has a limit $`𝐲_{\mathrm{}}`$ in $`(𝐏_d[x])^r`$ as $`k`$ tends to infinity. Then the limiting tuple $`𝐲_{\mathrm{}}`$ is fertile.

Assume in addition, that for some $`i`$, all immediate descendents of all $`y_k`$ in the $`i`$-th direction are in $`(𝐏_d[x])^r`$. If $`𝐲_{\mathrm{}}^{(i)}`$ is an immediate descendant of $`𝐲_{\mathrm{}}`$ in the $`i`$-th direction, then $`𝐲_{\mathrm{}}^{(i)}(𝐏_d[x])^r`$ and there exist immediate descendants $`𝐲_k^{(i)}`$ of $`𝐲_k`$ in the $`i`$-th direction such that $`𝐲_{\mathrm{}}^{(i)}`$ is the limit of $`𝐲_k^{(i)}`$.

###### Proof.

(Cf. Lemma 3.4 in \[MV1\].) For each $`k`$ we have a plane of polynomials $`P_k^{(i)}`$ spanned by $`(𝒚_k)_i`$ and $`(𝒚_k^{(i)})_i`$. Since the Grassmannian variety of planes in $`_d[x]`$ is compact, there is a limiting plane $`P_{\mathrm{}}^{(i)}`$. This plane $`P_{\mathrm{}}^{(i)}`$ obviously contains $`(𝒚_{\mathrm{}})_i`$ and the lemma follows. ∎

Now we are ready to prove the main result of this section.

###### Theorem 4.3.

Let $`𝐲`$ represent a Bethe solution associated to $`𝐳,\overline{𝚲}`$, let $`i\{1,\mathrm{},r\}`$ and let an $`r`$-tuple $`𝐲^{(i)}=(y_1,\mathrm{},\stackrel{~}{y}_i,\mathrm{},y_r)`$ be an immediate descendant in the direction $`i`$. Assume that $`𝐲^{(i)}`$ is generic. Then $`𝐲^{(i)}`$ represents a Bethe solution associated either to $`𝐳,\overline{𝚲}`$ if $`\mathrm{deg}\stackrel{~}{y}_i=\mathrm{deg}y_i`$ or to $`𝐳,(\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_n,s_i\mathrm{\Lambda }_{\mathrm{}})`$ if $`\mathrm{deg}\stackrel{~}{y}_i\mathrm{deg}y_i`$.

###### Proof.

Denote $`\stackrel{~}{t}_j^{(i)}`$ the zeroes of $`\stackrel{~}{y}_i`$. We have to check equation $`(`$3.2$`)`$ for $`𝒚^{(i)}`$.

Equation $`(`$3.2$`)`$ with respect to $`t_j^{(k)}`$ where $`a_{ik}=0`$ is the same for $`𝒚`$ and $`𝒚^{(i)}`$ and therefore it is satisfied.

Equation $`(`$3.2$`)`$ with respect to $`\stackrel{~}{t}_j^{(i)}`$ is equivalent to the existence of a polynomial $`\stackrel{~}{\stackrel{~}{y}}_i`$ satisfying the $`i`$-th Wronskian identity as in $`(`$4.2$`)`$, see Theorem 4.1. We can simply take $`\stackrel{~}{\stackrel{~}{y}}_i=y_i`$.

Let now $`k`$ be such that $`a_{ik}<0`$. To obtain the Bethe equation $`(`$3.2$`)`$ with respect to $`t_j^{(k)}`$ for $`𝒚^{(i)}`$ from the Bethe equation for $`𝒚`$ with respect to the same variable $`t_j^{(k)}`$ it is enough to show that

$$\underset{s=1}{\overset{l_i}{}}\frac{t_j^{(k)}t_s^{(i)}a_{ki}h_k/2}{t_j^{(k)}t_s^{(i)}+a_{ki}h_k/2}=\underset{s=1}{\overset{\stackrel{~}{l}_i}{}}\frac{t_j^{(k)}\stackrel{~}{t}_s^{(i)}a_{ki}h_k/2}{t_j^{(k)}\stackrel{~}{t}_s^{(i)}+a_{ki}h_k/2}.$$

This condition can be rewritten as:

$`{\displaystyle \frac{y_i(t_j^{(k)}a_{ki}h_k/2)}{y_i(t_j^{(k)}+a_{ki}h_k/2)}}={\displaystyle \frac{\stackrel{~}{y}_i(t_j^{(k)}a_{ki}h_k/2)}{\stackrel{~}{y}_i(t_j^{(k)}+a_{ki}h_k/2)}}.`$ (4.3)
By substituting $`x=t_j^{(k)}a_{ik}h_i/2ph_i/2`$ where $`p=1,\mathrm{},a_{ik}`$ in the $`i`$-th Wronskian identity $`(`$4.2$`)`$, we observe that the right hand side vanishes and therefore we obtain

$`{\displaystyle \frac{y_i(t_j^{(k)}a_{ki}h_k/2(p1)h_i/2)}{y_i(t_j^{(k)}a_{ki}h_k/2ph_i/2)}}={\displaystyle \frac{\stackrel{~}{y}_i(t_j^{(k)}a_{ki}h_k/2(p1)h_i/2)}{\stackrel{~}{y}_i(t_j^{(k)}a_{ki}h_k/2ph_i/2)}}.`$ (4.4)
The identity $`(`$4.3$`)`$ is obtained by the product of identities $`(`$4.4$`)`$ for $`p=1,\mathrm{},a_{ik}`$, since $`a_{ik}h_i=a_{ki}h_k=2(\alpha _i,\alpha _k)h`$.

Finally, if $`\mathrm{deg}\stackrel{~}{y}_i\mathrm{deg}y_i`$ then using the $`i`$-th Wronskian identity $`(`$4.2$`)`$ once again we obtain a relation

$$\mathrm{deg}y_i+\mathrm{deg}\stackrel{~}{y}_i=1+\mathrm{deg}T_i\underset{m,a_{im}<0}{}a_{im}\mathrm{deg}y_m,$$

which implies the relation between the weights at infinity stated in the theorem. ∎

Note that if the polynomial $`\stackrel{~}{y}_i`$ satisfies $`(`$4.2$`)`$ then for any complex number $`c`$, the polynomial $`\stackrel{~}{y}_i+cy_i`$ also satisfies $`(`$4.2$`)`$. For all but finitely many values of $`c`$ the $`r`$-tuple $`(y_1,\mathrm{},\stackrel{~}{y}_i+cy_i,\mathrm{},y_r)`$ is generic. Thus starting from a Bethe solution we constructed a family of $`r`$-tuples of polynomials, all but finitely many of which represent Bethe solutions. Then by Lemma 4.2, all these $`r`$-tuples are fertile.

