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# 1 Introduction

## 1 Introduction

Present evidence of neutrino oscillations in atmospheric neutrinos provides the range of values for the oscillation phase governed by $`\mathrm{\Delta }m_{23}^2`$ to be

$$\mathrm{1.5\hspace{0.33em}10}^3\text{eV}^2\mathrm{\Delta }m_{23}^2\mathrm{5\hspace{0.33em}10}^3\text{eV}^2,$$
(1)
and the neutrino mixing in the corresponding sector, i.e. $`\theta _{23}`$, to be near maximal. On the contrary, the solution to the solar neutrino behaviour still presents several alternatives, the most favoured one  being the LAMSW solution for $`\theta _{12}`$ and $`\mathrm{\Delta }m_{12}^2`$, that would allow, if connected by a non-vanishing $`\theta _{13}`$ to the other sector, the possibility of CP violation in leptonic physics. Up to now, $`\theta _{13}`$ has been bounded by CHOOZ  with a value

$`\mathrm{sin}^2\theta _{13}0.05.`$ (2)
The studies around terrestrial long-baseline experiments and neutrino factories have precisely this objective in mind, the exploration of CP violation in the lepton case , a possibility open only for non-degenerate neutrino masses and non-vanishing mixings on the neutrino propagation. With this aim, the automatic self-inclusion of a new actor, the matter effect, is somehow seen as undesirable, as a background which could avoid the determination of the intrinsic properties of the neutrinos.

In this letter we will take a different attitude and show that, under appropriate conditions, matter effects bring the connecting mixing angle $`\theta _{13}`$ into the game, even when the sector $`(1,2)`$ is irrelevant. In fact, we will consider terrestrial and atmospheric neutrino oscillations, with baselines such that, in a good approximation, the oscillating phase $`\mathrm{\Delta }_{12}`$, defined as $`\mathrm{\Delta }_{12}=\mathrm{\Delta }m_{12}^2L/(4E)`$, can be neglected.

For $`\mathrm{\Delta }_{12}=0`$, the mixing in the sector $`(1,2)`$ is inoperative and there is no room for genuine CP violation. However, the neutrino interaction with an asymmetric medium leads to (fake) CP-odd and CPT-odd non-vanishing quantities, which are by themselves a clean indicator of the effects to be searched for. These quantities, if non-vanishing, distinguish neutrinos from antineutrinos and their sign automatically indicates that of $`\mathrm{\Delta }m_{23}^2`$.

General arguments  teach us that the difference in the survival probabilities for neutrinos and antineutrinos needs a CPT-odd origin, so this observable, particularly for $`\nu _\mu `$ versus $`\overline{\nu }_\mu `$ where there are good prospects to distinguish the charge, will be of interest. There is a drawback, however, for this proposal, if the medium effect acts as a perturbative modification. The dominant (“allowed”) vacuum oscillations would take place in the $`(2,3)`$ sector and there would be no possibility for the small $`\theta _{13}`$ to show up. In this perturbative scenario, the alternative proposal has been to emphasize the “forbidden” appearance channel $`\nu _e\nu _\mu `$  appropriate for neutrino factories and candidate to the search for genuine CP violation.

Another path can be to study whether the interaction of neutrinos with matter can generate an observable resonant situation in the effective mixing $`\stackrel{~}{\theta }_{13}`$, which naturally incorporates information on $`\theta _{13}`$. The question then arises, of which the conditions of observability of such a resonance are, given the strict bounds on $`\theta _{13}`$.

There seems to be a fatalistic result, a sort of no-go theorem, stating that the maximum in the effective mixing is compensated by a minimum in the oscillation and only the product is measured. This cancelation seems to be also operative for the T-violating probabilities . Although it is true that this compensation operates in many physical situations of practical interest, and we will confirm this, it cannot always be true, because the mixing is independent of the baseline whereas the oscillating phase depends linearly on it. We will study the conditions under which the resonant $`\stackrel{~}{\theta }_{13}`$ transition can be made visible in the disappearance channel, opening the door to an appreciable effect in the CPT-odd $`\nu _\mu `$ survival probability and accessible in atmospheric neutrino experiments.

The plan of this paper is as follows. In Section 2 we develop the relevant amplitudes for 3-family neutrino oscillations in matter of constant density, in the approximation that $`\mathrm{\Delta }_{12}=0`$. A resonant behaviour appears for the effective mixing $`\stackrel{~}{\theta }_{13}`$ in matter with a width proportional to $`\theta _{13}`$. Section 3 gives the behaviour with energies outside the resonance region. The interference pattern, for small $`\theta _{13}`$, is shifted from the vacuum $`L/E`$ behaviour to an additional term proportional to $`L`$ and independent of $`E`$. The prospect is to determine $`\theta _{13}`$ from the forbidden channel probabilities $`\nu _e\nu _\mu `$ and $`\overline{\nu }_e\overline{\nu }_\mu `$. In Section 4 we study the conditions on $`L`$ under which the resonance can be made visible: the disappearance channel $`\nu _\mu \nu _\mu `$ then becomes the simplest and most spectacular one. The CPT-odd asymmetry is able not only to show the resonance effects but also to give information on both the magnitude of $`\theta _{13}`$ and the sign of $`\mathrm{\Delta }m_{23}^2`$. From the resonance effect in both $`\nu _\mu \nu _\mu `$ and $`\nu _e\nu _\mu `$ channels, we estimate the charge asymmetry in atmospheric neutrinos. In Section 5 we summarize our conclusions.

## 2 Basics of three-neutrino oscillations in matter

The effective hamiltonian that describes the time evolution of neutrinos in matter can be written in the flavour basis as

$$H=\frac{1}{2E}\left\{U\left(\begin{array}{ccc}0& & \\ & \mathrm{\Delta }m_{12}^2& \\ & & \mathrm{\Delta }m_{13}^2\end{array}\right)U^++\left(\begin{array}{ccc}a& & \\ & 0& \\ & & 0\end{array}\right)\right\},$$
(3)
where $`a=G\sqrt{2}N_e2E`$ represents matter effects from the effective potential of electron-neutrinos with electrons, and $`U`$ is the flavour mixing matrix in vacuum (PDG representation ),

$$U=\left(\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}e^{i\delta }\\ s_{12}c_{23}c_{12}s_{23}s_{13}e^{i\delta }& c_{12}c_{23}s_{12}s_{23}s_{13}e^{i\delta }& s_{23}c_{13}\\ s_{12}s_{23}c_{12}c_{23}s_{13}e^{i\delta }& c_{12}s_{23}s_{12}c_{23}s_{13}e^{i\delta }& c_{23}c_{13}\end{array}\right).$$
(4)
For a baseline $`L`$, the evolution of neutrino states is given by

$$\nu (L)=S(L)\nu (0),$$
(5)
with

$$S(L)=e^{iHL}$$
(6)
for constant matter density. The corresponding effective hamiltonian for antineutrinos is obtained by $`UU^{}`$ and $`aa`$.

If the hamiltonian can be separated into two pieces as $`H=H_0+H_1`$, where $`H_0`$ can be exactly solved and $`H_1`$ can be treated in perturbation theory, then $`S(L)=S_0(L)+S_1(L)`$ and $`S_0(L)=e^{iH_0L}`$ gives the lowest order transition amplitudes.

For $`\mathrm{\Delta }m_{12}^2\mathrm{\Delta }m_{13}^2`$, and $`a`$ in a region of energies such that it is comparable to $`\mathrm{\Delta }m_{13}^2`$, we choose to solve exactly

$`H_0`$ $`=`$ $`{\displaystyle \frac{1}{2E}}\left\{U\left(\begin{array}{ccc}0& & \\ & 0& \\ & & \mathrm{\Delta }m_{13}^2\end{array}\right)U^++\left(\begin{array}{ccc}a& & \\ & 0& \\ & & 0\end{array}\right)\right\}`$ (13)
$`=`$ $`{\displaystyle \frac{1}{2E}}\stackrel{~}{U}\left(\begin{array}{ccc}0& & \\ & \mathrm{\Delta }\stackrel{~}{m}_2^2& \\ & & \mathrm{\Delta }\stackrel{~}{m}_3^2\end{array}\right)\stackrel{~}{U}^+,`$ (17)
where $`\mathrm{\Delta }\stackrel{~}{m}^2`$ describes the energy-level spacings in matter and $`\stackrel{~}{U}`$ the effective mixings. One realizes that the matter effect breaks the degeneracy. Therefore,

$$S_0(L)=\stackrel{~}{U}\left(\begin{array}{ccc}0& & \\ & e^{i\frac{\mathrm{\Delta }\stackrel{~}{m}_2^2}{2E}L}& \\ & & e^{i\frac{\mathrm{\Delta }\stackrel{~}{m}_3^2}{2E}L}\end{array}\right)\stackrel{~}{U}^+.$$
(18)
The exact diagonalization of $`H_0`$ yields effective mass differences and mixings in matter, in the limit $`\mathrm{\Delta }m_{12}0`$, but with no approximation taken on $`a`$. We get the following result

$$\stackrel{~}{U}=\left(\begin{array}{ccc}0& \frac{e^{i\delta }}{n_2}(l_2c_{13}^2)& \frac{e^{i\delta }}{n_3}(l_3c_{13}^2)\\ c_{23}& \frac{1}{n_2}s_{23}s_{13}c_{13}& \frac{1}{n_3}s_{23}s_{13}c_{13}\\ s_{23}& \frac{1}{n_2}c_{23}s_{13}c_{13}& \frac{1}{n_3}c_{23}s_{13}c_{13}\end{array}\right),$$
(19)
for the mixings in terms of the vacuum parameters, where we have defined

$$n_2=\sqrt{l_2^22l_2c_{13}^2+c_{13}^2};n_3=\sqrt{l_3^22l_3c_{13}^2+c_{13}^2},$$
(20)
and

$`l_2{\displaystyle \frac{\mathrm{\Delta }\stackrel{~}{m}_2^2}{\mathrm{\Delta }m_{13}^2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[1+\alpha \sqrt{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})}\right];`$
$`l_3{\displaystyle \frac{\mathrm{\Delta }\stackrel{~}{m}_3^2}{\mathrm{\Delta }m_{13}^2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[1+\alpha +\sqrt{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})}\right],`$ (21)
which give the effective mass differences. We have introduced the dimensionless parameter $`\alpha \frac{a}{\mathrm{\Delta }m_{13}^2}`$ for the sake of simplicity. The ordering of levels in matter is (1,2,3) for the hierarchical case of $`\mathrm{\Delta }m_{13}^2>0`$ and $`\alpha <1`$.

The effective mixing matrix $`\stackrel{~}{U}`$ is independent of $`\theta _{12}`$ and $`\delta `$, if the latter is appropriately rotated away. The matrix $`\stackrel{~}{U}`$ can be expressed also in the PDG form. To do so, we change

$$\stackrel{~}{U}\stackrel{~}{U}\left(\begin{array}{ccc}1& & \\ & e^{i\delta }& \\ & & 1\end{array}\right).$$
(22)
By comparing with previous expressions, we may establish the correspondence between the effective mixing angles, $`\stackrel{~}{\theta }_{ij}`$, and the vacuum parameters, getting

$`\stackrel{~}{c}_{12}=0,|\stackrel{~}{s}_{12}|=1,`$
$`\stackrel{~}{c}_{23}=c_{23},\stackrel{~}{s}_{23}=s_{23},`$
$`\stackrel{~}{c}_{13}={\displaystyle \frac{l_2c_{13}^2}{n_2}},\stackrel{~}{s}_{13}={\displaystyle \frac{l_3c_{13}^2}{n_3}},`$ (23)
up to signs. The vanishing mixing in matter $`\stackrel{~}{c}_{12}=0`$ is a consequence of the degeneracy $`\mathrm{\Delta }_{12}=0`$ in vacuum and says that the lowest mass eigenstate in matter contains no electron-neutrino flavour component. This result is the ingredient that avoids genuine CP violation in matter, even if one has three non-degenerate effective masses.

