text:
# Lanczos’s equation as a way out of the spin 3/2 crisis?

## 1 Introduction

In the years before 1928 the main experimental difficulty motivating the search for a relativistic wave equation was the problem of spin effects in atomic spectra that could not be explained by either the non-relativistic Schrödinger equation or the relativistic Klein-Gordon equation. Thus, by discovering the equation that bears his name, Dirac solved the first “spin 1/2 crisis.” However, despite the remarkable success of Dirac’s equation in atomic physics and quantum electrodynamics, many problems related to the intrinsic spin of elementary particles are still far from being solved today.111We use the definition that a “truly elementary” particle is a pointlike object such as an electron, and an “elementary” particle an object such as a hadron whose constituents (the quarks) cannot be isolated as free pointlike objects. Elementary particles may have excited states (resonances) but truly elementary particles should not.

For instance, if the spin of the photon and of the intermediate vectors bosons can be considered as understood, and if the spin and magnetic moment of the muon seem to be fully described by Dirac’s equation, there is no comparable understanding of the proton spin, and more generally neither of the spin or magnetic moment of any hadron.

For example, the intrinsic magnetic moment of a Dirac particle is directly proportional to its electric charge. The neutron magnetic moment should therefore be zero (which is experimentally not the case) so that its non-zero magnetic moment is qualified as “anomalous.” Successful first order predictions of the neutron magnetic moment, and of many other properties of hadrons, are given by the quark model. Unfortunately this model suffers from a number of internal inconsistencies (such as the unsolved problem of quark confinement) to which a considerable difficulty was recently added, the so-called “nucleon spin (or spin 1/2) crisis:” the measured quark spin contribution is only a small fraction of the nucleon spin, in contradiction with the naive quark model!

But there is a further major problem with spin, which we may call the “spin 3/2 crisis.” It consists of the fact that there is at present no consistent theory of elementary particles with spin equal to or higher than $`\frac{3}{2}`$. For instance, while it is possible to build many reasonable classical wave equations for *free* particles of spin $`\frac{3}{2}`$ or higher, all equations proposed until now lead to problems when a non-vanishing external field is introduced. Mathematically, this is not in contradiction with Wigner’s proposal that there should be a one-to-one correspondence between arbitrary-high-spin unitary representations of the inhomogeneous Lorentz group and elementary particles . Indeed, this classification applies only to *free*, i.e., noninteracting particles \[3, p.213\]. The problem is that interactions are an absolute necessity of a realistic physical theory.

Therefore, soon after Dirac proposed a system of equations applicable to particles of arbitrary spin , Fierz and Pauli showed that because these equations imply too many independent components, supplementary conditions are necessary when the particles are coupled to an external electromagnetic field . Moreover, when these equations are quantized, the corresponding field theories are inconsistent. For example, in the spin $`\frac{3}{2}`$ case, they yield non-positive-definite fermion anticommutators, a problem first discovered by Johnson and Sudarshan . Looking more closely at the origin of these inconsistencies, Velo and Zwanziger discovered that they arise already at the classical level in the form of noncausal modes of propagation, the so-called “Velo-Zwanziger phenomenon” . Finally, when high-spin equations are used to calculate scattering amplitudes, one obtains diverging results that violate unitarity in the high-energy limit. To get well-behaved amplitudes it is necessary to impose ad-hoc conditions such as adding an explicit magnetic dipole moment to the minimal Lagrangian .

Consequently, it has become widely accepted that there should, most probably, not exist any truly fundamental particle with spin higher than 1 (see, e.g. \[10, p.11\]) which is a limiting case since spin 1 particles also exhibits inconsistencies when non-minimally coupled to an external field .222The problems with high-spin wave equations and their associated field theories have been extensively reviewed in a remarkable, but little cited, series of lectures on Invariant Wave Equations given at the *International School of Mathematical Physics “Ettore Majorana”* that took place from June 27 to July 9, 1977, in Erice, Italy . This book is the most recent major publication on spin $`\frac{3}{2}`$ included in our list of references. This is because since about that time there has been no truly significant advance towards the resolution of the fundamental problems related to high-spin equations. In fact, most recent publications (e.g., in supersymmetry theory, or high-energy particle phenomenology) use the Rarita-Schwinger and other high-spin equations as if these fundamental problems did not exist! Nevertheless, some progress has been made in applications which do not crucially depend on these problems, for example by the “CALKUL collaboration” in the evaluation of multi-particle amplitudes by the so-called helicity method .

However, we know from experiment that elementary spin $`\frac{3}{2}`$ particles exist: the members of the baryon decuplet, i.e., the $`\mathrm{\Delta },\mathrm{\Sigma },\mathrm{\Xi },`$ and $`\mathrm{\Omega }`$ particles. While they are short-lived, and “non-truly elementary” in the sense that they are composed of confined quarks, these particles are not composite objects comparable to atoms or nuclei which are made of electrons and nucleons that can freely exist. Their existence as elementary entities which are more than just exited states of other particles has therefore to be explained.

Moreover, there are a number of theoretical reasons for thinking that elementary rather than composite spin $`\frac{3}{2}`$ particles have to exist. For instance, in supersymmetric theories, spin $`\frac{3}{2}`$ particles have to exist as fermionic partners of spin 2 bosons ; in twistor theory, massless fields of helicity $`\frac{3}{2}`$ arise in connection with the Einstein equations of gravitation ; and in the quaternionic generalization of Dirac’s equation proposed by Lanczos in 1929, spin $`\frac{3}{2}`$ states appear on the same footing as those of spin 0, $`\frac{1}{2}`$, and 1, see . Thus, there are many compelling reasons for trying to find a working theory for spin $`\frac{3}{2}`$ particles and fields.

In this paper, we leave aside the general question of particles of spin 2 and higher, and investigate whether a quaternionic333Biquaternions enable special relativity, Maxwell’s and Dirac’s equations, Lanczos’s equation, as well as their implications in classical and quantum theory, to be expressed in particularly concise but explicit forms. Since the algebra of biquaternions $`𝔹`$ is four-dimensional over the complex numbers, it has the minimum number of components necessary to deal with spin $`\frac{3}{2}`$ particles. formulation of elementary field theory could help finding a solution to the “spin 3/2 crisis.” More precisely, we inquire

* whether the use of Lanczos’s quaternionic formulation of Dirac’s equation (i.e., the *Dirac-Lanczos equation*) could avoid the “Velo-Zwanziger phenomenon” that plagues the standard spin $`\frac{3}{2}`$ theory based on the Dirac-Rarita-Schwinger equation ;444As emphasized by Wightman, see \[10, p.3\], the Rarita-Schwinger formalism provides, with some change in notation, Dirac’s 1936 proposal for a spin $`\frac{3}{2}`$ particle . and
* whether the spin $`\frac{3}{2}`$ solutions to the quaternionic generalization of Dirac’s equation proposed by Lanczos in 1929 (i.e., *Lanczos’s fundamental equation*, which incorporates isospin and provides a common framework for elementary fields of spin 0, $`\frac{1}{2}`$, 1, and $`\frac{3}{2}`$) could be acceptable for describing the experimentally observed spin $`\frac{3}{2}`$ particles.

The outline of the paper is as follows. In Section 2 we give a simple argument showing that problems are due to arise when dealing with particles and fields of spin greater than 1; in Section 3 we summarize the features of Lanczos’s generalization of Dirac’s equation that are relevant to the present paper; in Section 4 we investigate whether the use of the *Dirac-Lanczos equation* could solve some problems related to the Rarita-Schwinger formalism; in Section 5 we study the implications of the postulate that the general four-component solutions of *Lanczos’s fundamental equation* could correspond to elementary spin $`\frac{3}{2}`$ particles; and, in Section 6, we conclude and speculate on the idea that the observed spin $`\frac{3}{2}`$ particles could shed some new light on the nature of fundamental particles, a “ten-fold way” perspective which has not be fully exploited until now.

## 2 Origin of the spin 3/2 problem

There are several problems with high-spin particle theories, and it is not clear whether these problems have a common origin. However, as with many other outstanding problems in physics, the “spin 3/2 crisis” is basically a clash between special relativity and quantum theory. Indeed, the existence of potential problems can be seen at the elementary level already, i.e., without making any reference to wave equations or field theory. This is because there are latent conflicts between the orthogonal scalar product $`\overline{X}Y`$ of special relativity and the unitary scalar product $`X^+Y`$ of quantum theory.555Our notations are defined in the Appendix which is based on reference .

Consider two fields $`X`$ and $`Y`$ of spin $`s`$ and the general Lorentz transformation $`_s()`$ operating of these fields. This general transformation can decomposed into the product of a rotation $`_s()`$ and a boost $`_s()`$. It is then a matter of simple algebra to verify that for both $`s=\frac{1}{2}`$ and $`s=1`$ we have the relations

$$\overline{X}Y=\overline{}_s(\overline{X})_s(Y)=\overline{}_s(\overline{X})_s(Y)=\overline{}_s(\overline{X})_s(Y)$$
$`(1)`$
for the special relativity scalar product, while for the quantum scalar product we have only

$$X^+Y=_s^+(X^+)_s(Y).$$
$`(2)`$
because unitary implies that boosts are excluded.

However, if $`X`$ and $`Y`$ are two four-component spin $`\frac{3}{2}`$ spinors, the special relativity scalar product $`\overline{X}Y`$ is *not* conserved and one has only

$$X^+Y=_{3/2}^+(X^+)_{3/2}(Y).$$
$`(3)`$
There is therefore a striking difference between the spin $`\frac{1}{2}`$ and 1 fields (to which one can trivially add the spin 0 field) and the fields of spin $`s\frac{3}{2}`$. This difference is such that while the conservation of the quantum scalar product under spatial rotations implies that spin is a “good quantum number” — meaning that it is possible to construct unitary representations of the Poincar group for free particles of arbitrary-high spin — there are problems as soon as these fields are coupled to spin $`\frac{1}{2}`$ and 1 fields, i.e., to elementary fermions and to the electroweak field. For instance, it is in general not possible to construct multilinear quantities mixing spin $`\frac{3}{2}`$ fields with spin $`\frac{1}{2}`$ or 1 fields that are covariant under both the quantum and the special relativity scalar products.

Because of this fundamental difference, it is of interest to look somewhat closer at the geometry of spin $`\frac{3}{2}`$ rotations, a topic on which text-books do not say very much. The reason is obvious: while a spin 1 rotation is simply a familiar rotation in ordinary space, a spin $`\frac{1}{2}`$ rotation is already something less intuitive since it implies that a rotation angle of $`4\pi `$ (instead of $`2\pi `$) is required to fully turn around a spin $`\frac{1}{2}`$ object such as an electron or a neutron. Nevertheless, the rotation of a spin $`\frac{1}{2}`$ field $`\varphi `$ by an angle $`\theta `$ around an axis defined by a unit vector $`\stackrel{}{a}`$ has the very simple form

$$\varphi ^{}=_{1/2}(\varphi )_{1/2}()=\mathrm{exp}(\frac{1}{2}\theta \stackrel{}{a})[]$$
$`(4)`$
where $`\varphi `$ is a singular biquaternion so that it corresponds to only four real numbers which are isomorphic to the two complex components of a spin $`\frac{1}{2}`$ spinor.666A biquaternion $`S`$ is singular, or null, if $`S\overline{S}=0`$. Conversely, $`Q`$ is regular, or invertible, if $`Q\overline{Q}0`$. Similarly, the rotation of a spin 1 field, whose three complex components correspond to a complex vector $`\stackrel{}{\eta }`$ in biquaternions, is given by the well-known Olinde-Rodrigues formula