We call this construction the simple reproduction in the $`i`$-th direction.

## 5. Populations of Bethe solutions

Let $`𝒚_0`$ represent a Bethe solution associated to $`𝒛,\overline{𝚲}`$.

We apply the simple reproduction procedure in each direction $`i`$ and obtain a family of fertile $`r`$-tuples $`𝒚_0^{(i)}`$. Then we apply the simple reproduction procedure in each direction $`j`$ to these tuples again and obtain a larger family of $`r`$-tuples $`(𝒚_0^{(i)})^{(j)}`$. We continue this procedure which we call the reproduction procedure. The set of all $`r`$-tuples obtained by the reproduction procedure from $`𝒚_0`$ is called the populations of Bethe solutions originated at $`𝐲_0`$ and is denoted $`P(𝒚_0)`$.

More formally, the population of $`𝒚_0`$ is the set of all $`r`$-tuples of polynomials $`𝒚(𝐏[x])^r`$ such that there exist $`r`$-tuples $`𝒚_1`$, $`𝒚_2,\mathrm{},𝒚_k=𝒚`$, where $`𝒚_i`$ is an immediate descendant of $`𝒚_{i1}`$ for all $`i=1,\mathrm{},k`$.

The following lemma is straightforward.

###### Lemma 5.1.

All $`r`$-tuples in the population $`P(𝐲_0)`$ are fertile with respect to $`𝐳,𝚲`$. $`\mathrm{}`$

For an $`r`$-tuple $`𝒚`$, define the corresponding weight at infinity by formula $`(`$3.1$`)`$ where we set $`l_i=\mathrm{deg}y_i`$. From Theorem 4.3, we obtain

###### Lemma 5.2.

The set of weights at infinity of the $`r`$-tuples in the population $`P(𝐲_0)`$ coincides with the orbit of $`\mathrm{\Lambda }_{\mathrm{}}`$ under the shifted action of the Weyl group of $`𝔤`$. $`\mathrm{}`$

In particular, if $`𝒚P(𝒚_0)`$ is generic then it represents a Bethe solution associated to $`𝒛,(\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_n,w\mathrm{\Lambda }_{\mathrm{}})`$ for some element $`w`$ of the Weyl group $`𝒲`$.

If $`𝒚`$ represents a Bethe solution associated to $`𝒛,\overline{𝚲}`$, then we say that the population $`P(𝒚)`$ is associated to $`𝐳,𝚲`$. Clearly,

###### Lemma 5.3.

If two populations associated to $`𝐳,𝚲`$ intersect then they coincide. $`\mathrm{}`$

Let $`𝒚`$ and $`\overline{𝒚}`$ represent Bethe solutions. We say that $`𝒚\overline{𝒚}`$ if and only if $`𝒚`$ and $`\overline{𝒚}`$ belong to the same population. Then by Lemma 5.3, $``$ is an equivalence relation.

The following lemma follows from the general standard arguments, cf. Corollaries 3.13 and 3.14 in \[MV2\].

###### Lemma 5.4.

For any $`d_0`$, the intersection of any population of Bethe solutions with $`(𝐏_𝐝[𝐱])^𝐫`$ is an algebraic variety. In particular, if the Weyl group of $`𝔤`$ is finite then the population of Bethe solutions is an irreducible algebraic variety. $`\mathrm{}`$

In conclusion we describe situations in which the number of populations can be computed by general arguments.

The $`r`$-tuple $`(1,\mathrm{},1)(𝐏[𝐱])^𝐫`$ is the unique $`r`$-tuple of non-zero polynomials of degree 0. The weight at infinity of $`(1,\mathrm{},1)`$ is $`\mathrm{\Lambda }_{\mathrm{},(1,\mathrm{},1)}=_{s=1}^n\mathrm{\Lambda }_s`$. Let $`P_{(1,\mathrm{},1)}`$ be the population associated to the initial data and originated at $`(1,\mathrm{},1)`$.

The next lemma says that if $`\mathrm{\Lambda }_{\mathrm{},(1,\mathrm{},1)}`$ is in the orbit of $`\mathrm{\Lambda }_{\mathrm{}}`$ then there is exactly one population of Bethe solutions, cf. Corollary 4.4 in \[MV1\] and Corollary 3.17 in \[MV2\].

###### Lemma 5.5.

Let $`𝐲`$ represent a Bethe solution such that $`\mathrm{\Lambda }_{\mathrm{}}`$ has the form $`w\mathrm{\Lambda }_{\mathrm{},(1,\mathrm{},1)}`$ for some $`w𝒲`$. Then $`𝐲`$ belongs to the population $`P_{(1,\mathrm{},1)}`$.

###### Proof.

This lemma follows directly from Lemmas 5.2 and 5.3. ∎

The last two lemmas give some sufficient conditions for the absence of Bethe solutions, cf. Corollary 4.3 in \[MV1\] and Corollaries 3.15, 3.16 in \[MV2\].

###### Lemma 5.6.

Suppose there is an element $`w`$ of the Weyl group such that $`_{s=1}^n\mathrm{\Lambda }_sw\mathrm{\Lambda }_{\mathrm{}}`$ does not belong to the cone $`_0\alpha _1\mathrm{}_0\alpha _r`$. Then there are no Bethe solutions associated to $`𝐳,\overline{𝚲}`$.

###### Proof.

The Lemma 5.6 follows from Lemma 5.2 and the absence of polynomials of negative degrees. ∎

###### Lemma 5.7.

Suppose that $`s_i\mathrm{\Lambda }_{\mathrm{}}=\mathrm{\Lambda }_{\mathrm{}}`$ for some simple reflection $`s_i`$. Then there are no Bethe solutions associated to $`𝐳,\overline{𝚲}`$.

