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# Compressibility and Electronic Structure of MgB2 up to 8 GPa

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## Abstract

The lattice parameters of MgB2 up to pressures of 8 GPa were determined using high-resolution x-ray powder diffraction in a diamond anvil cell. The bulk modulus, $`B_0`$, was determined to be $`151\pm 5`$ GPa. Both experimental and first-principles calculations indicate nearly isotropic mechanical behavior under pressure. This small anisotropy is in contrast to the 2 dimensional nature of the boron $`p`$ states. The pressure dependence of the density of states at the Fermi level and a reasonable value for the average phonon frequency $`\omega `$ account within the context of BCS theory for the reduction of $`T_c`$ under pressure.

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The recent discovery of superconductivity in MgB2 close to 40K  has pushed $`T_c`$ beyond what was thought to be possible in intermetallic compounds within the context of BCS theory . However, the boron isotope effect was measured to be consistent with MgB2 being a conventional phonon-mediated BCS superconductor .The temperature-dependent electrical resistivity in the normal state was observed to obey a $`T^3`$ power law by Finnermore, et al. , whereas Jung et al.  found a $`T^2`$ behavior to be more appropriate. Within the context of hole superconductivity  it was proposed that a decreasing B-B intraplane distance should increase $`T_c`$. However, ac magnetic susceptibility measurements revealed that $`T_c`$ actually decreases . The response of the crystal and electronic structures of MgB2 to pressure is not only important to distinguish a conventional from a non-BCS mechanism, but it might also give valuable clues for guiding chemical substitutions. Slusky, et al.  have established the loss of superconductivity in Mg1-xAlxB2 and conjecture that MgB2 is on the edge of a structural instability at slightly higher electron concentrations.These authors furthermore indicate the presence of a two phase region between $`0.1x0.25`$. To investigate the intrinsic electronic properties of MgB2 and to avoid complications from possible extrinsic effects such as compositional fluctuations and phase separations in substituted systems, we have determined the bulk compressibility and compared it to the one derived from first-principles calculations based on Density Functional Theory (DFT).

The sample, obtained from Alfa, was of excellent quality without any impurities visible in a high-resolution x-ray powder diffraction pattern taken at room temperature. All reflections could be indexed to the AlB2-type structure in spacegroup P6/mmm with a=3.08589(1) Å and c=3.52121(3) Å at room temperature and ambient pressure. The magnetic susceptibility showed a sharp transition at 38.2K (Figure 1). The compressibility up to 8 GPa was measured using a Merrill-Bassett diamond anvil cell. The lattice parameters (Table 1) were determined using the high-resolution powder diffractometer X7A at the National Synchrotron Light Source at Brookhaven National Laboratory. An asymmetrically cut triangular shaped Si (220) monochromator was cylindrically bent to focus a photon beam with a wavelength of 0.68613(2) Å down to 200 $`\mu `$m. A steel gasket was pre-indented and a 200 $`\mu `$m hole drilled in the center. The sample and several small ruby chips were loaded along with the pressure transmission fluid of methanol:ethanol:water (ratios 16:3:1). Pressure was determined by measuring the shift of the R1 emission line of ruby using an argon ion laser . Diffraction patterns up to $`2\theta =35^{}`$ were recorded using a position-sensitive detector . Further experimental details are described in . There were no indications of any splitting or significant broadening of the Bragg reflections indicative of a possible phase transition. The width of the R1 emission line of ruby at higher pressures also indicated that the sample was well within a hydrostatic pressure regime. The unit cell volumes, $`V`$, normalized to the one at ambient pressure, $`V_o`$, at various pressures $`P`$ were fitted to a first-order Murnaghan equation of state $`V=V_0(1+B_0^{}P/B_0)^{1/B_o^{}}`$where $`B_0`$ is the bulk modulus at ambient conditions and $`B_0=4`$. We obtained a value of $`151\pm 5`$ GPa. For comparison, $`B_0`$ of YNi2B2C, a related borocarbide, was measured to be 200 GPa .

We calculated the electronic structure and mechanical properties within DFT using the full-potential linearized augmented plane wave method FLAPW. For the exchange-correlation potential we used the Generalized Gradient Approximation of Perdew, et al. . A relatively large basis set was required to accurately calculate small changes in the electronic structure and lattice parameters with applied pressure. Calculated equilibrium parameters are $`a=3.089`$Å, $`c=3.548`$Å and $`c/a=1.149`$. They differ from the experimental values by 0.1%, 0.8% and 0.7% respectively. The calculated bulk modulus of $`B_0=139\pm 10`$ GPa is in good agreement with the measured value of $`151\pm 5`$ GPa. Both calculated and experimental lattice parameters as a function of volume are shown in Fig. 2. The agreement between theory and experiment is excellent. Over the range of pressure considered, the $`c/a`$ ratio is essentially constant, indicative of the 3 dimensional character of MgB2. The small observed anisotropy of the compressibility as given by the observed reduction in the $`c/a`$ ratio with decreasing volume is reproduced by our calculations, although the rate of change is overestimated.

The superconducting properties of MgB2 as a function of pressure have been investigated by Lorenz, et al. , who found that the transition temperature $`T_c`$ decreases linearly and reversibly at a rate of $`1.6`$ K/GPa. Within BCS theory the pressure dependence of $`T_c`$ can be calculated from the the McMillan formula

$`T_c=\omega \mathrm{exp}\left({\displaystyle \frac{(1+\lambda )}{\lambda \mu ^{}\lambda \mu ^{}}}\right),`$

where $`\omega `$ is an average phonon frequency, $`\mu ^{}`$ denotes the Coulomb pseudopotential, $`\lambda N(0)/\omega ^2`$ is the electron-phonon interaction parameter and $`N(0)`$ denotes the density of states at the Fermi energy.

The calculated change in the density of states of MgB2 for a pressure of $`8`$ GPa is shown in Figure 3. We observe the expected increase in bandwidth, but the overall changes are very small and in particular $`N(0)`$ decreases by only 3% from 0.70 states/eV to 0.68 states/eV. Assuming that $`T_c`$ continues to decrease linearly at higher pressures we can estimate that at 8 GPa, $`T_c26K`$ which is 30% lower than $`T_c`$ at ambient pressure. Comparing this large decrease in $`T_c`$ to the minute change in $`N(0)`$, it becomes apparent that the pressure dependence of $`N(0)`$ alone cannot account for the large rate with which $`T_c`$ decreases with applied pressure. Taking our value for $`d\mathrm{ln}N(0)/dP0.004/`$GPa and assuming $`\mu ^{}=0.1`$ and $`\lambda =1.0`$, which is the average of published calculations and estimates ranging from 0.7 to 1.4 , we find that in order to reproduce the experimentally observed pressure dependence of $`T_c`$, $`d\mathrm{ln}\omega ^2^{1/2}/dP+0.014/`$ GPa is needed. This value appears reasonable.

The volume dependence of $`T_c`$ within BCS theory has been characterized using

$`{\displaystyle \frac{d\mathrm{ln}(T_c/\mathrm{\Theta }_D)}{d\mathrm{ln}V}}=\mathrm{ln}{\displaystyle \frac{\mathrm{\Theta }_D}{T_c}}{\displaystyle \frac{d\mathrm{ln}\lambda }{d\mathrm{ln}V}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Theta }_D}{T_c}}\phi `$

where $`\phi `$ is a material dependent parameter describing the volume dependence of the electron-phonon coupling parameter and $`\mathrm{\Theta }_D`$ is the Debye temperature. For superconducting $`sp`$ metals one generally finds $`\phi 2.5`$. Using for the Debye temperature the recently determined value of $`\theta _D=800`$ K , we find $`\phi =2.4`$ for MgB2, a value not inconsistent with BCS theory.

The importance of the mostly 2-dimensional B $`p_{xy}`$ states for the superconductivity of MgB2 has been pointed out by several authors . The change with pressure in the partial density of states (PDOS) of B $`p`$ states separated into $`p_{xy}`$ and $`p_z`$ character is shown in Fig. 4. The B $`p_z`$ PDOS remain essentially unchanged, but the B $`p_{xy}`$ PDOS shows an overall shift to lower energies, leading to a loss of states in the energy range from just below the Fermi energy to $`2`$ eV. In general one expects the PDOS inside a fixed sphere to increase with pressure.The qualitatively different behavior of the B $`p_{xy}`$ PDOS in MgB2 can be attributed to the 2-dimensional character of these B $`p_{xy}`$ states. However, the B $`p_{xy}`$ PDOS at the Fermi energy does not change significantly.

In conclusion, we have experimentally and theoretically determined the bulk modulus of MgB2 and lattice parameters up to pressures of 8 GPa. Despite an overall isotropic behavior of MgB2, there are small anisotropies in the mechanical properties. The electronic structure under pressure reveals the 2-dimensional character of the B $`p_{xy}`$ states whose occupancy is altered by pressure in contrast to the B $`p_z`$ states.

Furthermore, the pressure dependence of the density of states at the Fermi level and a reasonable value for the average phonon frequency $`\omega `$ account for the reduction of $`T_c`$ under pressure within the context of BCS theory.

We find that the material dependent constant $`\phi `$ describing the volume dependence of the electron-phonon coupling parameter agrees well with BCS theory for an $`sp`$ metal.

We gratefully acknowledge discussions with Mike Weinert and Myron Strongin. We also would like to thank J. Hu from the Geophysical Laboratory, Carnegie Institution of Washington for being able to use the laser system for pressure determination. The work was supported by the Division of Materials Science, US Department of Energy, under Contract NO. DE\_AC02-98CH10886 and a grant of computer time at the National Energy Research Scientific Computing Center (NERSC).


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# ELECTRON-ION RECOMBINATION RATE COEFFICIENTS AND PHOTOIONIZATION CROSS SECTIONS FOR ASTROPHYSICALLY ABUNDANT ELEMENTS VI. Ni II

## 1 INTRODUCTION

Nickel is one of the most important iron peak elements. For example, radioactive decay Ni-Co-Fe is the primary power source for the light curves of supernovae. Dipole allowed and forbidden Ni II lines are often observed in the interstellar medium and H II regions, diffuse nebulae, novae, and supernova remnants. However, only a limited number of theoretical studies have been done for the atomic processes in Ni II. With a Fe-like core, the ion poses a computational challenge with its strong electron-electron correlation effects. Bautista (1999) made the first detailed theoretical study for the radiative processes for bound-bound and bound-free transitions in Ni II presenting total and partial photoionization cross sections for the ground and excited states.

In this report we study electon-ion recombination, e + Ni III $``$ Ni II, and present the total recombination rate coefficients, $`\alpha _R(T)`$. We use the unified treatment of total electron ion recombination of Nahar and Pradhan (1992, 1994, 1995). The method involves large scale computations in the close coupling (CC) approximation using the R-matrix method to (i) provide recombination rate coefficients that are fully consistent with the photoionization cross sections of the ion, which allows, for example, precise calculations of ionization balance, and (ii) treat nonresonant radiative and resonant dielectronic recombination in a self-consistent, unified manner, as explained in the first paper of the series (Nahar & Pradhan 1997). Present results are the first detailed $`\alpha _R(T)`$ for recombination of Ni II.

State specific recombination rate coefficients for 532 bound states of Ni II are presented. These are obtained from the partial photoionization cross sections including autoionizing resonances. The partial cross sections correspond to photoionization leaving the residual core in its ground state.

## 2 THEORETICAL SUMMARY

The calculations are carried out in the close coupling approximation using the R-matrix method essentially as in the Opacity Project (Seaton 1987, Seaton et al. 1994). The theoretical details for photoionization cross sections for Ni II can be found in Bautista (1999).

The theory of unified treatment for total electron-ion recombination in the CC approximation is briefly outlined. The treatment considers the infinite number of states of the recombined ion and incorporates both the radiative recombination (RR) and the dielectronic recombination (DR) processes in a self-consistent, unified manner. Details of the method are given in Nahar and Pradhan (1994, 1995) and in previous papers in the present series.

In the CC approximation the total wavefunction expansion, $`\mathrm{\Psi }(E)`$, of the recombined ion, (N+1) electron system, is expanded in terms of the target (recombining ion) wavefunctions as:

$$\mathrm{\Psi }(E)=A\underset{i}{}\chi _i\theta _i+\underset{j}{}c_j\mathrm{\Phi }_j,$$
(1)
where $`\chi _i`$ is the target wavefunction in a specific state $`S_iL_i\pi _i`$ and $`\theta _i`$ is the wavefunction for the (N+1)th electron in a channel labeled as $`S_iL_i\pi _ik_i^2\mathrm{}_i(SL\pi )`$; $`k_i^2`$ being its kinetic energy. $`\mathrm{\Phi }_j`$ in the second summation are the bound channel functions of the (N+1)-electron system accounting for short range correlations and the orthogonality between continuum and bound orbitals.

In the present approach the states of the recombined ion are divided into two groups, (A) low-n bound states, ranging from the ground to excited states with $`nn_{max}`$ (typically $`n_{max}`$ = 10), and (B) closely spaced high-n states, $`n_{max}n\mathrm{}`$.

Group (A) bound states are treated via photo-recombination using detailed balance with photoionization in the energy range where both the background and resonant recombinations are important. The partial photoionization cross sections leaving the core in the ground state are obtained for all these bound states. The recombination cross sections, $`\sigma _{RC}`$, are then obtained from the photoionization cross sections, $`\sigma _{PI}`$, through principle of detailed balance:

$$\sigma _{RC}=\frac{g_i}{g_f}\frac{\mathrm{}^2\omega ^2}{m^2v^2c^2}\sigma _{PI}$$
(2)
where $`g_i`$ and $`g_f`$ are the statistical weight factors of the recombining and recombined states respectively, $`v`$ is velocity of the photoelectron, and $`\omega `$ is the photon frequency. The recombination rate coefficient, $`\alpha _R(T)`$, at a given temperature is obtained by averaging $`\sigma _{RC}(T)`$ over the Maxwellian distribution of electrons, $`f(v)`$, as,

$$\alpha _R(T)=_0^{\mathrm{}}vf(v)\sigma _{RC}𝑑v=\frac{g_i}{g_j}\frac{2}{kT\sqrt{2\pi m^3kc^2T}}_0^{\mathrm{}}E^2\sigma _{PI}(ϵ)e^{\frac{ϵ}{kT}}𝑑ϵ,$$
(3)
where $`ϵ`$ is photoelectron energy, $`E=\mathrm{}\omega =ϵ+I_p`$ is the photon energy and $`I_p`$ is the ionization potential. As photoionization cross sections include the detailed structures of autoionizing resonances, the sum of individual rates of the bound states corresponds to inclusion of both the RR and the DR in a unified manner.

