text:
# 1 Introduction

## 1 Introduction

Recent results from KamLAND  have completely excluded all the oscillation solutions for the solar neutrino except the Large Mixing Angle solution . This, combined with the present neutrino experiments by Super-Kamiokande  and SNO  have confirmed neutrino oscillations with two large mixing angles :

$`\mathrm{sin}^22\theta _{23}>0.83(99\%\mathrm{C}.\mathrm{L}.),`$
$`0.29\mathrm{tan}^2\theta _{12}0.86(99.73\%\mathrm{C}.\mathrm{L}.).`$ (1.1)
The mass squared differences are

$`1.4\times 10^3<\mathrm{\Delta }m_{32}^2<6.0\times 10^3\mathrm{eV}^2(99.73\%\mathrm{C}.\mathrm{L}.),`$ (1.2)
$`5.1\times 10^5<\mathrm{\Delta }m_{21}^2<9.7\times 10^5\mathrm{eV}^2(99.73\%\mathrm{C}.\mathrm{L}.).`$ (1.3)
We are faced with a question; ” Why can such a large difference exist between the quark and lepton sectors? ” This is really a challenging question for any particle physicist who tries to find grand unified theories (GUTs).

These neutrino mixing angles are expressed in terms of MNS matrix ;

$$V_{MNS}=U_l^{}U_\nu ,$$
(1.4)
with $`U_l`$ and $`U_\nu `$ being the unitary matrices which diagonalize the $`3\times 3`$ charged lepton and neutrino mass matrices, $`M_l`$ and $`M_\nu `$,

$`U_l^{}M_l^{}M_lU_l`$ $`=`$ $`\mathrm{diag}(m_e^2,m_\mu ^2,m_\tau ^2),`$ (1.5)
$`U_\nu ^{}M_\nu ^{}M_\nu U_\nu `$ $`=`$ $`\mathrm{diag}(m_{\nu _1}^2,m_{\nu _2}^2,m_{\nu _3}^2),`$ (1.6)
respectively. Here $`M_\nu `$ is calculated from right-handed Majorana neutrino mass matrix, $`M_R`$, and Dirac neutrino mass matrix, $`M_{\nu _D}`$,

$`M_\nu =M_{\nu _D}^TM_R^1M_{\nu _D}.`$ (1.7)
If one want to derive such large mixings without any fine tuning, the origin of each of the large mixing angle, $`\theta _{23}`$ and $`\theta _{12}`$, must be due to either $`M_\nu `$ or $`M_l`$. In the GUT framework larger than $`SU(5)`$, if it includes Pati-Salam symmetry, we have not only a relation between down-type quark and charged lepton mass matrices, but also a relation between up-type quark and Dirac neutrino mass matrices. Thus if one attributes such large mixing angle of Eq. (1.4), either up-type or down-type quark mass matrix will give important information. To be more specific, let us adopt susy $`SO(10)`$ model which has now become more attractive since it unifies all the fermions of one family together with right-handed neutrino, $`\nu _R`$. Then once we fix each representation of Higgs field corresponding to each matrix element, $`M_l`$ and $`M_{\nu _D}`$ are uniquely determined from $`M_D`$ and $`M_U`$, respectively.

In this paper we make semi-empirical analysis on the case in which the origin of both those large mixing angles comes from the neutrino mass matrix. We here adopt the so-called symmetric four zero texture  for up-quark mass matrix within susy $`SO(10)`$ GUT framework and examine if they are consistent with neutrino experiments with two large mixing angles. Here we assume that each elements of $`M_U`$ and $`M_D`$ is dominated by the contribution either from $`\mathrm{𝟏𝟎}`$ or $`\mathrm{𝟏𝟐𝟔}`$, the Yukawa coupling of charged lepton are that of the corresponding quark multiplied by $`1`$ or $`3`$, respectively. More concretely, within symmetric texture the following option for $`M_D`$ has been known to reproduces charged lepton masses as well as down quark masses at the same time (Georgi-Jarlskog type );

$`M_D=\left(\begin{array}{ccc}0& \mathrm{𝟏𝟎}& 0\\ \mathrm{𝟏𝟎}& \mathrm{𝟏𝟐𝟔}& \mathrm{𝟏𝟎}\\ 0& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\end{array}\right).`$ (1.11)
Now we examine which textures can be cnsistent with neutrino two large mixing angles. Among various options for configuration of $`\mathrm{𝟏𝟎}`$ or $`\mathrm{𝟏𝟐𝟔}`$, the following option has been found to be the best type which is consistent with the present neutrino experiments,

