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# 1 Introduction

## 1 Introduction

The supersymmetric non-linear sigma models with extended supersymmetry play a prominent role both in physics and mathematics. From the physical point of view these models are of manifest interest to the string theory. On the mathematical side there is an intriguing relation between these models and the complex geometry which has been well recognized already in eighties -.

In the present paper we would like to take a fresh look at the geometry of the general N=(2,2) supersymmetric two dimensional non-linear sigma model. Our study reveals a deep relationship between Poisson geometry and supersymmetry. In particular we show that the consistency of N=(2,2) supersymmetry implies that the target manifold is necessary equipped with two (in general, different) Poisson structures.

In a certain sense this situation is similar to the case of topological Poisson sigma models  where the consistency of gauge symmetry requires the target manifold to have a Poisson structure. These models have been efficiently exploited for the deformation quantization and have brought a natural generating procedure  for the Kontsevich star product . The method of topological Poisson sigma models combined with the Fedosov approach  allows to construct explicitly the covariant star-products .

Starting from Zumino’s observation  that the target manifold of the N=2 supersymmetric sigma model needs to be Kähler, it has been recognized that supersymmetry and complex geometry go hand in hand. In , Alvarez-Gaumé and Freedman classified possible supersymmetric sigma models in two dimensions. Later in  it was remarked that more general supersymmetric sigma model can be constructed by including Wess-Zumino term in the action. Gates, Hull and Roček described the general N=2 supersymmetric sigma model with torsion . The target manifold of such model should be a bihermitian complex manifold with extra non-trivial constraints on the complex structures. Ever since the work of Gates-Hull-Roček these models have attracted a lot of attention, e.g. - (also the N=2 WZW models provide important examples of this geometry, -). However the nature of those non-trivial constraints on the complex structure remains unclear. In this paper we reformulate and interpret these non-trivial constraints on the complex structures. More specifically, we study these constraints on the background geometry not in the terms of complex structures and exterior forms, but in the terms of the antisymmetric contravariant tensor analysis (using the Schouten brackets). As a result we observe that the consistency conditions of the N=(2,2) supersymmetry for the model require a bi-Poisson structure to exist on the target manifold.

This paper is organized as follows. In Section 2 we review the results from the Gates-Hull-Roček work  on the N=2 supersymmetric sigma model with torsion. Following this introductory section in Section 3 we proceed to the reformulation of the geometry in terms of contravariant antisymmetric tensors and the Schouten bracket. Due to this reformulation of the geometric conditions we arrive at the claim that the bihermitian complex manifold which supports the N=(2,2) model is bi-Poisson (i.e., there exist two Poisson structures). In next Section 4 using the fact of the existence of two Poisson structures we explore the geometry of the manifolds and propose a classification program for them. In Section 5 we look at the generalizations of the presented logic for the N=4 supersymmetric sigma model. Finally in Section 6 we give a summary of the paper and discuss the open problems. We argue that the appearance of the Poisson structures is a common feature of the sigma models with extended supersymmetry.

In this paper we attempt to clarify the relation of supersymmetry and Poisson geometry in terms accessible to both mathematicians and physicists. To this end, we review some basic and well known notions in terms intended to make them accessible to a new audience.

## 2 N=(2,2) supersymmetric sigma model

In this section we review the results on the general N=(2,2) supersymmetric sigma model from the original work . This will allow us to introduce the notation and some relevant concepts.

Let us start from the general N=1 sigma model which is written in N=1 superfields (see Appendix for the conventions)

$$S=d^2\sigma d^2\theta D_+\mathrm{\Phi }^\mu D_{}\mathrm{\Phi }^\nu (g_{\mu \nu }(\mathrm{\Phi })+B_{\mu \nu }(\mathrm{\Phi })).$$
(2.1)
The action (2.1) is manifestly supersymmetric under the supersymmetry transformations

$$\delta ^1(ϵ)\mathrm{\Phi }^\mu =i(ϵ^+Q_++ϵ^{}Q_{})\mathrm{\Phi }^\mu ,$$
(2.2)
which form the standard supersymmetry algebra

$$[\delta ^1(ϵ_1),\delta ^1(ϵ_2)]\mathrm{\Phi }^\mu =2iϵ_1^+ϵ_2^+_{++}\mathrm{\Phi }^\mu +2iϵ_1^{}ϵ_2^{}_=\mathrm{\Phi }^\mu .$$
(2.3)
We look for additional supersymmetry transformations of the form

$$\delta ^2(ϵ)\mathrm{\Phi }^\mu =ϵ^\alpha D_\alpha \mathrm{\Phi }^\nu L_\nu ^\mu (\mathrm{\Phi })+ϵ^\alpha (\gamma _3D)_\alpha \mathrm{\Phi }^\nu M_\nu ^\mu (\mathrm{\Phi })=$$

$$=ϵ^+D_+\mathrm{\Phi }^\nu J_{+\nu }^\mu (\mathrm{\Phi })+ϵ^{}D_{}\mathrm{\Phi }^\nu J_\nu ^\mu (\mathrm{\Phi }),$$
(2.4)
where

$$L_\nu ^\mu =\frac{1}{2}(J_{+\nu }^\mu +J_\nu ^\mu ),M_\nu ^\mu =\frac{1}{2}(J_{+\nu }^\mu J_\nu ^\mu ).$$
(2.5)
Classically the ansatz (2.4) is unique for dimensional reasons. It turns out that the action (2.1) is invariant under the transformations (2.4) provided that

$$J_{\pm \rho }^\mu g_{\mu \nu }=g_{\mu \rho }J_{\pm \nu }^\mu $$
(2.6)
and

$$_\rho ^{(\pm )}J_{\pm \nu }^\mu J_{\pm \nu ,\rho }^\mu +\mathrm{\Gamma }_{\rho \sigma }^{\pm \mu }J_{\pm \nu }^\sigma \mathrm{\Gamma }_{\rho \nu }^{\pm \sigma }J_{\pm \sigma }^\mu =0$$
(2.7)
where one defines two affine connections

$$\mathrm{\Gamma }_{\rho \nu }^{\pm \mu }=\mathrm{\Gamma }_{\rho \nu }^\mu \pm g^{\mu \sigma }H_{\sigma \rho \nu }$$
(2.8)
with $`H`$ being the torsion three form,

$$H_{\mu \rho \sigma }=\frac{1}{2}(B_{\mu \rho ,\sigma }+B_{\rho \sigma ,\mu }+B_{\sigma \mu ,\rho }).$$
(2.9)
Next we have to require the standard on-shell N=2 supersymmetry algebra, i.e. the first supersymmetry transformations (2.2) and the second supersymmetry transformations (2.4) commute

$$[\delta ^2(ϵ_1),\delta ^1(ϵ_2)]\mathrm{\Phi }^\mu =0$$
(2.10)
and the commutator of two second supersymmetry transformations

$$[\delta ^2(ϵ_1),\delta ^2(ϵ_2)]\mathrm{\Phi }^\mu =2iϵ_1^+ϵ_2^+_{++}\mathrm{\Phi }^\lambda (J_{+\lambda }^\nu J_{+\nu }^\mu )2iϵ_1^{}ϵ_2^{}_=\mathrm{\Phi }^\lambda (J_\lambda ^\nu J_\nu ^\mu )+$$

$$+ϵ_1^+ϵ_2^+D_+\mathrm{\Phi }^\lambda D_+\mathrm{\Phi }^\rho 𝒩_{\lambda \rho }^\mu (J_+)+ϵ_1^{}ϵ_2^{}D_{}\mathrm{\Phi }^\lambda D_{}\mathrm{\Phi }^\rho 𝒩_{\lambda \rho }^\mu (J_{})$$
(2.11)
should satisfy the same algebra as the first (2.3), i.e.

$$[\delta ^2(ϵ_1),\delta ^2(ϵ_2)]\mathrm{\Phi }^\mu =2iϵ_1^+ϵ_2^+_{++}\mathrm{\Phi }^\mu +2iϵ_1^{}ϵ_2^{}_=\mathrm{\Phi }^\mu .$$
(2.12)
In (2.11) $`𝒩`$ is the Nijenhuis tensor which is defined as follows

$$𝒩_{\mu \nu }^\rho (J_\pm )=J_{\pm \mu }^\gamma _{[\gamma }J_{\pm \nu ]}^\rho J_{\pm \nu }^\gamma _{[\gamma }J_{\pm \mu ]}^\rho .$$
(2.13)
In order to arrive at the expression (2.11) we have used the property (2.7) and the equations of motion

$$D_+D_{}\mathrm{\Phi }^\mu +\mathrm{\Gamma }_{\rho \sigma }^\mu D_+\mathrm{\Phi }^\rho D_{}\mathrm{\Phi }^\sigma =0,$$
(2.14)
which follow from the action (2.1). If we want the algebra (2.11) to be identical to the algebra (2.3) we have to require the following properties of $`J_\pm `$

$$J_{\pm \nu }^\mu J_{\pm \mu }^\rho =\delta _\nu ^\rho ,$$
(2.15)
$$𝒩_{\mu \nu }^\rho (J_\pm )=0$$
(2.16)
Thus the supersymmetry algebra requires that $`J_\pm `$ correspond to two complex structures.

This is the full description of the most general N=(2,2) sigma model. Thus the target manifold should be a bihermitian complex manifold (i.e., there are two complex structures and a metric is Hermitian with respect to both) and the two complex structures should be covariantly constant, with respect to the different connections however. The main question we would like to address is under what conditions on two complex structures (or their Kähler forms) one can construct the appropriate affine connections such that (2.7) is fulfilled.

Before answering this question let us explore the properties of the target manifold. The vanishing of the Nijenhuis tensor (2.13) and the condition (2.7) imply that the complex structures should preserve the torsion

$$H_{\delta \nu \lambda }=J_{\pm \delta }^\sigma J_{\pm \nu }^\rho H_{\sigma \rho \lambda }+J_{\pm \lambda }^\sigma J_{\pm \delta }^\rho H_{\sigma \rho \nu }+J_{\pm \nu }^\sigma J_{\pm \lambda }^\rho H_{\sigma \rho \delta }.$$
(2.17)
Introducing the Kähler forms

$$\omega _\pm gJ_\pm $$
(2.18)
and using equations (2.7) one can find $`d\omega _\pm `$

$$(d\omega _\pm )_{\rho \mu \nu }=\pm \left(H_{\sigma \rho \mu }J_{\pm \nu }^\sigma +H_{\sigma \mu \nu }J_{\pm \rho }^\sigma +H_{\sigma \nu \rho }J_{\pm \mu }^\sigma \right),$$
(2.19)
where we use the following normalization to the exterior differential

$$(d\omega _\pm )_{\lambda \sigma \gamma }=\frac{1}{2}(_\lambda \omega _{\pm \sigma \gamma }+_\sigma \omega _{\pm \gamma \lambda }+_\gamma \omega _{\pm \lambda \sigma }).$$
(2.20)
Now by combining (2.17) and (2.19) one arrives at the following property

$$H_{\mu \nu \rho }=J_{+\mu }^\lambda J_{+\nu }^\sigma J_{+\rho }^\gamma (d\omega _+)_{\lambda \sigma \gamma }=J_\mu ^\lambda J_\nu ^\sigma J_\rho ^\gamma (d\omega _{})_{\lambda \sigma \gamma }.$$
(2.21)
The first equality in expression (2.21) can be considered as a definition of the torsion. Starting from the complex structure, let say $`J_+`$, one can construct the torsion (2.21) such that $`_\rho ^{(+)}J_{+\nu }^\mu =0`$ where $`^{(+)}`$ is defined in (2.7), . Thus the only non-trivial constraint which arises from (2.21) is the relation between $`(J_+,\omega _+)`$ and $`(J_{},\omega _{})`$. However, in the present form the relation (2.21) tells us very little about the geometry of the target manifold.

To summarize the discussion, let us state the geometric data which gives the necessary and sufficient conditions for the target manifold to admit the N=(2,2) sigma model. The target manifold $`(g,J_\pm )`$ should be equipped with two complex structures $`J_\pm `$ and the metric $`g`$ which is Hermitian with respect to both complex structures $`J_\pm `$. In addition, the complex structures $`J_\pm `$ together with their Kähler forms $`\omega _\pm `$ (2.18) should satisfy the relation (2.21), defining the torsion $`H`$.

There is another property which arises in the construction, the closedness of torsion form, $`dH=0`$. However this property is only related to the fact that the equations of motion are derived from the Lagrangian, which may involve the closed torsion only. At the level of symmetries and classical dynamics, this property is not required (i.e., the field equations and the N=2 supersymmetry remain consistent even when $`dH0`$ in the model) and therefore in our further discussion we treat the closedness of the torsion as a secondary property.

## 3 Poisson structures of (2,2) sigma model

In this section we reformulate some of the previous conditions in new terms. In particular we give a new form to the constraint (2.21) relating two complex structures involved in the second supersymmetry transformation, so that it reveals the Poisson structures on the target manifold of the N=(2,2) sigma model.

It turns out that it is appropriate to describe the target manifold geometry in terms of contravariant antisymmetric tensor fields instead of covariant ones like metric $`g`$, exterior forms $`\omega _\pm `$ (2.18) and their differentials, as it has been done in previous section. Before doing this, let us remind the relevant notions related to the differential calculus of contravariant tensor fields.

