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# Noise corrections to stochastic trace formulas

## I Introduction

In the statistical theory of dynamical systems the development of the densities of particles is governed by a corresponding evolution operator. For a repeller, the leading eigenvalue of this operator $``$ yields a physically measurable property of the dynamical system, the escape rate from the repeller. In the case of deterministic flows, the periodic orbit theory  yields explicit and numerically efficient formulas for the spectrum of $``$ as zeros of its spectral determinant .

Upon all dynamical evolutions in nature, stochastic processes of various strength have an influence. In a series of papers  the effects of noise on measurable properties such as dynamical averages in classical chaotic dynamical systems were systematically accounted. The theory developed is closely related to the semi-classical $`\mathrm{}`$ expansions  based on Gutzwiller’s formula for the trace in terms of classical periodic orbits , in that both are perturbative theories in the noise strength or $`\mathrm{}`$, derived from saddle-point expansions of a path integral containing a dense set of unstable stationary points. The analogy with quantum mechanics and field theory was made explicit in  where Feynman diagrams were used to find the lowest nontrivial noise corrections to the escape rate.

An elegant method, inspired by the classical perturbation theory of celestial mechanics, was that of smooth conjugations . In this approach the neighborhood of each saddle point was flattened by an appropriate coordinate transformation, so the focus shifted from the original dynamics to the properties of the transformations involved. The expressions obtained for perturbative corrections in this approach were much simpler than those found from the equivalent Feynman diagrams. Using these techniques, we were able to extend the stochastic perturbation theory to the fourth order in the noise strength.

In  we developed a third approach, based on construction of an explicit matrix representation of the stochastic evolution operator. The numerical implementation required a truncation to finite dimensional matrices, and was less elegant than the smooth conjugation method, but made it possible to reach up to order eight in expansion orders. As with the previous formulations, it retained the periodic orbit structure, thus inheriting valuable information about the dynamics.

The corrections to the escape rate appeared to be a divergent series in the noise expansion parameter. They actually followed, via the cumulant expansion, from the traces of the evolution operator $``$ , for which the noise correction series looked similarly divergent. In  the high order corrections were then worked out analytically for the special case of the first trace, Tr$`()`$, as contour integrals asymptotically evaluated by the method of steepest descent. Here we further confirm the divergent nature of the high order noise corrections for Tr$`^n`$ ; their high order terms are also controlled by sub-dominant saddles, which can be interpreted as generalized periodic orbits of some associated discrete Newtonian equations of motion.

In the following sections, first we define the stochastic dynamics, the evolution operator and its spectrum. Since this work was inspired by the results obtained for the eigenvalue corrections via the matrix representation method outlined in , for the sake of completeness we next show how to obtain a matrix representation of the evolution operator as an expansion in terms of the noise strength $`\sigma `$, and how to calculate the spectrum of the operator. Then we turn towards investigating the behavior of the high order noise corrections to the traces of $`^n`$, which are responsible for the divergent behavior seen at late terms of the eigenvalue corrections. Our key result is (78) where the high order noise corrections are converted into a trace formula. We give as a numerical example the quartic map considered in .

## II The stochastic evolution operator

In this section we introduce the noisy repeller and its evolution operator. An individual trajectory in presence of additive noise is generated by iterating

$`x_{n+1}=f(x_n)+\sigma \xi _n`$ (1)
where $`f(x)`$ is a map, $`\xi _n`$ a random variable with the normalized distribution $`P(\xi )`$, and $`\sigma `$ parameterizes the noise strength. In what follows we shall assume that the mapping $`f(x)`$ is one-dimensional and expanding, and that the $`\xi _n`$ are uncorrelated. A density of trajectories $`\varphi (x)`$ evolves with time on the average as

$`\varphi _{n+1}(y)=\left(\varphi _n\right)(y)={\displaystyle 𝑑x(y,x)\varphi _n(x)}`$ (2)
where the evolution operator $``$ has the general form

$`(x,y)`$ $`=`$ $`\delta _\sigma (yf(x)),`$ (3)
$`\delta _\sigma (x)`$ $`=`$ $`{\displaystyle \delta (x\sigma \xi )P(\xi )𝑑\xi }={\displaystyle \frac{1}{\sigma }}P\left({\displaystyle \frac{x}{\sigma }}\right).`$ (4)
For the calculations in this paper, Gaussian weak noise is assumed. The evolution operator

$`(x,y)={\displaystyle \frac{1}{\sqrt{2\pi }\sigma }}e^{\frac{(yf(x))^2}{2\sigma ^2}}`$ (5)
can be expanded, in the perturbative limit $`\sigma 0`$, as

$`(x,y){\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}a_{2N}\sigma ^{2N}\delta ^{(2N)}(yf(x)),`$ (6)
where $`\delta ^{(2N)}`$ denotes the $`2N`$-th derivative of the delta distribution and $`a_{2N}=(2^NN!)^1`$ (or $`a_{2N}=\frac{m_{2N}}{(2N)!}`$ for general noise with finite $`n`$-th moment $`m_n`$). The map used for concrete calculations is the same as in our previous papers, a quartic map on the $`(0,1)`$ interval given by

$`f(x)=20\left[{\displaystyle \frac{1}{16}}\left({\displaystyle \frac{1}{2}}x\right)^4\right],`$ (7)
which is also shown on Fig. (1).

Throughout the theory developed in previous works , the periodic orbits of the system played a major role. A periodic orbit of length $`n`$ was defined simply by

$`x_{j+1}`$ $`=`$ $`f(x_j),\text{ }j=1,\mathrm{},n`$ (8)
$`x_{n+1}`$ $``$ $`x_1.`$ (9)
(This subscript $`j`$ will quite generally be defined mod $`n`$.)

For a repeller the leading eigenvalue of the evolution operator yields a physically measurable property of the dynamical system, the escape rate from the repeller. In the case of deterministic flows, the periodic orbit theory yields explicit formulas for the spectrum of $``$ as zeros of its spectral determinant . Our goal here is to explore the dependence of the eigenvalues $`\nu `$ of $``$ on the noise strength parameter $`\sigma `$.

The eigenvalues are determined by the eigenvalue condition

$`F(\sigma ,\nu (\sigma ))=det(1/\nu (\sigma ))=0`$ (10)
where $`F(\sigma ,1/z)=det(1z)`$ is the spectral determinant of the evolution operator $``$. Computation of such determinants starts with evaluation of the traces of powers of the evolution operator

$`\text{Tr}{\displaystyle \frac{z}{1z}}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}C_nz^n,C_n=\text{Tr}^n,`$ (11)
which are then used to compute the cumulants $`Q_n=Q_n()`$ in the cumulant expansion

$`det(1z)=1{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}Q_nz^n,`$ (12)
by means of the recursion formula

$`Q_n={\displaystyle \frac{1}{n}}\left(C_nC_{n1}Q_1\mathrm{}C_1Q_{n1}\right)`$ (13)
which follows from the identity

$`det(1z)=\mathrm{exp}\left({\displaystyle \underset{n}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^n}{n}}\text{Tr}^n\right).`$ (14)
In the next section we show how to compute the cumulants $`Q_n`$ using a local matrix representation of the evolution operator.

## III The spectrum of the evolution operator

As the mapping $`f(x)`$ is expanding by assumption, the evolution operator (2) smoothes the initial distribution $`\varphi (x)`$. Hence it is natural to assume that the distribution $`\varphi _n(x)`$ is analytic, and represent it as a Taylor series, intuition being that the action of $``$ will smooth out fine detail in initial distributions and the expansion of $`\varphi _n(x)`$ will be dominated by the leading terms in the series.

An analytic function $`g(x)`$ has a Taylor series expansion

$`g(x)={\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{x^m}{m!}}{\displaystyle \frac{^m}{y^m}}g(y)|_{y=0}.`$

Following H.H. Rugh  we now define the matrix ($`m,m^{}=0,1,2,\mathrm{}`$)

$`\left(\text{L}\right)_{m^{}m}={\displaystyle \frac{^m^{}}{y^m^{}}}{\displaystyle 𝑑x(y,x)\frac{x^m}{m!}}|_{y=0}.`$ (15)
L is a matrix representation of $``$ which maps the $`x^m`$ component of the density of trajectories $`\varphi _n(x)`$ in (2) to the $`y^m^{}`$ component of the density $`\varphi _{n+1}(y)`$, with $`y=f(x)`$. The desired traces can now be evaluated as traces of the matrix representation L, $`\text{Tr}^n=\text{Tr}\text{L}{}_{}{}^{n}.`$ As L is infinite dimensional, in actual computations we have to truncate it to a given finite order. For expanding flows the structure of L is such that its finite truncations give very accurate spectra.

Our next task is to evaluate the matrix elements of L. Traces of powers of the evolution operator $`^n`$ are now also a power series in $`\sigma `$, with contributions composed of $`\delta ^{(m)}(f(x_a)x_{a+1})`$ segments. The contribution is non-vanishing only if the sequence $`x_1,x_2,\mathrm{},x_n,x_{n+1}=x_1`$ is a periodic orbit of the deterministic map $`f(x)`$. Thus the series expansion of $`\text{Tr}^n`$ has support on all periodic points $`x_a=x_{a+n}`$ of period $`n`$, $`f^n(x_a)=x_a`$; the skeleton of periodic points of the deterministic problem also serves to describe the weakly stochastic flows. The contribution of the $`x_a`$ neighborhood is best presented by introducing a coordinate system $`\varphi _a`$ centered on the cycle points, and the operator (3) centered on the $`a`$-th cycle point

$`x_a`$ $``$ $`x_a+\varphi _a,a=1,\mathrm{},n_p`$ (16)
$`f_a(\varphi )`$ $`=`$ $`f(x_a+\varphi )`$ (17)
$`_a(\varphi _{a+1},\varphi _a)`$ $`=`$ $`(x_{a+1}+\varphi _{a+1},x_a+\varphi _a).`$ (18)
The weak noise expansion for the $`a`$-th segment operator is given by

$`_a(\varphi ^{},\varphi )={\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}(\sigma )^{2N}a_{2N}\delta ^{(2N)}(\varphi ^{}+x_{a+1}f_a(\varphi )).`$ (19)
Repeating the steps that led to (15) we construct the local matrix representation of $`_a`$ centered on the $`x_ax_{a+1}`$ segment of the deterministic trajectory

