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# STUDY OF THE COINCIDENCES BETWEEN THE GRAVITATIONAL WAVE DETECTORS EXPLORER AND NAUTILUS IN THE YEAR 2001

## 1 Introduction

Cryogenic gravitational wave (GW) antennas entered into long term data taking operation in 1990 (EXPLORER ), in 1991 (ALLEGRO ), in 1993 (NIOBE ), in 1994 (NAUTILUS ) and in 1997 (AURIGA ), with gradual performance improvements over the years.

Analysis of the data taken in coincidence among all cryogenic resonant detectors in operation during the years 1997 and 1998 was performed . No coincidence excess was found above background using the event lists produced under the protocol of the International Gravitational Event Collaboration (IGEC), among the groups ALLEGRO, AURIGA, EXPLORER / NAUTILUS and NIOBE.

Later , a coincidence search between the data of EXPLORER and NAUTILUS was carried out by introducing in the data analysis considerations based on physical characteristics of the detectors: the event energy and the directionality. The result was a small coincidence excess when the detectors were favorably oriented with respect to the Galactic Centre.

Here we extend our analysis to new data obtained in the year 2001, when both EXPLORER and NAUTILUS were operating at their best sensitivity, using the same procedures applied for the previous analysis . As previously done in ref.  we shall sometimes use the word $`probability`$, although we are well aware that its significance might be jeopardized by any possible data selection. With this $`proviso`$ we shall use probability estimations in comparing different experimental conditions.

## 2 Experimental data

The resonant mass GW detectors NAUTILUS, operating at the INFN Frascati Laboratory, and EXPLORER, operating at CERN, both consist of an Aluminium 2270 kg bar cooled to very low temperatures. A resonant transducer converts the mechanical oscillations into an electrical signal and is followed by a dcSQUID electronic amplifier. The bar and the resonant transducer form a coupled oscillator system with two resonant modes.

With respect to the year 1998 the following changes were made in the set up of the detectors: the NAUTILUS detector operated at a thermodynamic temperature of 1.5 K instead of 0.14 K; the EXPLORER detector was equipped with a new transducer providing a larger bandwidth and consequently enhanced sensitivity. The characteristics of the two detectors are given in the Table 1.

The data, sampled at intervals of 12.8 ms for NAUTILUS and of 6.4 ms for EXPLORER, are filtered with an adaptive filter matched to delta-like signals for the detection of short bursts . This search for bursts is suitable for any transient GW which shows a nearly flat Fourier spectrum at the two resonant frequencies of each detector. The metric perturbation $`h`$ can either be a millisecond pulse, a signal made by a few millisecond cycles, or a signal sweeping in frequency through the detector resonances. This search is therefore sensitive to different kinds of GW sources, such as a stellar gravitational collapse, the last stable orbits of an inspiraling neutron star or black hole binary, its merging and its final ringdown.

Let $`x(t)`$ be the filtered output of the detector. This quantity is normalized, using the detector calibration, such that its square gives the energy innovation of the oscillation for each sample, expressed in kelvin units.

For well behaved noise due only to the thermal motion of the oscillators and to the electronic noise of the amplifier, the distribution of $`x(t)`$ is normal with zero mean. Its variance (average value of the square of $`x(t)`$) is called $`effectivetemperature`$ and is indicated with $`T_{eff}`$. The distribution of $`x(t)`$ is

$$f(x)=\frac{1}{\sqrt{2\pi T_{eff}}}e^{\frac{x^2}{2T_{eff}}}$$
(1)
In order to extract from the filtered data sequence $`events`$ to be analyzed we set a threshold in terms of a critical ratio defined by

$$CR=\frac{|x|\overline{|x|}}{\sigma (|x|)}$$
(2)
where $`\sigma (|x|)`$ is the standard deviation of $`|x|`$ and $`\overline{|x|}`$ the moving average, computed over the preceeding ten minutes.

The threshold is set at CR=6 in order to obtain, in the presence of thermal and electronic noise alone, a reasonable number of events per day (see ref.). This threshold corresponds to energy $`E_t=19.5T_{eff}`$. When $`|x|`$ goes above the threshold, its time behaviour is considered until it falls back below the threshold for longer than three seconds. The maximum amplitude and its occurrence time define the $`event`$.

The searched $`events`$ are the ones that are due to a combination of a GW signal of energy $`E_s`$ and of the noise. The theoretical probability to detect a signal with a given signal to noise ratio $`R_s=\frac{E_s}{T_{eff}}`$, in the presence of a well behaved Gaussian noise is

$$probability(R_s)=_{R_t}^{\mathrm{}}\frac{1}{\sqrt{2\pi R_e}}e^{\frac{(R_s+R_e)}{2}}cosh(\sqrt{R_eR_s})𝑑R_e$$
(3)
where $`R_e`$ is the signal to noise ratio for the event and $`R_t=\frac{E_t}{T_{eff}}=19.5`$ for the EXPLORER and NAUTILUS detectors.

The behaviour of the integrand is shown in fig. 1.

This figure shows the spread of the event energy due to noise for a given $`R_s`$ of the signal. It shows that signals with $`R_s=20`$ (near the threshold) have a probability of about 50% not to be detected, and signals with $`R_s=30`$, rather larger than the threshold, still have a probability of near 15% not to be detected. The distinction between the two concepts, $`signal`$ and $`event`$, is essential for our analysis, as discussed in ref .

Computation of the GW amplitude $`h`$ from the energy signal $`E_s`$ requires a model for the signal shape. A conventionally chosen shape is a short pulse lasting a time of $`\tau _g`$, resulting (for optimal orientation, see later) in the relationship

$$h=\frac{1}{4Lf^2}\frac{1}{\tau _g}\sqrt{\frac{kE_s}{M}}$$
(4)
where $`f`$ is the resonance frequency, L and M the length and the mass of the bar and $`\tau _g`$ is conventionally assumed equal to 1 ms (for instance, for $`E_s=1mK`$ we have $`h=2.510^{19}`$).

## 3 Data selection

All events which are in coincidence within a time window of $`\pm 5s`$ with signals observed by a seismometer are eliminated. This criterion cuts about $`8\%`$ of the events.

It is observed that the experimental data are affected by non gaussian noise which, in some cases, cannot be observed with any other auxiliary detector. Thus a strategy is needed to select periods during which the detectors operate in a satisfactory way, as discussed in the following paragraphs.

To this end we consider the quantity $`T_{eff}`$, which we used in two ways. The first was to compute $`T_{eff}`$ by averaging $`x^2`$ over one hour of continuous measurements ($`\overline{T_{eff}}`$), the second to consider the $`T_{eff}`$ averaged during the ten minutes preceeding each event. For the hourly averages we show the distribution in fig.2.

On observing this figure we decided to consider for the search for coincidences only the time periods with hourly averages smaller than 10 mK. The distributions for the $`T_{eff}`$ averaged over the ten minutes preceeding each event are shown in fig.3 for EXPLORER and NAUTILUS.

It will be noticed that the number of events is larger for EXPLORER than for NAUTILUS. This depends on the bandwidth $`\mathrm{\Delta }f`$ which is larger for EXPLORER(see Table 1).

On observing these distributions we decided, as conservative $`apriori`$ data selection, to make a cut and accept only the events for which the corresponding $`T_{eff}`$ was below $`7mK`$ (and there was no seismometer veto). This meant regarding the bump at 10 mK, for NAUTILUS, as due to extra noise. We recall that in the previous search  with the noisier 1998 data the cuts on $`T_{eff}`$ were made at between 25 and 100 mK.

From our previous experience we had learned that the detectors operate in a more stationary way when the noise temperature remains low for longer periods of time, because this indicates a smaller contribution of extra noise. To make a quantitative check on this we classified the data stretches in various categories, according to the length of the continuous periods having hourly averages $`\overline{T_{eff}}10mK`$, obtaining the figures shown in Table 2.

From this table we clearly see that the longer is the time period of continuous operation with low noise the smaller is the number of events associated with a noise $`T_{eff}7mK`$.