Given two antisymmetric contravariant tensor fields (multivectors) $`\alpha `$ and $`\beta `$ of the rank $`|\alpha |`$ and $`|\beta |`$ respectively one may define a Schouten bracket  of them being a tensor of rank $`|\alpha |+|\beta |1`$:

$$\alpha =\alpha ^{i_1\mathrm{}i_{|\alpha |}}_{i_1}\mathrm{}_{i_{|\alpha |}},\beta =\beta ^{i_1\mathrm{}i_{|\beta |}}_{i_1}\mathrm{}i_{|\beta |},$$

$$[\alpha ,\beta ]_s(|\beta |_j\alpha ^{i_1\mathrm{}i_{|\alpha |}}\beta ^{ji_{|\alpha |+1}\mathrm{}i_{|\beta |+|\alpha |1}}|\alpha |\alpha ^{i_1\mathrm{}i_{|\alpha |1}j}_j\beta ^{i_{|\alpha |}\mathrm{}i_{|\beta |+|\alpha |1}})_{i_1}\mathrm{}_{i_{|\alpha |+|\beta |1}}.$$
(3.22)
The Schouten bracket can be thought of as an extension of the Lie bracket of the vector fields to the case of multivectors. Being defined for inhomogeneous tensor fields (by linearity), this bracket can be identified to the Batalin-Vilkovisky antibracket  on the odd cotangent bundle $`\mathrm{\Pi }T^{}`$ of the target manifold $``$. The bracket (3.22) has properties of the odd Poisson bracket (or anti-bracket that is the same) which is well-known in physics from the Batalin-Vilkovisky field-antifield formalism: (graded) symmetry, (graded) Jacobi identity and (graded) Liebnitz rule:

$`[\alpha ,\beta ]_s`$ $`=`$ $`(1)^{(|\alpha |1)(|\beta |1)}[\beta ,\alpha ]_s`$ (3.23)
$`[\alpha ,[\beta ,\gamma ]_s]_s`$ $`=`$ $`[[\alpha ,\beta ]_s,\gamma ]_s+(1)^{(|\alpha |1)(|\beta |1)}[\beta ,[\alpha ,\gamma ]_s]_s`$ (3.24)
$`[\alpha ,\beta \gamma ]_s`$ $`=`$ $`[\alpha ,\beta ]_s\gamma +(1)^{(|\alpha |1)|\beta |}\beta [\alpha ,\gamma ]_s`$ (3.25)
Notice that the Schouten bracket of two even rank tensors is symmetric, so the Schouten nilpotency condition is not automatically satisfied for an even rank tensor. If second rank tensor $`p`$ is Schouten-nilpotent on $``$,

$$p=p^{\mu \nu }_\mu _\nu ,[p,p]_s=0$$
(3.26)
it defines the conventional (even) Poisson bracket

$$\{f,g\}p(df,dg)=p^{\mu \nu }_\mu f_\nu g,f(x),g(x)C^{\mathrm{}}(),$$
(3.27)
which is a bilinear map $`C^{\mathrm{}}()\times C^{\mathrm{}}()C^{\mathrm{}}()`$. Because of (3.26) the Poisson bracket (3.27) has ordinary antisymmetry property and satisfies standard Leibnitz rule and Jacobi identity.

The tensor $`p`$ satisfying (3.26) is called a Poisson tensor and the manifold which admits such $`p`$ is called a Poisson manifold (for a review of the Poisson geometry see, e.g. ). Notice that the Poisson geometry does not imply that $`p^{\mu \nu }`$ has an inverse, moreover the rank of $`p`$ may be varying from point to point on the manifold. In the case of nondegenerate Poisson tensor we have a symplectic manifold.

Two Poisson tensors $`p_1`$ and $`p_2`$ are called compatible  if they Schouten commute (i.e., $`[p_1,p_2]_s=0`$). Apparently any linear combination of two compatible Poisson tensors $`p_a,a=1,2`$ is a Poisson tensor again. So if the manifold manifold is equipped with two compatible Poisson structures there exists a continuos family of the Poisson brackets $`p(k)=k^ap_a`$, $`k=(k^1,k^2)RP^1`$ with any two elements $`p(k),p(l),k,lRP^1`$ compatible to each other. The compatibility property was first studied for Poisson structures in relation to the integrable systems .

Now let us reformulate the constraint (2.21) in the new terms. Introduce the contravariant tensors $`j_\pm `$ which are dual to two-forms $`\omega _\pm `$ (2.18)

$$j_+^{\mu \nu }\omega _{+\nu \rho }=\delta _\rho ^\mu ,j_{}^{\mu \nu }\omega _{\nu \rho }=\delta _\rho ^\mu .$$
(3.28)
Using the metric, we raise the indices in (2.21) and rewrite this condition in the equivalent form in terms of $`j_\pm `$:

$$2h=[j_+,j_+]_s=[j_{},j_{}]_s$$
(3.29)
where

$$h^{\mu \nu \rho }=g^{\mu \lambda }g^{\nu \sigma }g^{\rho \gamma }H_{\lambda \sigma \gamma }.$$
(3.30)
Just in terms of $`j_\pm `$ the condition (3.29) has the form

$$[j_+,j_+]_s+[j_{},j_{}]_s=0.$$
(3.31)
Thus for the complex structures $`J_\pm `$ on the bihermitian manifold, the condition (3.29) implies that there exists an affine connection such that the conditions (2.7) are satisfied. Using the fact that both connections respect the metric (i.e., $`_\rho ^{(\pm )}g_{\mu \nu }=0`$), one can show that (2.7) implies $`j_{}`$ should Schouten commute to $`j_+`$

$$[j_{},j_+]_s=0.$$
(3.32)
Introducing the linear combinations of $`j_\pm `$

$$l=\frac{1}{2}(j_++j_{}),m=\frac{1}{2}(j_+j_{})$$
(3.33)
the algebra (3.29) and (3.32) can be equivalently rewritten as follows

$$[l,l]_s=0,[m,m]_s=0,[l,m]_s=h.$$
(3.34)
Thus $`l`$ and $`m`$ are Schouten-nilpotent333Unlike $`j_\pm `$, $`l`$ and $`m`$ may be degenerate in a generic situation, for the details see the next section.. Notice that the relations (3.34) are consistent because of the Schouten bracket properties (3.25) only, without requiring the torsion three-form $`H`$ entering 3-vector $`h`$ to be closed.

As a result of the previous discussion we see that $`l`$ and $`m`$ are Poisson structures which are not compatible however. Therefore the resulting manifold is a bi-Poisson (i.e., there are two Poisson structures, not an infinite family of the Poisson tensors). Let us now summarize this result. The manifold with two complex structures $`J_+,J_{}`$ and with the metric $`g`$ which is hermitian with respect to both structures will admit the on-shell algebra (2.3), (2.10) and (2.12) if and only if $`(J_+\pm J_{})g^1`$ are Poisson structures. We have already proved this statement in one direction: starting from the bihermitian manifold and using the specific form of the covariant constancy (2.7) of the complex structures, we have shown that the algebra (3.34) is satisfied. In opposite direction, having the bihermitian manifold with the algebra $`[l,l]_s=0`$ and $`[m,m]_s=0`$ one immediately arrives at the property (3.31) which is equivalent to the property (2.21) which defines the torsion such that (2.7) is satisfied. Therefore the on-shell algebra444On-shell algebra means that we are allowed to use the equations of motion while calculating the algebra. The problem of existence of an off-shell realization of the same algebra is a different problem which is not discussed here. (2.3), (2.10) and (2.12) is fulfilled. In order to have a Lagrangian formulation of the model one has to require that $`dH=0`$ which in fact leads to the extra requirement on the relation between the Poisson structures $`l`$ and $`m`$. However it does not affect their existence or non existence.

To summarize the discussion, the target manifold $``$ of the N=(2,2) sigma model can be completely characterized by the following geometric data: $``$ should be equipped with two complex structures $`J_\pm `$ and the metric $`g`$ which is Hermitian with respect to both complex structures. In addition $`(J_++J_{})g^1`$ and $`(J_+J_{})g^1`$ should be the Poisson bi-vectors. The torsion $`H`$ is defined through the Schouten bracket of these two Poisson structures.

We would like to stress the fact that when either $`l`$ or $`m`$ vanishes identically on $``$ we end up with the standard Kähler case and the well-known realization of N=2 supersymmetry algebra. Therefore the Kähler case is automatically included in the above discussion and corresponds to the “singular” case when either $`J_+=J_{}`$ or $`J_+=J_{}`$.

## 4 Poisson geometry of the target manifold:
local analysis and special cases

In this section we would like to analyse the immediate consequences of the fact that the manifold is bi-Poisson. We explore the local geometry of this manifold. In particular we study the structure and intersections of the symplectic leaves of two Poisson structures defined by bi-vectors $`l`$ and $`m`$.

Also we discuss in more details some special cases of this geometry and propose a program for the classification of this type of geometries.

We start by recalling the picture where one can (locally) think of a Poisson manifold as a union of symplectic leaves fitting together in a smooth way. Let $``$ be a Poisson manifold with the Poisson structure $`p^{\mu \nu }`$, $`\mu ,\nu =1,2,\mathrm{},d`$ and let us choose the point $`x_0`$ such that in its neighbourhood $`\mathrm{rank}(p)`$ is constant555Such a point is called a regular. On a non-regular Poisson manifold there are singular points which do not have this property . We do not discuss here these points and their neighbourhoods.. Contraction of the bi-vector $`p`$ to any one-form $`e`$, being a section of $`T^{}`$, $`e\mathrm{ker}(p)`$, provides a vector field which is called a locally Hamiltonian, if locally $`e=df`$ for some function $`fC^{\mathrm{}}()`$. So we have a set of locally Hamiltonian vector fields

$$v_k^\mu =p^{\mu \nu }_\nu f_k,k=1,2,\mathrm{},n,n=d\mathrm{rank}(p(x_0))$$
(4.35)
which are in involution, i.e. the Lie bracket of two locally Hamiltonian vector fields is a locally Hamiltonian field again

$$\{v_i,v_j\}_{Lie}^\mu =p^{\mu \rho }_\rho \left((_\nu f_j)p^{\nu \lambda }(_\lambda f_i)\right).$$
(4.36)
Thus due to the Frobenius theorem, locally they generate an integral submanifold $`S`$ through a point $`x_0`$ and it is always possible to introduce the local coordinates $`x^\mu =(x^A,x^i)`$, $`A=1,\mathrm{},d\mathrm{rank}(p)`$, $`i=d\mathrm{rank}(p)+1,\mathrm{},d`$ in the neighbourhood of $`x_0`$ such that $`S`$ can be described by $`x^i=const`$ and $`x^A`$ are the coordinates on $`S`$. The restriction of a Poisson bracket to the functions on a submanifold $`S`$ yields again a Poisson bracket. Thus $`p|_S`$ is a non degenerate Poisson structure on $`S`$, i.e. a symplectic structure. As a result in these coordinates $`x^\mu =(x^A,x^i)`$, $`p`$ has the following form

$$p^{\mu \nu }=\left(\begin{array}{cc}p^{AB}\hfill & 0\hfill \\ 0\hfill & 0\hfill \end{array}\right)$$
(4.37)
If one wishes by doing an appropriate coordinate transformations in $`x^A`$ one can bring $`p|_S`$ to the canonical Darboux form. Thus one can conclude that the Poisson manifold is foliated by the symplectic leaves. In a generic coordinate system there is locally complete set of independent Casimir functions $`\{f_a(x)\}`$ of $`p`$ which have vanishing Poisson bracket with any function from $`C^{\mathrm{}}()`$. Then in this coordinates locally the symplectic leaf can be given by the conditions $`f_a(x)=conts.`$

Now let us apply this picture to our model with two Poisson tensors, $`l`$ and $`m`$. Since the combinations $`(l\pm m)`$ are nondegenerate, the Poisson brackets, defined by the bi-vectors $`l`$ and $`m`$, can not have common Casimir functions. Thus one can choose the following two sets of Casimir functions: $`\{\varphi _a(x),a=1,\mathrm{},n_l\}`$ which span the kernel of $`l`$ and $`\{\psi _i(x),i=1,\mathrm{},n_m\}`$ which span the kernel of $`m`$. The conditions $`\varphi _a(x)=const`$ define the symplectic submanifolds $`𝒮_l`$ of dimension666Since the manifold $``$ is even dimensional complex manifold the codimension of symplectic leaf is even and thus the number of Casimir functions is also even. $`(dn_l)`$ which are symplectic leaves of the Poisson structure $`l`$. The conditions $`\psi _i(x)=const`$ define the symplectic submanifolds $`𝒮_m`$ of dimension $`(dn_m)`$ which are symplectic leaves of the Poisson structure $`m`$. Moreover the conditions $`\varphi _a(x)=const`$ and $`\psi _i(x)=const`$ together define the submanifolds $`𝒮_{lm}`$ of the whole manifold $``$

$$𝒮_{lm}=𝒮_l𝒮_m$$
(4.38)
and $`𝒮_{lm}`$ is a submanifold of two symplectic manifolds, $`𝒮_l`$ and $`𝒮_m`$. Therefore the submanifolds $`𝒮_{lm}`$ can be described in terms of symplectic geometry. There are three numbers which would characterize $`𝒮_{lm}`$: the dimension $`𝒮_{lm}`$, the rank of restriction of the symplectic structure to $`𝒮_{lm}`$ from $`𝒮_l`$ and the rank of restriction of the symplectic structure to $`𝒮_{lm}`$ from $`𝒮_m`$. Thus these three numbers together with the dimensions of the symplectic leaves $`𝒮_l`$ and $`𝒮_m`$ can be used for the description of the local geometry of the given type of the manifolds. The Kähler geometry is the extreme case of this geometry when, for example, the symplectic leaves $`𝒮_l`$ coincide with the whole manifold $``$ and $`𝒮_m`$ vanish.