$$\stackrel{}{\eta ^{}}=_1(\stackrel{}{\eta })_1()=\mathrm{exp}(\frac{1}{2}\theta \stackrel{}{a})[]\mathrm{exp}(\frac{1}{2}\theta \stackrel{}{a}).$$
$`(5)`$
In comparison, even with quaternions, a spin $`\frac{3}{2}`$ rotation is much more complicated. In fact, it cannot be expressed in a form such as $`(4)`$ or $`(5)`$ where the argument is simply multiplied from either side by a quaternion. To write down such a rotation, and to compare it to the spin $`\frac{1}{2}`$ and 1 cases, one has to express it as an exponential in the Lie generators of the corresponding representations of the rotation group. To do that in a systematic way (and to find the corresponding rotation eigenstates) one can use the so-called “Peirce decomposition” theorem which enables to write any biquaternion $`\xi 𝔹`$ as a linear combination of two idempotents ($`\sigma `$ and $`\overline{\sigma }`$) and two nilpotents ($`\tau \sigma `$ and $`\tau \overline{\sigma }`$),777An idempotent $`\sigma =\sigma ^2`$ has the property that $`\sigma \overline{\sigma }=0`$. For definitiveness, we take $`\sigma =\frac{1}{2}(1+i\stackrel{}{\nu })`$ where $`\stackrel{}{\nu }`$ is a unit vector. Then $`\stackrel{}{\tau }\sigma `$ is a nilpotent when $`\stackrel{}{\tau }`$ is a unit vector perpendicular to $`\stackrel{}{\nu }`$, i.e., $`(\stackrel{}{\tau }\sigma )^2=0`$. To simplify the notation we will not always put an arrow over the unit vectors $`\nu `$ and $`\tau `$. i.e., $`\xi =x_1\sigma +x_2\tau \sigma +x_3\overline{\sigma }+x_4\tau \overline{\sigma }`$ where $`x_n`$. Then, if the $`a_n`$ are the three projections $`\stackrel{}{a}`$ on the orthogonal triad $`\tau \nu `$, $`\tau `$, and $`\nu `$, any general spin $`s`$ rotation around $`\stackrel{}{a}`$ can be written

$$\xi ^{}=_s(\xi )_s()=\mathrm{exp}\left(i\theta \underset{1}{\overset{3}{}}a_nJ_n()\right)$$
$`(6)`$
where the $`J_n()`$, given in Table 1, are the quantum mechanical spin generators corresponding to spin $`\frac{1}{2}`$, 1, or $`\frac{3}{2}`$ rotations.888With the substitution $`\theta i\rho `$, which replaces the angle $`\alpha `$ by the rapidity $`i\rho `$, one obtains the general expression for a Lorentz boost. If expression $`(6)`$ is calculated for the spin $`\frac{1}{2}`$ and 1 cases one falls back on $`(4)`$ and $`(5)`$. In the spin $`\frac{3}{2}`$ case, however, one cannot find a simple expression and it is better to remain with the general form $`(6)`$.

Coming back to the problem of understanding the origin of the “spin 3/2 crisis,” we see that while it is easy to build multilinear covariant quantities by simply multiplying spin $`\frac{1}{2}`$ and spin 1 fields which transform as $`(4)`$ or $`(5)`$, this is not possible with spin $`\frac{3}{2}`$ fields transforming according to $`(6)`$.999The same problem obviously arises when using other formalisms. However, with matrices for example, it is not a trivial result that spin $`\frac{1}{2}`$ and 1 transformations can be written as $`(4)`$ and $`(5)`$— which immediately show how to meaningfully combine spin $`\frac{1}{2}`$ and spin 1 fields. Examples: For rotations, the bilinear covariants $`\varphi _1\overline{\varphi }_2`$ and $`\stackrel{}{\eta }_1\stackrel{}{\eta }_2`$ are spin 1 fields, $`\stackrel{}{\eta }\varphi `$ is a spin $`\frac{1}{2}`$ field, the scalar product $`\stackrel{}{\eta }_1\stackrel{}{\eta }_2`$ is an invariant, etc. In fact, in order to build covariant quantities involving spin $`\frac{3}{2}`$ fields one has to decompose them into their components, and mix them with individual components of the spin $`\frac{1}{2}`$ or spin 1 fields. This is of course the reason why the spinor calculus has been created, and the explanation of its power in writing high-spin equations in a very concise manner .101010The conciseness of the spinor calculus is somewhat misleading when it comes to write down explicitly the corresponding equations, which have a form that is not much different from the matrix expressions given by Dirac in . To see how this translation is made in the case of spin $`\frac{3}{2}`$, see . But this is also a reason why one can be suspicious about the conventional approach — an approach that has been taken on the assumption that there should exist infinite series of elementary particles with arbitrary-high spin, while the elementary particles that have been found so far all have $`s\frac{3}{2}`$.

## 3 Lanczos’s equation

Cornelius Lanczos’s PhD dissertation of 1919 was a very ambitious field theory in which electrons and protons were singular solutions of Maxwell’s equations written in biquaternion form. Ten years later, while working in Berlin as Einstein’s assistant, Lanczos immediately saw how to fit Dirac’s equation into a more general framework that would largely escape the attention of his contemporaries . Today, with our hindsight and all the experimental knowledge that has been accumulated, it is easy to reconstitute Lanczos’s bold step.

In the standard spinor or two-component formalisms, Dirac’s equation can be symbolically written as

$$\overline{}L=mR,R=mL$$
$`(7)`$
where $`L`$ and $`R`$ are the left- and right-handed parts of Dirac’s four-component bispinor, and $``$ the spinor or Pauli-matrix four-gradient. As is well known, equation $`(7)`$ can be rewritten in many equivalent forms, using in particular Clifford algebras. With biquaternions, one can use the “Peirce decomposition” and the trivial isomorphisms

$$\left(\begin{array}{c}c_1\\ c_2\end{array}\right)\left(\begin{array}{cc}c_1& 0\\ c_2& 0\end{array}\right)(c_1+c_2\tau )\sigma =S_1.$$
$`(8^{})`$
or

$$\left(\begin{array}{c}c_3\\ c_4\end{array}\right)\left(\begin{array}{cc}0& c_3\\ 0& c_4\end{array}\right)(c_3\tau +c_4)\overline{\sigma }=S_2.$$
$`(8^{\prime \prime })`$
to replace the two-component spinors $`L`$ and $`R`$ by the singular quaternions $`L_1`$ and $`R_1`$, or $`L_2`$ and $`R_2`$. Thus, Dirac’s equation in two-component form can be written as

$$\overline{}L_1=mR_1,R_1=mL_1,$$
$`(9^{})`$
or equivalently as

$$\overline{}L_2=mR_2,R_2=mL_2.$$
$`(9^{\prime \prime })`$
This leads to the fecund idea that the two possibilities $`(9^{})`$ and $`(9^{\prime \prime })`$ could in fact be combined in such a way that Dirac’s equation $`(7)`$ would just be a special case of a more fundamental biquaternion equation. Indeed, this is what Lanczos postulated in 1929 when he wrote his generalized “Dirac” equation

$$\overline{}A=mB,B=mA.$$
$`(10)`$
Here $`=_{it}+_\stackrel{}{x}`$ is the quaternion four-gradient operator, assumed to transform as a four-vector, i.e., $`^{}=^+`$. Equation $`(10)`$ is *Lanczos’s fundamental equation* from which two Dirac equations can be derived by projecting out either the $`S_1`$ or $`S_2`$ parts of the superpositions $`A=L_1+L_2`$ and $`B=R_1+R_2`$, i.e., $`L_1=A\sigma `$, etc., to isolate the corresponding two-component spinors.

Lanczos’s equation has many remarkable properties and a rich particle content. First, by making appropriate superpositions of the $`A`$ and $`B`$ fields it describes an isospin doublets of spin $`\frac{1}{2}`$ particles

$$\mathrm{\Psi }_+=A\sigma +B^{}\overline{\sigma },\mathrm{\Psi }_{}=(A\overline{\sigma }B^{}\sigma )i\tau \nu .$$
$`(11)`$
Both of these linearly independent superpositions satisfy the Klein-Gordon equation, $`\overline{}\mathrm{\Psi }=m^2\mathrm{\Psi }`$, as well as the Dirac-Lanczos equation

$$\overline{}\mathrm{\Psi }=m\mathrm{\Psi }^{}i\nu .$$
$`(12)`$
This equation is strictly equivalent to Dirac’s equation for a four-component bispinor.111111The difference with Dirac’s equation $`i\gamma ^\mu _\mu \psi =m\psi `$ is that while the Dirac bispinor $`\psi `$ is composed of a pair of spinors $`\{L,R\}`$ which transforms under the representation $`𝒟(\frac{1}{2},0)𝒟(0,\frac{1}{2})`$ of the Lorentz group, the Dirac-Lanczos bispinor $`\mathrm{\Psi }`$ is composed of a pair of spinors $`\{A\sigma ,B^{}\overline{\sigma }\}`$ which both transform under the representation $`𝒟(\frac{1}{2},0)`$. The spin $`\frac{1}{2}`$ character of the superpositions $`(11)`$ is enforced by the postmultiplication by the constant idempotent $`\sigma `$, and that of equation $`(12)`$ by the vector $`\nu `$, which imply that under a Lorentz transformation one necessarily has $`\mathrm{\Psi }^{}=\mathrm{\Psi }`$.121212The invariant unit vectors $`\nu `$ and $`\tau `$ define two arbitrary mutually orthogonal directions. Table 1 shows that $`\nu `$ is associated with $`J_3`$, so that $`\nu `$ is the spin quantization axis which appears explicitly in the Dirac-Lanczos equation $`(12)`$. The correct interpretation of $`\mathrm{\Psi }_+`$ and $`\mathrm{\Psi }_{}`$ as an *isospin* doublet has been given for the first time by Gürsey . This interpretation leads in a simple way to the charge independent theory of strong interactions  and to the standard model of electroweak interactions .

Second, by making a decomposition into a scalar and a vector rather than a decomposition into two singular quaternions, equation $`(10)`$ describes spin 0 and 1 particles of either positive or negative space-reversal parity . This led Lanczos to discover the correct equation of a massive spin 1 particle eight years before Proca .

Third, if the mass $`m`$ is zero, one gets neutrinos of both handness, as well as Maxwell’s equations.131313Strictly speaking, Maxwells’s equations are obtained in the limit where $`mA0`$ while $`mB`$ is kept constant in $`(10)`$.

Finally, if the biquaternions $`A`$ and $`B`$ are neither singular or reduced to either a scalar of a vector, Lanczos’s equation describes a four-component field which could be associated to spin $`\frac{3}{2}`$ particles.141414In this paper, we will qualify pairs of four-component biquaternion fields $`\{A,B\}`$ for which $`A\overline{B}0`$ as *general*, in particular to distinguish them from the pairs $`\{L,R\}`$ for which $`L\overline{R}=0`$ and which by $`(89)`$ correspond to spin $`\frac{1}{2}`$ solutions of Lanczos’s equation.

Therefore, if Lanczos’s equation is taken as a fundamental equation of particle physics, the field theory deriving from it describes elementary particles of spin 0, $`\frac{1}{2}`$, 1, and potentially $`\frac{3}{2}`$, which all appear on the same footing within a common framework. If interactions are allowed according to all possible gauge transformations, the resulting theory contains all the basic ingredients of the current “Standard model.” In particular, Lanczos’s equation gives a reason why truly elementary fermions come in doublets, and with further assumptions a possible explanation for their replication in several generations .

## 4 Rarita-Schwinger formalism in biquaternions

Since the first attempts by Dirac , and the more formal approaches of Wigner , Fierz and Pauli , and Bargmann , all the proposed theories of high-spin particles are based on the idea that they should generalize the concepts that work in the cases of the Dirac and Proca fields by simply adding more dimensions to the “configuration space” that is used to describe the fields associated with the particles. The problem is that beyond spin $`\frac{1}{2}`$ the number of the components of the fields grows more rapidly than the spin degree of freedom — 16 for the Dirac-Rarita-Schwinger field to describe spin $`\frac{3}{2}`$ when $`4+4=8`$ are enough to define a four-component spinor and its first derivative. For this reason it is necessary to subject the fields to “constraints,” namely to conditions that hold at a given time.

In this section we will reconsider the Dirac-Rarita-Schwinger theory under the assumption that its formulation with biquaternions may solve, or at least shed some light on the problems that are associated with it. The main reasons for thinking that this could help are *(i)* that biquaternions are more constraining than the usual matrix formalism because the algebra $`𝔹C\mathrm{}_{3,0}`$ is 8-dimensional while the Dirac algebra $`𝔻C\mathrm{}_{4,1}`$ is 32-dimensional over $``$, (ii) that the Dirac-Lanczos bispinor $`\mathrm{\Psi }`$ does not transform under the same representation of the Lorentz group as the Dirac bispinor $`\psi `$ (see, footnote 11), and *(iii)* that the Dirac-Lanczos equation $`(12)`$ is making explicit the fermionic complex structure that is inherent to spin $`\frac{1}{2}`$ particles , and that this complex structure may play a role in a spin $`\frac{3}{2}`$ formulation based on $`(12)`$ rather than on the standard Dirac equation. A first step in this direction was made by Morita, but only for of a vanishing external field, in which case the “Velo-Zwanziger phenomenon” and other problems do not arise .