$`\left(\text{L}a\right)_{m^{}m}`$ $`=`$ $`{\displaystyle \frac{^m^{}}{\varphi ^m^{}}}{\displaystyle 𝑑\varphi _a(\varphi ^{},\varphi )\frac{\varphi ^m}{m!}}|_{\varphi ^{}=0}.`$ (20)
$`=`$ $`{\displaystyle \underset{N=max(mm^{},0)}{\overset{\mathrm{}}{}}}(\sigma )^{2N}a_{2N}(\text{B}a)_{m^{}+N,m}.`$ (21)
Due to its simple dependence on the Dirac delta function, $`\text{B}a`$ can expressed in terms of derivatives of the inverse of $`f_a(\varphi )`$:

$`(\text{B}a)_{nm}`$ $`=`$ $`{\displaystyle \frac{^n}{\varphi ^n}}{\displaystyle 𝑑\varphi \delta (\varphi ^{}+x_{a+1}f_a(\varphi ))\frac{\varphi ^m}{m!}}|_{\varphi ^{}=0}`$ (22)
$`=`$ $`{\displaystyle \frac{^n}{\varphi ^n}}{\displaystyle \frac{(f_a^1(x_{a+1}+\varphi ^{})x_a)^m}{m!|f_a^{}(f_a^1(x_{a+1}+\varphi ^{}))|}}|_{\varphi ^{}=0}`$ (23)
$`=`$ $`{\displaystyle \frac{\text{sign}(f_a^{})}{(m+1)!}}{\displaystyle \frac{^{n+1}(_a(\varphi ^{})^{m+1})}{\varphi ^{n+1}}}|_{\varphi ^{}=0},`$ (24)
where we introduced the shorthand notation $`_a(\varphi ^{})=f_a^1(x_{a+1}+\varphi ^{})x_a`$. The matrix elements can be easily worked out explicitly using (24). In  we show that $`\text{B}a`$ is a lower triangular matrix, in which the diagonal terms drop off exponentially, and the terms below the diagonal fall off even faster. This way truncating $`\text{B}a`$ is justified, as truncating the matrix to a finite one introduces only exponentially small errors.

In the local matrix approximation the traces of evolution operator are approximated by

$`\text{Tr}^n|_{\text{saddles}}={\displaystyle \underset{p}{}}n_p{\displaystyle \underset{r=1}{\overset{\mathrm{}}{}}}\delta _{n,n_pr}\text{Tr}\text{L}p^r={\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}C_{n,N}\sigma ^{2N},`$ (25)
where $`\text{Tr}\text{L}p=\text{Tr}\text{L}_{n_p}\text{L}_2\mathrm{}\text{L}_1`$ is the contribution of the $`p`$ cycle, and the power series in $`\sigma ^{2N}`$ follows from the expansion (21) of $`\text{L}a`$ in terms of $`\text{B}a`$. The traces of $`\text{L}^n`$ evaluated by (21) yield a series in $`\sigma ^{2N}`$, and the $`\sigma ^{2N}`$ coefficients $`Q_{n,N}`$ in the cumulant expansion

$`F=det(1z)=1{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}Q_{n,N}z^n\sigma ^{2N}`$ (26)
are then obtained recursively from the traces, as in (13):

$`Q_{n,N}={\displaystyle \frac{1}{n}}\left(C_{n,N}{\displaystyle \underset{k=1}{\overset{n1}{}}}{\displaystyle \underset{l=0}{\overset{N}{}}}Q_{k,Nl}C_{nk,l}\right).`$ (27)
From the cumulants, by manipulating formal Taylor series, we can calculate perturbative corrections to the eigenstates.

Figure (2) shows the cumulants obtained in the numerical tests and table (I) shows the eigenvalue corrections computed from the cumulants. Both the cumulants and the eigenvalue corrections exhibit a super-exponential convergence with the truncation cycle length $`n`$, whereas the corrections appear to form a divergent series in the noise parameter $`\sigma `$.

## IV Trace formula for noise corrections

With as many as eight orders of perturbation theory, we should now turn towards investigating the asymptotic nature of these perturbative expansions. The corrections to the escape rate are calculated via the cumulant expansion from the traces of the evolution operators $`^n`$. These traces are responsible for the asymptotic behavior since they themselves apparently have divergent high order noise corrections. Thus in this section we investigate the behavior of the late terms in the noise expansion series of the traces Tr$`(^n)`$. With the help of an integral representation of the operator we shall be able to transform Tr$`(^n)`$ to contour integrals, and then we will evaluate these integrals in the saddle point approximation to arrive to a formula analogous to the usual trace formulas arising in quantum chaos.

The trace of $`^n`$ can be expressed as

$`\text{Tr}^n={\displaystyle \frac{1}{(\sqrt{2\pi }\sigma )^n}}{\displaystyle 𝑑x_1𝑑x_2\mathrm{}𝑑x_ne^{\frac{S(\stackrel{}{x})}{\sigma ^2}}},`$ (28)
where

$`S(\stackrel{}{x})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\left(x_{j+1}f(x_j)\right)^2,`$ (29)
$`\stackrel{}{x}`$ $`=`$ $`(x_1,\mathrm{},x_n),\mathrm{with}x_{n+1}x_1.`$ (30)
In order to give a deeper insight on the forthcoming calculations, we draw a correspondence between our system and a discrete Hamiltonian mechanics, with the $`S`$ defined above playing the role of the classical action. According to (29), the least action principle requires

$`x_jf(x_{j1})f^{}(x_j)(x_{j+1}f(x_j))=0.`$ (31)
We define

$`\stackrel{}{p}=(p_1,\mathrm{},p_n),p_j:=x_jf(x_{j1}),`$ (32)
the quantity corresponding to the momentum in the classical mechanics. From (31) we obtain

$`x_{j+1}`$ $`=`$ $`f(x_j)+p_{j+1},`$ (33)
$`p_{j+1}`$ $`=`$ $`{\displaystyle \frac{p_j}{f^{}(x_j)}},`$ (34)
which are the equations corresponding to the classical Newtonian equations of motion. The generalized periodic orbits of length $`n`$ are those orbits, which obey these equations and $`x_{n+1}=x_1`$, $`p_{n+1}=p_n`$. Those generalized periodic orbits which have non-zero momentum will control the asymptotic behavior of the corrections to $`\text{Tr}^n`$ as we shall demonstrate later. The original periodic orbits defined by (8),(9) are those with zero momentum. The generalized periodic orbits with non-zero momentum and the original periodic orbits proliferate with growing $`n`$ as suggested by Fig 3.

We introduce an integral representation of the noisy kernel, which will be of great use in the later calculations:

$`(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi }\sigma }}e^{\frac{(yf(x))^2}{2\sigma ^2}}=`$ (36)
$`{\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑ke^{\frac{\sigma ^2k^2}{2}+ik(yf(x))}}.`$
Using this new integral representation,

$`\text{Tr}^n=`$ (37)
$`{\displaystyle \frac{1}{(2\pi )^n}}{\displaystyle 𝑑k^n𝑑x^ne^{\frac{\sigma ^2}{2}_{j=1}^nk_j^2+i_{j=1}^nk_j(x_{j+1}f(x_j))}},`$ (38)
(39)
or equivalently

$`\text{Tr}^n=`$ (40)
$`{\displaystyle \frac{1}{(2\pi )^n}}{\displaystyle 𝑑k^n𝑑p^nJ_n\left(\stackrel{}{p}\right)e^{\frac{\sigma ^2}{2}_{j=1}^nk_j^2+i_{j=1}^nk_jp_j}},`$ (41)
where $`J_n(\stackrel{}{p})`$ denotes the Jacobian $`D(\stackrel{}{x})/D(\stackrel{}{p})`$. Since

$`{\displaystyle \frac{1}{(2\pi )^n}}{\displaystyle 𝑑k^ne^{i_{j=1}^nk_jp_j}}={\displaystyle \underset{j=1}{\overset{n}{}}}\delta (p_j),`$ (42)
we can reduce (41) to

$`\text{Tr}^n`$ $`=`$ $`{\displaystyle 𝑑p^nJ_n\left(\stackrel{}{p}\right)e^{\frac{\sigma ^2}{2}\mathrm{\Delta }_n}\underset{j=1}{\overset{n}{}}\delta (p_j)}=`$ (44)
$`e^{\frac{\sigma ^2}{2}\mathrm{\Delta }_n}J_n\left(\stackrel{}{p}\right)|_{p_j=0},`$
with $`\mathrm{\Delta }_n`$ denoting the Laplacian

$`\mathrm{\Delta }_n={\displaystyle \frac{^2}{p_1^2}}+{\displaystyle \frac{^2}{p_2^2}}+\mathrm{}+{\displaystyle \frac{^2}{p_n^2}}.`$ (45)
We focus on the Taylor expansion of (44) in the noise parameter:

$`\text{Tr}^n`$ $`=`$ $`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left(\text{Tr}^n\right)_N\sigma ^{2N},`$ (46)
$`\left(\text{Tr}^n\right)_N`$ $`=`$ $`{\displaystyle \frac{1}{2^N}}{\displaystyle \frac{(\mathrm{\Delta }_n)^N}{N!}}J_n\left(\stackrel{}{p}\right)|_{p_j=0}.`$ (47)
The $`N`$-th power of the Laplacian in the equation above can be written as

$`(\mathrm{\Delta }_n)^N={\displaystyle \underset{j_1,\mathrm{},j_n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{N!}{j_1!\mathrm{}j_n!}}{\displaystyle \frac{^{2j_1}}{p_1^{2j_1}}}\mathrm{}{\displaystyle \frac{^{2j_n}}{p_n^{2j_n}}}\delta _{N,_{k=1}^nj_k},`$ (48)
where $`\delta _{jl}`$ is the Kronecker-delta (making the sum actually finite). With the help of the multidimensional residue formula from complex calculus

$`{\displaystyle \frac{^{n_1+\mathrm{}+n_k}f\left(\stackrel{}{z}\right)}{z_1^{n_1}\mathrm{}z_k^{n_k}}}=`$ (49)
$`{\displaystyle \frac{n_1!\mathrm{}n_k!}{(2\pi i)^k}}{\displaystyle \mathrm{}\frac{f(\stackrel{}{\xi })d\xi _1\mathrm{}d\xi _k}{(\xi _1z_1)^{n_1+1}\mathrm{}(\xi _kz_k)^{n_k+1}}},`$ (50)
we obtain

$`\left(\text{Tr}^n\right)_N={\displaystyle \frac{1}{(2\pi i)^n2^N}}{\displaystyle \underset{j_1,\mathrm{},j_n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(2j_1)!}{j_1!}}\mathrm{}{\displaystyle \frac{(2j_n))!}{j_n!}}`$ (51)
$`\times \delta _{N,_{k=1}^nj_k}{\displaystyle _{c_1}}\mathrm{}{\displaystyle _{c_n}}{\displaystyle \frac{J_n\left(\stackrel{}{p}\right)dp_1\mathrm{}dp_n}{p_1^{2j_1+1}\mathrm{}p_n^{2j_n+1}}}.`$ (52)
These contours encircle the $`p_j=0`$ points positively. The integrals can be transformed back to contour integrals in the original $`x_j`$ variables, and the contours will be placed around the original periodic orbits of the system defined by (89), since it is these orbits which fulfill the $`p_j=0`$ conditions.