$`M_U=\left(\begin{array}{ccc}0& \mathrm{𝟏𝟐𝟔}& 0\\ \mathrm{𝟏𝟐𝟔}& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\\ 0& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟐𝟔}\end{array}\right).`$ (1.15)
This may be compared with Georgi-Jarlskog texture of down-type quark mass matrix of the above. Further remarkable fact is that once we fix a proprer option, the most economical Majorana neutrino mass matrix with two parameters can reproduce all the masses and mixing angles of neutrinos consistently with present experiments; even the order 1 coefficients are almost uniquely determined from the up-type quark masses only. In the next section we make general consideration on symmetric texture. We shall see that such mass matrix as derived from anomalous $`U(1)`$ family quantum assignment cannot naturally reproduce large mixing angles. According to this fact we here adopt the symmetric four zero texture. In section 3 we make numerical calculations and examine various cases. We obtain a good candidate for the types of configuration, which is investigated in section 4. Section 5 is devoted to further discussions.

## 2 Symmetric Texture

Symmetric texture for fermion mass matrices has been extensively investigated by many authors . First let us make an important comment on the Froggatt-Nielsen mechanism  using anomalous $`U(1)`$ family quantum numbers. This is actually an attractive idea for explaining hierarchy of mass matrices observed in quark sectors. However so far as we take symmetric textures, this $`U(1)`$ cannot naturally reproduce neutrino large mixing angles. This might seem to contradict the common understanding that we can get any matrix $`M_\nu `$ for any $`M_{\nu _D}`$ by choosing an appropriate $`M_R`$, namely $`M_R=M_{\nu _D}M_\nu ^1M_{\nu _D}^T`$. However this is only true if we make fine tuning.

In order to see this, let us take $`M_U`$ so that each generation of left- and right-handed neutrino has anomalous $`U(1)`$ charge. If we restrict ourselves to symmetric texture, namely the family structure of left-handed up-type fermions are the same as that of right-handed fermions, they have the same $`U(1)`$ charges, $`x_1,x_2,x_3`$, respectively. Then the Dirac neutrino mass matrix,

$`S_{\nu _D}\left(\begin{array}{ccc}\lambda ^{x_1+x_1}& \lambda ^{x_1+x_2}& \lambda ^{x_1+x_3}\\ \lambda ^{x_2+x_1}& \lambda ^{x_2+x_2}& \lambda ^{x_2+x_3}\\ \lambda ^{x_3+x_1}& \lambda ^{x_3+x_2}& \lambda ^{x_3+x_3}\end{array}\right)\lambda ^{x_i}\lambda ^{x_j}\left(\begin{array}{c}\lambda ^{x_1}\\ \lambda ^{x_2}\\ \lambda ^{x_3}\end{array}\right)\left(\begin{array}{ccc}\lambda ^{x_1}& \lambda ^{x_2}& \lambda ^{x_3}\end{array}\right).`$ (2.8)
If we write the inverse of $`M_R`$ as,

$`M_R^1\left(\begin{array}{ccc}D_{11}& D_{12}& D_{13}\\ D_{12}& D_{22}& D_{23}\\ D_{13}& D_{23}& D_{33}\end{array}\right),`$ (2.12)
we easily get the following form from Eq. (1.7),

$`[M_\nu ]_{ij}\lambda ^{x_i}\left({\displaystyle \lambda ^{x_k}D_{kl}\lambda ^{x_l}}\right)\lambda ^{x_j}M_\nu \left({\displaystyle D_{kl}\lambda ^{x_k+x_l}}\right)S_{\nu _D}.`$ (2.13)
This clearly indicates that the resultant matrix $`M_\nu `$ is always proportional to the original hierarchical mass matrix. Hence it is impossible to get neutrino large mixing angles unless the dominant term of some element vanishes accidentally by making fine tuning. This is true even if we adjust the order of scales in $`M_R`$. However if some matrix elements of Eq. (2.8) is equal to zero, namely if we take texture zero, it can yield large mixing angles in the neutrino mass matrix as we shall see below.

According to the above observation, we adopt the following semi-empirical textures for up- and down-type quark mass matrices at the GUT scale  333Here we neglect the CP phases, since they do not change largely to the final result. Also we neglect small terms using $`m_um_cm_t,m_dm_Sm_b`$.,

$`M_D`$ $`=`$ $`\left(\begin{array}{ccc}0& \sqrt{\frac{m_dm_sm_b}{m_bm_d}}& 0\\ \sqrt{\frac{m_dm_sm_b}{m_bm_d}}& m_s& \sqrt{\frac{m_dm_b(m_bm_sm_d)}{m_bm_d}}\\ 0& \sqrt{\frac{m_dm_b(m_bm_sm_d)}{m_bm_d}}& m_bm_d\end{array}\right)`$ (2.17)
$``$ $`m_b\left(\begin{array}{ccc}0& \frac{\sqrt{m_dm_s}}{m_b}& 0\\ \frac{\sqrt{m_dm_s}}{m_b}& \frac{m_s}{m_b}& \sqrt{\frac{m_d}{m_b}}\\ 0& \sqrt{\frac{m_d}{m_b}}& 1\end{array}\right),`$ (2.21)
which reproduces beautifully the down-quark masses and mixing as well as charged lepton masses by taking the configuration of Eq. (1.11). As for the up-quark mass matrix, which we need to get neutrino mass matrix, we also take the following form,

