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# Internal color gradients and the color-magnitude relation of early-type galaxies

## 1 Introduction

It has long been known that the colors of early-type galaxies correlate with their absolute magnitude (e.g. B59 Baum 1959; dV61 de Vaucouleurs 1961; McC68 McClure & van den Bergh 1968; Las70 Lasker 1970). This color-magnitude (CM) relation was demonstrated to be a universal property of early-type galaxies by VS77 Visvanathan & Sandage (1978), and has become one of the most commonly used tools to constrain the epoch of formation and the star formation history of these systems. BLE92a BLE92b Bower, Lucey & Ellis (1992a,b; hereafter BLE92) were the first to study the CM relation using photometric data based on CCD observations, which exhibited an even smaller scatter around the mean relation than previous determinations. More recently the CM relation has been shown to be present in clusters up to $`z1`$ (e.g. SED98 Stanford, Eisenhardt & Dickinson 1998; K98a Kodama et al. 1998a; Gla98 Gladders et al. 1998), and to have similar properties in distant and nearby clusters.

These observations, when interpreted within the framework of a rapid dissipative galactic collapse (e.g. Lar74 Larson 1974), and with the help of synthetic stellar population models (e.g. Buzz Buzzoni 1989; BC93 Bruzual & Charlot 1993; Wor94 Worthey 1994; Tan96 Tantalo et al. 1996; KA97 Kodama & Arimoto 1997), yield an estimate for the epoch of early-type galaxy formation of $`z4.5`$, with a fairly limited star formation activity taking place afterwards (Bow98 Bower, Kodama & Terlevich 1998). The systematic change of color as a function of luminosity in these models is interpreted as the result of systematic changes of the mean metallicity as a function of galaxy mass. These results currently provide what is probably the strongest argument against the otherwise quite successful models of hierarchical galaxy formation (but see KC98 Kauffmann & Charlot 1998 for a different point of view).

The seemingly straightforward exercise of deriving a CM relation observationally is complicated by the presence of systematic radial color gradients within giant early-type galaxies. It is now well established that these objects are reddest in their cores, and become bluer towards their peripheries (e.g. dV61 de Vaucoleurs 1961; SV78 Sandage & Visvanathan 1978; Fro78 Frogel et al. 1978; Fra89 Franx, Illingworth & Heckman 1989; Pel90a Peletier et al. 1990a; Pel90b Peletier, Valentijn & Jameson 1990b), most likely as a result of radial metallicity gradients within their stellar populations (see recent analysis by Tam00 Tamura et al. 2000, and Sag00 Saglia et al. 2000). Since the galaxy colors used in almost all studies of the CM relation are measured within apertures of fixed radius, different portions of a galaxy are used to derive these colors, depending on the galaxy intrinsic size (and therefore on its luminosity). As a result, a spurious correlation between galaxy luminosity and color is produced, even in the absence of systematic changes of the global stellar population as a function of galaxy luminosity. This problem has been recognized for quite some time, and a number of attempts have been made to take it into consideration. For example SV78 Sandage & Visvanathan (1978) corrected their color measurements to a constant fraction of each galaxy isophotal radius ($`\theta /D(0)=0.5`$), but this correction does not solve the problem, since isophotal radii include a variable fraction of galaxy light, depending on galaxy luminosity. Other correction schemes have been attempted on the modeling side, for synthetic stellar population models (e.g. K98a Kodama et al. 1998a; KC98 Kauffmann & Charlot 1998). In this case mean radial color gradient values are used to convert model-based total magnitudes into aperture ones, for a direct comparison with the observations. However, given the large scatter that is observed for the intensity of radial color gradients (see for example Pel90a Peletier et al. 1990a; or section 4), it is not appropriate to use a mean value to characterize this property of the galaxy population. It would be clearly preferable to derive observationally the CM relation using variable-size apertures, measuring galaxy colors at a fixed fraction of the galaxy light.

In this work a sample of 48 early-type galaxies in the Coma cluster, with photometric observations in the $`U`$\- and $`V`$-band and measurements of the galaxy effective radius in the $`V`$\- and $`I`$-band, all available from the literature, is used to derive a CM relation that is based on color measurements within the effective radius for each galaxy in the sample. This newly obtained relation should be directly comparable to the model predictions based on synthetic stellar population models. The data-set used in this work is described in section 2; the derivation of the traditional “fixed-aperture” and of the new “fixed light fraction” CM relation are described in section 3; color gradients within individual galaxies are discussed in section 4; section 5 presents the discussion and the conclusions of this work.

## 2 The data

A sample of early-type galaxies in the Coma cluster was chosen for this work, for a number of practical and astrophysical reasons. The Coma cluster is among the richest nearby clusters, and has therefore a large population of early-type galaxies. Due to its proximity, accurate morphological information and a large set of photometric and spectroscopic observations are available. Being a rich cluster, it represents also a fair local counterpart to the distant clusters being currently used to study the processes of formation and evolution of early-type galaxies. The Coma cluster is however too distant to allow an expansion of the study of the CM relation to dwarf galaxies. This exercise will be described in a future work (Sco01 Scodeggio et al. 2001), based on a sample of early-type galaxies in the Virgo cluster.

The dataset being used here consists of $`U`$\- and $`V`$-band CCD photometry observations of E and S0 galaxies in the Coma cluster, taken from BLE92, supplemented by determinations of each galaxy effective radius $`r_e`$ (the radius within which is contained half of the galaxy light) taken from L91 Lucey et al. (1991) and from SGH Scodeggio, Giovanelli & Haynes (1998; hereafter SGH98). BLE92 obtained observations for 81 galaxies at the 2.5m Isaac Newton Telescope (INT), in La Palma. For each galaxy these authors provide a series of aperture magnitude measurements, carried out within synthetic apertures with radius ranging from 4 to 60 arcsec. The typical accuracy of these measurements is 0.03 mag. Of these 81 objects, 56 were observed both in the $`U`$\- and in the $`V`$-band, and they are those used here. Total galaxy magnitudes in the $`V`$-band, $`V^T`$, are also provided by BLE92, who re-calibrated the original data from GP Godwin & Peach (1977).

Effective radius measurements for a subset of these galaxies were presented by L91 Lucey et al. (1991), based in part on independent $`V`$-band photometric observations also carried out at the INT, and in part on BLE92 $`V`$-band data. The effective radius was measured at the “half light” point of the growth curve of each galaxy. Unfortunately, only 21 galaxies of the 56 with $`U`$\- and $`V`$-band photometry are in the L91 Lucey et al. sample. A much larger fraction of these are in the $`I`$-band sample presented by SGH98, based on CCD photometry observations carried out with the 0.9m telescope of the Kitt Peak National Observatory. These $`r_e`$ measurements are based on $`r^{1/4}`$ profile fits (see SGH98 for details), that were extended from an inner radius twice as large as that of the seeing disk to an outer radius chosen to match the radial extent of the galaxy spheroidal component: for E galaxies this radius is the one of the outermost reliable isophote, while for S0 galaxies it is the radius where the disk component begins to dominate the galaxy surface brightness. Independent measurements for a number of these galaxies were presented also by JFK95 Jørgensen, Franx & Kjærgaard (1995), and by Sag97 Saglia et al. (1997). The statistical uncertainty in the determination of $`r_e`$ is approximately 6%, but significantly larger systematic uncertainties could be produced by the particular fitting method used to derive $`r_e`$ and the galaxy’s effective surface brightness, leading to differences that, on a given object, can be as large as 50% (see, for example, the discussion in SGH98). While a complete discussion on the reliability of effective radius measurements is beyond the scope of the present work, it is interesting to verify the possibility of using the larger set of $`I`$-band $`r_e`$ measurements instead of the smaller set of $`V`$-band ones, despite the significant wavelength difference. As there is considerable overlap between the L91 Lucey et al. and the SGH98 sample, it is possible to make a detailed comparison between the two. The two sets of $`r_e`$ measurements appear to be in rather good agreement, as shown in Figure Internal color gradients and the color-magnitude relation of early-type galaxies, where the fractional difference $`\mathrm{\Delta }r_e/r_e`$ is plotted as a function of both $`r_e`$ and the galaxy total magnitude, for the 55 galaxies that are common to the Lucey et al. and the SGH98 sample (this overlap includes galaxies that are not in the BLE92 sample used here). The average fractional difference is 0.092, with an rms scatter of 0.183, but a non-zero difference could be expected, as a consequence of having used different photometric bands and different methodologies to carry out the measurements. The important finding is that the differences between $`r_e`$ measured in different bands do not depend on galaxy luminosity or size, and therefore using $`r_e`$ as measured in the $`I`$-band, as will be done hereafter (unless specifically stated) does not introduce any luminosity or color related bias in the following analysis.

For each galaxy, aperture magnitudes at $`r_e`$ were derived independently in the two bands interpolating (or using a very small extrapolation where necessary) the relative growth curve data. Given the good sampling of each galaxy growth curves, and the fact that for most galaxies the virtual aperture with radius $`r_e`$ is tightly bracketed by a pair of aperture measurements, simple linear relations between aperture magnitude and the logarithm of the aperture radius were used for the interpolation/extrapolation. Only 8 of the 48 objects in the sample required an extrapolation of the measurements to derive aperture magnitudes at $`r_e`$. In all cases this was an extrapolation to a radius smaller than the smallest aperture radius used for the measurements (4 arcsec). This procedure was preferred to the intuitively simpler one of just dividing by two the total flux measured for a given galaxy (which would be equivalent to defining $`m(r_e)=m_T+0.753`$), because the latter always requires a relatively large extrapolations to be carried out on the measurements to derive total fluxes. This extrapolation process would undoubtedly become the largest source of color measurement uncertainty, while the procedure adopted here only adds to the original photometric uncertainty the uncertainty on the determination of $`r_e`$, which is significantly smaller (see section 3.2). Galaxy colors within $`r_e`$ were obtained taking the difference between the relative aperture magnitudes. As a consistency check colors were also obtained by interpolating/extrapolating a linear relation between color and the logarithm of the aperture radius. Differences between the two techniques show an rms scatter of 0.018 mag, when only interpolation between observations is required to derive the color within $`r_e`$. Only colors derived from the difference of aperture magnitudes are used in the following analysis.

Among the 55 objects with $`r_e`$ measurements both in $`V`$\- and $`I`$-band, 20 are also in the BLE92 sample, and for them it was possible to obtain a color measurement within apertures of radius $`r_e`$ as determined in the two bands. The differences between these two measurements are shown in Figure Internal color gradients and the color-magnitude relation of early-type galaxies, as a function of galaxy magnitude, effective radius, and color. As could be expected from the above discussion on the differences between effective radii measured in the two bands, no significant difference is present between the two sets of color measurements, except for a small offset introduced by the somewhat larger values of $`r_e`$ as determined in the $`I`$-band. The average difference between the $`UV`$ colors is -0.018 mag, with an rms scatter of 0.032 mag. The measured scatter is in good agreement with the expected uncertainty in the color measurements introduced by measurement errors on $`r_e`$ (see also Section 3.2). The fact that the color difference is independent from galaxy luminosity and color means that no bias is introduced in the $`[(UV),V]`$ CM relation by the choice of measuring colors within an aperture of radius the $`I`$-band effective radius.

The sample used in the following analysis is therefore composed of 48 galaxies with magnitude measurements both in $`U`$\- and $`V`$-band, and a measurement of $`r_e`$ in the $`I`$-band. Morphological types for all objects are available from D80 Dressler (1980): 23 of them are classified as Ellipticals, and 25 as S0. The sample is limited to galaxies brighter than $`V15.8`$, but does not obey any strict completeness criterion. Assuming a distance modulus for Coma of 34.75, the limiting magnitude corresponds to $`M_V19.0`$, or equivalently $`M_B18.0`$.

## 3 The Color-Magnitude relation

### 3.1 The standard “fixed-aperture” relation

The standard “fixed-aperture” CM relation was derived using two slightly different approaches. First, the relation was obtained in the form that is most often used in the analysis of high-redshift clusters, i.e. using both color and magnitude measurements within a given fixed aperture (e.g. Bow98 Bower et al. 1998; K98b Kodama, Bower & Bell 1998b; Gla98 Gladders et al. 1998). In the second approach, which was introduced to facilitate the comparison with the “fixed light fraction” relation discussed in Section 3.2, colors measured in fixed apertures were correlated with magnitudes measured within the aperture of radius $`r_e`$ and with total magnitudes. This approach is very similar to the one used by BLE92 and SED98 Stanford et al. (1998).

The two procedures produce very similar results, except for the fact that using a fixed aperture both for the color and the magnitude measurement introduces the bias related to sampling different portions of a galaxy depending on its luminosity (and therefore also on its color) in both quantities, and this makes the observed CM relation steeper. This is illustrated in Figure Internal color gradients and the color-magnitude relation of early-type galaxies, where the $`[(UV),V]`$ CM relation obtained when measuring the colors within an aperture of 10 arcsec, and the magnitudes within the same 10 arcsec aperture, within $`r_e`$, or when using total magnitudes, are compared. The slope obtained when using total magnitudes is $`0.074\pm 0.008`$, in good agreement with the one previously reported by BLE92 ($`0.082\pm 0.008`$).