Finally, in fig.4 we show the distribution of the event energies selected according to $`\overline{T_{eff}}10mK`$ and to $`T_{eff}7mK`$, for each event, belonging to periods with duration $`1hour`$. We notice that, in spite of our selection criteria, we still have several events with large energy, which indicates the presence of extra noise, in addition to the thermal and electronic ones. The only way to eliminate this noise is by means of the coincidence technique.

## 4 Searching for coincidences

For the search for coincidences it is important to establish the time window. Using simulated signals and real noise, we characterized  the dispersion of the time of the event around the time when the signal is applied.

The standard deviation of the time dispersion for a given detector is

$$\sigma _d=const\frac{1}{\mathrm{\Delta }f}\frac{1}{\sqrt{R_e}}$$
(5)
for delta signals, where $`\mathrm{\Delta }f`$ is the detector bandwidth and the $`const=0.28`$ is determined, for the EXPLORER and NAUTILUS detectors, by means of simulation . For a coincidence analysis with two detectors we have

$$\sigma _w=\sqrt{\sigma _{expl}^2+\sigma _{naut}^2}$$
(6)
We decided to take as coincidence window $`w=\pm 3\sigma _w`$, which is the most recent choice of the IGEC collaboration. Since each event has its own $`\sigma _w`$ the value of $`w`$ will be different for each coincidence. Note that the value of $`w`$ is almost entirely due to the NAUTILUS detector, since EXPLORER has a much larger bandwidth; it turns out to be of the order of $`|w|0.5s`$, about one half of that used in previous searches for coincidences. With the use of $`3\sigma _w`$ we also take into account the uncertainty of the detector bandwidth and of the simulation procedure.

Analysis in a coincidence search consists of comparing the detected number of coincidences at zero time delay ($`\pm w`$) with the background, that is with coincidences occurring by chance. In order to measure the background due to the accidental coincidences, using a procedure adopted since the beginning of the gravitational wave experiments , one shift the time of occurrence of the events of one of the two detectors a number of times. We shifted 100 times in steps of $`\mathrm{\Delta }t=2s`$ (uncorrelated data), from -100 s to +100 s. For each time shift we get a number of (shifted) coincidences. If the time shift is zero we get the number $`n_c`$ of $`observed`$ coincidences. The accidental background is calculated from the average number of the $`n_{shift}`$ shifted coincidences obtained from the one hundred time shifts

$$\overline{n}=\frac{_{j=1}^{100}n_{shift}(j)}{100}$$
(7)
This experimental procedure for evaluation of the background has the benefit of handling the problems arising when the distribution of the events is not stationary (see reference ), although this is not the case with the present 2001 data.

## 5 Energy filter

It is clear that if a coincidence between the two detectors is due to the arrival of a GW burst we expect the energies of the two coincident events to be correlated, and we can disregard all coincidences whose corresponding event energies are very different, according to the considerations illustrated in fig.1. Thus we can apply an energy filter with the aim of reducing the background.

The procedure for application of such an energy filter was set in our previous search for coincidences . We considered signals of various energies $`E_s`$. For each coincidence found we calculated the $`R_s`$ for each of the above signal energy $`E_s`$ using the known values of the (local ) $`T_{eff}`$ of the two events. We then verified whether the two $`R_e`$, for the two events of that coincidence, fell within the interval $`R_s\pm \mathrm{\Delta }R_s`$, such that the two limits $`R_s\mathrm{\Delta }R_s`$ and $`R_s+\mathrm{\Delta }R_s`$ delimitate (see fig.1) an area of 68% (about one standard deviation for well behaved noise) for a given value of $`E_s`$; that is, we verified the compatibility of the two events. We followed the same procedure for the shifted coincidences in order to estimate the background after application of the energy filter. In this way we reduced, for the 1998 data, the average number of accidental coincidences from $`\overline{n}=223`$ to $`\overline{n}=51`$.

This procedure is useful, in particular, if the two detectors have different sensitivity, as in the case of the 1998 data, and, consequently, the event thresholds and the event energies are also different. In the case of two detectors with comparable sensitivity, however, one could also consider to compare directly the energies of the coincident events. For the 2001 data, although in this year the two detectors had comparable sensitivities (see fig.2), we decided not to change the procedure used for the 1998 data. We considered GW signals of energy $`E_s`$,in a range covering the energies of our events, i.e. $`E_s`$ from 5 mK to 1 K in steps of 5 mK, and accepted the coincidence (at zero delay or at a shifted time) if the two events fell within the above interval $`R_s\pm \mathrm{\Delta }R_s`$.

## 6 Sidereal time distribution

In our previous search for coincidences  we took into consideration the non-isotropic response of the detector to a GW burst. We had reasoned that, since extragalactic GW signals should not be detected with the present detectors, possible sources should be located in our Galaxy, or in the Local Group. If any of these sources exist we should expect a more favorable condition of detection when the detectors are oriented with their axes perpendicular to the direction of the potential source, since the bar cross-section is proportional to $`sin^4(\theta )`$, where $`\theta `$ is the angle between the detector axis and the direction of the line joining it with the source. We did find a small coincidence excess when angle $`\theta `$ with respect to the Galactic Centre was larger than a certain value (see fig.3 of Ref.). The inconvenience of this method is that, due to the poor statistics, the result has to be presented in an integral type graph, which makes it difficult to appreciate the real statistical significance of the data. Furthermore, hypotheses must be made on the location of the GW source.

In the present search for coincidences we extend the previous analysis as follows. We still make use of the directional property of the antenna cross-section. As the Earth rotates around its axis, during the day the detector happens to be variably oriented with respect to a given source at an unknown location. Thus we expect the signal to be modulated during the day; more precisely the modulation is expected to have a period of one sidereal day (with one or more maxima) (see references ), since the GW sources, if any, are certainly located far outside our Solar system.

The principal, key analysis is carried out with the events in the time periods of at least twelve hours of continuous data taking (see Table 2) to which the energy filter is applied.

Twenty-four categories of events are considered, one per each sidereal hour, the sidereal time referred to a position and orientation halfway between EXPLORER and NAUTILUS (this determines the zero local sidereal time which is not essential for the following considerations). Each category includes coincidences totally independent from those in the other categories. For each category in fig. 5 we report the number $`n_c`$ of observed coincidences, the average number $`\overline{n}`$ of accidental coincidences obtained by using the time shifting procedure and, given $`\overline{n}`$, the probability $`p`$ that a number $`n_c`$ of coincidences could have occurred by chance. For comparison we also show a histogram produced with the same procedure using solar hours.

One notice a coincidence excess from sidereal hour 3 to sidereal hour 5, which appears to have some statistical significance, as the two largest excesses occur in two neighboring hours (the events in each hour are totally independent from those in a different hour). We have $`n_c=7`$ coincidences in this two-hour interval and $`\overline{n}=1.7`$. On the contrary, no significant coincidence excess appears at any solar hour.

The accidental coincidences always have a Poissonian distribution. To check this, we have considered for all the above events the accidental coincidences obtained with ten thousand trials, by time shifting from -10000 s to +10000 s in steps of two seconds. The distribution of the number of accidental coincidences is shown in fig. 6. The agreement between experimental and expected distributions is excellent.

We repeat the analysis for the events belonging to the larger set of continuous data taking lasting one hour or more (first line of Table2). We obtain the result shown in fig.7.

We notice that in the sidereal two-hour interval the number of coincident events has increased from seven to eight and the background has become $`\overline{n}=2.6`$.

We proceed now in performing a test, to check if this result is compatible with simultaneous physical excitation of the two detectors of possible non-terrestrial origin. We compare the energies of the coincident events: if the events in EXPLORER and NAUTILUS are due to the same cause we expect their energies to be correlated. This test must be done without applying the energy filter. Using the events in the time periods with duration $`12hours`$ and without applying the energy filter we still get seven coincidences. If we consider the time periods with duration $`1hour`$ we get eight coincidences. The event energies are very strongly correlated, as shown in fig.8.

We also studied the energy correlation of the events of the accidental coincidences and found no correlation.

We also performed a coincidence data analysis when no energy filter at all was applied, obviously expecting a larger accidental background. The result is shown in fig.9.