###### Proof.

If $`𝒚`$ represents a Bethe solution, then it is fertile in all directions. Then there is a polynomial $`\stackrel{~}{y}_i`$ satisfying $`(`$4.2$`)`$ which has a degree different from the degree of $`y_i`$. Therefore the corresponding weights at infinity for $`𝒚`$ and $`𝒚^{(i)}`$ are different. This contradicts the assumption of the lemma in view of Theorem 4.3. ∎


text:
# Aharonov-Bohm interferometry with quantum dots: scattering approach versus tunneling picture

## I Introduction

The study of transport through mesoscopic multiply connected geometries containing one or two quantum dots (QD’s) has recently attracted much interest. For devices smaller than the phase-coherence length, Aharonov-Bohm (AB) oscillations, i.e., oscillations of the conductance as a function of magnetic flux appear. This has been experimentally demonstrated for AB interferometers with either one QD,Yacobi95 ; Schuster97 ; Ji00 ; Wiel00 ; Kobayashi02  or with 2 QD’s.Holleitner00

Theoretical discussions of AB interferometry with QD’s can be divided into two groups. The first group comprises studies based on a tunnel Hamiltonian approach. In this case, AB interferometers are modeled as depicted in Fig. 1a): electronic states in the leads are simultaneously coupled to two QD’s or to one QD and to the opposite lead. Using this approach, a variety of phenomena such as resonant tunnelingShahbazyan94 ; Mourokh  and cotunneling,Akera93 ; Loss00  Kondo correlationsGerland00 ; Hofstetter01 ; Boese02 ; Kim02 ; Lopez02  and Fano physics,BK ; Silva02 ; Ueda02 ; Kang02  and the influence of Coulomb interaction on quantum coherenceBruder96 ; Koenig01 ; Koenig01.2 ; Gefen02  has been addressed. In the second group of papers a scattering-matrix formulation is used. The AB interferometer is modeled as a ring attached to two leads as shown in Fig. 1b). After specifying the scattering matrices for the forks connecting the ring to the leads and for the upper and lower arm, the total transmission through the device can be derived.Buettiker84 ; Gefen84 ; Yeyati95 ; Hackenbroich96 ; Weidenmueller02 ; Entin01.2 ; Aharony02

The virtue of the tunneling picture lies in the fact that many-body effects, e.g., due to Coulomb interaction in the QD’s, can be included in a conceptually straightforward way. On the other hand, in the scattering-matrix approach the effect of orbital phases associated with the finite length of the arms of the AB interferometer can be discussed in an easy manner.

A question of great importance is how these two types of models are connected to each other, and, in particular, to a given experimental setup. Do they capture different physical aspects? At first glance, they seem to describe different geometries, i.e., not to be related to each other at all. In geometries depicted in Fig. 1b) electrons can travel around the ring several times before entering the leads. In contrast, multiple-loop trajectories around the enclosed flux in Fig. 1a) go through the left and right lead. One might even argue naively that in the latter case the multiple-loop trajectories can not contribute to coherent transport, and thus to AB oscillations, since the electrons entering the leads would loose their phase information immediately. This notion, however, turns out not to be correct, as we discuss in detail below.

To compare the two models we concentrate on situations in which both approaches are applicable. As a first condition, we assume the Coulomb interaction among the electrons in the QD’s to be negligible. In this case, the transmission amplitudes through the QD’s, which are essential input parameters for the scattering-matrix approach, are easily determined. (For the problems arising with interacting electrons see the discussion in Refs. Koenig01, ; Koenig01.2, ; Gefen02, .) Secondly, we neglect orbital phases associated with a finite length of the interferometers’ arms. We will find that, in complete contrast to the naive expectation formulated above, both, the model based on the scattering-matrix formulation and that being described by a tunneling Hamiltonian, capture the very same physical aspects. In fact, we explicitly show (for AB interferometers containing one or two QD’s) that both models are even equivalent, i.e., they yield the same total transmission through the device.

This equivalence is even more surprising when realizing that the scattering-matrix models seem, at first glance, to have an additional model parameter which does not enter the tunneling Hamiltonian. This parameter is the strength of the coupling between the AB ring and the leads. We will resolve this puzzle for the AB interferometers with one or two QD’s studied in this paper by explicitly deriving scaling relations which demonstrate that different ring-lead coupling strengths can be rescaled by modified tunnel couplings of QD levels.

While the ring-lead coupling strength does not introduce an extra dimension for the space of adjustable parameters, the orbital phase associated with the finite length of the AB interferometers’ arms does. In the last part of this paper, we study how the orbital and the AB phase affect transport through a double-dot AB interferometer. We derive an expression for the total transmission under the neglect of Coulomb interactions in the QD’s. The result is a generalization of Ref. BK, , where, using a tunneling-Hamiltonian approach, we analyzed the transport features in the absence of orbital phases.

## II Tunnel Hamiltonian versus scattering approach

### II.1 The tunnel Hamiltonian description for a double-dot Aharonov-Bohm interferometer

We consider an AB interferometer containing two single-level QD’s with level energies $`\epsilon _1`$ and $`\epsilon _2`$, measured relative to the Fermi energy of the leads. The corresponding tunnel Hamiltonian reads

$$H=\underset{kr}{}\epsilon _{kr}a_{kr}^{}a_{kr}+\underset{i=1,2}{}\epsilon _ic_i^{}c_i+\underset{kri}{}(V_{ri}a_{kr}^{}c_i+\mathrm{H}.\mathrm{c}.),$$
(1)
where $`a_{kr}^{}`$ and $`a_{kr}`$ are the creation and annihilation operators for electrons with quantum number $`k`$ in the left or right lead, $`r=L`$ or $`R`$, respectively, and $`c_i^{}`$ and $`c_i`$ are the Fermi operators for the states in dot $`i=1,2`$. The AB flux $`\mathrm{\Phi }`$ enclosed by the interferometer arms enters the Hamiltonian via phase-dependent tunnel matrix elements $`V_{ri}`$. In a symmetric gauge the latter can be written as $`V_{R1}=V_{L2}=|V|\mathrm{exp}(i\phi /4)`$ and $`V_{R1}=V_{L2}=|V|\mathrm{exp}(i\phi /4)`$ with $`\phi 2\pi \mathrm{\Phi }/(h/e)`$.

In our previous workBK  we have analyzed the transport characteristics of the present model in detail. Here, our goal is the comparison to the scattering-matrix formalism. Therefore, we just cite the result for the total transmission probability through the device for electrons at the Fermi energy

$$T_{\mathrm{tot}}=\frac{\mathrm{\Gamma }^2\left[(\epsilon _1+\epsilon _2)^2\mathrm{cos}^2\frac{\phi }{2}+(\epsilon _1\epsilon _2)^2\mathrm{sin}^2\frac{\phi }{2}\right]}{\left[2\epsilon _1\epsilon _2\frac{\mathrm{\Gamma }^2}{2}\mathrm{sin}^2\frac{\phi }{2}\right]^2+(\epsilon _1+\epsilon _2)^2\mathrm{\Gamma }^2},$$
(2)
where the strength of the tunnel coupling of the dot levels to the leads is characterized by the intrinsic line width $`\mathrm{\Gamma }=2\pi |V|^2(N_L+N_R)`$, with $`N_{L/R}`$ being the density of states in the leads at the Fermi energy.