One should also notice that the slope of the “fixed-aperture” CM relation is marginally related to the size of the fixed aperture used for the color measurements, becoming slightly flatter for larger aperture radii. This flattening, although not statistically significant in the present sample, is in good agreement with a similar result reported by Oka99 Okamura et al. (1999), based on $`BR`$ color measurements also in the Coma cluster.

Table 1 presents a summary of the linear least square fits to the CM relations discussed in this work. All fits are direct fits, where the fitting procedure minimizes the vertical distances between data-points and the best-fit line, taking into account only error measurements in the independent variable, the color in this case. This fitting procedure was adopted because for the total magnitude measurements individual uncertainty estimates are not available, and also because the main goal of this paper is to illustrate the relative changes in the CM relation when different methods are used to derive it, more than to derive the ultimate value of the relation parameters. It is certainly possible that such a very simplistic approach to the fitting of the CM relation might bias the result towards flatter slopes, especially when measurements errors are large. This might be happening within the present dataset, as shown by the comparison between the correlation involving magnitudes measured within a 10 arcsec aperture (first line in the Table; accurate measurements) and the correlation involving total magnitudes or magnitudes within $`r_e`$ (second and third line in the Table; less accurate measurements). Uncertainties in the value of the best-fit slope and zero point were obtained with the statistical jackknife method. With a sample of $`N`$ data-points, the fit is repeated $`N`$ times using $`N1`$ points, each time excluding a different point, to derive an estimate of the parent population from which the parameter under examination is derived. With the present dataset, formal uncertainties on the best-fit slopes are approximately one order of magnitude smaller than those based on the statistical jackknife. However, one must keep in mind that the two given uncertainties are highly correlated, and cannot be used independently to asses the global uncertainty affecting the fit. An approximate estimate of the zero point uncertainty component that is statistically independent from the slope uncertainty is given by the accuracy with which one can measure the average value of the residuals from the best-fit line, which is typically of 0.02 mag. The scatter in the CM relation reported in the last column of the table is the rms scatter of the differences between the measured color and the one predicted by the fit.

### 3.2 The relation at a fixed galaxy light fraction

As discussed in Section 1, if there are radial color gradients within galaxies, the use of fixed apertures for color measurements introduces a bias in the CM relation, as more luminous galaxies have larger $`r_e`$ (see, for example, F64 Fish 1964; Guz93 Guzmán, Lucey & Bower 1993; Pah98 Pahre, Djorgovski & de Carvalho 1998), and therefore larger overall extent. Since radial color and line strength gradients are commonly present within giant early-type galaxies (see, for example, dV61 de Vaucoleurs 1961; SV78 Sandage & Visvanathan 1978; Fro78 Frogel et al. 1978; Fra89 Franx et al. 1989; Pel90a Pel90b Peletier et al. 1990a,b on the color gradients, and CH88 Couture & Hardy 1988; Gor90 Gorgas, Efstathiou & Aragón-Salamanca 1990; Dav93 Davies, Sadler & Peletier 1993; CD94 Carollo & Danziger 1994 on the line strength ones) one can expect the “fixed-aperture” CM relation discussed in the previous section to provide a biased view of the color properties of early-type galaxies.

To quantify the relevance of this effect, a “fixed light fraction” CM relation was derived, using the colors measured within each galaxy effective radius. With this procedure, always a fixed fraction of the galaxy light contributes to the color measurements, allowing a more meaningful comparison between galaxies of different luminosities. Contrary to what appeared to be the implicit assumption in most previous works on the CM relation, the bias introduced by the use of fixed apertures appears to be significant. Figure Internal color gradients and the color-magnitude relation of early-type galaxies shows a comparison of the CM relations obtained when using color measurements within a fixed aperture of 10 arcsec, and within $`r_e`$. It is clear that any correlation between galaxy color and luminosity largely disappears when colors are measured within each galaxy effective radius. The slope of the best fitting linear relation between color and magnitude goes from $`0.074\pm 0.008`$ (as measured for the fixed aperture relation) to $`0.016\pm 0.018`$, which is statistically compatible with a completely flat relation. A similarly shallow slope for the CM relation derived measuring galaxy colors homogeneously at the effective radius was previously reported by PS96 Prugniel & Simien (1996) and by PvD98 van Dokkum et al. (1998), although those authors do not comment specifically on the significance of this point.

Some concern about the reality of this result might be raised by the fact that color measurements within $`r_e`$ are affected by larger uncertainties than those within a fixed radius aperture, because of the uncertainty in the determination of $`r_e`$ itself. As discussed in Section 2, the statistical uncertainty in the determination of $`r_e`$ for the present sample is approximately 6% (SGH98), but much larger systematic uncertainties could be present, introduced by the specific fitting procedure used to derive the value of $`r_e`$ from a galaxy surface brightness profile (see, for example, Figures 4 to 6 in SGH98). Therefore a total uncertainty of approximately 20–30% might be a better estimate of the error budget involved in the determination of $`r_e`$. However, the impact on the present color measurements of a conservative 20% $`r_e`$ uncertainty estimate (the scatter between $`V`$\- and $`I`$-band measurements discussed in Section 2 would lead to an estimate of approximately 10–12%) is only $`\pm 0.025`$ mag, on average. Since this uncertainty is always smaller than, or comparable to the intrinsic uncertainty of the presently available photometric measurements, it does not have a significant impact on the results presented here. The 0.03 mag uncertainty quoted by BLE92 for their magnitude measurements translates into a 0.042 mag uncertainty in the fixed-aperture color determinations, and the addition of the contribution from $`r_e`$ determination uncertainties brings the total fixed galaxy fraction color uncertainty to approximately 0.05 mag. These uncertainties are reported in Figure Internal color gradients and the color-magnitude relation of early-type galaxies, together with a somewhat arbitrary estimate of 0.15 mag for the uncertainty in the total magnitude measurements.

## 4 Radial color gradients

The significant changes in the CM relation properties described in the previous section point towards the relevance of internal color and stellar population gradients within early-type galaxies for a detailed understanding of their properties and evolutionary histories. The average color gradient $`d(UV)/d(\mathrm{log}r)`$ measured in the sample used here is of $`0.15`$ mag per dex in radius, with an rms scatter around this mean value of 0.15 mag per dex in radius. This is in very good agreement with the findings of Pel90a Peletier et al. (1990a), who report an average gradient of $`0.16\pm 0.11`$ mag per dex in radius. Note that the use, in both cases, of a simple power-law method to measure the color gradients makes the comparison meaningful, although different methods are used to measure the color points.

In agreement with previous studies, no significant correlation is found between the strength of the color gradient and the galaxy luminosity (see Figure Internal color gradients and the color-magnitude relation of early-type galaxies). There is however a marginal indication that the scatter in gradient strength might be smaller for the brighter objects in our sample. This result is somewhat in contrast with the claim presented by Pel93 Peletier (1993) that early-type galaxies fainter than M$`{}_{B}{}^{}=19.5`$ have significantly smaller color gradients than those observed in more luminous galaxies. Unfortunately the number of bright galaxies in the present sample is too small to allow a clear determination of this effect.

The rather large scatter that is observed globally for the values of the color gradient is responsible for the larger scatter measured in the fixed galaxy fraction version of the CM relation with respect to the fixed aperture version. This fact points towards a very high photometric accuracy requirement for future measurements aimed at measuring with good accuracy the slope of the CM relation. Also, it becomes quite clear that using an average gradient value to correct color measurements derived from either observations or theoretical models is not appropriate. In fact the scatter in gradient values observed among real galaxies is comparable in magnitude with the mean value itself, instead of representing a small additional uncertainty superposed to the main effect one is considering. Therefore when using a mean gradient value for the color corrections one would neglect the effects of the relatively strong gradients that are present in a significant fraction of the galaxy population.

## 5 Discussion and Conclusions

The results presented above show that internal radial color gradients in early-type galaxies cannot be neglected when discussing the colors of these systems. The strength of the gradients measured here is in agreement with other measurements previously reported in the literature, although differences in samples and in the photometric bands used by different authors make a detailed comparison difficult. It is confirmed that for giant early-type galaxies the strength of the color gradient is not correlated with the galaxy luminosity. Also, a fairly large scatter in this strength is observed at all luminosities, although there is an indication in the present dataset that this scatter might be smaller for the brightest objects.

One point of concern with the present dataset is the rather heterogeneous nature of the observations and data reduction procedures adopted to derive magnitudes and effective radii. However one should note that a substantial flattening of the CM relation when colors are measured consistently at the galaxies effective radius, is obtained also when considering $`I`$\- and $`H`$-band data, with effective radii measured homogeneously within the same data set (Sco01 Scodeggio et al. 2001). Very shallow “fixed light fraction” CM relation slopes have been published also by PS96 Prugniel & Simien (1996) and PvD98 van Dokkum et al. (1998).

While it is found that colors measured within the effective radius depend less strongly on the galaxy luminosity than previously believed, it is not possible to accurately determine whether a small correlation is still present between the two quantities, or whether giant E and S0 galaxies all have the same color, within a small scatter. Because only small differences in color are involved, a larger, more homogeneous dataset, comprising data of higher photometric accuracy than those used here, will be required to settle this point. In any case the present result implies that some modification of the models of galaxy formation currently discussed in the literature is necessary. The shallower slope (if not the complete flatness) of the CM relation, and the consequential somewhat larger scatter allowed in the colors of early-type galaxies with respect to that measured in the fixed-aperture relation, should significantly relax some of the tight constraints so far taken into account in discussing the allowed star formation histories of these systems and the processes that led to their formation.

The present results apply only to giant E and S0 galaxies, since with this dataset one can sample only the bright end of the early-type galaxies luminosity function (spanning an interval of approximately five magnitudes). The picture appears to become more complex when one considers also dwarf systems. We are currently extending our analysis to the Virgo cluster, to build a sample that includes also dE and dS0 galaxies (Scodeggio et al. 2000). Our preliminary finding is that a global blueing trend with decreasing luminosity is present among early-type galaxies. The trend is significant for the global sample of Virgo cluster galaxies, spanning an interval of more than ten magnitudes in luminosity, but becomes vanishingly small at the bright end of the distribution, in agreement with the results presented here. This would suggest the possibility of a CM relation which is divided into two different regimes, one for the giant and one for the dwarf galaxies.

It would be quite natural to extend the conclusions reached here to other well known scaling relations for early-type galaxies, like the metallicity-luminosity relation, exemplified primarily by the Mg<sub>2</sub>-$`\sigma `$ relation (e.g. BBF Bender, Burstein & Faber 1993). In this case once again the measurements are made using a fixed aperture. The typical size of the aperture is comparable with the galaxy $`r_e`$ for the small, low luminosity and low $`\sigma `$ galaxies, while it is one order of magnitude smaller than $`r_e`$ in the case of the large, luminous, high $`\sigma `$ ones. Since there are radial gradients in the strength of the Mg<sub>2</sub> index, the approach may introduce a significant bias in the inferred mass-metallicity relation. However a recent analysis of a relatively large set of measurements of such gradients has led KA99 Kobayashi & Arimoto (1999) to conclude that a metallicity-mass relation is present among elliptical galaxies even when mean metallicities are considered.

The conclusion is that the interpretation of the CM relation of bright early-type galaxies, as well as that of similar relations with galaxy luminosity that might suffer from the same “fixed-aperture plus internal gradient” bias, might need to be revised. This could lead to a significant change in the overall observational picture of early-type galaxies. In particular it could no longer be required to have a very strong correlation between galaxy luminosity (which is approximately equivalent to mass) and mean metallicity, allowing for a more significant contribution from random events (like mergers, or a number of star formation episodes besides the original burst) in the formation and evolutionary processes that shape these objects.

The most sincere thanks to Alessandro Boselli, Peppo Gavazzi, Riccardo Giovanelli, and Martha Haynes for their contributions to this project, and to Stephane Charlot, Mark Dickinson, Alvio Renzini, Piero Rosati, and Roberto Saglia for useful discussions on the subject.


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# Quantum Field Theory of boson mixing

## I Introduction

Particle mixing and oscillations (for a recent review, see Ref.) are among the most intriguing topics of Particle Physics. The mixing of neutrinos and their oscillations seem to be now experimentally established after a long search . On the other hand, quark mixing and meson mixing are widely accepted and verified . However, many features of the physics of mixing are still obscure, for example the issue related to its origin in the context of Standard Model and the related problem of the generation of masses .

Also from a purely mathematical point of view, there are aspects which are not fully understood. Indeed, only recently  a rich non–perturbative vacuum structure has been discovered to be associated with the mixing of fermion fields in the context of Quantum Field Theory (for a mathematically rigorous approach see Ref.). The careful study of such a structure  has led to the determination of the exact QFT formula for neutrino oscillations , exhibiting new features with respect to the usual quantum mechanical Pontecorvo formula . Actually, it turns out  that the non–trivial nature of the mixing transformations manifests itself also in the case of the mixing of boson fields. Of course, in this case the condensate structure for the “flavor” vacuum is very much different from the fermion case and a careful analysis is necessary in order to understand which phenomenological consequences are to be expected for the oscillations of mixed bosons.