$`M_Um_t\left(\begin{array}{ccc}0& \frac{\sqrt{m_um_c}}{m_t}& 0\\ \frac{\sqrt{m_um_c}}{m_t}& \frac{m_c}{m_t}& \sqrt{\frac{m_u}{m_t}}\\ 0& \sqrt{\frac{m_u}{m_t}}& 1\end{array}\right)m_t\left(\begin{array}{ccc}0& a_u& 0\\ a_u& b_u& c_u\\ 0& c_u& 1\end{array}\right),`$ (2.28)
which, together with the down-type texture of Eq. (2.21), reproduces all the observed quark masses as well as CKM mixings. However we have not yet found so far which configuration of Higgs representations should be chosen to give proper neutrino masses and mixings. There are 16 textures as to which representation is dominated in each component.

All possible 16 types are listed in Table 1. Once we fix their types, the Dirac neutrino mass matrix is automatically determined as:

$`M_{\nu _D}=\left(\begin{array}{ccc}0& a_u& 0\\ a_u& b_u& c_u\\ 0& c_u& \end{array}\right)m_t\left(\begin{array}{ccc}0& a& 0\\ a& b& c\\ 0& c& d\end{array}\right),`$ (2.35)
with the Clebsch-Gordan (CG) coefficients $``$, $`1`$ or $`3`$ according to the corresponding types (see Table 1). As for the right-handed Majorana mass matrix, to which only $`\mathrm{𝟏𝟐𝟔}`$ Higgs field couples, we assume the following simplest texture 444 We shall see later that this texture is accidentally consistent with the Higgs representation for the Dirac neutrino Yukawa couplings. ,

$`M_R=v_{\mathrm{𝟏𝟐𝟔}}\left(\begin{array}{ccc}0& A_R& 0\\ A_R& 0& 0\\ 0& 0& D_R\end{array}\right)m_R\left(\begin{array}{ccc}0& r& 0\\ r& 0& 0\\ 0& 0& 1\end{array}\right).`$ (2.42)
with two parameters, $`m_R`$ and $`r`$. Now our task is to examine which types in Table 1 can reproduce the neutrino masses and mixing angles consistent with the experimental data. The neutrino mass matrix is now straightforwardly calculated as,

$`M_\nu =M_{\nu _D}^TM_{\nu _R}^1M_{\nu _D}=\left(\begin{array}{ccc}0& \frac{a^2}{r}& 0\\ \frac{a^2}{r}& 2\frac{ab}{r}+c^2& c(\frac{a}{r}+1)\\ 0& c(\frac{a}{r}+1)& d^2\end{array}\right){\displaystyle \frac{m_t^2}{m_R}}.`$ (2.46)
where $`a,b,c,d`$ are proportional to $`a_u,b_u,c_u,1`$ with coefficients $`1`$ or $`3`$ according to the relevant Higgs multiplets $`\mathrm{𝟏𝟎}`$ and $`\mathrm{𝟏𝟐𝟔}`$, respectively.

First we estimate the order of magnitudes 555 Of course we have to adapt the values of quark masses at GUT scale. However the mass ratios are almost independent of the scale, except for those of top quark.. We know that the order of the parameters in Eq. (2.46) above are $`abc1`$. With this in mind we recognize that the first term of 2-3 element of $`M_\nu `$ in Eq. (2.46) should be of order of $`d^2`$, namely $`ac/r𝒪(d^2)`$, in order to get large mixing angle $`\theta _{23}`$. This fixes the value of $`r`$,

$$r\frac{ac}{d^2}\sqrt{\frac{m_u^2m_c}{m_t^3}}10^7,$$
(2.47)
which is indeed the ratio of the the right-handed Majorana mass of 3rd generation to those of the first and second generations. At this stage we now come to almost the same situation as discussed by Kugo, Yoshioka and one of the present author . If we use the neutrino Dirac masses estimated from the charged lepton masses, we would have had almost the same order of Majorana masses for the 3rd and 2nd generations. On the contrary the top quark mass is very huge compared with that of charm quark. This is why we need very tiny value $`r`$. Quite interesting is that the same tiny value $`r`$ provides a large 1-2 mixing angle! Furthermore this small value of $`r`$ is very welcome, as has discussed there ; the right-handed Majorana mass of the third generation must become of order of GUT scale while those of the first and second generations are of order $`10^8`$ GeV. This is quite favorable for the GUT scenario to reproduce the bottom-tau mass ratio.