$`\left(\text{Tr}^n\right)_N={\displaystyle \frac{1}{(2\pi i)^n2^N}}{\displaystyle \underset{j_1,\mathrm{},j_n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(2j_1)!}{j_1!}}\mathrm{}{\displaystyle \frac{(2j_n))!}{j_n!}}`$ (53)
$`\times \delta _{N,_{k=1}^nj_k}{\displaystyle _{C_1}}\mathrm{}{\displaystyle _{C_n}}`$ (54)
$`{\displaystyle \frac{dx_1\mathrm{}dx_n}{(x_1f(x_n))^{2j_1+1}\mathrm{}(x_nf(x_{n1}))^{2j_n+1}}}.`$ (55)
From now on we shall restrict our calculations to the asymptotic large-$`N`$ limit. We will replace the summations in (52) by integrals and then use the saddle-point method to get a compact formula for $`(\text{Tr}^n)_N`$. Then we may consistently approximate the factorials via the Stirling formula  as

$`{\displaystyle \frac{(2j_k)!}{j_k!}}`$ $``$ $`{\displaystyle \frac{\left(\frac{2j_k}{e}\right)^{2j_k}\sqrt{4\pi j_k}}{\left(\frac{j_k}{e}\right)^{j_k}\sqrt{2\pi j_k}}}=2^{2j_k+1/2}j_k^{j_k}e^{j_k}=`$ (57)
$`2^{1/2}e^{2(\mathrm{ln}2)j_k+j_k\mathrm{ln}j_kj_k}.`$
Using (57) and an integral representation of the delta function we get

$`\left(\text{Tr}^n\right)_N{\displaystyle \frac{2^{\frac{n}{2}N}}{(2\pi i)^n2\pi }}{\displaystyle \underset{j_1,\mathrm{},j_n=0}{\overset{\mathrm{}}{}}}{\displaystyle 𝑑t_{C_1}\mathrm{}_{C_n}𝑑x_1\mathrm{}𝑑x_n}`$ (58)
$`\times \mathrm{exp}[it(N{\displaystyle \underset{k=1}{\overset{n}{}}}j_k)+(2\mathrm{ln}21){\displaystyle \underset{k=1}{\overset{n}{}}}j_k+{\displaystyle \underset{k=1}{\overset{n}{}}}j_k\mathrm{ln}j_k`$ (59)
$`+{\displaystyle \underset{k=1}{\overset{n}{}}}\mathrm{ln}(x_kf(x_{k1}))(2j_k+1)].`$ (60)
Now we replace $`j_k`$ with the new variables $`y_k=\frac{j_k}{N}`$ and in the asymptotic ($`N`$ large) limit approximate the summations over $`j_k`$ with integrals over $`y_k`$ as

$`\left(\text{Tr}^n\right)_N`$ (61)
$`{\displaystyle \frac{2^{\frac{n}{2}N}N^n}{(2\pi i)^n2\pi }}{\displaystyle _0^{\mathrm{}}}𝑑y_1\mathrm{}{\displaystyle _0^{\mathrm{}}}𝑑y_n{\displaystyle 𝑑t_{C_1}\mathrm{}_{C_n}𝑑x_1\mathrm{}𝑑x_n}`$ (62)
$`\times \mathrm{exp}[it(NN{\displaystyle \underset{k=1}{\overset{n}{}}}y_k)+N(2\mathrm{ln}21){\displaystyle \underset{k=1}{\overset{n}{}}}y_k`$ (63)
$`+N{\displaystyle \underset{k=1}{\overset{n}{}}}y_k\mathrm{ln}(Ny_k)+{\displaystyle \underset{k=1}{\overset{n}{}}}\mathrm{ln}(x_kf(x_{k1}))(2Ny_k+1)].`$ (64)
We evaluate the $`y`$ integrals with the saddle-point method to get

$`\left(\text{Tr}^n\right)_N`$ $``$ $`{\displaystyle \frac{2^{N+\frac{n}{2}}}{(2\pi )^{\frac{n}{2}}i^n2\pi }}{\displaystyle 𝑑t_{C_1}\mathrm{}_{C_n}𝑑x_1\mathrm{}𝑑x_n}`$ (67)
$`\mathrm{exp}\left[it\left(N+{\displaystyle \frac{n}{2}}\right)e^{it}{\displaystyle \frac{S}{2}}\right].`$
Next we implement the saddle-point method to the integral in $`t`$ as well, asymptotically resulting in

$`\left(\text{Tr}^n\right)_N`$ $``$ $`{\displaystyle \frac{N^{\frac{n1}{2}}}{2^{2N+\frac{1}{2}}(2\pi )^{\frac{n+1}{2}}i^{n+1}}}{\displaystyle \frac{(2N)!}{N!}}`$ (69)
$`\times {\displaystyle }dx^ne^{\left(N+\frac{n}{2}\right)\mathrm{ln}(S)}.`$
The last step is to evaluate the contour integrals in the $`x_k`$ variables. We deform the contours until the saddle-points are reached and the contours run along the paths of steepest descent. The leading contribution comes from the saddle-points, which fulfill the following equation

$`{\displaystyle \frac{1}{S}}\left[x_j^{}f(x_{j1}^{})(x_{j+1}^{}f(x_j^{}))f^{}(x_j^{})\right]=0.`$ (70)
By comparing (70) and (31) one can see that the saddle-points are all generalized periodic orbits of the system. Since the contours ran originally around the orbits with zero momentum, these do not come into account as saddle-points. The second derivative matrix is

$`\left(N+{\displaystyle \frac{n}{2}}\right){\displaystyle \frac{1}{S}}D^2S,`$ (71)
where $`D^2S`$ denotes the second derivative matrix of $`S`$

$`(D^2S)_{ij}={\displaystyle \frac{^2S}{x_ix_j}}.`$ (72)
This would be the matrix to deal with if we were taking the saddle-point approximation of (28) directly. We reorganize the prefactor in (69) with the use of the Stirling formula ; then the result of the saddle-point integration comes out as

$`(\text{Tr}^n)_N`$ (73)
$`{\displaystyle \underset{\mathrm{s}.\mathrm{p}.}{}}{\displaystyle \frac{N^{\frac{n1}{2}}}{2\pi i}}{\displaystyle \frac{\mathrm{\Gamma }(N+\frac{1}{2})}{\left(N+\frac{n}{2}\right)^{\frac{n}{2}}}}{\displaystyle \frac{S_p^N}{\sqrt{detD^2S_p}}}.`$ (74)
For $`n=1`$ this formula restores the result of  as it should.

Finally we draw attention to the close connection between the generalized periodic orbits of the system and $`D^2S`$. The stability matrix of a generalized periodic orbit $`p`$ is expressed as

$`M_p`$ $`=`$ $`M(n)M(n1)M(n2)\mathrm{}M(1)`$ (75)
$`M(k)`$ $`=`$ $`\left(\begin{array}{cc}f^{}(x_k)\frac{p_k}{(f^{}(x_k))^2}f^{\prime \prime }(x_k)& \frac{1}{f^{}(x_k)}\\ \frac{p_k}{(f^{}(x_k))^2}f^{\prime \prime }(x_k)& \frac{1}{f^{}(x_k)}\end{array}\right)`$ (76)
The determinant of $`D^2S`$ can be expressed with the help of the stability matrix as

$`detD^2S_p=det(M_p1).`$ (77)
This way we reformulate (74) as

$`(\text{Tr}^n)_N{\displaystyle \frac{N^{\frac{n1}{2}}}{2\pi }}{\displaystyle \frac{\mathrm{\Gamma }(N+\frac{1}{2})}{\left(N+\frac{n}{2}\right)^{\frac{n}{2}}}}{\displaystyle \underset{\mathrm{g}.\mathrm{p}.\mathrm{o}.}{}}{\displaystyle \frac{e^{N\mathrm{ln}S_p}}{\sqrt{det(1M_p)}}},`$ (78)
where the summation runs over generalized periodic orbits, with non-zero momentum. This expression, fully analogous to a trace formula, is our main result.

Finally, we provide a numerical test of our high order estimates. In  we developed a contour integral method to calculate high order noise corrections to the trace of $``$, and obtained a very good agreement between the exact results and a formula which is just the approximation of (74) in the $`n=1`$ case. Now we can similarly verify the high order noise corrections to the trace of $`^2`$ . Fig. 4 plots, as a function of $`N`$, the ratios of the approximations for $`(\text{Tr})_N`$ and $`(\text{Tr}^2)_N`$ obtained from (74) to the exact results (55) computed using direct numerical evaluations of the contour integrals therein. (For higher powers of $``$, the proliferation of the orbits forces the contours to run close to singular points, making efficiently precise numerical integrations extremely time-consuming).

In summary, we have studied the evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and a Gaussian noise distribution. Motivated by the divergent growth of the high order eigenvalue corrections of the evolution operator, we investigated the behavior of the high order noise corrections to the traces of $`^n`$. Using an integral representation of the evolution operator $``$, we found that the asymptotic behavior of the corrections to the trace of $`^n`$ is governed by sub-dominant quantities previously neglected in the perturbative expansion, and a full-fledged trace formula can be derived for the late terms in the noise expansion series of the trace of $`^n`$.

G.V. and G.P. gratefully acknowledge the financial support of the Hungarian Ministry of Education, EC Human Potential Programme , OTKA T25866. G.P., G.V. and A.V. were also partially supported by the French Ministère des Affaires Étrangères.

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text:
# THEORETICAL OVERVIEW: MOTIVATIONS FOR LEPTON FLAVOR VIOLATION 11footnote 1Invited talk presented at New Initiatives in Lepton Flavor Violation and Neutrino Oscillations with Very Intense Muon and Neutrino Sources, 2-6 October 2000, University of Hawaii, USA.

## 1 Introduction

The diverse topics discussed at this conference, ranging from charged lepton flavor violation (LFV) to neutrino oscillations to proton decay, have been brought together by a common experimental dependence on high intensity muon and neutrino sources. From a theoretical perspective, however, these topics also have a unifying theme — they are all probes of global symmetries. The exploration of symmetries and symmetry breaking is, of course, central to particle physics. These experiments form a comprehensive program to probe the standard model’s (broken) global symmetries, just as high energy colliders aim to study thoroughly the standard model’s (broken) local symmetries.