In this paper, we perform this analysis first at a formal level and then we study the oscillations of mixed mesons of the kind of the $`K^0\overline{K}^0`$. We will treat these particles as stable ones, an approximation which however does not affect the general validity of our results. In the framework of the QFT analysis of Refs. , a study of the meson mixing and oscillations has been carried out in Ref., where modifications to the usual oscillation formulas, connected with the vacuum structure, have been presented. However, the results of Ref.  can be improved in many respects and in the present paper we show that the oscillation formula there obtained has to be actually replaced with the exact one here presented.

In Section II we study the quantum field theory of two mixed spin-zero boson fields. In Section III we analyze the structure of currents for mixed fields and we derive the exact oscillation formula in Section IV. Section V is devoted to conclusions. Some mathematical derivations are given in the Appendix.

## II Mixing of boson fields in QFT

The observed boson oscillations always involve particles with zero electrical charge. What oscillate are some other quantum numbers such as the strangeness and the isospin. Therefore, in the study of boson mixing we have to consider always  complex fields. The charge in question is some “flavor charge” (e.g. the strangeness) and thus the complex fields are “flavor charged” fields, referred to as “flavor fields” for simplicity.

We define the mixing relations as:

$`\varphi _A(x)=\varphi _1(x)\mathrm{cos}\theta +\varphi _2(x)\mathrm{sin}\theta `$ (1)
$`\varphi _B(x)=\varphi _1(x)\mathrm{sin}\theta +\varphi _2(x)\mathrm{cos}\theta `$ (2)
where generically we denote the mixed fields with suffixes $`A`$ and $`B`$. Let the fields $`\varphi _i(x)`$, $`i=1,2`$, be free complex fields with definite masses. Their conjugate momenta are $`\pi _i(x)=_0\varphi _i^{}(x)`$ and the commutation relations are the usual ones:

$`[\varphi _i(x),\pi _j(y)]_{t=t^{}}=[\varphi _i^{}(x),\pi _j^{}(y)]_{t=t^{}}=i\delta ^3(𝐱𝐲)\delta _{ij},i,j=1,2.`$ (3)
with the other equal–time commutators vanishing. The Fourier expansions of fields and momenta are:

$`\varphi _i(x)={\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}\frac{1}{\sqrt{2\omega _{k,i}}}\left(a_{𝐤,i}e^{i\omega _{k,i}t}+b_{𝐤,i}^{}e^{i\omega _{k,i}t}\right)e^{i𝐤𝐱}}`$ (4)
$`\pi _i(x)=i{\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}\sqrt{\frac{\omega _{k,i}}{2}}\left(a_{𝐤,i}^{}e^{i\omega _{k,i}t}b_{𝐤,i}e^{i\omega _{k,i}t}\right)e^{i𝐤𝐱}},`$ (5)
where $`\omega _{k,i}=\sqrt{𝐤^2+m_i^2}`$ and $`[a_{𝐤,i},a_{𝐩,j}^{}]=[b_{𝐤,i},b_{𝐩,j}^{}]=\delta ^3(𝐤𝐩)\delta _{ij},`$ with $`i,j=1,2`$ and the other commutators vanishing. We will consider stable particles, which will not affect the general validity of our results.

We now proceed in a similar way to what has been done in Ref. for fermions and recast Eqs.(2) into the form:

$`\varphi _A(x)=G_\theta ^1(t)\varphi _1(x)G_\theta (t)`$ (6)
$`\varphi _B(x)=G_\theta ^1(t)\varphi _2(x)G_\theta (t)`$ (7)
and similar ones for $`\pi _A(x)`$, $`\pi _B(x)`$. $`G_\theta (t)`$ denotes the operator which implements the mixing transformations (2):

$`G_\theta (t)=exp\left[i\theta {\displaystyle d^3x\left(\pi _1(x)\varphi _2(x)\varphi _1^{}(x)\pi _2^{}(x)\pi _2(x)\varphi _1(x)+\varphi _2^{}(x)\pi _1^{}(x)\right)}\right],`$ (8)
which is (at finite volume) a unitary operator: $`G_\theta ^1(t)=G_\theta (t)=G_\theta ^{}(t)`$. The generator of the mixing transformation in the exponent of $`G_\theta (t)`$ can also be written as

$`G_\theta (t)=\mathrm{exp}[\theta (S_+(t)S_{}(t))].`$ (9)
The operators

$`S_+(t)=S_{}^{}(t)i{\displaystyle d^3x(\pi _1(x)\varphi _2(x)\varphi _1^{}(x)\pi _2^{}(x))},`$ (10)
together with

$`S_3{\displaystyle \frac{i}{2}}{\displaystyle d^3x\left(\pi _1(x)\varphi _1(x)\varphi _1^{}(x)\pi _1^{}(x)\pi _2(x)\varphi _2(x)+\varphi _2^{}(x)\pi _2^{}(x)\right)}`$ (11)
$`S_0={\displaystyle \frac{Q}{2}}{\displaystyle \frac{i}{2}}{\displaystyle d^3x\left(\pi _1(x)\varphi _1(x)\varphi _1^{}(x)\pi _1^{}(x)+\pi _2(x)\varphi _2(x)\varphi _2^{}(x)\pi _2^{}(x)\right)},`$ (12)
close the $`su(2)`$ algebra (at each time $`t`$): $`[S_+(t),S_{}(t)]=2S_3`$ , $`[S_3,S_\pm (t)]=\pm S_\pm (t)`$ , $`[S_0,S_3]=[S_0,S_\pm (t)]=0`$. Note that $`S_3`$ and $`S_0`$ are time independent. It is useful to write down explicitly the expansions of the above generators in terms of annihilation and creation operators:

$`S_+(t)={\displaystyle d^3k\left(U_𝐤^{}(t)a_{𝐤,1}^{}a_{𝐤,2}V_𝐤^{}(t)b_{𝐤,1}a_{𝐤,2}+V_𝐤(t)a_{𝐤,1}^{}b_{𝐤,2}^{}U_𝐤(t)b_{𝐤,1}b_{𝐤,2}^{}\right)}`$ (13)
$`S_{}(t)={\displaystyle d^3k\left(U_𝐤(t)a_{𝐤,2}^{}a_{𝐤,1}V_𝐤(t)a_{𝐤,2}^{}b_{𝐤,1}^{}+V_𝐤^{}(t)b_{𝐤,2}a_{𝐤,1}U_𝐤^{}(t)b_{𝐤,2}b_{𝐤,1}^{}\right)}`$ (14)
$`S_3={\displaystyle \frac{1}{2}}{\displaystyle d^3k\left(a_{𝐤,1}^{}a_{𝐤,1}b_{𝐤,1}^{}b_{𝐤,1}a_{𝐤,2}^{}a_{𝐤,2}+b_{𝐤,2}^{}b_{𝐤,2}\right)}`$ (15)
$`S_0={\displaystyle \frac{1}{2}}{\displaystyle d^3k\left(a_{𝐤,1}^{}a_{𝐤,1}b_{𝐤,1}^{}b_{𝐤,1}+a_{𝐤,2}^{}a_{𝐤,2}b_{𝐤,2}^{}b_{𝐤,2}\right)}.`$ (16)
As for the case of the fermion mixing, the structure of the generator Eq.(8) is recognized to be the one of a rotation combined with a Bogoliubov transformation (see below Eqs.(22)-(25)). Indeed, in the above equations, the coefficients $`U_𝐤(t)|U_𝐤|e^{i(\omega _{k,2}\omega _{k,1})t}`$ and $`V_𝐤(t)|V_𝐤|e^{i(\omega _{k,1}+\omega _{k,2})t}`$ appear to be the Bogoliubov coefficients. They are defined as

$`|U_𝐤|{\displaystyle \frac{1}{2}}\left(\sqrt{{\displaystyle \frac{\omega _{k,1}}{\omega _{k,2}}}}+\sqrt{{\displaystyle \frac{\omega _{k,2}}{\omega _{k,1}}}}\right),|V_𝐤|{\displaystyle \frac{1}{2}}\left(\sqrt{{\displaystyle \frac{\omega _{k,1}}{\omega _{k,2}}}}\sqrt{{\displaystyle \frac{\omega _{k,2}}{\omega _{k,1}}}}\right)`$ (17)
and satisfy the relation

$`|U_𝐤|^2|V_𝐤|^2=1,`$ (18)
which is in fact to be expected in the boson case (note the difference with respect to the fermion case of Ref.). We can thus put $`|U_𝐤|\mathrm{cosh}\xi _{1,2}^𝐤`$ , $`|V_𝐤|\mathrm{sinh}\xi _{1,2}^𝐤`$, with $`\xi _{1,2}^𝐤=\frac{1}{2}\mathrm{ln}\frac{\omega _{k,1}}{\omega _{k,2}}`$.

We now consider the action of the generator of the mixing transformations on the vacuum $`|0_{1,2}`$ for the fields $`\varphi _{1,2}(x)`$: $`a_{𝐤,i}|0_{1,2}=0,i=1,2`$ . The generator induces an $`SU(2)`$ coherent state structure on such state :

$`|0(\theta ,t)_{_{A,B}}G_\theta ^1(t)|0_{1,2}.`$ (19)
From now on we will refer to the state $`|0(\theta ,t)_{_{A,B}}`$ as to the “flavor” vacuum for bosons. The suffixes $`A`$ and $`B`$ label the flavor charge content of the state. We have $`{}_{_{A,B}}{}^{}0(\theta ,t)|0(\theta ,t)_{_{A,B}}^{}=\mathrm{\hspace{0.17em}1}`$. In the following, we will consider the Hilbert space for flavor fields at a given time $`t`$, say $`t=0`$, and it is useful to define $`|0(t)_{_{A,B}}|0(\theta ,t)_{_{A,B}}`$ and $`|0_{_{A,B}}|0(\theta ,t=0)_{_{A,B}}`$ for future reference. A crucial point is that the flavor and the mass vacua are orthogonal in the infinite volume limit. We indeed have (see Appendix):

$`{}_{1,2}{}^{}0|0(t)_{_{A,B}}^{}={\displaystyle \underset{𝐤}{}}{}_{1,2}{}^{}0|G_{𝐤,\theta }^1(t)|0_{1,2}^{}={\displaystyle \underset{𝐤}{}}f_0^𝐤(\theta ),foranyt,`$ (20)
where we have used $`G_\theta ^1(t)=\underset{𝐤}{}G_{𝐤,\theta }^1(t)`$ (see Eqs.(9), (13) and (14) ). In the infinite volume limit, we obtain

$`\underset{V\mathrm{}}{lim}{}_{1,2}{}^{}0|0(t)_{_{A,B}}^{}=\underset{V\mathrm{}}{lim}e^{\frac{V}{(2\pi )^3}{\scriptscriptstyle d^3k\mathrm{ln}f_0^𝐤(\theta )}}=\mathrm{\hspace{0.17em}0},foranyt.`$ (21)
From the Appendix, Eq.(81), we see that $`\mathrm{ln}f_0^𝐤(\theta )`$ is indeed negative for any values of $`𝐤`$, $`\theta `$ and $`m_1,m_2`$ (note that $`0\theta \pi /4`$). We also observe that the orthogonality disappears when $`\theta =0`$ and/or $`m_1=m_2`$, consistently with the fact that in both cases there is no mixing. These features are similar to the case of fermion mixing : the orthogonality is essentially due to the infinite number of degrees of freedom  (The statement of Ref. that in the boson case the above vacua are orthogonal also at finite volume has to be therefore corrected according to the present result).

We can define annihilation operators for the vacuum $`|0(t)_{_{A,B}}`$ as $`a_{𝐤,A}(\theta ,t)G_\theta ^1(t)a_{𝐤,1}G_\theta (t)`$, etc.. with $`a_{𝐤,A}(\theta ,t)|0(t)_{_{A,B}}=0`$. For simplicity we will use the notation $`a_{𝐤,A}(t)a_{𝐤,A}(\theta ,t)`$. Explicitly, we have:

$`a_{𝐤,A}(t)`$ $`=`$ $`\mathrm{cos}\theta a_{𝐤,1}+\mathrm{sin}\theta \left(U_𝐤^{}(t)a_{𝐤,2}+V_𝐤(t)b_{𝐤,2}^{}\right),`$ (22)
$`a_{𝐤,B}(t)`$ $`=`$ $`\mathrm{cos}\theta a_{𝐤,2}\mathrm{sin}\theta \left(U_𝐤(t)a_{𝐤,1}V_𝐤(t)b_{𝐤,1}^{}\right),`$ (23)
$`b_{𝐤,A}(t)`$ $`=`$ $`\mathrm{cos}\theta b_{𝐤,1}+\mathrm{sin}\theta \left(U_𝐤^{}(t)b_{𝐤,2}+V_𝐤(t)a_{𝐤,2}^{}\right),`$ (24)
$`b_{𝐤,B}(t)`$ $`=`$ $`\mathrm{cos}\theta b_{𝐤,2}\mathrm{sin}\theta \left(U_𝐤(t)b_{𝐤,1}V_𝐤(t)a_{𝐤,1}^{}\right).`$ (25)
These operators satisfy the canonical commutation relations (at equal times). In their expressions the Bogoliubov transformation part is evidently characterized by the terms with the $`U`$ and $`V`$ coefficients. The condensation density of the flavor vacuum is given for any $`t`$ by

$`{}_{_{A,B}}{}^{}0(t)|a_{𝐤,i}^{}a_{𝐤,i}|0(t)_{_{A,B}}^{}={}_{_{A,B}}{}^{}0(t)|b_{𝐤,i}^{}b_{𝐤,i}|0(t)_{_{A,B}}^{}=\mathrm{sin}^2\theta |V_𝐤|^2,i=1,2.`$ (26)
It is useful to note that $`|V_𝐤|^2`$ can be written as a function of the rescaled momentum $`p\sqrt{\frac{2|𝐤|^2}{m_1^2+m_2^2}}`$ and of the adimensional parameter $`a\frac{m_2^2m_1^2}{m_1^2+m_2^2}`$ as follows:

$`|V(p,a)|^2`$ $`=`$ $`{\displaystyle \frac{p^2+1}{2\sqrt{(p^2+1)^2a^2}}}{\displaystyle \frac{1}{2}},`$ (27)
from which we see that the condensation density is maximal at $`p=0`$ ($`|V_{max}|^2=\frac{(m_1m_2)^2}{4m_1m_2}`$) and goes to zero for large momenta (i.e. for $`|𝐤|^2\frac{m_1^2+m_2^2}{2}`$). Note that the corresponding quantity in the fermion case is limited to the value $`1/2`$ and the momentum scale is given by $`\sqrt{m_1m_2}`$. A plot of $`|V(p,a)|^2`$ is presented in Fig.1 for sample values of the parameter $`a`$.