Now the problem is whether we can naturally reproduce the mixing angle $`\theta _{12}`$ by the present textures. Note that at this stage, once we fix configuration type, we have no more arbitrary parameters except for overall scale $`M_R`$. With this $`r`$, $`M_\nu `$ is approximately written as,

$`M_\nu =\left(\begin{array}{ccc}0& \frac{a^2}{r}& 0\\ \frac{a^2}{r}& \frac{2ab}{r}& \frac{ac}{r}\\ 0& \frac{ac}{r}& d^2\end{array}\right){\displaystyle \frac{m_t^2}{m_R}}\left(\begin{array}{ccc}0& \beta & 0\\ \beta & \alpha & h\\ 0& h& 1\end{array}\right){\displaystyle \frac{d^2m_t^2}{m_R}},`$ (2.54)
with

$$h=\frac{ac}{rd^2},\alpha =\frac{2ab}{rd^2},\beta =\frac{a^2}{rd^2}.$$
(2.55)
Since $`\beta \alpha `$ and $`h𝒪(1)`$, we can calculate all the neutrino masses and mixings approximately. First let us diagonalize the dominant term with respect to the 2-3 submatrix of Eq. (2.54). The rotation angle, $`\theta _{23}`$ is written as,

$`\mathrm{tan}^22\theta _{23}`$ $`=`$ $`{\displaystyle \frac{4h^2}{(1\alpha )^2}},`$ (2.56)
through which $`M_\nu `$ is now deformed as

$$\left(\begin{array}{ccc}0& \beta & 0\\ \beta & \alpha & h\\ 0& h& 1\end{array}\right)\stackrel{}{\theta _{23}}\left(\begin{array}{ccc}0& \beta \mathrm{cos}\theta _{23}& \beta \mathrm{sin}\theta _{23}\\ \beta \mathrm{cos}\theta _{23}& \lambda _2& 0\\ \beta \mathrm{sin}\theta _{23}& 0& \lambda _3\end{array}\right)$$
(2.57)
with

$`\lambda _3`$ $`=`$ $`{\displaystyle \frac{\alpha +1+\sqrt{(\alpha 1)^2+4h^2}}{2}}\lambda _{\nu _3},`$ (2.58)
$`\lambda _2`$ $`=`$ $`{\displaystyle \frac{\alpha +1\sqrt{(\alpha 1)^2+4h^2}}{2}}.`$ (2.59)
From Eq. (2.56) we notice that $`\alpha `$ should be very close to 1 in order to get large mixing angle $`\theta _{23}`$. Since we know the experimental bound for $`\theta _{23}`$,

$`\mathrm{sin}^22\theta _{23}>0.83,`$
we can define the following small value $`\epsilon `$ as

$`\epsilon ^2{\displaystyle \frac{(1\alpha )^2}{4h^2}}0.205.`$ (2.60)
Let us make a rough estimation using the up-quark masses at GUT scale within the error ,

$`\alpha `$ $`=`$ $`{\displaystyle \frac{2b}{c}}={\displaystyle \frac{2b_u}{c_u}}={\displaystyle \frac{2m_c}{\sqrt{m_um_t}}}\times (1.02.4),`$ (2.61)
$`\beta `$ $`=`$ $`{\displaystyle \frac{a}{c}}={\displaystyle \frac{a_u}{c_u}}=\sqrt{{\displaystyle \frac{m_c}{m_t}}}\times (0.030.05).`$ (2.62)
Hence in order to be consistent with small value $`\epsilon `$, the values of $`\alpha `$ must be close to 1, so the CG coefficient $``$ in $`\alpha `$ must be $`1`$, not $`3`$ or $`1/3`$. This requires that 2-2 and 2-3 components of $`M_U`$ must couple to a common Higgs representation. With this $`\epsilon `$, we can approximately rewrite as follows:

$`\lambda _3`$ $``$ $`1+hh\epsilon ,`$ (2.63)
$`\lambda _2`$ $``$ $`1hh\epsilon .`$ (2.64)
Next step is to rotate with respect to the 1-2 submatrix of Eq. (2.57),

$$\mathrm{tan}^22\theta _{12}=\left(\frac{2\beta \mathrm{cos}\theta _{23}}{\lambda _2}\right)^2,$$
(2.65)
with which the neutrino mass matrix becomes

$$\stackrel{}{\theta _{12}}\left(\begin{array}{ccc}\lambda _{\nu _1}& 0& \beta \mathrm{sin}\theta _{23}\mathrm{cos}\theta _{12}\\ 0& \lambda _{\nu _2}& \beta \mathrm{sin}\theta _{23}\mathrm{sin}\theta _{12}\\ \beta \mathrm{sin}\theta _{23}\mathrm{cos}\theta _{12}& \beta \mathrm{sin}\theta _{23}\mathrm{sin}\theta _{12}& \lambda _{\nu _3}\end{array}\right),$$
(2.66)
with eigenvalues,