Transition amplitudes for $`\nu _\alpha \nu _\beta `$ in the $`\mathrm{\Delta }m_{12}=0`$ case are given by $`S_0`$ matrix elements, which can be written

$`A(\alpha \beta ;L)`$ $`=`$ $`S_0(L)_{\beta \alpha }`$
$`=`$ $`\delta _{\beta \alpha }+\stackrel{~}{U}_{\beta 2}\stackrel{~}{U}_{2\alpha }^+\left(e^{i\frac{\mathrm{\Delta }\stackrel{~}{m}_2^2}{2E}L}1\right)+\stackrel{~}{U}_{\beta 3}\stackrel{~}{U}_{3\alpha }^+\left(e^{i\frac{\mathrm{\Delta }\stackrel{~}{m}_3^2}{2E}L}1\right).`$
From this expression we may calculate all probabilities,

$`P\left(\nu _e\nu _e\right)`$ $`=`$ $`1\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (25)
$`P\left(\nu _\mu \nu _e\right)`$ $`=`$ $`s_{23}^2\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (26)
$`P\left(\nu _\tau \nu _e\right)`$ $`=`$ $`c_{23}^2\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (27)
$`P\left(\nu _\mu \nu _\mu \right)`$ $`=`$ $`1s_{23}^4\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]2s_{23}^2c_{23}^2\{1\mathrm{cos}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{cos}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (28)
$`+`$ $`\mathrm{cos}(2\stackrel{~}{\theta }_{13})\mathrm{sin}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{sin}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]\}`$
$`P\left(\nu _\tau \nu _\mu \right)`$ $`=`$ $`s_{23}^2c_{23}^2\{22\mathrm{cos}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{cos}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (29)
$`+`$ $`2\mathrm{cos}(2\stackrel{~}{\theta }_{13})\mathrm{sin}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{sin}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]\}`$
$`P\left(\nu _\tau \nu _\tau \right)`$ $`=`$ $`1c_{23}^4\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})\mathrm{sin}^2\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]2s_{23}^2c_{23}^2\{1\mathrm{cos}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{cos}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]`$ (30)
$`+`$ $`\mathrm{cos}(2\stackrel{~}{\theta }_{13})\mathrm{sin}\left[\mathrm{\Delta }_{13}(1+\alpha )\right]\mathrm{sin}\left[\stackrel{~}{\mathrm{\Delta }}_{13}\right]\}`$
where

$`\stackrel{~}{\mathrm{\Delta }}_{13}\mathrm{\Delta }_{13}\sqrt{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})},\text{with}\mathrm{\Delta }_{13}{\displaystyle \frac{\mathrm{\Delta }m_{13}^2L}{4E}}.`$ (31)
and

$$\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})=4\frac{s_{13}^2c_{13}^2}{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})}.$$
(32)
The probabilities for time-reversal-conjugated transitions satisfy $`(\alpha \beta )`$

$`P\left(\nu _\beta \nu _\alpha \right)=P\left(\nu _\alpha \nu _\beta \right).`$ (33)
as they are even functions of the baseline $`L`$ .

In order to get the corresponding expressions for antineutrinos, we must change $`aa`$, i.e. $`\alpha \alpha `$. The effect of such a change in the probabilities comes from the different relative sign between mass and matter terms in $`H_0`$. The same effect can be achieved by changing not the sign of $`a`$ but that of $`\mathrm{\Delta }m_{13}^2`$, i.e. by considering a different hierarchy for mass eigenstates in vacuum.

Now we analyse the resonance. Without taking any limit on $`s_{13}`$, Eq. (32) can be written as

$`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})`$ $`=`$ $`{\displaystyle \frac{4s_{13}^2c_{13}^2}{(\alpha \mathrm{cos}2\theta _{13})^2+4s_{13}^2c_{13}^2}}`$
$`=`$ $`{\displaystyle \frac{4s_{13}^2c_{13}^2\left(\frac{\mathrm{\Delta }m_{13}^2}{\stackrel{~}{a}}\right)^2}{\left(E\mathrm{cos}2\theta _{13}\frac{\mathrm{\Delta }m_{13}^2}{\stackrel{~}{a}}\right)^2+4s_{13}^2c_{13}^2\left(\frac{\mathrm{\Delta }m_{13}^2}{\stackrel{~}{a}}\right)^2}},`$
where

$`\stackrel{~}{a}=2\sqrt{2}G_FN_e.`$ (35)
From here we obtain the resonant energy, given by

$`E_R=\mathrm{cos}(2\theta _{13}){\displaystyle \frac{\mathrm{\Delta }m_{13}^2}{\stackrel{~}{a}}},`$ (36)
and the width

$`\mathrm{\Gamma }=2\mathrm{sin}(2\theta _{13}){\displaystyle \frac{\mathrm{\Delta }m_{13}^2}{\stackrel{~}{a}}}.`$ (37)
If interpreted in terms of the variable $`\alpha `$, the resonant parameters are given by

$`\alpha _R`$ $`=`$ $`\mathrm{cos}(2\theta _{13});`$
$`\mathrm{\Gamma }_\alpha `$ $`=`$ $`4s_{13}c_{13}.`$ (38)
It is important to stress that the resonant energy is not sensitive to $`s_{13}`$, for small $`\theta _{13}`$, as it varies like the cosine, but is a measure of $`\mathrm{\Delta }m_{13}^2`$. On the other hand, the resonance width depends linearly on $`\theta _{13}`$ and can be a useful tool to measure it.

An inspection of Eqs.(15)–(20) for the probabilities in different channels points out that there are contributions from both the imaginary part squared of the resonant amplitude, $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})`$, and the interference with the real part, $`\mathrm{cos}(2\stackrel{~}{\theta }_{13})`$. On top of the resonance, $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})=1`$, independent of $`s_{13}`$, and $`\mathrm{cos}(2\stackrel{~}{\theta }_{13})=0`$.

For $`\mathrm{\Delta }m_{13}^2>0`$, the resonance appears only for neutrinos, whereas for $`\mathrm{\Delta }m_{13}^2<0`$ it would show up only for antineutrinos.

## 3 Outside the resonance

When we are far from the resonance ($`\alpha 1`$), so that $`s_{13}`$ is small with respect to $`\alpha 1`$, up to quartic terms in $`s_{13}`$ for the probabilities we can neglect the effects of the width,

$`\sqrt{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})}\alpha 1`$ (39)
and therefore the transition probabilities can be written as

$`P\left(\nu _e\nu _e\right)`$ $`=`$ $`1{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]`$ (40)
$`P\left(\nu _\mu \nu _e\right)`$ $`=`$ $`s_{23}^2{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]`$ (41)
$`P\left(\nu _\tau \nu _e\right)`$ $`=`$ $`c_{23}^2{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]`$ (42)
$`P\left(\nu _\mu \nu _\mu \right)`$ $`=`$ $`1s_{23}^2{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]4s_{23}^2c_{23}^2\mathrm{sin}^2\left[\mathrm{\Delta }_{13}\right]`$ (43)
$`P\left(\nu _\tau \nu _\mu \right)`$ $`=`$ $`4s_{23}^2c_{23}^2\mathrm{sin}^2\left[\mathrm{\Delta }_{13}\right]s_{23}^2c_{23}^2{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]`$ (44)
$`P\left(\nu _\tau \nu _\tau \right)`$ $`=`$ $`1c_{23}^4{\displaystyle \frac{4s_{13}^2}{(1\alpha )^2}}\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]4s_{23}^2c_{23}^2\mathrm{sin}^2\left[\mathrm{\Delta }_{13}\right].`$ (45)
As was pointed out already in , the forbidden transition $`P\left(\nu _\mu \nu _e\right)`$ presents an interference pattern which, in addition to the vacuum $`\mathrm{\Delta }_{13}L/E`$ dependence of the oscillation phase, has an energy independent phase shift induced by matter as, $`\mathrm{\Delta }_{13}\alpha L`$, thus providing a possibility of quantifying matter effects. This phase shift is due to a purely quantum-mechanical effect with potentials and corresponds to an analogous to the Minkowski-rotated form of the Aharonov–Bohm experiment . Instead of space interference, one has here flavour interference; the interferometer becomes the mixing matrix, the optical path difference the value of $`\mathrm{\Delta }_{13}`$, and the energy-independent effective potential $`a/(2E)`$.

As widely recognized in the literature, the $`\nu _e\nu _\mu `$ transition probability provides a very good measurement of $`s_{13}`$. A very high flux is needed to be sensitive to its forbidden character. In the limit $`\mathrm{\Delta }_{13}(1\alpha )1`$, the $`\mathrm{sin}^2\left[\mathrm{\Delta }_{13}(1\alpha )\right]`$ factor is compensated by the $`1/(1\alpha )^2`$ enhancement. Thus, matter effects would remain small for either small $`L/E`$, or $`\alpha `$ far away from the resonance, or both. Under these conditions, the (fake) CP-odd probability would be suppressed. On the contrary, once $`L/E`$ is increased, the appearance neutrino probability is dramatically increased (for $`\mathrm{\Delta }m_{13}^2>0`$) respect to that for propagation in vacuum, whereas the antineutrino probability becomes much smaller. To illustrate this feature quantitatively, we give in Figs. 1 and 2 the $`\nu _e\nu _\mu `$ probabilities for $`L`$ = 3000 and 7000 km, respectively. (For $`L`$ = 700 km the effects are not appreciable.) The three curves, dotted, solid and dashed, correspond in each figure to neutrino, vacuum and antineutrino probabilities. Notice that, besides the change in magnitude, there is a shift in the oscillation pattern, as imposed by an attractive or repulsive potential. In all these cases, we have taken $`\mathrm{\Delta }m_{23}^2=\mathrm{3\hspace{0.33em}10}^3`$ eV2, $`\stackrel{~}{a}=\mathrm{2.8\hspace{0.33em}10}^{13}`$eV and $`\theta _{13}=0.23`$. Under these conditions the mixing resonance has parameters $`E_R=9.6`$ GeV with half-width $`\mathrm{\Gamma }/2=4.7`$ GeV. An inspection of these results shows no special role of the resonance, except for $`L=7000`$ km (see next section). In fact, important matter effects appear at $`L=3000`$ km for both neutrinos and antineutrinos, indicating that they are non-resonant.

Contrary to the forbidden channel $`\nu _e\nu _\mu `$ (or $`\nu _e\nu _\tau `$ or the dissappearance $`\nu _e`$ / $`\nu _e`$), the allowed channel $`\nu _\mu \nu _\tau `$ or the survival probability $`\nu _\mu \nu _\mu `$ have contributions coming from the interference with the real part $`\mathrm{cos}(2\stackrel{~}{\theta }_{13})`$ of the amplitude, besides the imaginary part squared, $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})`$. Outside the resonance, the first contribution dominates and all the physics is controlled by the (2,3) sector, without any room for appreciable matter effects. Needless to say, $`s_{13}`$ plays no role in these cases. It remains to be seen whether there are new features around the resonance, which could allow $`s_{13}`$ to show up.

## 4 On the observability of the resonance

The main difficulty for the observation of resonant effects in the “connecting” mixing $`\stackrel{~}{\theta }_{13}`$ comes from the product compensation, in measurable quantities, of the effective mixing resonance and the oscillation factor. Therefore, to induce appreciable effects of the resonance we have to impose an overlap of the mixing peak with a maximum of the oscillation factor. If this is possible, is a way of escaping the washing out effect that was thought to be unavoidable.

The maximal mixing, $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})=1`$, is reached on top of the resonance, corresponding to a value of $`\alpha `$ equal to $`\alpha _R`$, Eq.(2). On the other hand, the first maximum of the oscillation term is reached when the oscillation phase, $`\mathrm{\Delta }_{13}\sqrt{1+\alpha ^22\alpha \mathrm{cos}(2\theta _{13})}`$, takes the value $`\pi /2`$, that corresponds to a value $`\alpha _{\text{max}}`$. By imposing the condition that both maxima coincide, i.e. that $`\alpha _R=\alpha _{\text{max}}`$, we obtain the baseline that maximizes the observability of the resonant effect,

$`L_{\text{max}}={\displaystyle \frac{2\pi }{\stackrel{~}{a}\mathrm{tan}(2\theta _{13})}}.`$ (46)
Notice that $`L_{\text{max}}`$ is independent of $`\mathrm{\Delta }m_{13}^2`$, which determines the resonant energy, and it is inverse to $`\theta _{13}`$. The condition to avoid the cancellation of the resonant effect by the oscillation does not need to be so restrictive. One could allow a separation between the two maxima of one resonance half-width, given in terms of $`\alpha `$ by $`\mathrm{\Gamma }_\alpha /2`$, Eq.(2), and still expect to observe the overlap. The corresponding baseline for this less restrictive condition would be

$`L_{\text{min}}{\displaystyle \frac{L_{\text{max}}}{\sqrt{2}}}.`$ (47)
For $`\stackrel{~}{a}`$ and $`\theta _{13}`$ as taken in the previous section, $`L=7000`$ km approximately satisfies this condition.