Figure 1: The condensation density $`|V(p,a)|^2`$ as a function of $`p`$ for $`a=0.98`$ (solid line) and $`a=0.92`$ (dashed line).

### A Arbitrary mass parameterization

Above we have expanded the mixed fields $`\varphi _{A,B}`$ in the same basis as the free fields $`\varphi _{1,2}`$. However, as noticed in Ref. for the case of fermion mixing, this is not the most general possibility. Indeed, one could as well expand the flavor fields in a basis of fields with arbitrary masses. Of course, these arbitrary mass parameters should not appear in the physically observable quantities. Thus, as a check for the validity of the oscillation formula we are going to derive in Section IV, it is important to consider this generalization. Let us first rewrite the free fields $`\varphi _{1,2}`$ in the form

$`\varphi _i(x)`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}\left(u_{𝐤,i}^\varphi (t)a_{𝐤,i}+v_{𝐤,i}^\varphi (t)b_{𝐤,i}^{}\right)e^{i𝐤𝐱}},`$ (28)
$`\pi _i(x)`$ $`=`$ $`i{\displaystyle }{\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}}(u_{𝐤,i}^\pi (t)a_{𝐤,i}^{}v_{𝐤,i}^\pi (t)b_{𝐤,i})e^{i𝐤𝐱},i=1,2,`$ (29)
where we have introduced the notation

$`u_{𝐤,i}^\varphi (t){\displaystyle \frac{1}{\sqrt{2\omega _{k,i}}}}e^{i\omega _{k,i}t},v_{𝐤,i}^\varphi (t){\displaystyle \frac{1}{\sqrt{2\omega _{k,i}}}}e^{i\omega _{k,i}t},`$ (30)
$`u_{𝐤,i}^\pi (t)\sqrt{{\displaystyle \frac{\omega _{k,i}}{2}}}e^{i\omega _{k,i}t},v_{𝐤,i}^\pi (t)\sqrt{{\displaystyle \frac{\omega _{k,i}}{2}}}e^{i\omega _{k,i}t},i=1,2.`$ (31)
We now define

$`\rho _{\alpha \beta }^𝐤(t)`$ $``$ $`u_{𝐤,\alpha }^\pi (t)u_{𝐤,\beta }^\varphi (t)+v_{𝐤,\alpha }^\varphi (t)v_{𝐤,\beta }^\pi (t)=e^{i(\omega _{k,\alpha }\omega _{k,\beta })t}\mathrm{cosh}\xi _{\alpha ,\beta }^𝐤,`$ (32)
$`\lambda _{\alpha \beta }^𝐤(t)`$ $``$ $`v_{𝐤,\alpha }^\pi (t)u_{𝐤,\beta }^\varphi (t)u_{𝐤,\alpha }^\varphi (t)v_{𝐤,\beta }^\pi (t)=e^{i(\omega _{k,\alpha }+\omega _{k,\beta })t}\mathrm{sinh}\xi _{\alpha ,\beta }^𝐤,`$ (33)
$`\xi _{\alpha ,\beta }^𝐤`$ $``$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{\omega _{k,\alpha }}{\omega _{k,\beta }}},\alpha ,\beta =1,2,A,B,`$ (34)
where $`\omega _{k,\alpha }\sqrt{k^2+\mu _\alpha ^2}`$. We denote with $`\mu _A`$ and $`\mu _B`$ the arbitrary mass parameters while $`\mu _1m_1`$ and $`\mu _2m_2`$ are the physical masses. Note that $`\rho _{12}^𝐤(t)=U_𝐤(t)`$ and $`\lambda _{12}^𝐤(t)=V_𝐤(t)`$. We can now write the expansion of the flavor fields in the general form (we use a tilde to denote the generalized ladder operators):

$`\varphi _\sigma (x)={\displaystyle }{\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}}(u_{𝐤,\sigma }^\varphi (t)\stackrel{~}{a}_{𝐤,\sigma }(t)+v_{𝐤,\sigma }^\varphi (t)\stackrel{~}{b}_{𝐤,\sigma }^{}(t))e^{i𝐤𝐱},\sigma =A,B,`$ (35)
which is to be compared with the expansion in the free field basis as given in Eqs. (7):

$`\varphi _\sigma (x)={\displaystyle \frac{d^3k}{(2\pi )^{\frac{3}{2}}}\left(u_{𝐤,i}^\varphi (t)a_{𝐤,\sigma }(t)+v_{𝐤,i}^\varphi (t)b_{𝐤,\sigma }^{}(t)\right)e^{i𝐤𝐱}},`$ (36)
where $`(\sigma ,i)=(A,1),(B,2)`$. The relation between the two sets of flavor operators is given as

$`\left(\begin{array}{c}\stackrel{~}{a}_{𝐤,\sigma }(t)\\ \stackrel{~}{b}_{𝐤,\sigma }^{}(t)\end{array}\right)`$ $`=`$ $`J^1(t)\left(\begin{array}{c}a_{𝐤,\sigma }(t)\\ b_{𝐤,\sigma }^{}(t)\end{array}\right)J(t)=\left(\begin{array}{cc}\rho _{\sigma i}^𝐤(t)& \lambda _{\sigma i}^𝐤(t)\\ \lambda _{\sigma i}^𝐤(t)& \rho _{\sigma i}^𝐤(t)\end{array}\right)\left(\begin{array}{c}a_{𝐤,\sigma }(t)\\ b_{𝐤,\sigma }^{}(t)\end{array}\right),`$ (45)
$`J(t)`$ $`=`$ $`\mathrm{exp}\left\{{\displaystyle d^3k\xi _{\sigma ,i}^𝐤\left[a_{𝐤,\sigma }^{}(t)b_{𝐤,\sigma }^{}(t)b_{𝐤,\sigma }(t)a_{𝐤,\sigma }(t)\right]}\right\},`$ (46)
with $`\xi _{\sigma ,i}^𝐤\frac{1}{2}\mathrm{ln}\frac{\omega _{k,\sigma }}{\omega _{k,i}}`$. For $`\mu _A=m_1`$ and $`\mu _B=m_2`$ one has $`J=1`$. Note that the transformation Eq.(45) is in fact a Bogoliubov transformation which leaves invariant the form $`a_{𝐤,\sigma }^{}(t)a_{𝐤,\sigma }(t)b_{𝐤,\sigma }^{}(t)b_{𝐤,\sigma }(t)`$.

## III The currents for mixed boson fields

Before presenting the exact oscillation formula, let us investigate in this Section the structure of currents and charges for the mixed fields. This will enable us to identify the relevant physical observables to look at for flavor oscillations. Since we are here interested in vacuum oscillations, in the following we neglect interaction terms and only consider the free field Lagrangian for two charged scalar fields with a mixed mass term:

$`(x)`$ $`=`$ $`_\mu \mathrm{\Phi }_f^{}(x)^\mu \mathrm{\Phi }_f(x)\mathrm{\Phi }_f^{}(x)M\mathrm{\Phi }_f(x),`$ (47)
with $`\mathrm{\Phi }_f^T=(\varphi _A,\varphi _B)`$, $`M=\left(\begin{array}{cc}m_A^2& m_{AB}^2\\ m_{AB}^2& m_B^2\end{array}\right)`$. By means of Eq.(2),

$`\mathrm{\Phi }_f(x)=\left(\begin{array}{cc}\mathrm{cos}\theta & \mathrm{sin}\theta \\ \mathrm{sin}\theta & \mathrm{cos}\theta \end{array}\right)\mathrm{\Phi }_m(x),`$ (50)
$``$ becomes diagonal in the basis $`\mathrm{\Phi }_m^T=(\varphi _1,\varphi _2)`$:

$`(x)`$ $`=`$ $`_\mu \mathrm{\Phi }_m^{}(x)^\mu \mathrm{\Phi }_m(x)\mathrm{\Phi }_m^{}(x)M_d\mathrm{\Phi }_m(x),`$ (51)
where $`M_d=diag(m_1^2,m_2^2)`$ and $`m_A^2=m_1^2\mathrm{cos}^2\theta +m_2^2\mathrm{sin}^2\theta `$, $`m_B^2=m_1^2\mathrm{sin}^2\theta +m_2^2\mathrm{cos}^2\theta `$, $`m_{AB}^2=(m_2^2m_1^2)\mathrm{sin}\theta \mathrm{cos}\theta `$.

The Lagrangian $``$ is invariant under the global $`U(1)`$ phase transformations $`\mathrm{\Phi }_m^{}=e^{i\alpha }\mathrm{\Phi }_m`$: as a result, we have the conservation of the Noether charge $`Q=d^3xI^0(x)`$, which is indeed the total charge of the system (we have $`I^\mu (x)=i\mathrm{\Phi }_m^{}(x)\stackrel{}{^\mu }\mathrm{\Phi }_m(x)`$ with $`\stackrel{}{^\mu }\stackrel{}{^\mu }\stackrel{}{^\mu }`$).

Let us now consider the $`SU(2)`$ transformation

$`\mathrm{\Phi }_m^{}(x)=e^{i\alpha _j\tau _j}\mathrm{\Phi }_m(x),j=1,2,3,`$ (52)
with $`\alpha _j`$ real constants, $`\tau _j=\sigma _j/2`$ and $`\sigma _j`$ being the Pauli matrices. For $`m_1m_2`$, the Lagrangian is not generally invariant under (52) and we obtain, by use of the equations of motion,

$`\delta (x)`$ $`=`$ $`i\alpha _j\mathrm{\Phi }_m^{}(x)[M_d,\tau _j]\mathrm{\Phi }_m(x)=\alpha _j_\mu J_{m,j}^\mu (x),`$ (53)
$`J_{m,j}^\mu (x)`$ $`=`$ $`i\mathrm{\Phi }_m^{}(x)\tau _j\stackrel{}{^\mu }\mathrm{\Phi }_m(x),j=1,2,3.`$ (54)
The corresponding charges, $`Q_{m,j}(t)d^3xJ_{m,j}^0(x)`$, close the $`su(2)`$ algebra (at each time $`t`$). The Casimir operator $`C_m`$ is proportional to the total charge: $`C_m\left[\underset{j=1}{\overset{3}{}}Q_{m,j}^2(t)\right]^{\frac{1}{2}}`$ $`=\frac{1}{2}Q`$. Observe also that the transformation induced by $`Q_{m,2}(t)`$,

$`\mathrm{\Phi }_f(x)`$ $`=`$ $`e^{2i\theta Q_{m,2}(t)}\mathrm{\Phi }_m(x)e^{2i\theta Q_{m,2}(t)}`$ (55)
is just the mixing transformation Eq.(50). Thus $`2Q_{m,2}(t)`$ is the generator of the mixing transformations. Moreover, $`Q_{m,\pm }(t)\frac{1}{2}(Q_{m,1}(t)\pm iQ_{m,2}(t))`$, $`Q_{m,3}`$, and $`C_m`$ are nothing but $`S_\pm (t)`$, $`S_3`$, and $`S_0`$, respectively, as introduced in Eqs.(10)-(12). From Eq.(53) we also see that $`Q_{m,3}`$ and $`C_m`$ are conserved, consistently with Eqs.(15)-(16). Observe that the combinations

$`Q_{1,2}`$ $``$ $`{\displaystyle \frac{1}{2}}Q\pm Q_{m,3}`$ (56)
$`Q_i`$ $`=`$ $`{\displaystyle }d^3k(a_{𝐤,i}^{}a_{𝐤,i}b_{𝐤,i}^{}b_{𝐤,i}),i=1,2,`$ (57)
are simply the conserved***Note that, in absence of mixing, these charges would indeed be the flavor charges, being the flavor conserved for each generation. (Noether) charges for the free fields $`\varphi _1`$ and $`\varphi _2`$ with $`Q_1+Q_2=Q`$.