The states in group (B) are dense and belong to small energy regions below target thresholds, $`n_{max}<n\mathrm{}`$, where DR dominates. In this region, the outer electron interacts weakly with the core which decays through emission of a photon. As the photon energy approaches the excited core threshold, autoionization rate decreases as $`\nu ^3`$ (where $`\nu `$ is the effective quantum number of the Rydberg series belonging to the converging threshold) while the radiative decay process increases by the same order. These states are treated through precise DR theory by Bell & Seaton (1985) as extended in Nahar & Pradhan (1994) to obtain the DR collision strengths, $`\mathrm{\Omega }(DR)`$. The corresponding contributions to the total recombination rates are then obtained through Maxwellian average over $`\mathrm{\Omega }(DR)`$.

## 3 COMPUTATIONS

The first large-scale calculations are carried out for recombination of Ni II in the close coupling approximation using the R-matrix method. The eigenfunction expansion of the Ni II includes 49 states of core configurations $`3d^8`$, $`3d^74s`$, and $`3d^64p`$ (Bautista 1999). The expansion (listed in Table 1) allows for prominent dipole allowed core transitions, e.g. $`3d^8(^3F)3d^74p(^3G^o)`$. The $`4d`$ orbital is included in the correlation configurations $`3d^74d`$ and $`3p^53d^84d`$. The target or the core wavefunctions were obtained using the atomic structure code SUPERSTRUCTURE (Eissner et al 1974). Observed energies are used for the target states for more accurate resonance positions in photoionization cross sections. The second term in $`\mathrm{\Psi }(E)`$ (Eq. 1) describing the short range electron correlation for Ni II configuration includes all possible configurations with maximum occupancies of $`3d^{10}`$, $`4p^3`$, and $`4d^2`$. The continuuam wavefunctions within the R-matrix boundary are represented by a basis set of 15 terms. Computations include partial waves with $`l_{max}`$ = 10.

We obtained partial photoionization cross sections, $`\sigma _{PI}`$, leaving the core in the ground state for 532 low-$`n`$ bound states with $`2S+1=`$ 2 and 4, and $`L7`$, and $`n10`$, and $`l9`$. Calculations for these cross sections are repeated for the present work at a finer energy mesh, and for values at high energy region. Calculations were carried out using the R-matrix package of codes developed by the Opacity Project (Seaton 1987, Berrington et al. 1987) that were extended for the Iron Project (Hummer et al 1993, Berrington et al. 1995).

The recombination rate coefficients, Eq. (3), of individual bound states are obtained on averaging over $`\sigma _{RC}(T)`$ using the code RECOMB (Nahar 1996). The resonance structures in photoionization cross sections appear up to photon energies corresponding to the highest core state, $`3d^74p(^1D^o)`$ (Table 1), through couplings of channels. At higher photon energies, the cross sections are extrapolated through fittings or by Kramers rule (Nahar & Pradhan 1994). The sum of these individual rates comprises the low-n contributions to the total recombiation rate coefficients, $`\alpha _R(T)`$.

The collision strengths for dielectronic recombination, $`\mathrm{\Omega }(DR)`$, for high-$`n`$ states are obtained using the same 49-state wavefunction as used for photoionization cross sections. We consider the channels radiatively decaying to core ground state, $`3d^{83}F`$, via dipole allowed transitions. There are 10 such core transitions (listed in Table 2). The oscillator strengths for these transitions (in Table 2) for $`\mathrm{\Omega }(DR)`$ were obtained from SUPERSTRUCTURE (Eissner et al. 1974). The computations were carried out using the extended code STGFDR (Nahar & Pradhan 1994).

Independent close coupling calculations for ($`e`$+Ni III) scattering, using the same 49-state wavefunction, are also carried out for the electron impact excitation (EIE) collision strength, $`\mathrm{\Omega }(EIE)`$, at the target thresholds. These calculations meet some consistency checks. It is important to determine the contributions of higher order multipole potentials since the present theory of DR collision strengths, based on multi-channel quantum defect theory, neglects these contributions (Nahar & Pradhan 1994). On the other hand, a proper choice of the R-matrix boundary and size of R-matrix basis set can compensate for the difference introduced by these potentials. We compute $`\mathrm{\Omega }(EIE)`$ with and without the contributions from multipole potentials by a switching parameter, ipert, in the program, STGF. Values of $`\mathrm{\Omega }(EIE)`$ excluding the contributions (parameter ipert=0), and including them (ipert=1) are presented in Table 2. Good agreement between the two sets of values indicates that the validity of the DR calculations consistent with quantum defect theory and the R-matrix calculations.

Strong electron-electron correlations and channel couplings demanded extensive computational resources for this ion. The memory size and CPU time constraints on the Cray T90 forced us to compute cross sections for one symmetry at a time and in energy segments. For example, the time for computations of photoionization cross section for the $`{}_{}{}^{2}F`$ states with a total of 127 channels, a Hamiltonian matrix of 1949$`\times `$ 1949, and memory requirement of 45 MW, needed about 140 CPU hours. For overall computation the largest number of channels was 136 and the largest Hamiltonian matrix size was 2055 $`\times `$ 2055.

On the other hand the calculation of DR collision strengths, $`\mathrm{\Omega }(DR)`$, in the small energy region below the core thresholds, $`\nu _{max}<\nu \mathrm{}`$, required less computational time ($``$ 40 CPU hours in total) as no dipole matrix elements needed to be computed.

The non-resonant background contributions from the high-n group (B) states to the total recombination is also included through a ”top-up” scheme as explained in Nahar (1996). This contribution is significant at low temperatures.

## 4 RESULTS AND DISCUSSIONS

The results of present calculations for Ni II and comparison with previous data are described in subsections below.

### 4.1 Low-n States: Photoionization Cross Sections

Partial photoionization cross sections ($`\sigma _{PI}`$) leaving the core in the ground state are obtained for 532 bound states of Ni II. (The total cross sections are reported in Bautista (1999).) The cross sections exhibit extensive autoionizing resonances that enhance the overall photoionization rates considerably.

State specific recombination rate coefficients are obtained from the partial photoionization cross sections. The percentage contributions and relative weight of individual bound states to the total $`\alpha _R`$ varies with temperature due to resonance structures and enhancement in the background cross sections at different energies. Some important features of photoionization cross sections related to recombination are illustrated in Figs. 1 and 2.

Fig. 1 presents $`\sigma _{PI}`$ of five states. The ground state of Ni II is an equivalent electron state, $`3d^9(^2D)`$, and is one of the dominant contributors at all temperatures because of its relatively large background photoionization cross sections even at high photon energies, as seen in the top panel, Fig. 1a. The state also exhibits high resonances at relatively higher eneries. The first excited state, $`3d^84s(^4F)`$, is also a dominant state which shows extensive resonances and enhanced background in the high energy region (Fig. 1b). Cross sections of excited states, $`3d^74s4p(^2G^o)`$ and $`3d^74s4p(^4G^o)`$ in Figs.1 c and d are examples of states that dominate the low temperature region because of their near threshold background raised by resonances, decay decay at higher energies. Fig. 1e illustrates the dominance of the state $`3d^8(^3F)4d(^2G)`$ at higher temperature by its dense and wide resonances in relatively high energy region. It is found that the summed contribution of the quartets dominates the total $`\alpha _R(T)`$ at lower temperature while that of the doublets contributes more at higher temperature.

The existence of photo-excitation-of-core (PEC) resonances (Yu & Seaton 1987) at high energies is also a reason for increased total recombination rate coefficients at high temperatures. These relatively wide resonances are observed in the photoionization cross sections of excited states with a valence electron. The PEC resonances are introduced when the core is excited via dipole allowed transitions, while the outer electron remains a spectator. Fig. 2 illustrates the wide and prominent PEC resonances in the cross sections of Rydberg series of states, $`3d^8nd(^2F)`$ where $`5dnd11d`$, of Ni II. The arrows point the PEC positions at the core thresholds, such as, $`{}_{}{}^{3}G_{}^{o}`$, $`{}_{}{}^{3}D_{}^{o}`$, $`{}_{}{}^{3}F_{}^{o}`$, etc (listed in Table 2) for dipole allowed transitions of the core ground state, $`{}_{}{}^{3}F`$. PEC resonances become more distinct with higher $`n`$.

### 4.2 High-n States: Collision Strengths for Dielectronic Recombination

The DR collision strengths, $`\mathrm{\Omega }(DR)`$, are obtained for recombination into the high-n states in the energy region $`\nu _{max}<\nu \mathrm{}`$ below each state of the core ion contributing to DR. The resonances in $`\mathrm{\Omega }(DR)`$ correspond to Rydberg series of states $`S_tL_t\pi _t\nu l`$ converging to the threshold $`S_tL_t\pi _t`$. $`\mathrm{\Omega }(DR)`$ is obtained in two forms: with detailed energy variation with resonances, and analytically averaged over resonances. The features of $`\mathrm{\Omega }(DR)`$ are illustrated in Fig. 3 where the dotted curves are the detailed ones with resonances, and the solid curves are resonance averaged. The lower panel presents $`\mathrm{\Omega }(DR)`$ below the 10 core states, thresholds for allowed transitions, while the upper panel presents the expanded features for the first three thresholds. The excited target thresholds, given in Table 2, are marked by arrows in the figure.

As $`\nu `$ increases, the resonances appear closer while the background rises (as seen in the solid curve) such that $`\mathrm{\Omega }(DR)`$ peaks sharply converging on to the threshold. That is, as $`\nu `$ increases the outer electron remains loosely bound in a highly excited state while the core decays radiatively. $`\mathrm{\Omega }(DR)`$ goes to zero beyond the threshold as the trapped electron flux in the closed channels below the threshold is released through excitation of the target state. We also note that $`\mathrm{\Omega }(DR)`$ is almost zero at the starting energy where $`\nu `$ = 10.0, indicating negligible radiation damping below this energy. For the total recombination rate coefficients presented here, we choose contrubutions from the resonance averaged $`\mathrm{\Omega }(DR)`$, rather than the detailed one, because of higher numerical accuracy.

In Fig. 3, the filled circles are the $`\mathrm{\Omega }(EIE)`$, collision strengths for electron impact excitation (EIE), at the excited target thresholds, These are obtained from (e+ Ni III) scattering calculations in the close coupling approximaton, as mentioned before. The comparison of $`\mathrm{\Omega }(EIE)`$ with $`<\mathrm{\Omega }(DR)>`$ provide a check of conservation of total electron-photon flux such that the trapped electron flux due to DR resonances below a threshold equals that released due to EIE at the threshold, i.e., $`<\mathrm{\Omega }(DR)>`$ should equal $`\mathrm{\Omega }(EIE)`$ (without the multipole potentials ipert=0). Comparison between the two values given in Table 2 show good agreement in general except at threshold $`x^3G^o`$ where the difference is large. The discrepancy can be explained by the presence of a near threshold resonance in $`\mathrm{\Omega }(EIE)`$ and insufficient energy resolution for both collision strengths.

### 4.3 State-specific and total recombination rate coefficients

We present both the state-specific and the total recombination rate coefficients for the recombined ion, Ni II. The total rates are obtained from the sum of the state specific rates along with the contributions from the high n states. The individual state recombination rates of the bound states are of importance in the determination of non-local thermodynamic equilibrium (NLTE) level population and recombination line intensities. State specific rates are obtained for 532 bound states of Ni II with n $``$ 10 and $`l9`$.

Table 3 presents the 20 dominant states in order of their contributions, for doublets and quartets separately, at temperatures T = 100, 1000, 10000, and 20000 K. The order of the contributing states varies with temperature depending on the resonance structures in $`\sigma _{PI}`$ with energies. The state specific rates at higher temperatures are somewhat underestimated since high-$`n`$ ($`n>10`$) DR contributions are not included individually. It should be noted that state specific rate coefficients are different from effective recombination rate coefficients, used in spectroscopic modeling, since the latter include contributions from higher bound states through radiative cascades.

The complete table for the state specific rates are available electronically. However, there may be some spectroscopic misidentification of states. The strong electron-electron correlation in Ni II introduces some complications in the quatum defect analysis for LS term identification. There are some cases when the same state can correspond to a few possible spectroscopic identifications, rather than a unique one. We also noted a few states missing in the calculated set but have been observed.

Table 4 presents the total electron-ion recombination rate coefficients, $`\alpha _R(T)`$, of Ni II recombining from Ni III ground state. The rates are given at temperatures from 10 to $`10^7`$K, with a temperature mesh of $`\mathrm{\Delta }log_{10}T`$ = 0.1. The solid curve in Fig. 4 shows $`log_{10}\alpha _R`$ vs. $`log_{10}T`$ and the basic features. As for other ions, the total (e+ion) recombination rate for Ni II is maximum at low temperatures due to dominance by radiative recombination. $`\alpha _R(T)`$ decreases by more than an order of magnitude as the temperature increases from $`log_{10}T(K)`$=1 to $`log_{10}T(K)`$ 4.4, but rises again at higher temperature because of dominant contributions of DR which peaks at about $`10^5`$ K, above which it falls smoothly. There is a small ”bump” in the rates, the low-temperature DR bump, at around $`10^3`$K due to near threshold autoionizing resonances in the photoionization cross sections. This bump has been observed in several other ions (e.g. Nahar & Pradhan 1997). We note that the contributions from the nonresonant background cross sections of high-n states, $`n_{max}<n\mathrm{}`$, to the total $`\alpha _R(T)`$ is considerable at low temperatures when the mean electron energy is in general low for forming autoionizing resonances contributing to DR.