### II.2 The scattering approach for a double-dot Aharonov-Bohm interferometer

One-dimensional scattering is a conceptually simple single-particle description, whose physical meaning is clear and well understood. Scattering matrices $`𝐒_{\mathrm{fork}}`$ for the left and right ‘fork’ connecting the AB ring to the left and right lead, respectively, describe how an incoming electron from, e.g., the left lead is partially reflected and partially transmitted into the upper and lower AB arm. Transport in the AB arms, which may contain a QD, is modeled by scattering matrices $`𝐒_{1/2}`$. Once these scattering matrices are known, the total transmission amplitude $`t_{\mathrm{tot}}`$ for electrons from the left to the right lead can be easily obtained by solving a set of linear equations for the appearing amplitudes for left- and rightmoving waves in the different parts of the AB interferometer.

The $`3\times 3`$ scattering matrix for the fork should satisfy current conservation ($`𝐒_{\mathrm{fork}}𝐒_{\mathrm{fork}}^{}=𝐒_{\mathrm{fork}}^{}𝐒_{\mathrm{fork}}=1`$) as well as time-reversal symmetry ($`𝐒_{\mathrm{fork}}^1=𝐒_{\mathrm{fork}}^{}`$). We assume a symmetric geometry of the fork, i.e., symmetry between the two channels $`1,2`$ connections to the upper and lower AB arm. Furthermore, we restrict ourselves to real entries only. With these constraints, the scattering matrix takes either the formBuettiker84

$`𝐒_{\mathrm{fork}}(\eta )`$ $`=`$ $`\left(\begin{array}{ccc}\eta & \pm \sqrt{\frac{1\eta ^2}{2}}& \pm \sqrt{\frac{1\eta ^2}{2}}\\ \pm \sqrt{\frac{1\eta ^2}{2}}& \frac{1\eta }{2}& \frac{1+\eta }{2}\\ \pm \sqrt{\frac{1\eta ^2}{2}}& \frac{1+\eta }{2}& \frac{1\eta }{2}\end{array}\right),`$ (6)
or $`𝐒_{\mathrm{fork}}^{}(\eta )=𝐒_{\mathrm{fork}}(\eta )`$. The first column/row corresponds to the channel coming from/going to the lead, and the other two columns/rows are associated with the channels from/to the arms of the AB interferometer. The parameter $`\eta `$ with $`1\eta 1`$ characterizes the coupling of the ring to the leads: *Strong coupling* of the ring to the leads corresponds to $`\eta =0`$. In this case, no backscattering of a wave into the lead occurs. *Weak coupling* is realized for $`|\eta |1`$. For $`|\eta |=1`$, ring and leads are decoupled. *Symmetric coupling* occurs for $`\eta =1/3`$. In this case, the fork does not distinguish between the lead and the ring channels. For now we use the scattering matrix $`𝐒_{\mathrm{fork}}(\eta )`$ – we will discuss the implications of choosing this branch as compared to $`𝐒_{\mathrm{fork}}^{}(\eta )`$ below.

A microscopic understanding of the coupling parameter $`\eta `$ can be gained from a tight-binding model of the fork, as shown in Fig. 2. In such a model the fork consists of three semi-infinite chains, with hopping matrix elements $`J`$ and zero site energies; these leads are connected to a central site by couplings $`J_L,J_R`$. As shown in Ref. Itoh, , the form of Eq. (6) is found for half-filling, i.e. $`k_Fa=\pi /2`$, where $`k_F`$ is the Fermi wavevector and $`a`$ the distance of the tight-binding sites. At this value little energy (or $`k`$) dependence of the matrix entries was found. Therefore the half-filling case and thus a real scattering matrix can be seen as generic for forks with energy-independent scattering.

The parameter $`\eta `$ is connected to the microscopic quantities by $`\eta =\left[2(J_L/J_R)^2\right]/\left[2+(J_L/J_R)^2\right]`$. Thus, the parameter $`\eta `$ is directly linked to ratio $`J_L/J_R`$. In Fig. 2 we show the respective counterparts of the special cases of strong, weak and symmetric coupling in the tight-binding model.

Next, we construct the scattering matrix for the AB arms. The transmission and reflection amplitudes for a single-level QD with level energy $`\epsilon `$ and coupling $`\mathrm{\Gamma }`$ to the leads are

$$t_i=\frac{i\mathrm{\Gamma }/2}{\epsilon _i+i\mathrm{\Gamma }/2}=t_i^{};r_i=\frac{\epsilon _i}{\epsilon _i+i\mathrm{\Gamma }/2}=r_i^{},$$
(7)
where $`t_i,r_i`$ and $`t_i^{},r_i^{}`$ are associated with incoming waves from the left and right hand side, respectively. But the scattering matrix should also include phase factors which arise due to an AB flux and a finite length of the arms. For a symmetric geometry, i.e., identical length of all arms, the scattering matrices assume the form

$$𝐒_{1/2}=\left(\begin{array}{ccc}r_{1/2}& t_{1/2}e^{i\phi /2}& \\ t_{1/2}e^{\pm i\phi /2}& r_{1/2}& \end{array}\right)e^{i\beta /2},$$
(8)
where the first column/row corresponds to channels coming from/going to the left side and the second one is associated with the channel on the right hand side. Note that the AB phase $`\phi `$ and the orbital phase $`\beta `$ enter in a different manner \[$`\phi =2\pi \mathrm{\Phi }/(h/e)`$ and $`\beta =k_FL`$ with the Fermi wavevector $`k_F`$ and the length $`L`$ of the ring are the AB and the orbital phase for a full closed loop around the ring\].

To compare with the tunnel-Hamiltonian approach we concentrate on $`\beta =0`$. In this case one finds after some algebra

$$T_{\mathrm{tot}}=\frac{(\alpha _\eta \mathrm{\Gamma })^2\left[(\epsilon _1+\epsilon _2)^2\mathrm{cos}^2\frac{\phi }{2}+(\epsilon _1\epsilon _2)^2\mathrm{sin}^2\frac{\phi }{2}\right]}{\left[2\epsilon _1\epsilon _2\frac{(\alpha _\eta \mathrm{\Gamma })^2}{2}\mathrm{sin}^2\frac{\phi }{2}\right]^2+(\epsilon _1+\epsilon _2)^2(\alpha _\eta \mathrm{\Gamma })^2},$$
(9)
with $`2\alpha _\eta =(1+\eta )/(1\eta )`$. The relation to the tight-binding hopping matrix elements is given by $`\alpha _\eta =(J_R/J_L)^2`$. For the special choice of a symmetric fork, $`\eta =1/3`$, we find $`\alpha _\eta =1`$, and Eq. (9) is identical to the tunnel Hamiltonian result Eq. (2). This establishes the fact that, although the geometric representations Figs. 1a) and 1b) of the two model systems look different, the same physical situation is described. A different ring-lead coupling, parametrized by $`\eta `$, does not change this conclusion. The only effect is a renormalization of the level broadening $`\mathrm{\Gamma }\alpha _\eta \mathrm{\Gamma }`$,111The reader may have noticed, that the way $`\mathrm{\Gamma }`$ scales with the coupling parameter $`\eta `$ is rather counterintuitive. A decoupling of ring and leads as $`\eta 1`$, leads to increased (diverging) level broadening $`\mathrm{\Gamma }`$. Below we will analyze this renormalization in a more general context and will resolve the apparent contradiction. which can be expressed in the scaling relation