The practical interest of the Dirac-Rarita-Schwinger theory is that, in contrast to the abstract spinor formulation of Fierz and Pauli , Rarita and Schwinger  took the approach of using the spin $`\frac{1}{2}`$ Dirac-equation formalism to obtain an explicit formulation that can be generalized to arbitrary-high spin. For spin $`\frac{3}{2}`$ the basic idea is to take four distinct Dirac fields $`\mathrm{\Psi }_\mu `$ and to suppose that these fields transform in a Lorentz transformation according to the law

$$\mathrm{\Psi }_\mu ^{}=a_\mu ^\lambda \mathrm{\Psi }_\lambda $$
$`(13)`$
where the $`a_\mu ^\lambda `$ are the matrix elements of the Lorentz four-vector transformation associated with the tensor index $`\mu =0,1,2,3`$, and $``$ the spin $`\frac{1}{2}`$ transformation operator of a Dirac bispinor.151515The construction $`(13)`$ corresponds to the direct product of the 4-component representation $`𝒟(\frac{1}{2},\frac{1}{2})`$ with two copies of the 2-component representation $`𝒟(\frac{1}{2},0)`$ of the Lorentz group, which yields two copies of the direct sum of the 6-component representation $`𝒟(1,\frac{1}{2})`$ and of the 2-component representation $`𝒟(0,\frac{1}{2})`$. Under the rotation subgroup the $`SL(2,)`$ representation $`𝒟(0,\frac{1}{2})`$ remains irreducible and gives the $`SU(2)`$ representation $`𝒟_{1/2}`$, while the $`SL(2,)`$ representation $`𝒟(1,\frac{1}{2})`$ decomposes into the direct sum $`𝒟_{3/2}𝒟_{1/2}`$. Therefore, it is customarily said that the Rarita-Schwinger field transforms as a “(four-)vector-(bi)spinor.” Since this field consists of $`4\times 4=16`$ components, it is necessary to impose 8 supplementary conditions to reduce them down to 8.

In order to transcribe the Rarita-Schwinger equations in quaternions using the Dirac-Lanczos equation, we first rewrite $`(12)`$ in a form that is better suited to that task. We therefore introduce the operator

$$\overline{\mathrm{\Pi }}()=\overline{}[]i\nu e\overline{\phi }[]$$
$`(14)`$
where $`\phi =\phi _0i\stackrel{}{\phi }`$ is the external electromagnetic field. The minimally coupled *Dirac-Lanczos equation* for a four-component Dirac-Lanczos bispinor $`\mathrm{\Psi }`$ is then

$$\overline{\mathrm{\Pi }}\mathrm{\Psi }=m\mathrm{\Psi }^{},$$
$`(15)`$
and its conserved probability current density is

$$C=\mathrm{\Psi }^+\mathrm{\Psi },\overline{}C=0.$$
$`(16)`$
We also introduce a tensor notation for the components of $``$, $`\phi `$, and for the four bireal quaternion units

$$_\mu \{\frac{}{x_0},\frac{}{x_n}\},\phi _\mu \{\phi _0,\phi _n\},ϵ_\mu \{1,ie_n\},$$
$`(17)`$
where $`n=1,2,3`$.161616The bireal units, i.e., such that $`ϵ_\mu ^+=ϵ_\mu `$, play in the quaternion formalism a role similar to the $`\gamma _\mu `$ matrices in the Dirac formalism.

The Rarita-Schwinger equations are then171717Our tensor conventions are that raising or lowering an index changes the sign of the three spatial components. Therefore, if $`x_\mu \{x_0,x_n\}`$ then $`x^\mu x_\mu =x^\mu x_\mu =x_0^2x_n^2`$; if $`_\mu \{x_0,x_n\}`$ then $`^\mu x_\mu =4`$; if $`ϵ_\mu \{1,ie_n\}`$ then $`\overline{ϵ}^\mu ϵ_\mu =4`$; etc.

$$\overline{\mathrm{\Pi }}(\mathrm{\Psi }_\mu )=m\mathrm{\Psi }_\mu ^{}$$
$`(18^{})`$
$$\overline{ϵ}^\mu \mathrm{\Psi }_\mu =0$$
$`(18^{\prime \prime })`$
$$\pi ^\mu (\mathrm{\Psi }_\mu )=0$$
$`(18^{\prime \prime \prime })`$
where

$$\pi _\mu ()=_\mu []\nu e\phi _\mu $$
$`(19)`$
are the “four-vector”-components of $`\overline{\mathrm{\Pi }}()`$. Equations $`(18^{\prime \prime })`$ and $`(18^{\prime \prime \prime })`$ are the constraints (or supplementary conditions) which reduce the 16 independent components of $`(18^{})`$ down to 8.181818The algebraic constraint $`(18^{\prime \prime })`$ is suppressing the $`𝒟(0,\frac{1}{2})`$ parts of the direct sums $`𝒟(1,\frac{1}{2})𝒟(0,\frac{1}{2})`$, while the differential constraint $`(18^{\prime \prime \prime })`$ is expressing the components of the $`𝒟_{1/2}`$ part of both $`𝒟(1,\frac{1}{2})`$ in terms of those of $`𝒟_{3/2}`$. Since each of the four equations in $`(18^{})`$ is a Dirac-Lanczos equations of the type $`(15)`$, the conserved Rarita-Schwinger probability current density is simply

$$C_{RS}=\underset{\mu }{}\mathrm{\Psi }_\mu ^+\mathrm{\Psi }_\mu ,\overline{}C_{RS}=0.$$
$`(20)`$
The system $`(18)`$ seems therefore to have all the necessary properties to provide a suitable description of a spin $`\frac{3}{2}`$ particle. However, that this is not the case can be shown by a very simple argument: Apply the operator $`\mathrm{\Pi }()m()^{}`$ (which by $`(15)`$ gives zero on a Dirac-Lanczos field) to equation $`(18^{\prime \prime })`$ and use the commutator191919The symbol $``$ is used to indicate the composition product of two operators.

$$[\pi ^\mu (),\overline{\mathrm{\Pi }}()]=\pi ^\mu ()\overline{\mathrm{\Pi }}()\overline{\mathrm{\Pi }}()\pi ^\mu ()=e\stackrel{~}{\mathrm{\Phi }}(\overline{ϵ}^\mu )[]i\nu $$
$`(21)`$
where

$$\stackrel{~}{\mathrm{\Phi }}()=\frac{1}{2}\left((\overline{}\phi )[]+[](\phi \overline{})\right)$$
$`(22)`$
is the dual of the electromagnetic field tensor, to conclude that

$$\stackrel{~}{\mathrm{\Phi }}(\overline{ϵ}^\mu )\mathrm{\Psi }_\mu i\nu =0.$$
$`(23)`$
Therefore, when $`\phi 0`$, equation $`(23)`$ imposes *additional* constraints. This means that the coupling to the external electromagnetic field has reduced the number of the spin states so that the system of equations $`(18,23)`$ does not provide a good description of a spin $`\frac{3}{2}`$ particle anymore.

To solve this problem, Fierz and Pauli , followed by Rarita and Schwinger , proposed to make the coupling to the electromagnetic field in the Lagrangian rather than in the field equations $`(18)`$. The procedure for doing this is however not unique. Nevertheless, we will try to present it in a form that is as general as possible, and then compare our results to those of Velo and Zwanziger .

What is needed is a system of four single field equations such as $`(18^{})`$, but which contain all the constraints and reduce to the system $`(18)`$ when the external field is zero. The coupling to the external electromagnetic field is then done in this equation, a procedure that is equivalent to doing it in the corresponding Lagrangian. In the Dirac-Lanczos formalism, a possible Rarita-Schwinger field equation is

$$\left[\left(\overline{\mathrm{\Pi }}()m()^{}\right)\delta _\mu ^\lambda g\left(\overline{ϵ}_\mu \pi ^\lambda ()+\pi _\mu ()\overline{ϵ}^\lambda \right)+g\overline{ϵ}_\mu \left(\overline{\mathrm{\Pi }}^{}()+m()^{}\right)\overline{ϵ}^\lambda \right]\mathrm{\Psi }_\lambda =0.$$
$`(24)`$
Here, $`\delta _\mu ^\lambda `$ is the Kronecker symbol and $`g`$ is an arbitrary scalar that is $`\frac{1}{3}`$ in  and $`1`$ in .202020Equation $`(24)`$ is essentially an ansatz, although there could be a canonical way to construct it .

We first contract $`(24)`$ with $`ϵ^\mu `$ and use identities such as $`ϵ^\mu \pi _\mu =\overline{ϵ}_{}^{}{}_{}{}^{\mu }\pi _\mu =\overline{\mathrm{\Pi }}^{}`$ and $`ϵ^\lambda \overline{\mathrm{\Pi }}^{}=ϵ^\lambda ϵ^\mu \pi _\mu =\pi ^\lambda `$, as well as $`m()^{}\overline{ϵ}^\lambda =ϵ^\lambda m()^{}`$ to obtain

$$\left[(4g1)ϵ^\lambda m()^{}2(2g1)\pi ^\lambda ()+(3g1)\overline{\mathrm{\Pi }}^{}()\overline{ϵ}^\lambda \right]\mathrm{\Psi }_\lambda =0.$$
$`(25)`$
We then contract $`(24)`$ with the operator $`\pi ^\mu ()`$ and use the identity $`\pi ^\mu \pi _\mu =\overline{\mathrm{\Pi }}^\mu \overline{\mathrm{\Pi }}_\mu ^{}`$ to get

$$\left[m\left(g\overline{\mathrm{\Pi }}()ϵ^\lambda \pi ^\lambda ()\right)()^{}+\pi ^\lambda ()\overline{\mathrm{\Pi }}()g\overline{\mathrm{\Pi }}()\pi ^\lambda ()\right]\mathrm{\Psi }_\lambda =0.$$
$`(26)`$
When $`g=1`$ equations $`(25)`$ and $`(26)`$ become

$$\left[3ϵ^\lambda m()^{}+2\left(\overline{\mathrm{\Pi }}^{}()\overline{ϵ}^\lambda \pi ^\lambda ()\right)\right]\mathrm{\Psi }_\lambda =0$$
$`(27)`$
and

$$\left[\left(\overline{\mathrm{\Pi }}()ϵ^\lambda \pi ^\lambda ()\right)m()^{}+\left(\pi ^\lambda ()\overline{\mathrm{\Pi }}()\overline{\mathrm{\Pi }}()\pi ^\lambda ()\right)\right]\mathrm{\Psi }_\lambda =0$$
$`(28)`$
where we see appearing the commutator $`(21)`$ so that, after complex conjugation,

$$m\left(\overline{\mathrm{\Pi }}^{}()\overline{ϵ}^\lambda \pi ^\lambda ()\right)\mathrm{\Psi }_\lambda e\stackrel{~}{\mathrm{\Phi }}^{}(\overline{ϵ}_{}^{}{}_{}{}^{\lambda })\mathrm{\Psi }_\lambda ^{}i\nu =0.$$
$`(29)`$
Equations $`(27)`$ and $`(29)`$ are the quaternion equivalent of equations $`(2.8)`$ and $`(2.9)`$ of reference . To proceed, we insert $`(29)`$ in $`(27)`$, i.e.,

$$\overline{ϵ}^\lambda \mathrm{\Psi }_\lambda =\frac{2e}{3m^2}\stackrel{~}{\mathrm{\Phi }}(\overline{ϵ}^\lambda )\mathrm{\Psi }_\lambda i\nu ,$$
$`(30)`$
which can be used to put $`(29)`$ into the form

$$\pi ^\lambda (\mathrm{\Psi }_\lambda )=\left(\overline{\mathrm{\Pi }}^{}()+\frac{3}{2}m()^{}\right)\frac{2e}{3m^2}\stackrel{~}{\mathrm{\Phi }}(\overline{ϵ}^\lambda )\mathrm{\Psi }_\lambda i\nu ,$$
$`(31)`$
so that the last two equations enable to rewrite $`(24)`$ with $`g=1`$ as

$$\left(\overline{\mathrm{\Pi }}()m()^{}\right)\mathrm{\Psi }_\mu =\left(\pi _\mu ()+\frac{1}{2}ϵ_\mu m()^{}\right)\frac{2e}{3m^2}\stackrel{~}{\mathrm{\Phi }}(\overline{ϵ}^\lambda )\mathrm{\Psi }_\lambda i\nu .$$
$`(32)`$
Equations $`(3032)`$, which are equivalent to equations $`(2.102.12)`$ of reference , are the final results of this section. When the electromagnetic field is zero their right hand side vanish and we recover the Rarita-Schwinger equations $`(18^{}18^{\prime \prime \prime })`$. However, contrary to the system $`(18)`$, the system $`(3032)`$ is consistent in the sense that equations $`(30)`$ and $`(31)`$ are now *secondary* constraints that derive from $`(32)`$, and that there are no unwanted additional constraints such as $`(23)`$. Equation $`(32)`$ is therefore a true equation of motion for a spin $`\frac{3}{2}`$ particle.