$`\lambda _{\nu _2}`$ $`=`$ $`{\displaystyle \frac{\lambda _2+\sqrt{\lambda _2^2+4\beta ^2\mathrm{cos}^2\theta _{23}}}{2}},`$ (2.67)
$`\lambda _{\nu _1}`$ $`=`$ $`{\displaystyle \frac{\lambda _2\sqrt{\lambda _2^2+4\beta ^2\mathrm{cos}^2\theta _{23}}}{2}}.`$ (2.68)
Now in order to realize large mixing angle $`\theta _{12}`$ appearing in Eq. (2.65), $`\lambda _2`$ in Eq. (2.64) must become at least of the same order as $`2\beta `$. This requires again $`h1`$. It is not trivial that the same $`h`$ which gives large $`\theta _{23}`$ with the fixed values $`\alpha `$ and $`\beta `$ also produces large mixing angle $`\theta _{12}`$ at the same time. The larger the ratio $`2\beta \mathrm{cos}\theta _{23}/\lambda _2`$ is, the larger value of $`\nu _e`$-$`\nu _\mu `$ mixing we get. So it would be desired that $`\beta `$ must be as large as possible, namely the coefficient of $`a_u`$ in Eq. (2.35) may be desired to be $`3`$ 666 This may be more desirable if we take account of the recent KamLAND data which suggest very large solar neutrino mixing angle. , which yields $`\beta 0.1`$. In this way we have found the following conditions for the desired candidate for the type of Higgs representations.

Condition for Higgs configurations

1. The Higgs representations coupled with 2-3 and 2-2 elements of $`M_U`$ must be same.
2. The Higgs representation coupled with 1-2 elements of $`M_U`$ must be as large as possible.

As a result there remain the follwoing two types for most desirable candidates,

$`\left(\begin{array}{ccc}0& \mathrm{𝟏𝟐𝟔}& 0\\ \mathrm{𝟏𝟐𝟔}& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\\ 0& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟐𝟔}\end{array}\right),\left(\begin{array}{ccc}0& \mathrm{𝟏𝟐𝟔}& 0\\ \mathrm{𝟏𝟐𝟔}& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\\ 0& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\end{array}\right).`$ (2.75)
Finally the neutrino masses are given as,

$$m_{\nu _3}\lambda _{\nu _3}\frac{d^2m_t^2}{m_R},m_{\nu _2}\lambda _{\nu _2}\frac{d^2m_t^2}{m_R},m_{\nu _1}\lambda _{\nu _1}\frac{d^2m_t^2}{m_R}.$$
(2.76)
We should check if the same $`h`$ can also reproduce the two neutrino mass squared differences with one remaining parameter $`m_R`$. In the next section we make numerical calculation and see how the above observation can be actually confirmed.

## 3 Numerical Calculations

In this section we make numerical calculations for all the possible types for Higgs configuration. The forms of $`h,\alpha ,\beta `$ are written in terms of $`m_t,m_c,m_u`$ with a parameter $`r`$ in Table 2. As our input we take the values of up-type quark masses, $`m_t,m_c,m_u`$ at GUT scale obtained by Fusaoka and Koide ;

$`m_u`$ $`=`$ $`1.04_{0.20}^{+0.19}\mathrm{MeV},`$ (3.1)
$`m_c`$ $`=`$ $`302_{27}^{+25}\mathrm{MeV},`$ (3.2)
$`m_t`$ $`=`$ $`129_{40}^{+196}\mathrm{GeV}.`$ (3.3)
The present experimental data exists for the mixing angles $`\theta _{23}`$, $`\theta _{12}`$ , $`\mathrm{\Delta }m_{32}^2`$ and $`\mathrm{\Delta }m_{21}^2`$ with upper bound for $`|U_{e3}|`$. Of course, as we mentioned in the previous section, we could always reproduce the data $`\theta _{23}`$ by adjusting arbitrary parameter $`h`$ or equivalently $`r`$. However we already know that $`h𝒪(1)`$ so we restrict $`h`$ not too far from 1, keeping the region from $`0.3`$ to $`3.0`$. Nontrivial is to reproduce large mixing angle $`\theta _{12}`$ since in principle we have no parameter at all, and only the freedom is the range of the quark masses at GUT scale of Eqs. (3.1)–(3.3), among which $`m_t`$ is the most sensitive parameter and at least known because of its large Yukawa coupling causing ambiguity via its evolution to the GUT scale. Within those parameter regions more than half of the types are excluded by experiments. Still surprising is that only the CG coefficients 3 or $`1/3`$ does work well. Our model has no more arbitrary parameters and everything is fixed without any ambiguity. Thus if the errors of experimental data are improved, we can check more strictly whether or not our predictions agree with experiments. We calculate numerically the above quantities and compare them with the experimental data. According to Table 2, we classify 16 types into $`S`$, $`A`$, $`B`$, $`C`$ and $`F`$ classes.