Global symmetries are brittle. It is therefore somewhat surprising that global symmetry breaking is currently observed only in neutrino oscillations. In the near future, however, experiments will increase the sensitivity to LFV by four or more orders of magnitude. These experiments have the potential to uncover many exotic phenomena, which may exist at a variety of scales . What is even more compelling, however, at least to me, is that these experiments will for the first time stringently probe the weak scale, where we have strong reasons to expect new physics to appear. There is thus the promise of a fascinating interplay between high precision LFV experiments and high energy experiments probing electroweak symmetry breaking. For this reason, results from upcoming LFV experiments, whether positive or null, will have interesting implications.

I begin with a brief review of the standard model’s global symmetries in Sec. 2. Section 3 contains a simple but telling model-independent analysis of the reach of present and future experiments. From this it will be clear that future LFV experiments will be strong probes of new physics at the weak scale. I will then focus on some broad possibilities related to the physics of electroweak symmetry breaking in Sec. 4, and consider the example of supersymmetry in Sec. 5. In Sec. 6, I conclude with several illustrations of what we might learn from future results.

## 2 Global Symmetries of the Standard Model

The fields of the standard model, their spins, and their quantum numbers under the three standard model gauge symmetries are:

$$\begin{array}{ccccccc}& q& u& d& l& e& h\text{}\\ \mathrm{Spin}S& \frac{1}{2}& \frac{1}{2}& \frac{1}{2}& \frac{1}{2}& \frac{1}{2}& 0\text{}\\ \mathrm{SU}(3)& 3& 3& 3& 1& 1& 1\text{}\\ \mathrm{SU}(2)& 2& 1& 1& 2& 1& 2\text{}\\ \mathrm{U}(1)& \frac{1}{6}& \frac{2}{3}& \frac{1}{3}& \frac{1}{2}& 1& \frac{1}{2}\text{}\end{array}$$
(1)
Renormalizability and gauge invariance restrict the interactions among these fields to the form

$$_{\mathrm{Yukawa}}=y_{e}^{}{}_{ij}{}^{}h\overline{l}_ie_j+y_{d}^{}{}_{ij}{}^{}h\overline{q}_id_j+y_{u}^{}{}_{ij}{}^{}h^c\overline{q}_iu_j,$$
(2)
where $`i`$ and $`j`$ are generational indices. Through unitary rotations in generation space, we may set $`y_{e}^{}{}_{ij}{}^{}=\mathrm{diag}(y_e,y_\mu ,y_\tau )`$. The Yukawa couplings, then, conserve baryon number $`B`$, total lepton number $`L`$, and the lepton flavor numbers $`L_e`$, $`L_\mu `$, and $`L_\tau `$. These are the global symmetries of the standard model.

Global symmetries are broken in many possible ways, however. Beginning with the most robust theoretically, even in the standard model itself, non-perturbative quantum effects  break most of the global symmetries, preserving only $`BL`$. Gravitational interactions are also expected to break all global symmetries through, for example, processes involving black holes. Both of these effects are typically extremely suppressed, but demonstrate that global symmetries are by no means sacred. More experimentally relevant examples arise in attempts to extend the standard model. In grand unified theories, for example, additional gauge bosons lead to global symmetry violation: in SU(5) only $`BL`$ is preserved, and in SO(10), even this is broken. Finally, as we will see below, attempts to explain electroweak symmetry breaking often predict some form of global symmetry violation. In many cases, these predictions are generically at levels far beyond current constraints. It is a triumph of the standard model, and a source of frustration for those attempting to extend it, that its ‘accidental’ global symmetries are so accurately obeyed in nature.

## 3 Mass Scales and Experimental Probes

What is the current experimental status of global symmetries? For a model-independent answer, we turn to the formalism of effective field theory. If we expect the standard model to be valid up to some energy scale $`M`$, the effects of physics above this scale may be accounted for by shifts in the standard model couplings and a series of non-renormalizable terms suppressed by powers of $`M`$ . The terms of Eq. (2) are then to be viewed as merely the first in a series. At higher orders in $`1/M`$, one finds non-renormalizable operators that violate the global symmetries:

$`B\mathrm{violating}:`$ $`{\displaystyle \frac{qqql}{M^2}},\mathrm{}`$ (3)
$`L\mathrm{violating}:`$ $`{\displaystyle \frac{hhll}{M}},\mathrm{}`$ (4)
$`L_i\mathrm{violating}:`$ $`{\displaystyle \frac{h\overline{l}\sigma ^{\alpha \beta }eF_{\alpha \beta }}{M^2}},{\displaystyle \frac{\overline{l}l\overline{e}e}{M^2}},\mathrm{},`$ (5)
where generational indices have been omitted. The experimental status of global symmetries may be roughly summarized by determining what scales $`M`$ are currently being probed.

The most stringent probe of baryon number violation is proton decay. Given the operator of Eq. (3), the proton lifetime is $`\tau _pM^4`$. Current bounds on the proton lifetime with respect to various decay modes are of order $`\tau _{p}^{}{}_{}{}^{>}10^{32}\mathrm{years}`$ and imply $`M_{}^>10^{15}\mathrm{GeV}`$.

Evidence for total lepton number violation is provided by non-vanishing neutrino masses. The operator of Eq. (4) yields a neutrino mass when electroweak symmetry is broken and the Higgs scalar obtains a vacuum expectation value. For $`hm_W`$ and $`m_\nu ^2\mathrm{\Delta }m_{\mathrm{atm}}^210^3\mathrm{eV}^2`$, the scale of $`L`$ violation seen in neutrino oscillation experiments is $`M10^{14}\mathrm{GeV}`$.

Neutrino oscillations also provide evidence for LFV at high scales, but do not preclude much larger $`L_i`$-violating, but $`L`$-conserving, effects in the charged lepton sector. For charged LFV, there are a wide variety of probes , including $`\mu e\gamma `$, $`\mu e`$ conversion, $`\mu eee`$, $`\tau \mu \gamma `$, $`Z\mu \tau `$ , $`K\mu e`$ , $`J/\mathrm{\Psi }\tau \mu `$ , and others. All of these may be useful (see below). Here, let’s concentrate on two of the most promising: $`\mu e\gamma `$, and $`\mu e`$ conversion. To estimate the reach of current and future experiments, consider a refined version of the first operator of Eq. (5):

$$_{12}=e\frac{g^2}{16\pi ^2}\frac{m_\mu }{M_{12}^2}\overline{\mu }\sigma ^{\alpha \beta }eF_{\alpha \beta }.$$
(6)
The additional factors reflect an expectation that the new physics enters at one-loop and is also suppressed by a chirality insertion proportional to $`m_\mu `$. With this parametrization, the rates for $`\mu e\gamma `$ and $`\mu e`$ conversion are

$`{\displaystyle \frac{B(\mu e\gamma )}{1.2\times 10^{11}}}`$ $`=`$ $`\left[{\displaystyle \frac{20\mathrm{TeV}}{M_{12}}}\right]^4(\mathrm{MEGA})`$
$`{\displaystyle \frac{R(\mu NeN)}{6.1\times 10^{13}}}`$ $`=`$ $`\left[{\displaystyle \frac{10\mathrm{TeV}}{M_{12}}}\right]^4(\mathrm{SINDRUM})`$
$`{\displaystyle \frac{B(\mu e\gamma )}{1\times 10^{14}}}`$ $`=`$ $`\left[{\displaystyle \frac{110\mathrm{TeV}}{M_{12}}}\right]^4(\mu e\gamma \mathrm{at}\mathrm{PSI})`$ (7)
$`{\displaystyle \frac{R(\mu NeN)}{5\times 10^{17}}}`$ $`=`$ $`\left[{\displaystyle \frac{110\mathrm{TeV}}{M_{12}}}\right]^4(\mathrm{MECO})`$
$`{\displaystyle \frac{R(\mu NeN)}{1\times 10^{18}}}`$ $`=`$ $`\left[{\displaystyle \frac{280\mathrm{TeV}}{M_{12}}}\right]^4(\mathrm{PRISM}).`$
In the first two lines the rates are normalized to the best current bounds from the MEGA  and SINDRUM  collaborations. The last three are normalized to the expected sensitivities of the $`\mu ^+e^+\gamma `$ experiment at PSI , the MECO experiment at Brookhaven , and the proposed KEK/JAERI joint project, PRISM . Here $`R(\mu NeN)\mathrm{\Gamma }(\mu NeN)/\mathrm{\Gamma }(\mu N\mathrm{capture})`$, and I have assumed $`R(\mu NeN)B(\mu e\gamma )/300`$. The latter relation depends on the target nucleus $`N`$ , but this approximation is adequate for our purposes. More importantly, I have assumed that the new physics enters solely through the operator of Eq. (6). The sensitivity of $`\mu e`$ conversion relative to $`\mu e\gamma `$ may be very much greater in other cases.

From Eq. (7), two conclusions may be drawn. First, experiments underway will extend the sensitivity in mass scale probed by roughly one order of magnitude. This is remarkable, given that the rates scale as $`1/M^4`$. Second, the near future sensitivity will be well above the weak scale. Many exotic particles may mediate LFV. These include extra families, $`Z^{}`$ bosons, and extra scalars. All of these particles may exist at or above the weak scale, and so provide motivation for LFV experiments .

Particularly compelling, however, is that LFV experiments will soon stringently probe the weak scale. Current theories of electroweak symmetry breaking, which are necessarily tied to the weak scale, are therefore of great relevance for LFV experiments. I will discuss some of these possibilities in the following section. Note that in this analysis, I have already included factors for loop and chirality suppression. In specific models these may be supplemented by additional suppressions from, for example, GIM-type cancellations or small intergenerational mixing angles. A more detailed analysis runs counter to the model-independent spirit of this section. In concrete examples, however, these factors typically serve only to reduce the $`𝒪(100\mathrm{TeV})`$ reach to a more typical weak scale value of $`𝒪(1\mathrm{TeV})`$, and observable LFV rates from weak scale physics are still predicted.