In Fig. 3 we give the survival probabilities $`\nu _\mu \nu _\mu `$ for $`L`$ = 7000 km. Again the three curves in each figure correspond to neutrino, vacuum and antineutrino probabilities. For the short baselines, the physics is dominated by the (2,3) sector without any appreciable matter effect even at $`L`$ = 3000 km, but there appears a spectacular change of regime for $`L=`$ 7000 km, in which the resonance becomes apparent. In this way, matter effects (through the resonance) are only important in one channel: neutrinos (antineutrinos) for $`\mathrm{\Delta }m_{23}^2>0(<0)`$.

An impressive plateau around the resonance is the signal expected for the CPT-odd asymmetry, with a sign opposite to that of $`\mathrm{\Delta }m_{23}^2`$. We give in Fig. 4 the (fake) CPT-odd asymmetry for the discussed case of $`\theta _{13}=0.23`$ and for $`\theta _{13}=0.15`$. We conclude that, for appropriate $`L`$, the muon-neutrino survival probability is sensitive to the resonance effect in matter and its CPT-odd asymmetry provides a measure of the connecting mixing $`\theta _{13}`$ in vacuum.

To quantify the implication of such an indicator for the zenith angle effect in atmospheric neutrino oscillations, we proceed in the following way. We convolute both, the $`\nu _\mu `$ survival probability (Fig. 3) and the $`\nu _\mu `$ appearance probability from $`\nu _e`$ (Fig. 2) with the corresponding $`\nu _\mu `$ and $`\nu _e`$ atmospheric fluxes  and with the $`\nu _\mu `$ cross section in matter . Similarly for antineutrinos. Notice that the difference of behaviour for $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ comes now from both, the matter effect and the convolution. The observed muon charge asymmetry is plotted in Fig. 5 as a function of energy in the interesting resonance region. Our results are obtained for $`L`$ 7000 km, within a zenith angle resolution of 5o. We conclude that, even for this minimum value of $`L`$ in the sense of Eq.(37), the four values of the set ($`\theta _{13},\pm \mathrm{\Delta }m_{23}^2`$) can be distinguished. Needless to say, one can amplify the effect going to values of $`L`$ closer to $`L_{\text{max}}`$ (Eq.(36)), leading to a better sensitivity for smaller values of $`\theta _{13}`$.

## 5 Conclusions

In this paper we have explored the medium effects in neutrino oscillations for baselines appropriate to terrestrial or atmospheric neutrinos. The analysis has been made in the approximation $`\mathrm{\Delta }_{12}=0`$ and it has been mainly applied to both the forbidden appearance channel $`\nu _e\nu _\mu `$ and the survival probability for $`\nu _\mu \nu _\mu `$. The manifestation of the matter effects has been presented in terms of the fake CP-odd and CPT-odd asymmetries, respectively. These observables are sensitive to the connecting mixing angle $`\theta _{13}`$ in magnitude and to the sign of $`\mathrm{\Delta }m_{23}^2`$.

We have analysed the change of regime in going from a short baseline of 700 km to a long baseline of 7000 km. For the latter, we are entering into a manifestation of the resonance present in the effective mixing $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})`$.

The forbidden appearance $`\nu _e\nu _\mu `$ probabilities, which are very sensitive to $`s_{13}`$, show already at $`L=`$ 3000 km very important matter effects, which are non-resonant, with phase shifts of opposite sign for neutrinos and antineutrinos. The CP-even probability, relevant for detectors without charge discrimination, still sees appreciable matter effects, more apparent in oscillation phase shifts than in magnitude. Of course, the sensitivity to $`s_{13}^2`$ in magnitude is there, and a variation in $`s_{13}`$ does not affect the oscillation pattern. At $`L=`$ 7000 km, matter effects become resonance-dominated and affect neutrinos both in magnitude and phase (for $`\mathrm{\Delta }m_{23}^2>0`$).

Contrary to the transition in regime discussed for $`\nu _e\nu _\mu `$, the disappearance channel $`\nu _\mu \nu _\mu `$ only sees matter effects from a baseline above $`L`$ 7000 km, i.e. when the resonance shows up. Even at $`L=`$ 3000 km, one cannot induce appreciable medium effects. This is understood: outside the resonance, the physics is here dominated by the “allowed” sector (2,3), which is not sensitive to interactions with matter. Once the resonance in $`\mathrm{sin}^2(2\stackrel{~}{\theta }_{13})`$ operates, medium effects appreciably modify the magnitude for the neutrino channel but not for antineutrinos, where no resonance appears for $`\mathrm{\Delta }m_{23}^2>0`$. The corresponding CPT-odd asymmetry, shown in Fig. 4, is sensitive to the connecting mixing $`s_{13}`$ in its magnitude and its sign distinguishes the sign of $`\mathrm{\Delta }m_{23}^2`$.

The calculated muon charge asymmetry originated from both $`\nu _\mu \nu _\mu `$ and $`\nu _e\nu _\mu `$ shows important effects in the resonance region. Fig. 5 shows that we are able to distinguish the values of $`\theta _{13}`$, and the sign of $`\mathrm{\Delta }m_{13}^2`$. Notice that this sign is not automatically translated into the sign of the asymmetry, as it was in Fig. 4. We have estimated that a 10 kT detector with energy resolution and charge discrimination can reach a few percent accuracy in the measured asymmetry in one year of data taking.

### Acknowledgements

We are grateful to Pilar Hernández for interesting discussions and to Solveig Skadhauge for computing help. This work has been supported by CICYT, Spain, under Grant AEN99-0692.


text:
# Geometry of Hamiltonean 𝑛-vectorfields in Multisymplectic Field Theory

## 1 Introduction

It has long been known that the appropriate language for classical field theories is the formalism of jet bundles. Within this framework, the Langrangean variational principle can be formulated and the Euler-Lagrange equations can be derived. Furthermore, the theorem of Emmy Noether () which relates symmetries of the Lagrange density and conserved quantities can be given a geometrical interpretation.

In this article we consider first order field theories, i.e. theories which are defined by a Lagrange density that depends on the fields and their first derivatives only. In this case the field equations are second order partial differential equations. These equations can be transformed into a Hamiltonean system on an infinite dimensional space — this is the canonical Hamiltonean formalism on the space of initial data. One has to distinguish a time direction in order to define a conjugate momentum for every field coordinate. This results in breaking Lorentz covariance.
Alternatively, there is a framework that can be formulated on finite dimensional geometries (for a detailed review, we refer to ). Moreover, space and time directions are treated in a covariant way. This approach is known under the name De Donder–Weyl (DW) formalism or covariant Hamiltonean theory. The article at hand will stay within this framework.
In contrast to classical mechanics, it introduces more than one conjugated momentum variable for each degree of freedom. Using a covariant generalisation of the Legendre transformation of classical mechanics, one can perform the transition from the second order Euler-Lagrange equations to the first order DW equations. The latter are formulated for sections of what is called multisymplectic phase space, i.e. smooth maps from the base manifold into that space. Keeping in mind that trajectories in classical mechanics are maps from the time axis to phase space, the treatment in the DW formalism is a generalisation to more than one evolution parameter.

Only recently two algebraic structures have been proposed that encode the up to now geometrical picture of (partial) differential equations for sections. While Forger and Römer () work on the extended multisymplectic phase space $`𝒫`$ that generalises the doubly extended phases space of time dependent symplectic mechanics, Kanatchikov () uses a space that has one dimension less than $`𝒫`$ and can be interpreted as the parameter space of hypersurfaces of constant De Donder-Weyl Hamiltoneans. This space will be denoted $`\stackrel{~}{𝒫}`$ for the rest of this article.
Note that both $`𝒫`$ and $`\stackrel{~}{𝒫}`$ are multisymplectic manifolds in the sense of Martin (, in which there is a generalised Darboux theorem) only for very special bundles $``$. Rather, we will use the term in the more general sense of a manifold with a closed, non-degenerate form ().
The main advantage as compared to ordinary field theoretical Poisson structures is that the underlying spaces $`𝒫`$ and $`\stackrel{~}{𝒫}`$ both are finite dimensional. The price one has to pay for this is that there is more than one conjugated momentum associated with each coordinate degree of freedom. Up to now, this has been an obstacle to the application of the standard quantisation programme.

It remains to understand in which sense the algebraic structures desribe the solutions of the field equations, i.e. the states of the system under consideration.

The idea is that in the case of mechanics there is a correspondence between vectorfields and and curves in phase space. The former can be viewed as derivations on the algebra of smooth functions on the phase space, and can be described by a functions that act via the Poisson bracket if the vectorfields are Hamiltonean. In multisymplectic geometry, on the other hand, curves are replaced by sections of some bundle which consequently are higher dimensional. Therefore, they are described by a set of tangent vectors at every point which span a distribution on the extended multisymplectic phase space, i.e. that specify at every point some subspace of the tangent space. Furthermore, if the distribution is of constant rank (i.e. if the sections do not have kinks), one can pick (in a smooth way) a basis of the specified subspace in the tangent bundle at every point and combine the basis vectors using the antisymmetric tensor product of vectors to obtain a multivectorfield, see figure 1. This multivectorfield is unique up to multiplication by a function and of constant tensor grade.

Kanatchikov was the first to note that the fundamental relationship of symplectic geometry between Hamiltonean vectorfields $`X_f`$ and functions $`f`$ given by

$$X_f\text{}\text{ }\text{ }\omega =df,$$
(1)
where $`\omega `$ denotes the symplectic $`2`$-form, can be generalised to cover the multisymplectic case, in which $`\omega `$ is the multisymplectic form, a closed non-degenerate $`(n+1)`$-form ($`n`$ being the dimension of space-time), $`f`$ is an $`r`$-form and $`X_f`$ has to be a multivectorfield of tensor grade $`(nr)`$. Consequently, if $`f`$ is a function then $`X_f`$ has to be an $`n`$-vectorfield, i.e. a multivectorfield of tensor grade $`n`$. This is a good candidate to describe distributions that yield sections of the fibre bundle. The link between Hamiltonean $`n`$-vectorfields and solutions of the field equations has already been indicated by Kanatchikov in . Moreover, the sense in which multivectorfields are related to distributions seems to folklore and is written out explicitely in the work by Echeverría-Enríquez et al. (). However, both use the smaller multisymplectic phase space $`\stackrel{~}{𝒫}`$ which requires the choice of a connection, . Moreover, we will show in 3.3 that for typical cases in field theory the generalisation of (1) to $`\stackrel{~}{𝒫}`$ does not admit the interpretation of $`X_f`$ to define a distribution. Instead, one has to go over to the extended multisymplectic phase space $`𝒫`$. This is not in contradiction to the results established by Echeverría-Enríquez et al. since they consider an equation different from (1), namely

$$X_f\text{}\text{ }\text{ }(\omega dfd^nx)=0,$$
(2)
where $`d^nx`$ is a volume form on space-time (for non-trivial fibre bundles, terms containing a connection appear in addition). Therefore, although their investigation proceeds along similar lines as this article, the results cannot be taken over to the case of multisymplectic geometry.

The structure of this article is as follows. Chapter 2 reviews the basic notions needed in this article. In particular, the multisymplectic phase spaces $`𝒫`$ and $`\stackrel{~}{𝒫}`$ and the multisymplectic forms on them are defined and Hamiltonean forms and Hamiltonean multivectorfields are introduced. Chapter 3 contains the main part of this article. We will establish the link between solutions of the field equations and multivectorfields associated to some appropriately chosen function in three steps. Firstly, we show that a certain class of functions on $`𝒫`$ admits Hamiltonean $`n`$-vectorfields that define distributions. Secondly, we show that the leaves of those distributions, should they exist, are solutions to the field equations that correspond to the Hamiltonean function which has been chosen in the first place. Thirdly, we investigate under which conditions the distributions defined by the Hamiltonean $`n`$-vectorfields are integrable. It will turn out that additional input is needed to answer the latter question as there is a considerable freedom to choose a Hamiltonean $`n`$-vectorfield for a given Hamiltonean function. This additional input is provided by a covariant version of the Hamilton-Jacobi equation. In the end, we will show that the construction cannot be take over to $`\stackrel{~}{𝒫}`$.