Present total $`\alpha _R(T)`$ (solid curve) are compared with the recombination rate coefficients derived by Shull and Steenberg (1982) in Fig. 4. They derived the radiative recombination rates (dashed curve) by extrapolation along isoelectronic sequences, and obtained the dielectronic recombination rates (dotted curve) using the Burgess General formula (Burgess 1965). Their RR and DR rates have been added for the total (dot-dash curve). These values underestimate Ni II recombination rates in the low temperature region since the near threshold resonance structures were not considered in their data sources. The high temperature rates on the other hand are overestimated because the Burgess formula does not include: (i) the interference effect of the resonant DR and continuum background which is considerable for multi-electron systems, and (ii) the autoionization into excited core states in addition to the ground state. This latter process reduces DR considerably if the channel couplings are strong, as in the present case.

The accuracy of the present total recombination rate coefficients, $`\alpha _R(T)`$, for Ni II may be estimated to be about 30% in most of the temperature range, except at very high temperatures where the cross sections are extrapolated and at very low temperatures where resonances may require higher resolution. The accuracy estimate is based on the general agreement between the calculated and the observed energies, use of observed target energies for accurate resonance positions, the general accuracy of the CC method for photoionization cross sections, electron scattering, and DR collision strengths, and previous comparison between results of the unified method and experiment (e.g. Zhang, Nahar & Pradhan 1999).

Some effects not included here could improve the results. First, the relativistic effects could be important for this heavy, many electron ion. Although the unified treatment for (e+ion) recombination has been extended to include relativistic effects in the Breit-Pauli R-matrix approximation (Zhang & Pradhan 1997, Zhang, Nahar & Pradhan 1999) and employed for highly charged Li-like and He-like C and Fe (Nahar, Pradhan & Zhang 2000, 2001) we do not expect relativistic effects to be too important for Ni II. Also, by using a larger wavefunction expansion that includes states for core transitions at higher energies may somewhat enhance the recombination rates. However, additional calculations including these effects will require extensive computing resourses.

## 5 CONCLUSION

Total and state specific electron-ion recombination rate coefficients, $`\alpha _R(T)`$, are presented for e + Ni III $``$ Ni II. The calculations were carried out in the close coupling approximation employing a unified treatment. To our knowledge, this is the first detailed and accurate study for the recombination of Ni II. The partial photoionization cross sections of a large number of bound states are also presented. Present recombination rates, alongwith the total photoionization cross sections obtained with the same close coupling expansion (Bautista 1999), will provide self-consistent atomic data for accurate calculations of ionization balance for plasmas in photoionization or coronal equilibria. The total recombination rate coefficients differ considerably from the currently used values.

All data may be obtained from the first author by e-mail at: nahar@astronomy.ohio-state.edu.

This work was supported partially by the NSF (AST-987-0089) and the NASA Astrophysics Data Program. The computations were carried out at the Center for Computational Science at NASA Goddard Space Flight Center, and at the Ohio Supercomputer Center in Columbus, Ohio.


text:
# Two-qubit catalysis in a four-state pure bipartite system

## 1 Introduction

Consider the case of two people, Alice and Bob, who live far apart. Some time ago, Alice boarded a plane with some of her qubits, visited Bob in his laboratory, entangled her qubits with his, and returned home with her qubits. Together, their qubits form the known pure state $`|\psi `$. Now they wish to perform an experiment, but one which requires the joint system to be in the known pure state $`|\varphi `$. It would be very inconvenient for Alice to fly back to Bob’s lab, but it is easy for her to phone him. It would be nice if they could change the state $`|\psi `$ to the state $`|\varphi `$ by each of them operating locally on their portion of the system and exchanging classical information as necessary. Such a transformation is called an LOCC transformation (Local Operations and Classical Communication). Note that the local operations are not necessarily unitary nor are they confined to the qubits which form the entangled state. Both Alice and Bob may bring in ancilla qubits in various states of entanglement and entangle them with their local systems. However they do not have any ancillary quantum communication channels. In summary, Alice and Bob may perform arbitrary local operations on their local systems, but may only communicate using classical communication channels.

Majorization is a useful concept which relates to convexity. Given a vector $`\stackrel{}{\alpha }`$, let $`\alpha _{[1]}`$ be the largest component of the vector, $`\alpha _{[2]}`$ the second largest component, and so on. The n-long vector $`\stackrel{}{\alpha }`$ is majorized by the n-long vector $`\stackrel{}{\alpha }^{}`$ iff

$$\underset{i=1}{\overset{k}{}}\alpha _{[i]}\underset{i=1}{\overset{k}{}}\alpha _{[i]}^{}k=1,\mathrm{},n1$$

and

$$\underset{i=1}{\overset{n}{}}\alpha _{[i]}=\underset{i=1}{\overset{n}{}}\alpha _{[i]}^{}.$$

Nielsen’s Theorem  gives a necessary and sufficient condition for an LOCC to be possible. We will assume that all states have the same basis for their Schmidt decompositions. This assumption is not necessary for obtaining any of the results, but it simplies the notation and computation enormously. With this assumption, Nielsen’s Theorem reduces to the following:

Let $`|\psi =_{i=1}^n\sqrt{\alpha _i}|i_A|i_B`$ and $`|\varphi =_{i=1}^n\sqrt{\alpha _i^{}}|i_A^{}|i_B^{}`$ be pure bipartite states with respective Schmidt coefficients $`\alpha _1\alpha _2\mathrm{}\alpha _n0`$ and $`\alpha _1^{}\alpha _2^{}\mathrm{}\alpha _n^{}0`$. Then the transformation $`|\psi |\varphi `$ can be performed under LOCC iff the vector $`\stackrel{}{\alpha }`$ is majorized by the vector $`\stackrel{}{\alpha }^{}`$.

## 2 Catalysis

There are clearly cases where LOCC transformations cannot occur, i.e. when $`\stackrel{}{\alpha }`$ is not majorized by $`\stackrel{}{\alpha }^{}`$. However all is not necessarily lost for Alice and Bob; there is still the possibility of catalysis. Suppose that the Quantum Entanglement Savings Bank has branches in both Alice’s and Bob’s home town. The branch in Alice’s town has a qubit which is entangled with a qubit held by the branch in Bob’s town; we will assume that this is also a pure bipartite state of the form $`|\kappa =\sqrt{p}|00+\sqrt{1p}|11`$. Alice and Bob may borrow these qubits from the bank; however, the bank demands that the qubits be returned to them in exactly the same state $`|\kappa `$. (How exactly the bankers manage to verify this is not our problem.)

At first, this seems to be of no help. Certainly if Alice and Bob were allowed to tamper with the entanglement of $`|\kappa `$, they could use this to transmit quantum information and thus perform a larger class of operations. But such a process would reduce the Von Neumann entropy of the pair. Requiring the state $`|\kappa `$ at the end of the process effectively means that there can be no net transfer of entanglement from these ancillary particles to the original system (however one chooses to measure entanglement). Nevertheless, the resource of entanglement can be borrowed provided it is returned at the end.

In , Johnathan and Plenio examine the case when $`n=4`$. They show that the only case in which a transformation cannot be performed under LOCC but can be performed under LOCC with a catalyst is when

$$\alpha _1\alpha _1^{},\alpha _1+\alpha _2>\alpha _1^{}+\alpha _2^{},\alpha _4\alpha _4^{}$$
$`()`$
and they provide an example:

$$\begin{array}{ccccc}\hfill |\psi & =\sqrt{0.4}|00\hfill & +\sqrt{0.4}|11\hfill & +\sqrt{0.1}|22\hfill & \hfill +\sqrt{0.1}|33\\ \hfill |\varphi & =\sqrt{0.5}|00\hfill & +\sqrt{0.25}|11\hfill & +\sqrt{0.25}|22\hfill & \hfill +0|33\end{array}$$

They show the transformation cannot be performed under LOCC, but can be done with the addition of the catalyst

$$|\kappa =\sqrt{0.6}|00+\sqrt{0.4}|11.$$

To verify this example, we will note the following fact: If we let $`\beta _i`$ and $`\beta _i^{}`$ be the pure bipartite state coefficients of the augmented systems $`|\psi |\kappa `$ and $`|\varphi |\kappa `$, then $`\{\beta _i\}=\{\alpha _ip,\alpha _i(1p)\}`$ and $`\{\beta _i^{}\}=\{\alpha _i^{}p,\alpha _i^{}(1p)\}`$. By Nielsen’s Theorem, a catalytic conversion is possible iff $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$. It is thus easy to calculate the components of the augmented systems and verify that majorization occurs.

The proof of $`()`$ is fairly easy and straightforward. We will paraphrase Jonathan and Plenio’s proof here. Suppose transformation under catalysis is possible. Let $`K`$ be the largest component of the catalyst, and $`k`$ the smallest component. Then the first partial sums of the new source and target states will be $`K\alpha _1`$ and $`K\alpha _1^{}`$. Because LOCC is now possible, we have majorization and $`K\alpha _1K\alpha _1^{}`$ and hence $`\alpha _1\alpha _1^{}`$. Similarly, the penultimate partial sums will be $`1k\alpha _4`$ and $`1k\alpha _4^{}`$. Since majorization occurs, we have $`1k\alpha _41k\alpha _4^{}`$ and hence $`\alpha _4\alpha _4^{}`$. Now, we are also supposing that transformation is not possible under LOCC without the presence of a catalyst. Hence we must have $`\alpha \alpha ^{}`$. We have just shown $`\alpha _1\alpha _1^{}`$. Since $`\alpha _4\alpha _4^{}`$, we have

$$\alpha _1+\alpha _2+\alpha _3=1\alpha _41\alpha _4^{}=\alpha _1^{}+\alpha _2^{}+\alpha _3^{}.$$

Finally, the $`\alpha _i`$’s and $`\alpha _i^{}`$’s must sum to 1, so the fourth partial sums are equal. The only way majorization can fail to occur is in the second partial sum. Hence, we must have $`\alpha _1+\alpha _2>\alpha _1^{}+\alpha _2^{}`$. This completes the proof.

Thus, when in the $`n=4`$ case, $`()`$ is a necessary condition for catalysis to be effective with a pure bipartite two-qubits catalyst. However, if we restrict ourselves to catalysts of this form, the condition is not both necessary and sufficient. Zhou and Guo  give an example of a five-state system in which no two-qubit catalyst can effect an LOCC transformation. Here we will give an example with a four-state system. Consider the states

$$\begin{array}{ccccc}\hfill |\psi & =\sqrt{0.45}|00\hfill & +\sqrt{0.45}|11\hfill & +\sqrt{0.05}|22\hfill & \hfill +\sqrt{0.05}|33\\ \hfill |\varphi & =\sqrt{0.5}|00\hfill & +\sqrt{0.35}|11\hfill & +\sqrt{0.15}|22\hfill & \hfill +0|33\end{array}$$

They satisfies $`()`$; however if we apply a catalyst of the form

$$|\kappa =\sqrt{p}|00+\sqrt{1p}|11,$$

the pure state bipartite coefficients will be

$$\begin{array}{cc}\hfill \stackrel{}{\beta }& =(.45p,.45p,.05p,.05p,.45(1p),.45(1p),.05(1p),.05(1p))\hfill \\ \hfill \stackrel{}{\beta }^{}& =(.50p,.35p,.15p,0,.50(1p),.35(1p),.15(1p),0)\hfill \end{array}$$

where $`\beta `$ and $`\beta ^{}`$ are the vectors of eigenvalues of the joint system obtained by pairing $`|\psi `$ and $`|\varphi `$ respectively with the catalyst. Let $`\lambda _i`$ be the sum of the $`i`$ largest eigenvalues in the vector $`\stackrel{}{\beta }`$ and $`\lambda _i^{}`$ be the sum of the $`i`$ largest eigenvalues in the vector $`\stackrel{}{\beta }^{}`$. The condition of $`\stackrel{}{\beta }`$ being majorized by $`\stackrel{}{\beta }^{}`$ then becomes simply $`\lambda _i\lambda _i^{}`$ for all $`i`$.

The two largest eigenvalues in $`\stackrel{}{\beta }`$ are both $`.45p`$ and hence $`\lambda _2=.9p`$. Let us suppose $`p>10/17`$. Then $`.35p>.50(1p)`$ and $`\lambda _2^{}=.85p`$. Thus, $`\lambda _2>\lambda _2^{}`$ and we cannot perform an LOCC. On the other hand, suppose $`1/2p10/17`$. In this case, the four largest eigenvalues of $`\stackrel{}{\beta }`$ are $`.45p`$, $`.45p`$, $`.45(1p)`$, and $`.45(1p)`$ yielding $`\lambda _4=.9`$. The four largest eigenvalues of $`\stackrel{}{\beta }^{}`$ are $`.50p`$, $`.50(1p)`$, $`.35p`$, and $`.35(1p)`$ yielding $`\lambda _4^{}=.85`$. Thus, $`\lambda _4>\lambda _4^{}`$ and again we cannot perform an LOCC.