The kernels of $`l`$ and $`m`$ are related in an obvious way to the the (left) kernels of $`(J_++J_{})`$ and $`(J_{}J_+)`$. In the work  it has been proved that the spaces orthogonal to the kernels of $`(J_+\pm J_{})`$ and $`[J_+,J_{}]J_+J_{}J_{}J_+`$ (the product of $`J_\pm `$ is understood here as a standard matrix multiplication) are always integrable, and this proof was enough complicated. In the context of the Poisson geometry these facts become trivial as one can see from above discussion. The spaces orthogonal to the kernels of $`(J_+\pm J_{})`$ correspond to the symplectic leaves of $`l`$ and $`m`$ respectively. The space, which is orthogonal to the kernel of $`[J_+,J_{}]`$, corresponds to $`𝒮_{lm}`$.

To clarify the picture presented one can look at a special cases (extreme in a sense) of this geometry. Let us start form the case when the complex structures commute ($`[J_+,J_{}]=0`$). This case has been studied in the details in the original work . The corresponding geometry is given by the local product of two symplectic manifolds. The symplectic leaf of $`l`$ ($`m`$) is the kernel of $`m`$ ($`l`$). The product of two complex structures gives rise to an integrable local product structure (i.e., $`\mathrm{\Pi }=J_+J_{}`$, $`\mathrm{\Pi }^2=I`$ and $`𝒩_{\mu \nu }^\rho (\mathrm{\Pi })=0`$). Hence the submanifolds projected by $`1/2(I\pm \mathrm{\Pi })`$ are symplectic leaves.

Another interesting example corresponds to the case when $`[J_+,J_{}]`$ nondegenerate on $``$. Thus $`l`$ and $`m`$ are invertiable and we can define their inverses

$$𝐥_{\mu \rho }l^{\rho \nu }=\delta _\nu ^\mu ,𝐦_{\mu \rho }m^{\rho \nu }=\delta _\nu ^\mu .$$
(4.39)
The 2-forms $`𝐥`$ and $`𝐦`$ are closed

$$d𝐥=0,d𝐦=0$$
(4.40)
and the manifold $``$ is bi-symplectic. In this case the torsion is expressible through the Nijenhuis tensor of $`J_\pm `$

$$𝒩_{\nu \rho }^\mu (J_+,J_{})=2[J_+,J_{}]_\sigma ^\mu g^{\sigma \gamma }H_{\gamma \nu \rho }$$
(4.41)
where $`[J_+,J_{}]`$ is invertiable. Thus the torsion vanishes if and only if both complex structures are simultaneously integrable. In the case of zero torsion we have the bi-Kähler case and the Poisson structures $`l`$ and $`m`$ are compatible (i.e., $`[l,m]_s=0`$). In this case we have a continuous family of Poisson structures given by $`p(t)=(t^1l+t^2m)`$ (where $`t=(t^1,t^2)RP^1`$ is any element of a real projective space) and smoothly interpolating between $`l`$ and $`m`$.

In this section we have discussed mostly the geometrical problems related to the structure of symplectic leaves of the two Poisson brackets. A separate consideration is required for the geometry around the irregular points where the Poisson tensor(s) change their rank.

## 5 N=(4,4) supersymmetric sigma model

In this section we discuss the general supersymetric sigma model with $`N>2`$. As was established in  there are interesting models with N=4. Below we show that these N=(4,4) sigma models have a rich underlying Poisson geometry.

The dimensional analysis requires the following form of the additional supersymmetry transformations

$$\delta ^{(i)}(ϵ)\mathrm{\Phi }^\mu =ϵ^+D_+\mathrm{\Phi }^\nu J_{+\nu }^{(i)\mu }(\mathrm{\Phi })+ϵ^{}D_{}\mathrm{\Phi }^\nu J_\nu ^{(i)\mu }(\mathrm{\Phi }),i=2,3,\mathrm{},N.$$
(5.42)
We want the transformations (5.42) to be the symmetries of the action (2.1) and satisfy the on-shell algebra

$$[\delta ^i(ϵ_1),\delta ^j(ϵ_2)]\mathrm{\Phi }^\mu =2i\delta ^{ij}ϵ_1^+ϵ_2^+_{++}\mathrm{\Phi }^\mu +2i\delta ^{ij}ϵ_1^{}ϵ_2^{}_=\mathrm{\Phi }^\mu $$
(5.43)
where $`\delta ^1(ϵ)`$ is the manifest supersymmetry transformation given by (2.2).

The analysis goes along the lines presented in Section 2. The additional supersymmetry requires $`J_\pm ^{(i)}`$ to be the complex structures. $`J_\pm ^{(i)}`$ satisfy the conditions (2.6), (2.7) and (2.16), while (2.15) and (2.17) are replaced by the more stringent conditions

$$J_{\pm \nu }^{(i)\mu }J_{\pm \rho }^{(j)\nu }+J_{\pm \nu }^{(j)\mu }J_{\pm \rho }^{(i)\nu }=2\delta ^{ij}\delta _\rho ^\mu ,$$
(5.44)
$$H_{\delta \nu \lambda }\delta ^{ij}=J_{\pm \delta }^{(i)\sigma }J_{\pm \nu }^{(j)\rho }H_{\sigma \rho \lambda }+J_{\pm \lambda }^{(i)\sigma }J_{\pm \delta }^{(j)\rho }H_{\sigma \rho \nu }+J_{\pm \nu }^{(i)\sigma }J_{\pm \lambda }^{(j)\rho }H_{\sigma \rho \delta }.$$
(5.45)
Thus for N=4 supersymmetry777N=3 supersymmetry implies N=4 and there is a bound on the number of supersymmetries, $`N4`$ (for the details see, e.g. ). the manifold has two quaternionic structures and therefore a dimensionality that is a multiple of four. Introducing the Kähler form $`\omega _\pm ^{(i)}=gJ_\pm ^{(i)}`$ the relations (2.19) and (2.21) are still valid. This description of N=(4,4) models has been presented in  (see also  and  for the recent discussion of N=4 models).

Following the discussion of Section 3 we can rewrite the above conditions in terms of the contravariant antisymmetric tensors $`j_\pm ^{(i)}=J_\pm ^{(i)}g^1`$. After the simple calculation we arrive at the algebra

$$[j_+^{(i)},j_+^{(j)}]_s=2\delta ^{ij}h,[j_{}^{(i)},j_{}^{(j)}]_s=2\delta ^{ij}h,[j_+^{(i)},j_{}^{(j)}]_s=0$$
(5.46)
As before we can introduce the linear combinations of $`j_\pm ^{(i)}`$

$$l^{(i)}=\frac{1}{2}(j_+^{(i)}+j_{}^{(i)}),m^{(i)}=\frac{1}{2}(j_+^{(i)}j_{}^{(i)})$$
(5.47)
and rewrite the algebra (5.47) as follows

$$[l^{(i)},l^{(j)}]_s=0,[m^{(i)},m^{(j)}]_s=0,[l^{(i)},m^{(j)}]_s=\delta ^{ij}h.$$
(5.48)
Thus there are six Poisson structures $`l^{(i)}`$ and $`m^{(i)}`$ such that $`l^{(i)}`$ ($`m^{(i)}`$) is compatible with all other Poisson structures except $`m^{(i)}`$ ($`l^{(i)}`$). As in Section 3 the algebra (5.48) gives the necessary and sufficient conditions for bi-quaternionic manifolds (the metric should be hermitian with respect to all complex structures) to admit the on-shell N=(4,4) supersymmetry algebra (5.43).

The case when either $`l^{(i)}`$ or $`m^{(i)}`$ are zeros (i.e., either $`J_+^{(i)}=J_{}^{(i)}`$ or $`J_+^{(i)}=J_{}^{(i)}`$) corresponds to the hyperKähler geometry. The hyperKähler geometry corresponds to N=(4,4) supersymmetric sigma models without torsion, H=0. This case is automatically included in the previous discussion.

## 6 Discussions

In this short paper we argue that the appearance of the Poisson structures is a common feature of two dimensional sigma models with extended supersymmetry of type $`(p,q)`$ with $`2p`$ and $`2q`$. We gave the explicit description of the *most general* models with (2,2) and (4,4) supersymmetries. We briefly discussed the underlying geometry of the models. However, our discussion of the geometry is sketchy and we plan to come back to a detailed description of this type of geometry elsewhere.

We believe that the new description of the general N=2 sigma model in terms of Poisson geometry opens new perspectives on old problems. Specifically we hope to study the twisted versions of the presented general N=2 sigma models. Another problem where the new description may be useful is the general description of N=2 boundary conditions (D-branes) of the corresponding sigma model .

Acknowledgements: We are grateful to Ulf Lindström for useful discussions and for reading and commenting on the manuscript. SLL is thankful to Lars Brink and Robert Marnelius for their very warm hospitality at Chalmers University where he has begun this work and to Seif Randjbar-Daemi at ICTP where the work was mostly completed. The work of SLL was supported in parts by the STINT fellowship, INTAS grant 00-262, the RFBR grant 00-02-17956 and the grant E–00-33-184 from Russian Ministry of Education.

## Appendix A Appendix: (1,1) supersymmetry

In the appendix we list N=1 supersymmetric conventions we use mostly following .

We use $`(++,=)`$ as worldsheet indices, and $`(+,)`$ as two-dimensional spinor indices. We also use superspace conventions where the pair of spinor coordinates of the two-dimensional superspace are labelled $`\theta ^\pm `$, and the covariant derivatives $`D_\pm `$ and supersymmetry generators $`Q_\pm `$ satisfy

$$D_+^2=i_{++},D_{}^2=i_=,\{D_+,D_{}\}=0,Q_\pm =iD_\pm +2\theta ^\pm _{_{\stackrel{++}{=}}}$$
(A.49)
where $`_{_{\stackrel{++}{=}}}=_0\pm _1`$. In terms of the covariant derivatives, a supersymmetry transformation of a superfield $`\mathrm{\Phi }`$ is then given by

$$\delta \mathrm{\Phi }i(\epsilon ^+Q_++\epsilon ^{}Q_{})\mathrm{\Phi }=(\epsilon ^+D_++\epsilon ^{}D_{})\mathrm{\Phi }+2i(\epsilon ^+\theta ^+_{++}+\epsilon ^{}\theta ^{}_=)\mathrm{\Phi }$$
(A.50)


format: text

text:
# Neutrino masses from universal Fermion mixing

## I Introduction

In the work of Lehmann, Newton and Wu Lehmann:1995br , the Cabibbo-Kobayashi-Maskawa (CKM) Cabibbo:yz  matrix is expressed in terms of the masses of the three generations of quarks:

$$\left(\begin{array}{c}u\\ d\end{array}\right)\left(\begin{array}{c}c\\ s\end{array}\right)\left(\begin{array}{c}t\\ b\end{array}\right).$$
(1)
This is accomplished by introducing a new horizontal symmetry. Some of the earlier attempts in this direction are given in Harari:1978yi ; Fritzsch:1995dj , while some of the more recent work on this topic is to be found in Altarelli:gu ; Roberts:2001zy , for example.

Recent experiments at Super-Kamiokande Fukuda:1998tw ; Fukuda:1998fd  indicate the presence of neutrino oscillations, which would imply that the neutrinos are not all massless. If it is accepted that the neutrinos are not massless, then it is most natural in the Standard Model Glashow:tr  to introduce three right-handed neutrinos in addition to the three known left-handed ones. In this way, there are six quarks and six leptons. For recent reviews of neutrino physics, see review . Most of the recent work on neutrino masses is focused on the ideas of grand unification and the see-saw mechanism (see, e.g. King:1999mb ).

In this paper, the consequences of a universal quark-lepton mixing are studied. While many authors favor Majorana masses for the neutrinos, this universality is most natural if they instead have Dirac masses.111As shown in Bilenky:1980cx , neutrino-oscillation experiments cannot distinguish between massive Majorana and Dirac neutrinos. In other words, the method of Lehmann:1995br  is used to express the lepton CKM matrix and the neutrino mixing matrix in terms of the masses of the three generations of leptons:

$$\left(\begin{array}{c}\nu _e\\ e\end{array}\right)\left(\begin{array}{c}\nu _\mu \\ \mu \end{array}\right)\left(\begin{array}{c}\nu _\tau \\ \tau \end{array}\right).$$
(2)
Of course the masses of the three charged leptons are accurately known, leaving as unknown parameters the masses of the three neutrinos. Thus there are three parameters to be determined instead of seven, the three masses plus the four in the lepton CKM matrix.