We find that the coincidence excess in the time interval 3 to 5 sidereal hours still shows up, although less clearly, as expected.

A different way to present these data is shown in fig.10.

This figure shows that at sidereal hours outside the interval 3 to 5 hours the event energies are not correlated. Also it shows the particular behaviour in the 3 to 5 hour interval, when the energies of all coincident events are correlated.

The eight events in the 3 to 5 hour period are listed in the Table 3.

We have verified that, using the cosmic ray detector of NAUTILUS, these events are not due to cosmic ray showers.

## 7 Comparison with the 1998 data

The analysis presented here differs slightly (eg. for the use of the sidereal time) from that applied previously . We therefore present the 1998 data also in terms of the sidereal time. We must consider that the 1998 data are noisier than the 2001 data. In particular the EXPLORER data have a noise $`T_{eff}`$ ten times larger than that of the 2001 data, whilst the NAUTILUS noise was of the same order.

For the coincidence search we change the window from $`w=\pm 1s`$ (the IGEC choice at that time) used in the paper  to the present $`w=\pm 3\sigma _w`$ used here. The result is given in fig.11.

An effect similar to the one found for the 2001 data is noticed, although weaker than that obtained with the less noisy 2001 data.

## 8 Robustness of the statistical analysis

In any data analysis care must be taken to avoid choosing procedures which favour particular results. Thus we considered the possibility that our result be biased, although involuntarily, by any such choices. In the present analysis all choices were made ”a priori” and already published in the scientific literature; in particular the IGEC choice for the coincidence window of $`\pm 3\sigma _w`$, the energy filter (see ref.  and ) and the threshold for definition of an event (see ref.).

Nevertheless, we tested whether our present choices were indeed, to accident, most apt to produce the coincidence excess. This proved not to be the case.

To find the $`mostfavorable`$ parameters, that is the threshold and the energy filter parameter, we considered only the coincidences in the sidereal hour interval 3 to 5 and minimized the probability of a coincidence excess by chance. We found that the most favorable threshold for the definition of event is at $`R_t=20.5`$, instead of $`19.5`$. The most favorable parameter for the energy filter is 50%, instead of 68%.

We thought it interesting to report the result for these most favorable choices, $`R_t=20.5`$ for the threshold and 50% for the energy filter. The result is shown in fig.12.

We notice an indication that the coincidence excess might extend to the sidereal hour interval 3 to 6, including two more coincidences in the period 5 to 6 sidereal hours (see also fig.10). We want to remark that this hour was not included in the optimization process.

As far as the coincidence window is concerned, we found ($`aposteriori`$) that the best choice for having a coincidence excess in the 3 to 5 sidereal hour interval is $`\pm 3.5\sigma _w`$, and any coincidence window from $`\pm 2.5\sigma _w`$ to $`\pm 4\sigma _w`$ gives comparable results.

## 9 Discussion and conclusions

The IGEC search for coincidences  was performed without applying the event energy algorithms based on the event amplitude and on the directional properties of the detectors; it gave a no coincidence excess. With new data taken in the year 2001 and with improved sensitivity we repeated the coincidence search with the detectors EXPLORER and NAUTILUS (no other detector was in operation during the year 2001), applying data analysis algorithms based on known physical characteristics of the detectors, namely energy of the events and directionality of the detectors. We obtained a coincidence excess at sidereal hours between 3 and 5.

At a given sidereal time the intersection of the celestial sphere with the plane perpendicular to the detector axis is a circle. We show in fig.13 two of these circles (i.e., at 1 and at 13 sidereal hours) in the right ascension-declination plane. In the representation of fig.13 the line which indicates the point sources perpendicular to the detector axis (we call this $`thelineofmaximumsensitivity`$) moves to the right with sidereal time. This line intersects the location of the Galactic Centre twice a day (at 4.3 and at 13.6 sidereal hours). Only once per day (at 4.3 sidereal hour) this line overlaps with the entire Galactic Disk. The overlapping takes place because of the particular orientation of the detectors on the Earth’ surface (see Table 1), and would not occur for a different azimuth angle of detector orientation.

If all GW sources were concentrated in the Galactic Centre we would have found a coincidence excess twice a day. The coincidence excess occurs only once per day, just when the line of maximum sensitivity of the detectors overlaps with the Galactic Disk, as if GW sources were distributed in the Galactic Disk and not just located in its Center.

As for the energy balance, in the year 2001 we find in the interval from 3 to 5 sidereal hour a coincidence excess of, very roughly, $`n_c\overline{n}6`$ coincidences occurring in five days (two sidereal hours out of twentyfour, in a total time period of 1490 hours $``$60 days). In terms of energy conversion into GW we have, very roughly, about one coincidence per day with a signal energy of about 100 mK. This corresponds, using the classical cross-section, to a conventional burst with amplitude $`h210^{18}`$ and to the isotropic conversion into GW energy of 0.004 solar masses, with sources located at distance of 8 kpc. The observed rate is much larger than the models today available predict, for galactic sources. We note, however, that our rate of events is within the upper limit determined by IGEC  for short GW bursts and by the 40m-LIGO prototype interferometer  for coalescing binary sources in the Galaxy.

We think it is unlikely that the observed coincidence excess be due to noise fluctuations, but we prefer to take a conservative position and wait for a stronger confirmation of our result, before reaching any definite conclusion and claim that gravitational waves have been observed. Furthermore, although we have excluded that the events are due to cosmic ray showers (see section 6), we cannot completely rule out that they be due to some other exotic, still unknown, phenomenon. A possible way to distinguish GW from other causes is to measure other vibrational modes of the detectors and verify that, as predicted by General Relativity, only quadrupole modes are excited. This requires multimode detection (with bars or spheres) and to improve the signal-to-noise ratio of the apparatuses.

We expect to collect new data with EXPLORER and NAUTILUS with improved sensitivity. We plan to repeat the same analysis with these new data and also with any other new data provided by other GW groups, those which operate the resonant detectors and those which operate or are beginning to operate the interferometric detectors GEO, LIGO, TAMA and VIRGO.

## 10 Acknowledgements

We are indebted to Professor Ugo Amaldi for very useful discussions and suggestions. We thank the CERN cryogenic facility and F. Campolungo, R. Lenci, G. Martinelli, A.Martini, E. Serrani, R. Simonetti and F. Tabacchioni for precious technical assistance.


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# Time-reversal violation as loop-antiloop symmetry breaking: the Bessel equation, group contraction and dissipation

## 1 Introduction

In this paper we show that the Bessel equation can be cast, by means of suitable transformations, into a system of two parametric oscillator equations, one for a damped oscillator, the other one for an amplified one. We show that the group contraction mechanism  is involved in such a relation of the Bessel equation with the dissipation/amplification system.

The interest in such a representation of the Bessel equation is due to the role played by the couple of damped/amplified oscillators in several physical problems . Since Bateman  proposed to treat the damped system by doubling its degrees of freedom and introducing the companion (time-reversed) amplified system, the interest in the damped/amplified oscillator system has been growing  and its relevance in treating dissipation at classical and quantum level has been stressed  \- . The couple of damped/amplified oscillators has been fruitfully used to describe inflationary models of the Universe , thermal field theories , Chern-Simons gauge theory , Bloch electrons in metals , the dissipative quantum model of brain , etc. It also presents features common to the formalism of two-dimension gravity models . In particular, the equivalence, under suitable parametrization, between the spherical Bessel equation and the damped/amplified oscillators was firstly recognized in the study of expanding geometry models  and of ordered domain formation in brain models .

On the other hand, the possibility of using and of exploiting the properties of special functions in physical problems is in itself of great interest, since, as remarked by Wigner , ”the role which is common to all special functions is to be matrix elements of representations of the simplest Lie groups”. There is therefore a strong motivation to analyze the relation between the Bessel equation and the damped/amplified parametric oscillator system also from the perspective of special function theory and group theory. We show that the mechanism of group contraction  by which one gets the Euclideans groups $`E(2)`$ and $`E(3)`$, whose representations are given in terms of planar and spherical Bessel functions, respectively, introduces the breakdown in the loop-antiloop symmetry around a preferred axis. In turn, this can be read off, in a given re-parametrization, as the breakdown or violation of the time-reversal symmetry.