## 4 LFV and Electroweak Symmetry Breaking

The standard model and two possible frameworks for extending it nicely illustrate some of the possibilities for global symmetry violation:

$$\begin{array}{ccccc}\mathrm{Example}& \mathrm{Standard}\mathrm{Model}& \mathrm{Extra}\mathrm{Dims}& \mathrm{SUSY}\text{}& \\ M_{\mathrm{High}}& B,L,L_i& & B,L\text{}& \\ M_{\mathrm{Weak}}& & B,L,L_i& L_i\text{}& \end{array}$$
(8)
Here I have indicated the scales at which the various global symmetries are generically broken. $`M_{\mathrm{Weak}}100\mathrm{GeV}`$ is the scale of electroweak symmetry breaking. $`M_{\mathrm{High}}`$ represents some much higher scale, such as the scale of right-handed neutrinos $`M_N10^{14}\mathrm{GeV}`$, grand unification $`M_{\mathrm{GUT}}2\times 10^{16}\mathrm{GeV}`$, or gravitational interactions $`M_{\mathrm{Planck}}10^{19}\mathrm{GeV}`$.

As previously noted, in the standard model, even extended to include neutrino masses, all global symmetries are broken only at some high scale. In this case, LFV experiments are far from the sensitivity required, and the exploration of global symmetry violation will be confined to neutrino and proton decay experiments. Note that the observed neutrino mixings do induce charged LFV at the loop level. However, for $`\mathrm{\Delta }m_\nu ^210^3\mathrm{eV}^2`$, the induced LFV is $`B(ll^{}\gamma )10^{48}`$, far beyond reach.

There are, however, several reasons to expect the standard model to be incomplete. Prominent among these is the gauge hierarchy problem, but there are many others, such as the requirement of sufficient baryogenesis and the necessity of additional non-baryonic dark matter. In addition, if current indications for a Higgs boson with mass $`m_h115\mathrm{GeV}`$ are valid, the standard model vacuum will be destabilized at energy scales $`10^6\mathrm{GeV}`$, indicating that some new physics must enter below this scale .

Extra dimensions have been suggested as one way to address the gauge hierarchy problem . With extra dimensions, the gravitational force law is modified at distances small compared to the size of the extra dimensions. For particular choices of the number and size of the extra dimensions, the fundamental gravitational scale may be lowered to near the weak scale, translating the gauge hierarchy problem into a problem of hierarchies in length scales.

In such scenarios, one typically expects all global symmetries to be broken at $`M_{\mathrm{grav}}M_{\mathrm{Weak}}`$, leading to, among other things, catastrophic proton decay. The challenge of finding an elegant and compelling solution to this difficulty, particularly one consistent with baryogenesis, is one of the important problems in this scenario.

It is possible, however, to assume that proton stability is achieved by some mechanism and consider the possibility of LFV at low scales. This approach has been taken by a number of authors . They find that in certain scenarios constraints from LFV are among the most stringent. Large rates at future experiments may therefore be expected in models with low scale gravity, especially if the gravity scale is not far above the weak scale.

In supersymmetry, a hierarchy between $`B`$ and $`L`$ violation on the one hand and $`L_i`$ flavor violation on the other arises as an immediate consequence of the basic motivations for supersymmetry. As is well-known, two of the most important phenomenological motivations for supersymmetry are the gauge hierarchy problem and the existence of dark matter. Supersymmetry stabilizes the gauge hierarchy by introducing at the weak scale a scalar superpartner $`\stackrel{~}{f}`$ for every standard model fermion $`f`$ (and also a fermionic superpartner for every standard model boson). These new states introduce many additional renormalizable and gauge-invariant interactions. In the notation of superfields, the terms analogous to the standard model’s Yukawa terms of Eq. (2) are given by the superpotential

$`W`$ $`=`$ $`y_eH_dLE+y_dH_dQD+y_uH_uQU`$ (9)
$`+\lambda LLE+\lambda ^{}LQD+\lambda ^{\prime \prime }UDD.`$
Here generational labels are suppressed, and each superfield contains both scalar and fermion fields: $`F(f,\stackrel{~}{f})`$. Interactions are formed by choosing any combination of two fermions and one scalar from any term.

It is not difficult to see that these new interactions destroy the beautiful properties of the standard model with respect to global symmetries. In particular, the terms in the second line of Eq. (9) violate both $`B`$ and $`L`$. However, these terms also allow all superpartners to decay, destroying the possibility of supersymmetric dark matter. This important virtue may be preserved by requiring $`R`$-parity conservation, where $`R(1)^{B+L+2S}`$. This eliminates all interactions in the second line of Eq. (9), and so $`B`$ and $`L`$ are again broken only at a high scale. As we will see below, however, the remaining supersymmetric interactions still allow $`L_i`$-violating processes at the weak scale, leading to the hierarchy displayed in Eq. (8).

## 5 LFV in Supersymmetry

Because LFV experiments will probe weak scale effects, new physics that is intimately tied to the weak scale is of special importance. I now consider several examples in supersymmetry, which provides a concrete and quantitative framework for evaluating the prospects for LFV.

Supersymmetric theories are specified by the interactions of Eq. (9), and a number of supersymmetry breaking terms. Of the latter, the most important for our present purposes are slepton masses

$$m^2{}_{ij}{}^{LL}\stackrel{~}{l}_{i}^{}\stackrel{~}{l}_j+m^2{}_{ij}{}^{RR}\stackrel{~}{e}_{i}^{}\stackrel{~}{e}_j,$$
(10)
where the $`m^2`$ are a priori arbitrary Hermitian matrices, and trilinear terms

$$A_{e}^{}{}_{ij}{}^{}h_d\stackrel{~}{l}_i^{}\stackrel{~}{e}_j,$$
(11)
which, after electroweak symmetry breaking, couple left- and right-handed charged sleptons through the mass matrix $`m^2{}_{ij}{}^{LR}A_{e}^{}{}_{ij}{}^{}h_d`$.

These terms lead to charged LFV. To see this, it is convenient to choose the basis in which the standard model leptons are rotated to diagonalize the lepton Yukawa coupling, and the sleptons are rotated to preserve flavor-diagonal gaugino couplings. No additional flavor rotations are then available to diagonalize the terms of Eqs. (10) and (11), and the off-diagonal elements in the slepton mass matrices mediate charged LFV. Define parameters $`\delta _{ij}^{MN}m^2{}_{ij}{}^{MN}/\stackrel{~}{m}^2`$, where $`\stackrel{~}{m}^2`$ is the representative slepton mass scale, $`M,N=L,R`$, and $`i,j`$ are generational indices. The branching ratios for $`ll^{}\gamma `$, normalized to current bounds , constrain these parameters333More precisely, they constrain $`(\delta _{ij}^{MN})_{\mathrm{eff}}\mathrm{max}[\delta _{ij}^{MN},\delta _{ik}^{MP}\delta _{kj}^{PN},\mathrm{},(ij)]`$. through

$`{\displaystyle \frac{B(\mu e\gamma )}{1.2\times 10^{11}}}`$ $``$ $`\mathrm{max}[\left({\displaystyle \frac{\delta _{12}^{LL,RR}}{2.0\times 10^3}}\right)^2,\left({\displaystyle \frac{\delta _{12}^{LR}}{6.9\times 10^7}}\right)^2]\left[{\displaystyle \frac{100\mathrm{GeV}}{\stackrel{~}{m}}}\right]^4`$
$`{\displaystyle \frac{B(\tau e\gamma )}{2.7\times 10^6}}`$ $``$ $`\mathrm{max}[\left({\displaystyle \frac{\delta _{13}^{LL,RR}}{2.2}}\right)^2,\left({\displaystyle \frac{\delta _{13}^{LR}}{1.3\times 10^2}}\right)^2]\left[{\displaystyle \frac{100\mathrm{GeV}}{\stackrel{~}{m}}}\right]^4`$ (12)
$`{\displaystyle \frac{B(\tau \mu \gamma )}{1.1\times 10^6}}`$ $``$ $`\mathrm{max}[\left({\displaystyle \frac{\delta _{23}^{LL,RR}}{1.4}}\right)^2,\left({\displaystyle \frac{\delta _{23}^{LR}}{8.3\times 10^3}}\right)^2]\left[{\displaystyle \frac{100\mathrm{GeV}}{\stackrel{~}{m}}}\right]^4.`$
Here I have assumed the lightest neutralino to be photino-like with mass $`m_{\stackrel{~}{\gamma }}^2/\stackrel{~}{m}^2=0.3`$; the bounds are fairly insensitive to this ratio.

The bounds from all three decays are non-trivial, but are especially stringent for transitions between the first and second generations. Clearly, arbitrary slepton mass matrices are forbidden. This is a statement of the (leptonic) supersymmetric flavor problem. For supersymmetry to be viable, some structure in the supersymmetry breaking masses must be present. I now turn to a variety of possibilities and analyze the LFV consequences of each.

### 5.1 SU(5)

The unification of gauge couplings is a strong motivation to consider supersymmetric grand unified theories. In the case of SU(5), the fields of each generation are contained in two multiplets, the 10 and $`\overline{\mathrm{𝟓}}`$, while the up- and down-type Higgs doublets are contained in the $`\mathrm{𝟓}_H`$ and $`\overline{\mathrm{𝟓}}_H`$ multiplets, respectively. The Yukawa couplings are given by the superpotential

$$W_{\mathrm{SU}(5)}=y_{u}^{}{}_{ij}{}^{}\mathrm{𝟏𝟎}_i\mathrm{𝟏𝟎}_j\mathrm{𝟓}_H+y_{d}^{}{}_{ij}{}^{}\overline{\mathrm{𝟓}}_i\mathrm{𝟏𝟎}_j\overline{\mathrm{𝟓}}_H.$$
(13)
What is the form of the scalar masses? A simple and conservative assumption is that they are $`m_0^2\stackrel{~}{\mathrm{𝟏𝟎}}_i^{}\stackrel{~}{\mathrm{𝟏𝟎}}_i+m_0^2\stackrel{~}{\overline{\mathrm{𝟓}}}_i^{}\stackrel{~}{\overline{\mathrm{𝟓}}}_i`$, universal, and therefore flavor-conserving, at $`M_{\mathrm{Planck}}`$. However, to determine the physical consequences, we must evolve these to low energy scales. In the renormalization group (RG) evolution above the GUT scale, grand unified interactions will generate off-diagonal slepton masses. This is easily seen by noting that $`y_d`$ may be diagonalized with rotations on the 10 and $`\overline{\mathrm{𝟓}}`$ fields, but there is then no remaining freedom to diagonalize $`y_u`$. RG evolution will then generate mixing of the 10 representations, and since $`\stackrel{~}{e}_R,\stackrel{~}{\mu }_R,\stackrel{~}{\tau }_R\mathrm{𝟏𝟎}`$, non-vanishing $`\delta _{ij}^{RR}`$ are generated. Detailed calculations show that for some parameter choices, $`\mu _L^{}e_R^{}\gamma `$ is already near experimental limits, and well within reach of future experiments . Note that the left-handed sleptons are not significantly mixed, and so the branching ratio for $`\mu _R^{}e_L^{}\gamma `$ is negligible.