$$T_{\mathrm{tot}}(\eta ,\mathrm{\Gamma },\epsilon _1,\epsilon _2,\phi )=T_{\mathrm{tot}}(1/3,\alpha _\eta \mathrm{\Gamma },\epsilon _1,\epsilon _2,\phi ).$$
(10)
### II.3 Single-dot Aharonov-Bohm interferometer

In the same way as for the double-dot AB interferometer the equivalence of the tunnel-Hamiltonian and the scattering-matrix approach can be shown for a single-dot AB interferometer. The corresponding tunnel Hamiltonian

$`H`$ $`=`$ $`{\displaystyle \underset{kr}{}}\epsilon _{kr}a_{kr}^{}a_{kr}+\epsilon c^{}c+{\displaystyle \underset{kr}{}}(V_ra_{kr}^{}c+\mathrm{H}.\mathrm{c}.)`$ (11)
$`+{\displaystyle \underset{kk^{}}{}}(Wa_{kR}^{}a_{k^{}L}+\mathrm{H}.\mathrm{c}.),`$
includes, in addition to terms which describes tunneling from the leads to a QD and vice versa, a part for direct tunneling from one lead to the other with tunnel amplitude $`W`$. The strength of the coupling is characterized by the dimensionless parameter $`x=\pi ^2|W|^2N_LN_R`$. We model the AB flux using a gauge in which $`V_L=V_R=|V|`$ and $`W=|W|e^{i\phi }`$.

A more general model, including a charging energy term for the QD, has been studied in Ref. Hofstetter01, , and an exact expression for the transmission has been derived. In the absence of charging energy the result can be written as

$$T_{\mathrm{tot}}=\frac{\left(4\sqrt{x}\epsilon /\mathrm{\Gamma }\mathrm{cos}\phi \right)^2+\mathrm{sin}^2\phi }{\left[2(1+x)\epsilon /\mathrm{\Gamma }\sqrt{x}\mathrm{cos}\phi \right]^2+1}.$$
(12)
The analysis of the single-dot AB interferometer within the scattering approach is analogous to the case of 2 QD’s. The only difference is that the scattering matrix $`𝐒_1`$ for the upper arm has to be replaced by

$$𝐒_{\mathrm{dir}}=\left(\begin{array}{cc}|r|& i|t|e^{i\phi }\\ i|t|e^{i\phi }& |r|\end{array}\right),$$
(13)
where, in order to be able to make connection to the tunnel Hamiltonian formalism, we modeled the arm by a strong scatterer with $`|t|1`$. It is straightforward to show Hofstetter01  that $`|t|=2\sqrt{x}/(1+x)`$ and $`|r|=(1x)/(1+x)`$.

Solving the set of equations for the various amplitudes, we get the total transmission as

$$T_{\mathrm{tot}}=\frac{\left(4\sqrt{x}\epsilon /\mathrm{\Gamma }\mathrm{cos}\phi \right)^2+\mathrm{sin}^2\phi }{\left[2(1+\alpha _\eta ^2x)\epsilon /(\alpha _\eta \mathrm{\Gamma })\alpha _\eta \sqrt{x}\mathrm{cos}\phi \right]^2+1}.$$
(14)
Again we see that for the special choice $`\eta =1/3`$, i.e., $`\alpha _\eta =1`$, for the forks we reach complete equivalence of the tunnel-Hamiltonian and the scattering-matrix approach. Different values of $`\eta `$ can be incorporated as a renormalization of the coupling constants $`\mathrm{\Gamma }`$ and $`x`$ for the dot-lead and the direct lead-lead coupling, respectively. This leads to the scaling relation

$$T_{\mathrm{tot}}(\eta ,\mathrm{\Gamma },x,\epsilon ,\phi )=T_{\mathrm{tot}}(1/3,\alpha _\eta \mathrm{\Gamma },\alpha _\eta ^2x,\epsilon ,\phi ).$$
(15)
### II.4 Connection between the two approaches

The main conclusion to be drawn from the results derived above is the observation of a close connection between the two models based on the tunnel-Hamiltonian and the scattering-matrix formalism, respectively. The two models appear different in the way how the AB interferometer is coupled to the the leads, as depicted in Figs. 1a) and 1b). It turned out, however, that they can describe the same physical realizations. To establish this fact, we concentrated on the regime in which both approaches are valid and easily applied. We considered noninteracting electrons and small AB interferometers, such that orbital phases can be neglected. Furthermore, in the case of the single-dot AB interferometer we assumed small transparency through the direct arm.

In the scattering approach, the total transmission depends on the strength of the coupling between the AB ring and the leads, i.e., on the choice of the scattering matrix for the forks. We found that the total transmission is identical to the one obtained from the tunnel-Hamiltonian approach in the case of symmetric forks, $`\eta =1/3`$. Of course, the ring-lead coupling strength can be different in different experimental setups. However, different values of $`\eta `$ can be modeled by a simple renormalization of the dot-lead and lead-lead coupling strengths $`\mathrm{\Gamma }`$ and $`x`$, as indicated in the scaling relations Eqs. (10) and (15). If $`\mathrm{\Gamma }`$ and $`x`$ are viewed as fit-parameters to be determined from the experiment, then $`\eta `$ can be chosen as $`1/3`$ without loss of generality.

There is another observation which distinguishes the choice $`\eta =1/3`$ from other values. Let us assume that the transmission amplitudes $`t_i`$ through the arms $`i=1,2`$ are small, $`|t_i|,|t_i^{}|1`$ and $`r_i,r_i^{}1`$. In this case, all trajectories with higher winding numbers around the AB ring are negligible, and simply the two paths through either arm 1 or 2 participate. From the scattering formalism we get the total transmission amplitude $`t_{\mathrm{tot}}=\alpha _\eta (t_1+t_2)`$, which yields the intuitive formula for constructive interference $`t_{\mathrm{tot}}=t_1+t_2`$ for the special choice $`\eta =1/3`$.