We now perform the $`SU(2)`$ transformations on the flavor doublet $`\mathrm{\Phi }_f`$:

$`\mathrm{\Phi }_f^{}(x)=e^{i\alpha _j\tau _j}\mathrm{\Phi }_f(x),j=\mathrm{\hspace{0.17em}1},2,3,`$ (58)
and obtain:

$`\delta (x)`$ $`=`$ $`i\alpha _j\mathrm{\Phi }_f^{}(x)[M,\tau _j]\mathrm{\Phi }_f(x)=\alpha _j_\mu J_{f,j}^\mu (x),`$ (59)
$`J_{f,j}^\mu (x)`$ $`=`$ $`i\mathrm{\Phi }_f^{}(x)\tau _j\stackrel{}{^\mu }\mathrm{\Phi }_f(x),j=\mathrm{\hspace{0.17em}1},2,3.`$ (60)
The related charges, $`Q_{f,j}(t)`$ $``$ $`d^3xJ_{f,j}^0(x)`$, still fulfil the $`su(2)`$ algebra and $`C_f=C_m=\frac{1}{2}Q`$. Due to the off–diagonal (mixing) terms in the mass matrix $`M`$, $`Q_{f,3}(t)`$ is time–dependent. This implies an exchange of charge between $`\varphi _A`$ and $`\varphi _B`$, resulting in the flavor oscillations. This suggests to us to define indeed the flavor charges as

$`Q_A(t)`$ $``$ $`{\displaystyle \frac{1}{2}}Q+Q_{f,3}(t),`$ (61)
$`Q_B(t)`$ $``$ $`{\displaystyle \frac{1}{2}}QQ_{f,3}(t),`$ (62)
with $`Q_A(t)+Q_B(t)=Q`$. These charges have a simple expression in terms of the flavor ladder operators:

$`Q_\sigma (t)`$ $`=`$ $`{\displaystyle }d^3k(a_{𝐤,\sigma }^{}(t)a_{𝐤,\sigma }(t)b_{𝐤,\sigma }^{}(t)b_{𝐤,\sigma }(t)),\sigma =A,B.`$ (63)
This is because they are connected to the Noether charges $`Q_i`$ of Eq.(57) via the mixing generator: $`Q_\sigma (t)=G_\theta ^1(t)Q_iG_\theta (t)`$, with $`(\sigma ,i)=(A,1),(B,2)`$. Note that the flavor charges are invariant under the transformation Eq.(45).

## IV The oscillation formula for mixed bosons

Let us now calculate the oscillation formula for mixed bosons. We will first follow the approach of Ref.  and show that the oscillation formulas there presented exhibit a dependence on the arbitrary mass parameters $`\mu _\sigma `$, a feature which is not physically acceptable. We will do this by using the generalized operators introduced above. Then we will show how to cure this pathology, in analogy to what was done in Refs. , where the exact formula for neutrino oscillations was derived and it was shown to be independent from the arbitrary mass parameters that can be introduced in the expansions of the flavor fields.

### A The oscillation formula of Binger and Ji

Following Ref., let us define the (generalized) flavor state by acting on the mass vacuum $`|0_{1,2}`$ with the flavor creation operators (we omit momentum indices):

$`|\stackrel{~}{a}_A\stackrel{~}{a}_A^{}|0_{1,2}=\rho _{A1}\mathrm{cos}\theta |a_1+\rho _{A2}\mathrm{sin}\theta |a_2.`$ (64)
with $`|a_i=a_i^{}|0`$. As already discussed in Ref., the flavor state so defined is not normalized and the normalization factor has to be introduced as

$`\stackrel{~}{𝒩}_A\stackrel{~}{a}_A|\stackrel{~}{a}_A=\rho _{A1}^2\mathrm{cos}^2\theta +\rho _{A2}^2\mathrm{sin}^2\theta .`$ (65)
We have

$`\stackrel{~}{a}_A|\stackrel{~}{N}_A|\stackrel{~}{a}_A`$ $`=`$ $`(\rho _{A1}^2+\lambda _{A1}^2)\mathrm{cos}^2\theta +(\rho _{A2}^2+\lambda _{A2}^2)\mathrm{sin}^2\theta .`$ (66)
The oscillation formula then follow as:

$`\stackrel{~}{a}_A(t)|\stackrel{~}{N}_A|\stackrel{~}{a}_A(t)`$ $`=`$ $`\stackrel{~}{a}_A|\stackrel{~}{N}_A|\stackrel{~}{a}_A4{\displaystyle \frac{\rho _{A1}^2\rho _{A2}^2}{\stackrel{~}{𝒩}_A}}\mathrm{sin}^2\theta \mathrm{cos}^2\theta \mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }E}{2}}t\right)`$ (67)
and a similar one for the expectation value of $`\stackrel{~}{N}_B`$. From the above, as announced, it is evident that these formulas explicitly depend on the (arbitrary) parameters $`\mu _\sigma `$ (see Eq.(32)). We also note that, for $`\mu _A=m_1`$ and $`\mu _B=m_2`$, one has $`\rho _{A1}=1`$, $`\lambda _{A1}=0`$, $`\rho _{A2}=U`$ and $`\lambda _{A2}=V`$. Consequently, Eqs.(66), (67) reduce respectively to Eqs.(18) and (20) of Ref..

### B The exact oscillation formula

We now show how a consistent treatment of the flavor oscillation for bosons in QFT can be given which does not exhibit the above pathological dependence on arbitrary parameters.

There are two key points to be remarked. A general feature of field mixing is that the number operator for mixed particles is not a well-defined operator. It is so because the mixing transformations mix creation and annihilation operators and then the annihilation (creation) operators for flavor particles and antiparticles do not commute at different times (see Eqs.(22)-(25)). Moreover, the number operator does depend on the arbitrary mass parameters. Much care is therefore required in the use of the number operator. A second remark is that the flavor states are not to be defined by using the vacuum $`|0_{1,2}`$: the flavor states so defined are in fact not normalized and the normalization factor Eq.(65) depends on the arbitrary mass parameters.

These two difficulties can be bypassed by using the remedy already adopted in Refs. for the case of fermions: the flavor states have shown to be consistently defined by acting with the flavor creation operators on the flavor vacuum. The observable quantities are then the expectation values of the flavor charges on the flavor states: the oscillation formulas thus obtained do not depend on the arbitrary mass parameters.

In the line of Refs., let us now defineIn the following, we will work in the Heisenberg picture: this is particularly convenient in the present context since special care has to be taken with the time dependence of flavor states (see the discussion in Ref.). the state of the $`a_A`$ particle as $`|\stackrel{~}{a}_{𝐤,A}_{_{A,B}}`$ $`\stackrel{~}{a}_{𝐤,A}^{}(0)|0_{_{A,B}}`$ and consider the expectation values of the flavor charges (63) on it (analogous results follow if one considers $`|\stackrel{~}{a}_{𝐤,B}_{_{A,B}}`$). We obtain:

$`\stackrel{~}{𝒬}_{𝐤,\sigma }(t)`$ $``$ $`{}_{_{A,B}}{}^{}\stackrel{~}{a}_{𝐤,A}|\stackrel{~}{Q}_\sigma (t)|\stackrel{~}{a}_{𝐤,A}_{_{A,B}}^{}=|[\stackrel{~}{a}_{𝐤,\sigma }(t),\stackrel{~}{a}_{𝐤,A}^{}(0)]|^2|[\stackrel{~}{b}_{𝐤,\sigma }^{}(t),\stackrel{~}{a}_{𝐤,A}^{}(0)]|^2,\sigma =A,B.`$ (68)
We also have $`{}_{_{A,B}}{}^{}0|\stackrel{~}{Q}_{𝐤,\sigma }(t)|0_{_{A,B}}^{}=0`$ and $`\stackrel{~}{𝒬}_{𝐤,A}(t)+\stackrel{~}{𝒬}_{𝐤,A}(t)=1`$.

A straightforward direct calculation shows that the above quantities do not depend on $`\mu _A`$ and $`\mu _B`$, i.e.:

$`{}_{_{A,B}}{}^{}\stackrel{~}{a}_{𝐤,A}|\stackrel{~}{Q}_{𝐤,\sigma }(t)|\stackrel{~}{a}_{𝐤,A}_{_{A,B}}^{}={}_{_{A,B}}{}^{}a_{𝐤,A}|Q_{𝐤,\sigma }(t)|a_{𝐤,A}_{_{A,B}}^{},\sigma =A,B,`$ (69)
and similar one for the expectation values on $`|\stackrel{~}{a}_{𝐤,B}_{_{A,B}}`$. Eq.(69) is a central result of our work: it confirms that the only physically relevant quantities are the above expectation values of flavor charges. Note that expectation values of the number operator, of the kind $`{}_{_{A,B}}{}^{}\stackrel{~}{a}_{𝐤,A}|\stackrel{~}{N}_\sigma (t)|\stackrel{~}{a}_{𝐤,A}_{_{A,B}}^{}=|[\stackrel{~}{a}_{𝐤,\sigma }(t),\stackrel{~}{a}_{𝐤,A}^{}(0)]|^2`$ and similar ones, do indeed depend on the arbitrary mass parameters, although the flavor states are properly defined (i.e. on the flavor Hilbert space). The cancellation of these parameters happens only when considering the combination of squared modula of commutators of the form Eq.(68)One may think it could make sense to take the expectation value of the flavor charges on states defined on the mass Hilbert space, as the ones defined in Eq.(64). A direct calculation however shows that this is not the case and these expectation values depends on the mass parameters: the conclusion is that one must use the flavor Hilbert space.. A similar cancellation occurs for fermions  with the sum of the squared modula of anticommutators.

Finally, the explicit calculation gives

$`𝒬_{𝐤,A}(t)`$ $`=`$ $`\left|[a_{𝐤,A}(t),a_{𝐤,A}^{}(0)]\right|^2\left|[b_{𝐤,A}^{}(t),a_{𝐤,A}^{}(0)]\right|^2`$ (70)
$`=`$ $`1\mathrm{sin}^2(2\theta )\left[|U_𝐤|^2\mathrm{sin}^2\left({\displaystyle \frac{\omega _{k,2}\omega _{k,1}}{2}}t\right)|V_𝐤|^2\mathrm{sin}^2\left({\displaystyle \frac{\omega _{k,2}+\omega _{k,1}}{2}}t\right)\right],`$ (71)
$`𝒬_{𝐤,B}(t)`$ $`=`$ $`\left|[a_{𝐤,B}(t),a_{𝐤,A}^{}(0)]\right|^2\left|[b_{𝐤,B}^{}(t),a_{𝐤,A}^{}(0)]\right|^2`$ (72)
$`=`$ $`\mathrm{sin}^2(2\theta )\left[|U_𝐤|^2\mathrm{sin}^2\left({\displaystyle \frac{\omega _{k,2}\omega _{k,1}}{2}}t\right)|V_𝐤|^2\mathrm{sin}^2\left({\displaystyle \frac{\omega _{k,2}+\omega _{k,1}}{2}}t\right)\right].`$ (73)
Notice the negative sign in front of the $`|V_𝐤|^2`$ terms in these formulas, in contrast with the fermion case : the boson flavor charge can assume also negative values. This fact points to the statistical nature of the phenomenon: it means that when dealing with mixed fields, one intrinsically deals with a many–particle system, i.e. a genuine field theory phenomenon. This situation has a strong analogy with Thermal Field Theory (i.e. QFT at finite temperature) , where quasi–particle states are ill defined and only statistical averages make sense. Of course, there is no violation of charge conservation for the overall system of two mixed fields.

The above formulas are obviously different from the usual quantum mechanical oscillation formulas, which however are recovered in the relativistic limit (i.e. for $`|𝐤|^2\frac{m_1^2+m_2^2}{2}`$). Apart from the extra oscillating term (the one proportional to $`|V_𝐤|^2`$) and the momentum dependent amplitudes, the QFT formulas carry the remarkable information about the statistics of the oscillating particles: for bosons and fermions the amplitudes (Bogoliubov coefficients) are drastically different according to the two different statistics ($`|U_𝐤|`$ and $`|V_𝐤|`$ are circular functions in the fermion case and hyperbolic functions in the boson case). This fact also fits with the above mentioned statistical nature of the oscillation phenomenon in QFT. Note also that our treatment is essentially non–perturbative and in this differs from other QFT approaches to particle mixing and oscillations (see for example Ref. for a review).

In order to better appreciate the features of the QFT formulas, it is useful to plot the oscillating charge in time for sample values of the masses and for different values of the momentum (we use same units for masses and momentum). It is evident how the effect of the extra oscillating term is maximal at lower momenta (see Figs.2 and 3) and disappears for large $`k`$ (see Fig.4) where the standard oscillation pattern is recovered. In the following plots we use $`T_k=\frac{4\pi }{\omega _{k,2}\omega _{k,1}}`$ and assume maximal mixing.