The analysis in this paper brings us also to consider infinite dimensional loop-algebras, such as the Virasoro-like algebra, in relation with the Euclidean algebras $`e(2)`$ and $`e(3)`$. In view of the relevance of infinite dimensional algebraic structures in many physical problems, the preliminary results here presented deserve to be further analyzed, which is our plan for a future work.

The plan of the paper is the following. In Section 2 we consider the Bessel equation for the spherical Bessel functions and derive from it the set of two damped/amplified parametric oscillators. In Section 3 we present similar derivation for the Bessel equation for the planar Bessel functions and we discuss the role played by the group contraction in our derivation. In Section 4 some preliminary results on the relation between the Virasoro-like algebra and the $`e(2)`$ and $`e(3)`$ algebras are presented. Section 5 is devoted to conclusions and further remarks. In the Appendix we show that the Bessel-like equation describes the damped parametric oscillator under suitable conditions.

## 2 The Bessel equation and dissipation

In this Section we show that the spherical Bessel equation of order $`n`$ (also called the Bessel equation of fractional order ) can be cast, by means of suitable transformations, into a set of two equations representing a couple of damped/amplified parametric oscillators. In the following Section we analyze the case of the planar Bessel equation and the group structure underlying the relation between Bessel equation and damped/amplified oscillators.

The spherical Bessel equation of order $`n`$, whose solutions constitute a complete set of (parametric) decaying functions , is:

$$\eta ^2J_{n;\eta \eta }+2\eta J_{n;\eta }+[\eta ^2n(n+1)]J_n=0.$$
(1)
Here $`n`$ is an integer or zero number, $`(n=0,\pm 1,\pm 2,\mathrm{})`$ and, as customary, the labels “$`;\eta `$” and “$`;\eta \eta `$” denote first and second order derivatives, respectively. As well known, the solutions of Eq. (1), the so called spherical Bessel functions, can be expressed in terms of the first and second kind Bessel functions and their linear combinations (the Hankel functions).

Eq. (1) is invariant under the transformation $`n(n+1)`$ and $`J_n`$ and $`J_{(n+1)}`$ are both solutions of the same equation. We can express this by regarding (1) as an eigenvalue equation and saying that $`J_n`$ and $`J_{(n+1)}`$ are degenerate solutions corresponding to the same eigenvalue $`n(n+1)`$ of the operator $`\eta ^2\frac{d^2}{d\eta ^2}+2\eta \frac{d}{d\eta }+\eta ^2`$.

We now perform in the Eq.(1) the change of variables : $`\eta \eta ϵx`$ with $`xe^{t/\alpha }`$, where $`ϵ`$ and $`\alpha `$ are arbitrary parameters and the new variable $`t`$ may be thought to denote, e.g., the time variable. By using $`w_{n,l}J_n(x)^l`$, Eq.(1) then goes into the following one:

$$\underset{n,l}{\overset{..}{w}}\frac{2l+1}{\alpha }\underset{n,l}{\overset{.}{w}}+\left[\frac{l(l+1)n(n+1)}{\alpha ^2}+(\frac{ϵ}{\alpha })^2e^{2t/\alpha }\right]w_{n,l}=0,$$
(2)
where $`\stackrel{.}{w}`$ denotes derivative of $`w`$ with respect to time $`t`$. We now remark that making the choice $`l(l+1)=n(n+1)`$ the degeneracy between the solutions $`J_n`$ and $`J_{(n+1)}`$ is removed: in other words, a partition is induced between the two solution sectors $`\{J_n\}`$ and $`\{J_{(n+1)}\}`$, as shown by the fact that now two different sets of equations are obtained, one for $`w_{n,l}`$ and the other one for $`w_{(n+1),l}`$, respectively, each set being composed by two different equations, one for $`l=(n+1)`$ and the other one for $`l=n`$. The set for $`w_{n,l}`$ is

$`\underset{n,(n+1)}{\overset{..}{w}}+{\displaystyle \frac{2n+1}{\alpha }}\underset{n,(n+1)}{\overset{.}{w}}+[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }]w_{n,(n+1)}=0,`$
$`\underset{n,n}{\overset{..}{w}}{\displaystyle \frac{2n+1}{\alpha }}\underset{n,n}{\overset{.}{w}}+[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }]w_{n,n}=0,`$ (3)
for $`l=(n+1)`$ and for $`l=n`$, respectively. Similarly, two equations for $`w_{(n+1),l}`$ are obtained:

$`\underset{(n+1),n}{\overset{..}{w}}{\displaystyle \frac{2n+1}{\alpha }}\underset{(n+1),n}{\overset{.}{w}}+[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }]w_{(n+1),n}=0,`$
$`\underset{(n+1),(n+1)}{\overset{..}{w}}+{\displaystyle \frac{2n+1}{\alpha }}\underset{(n+1),(n+1)}{\overset{.}{w}}+[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }]w_{(n+1),(n+1)}=0,`$ (4)
for $`l=n`$ and $`l=(n+1)`$, respectively. Inspection of Eqs. (3) and Eqs. (4) shows that the symmetry under the transformation $`n(n+1)`$ has been broken.

As a further step, let us now choose the arbitrary parameters $`\alpha `$ and $`ϵ`$ to be $`n`$-dependent: $`\alpha \alpha _n`$ and $`ϵϵ_n`$ (such a choice means that we use $`\eta \eta _nϵ_nx_n`$ with $`x_ne^{t/\alpha _n}`$ ). Also, we perform our choice in such a way that $`\frac{2n+1}{\alpha _n}L`$ and $`\frac{ϵ_n}{\alpha _n}\omega _0`$ do not depend on $`n`$ (and on time). By setting $`u_nw_{n,(n+1)}`$, and $`v_nw_{n,n}`$, we then see that Eqs. (3) are nothing else than the couple of equations for the damped/amplified parametric oscillators:

$`\underset{n}{\overset{..}{u}}+L\underset{n}{\overset{.}{u}}+\omega _{n}^{}{}_{}{}^{2}(t)u_n=`$ $`0,`$
$`\underset{n}{\overset{..}{v}}L\underset{n}{\overset{.}{v}}+\omega _{n}^{}{}_{}{}^{2}(t)v_n=`$ $`0,`$ (5)
with frequency

$$\omega _n(t)=\omega _0e^{\frac{Lt}{2n+1}}.$$
(6)
Eqs. (5) are sometimes called Hill-type equations . We see that $`\omega _n(t)`$ approaches to the time-independent value $`\omega _0`$ for $`n\mathrm{}`$: the frequency time-dependence is thus ”graded” by the order $`n`$ of the original Bessel equation. $`L`$ and $`\omega _0`$, which may be arbitrarily chosen, are characteristic parameters of the oscillator system.

We note that our choice of keeping $`L`$ independent of $`n`$ implies that $`\alpha _{(n+1)}=\alpha _n`$. Then the transformation $`n(n+1)`$ leads to solutions (corresponding to $`J_{(n+1)}`$) which have frequencies exponentially increasing in time (cf. Eq. (6)). These solutions can be respectively obtained from the ones of Eqs. (5) by time-reversal $`tt`$ and exchanging $`u`$ with $`v`$ (which we refer to as ”charge conjugation”). In the large $`n`$ limit ($`\omega _n\omega _0`$) $`u_n`$ and $`v_n`$ are each the time-reversed of the other one and in that limit the two sectors $`\{J_i\}`$, $`i=n,(n+1)`$ are mapped one into the other one.

We thus finally recognize the core of the relation between the spherical Bessel equation and the dissipation/amplification phenomenon: the breakdown of the $`n(n+1)`$ symmetry of the original spherical Bessel equation corresponds in our representation to the breakdown of time-reversal symmetry (the emergence of the arrow of time) in the manifold of the solutions (the spherical Bessel functions) $`\{J_i\}`$, $`i=n,(n+1)`$.