## 2 Multisymplectic geometry

### 2.1 De Donder-Weyl equations and multisymplectic phase spaces

Usually, classical field theories are formulated as variational problems for the fields $`\phi `$ – which are sections of some fibre (vector) bundle $``$ over an $`n`$-dimensional base manifold (space-time) $``$ – and some Lagrange density $``$. The latter is a function of the fields and its first derivatives, and one is looking for extremal points of the action functional

$$𝒮(\phi )=_{}d^nx(x,\phi (x),\phi ^{}(x)).$$
(3)
Mathematically, $``$ is a function on the first jet bundle $`𝔍^1`$ to $``$ (). It is well known that the extremal points of this functional can be found by solving the field equations – the celebrated Euler-Lagrange equations –

$$_\mu (\frac{}{_\mu \phi ^A}(\phi (x))\frac{}{\phi ^A}(\phi (x))=0.$$
(4)
Here, as in all what follows, $`\mu ,\nu ,\rho ,\mathrm{}=1,\mathrm{},n`$ label coordinates on $``$, while $`A,B,C,\mathrm{}=1,\mathrm{},N`$ stand for those on the fibres of $``$.

If the Lagrange density fulfils some regularity condition, the Euler-Lagrange equations can be seen to be equivalent to a set of first order equations (cf. )

$$\frac{}{\pi _A^\mu }(x,\phi (x),\pi (x))=_\mu \phi ^A(x),\frac{}{\phi ^A}(x,\phi (x),\pi (x))=_\mu \pi _A^\mu (x),$$
(5)
for the DW Hamiltonean $``$,

$$=\pi _A^\mu _\mu \phi ^A.$$
(6)
In these equations, the polymomenta $`\pi _A^\mu `$ are defined as derivatives of the Lagrange density by the field derivatives,

$$\pi _A^\mu =\frac{}{_\mu \phi ^A}.$$
(7)
The regularity conditions to $``$ ensure that these equations can be used to express the field derivatives $`_\mu \phi ^A`$ in terms of the fields $`\phi `$ and the polymomenta.

So far we have used sections $`\phi (x)`$ etc. to formulate the equations of motion but it is useful to consider functions like the DW Hamiltonean $``$ without evaluating them on fields $`\phi (x)`$ etc. To this end, let us introduce coordinates $`v^A`$ for fields, $`v_\mu ^A`$ for their space-time derivatives and $`p_A^\mu `$ for the polymomenta functions of (7). To condense notation, we will write derivatives w.r.t. the field $`\phi ^A`$ as $`_A`$, while those w.r.t. the polymomenta $`\pi _A^\mu `$ will be denoted by $`_\mu ^A`$. Together with an additional coordinate $`p`$, the set of variables

$$(x^\mu ,v^A,p_A^\mu ,p)$$
(8)
labels locally the extended multisymplectic phase space $`𝒫`$. Derivatives by this extra coordinate, which itself can be interpreted as the De Donder-Weyl energy variable, will be denoted by $``$. Geometrically, $`𝒫`$ is the (affine) dual of the first jet bundle $`𝔍^1`$, i.e. the space of fields and velocities. One can show that the choice of a local chart of $``$ induces coordinates on $`𝒫`$. The set of coordinates

$$(x^\mu ,v^A,p_A^\mu )$$
(9)
can be used to describe locally the multisymplectic phase space $`\stackrel{~}{𝒫}`$. There is a canonical projection from $`𝒫`$ to $`\stackrel{~}{𝒫}`$ which projects out the additional variable $`p`$. With the help of a volume form $`\omega `$ on the base manifold $``$ we find

$$\stackrel{~}{𝒫}\stackrel{\omega }{}(𝔙)^{}T,𝒫\stackrel{\omega ,\mathrm{\Gamma }}{}\stackrel{~}{𝒫},$$
(10)
where $`𝔙`$ is the vertical tangent subbundle of $``$ and $``$ denotes a trivial line bundle on $``$. For the latter isomorphism, a connection $`\mathrm{\Gamma }`$ of $``$ is needed in addition (). Note that the tensor products are understood pointwise on $``$.

At this point it is useful to examine the special case if $``$ happens to be the real axis $``$, i.e. if there is only time and no space-like direction. Then, $``$ is trivial, say $`=\times 𝒬`$, and $`𝔍^1=\times T𝒬`$. The extended multisymplectic phase space $`𝒫`$ then becomes $`𝒫=^2\times T^{}𝒬`$, which is the doubly extended phase space of a time-dependent classical mechanical system with configuration space $`𝒬`$. $`\stackrel{~}{𝒫}`$ is in this case the singly extended phase space. We will, however, suppress the word single in order to keep the names short.

With these spaces introduced, equations (6) and (7) can be understood as a map

$$𝔽:𝔍^1𝒫,(x^\mu ,v^A,v_\mu ^A)(x^\mu ,v^A,\frac{}{v_\mu ^A},(v_\mu ^A\frac{}{v_\mu ^A})),$$
(11)
which is known as Legendre transformation (the symbol $`𝔽`$ is chosen to express that it is a fibre derivation using the Lagrange density). If the Lagrange density is regular, this map defines a bijective map from $`𝔍^1`$ to $`\stackrel{~}{𝒫}`$.

For convenience, the different spaces introduced so far will be displayed in a diagram (the map $`T`$ will be needed below).

(12)
### 2.2 Multisymplectic forms

It has long been known that there are generalisations of symplectic geometry to field theory. The crucial observation which lead to the development of those generalisations was that in field theory, solutions are sections (of some fibre bundle), while in classical mechanics, solutions are curves. Hence, one can try to treat the sections as higher dimensional analogues of curves, i.e. treat the space-like coordinates of the fields under investigation as additional evolution parameters, cf. (5). These efforts culminated in the discovery of the multisymplectic form, an $`n+1`$-form which is to replace the symplectic $`2`$-form. The multisymplectic $`n+1`$-form is defined on the doubly extended multisymplectic phase space $`𝒫`$. In coordinates, it is given by

$$\mathrm{\Omega }_{(x,v,\stackrel{}{p},p)}=dv^Adp_A^\mu d_\mu xdpdx.$$
(13)
Here, $`\stackrel{}{p}`$ is a shorthand notation for the polymomenta $`p_A^\mu `$. We refer to the work of Gotay, Isenberg, Marsden et al. () for a detailed review. Note that $`\mathrm{\Omega }`$ is an exact form. Using $`\mathrm{\Omega }`$, one defines pairs of Hamiltonean multivectorfields $`X`$, $`X\mathrm{\Gamma }(\mathrm{\Lambda }^{}T𝒫)`$, and Hamiltonean forms $`H`$ by the equation

$$X\text{}\text{ }\text{ }\mathrm{\Omega }=dH.$$
(14)
From degree counting, it is immediate that $`H`$ can be a form of maximal degree $`(n1)`$. If $`H`$ is a homogeneous form of degree $`|H|`$, then the corresponding Hamiltonean multivectorfield $`X`$ has to be an $`(n|H|)`$-vectorfield. Observe that – in contrast to classical mechanics – neither side is uniquely defined, although $`\mathrm{\Omega }`$ is non degenerate on vectorfields.

Because of the peculiar combination of field and polymomentum forms in (13) the dependence of a Hamiltonean form on the coordinates $`p_A^\mu `$ is subject to strong restrictions. Unless $`H`$ is a function, it has to be a polynomial of maximal degree $`|H|`$ in the polymomenta (). There are additional restrictions to the specific form of that polynomial dependence.

On the multisymplectic phase space $`\stackrel{~}{𝒫}`$, there is no such canonical $`(n+1)`$-form, but on can separate the first summand of (13) and transport it to $`\stackrel{~}{𝒫}`$. The resulting $`(n+1)`$-form is called vertical multisymplectic $`(n+1)`$-form. Its coordinate expression is

$$\mathrm{\Omega }_{\mathrm{\Gamma }}^{}{}_{(x,v,\stackrel{}{p},p)}{}^{}=dv^Adp_A^\mu d_\mu x+f_A(x,v)dv^Ad^nx+g_\mu ^A(x,v,\stackrel{}{p})dp_A^\mu d^nx.$$
(15)
For the construction of $`\mathrm{\Omega }_\mathrm{\Gamma }`$, a connection of the fibre bundle $``$ has to be chosen. This choice creates the last two terms in the above formula. Their precise expressions will not be important for what follows (for them, we refer to ). Using $`\mathrm{\Gamma }`$ again, one can define a vertical exterior derivative $`d_\mathrm{\Gamma }`$ on $`\stackrel{~}{𝒫}`$, i.e. a map with square zero that takes derivatives with respect to the $`v^A`$ and $`p_A^\mu `$ variables only. Combining $`\mathrm{\Omega }_\mathrm{\Gamma }`$ and $`d_\mathrm{\Gamma }`$, one can ask for solutions $`(X_H,H)`$ of

$$X_H\text{}\text{ }\text{ }\mathrm{\Omega }_\mathrm{\Gamma }=d_\mathrm{\Gamma }H.$$
(16)
In this case, $`H`$ is called Hamiltonean form on $`\stackrel{~}{𝒫}`$. Again, the polymomentum dependence of $`H`$ is subject to restrictions unless $`H`$ is a function.

## 3 Hamiltonean $`n`$-vectorfields

### 3.1 Decomposition of Hamiltonean $`n`$-vectorfields

It is a well-known fact () that submanifolds can be described by (integrable) distributions, i.e. the determination of some subspace of the tangent bundle at every point of a manifold. In the appendix, we show that such subspaces of dimension $`n`$ are in correspondence to exactly the decomposable111 There seems to be no standard terminology for the special elements in the $`n`$-fold antisymmetric tensor product of a vector space $`V`$ that are of the form
$$Z_1\mathrm{}Z_n\mathrm{\Lambda }^n(V),Z_\mu V.$$
(17)  In , ch. 3, they are called decomposable, while in , section V.1.06, the word simple is used for them.  $`n`$-vectorfields, i.e. such vectorfields that can be written (locally) as the anti-symmetrised tensor product of $`n`$ distinct vectorfields, cf. fig. 1. As explained in the appendix, $`n`$-dimensional subspaces of $`T𝒫`$ are described by such $`n`$-vectorfields that can be written as the $`n`$-fold antisymmetric tensor product of vectorfields. Therefore, we will examine for which Hamiltonean $`n`$-vectorfields this property can be achieved.

###### Proposition 1

Let $`H𝒞^{\mathrm{}}(𝒫)`$ be a function on the multisymplectic phase space. If $`H`$ is of the particular form

$$H(x,v,\stackrel{}{p},p)=(x,v,\stackrel{}{p})p,$$
(18)
where $``$ is an arbitrary function not depending on $`p`$, then there is a decomposable Hamiltonean vectorfield $`X`$ corresponding to $`H`$.

Remark. The condition on $`H`$ can be formulated without referring to coordinates. As $`𝒫`$ is an affine bundle over $`\stackrel{~}{𝒫}`$ with a trivial associated line bundle it carries a fundamental vectorfield $`\xi `$, the derivation w.r.t. the $`p`$-direction. The condition on $`H`$ is then $`\xi (H)=1`$. It will become clear in the next section why we distinguish the particular $`p`$-dependence. Note in particular that this property does not depend on the coordinate system used.