### 5.2 Right-handed Neutrinos

A similar analysis may be applied to supersymmetric theories with right-handed neutrinos $`N`$. The leptonic superpotential is

$$W_N=y_{e}^{}{}_{ij}{}^{}H_dL_iE_j+y_{\nu }^{}{}_{ij}{}^{}H_uL_iN_j+m_{N}^{}{}_{ij}{}^{}N_iN_j.$$
(14)
Assume again, conservatively, that the slepton masses are universal at the Planck scale. Rotations of the $`L`$, $`E`$, and $`N`$ multiplets may diagonalize $`y_e`$ and $`m_N`$, but then off-diagonal entries in $`y_\nu `$ remain. These will generate mixing in the $`L`$ representations through RG effects above the right-handed neutrino mass scale, and since $`\stackrel{~}{e}_L,\stackrel{~}{\mu }_L,\stackrel{~}{\tau }_LL`$, non-vanishing parameters $`\delta _{ij}^{LL}`$ are generated, which mediate $`\mu _R^{}e_L^{}\gamma `$. These are again within reach of future experimental sensitivities . Note that, in contrast to the case of SU(5), here no $`\delta _{ij}^{RR}`$ mixing is generated, and so $`\mathrm{\Gamma }(\mu _L^{}e_R^{}\gamma )0`$.

### 5.3 Flavor Symmetries

In the previous two examples, the Yukawa couplings were taken to have the hierarchical form required by experiment, and the scalar masses were assumed to have a simple universal form, presumably following from some unspecified supersymmetry breaking mechanism. An orthogonal approach is try to understand both Yukawa couplings and scalar mass textures in terms of a single flavor symmetry. In this approach, one must first find flavor symmetries that reproduce all of the known lepton masses and neutrino parameters. Then, since these symmetries determine also the superpartner mass matrices, unambiguous predictions for charged LFV follow.

The existing data may be summarized as follows: letting $`\lambda 0.2`$ be the small flavor breaking parameter, the charged lepton masses satisfy

$$m_\tau /h_d\lambda ^31,m_\mu /m_\tau \lambda ^2,m_e/m_\mu \lambda ^3,$$
(15)
and the neutrino data imply

$`\mathrm{sin}\theta _{23}1,\mathrm{sin}\theta _{13}^{}{}_{}{}^{<}\lambda ,\mathrm{sin}\theta _{12}\{\begin{array}{cc}1\hfill & \mathrm{MSW}(\mathrm{LA}),\mathrm{VO}\hfill \\ \lambda ^2\hfill & \mathrm{MSW}(\mathrm{SA})\hfill \end{array},`$ (18)
$`{\displaystyle \frac{\mathrm{\Delta }m_{\nu }^{2}{}_{12}{}^{}}{\mathrm{\Delta }m_{\nu }^{2}{}_{23}{}^{}}}\{\begin{array}{cc}\lambda ^2\lambda ^4\hfill & \mathrm{MSW}\hfill \\ \lambda ^8\lambda ^{12}\hfill & \mathrm{VO}\hfill \end{array},`$ (21)
where MSW(LA,SA) and VO denote the various solar neutrino solutions.

These data cannot be reproduced by the simplest possibility, a single U(1) symmetry. In this case, the fermion mass matrices are determined by charge assignments $`Q`$ as

$$m_{e}^{}{}_{ij}{}^{}h_d\lambda ^{Q(\overline{l}_i)+Q(e_j)+Q(h_d)},m_{\nu }^{}{}_{ij}{}^{}\frac{h_u^2}{M_N}\lambda ^{Q(l_i)+Q(l_j)+2Q(h_u)},$$
(22)
with similar expressions for the scalar masses. It is not difficult to show that these textures predict that highly mixed neutrinos have similar masses, contradicting the most straightforward interpretation of Eq. (21).

However, the observed data may be explained by, for example, $`Z_n\times `$ U(1) symmetries, two breaking parameters with opposite charges, or holomorphic zeros . In these models, the above-mentioned difficulty is almost always circumvented as follows: the $`m_\nu `$ matrix produces hierarchical neutrino masses, and the $`m_e`$ matrix generates large neutrino mixing by requiring that the gauge and mass eigenstates of the $`l`$ representations are related by large rotations. However, because the lepton doublets contains charged leptons in addition to neutrinos, these rotation also generates large misalignments between the charged leptons and sleptons, producing large charged LFV rates .

It is also possible for the $`m_\nu `$ matrix to have a very special form such that it singlehandedly generates both large mixings and large hierarchies in neutrino masses. Such examples have been constructed . Typically, however, the former possibility is realized. Large angle neutrino solutions then imply large LFV rates well within reach of future $`\mu e\gamma `$ and $`\mu e`$ conversion experiments . Conversely, if no signal is seen in future experiments, many supersymmetric flavor models for neutrino masses will be excluded.

## 6 What Will We Learn?

### 6.1 Precision LFV

Given the dramatic improvements expected at future experiments, it is possible not only that LFV will be discovered, but also that it will be discovered with large statistics, allowing precision studies. Comparisons of the different rates of, for example, $`\mu e\gamma `$, $`\mu e`$ conversion, and $`\mu eee`$ will allow us to disentangle which of the various operators in Eq. (5) are contributing .

The distributions within one mode may also be informative. With polarized muons, angular distributions in $`\mu e\gamma `$, and possibly also in $`\mu e`$ conversion, may be used to disentangle the two chirality components. This will be a powerful way to distinguish between different models , as illustrated by the examples in Secs. 5.1 and 5.2.

### 6.2 Interplay with Colliders

If LFV is discovered in the near future, it is quite possible that the LFV-inducing particles will be produced directly at high energies. LFV effects from real particle production may then also be seen at colliders. In the case of supersymmetry, sleptons produced in one flavor eigenstate may oscillate to another before decaying, leading to anomalously large rates for $`e\mu +X`$ production, for example . In the case of two generation mixing, the cross section for such processes in the simplest cases is $`\sigma (e\mu )\mathrm{sin}^22\theta _{12}(\mathrm{\Delta }m_{12}^2)^2/[(\mathrm{\Delta }m_{12}^2)^2+4\stackrel{~}{m}^2\mathrm{\Gamma }^2]`$, where $`\theta _{12}`$ and $`\mathrm{\Delta }m_{12}^2`$ are the mixing angle and mass splitting between the first two slepton generations, and $`\stackrel{~}{m}`$ and $`\mathrm{\Gamma }`$ are the average slepton mass and decay width. The rate for low energy $`\mu e`$ processes has a different dependence on mixing parameters, with $`B(\mu e)\mathrm{sin}^22\theta _{12}\left[\mathrm{\Delta }m_{12}^2/\stackrel{~}{m}^2\right]^2`$. Thus, the combination of high energy and high precision experiments may allow us to determine both mixing angles and mass splittings independently, which would be impossible with only one type of experiment.

### 6.3 Null Results

If no signal is seen, the implications depend on what is discovered at high energy colliders. If only a standard model-like Higgs boson is discovered there, the null LFV results will simply give powerful constraints on a variety of phenomena. Of course, in this case, large questions will remain concerning the physics of electroweak symmetry breaking.

More likely, some part of the physics of electroweak symmetry breaking will be uncovered at colliders. We have seen that, on very general grounds, theories of electroweak symmetry breaking often predict LFV effects within reach of the upcoming experiments. Null results from these experiments, then, will provide highly non-trivial guides to understanding these theories. In the case of supersymmetry, for example, null results may have far-reaching implications, excluding many currently attractive supergravity theories and favoring theories that generate extremely degenerate superpartners at a low scale.

## Acknowledgments

I thank Y. Kuno and W. Molzon for the invitation to participate in this stimulating conference, and I am grateful to Y. Nir and Y. Shadmi for collaboration in the work described in Sec. 5.3. This work was supported in part by funds provided by the U. S. Department of Energy under cooperative research agreement DF–FC02–94ER40818.

## References


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# The supernova remnants G67.7+1.8, G31.5–0.6 and G49.2–0.7

## 1 Introduction

Most supernova remnants have been discovered by their non–thermal synchrotron radio emission and their shell morphology. Optical observations may detect light from a remnant depending on the distance and age of the remnant, and the properties of the local interstellar medium. The interstellar medium is not homogeneous or uniform, encompassing denser regions of interstellar “clouds”. It is the interaction of these clouds with the primary shock wave of a middle aged remnant that ultimately gives rise to optical radiation. Imaging observations of supernova remnants use interference filters to isolate main optical emission lines like H$`\alpha `$ 6563 Å, H$`\beta `$ 4861 Å, $`[`$S ii$`]`$ 6716, 6731 Å and $`[`$O iii$`]`$ 5007 Å. The $`[`$S ii$`]`$ to H$`\alpha `$ ratio serves as a discriminator between H ii and shock heated emission, although in limiting cases supplementary data on the target ought be sought (e.g. Fesen et al. ). Information about the amount of interstellar extinction can be extracted from the H$`\alpha `$ to H$`\beta `$ ratio while possible variations of this ratio over the remnant’s extent may indicate interaction with the local interstellar medium (e.g. Osterbrock ). Provided that the $`[`$O iii$`]`$5007 Å line is observed in a remnant, its intensity relative to H$`\beta `$ can provide valuable information about the shock speed (e.g. Cox & Raymond ). Spectroscopic observations on the other hand offer the advantage of more detailed spectral information allowing for comparison with published shock models, but at the expense of limited spatial coverage.

In an effort to broaden our knowledge on the least observed supernova remnants, we performed optical observations of three known radio remnants that had not been detected before in optical wavelengths. The supernova remnant G 67.7+1.8 was first detected in a galactic plane radio survey at 327 MHz by Taylor et al. () using the Westerbork Synthesis Radio Telescope. The authors proposed its identification as a supernova remnant based on its dual–arc morphology and spectral index of $`\alpha `$ $`=`$ –0.5 (Sν $``$ $`\nu `$α). It is characterized by an angular diameter of $``$ 9 and a flux at 1 GHz of $``$ 1.2 $`\times `$ 10-21 W m-2 Hz-1 sr-1 (Taylor et al. ). A search in the literature for references to X-ray or optical observations turned out negative (Neckel & Vehrenberg ). However, a careful examination of the red POSS plates reveals faint but filamentary emission along the north part of the shell of G 67.7+1.8, while diffuse X–ray emission is also seen in the ROSAT All Sky Survey data.