In the following Section we will see that such a feature has its root in the structure of the $`E(3)`$ group, whose representations, as well known, can be indeed constructed by means of the spherical Bessel functions. We will also see that the breakdown of the $`n(n+1)`$ symmetry can be viewed as the breakdown of the loop-antiloop symmetry around a preferred direction in the 4D-space.

We observe that the functions $`w_{n,n}`$ and $`w_{n,(n+1)}`$ are ”harmonically conjugate” functions in the sense that they may be re-conduced to the single parametric oscillator

$$\underset{n}{\overset{..}{r}}+\mathrm{\Omega }_n^2(t)r_n=0,$$
(7)
where $`r_n(t)`$ is defined through $`w_{n,(n+1)}(t)=\frac{1}{\sqrt{2}}r_n(t)e^{\frac{Lt}{2}}`$ and $`w_{n,n}(t)=\frac{1}{\sqrt{2}}r_n(t)e^{\frac{Lt}{2}}`$. $`\mathrm{\Omega }_n`$ is the common frequency:

$$\mathrm{\Omega }_n(t)=\left[\left(\omega _n^2(t)\frac{L^2}{4}\right)\right]^{\frac{1}{2}}.$$
(8)
Remarkably, the first of Eqs. (5), with $`n=1`$ is commonly used in expanding geometry (inflationary) models of the Universe . In that case $`L`$ denotes the Hubble constant. For a discussion of expanding geometry models in terms of Eqs. (5) see .

In conclusion, the spherical Bessel equation represents, under suitable transformations, a two-fold hierarchy of couples of parametric oscillators with constant damping/amplification given by $`L`$ and with time dependent frequency graded by $`n`$ and by $`(n+1)`$. Transition from one tower to the other one ($`n(n+1)`$) is induced by time-reversal $`tt`$ combined with ”charge conjugation” $`uv`$.

In the Appendix we show that the Bessel-like equation

$$J^{^{\prime \prime }}+\frac{\alpha }{\eta }J^{^{}}+\left(1\frac{\beta ^2}{\eta ^2}\right)J=0,$$
(9)
where $`\alpha =1`$ or $`2`$, $`\beta `$ is an arbitrary real constant and  indicates the derivative with respect to the independent variable $`\eta `$, may represent parametric oscillators with constant damping and with different functional choices for the frequency. Vice-versa, from the equation of the damped parametric oscillator, by use of convenient transformations, one can always obtain the Bessel-like equation (9).

In the next Section we consider the group structure underlying the planar and the spherical Bessel equation in order to clarify their connection with the damped/amplified parametric oscillator system.

## 3 Group contraction and Bessel equations

It is well known that the representations of the Euclidean groups can be constructed in terms of the Bessel functions . We are therefore interested in these groups in the present Section. Features analyzed in the previous Section will be found to be rooted in these groups.

We will focus our attention on $`E(2)`$ and on $`E(3)`$, the Euclidean groups in the plane and in the space, respectively. Their relation with the Laplace equations in three and four dimensions will be summarized (see  for details) in view of the connection with Bessel equations.

### 3.1 $`E(2)`$ and planar Bessel equations

$`E(2)`$ is the group of the $`T(\stackrel{}{v})R(\theta )`$ transformations, where $`T(\stackrel{}{v})`$ is the translation in the plane by the vector $`\stackrel{}{v}`$ ($`\stackrel{}{v}(a,b)`$) and $`R(\theta )`$ is the rotation of the plane around the origin by the angle $`\theta `$. The associated Lie algebra is given in terms of the two translation generators $`P_a,P_b`$ and of the rotation generator M:

$$[P_a,P_b]=0,[P_a,M]=P_b,[P_b,M]=P_a.$$
(10)
The invariant operator of $`E(2)`$ is $`P^2=P_a^2+P_b^2=`$ $`P_+P_{}`$=$`P_{}P_+`$, with $`P_\pm P_a\pm iP_b`$, which has non-positive eigenvalue, $`p^2`$.

The group transformations on square integrable functions $`f`$ are represented by the action of the operator $`D(\stackrel{}{v},\theta )`$ (see e.g. ):

$`D(\stackrel{}{v},0)f(\varphi )=`$ $`e^{i\stackrel{}{p}\stackrel{}{v}}f(\varphi ),`$
$`D(0,\theta )f(\varphi )=`$ $`f(\varphi \theta ).`$ (11)
In particular, it is possible to assume as basis functions the complete set of normalized eigenfunctions of the rotation subgroup $`\left\{f_n(\varphi )\right\},f_n(2\pi )^{\frac{1}{2}}i^ne^{in\varphi }`$: $`D(0,\theta )f_n(\varphi )=e^{in\theta }f_n(\varphi )`$. The complete representation of $`E(2)`$ can be expressed in the form:

$`D(\stackrel{}{v},\theta )f_n={\displaystyle \underset{m}{}}\mathrm{\Delta }(\stackrel{}{v},\theta )_{mn}f_m,`$
$`\mathrm{\Delta }(\stackrel{}{v},\theta )_{mn}=(1)^{mn}e^{im\beta }J_{mn}(pr)e^{in(\beta \theta )},`$ (12)
where $`(r,\beta )`$ are the polar coordinates of $`\stackrel{}{v}`$ and $`J_m`$ is the planar Bessel function of order m. Eqs. (12) provide the representation of $`E(2)`$ in terms of the Bessel functions $`J_m`$ .

Now we want to study the $`P^2`$ eigenvalue equation. To this aim we consider the 3D-Laplace equation:

$$^2\psi \left(\frac{^2}{x_1^2}+\frac{^2}{x_2^2}+\frac{^2}{x_3^2}\right)\psi =0,$$
(13)
which refers to an isotropic and homogeneous 3D-space. By choosing, instead of the spherical or rectangular coordinates, the cylindrical ones, we have:

$$\left(\frac{^2}{r^2}+\frac{}{rr}+\frac{^2}{r^2\theta ^2}+\frac{^2}{x_3^2}\right)\psi =0,$$
(14)
and we search for solutions of the type:

$$\psi (r,\theta ,x_3)=\phi (r,\theta )\sigma (x_3),\frac{^2}{x_3^2}\sigma (x_3)p^2\sigma (x_3).$$
(15)
Square integrable eigenfunctions (for $`p`$ positive) are obtained by selecting, for positive $`x_3`$, the solution: $`\sigma =e^{x_3p}`$ and for negative $`x_3`$ the solution: $`\sigma =e^{x_3p}`$.

It is clear that the choice of the cylindrical, instead of the spherical coordinates, breaks the symmetry of 3D-spatial rotation group $`SO(3)`$: indeed, when cylindrical coordinates are chosen $`x_3`$ is differently treated with respect to the two remaining coordinates and this singles out a privileged axis for rotations. The resulting symmetry group is $`E(2)`$, the group contraction of $`SO(3)`$. This is manifest in the fact that the Laplace equation (14) reduces to the eigenvalue equation for $`P^2`$ (realized in polar coordinates), i.e. the 2D-Helmholtz equation:

$$P_+P_{}\phi =\left(\frac{^2}{r^2}+\frac{}{rr}+\frac{^2}{r^2\theta ^2}\right)\phi =p^2\phi .$$
(16)
If we solve this equation by assuming $`\phi (r,\theta )=f(r)e^{in\theta }`$, we obtain $`f(r)=J_n(pr)`$, being $`J_n(pr)`$ the solution of the planar Bessel equation of order $`n`$:

$$J_{n;\eta \eta }+\frac{1}{\eta }J_{n;\eta }+[1\frac{n^2}{\eta ^2}]J_n=0,$$
(17)
where $`\eta =pr`$. Positive/negative values of $`n`$ correspond to positive/negative rotations (loop/antiloop) around the $`x_3`$ axis, i.e., they correspond to different orientations of the $`x_3`$ axis. The related solutions are, therefore, different . This occurrence (and the similar one in the case of spherical Bessel functions studied below in subsection 3.2) bring us in a natural way to consider topological properties of Bessel functions related with loop operators and loop-algebras, on which we comment in Section 4. Notice that, in spite of the fact that the solutions are not symmetric under the reversal of the $`x_3`$ axis (i.e. under time-reversal in our choice $`x_3t`$) Eq. (17) is invariant under the $`nn`$ exchange. The $`nn`$ invariance of Eq. (17) actually reflects the existence of the two sets of the $`SO(3)`$ independent representations: the $`D^n`$ and the $`D^{n1}`$ .