This naturally raises the question “What is a necessary and sufficient condition to perform catalytic conversion under this set-up?” We have already seen that $`()`$ is necessary. It is easy to see that $`()`$ is equivalent to the following:

$$ϵ_10,ϵ_2>0,ϵ_30\text{ such that}$$
$`()`$
$$\begin{array}{cc}\hfill \alpha _1^{}& =\alpha _1+ϵ_1\hfill \\ \hfill \alpha _2^{}& =\alpha _2ϵ_1ϵ_2\hfill \\ \hfill \alpha _3^{}& =\alpha _3+ϵ_2+ϵ_3\hfill \\ \hfill \alpha _4^{}& =\alpha _4ϵ_3.\hfill \end{array}$$

In illustration, let us look back at Jonathan and Plenio’s example:

$$\begin{array}{ccccc}\hfill |\psi & =\sqrt{0.4}|00\hfill & +\sqrt{0.4}|11\hfill & +\sqrt{0.1}|22\hfill & \hfill +\sqrt{0.1}|33\\ \hfill |\varphi & =\sqrt{0.5}|00\hfill & +\sqrt{0.25}|11\hfill & +\sqrt{0.25}|22\hfill & \hfill +0|33\\ & & & & \\ \hfill |\kappa & =\sqrt{0.6}|00\hfill & +\sqrt{0.4}|11\hfill & & \hfill \end{array}$$

Here we have $`\alpha _1=.4`$, $`\alpha _2=.4`$, $`\alpha _3=.1`$, $`\alpha _4=.1`$, $`ϵ_1=.1`$, $`ϵ_2=.05`$, and $`ϵ_3=.1`$. Also, $`p=.6`$.

Theorem: Let

$$m=\mathrm{max}(\frac{\alpha _2ϵ_1}{\alpha _1+ϵ_1},\frac{\alpha _4ϵ_3}{\alpha _3+ϵ_3},\frac{ϵ_2}{ϵ_1})$$

and

$$M=\mathrm{min}(\frac{\alpha _3+ϵ_3}{\alpha _2ϵ_1},\frac{ϵ_3}{ϵ_2})$$

(We take $`m=+\mathrm{}`$ if $`ϵ_1=0`$.) The transformation $`|\psi |\varphi `$ cannot be performed under LOCC by itself but can be performed under LOCC with a two-qubit pure bipartite state catalyst $`|\kappa `$ if and only if $`()`$ holds as above and $`mM`$. Moreover if this is the case, then $`|\kappa `$ will be a valid catalyst for $`|\psi |\varphi `$ iff

$$m\frac{1p}{p}M$$

## 3 The Proof

The proof itself is rather cumbersome. Because of this, we will give a preliminary overview to help the reader follow the logic. We will start by using a few simple observations to reduce the requirements of the proof. We will then start out assuming that we are in the situation where catalysis occurs, and use this fact to gain information about $`\lambda `$ and $`\lambda ^{}`$. It will turn out that the condition of majorization forces only one possible choice for the $`\lambda _i^{}`$’s, and we will then compute them. There will, unfortunately, be many choices for $`\lambda `$; however, each $`\lambda _i`$ will be limited. By breaking each one up into a few cases, we can determine conditions that work for each case. (This is the bulk of the proof, Sections 3.5 through 3.12. They are, frankly, tedious to check and the reader may wish to skip them.) It is useful to note that there is a certain symmetry among the cases; in general, the $`\lambda _i`$ case is the mirror of the $`\lambda _{8i}`$ case. (The $`\lambda _8`$ case itself is merely $`1=1`$.) Finally, we will show that the argument used for the forward direction of the theorem is completely reversible and provides a proof for the backward direction as well.

We will now begin the proof with a few preliminaries. First, the quantity $`(1p)/p`$ occurs frequently in our calculations; it will be convenient to refer to it as $`r`$. Note that $`p=1/(1+r)`$. Since all the arguments of $`m`$ are positive, $`m0`$. Since $`\alpha _2^{}\alpha _3^{}`$, $`\alpha _2ϵ_1ϵ_2\alpha _3+ϵ_2+ϵ_3`$, we have $`\alpha _2ϵ_1\alpha _3+ϵ_3`$. Thus $`(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)1`$. This implies $`M1`$. Therefore, if $`mrM`$, $`0r1`$ and so $`1/2p1`$. Therefore, every $`r`$ between $`m`$ and $`M`$ will produce a $`p`$ in the valid range between $`1/2`$ and $`1`$.

Also, let us look at the vectors $`\stackrel{}{\beta }`$ and $`\stackrel{}{\beta }^{}`$. We have noted that the components of $`\stackrel{}{\beta }`$ are $`\alpha _1p`$, $`\alpha _2p`$, $`\alpha _3p`$, $`\alpha _4p`$, $`\alpha _1(1p)`$, $`\alpha _2(1p)`$, $`\alpha _3(1p)`$ and $`\alpha _4(1p)`$ and similarly for $`\stackrel{}{\beta }^{}`$. We know $`\alpha _1\alpha _2\alpha _3\alpha _4`$ and $`p(1p)`$. Therefore, we have

$$\alpha _1p\alpha _2p\alpha _3p\alpha _4p$$

$$\alpha _1(1p)\alpha _2(1p)\alpha _3(1p)\alpha _4(1p).$$

We also know that $`\alpha _ip\alpha _i(1p)`$ for $`i=1,\mathrm{},4`$. However, we do not a priori have any additional knowledge about the ordering of the components.

We will now prove a simple lemma:

Lemma: Suppose

$$\frac{a}{b}\frac{c}{d}.$$

Then

$$\frac{a}{b}\frac{a+c}{b+d}\frac{c}{d}.$$

The proof is completely trivial. Multiplying out the inequality in the hypothesis yields $`adbc`$. Adding $`ab`$ to both sides yields the first inequality and adding $`cd`$ to both sides yields the second. Despite the simplicity of this lemma, it will frequently prove useful.

Our next observation is that the first part of the theorem follows immediately from the second part. If $`m>M`$, then it is impossible to pick $`r`$ such that $`mrM`$. Therefore there will be no valid catalysts of the appropriate form and thus catalysis cannot occur. On the other hand, if $`mM`$, we simply choose $`r`$ such that $`mrM`$. In that case $`|\kappa `$ will allow catalytic conversion to take place, and hence catalysis is possible.

To prove the second part of the theorem, fix two pure bipartite states $`|\psi `$ and $`|\varphi `$ which satisfy $`()`$ and fix a catalyst $`|\kappa `$. Let $`m`$, $`M`$, and $`r`$ be as specified above. By Nielsen’s Theorem, $`|\kappa `$ is a valid catalyst for an LOCC transformation iff $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$. This reduces the argument to proving the following statement: $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$ if and only if $`mrM`$.

We begin with the forward direction: Assume that $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$. We will use this assumption to find a set of restrictions on $`r`$.

### 3.1 The first two components: $`r\frac{\alpha _2^{}}{\alpha _1^{}}`$

Suppose $`r<\alpha _2^{}/\alpha _1^{}`$. Then $`\alpha _2^{}p>\alpha _1^{}(1p)`$, i.e. $`(\alpha _2ϵ_1ϵ_2)p>(\alpha _1+ϵ_1)(1p)`$. This implies $`\alpha _2p>\alpha _1(1p)`$. We know that $`\alpha _1p`$ is the largest component of $`\stackrel{}{\beta }`$. Since $`\alpha _2p>\alpha _1(1p)`$, we know that $`\alpha _2p`$ is the second largest component. Therefore, the sum of the two largest components of $`\stackrel{}{\beta }`$ is

$$\lambda _2=\alpha _1p+\alpha _2p.$$

But we also know that $`\alpha _2^{}p>\alpha _1^{}(1p)`$ and so the two largest components $`\stackrel{}{\beta }^{}`$ are $`\alpha _1^{}p`$ and $`\alpha _2^{}p`$. Thus

$$\begin{array}{cc}\hfill \lambda _2^{}& =\alpha _1^{}p+\alpha _2^{}p\hfill \\ & =\alpha _1p+ϵ_1p+\alpha _2pϵ_1pϵ_2p\hfill \\ & =\alpha _1p+\alpha _2pϵ_2p\hfill \\ & <\alpha _1p+\alpha _2p\hfill \\ & =\lambda _2\hfill \end{array}$$

But $`\stackrel{}{\beta }^{}`$ majorizes $`\stackrel{}{\beta }`$ and so $`\lambda _2^{}\lambda _2`$. This is a contradiction, so we must have $`r\alpha _2^{}/\alpha _1^{}`$.

### 3.2 The second and third components: $`r\frac{\alpha _3^{}}{\alpha _2^{}}`$

Proof: Suppose $`r>\alpha _3^{}/\alpha _2^{}`$. Then $`\alpha _2^{}(1p)>\alpha _3^{}p`$. From the proof of Step 1, we know the two largest components of $`\stackrel{}{\beta }^{}`$ are $`\alpha _1^{}p`$, $`\alpha _1^{}(1p)`$. The component $`\alpha _2^{}p`$ is larger than any of the remaining components, so it is the third largest. The preceeding inequality shows that $`\alpha _2^{}(1p)`$ is the fourth largest component. Hence,

$$\lambda _4^{}=\alpha _1^{}+\alpha _2^{}=\alpha _1+\alpha _2ϵ_2.$$

Consider $`\stackrel{}{\beta }`$. We know that $`\alpha _1p`$, $`\alpha _1(1p)`$, $`\alpha _2p`$, and $`\alpha _2(1p)`$ are four components of this vector. If they are the four largest, then $`\lambda _4=\alpha _1+\alpha _2`$. If they are not the four largest, then $`\lambda _4>\alpha _1+\alpha _2`$. In either case, we have

$$\begin{array}{cc}\hfill \lambda _4& \alpha _1+\alpha _2\hfill \\ & >\alpha _1+\alpha _2ϵ_2\hfill \\ & =\lambda _4^{}\hfill \end{array}$$

But again, $`\stackrel{}{\beta }^{}`$ majorizes $`\stackrel{}{\beta }`$ and so $`\lambda _4^{}\lambda _4`$. This is another contradiction, so we must have $`r\alpha _3^{}/\alpha _2^{}`$.

### 3.3 The last two components: $`r\frac{\alpha _4^{}}{\alpha _3^{}}`$

Proof: This argument exactly mirrors the argument of 3.1. If the condition on $`r`$ were false, then $`\alpha _3(1p)`$ and $`\alpha _4(1p)`$ would be the smallest components of $`\stackrel{}{\beta }`$, and $`\alpha _3^{}(1p)`$ and $`\alpha _4^{}(1p)`$ the smallest components of $`\stackrel{}{\beta }^{}`$. Hence $`\lambda _6^{}=\alpha _1+\alpha _2+\alpha _3p+\alpha _4pϵ_2(1p)`$ and $`\lambda _6=\alpha _1+\alpha _2+\alpha _3p+\alpha _4p`$. Once again we would have $`\lambda _6^{}<\lambda _6`$, which cannot occur because $`\stackrel{}{\beta }^{}`$ majorizes $`\stackrel{}{\beta }`$. Therefore, we must have $`r\alpha _4^{}/\alpha _3^{}`$

### 3.4 Computing the $`\lambda _i^{}`$’s.

We now know the ordering of the components of $`\stackrel{}{\beta }^{}`$ for valid catalysts: We know $`\alpha _1^{}p\alpha _1^{}(1p)`$ since $`p(1p)`$. We have $`\alpha _1^{}(1p)\alpha _2^{}p`$ by 3.1. We know $`\alpha _2^{}p\alpha _3^{}p`$ since $`\alpha _2^{}\alpha _3^{}`$. We have $`\alpha _3^{}p\alpha _2^{}(1p)`$ by 3.2. We know $`\alpha _2^{}(1p)\alpha _3^{}(1p)`$ since $`\alpha _2^{}\alpha _3^{}`$. We have $`\alpha _3^{}(1p)\alpha _4^{}p`$ by 3.3. And we have $`\alpha _4^{}p\alpha _4^{}(1p)`$ since $`p(1p)`$. This means we can calculate the $`\lambda _i^{}`$’s:

$$\begin{array}{cc}\lambda _1^{}\hfill & =\alpha _1p+ϵ_1p\hfill \\ \lambda _2^{}\hfill & =\alpha _1+ϵ_1\hfill \\ \lambda _3^{}\hfill & =\alpha _1+\alpha _2p+ϵ_1(1p)ϵ_2p\hfill \\ \lambda _4^{}\hfill & =\alpha _1+\alpha _2p+\alpha _3p+ϵ_1(1p)+ϵ_3p\hfill \\ \lambda _5^{}\hfill & =\alpha _1+\alpha _2+\alpha _3pϵ_2(1p)+ϵ_3p\hfill \\ \lambda _6^{}\hfill & =\alpha _1+\alpha _2+\alpha _3+ϵ_3\hfill \\ \lambda _7^{}\hfill & =\alpha _1+\alpha _2+\alpha _3+\alpha _4p+ϵ_3(1p)\hfill \\ \lambda _8^{}\hfill & =\alpha _1+\alpha _2+\alpha _3+\alpha _4=1\hfill \end{array}$$

Since we are assuming that $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$, we know that $`\lambda _i^{}\lambda _i`$ for $`i=1,\mathrm{},8`$ with equality holding for $`i=8`$. We will analyze each of these inequalities and see what restrictions they place on $`r`$.

### 3.5 The first sum: $`\lambda _1^{}\lambda _1`$ always holds.

We know that $`\alpha _1p`$ is the largest component in $`\stackrel{}{\beta }`$ so $`\lambda _1=\alpha _1p`$. Thus $`\lambda _1^{}=\lambda _1+ϵ_1p`$ and we have $`\lambda _1^{}\lambda _1`$. This inequality always holds and there is no further restriction on $`r`$.

### 3.6 The second sum: $`\lambda _2^{}\lambda _2`$ iff $`r(\alpha _2ϵ_1)/(\alpha _1+ϵ_1)`$.

For this step, we will divide the proof into two cases. First, suppose that $`r\alpha _2/\alpha _1`$. This implies that $`\alpha _1(1p)\alpha _2p`$. Thus $`\lambda _2=\alpha _1p+\alpha _2p`$. Therefore, the following inequalities are equivalent:

$$\begin{array}{cc}\hfill \lambda _2^{}& \lambda _2\hfill \\ \hfill \alpha _1+ϵ_1& \alpha _1p+\alpha _2p\hfill \\ \hfill (\alpha _1+ϵ_1)/(\alpha _1+\alpha _2)& p=1/(1+r)\hfill \\ \hfill 1+r& (\alpha _1+\alpha _2)/(\alpha _1+ϵ_1)\hfill \\ \hfill r& (\alpha _2ϵ_1)/(\alpha _1+ϵ_1)\hfill \end{array}$$

which is the desired inequality.