It is the purpose of this paper to use the data from solar neutrinos Fukuda:1998fd ; Cleveland:1994er ; Abdurashitov:1999bv ; Hampel:1998xg ; Ahmad:2001an ; Ahmad:2002jz  and atmospheric neutrinos Fukuda:1998tw  to determine the three neutrino masses separately, not only the differences of their squares. As compared with earlier work on this model Osland:2000bh , mixing in the charged lepton sector is also taken into account.

In Secs. II and III, we review the case of quarks and apply the model to the case of leptons. In Sec. IV, the rotation matrix is discussed, and in Sec. V we construct the resulting mixing matrix for charged-current interactions. In Sec. VI we review the relevant formulas for atmospheric neutrino propagation, whereas Secs. VII and VIII are devoted to the three-flavor MSW problem and solar neutrinos. In Sec. IX we collect the results of the fits to the data, and Sec. X contains a discussion. Some properties of the mass matrix are discussed in Appendix A, whereas Appendices B and C contain technical details of the analytical solution of the MSW equations.

## II Review for the Case of Quarks

For the quark mass matrices, the result of Ref. Lehmann:1995br  is

$`M(d)`$ $`=`$ $`\left(\begin{array}{ccc}0& d(d)& 0\\ d(d)& c(d)& b(d)\\ 0& b(d)& a(d)\end{array}\right),`$ (3)
$`M(u)`$ $`=`$ $`\left(\begin{array}{ccc}0& id(u)& 0\\ id(u)& c(u)& b(u)\\ 0& b(u)& a(u)\end{array}\right),`$ (4)
with

$$b^2(d)=8c^2(d),b^2(u)=8c^2(u).$$
(5)
The diagonalization of these mass matrices is achieved by the orthogonal matrices $`R(d)`$ and $`R(u)`$, explicitly222Note misprints in Eqs. (27) and (35) of Ref. Lehmann:1995br , $`ii`$.

$`M(d)`$ $`=`$ $`R(d)\text{diag}(m_d,m_s,m_b)R^\text{T}(d),`$ (6)
$`M(u)`$ $`=`$ $`\text{diag}(i,1,1)R(u)\text{diag}(m_u,m_c,m_t)R^\text{T}(u)\text{diag}(i,1,1).`$ (7)
In terms of $`R(d)`$ and $`R(u)`$, the CKM mixing matrix Cabibbo:yz  is written as

$$V=R^\text{T}(u)\text{diag}(i,1,1)R(d).$$
(8)
For both the $`u`$ quarks and the $`d`$ quarks, the number of independent parameters in the mass matrix is three. Hence they can be expressed in terms of the three quark masses. The relations are

$`a+c`$ $`=S_1`$ $`=m_3m_2+m_1,`$
$`8c^2+d^2ac`$ $`=S_2`$ $`=m_3m_2m_3m_1+m_2m_1,`$
$`ad^2`$ $`=S_3`$ $`=m_1m_2m_3,`$ (9)
where $`m_1`$, $`m_2`$, $`m_3`$ mean respectively $`m_u`$, $`m_c`$, $`m_t`$ and $`m_d`$, $`m_s`$, $`m_b`$ for the $`u`$ and $`d`$ quarks. Because of the known masses, the inequalities

$$m_1m_2m_3$$
(10)
are used throughout the analysis of Ref. Lehmann:1995br .

In Ref. Lehmann:1995br , it is found that Jarlskog:1985ht

$$|J_{CP}|2.6\times 10^5.$$
(11)
This is consistent with the experimental value of $`(3.0\pm 1.3)\times 10^5`$ Harrison:1998yr . This experimental value is expected to improve significantly in the near future.

## III Application to the Case of Leptons

Since the neutrinos are now known to have masses, the symmetry considerations for the quark mass matrices are equally applicable to the leptons. Furthermore, the leptons, not being confined, have masses that are better defined than those of the quarks. Replacing $`d`$ and $`u`$ by the charged leptons $`\mathrm{}`$ and the neutrinos $`\nu `$, Eqs. (3), (4) and (5) take the form

$`M(\mathrm{})`$ $`=`$ $`\left(\begin{array}{ccc}0& d(\mathrm{})& 0\\ d(\mathrm{})& c(\mathrm{})& b(\mathrm{})\\ 0& b(\mathrm{})& a(\mathrm{})\end{array}\right),`$ (12)
$`M(\nu )`$ $`=`$ $`\left(\begin{array}{ccc}0& id(\nu )& 0\\ id(\nu )& c(\nu )& b(\nu )\\ 0& b(\nu )& a(\nu )\end{array}\right),`$ (13)
with

$$b^2(\mathrm{})=8c^2(\mathrm{}),b^2(\nu )=8c^2(\nu ).$$
(14)
The rotation matrices $`R(\mathrm{})`$ and $`R(\nu )`$ are defined in exactly the same manner:

$`M(\mathrm{})`$ $`=`$ $`R(\mathrm{})\text{diag}(m_e,m_\mu ,m_\tau )R^\text{T}(\mathrm{}),`$ (15)
$`M(\nu )`$ $`=`$ $`\text{diag}(i,1,1)R(\nu )\text{diag}(m_1,m_2,m_3)R^\text{T}(\nu )\text{diag}(i,1,1),`$ (16)
where in Eq. (16) the masses of the three neutrinos are designated as $`m_1`$, $`m_2`$ and $`m_3`$. The lepton CKM mixing matrix is

$$V^{\mathrm{}}=R^\text{T}(\nu )\text{diag}(i,1,1)R(\mathrm{}).$$
(17)
There are actually significant differences between the quark case and the lepton case.

* In the quark case, that there is $`CP`$ violation has been known for many years Christenson:fg ; Wu:qx . In the lepton case, it is not known whether $`CP`$ is conserved or not. While it is tempting, on the basis of quark-lepton universality, to believe that $`CP`$ non-conservation also holds for leptons, the possibility of lepton $`CP`$ conservation cannot be excluded. In the former case, Eq. (13) holds; in the latter case, both $`i`$ and $`i`$ on the right-hand side of Eq. (13) are replaced by 1. To take both possibilities into account, Eq. (13) needs to be generalized to

$$M(\nu )=\left(\begin{array}{ccc}0& ϵd(\nu )& 0\\ ϵ^{}d(\nu )& c(\nu )& b(\nu )\\ 0& b(\nu )& a(\nu )\end{array}\right),$$
(18)
where the two cases above correspond to $`ϵ=i,1`$, respectively. Similarly, Eqs. (16) and (17) take the forms

$$M(\nu )=\text{diag}(ϵ,1,1)R(\nu )\text{diag}(m_1,m_2,m_3)R^\text{T}(\nu )\text{diag}(ϵ^{},1,1),$$
(19)
and

$$V^{\mathrm{}}=R^\text{T}(\nu )\text{diag}(ϵ^{},1,1)R(\mathrm{}).$$
(20)
* In the case of quarks, both the masses and the absolute values of the elements of the CKM mixing matrix are known experimentally. In the case of the leptons, there is much less experimental information. While the masses of the three charged leptons are accurately known, the corresponding knowledge about the neutrinos is limited to differences between the masses squared, $`m_1^2`$, $`m_2^2`$, $`m_3^2`$. It is for this reason that the lepton case may be considered to be more challenging, and one of the first tasks is to determine the individual masses from the existing experimental data. This is to be carried out in Sec. IX.
* The lack of knowledge about the neutrino masses has another profound consequence. For quarks, the inequality (10) holds for both $`u`$ and $`d`$. In contrast, because of the presence of the minus sign with $`m_2`$ in Eq. (16), all that is known about neutrino masses is

$$m_1m_3.$$
(21)
In other words, for neutrinos, Eq. (21) can be used, but not (10). The first task is therefore to determine the allowed region in the space $`(m_1,m_2,m_3)`$ of neutrinos, which must be between those permitted by (10) and (21).

It follows from (II) that the parameter $`a`$, which must be positive, satisfies the cubic equation

$$9a^317S_1a^2+(8S_1^2+S_2)aS_3=0.$$
(22)
Any real cubic equation can have either one or three real solutions. Where there is one real solution, that one is negative, and thus unphysical, as is seen from (II). Where there are three real solutions, one of them is negative, while two are positive. We shall refer to these two positive solutions as Solution 1 (larger $`a`$) and Solution 2 (smaller $`a`$).

It is instructive to consider briefly the simple case $`m_1=m_2=0`$. In this case, it follows from (II) that $`S_1=m_3`$ and $`S_2=S_3=0`$, and (22) reduces to

$$9a^317m_3a^2+8m_3^2a=0,$$
(23)
with the solutions

$$a=m_3,\frac{8}{9}m_3,0.$$
(24)
Here 0 is the limiting value of the negative solution and hence is of no interest. From the above definitions, in this case $`a=m_3`$ is Solution 1 while $`a=\frac{8}{9}m_3`$ is Solution 2. From (18), the mass matrices are

$$M(\nu )=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ 0& 0& 1\end{array}\right)m_3,$$
(25)
for Solution 1, and

$$M(\nu )=\left(\begin{array}{ccc}0& 0& 0\\ 0& \frac{1}{9}& \frac{2\sqrt{2}}{9}\\ 0& \frac{2\sqrt{2}}{9}& \frac{8}{9}\end{array}\right)m_3,$$
(26)
for Solution 2.

In Ref. Lehmann:1995br  for the quark mass matrices, only Solution 1 was considered.

The above considerations on the cubic equation (22) can be used to determine the allowed physical region in the $`(m_1/m_3,m_2/m_3)`$ plane, as shown in Fig. 1. This region is only slightly larger than the triangle given by the inequality (10), with two additional regions, one where $`m_2>m_3`$ and the other a very small one with $`m_1>m_2`$.

The following notation is convenient.

* $``$ denotes the entire allowed region, not including the boundary, for the three neutrino masses $`m_1`$, $`m_2`$ and $`m_3`$, as shown in Fig. 1.
* $`_0`$ denotes the part of $``$ where $`m_1<m_2<m_3`$.
* $`_1`$ denotes the part of $``$ where $`m_1>m_2`$.
* $`_2`$ denotes the part of $``$ where $`m_2>m_3`$.
* $`𝒮_1`$ denotes the part of $``$ where $`m_1=m_2`$; similarly $`𝒮_2`$ the part where $`m_2=m_3`$.

Thus

$$=_0+_1+_2+𝒮_1+𝒮_2.$$
(27)
* $`𝒞_1`$ is the curved part of the boundary of $`_1`$.
* $`𝒞_2`$ is the curved part of the boundary of $`_2`$.
* $`𝒞_3`$ is the plane

$$0<m_2/m_3<(17+\sqrt{33})/161.42,m_1=0.$$
(28)
* $`𝒞_4`$ is the plane

$$0<m_1/m_3<1712\sqrt{2}0.029,m_2=0.$$
(29)

## IV The Rotation Matrix

There is an elementary but somewhat complicated issue of the sign ambiguities in the definition of the rotation matrices $`R(\nu )`$ and $`R(\mathrm{})`$ as given by Eqs. (15) and (16).

It is seen from Eq. (II) that, for either Solution 1 or Solution 2 as defined in Sec. III, the values of $`m_1`$, $`m_2`$ and $`m_3`$ in $``$ determine those of $`a`$, $`b^2`$ and $`d^2`$, but not $`b`$ and $`d`$. Therefore, for either $`R(\nu )`$ or $`R(\mathrm{})`$, there are actually eight distinct $`R`$’s in $``$: $`R^{k\pm \pm }`$, where $`k=1`$ for Solution 1 and $`k=2`$ for Solution 2, and where the first $`\pm `$ and the second $`\pm `$ designate the “parities” (or sign factors) of $`b`$ and $`d`$ respectively (see below).

Since these $`R`$’s are determined by

$$\left(\begin{array}{ccc}0& d& 0\\ d& c& b\\ 0& b& a\end{array}\right)R=R\left(\begin{array}{ccc}m_1& 0& 0\\ 0& m_2& 0\\ 0& 0& m_3\end{array}\right),$$
(30)
the elements of $`R`$ are given explicitly by

$`R_{11}`$ $`=d(m_1a)y_1,`$ $`R_{12}`$ $`=d(m_2+a)y_2,`$ $`R_{13}`$ $`=d(m_3a)y_3,`$
$`R_{21}`$ $`=m_1(m_1a)y_1,`$ $`R_{22}`$ $`=m_2(m_2+a)y_2,`$ $`R_{23}`$ $`=m_3(m_3a)y_3,`$
$`R_{31}`$ $`=bm_1y_1,`$ $`R_{32}`$ $`=bm_2y_2,`$ $`R_{33}`$ $`=bm_3y_3,`$ (31)
where the values of $`y_1`$, $`y_2`$ and $`y_3`$ are such that $`R`$ is orthogonal.