Now, by using a procedure similar to the one followed in Section 2 for the spherical Bessel equation (1), by setting $`w_{n,l}(\eta )=(\eta )^lJ_n(\eta )`$, $`\eta =ϵe^{t/\alpha }`$, and by introducing the mirror parameter $`l=\pm n`$, the planar Bessel equation (17) gives the couple of damped/amplified harmonic oscillators:

$`l=n:`$ $`\underset{n,n}{\overset{..}{w}}+{\displaystyle \frac{2n}{\alpha }}\underset{n,n}{\overset{.}{w}}+\left[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }\right]w_{n,n}=0,`$
$`l=n:`$ $`\underset{n,n}{\overset{..}{w}}{\displaystyle \frac{2n}{\alpha }}\underset{n,n}{\overset{.}{w}}+\left[({\displaystyle \frac{ϵ}{\alpha }})^2e^{2t/\alpha }\right]w_{n,n}=0,`$ (18)
where the value of $`l`$ is connected with the choice of negative/positive eigenvalues of the rotation generator $`M`$.

Summarizing, we have shown that the breakdown of the rotational symmetry of $`SO(3)`$ which leads to its group contraction $`E(2)`$ introduces a crucial difference (loss of loop-antiloop symmetry, indeed) in the double choice of the $`x_3`$ axis orientation. This, in turn, results in the difference between the planar Bessel functions or order $`+n`$ and the ones of order $`n`$, in terms of which the $`E(2)`$ representations can be built. Then, we have shown that the planar Bessel equation (17) can be cast, by a convenient reparametrization, into the set of eqs. (18) for the damped/amplified harmonic oscillators: the mirror index $`\pm n`$ of the Bessel functions is thus associated to the couple of damped/amplified harmonic oscillators (it is a time-mirror index).

It is also worth to recall that the contraction of $`SO(3)`$ to $`E(2)`$ can be geometrically depicted as the projection of the $`S_2`$ sphere (corresponding to $`SO(3)`$) on the plane (e.g. the plane tangent to one of the poles of the sphere). It is then clear that the radius, say $`\rho `$, of the sphere acts as a ”scale” (one may introduce $`J_x\rho P_a,J_y\rho P_b,J_zM`$ with the $`J`$s denoting the generators of the algebra $`so(3)`$): the $`E(2)`$ translations in the tangent plane are ”good” approximations in the limit $`\rho \mathrm{}`$, namely for distances much smaller than $`\rho `$. The physical meaning of this is that the $`SO(3)`$ contraction to $`E(2)`$ manifests itself in local observations. However, in the local observation process the $`x_3`$ axis orientation is ”locked”. Which amounts to the loss of symmetry of the solutions under the $`nn`$ exchange (breakdown of the loop-antiloop symmetry). As a matter of fact, specifying the direction of the $`x_3`$ axis, i.e. choosing one of the two possible forms for $`\sigma `$ (cf. Eq. (15)), produces topologically inequivalent configurations  (see also Section 4).

We also observe that, identifying $`x_3`$ with the time $`t`$ coordinate, $`p`$ has the dimensions of an energy over an action (cf., e.g., the eigenfunctions $`\sigma =e^{\pm x_3p}`$).

As a final comment, we note that the so called “spinor” representation of $`SO(3)`$, which involves half-integer values of $`n`$ (corresponding to represent $`SO(3)`$ in terms of the Pauli matrices $`\sigma _i,i=1,2,3`$), maps the planar Bessel equation into the harmonic oscillator equation. In fact, for $`n=\pm \frac{1}{2}`$ and with $`w\sqrt{\eta }J_{\pm \frac{1}{2}}`$, Eq.(17) reduces to the harmonic oscillator equation with frequency $`p`$ ($`r`$ plays the role of time):

$$\frac{d^2w(r)}{dr^2}+p^2w(r)=0,r=\frac{\eta }{p}.$$
(19)
In this connection it has been observed  that the oscillator so obtained may be thought as a possible classical analogue of a Fermi oscillator based on a ’rotation system’.

### 3.2 $`E(3)`$ and the spherical Bessel equation

The analysis presented in the previous subsection can be extended to $`E(3)`$, the Euclidean group in the space, which is the group contraction of SO(4). The algebra $`e(3)`$ has six generators $`P_i`$ and $`M_i`$, $`i=1,2,3`$, corresponding to the translation and to the rotation generators, respectively. The commutation relations are:

$$[P_i,P_j]=0,[M_i,M_j]=ϵ_{ijk}M_k,[P_i,M_j]=ϵ_{ijk}P_k;$$
(20)
We observe that in the contraction process the $`SO(3)`$ subgroup generated by the $`M_i^{}s`$ is left unchanged. The algebra $`e(3)`$ has two invariants, $`P^2=\mathrm{\Sigma }P_i^2`$ and $`\mathrm{\Sigma }P_iM_i`$.

In the $`4D`$-space the Laplace equation for the function $`\psi =`$ $`\psi (x_1,x_2,x_3,x_4)`$ may be solved by using the position: $`\psi =\phi (r,\theta ,\varphi )\sigma (x_4)`$, ($`r,\theta ,\varphi `$ spherical coordinates, $`\sigma =e^{\pm x_4p}`$ ). By a procedure similar to the one of the previous subsection, $`x_4`$ may be considered to play the role of time $`t`$. The resulting equation (corresponding to (16)) is solved by the function $`\phi =Y_{n,m}(\theta ,\varphi )J_n(pr)`$ where $`Y_{n,m}`$ is the spherical harmonics and $`J_n`$ is the solution of the spherical Bessel equation:

$$J_{n;\eta \eta }+\frac{2}{\eta }J_{n;\eta }+[1\frac{n(n+1)}{\eta ^2}]J_n=0,$$
(21)
As in the previous $`E(2)`$ case for the planar Bessel functions, the spherical Bessel functions depend on the continuous eigenvalue $`p^2`$ of $`P^2`$ and are labelled by $`n`$ which is related with the discrete eigenvalue $`n(n+1)`$ of the rotation operator $`𝐌^2`$.

The order $`n`$ (integer or zero) classifies the representations $`D^n`$ of the compact subgroup $`SO(3)`$ of $`E(3)`$. Actually, as already said for the planar case, the existence of two sets of $`SO(3)`$ independent representations (the $`D^n`$ and the $`D^{n1}`$)  is reflected in Eq.(21) through its invariance under the transformation $`n(n+1)`$. For $`n=0`$, or $`n=1`$ equation (21) reduces to the harmonic oscillator equation with frequency $`p`$:

$$\frac{d^2w(r)}{dr^2}+p^2w(r)=0,r=\frac{\eta }{p},$$
(22)
where $`w=\eta J_0\mathrm{or}\eta J_1.`$ The harmonic oscillator thus appears to be related to the “ground state” (in the $`D^n`$ or $`D^{n1}`$ spectra ) of the Bessel system. Here, of course, the so-called “true” representation of $`SO(3)`$, i.e., the one with integer values of $`n`$ , has been used.

Again, the breakdown of the symmetry under the transformation $`n(n+1)`$ is built in the geometrical structure of the $`E(3)`$ group: the breakdown of the $`n(n+1)`$ symmetry is nothing but the breakdown of the $`x_4`$ axis reversal symmetry (breakdown of the loop-antiloop symmetry), i.e. of time-reversal symmetry when $`x_4`$ is considered to be the time variable, which brings us back to the analysis of subsection 3.1 (see also Section 2). Also in the present case, the $`SO(4)`$ contraction to $`E(3)`$ manifests itself in local observations and the $`x_4`$ axis orientation then gets ”locked”. Which amounts to the loss of symmetry of the solutions under the $`n(n+1)`$ exchange.