This finishes the first part of this paper, which was to demonstrate the equivalence between the tunnel-Hamiltonian and the scattering matrix approach. In the remaining part of this paper we study the effect of the orbital phase, which we have neglected so far. We study an AB interferometer with two QD’s for noninteracting electrons by using the scattering-matrix approach.

## III The effect of orbital phases on transport

The finite length of arms of the interferometers can easily be accounted for in the scattering approach by introducing an orbital phase $`\beta `$ which enters the scattering matrices for the two arms, as specified in Eq. (8). For simplicity, we restrict here to the case of a symmetric sample, i.e., all lengths from a fork to a QD are equal. We first show that also in the presence of the orbital phase $`\beta `$ models with different lead-ring coupling strength $`\eta `$ can be mapped onto each other by renormalizing the energy position $`\epsilon _i`$ and intrinsic width $`\mathrm{\Gamma }`$ of the QD levels as well as the orbital phase. The explicit scaling relations will be derived. Then, we analyze the transport characteristics and its dependence on the orbital phase $`\beta `$ for $`\eta =1/3`$.

#### III.0.1 Scaling relations for different lead-ring coupling strengths

We start with the observation that a general fork matrix $`𝐒_{\mathrm{fork}}(\eta )`$ can be split into a special one (here we choose the symmetric fork matrix, $`\eta =1/3`$) and two additional scatterers in the outgoing interferometer arms. This is possible, as such a combination of fork matrix and two identical scatterers in the outgoing arms (with real entries only) will combine to a total scattering matrix fulfilling the constraints of unitarity, time-reversal symmetry and real entries, thus be of the general form $`𝐒_{\mathrm{fork}}(\eta )`$. The additional scatterers are then described by

$$𝐒=𝐒(z)=\left(\begin{array}{ccc}z& \sqrt{1z^2}& \\ \sqrt{1z^2}& z& \end{array}\right),$$
(16)
with $`z=(\eta 1/3)/(1\eta /3)=(\alpha _\eta 1)/(\alpha _\eta +1)`$. These scattering matrices can be combined with the scattering of the AB arms. We, thus, end up with an effective model containing a symmetric fork, $`\eta =1/3`$, and effective scattering matrices $`𝐒_i^{\mathrm{eff}}`$ instead of $`𝐒_i`$ as given in Eq. (8). The described scheme is visualized in Fig. 3.

We find that the effective scattering matrix $`𝐒_i^{\mathrm{eff}}`$ has the same structure as $`𝐒_i`$ but with renormalized parameters

$`\mathrm{\Gamma }`$ $``$ $`\stackrel{~}{\mathrm{\Gamma }}=\mathrm{\Gamma }{\displaystyle \frac{1z^2}{1+z^22z\mathrm{cos}\frac{\beta }{2}}},`$ (17a)
$`\epsilon _i`$ $``$ $`\stackrel{~}{\epsilon }_i=\epsilon _i+\mathrm{\Gamma }{\displaystyle \frac{z\mathrm{sin}\frac{\beta }{2}}{1+z^22z\mathrm{cos}\frac{\beta }{2}}},`$ (17b)
$`\beta `$ $``$ $`\stackrel{~}{\beta }=\beta +2\mathrm{arg}\left({\displaystyle \frac{1ze^{i\beta /2}}{1ze^{i\beta /2}}}\right),`$ (17c)
i.e., we obtain the scaling relation

$$T_{\mathrm{tot}}(\eta ,\mathrm{\Gamma },\epsilon _1,\epsilon _2,\beta ,\phi )=T_{\mathrm{tot}}(1/3,\stackrel{~}{\mathrm{\Gamma }},\stackrel{~}{\epsilon }_1,\stackrel{~}{\epsilon }_2,\stackrel{~}{\beta },\phi ).$$
(18)
The renormalization of $`\mathrm{\Gamma }`$ is particularly interesting. The level width $`\stackrel{~}{\mathrm{\Gamma }}`$ is reciprocally proportional to the dwell time in the scattering region. It turns out that adding the scatterers $`𝐒(z)`$ on the left and right hand side of the QD described by $`𝐒_i`$ does not necessarily increase the dwell time and, therefore, decrease $`\stackrel{~}{\mathrm{\Gamma }}`$. Due to interference the width can be both increased or decreased, depending on the parameters. This is shown in Fig. 4. We find, that the renormalization of $`\stackrel{~}{\mathrm{\Gamma }}`$ as a function of $`z`$ shows totally different behavior for different values of the orbital phase $`\beta `$. The decoupling limit $`\eta 1`$, where the ring is separated from the leads, corresponds to $`z1`$, e.g., a quantum dot embedded in between two totally reflecting barriers. An electron can not escape from such a structure, thus its dwell time is infinite, consequently the resonance width goes to zero. Indeed the effective resonance width $`\stackrel{~}{\mathrm{\Gamma }}`$ shows this behavior, except for the singular point $`\beta =0`$, where $`\stackrel{~}{\mathrm{\Gamma }}`$ even diverges (see also Sec. III.0.3).

#### III.0.2 Transmission for general orbital phase

Since we just proved that a system with an arbitrary lead-ring coupling $`\eta `$ can be mapped onto an effective model with $`\eta =1/3`$, we can restrict to the latter case for analyzing transport through the AB interferometer. To calculate the total transmission with an arbitrary orbital phase $`\beta `$ we proceed in the same way as above by setting up a system of linear equations for the different amplitudes of the left/right moving waves. We find for the total transmission the lengthy but complete expression

$`t`$ $`=`$ $`16i\mathrm{\Gamma }e^{i\beta }`$ (19)
$`\left[\mathrm{\Gamma }\mathrm{sin}{\displaystyle \frac{\beta }{2}}\mathrm{cos}{\displaystyle \frac{\phi }{2}}(1+\mathrm{cos}{\displaystyle \frac{\beta }{2}})(\epsilon _1e^{i\phi /2}+\epsilon _2e^{i\phi /2})\right]`$
$`\{\mathrm{\Gamma }^2[16\mathrm{cos}^2{\displaystyle \frac{\phi }{2}}(2\mathrm{cos}\phi 1)(e^{i\beta /2}14\mathrm{cos}\phi )^2]`$
$`+2i\mathrm{\Gamma }(\epsilon _1+\epsilon _2)(e^{i\beta }+3)(e^{i\beta /2}+1)(e^{i\beta /2}3)`$
$`+4\epsilon _1\epsilon _2(e^{i\beta /2}+1)^2(e^{i\beta /2}3)^2\}^{(1)}.`$
We remark that the transmission probability $`T_{\mathrm{tot}}=|t|^2`$ is symmetric under $`\phi \phi `$, which is a direct consequence of Onsager relations and referred to as “phase locking”. Furthermore, there is the symmetry $`T_{\mathrm{tot}}(\beta ,\epsilon _1,\epsilon _2)=T_{\mathrm{tot}}(\beta ,\epsilon _1,\epsilon _2)`$.