This condition of orthogonality does not determine the signs of these $`y`$’s:

$$y_j=\frac{\pm 1}{\sqrt{d^2(\lambda _ja)^2+\lambda _j^2(\lambda _ja)^2+b^2\lambda _j^2}},$$
(32)
where

$$\lambda _1=m_1,\lambda _2=m_2,\lambda _3=m_3.$$
(33)
The entire problem is to choose the three $`\pm `$ signs in Eq. (32).

Strictly speaking, any choice of sign will do. Since such choices lead to a large number of possible CKM mixing matrices for leptons (for each $`R`$, there are $`2^3=8`$ possible choices of signs), it is useful to make an intelligent choice of these signs.

The basic principle to be used to choose the signs is that of continuity, i.e., the continuity of the nine $`R_{ij}`$ for each $`R`$. For example, each of these $`R_{ij}`$ must be continuous in $``$. Note that the continuity of an $`R`$ implies the continuity of its derivatives with respect to the masses $`m_1`$, $`m_2`$ and $`m_3`$.

The problem to be solved is to find a set of eight $`3\times 3`$ matrices $`R^{k\pm \pm }`$ with the following conditions:

* $`R^{k\pm \pm }`$ are continuous in $``$;
* $`R_{jj}^{k\pm \pm }>0`$ in $`_0`$; and
* $`R^{1\pm \pm }=R^{2\pm \pm }`$ on $`𝒞_1`$.

Condition (3) requires the following comments. First, this condition can be imposed on $`𝒞_1`$ or $`𝒞_2`$, but not on $`𝒞_3`$ or $`𝒞_4`$. The reason is that, on $`𝒞_1`$ and $`𝒞_2`$, the values of $`a`$ for the first and second solutions are the same. Secondly, what this equation means is that, given an $`R^1`$, for example $`R^{1++}`$, there is a choice for the two $`\pm `$ signs for $`R^{2\pm \pm }`$ so that the $`R`$’s are equal; this can only be achieved on either $`𝒞_1`$ or $`𝒞_2`$, not on both. Actually, there is no such choice: If $`𝒞_2`$ is chosen, no solution exists because of the condition (2). It is therefore necessary to impose this condition on $`𝒞_1`$, for any “$`b`$ parity” and “$`d`$ parity.” This is already indicated in condition (3) above.

The “parities” or sign factors are defined as follows: For positive “$`b`$ parity,” $`b`$ has the opposite sign of $`c`$, which is the convention of Lehmann:1995br . In particular, for Solution 1, $`b`$ is then positive in $`_0`$. When the “$`b`$ parity” is flipped, $`R_{13}^k`$, $`R_{23}^k`$, $`R_{31}^k`$ and $`R_{32}^k`$ change sign. The “$`d`$ parity” is the sign of $`d`$ in all of $``$. When this sign is flipped, $`R_{12}^k`$, $`R_{13}^k`$, $`R_{21}^k`$ and $`R_{31}^k`$ change sign.

Attention is next turned to the cubic equation (23) for $`a`$. Since $`c=S_1a`$ from Eq. (II), the corresponding cubic equation for $`c`$ is

$$9c^310S_1c^2+(S_1^2+S_2)c(S_1S_2S_3)=0.$$
(34)
The nice formula

$$S_3S_1S_2=(m_2m_1)(m_3m_2)(m_3+m_1)$$
(35)
shows that $`S_3S_1S_2`$ is positive in $`_0`$, and in fact implies that, in $`_0`$, two of the solutions $`c`$ from Eq. (34) are positive, while one is negative. In a similar way, the signs of the coefficients of the cubic equation (34) are listed in Table 1.

Since the three solutions of this cubic equation are known to be all real in $``$, Table 2 follows immediately from Table 1. In particular

$`c=0`$ $`\text{on }𝒮_1\text{ for Solution 1};`$
$`c=0`$ $`\text{on }𝒮_2\text{ for Solution 2}.`$ (36)
The next task is to show that

$$am_10$$
(37)
in $``$, where the equality sign holds only on $`𝒮_2`$, and then only for Solution 2. Similarly,

$$m_3a0$$
(38)
in $``$, where the equality sign holds only on $`𝒮_1`$, and then only for Solution 1. These derivations are straightforward and hence omitted. Note that the left-hand sides of these inequalities play an important role in Eq. (IV). The two relations may conveniently be summarized as

$$m_1\underset{𝒮_2,\text{Sol }2}{}a\underset{𝒮_1,\text{Sol }1}{}m_3.$$
(39)
It is also useful to note that

$$m_1\underset{𝒮_1,\text{Sol }1}{=}|d|,|d|\underset{𝒮_2,\text{Sol }2}{=}m_3,$$
(40)
but in this latter case, these are not extrema.

With this knowledge, the resulting signs are easily determined as given in Figs. 2 and 3. The signs of $`y_j`$, respecting conditions (1), (2) and (3) above, is such that:

* For Solution 1, some $`R_{ij}^{1\pm \pm }`$ vanish on $`𝒮_1`$. They are $`ij=13,23,31`$ and 32, corresponding to $`m_3a`$ and $`b`$ becoming zero. (These $`R_{ij}^{1\pm \pm }`$ thus have opposite signs in $`_0`$ and $`_1`$.)
* For Solution 2, some $`R_{ij}^{2\pm \pm }`$ vanish on $`𝒮_2`$. They are $`ij=11,21,32`$ and 33, corresponding to $`am_1`$ and $`b`$ becoming zero. (These $`R_{ij}^{2\pm \pm }`$ thus have opposite signs in $`_0`$ and $`_2`$.)

In order to have $`R_{ij}^{k\pm \pm }`$ that are continuous, it is required to flip signs of some $`y_j`$ as these boundaries $`𝒮_1`$ and $`𝒮_2`$ are crossed.

The mixing matrices display strong variations with $`m_1`$ and $`m_2`$. For Solution 1, the diagonal elements dominate in much of the parameter space, whereas for Solution 2, this is not the case.

For the charged leptons, the masses are strongly hierarchical. Thus, the rotation matrices correspond to the lower left-hand corners of those displayed in Figs. 2 and 3. For Solution 1, this is close to the unit matrix, whereas for Solution 2 certain non-diagonal elements are also significant.

## V The Mixing Matrix

We write the unitary (but not necessarily real) mixing matrix as

$$U=\left[\begin{array}{ccc}U_{e1}& U_{e2}& U_{e3}\\ U_{\mu 1}& U_{\mu 2}& U_{\mu 3}\\ U_{\tau 1}& U_{\tau 2}& U_{\tau 3}\end{array}\right],$$
(41)
where (cf. Eq. (20))

$$U=(V^{\mathrm{}})^{}=R^\text{T}(\mathrm{})\text{diag}(ϵ,1,1)R(\nu )$$
(42)
relates the neutrino mass eigenstates to the flavor states:

$$|\nu _e=U_{e1}|\nu _1+U_{e2}|\nu _2+U_{e3}|\nu _3,$$
(43)
etc. These are the states which enter in charged-current interactions.

We shall label these mixing matrices by the Solutions (1 or 2) involved in the rotation matrices $`R(\nu )`$ and $`R(\mathrm{})`$, and the “parities” associated with the parameters $`b`$ and $`d`$, as discussed in Sec. IV. Actually, only the product of the “$`b`$-parities” and that of the “$`d`$-parities” matter. Thus it is convenient to define

$`b\text{ parity}`$ $`=(b\text{ parity})_\nu \times (b\text{ parity})_{\mathrm{}},`$
$`d\text{ parity}`$ $`=(d\text{ parity})_\nu \times (d\text{ parity})_{\mathrm{}}.`$ (44)
Therefore, there are a total of

$$2\times 2\times 2\times 2\times 2$$
(45)
different $`U`$ matrices, where two factors of 2 arise from the two Solutions for the $`\nu `$ and $`\mathrm{}`$ sectors, two factors of 2 arise from the “$`b`$ parities” and the “$`d`$ parities,” and the last factor of 2 arises from the choice of $`CP`$ conservation or $`CP`$ non-conservation ($`ϵ=1`$ or $`ϵ=i`$).

For a representative case, Solution 2 for $`R(\nu )`$ and Solution 1 for $`R(\mathrm{})`$, $`b\text{ parity}=`$, $`d\text{ parity}=+`$, and no $`CP`$ violation, we show in Fig. 4 the resulting mixing matrix $`U(2,1)+`$. Since, for the charged leptons, Solution 1 is close to the unit matrix, the resulting $`U(2,1)+`$ is rather similar to the corresponding $`R(\nu )`$ for Solution 2 and parities $`+`$.

## VI Atmospheric Neutrinos

Let us next review the oscillation formulas that are relevant for atmospheric neutrinos. A neutrino state, which was a pure $`\nu _\alpha `$ state at $`t=0`$, will at time $`t`$ have the form

$$\nu _\alpha (t)=\underset{j=1}{\overset{3}{}}U_{\alpha j}e^{iE_jt}\nu _j(\alpha =e,\mu ,\tau ).$$
(46)
For relativistic neutrinos, the energy is given as $`E_jp+m_j^2/2E`$, and the survival probability for the $`\nu _\mu `$ takes the form

$`P_{\nu _\mu \nu _\mu }(t)`$ $`=`$ $`14[|U_{\mu 1}|^2|U_{\mu 2}|^2\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{21}^2t}{4E}}\right)+|U_{\mu 1}|^2|U_{\mu 3}|^2\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{31}^2t}{4E}}\right)`$ (47)
$`+|U_{\mu 2}|^2|U_{\mu 3}|^2\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{32}^2t}{4E}}\right)],`$
where $`\mathrm{\Delta }m_{ij}^2=m_i^2m_j^2`$.

After propagation over some distance, a neutrino of a different flavor may appear. The probability amplitude for the transition $`\alpha \beta `$ is given by

$$\nu _\beta (t)|\nu _\alpha (0)=\underset{k}{}U_{\beta k}^{}U_{\alpha k}e^{im_k^2t/2E}.$$
(48)
In contrast to the survival probability, this expression is not invariant under complex conjugation of $`U`$.

A case of particular interest is

$`P_{\nu _\mu \nu _\tau }(t)`$ $`=`$ $`\left|{\displaystyle \underset{k}{}}U_{\tau k}^{}U_{\mu k}e^{im_k^2t/2E}\right|^2`$ (49)
$`=`$ $`\{4\text{Re}[U_{\tau 1}^{}U_{\mu 2}^{}U_{\tau 2}U_{\mu 1}]\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{21}^2t}{4E}}\right)`$
$`2\text{Im}[U_{\tau 1}^{}U_{\mu 2}^{}U_{\tau 2}U_{\mu 1}]\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Delta }m_{21}^2t}{2E}}\right)\}+\text{cyclic},`$
where we have used the orthogonality, $`_kU_{\tau k}^{}U_{\mu k}=0`$. For the real case, this simplifies to

$`P_{\nu _\mu \nu _\tau }(t)`$ $`=`$ $`4U_{\tau 1}U_{\mu 2}U_{\tau 2}U_{\mu 1}\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{21}^2t}{4E}}\right)4U_{\tau 2}U_{\mu 3}U_{\tau 3}U_{\mu 2}\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{32}^2t}{4E}}\right)`$ (50)
$`4U_{\tau 3}U_{\mu 1}U_{\tau 1}U_{\mu 3}\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{13}^2t}{4E}}\right).`$
It is instructive to study the simple limit

$$|\mathrm{\Delta }m_{21}^2||\mathrm{\Delta }m_{32}^2|,\mathrm{\Delta }m_{21}^2t/4E1,$$
(51)
with all $`U_{\alpha k}=𝒪(1)`$. Then, by unitarity, Eq. (50) simplifies to the familiar expression

$$P_{\nu _\mu \nu _\tau }(t)4|U_{\mu 3}|^2|U_{\tau 3}|^2\mathrm{sin}^2\left(\frac{\mathrm{\Delta }m_{32}^2t}{4E}\right).$$
(52)
Fitting the data within a two-flavor model, with $`\mathrm{sin}^2\theta `$ and $`\mathrm{\Delta }m^2`$ as independent parameters, one finds Fukuda:1998tw  large mixing angles. In the limit of Eq. (51), this corresponds to large values for $`|U_{\mu 3}U_{\tau 3}|^2`$, see Eq. (52).

The observed suppression of atmospheric $`\nu _\mu `$ Fukuda:1998tw  suggests masses of the order $`m0.05`$ eV. In order to determine the neutrino masses, we formulate a $`\chi ^2`$ by comparing predicted $`\nu _\mu `$ and $`\nu _e`$ fluxes with data:

$$\chi _{\text{atm}}^2=\underset{i}{}\frac{(\mathrm{\Phi }_i\mathrm{\Phi }_i^{\text{exp}})^2}{\sigma _i^2}.$$
(53)
The experimental data used are those from Super-Kamiokande Fukuda:1998tw : the 8 data points (bins in $`E/L`$, where $`L=ct`$) for $`\nu _\mu `$ and the 8 data points for $`\nu _e`$. These sixteen data points are treated as separate inputs, allowing an overall normalization constant for the two sets of data. Also, since the various survival and transition probabilities are rather sensitive to the precise values of energy and oscillation length, we averaged over these, within each of the 8 bins.