For the second case, suppose that $`r>\alpha _2/\alpha _1`$. This implies that $`\alpha _1(1p)>\alpha _2p`$. Thus $`\lambda _2=\alpha _1`$. Since $`\lambda _2^{}=\alpha _1+ϵ_1`$, we have $`\lambda _2^{}\lambda _2`$. But

$$\alpha _2/\alpha _1>(\alpha _2ϵ_1)/(\alpha _1+ϵ_1),$$

so $`r>\alpha _2/\alpha _1`$ implies $`r(\alpha _2ϵ_1)/(\alpha _1+ϵ_1)`$. Therefore both inequalities are always true in this case.

We have therefore shown the desired equivalence.

### 3.7 The third sum: $`\lambda _3^{}\lambda _3`$ iff $`r(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$ and $`rϵ_2/ϵ_1`$.

Again, we will split this into two cases. First, suppose $`r\alpha _3/\alpha _1`$. This implies that $`\alpha _1(1p)\alpha _3p`$. Then by the same reasoning as above, $`\alpha _1p`$, $`\alpha _2p`$, and $`\alpha _3p`$ are the three largest components of $`\stackrel{}{\beta }`$. Hence $`\lambda _3=\alpha _1p+\alpha _2p+\alpha _3p`$. Therefore the following inequalities are equivalent:

$$\begin{array}{cc}\hfill \lambda _3^{}& \lambda _3\hfill \\ \hfill \alpha _1+\alpha _2p+ϵ_1(1p)ϵ_2p& \alpha _1p+\alpha _2p+\alpha _3p\hfill \\ \hfill r& (\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)\hfill \end{array}$$

Notice also, that we have assumed $`r\alpha _3/\alpha _1`$. Since $`r(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$, our preliminary lemma implies $`rϵ_2/ϵ_1`$. Conversely, if $`r(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$, then $`\lambda _3^{}\lambda _3`$.

The second case, $`r>\alpha _3/\alpha _1`$, is the opposite of the first. Here $`\lambda _3=\alpha _1+\alpha _2p`$. This leads to $`\lambda _3^{}\lambda _3rϵ_2/ϵ_1`$. Also, we have assumed $`r>\alpha _3/\alpha _1`$ and shown $`rϵ_2/ϵ_1`$, so by the preliminary lemma $`r(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$. Conversely, if $`rϵ_2/ϵ_1`$ and $`r(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$, then $`\lambda _3^{}\lambda _3`$.

We have therefore shown the desired equivalence.
Remark: Notice that this step shows that $`ϵ_1>0`$ is necessary for catalysis to occur.

### 3.8 The fourth sum: $`\lambda _4^{}\lambda _4`$ iff $`r(\alpha _4ϵ_3)/(\alpha _1+ϵ_1)`$ and $`r(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)`$.

The argument for this is practically the same as Step 7, only we have three cases. For the first case, suppose $`r\alpha _4/\alpha _1`$. This implies that $`\alpha _1(1p)\alpha _4p`$. Hence $`\lambda _4=\alpha _1p+\alpha _2p+\alpha _3p+\alpha _4p`$. In this case the condition $`\lambda _4^{}\lambda _4`$ is true iff $`r(\alpha _4ϵ_3)/(\alpha _1+ϵ_1)`$. Also, we have assumed $`r\alpha _4/\alpha _1`$ and we know that $`\alpha _4\alpha _3\alpha _3+ϵ_3`$ and $`\alpha _1\alpha _2\alpha _2ϵ_1`$. Thus $`r(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)`$. Conversely, if both these inequalities hold, then $`\lambda _4^{}\lambda _4`$.

For our second case, suppose $`\alpha _4/\alpha _1<r\alpha _3/\alpha _2`$. (We are only guaranteed that $`\alpha _4/\alpha _1\alpha _3/\alpha _2`$, so this case may not occur.) Then we get $`\lambda _4=\alpha _1+\alpha _2p+\alpha _3p`$ and $`\lambda _4^{}\lambda _4ϵ_1+ϵ_3pϵ_1p`$. But $`p1`$ so $`ϵ_1>ϵ_1p`$ and hence we always have $`\lambda _4^{}\lambda _4`$. Likewise, since $`\alpha _4/\alpha _1<r\alpha _3/\alpha _2`$, both $`r(\alpha _4ϵ_3)/(\alpha _1+ϵ_1)`$ and $`r(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)`$ will always hold.

For the final case, suppose $`r>\alpha _3/\alpha _2`$. This implies $`\alpha _2(1p)>\alpha _3p`$ and thus $`\lambda _4=\alpha _1+\alpha _2`$. Therefore, $`\lambda _4^{}\lambda _4r(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)`$. Additionally, $`r>\alpha _3/\alpha _2(\alpha _4ϵ_3)/(\alpha _1+ϵ_1)`$. Conversely, if both these inequalities hold, then $`\lambda _4^{}\lambda _4`$.

We have therefore shown the desired equivalence.

### 3.9 The fifth sum: $`\lambda _5^{}\lambda _5`$ iff $`r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$ and $`rϵ_3/ϵ_2`$.

Fortunately we are back down to considering just two cases. For the first, suppose $`r\alpha _4/\alpha _2`$. Then $`\alpha _2(1p)\alpha _4p`$ and thus $`\lambda _5=\alpha _1+\alpha _2p+\alpha _3p+\alpha _4p`$. Again we can manipulate the inequality to get, $`\lambda _5^{}\lambda _5r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$. Notice also, that we have assumed $`r\alpha _4/\alpha _2`$. Since $`r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$, and our preliminary lemma implies $`rϵ_3/ϵ_2`$. Conversely, if $`r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$, then $`\lambda _5^{}\lambda _5`$.

For the second case $`r>\alpha _4/\alpha _2`$. This implies $`\lambda _5=\alpha _1+\alpha _2+\alpha _3p`$ and $`\lambda _5^{}\lambda _5rϵ_3/ϵ_2`$. Also, we have assumed $`r>\alpha _4/\alpha _2`$. Since $`rϵ_3/ϵ_2`$, the preliminary lemma again implies $`r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$. Conversely, if $`rϵ_3/ϵ_2`$, then $`\lambda _5^{}\lambda _5`$.

We have therefore shown the desired equivalence.
Remark: Notice that we require $`r(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$. Since both the numerator and denominator are positive, this requires $`r`$ to be positive. But we also require $`rϵ_3/ϵ_2`$. If $`ϵ_3=0`$, this is not possible. Therefore this step shows that $`ϵ_3>0`$ is necessary for catalysis to occur. Hence the weak inequalities in $`()`$ and $`()`$ may be replaced by strict inequalities. (Strictly speaking, we have only shown this for a 2-state catalyst. However it is easy to generalize this argument to an arbitrary $`n`$-state catalyst by considering the sums of the $`n+1`$ and $`3n1`$ largest components of the $`4n`$-long vectors.)

### 3.10 The sixth sum: $`\lambda _6^{}\lambda _6`$ iff $`r(\alpha _4ϵ_3)/(\alpha _3+ϵ_3)`$.

Again, we consider two cases. First, suppose $`r\alpha _4/\alpha _3`$. This implies $`\alpha _3(1p)\alpha _4p`$ and $`\lambda _6=\alpha _1+\alpha _2+\alpha _3p+\alpha _4p`$. Therefore, $`\lambda _6^{}\lambda _6r(\alpha _4ϵ_3)/(\alpha _3+ϵ_3)`$.

Now suppose $`r>\alpha _4/\alpha _3`$. This implies $`\lambda _6=\alpha _1+\alpha _2+\alpha _3`$. Hence $`\lambda _6^{}\lambda _6\alpha _1+\alpha _2+\alpha _3+ϵ_3\alpha _1+\alpha _2+\alpha _3`$ which is always true since $`ϵ_30`$. Moreover, since we are assuming $`r>\alpha _4/\alpha _3`$, we always have $`r(\alpha _4ϵ_3)/(\alpha _3+ϵ_3)`$.

We have therefore shown the desired equivalence.

### 3.11 The seventh sum: $`\lambda _7^{}\lambda _7`$ always holds.

We know that $`\alpha _4(1p)`$ is the smallest component in $`\stackrel{}{\beta }`$ so $`\lambda _7=\alpha _1+\alpha _2+\alpha _3+\alpha _4p`$. Thus $`\lambda _7^{}=\lambda _7+ϵ_3(1p)`$ and we have $`\lambda _7^{}\lambda _7`$. This inequality always holds and there is no further restriction on $`r`$.

### 3.12 The last sum: $`\lambda _8^{}=\lambda _8`$ always holds.

Since $`\lambda _8=\alpha _1+\alpha _2+\alpha _3+\alpha _4=\lambda _8^{}`$, this is automatically true and no further restrictions are placed on $`r`$.

### 3.13 Combining the restrictions: $`mrM`$.

If we check back through 3.1-3.12, we see that if $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$, then $`r`$ must be greater than or equal to each of the following terms:

$$\frac{\alpha _2^{}}{\alpha _1^{}},\frac{\alpha _4^{}}{\alpha _3^{}},\frac{\alpha _2ϵ_1}{\alpha _1+ϵ_1},\frac{\alpha _3+ϵ_2}{\alpha _1+ϵ_1},\frac{ϵ_2}{ϵ_1},\frac{\alpha _4ϵ_3}{\alpha _1+ϵ_1},\frac{\alpha _4ϵ_3}{\alpha _2ϵ_2},\frac{\alpha _4ϵ_3}{\alpha _3+ϵ_3}.$$

However $`\alpha _2^{}/\alpha _1^{}`$, $`(\alpha _3+ϵ_2)/(\alpha _1+ϵ_1)`$, and $`(\alpha _4ϵ_3)/(\alpha _1+ϵ_1)`$ are less than $`(\alpha _2ϵ_1)/(\alpha _1+ϵ_1)`$; and $`\alpha _4^{}/\alpha _3^{}`$ and $`(\alpha _4ϵ_3)/(\alpha _2ϵ_2)`$ are less than $`(\alpha _4ϵ_3)/(\alpha _3+ϵ_3)`$. Therefore, it is only necessary to require

$$r\frac{\alpha _2ϵ_1}{\alpha _1+ϵ_1},\frac{\alpha _4ϵ_3}{\alpha _3+ϵ_3},\frac{ϵ_2}{ϵ_1}$$

In other words, we require $`rm`$.

Similarly, from 3.1-3.12, $`r`$ must be less than or equal to the following terms:

$$\frac{\alpha _3^{}}{\alpha _2^{}},\frac{\alpha _3+ϵ_3}{\alpha _2ϵ_1},\frac{ϵ_3}{ϵ_2}$$

However $`\alpha _3^{}/\alpha _2^{}`$ is greater than $`(\alpha _3+ϵ_3)/(\alpha _2ϵ_1)`$. Therefore, it is only necessary to require

$$r\frac{\alpha _3+ϵ_3}{\alpha _2ϵ_1},\frac{ϵ_3}{ϵ_2}$$

In other words, we require $`rM`$.
We have now completed the first direction of the proof, $`\stackrel{}{\beta }`$ majorized by $`\stackrel{}{\beta }^{}`$ implies $`mrM`$.

### 3.14 The other direction: $`mrM`$ implies $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$.

Assume that $`mrM`$. Note that the if and only if statements of 3.5 through 3.12 depend upon the results derived in 3.1 through 3.4. We will now derive them for this direction. Since $`\alpha _2^{}/\alpha _1^{}mr`$, we have $`\alpha _2^{}p\alpha _1^{}(1p)`$. Since $`\alpha _3^{}/\alpha _2^{}Mr`$, we have $`\alpha _3^{}p\alpha _2^{}(1p)`$. Since $`\alpha _4^{}/\alpha _3^{}mr`$, we have $`\alpha _4^{}p\alpha _3^{}(1p)`$. This fixes the ordering of the components and thus the calculation of the $`\lambda _i^{}`$’s done in 3.4 holds in this particular case.

We now know the results of 3.1-3.4 hold. Also, we know that all of the inequalities listed in 3.13 are true. Thus we may use the equivalences shown in 3.5-3.12 and conclude that $`\lambda _i^{}\lambda _i`$ for $`i=1,\mathrm{},8`$ with equality holding for $`i=8`$. Therefore, $`\stackrel{}{\beta }`$ is majorized by $`\stackrel{}{\beta }^{}`$.
This completes the proof of the theorem.

## 4 Conclusions

Note that the arguments of the min and max functions which determine $`m`$ and $`M`$ are of a special form. Three of them,

$$\frac{\alpha _2ϵ_1}{\alpha _1+ϵ_1},\frac{\alpha _3+ϵ_3}{\alpha _2ϵ_1},\frac{\alpha _4ϵ_3}{\alpha _3+ϵ_3}$$

are ratios of the form $`\alpha _i^{}/\alpha _{i+1}^{}`$ with $`ϵ_2`$ replaced by 0. The other two ratios,

$$\frac{ϵ_2}{ϵ_1},\frac{ϵ_3}{ϵ_2}$$

compare the sizes of $`ϵ_1`$ and $`ϵ_3`$ to $`ϵ_2`$.

The quantity $`ϵ_2`$ can be considered a measure of how much majorization is violated in the uncatalyzed system. Similarly, $`ϵ_1`$ and $`ϵ_3`$ are the amount of “slack” we are given to work with in the other components. If $`ϵ_2`$ is large with respect to $`ϵ_1`$, $`m`$ becomes large; if it is large with respect to $`ϵ_3`$, $`M`$ becomes small. We thus require enough “slack” on both ends to make up for the “bulge” in the middle. These notions of “bulge” and “slack” can be formalized by looking at the areas bounded between the Lorenz curves generated by $`\stackrel{}{\alpha }`$ and $`\stackrel{}{\alpha }^{}`$. See  for further details.