Having derived the Dirac-Rarita-Schwinger equation of motion using the Dirac-Lanczos formalism, we can see by inspecting $`(32)`$ that its formal structure is identical to that of equation $`(2.12)`$ of Velo and Zwanziger , so that the noncausal behavior they discovered will also plague the biquaternion equation $`(32)`$.

## 5 Spin $`\frac{3}{2}`$ interpretation of the Lanczos’s equation

As we have now confirmed that even when formulated in biquaternions the Rarita-Schwinger equation is not suitable for describing spin $`\frac{3}{2}`$ particles in an external electromagnetic field, let us try to substantiate the claim that the general four-component quaternion solutions of Lanczos’s fundamental equation $`(10)`$ could correspond to spin $`\frac{3}{2}`$ particles .

This can be done by the usual procedure which is to construct the full set of bilinear covariant quantities that are consistent with a field equation and to give their physical interpretation. To do this in a systematic way we will first recall the bilinear covariants of the spin $`\frac{1}{2}`$ interpretation of equation $`(10)`$, which we rewrite here in the case of a non-vanishing external magnetic field $`\phi `$

$$\overline{}Ae\overline{\phi }A=mBBe\phi B=mA,$$
$`(33)`$
then add the additional bilinear quantities that arise when the spin $`\frac{1}{2}`$ restriction to singular solutions is lifted, and finally investigate under which conditions the resulting set would be covariant for particles of spin $`\frac{3}{2}`$.

The bilinear covariant quantities which can be built out of $`A`$ and $`B`$, assuming that these fields are singular quaternions corresponding to spin $`\frac{1}{2}`$ fields transforming under Lorentz transformation as shown in Table 2, are the same as those of the ordinary Dirac theory:

1. *Polar current*. The four-vector

$$C=AA^++\overline{BB^+}$$
$`(34)`$
is the conserved probability current density. Namely, its divergence

$$\overline{}C=0$$
$`(35)`$
is zero even when $`\phi 0`$, and its scalar part is the definite positive probability density

$$C^+.$$
$`(36)`$
2. *Axial current*. The pseudo four-vector

$$\mathrm{\Sigma }=AA^+\overline{BB^+}$$
$`(37)`$
corresponds to the spin density.
3. *Antisymmetric tensor*. The six-vector

$$\stackrel{}{\pi }+i\stackrel{}{\mu }=AB^+\overline{AB^+}$$
$`(38)`$
gives to the electric dipole and magnetic dipole moment densities.
4. *Invariant scalar*. The complex number $`A^+B`$ corresponds to field combination which enters into the *Lagrangian density* from which Lanczos’s equation can be derived,

$$dL=\frac{1}{2}A^+(\overline{}e\overline{\phi })AmA^+B$$

$$+B^+(e\phi )BmB^+A+(\mathrm{})^+dt,$$
$`(39)`$
where $`dt`$ is the proper time, as well as to the invariant transition amplitude between “initial” and “final” states 1 and 2 in perturbation theory

$$T_{1,2}=A_1B_2^+.$$
$`(40)`$

In these bilinear covariants, the combinations $`A\overline{A}`$, $`B\overline{B}`$, and $`A\overline{B}`$ do not appear because they are zero as a result of $`A`$ and $`B`$ being singular of the form $`A=l\sigma `$ and $`B=r\sigma `$ with $`l,r`$ since, by $`(9)`$, they correspond to two-component spinors. Therefore, if this spin $`\frac{1}{2}`$ restriction is lifted so that $`A`$ and $`B`$ form a general pair of biquaternions, there will be additional bilinear covariant quantities. In fact, it turns out that if one remains within the biquaternion algebra there cannot be other such combinations than $`A\overline{A}`$, $`B\overline{B}`$, $`A\overline{B}`$, and their conjugates. Using the fact that space-reversal in Lanczos’s equation $`(33)`$ amounts to interchanging $`A`$ and $`B`$, we obtain the following additional bilinear quantities:

1. *Invariant scalar*

$$S_P=A\overline{A}+B\overline{B}$$
$`(41)`$
2. *Invariant pseudoscalar*

$$S_A=A\overline{A}B\overline{B}$$
$`(42)`$
3. *Polar four-vector*

$$V_P=A\overline{B}+(A\overline{B})^+$$
$`(43)`$
4. *Axial four-vector*

$$V_A=A\overline{B}(A\overline{B})^+$$
$`(44)`$

To find a possible interpretation to these quantities, we use equation $`(33)`$ to calculate the divergence of the currents $`(43)`$ and $`(44)`$. It comes

$$\overline{}V_P=2\mathrm{Im}S_P2e\phi V_P,$$
$`(45)`$
and

$$\overline{}V_A=2\mathrm{Re}S_P2e\phi V_A,$$
$`(46)`$
which show that the current $`V_P`$ is conserved when the scalar $`S_P`$ is real and the electromagnetic field $`\phi =0`$. This suggests that the current $`V_P`$ can be interpreted as a transition current, implying that (contrary to the spin $`\frac{1}{2}`$ solutions) the general four-component solutions of Lanczos’s equation are unstable and decay electromagnetically — which is the case of the spin $`\frac{3}{2}`$ hadrons.212121The electromagnetic decay fraction of a $`\mathrm{\Delta }`$ into a nucleon is about 0.5 %. The dominant decay mode (¿99 %) into a nucleon and one pion can be calculated with the charge independent model of strong interactions.

Therefore, it remains to find out under which conditions the bilinear quantities $`(34)`$ to $`(44)`$ are covariant under a representation of the Lorentz group, or at least under one of its subgroups. Moreover, since we expect the general four-component solutions of Lanczos’s equation to correspond to a superposition of four independent rotation eigenstates, they have to be — at the minimum — eigenstates of the appropriate spin $`\frac{3}{2}`$ operator which according to the conventions of Table 1 is

$$J_3()=\frac{1}{2}i(\nu []+2[]\nu ).$$
$`(47)`$
These conditions are very restrictive, and we know already that we cannot expect them to be satisfied by the spin $`\frac{3}{2}`$ representation of the Lorentz group given by equation $`(6)`$. However, if one does *not* require that the four-component solutions of Lanczos’s equation should necessarily transform as the spin $`\frac{3}{2}`$ representation of the Lorentz group, but accept instead that the action of the Lorentz group on such solutions is what is required to fulfill the stated conditions, there is class of acceptable transformations which have the generic form (see Table 2)

$$_{3/2}^L()=[]^2.$$
$`(48)`$
Indeed, such a transformation law is compatible with Lanczos’s equation and its bilinear covariants, and it yields the same eigenstates as $`_{3/2}()`$ given by equation $`(6)`$ for a rotation around the quantization axis $`\nu `$. Also, $`(48)`$ is compatible with the special relativity and quantum scalar products $`(1)`$ and $`(2)`$, so that in this respect the behavior of Lanczos’s fields of spin 0 to $`\frac{3}{2}`$ is uniform. However, the transformations $`_{3/2}^L()`$ do *not* form a group, except for rotations around an arbitrary quantization axis $`\nu `$ — which by Noether’s theorem is enough for having a conservation law.

Physically, equation $`(48)`$ and the corresponding transformation laws in Table 2 mean that it is postulated that while the Lorentz transformations form a group, the action of that group on the solutions of Lanczos’s equation is such that its low-spin solutions correspond to the usual spin 0, $`\frac{1}{2}`$, and 1 representations of that group, but that this sequence stops at spin $`\frac{3}{2}`$ for which the action of the Lorentz group is dictated by Lanczos’s equation.

In summary, we have found that the general four-component solutions of Lanczos’s fundamental equation $`(33)`$ could correspond to unstable spin $`\frac{3}{2}`$ particles. These solutions are devoid of some of the problems that plague the standard theory based on the Rarita-Schwinger equation because equation $`(33)`$, or $`(10)`$, has basically the same structure than Dirac’s equation $`(7)`$. In particular, since the number of independent complex components in the $`A`$ and $`B`$ fields is $`4+4=8`$ as in the minimal theory of spin $`\frac{3}{2}`$ particles, there are no superfluous components which are at the origin of the noncausality of the Rarita-Schwinger theory. However, these advantages are obtained at the cost of sacrificing the “Wigner dogma” that there should be a one-to-one correspondence between unitary representations of the inhomogeneous Lorentz group and elementary particles .

## 6 Conclusion: First steps on the “tenfold way” ?

What we have advocated in this paper is a kind of “Copernician revolution” consisting of putting the emphasis on a mathematical structure which allows a limited number of spin representations to be described within a common mathematical framework, and on the experimental fact that the infinite series of truly elementary particles of arbitrary-high intrinsic spin that are predicted by well established theories are not observed in nature.

In a way, we come back to Murray Gell-Mann’s seminal idea of the “eightfold way,” which told the physicist of the 1960s to focus on the baryon and meson octet symmetries rather than on their elusive constituents . What we suggest today is that the baryon decuplet, which consists of the only spin $`\frac{3}{2}`$ elementary particles that have been observed, and their exited states, may have a lot tell us — and that they may give us important clues for a fundamental understanding of the nature of elementary particles. 222222A number of interesting results have recently been found along this path. For example, in order to explain the systematic clustering of $`N`$ and $`\mathrm{\Delta }`$ resonances, a new framework for massive spin 3/2 particles has been proposed in which a spin measurement for an unpolarized ensemble of such particles would yield the results $`\frac{3}{2}`$ with probability one half, and $`\frac{1}{2}`$ with probability one half . Similarly, in the context of the nucleon spin crisis, a recent proposal is that the correct spin content of the $`\mathrm{\Delta }`$, and the $`\mathrm{\Delta }`$-nucleon mass difference, can be predicted using a spin-dependent quark interaction that reproduces the spin content of the proton . In both examples a departure from the standard formalism is suggested in order to improve the agreement between theory and experiment.

Concerning the specific idea of this paper — that the general four-component solutions of Lanczos’s fundamental equation may correspond to observed spin $`\frac{3}{2}`$ particles — many verifications have to be made beyond those sketched in Section 5. Moreover, since we do not expect that Lanczos’s equation alone is sufficient to give a realistic description of elementary particles, the full interpretation of its spin $`\frac{3}{2}`$ solutions can only be done in a wider context . Nevertheless, we can already expect that the symmetry implied by equation $`(48)`$ may lead to an explanation of the Regge behavior and other features that are characteristic of hadrons, a possibility that we will discuss in a future publication.

## 7 Appendix:

*Quaternion definitions and notations*

Quaternions were discovered in 1943 by Hamilton who was seeking a generalization to higher dimensions of complex numbers interpreted as doublets of scalars. While this is not possible for triplets, he found that it is for quadruplets of either real or complex numbers, which yield the field of quaternions $``$, and the algebra of biquaternions $`𝔹`$. Writing two such quadruplets $`A`$ and $`B`$ as scalar-vector doublets $`[a;\stackrel{}{a}]`$ and $`[b;\stackrel{}{b}]`$, the quaternion algebra is obtained by requiring their product to be associative, and the division to be feasible always, except possibly in some singular cases. Using contemporary vector notations, this product has the following explicit form

$$AB=[a;\stackrel{}{a}][b;\stackrel{}{b}]=[\stackrel{}{a}\stackrel{}{b}+p\stackrel{}{a}\stackrel{}{b};a\stackrel{}{b}+\stackrel{}{a}b+q\stackrel{}{a}\times \stackrel{}{b}].$$
$`(A.1)`$
The two constants $`p`$ and $`q`$ are related by the equation

$$q^2+p^3=0$$
$`(A.2)`$
which shows that there is some residual arbitrariness when defining the product of two quadruplets.232323See, W.R. Hamilton, Elements of Quaternions, 1866. Second edition 1899-1901 enlarged by C.J. Joly. Reprinted in 1969 by Chelsea Publishing, New York. Vol.I, p.162. For instance, taking $`p=+1`$, $`q`$ may be $`+i`$ or $`i`$. This corresponds to the so-called “Pauli algebra.” On the other hand, for $`p=1`$, $`q`$ can be equal to either $`+1`$ or $`1`$. This is Hamilton’s choice, which is mathematically more consistent because the imaginary conjugate of a product is equal to the product of the imaginary conjugate of the factors.