Proof. When expressed in coordinates, the condition for $`X`$ to be a Hamiltonean $`n`$-vectorfield to some Hamiltonean $`H𝒞^{\mathrm{}}(𝒫)`$,

$$\begin{array}{cc}\hfill X\text{}\text{ }\mathrm{\Omega }& =dH,\text{ where }\hfill \\ \hfill X& ={\scriptscriptstyle \frac{1}{n!}}X^{\nu _1\mathrm{}\nu _n}_{\nu _1}\mathrm{}_{\nu _n}+{\scriptscriptstyle \frac{1}{(n1)!}}X^{A\nu _1\mathrm{}\nu _{n1}}_A_{\nu _1}\mathrm{}_{\nu _{n1}}\hfill \\ & +{\scriptscriptstyle \frac{1}{(n1)!}}X_{A}^{\sigma }{}_{}{}^{\nu _1\mathrm{}\nu _{n1}}_\sigma ^A_{\nu _1}\mathrm{}_{\nu _{n1}}+{\scriptscriptstyle \frac{1}{(n1)!}}X_0^{\nu _1\mathrm{}\nu _{n1}}_{\nu _1}\mathrm{}_{\nu _{n1}}\hfill \\ & +{\scriptscriptstyle \frac{1}{(n2)!}}X_{A}^{\sigma }{}_{}{}^{B\nu _1\mathrm{}\nu _{n2}}_\sigma ^A_B_{\nu _1}\mathrm{}_{\nu _{n2}}+\text{terms of higher vertical order},\hfill \end{array}$$
(19)
amounts to

$$\begin{array}{cc}\hfill _AH& ={\scriptscriptstyle \frac{()^n}{(n1)!}}X_{A}^{\mu }{}_{}{}^{\nu _1\mathrm{}\nu _{n1}}ϵ_{\mu \nu _1\mathrm{}\nu _{n1}}\hfill \\ \hfill _\mu ^AH& ={\scriptscriptstyle \frac{()^n}{(n1)!}}X^{A\nu _1\mathrm{}\nu _{n1}}ϵ_{\mu \nu _1\mathrm{}\nu _{n1}}\hfill \\ \hfill _\mu H& ={\scriptscriptstyle \frac{1}{(n2)!}}X_{A}^{\sigma }{}_{}{}^{A\nu _1\mathrm{}\nu _{n2}}ϵ_{\sigma \nu _1\mathrm{}\nu _{n2}\mu }{\scriptscriptstyle \frac{1}{(n1)!}}X_0^{\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\mu }\hfill \\ \hfill H& ={\scriptscriptstyle \frac{()^{n+1}}{n!}}X^{\nu _1\mathrm{}\nu _n}ϵ_{\nu _1\mathrm{}\nu _n}.\hfill \end{array}$$
(20)
Now let $`Z_\mu `$ be a set of $`n`$ vectors,

$$Z_\mu =(Z_\mu )^\nu _\nu +(Z_\mu )^A_A+(Z_\mu )_A^\nu _\nu ^A+(Z_\mu )_0.$$
(21)
The wedge product of all $`Z_\mu `$, $`\mu =1,\mathrm{},n`$ gives (in obvious cases we will omit the symbol $``$)

$$\begin{array}{cc}\hfill Y& =Z_1\mathrm{}Z_n\hfill \\ & =(Y_1)^{\mu _1}\mathrm{}(Y_n)^{\mu _n}ϵ_{\mu _1\mathrm{}\mu _n}_{x^1}\mathrm{}_{x^n}\hfill \\ & +\underset{\mu =1}{\overset{n}{}}()^{\mu +1}(Z_\mu )^A(Z_1)^{\nu _1}\mathrm{}\widehat{(Z_\mu )^{\nu _\mu }}\mathrm{}(Z_n)^{\nu _n}_A_{\nu _1}\mathrm{}\widehat{_{\nu _\mu }}\mathrm{}_{\nu _n}\hfill \\ & +\underset{\mu =1}{\overset{n}{}}()^{\mu +1}(Z_\mu )_A^\sigma (Z_1)^{\nu _1}\mathrm{}\widehat{(Z_\mu )^{\nu _\mu }}\mathrm{}(Z_n)^{\nu _n}_\sigma ^A_{\nu _1}\mathrm{}\widehat{_{\nu _\mu }}\mathrm{}_{\nu _n}\hfill \\ & +\underset{\mu <\nu }{}()^{\mu +\nu }((Z_\mu )^A(Z_\nu )_B^\sigma (Z_\nu )^A(Z_\mu )_B^\sigma ))\hfill \\ & (Z_1)^{\rho _1}\mathrm{}\widehat{(Z_\mu )^{\rho _\mu }}\mathrm{}\widehat{(Z_\nu )^{\rho _\nu }}\mathrm{}(Z_n)^{\rho _n}_\sigma ^B_A_{\rho _1}\mathrm{}\widehat{_{\rho _\mu }}\mathrm{}\widehat{_{\rho _\nu }}\mathrm{}_{\rho _n}\hfill \\ & +\text{terms of higher vertical order}\hfill \end{array}$$
(22)
(In this calculation, a hat on top of a symbol means the omission of that symbol.)

Comparing this to $`X`$, one finds in the first place

$$\begin{array}{cc}\hfill (Z_1)^{\mu _1}\mathrm{}(Z_n)^{\mu _n}ϵ_{\mu _1\mathrm{}\mu _n}& =\frac{1}{n!}X^{\mu _1\mathrm{}\mu _n}ϵ_{\mu _1\mathrm{}\mu _n}=()^{n+1}H=(1)^n\hfill \end{array}$$
(23)
The $`n`$ vectors $`Z_\mu `$ of (21) define a linear map from $`T`$ to $`T𝒫`$. Let us denote this map by $`Z`$. Using the canonical projection $`\pi _0^{}`$ of $`𝒫`$ onto $``$ we obtain a map $`T\pi _0^{}Z`$ from $`T`$ to itself. Equation (23) describes the determinant of this map in the coordinates chosen. There is a straightforward solution, namely

$$(Z_\mu )^\nu =\delta _\mu ^\nu .$$
(24)
It is clear that if $`H=0`$ at same point the components $`(Z_\mu )^\nu `$ of the vectorfields $`Z_\mu `$ cannot be linearly independent $`Z_\mu `$ one from another and hence cannot span the $`n`$-dimensional tangent space on $``$.

Comparing the next terms of $`Y`$ and $`X`$ one obtains

$$\begin{array}{cc}\hfill {\scriptscriptstyle \frac{1}{(n1)!}}X^{A\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\rho }& =\underset{\mu =1}{\overset{n}{}}()^{\mu +1}(Z_\mu )^A(Z_1)^{\nu _1}\mathrm{}\widehat{(Z_\mu )^{\nu _\mu }}\mathrm{}(Z_n)^{\nu _n}ϵ_{\nu _1\mathrm{}\widehat{\nu _\mu }\mathrm{}\nu _n\rho }\hfill \\ \hfill {\scriptscriptstyle \frac{1}{(n1)!}}X_{A}^{\sigma }{}_{}{}^{\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\rho }& =\underset{\mu =1}{\overset{n}{}}()^{\mu +1}(Z_\mu )_A^\sigma (Z_1)^{\nu _1}\mathrm{}\widehat{(Z_\mu )^{\nu _\mu }}\mathrm{}(Z_n)^{\nu _n}ϵ_{\nu _1\mathrm{}\widehat{\nu _\mu }\mathrm{}\nu _n\rho }\hfill \end{array}$$
(25)
Now let $`(Z_\mu )^\nu `$ be given by (24). Then

$$\begin{array}{cc}\hfill _\rho ^AH& ={\scriptscriptstyle \frac{1}{(n1)!}}X^{A\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\rho }=(Z_\rho )^A\hfill \\ \hfill _AH& ={\scriptscriptstyle \frac{1}{(n1)!}}X_{A}^{\rho }{}_{}{}^{\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\rho }=(Z_\rho )_A^\rho ,\hfill \end{array}$$
(26)
which obviously is satisfied by

$$\begin{array}{cc}\hfill (Z_\mu )^A& =_\mu ^AH\hfill \\ \hfill (Z_\mu )_A^\nu & =\frac{1}{n}\delta _\mu ^\nu _AH+(Z_\mu ^{})_A^\nu ,.\hfill \end{array}$$
(27)
where the $`(Z_\mu ^{})_A^\nu `$ are arbitrary functions that satisfy

$$(Z_\mu ^{})_A^\mu =0.$$

Note that the momentum directions of $`Z_\mu `$ are not given uniquely. In particular, there are no conditions on the off-diagonal terms $`(Z_\mu )_A^\nu `$, $`\mu \nu `$. It remains to determine the components $`(Z_\mu )_0`$, but this can be done using the third line in (20). Indeed, further comparison of (22) to (19) yields

$${\scriptscriptstyle \frac{1}{(n2)!}}X_A^{\sigma B\nu _1\mathrm{}\nu _{n2}}ϵ_{\rho _1\nu _1\mathrm{}\nu _{n2}\rho _2}=(Z_{\rho _1})^B(Z_{\rho _2})_A^\sigma (Z_{\rho _2})^B(Z_{\rho _1})_A^\sigma .$$
(28)
Using (20) we obtain for a special contraction

$$\begin{array}{cc}\hfill _\mu H& ={\scriptscriptstyle \frac{1}{(n2)!}}X_{A}^{\sigma }{}_{}{}^{A\nu _1\mathrm{}\nu _{n2}}ϵ_{\sigma \nu _1\mathrm{}\nu _{n2}\mu }{\scriptscriptstyle \frac{1}{(n1)!}}X_0^{\nu _1\mathrm{}\nu _{n1}}ϵ_{\nu _1\mathrm{}\nu _{n1}\mu }\hfill \\ & =((Z_\mu )^A(Z_\nu )_A^\nu (Z_\nu )^A(Z_\mu )_A^\nu ))(Z_\mu )_0.\hfill \end{array}$$
(29)
This yields an expression for $`(Z_\mu )_0`$ in terms of the other components of $`Z_\mu `$.

Equation (23) shows that if $`H0`$ then the $`(Z_\mu )`$ are linearly independent (as their horizontal components are). Hence $`Y0`$. Moreover, the components of $`(Z_\mu )`$ have been determined using all of (20). Thus $`Y`$ is a Hamiltonean vectorfield to $`H`$.$`\mathrm{}`$

### 3.2 Solutions define decomposable Hamiltonean $`n`$-vectors

As a next step, we ask what the Hamiltonean $`0`$-forms $`H`$ have to do with the De Donder-Weyl Hamiltonean $``$. Their relation is already indicated in the notation of (18) and can be guessed further from (26).

###### Proposition 2

Let $`\gamma =(\phi ,\pi )`$ be a solution of the De Donder-Weyl equations (5) for some DW Hamiltonean $``$. The tangent space of the image of $`\gamma `$ defines an $`n`$-vectorfield which is Hamiltonean with respect to the function $`H`$ given by (18).

Remark. From Lemma (4) in the appendix we know that an $`n`$-vector $`X`$ is decomposable if and only if there are $`n`$ linearly independent vectors $`Z_\mu `$ which satisfy $`Z_\mu X=0`$. This implies for the Hamiltonean $`n`$-vectorfields $`X`$ of the given function $`H`$

$$0=(XZ_\mu )\text{}\text{ }\text{ }\mathrm{\Omega }=Z_\mu \text{}\text{ }\text{ }dH.$$
(30)
Combining (6) and (11) we note that $`H`$ vanishes on sections $`\gamma `$ that satisfy the DW equations. Therefore, it is natural to expect that $`Z_1\mathrm{}Z_n`$ is proportional to a Hamiltonean $`n`$-vectorfield $`X`$ if the vectorfields $`Z_\mu `$ are lifts by $`\gamma `$.
Proof. In local coordinates, the section $`\gamma `$ is given by

$$\gamma (x)=(\phi ^A(x),\pi _A^\nu (x),(x,\phi (x),\pi (x)).$$
(31)
Let $`_\mu `$, $`\mu =1,\mathrm{},n`$, be a basis of $`T_m`$. Their respective lifts $`Z_\mu `$ to $`T𝒫`$ via $`\gamma `$ are given by

$$\begin{array}{cc}\hfill Z_\mu & =_\mu +_\mu \phi ^A_A+_\mu \pi _A^\nu _\nu ^A[_\mu +_A_\mu \phi ^A+_\sigma ^A_\mu \pi _A^\sigma ]\hfill \\ & =_\mu +_\mu ^A_A+_\mu \pi _A^\nu _\nu ^A[_\mu +_A_\mu ^A+_\sigma ^A_\mu \pi _A^\sigma ].\hfill \end{array}$$
(32)
Note that the vectorfields $`Z_\mu `$ are not defined on all of $`𝒫`$. Rather, they are given on the image of some local region in $``$ under $`\gamma `$ only.