We show in Fig. 5 the contributions to $`\chi ^2`$ from the atmospheric-neutrino data, for the mixing matrices $`U(2,1)+`$ corresponding to $`CP`$ conservation (left part) and $`CP`$ non-conservation (right part). The figure shows $`\chi ^2`$ as a function of $`m_1`$ and $`m_2`$, for fixed $`m_3=0.05\text{ eV}`$.

The different solutions and parities that determine the mixing matrices give rather differently shaped $`\chi ^2`$ minima when plotted vs. $`m_1`$ and $`m_2`$. For most cases, the minima occur inside the region $`_0`$. For others, they occur near $`𝒮_1`$ or near $`𝒮_2`$.

Comparing with Figs. 2 and 3, we see that Solution 1 provides large mixing for $`m_2`$ being a sizable fraction of $`m_3`$, whereas Solution 2 favors relatively smaller values of $`m_2`$, or $`m_2`$ close to $`m_1`$.

## VII The Three-Family MSW Mechanism

The coupled equations satisfied by the three neutrino wave functions are Wolfenstein:1977ue

$$i\frac{d}{dr}\left(\begin{array}{c}\varphi _1(r)\\ \varphi _2(r)\\ \varphi _3(r)\end{array}\right)=\left[\left(\begin{array}{ccc}D(r)& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right)+\frac{1}{2p}\left(\begin{array}{ccc}M_{11}^2& M_{12}^2& M_{13}^2\\ M_{21}^2& M_{22}^2& M_{23}^2\\ M_{31}^2& M_{32}^2& M_{33}^2\end{array}\right)\right]\left(\begin{array}{c}\varphi _1(r)\\ \varphi _2(r)\\ \varphi _3(r)\end{array}\right),$$
(54)
where $`D(r)=\sqrt{2}G_\text{F}N_e(r)`$, with $`G_\text{F}`$ the Fermi weak-interaction constant and $`N_e(r)`$ the solar electron density at a distance $`r`$ from the center of the sun. Furthermore, we denote the flavor states $`\nu _e=\varphi _1`$, $`\nu _\mu =\varphi _2`$, $`\nu _\tau =\varphi _3`$. These are the states which enter in charged-current interactions.

The evolution of the neutrino wave functions is determined by the squared mass matrix,

$$[M(\nu )]^2=\left(\begin{array}{ccc}d^2& ϵcd& ϵbd\\ ϵ^{}cd& b^2+c^2+d^2& b(a+c)\\ ϵ^{}bd& b(a+c)& a^2+b^2\end{array}\right)\left(\begin{array}{ccc}M_{11}^2& M_{12}^2& M_{13}^2\\ M_{21}^2& M_{22}^2& M_{23}^2\\ M_{31}^2& M_{32}^2& M_{33}^2\end{array}\right),$$
(55)
the neutrino momentum, $`p`$, and the solar electron density. Here, $`M_{ij}^2(M^2)_{ij}`$, and $`ϵ=1`$ ($`CP`$ conservation) or $`ϵ=i`$ ($`CP`$ non-conservation).

It is actually a good approximation to take an exponential electron density, $`N_e(r)=N_e(0)\mathrm{exp}(r/r_0)`$. A fit to the solar density as given by Bahcall:2000nu  gives $`r_0=6.983\times 10^4`$ km. For this case of an exponential solar density, the three-component wave equation can be solved in terms of generalized hypergeometric functions, $`{}_{2}{}^{}F_{2}^{}`$ Osland:1999et .

The case treated in Osland:1999et  was that of a real mass matrix. In that case, by scaling and shifting the radial variable, $`u=r/r_0+u_0`$, with $`u_0`$ determined such that

$$D(0)r_0e^{u_0}=1,$$
(56)
Eq. (54) could be transformed into the form

$$i\frac{d}{du}\left[\begin{array}{c}\psi _1(u)\\ \psi _2(u)\\ \psi _3(u)\end{array}\right]=\left[\begin{array}{ccc}\omega _1+e^u& \chi _2& \chi _3\\ \chi _2& \omega _2& 0\\ \chi _3& 0& \omega _3\end{array}\right]\left[\begin{array}{c}\psi _1(u)\\ \psi _2(u)\\ \psi _3(u)\end{array}\right],$$
(57)
with $`\omega _1`$, $`\omega _2`$, $`\omega _3`$, $`\chi _2`$ and $`\chi _3`$ all real.

We now have to address a small complication due to the possible non-reality of the mass matrix induced by $`CP`$ non-conservation, and the fact that also the charged lepton states have to be rotated. Consider the case of $`CP`$ non-conservation, i.e., $`ϵ=i`$. In order to follow as closely as possible the procedure of Osland:1999et , we need to rotate to a neutrino basis which in the absence of matter ($`D(r)=0`$) becomes that of the mass eigenstates. This now involves diagonalizing the lower right-hand part not of $`[M(\nu )]^2`$, Eq. (55), but of

$$N^2=R^\text{T}(\mathrm{})M^2R(\mathrm{})=\left[\begin{array}{ccc}(N^2)_{11}& (N^2)_{12}& (N^2)_{13}\\ (N^2)_{12}^{}& (N^2)_{22}& (N^2)_{23}\\ (N^2)_{13}^{}& (N^2)_{23}^{}& (N^2)_{33}\end{array}\right],$$
(58)
where not only the (1,2) and (1,3) elements are complex \[together with (2,1) and (3,1)\] (cf. Eq. (55)), but also the (2,3) and (3,2) elements. This prevents a simple diagonalization like in Osland:1999et .

However, we may make the lower right-hand part real by a unitary $`2\times 2`$ rotation $`𝒰`$. In other words, we perform the transformation

$$𝒰\left[\begin{array}{cc}(N^2)_{22}& (N^2)_{23}\\ (N^2)_{23}^{}& (N^2)_{33}\end{array}\right]𝒰^{}=\left[\begin{array}{cc}x& y\\ y& z\end{array}\right],\text{with }\left[\begin{array}{c}\overline{\varphi }_2\\ \overline{\varphi }_3\end{array}\right]=𝒰\left[\begin{array}{c}\varphi _2\\ \varphi _3\end{array}\right].$$
(59)
By also defining

$$\left[\begin{array}{cc}\mathrm{cos}\theta _0& \mathrm{sin}\theta _0\\ \mathrm{sin}\theta _0& \mathrm{cos}\theta _0\end{array}\right]\frac{r_0}{2p}\left[\begin{array}{cc}x& y\\ y& z\end{array}\right]\left[\begin{array}{cc}\mathrm{cos}\theta _0& \mathrm{sin}\theta _0\\ \mathrm{sin}\theta _0& \mathrm{cos}\theta _0\end{array}\right]=\left[\begin{array}{cc}\omega _2& 0\\ 0& \omega _3\end{array}\right]$$
(60)
together with

$$\omega _1=\frac{r_0}{2p}(N^2)_{11},\left[\begin{array}{c}\chi _2\\ \chi _3\end{array}\right]=\frac{r_0}{2p}\left[\begin{array}{cc}\mathrm{cos}\theta _0& \mathrm{sin}\theta _0\\ \mathrm{sin}\theta _0& \mathrm{cos}\theta _0\end{array}\right]\left[\begin{array}{c}(N^2)_{12}\\ (N^2)_{13}\end{array}\right]$$
(61)
and

$$\psi _1(u)=\varphi _1(u),\left[\begin{array}{c}\psi _2(u)\\ \psi _3(u)\end{array}\right]=\left[\begin{array}{cc}\mathrm{cos}\theta _0& \mathrm{sin}\theta _0\\ \mathrm{sin}\theta _0& \mathrm{cos}\theta _0\end{array}\right]\left[\begin{array}{c}\overline{\varphi }_2(u)\\ \overline{\varphi }_3(u)\end{array}\right],$$
(62)
then Eq. (54) can be written in the desired form (57). The $`\omega `$’s are real, but the $`\chi _2`$ and $`\chi _3`$ will in general be complex. The rotations among $`\varphi _2`$ and $`\varphi _3`$ given by $`𝒰`$ and $`\theta _0`$ need not concern us, since we are here only interested in the electron neutrino, $`\nu _e`$.

When $`\omega _2\omega _3`$, these $`\psi _1`$, $`\psi _2`$ and $`\psi _3`$ can be expressed uniquely in terms of a single $`\psi `$:

$`\psi _1`$ $`=`$ $`\left(i{\displaystyle \frac{d}{du}}\omega _2\right)\left(i{\displaystyle \frac{d}{du}}\omega _3\right)\psi ,`$
$`\psi _2`$ $`=`$ $`\chi _2\left(i{\displaystyle \frac{d}{du}}\omega _3\right)\psi ,`$
$`\psi _3`$ $`=`$ $`\chi _3\left(i{\displaystyle \frac{d}{du}}\omega _2\right)\psi ,`$ (63)
where $`\psi `$ satisfies the third-order ordinary differential equation Osland:1999et

$`\left(i{\displaystyle \frac{d}{du}}\mu _1\right)\left(i{\displaystyle \frac{d}{du}}\mu _2\right)\left(i{\displaystyle \frac{d}{du}}\mu _3\right)\psi `$ (64)
$`=e^u\left(i{\displaystyle \frac{d}{du}}\omega _2\right)\left(i{\displaystyle \frac{d}{du}}\omega _3\right)\psi .`$
Here, $`\mu _1`$, $`\mu _2`$, and $`\mu _3`$ are the eigenvalues of the right-hand matrix in Eq. (57) (without the term $`e^u`$), ordered such that

$$\mu _1\mu _2\mu _3.$$
(65)
Equation (64) is the differential equation for the generalized hypergeometric function $`{}_{2}{}^{}F_{2}^{}`$—see, for example, p. 184 of Bateman . Three linearly independent solutions of this third-order differential equation (64) are

$`\psi ^{(1)}`$ $`=`$ $`K_1e^{i\mu _1u}{}_{2}{}^{}F_{2}^{}\left[\begin{array}{cc}i(\omega _2\mu _1),& i(\omega _3\mu _1)\\ 1i(\mu _2\mu _1),& 1i(\mu _3\mu _1)\end{array}|ie^u\right],`$
$`\psi ^{(2)}`$ $`=`$ $`K_2e^{i\mu _2u}{}_{2}{}^{}F_{2}^{}\left[\begin{array}{cc}i(\omega _2\mu _2),& i(\omega _3\mu _2)\\ 1i(\mu _1\mu _2),& 1i(\mu _3\mu _2)\end{array}|ie^u\right],`$
$`\psi ^{(3)}`$ $`=`$ $`K_3e^{i\mu _3u}{}_{2}{}^{}F_{2}^{}\left[\begin{array}{cc}i(\omega _2\mu _3),& i(\omega _3\mu _3)\\ 1i(\mu _1\mu _3),& 1i(\mu _2\mu _3)\end{array}|ie^u\right],`$ (66)
where K, $`K_1`$, $`K_2`$ and $`K_3`$ are arbitrary non-zero constants. Since Eq. (64) is linear, the general solution is

$$\psi =C_1\psi ^{(1)}+C_2\psi ^{(2)}+C_3\psi ^{(3)},$$
(67)
from which the $`\psi _1`$, $`\psi _2`$ and $`\psi _3`$ can be obtained using Eq. (VII).

For the case of two flavors, the products in (64) consist of one less term each, and a familiar confluent hypergeometric function $`{}_{1}{}^{}F_{1}^{}`$ (also denoted Whittaker function or parabolic cylinder function) is obtained Petcov:1987zj .

These functions are trivial when $`u\mathrm{}`$. In fact, outside the sun, they can be approximated by the exponential prefactors, since

$${}_{2}{}^{}F_{2}^{}\left[\begin{array}{cc}a_1,& a_2\\ b_1,& b_2\end{array}|0\right]=1.$$
(68)
In order to impose the boundary conditions that only electron neutrinos are produced in the sun, we have to determine these functions at large and negative values of $`u`$. The series expansion is in principle convergent, but it is not practical for large absolute values of both parameters and the argument. One possible way of dealing with these generalized hypergeometric functions has been given in Osland:1999et . The procedure used there is as follows. First, $`\psi _1^{(3)}`$, $`\psi _2^{(3)}`$ and $`\psi _3^{(3)}`$ are evaluated approximately using Barnes’ integral representation for $`{}_{2}{}^{}F_{2}^{}`$ Bateman . Since we have not managed to apply this same procedure to the other $`\psi `$’s, they are expressed in terms of another generalized hypergeometric function $`{}_{3}{}^{}F_{1}^{}`$. Since $`{}_{3}{}^{}F_{1}^{}`$ has an integral representation in terms of the usual hypergeometric function $`{}_{2}{}^{}F_{1}^{}`$, these $`{}_{3}{}^{}F_{1}^{}`$ can be evaluated by numerical integration. The choice of the contours of integration has been discussed in detail in Osland:1999et .

For completeness we give in Appendix B asymptotic formulas for these $`{}_{3}{}^{}F_{1}^{}`$. These asymptotic formulas turn out to be quite useful and in particular are accurate for the region of the minimum $`\chi ^2`$, to be discussed below.

Some details on the book-keeping of reconstructing the neutrino wave functions from the $`{}_{2}{}^{}F_{2}^{}`$ and $`{}_{3}{}^{}F_{1}^{}`$ are given in Appendix C.