The other quantities are ratios of the components in the limiting case where no catalysis is necessary. This corresponds to looking at the slopes of the two Lorenz curves.

Finally, we note that this paper deals only with the case of a 4-particle system evenly divided between two parties and a 2-particle catalyst similarly divided. Moreover, we assume that all pieces of this system have the same Schmidt basis. This is clearly not the most general case one could consider. The next logical generalization would be to analyze the case of a 4-particle system and $`2n`$-particle catalyst, all with the same Schmidt basis.

## 5 Some Examples

We will now return to the examples discussed at the beginning of the paper. Jonathan and Plenio’s catalysis example had

$$\begin{array}{ccccc}\hfill |\psi & =\sqrt{0.4}|00\hfill & +\sqrt{0.4}|11\hfill & +\sqrt{0.1}|22\hfill & \hfill +\sqrt{0.1}|33\\ \hfill |\varphi & =\sqrt{0.5}|00\hfill & +\sqrt{0.25}|11\hfill & +\sqrt{0.25}|22\hfill & \hfill +0|33\\ & & & & \\ \hfill |\kappa & =\sqrt{0.6}|00\hfill & +\sqrt{0.4}|11\hfill & & \hfill \end{array}$$

This becomes $`\alpha _1=.4`$, $`\alpha _2=.4`$, $`\alpha _3=.1`$, $`\alpha _4=.1`$, $`ϵ_1=.1`$, $`ϵ_2=.05`$, and $`ϵ_3=.1`$. Thus

$$m=\mathrm{max}(\frac{.3}{.5},\frac{0}{.2},\frac{.05}{.1})=\frac{3}{5}$$

and

$$M=\mathrm{min}(\frac{.2}{.3},\frac{.1}{.05})=\frac{2}{3}$$

Since $`mM`$, catalysis is possible and any $`|\kappa `$ with $`3/5r2/3`$ will be a valid catalyst – in other words, $`3/5p5/8`$. In this example, $`p=3/5`$.

In the second example above, we had

$$\begin{array}{ccccc}\hfill |\psi & =\sqrt{0.45}|00\hfill & +\sqrt{0.45}|11\hfill & +\sqrt{0.05}|22\hfill & \hfill +\sqrt{0.05}|33\\ \hfill |\varphi & =\sqrt{0.5}|00\hfill & +\sqrt{0.35}|11\hfill & +\sqrt{0.15}|22\hfill & \hfill +0|33\\ & & & & \\ \hfill |\kappa & =\sqrt{p}|00\hfill & +\sqrt{1p}|11\hfill & & \hfill \end{array}$$

This becomes $`\alpha _1=.45`$, $`\alpha _2=.45`$, $`\alpha _3=.05`$, $`\alpha _4=.05`$, $`ϵ_1=.05`$, $`ϵ_2=.05`$, and $`ϵ_3=.05`$. Thus

$$m=\mathrm{max}(\frac{.4}{.5},\frac{0}{.1},\frac{.05}{.05})=1$$

and

$$M=\mathrm{min}(\frac{.1}{.4},\frac{.05}{.05})=\frac{1}{4}$$

Since $`m>M`$, catalysis is not possible for any value of $`p`$, as we have already seen.

## 6 Existence of Specific Values

We have seen above that the value of $`m`$ must be positive and the value of $`M`$ must be less than 1. Also, since $`M`$ is the minimum of two positive quantities, $`M`$ must be positive. Therefore, we can pose the question:

Given numbers $`m_0`$ and $`M_0`$ with $`0<m_0`$ and $`0<M_0<1`$, do there exists states $`|\psi `$ and $`|\varphi `$ satisfying $`()`$ for which $`m=m_0`$ and $`M=M_0`$?

The answer to this question is yes, and we will proceed to give a construction. We first consider the case where $`m_01`$. Choose a positive number $`\mu `$ with

$$\mu <\mathrm{min}(\frac{1}{2}\frac{1M_0}{1+M_0},\frac{1}{2}\frac{1m_0/2}{1+2M_0})$$

and let

$$a=\left(\frac{2}{m_0+2}\right)^2.$$

Let $`|\psi `$ and $`|\varphi `$ be the states given by

$$\begin{array}{cc}\hfill \alpha _1& =a(1\mu )\hfill \\ \hfill \alpha _2& =a(m_0/2+(m_0+1)\mu )\hfill \\ \hfill \alpha _3& =a(m_0/2(M_0+1)m_0\mu \hfill \\ \hfill \alpha _4& =a(m_0^2/4+M_0m_0\mu )\hfill \\ \hfill \alpha _1^{}& =a\hfill \\ \hfill \alpha _2^{}& =am_0/2\hfill \\ \hfill \alpha _3^{}& =am_0/2\hfill \\ \hfill \alpha _4^{}& =am_0^2/4\hfill \end{array}$$

Since $`m_01`$, it is clear that the $`\alpha _i^{}`$’s are in decreasing order and one can easily verify that they sum to 1. The fact that $`\mu <1/2(1m/2)/(1+2M)`$ implies that the $`\alpha _i`$’s are in decreasing order and it is easy to verify that they also sum to 1. Computing the $`ϵ_i`$’s, we get

$$ϵ_1=\mu a,ϵ_2=m_0\mu a,ϵ_3=M_0m_0\mu a.$$

Performing the calculation of $`m`$ and $`M`$, we obtain

$$\begin{array}{ccc}\hfill m& =\mathrm{max}(\frac{m_0}{2}(1+2\mu ),\frac{m_0}{2}\frac{1}{12\mu },m_0)& =m_0\hfill \\ \hfill M& =\mathrm{min}(\frac{12\mu }{1+2\mu },M_0)& =M_0.\hfill \end{array}$$

Here, the fact that $`m_0`$ is the largest of the three values is straight-forward, while the fact that $`M_0`$ is the smaller of the two values follows from the fact that $`\mu <1/2(1M_0)/(1+M_0)`$. We have therefore produced two states which yield the desired $`m`$ and $`M`$.

For the case of $`m>1`$, we set

$$\mu <\mathrm{min}(\frac{1}{2}\frac{1M_0}{1+M_0},\frac{1}{2}\frac{(1/2)}{1+2M_0})$$

and define the states $`|\varphi `$ and $`|\psi `$ by

$$\begin{array}{cc}\hfill \alpha _1& =a(1\mu )\hfill \\ \hfill \alpha _2& =a(1/2+(m_0+1)\mu )\hfill \\ \hfill \alpha _3& =a(1/2(M_0+1)m_0\mu \hfill \\ \hfill \alpha _4& =a(1/4+M_0m_0\mu )\hfill \\ \hfill \alpha _1^{}& =a\hfill \\ \hfill \alpha _2^{}& =a/2\hfill \\ \hfill \alpha _3^{}& =a/2\hfill \\ \hfill \alpha _4^{}& =a/4\hfill \end{array}$$

Note that if we compute the values of the $`ϵ`$’s, they remain unchanged. Again, the various terms are ordered properly because of the choice of $`\mu `$. Also,

$$\begin{array}{ccc}\hfill m& =\mathrm{max}(\frac{1}{2}(1+2\mu ),\frac{1}{2}\frac{1}{12\mu },m_0)& =m_0\hfill \\ \hfill M& =\mathrm{min}(\frac{12\mu }{1+2\mu },M_0)& =M_0.\hfill \end{array}$$

Here, the minimality of $`M_0`$ is the same as before and the maximality of $`m_0`$ follows from the fact that $`m_0>1`$ and the definition of $`\mu `$.

We will now provided a concrete example. Let us choose $`m_0=2/3`$ and $`M_0=1/3`$. (So we have a case in which catalysis cannot occur.) We require

$$0<\mu <\mathrm{min}(\frac{1}{2}\frac{2/3}{4/3},\frac{1}{2}\frac{2/3}{5/3})=1/5$$

so let us arbitrarily choose $`\mu =1/10`$. We set

$$a=\left(\frac{2}{2/3+2}\right)^2=\left(\frac{3}{4}\right)^2=\frac{9}{16}.$$

Since $`m_0<1`$, we set

$$\begin{array}{ccccc}\hfill \alpha _1& \hfill =81/160,\alpha _2& \hfill =45/160,\alpha _3& \hfill =22/160,\alpha _4& =12/160\hfill \\ \hfill \alpha _1^{}& \hfill =90/160,\alpha _2^{}& \hfill =30/160,\alpha _3^{}& \hfill =30/160,\alpha _4^{}& =10/160\hfill \end{array}$$

This yields

$$ϵ_1=9/160,ϵ_2=6/160,ϵ_3=2/160.$$

and we have

$$\begin{array}{ccc}\hfill m& =\mathrm{max}(\frac{36}{90},\frac{10}{24},\frac{6}{9})\hfill & =\frac{2}{3}\hfill \\ \hfill M& =\mathrm{min}(\frac{24}{36},\frac{2}{6})\hfill & =\frac{1}{3}\hfill \end{array}$$

as desired.

ACKNOWLEDGMENTS

Thanks go to Mark Heiligman, Nathan Panike, and Arthur Pittenger for their helpful comments on the draft of this paper.


text:
# Sum Rules of Neutrino Masses and CP Violation in the Four-Neutrino Mixing Scheme

## Abstract

We show that the commutator of lepton mass matrices is invariant under terrestial matter effects in the four-neutrino mixing scheme. A set of model-independent sum rules for neutrino masses, which may be generalized to hold for an arbitrary number of neutrino families, are for the first time uncovered. Useful sum rules for the rephasing-invariant measures of leptonic CP violation have also been found. Finally we present a generic formula of T-violating asymmetries and expect it to be applicable to the future long-baseline neutrino oscillation experiments.

preprint:     hep-ph/0102021  LMU-01-01

1 Recently the Super-Kamiokande Collaboration has reported some robust evidence for atmospheric and solar neutrino oscillations . In addition, $`\overline{\nu }_\mu \overline{\nu }_e`$ and $`\nu _\mu \nu _e`$ oscillations have been observed by the LSND Collaboration . A simultaneous interpretation of solar, atmospheric and LSND neutrino oscillation data has to invoke the existence of a light sterile neutrino , because they involve three distinct mass-squared differences ($`\mathrm{\Delta }m_{\mathrm{sun}}^2\mathrm{\Delta }m_{\mathrm{atm}}^2\mathrm{\Delta }m_{\mathrm{LSND}}^2`$). In the four-neutrino mixing scheme, CP violation is generally expected to manifest itself. To measure leptonic CP- and T-violating effects needs a new generation of accelerator neutrino experiments with very long baselines, including the proposed neutrino factories . In such long-baseline experiments the earth-induced matter effects, which are likely to deform the neutrino oscillation patterns in vacuum and to fake the genuine CP- and T-violating signals, must be taken into account.

To pin down the underlying dynamics of lepton mass generation and CP violation relies crucially upon how accurately the fundamental parameters of lepton flavor mixing can be measured and disentangled from terrestrial matter effects . It is therefore desirable to explore possible model-independent relations between the effective neutrino masses in matter and the genuine neutrino masses in vacuum. It is also useful to establish some model-independent relations between the rephasing-invariant measures of CP violation in matter and those in vacuum. So far, however, the work of this nature has been lacking.

This paper aims to show that the commutator of lepton mass matrices in the four-neutrino mixing scheme is invariant under terrestrial matter effects. As a consequence, some concise sum rules of neutrino masses can be obtained model-independently. Such sum rules can even be generalized to hold for an arbitrary number of neutrino families. Another set of sum rules are derived as well for the rephasing-invariant measures of leptonic CP violation in matter. Finally we present a generic formula of T-violating asymmetries, which is applicable in particular to the future long-baseline neutrino oscillation experiments.