Let $`X`$ be a Hamiltonean $`n`$-vectorfield and $`\stackrel{~}{Z}_1\mathrm{}\stackrel{~}{Z}_n`$ be a decomposition of it. Using the calculations of the preceeding section, we conclude from equation (24)

$$(\stackrel{~}{Z}_\mu )^\nu =\delta _\mu ^\nu =(Z_\mu )^\nu ,$$
(33)
while from (27) it follows that

$$\begin{array}{cc}\hfill (\stackrel{~}{Z}_\mu )^A& =_\mu ^AH=_\mu ^A=(Z_\mu )^A\hfill \\ \hfill (\stackrel{~}{Z}_\mu )_A^\mu & =_AH=_A=(Z_\mu )_A^\mu .\hfill \end{array}$$
(34)
Finally, we compute for the remaining component $`(Z_\mu )_0`$

$$\begin{array}{cc}\hfill (Z_\mu )_0& =_\mu _A_\mu ^A_\sigma ^A_\mu \pi _A^\sigma \hfill \\ & =_\mu H+\left((Z_\sigma )_A^\sigma (Z_\mu )^A(Z_\sigma )^A(Z_\mu )_A^\sigma \right)\hfill \end{array}$$
(35)
which goes over to (29) for $`(\stackrel{~}{Z}_\mu )_0=(Z_\mu )_0`$, $`(\stackrel{~}{Z}_\mu )^A=(Z_\mu )^A`$, and $`(\stackrel{~}{Z}_\mu )_A^\nu =(Z_\mu )_A^\nu `$. Therefore, the set of vectorfields

$$\stackrel{~}{Z}_\mu =Z_\mu ,\mu =1,\mathrm{},n$$
(36)
defines a decomposition of a Hamiltonean $`n`$-vectorfield $`X`$ of $`H`$. This proves the assertion. $`\mathrm{}`$

Remark. At this point a remark is in order about the peculiar form (18). It is known that the De Donder-Weyl Hamiltonean (6) constitutes a relation among coordinates of $`𝒫`$ that describes the image of $`𝔉`$. If one wants to extract a function $`_\mathrm{\Gamma }`$, the global Hamiltonean function of , out of it one needs to employ a connection in $``$,

$$_\mathrm{\Gamma }(x,v,\stackrel{}{p})=(x,v,\stackrel{}{p})p_A^\mu \mathrm{\Gamma }_\mu ^A(x,v).$$
(37)
Here we have used that every connection in $``$ can be interpreted as a map $`𝔍^1`$. Furthermore, with the help of the volume form $`\omega `$ on $``$ for every connection $`\mathrm{\Gamma }`$ there is a special function $`𝔭_\mathrm{\Gamma }`$ on $`𝒫`$ which uses that points in $`𝒫`$ are mappings of the image of the connection $`\mathrm{\Gamma }`$. In coordinates,

$$𝔭_\mathrm{\Gamma }(x,v,\stackrel{}{p},p)=p_A^\mu \mathrm{\Gamma }_\mu ^A(x,v)+p.$$
(38)
Combining these two, one obtains a function $`H`$ that is independent of $`\mathrm{\Gamma }`$,

$$\begin{array}{cc}\hfill H(x,v,\stackrel{}{p},p)& =_\mathrm{\Gamma }(x,v,\stackrel{}{p})𝔭_\mathrm{\Gamma }(x,v,\stackrel{}{p},p)\hfill \\ & =(x,v,\stackrel{}{p})p.\hfill \end{array}$$
(39)
### 3.3 Hamiltonean $`n`$-vectorfields on $`\stackrel{~}{𝒫}`$

One might ask whether a Hamiltonean $`n`$-vectorfield on $`\stackrel{~}{𝒫}`$ can be decomposable as well. We will show that this is not the case for typical examples. For simplicity we shall assume that the fibre bundle $``$ admits a vanishing connection.
Again, we write a general ansatz for the $`n`$ vectorfields that shall be combined to give a Hamiltonean $`n`$-vectorfield.

$$\stackrel{~}{Z}_\mu =_\mu +(\stackrel{~}{Z}_\mu )^A_A+(\stackrel{~}{Z}_\mu )_A^\nu _\nu ^A.$$
(40)
An evaluation of the defining relation

$$(\stackrel{~}{Z}_1\mathrm{}\stackrel{~}{Z}_n)\text{}\text{ }\text{ }\mathrm{\Omega }_\mathrm{\Gamma }=d_\mathrm{\Gamma }\stackrel{~}{H}$$
(41)
for some function $`\stackrel{~}{H}`$ yields no condition on the $`_\mu `$-components and the usual ones on the terms containing one vertical vector, namely

$$\begin{array}{cc}\hfill _\rho ^A\stackrel{~}{H}& =(\stackrel{~}{Z}_\rho )^A\hfill \\ \hfill _A\stackrel{~}{H}& =(\stackrel{~}{Z}_\rho )_A^\rho .\hfill \end{array}$$
(42)
Comparing this to the De Donder-Weyl equations (5) we conclude that $`\stackrel{~}{H}`$ is to be interpreted as the De Donder-Weyl Hamiltonean.
When looking at the $`2`$-vertical components one encounters a difference, because the $`dpd^nx`$-term is missing in $`\mathrm{\Omega }_\mathrm{\Gamma }`$. Therefore, instead of (29) one has

$$\begin{array}{cc}\hfill 0& =(\stackrel{~}{Z}_\mu )^A(\stackrel{~}{Z}_\nu )_A^\nu (\stackrel{~}{Z}_\nu )^A(\stackrel{~}{Z}_\mu )_A^\nu \hfill \\ & =_\mu ^A\stackrel{~}{H}_A\stackrel{~}{H}_\mu ^A\stackrel{~}{H}(\stackrel{~}{Z}_\mu )_A^\nu .\hfill \end{array}$$
(43)
Now let $`\stackrel{~}{H}`$ be given by

$$\stackrel{~}{H}(x,v,\stackrel{}{p})=\frac{1}{2}g_{\mu \nu }\eta ^{AB}p_A^\mu p_B^\nu +V(x,v),$$
(44)
where the function $`V`$ is arbitrary and $`g`$ and $`\eta `$ denote metrics on space-time and the fibre, respectively. We now have

$$0=g_{\mu \rho }\eta ^{AB}p_B^\rho _AVg_{\nu \rho }\eta ^{AB}p_B^\rho (\stackrel{~}{Z}_\mu )_A^\nu ,$$
(45)
from which by the independence of the polymomenta $`p_A^\mu `$ and the invertibility of $`g`$ and $`\eta `$ it follows that

$$(\stackrel{~}{Z}_\mu )_A^\nu =\delta _\nu ^\mu _AV.$$
(46)
But this is in contradiction to $`(\stackrel{~}{Z}_\mu )_A^\mu =_AV`$ unless $`n=1`$ or $`_AV=0`$.

### 3.4 Integrability

In the preceding subsections we have seen that Hamiltonean $`0`$-forms on $`𝒫`$ of the particular form

$$H(x,v,\stackrel{}{p},p)=(x,v,\stackrel{}{p})p,$$
(47)
where $``$ plays the rôle of the DW-Hamiltonean, admit decomposable $`n`$-vectorfields which can be interpreted as distributions on $`𝒫`$. The remaining question is whether there is an integrable distribution among them. Of course, given a set of $`n`$ vectorfields that span the distribution under consideration, by the theorem of Frobenius () one just needs to verify that the vectorfields close under the Lie bracket. However, as we have learned from (27), one cannot assign to a given Hamiltonean $`0`$-from $`H`$ a decomposition $`X_H=Z_1\mathrm{}Z_n`$ in a unique way. Rather, there is a considerable arbitrariness in the choice of the polymomentum components $`(Z_\mu )_A^\nu `$. This has to be fixed in a satisfactory way. In this section, we will show that the required additional input comes from solutions of the covariant Hamilton-Jacobi equations.

Let us first examine the case of classical mechanics to understand the results below.

In that case, to every time-dependent Hamiltonean there is a unique (time-dependent) vectorfield on the doubly extended phase space. Of course, this vectorfield can be integrated to yield a family of integral curves. However, the vectorfield cannot in general be projected onto the extended (covariant) configuration space $`\times 𝒬`$. Rather there is a correspondence between solutions of the Hamilton–Jacobi equation and set of curves on $`\times 𝒬`$. More precisely, one is looking for a map $`T`$ that goes from $`\times 𝒬`$ to $`^2\times T^{}𝒬`$ which pulls back the Hamiltonean vectorfield onto the extended configuration space. In the case of classical mechanics, this map happens to be the gradient of another function $`S`$. For the curves thus obtained to be solutions to the equations of motion, the function $`S`$ needs to satisfy an additional equation, the celebrated Hamilton-Jacobi equation. In the simple case of classical mechanics this procedure is somewhat superfluous as it adds to the easy to handle set of ordinary differential equations a partial differential equation, but in the general case $`n>1`$ this method turns out to be quite helpful.

Let us come back to the case of a higher dimensional base manifold $``$. Here the fibre bundle $``$ plays the rôle of the extended configuration space, while the extended multisymplectic phase space $`𝒫`$ replaces $`^2\times T^{}𝒬`$. The desired map $`T:𝒫`$, cf. the diagram (12), has to possess two properties. Firstly, there should be an integrable distribution on $``$ which is the pull back of some Hamiltonean $`n`$-vector field to the given function $`H`$. Secondly, the integral manifolds have to be solutions to the DW equations. Our aim will be to give necessary and sufficient conditions on $`T`$ for the resulting set of integral submanifolds to be (local) foliations of $``$. This constitutes, of course, the best possible case, and for general DW Hamiltoneans one will have to lower one’s sights considerably. In this article, however, we are aiming at some geometrical picture and will, therefore, leave those matters aside.

###### Proposition 3

Let $``$ be a regular DW-Hamiltonean. Then one can find a local foliation of $``$ where the leaves (when transported to $`𝒫`$ by virtue of the covariant Legendre map (11)) are solutions of the DW equations if and only if there is a map $`T:𝒫`$ that satisfies in some coordinate system

$`_\mu ^A(x,v,\stackrel{}{T}(x,v))`$ $`=0`$ (48)
$`_\mu T_A^\mu (x,v)`$ $`=_A(x,v,\stackrel{}{T}(x,v))`$ (49)
$`_\mu T_0(x,v)`$ $`=_\mu (x,v,\stackrel{}{T}(x,v))`$ (50)
$`_\mu T_A^\mu (x,v)`$ $`=_AT_0(x,v),`$ (51)
for all points $`(x,v)`$ in a local neighbourhood of $``$. Here, $`\stackrel{}{T}=(T_A^\mu )`$ denotes the $`p_A^\mu `$-components of the map $`T`$ while $`T_0`$ stands for the value of the $`p`$-component of $`T`$.

Remark. If the map $`T`$ can be written as a derivative with respect to the field variables $`v^A`$ of a collection of functions $`S^\mu `$, $`\mu =1,\mathrm{},n`$,

$$T_A^\mu (x,v)=(_AS^\mu )(x,v),T_0(x,v)=(_\mu S^\mu )(x,v)$$
(52)
then the second set of equations, (49) and (50), is a consequence of the generalised Hamilton–Jacobi equation for the functions $`S^\mu `$ (cf. , ch. 4, sec. 2),

$$_\mu S^\mu (x,v)+(x,v,_AS^\mu (x,v))=0.$$
(53)
Clearly for $`n=1`$ the sum in the first term reduces to the (“time”) derivative of some function $`S`$, and this equation becomes the Hamilton–Jacobi equation. Note that the right hand side of the second equation of (49) does not transform properly under a change of coordinates. This corresponds to the fact that if one chooses a different trivialisation, then the solutions to the DW equations will not be constant anymore. In other words, the transformed map $`T`$ will not satisfy the generalised Hamilton–Jacobi equations.
Proof of the proposition. Let $`𝒰`$ be an open subset of $``$ such that there is a local foliation of $``$, i.e. a bijective map

$$\phi :𝒱\times 𝒰\text{ }𝒰,$$
(54)
where $`𝒱`$ denotes the typical fibre of $``$. This defines a local trivialisation of $``$ which will be used for coordinate expressions for the rest of the proof. Furthermore, one obtains a map $`T:𝔍^1𝒫`$ by taking the first jet prolongation of the section $`\phi (v,)`$ for every point $`\phi (v,x)`$ and transporting (via the Legendre map) this to $`𝒫`$. From

$$(_\mu ^A)(x^\mu ,v^A,(_A^\mu L)(x^\mu ,v^A,v_\mu ^A))=v_\mu ^A,$$

where $`v_\mu ^A`$ gives the value of the derivative w.r.t. the $`\mu `$-direction when evaluated on sections, one concludes the first property. The remaining set of equations then follows from the fact the the $`\phi (v,)`$ are solutions to the DW equations for every element $`v𝒱`$ of the typical fibre.