In the absence of an orbital phase, $`\beta =0`$, the transmission probability $`T_{\mathrm{tot}}=|t|^2`$ simplifies to Eq. (2). We have analyzed the resulting transport features in Ref. BK, . We found that, at finite flux, the resonances of transmission through the total AB interferometer appear at $`\epsilon _1\epsilon _2=(\mathrm{\Gamma }/2)^2\mathrm{sin}^2(\phi /2)`$, see also Fig. 5a. Centered around the region $`\epsilon _10\epsilon _2`$, there is a region of low transmission. For details see Ref. BK, .

We now discuss how a finite orbital phase $`\beta `$ modifies the transmission landscape, i.e., the transmission as a function of the QD level energies $`\epsilon _1`$ and $`\epsilon _2`$, measured relative to the Fermi energy of the leads. As $`\beta `$ is increased the crater of suppressed transport moves out of the center along the diagonal $`\epsilon _1=\epsilon _2`$. Equation (19) yields zero transmission for $`\epsilon _1=\epsilon _2=(\mathrm{\Gamma }/2)\mathrm{sin}(\beta /2)/[1+\mathrm{cos}(\beta /2)]`$. The two ridges of full transmission merge with increasing $`\beta `$ and eventually split up again, as can be seen in Fig. 5. When approaching the limit $`\beta 2\pi `$, a dramatic change happens. The transmission peaks become more and more sharp. In addition, they move along the diagonal $`\epsilon _1=\epsilon _2`$ out of the center (for $`\phi 0`$).

In the limiting case $`\beta =2\pi `$, the transmission vanishes throughout the whole parameter plane $`\epsilon _1,\epsilon _2`$ (for $`\phi 0`$). This somewhat astonishing result can be also understood within a tight-binding model, as we carry out in the appendix.

In Fig. 6 we visualize the behavior of the resonance peaks, by plotting the zeroes of the denominator of the transmission. They are close to the actual resonances $`T1`$. For both $`\beta =0`$ and $`\beta 2\pi `$ the ridges are described by hyperbolas, but with different orientation in the $`\epsilon _1\epsilon _2`$-plane. For all other values of $`\beta `$ the ridges are characterized by fourth-order curves.

To illustrate the position of the ridges and the crater of suppressed transport in a more quantitative way, we analyze the transmission along the diagonal $`\epsilon _1=\epsilon _2=\overline{\epsilon }`$ in more detail. In this case, the transmission amplitude can be rewritten as

$$t(\epsilon _1=\epsilon _2)=\frac{\mathrm{\Gamma }_1^{}}{\overline{\epsilon }\epsilon _1^{}+i\mathrm{\Gamma }_1^{}}\frac{\mathrm{\Gamma }_2^{}}{\overline{\epsilon }\epsilon _2^{}+i\mathrm{\Gamma }_2^{}}$$
(20)
with

$`\epsilon _{1/2}^{}`$ $`=`$ $`{\displaystyle \frac{1}{N}}\mathrm{sin}{\displaystyle \frac{\beta }{2}}(13\mathrm{cos}{\displaystyle \frac{\beta }{2}}\pm 4\mathrm{cos}{\displaystyle \frac{\phi }{2}})`$ (21a)
$`\mathrm{\Gamma }_1^{}`$ $`=`$ $`{\displaystyle \frac{1}{N}}8\mathrm{cos}^2{\displaystyle \frac{\beta }{4}}\mathrm{sin}^2{\displaystyle \frac{\phi }{4}}`$ (21b)
$`\mathrm{\Gamma }_2^{}`$ $`=`$ $`{\displaystyle \frac{1}{N}}8\mathrm{cos}^2{\displaystyle \frac{\beta }{4}}\mathrm{cos}^2{\displaystyle \frac{\phi }{4}},`$ (21c)
where $`N=(4\mathrm{cos}\frac{\beta }{2}3\mathrm{cos}\beta +7)/\mathrm{\Gamma }`$. Note that Eq. (20) equals the transmission through two levels $`\epsilon _1^{},\epsilon _2^{}`$ with widths $`\mathrm{\Gamma }_1^{},\mathrm{\Gamma }_2^{}`$, where one tunnel coupling features a relative sign (see Ref. Silva02,  or the $`\phi =\pi /2`$ case in Ref. BK, ). For $`|\epsilon _1^{}\epsilon _2^{}|\mathrm{\Gamma }_1^{}+\mathrm{\Gamma }_2^{}`$ the addition of two peaks with opposite sign results in the dip structure around $`\overline{\epsilon }=0`$ with $`T<1`$ at the maxima, see Fig. 7. For $`|\epsilon _1^{}\epsilon _2^{}|\mathrm{\Gamma }_1^{}+\mathrm{\Gamma }_2^{}`$ we find two separated peaks of different widths with unitary transmission. The relative sign in the tunneling amplitudes results in a Fano-like lineshape with a point of zero transmission, see Fig. 7.

#### III.0.3 Weak-coupling limit

Finally, we comment on the limit of a weak coupling between AB ring and leads. This corresponds to $`\eta 1`$, i.e., $`\alpha _\eta \mathrm{}`$ or $`z1`$. Recall that for vanishing orbital phase $`\beta =0`$ the renormalized level width $`\stackrel{~}{\mathrm{\Gamma }}`$ diverges, as shown in Fig. 4. This contradicts the intuitive notion that for a ring which is weakly coupled to the leads the resonance widths should be infinitesimally small as studied in detail for general scatterers by Büttiker (see Ref. Buettiker84, ). This apparent contradiction is resolved by the inclusion of a finite orbital phase. For $`\beta 0`$, Eq. (17a) yields $`\stackrel{~}{\mathrm{\Gamma }}0`$ in the weak-coupling limit, in accordance with the intuitive notion and Ref. Buettiker84, .