The arbitrariness in the sign of $`q`$ is due to the non-commutativity of the quaternion product. Indeed, changing the order of the factors $`A`$ and $`B`$ is equivalent to changing the sign of $`q`$. The involution associated with the changing of this sign is called *order reversal* (or simply *reversal*) and is designated by the symbol $`()^{}`$. When biquaternions are used to represent physical quantities in space-time, since $`q`$ is the sign associated with the vector product, there is a close connection between order reversal and space inversion.

There are three basic quaternion linear automorphisms: *quaternion conjugation* $`\overline{()}`$, which reverses the sign of the vector part, *imaginary conjugation* $`()^{}`$, which replaces the scalar and vector parts by their imaginary conjugate, and *biconjugation* $`()^+`$ which is their combination:

$$Q\overline{Q}=[s;\stackrel{}{v}],QQ^{}=[s^{};\stackrel{}{v^{}}],QQ^+=[s^{};\stackrel{}{v^{}}].$$
$`(A.3)`$
When operating on a quaternion expression, quaternion conjugation reverses the order of the factors. Thus

$$(AB)^{}=A^{}B^{}\text{ while }\overline{AB}=\overline{B}\overline{A}\text{ and }(AB)^+=B^+A^+.$$
$`(A.4)`$
Angle brackets $``$ mean that one takes the scalar part of a quaternion expression; round parentheses in the notation $`F()`$ indicates that $`F`$ is a function whose argument is conceived to occupy the place marked by $`()`$; square brackets $`[]`$ are conceived to mark the position to be occupied by a quaternion within a quaternion monomial, e.g., $`AB[]CD`$.

For instance, a general spin $`\frac{1}{2}`$ Lorentz transformation is

$$_{1/2}()=[],$$
$`(A.5)`$
where $`=SL(2,)`$, i.e., $`\overline{}=^{}=1`$, so that $`[]`$ corresponds to a spinor-rotation and $`[]`$ to a spinor-boost.

Similarly, the general spin 1 Lorentz transformation for a four-vector is

$$_1()=[]^+=[]\overline{},$$
$`(A.6)`$
and for a six-vector

$$_1^{}()=^{}[]^+=^{}[]\overline{}.$$
$`(A.7)`$
The power of quaternions stems from their ability to compound between one and eight real numbers which belong to a single (or a few related) tensor quantity(ies) so that many formulas written in biquaternions are simpler than their standard vector, matrix, or tensor counterparts. In general, they enable to dispense of at least one level of tensor indices, and quite often to reduce a few indices tensor to a single entity. For example, *Proca’s equation* for a massive spin 1 field is

$$\overline{}A=B,$$
$`(A.8^{})`$
$$\frac{1}{2}(B+B^{})=m^2A,$$
$`(A.8^{\prime \prime })`$
where $`=_{it}+_\stackrel{}{x}`$ is the quaternion four-gradient operator and $`A`$ the potential which are both assumed to transform as four-vectors according to $`(A.6)`$, $`B`$ is a complex vector field transforming as a six-vector according to $`(A.7)`$, and the symbol $``$ means that one takes the vector part of the quaternion product, i.e., $`\overline{}A=\overline{}A\overline{}A`$. Equation $`(A.8^{\prime \prime })`$ shows that the quaternion form of the Proca field *antisymmetric tensor* is the linear function $`F()=\frac{1}{2}([]B+B^{}[])`$, which should not be confused with the Proca field *bivector* $`B`$ defined by $`(A.8^{})`$, or its reverse $`B^{}=A\overline{}`$.

For more details on definitions, notations, and elementary applications, see reference .


format: text

text:
# Arc statistics in cosmological models with dark energy

## 1 Introduction

The statistics of giant luminous arcs in the cores of galaxy clusters has long been recognised as a potentially powerful cosmological probe (e.g. Wu & Mao 1996; Bartelmann et al. 1998). Arcs are formed by gravitational lensing from sources which happen to lie close to the caustic curves of a cluster lens, where magnification and distortion are particularly strong.

The cosmological power of arc statistics derives from at least two, maybe three principal reasons. First, for clusters to be efficient lenses, they have to be located approximately half-way between the sources, typically around redshift unity, and the observer. Depending mostly on the mean cosmic matter density, parameterised by $`\mathrm{\Omega }_0`$, clusters form earlier or later in cosmic history if the matter density is low or high, respectively. In high-density model universes, the cluster population at the redshifts mostly relevant for lensing, $`z0.30.4`$ is substantially less rich than in low-density universes, reducing the number of available efficient lenses dramatically (e.g. Richstone et al. 1992; Bartelmann et al. 1993; Lacey & Cole 1993, 1994).

The second principal reason is that strong lensing is a highly nonlinear phenomenon in the sense that it requires the lensing mass distribution to be supercritical for strong lensing, which means that a suitable combination of surface mass density and gravitational tidal field needs to be large enough, and that, once a lens is supercritical, even small changes in both can change significantly the length of the caustic curves, and thus the lens’ ability for strong lensing.

Different cosmological models predict the mass distribution in clusters to be more or less concentrated. Numerical simulations consistently show that, the earlier a dark-matter halo forms, the more concentrated it is because it appears to keep a record of the mean cosmic density at the time when it formed (Navarro et al., 1996, 1997). Structure forms later in spatially flat than in open, low density cosmological models, thus halos in models with cosmological constant are generally less concentrated than halos in open models.

A possible third reason is that the gravitational tidal field at the location of the lens plays a very important role (Bartelmann et al., 1995; Meneghetti et al., 2001). It is strong if lenses are highly asymmetric, as clusters frequently are, and if the surrounding matter distribution is highly irregular. It is possible that, if cosmic structure forms later, cluster mass distributions are less relaxed and thus more asymmetric, and that also the degree of irregularity in their neighbourhood is different than if structures formed earlier. On the other hand, clusters forming earlier are built from subhalos which tend to be more concentrated and thus more strongly gravitationally bound, hence substructures could then persist within clusters for a longer time and contribute to the asymmetry.

Unfortunately, the combination of these effects renders analytic models for arc statistics entirely inadequate for accurate quantitative predictions of arc probabilities (Meneghetti et al., 2003). The effects of cosmology on cluster compactness and asymmetry, and on the tidal field of the matter surrounding the clusters, cannot be captured by reasonably simple analytic lens models. Numerical simulations of arc statistics, using clusters formed in sufficiently large $`N`$-body simulations as lenses, led to the surprising result that the expected number of giant luminous arcs on the sky differs by orders of magnitude between different cosmological models. While a model with critical matter density and no cosmological constant fell below the observed number of arcs, extrapolated to the full sky, by two orders of magnitude, a $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_0=0.3`$ failed by one order of magnitude, and only a low-density open model with $`\mathrm{\Omega }_0=0.3`$ produced approximately the right number of arcs (Bartelmann et al., 1998).

The statistics of quasars multiply imaged by galaxies has often been used for constraining cosmological parameters. The basic argument is that the number of lenses and their redshifts should increase as $`\mathrm{\Omega }_\mathrm{\Lambda }`$ increases, which typically yields upper limits on $`\mathrm{\Omega }_\mathrm{\Lambda }0.60.7`$ (Kochanek, 1996; Falco et al., 1998; Quast & Helbig, 1999), although discrepant results have also been found (Chiba & Yoshii, 1999; Helbig, 1999; Keeton, 2002). We emphasise that the sensitivity of cluster lensing to $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is of a different nature. Since clusters form much later in cosmic history than galaxies, the volume effect is negligible, but $`\mathrm{\Omega }_\mathrm{\Lambda }`$ changes the dynamics of cluster formation and thus their core structure, to which strong lensing is highly sensitive.

These numerical results of Bartelmann et al. (1998) were tested by Cooray (1999) and Kaufmann & Straumann (2000) using analytic models based on singular isothermal spheres. They could confirm the sensitivity of arc statistics to $`\mathrm{\Omega }_0`$, but found only a very weak dependence on $`\mathrm{\Omega }_\mathrm{\Lambda }`$, in contrast to the numerical results. The isothermal sphere has two disadvantages with respect to arc statistics. First, arc cross sections are very sensitive to asymmetries in the cluster mass distribution, thus axially symmetric models lack a property which is crucially important for arc statistics. Second, numerical simulations show that the central density concentration of clusters depends on cosmology, and this potentially important feature is not reproduced by the scale-free isothermal models either. We shall construct in this paper an analytic model which qualitatively reproduces the earlier numerical results.

Bartelmann et al. (1998) used two completely different types of $`N`$-body codes for simulating galaxy clusters. Numerous subsequent tests of the results showed that the arc numbers derived could be off by factors of perhaps $`1.5`$ to $`2`$, but that there was no way how order-of-magnitude differences could be bridged (Meneghetti et al., 2000; Flores et al., 2000). The problem became substantially more acute when measurements of the cosmic microwave background (CMB), combined with observations of supernovae of type Ia and large-scale galaxy surveys, left very little room for model universes which are not spatially flat and have density parameters much different from $`\mathrm{\Omega }_00.3`$ (e.g. Riess et al. 1998; Perlmutter et al. 1999; Lee et al. 2001; Abroe et al. 2002; Efstathiou et al. 2002; Netterfield et al. 2002; Wang et al. 2002; Halverson et al. 2002). Obviously, there is an interesting discrepancy between the statistics of arcs seen on the sky, and the probability for arcs produced in cosmological models which are convincingly required by various other observations. While observations consistently indicate a high probability for arc formation in clusters (Le Fèvre et al., 1994; Gioia & Luppino, 1994; Luppino et al., 1999; Zaritsky & Gonzalez, 2003; Gladders et al., 2003), we should point out that the discrepancy between theory and observations is so far only based on a single set of simulated clusters.

A spatially flat universe with low matter density and a cosmological constant is extremely difficult to justify theoretically. The vacuum energy density provided by the cosmological constant is tens of orders of magnitudes below any natural scale which is conceivable in particle physics (see Carroll 2001 for a review on the cosmological constant problem). This difficulty motivated the introduction of a more general concept for a vacuum energy cosmological component, now widely known as dark energy. The theoretical and observational aspects of the dark energy are one of the most important issues in modern cosmology (see Peebles & Ratra 2002 for a review). In general, the most important difference of a dark energy component compared to a cosmological constant is that its equation of state, $`w`$, can be different from $`1`$, generally implying a time variation. It should be noted that recent analyses of CMB data seem to favour a value of $`w`$ very close to $`1`$, albeit these results suffer to some degree from parameter degeneracies and are typically obtained under restrictive assumptions (Douspis et al., 2003; Melchiorri et al., 2003; Spergel et al., 2003).

Recently, Bartelmann et al. (2002) argued that dark matter halos in simple dark energy models should be more concentrated than in cosmological constant models with the same dark energy density today. The main reason is that halos form earlier in dark energy models, allowing them to be more compact. Several different recipes for describing halo concentrations found in numerical simulations as a function of their formation time lead to consistent results. The halo concentration increases noticeably in the interval $`1w0.6`$. For higher values of $`w`$, which are too high for the cosmic acceleration to agree with recent data (Riess et al., 1998; Perlmutter et al., 1999), there is a strongly opposing effect related to the amplitude of fluctuations in the CMB: The high level of the Integrated Sachs-Wolfe (ISW) effect on the large scale CMB anisotropies leads to a sharp decrease in the normalisation of the dark matter power spectrum (Bartelmann et al., 2002). Within a cosmologically interesting range for the equations of state of the dark energy, the balance between the ISW effect and the earlier formation of halos is quite delicate, but halos can typically be expected to be more concentrated.

The ability of a galaxy cluster to produce giant arcs depends sensitively on the concentration of its mass profile because of the nonlinearity of the strong lensing effect. We therefore wish to investigate how the probability for arc formation changes in dark energy models, compared to cosmological-constant or open models. For doing so, we use a simple, analytic description for the arc cross section of a cluster of given mass, which we demonstrate to possess the relevant features of the fully numerical results. Although it has been shown that analytic models are inadequate for quantitatively reliable arc statistics, we are here interested only in the relative change of the arc-formation probability caused by changes in the cosmological model.