Figure 2: Plot of $`𝒬_{𝐤,B}(t)`$ in function of time for $`k=0`$, $`m_1=2`$, $`m_2=50`$ and $`\theta =\pi /4`$.

Figure 3: Plot of $`𝒬_{𝐤,B}(t)`$ in function of time for $`k=10`$, $`m_1=2`$, $`m_2=50`$ and $`\theta =\pi /4`$.

Figure 4: Plot of $`𝒬_{𝐤,B}(t)`$ in function of time for $`k=100`$, $`m_1=2`$, $`m_2=50`$ and $`\theta =\pi /4`$.

It is also interesting to plot the time average of the oscillating charge, $`\overline{𝒬}_{𝐤,B}=\frac{1}{nT_k}\underset{0}{\overset{nT_k}{}}𝑑t𝒬_{𝐤,B}(t)`$, as a function of the momentum. In Figure 5 we plot $`𝒬_{𝐤,B}(t)`$ averaged over two different time intervals, i.e. for $`n=10`$ and $`n=100`$: it is interesting to observe how the larger is the time interval, the more the curve converges to the average of the standard formula, which has the value $`\frac{1}{2}`$. The behavior for large k is due to the fact that, as already observed, the exact oscillation formula reduces to the quantum mechanical oscillation one in the large momentum limit (i.e. for $`|k|^2\frac{m_1^2+m_2^2}{2}`$).

Figure 5: The time average of $`𝒬_{𝐤,B}(t)`$ over 10 $`T_k`$ (dashed line) and over 100 $`T_k`$ (solid line) with respect to the average

of the standard oscillation formula (horizontal axis) as a function of $`k`$ for the values $`m_1=2`$, $`m_2=50`$ and $`\theta =\pi /4`$.

## V Conclusions

In this paper we have considered the quantum field theoretical formulation of spin-zero boson field mixing and obtained the exact oscillation formula which does not depend on arbitrary mass parameters which can be introduced in full generality in the theory. We have also studied the structure of the currents and charges for the mixed fields. In order to make our discussion more transparent, we neglected the instability of the oscillating particles. This does not affect the general validity of our result which rests on the intrinsic features of QFT.

A crucial point in our analysis is the disclosure of the fact that the space for the mixed field states is unitarily inequivalent to the state space where the unmixed field operators are defined. This is a common feature with the QFT structure of the fermion mixing, which has recently been established ). The vacuum for the mixed fields turns out to be a generalized $`SU(2)`$ coherent state. Of course, in the boson case the condensate structure for the “flavor” vacuum is found to be very much different from the one in the fermion case. Besides the intrinsic mathematical interest, our analysis provides interesting phenomenological insights. It leads to the exact oscillation formula for bosons which predicts oscillation behaviors susceptible of being experimentally tested.

In fact, in the framework of the QFT analysis of Refs. , a study of the meson mixing and oscillations has been already carried out in Ref. and applied to the $`\eta \eta ^{}`$ oscillation. However, the results of Ref. give observable quantities which are dependent on arbitrary mass parameters, and this is of course physically not acceptable, as observed in Ref. . In the present paper we have pointed out the origin of such a pathology and have shown how to obtain results which are independent from arbitrary parameters. The oscillation formula obtained in Ref. has to be actually replaced with the exact one here presented. In order to compare our results with the ones of Ref. , we presented in Fig.6 a plot of charge oscillations for $`\eta \eta ^{}`$ at zero momentum, in correspondence to what has been done in Ref..

Figure 6: Plot of $`𝒬_{𝐤,\eta }(t)`$ (solid line) and $`𝒬_{𝐤,\eta ^{}}(t)`$ (dashed line) in function of time

for an initially pure $`\eta `$ state and for $`k=0`$, $`m_1=549`$ MeV, $`m_2=958`$ MeV and $`\theta =54^o`$.

Let us close by observing that although our QFT analysis discloses features which cannot be ignored in any further study of the field mixing and oscillations, since they are intrinsic to the structure of the QFT formalism, nevertheless there are many aspects which are not fully understood and many features of the physics of mixing are still obscure , as already observed in the introduction. The mixing of neutrinos and their oscillations seem to be now experimentally established and quark mixing and meson mixing are widely accepted and verified. However, several questions  are the object of active discussion in the framework of the quantum mechanics formalism for neutrino oscillations. As a matter of fact, such a state of affairs has been a strong motivation for our searching in the structural aspects of QFT a possible hint to the understanding of particle mixing and oscillations.

## VI Acknowledgments

We thank MURST, INFN and ESF for partial support.

### Appendix: Orthogonality between mass and flavor vacua

We calculate here $`{}_{1,2}{}^{}0|0(\theta ,t)_{_{A,B}}^{}`$. In the following we work at finite volume (discrete $`k`$) and suppress the time dependence of the operators when $`t=0`$. Let us first observe that $`|0(\theta ,t)_{_{A,B}}=e^{iHt}|0(\theta ,0)_{_{A,B}}`$, with $`H=\underset{i=1}{\overset{2}{}}\underset{𝐤}{}\omega _{k,i}\left(a_{𝐤,i}^{}a_{𝐤,i}+b_{𝐤,i}^{}b_{𝐤,i}\right)`$. Thus we have $`{}_{1,2}{}^{}0|0(\theta ,t)_{_{A,B}}^{}=_{1,2}0|0(\theta ,0)_{_{A,B}}`$.

We then define $`\underset{𝐤}{}f_0^𝐤(\theta )\underset{𝐤}{}{}_{1,2}{}^{}0|G_{𝐤,\theta }^1(0)|0_{1,2}^{}`$ and observe that

$`{\displaystyle \frac{d}{d\theta }}f_0^𝐤(\theta )`$ $`=`$ $`|V_𝐤|_{1,2}0|(b_{𝐤,1}a_{𝐤,2}+b_{𝐤,2}a_{𝐤,1})G_{𝐤,\theta }^1|0_{1,2}`$ (74)
$`=`$ $`|V_𝐤|_{1,2}0|G_{𝐤,\theta }^1(a_{𝐤,2}^{}b_{𝐤,1}^{}+a_{𝐤,1}^{}b_{𝐤,2}^{})|0_{1,2},`$ (75)
where, we recall, $`|V_𝐤|V_𝐤(0)`$ in our notation of Section II. We now consider the identity

$`(b_{𝐤,1}a_{𝐤,2}+b_{𝐤,2}a_{𝐤,1})G_{𝐤,\theta }^1`$ $`=`$ $`G_{𝐤,\theta }^1G_{𝐤,\theta }^1(b_{𝐤,1}a_{𝐤,2}+b_{𝐤,2}a_{𝐤,1})G_{𝐤,\theta }`$ (76)
$`=`$ $`G_{𝐤,\theta }^1[b_{𝐤,A}(\theta )a_{𝐤,B}(\theta )+b_{𝐤,B}(\theta )a_{𝐤,A}(\theta )].`$ (77)
Then the equation follows

$`{\displaystyle \frac{d}{d\theta }}f_0^𝐤(\theta )`$ $`=`$ $`2|V_𝐤|^2\mathrm{cos}\theta \mathrm{sin}\theta f_0^𝐤(\theta )+\mathrm{sin}^2\theta |V_𝐤|_{1,2}^30|G_{𝐤,\theta }^1(a_{𝐤,2}^{}b_{𝐤,1}^{}+a_{𝐤,1}^{}b_{𝐤,2}^{})|0_{1,2}`$ (78)
$`=`$ $`2|V_𝐤|^2\mathrm{cos}\theta \mathrm{sin}\theta f_0^𝐤(\theta )\mathrm{sin}^2\theta |V_𝐤|^2{\displaystyle \frac{d}{d\theta }}f_0^𝐤(\theta )`$ (79)
and

$`{\displaystyle \frac{d}{d\theta }}f_0^𝐤(\theta )`$ $`=`$ $`{\displaystyle \frac{2|V_𝐤|^2\mathrm{cos}\theta \mathrm{sin}\theta }{1+\mathrm{sin}^2\theta |V_𝐤|^2}}f_0^𝐤(\theta ),`$ (80)
which is solved by

$`f_0^𝐤(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{1+\mathrm{sin}^2\theta |V_𝐤|^2}},`$ (81)
with the initial condition $`f_0^𝐤(0)=1`$.

We observe that we can operate in a similar fashion directly with $`f_0^𝐤(\theta ,t)_{1,2}0|G_{𝐤,\theta }^1(t)|0_{1,2}`$. We then find that $`f_0^𝐤(\theta ,t)`$ is again given by Eq.(81) and thus it is actually time-independent. We also note that by a similar procedure it can be proved that $`\underset{V\mathrm{}}{lim}{}_{_{A,B}}{}^{}0(\theta ,t)|0(\theta ^{},t)_{_{A,B}}^{}0`$ for $`\theta ^{}\theta `$.


text:
# References

TIFR/TH/01-04

Looking for the Charged Higgs Boson at LHC111Invited talk at the Cairo International Conference on High Energy Physics, 9-14 January 2001.

D.P. Roy

Tata Institute of Fundamental Research

Homi Bhabha Road, Mumbai 400 005, India

1. I discuss LHC signatures of the charged Higgs boson of the MSSM, focussing mainly on the case of the $`H^\pm `$ being heavier than top quark.

The minimal supersymmetric Standard Model (MSSM) contains two complex Higs doublets, $`\varphi _1`$ and $`\varphi _2`$, corresponding to eight scalar states. Three of these are absorbed as Goldstone bosons leaving five physical states – the two neutral scalars $`(h^0,H^0)`$, a pseudo-scalar $`(A^0)`$ and a pair of charged Higgs bosons $`(H^\pm )`$. All the tree-level masses and couplings of these particles are given in terms of two parameters, $`m_{H^\pm }`$ and $`\mathrm{tan}\beta `$, the latter representing the ratio of the two vacuum expectation values . While any one of the above neutral Higgs bosons may be hard to distinguish from that of the Standard Model, the $`H^\pm `$ carries a distinctive hall-mark of the SUSY Higgs sector. Moreover the couplings of the $`H^\pm `$ are uniquely related to $`\mathrm{tan}\beta `$, since the physical charged Higgs boson corresponds to the combination

$$H^\pm =\varphi _1^\pm \mathrm{sin}\beta +\varphi _2^\pm \mathrm{cos}\beta .$$
(1)
Therefore the detection of $`H^\pm `$ and measurement of its mass and couplings are expected to play a very important role in probing the SUSY Higgs sector.

The $`tbH^+`$ decay is known to provide promising signatures for charged Higgs boson search at TEVATRON upgrade and LHC for $`M_H<m_t`$ . But it is hard to extend the $`H^\pm `$ search beyond $`m_t`$, because in this case the combination of dominant production and decay channels, $`tH^{}t\overline{t}b`$, suffers from a large QCD background . Moreover the subdominant production channels of $`H^\pm W^{}`$ and $`H^\pm H^{}`$ have been found to give no viable signature at LHC . In view of this we have undertaken a systematic study of a heavy $`H^\pm `$ signature at LHC from its dominant production channel $`tH^{}(\overline{t}H^+)`$, followed by the decays $`H^{}\overline{t}b,\tau \overline{\nu }`$ and $`W^{}h^0`$. While the 1st represents the dominant decay channel of charged Higgs boson, the $`\tau \nu `$ and $`Wh^0`$ are the largest subdominant channels in the high and low $`\mathrm{tan}\beta `$ regions respectively, with

$$B_{\tau \nu }(\mathrm{tan}\beta \stackrel{>}{}\mathrm{\hspace{0.25em}10})15\%\mathrm{and}B_{Wh^0}(\mathrm{tan}\beta =15)\stackrel{<}{}\mathrm{\hspace{0.25em}5}\%.$$
(2)
The signature for the dominant decay channel of $`H^{}\overline{t}b`$ has been analysed separately assuming three and four $`b`$-tagging. The analyses are generally based on parton level Monte Carlo program with gaussian smearing of lepton and jet momenta for simulating detector resolution.

(i) $`H^\pm tb`$ Signature with Four $`b`$-tags :

The dominant signal and background processes are

$$ggtH^{}\overline{b}+\mathrm{h}.\mathrm{c}.t\overline{t}b\overline{b},$$
(3)
$$ggt\overline{t}b\overline{b},$$
(4)
followed by the leptonic decay of one top and hadronic decay of the other, i.e.

$$t\overline{t}b\overline{b}b\overline{b}b\overline{b}W^+W^{}b\overline{b}b\overline{b}\mathrm{}\nu q\overline{q}.$$
(5)
A basic set of kinematic and isolation cuts,

$$p_T>20\mathrm{GeV},|\eta |<2.5,\mathrm{\Delta }R=\left[(\mathrm{\Delta }\varphi )^2+(\mathrm{\Delta }\eta )^2\right]^{1/2}>0.4$$
(6)
is imposed on all the jet and lepton momenta. The $`p_T`$ cut is also imposed on the missing-$`p_T`$, obtained by vector addition of the $`p_T`$’s after resolution smearing. This is followed by the mass reconstruction of the $`W`$ and the top quark pair, so that one can identify the pair of $`b`$-jets accompanying the latter. While the harder of these two $`b`$-jets $`(b_1)`$ comes from $`H^\pm `$ decay in the signal, both of them come mainly from gluon splitting in the background. Consequently the $`S/B`$ ratio is improved by imposing the following cuts on this $`b`$-jet pair:

$$M_{bb}>120\mathrm{GeV},E_{b_1}>120\mathrm{GeV}\mathrm{and}\mathrm{cos}\theta _{bb}<0.75.$$
(7)
Then each of this $`b`$-jet pair is combined with each of the reconstructed pair of top to give 4 entries for the invariant mass $`M_{tb}`$ per event. One of these 4 entries corresponds to the $`H^\pm `$ mass for the signal event, while the others constitute a combinatorial background. Fig. 1 shows this $`tb`$ invariant mass distribution for the signal (3) and background (4). The right hand scale corresponds to the cross-section for $`ϵ_b^4=0.1`$ – i.e. an optimistic $`b`$-tagging efficiency of $`ϵ_b=0.56`$. Reducing it to a more conservative value of $`ϵ_b=0.4`$ would reduce both the signal and background by a factor of 4 each.