## VIII Solar Neutrinos

In order to compare the predictions of the model to data, we form a $`\chi ^2`$ by comparing the predictions to the available flux data. For the solar-neutrino flux, we take the values given by the ‘BP00’ solar model Bahcall:2000nu . For the solar-neutrino data, we use the total rates from the Chlorine experiment Cleveland:1994er , the Gallium experiments Abdurashitov:1999bv ; Hampel:1998xg  (we average the two results), the Super-Kamiokande experiment Fukuda:1998fd , and the SNO experiment Ahmad:2001an ; Ahmad:2002jz . We adopt the neutrino energy spectra and detector efficiencies as given by Bahcall et al. Bahcall:1996qv , and, for Super-Kamiokande and SNO, we also include the neutral-current cross section Fukuda:1998tw . We do not consider the day-night effect, since this is consistent with zero Fukuda:1998fd . Neither do we consider the electron-recoil spectrum, since this is consistent with being flat Fukuda:1998ua  (see, however Osland:2000gi ). For the solar flux, we integrate over the spectrum $`\mathrm{\Phi }_j(E_\nu )`$, taking into account the detector efficiency $`ϵ(E_\nu )`$:

$$\mathrm{\Phi }=\underset{j}{}𝑑E_\nu \mathrm{\Phi }_j(E_\nu )ϵ(E_\nu )P_\nu (E_\nu ).$$
(69)
In Fig. 5 we show the contributions to $`\chi ^2`$ from the solar-neutrino data, as functions of $`m_1`$ and $`m_2`$, for $`m_3=0.05`$ eV. As opposed to the atmospheric-neutrino data, the solar-neutrino data give a minimum $`\chi ^2`$ that is well localized in the $`m_1`$$`m_2`$ plane, with little dependence on $`m_3`$.

The lower panels in Fig. 5 give the corresponding total $`\chi ^2=\chi _{\text{atm}}^2+\chi _{\text{solar}}^2`$. Since the minimum in $`\chi _{\text{solar}}^2`$ is rather well-localized (“steep”), the location of the overall minimum (for fixed $`m_3`$) is largely determined by the minimum in $`\chi _{\text{solar}}^2`$. However, the extent to which the minimum in $`\chi _{\text{atm}}^2`$ overlaps with that of $`\chi _{\text{solar}}^2`$ determines how good the fit is.

The cases considered here are $`U(2,1)+`$, with $`CP`$ conservation (left) and $`CP`$ non-conservation (right). Similar scans for the other mixing matrices (other Solutions, other parities) yield rather similar results. There is little difference between the cases of $`CP`$ conservation and $`CP`$ non-conservation.

## IX Results

### IX.1 Combining Atmospheric and Solar Data

Starting at the minima found from two-dimensional scans as described in Secs. VI and VIII, but now with $`m_1`$, $`m_2`$ and $`m_3`$ all free, we find total minima for a given solution of the mixing matrix. The fitting has been performed using two different procedures. Procedure A is the method proposed by Hata and Langacker Hata:1993rk , where we allow for correlations between different data. Procedure B is a more transparent approach, where the data are treated as uncorrelated, and the SNO data are left out. There are 16 degrees of freedom. The detailed numerical results differ somewhat between these two procedures.

The best such results from fitting procedure A are collected in Table 3. Two cases stand out. They are Solution “$`(2,1)`$” and “$`(2,1)+`$,” with $`\chi ^2`$ values ranging from 16.3 to 18.1. Thus, Solution 2 is favored for the neutrino mass matrix, whereas Solution 1 is favored for the charged lepton mass matrix. Also, negative “$`b`$-parity” is favored, whereas there is no clear preference for a particular “$`d`$-parity.” The latter observation is commented on in Sec. X.

With fitting procedure B, these two Solutions have $`\chi ^2`$ ranging from 15.8 to 17.0 as can be seen from Table 4.

There is a strong clustering of $`m_3`$ values at $`0.052\text{}0.054`$ eV, for different Solutions and with different “parities.” However, there are also a few fits which are not much inferior with $`m_3`$ values around $`0.04`$ eV, and one at $`0.095`$ eV. These have a $`\chi ^2`$ that is higher by about 4 units.

The best-fit mass values may roughly be related to the conventional Gonzalez-Garcia:2000sq ; Fogli:2001xt  atmospheric and solar neutrino parameters as $`\mathrm{\Delta }m_{\text{atm}}^2m_3^2m_2^2=2.6\times 10^3\text{eV}^2`$ and $`\mathrm{\Delta }m_{\text{solar}}^2m_2^2m_1^2=(0.9\text{}1.5)\times 10^4\text{eV}^2`$.

### IX.2 Impact of CHOOZ Data

The CHOOZ data Apollonio:1997xe  are known to disfavor models with “large” values of $`|U_{e3}|`$. In our model, large $`|U_{e3}|`$ typically require $`m_2`$ comparable with $`m_3`$, as can be seen in the example shown in Fig. 4. Thus, we do not expect the minima shown in Table 3 to be significantly altered by the inclusion of the CHOOZ data. This is in fact the case, as shown in Table 5. For the fits of Table 3, the inclusion of the CHOOZ data (14 data points) increases the total $`\chi ^2`$ by 3–4 units, without changing the best-fit mass values.

We show in Table 6 the relevant mixing elements corresponding to these best fits. Since these cases all refer to Solution 1 for the charged leptons, then to a good approximation we have $`UR(\mathrm{})`$. Hence, the cases presented here are pairwise related ($`dd`$) by the symmetry of $`R(\nu )`$, discussed in Sec. IV.

In the decoupling approximation (neglecting $`U_{e3}`$, which ranges from 0.03 to 0.13), the relevant quantities for solar and atmospheric neutrinos are $`|U_{e1}U_{e2}|0.42\text{}0.44`$ and $`|U_{\mu 3}U_{\tau 3}|0.39\text{}0.40`$, respectively, corresponding to large mixing in both cases. As shown in Table 6, when $`CP`$ is not conserved, the amount is given by

$$J_{CP}=\pm 6.0\times 10^3$$
(70)
for neutrinos. This is much larger than the corresponding quantity for quarks as given by Eq. (11).

## X Discussion

Our theoretical description of neutrino oscillations suffers from the fact that the calculation of the three-flavor MSW effect relies on a somewhat crude solar model electron density. Nevertheless, it is most rewarding to find that the determination of the three neutrino masses can be carried out successfully, i.e., in very reasonable agreement with the experimental data. We have found excellent fits to the data with $`m_3=(52\text{}54)\times 10^3`$ eV, $`m_2=(10\text{}13)\times 10^3`$ eV, and $`m_1=(2\text{}5)\times 10^3`$ eV.

In a regime where

$$m_1m_2m_3,$$
(71)
the atmospheric neutrino data determine $`m_3=𝒪(\sqrt{\mathrm{\Delta }m_{\text{atm}}^2})0.05`$ eV, and the solar neutrino data determine $`m_2=𝒪(\sqrt{\mathrm{\Delta }m_{\text{solar}}^2})0.01`$ eV. The test of the model then lies in (i) reproducing the hierarchy (71) and (ii) the determination of $`m_1`$.

The fact that large mixing is required by the atmospheric as well as the solar neutrino data essentially forces the model into a region of parameter space where there is a strong hierarchy. To some extent, this can be read off from Figs. 24.

Another issue is to what extent the data can distinguish the different discrete parameters of the model, Solution 1 vs. Solution 2, as well as the $`b`$ and $`d`$ “parities.” The data favor Solution 2 for the neutrino mixing and Solution 1 for the charged leptons, both by a margin of 4.4 units of $`\chi ^2`$.

The best fits have been found for charged lepton Solution 1. Since the charged lepton masses are strongly hierarchical, the rotation matrix corresponding to Solution 1 is very close to the unit matrix. Thus, the overall neutrino mixing matrix $`U`$ is rather close to $`R(\nu )`$. This explains why the mass values obtained are close to those presented earlier Osland:2000bh .

It is of some interest to compare in more detail with the case

$$U=R(\nu ).$$
(72)
For the two best fits, Solutions $`(2)+`$ and $`(2)`$, we find $`\chi ^2=17.2`$ and 16.7, respectively, with $`m_3=0.057`$ and $`0.052`$ eV. The former solution is the best fit of Osland:2000bh .

Actually, in the limit of no mixing in the charged-lepton sector, $`R(\mathrm{})=1`$, when $`U=R(\nu )`$, we see that the atmospheric transition probability (48) is invariant under $`bb`$, as well as under $`dd`$ or $`did`$. Similarly, for the MSW equation (55), the sign change $`bb`$ can be compensated for by a wave function sign change, $`\varphi _3\varphi _3`$, and the sign change $`dd`$ (or $`did`$) can be compensated for by sign (or phase) changes of $`\varphi _2`$ and $`\varphi _3`$. Thus, these are exact symmetries of $`|\varphi _1|^2`$ in this limit of $`R(\mathrm{})=1`$. They are therefore approximate symmetries for Solution 1 for the charged-lepton sector.

It is also interesting to compare with the rather different model proposed by Koide:2002nc . The masses they find are $`m_3=0.0506`$ eV, $`m_2=(7.46\text{}7.48)\times 10^3`$ eV, and $`m_1=(2.39\text{}2.43)\times 10^3`$ eV. As mentioned above, the fact that $`m_3`$ and $`m_2`$ are rather similar to the values we find is unavoidable within a hierarchical fit.

We add a comment on $`CP`$ non-conservation in the lepton sector. In the work of Lehmann et al. Lehmann:1995br , given the other parameters, $`CP`$ non-conservation is maximal. For this reason, when $`ϵ=i`$, the lepton $`CP`$ non-conservation is also maximal in the same sense. In other words, the lepton $`CP`$ non-conservation is either zero ($`ϵ=1`$) or maximal ($`ϵ=i`$). Thus there are only two cases instead of a continuum.

The absolute values of the elements of the mixing matrices are somewhat different in these two cases. These differences are not sufficiently large to decide experimentally whether $`CP`$ is conserved or not in the lepton sector, since both give comparable fits, as shown in Table 5. Note that the $`\chi ^2`$ is slightly smaller (by 0.3–0.6) for the case of $`CP`$ non-conservation. That the Jarlskog determinant (70) for leptons is significantly larger than that of (11) for quarks is related to the fact that the ratios of neutrino masses obtained here for leptons are larger than those for quarks (for a more general discussion, see Giunti:2002pp ).

###### Acknowledgements.

It is a pleasure to thank Geir Vigdel for very useful discussions. One of us (TTW) wishes to thank the Theory Division of CERN for its kind hospitality. This work was supported in part by the Fund for Scientific Research, Flanders-Belgium and by the Interuniversity Attraction Poles, Belgium (P5-11-35); in part by the Research Council of Norway; and in part by the United States Department of Energy under Grant No. DE-FG02-84ER40158.

## Appendix A

We discuss in this appendix some elementary properties of the mass matrix of Ref. Lehmann:1995br

$$M=\left(\begin{array}{ccc}0& id& 0\\ id& c& b\\ 0& b& a\end{array}\right),$$
(73)
with $`b^2=8c^2`$. From (16), this $`M`$ is diagonalized by

$$M=\text{diag}(i,1,1)R\text{diag}(m_1,m_2,m_3)R^\text{T}\text{diag}(i,1,1).$$
(74)
The rotation matrix $`R`$ is discussed in Sec IV. The case of the mass matrix without the factors of $`i`$ and $`i`$ is entirely similar. The relations between the elements of $`M`$ and the masses have been given in Eq. (II).

Consider first the triangular region (10) studied in Ref. Lehmann:1995br . In this region, the $`S_1`$, $`S_2`$ and $`S_3`$ of (II) satisfy

$$S_3S_1S_2=(m_2m_1)(m_3m_2)(m_3+m_1)>0.$$
(75)
Also from (II), the 33 entry of $`M`$, namely $`a`$, satisfies the cubic equation (22), and the possible signs of $`a`$ have been discussed immediately thereafter. Since $`c=S_1a`$, the corresponding cubic equation for $`c`$ is

$$9c^310S_1c^2+(S_1^2+S_2)c+(S_3S_1S_2)=0.$$
(76)
When (22) has three real solutions, so does (76). Furthermore, by the inequality (75), two of the real solutions must be positive, while the third one is negative. A comparison with what is known about (22) shows that, in the triangular region (10),

$`c<0`$ for Solution 1,
$`c>0`$ for Solution 2. (77)
When $`m_2m_1`$ or $`m_3m_2`$, it follows from (75) that $`S_3S_1S_2=0`$. In either limit, (76) becomes a quadratic equation when $`c0`$,

$$9c^210S_1c+(S_1^2+S_2)=0.$$
(78)
In the limit $`m_2m_1`$, this has two positive roots. In the limit $`m_2m_3`$, this has one positive and one negative root. Therefore, for Solution 1, $`c`$ remains negative when $`m_2m_1`$ or $`m_2m_3`$. On the other hand, for Solution 2, $`c`$ remains positive when $`m_2m_1`$, whereas

$$c0$$
(79)
when $`m_2m_3`$.