The shell–like morphology of the radio continuum emission at 4750 MHz of G 31.5–0.6 and the non–thermal emission led Fürst et al. () to propose the identification of this object as a supernova remnant. The spectral index is found in the range of –0.2 to –0.5 with a flux density of $``$ 1.8 Jy at 4750 MHz. The POSS plates do not show any traces of optical emission that could be attributed to G 31.5–0.6, while the detection of X-ray emission is not reported in the literature. Case and Bhattacharya () proposed a distance of 16.7 kpc to G 67.7+1.8 based on the $`\mathrm{\Sigma }`$ – D relation and a distance of 12.9 kpc to G 31.5–0.6.

The third target of our observations was the supernova remnant G 49.2–0.7. This remnant is also known as W51C because it belongs to the radio complex W51, including the H ii regions W51A and W51B. The 330 MHz radio image of Subrahmanyan and Goss () shows an extended structure of angular dimensions $``$ 50 $`\times `$ 35 while the ROSAT soft X–ray data also suggest a similar extend (Koo et al. ). The spectral analysis of the ROSAT data showed that a thermal model could account for the observed spectrum. Koo et al. () quote a shock temperature of $``$ 3 $`\times `$ 106 K, a shock velocity of $``$ 500 km s-1 and an age of $``$ 30000 yrs. The authors proposed that the remnant is located $``$ 6 kpc away.

In this work we present deep CCD images of the forementioned remnants in H$`\alpha +[`$N ii$`]`$, $`[`$S ii$`]`$, $`[`$O ii$`]`$ and $`[`$O iii$`]`$. Information about the observations and the data reduction is given in Sect. 2. In Sect. 3, 4 and 5 we present the results of our imaging observations. We also discuss the results from the long slit spectra taken at specific locations of interest. Finally, in Sect. 6 we discuss the physical properties of G 67.7+1.8 and the implications of the current observations to the properties of G 31.5–0.6 and G 49.2–0.7.

## 2 Observations

### 2.1 Optical images

The observations presented here were performed with the 0.3 m telescope at Skinakas Observatory. The fields of the radio remnants were observed in June 16, and July 08–11, 1999. Two different CCDs were used during the observations. The first, was a 1024 $`\times `$ 1024 Thomson CCD which resulted in a 69 $`\times `$ 69 field of view and an image scale of 4′′ per pixel. The second was a 1024 $`\times `$ 1024 Site CCD which had a larger pixel size resulting in a 89 $`\times `$ 89 field of view and an image scale of 5′′ per pixel. The characteristics of the interference filters are listed in Table 1 while the number of frames taken in each filter is given in Table 2. The exposure time of a single frame is 1800 s. The final images in each filter are the average of the individual frames. All coordinates quoted in this work refer to epoch 2000. G 67.7+1.8 was also observed with the 1.3 m telescope at Skinakas Observatory on August 21, 2000. The object was imaged with the H$`\alpha +[`$N ii$`]`$ filter, is not flux calibrated and is characterized by a scale of 1′′ per pixel.

Standard IRAF and MIDAS routines were used for the reduction of the data. Individual frames were bias subtracted and flat-field corrected using well exposed twilight flat-fields. The spectrophotometric standard stars HR7596, HR7950, HR8634, and HR718 were used for flux calibration.

### 2.2 Optical spectra

Long slit spectra were obtained on August 22 and 23, 2000 using the 1.3 m Ritchey–Cretien telescope at Skinakas Observatory. One long slit spectrum of G 67.7+1.8 was obtained on July 18, 1999 and is flux calibrated. All other spectra are not flux calibrated. The spectrophotometric standard stars HR718 and HR7596 were used to determine the detector’s sensitivity function. The data were taken with a 1300 line mm-1 grating and a 800 $`\times `$ 2000 Site CCD having a 15 $`\mu `$m pixel size which resulted in a 1.04 Å pixel-1. The slit had a width of 7$`.^{\prime \prime }`$7 and, in all cases, was oriented in the south-north direction. The number of available spectra from each remnant and the exposure time of each spectrum are given in Table 3.

## 3 The supernova remnant G 67.7+1.8

### 3.1 The H$`\alpha +[`$N ii$`]`$ and $`[`$S ii$`]`$ line emission

The supernova remnant G 67.7+1.8 appears as a $``$ 9 long and $``$ 10′′ wide filament in the H$`\alpha +[`$N ii$`]`$ and $`[`$S ii$`]`$ images, oriented in the SW to the NE direction (Fig. 1). Diffuse emission to the south of the filament is present but still within the boundaries of the radio emission. In Table 4 we list typical fluxes measured in the calibrated images of the observed remnants. In cases where we failed to detect emission in a specific filter, the 3$`\sigma `$ upper limit is quoted. The H$`\alpha +[`$N ii$`]`$ image also shows a small scale, diffuse structure $``$ 12$`.^{}`$3 to the SW of the G 67.7+1.8, at $`\alpha `$ $``$ 19h53m57s and $`\delta `$ $``$ 312154′′ (Fig. 2). This structure has a typical extent of $``$ 3$`.^{}`$3 and emits H$`\alpha +[`$N ii$`]`$ radiation at a level of $``$ 20–35 $`\times `$ $`10^{17}`$ erg s-1 cm-2 arcsec-2. It is probably unrelated to G 67.7+1.8 since the detected emission is well outside the faintest radio contours. A single 2400 s long slit spectrum was obtained from this object, and the results are given in Table 5. We designate this source as GAL 67.58$`+`$1.88 since it was not previously catalogued.

### 3.2 The $`[`$O iii$`]`$ and $`[`$O ii$`]`$ images

The filament first seen in H$`\alpha +[`$N ii$`]`$ is also detected in the oxygen forbidden lines of 5007 Å and 3727 Å (images not shown here) but the emission is quite weak. Continuum subtraction and a light smoothing on the resulting images were necessary in order to clearly identify the filament. The overall length of the filament in $`[`$O iii$`]`$ is $``$ 8, however, the emission is not spatially continuous but two gaps are present. Interestingly, GAL 67.58+1.88 is also seen in these filters. It possesses a patchy appearance in the $`[`$O iii$`]`$ filter while the $`[`$O ii$`]`$ emission looks like an arc convex to the south. We estimate an $`[`$O iii$`]`$ flux of $``$ 3 $`\times `$ $`10^{17}`$ erg s-1 cm-2 arcsec-2 and an $`[`$O ii$`]`$ flux of $``$ 5 $`\times `$ $`10^{17}`$ erg s-1 cm-2 arcsec-2.

### 3.3 The G 67.7+1.8 low resolution spectrum

The spectrum taken from G 67.7+1.8 (Table 5) shows that we observe optical radiation originating from shocked gas since we estimate $`[`$S ii$`]`$/H$`\alpha `$ $``$ 1.2 ($`\pm `$ 0.1) and the optical filament is well correlated with the 1400 MHz and 4850 MHz radio data (Condon et al. , Fig. 2). The sulfur line ratio of 1.28 ($`\pm `$ 0.08) suggests a low electron density $``$ 142 cm-3, though taking the statistical error into account implies that densities in the range of 60 – 240 cm-3 would be compatible with our measurement. Finally, the H$`\beta `$ flux is rather low compared to the H$`\alpha `$ flux suggesting significant interstellar extinction (H$`\alpha `$/H$`\beta `$ $``$ 10.9 $`\pm `$ 2.6).

The spectrum of GAL 67.58$`+`$1.88 does not allow a reliable determination of the nature of this object due to the large errors in the sulfur lines. However, the strong $`[`$N ii$`]`$ lines would suggest a circumstellar origin of the extended emission.

### 3.4 The ROSAT All Sky Survey data

In the course of the ROSAT all-sky survey, G 67.7+1.8 was in the PSPC field of view between Oct 22-25, 1990 for a total exposure time of $`530`$ sec. About 73 events were detected above the background level, in a circular area of 8 radius, at energies higher than 0.5 keV. No emission is seen above the background below 0.5 keV. The counts detected above 0.5 keV imply a surface brightness of $`6.9(\pm 1.4)\times 10^4`$ cts s-1 arcmin-2. According to Dickey & Lockman (1990), the galactic absorption along the line of sight is $`10^{22}`$ cm-2. Assuming a thermal bremsstrahlung spectrum and fixing NH to values in the range of $`0.51.0\times 10^{22}`$ cm-2, we find temperatures of 0.2–0.3 keV, equivalent to blast wave speeds in the range of $``$ 400 – 500 km s-1. A thermal blackbody spectrum requires lower temperatures of the order of $``$ 0.15 keV. The low number of the detectedwe photons do not allow us to uniquely, identify the nature of X–ray emission. According to the NVSS data, three faint radio sources show up close to the center of G 67.7+1.8 which could be indicative of emission from a young neutron star. Lorimer et al. () searched for radio emission from a pulsar in the area of G 67.7+1.8 using the Jodrell Bank Radio facility. No radio pulsar was detected down to a level of 0.8 mJy.

## 4 The supernova remnant G 31.5–0.6

The radio contours at 4850 MHz (Condon et al. ), plotted linearly from 0.02 Jy/beam to 0.30 Jy/beam, are overlaid to our H$`\alpha +[`$N ii$`]`$ image (Fig. 3). The correlation of the optical and radio data may suggest their physical association, although the lack of strong $`[`$S ii$`]`$ emission makes this identification very difficult. The observed optical emission appears as a broad incomplete shell of diffuse emission convex to the NW. Typical H$`\alpha +[`$N ii$`]`$ fluxes and the 3$`\sigma `$ upper limits on the $`[`$S ii$`]`$, $`[`$O ii$`]`$ and $`[`$O iii$`]`$ fluxes are given in Table 4.

### 4.1 The spectrum of G 31.5–0.6

The analysis of the optical images showed that strong H$`\alpha +[`$N ii$`]`$ emission is present to the south–east and north–west areas. However, the latter area of emission coincides with the location of an elongated small diameter source (GAL 31.650–00.649) reported by Fürst et al. ( ) which is characterized by a flat radio spectrum. Consequently, the slit was placed at the former area where non–thermal emission was detected and at a right ascension of 18h51m49s and a declination of -13420′′. The spectra taken in this area show that the H$`\alpha `$ emission is stronger than the sulfur emission (Table 5).