## 4 Loop algebras as extension of Euclidean algebras

Infinite-dimensional algebras and in particular the so-called “loop-algebras” are particularly interesting and useful algebraic structures. It is well known that they can be constructed on some finite-dimensional group as SU(1,1)  and many applications exist which exploit such a feature.

In view of the strict relation between the Euclidean groups, the Bessel functions and the dissipation/amplification processes we have discussed in the previous Sections, it is also much interesting to consider some topological properties of Bessel functions in connection with loop-algebras.

It is known  that the Bessel functions describe solutions with different Pontryagin number in the punctured plane $`R^2/(0)`$, where the elements of the homotopy group, $`\mathrm{\Pi }_n`$, may be represented by differential operators acting on analytic functions:

$$\mathrm{\Pi }_n\frac{^n}{z^n},nN,$$
(23)
with $`\mathrm{\Pi }_n\mathrm{\Pi }_m=\mathrm{\Pi }_{n+m}`$ and $`n`$ is the loop number around the hole. It is possible to distinguish two different kinds of behavior, corresponding to two different functions:

$$\frac{^n}{zz^n}\phi _m(z)=()^m\phi _{m+n}(z),\phi _m(z)=\frac{J_m(z)}{z^m}$$
(24)
and

$$\frac{^n}{zz^n}\psi _m(z)=\psi _{mn}(z),\psi _m(z)=z^mJ_m(z),$$
(25)
so that on $`\phi `$, $`\mathrm{\Pi }_n`$ acts in counter-clockwise way while on $`\psi `$ it acts in clockwise way. $`J_m(z)`$ is the planar Bessel function (Bessel function of integer order).

Eqs.(24) and (25) are the well known differential formulae for the planar Bessel functions ; analogous formulae are true for the functions

$$\phi _m(z)=j_m(z)z^m,\psi _m(z)=z^{(m+1)}j_m(z),$$
(26)
where the $`j_m`$ are the spherical Bessel functions .

Notice that while for the planar Bessel functions, the “raising” and “lowering” functions coincide for $`m=0`$ (no loops), this is not true with the spherical Bessel functions.

These topological properties, in the planar and in the spherical case, of the $`\phi `$ and $`\psi `$ functions readily remind us of the $`x_3`$\- and $`x_4`$-reversal symmetry breakdown discussed in Section 3.

Thus, in view of the topological properties of the Bessel functions and, on the other hand, of their relation with the Euclidean groups, it is remarkable that the algebra $`e(3)`$ can be related to a particular structure of loop-algebras. This goes as follows.

Let us focus our attention in particular on the Virasoro algebra which plays a central role in the conformal field theories. We will show that in analogy with the rotation algebras, it is possible to follow a contraction procedure which maps the Virasoro algebra into a sort of generalization of the Euclidean algebra $`e(3)`$. This result derives from a general construction based on the so called graded contraction method .

The commutation relations of the Virasoro algebra $``$ of central charge $`c`$ ($`c`$ commuting with all the $`T`$’s) are

$$[T_n,T_m]=(nm)T_{n+m}+\frac{c}{12}(n^3n)\delta _{n+m,0},m,n𝐙.$$
(27)
The $`𝐙_2`$-grading of the algebra consists in dividing the set of the $`T_n`$ generators into an even set $`L_0\{A_n,c\}`$ and an odd set $`L_1\{B_n\}`$, with

$$A_n=\frac{1}{2}\left(T_{2n}+\frac{c}{8}\delta _{n,0}\right),B_n=\frac{1}{2}T_{2n+1},$$
(28)
so that $``$ = $`L_0L_1`$ and

$$[L_0,L_0]L_0,[L_0,L_1]L_1,[L_1,L_1]L_0.$$
(29)
The commutation relations of the graded generators are explicitly given by

$$[A_n,A_m]=(nm)A_{n+m}+\frac{2c}{12}(n^3n)\delta _{n+m,0},$$
(30)
$$[B_n,B_m]=(nm)A_{n+m+1}+\frac{2c}{12}(n\frac{1}{2})(n+\frac{1}{2})(n+\frac{3}{2})\delta _{n+m+1,0},$$
(31)
$$[A_n,B_m]=(nm\frac{1}{2})B_{n+m}.$$
(32)
Eq. (30) shows that $`\{A_n,c\}`$ is again a Virasoro algebra but with central charge $`2c`$.

We can then consider the $`𝐙_2`$-graded contraction of the algebra (30) -(35) :

$$[A_n,A_m]=(nm)A_{n+m}+\frac{2c}{12}(n^3n)\delta _{n+m,0},$$
(33)
$$[B_n,B_m]=\mathrm{\hspace{0.17em}0},$$
(34)
$$[A_n,B_m]=(nm\frac{1}{2})B_{n+m}.$$
(35)
Our remark is now that, in the centerless case $`(c=0)`$, the $`A_0`$ and $`A_{\pm 1}`$ generators close the algebra isomorphic to $`so(3)su(2)`$ and that the set of these three generators and the operators $`B_{\frac{1}{2}}`$, $`B_{\frac{1}{2}}`$ and $`B_{\frac{3}{2}}`$ close the $`e(3)`$ isomorphic algebra. This is shown by setting:

$`M_+A_1,M_{}A_1,M_3iA_0,`$
$`P_+B_{\frac{1}{2}},P_{}B_{\frac{3}{2}},P_3iB_{\frac{1}{2}},`$ (36)
where the $`M`$s and $`P`$s generators satisfy the commutation relations (20).

This result has a general extension, i.e. the algebra $`_n\{A_0,A_{\pm n}\}\{B_{\frac{1}{2}},B_{\pm n\frac{1}{2}}\}`$ reproduces the $`e(3)`$ algebra for each integer value of $`n`$, provided the following positions are assumed:

$`M_+{\displaystyle \frac{1}{n}}A_n,M_{}{\displaystyle \frac{1}{n}}A_n,M_3{\displaystyle \frac{i}{n}}A_0,`$
$`P_+B_{n\frac{1}{2}},P_{}B_{n\frac{1}{2}},P_3iB_{\frac{1}{2}}.`$ (37)
As final remark we notice that the $`e(2)`$-algebra can be obtained as a subalgebra of (37) by choosing $`A_{\pm n}=0`$, for non-zero values of $`n`$.

Our conclusion is that the extension of the Virasoro algebra by means of its $`𝐙_2`$-grading with the subsequent step of the $`𝐙_2`$-graded contraction appears as a $`n`$-graded hierarchy of Euclidean algebras. In view of the results obtained in the previous Sections, we see that an interesting relation emerges between the couple of damped/amplified parametric oscillators graded by $`n`$ and the loop algebras considered in the present Section.

Exhibiting the link between these mathematical structures appears in itself interesting. However, work is still needed in order to fully recognize its physical meaning. Further study in such a direction is in our plans.

## 5 Final remarks and conclusions

In this paper we have discussed the relation between the (spherical as well as the planar) Bessel equation and the dissipation/amplification processes. Specifically, we have shown that, after suitable re-parametrization, the breakdown of the $`n(n+1)`$ ($`nn`$) symmetry of the original spherical (planar) Bessel equation corresponds to the breakdown of time-reversal symmetry (the emergence of the arrow of time) in the manifold of the solution (the Bessel functions) $`\{J_i\}`$, $`i=n,(n+1)`$ ($`i=n,n`$). We have also shown that the mathematical structure through which such a breakdown is realized is the mechanism of group contraction leading to the Euclidean groups $`E(3)`$ and $`E(2)`$, whose representations, as well known, can be constructed by means of the spherical and the planar Bessel functions, respectively. For the spherical case, the $`n(n+1)`$ symmetry of the Bessel equation reflects the degeneracy, for each $`n`$, between the two independent representations of $`SO(3)`$, $`D^n`$ and $`D^{n1}`$. The role of the contraction mechanism is the one of removing such a degeneracy. Then, the equivalence between the two representations $`D^n`$ and $`D^{n1}`$ is broken and different parametric oscillators correspond to each of them. In the sector $`\{i=n\}`$ ($`\{i=(n+1)\}`$,) solutions with $`l=(n+1)`$ and with $`l=n`$ correspond to damped or amplified (amplified or damped) solutions, respectively. In the large $`n`$ limit ($`\omega _n\omega _0`$) these solutions are each the time-reversed of the other one and in that limit the two sectors $`\{J_i\}`$, $`i=n,(n+1)`$ are mapped one into the other. We have seen that, mutata mutandis, similar considerations also hold for the planar case. The bottom of the representations ($`n=0`$, or $`n=1`$ and in the spinor representation $`n=\pm \frac{1}{2}`$) corresponds to the undamped/un-amplified harmonic oscillator.