Section 2 of the paper introduces the cosmological background model. Section 3 describes our simple analytic model for the arc cross section of a galaxy cluster. We then use this model in Sect. 4 for calculating arc probabilities, and summarise our conclusions in Sect. 5

## 2 Cosmological Model

Dark energy is characterised by a negative pressure, $`p=w\rho c^2`$, where $`\rho c^2`$ is the mean energy density of the universe and the equation of state $`w`$ assumes negative values in order to produce cosmic acceleration according to the data from type Ia supernovae (Riess et al., 1998; Perlmutter et al., 1999). Theoretical models of dark energy, such as Quintessence scalar fields, generally predict a time variation of the equation of state, as well as the presence of dark energy fluctuations on super-horizon cosmological scales (see e.g. Peebles & Ratra 2002 and references therein). In this work, we concentrate on the very basic aspect of dark energy, by neglecting the spatial inhomogeneities and assuming $`w`$ to be a constant. In this case, the adiabatic equation requires the equivalent matter density $`\rho _\mathrm{Q}`$ of the dark energy to change with the cosmological scale factor $`a`$ as

$$\rho _\mathrm{Q}=\rho _{\mathrm{Q},0}a^{3(1+w)},$$
(1)
starting from the density $`\rho _{\mathrm{Q},0}`$ today. Obviously, cosmological constant models are retained setting $`w=1`$. Replacing the conventional cosmological-constant term by a dark-energy term, Friedmann’s equation reads

$$H^2(a)=H_0^2\left[\mathrm{\Omega }_0a^3+\mathrm{\Omega }_\mathrm{Q}a^{3(1+w)}\right],$$
(2)
assuming with support from recent measurements of anisotropies in the cosmic microwave background that the curvature term is negligible. Here, $`H(a)`$ is the Hubble parameter as a function of $`a`$, $`H_0`$ is the Hubble constant, and $`\mathrm{\Omega }_0`$ is the density parameter for non-relativistic matter.

The main consequences for the structure formation process of this modified term in Friedmann’s equation have been detailed in an earlier paper (Bartelmann et al., 2002), so we summarise them only briefly here. Starting from a low-density cosmological constant model, keeping $`\mathrm{\Omega }_0`$ fixed and increasing $`w`$, the cosmic volume per unit redshift shrinks, and the linear growth factor for cosmic structures starts rising earlier, hence structures start forming earlier if the cosmological constant is replaced by a dark energy component. Additional effects are that the parameters characterising halo formation, i.e. the linear overdensity $`\delta _\mathrm{c}`$ and the virial overdensity $`\mathrm{\Delta }_\mathrm{v}`$, are changed (cf. Wang & Steinhardt 1998; Mainini et al. 2003).

As we anticipated in the introduction, a further important consequence of dark energy models is that the gravitational potential of the density fluctuations changes more rapidly with time, leading to an increased integrated Sachs-Wolfe effect on the CMB fluctuations at large angular scales. Given the observed level of CMB power on large angular scales111The only existing data are from the Differential Microwave Radiometer (DMR) on board the COsmic Background Explorer satellite (COBE, see Smoot 1999 and references therein); more data will be available in the near future from the Microwave Anisotropy Probe (MAP, map.gsfc.nasa.gov) and the *Planck* (astro.estec.esa.nl/SA-general/Projects/Planck) satellites., a decreasing fraction of the observed anisotropies can thus be attributed to the primordial CMB fluctuations, hence the normalisation of the power spectrum has to be reduced as $`w`$ is increased in order to be compliant with the COBE-DMR data. The main result is that the power-spectrum normalisation $`\sigma _8`$ is decreasing gently as $`w`$ is increased from $`1`$ to $`0.6`$, and then turns to drop more rapidly as the ISW effect intensifies. Here and below, we adopt the CDM power spectrum with the Harrison-Zel’dovich power-law index $`n=1`$ and the transfer function given by Bardeen et al. (1986). Throughout, we use $`\mathrm{\Omega }_0=0.3`$ and $`\mathrm{\Omega }_\mathrm{Q}=0.7`$. It should be noted here that our results will be sensitive to the exact value of $`n`$ as well as other cosmological parameters.

## 3 Arc Cross Sections

### 3.1 Halo Model

We will assume in the following that the average radial density profile of galaxy clusters can be described by the profile found in numerical simulations by Navarro et al. (1996, hereafter NFW),

$$\rho (r)=\frac{\rho _\mathrm{s}}{r/r_\mathrm{s}(1+r/r_\mathrm{s})^2},$$
(3)
where $`\rho _\mathrm{s}`$ is a density scale, and $`r_\mathrm{s}`$ a scale radius. The ratio between $`r_\mathrm{s}`$ and the radius $`r_{200}`$ enclosing a mean halo density of 200 times the critical density is called concentration, $`c=r_\mathrm{s}/r_{200}`$. The two parameters, $`\rho _\mathrm{s}`$ and $`r_\mathrm{s}`$, are not independent. Numerical simulations showed that the concentration parameter $`c`$ depends on the halo mass, which is thus the only free parameter.

Numerically simulated halos tend to be the more concentrated the earlier they form. Their central density apparently reflects the mean cosmic density at the time of their formation. Since halos of higher mass are formed later in hierarchical models than halos of lower mass, the concentration is decreasing with halo mass. Based on these findings, several algorithms were designed for computing halo concentrations from halo masses.

The algorithm by Navarro et al. (1997) first assigns to a halo of mass $`M`$ a collapse redshift $`z_{\mathrm{coll}}`$ defined as the redshift at which half of the final halo mass is contained in progenitors more massive than a fraction $`f_{\mathrm{NFW}}`$ of the final mass. Then, the density scale of the halo is assumed to be some factor $`C`$ times the mean cosmic density at the collapse redshift. They recommend setting $`f_{\mathrm{NFW}}=0.01`$ and $`C=3\times 10^3`$ because their numerically determined halo concentrations were well fit assuming these values.

Bullock et al. (2001) suggested a somewhat simpler algorithm. Haloes are assigned a collapse redshift defined such that the non-linear mass scale at that redshift is a fraction $`f_\mathrm{B}`$ of the final halo mass. The halo concentration is then assumed to be a factor $`K`$ times the ratio of the scale factors at the redshift when the halo is identified and at the collapse redshift. Comparing with numerical simulations, they found $`f_\mathrm{B}=0.01`$ and $`K=4`$. This algorithm reflects the change of halo concentrations with redshift more accurately than the approach by Navarro et al. (1997) predicts.

A third algorithm was suggested by Eke et al. (2001). They assigned the collapse redshift to a halo of mass $`M`$ by requiring that the suitably defined amplitude of the linearly evolving power spectrum at the mass scale $`M`$ equals a constant $`C_{\mathrm{ENS}}^1`$. Numerical results are well represented setting $`C_{\mathrm{ENS}}=28`$.

We will adopt the latter method for this paper because the concentrations computed from the algorithm by Navarro et al. drop too slowly with redshift compared to numerical simulations, and the algorithm by Bullock et al. has problems for high halo masses because of the requirement that a fixed fraction of the final halo mass should equal the nonlinear mass, which may never be reached if the halo mass is high. Concentrations as a function of halo mass for four different choices of the dark energy parameter $`w`$ are shown in Fig. 1.

### 3.2 Strong Lensing by NFW Haloes

The arc cross section of a galaxy cluster is the area in the source plane where a source has to lie for being imaged as an arc with specified properties, e.g. exceeding a threshold length-to-width ratio. A typical cluster lens has two critical curves, defined as curves in the lens plane along which the Jacobian matrix of the lens mapping is singular, and the image magnification is formally infinite (cf. Fig. 2). The critical curves are the images of the caustic curves, thus sources close to a caustic are imaged as highly magnified and distorted images. The two critical curves and their corresponding caustic are called tangential and radial, because of the dominant orientation of the image distortion relative to the centre of the lens. Seeking to quantify large-arc cross sections, we are thus looking for an appropriately defined area covering the tangential caustic of a cluster.

It is well known that arc cross sections depend strongly on the exact shape of the cluster mass distribution, and on the gravitational tidal field exerted by density fluctuations in its neighbourhood (Bartelmann et al., 1995). Thus, the only reliable method for exactly quantifying arc cross sections has to use numerically simulated cluster models without referring to any symmetry assumptions. For a study like ours, however, we only need to describe how arc cross sections are expected to change relative to a fiducial model when certain cosmological parameters are modified.

Gravitational lensing by an NFW halo can be described by its lensing potential (e.g. Bartelmann 1996; Meneghetti et al. 2003),

$$\psi (x)=4\kappa _\mathrm{s}\left[\frac{1}{2}\mathrm{ln}^2\frac{x}{2}2\mathrm{a}\mathrm{r}\mathrm{c}\mathrm{t}\mathrm{a}\mathrm{n}\mathrm{h}^2\sqrt{\frac{1x}{1+x}}\right],$$
(4)
which is related to the lensing convergence through the Poisson equation

$$\kappa (x)=\frac{1}{2}^2\psi (x).$$
(5)
The factor $`\kappa _\mathrm{s}`$ in Eq. (4) is defined by

$$\kappa _\mathrm{s}=\frac{\rho _\mathrm{s}r_\mathrm{s}}{\mathrm{\Sigma }_{\mathrm{cr}}},$$
(6)
where $`\mathrm{\Sigma }_{\mathrm{cr}}`$ is the critical surface mass density for lensing. The dimensionless radius $`x=r/r_\mathrm{s}`$ can conveniently be replaced by the angular radius $`\theta =r/D_\mathrm{d}=xr_\mathrm{s}/D_\mathrm{d}`$, where $`D_\mathrm{d}`$ is the angular diameter distance from the observer to the lens. The gravitational tidal field, or shear, of the lens is the two-component quantity

$$\gamma _1=\frac{1}{2}(\psi _{11}\psi _{22}),\gamma _2=\psi _{12},$$
(7)
where the subscripts abbreviate partial derivatives with respect to the angular coordinates $`(\theta _1,\theta _2)`$ on the sky. The deflection angle is the gradient of the lensing potential,

$$\stackrel{}{\alpha }(\theta )=\psi (\theta ).$$
(8)
The Jacobian matrix of the lens mapping has the components

$$𝒜_{ij}=\delta _{ij}\psi _{ij}.$$
(9)
Its eigenvalues are $`\lambda _\pm =(1\kappa )\pm \gamma `$, where $`\gamma =(\gamma _1^2+\gamma _2^2)^{1/2}`$ is the amplitude of the shear. The tangential critical curve is determined by the condition $`\lambda _{}=(1\kappa )\gamma =0`$.

We now distort the axially symmetric NFW lens such that the iso-potential lines become ellipses,

$$\psi (\theta )\psi (\vartheta ),\vartheta =\left[\frac{\theta _1^2}{1e}+\theta _2^2(1e)\right]^{1/2}.$$
(10)
As noted by Kassiola & Kovner (1993), an elliptical potential can lead to dumbbell-shaped mass distributions with locally negative mass density. As real clusters are irregular, dumbbell-shaped mass distributions are acceptable. For the NFW profile with elliptical isopotential contours, the mass density does indeed become mildly negative, but only well outside the core where strong lensing occurs. For $`e=0.4`$, the minimum $`\kappa `$ is $`0.01`$ times the convergence in the core (see also Golse & Kneib 2002). We thus use the elliptical lensing potential (10) for computational simplicity.

The Jacobian matrix and its eigenvalues can be computed from (10) using the relations introduced before. Generally, the zeroes of the tangential eigenvalue $`\lambda _{}`$ have to be determined numerically. On the coordinate axes, they are given by

$$\vartheta =\{\begin{array}{cc}(1e)\alpha \hfill & (\theta _2=0)\hfill \\ \frac{\alpha }{1e}\hfill & (\theta _1=0)\hfill \end{array}.$$
(11)
The corresponding caustic points, i.e. the cusps of the diamond-shaped caustic on coordinate axes, can then be found using the lens equation,

$$\stackrel{}{\beta }=\stackrel{}{\theta }\stackrel{}{\alpha }(\stackrel{}{\theta }).$$
(12)
We thus know the four intersection points of the tangential caustic curve with the coordinate axes. We defined them to lie at $`(\theta _1,\theta _2)=(0,\pm a)`$ and $`(\theta _1,\theta _2)=(\pm b,0)`$. Since the major axis of the iso-potential ellipses points along the $`\theta _2`$ axis, the cusps on the $`\theta _2`$ axis are further away from the lens centre than the cusps on the $`\theta _1`$ axis, hence $`a>b`$. Figure 2 illustrates the caustic curves for elliptical NFW lens models with two different ellipticities in two spatially flat cosmological models with different values for $`w`$.

A simple assumption for the large-arc cross section $`\sigma `$ of the elliptically distorted NFW lens holds that it is proportional to the area enclosed by the critical curve, hence $`\sigma ab`$, with a proportionality constant depending on the exact shape of the caustic curve, and thus on the ellipticity of the lens model. Since we do not require an absolute calibration of the arc cross sections, we adopt $`\sigma =ab`$. Earlier work (Meneghetti et al., 2000; Flores et al., 2000) has shown that individual galaxies have a negligible effect on arc cross sections, which further supports the assumption that they are determined by the overall extent of the caustic curves.