### 3.1 Class $`F`$

This class does not satisfy the condition (i) of the previous section: the value of $`\alpha `$ is

$`\alpha 6h{\displaystyle \frac{m_c}{\sqrt{m_um_t}}}(3.07.2)h,`$ (3.4)
which is far from 1. We calculate the atmospheric neutrino mixing angle, $`\theta _{23}`$. The class $`F`$ is those which does not reproduce large mixing at all, unless we take $`h`$ larger than $`3.0`$ where we can never reproduce large mixing angle $`\theta _{12}`$, as was mentioned in section 2. The calculated results are shown in Fig. 1 from which we confirm that solar neutrino mixing angle remain almost two order smaller than experimental bound. So we do not have large mixing for solar neutrinos even if we could adjust very large parameter $`h`$.

### 3.2 Class $`C`$

Next for those which are classified by $`C`$, the value of $`\alpha `$ is

$`\alpha {\displaystyle \frac{\mathrm{\hspace{0.25em}2}}{3}}h{\displaystyle \frac{m_c}{\sqrt{m_um_t}}}(0.30.8)h,`$ (3.5)
which is not so far from 1. This range of value makes better situation than the class $`F`$. We calculate then the solar neutrino mixing angle, $`\theta _{12}`$, and found that the class $`C`$ produces too small mixing angle. In order that 1-2 mixing of neutrino becomes large, $`\lambda _2`$ and $`\beta `$ have to be of the same order. The 2-2 element of $`M_\nu `$ in class $`C`$, namely $`\alpha (2/3)b/c`$ yields $`\lambda _20.10.5`$. However, the value of $`\beta `$ is

$`\beta h\sqrt{{\displaystyle \frac{m_c}{m_t}}}(0.030.05)h,`$ (3.6)
which cannot become the same order as $`\lambda _2`$. Fig. 2 shows numerical results. We see that within the range $`h3`$, the values of $`\mathrm{sin}^22\theta _{23}`$ become larger than 0.83. However such $`h`$ makes the values of $`\mathrm{tan}^2\theta _{12}`$ even smaller.

### 3.3 Class $`B`$

This class satisfies the condition (i) and the value of $`\alpha `$ is

$`\alpha 2h{\displaystyle \frac{m_c}{\sqrt{m_um_t}}}(1.02.4)h.`$ (3.7)
Fig. 3 indicates that the calculated results may reach to the bound of atmospheric neutrino mixing around $`h1`$. Since all the parameters are fixed within errors of the up-quark masses at GUT scales, we can express $`\mathrm{sin}^22\theta _{23}`$ as a function of $`\alpha `$. The $`\alpha `$ dependence of $`\mathrm{sin}^22\theta _{23}`$ is also seen in Fig. 3, from which we easily recognize that the values of $`\mathrm{sin}^22\theta _{23}`$ becomes larger as $`\alpha `$ approaches closer to 1. Thus we can always adjust the parameter $`h`$ so that it reproduces the experimental data of $`\mathrm{sin}^22\theta _{23}`$. However once we fix $`h`$, the type $`B`$ can hardly reproduce the value of mixing angle $`\theta _{12}`$ larger than the experimental bound 0.24.

This can be seen from Fig. 4. This is because this class does not satisfy the condition (ii) and the value of $`\beta `$ is

$`\beta {\displaystyle \frac{h}{3}}\sqrt{{\displaystyle \frac{m_c}{m_t}}}(0.010.017)h,`$ (3.8)
which cannot become the same order as $`\lambda _2`$.

### 3.4 Class $`A`$

This class satisfies the condition (i) and (ii) and seems to be a little easier to reproduce large mixing angle $`\theta _{12}`$ than class $`B`$, since the value of $`\beta `$ is

$`\beta \sqrt{{\displaystyle \frac{m_c}{m_t}}}(0.030.05)h.`$ (3.9)
Fig. 5 indicates the $`h`$ dependence of $`\mathrm{sin}^22\theta _{23}`$ as well as $`\alpha `$. The numerical results of solar neutrino mixing angle in Fig. 6 covers the present experimental allowed region rather well.

We further calculate the mass squared differences for atmospheric and solar neutrinos, and the ratio of them, which are to be compared with the experimental results in Eqs. (1.2) and (1.3). These results are showed in Fig. 7 and 8.