Conversely, let $`T`$ be a map which fulfils the conditions of the proposition. Then one can pull back a given decomposition of every Hamiltonean vectorfield of $`H`$ to $``$. Note that the resulting vectorfields $`\stackrel{~}{Z_\mu }`$ are unique once the horizontal component of the Hamiltonean $`n`$-vectorfield has been fixed as in (24). From (27) one concludes that the resulting vector fields are horizontal in the chosen coordinate system. Therefore, they are integrable. Let

$$Z_\mu (x,v,T_A^\nu (x,v),T_0(x,v))=_\mu +_\mu T_A^\nu (x,v)_\nu ^A_\mu (x,v,\stackrel{}{p}),$$
(55)
$`\mu =1,\mathrm{},n`$,be $`n`$ vectorfields on the image of $``$ under $`T`$ ($`T_0`$ denotes the $`p`$-component of the map $`T`$). Then, comparing the second set of conditions to the second set of equations in (26), it follows by virtue of (49) and (50) that $`Z_1\mathrm{}Z_n`$ is indeed a Hamiltonean $`n`$-vector to $`H_{(x,v,\stackrel{}{p},p)}=_{(x,v,\stackrel{}{p})}p`$. Furthermore, as the tangent vectors $`\stackrel{~}{Z}_\mu `$ on $``$ do not have vertical components in this coordinate system, their integral surfaces cannot intersect. Hence, they describe a local foliation of $``$.
Finally, having transported the sections from $``$ via $`T`$ to $`𝒫`$, their $`p`$-components by (50) and (51) can differ from $``$ only by a constant.
$`\mathrm{}`$
Remark. The extended multisymplectic phase space can be identified with those $`n`$-forms on $``$ that vanish upon contraction with two vertical (w.r.t. the projection onto $``$) tangent vectors on $``$. In coordinates, one has

$$(x^\mu ,v^A,p_A^\mu ,p)p_A^\mu dv^Ad_\mu x+pd^nx.$$
(56)
Hence, the map $`T`$ can be interpreted as an $`n`$-form on $``$, and equation (52) can be interpreted as

$$T=dS,$$
(57)
while (53) becomes

$$HdS=0.$$
(58)
The conditions (49)-(51) now can be stated as

$$d(HT)=0,dT=0.$$
(59)
### 3.5 An example: the free massive Klein-Gordon field

To conclude this article we will give an example to show that the assumptions of proposition 3 are non-empty.
Let $`L`$ be the Lagrange function of the Klein–Gordon field, i.e. let $``$ be a trivial line bundle over $`=\mathrm{\Sigma }\times =^4`$ and

$$L(x,v,v_\mu )=\frac{1}{2}g^{\mu \nu }v_\mu v_\nu \frac{1}{2}m^2v^2,$$
(60)
where $`g^{\mu \nu }`$ denotes the metric tensor. The Euler-Lagrange equation in this case is the celebrated Klein–Gordon equation

$$(\mathrm{}+m^2)\mathrm{\Phi }(\stackrel{}{x},t)=0.$$
(61)
As is well known, for every pair of functions $`\phi ,\pi 𝒞^{\mathrm{}}(\mathrm{\Sigma })`$ there is a unique function $`\mathrm{\Phi }𝒞^{\mathrm{}}(\mathrm{\Sigma }\times )`$ given by convolution with certain distributions $`\mathrm{\Delta },\dot{\mathrm{\Delta }}`$,

$$\mathrm{\Phi }(\stackrel{}{x},t)=(\mathrm{\Delta }\pi _0)(\stackrel{}{x},t)+(\dot{\mathrm{\Delta }}\phi _0)(\stackrel{}{x},t),$$
(62)
that satisfies the Klein–Gordon equation (61) and matches with the initial data $`\phi ,\pi `$:

$$\mathrm{\Phi }(\stackrel{}{x},0)=\phi (\stackrel{}{x}),(_t\mathrm{\Phi })(\stackrel{}{x},0)=\pi (\stackrel{}{x}).$$
(63)
The corresponding DW Hamiltonean to $`L`$ is given by

$$(x,v,p^\mu )=\frac{1}{2}g_{\mu \nu }p^\mu p^\nu +\frac{1}{2}m^2v^2.$$
(64)
Let $`\phi ,\pi `$ be a pair of initial data and $`\mathrm{\Phi }`$ be the corresponding solution. The set of functions $`S^\mu `$ on $``$ defined by

$$S^\mu (x^\mu ,v)=vg^{\mu \nu }(_\mu \mathrm{\Phi })(x)\frac{1}{2}\mathrm{\Phi }(x)g^{\mu \nu }(_\nu \mathrm{\Phi })(x).$$
(65)
Clearly the $`S^\mu `$ satisfy

$$\begin{array}{cc}\hfill (_{p^\mu })(x,\mathrm{\Phi }(x),_vS^\mu (x,\mathrm{\Phi }(x)))& =g^{\mu \nu }(_\nu \mathrm{\Phi })(x)\hfill \\ \hfill (_\mu S^\mu )(x,\mathrm{\Phi }(x))& =(x,\mathrm{\Phi }(x),_vS^\mu (x,\mathrm{\Phi }(x))).\hfill \end{array}$$
(66)
Therefore,

$$\begin{array}{cc}\hfill X_\mu (x,v)& =_\mu +_\mu \mathrm{\Phi }(x)_v\hfill \\ & +\left((_\mu S^\nu )(x,\mathrm{\Phi }(x))+(_\mu \mathrm{\Phi })(x)(_vS^\nu )(x,\mathrm{\Phi }(x))\right)_{p^\nu }\hfill \\ & \left(_\mu +_v_\mu \mathrm{\Phi }(x)+_{p^\nu }_\mu S^\nu +_{p^\nu }_vS^\nu _\mu \mathrm{\Phi }(x)\right)_p\hfill \end{array}$$
(67)
is a decomposition of a Hamiltonean $`4`$-vectorfield of $`H(x,v,p^\mu ,p)=(x,v,p^\mu )p`$.

## 4 Conclusions

We have clarified how $`n`$-dimensional submanifolds can be described by decomposable $`n`$-fold antisymmetrised tensor products of vectorfields. Those multivectorfields arise naturally in the context of multisymplectic geometry, cf. equation (14). The corresponding Hamiltonean forms are functions on the extended multisymplectic phase space $`𝒫`$. If such a Hamiltonean function is of the special form

$$H(x,v,\stackrel{}{p},p)=(x,v,\stackrel{}{p})p,$$
(68)
then is admits a decomposable Hamiltonean $`n`$-vector by proposition 1.
Conversely, if one is given a solution to the DW equations with Hamiltonean $``$, then its associated multivectorfield is Hamiltonean for the function (68). The $`p`$-dependence characterises the orientation of the solution submanifold as compared to the orientation on the base manifold $``$. Its origin can be understood in a geometrical way.
Thirdly, given a DW Hamiltonean function (68), under certain additional conditions which use a generalisation of the Hamilton–Jacobi theory of classical mechanics, one can find an integrable Hamiltonean vectorfield on some subset of the extended multisymplectic phase space. This multivectorfield foliates the original fibre bundle where the theory has been formulated on. However – in contrast to the case of mechanics – one does not have a unique local foliation of the extended multisymplectic phase space $`𝒫`$ by solutions of the De Donder-Weyl equations: Even for the mass free scalar wave equation one can have two different solutions that coincide at one point with all their first derivatives, i.e. polymomenta.
The question of integrability does not arise in classical mechanics as there the equations of motion are ordinary differential equations.

The authors thank G. Barnich and I. Kanatchikov for fruitful discussions and M. Forger for pointing out reference . C. P. thanks P. Bieliavsky for expressing his disbelief which has encouraged the completion of this work. We are grateful to H. A. Kastrup for drawing our attention to the comprehensive review  and to E. Goldblatt for mentioning , where similar ideas have been developed. In particular, the link between multivectorfields and distributions (in the sense of subspaces of the tangent space) can be found there in great detail. Finally, we would like to thank I. Kanatchikov for his critical reading of the manuscript

## Appendix A Distributions and multivectors

Much of this section seems to folklore by now. We add this material for the sake of completeness. It can be found for instance in  Usually (), when considering foliations of a given manifold $``$, one introduces the notion of distributions, i.e. the determination of a sub vector space of $`T`$ at every point of $``$. Those sub vector space can be described by specifying a basis at every point. This is somewhat ambiguous, but the antisymmetrised tensor product of the chosen basis is unique up to a pre-factor (the determinant of the basis transformation). On the other hand, in multisymplectic geometry, the concept of Hamiltonean $`k`$-vectors naturally arises, so it is plausible to examine the correspondence of distributions and multivectors.

###### Lemma 4

Let $`V`$ be an $`n+m`$-dimensional vector space over some field $`𝕂`$ and $`X`$ an element of the $`n`$-th antisymmetric tensor product of $`V`$, $`X\mathrm{\Lambda }^nV`$. Then there are $`n`$ linearly independent vectors $`\{Y_i\}_{i=1,\mathrm{},n}`$ that satisfy

$$Y_iX=0$$

if and only if

$$X=\lambda Y_1\mathrm{}Y_n,$$

where $`\lambda `$ is some element of $`𝕂`$.

For the proof, one chooses a basis of $`V`$ the contains the given $`Y_i`$. Then every $`n`$-vector $`X`$ can be expanded in that basis, and one can successively show that all components containing the extra basis elements must vanish.$`\mathrm{}`$
Obviously, there cannot be more than $`n`$ linearly independent vectors annihilating $`X`$. For if there were, one would have

$$0Y_1\mathrm{}Y_{n+1}=XY_{n+1}=0,$$

which is a contradiction.
There are, however, special cases, when the property of being decomposable is always fulfilled apart from the trivial case $`X\mathrm{\Lambda }^{\text{max}}V`$. Namely, let $`X`$ be in $`\mathrm{\Lambda }^kV`$ for $`k=dimV1`$. Let $`g(,)`$ be a scalar product on $`V`$ and $``$ be the corresponding Hodge star operation. Then,

$$\xi =(X)V.$$
(69)
Let $`\eta _i`$ be a basis of the orthogonal complement of $`\xi `$. Obviously

$$0=g(\xi ,\eta _i)=^1(\eta _i\xi )=^1(\eta _iX),$$
(70)
hence $`\eta _iX=0`$. From the lemma, we conclude that $`X`$ is the antisymmetrised tensor product of all $`\eta _i`$. This case corresponds to the situation in $`3`$ dimensions. There, planes can be described by $`2`$ linearly independent vectors (which is ambiguous) or by indicating the vector perpendicular to the plane (which is unique up to a pre-factor). The latter can be understood as the Hodge dual (w.r.t. the scalar product that defines orthogonality) of the tensor product of the former two.
On the other hand, let $`V=\text{span}\{e_1,e_2,e_3,e_4\}`$ and let $`X=e_1e_2+e_3e_4`$. One can easily check that indeed there is no non-zero vector $`v`$ that annihilates $`X`$, i.e.

$$Xv=0v=0.$$
(71)
Now we are in the position to formulate in terms of multivectorfields the condition of a distribution $`E`$ on $``$ to be integrable. A distribution is integrable if every point of $``$ belongs to some integral manifold of $`E`$. Let the distribution $`E`$ be spanned by a set $`𝒲`$ of vectorfields on $``$ at every point. Then (, theorem 3.25) $`E`$ is integrable if $`𝒲`$ is involutive, i.e. is closed under the Lie bracket of vectorfields, and if $`E`$ is of constant rank along the flow lines of all the vectorfields of $`𝒲`$. Conversely, the tangent vectors of a given submanifold define local vectorfields that span a distribution of constant rank and which are in involution.