## 5 The supernova remnant G 49.2–0.7

The supernova remnant G 49.2–0.7 lies close to the galactic plane along with several H ii regions as well as with dark nebulae being projected on it (Fig. 4). A search in the SIMBAD database resulted in $``$ 25 H ii regions within a circular field of 1 diameter. However, only three H ii regions overlap W51C and these are GAL 049.2-00.7, GAL 049.0-00.6 (Wilson et al. ) and SH 2–79 (Acker et al. ). The observed optical emission occupies an angular extent of $``$ 40 $`\times `$ 40 and the morphology in the H$`\alpha +[`$N ii$`]`$ and $`[`$S ii$`]`$ filters is diffuse. The observed radiation seems to split into two parts separated by a dark lane of material running along $`\alpha `$ $``$ 19h22m50s. The east part shows several patches of emission in H$`\alpha +[`$N ii$`]`$ while the west part appears more diffuse. The sulfur line flux is relatively weak and thus, the image is not shown here. Optical diffuse or filamentary emission from the G 49.2–0.7 area is not detected in our $`[`$O ii$`]`$ and $`[`$O iii$`]`$ images (Table 4). The diffuse emission observed to the north–west of the dark lane may be associated to W51B. The optical emission west of this lane and south of 1355 is probably not related to W51B but even its relation to W51C is not clear since it is located outside the main body of the radio emission of W51C. However, some radio contours at 330 MHz (Subrahmanyan and Goss ) do overlap this optical emission.

### 5.1 The optical spectrum of G 49.2–0.7

The slit was placed at a bright spot of the diffuse emission seen in the east, in the H$`\alpha +[`$N ii$`]`$ image, which coincides with the area of radio emission from the remnant W51C. The area west of $``$ 19h23m is mainly dominated by W51B which is an H ii region. The slit was placed at $`\alpha `$ $`=`$ 19h23m09s and $`\delta `$ $`=`$ 135939′′ and the signal to noise weighted average fluxes of the detected lines are shown in Table 5, where it is seen that the sulfur emission is weak relative to the H$`\alpha `$.

## 6 Discussion

The supernova remnants G 67.7+1.8 and G 31.5–0.6 are among the least observed remnants both in radio and optical wavelengths. This is not true for G 49.2–0.7 where extended radio and X–ray observations have revealed its physical properties.

### 6.1 The G 67.7+1.8 radio remnant

The radio remnant G 67.7+1.8 is detected for the first time in the optical band as well as in the soft X–ray band by ROSAT. Both the positional correlation and the nature of the optical spectrum provide convincing evidence that the observed emission is indeed associated to G 67.7+1.8. The long slit spectra suggest a low electron density ($``$ 140 cm-3) but even the small (6%) error on the sulfur line ratio cannot exclude densities in the range of 60–240 cm-3. The shock velocity is estimated to be less than 100 km s-1 given the weak $`[`$O iii$`]`$ emission and probably will lie in the range of 60–80 km s-1 (Cox & Raymond , Hartigan et al. ) while the strong sulfur emission relative to H$`\alpha `$ suggests a partially neutral medium. In order to obtain a better insight to the properties of G 67.7+1.8 a reliable distance determination is necessary. However, given the limited number of available observations, the $`\mathrm{\Sigma }`$ – D relation is the only tool available for this purpose. Case & Bhattacharya ( ) quote a distance of 16.7 kpc but the large errors on the proportionality factor and the exponent of the $`\mathrm{\Sigma }`$ – D relation allow a wide range of distances from $``$ 7 – 27 kpc. In view of the optical observations reported here, distances less than $``$ 17 kpc are more probable, otherwise detection of optical radiation would be very difficult due to interstellar extinction. The H$`\alpha `$/H$`\beta `$ ratio of $``$ 11 corresponds to an interstellar extinction of 1.7 ($`\pm `$0.3) and thus, supports distances much lower than 17 kpc (Hakkila et al. ). Another approach to a distance estimate would involve the measured electron density and assumptions about the shock velocity and initial explosion energy. In the following we will assume a shock velocity Vs of 70 km s-1, and an explosion energy E in the range of 1050 – 1051 ergs. An energy of 1051 ergs is considered as the typical energy released in a supernova explosion. With the aid of the relation

$$\mathrm{n}_{[\mathrm{SII}]}45\mathrm{n}_\mathrm{c}\times (\mathrm{V}_\mathrm{s}/100\mathrm{km}\mathrm{s}^1)^2$$
(1)
given by Fesen & Kirshner (), the above assumptions and the measured range of electron densities, we estimate that the preshock cloud densities $`\mathrm{n}_\mathrm{c}`$ will lie in the range of 3 – 11 cm-3. McKee & Cowie ( ) derived an equation relating the energy of explosion, shock radius and shocked cloud parameters as

$$\mathrm{E}=2\times 10^{46}\beta ^1\mathrm{n}_\mathrm{c}(V_\mathrm{s}/100\mathrm{km}\mathrm{s}^1)^2(\mathrm{r}_\mathrm{s}/1\mathrm{pc})^3\mathrm{erg},$$
(2)
where $`\beta `$ is a factor of the order of 1–2, and $`\mathrm{r}_\mathrm{s}`$ is the shock radius in pc. Using Eq. (2) and the range of preshock cloud densities, we find that for an explosion energy of 1050 erg the distance should lie in the range 7 – 12 kpc, while for an explosion energy of 1051 erg the distance should lie in the range of 16 – 26 kpc. These naive calculations show that the energy released during the supernova explosion must be significantly less than the canonical energy of 1051 erg. The soft X–ray data are equally well fitted by thermal bremsstrahlung or blackbody models and suggest temperatures in the range of 0.15 – 0.3 keV. However, the low counting statistics do not allow for a reliable determination of the column density, temperature and X–ray flux. Dedicated X–ray observations would be required to better understand the physical properties of G 67.7+1.8 and its surroundings.

A new source of diffuse emission is detected close to G 67.7+1.8, though not related to the remnant. The current observations suggest strong $`[`$O iii$`]`$, $`[`$N ii$`]`$, H$`\alpha `$ but weak $`[`$S ii$`]`$ emission characteristic of emission of circumstellar origin. The bright blue star GSC 02669–04343 is found at the west boundary of GAL 67.58$`+`$1.88 but it is not clear if they are related in any way. Higher resolution imaging and spectral observations would be needed to study this source in detail.

### 6.2 G 31.5–0.6, a source of weak sulfur line emission

A search in the SIMBAD database revealed several H ii regions and dark nebulae within the field of G 31.5–0.6. The candidate supernova remnant GAL 31.7–1.0 (Gorham ) is located to the south–east of G 31.5–0.6 but we do not find any strong signs of optical emission. The H$`\alpha +[`$N ii$`]`$ emission from the vicinity of G 31.5–0.6 is diffuse with the H ii region GAL 31.65–00.649 superposed on its north–west part. The positional correlation between the optical and radio data and their similar shapes would suggest the identification of the optical flux as emission from G 31.5–0.6, even though a chance superposition can not be excluded. The lower limit on the H$`\alpha `$/H$`\beta `$ ratio ($`>`$ 12) translates to a lower limit on the neutral hydrogen column density of 8 $`\times `$ 1021 cm-2 which is consistent with the column density of $``$ 1.3 $`\times `$ 1022 cm-2 given by Dickey & Lockman ( ). The ratio of the sulfur lines to H$`\alpha `$ is 0.27 which is lower than the limit of $``$ 0.4 required to optically identify a supernova remnant. Although the fluxes of the sulfur lines are relatively accurately established (7–8$`\sigma `$), their line ratio is consistent with electron densities lower than $``$ 380 cm-3. The low value of the $`[`$S ii$`]`$ / H$`\alpha `$ ratio and the high value of the F(6716)/F(6731) ratio are more suggestive of a spectrum of an H ii region rather than of a SNR spectrum. Thus, the current data cannot identify the observed emission as emission from shocked gas, despite the positional correlation.

### 6.3 The complex around G 49.2–0.7

Extended optical emission is present in the H$`\alpha +[`$N ii$`]`$ filter from G 49.2–0.7, while it is substantially reduced in the $`[`$S ii$`]`$ filter. No optical emission, at our sensitivity threshold, is detected in both oxygen filters. Long slit spectra obtained from the brighter areas seen in the H$`\alpha +[`$N ii$`]`$ filter do not suggest emission from shock heated material. Both the $`[`$S ii$`]`$/H$`\alpha `$ and the sulfur lines ratio are indicative of H ii emission (e.g. Fesen & Hurford ). It is possible that the emission within the slit was dominated by the H ii region G 049.0–00.6 detected in an H 109$`\alpha `$ survey by Wilson et al. (), even though the authors state that due to the complexity of the region it is difficult to accurately measure the sizes and temperatures of these regions. Koo et al. () have presented evidence for fast moving molecular gas which blocks our view to the west areas of W51 and may be responsible for the dark lane present in the optical data as well as in the X-ray data. The authors also found variations in the column density across the source of X-ray emission while the gas temperature remained essentially constant. Even though, the $`[`$S ii$`]`$ emission is generally weak, a $``$ 3 $`\times `$ 1 area seems to emit stronger sulfur flux at a level of $``$ 5 $`\times `$ $`10^{17}`$ erg s-1 cm-2 arcsec-2. The corresponding H$`\alpha +[`$N ii$`]`$ flux suggests that we may be observing emission from shocked gas since we estimate a $`[`$S ii$`]`$/H$`\alpha `$ ratio of $``$ 0.6. This region is located in the south–east boundary of the X-ray and radio emission and specifically, at a location of strong soft X–ray emission (Fig. 3a of Koo et al. ). The presence of H ii regions, variable X-ray attenuation and molecular flows may render impossible the detection of shock heated emission from G 49.2–0.7. Nevertheless, it is possible that certain areas in the south of G 49.2–0.7 suffer less absorption and some optical emission may escape the remnant unobscured. Long slit spectra at the specified location should be able to determine unambiguously whether the detected emission is shock heated or not.

## 7 Conclusions

Three, not so well known, supernova remnants were observed and detected for the first time in the optical band. A thin long filament is detected in the north boundary of the radio emission from G 67.7+1.8. Its spatial correlation to the radio emission and the long slit spectra suggest its identification as optical emission from a supernova remnant. A new faint structure called GAL 67.58$`+`$1.88 is detected to the south–west of G 67.7+1.8 but its nature is not clear yet. The imaging observations of G 31.5–0.6 detect H$`\alpha +[`$N ii$`]`$ emission which is found to be partially correlated with the radio emission. However, long slit spectra show that the sulfur emission is not strong enough to justify shock heated emission. Optical emission is detected from the area of G 49.2–0.7 in the H$`\alpha +[`$N ii$`]`$ filter while the measured fluxes in the $`[`$S ii$`]`$ filter are quite weak. A patch of $``$ 3 $`\times `$ 1 in the south–east emits more $`[`$S ii$`]`$ flux than its surroundings. It could be possible that the south areas of G 49.2–0.7 suffer less absorption, allowing for the detection of shock heated emission. However, the nature of the emitted radiation in the south–east would be uniquely identified only through deep, long slit spectra.