### 3.5 Class $`S`$

Finally we have the class $`S`$ which satisfies both the conditions (i) and (ii) as well. This class is even easier to reproduce large mixing angle $`\theta _{12}`$ than class $`A`$, since the value of $`\beta `$ is

$`\beta 3\sqrt{{\displaystyle \frac{m_c}{m_t}}}(0.090.15)h.`$ (3.10)
Fig. 9 shows the calculated values of $`\mathrm{sin}^22\theta _{23}`$ versus $`h`$ as well as $`\alpha `$ and Fig. 10 shows the $`h`$ and $`\alpha `$ dependence of $`\mathrm{tan}^2\theta _{12}`$. From Fig. 9 and Fig. 10, one finds the most probable region of $`h`$ is found within almost $`1\pm 0.3`$. We also show the figure of the calculated values of neutrino mass squared differences and their ratio (see Fig. 11 and Fig. 12). All the above results actually indicates that the type $`S`$ is excellently consistent with the present experimental bound.

### 3.6 Summary

Here we would like to summarize the range of parameters with which we can reproduce the experimental data for the possible candidates, the types $`S`$, $`A`$ and $`B`$ in Table 3, and the numerical results for the absolute masses of neutrinos and $`|U_{e3}|`$ in Table 4. Also we have summarized the situation of the type $`C`$ and $`F`$ which are not proper candidates at all (see Table 5).

In summarizing we have found that the best type for configuration which is consistent with the experiments is $`S_1`$. We shall discuss this type in detail in the next section.

## 4 Predictions of Type $`S_1`$

All the above results are summarized in Table 3 and Table 5, where all the 16 types are classified into 5 classes, $`F,C,B,A`$ and $`S`$. From these tables one sees that the class $`S`$ reproduces most naturally the large mixing angles for both atmospheric and solar neutrinos as well as the ratio of atmospheric to solar mass squared differences. The explicit forms of up-type mass matrix for the class $`S`$ are seen in Eq. (2.75), as we expected in section 2. Those two types yield the same predictions except for the Majorana mass scale. The type $`S_1`$ requires $`m_R2\times 10^{15}\mathrm{GeV}`$ and in the type $`S_2`$, we have $`m_R10^{14}\mathrm{GeV}`$, respectively. Thus more desirable one may be the type $`S_1`$ since it predicts more realistic bottom-tau ratio at low energy. Thus we here discuss the type $`S_1`$ in detail, namely we take,

$`M_U=\left(\begin{array}{ccc}0& \mathrm{𝟏𝟐𝟔}& 0\\ \mathrm{𝟏𝟐𝟔}& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟎}\\ 0& \mathrm{𝟏𝟎}& \mathrm{𝟏𝟐𝟔}\end{array}\right),`$ (4.4)
which determines $`M_{\nu _D}`$ as follows:

$`M_{\nu _D}=m_t\left(\begin{array}{ccc}0& 3a_u& 0\\ 3a_u& b_u& c_u\\ 0& c_u& 3\end{array}\right).`$ (4.8)
With this Eq. (4.8), we obtain the neutrino mass matrix from Eq. (1.7),

$`M_\nu =\left(\begin{array}{ccc}0& \frac{a_u^2}{r}& 0\\ \frac{a_u^2}{r}& \frac{2a_ub_u}{3r}+\frac{c_u^2}{9}& \frac{c_u}{3}(\frac{a_u}{r}+1)\\ 0& \frac{c_u}{3}(\frac{a_u}{r}+1)& 1\end{array}\right){\displaystyle \frac{9m_t^2}{m_R}}.`$ (4.12)
The value $`h𝒪(1)`$ is determined to fit the experimental large mixing angle $`\theta _{23}`$, which determines $`r`$ as follows:

$$r=\frac{ac}{d^2h}\frac{\mathrm{\hspace{0.25em}1}}{3}\frac{\sqrt{m_u^2m_c}}{\sqrt{m_t^3}},d=3,a=3a_u,c=c_u.$$
(4.13)
Then the neutrino mass matrix is written as,

$`M_\nu \left(\begin{array}{ccc}0& 3h\sqrt{\frac{m_c}{m_t}}& 0\\ 3h\sqrt{\frac{m_c}{m_t}}& 2h\frac{m_c}{\sqrt{m_um_t}}& h\\ 0& h& 1\end{array}\right){\displaystyle \frac{9m_t^2}{m_R}}.`$ (4.17)
Now that all the neutrino information are determined in terms of $`m_u,m_c,m_t`$ with $`h`$ or $`r`$;