We will later have to integrate over the cluster population, conveniently parameterised by the virial mass and described by the mass function. Thus, we have to verify whether our approximate description of the arc cross section scales with cluster mass in the same way as numerically determined arc cross sections of the same cluster models, given identical ellipticity parameters $`e`$. We therefore set up deflection-angle maps starting from the elliptically distorted lensing potential $`\psi (\vartheta )`$ and used them for imaging randomly distributed, intrinsically elliptical sources by tracing rays passing the image plane on a rectangular grid. The sources are placed on adaptively refined grids whose resolution is progressively increased in the vicinity of caustic curves. The images are automatically classified according to their length, width, length-to-width ratio and several other parameters, and the cross section is determined by counting the number of images exceeding a threshold length-to-width ratio. More detail on this method can be found in (Bartelmann & Weiss, 1994; Meneghetti et al., 2000). Results are shown in Fig. 3.

The essential feature of the numerically determined arc cross sections is that they increase approximately quadratically with the lens mass. Since the Einstein radius of an extended lens typically scales linearly with the lens mass, this indicates that the arc cross section scales approximately like the square of the Einstein radius. Our simple estimate for the arc cross section is defined to reproduce this property.

We also check whether numerically determined cross sections scale with the dark energy parameter $`w`$ in a similar way as our simple cross-section estimate does. Figure 4 shows the example of an elliptically distorted NFW lens of mass $`M=7.5\times 10^{14}h^1M_{}`$. The curves plotted there show qualitatively the same behaviour. As $`w`$ increases above $`1`$, the arc cross section increases by a factor of $`1.9`$ until $`w0.6`$, and then drops as the normalisation constraint requires to significantly reduce $`\sigma _8`$. Both curves are arbitrarily normalised to unity at their peaks. The differences between the numerically determined cross sections and our simple estimate are unlikely to be significant because the numerical method uses the images of a finite number of discrete sources for determining the cross sections, which causes noise in the results. In any case, the two essential properties of the change in the cross sections with $`w`$ are well reproduced, namely the amplitude of the relative increase and the location of the peak.

Finally, we set the cross section to zero if the major axis of the critical curve falls below some threshold $`\theta _{\mathrm{min}}`$. The idea behind this is that if the critical curves become too small, the images near the critical curves can hardly be called giant arcs. Suppose typical sources have diameters on the order of an arc second, and the lens should be able to produce arcs with a length-to-width ratio around ten. Then, ignoring the source magnification in the radial direction, the tangential critical curve needs to have a radius of approximately $`10^{\prime \prime }`$ for this to happen. We thus set $`\theta _{\mathrm{min}}=10^{\prime \prime }`$ unless stated otherwise, and show the effect of changing $`\theta _{\mathrm{min}}`$ to $`5^{\prime \prime }`$ below.

We conclude from this section that the scaling of our simple estimate for arc cross sections with lens mass and with the dark energy parameter $`w`$ well reproduces what is expected from numerical treatments of the same lens models, i.e. NFW lenses with elliptically distorted lensing potential. We emphasise again that the absolute value of the cross sections are unimportant for our present purposes, as we are aiming at studying the change in the arc-formation probability in various cosmological models *relative* to the $`\mathrm{\Lambda }`$CDM model.

## 4 Arc Probabilities

We can now proceed to compute the probability for arc formation by a population of clusters. Given a mass function $`\mathrm{d}n(M,z)/\mathrm{d}M`$, we can write the so-called optical depth $`\tau (z_\mathrm{s})`$ as

$$\tau (z_\mathrm{s})=_0^{z_\mathrm{s}}dz(1+z)^3\left|\frac{\mathrm{d}V}{\mathrm{d}z}\right|_{M_{\mathrm{min}}}^{\mathrm{}}dM\frac{\mathrm{d}n}{\mathrm{d}M}\sigma (M,z),$$
(13)
where $`z_\mathrm{s}`$ is the source redshift, $`V`$ is the cosmic volume, and the factor $`(1+z)^3`$ accounts for the fact that the mass function is defined per comoving volume. The lower mass limit $`M_{\mathrm{min}}`$ is determined by the mass required to produce critical curves whose major axis exceeds the threshold $`\theta _{\mathrm{min}}`$ introduced in the preceding section, thus it depends on the lens redshift $`z`$.

For the mass function $`\mathrm{d}n/\mathrm{d}M`$, we choose the modification by Sheth & Tormen (1999) of the Press & Schechter (1974) mass function. It well reproduces the halo mass functions found in numerical simulations. We take into account that our definition of mass differs slightly from Sheth & Tormen’s in that we use the mass enclosed by a sphere in which the mean density is 200 times the *critical* rather than the *mean* density. The mass function depends on cosmology through the normalisation of the power spectrum and the linear overdensity parameter derived from the spherical collapse model.

We note an important difference to strong lensing by galaxies. While the population of galaxy lenses is well described as isothermal spheres with number counts derived from observations (e.g. Lehár et al. 2000; Keeton 2002), the lack of wide-separation lenses argues against isothermal density profiles in cluster-scale lenses (Flores & Primack, 1994; Porciani & Madau, 2000). Baryonic physics changes the central density profiles of galaxy-scale halos, but is inefficient on cluster scales (e.g. Kochanek & White 2001). Cluster mass functions derived from X-ray observations are found to agree well with theoretical predictions based on Press-Schechter type models (e.g. Reiprich & Böhringer 2002). Thus modelling the cluster population with NFW density profiles and the Sheth-Tormen mass functions is well justified.

We show in Fig. 5 the redshift integrand of Eq. (13), i.e. the cosmic volume times the integral over mass of the mass function times the arc cross section. The figure thus illustrates the total arc cross section contributed by the cluster population at redshift $`z`$. For simplicity, sources are assumed to be at a single redshift of $`z_\mathrm{s}=1`$ here. The four curves in Fig. 5 are for the $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_0=0.3`$, the open CDM model with the same $`\mathrm{\Omega }_0`$ but with $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, and for dark energy models with the same $`\mathrm{\Omega }_0`$ but $`\mathrm{\Omega }_\mathrm{Q}=0.7`$, and $`w=0.6`$ or $`w=0.8`$. Again, the curves are arbitrarily normalised such that the optical depth $`\tau `$ of the OCDM model is unity. The value of $`\sigma _8=0.88`$ of the $`\mathrm{\Lambda }`$CDM model was also set for the OCDM model for easier comparison. The COBE-DMR data would require $`\sigma _80.4`$ for the OCDM model, which is way below the value required for reproducing the observed number density of massive clusters. We thus have to choose $`\sigma _8`$ for the OCDM model in conflict with the COBE-DMR data in order to produce comparable results on arc statistics.

Figure 5 shows two important results. First, the simple model for arc cross sections introduced here is capable of reproducing the order-of-magnitude difference in the total arc cross section between the $`\mathrm{\Lambda }`$CDM and the OCDM models that had been found earlier in numerical simulations, and could not be reproduced by analytic models based on singular isothermal cluster mass distributions. Second, although the dark energy models have a somewhat higher total arc cross section than the $`\mathrm{\Lambda }`$CDM model, they are still by a factor of $`6`$ below the arc cross section for the OCDM model. According to our analytic estimates, dark energy models are thus unable to reconcile spatially flat cosmological models with low matter density with the high abundance of large arcs, which seems to be similarly impossible with cosmological constant models given the earlier numerical results.

Figure 6 shows the optical depth $`\tau `$ as defined in Eq. (13) for four different choices of the free parameters we have introduced, namely the ellipticity $`e`$ of the lenses and the cutoff radius $`\theta _{\mathrm{min}}`$. All curves have in common that the arc optical depth increases noticeably as $`w`$ increases from $`1`$ to $`0.6`$, and drops rapidly as $`w`$ is increased further. The curves are intended to show the relative increase in $`\tau `$ compared to the $`\mathrm{\Lambda }`$CDM model and are thus normalised to unity at $`w=1`$. The peak amplitudes range from $`1.5`$ to $`2`$. The largest increase is achieved for $`\theta _{\mathrm{min}}=10^{\prime \prime }`$ and $`e=0.3`$, the smallest for $`\theta _{\mathrm{min}}=5^{\prime \prime }`$ and $`e=0.4`$.

Several effects act jointly here. First, we saw in Fig. 4 that the arc cross section of (one example for) an individual halo increases by a factor of $`2`$ as $`w`$ is increased from $`1`$ to $`0.6`$. An additional effect is that, as the halo concentration increases, halos of lower mass become capable of strong lensing. Since the mass function of galaxy clusters is steep, a small extension of the mass range towards lower masses can markedly increase the number of clusters available for strong lensing, but the requirement that arcs should be large imposes a lower limit on the cluster masses. We see the combined effect in Figs. 5 and 6. If we set the cutoff radius to $`\theta _{\mathrm{min}}=10^{\prime \prime }`$, we select for higher-mass clusters in the first place, whose mass function is steeper than for lower-mass clusters. Thus, the effect of lowering the lower mass limit by increasing the halo concentrations is more pronounced if the cutoff radius is chosen higher.

Increasing the ellipticity of the lensing potential increases its gravitational tidal field, or shear. The increase in halo concentration caused by the earlier halo formation in dark energy models with $`w>1`$ is then relatively less important for arc formation, which explains why the arc optical depth caused by cluster populations with lower $`e`$ changes more strongly with $`w`$ than for clusters with higher $`e`$. Fitting the elliptical NFW model to numerically simulated clusters yields values for $`e`$ closer to $`0.3`$.

## 5 Summary and Conclusions

We investigated how the probability for the formation of large gravitational arcs in galaxy clusters is expected to change as the underlying cosmological model is modified. The main reason for this investigation was our earlier finding that halo concentrations in a simple class of spatially flat, dark-energy dominated cosmological models are expected to depend sensitively on the equation-of-state parameter $`w`$ (Bartelmann et al., 2002). Strong lensing in general, and the formation of large arcs in particular, is a highly nonlinear effect which depends sensitively on the matter concentration in the lens cores. It could therefore reasonably be expected that arc probabilities would change significantly with $`w`$.

This is of cosmological relevance since earlier numerical simulations (Bartelmann et al., 1998) showed that clusters in cosmological-constant models fall short by about an order of magnitude of reproducing the abundance of observed large gravitational arcs. While virtually all recent cosmological experiments favour a spatially flat, low-density universe, arc statistics apparently strongly prefers a low-density, open model over a low-density model with cosmological constant. This numerical result was questioned on the basis of simple analytic models which failed to reproduce the strong dependence of arc statistics on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ found in the simulations (Cooray, 1999; Kaufmann & Straumann, 2000). Our first goal was thus to investigate whether the numerical results could be supported by a more detailed analytic model.

Earlier studies also showed that analytic models for arc cross sections are notoriously problematic and inadequate for an accurate absolute quantification of arc probabilities. However, since it was our main interest in this paper to quantify *changes* in the arc optical depth *relative* to cosmological-constant models, we applied reasonably flexible analytic lens models which we demonstrate to reproduce the relevant features of fully numerical results (e.g. Bartelmann et al. 1998; Meneghetti et al. 2003), as described below.

We have chosen to use lenses with NFW density profile whose lensing potential was elliptically distorted. This model has several advantages. First, it naturally incorporates the dependence of central halo concentration on cosmology, through the halo formation time. Second, it agrees with density profiles consistently found in numerical simulations. Third, the elliptical distortion strongly decreases the mismatch between analytic and fully numerical lens models (Meneghetti et al., 2003). Although elliptical lensing potentials can lead to locally negative surface mass densities for sufficiently large ellipticities, this is a mild effect which happens only well outside the core for our model, thus it should be irrelevant for our purposes. We further adopted a simple estimate for the arc cross section and verified that this estimate scaled with cluster mass and dark energy parameter $`w`$ in the same way as fully numerically determined arc cross sections do. In particular, our simple analytic description for the arc cross section well reproduces the approximately quadratic scaling with cluster mass obtained fully numerically from the same elliptically distorted NFW cluster mass models. Although we would not trust this model for any accurate quantitative prediction of arc probabilities, we are confident that it can be used for the *relative* statements intended here.