Summarizing, we can rephrase our finding in the following way: the effect of the group contraction (removal of the $`D^n`$$`D^{n1}`$ degeneracy) is to “split” the original Bessel equation, conveniently reparametrized, into a couple of damped/amplified oscillators for each $`n`$.

We also observe that the fact that the symmetry of the Bessel equation is not the symmetry of the solutions reminds us of the phenomenon of the spontaneous breakdown of symmetry in Quantum Field Theory (QFT) which occurs when the continuous symmetry of the dynamical equations is not the symmetry of the physical vacuum. In the Bessel equation case the discrete time-reversal symmetry is broken. However, since time-reversal symmetry breakdown manifests itself in the appearing of dissipation/amplification phenomena, also continuous time translational symmetry is broken (energy non-conservation for the damped (or amplified) system), making the resemblance with the QFT case stronger. One further point of contact with the quantum case is in the fact that in QFT the effects of spontaneous breakdown of symmetry are solely observable in the contraction limit, namely at the observation scale (“locality”) which is always ”small” with respect to the system volume (the infinite volume limit) . Also in the present case time-reversal symmetry is broken at local, observational level and there dissipation/amplification phenomena become observable phenomena.

It is interesting to observe that, as well known , the Weyl-Heisenberg algebra of the quantization procedure is also obtained through the group contraction of the $`SO(3)`$ group (or, in other instances , of the $`SU(1,1)`$ group).

In this paper our analysis has been limited to the classical sector. The problem of quantization of the damped harmonic oscillator, a prototype of dissipative system, has been extensively studied in a number of papers ,  \- , . We recall that in order to perform the canonical quantization of the simple damped harmonic oscillator, one ”doubles” the system by introducing the time-reversed copy of it (the companion amplified oscillator) . Canonical quantization is in fact only possible for Hamiltonian systems, and the doubling of the dissipative (non-hamiltonian, open) system amounts to ”closing” it by inclusion of the environment (represented by the doubled, amplified oscillator, indeed). At a classical level, however, it is possible to solve the damped oscillator equation and, in principle, to treat the dissipative system by ignoring the environment (i.e. there is no necessity of introducing the amplified oscillator as instead required in the canonical quantization procedure). Remarkably, from our discussion in the present paper it emerges that Bessel equation may represent both the damped and the amplified oscillator as an inseparable ”double-face” unity also at the classical level.

Finally, we have also considered some topological properties of the Bessel functions in connection with Virasoro-like loop-algebras and we have presented some preliminary results on the relation between such algebras and the algebras $`e(2)`$ and $`e(3)`$. More work is still necessary in this direction in view of the physical relevance of infinite dimensional algebras.

We are glad to acknowledge partial financial support by the ESF Program COSLAB, INFN and INFM.
## Appendix A Bessel equation vs damped parametric oscillators

We show in the following that, under several choices of suitable transformations, the Bessel-like equation

$$J^{^{\prime \prime }}+\frac{\alpha }{\eta }J^{^{}}+\left(1\frac{\beta ^2}{\eta ^2}\right)J=0$$
(38)
describes damped parametric oscillators with constant damping. In Eq.(38) $`\alpha =1`$ or $`2`$, $`\beta `$ is an arbitrary real constant and  indicates the derivative with respect to the independent variable $`\eta `$.

By using the position:

$$J(\eta )=x(t)f(\eta ),t=t(\eta ),$$
(39)
Eq.(38) turns into:

$$f(t^{})^2\{\stackrel{..}{x}+\stackrel{.}{x}[2\frac{f^{}}{f}\frac{1}{t^{}}+\frac{t^{\prime \prime }}{(t^{})^2}+\frac{\alpha }{\eta t^{}}]+x[\frac{f^{\prime \prime }}{f}+\frac{\alpha }{\eta }\frac{f^{}}{f}+1\frac{\beta ^2}{\eta ^2}]\frac{1}{(t^{})^2}\}=0.$$
(40)
Eq.(40) describes a damped parametric oscillator, with constant damping $`\gamma `$ and frequency $`\omega `$, provided the following two conditions are satisfied:

$$2\frac{f^{}}{f}\frac{1}{t^{}}+\frac{t^{\prime \prime }}{(t^{})^2}+\frac{\alpha }{\eta t^{}}=\gamma ,\gamma \mathrm{constant},$$
(41)
i.e.

$$f=f_0e^{(\gamma /2)t}\eta ^{\alpha /2}(t^{})^{\frac{1}{2}},$$
(42)
and

$$\left[\frac{f^{\prime \prime }}{f}+\frac{\alpha }{\eta }\frac{f^{}}{f}+1\frac{\beta ^2}{\eta ^2}\right]\frac{1}{(t^{})^2}=\omega ^2.$$
(43)
Let us consider conditions (41)–(43) for specific choices for $`t(\eta )`$:

A) $`t=\eta ^l`$, $`l`$ integer

$$f\mathrm{exp}(\frac{\gamma \eta ^l}{2})\eta ^{\frac{\alpha }{2}+\frac{(1l)}{2}}.$$
(44)
In the simple case $`l=1`$ ($`t=\eta `$), $`\omega `$ is given by

$$\omega ^2=(\frac{\alpha }{2}\frac{\alpha ^2}{4}\beta ^2)\frac{1}{t^2}+(\frac{\gamma ^2}{4}+1).$$
(45)
Note that for $`\frac{\alpha }{2}\frac{\alpha ^2}{4}=\beta ^2`$$`\omega ^2`$ gets constant values.

B) $`t=\mathrm{exp}(q\eta )`$, $`q`$ integer

$$f\eta ^{\alpha /2}\mathrm{exp}\left[\frac{q\eta }{2}+\frac{\gamma }{2}e^{(q\eta )}\right],$$
(46)
with

$$\omega ^2=\left(\frac{\gamma }{2}\right)^2+\left(\frac{1}{qt\eta }\right)^2[\frac{\alpha }{2}(1\frac{\alpha }{2})\beta ^2]+\frac{1}{t^2}\left[\frac{1}{4}+\frac{1}{q^2}\right],$$
(47)
that is, for $`\alpha =1`$ and $`\beta =\frac{1}{2}`$:

$$\omega ^2=\left(\frac{\gamma }{2}\right)^2+\left[\frac{1}{4}+\frac{1}{q^2}\right]\frac{1}{t^2}.$$
(48)
C) $`t=\mathrm{ln}(q\eta )`$, $`q`$ integer

$$f\eta ^{(\gamma +1\alpha )/2},$$
(49)
and

$$\omega ^2𝒜+e^{2t},𝒜,constant.$$
(50)
D) $`t=\mathrm{sin}(q\eta )`$, $`q`$ integer

$$f\mathrm{exp}\frac{\gamma \mathrm{sin}q\eta }{2}\eta ^{\alpha /2}(\mathrm{cos}q\eta )^{\frac{1}{2}},$$
(51)
and, for $`\alpha =1,\beta =\frac{1}{2}`$,

$$\omega ^2𝒜+\frac{}{(\mathrm{cos}q\eta )^2}+\frac{𝒞}{(\mathrm{cos}q\eta )^4}.$$
(52)
It is straightforward that (almost) all the forms for $`\omega `$ are possible. Vice-versa, under a suitable transformation, it is always possible to turn the equation for a parametric oscillator, with constant damping $`\gamma `$ and frequency $`\omega `$, into a Bessel-like equation of type (38).

## References