Next, we check that the position of resonances match with the eigenstates of the ring in the weak-coupling limit. Solving the one-dimensional Schrödinger equation for the ring it is easily shown that an eigenstates at the Fermi energy exists for

$$\overline{\epsilon }=\frac{\mathrm{\Gamma }\mathrm{cos}\frac{\beta }{2}\pm \sqrt{\mathrm{\Gamma }^2\mathrm{cos}^2\frac{\phi }{2}+(\epsilon _1\epsilon _2)^2\mathrm{sin}^2\frac{\beta }{2}}}{2\mathrm{sin}\frac{\beta }{2}}$$
(22)
and $`\beta 0`$. (For vanishing orbital phase, $`\beta =0`$, there is always an eigenstate at the Fermi energy for arbitrary dot parameters $`\epsilon _1,\epsilon _2`$.) We checked numerically, that these resonance lines indeed match the positions of the ridges in the transmission landscape for $`\eta 1`$.

## IV Summary

We addressed the relation between two different approaches of modeling AB interferometers with QD’s, namely, a tunneling-Hamiltonian formalism and a scattering-matrix approach. We proved that, under certain circumstances, both types of models are equivalent. Furthermore, we derived scaling relations which show that AB interferometers with different coupling strengths between AB ring and leads can be mapped onto each other. Moreover, we analyzed how an orbital phase, associated with a finite length of the interferometers’ arms, affects the transport characteristics.

###### Acknowledgements.

We acknowledge helpful discussions with Y. Gefen, G. Schön, A. Silva, and Y. Oreg. This work was supported by the Deutsche Forschungsgemeinschaft through Graduiertenkolleg 284, the Emmy-Noether-program, and the Center for Functional Nanostructures.

*

## Appendix A Total reflection for $`\beta =2\pi `$ — an illustration using a tight-binding model

In our discussion of the transmission through an AB interferometer as a function of the orbital phase $`\beta `$, we found that for the special case $`\beta =2\pi `$ the total transmission is identical to zero for all values of the level energies $`\epsilon _1`$, $`\epsilon _2`$, intrinsic line width $`\mathrm{\Gamma }`$, ring-lead coupling $`\eta `$, and AB phase $`\phi 0`$. All incoming electrons will be totally reflected. In this appendix we show how this behavior can be easily understood by the use of a tight-binding model as illustrated in Fig. 8.

The left and right leads are represented by semi-infinite chains with hopping $`J`$ between adjacent sites, and half filling $`k_Fa=\pi /2`$. Coupling of the leads to the AB ring is characterized by hopping matrix elements $`J_L`$ and $`J_R`$ as discussed in Sec. II.2. The quantum dot is described by a single site with energy $`\epsilon _i`$. The hopping matrix elements $`J_D`$ determines $`\mathrm{\Gamma }`$, and the AB phase $`\phi `$ is accounted for by $`J_D=|J_D|\mathrm{exp}(i\phi /4)`$. The orbital phase is due to the finite length of the interferometer. At half filling, $`k_Fa=\pi /2`$, the value $`\beta =2\pi `$ for the orbital phase is achieved by inserting one additional site each between forks and dots, as shown in Fig. 8.

We remark here that using the alternative choice $`𝐒_{\mathrm{fork}}^{}`$ for the fork scattering matrix introduced in Eq. (6) together with $`\beta =0`$ is equivalent to use $`𝐒_{\mathrm{fork}}`$ and $`\beta =2\pi `$. Thus, adding one site in each arm corresponds to a change between $`𝐒_{\mathrm{fork}}`$ and $`𝐒_{\mathrm{fork}}^{}`$ (or, equivalently, between $`\beta =0`$ or $`2\pi `$), and the transmission through the AB interferometer depends on the parity of the number of sites between dots and forks.

We first look at the solutions of the tight-binding Hamiltonian for an infinite chain with one quantum dot embedded. The solution which describes plane waves far away from the impurity has energy $`E=2J\mathrm{cos}k_Fa`$. For half filling, the corresponding eigenstate $`\mathrm{\Psi }`$ satisfies

$$0=(HEI)\mathrm{\Psi }=\left(\begin{array}{ccccc}\mathrm{}& J& & \mathrm{}& 0\\ J& 0& J_D& & \mathrm{}\\ & J_D& \epsilon & J_D& \\ \mathrm{}& & J_D& 0& J\\ 0& \mathrm{}& & J& \mathrm{}\end{array}\right)\left(\begin{array}{c}\mathrm{}\\ \mathrm{\Psi }_1\\ \mathrm{\Psi }_0\\ \mathrm{\Psi }_1\\ \mathrm{}\end{array}\right).$$
(23)
For $`ϵ=0`$ we get two decoupled sets of equations, one for amplitudes on sites with an even site number, and one for odd site numbers. A finite value of $`ϵ`$ couples these two sets.

Exploiting this decoupling property, we now calculate the sites’ amplitudes $`\mathrm{\Psi }_i`$ in our AB setup. Assume we know the amplitudes $`\mathrm{\Psi }_6=:\mathrm{\Psi }_\mathrm{e},\mathrm{\Psi }_5=:\mathrm{\Psi }_{\mathrm{o}dd}`$ (see Fig. 8). Using the Schrödinger equation (23) for the left chain, we get

$$0=(H\mathrm{\Psi })_5=J\mathrm{\Psi }_6J\mathrm{\Psi }_4\mathrm{\Psi }_4=\mathrm{\Psi }_\mathrm{e}.$$

This procedure is continued along both the upper and the lower arm of the interferometer, until we reach the central site of the right fork, whose amplitude then is

$$\mathrm{\Psi }_{+2}=\mathrm{\Psi }_\mathrm{e}\frac{J}{J_L}\frac{J_D}{J_D^{}}=\mathrm{\Psi }_\mathrm{e}\frac{J}{J_L}\frac{J_D^{}}{J_D},$$
(24)
which yields $`\mathrm{\Psi }_\mathrm{e}=0`$ and thus zero transmission $`t0`$ for all $`\phi `$, except for $`\phi =0`$. The full solution, found by using the Schrödinger equation for even sites (including the dots), delivers a relation linking $`\mathrm{\Psi }_{\mathrm{odd}}`$ and $`\mathrm{\Psi }_\mathrm{e}`$, from which we find $`r=1`$. This explains why for an odd number of sites between dots and forks, i.e., for $`\beta =2\pi `$, the AB interferometer is fully reflecting.

In contrast, in the same geometry but with an even number of sites between QD’s and forks, Eq. (24) no longer holds. Instead, the amplitude on the central site of the right fork depends on the energies $`\epsilon _1,\epsilon _2`$ of the QD levels, and, in general, solutions with finite transmission $`t`$ through the interferometer exist.

In this Appendix we provided an explanation for the surprising result that for $`\beta =2\pi `$ the total transmission is identically zero for all values of the energies of the QD levels (provided that $`\phi 0`$).