Our main findings are as follows:

* Our simple lens model is indeed capable of reproducing the order-of-magnitude difference between $`\mathrm{\Lambda }`$CDM and open CDM models found in the earlier numerical study. This shows that the change in halo concentration between the two models can explain the sensitivity of arc statistics for the cosmological constant. An additional effect into the same direction is contributed by the steep mass function of galaxy clusters. An increase in halo concentration lowers the minimum mass required for significant strong lensing, and this makes many more halos available for arc formation.
* Although increasing the dark energy parameter $`w`$ has a noticeable effect on the optical depth for arc formation, it cannot increase the arc optical depth to a level compatible with that found in open CDM models. This result arises due to a combination of three main effects: first, individual halos of fixed mass get more concentrated in dark energy than in cosmological constant models; second, lower mass halos than before become able to form large arcs; and third, the requirement that arcs be large imposes a lower limit on cluster masses. Our analytic model thus suggests that arc statistics cannot be reconciled with low-density, spatially flat cosmological models which are now dominated by dark energy, i.e. the discrepancy between arc statistics and the cosmological model favoured by most, if not all, recent cosmological experiments is not expected to disappear if the dark energy is not a cosmological constant, but has an equation of state $`p=w\rho c^2`$ with $`w>1`$.

Being based on several simple analytic estimates, this study can only provide a tentative answer. Detailed numerical simulations will be necessary for reliable absolute quantifications of the arc optical depth expected in cosmological models with dark energy instead of a cosmological constant; similarly, it is necessary to quantify the dependence of the effect we find here on the specific dark energy model considered, such as a quintessence scalar field.

According to our preliminary analytic results presented here, it appears that the solution to the arc statistics problem as described by Bartelmann et al. (1998) is probably not to be found in the cosmological model alone, but more in the details of cluster structure and the history of cluster evolution. The recent suggestion by Wambsganss et al. (2003) that it could simply be removed by considering higher-redshift sources is certainly not a viable solution because the problem arose from comparing simulations to a well-defined sample of highly X-ray luminous clusters which were observed for arcs down to a well-defined photometric limit (Le Fèvre et al., 1994; Luppino et al., 1999). In combination with other recent results on the strong-lensing properties of dark-matter halos (e.g. Oguri et al. 2001; Oguri 2002; Oguri et al. 2003) and the puzzling discoveries of very high-redshift arcs in high-redshift clusters (Zaritsky & Gonzalez 2003; Gladders et al. 2003), this seems to imply that arc statistics are teaching us that the properties of individual clusters and their evolution over time is still insufficiently understood.

###### Acknowledgements.

We wish to thank Peter Schneider, Achim Weiss and Simon White for useful discussions and comments. This work has been partially supported by Italian MIUR (Grant 2001, prot. 2001028932, “Clusters and groups of galaxies: the interplay of dark and baryonic matter”), CNR and ASI.


text:
# MZ-TH/01-41 hep-ph/0210171 September 2002 Analytical evaluation of certain on-shell two-loop three-point diagramsPartially supported by the DFG, as well as by INTAS grant 00–00313 and RFBR project 01–02–1617.

## 1 INTRODUCTION

We consider the two-loop diagram shown in Fig. 1, using the one-loop case as an example. All external momenta are ingoing, $`P+p+q=0`$, and satisfy $`P^2=M^2`$, $`p^2=m^2`$. We denote

$`J`$ $``$ $`{\displaystyle \mathrm{d}^nk\left\{k^2\left[k^2+2(Pk)\right]\left[k^22(pk)\right]\right\}^1},`$ (1)
$`F`$ $``$ $`{\displaystyle \mathrm{d}^nk\mathrm{d}^nl\left\{\left[k^2+2(Pk)\right]\left[l^2+2(Pl)\right]\right\}^1}`$ (2)
$`\times \left\{\left[k^22(pk)\right]\left[l^22(pl)\right]k^2(kl)^2\right\}^1,`$
where $`n=42\epsilon `$ is the space-time dimension.

We assume that $`m^2M^2,|q^2|`$ and expand the vertices in the ratio of $`m`$ and the large parameters. We apply the so-called strategy of expansion by regions , confining ourselves to the leading power term of the expansion (including all logarithms and the constant part).

In section 2 of  (the second example), this approach was applied to $`F|_{q^2=0}`$. Introduce $`n_{1,2}=(\frac{1}{2},\frac{1}{2},\underset{¯}{0})`$, so that $`2(n_{1,2}k)k_\pm =k_0\pm k_1`$. Here “underlined” means all remaining components: e.g., $`k=(k_0,k_1,\underset{¯}{k})`$. It is convenient to choose $`P=(M,0,\underset{¯}{0})`$ and $`p=\alpha n_1+(m^2/\alpha )n_2`$, with $`2M\alpha =M^2+m^2q^2+[\lambda (M^2,m^2,q^2)]^{1/2},`$ where $`\lambda (M^2,m^2,q^2)=[(M+m)^2q^2][(Mm)^2q^2]`$. Then, the relevant regions are

hard (h): $`kM;`$
1-collinear (1c): $`k_+m^2/M,k_{}M,\underset{¯}{k}m;`$
2-collinear (2c): $`k_+M,k_{}m^2/M,\underset{¯}{k}m;`$
ultrasoft (us): $`km^2/M.`$
Note the change $`(1\mathrm{c})(2\mathrm{c})`$, as compared to .

For the one-loop diagram $`J`$, only the (h) and (1c) contributions are relevant in the leading order of the expansion in $`m`$. For the two-loop diagram $`F`$, the following ($`k`$-$`l`$) regions yield non-zero contributions: (h-h), (1c-h), (1c-1c) and (us-1c).

## 2 ONE-LOOP DIAGRAM

In the on-shell case, the three-point function $`J`$ reduces to a two-point function with the space-time dimension $`22\epsilon `$, multiplied by $`\pi /(2\epsilon )`$ (see section 3.2 of ). Therefore, the two-point function should be expanded in $`\epsilon `$ up to the next term. In fact, any term of the $`\epsilon `$ expansion can be calculated in terms of the log-sine functions (see in ) whose analytic continuation yields Nielsen polylogarithms $`S_{a,b}(z)`$ (see in ).

Expanding exact result in $`\epsilon `$ and $`m^2`$, we obtain

$`J`$ $`=`$ $`\mathrm{i}\pi ^{2\epsilon }\mathrm{e}^{\gamma _\mathrm{E}\epsilon }(M^2)^{1\epsilon }\sigma ^{1+2\epsilon }\{\frac{1}{2}\epsilon ^1L`$ (3)
$`+\frac{1}{4}L^2\text{Li}_2\left(u\right)\}+𝒪(\epsilon ,m^2L^2),`$
where $`\sigma M^2/(M^2q^2)`$, $`u11/\sigma =q^2/M^2`$, $`L\mathrm{ln}\left(m^2\sigma ^2/M^2\right)`$. Let us check whether the sum of the (h) and (1c) contributions gives the same. For the (h) contribution, $`J|_{m=0}`$, we get

$`J|_{m=0}`$ $`=`$ $`\mathrm{i}\pi ^{2\epsilon }\mathrm{\Gamma }(1+\epsilon )(M^2)^{1\epsilon }\sigma ^{1+2\epsilon }`$ (4)
$`\times \{\frac{1}{2}\epsilon ^2+\mathrm{ln}^2\sigma +\text{Li}_2\left(u\right)\}+𝒪(\epsilon ).`$
Adding to (4) the (1c) contribution (see in ), $`\text{i}\pi ^{2\epsilon }\mathrm{\Gamma }(1+\epsilon )(M^2)^{1\epsilon }(m^2)^\epsilon \sigma /(2\epsilon ^2)`$, and expanding in $`\epsilon `$, we reproduce Eq. (3).

## 3 TWO-LOOP DIAGRAM WITH $`m=0`$

The (h-h) region generates Taylor expansion in $`m^2`$ of the integrand of $`F`$, yielding $`F|_{m=0}`$ in the leading order. Here, we could not employ the methods of  which were useful when $`P^2=p^2=0`$. Instead, using  we derived a four-fold Mellin–Barnes representation for $`F|_{m=0}`$,

$`{\displaystyle \frac{\pi ^{42\epsilon }(M^2)^{22\epsilon }}{\mathrm{\Gamma }(12\epsilon )}}{\displaystyle \frac{1}{(2\pi \mathrm{i})^4}}{\displaystyle \underset{\mathrm{i}\mathrm{}}{\overset{\mathrm{i}\mathrm{}}{}}dzd\stackrel{~}{z}dtdw}`$
$`\times \sigma ^{2+2\epsilon +z+\stackrel{~}{z}}{\displaystyle \frac{\mathrm{\Gamma }(t)\mathrm{\Gamma }(w)\mathrm{\Gamma }(1+t+w)}{\mathrm{\Gamma }(1t)\mathrm{\Gamma }(1w)\mathrm{\Gamma }(12\epsilon +t+w)}}`$
$`\times \mathrm{\Gamma }(1+\epsilon +t+w+z)\mathrm{\Gamma }(1+\epsilon tw+\stackrel{~}{z})`$
$`\times \mathrm{\Gamma }(z)\mathrm{\Gamma }(\stackrel{~}{z})\mathrm{\Gamma }(\epsilon tz)\mathrm{\Gamma }(\epsilon +t\stackrel{~}{z})`$
$`\times \mathrm{\Gamma }(\epsilon w+z)\mathrm{\Gamma }(\epsilon +w+\stackrel{~}{z}).`$ (5)
The contour integrals separate the right and left series of poles of $`\mathrm{\Gamma }`$ functions in $`z`$, $`\stackrel{~}{z}`$, $`t`$ and $`w`$. For small negative $`\epsilon `$, this can be satisfied by straight contours (parallel to the imaginary axes), if we take, say, $`\text{Re}z=\text{Re}\stackrel{~}{z}=\frac{1}{2}\epsilon `$, $`\text{Re}t=\epsilon `$, $`\text{Re}w=\frac{1}{4}\epsilon `$. In fact, one can integrate by parts  to shrink a line, but this does not simplify the calculation.

The result of a tedious calculation of $`F|_{m=0}`$ is

$`\pi ^{42\epsilon }\mathrm{e}^{2\gamma _\mathrm{E}\epsilon }(M^2)^{22\epsilon }\sigma ^{2+4\epsilon }`$
$`\times \{\frac{1}{12}\epsilon ^4+\epsilon ^2[\frac{1}{12}\pi ^2+\frac{1}{2}\text{Li}_2\left(u\right)]`$
$`+\epsilon ^1\left[\frac{91}{36}\zeta _3S_{1,2}(u)+\frac{3}{2}\text{Li}_3\left(u\right)\right]`$
$`+\frac{179}{1440}\pi ^4+\frac{7}{12}\pi ^2\text{Li}_2\left(u\right)\left[\text{Li}_2\left(u\right)\right]^2`$
$`+2S_{1,3}(u)+S_{2,2}(u)+\frac{5}{2}\text{Li}_4\left(u\right)\}+𝒪(\epsilon ).`$ (6)
## 4 TWO-LOOP DIAGRAM WITH $`m0`$

The (1c-1c) and (us-1c) contributions can be trivially obtained from those for the limit with $`q^2=0`$ , substituting $`M^2M^2q^2`$. To calculate the leading-order (1c-h) contribution, one can apply the technique of $`\alpha `$ parameters and the Mellin–Barnes representation. In this way, the problem is reduced to a two-fold contour integral which can be evaluated by the standard technique of taking residues and shifting contours.

Collecting all contributions, we obtain for $`F`$

$`\pi ^{42\epsilon }\mathrm{e}^{2\gamma _\mathrm{E}\epsilon }(M^2)^{22\epsilon }\sigma ^{2+4\epsilon }\{\frac{1}{8}\epsilon ^2L^2`$
$`\epsilon ^1[\frac{1}{6}L^3+\frac{1}{12}\pi ^2L\frac{1}{2}L\text{Li}_2\left(u\right)+\zeta _3]`$
$`+\frac{13}{96}L^4+\frac{5}{16}\pi ^2L^2\frac{1}{4}L^2\text{Li}_2\left(u\right)`$
$`LS_{1,2}(u)+\frac{3}{2}L\text{Li}_3\left(u\right)+\frac{3}{2}\zeta _3L2S_{2,2}(u)`$
$`+\frac{1}{2}\left[\text{Li}_2\left(u\right)\right]^2+\frac{1}{72}\pi ^4\}+𝒪(\epsilon ,m^2L^4).`$ (7)
Note that the $`\epsilon ^4`$ and $`\epsilon ^3`$ terms have cancelled. Eqs. (3)–(4) were checked numerically, using . At $`q^2=0`$, they reproduce Eqs. (15) and (21) of .