From the discussion after (22), the interesting case is where this cubic equation has three real roots. This holds not only in the triangular region (10) but in a larger region. The boundary of this larger region is given by the straight line $`m_1=0`$ together with curves obtained by setting the discriminant of the cubic equation (22) to zero:

$$(8S_1^2+S_2)^2(S_1^236S_2)2187S_3^2+2380S_1^3S_3+2754S_1S_2S_3=0.$$
(80)
The resulting region is only slightly larger than the triangle (10), and has been discussed in Sec. III. Let the region shown in Fig. 1 be called $``$, while $`_0`$ denotes the triangle (10); then $``$ consists of $`_0`$ together with $`_1`$ (the small region where $`m_1>m_2`$) and $`_2`$ (the region where $`m_2>m_3`$). The extension of (A) to $`_1`$ and $`_2`$ gives simply

$`c<0`$ $`\text{for Solution 1 in all of }`$
$`c>0`$ $`\text{for Solution 2 in }_0\text{ and }_1`$
$`c<0`$ $`\text{for Solution 2 in }_2.`$ (81)
The next property to be discussed is the behavior of the $`m`$’s when both $`c`$ and $`d`$ are small compared with $`a`$:

$$|c|a\text{and}|d|a,$$
(82)
the relative magnitude of $`c`$ and $`d`$ being arbitrary. In general, by Eq. (II), the masses $`m_1`$, $`m_2`$ and $`m_3`$ satisfy the cubic equation

$$\lambda ^3(a+c)\lambda ^2+(ac8c^2d^2)\lambda +ad^2=0.$$
(83)
In the limiting case (82), one of the solutions is

$$\lambda =m_3a,$$
(84)
while the other two solutions are both small. These two small solutions, $`m_1`$ and $`m_2`$, are determined approximately by the quadratic equation

$$a\lambda ^2+(acd^2)\lambda +ad^2=0.$$
(85)
The solutions of (85) are

$`\lambda `$ $`={\displaystyle \frac{1}{2a}}[acd^2\pm \sqrt{(acd^2)^2+4a^2d^2}]`$
$`\frac{1}{2}[c\pm \sqrt{c^2+4d^2}],`$ (86)
or

$`m_1`$ $`=\frac{1}{2}[c+\sqrt{c^2+4d^2}],`$
$`m_2`$ $`=\frac{1}{2}[c+\sqrt{c^2+4d^2}].`$ (87)
Note that these approximate solutions are applicable only to Solution 1, because Eq. (24) implies that, for Solution 2, $`c`$ cannot satisfy the inequality (82). Eq. (A) shows directly that $`c<0`$ for Solution 1 in the triangular region (10).

## Appendix B

For completeness we give here asymptotic formulas for the $`{}_{3}{}^{}F_{1}^{}`$ required for reconstructing the $`{}_{2}{}^{}F_{2}^{}`$. These asymptotic formulas turn out to be quite useful and in particular are accurate for the regions of the fits discussed in Sec. VIII. For the wave functions of the electron neutrino, $`\psi _1`$ of Eq. (57), the two relevant $`{}_{3}{}^{}F_{1}^{}`$ are (cf. Osland:1999et )

$`{}_{3}{}^{}F_{1}^{}\left[\begin{array}{ccc}1+i\xi ,& 1i\eta ,& 1+i\zeta \\ 1+i\zeta ^{}\end{array}|{\displaystyle \frac{i}{y}}\right]`$
$`={\displaystyle \frac{1}{(2\pi )^2}}\left(e^{i\pi /2}y\right)^{1+i\xi }e^{\pi \zeta ^{}}{\displaystyle \frac{\mathrm{\Gamma }(1+i\zeta ^{})\mathrm{\Gamma }(i\eta )\mathrm{\Gamma }(1i\eta i\zeta ^{})}{\mathrm{\Gamma }(1+i\xi )}}I,`$ (88)
$`{}_{3}{}^{}F_{1}^{}\left[\begin{array}{ccc}1+i\overline{\xi },& 1i\overline{\eta },& 1i\overline{\zeta }\\ 1i\overline{\zeta }^{}\end{array}|{\displaystyle \frac{i}{y}}\right]`$
$`=\left(e^{i\pi /2}y\right)^{1+i\overline{\xi }}{\displaystyle \frac{\mathrm{\Gamma }(1i\zeta ^{})}{\mathrm{\Gamma }(1+i\overline{\xi })\mathrm{\Gamma }(1i\overline{\eta })\mathrm{\Gamma }(i\overline{\eta }i\zeta ^{})}}\overline{I},`$ (89)
where

$`I`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}dt{\displaystyle _𝒫}ds(1+s+st)^1\mathrm{exp}\{i[ty\xi \mathrm{ln}t+\eta \mathrm{ln}s(\zeta \zeta ^{})\mathrm{ln}(1+s)`$ (90)
$`+\zeta \mathrm{ln}(1+s+st)]\},`$
$`\overline{I}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}dt{\displaystyle _0^{\mathrm{}}}ds(1+s+st)^1\mathrm{exp}\{i[ty\overline{\xi }\mathrm{ln}t+\overline{\eta }\mathrm{ln}s+(\overline{\zeta }\zeta ^{})\mathrm{ln}(1+s)`$ (91)
$`\overline{\zeta }\mathrm{ln}(1+s+st)]\},`$
$`\xi `$ $`=\mu _2\omega _2,\eta `$ $`=\omega _2\mu _1,\zeta `$ $`=\mu _3\omega _2,\zeta ^{}`$ $`=\omega _3\omega _2,`$
$`\overline{\xi }`$ $`=\mu _3\omega _3,\overline{\eta }`$ $`=\omega _3\mu _2,\overline{\zeta }`$ $`=\omega _3\mu _1,`$ (92)
and

$$y=e^u.$$
(93)
Note that all these quantities in Eq. (B) are positive because

$$\mu _1<\omega _2<\mu _2<\omega _3<\mu _3.$$
(94)
The double integrals for $`I`$ and $`\overline{I}`$ of Eqs. (90) and (91) can be carried out approximately using the method of stationary phase, and the resulting asymptotic formulas are

$`I`$ $``$ $`2\pi \sigma _0^{1/2}\left[{\displaystyle \frac{\xi (\zeta \zeta ^{})(\sigma _01t_0)^2}{(\sigma _01)^2t_0^2}}+{\displaystyle \frac{\zeta (\zeta \zeta ^{})}{(\sigma _01)^2}}+{\displaystyle \frac{(1+t_0)\xi \zeta }{t_0^2}}+{\displaystyle \frac{\zeta ^2}{\sigma _01t_0}}\right]^{1/2}`$ (95)
$`\times \mathrm{exp}\{i[t_0y\xi \mathrm{ln}t_0(\eta +\zeta ^{})\mathrm{ln}\sigma _0(\zeta \zeta ^{})\mathrm{ln}(\sigma _01)`$
$`+\zeta \mathrm{ln}(\sigma _01t_0)]\},`$
and

$`\overline{I}`$ $``$ $`2\pi \overline{\sigma }_0^{1/2}\left[{\displaystyle \frac{\overline{\xi }(\overline{\zeta }\zeta ^{})(\overline{\sigma }_0+1+\overline{t}_0)^2}{(\overline{\sigma }_0+1)^2\overline{t}_0^2}}{\displaystyle \frac{\overline{\zeta }(\overline{\zeta }\zeta ^{})}{(\overline{\sigma }_0+1)^2}}+{\displaystyle \frac{(1+\overline{t}_0)\overline{\xi }\overline{\zeta }}{\overline{t}_0^2}}+{\displaystyle \frac{\overline{\zeta }^2}{\overline{\sigma }_0+1+\overline{t}_0}}\right]^{1/2}`$ (96)
$`\times \mathrm{exp}\{i[\overline{t}_0y\overline{\xi }\mathrm{ln}\overline{t}_0(\overline{\eta }\zeta ^{})\mathrm{ln}\overline{\sigma }_0+(\overline{\zeta }\zeta ^{})\mathrm{ln}(\overline{\sigma }_0+1)`$
$`\overline{\zeta }\mathrm{ln}(\overline{\sigma }_0+1+\overline{t}_0)]\},`$
where $`\sigma _0`$ and $`t_0`$ are determined by

$`y{\displaystyle \frac{\xi }{t_0}}{\displaystyle \frac{\zeta }{\sigma _01t_0}}`$ $`=`$ $`0,`$
$`\eta +{\displaystyle \frac{\zeta \zeta ^{}}{\sigma _01}}{\displaystyle \frac{(1+t_0)\zeta }{\sigma _01t_0}}`$ $`=`$ $`0,`$ (97)
while $`\overline{\sigma }_0`$ and $`\overline{t}_0`$ are determined by

$`y{\displaystyle \frac{\overline{\xi }}{\overline{t}_0}}{\displaystyle \frac{\overline{\zeta }}{\overline{\sigma }_0+1+\overline{t}_0}}`$ $`=`$ $`0,`$
$`\overline{\eta }+{\displaystyle \frac{\overline{\zeta }\zeta ^{}}{\overline{\sigma }_0+1}}{\displaystyle \frac{(1+\overline{t}_0)\overline{\zeta }}{\overline{\sigma }_0+1+\overline{t}_0}}`$ $`=`$ $`0.`$ (98)
Note that the $`\sigma _0`$ here is equal to $`1/s_0`$, where $`s_0`$ is defined in the Appendix of Osland:1999et .

## Appendix C

We shall provide here some further details, beyond what was given in Osland:1999et , on the reconstruction of $`\psi ^{(1)}`$ and $`\psi ^{(2)}`$ from the $`{}_{3}{}^{}F_{1}^{}`$’s.

We introduce subscripts $`i`$ and $`k`$ to label the cases (5.3)–(5.5) and (5.12)–(5.13), respectively, of Osland:1999et . Then, Eqs. (5.12)–(5.13) of Osland:1999et  may be rewritten as

$$\widehat{f}_i^{(k)}(z)=G_{ik}\left[Y_{ik1}f_i^{(1)}(z)+Y_{ik2}f_i^{(2)}(z)+Y_{ik3}f_i^{(3)}(z)\right],$$
(99)
where

$$G_{i1}=\frac{\pi \mathrm{\Gamma }(1\alpha _2+\alpha _1)}{\mathrm{\Gamma }(\beta _1+\alpha _1)\mathrm{\Gamma }(\beta _2+\alpha _1)\mathrm{\Gamma }(\beta _3+\alpha _1)}$$
(100)
and

$$Y_{i11}=\frac{\mathrm{\Gamma }(\beta _2+\beta _1)\mathrm{\Gamma }(\beta _3+\beta _1)}{\mathrm{\Gamma }(1\alpha _1+\beta _1)\mathrm{\Gamma }(1\alpha _2+\beta _1)}\frac{1}{\mathrm{sin}\pi (\alpha _1\beta _1)},$$
(101)
etc., with $`\alpha _i`$ and $`\beta _j`$ given by Eqs. (5.2)–(5.5) of Osland:1999et . Furthermore,

$$\{G_{i2},Y_{i2j}\}=\{G_{i1},Y_{i1j}\}_{\alpha _1\alpha _2}.$$
(102)
Note that $`Y_{i2j}=Y_{i1j}`$ apart from the change of argument of $`\mathrm{sin}[\pi (\alpha _k\beta _j)]`$.

Define now

$$f^{(j)}(z)=e^{\pi \mu _j/2}\overline{f}^{(j)}(z),\widehat{f}^{(k)}(z)=e^{i(\pi /2)\alpha _k}\stackrel{~}{f}^{(k)}(z).$$
(103)
Then, Eq. (99) can be rewritten as

$$\stackrel{~}{f}_i^{(k)}(z)=B_{ik1}\overline{f}_i^{(1)}(z)+B_{ik2}\overline{f}_i^{(2)}(z)+B_{ik3}\overline{f}_i^{(3)}(z)$$
(104)
with

$$B_{ikj}=G_{ik}Y_{ikj}e^{(\pi /2)[i\alpha _k\mu _j]}.$$
(105)
For each $`i`$, we have the following two equations:

$`B_{i11}\overline{f}_i^{(1)}(z)+B_{i12}\overline{f}_i^{(2)}(z)=\left[\stackrel{~}{f}_i^{(1)}(z)B_{i13}\overline{f}_i^{(3)}(z)\right],`$
$`B_{i21}\overline{f}_i^{(1)}(z)+B_{i22}\overline{f}_i^{(2)}(z)=\left[\stackrel{~}{f}_i^{(2)}(z)B_{i23}\overline{f}_i^{(3)}(z)\right].`$ (106)
Here, $`\stackrel{~}{f}_i^{(1)}(z)`$ and $`\stackrel{~}{f}_i^{(2)}(z)`$ are given in terms of $`{}_{3}{}^{}F_{1}^{}`$’s, whereas the $`\overline{f}_i^{(3)}(z)`$ are given in terms of $`{}_{2}{}^{}F_{2}^{}`$’s. These are then solved for $`\overline{f}_i^{(1)}(z)`$ and $`\overline{f}_i^{(2)}(z)`$, from which the $`{}_{2}{}^{}F_{2}^{}`$ of Eq. (5.7) are obtained.

To obtain the physical neutrino wave functions, one has to rotate back to the $`\varphi _i`$ of Eq. (54).