2 The phenomenon of lepton flavor mixing arises from the mismatch between the diagonalization of the charged lepton mass matrix $`M_l`$ and that of the neutrino mass matrix $`M_\nu `$ in an arbitrary flavor basis. Without loss of generality, one may choose to identify the flavor eigenstates of charged leptons with their mass eigenstates. In this specific basis, where $`M_l`$ is diagonal, the lepton flavor mixing matrix $`V`$ links the neutrino flavor eigenstates directly to the neutrino mass eigenstates. For the admixture of one sterile ($`\nu _s`$) and three active ($`\nu _e,\nu _\mu ,\nu _\tau `$) neutrinos, the explicit form of $`V`$ reads

$$\left(\begin{array}{c}\nu _s\\ \nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right)=\left(\begin{array}{cccc}V_{s0}& V_{s1}& V_{s2}& V_{s3}\\ V_{e0}& V_{e1}& V_{e2}& V_{e3}\\ V_{\mu 0}& V_{\mu 1}& V_{\mu 2}& V_{\mu 3}\\ V_{\tau 0}& V_{\tau 1}& V_{\tau 2}& V_{\tau 3}\end{array}\right)\left(\begin{array}{c}\nu _0\\ \nu _1\\ \nu _2\\ \nu _3\end{array}\right),$$
(1)
where $`\nu _i`$ (for $`i=0,1,2,3`$) denote the mass eigenstates of four neutrinos. The effective Hamiltonian responsible for the propagation of neutrinos in vacuum can be written as

$$_{\mathrm{eff}}=\frac{1}{2E}\left(M_\nu M_\nu ^{}\right)=\frac{1}{2E}\left(VD_\nu ^2V^{}\right),$$
(2)
where $`D_\nu \mathrm{Diag}\{m_0,m_1,m_2,m_3\}`$, $`m_i`$ are the neutrino mass eigenvalues, and $`Em_i`$ denotes the neutrino beam energy. Note that it is $`M_\nu M_\nu ^{}`$ (instead of $`M_\nu ^{}M_\nu `$) that associates with $`_{\mathrm{eff}}`$ , no matter whether neutrinos are Dirac or Majorana particles. When active neutrinos travel through a normal material medium (e.g., the earth), which consists of electrons but of no muons or taus, they encounter both charged- and neutral-current interactions with electrons. The neutral-current interaction is universal for $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$, while the charged-current interaction is associated only with $`\nu _e`$. Their effects on the mixing and propagating features of neutrinos have to be taken into account in all long-baseline neutrino oscillation experiments. Let us use $`\stackrel{~}{M}_\nu `$ and $`\stackrel{~}{V}`$ to denote the effective neutrino mass matrix and the effective flavor mixing matrix in matter, respectively. Then the effective Hamiltonian responsible for the propagation of neutrinos in matter can be written as

$$\stackrel{~}{}_{\mathrm{eff}}=\frac{1}{2E}\left(\stackrel{~}{M}_\nu \stackrel{~}{M}_\nu ^{}\right)=\frac{1}{2E}\left(\stackrel{~}{V}\stackrel{~}{D}_\nu ^2\stackrel{~}{V}^{}\right),$$
(3)
where $`\stackrel{~}{D}_\nu \mathrm{Diag}\{\stackrel{~}{m}_0,\stackrel{~}{m}_1,\stackrel{~}{m}_2,\stackrel{~}{m}_3\}`$, and $`\stackrel{~}{m}_i`$ are the effective neutrino mass eigenvalues in matter. The deviation of $`\stackrel{~}{}_{\mathrm{eff}}`$ from $`_{\mathrm{eff}}`$ is given by

$$\mathrm{\Delta }_{\mathrm{eff}}\stackrel{~}{}_{\mathrm{eff}}_{\mathrm{eff}}=\left(\begin{array}{cccc}a^{}& 0& 0& 0\\ 0& a& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),$$
(4)
where $`a=\sqrt{2}G_\mathrm{F}N_e`$ and $`a^{}=\sqrt{2}G_\mathrm{F}N_n/2`$ with $`N_e`$ and $`N_n`$ being the background densities of electrons and neutrons , respectively. In the following we assume a constant earth density profile (i.e., $`N_e`$ = constant and $`N_n`$ = constant), which is a very good approximation for all of the presently-proposed long-baseline neutrino experiments.

Now let us introduce the commutators of $`4\times 4`$ lepton mass matrices to describe the flavor mixing of one sterile and three active neutrinos. Without loss of any generality, we continue to work in the afore-chosen flavor basis, where $`M_l`$ takes the diagonal form $`D_l=\mathrm{Diag}\{m_s,m_e,m_\mu ,m_\tau \}`$ with $`m_s=0`$. Note that we have assumed the $`(1,1)`$ element of $`D_l`$ to be zero, because there is no counterpart of the sterile neutrino $`\nu _s`$ in the charged lepton sector. We shall see later on that our physical results are completely independent of $`m_s`$, no matter what value it may take. The commutator of lepton mass matrices in vacuum and that in matter can then be defined as

$`C`$ $``$ $`i[M_\nu M_\nu ^{},M_lM_l^{}]=i[VD_\nu ^2V^{},D_l^2],`$ (5)
$`\stackrel{~}{C}`$ $``$ $`i[\stackrel{~}{M}_\nu \stackrel{~}{M}_\nu ^{},M_lM_l^{}]=i[\stackrel{~}{V}\stackrel{~}{D}_\nu ^2\stackrel{~}{V}^{},D_l^2].`$ (6)
Obviously $`C`$ and $`\stackrel{~}{C}`$ are traceless Hermitian matrices. In terms of neutrino masses and flavor mixing matrix elements, we obtain the explicit expressions of $`C`$ and $`\stackrel{~}{C}`$ as follows:

$`C`$ $`=`$ $`i\left(\begin{array}{cccc}0& \mathrm{\Delta }_{es}Z_{se}& \mathrm{\Delta }_{\mu s}Z_{s\mu }& \mathrm{\Delta }_{\tau s}Z_{s\tau }\\ \mathrm{\Delta }_{se}Z_{es}& 0& \mathrm{\Delta }_{\mu e}Z_{e\mu }& \mathrm{\Delta }_{\tau e}Z_{e\tau }\\ \mathrm{\Delta }_{s\mu }Z_{\mu s}& \mathrm{\Delta }_{e\mu }Z_{\mu e}& 0& \mathrm{\Delta }_{\tau \mu }Z_{\mu \tau }\\ \mathrm{\Delta }_{s\tau }Z_{\tau s}& \mathrm{\Delta }_{e\tau }Z_{\tau e}& \mathrm{\Delta }_{\mu \tau }Z_{\tau \mu }& 0\end{array}\right),`$ (7)
$`\stackrel{~}{C}`$ $`=`$ $`i\left(\begin{array}{cccc}0& \mathrm{\Delta }_{es}\stackrel{~}{Z}_{se}& \mathrm{\Delta }_{\mu s}\stackrel{~}{Z}_{s\mu }& \mathrm{\Delta }_{\tau s}\stackrel{~}{Z}_{s\tau }\\ \mathrm{\Delta }_{se}\stackrel{~}{Z}_{es}& 0& \mathrm{\Delta }_{\mu e}\stackrel{~}{Z}_{e\mu }& \mathrm{\Delta }_{\tau e}\stackrel{~}{Z}_{e\tau }\\ \mathrm{\Delta }_{s\mu }\stackrel{~}{Z}_{\mu s}& \mathrm{\Delta }_{e\mu }\stackrel{~}{Z}_{\mu e}& 0& \mathrm{\Delta }_{\tau \mu }\stackrel{~}{Z}_{\mu \tau }\\ \mathrm{\Delta }_{s\tau }\stackrel{~}{Z}_{\tau s}& \mathrm{\Delta }_{e\tau }\stackrel{~}{Z}_{\tau e}& \mathrm{\Delta }_{\mu \tau }\stackrel{~}{Z}_{\tau \mu }& 0\end{array}\right),`$ (9)
where $`\mathrm{\Delta }_{\alpha \beta }m_\alpha ^2m_\beta ^2`$ for $`\alpha \beta `$ running over $`(s,e,\mu ,\tau )`$, and

$`Z_{\alpha \beta }`$ $``$ $`{\displaystyle \underset{i=0}{\overset{3}{}}}\left(m_i^2V_{\alpha i}V_{\beta i}^{}\right),`$ (10)
$`\stackrel{~}{Z}_{\alpha \beta }`$ $``$ $`{\displaystyle \underset{i=0}{\overset{3}{}}}\left(\stackrel{~}{m}_i^2\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta i}^{}\right).`$ (11)
One can see that $`\mathrm{\Delta }_{\beta \alpha }=\mathrm{\Delta }_{\alpha \beta }`$, $`Z_{\beta \alpha }=Z_{\alpha \beta }^{}`$ and $`\stackrel{~}{Z}_{\beta \alpha }=\stackrel{~}{Z}_{\alpha \beta }^{}`$ hold.

To find out how $`\stackrel{~}{Z}_{\alpha \beta }`$ is connected with $`Z_{\alpha \beta }`$, we need to establish the relation between $`\stackrel{~}{C}`$ and $`C`$. Taking Eqs. (2), (3) and (4) into account, we immediately obtain

$$\stackrel{~}{C}=\mathrm{\hspace{0.33em}2}iE[\stackrel{~}{}_{\mathrm{eff}},D_l^2]=C+2iE[\mathrm{\Delta }_{\mathrm{eff}},D_l^2]=C.$$
(12)
This interesting result indicates that the commutator of lepton mass matrices in vacuum is invariant under terrestrial matter effects. As a straightforward consequence of $`\stackrel{~}{C}=C`$, we arrive at $`\stackrel{~}{Z}_{\alpha \beta }=Z_{\alpha \beta }`$ from Eq. (6). Then a set of concise sum rules of neutrino masses emerge:

$$\underset{i=0}{\overset{3}{}}\left(\stackrel{~}{m}_i^2\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta i}^{}\right)=\underset{i=0}{\overset{3}{}}\left(m_i^2V_{\alpha i}V_{\beta i}^{}\right);$$
(13)
or equivalently

$`{\displaystyle \underset{i=1}{\overset{3}{}}}\left(\stackrel{~}{\mathrm{\Delta }}_{i0}\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta i}^{}\right)={\displaystyle \underset{i=1}{\overset{3}{}}}\left(\mathrm{\Delta }_{i0}V_{\alpha i}V_{\beta i}^{}\right),`$ (14)
where $`\mathrm{\Delta }_{i0}m_i^2m_0^2`$ and $`\stackrel{~}{\mathrm{\Delta }}_{i0}\stackrel{~}{m}_i^2\stackrel{~}{m}_0^2`$ for $`i=1,2,3`$. It becomes obvious that the validity of Eq. (9) or Eq. (10) has nothing to do with the assumption of $`m_s=0`$ in the charged lepton sector. Although we have derived these sum rules in the four-neutrino mixing scheme, they may simply be generalized to hold for an arbitrary number of neutrino families.

It should be noted that $`Z_{\alpha \beta }`$ and $`\stackrel{~}{Z}_{\alpha \beta }`$ are sensitive to a redefinition of the phases of charged lepton fields. The simplest rephasing-invariant equality is of course $`|\stackrel{~}{Z}_{\alpha \beta }|=|Z_{\alpha \beta }|`$. For the description of CP or T violation in neutrino oscillations, we are more interested in the following rephasing-invariant relationship:

$$\stackrel{~}{Z}_{\alpha \beta }\stackrel{~}{Z}_{\beta \gamma }\stackrel{~}{Z}_{\gamma \alpha }=Z_{\alpha \beta }Z_{\beta \gamma }Z_{\gamma \alpha },$$
(15)
for $`\alpha \beta \gamma `$ running over $`(s,e,\mu ,\tau )`$. As one can see later on, the imaginary parts of $`Z_{\alpha \beta }Z_{\beta \gamma }Z_{\gamma \alpha }`$ and $`\stackrel{~}{Z}_{\alpha \beta }\stackrel{~}{Z}_{\beta \gamma }\stackrel{~}{Z}_{\gamma \alpha }`$ are related respectively to leptonic CP violation in vacuum and that in matter.

It should also be noted that the results obtained above are only valid for neutrinos propagating in vacuum and in matter. As for antineutrinos, the corresponding formulas can straightforwardly be written out from Eqs. (3) – (11) through the replacements $`VV^{}`$, $`aa`$ and $`a^{}a^{}`$.

3 In terms of the matrix elements of $`V`$ or $`\stackrel{~}{V}`$, one may define the rephasing-invariant measures of CP violation as follows :

$`J_{\alpha \beta }^{ij}`$ $``$ $`\mathrm{Im}\left(V_{\alpha i}V_{\beta j}V_{\alpha j}^{}V_{\beta i}^{}\right),`$ (16)
$`\stackrel{~}{J}_{\alpha \beta }^{ij}`$ $``$ $`\mathrm{Im}\left(\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta j}\stackrel{~}{V}_{\alpha j}^{}\stackrel{~}{V}_{\beta i}^{}\right),`$ (17)
where the Greek subscripts ($`\alpha \beta `$) run over $`(s,e,\mu ,\tau )`$, and the Latin superscripts ($`ij`$) run over $`(0,1,2,3)`$. Of course, $`J_{\alpha \beta }^{ii}=J_{\alpha \alpha }^{ij}=0`$ and $`\stackrel{~}{J}_{\alpha \beta }^{ii}=\stackrel{~}{J}_{\alpha \alpha }^{ij}=0`$ hold by definition. With the help of the unitarity of $`V`$ or $`\stackrel{~}{V}`$, one may straightforwardly obtain the following correlation equations of $`J_{\alpha \beta }^{ij}`$ and $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$:

$`{\displaystyle \underset{i}{}}J_{\alpha \beta }^{ij}`$ $`=`$ $`{\displaystyle \underset{j}{}}J_{\alpha \beta }^{ij}=\mathrm{\hspace{0.33em}\hspace{0.33em}0},`$ (18)
$`{\displaystyle \underset{i}{}}\stackrel{~}{J}_{\alpha \beta }^{ij}`$ $`=`$ $`{\displaystyle \underset{j}{}}\stackrel{~}{J}_{\alpha \beta }^{ij}=\mathrm{\hspace{0.33em}\hspace{0.33em}0};`$ (19)
and

$`{\displaystyle \underset{\alpha }{}}J_{\alpha \beta }^{ij}`$ $`=`$ $`{\displaystyle \underset{\beta }{}}J_{\alpha \beta }^{ij}=\mathrm{\hspace{0.33em}\hspace{0.33em}0},`$ (20)
$`{\displaystyle \underset{\alpha }{}}\stackrel{~}{J}_{\alpha \beta }^{ij}`$ $`=`$ $`{\displaystyle \underset{\beta }{}}\stackrel{~}{J}_{\alpha \beta }^{ij}=\mathrm{\hspace{0.33em}\hspace{0.33em}0}.`$ (21)
Note that there are totally nine independent $`J_{\alpha \beta }^{ij}`$ (or $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$) in the four-neutrino mixing scheme under discussion. If only the flavor mixing of three active neutrinos is taken into account, there will be a single independent $`J_{\alpha \beta }^{ij}`$ (or $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$):

$`J_{\alpha \beta }^{ij}`$ $`=`$ $`J{\displaystyle \underset{k}{}}ϵ_{ijk}{\displaystyle \underset{\gamma }{}}ϵ_{\alpha \beta \gamma },`$ (22)
$`\stackrel{~}{J}_{\alpha \beta }^{ij}`$ $`=`$ $`\stackrel{~}{J}{\displaystyle \underset{k}{}}ϵ_{ijk}{\displaystyle \underset{\gamma }{}}ϵ_{\alpha \beta \gamma },`$ (23)
where $`(i,j,k)`$ and $`(\alpha ,\beta ,\gamma )`$ run over $`(1,2,3)`$ and $`(e,\mu ,\tau )`$, respectively. It is a unique feature of the three-family flavor mixing scenario, for either leptons or quarks , that there exists a universal CP-violating parameter.