###### Lemma 5

Let $`X_E`$ be a multivectorfield that is associated with a $`k`$-dimensional distribution $`E`$ on some manifold $``$. Then $`E`$ is integrable if and only if there are $`k`$ linearly independent local vectorfields $`X_i`$ that satisfy

$$[X_i,X]=\lambda _iX,\lambda _i𝒞^{\mathrm{}}(),$$
(72)
where $`[,]`$ denotes the Schouten bracket, which is a extension of the Lie bracket of vectorfields (). For decomposable $`n`$-vectors, it is given by

$$\begin{array}{cc}\hfill [X,Y]& =\underset{i=1}{\overset{p}{}}\underset{j=1}{\overset{q}{}}()^{i+j}[X_i,Y_j]X_1\mathrm{}\widehat{X_i}\mathrm{}X_pY_1\mathrm{}\widehat{Y_j}\mathrm{}Y_q.\hfill \end{array}$$
(73)
Proof. Using (73) one verifies that $`[X_i,X]=\lambda _iX`$ iff $`[X_i,X_j]=f_{ij}^kX_k`$, but the latter condition means that the collection of all $`X_i`$ define a distribution which is stable under the involutive closure of the $`X_i`$.$`\mathrm{}`$


text:
# Quantifying dynamics of the financial correlations

## 1 Introduction

In global terms the financial correlations can be classified as correlations in space and correlations in time, though of course they are somewhat interrelated. The first category so far studied involves for instance the correlations among the companies comprised by a single stock market , among a group of subjects  and even between the different and geographically remote stock markets . From practical perspective this type of correlations relates to the theory of optimal portfolios  and risk management. In the context of the stock market an important result of this study is that majority of eigenvalues in the spectrum of the correlation matrix agree very well with the universal predictions of random matrix theory . Locations of some of the eigenvalues differ however from these predictions and thus, similarly as in other physical systems , identify certain system-specific, non-random properties such as collectivity.

Studying explicit correlations in time is at least as important because it is this type of correlations that directly reflects a nature of the financial dynamics. In general the character of those correlations is however less understood and several related issues still remain puzzling. It is for instance commonly accepted  that the autocorrelation function of the financial time-series drops down to zero within few minutes which reflects a time-horizon of the market inefficiency. At the same time the correlations in volatility remain positive for many weeks. On short time-scales the return distributions are definitely not Levy stable  but it turns out difficult to detect their convergence to a Gaussian on longer time-scales as expected from the central limit theorem. In this connection it is also appropriate to mention a still poorly understood phenomenon of log-periodicity  which seems to reflect existence of some very specific correlations on all time-scales. As a contribution towards resolving this sort of difficulties below we propose to use the concept of the correlation matrix such that it focuses entirely on the time-correlations and their potential existence can parallelly be detected on various time-scales. Utility of such a procedure is illustrated on an example of high-frequency (15sec) recordings of the Deutsche Aktienindex (DAX). The entries of the correlation matrix are then constructed from the time-series of returns representing the consecutive trading days. As a result such entries are labelled by the pairs of different days. Several striking observations are also made.

## 2 Methodology

The relevant correlation matrix is defined as follows. To each element in a certain sequence $`N`$ of relatively long consecutive time-intervals of equal length $`T^{}`$ labelled with $`\alpha `$ one uniquely assigns a time series $`x_\alpha (t_i)`$, where $`t_i`$ $`(i=1,\mathrm{},T^{})`$ is to be understood as discrete time counted from the beginning for each $`\alpha `$. In the present case $`\alpha `$ is going to label the consecutive trading days and $`t_i`$ the trading time during the day. Similar methodology has already been successfully applied  to extract the repeatable structures in the brain sensory response.

If, as here, $`x_\alpha (t_i)`$ represents a price time-series than it is natural to define the returns $`G_\alpha (t_i)`$ time-series as

$$G_\alpha (t_i)=\mathrm{ln}x_\alpha (t_i+\tau )\mathrm{ln}x_\alpha (t_i)\frac{x_\alpha (t_i+\tau )x_\alpha (t_i)}{x_\alpha (t_i)},$$
(1)
where $`\tau `$ is the time lag. The normalized returns, with the average value subtracted and its variance normalized to unity, are defined by

$$g_\alpha (t_i)=\frac{G_\alpha (t_i)G_\alpha (t_i)_t}{v^2},v=\sigma (G_\alpha )=\sqrt{G_\alpha ^2(t)_tG_\alpha (t)_t^2},$$
(2)
where $`v`$ is volatility of $`G_\alpha (t)`$ and $`\mathrm{}_t`$ denotes averaging over time. One thus obtains $`N`$ time series $`g_\alpha (t_i)`$ of length $`T`$ ($`T`$=$`T^{}`$-1), i.e. an $`N\times T`$ matrix $`𝐌`$. Then, the correlation matrix is defined as $`𝐂=(1/T)\mathrm{𝐌𝐌}^𝐓`$. By diagonalizing $`𝐂`$

$$\mathrm{𝐂𝐯}^k=\lambda _k𝐯^k,$$
(3)
one obtains the eigenvalues $`\lambda _k`$ $`(k=1,\mathrm{},N)`$ and the corresponding eigenvectors $`𝐯^k=\{v_\alpha ^k\}`$.

In the limiting case of entirely random correlations the density of eigenvalues $`\rho _C(\lambda )`$ defined as

$$\rho _C(\lambda )=\frac{1}{N}\frac{dn(\lambda )}{d\lambda },$$
(4)
where $`n(\lambda )`$ is the number of eigenvalues of $`𝐂`$ less than $`\lambda `$, is known analytically , and reads

$`\rho _C(\lambda )={\displaystyle \frac{Q}{2\pi \sigma ^2}}{\displaystyle \frac{\sqrt{(\lambda _{max}\lambda )(\lambda \lambda _{min}}}{\lambda }},`$ (5)
$`\lambda _{min}^{max}=\sigma ^2(1+1/Q\pm 2\sqrt{1/Q}),`$
with $`\lambda _{min}\lambda \lambda _{max}`$, $`Q=T/N1`$, and where $`\sigma ^2`$ is equal to the variance of the time series (unity in our case).

## 3 Results

Our exploratory study along the above indicated line is based on the DAX recordings with the frequency of 15 sec during the period between November 28th, 1997 and December 30th, 1999. By taking the DAX intraday variation between the trading time 9:03 and 17:10 which corresponds to $`T=1948`$ one then obtains $`N=517`$ complete and equivalent time series representing different trading days during this calendar period. (Several days with incomplete recordings have been rejected.) Using this set of data we construct the $`517\times 517`$ matrix $`𝐂`$.

A characteristics of primary interest is the structure of eigenspectrum of $`𝐂`$. The structure of eigenspectrum of a matrix is expected to be related  to the distribution of its elements. The distribution of such elements of $`𝐂`$ corresponding to the above specified procedure and the data set is shown in the left panel of Fig. 1 Clearly, this distribution is symmetric with respect to zero, a Gaussian like (dashed line) on the level of small matrix elements, but sizably thicker than a Gaussian on the level of large matrix elements. As indicated in the figure, in the latter case, a power law with the index of about 5.6 (consistent with the distribution of returns) provides a reasonable representation. This is far beyond the Levy stable regime but points to the two ensembles of random matrices, the Gaussian  and the Levy distributed , as interesting limits for formulating the null hypotheses.

The resulting probability density of eigenvalues, shown in the right panel of Fig. 1, displays a somewhat unexpected structure. There exist two outliers significantly above $`\lambda _{max}`$ (for $`Q=1948/517`$, $`\lambda _{max}2.3`$) which seem to indicate that the dynamics under consideration is not a pure noise, but instead that certain time specific repeatable structures in the intraday trading do take place. However, it is even more astonishing that the bulk of the spectrum agrees very well with the bounds prescribed by purely random correlations. This indicates that the neighbouring recordings in our time series of 15 sec DAX returns share essentially no common information. Our previous experience  teaches us that the probability density of eigenvalues of the correlation matrix is a sensitive measure of such effects. Typically, a common information shared by neighbouring events results in an effective number ($`T_{eff}`$) of time points such that $`T_{eff}`$ is significantly smaller than $`T`$. This immediately affects both $`\lambda _{max}`$ and $`\lambda _{min}`$. In the present case we see basically no such effect, particularly on $`\lambda _{min}(0.23)`$ side. A whole nonrandomness can be here associated with the two largest eigenvalues.

In order to identify the character of eigenstates associated with these eigenvalues we split the whole daily time interval considered into three equal subintervals. For each of them $`T=649`$ (thus $`\lambda _{min}0.01`$ and $`\lambda _{max}3.58`$). The resulting distributions of matrix elements of $`𝐂`$ and the corresponding probability densities of eigenvalues are shown in Fig. 2. It appears easy to see that separation of the two largest eigenvalues originates from the last subinterval. Consistently, it is also this subinterval which produces the thickest tails in the distribution of large matrix elements.

An even more efficient way to visualize the differences among the eigenvectors is to look at the superposed time series of returns

$$G_{\lambda _k}(t_i)=\underset{\alpha =1}{\overset{N}{}}\mathrm{s}ign(v_\alpha ^k)|v_\alpha ^k|^2G_\alpha (t_i).$$
(6)
In this definition $`|v_\alpha ^k|^2`$ is used instead of $`v_\alpha ^k`$ for the reason of preserving normalization and the sign of $`v_\alpha ^k`$ to account for a possible coherence of the original signals. A collection of such superposed time series of returns for $`k=1`$, 2 and 418, and of the simple average of the original returns is shown in Fig. 3. For a statistical value of $`k`$, as it is illustrated by an example of $`k=418`$ ((c) in Fig 3), $`g_{\lambda _k}(t_i)`$ basically does not differ from the simple average (panel (d) in Fig. 3). The first two differ however significantly and indicate the existence of repeatable structures at the well defined instants of time through many days. Quite unexpectedly, the most collective signal, associated with the largest eigenvalue ($`k=1`$ shown in (a) of Fig. 3), reflects the strongest synchronous DAX activity precisely at around 14:30 (probably in response to the North-American financial news release exactly at this time) and not at the time when the Wall Street opens, nor even just before closing in Frankfurt. This last period of an enhanced activity also carries some signatures of synchrony but is entirely comprised by the second eigenstate.

Another characteristics which carries the relevant information is the probability distribution of the eigenvector components $`v_\alpha ^k`$. Such a probability distribution evaluated from all $`k`$’s is illustrated by the solid line in Fig. 4. It globally is well represented by a Gaussian. Significantly different are the distributions of eigenvector components for our two outliers; they are concentrated more at around zero but, at the same time, the tails of the distributions are thicker. This effect is more pronounced for $`k=1`$ than for $`k=2`$ which indicates that fewer days ($`\alpha `$’s) contribute to the strong signal seen at 14:30 for $`k=1`$ than just after 17:00 for $`k=2`$.

This issue is quantified in more detail in Fig. 5 which shows how these two eigenvector components are distributed in magnitude over the trading days $`(\alpha `$’s) incorporated in the present study. For $`k=1`$ such components assume large values indeed and even seem to be developing certain periodicity, which in the initial period considered here corresponds to about 20 trading days (about one calendar month). Interestingly, it is this period which corresponds to our classic example of ”Imprints of log-periodic self-similarity in the stock market” . Perhaps the observed, equidistant in time, synchronous bursts of activity constitute one of the elements introducing a characteristic time-scale responsible for discrete scale invariance , an element which in natural way may contribute to the appearance of the log-periodic oscillations.

Finally, we find it appropriate to notice that the return probability density distributions associated with the above identified synchronous bursts of activity seem to be governed by a different law than what more global statistical analyses  document. Fig. 6 shows the tails of the return $`G_\alpha (t_i)`$ distribution (triangles) for the time period 14:25–14:35 through all the DAX 517 trading days considered here. The statistics is of course poor but still it quite convincingly indicates much thicker tails as compared to the periods of ’normal’ activity, represented in this figure (circles) by the period 9:03–14:25. In the latter case the pdf parameters are about consistent with those cited in the literature , while in the short time interval at around 14:30 we seem to be still in the Lévy stable regime.

## 4 Summary

The present study sheds a somewhat new light on the issue of time-correlations in the dynamics of financial evolution. It shows for instance that the consecutive returns carry essentially no common information even when probed with the frequency of 15 sec. Such a conclusion sounds somewhat in contrast to a common belief, based on autocorrelation function analysis, that the market inefficiency time-horizon extends over few minutes. There is however perhaps no contradiction between our conclusion and the time-lag dependence of the autocorrelation function. This function remains positive for about few minutes indeed, but already after 15 sec it drops down by at least one order of magnitude. On the other hand, however, at the well defined short periods of time during the intraday trading, there exist clearly identifiable synchronous repeatable bursts of activity (for DAX at 14:30) whose related return probability density functional develops significantly larger values on the level of rare events than during periods of the normal activity. This, together with the fact that such events are strongly correlated in time, may constitute a principal reason for an observed extremely slow convergence to a Gaussian of the global return distribution on long-time scales. It would now be very interesting to perform similar study for the other stock market indices as well.