Table 1. Number of signal and background events

in the 4 $`b`$-tagged channel per $`100\mathrm{fb}^1`$ luminosity

in a mass window of $`M_{H^\pm }\pm 40\mathrm{GeV}`$ at

$`\mathrm{tan}\beta =40(ϵ_b=0.4)`$.

| $`M_{H^\pm }(\mathrm{GeV})`$ | $`S`$ | $`B`$ | $`S/\sqrt{B}`$ |
| --- | --- | --- | --- |
| 310 | 32.7 | 26.9 | 6.3 |
| 407 | 22.7 | 17.3 | 5.5 |
| 506 | 13.2 | 9.9 | 4.2 |
| 605 | 7.5 | 5.5 | 3.2 |

Table 1 lists the number of signal and background events for a typical annual luminosity of $`100\mathrm{fb}^1`$, expected from the high luminosity LHC run, assuming $`ϵ_b=0.4`$. While the $`S/B`$ ratio is $`>1`$, the viability of the signal is limited by the signal size222Increasing the $`p_T`$ cut of $`b`$-jets from 20 to 30 GeV would reduce the signal (background) size by a factor of about 3(4 ), hence reducing the viability of this signal.. One expects a $`>3\sigma `$ signal upto $`M_{H^\pm }=600\mathrm{GeV}`$ at $`\mathrm{tan}\beta =40`$. The signal size is very similar at $`\mathrm{tan}\beta =1.5`$, but smaller in between. The reason the extreme values of $`\mathrm{tan}\beta `$ are favoured is that the signal process (3) is controlled by the $`tbH^\pm `$ Yukawa coupling,

$$\frac{g}{\sqrt{2}M_W}H^+\left[\mathrm{cot}\beta m_t\overline{t}b_L+\mathrm{tan}\beta m_b\overline{t}b_R\right],$$
(8)
which is large for $`\mathrm{tan}\beta 1`$ and $`m_t/m_b`$. Interestingly these two regions of $`\mathrm{tan}\beta `$ are favoured by $`b\tau `$ unification for a related reason: i.e. one needs a large $`tbH^\pm `$ Yukawa coupling contribution to the RGE to control the rise of $`m_b`$ as one goes down from the GUT to the low energy scale .

(ii) $`H^\pm tb`$ Signature with Three $`b`$-tags :

The contributions to this signal come from (3) as well as

$$gbtH^{}+\mathrm{h}.\mathrm{c}.t\overline{t}b+\mathrm{h}.\mathrm{c}.,$$
(9)
followed by the leptonic decay of one top and hadronic decay of the other. The signal cross-section from (9) is 2-3 times larger than from (3), while their kinematic distributions are very similar. Combining the two and subtracting the overlapping piece to avoid double counting  results in a signal cross-section, which is mid-way between the two. The background comes from (4) as well as

$$gbt\overline{t}b+\mathrm{h}.\mathrm{c}.\mathrm{and}ggt\overline{t}g,$$
(10)
where the gluon jet in the last case is mis-tagged as a $`b`$-jet. Assuming the standard mistagging factor of 1% this contribution turns out in fact to be the largest source of the background, as we see below.

The basic kinematic cuts are as in (6) except for a harder $`p_T`$-cut, $`p_T>30\mathrm{GeV}`$, since the 3 $`b`$-jets coming from $`H^\pm `$ and $`t\overline{t}`$ decays are all reasonably hard. This is followed by the mass reconstruction of the top quark pair as before, so that one can identify the accompanying (3rd) $`b`$-jet. We impose a $`p_T>80\mathrm{GeV}`$ cut on this $`b`$-jet to improve the $`S/B`$ ratio. Finally this $`b`$-jet is combined with each of the reconstructed top pair to give two entries of $`M_{tb}`$ per event. One of them corresponds to the $`H^\pm `$ mass for the signal while the other constitutes the combinatorial background. Fig. 2 shows this $`tb`$ invariant mass distribution of the signal along with the above mentioned backgrounds, including a $`b`$-tagging efficiency factor of $`ϵ_b=0.4`$. While the $`S/B`$ ratio is $`<1`$ the signal cross-section is much larger than the previous case. Table 2 lists the number of signal and background events for a luminosity of $`100\mathrm{fb}^1`$ at $`\mathrm{tan}\beta =40`$. The results are very similar at $`\mathrm{tan}\beta =1.5`$. Comparing this with Table 1 we see that the $`S/\sqrt{B}`$ ratio is very similar in the two channels. One should bear in mind however the larger $`p_T`$ cut assumed for the 3 $`b`$-tagged channel. The cross-sections in both the cases were calculated with the MRS-LO structure functions .

Table 2. Number of signal and background events

in the 3 $`b`$-tagged channel per $`100\mathrm{fb}^1`$ luminosity

in a mass window of $`M_{H^\pm }\pm 40\mathrm{GeV}`$ at

$`\mathrm{tan}\beta =40(ϵ_b=0.4)`$.

| $`M_{H^\pm }(\mathrm{GeV})`$ | $`S`$ | $`B`$ | $`S\sqrt{B}`$ |
| --- | --- | --- | --- |
| 310 | 133 | 443 | 6.2 |
| 407 | 111 | 403 | 5.6 |
| 506 | 73 | 266 | 4.5 |
| 605 | 43 | 156 | 3.4 |

(iii) $`H^\pm \tau \nu `$ Signature :

For simplicity we have estimated the signal and background cross-sections from

$$gbtH^{}+\mathrm{h}.\mathrm{c}.b\overline{q}q\tau \overline{\nu }+\mathrm{h}.\mathrm{c}.$$
(11)
$$ggt\overline{t}b\overline{q}q\overline{b}\tau \overline{\nu }+\mathrm{h}.\mathrm{c}.$$
(12)
followed by the 1-prong hadronic decay of $`\tau `$. The signal contains a hard a positively polarized $`\tau `$, while the background contains a relatively soft and negatively polarized $`\tau `$ from $`W`$ boson decay. The polarization difference can be exploited to sharpen the signal by simply requiring the charged pion to carry $`>80`$% of the visible $`\tau `$ momentum. Fig. 3 shows the signal and background cross-sections against the transverse mass of the $`\tau `$-jet with the missing-$`p_T`$. We see that by exploiting the polarization difference one can get a clean $`H^\pm `$ signal in this channel for the large $`\mathrm{tan}\beta `$ region at the level of a few fb. This has been recently confirmed by a more detailed simulation by the CMS collaboration including detector acceptance .

(iv) $`H^\pm W^\pm h^0`$ Signature :

We have estimated the signal cross-section from

$$gbtH^{}+\mathrm{h}.\mathrm{c}.bW^+W^{}h^0+\mathrm{h}.\mathrm{c}.,$$
(13)
followed by $`h^0b\overline{b}`$, $`W^\pm \mathrm{}\nu `$ and $`W^{}q\overline{q}`$. Thus the final state consists of the same particles as the dominant decay mode of eq. (9). Therefore we have to consider the background from the $`H^{}t\overline{b}`$ decay (9) along with those from the QCD processes of eq. (10).

We require 3 $`b`$-tags along with the same basic cuts as in section (ii). This is followed by the mass reconstruction of $`W^\pm `$ and the top, which helps to identify the accompanying $`b`$-pair and the $`W`$. The resulting $`bb`$ and $`Wb`$ invariant masses are then subjected to the constraints,

$$M_{bb}=m_{h^0}\pm 10\mathrm{GeV}\mathrm{and}M_{Wb}m_t\pm 20\mathrm{GeV}.$$
(14)
The $`h^0`$ mass constraint and the veto on the second top helps to distinguish the $`H^\pm W^\pm h^0`$ signal from the backgrounds. However the former is severely constrained by the signal size as well as the $`S/B`$ ratio. Consequently one expects at best a marginal signal in this channel and that too only in a narrow strip of the $`M_{H^\pm }\mathrm{tan}\beta `$ parameter space, at the boundary of the LEP exclusion region. Fig. 4 shows the signal (13) along with the backgrounds from (9) and (10) against the reconstructed $`H^\pm `$ mass at one such point – $`M_{H^\pm }=220\mathrm{GeV}`$ and $`\mathrm{tan}\beta =2`$.

The LEP limit of $`m_{h_0}(m_{A_0})>100\mathrm{GeV}`$ in the low $`\mathrm{tan}\beta `$ region implies that the $`H^\pm Wh^0(WA^0)`$ decay channel has as high a threshold as the $`t\overline{b}`$ channel, while the latter has a more favourable coupling. Consequently the $`H^\pm Wh^0(WA^0)`$ decay $`BR`$ is restricted to be $`\stackrel{<}{}\mathrm{\hspace{0.25em}5}\%`$ over the LEP allowed region . However the LEP constraint does not hold in singlet extensions of the MSSM like the NMSSM . Consequently the $`H^\pm Wh^0(WA^0)`$ can be the dominant decay mode for $`M_{H^\pm }160\mathrm{GeV}`$ in the low $`\mathrm{tan}\beta `$ region and lead to a spectacular signal at the LHC, as is illustrated in . One needs a systematic analysis of the LHC signatures for both neutral and charged Higgs bosons in the NMSSM, particularly in the low $`\mathrm{tan}\beta `$ region.

It should be mentioned here that these parton level Monte Carlo analyses of the $`H^\pm `$ signature in $`tb`$ and $`Wh^0`$ decay channels need to be followed up by detailed simulation with PYTHIA, including detector acceptance, as in the case of the $`\tau \nu `$ channel . Finally it should be noted that practically all the analyses of $`H^\pm `$ signal so far are based on the lowest order production vertex, represented by the Yukawa coupling of eq. (8). One loop electroweak corrections to this vertex can give upto 10 (20)% reduction in the signal cross-section at high (low) $`\mathrm{tan}\beta `$, as recently shown in . The corresponding correction from QCD loops is expected to be larger, but not yet available. This is evidently important for a quantitative evaluation of this signal. One should also bear in mind the possibility of a large correction to this vertex from SUSY loops depending on the choice of SUSY parameters .

1. Fig. 1. The reconstructed $`tb`$ invariant mass distribution of the $`H^\pm `$ signal (3) and the QCD background (4) in the isolated lepton plus multi-jet channel with 4 $`b`$-tags. The scale on the right corresponds to a $`b`$-tagging efficiency fator $`ϵ_b^4=0.1`$.

1. Fig. 2. The reconstructed $`tb`$ invariant mass distribution of the $`H^\pm `$ signal and different QCD backgrounds in the isolated lepton plus multijet channel with 3 $`b`$-tags.

1. Fig. 3. Distribution of the $`H^\pm `$ signal and background cross-sections in the transverse mass of the $`\tau `$-jet with the missing-$`p_T`$ for (a) all 1-prong $`\tau `$-jets, (b) those where the charged pion carries over 80% of the $`\tau `$-jet $`p_T`$ $`(M_{H^\pm }=200,400,600\mathrm{GeV}\mathrm{and}\mathrm{tan}\beta =40)`$.

1. Fig. 4. The $`H^\pm Wh^0`$ signal cross-section is shown against the reconstructed $`H^\pm `$ mass for $`M_{H^\pm }=220\mathrm{GeV}`$ and $`\mathrm{tan}\beta =2`$ along with the $`H^\pm tb`$ and the QCD backgrounds.


text:
# A Critical “Dimension” in a Shell Model for Turbulence.

## Abstract

We investigate the GOY shell model within the scenario of a critical dimension in fully developed turbulence. By changing the conserved quantities, one can continuously vary an “effective dimension” between $`d=2`$ and $`d=3`$. We identify a critical point between these two situations where the flux of energy changes sign and the helicity flux diverges. Close to the critical point the energy spectrum exhibits a turbulent scaling regime followed by a plateau of thermal equilibrium. We identify scaling laws and perform a rescaling argument to derive a relation between the critical exponents. We further discuss the distribution function of the energy flux.