To establish the relationship between $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$ and $`J_{\alpha \beta }^{ij}`$, we make use of th equality in Eq. (11). The key point is that the imaginary parts of the rephasing-invariant quantities $`Z_{\alpha \beta }Z_{\beta \gamma }Z_{\gamma \alpha }`$ and $`\stackrel{~}{Z}_{\alpha \beta }\stackrel{~}{Z}_{\beta \gamma }\stackrel{~}{Z}_{\gamma \alpha }`$,

$`\mathrm{Im}(Z_{\alpha \beta }Z_{\beta \gamma }Z_{\gamma \alpha })`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \underset{j=1}{\overset{3}{}}}{\displaystyle \underset{k=1}{\overset{3}{}}}\left[\mathrm{\Delta }_{i0}\mathrm{\Delta }_{j0}\mathrm{\Delta }_{k0}\mathrm{Im}\left(V_{\alpha i}V_{\beta j}V_{\gamma k}V_{\alpha k}^{}V_{\beta i}^{}V_{\gamma j}^{}\right)\right],`$ (24)
$`\mathrm{Im}(\stackrel{~}{Z}_{\alpha \beta }\stackrel{~}{Z}_{\beta \gamma }\stackrel{~}{Z}_{\gamma \alpha })`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \underset{j=1}{\overset{3}{}}}{\displaystyle \underset{k=1}{\overset{3}{}}}\left[\stackrel{~}{\mathrm{\Delta }}_{i0}\stackrel{~}{\mathrm{\Delta }}_{j0}\stackrel{~}{\mathrm{\Delta }}_{k0}\mathrm{Im}\left(\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta j}\stackrel{~}{V}_{\gamma k}\stackrel{~}{V}_{\alpha k}^{}\stackrel{~}{V}_{\beta i}^{}\stackrel{~}{V}_{\gamma j}^{}\right)\right],`$ (25)
which do not vanish unless leptonic CP and T are good symmetries, amount to each other. The right-hand side of Eq. (16) can be expanded in terms of $`J_{\alpha \beta }^{ij}`$ and $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$. In doing so, one needs to use Eqs. (12), (13) and (14) as well as the unitarity conditions of $`V`$ and $`\stackrel{~}{V}`$ frequently. After some lengthy but straightforward algebraic calculations, we arrive at the following sum rules of CP- or T-violating parameters:

$`\stackrel{~}{\mathrm{\Delta }}_{10}\stackrel{~}{\mathrm{\Delta }}_{20}\stackrel{~}{\mathrm{\Delta }}_{30}{\displaystyle \underset{i=1}{\overset{3}{}}}\left(\stackrel{~}{J}_{\alpha \beta }^{0i}|\stackrel{~}{V}_{\gamma i}|^2+\stackrel{~}{J}_{\beta \gamma }^{0i}|\stackrel{~}{V}_{\alpha i}|^2+\stackrel{~}{J}_{\gamma \alpha }^{0i}|\stackrel{~}{V}_{\beta i}|^2\right)`$ (27)
$`+{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \underset{j=1}{\overset{3}{}}}\left[\stackrel{~}{\mathrm{\Delta }}_{i0}\stackrel{~}{\mathrm{\Delta }}_{j0}^2\left(\stackrel{~}{J}_{\alpha \beta }^{ij}|\stackrel{~}{V}_{\gamma j}|^2+\stackrel{~}{J}_{\beta \gamma }^{ij}|\stackrel{~}{V}_{\alpha j}|^2+\stackrel{~}{J}_{\gamma \alpha }^{ij}|\stackrel{~}{V}_{\beta j}|^2\right)\right]`$
$`=`$ $`\mathrm{\Delta }_{10}\mathrm{\Delta }_{20}\mathrm{\Delta }_{30}{\displaystyle \underset{i=1}{\overset{3}{}}}\left(J_{\alpha \beta }^{0i}|V_{\gamma i}|^2+J_{\beta \gamma }^{0i}|V_{\alpha i}|^2+J_{\gamma \alpha }^{0i}|V_{\beta i}|^2\right)`$ (29)
$`+{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \underset{j=1}{\overset{3}{}}}\left[\mathrm{\Delta }_{i0}\mathrm{\Delta }_{j0}^2\left(J_{\alpha \beta }^{ij}|V_{\gamma j}|^2+J_{\beta \gamma }^{ij}|V_{\alpha j}|^2+J_{\gamma \alpha }^{ij}|V_{\beta j}|^2\right)\right].`$
We remark that this new result is model-independent and rephasing-invariant. It may be considerably simplified, once the hierarchy of neutrino masses and that of flavor mixing angles are theoretically assumed or experimentally measured. If one “switches off” the mass of the sterile neutrino and its mixing with active neutrinos (i.e., $`a^{}=0`$, $`\mathrm{\Delta }_{i0}=m_i^2`$, $`\stackrel{~}{\mathrm{\Delta }}_{i0}=\stackrel{~}{m}_i^2`$, $`J_{\alpha \beta }^{0i}=0`$, and $`\stackrel{~}{J}_{\alpha \beta }^{0i}=0`$), then Eq. (17) turns out to take the form

$$\stackrel{~}{J}\stackrel{~}{\mathrm{\Delta }}_{21}\stackrel{~}{\mathrm{\Delta }}_{31}\stackrel{~}{\mathrm{\Delta }}_{32}=J\mathrm{\Delta }_{21}\mathrm{\Delta }_{31}\mathrm{\Delta }_{32}.$$
(30)
This elegant relationship has been derived in Refs.  with the help of the equality $`\mathrm{Det}(\stackrel{~}{C})=\mathrm{Det}(C)`$, instead of Eq. (11), in the three-neutrino mixing scheme.

The matter-corrected CP-violating parameters $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$ can, at least in principle, be determined from the measurement of CP- and T-violating effects in a variety of long-baseline neutrino oscillation experiments. The conversion probability of a neutrino $`\nu _\alpha `$ to another neutrino $`\nu _\beta ^{}`$ is given in matter as

$$\stackrel{~}{P}(\nu _\alpha \nu _\beta ^{})=\delta _{\alpha \beta }4\underset{i<j}{}\left[\mathrm{Re}\left(\stackrel{~}{V}_{\alpha i}\stackrel{~}{V}_{\beta j}\stackrel{~}{V}_{\alpha j}^{}\stackrel{~}{V}_{\beta i}^{}\right)\mathrm{sin}^2\stackrel{~}{F}_{ji}\right]2\underset{i<j}{}\left[\stackrel{~}{J}_{\alpha \beta }^{ij}\mathrm{sin}(2\stackrel{~}{F}_{ji})\right],$$
(31)
where $`\stackrel{~}{F}_{ji}1.27\stackrel{~}{\mathrm{\Delta }}_{ji}L/E`$ with $`\stackrel{~}{\mathrm{\Delta }}_{ji}\stackrel{~}{m}_j^2\stackrel{~}{m}_i^2`$, $`L`$ stands for the baseline length (in unit of km), and $`E`$ is the neutrino beam energy (in unit of GeV). The transition probability $`\stackrel{~}{P}(\nu _\beta ^{}\nu _\alpha )`$ can directly be read off from Eq. (19), if the replacements $`\stackrel{~}{J}_{\alpha \beta }^{ij}\stackrel{~}{J}_{\alpha \beta }^{ij}`$ are made <sup>*</sup><sup>*</sup>*Note that the differences of effective neutrino masses $`\stackrel{~}{\mathrm{\Delta }}_{i0}`$ (for $`i=1,2,3`$), which must be CP-conserving, keep unchanged for the replacements $`J_{\alpha \beta }^{ij}J_{\alpha \beta }^{ij}`$. Therefore the sign flip of $`J_{\alpha \beta }^{ij}`$ results in that of $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$, as indicated by the sum rules given in Eq. (17).. To obtain the probability $`\stackrel{~}{P}(\overline{\nu }_\alpha \overline{\nu }_\beta ^{})`$, however, both the replacements $`J_{\alpha \beta }^{ij}J_{\alpha \beta }^{ij}`$ and $`(a,a^{})(a,a^{})`$ need be made for Eq. (19). In this case, $`\stackrel{~}{P}(\overline{\nu }_\alpha \overline{\nu }_\beta ^{})`$ is not equal to $`\stackrel{~}{P}(\nu _\beta ^{}\nu _\alpha )`$. The difference between $`\stackrel{~}{P}(\overline{\nu }_\alpha \overline{\nu }_\beta )`$ and $`\stackrel{~}{P}(\nu _\beta \nu _\alpha )`$ is a false signal of CPT violation, induced actually by the matter effect . Thus the CP-violating asymmetries between $`\stackrel{~}{P}(\nu _\alpha \nu _\beta ^{})`$ and $`\stackrel{~}{P}(\overline{\nu }_\alpha \overline{\nu }_\beta ^{})`$ are in general different from the T-violating asymmetries between $`\stackrel{~}{P}(\nu _\alpha \nu _\beta ^{})`$ and $`\stackrel{~}{P}(\nu _\beta ^{}\nu _\alpha )`$. The latter can be explicitly expressed as follows:

$`\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }`$ $``$ $`\stackrel{~}{P}(\nu _\beta ^{}\nu _\alpha ^{})\stackrel{~}{P}(\nu _\alpha ^{}\nu _\beta ^{})`$ (32)
$`=`$ $`4[\stackrel{~}{J}_{\alpha \beta }^{01}\mathrm{sin}(2\stackrel{~}{F}_{10})+\stackrel{~}{J}_{\alpha \beta }^{02}\mathrm{sin}(2\stackrel{~}{F}_{20})+\stackrel{~}{J}_{\alpha \beta }^{03}\mathrm{sin}(2\stackrel{~}{F}_{30})`$ (34)
$`+\stackrel{~}{J}_{\alpha \beta }^{12}\mathrm{sin}(2\stackrel{~}{F}_{21})+\stackrel{~}{J}_{\alpha \beta }^{13}\mathrm{sin}(2\stackrel{~}{F}_{31})+\stackrel{~}{J}_{\alpha \beta }^{23}\mathrm{sin}(2\stackrel{~}{F}_{32})].`$
If the hierarchical patterns of neutrino masses and flavor mixing angles are assumed, the expression of $`\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }`$ may somehow be simplified . Note that only three of the twelve nonvanishing asymmetries $`\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }`$ are independent, as a consequence of the unitarity of $`\stackrel{~}{V}`$ or the correlation of $`\stackrel{~}{J}_{\alpha \beta }^{ij}`$. Since only the transition probabilities of active neutrinos can be realistically measured, we are more interested in the T-violating asymmetries $`\mathrm{\Delta }\stackrel{~}{P}_{e\mu }`$, $`\mathrm{\Delta }\stackrel{~}{P}_{\mu \tau }`$ and $`\mathrm{\Delta }\stackrel{~}{P}_{\tau e}`$. These three measurables, which are independent of one another in the four-neutrino mixing scheme under discussion, must be identical in the conventional three-neutrino mixing scheme. In the latter case, where $`a^{}=0`$, $`\stackrel{~}{J}_{\alpha \beta }^{01}=\stackrel{~}{J}_{\alpha \beta }^{02}=\stackrel{~}{J}_{\alpha \beta }^{03}=0`$, and $`\stackrel{~}{J}_{\alpha \beta }^{12}=\stackrel{~}{J}_{\alpha \beta }^{13}=\stackrel{~}{J}_{\alpha \beta }^{23}=\stackrel{~}{J}`$ for $`(\alpha ,\beta )`$ running over $`(e,\mu )`$, $`(\mu ,\tau )`$ and $`(\tau ,e)`$, Eq. (20) can be simplified to

$$\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }^{(3)}=\mathrm{\hspace{0.33em}16}\stackrel{~}{J}\mathrm{sin}\stackrel{~}{F}_{21}\mathrm{sin}\stackrel{~}{F}_{31}\mathrm{sin}\stackrel{~}{F}_{32}.$$
(35)
The overall matter contamination residing in $`\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }`$ is usually expected to be insignificant. The reason is simply that the terrestrial matter effects in $`\stackrel{~}{P}(\nu _\alpha \nu _\beta ^{})`$ and $`\stackrel{~}{P}(\nu _\beta ^{}\nu _\alpha )`$, which both depend on the parameters $`(a,a^{})`$, may partly (even essentially) cancel each other in the T-violating asymmetry $`\mathrm{\Delta }\stackrel{~}{P}_{\alpha \beta }`$. In contrast, $`\stackrel{~}{P}(\nu _\alpha \nu _\beta ^{})`$ and $`\stackrel{~}{P}(\overline{\nu }_\alpha \overline{\nu }_\beta ^{})`$ are associated respectively with $`(+a,+a^{})`$ and $`(a,a^{})`$, thus there should not have large cancellation of matter effects in the corresponding CP-violating asymmetries.

4 In summary, we have introduced the commutators of lepton mass matrices to describe the flavor mixing phenomenon of three active and one sterile neutrinos. It has been shown that the commutator defined in vacuum is invariant under terrestrial matter effects. An important consequence of this interesting result is the emergence of a set of model-independent sum rules for neutrino masses in two different media. Such sum rules may even be generalized to hold for an arbitrary number of neutrino families. We have also uncovered some useful sum rules for the rephasing-invariant measures of leptonic CP violation in the four-neutrino mixing scheme. A generic formula of T-violating asymmetries, which is applicable in particular to the future long-baseline neutrino oscillation experiments, has been derived and discussed.

The remarkable strategy of this paper is to formulate the sum rules of neutrino masses and CP violation in a model-independent way. Hence we have concentrated upon the generic formalism instead of the specific scenarios. The relevant results are anticipated to be a useful addition to the phenomenology of lepton flavor mixing and neutrino oscillations, and the application of them to the realistic long-baseline neutrino experiments deserves a further study elsewhere.