Many theoretical and experimental results for fully developed turbulence have been offered over the last decade. A new approach has been presented by Yakhot  in which the method of generating functions by Polyakov  is generalized to the Navier-Stokes equations. Applying a renormalization group procedure  results in an estimate of a critical dimension for turbulence, around $`d_c2.5`$, thus following the foot steps of an original idea by Frisch and Fournier  but correcting the actual value of the dimension. The physical idea behind the existence of a critical dimension is related to the well known fact that the energy cascade in three dimensional turbulence is “forward” (in $`k`$-space) going from large to small scales whereas for two dimensional turbulence it is backward, from small to large scales. This leads to the identification of a critical dimension between two and three at which the flux of energy changes its sign, and the amplitude of the field turns into a peak where there is no flux neither forward nor backward. In ref.  the theory is expanded around this critical point in terms of a ratio between two time scales. However, it is not possible to investigate the physical behavior in a non-integer dimension directly, neither experimentally nor numerically. In this letter we therefore propose to study this type of criticality in a shell model for turbulence . In particular we focus on the GOY model  which exhibits well known conservation laws: in the 3-$`d`$ version energy and helicity are conserved; in the 2-$`d`$ version energy and enstrophy are conserved. It is possible to continuously vary the effective dimension of the model by changing the second conserved quantity from a helicity to an enstrophy quantity. As the energy is always conserved, we can study the energy flux directly as a function of the variation in the second conserved quantity and we identify a critical point, where the flux changes sign. Indeed the second conserved quantity is non-physical at this point as expected. Nevertheless we are able numerically to extract a series of new properties of the spectrum and the PDF around this critical point. A similar observation of a change of sign in the energy flux as a function of a parameter was already made in a different shell model by Bell and Nelkin . In their model the dynamics is not intermittent and the properties of the model are thus quite different from the GOY model.

Our starting point is the approximative approach to turbulence made by discretizing the wave number space by exponentially separating “shells” . In this respect, we apply the GOY model  which has been successful in giving results for intermittency corrections in agreement with experiments  (for other results on the GOY model, see ). The starting point is a set of wave numbers $`k_n=k_02^n`$ and an associated complex amplitude $`u_n`$ of the velocity field. Each amplitude interacts with nearest and next-nearest neighboring shells and the corresponding set of coupled ODE’s takes the form:

$`({\displaystyle \frac{d}{dt}}+\nu k_n^2)u_n`$ $`=`$ $`ik_n(a_nu_{n+1}^{}u_{n+2}^{}+{\displaystyle \frac{b_n}{2}}u_{n1}^{}u_{n+1}^{}+`$ (2)
$`{\displaystyle \frac{c_n}{4}}u_{n1}^{}u_{n2}^{})+f\delta _{n,n_f},`$
with $`n=1,\mathrm{}N`$, $`k_n=r^nk_0`$ ($`r=2)`$, and boundary conditions $`b_1=b_N=c_1=c_2=a_{N1}=a_N=0`$. The values of the coupling constants are fixed by imposing conserved quantities. By conserving the total energy $`_n|u_n|^2`$ when $`f=\nu =0`$, we obtain the constraints $`a_n+b_{n+1}+c_{n+2}=0`$. The time scale is fixed by the condition $`a_n=1`$ leaving free the parameter $`\delta `$ by defining the coupling constants as

$$a_n=1b_n=\delta c_n=(1\delta ).$$
(3)
The model also possesses a second conserved quantity of the form

$$Q=k_n^\alpha |u_n|^2$$
(4)
which leads to a relation between $`\alpha `$ and $`\delta `$: $`2^\alpha =1/(\delta 1)`$. For $`\delta <1`$ this relation requires complex values of $`\alpha `$, with $`\mathrm{}(\alpha )=\pi /\mathrm{ln}\mathrm{\hspace{0.17em}2}`$. In 3d turbulence helicity $`H=(\times 𝐮(𝐱))𝐮(𝐱)𝑑𝐱`$ is conserved, which in terms of shell variables takes the form

$$H=\underset{n}{}(1)^nk_n|u_n|^2,$$
(5)
when the values of parameters are $`\delta =\frac{1}{2}`$ and $`\mathrm{}(\alpha )=1`$. In 2d turbulence on the other hand enstrophy $`\mathrm{\Omega }=|\times 𝐮(𝐱)|^2𝑑𝐱`$ is conserved and this corresponds to the parameters $`\delta =\frac{5}{4}`$, $`\alpha =2`$ which on the shells takes the form $`\mathrm{\Omega }=k_n^2|u_n|^2`$. Note that energy is conserved for any value of $`\delta `$. This gives us the possibility to continuously vary the effective dimension (and thus the generalized helicity/enstrophy (4)) by varying the parameter $`\delta `$ between $`\delta =\frac{1}{2}`$ (3d) and $`\delta =\frac{5}{4}`$ (2d).

The critical point is identified by looking at the energy flux through each shell which is given by

$`\mathrm{\Pi }_n`$ $`=`$ $`{\displaystyle \frac{d}{dt}}{\displaystyle \underset{i=1}{\overset{n}{}}}|u_i|^2=`$ (7)
$`Im(k_nu_nu_{n+1}(u_{n+2}+{\displaystyle \frac{(1\delta )}{2}}u_{n1}))),`$
where only the contributions of the nonlinear terms are considered in the time-rate-of-change of the cumulative energy. From Eq. (7) we see that the last term vanishes as $`\delta 1`$ causing a depletion in the energy transfer . This is observed in the numerical simulations shown in Fig. 1a, where the inertial range of the flux shrinks as $`ϵ1\delta 0`$. Note, that we in Fig. 1a apply a forcing on the form $`f_{n_f}=(1+i)10^2/u_{n_f}^{}`$ in order to ensure a constant input of the energy (and thus a constant flux). We reach similar conclusions when a constant deterministic forcing is applied. Moving above $`\delta =1`$, the energy flux reverses going instead from small to large scales, see Fig. 1b. Therefore the point $`\delta =\delta _c=1`$ defines a critical point where the energy flux for finite value of energy input $`f`$ discontinuously jumps from positive to negative values (the jump diminishes with the forcing amplitude $`f`$). According to Eq. (4), the generalized helicity $`Q`$ diverges at $`\delta =1`$ (i.e. $`\alpha \mathrm{}`$) and this could be a reason for the inhibition of the energy transfer . Furthermore, the rate of injected generalized helicity, given by $`_n(1)^nk_n^\alpha \mathrm{}f_nu_n^{}`$, diverges at this point .

Let us now turn to the spectra for $`\delta <1`$. As $`\delta `$ is increased from $`\delta =0.5`$ and $`ϵ0`$, one observes a build up of a shoulder leading to a plateau in the spectrum at large values of $`k_n`$. This is shown in Fig.2, where the parameter $`ϵ`$ is varied one decade for each spectrum (note that in our spectra we plot $`<|u_n|>`$ vs. $`k_n`$ which provides similar information as plotting $`<|u_n|^2>`$). We identified various scaling laws associated with the spectra of Fig.2. First of all the dissipative cut-off, $`k_d`$, moves in a systematic fashion as a function of $`ϵ`$. We find the following scaling law: $`k_dϵ^{\alpha _d}`$, with $`\alpha _d0.3`$. The plateau in the spectra (equipartition of energy among the shells) may be interpreted as a thermal equilibrium which overcomes the turbulent regime when the forward transfer of energy is reduced. We found that the level of the plateau scales with $`ϵ`$ as $`|u_n|_{pl}ϵ^{\alpha _{pl}}`$, where $`\alpha _{pl}0.28`$, thus finally turning into a diverging amplitude around the forcing scale. The turbulent, cascading, part of the spectrum varies like $`|u_n|k^{\alpha _s}`$, $`\alpha _s0.4`$, taking into account corrections due to intermittency . Finally, the critical wavenumber $`k_c`$, at which the spectrum crosses over from turbulent behavior to thermal equilibrium, also moves with $`ϵ`$, possibly like $`k_cϵ^{\alpha _c}`$. To determine $`k_c`$, we balance the contributions from the two regimes

$$|u_n||u_n|_{pl}k^{\alpha _s}ϵ^{\alpha _{pl}},$$
(8)
and obtain the following scaling law for $`k_c`$

$$k_cϵ^{\alpha _c},\alpha _c=\alpha _{pl}/\alpha _s0.7,$$
(9)
showing that the scaling exponents are not all independent . This result can be verified by a simple rescaling of data. Let us assume that $`|u_n|/|u_n|_{pl}`$ is a function of $`k/k_c`$ alone, i.e.

$$\frac{|u_n|}{|u_n|_{pl}}f(\frac{k}{k_c}),$$
(10)
where $`f(x)`$ is such that $`f(x)x^{\alpha _s}`$, $`x<<1`$ and $`f(x)const`$, $`x>>1`$. Then a data collapse is obtained by plotting $`|u_n|/ϵ^{\alpha _{pl}}`$ versus $`k/ϵ^{\alpha _c}`$. A good rescaling plot is obtained, see Fig.2b, when the estimated value $`\alpha _c=0.7`$ is used. Notice that the collapse of data does not apply to the dissipative range, since $`k_d`$ and $`k_c`$ scale differently with $`ϵ`$.

Since there is no transfer of energy at the critical point, the non-linear terms will not play any role and the equations will only include the dissipation and forcing terms. This can be made quantitative by the fact that the state with a peak at the forcing scale

$$𝐮=(0,0,0,\frac{f}{\nu k_{n_f}^2},0,0\mathrm{}.,0)$$
(11)
is a fixed point of the equations (2) which at $`ϵ=0`$ is marginally stable . Indeed we find numerically at $`ϵ=0`$ that by starting with the fixed point (11) the peak stays at the forcing scale and the amplitudes remain zero above but become non-zero, although small, below the forcing scale. On the contrary, for $`ϵ0^+`$, the peak is unstable and the energy is soon redistributed to the neighbouring shells. The existence of a sharp transition into the critical point was already indicated by a calculation of the maximal Lyapunov exponent which drops sharply as $`ϵ0`$ . In order to study the behavior of the spectrum around the critical point in details we have two parameters to vary, the “dimension” parameter, $`\delta `$, and the viscosity, $`\nu `$. Fig. 3 shows a series of spectra for $`ϵ=0.002`$ varying $`\nu `$. Again one observes the shoulder at large $`k`$. As expected, the shoulder moves to higher $`k`$ when the viscosity decreases. The wavevector for the dissipative cut off $`k_D`$ moves in the Kolmogorov fashion $`k_d\nu ^{3/4}`$. This leads us again to perform a standard finite size rescaling plot, rescaling the $`k`$ axis by $`(\nu /\nu _{10})^{3/4}`$ and the velocity axis by $`(\nu /\nu _{10})^{0.28}`$, see Fig. 3.

Now consider the other side of the critical point, namely on the “two-dimensional” side for $`\delta >1`$. The behavior of 2d shell models has been previously investigated in several papers . A kind of “coupled GOY model”  gives an inverse flux of energy which is explained in terms of a mean diffusive drift in a system close to statistical equilibrium, and shell models for 2d do not seem to give an inverse energy cascade with the usual “5/3” spectrum. In order to extract the energy of the inverse cascade we need to add a large scale viscosity to Eqs. (2) of the type $`\nu ^{}k_n^2u_n`$. In Fig. (4) we show the energy spectrum for the case $`\delta =1.125,\nu =10^{16},\nu ^{}=10^1`$. The two branches of statistical equilibrium, respectively energy and generalized enstrophy (4) equilibrium are clearly visible (see  for details).

Let us turn our attention to the probability density functions (PDF). It is well known that, in fully developed turbulence, the PDF at the largest scales (small $`k`$) typically behaves like a Gaussian, slowly changing its form as one moves towards the small scales (large $`k`$), turning into a shape where large events play an important role giving a kind of stretched exponential PDF. Such a non trivial behavior is related to the property of multiscaling of the structure functions. When a turbulent scaling regime is detectable as in Fig. 3, we observe that the intermittency corrections appear to persist, even close to $`ϵ=0`$. However, in the flat part of the spectrum of Fig. 2, the probability distribution becomes wider at larger $`k`$ but such that the shape is simply rescaled onto a universal and almost symmetric curve (rescaling by the standard deviation), see Fig. 5.

In this Letter we have presented results for the existence of a critical point in the “GOY” shell model. Our main results can be summarized as follows. At this critical point, which lies between three- and two-dimensional behavior, the energy flux changes its sign, going from a forward to a backward transfer. Approaching this point from the “three-dimensional” side, part of the spectrum becomes flat as an indication of a thermal equilibrium. The cross-over to the flat part is determined by balancing the turbulent energy spectrum with a spectrum in thermal equilibrium. We identify the scaling behavior of the cross-over point and rescale the spectra accordingly. The PDF of the thermal equilibrium shows simple scaling invariance although the statistics is not Gaussian. For analytical understanding of these results, one rewrites the “GOY” equations in terms of a generating function technique  thus obtaining a set of coupled ordinary differential equations . One can further map these equations onto a Fokker-Planck equation for the distribution of the exponentiated quantities. We will discuss this in a forthcoming publication.

We are grateful to P. Ditlevsen, G. Eyink, U. Frisch, P. Hohenberg, P. Olesen, A. Polyakov, I. Procaccia, B. Shraiman, K. Sreenivasan for interesting discussions. We are also indebted to the ITP, Santa Barbara and the program on “Hydrodynamics Turbulence”, where this work started.