$`\mathrm{tan}^22\theta _{23}`$ $``$ $`{\displaystyle \frac{4h^2}{\left(1h\frac{2m_c}{\sqrt{m_um_t}}\right)^2}},`$ (4.18)
$`\mathrm{tan}^22\theta _{12}`$ $``$ $`{\displaystyle \frac{144h^2m_c\mathrm{cos}^2\theta _{23}}{m_t\left(12h+h\frac{2m_c}{\sqrt{m_um_t}}\right)^2}},`$ (4.19)
$`\mathrm{sin}\theta _{13}`$ $``$ $`{\displaystyle \frac{6h}{1+2h+h\frac{2m_c}{\sqrt{m_um_t}}}}\sqrt{{\displaystyle \frac{m_c}{m_t}}}\mathrm{sin}\theta _{23}\mathrm{cos}\theta _{12}.`$ (4.20)
From Fig. 9 and 10 the most probable value of $`h`$ is almost 1. If one adopts $`h=1`$, then we have

$`M_\nu \left(\begin{array}{ccc}0& 3\sqrt{\frac{m_c}{m_t}}& 0\\ 3\sqrt{\frac{m_c}{m_t}}& 2\frac{m_c}{\sqrt{m_um_t}}& 1\\ 0& 1& 1\end{array}\right){\displaystyle \frac{9m_t^2}{m_R}}.`$ (4.24)
From this, we obtain the following equations, which is what we have investigated in a previous letter ;

$`\mathrm{tan}^22\theta _{23}`$ $``$ $`{\displaystyle \frac{1}{\left(1\frac{2m_c}{\sqrt{m_um_t}}\right)^2}},`$ (4.25)
$`\mathrm{tan}^22\theta _{12}`$ $``$ $`{\displaystyle \frac{144m_c\mathrm{cos}^2\theta _{23}}{m_t\left(1\frac{2m_c}{\sqrt{m_um_t}}\right)^2}},`$ (4.26)
$`\mathrm{sin}\theta _{13}`$ $``$ $`2\sqrt{{\displaystyle \frac{m_c}{m_t}}}\mathrm{sin}\theta _{23}\mathrm{cos}\theta _{12},`$ (4.27)
from which the following equations are derived as

$`\mathrm{tan}^22\theta _{12}`$ $``$ $`{\displaystyle \frac{144m_c}{m_t}}\mathrm{tan}^22\theta _{23}\mathrm{cos}^2\theta _{23},`$ (4.28)
$`\mathrm{sin}^2\theta _{13}`$ $``$ $`{\displaystyle \frac{4m_c}{m_t}}\mathrm{sin}^2\theta _{23}\mathrm{cos}^2\theta _{12}.`$ (4.29)
These relations seem quite desirable to the present experimental indications. Interesting enough is that once we know the atmospheric and solar neutrino experiments, $`|U_{e3}|`$ is predicted without any ambiguity coming from the up-quark masses at GUT scale;

$`\mathrm{sin}^2\theta _{13}{\displaystyle \frac{\mathrm{tan}^22\theta _{12}}{36\mathrm{tan}^22\theta _{23}}}\mathrm{tan}^2\theta _{23}\mathrm{cos}^2\theta _{12},`$ (4.30)
which is independent of the uncertainty especially coming from the value, $`m_t`$ at GUT scale. Next the neutrino masses are given by

$`m_{\nu _3}\lambda _{\nu _3}{\displaystyle \frac{m_t^2}{m_R}},m_{\nu _2}\lambda _{\nu _2}{\displaystyle \frac{m_t^2}{m_R}},m_{\nu _1}\lambda _{\nu _1}{\displaystyle \frac{m_t^2}{m_R}},`$ (4.31)
where the renormalization factor ($`1/3`$) has been taken account to estimate the lepton masses at low energy scale. Since $`\lambda _{\nu _2}\lambda _{\nu _3}𝒪(1)`$, this indeed yields $`m_R10^{16}`$ GeV, as many people require. On the other hand, $`m_{\nu _2}`$ and $`m_{\nu _1}`$ may be the same order; they differ only by a factor.

The numerical results of the absolute values of neutrino masses are shown in Fig. 13 and Fig. 14 and the predicted values of $`|U_{e3}|`$ is shown in Fig. 15.

We can predict the values of $`|U_{e3}|`$,

$`|U_{e3}|0.010.06.`$ (4.32)
from Fig. 15. This value is not so large compared with the contribution from the charged lepton part, which is of order of $`\lambda |U_{\mu 3}|0.01`$, so the above prediction would yield additional ambiguity of $`0.01`$. We hope this can be checked by experiment in near future JHF-Kamioka long-base line , the sensitivity of which is reported as $`|U_{e3}|0.04`$ at $`90\%`$ C.L. If we further expect Hyper-Kamiokande ($`|U_{e3}|<10^2`$, we can completely check whether such symmetric texture model can survive or not.

In conclusion we list a set of typical values of neutrino masses and mixings at $`m_t240\mathrm{GeV}`$:

$`\mathrm{sin}^22\theta _{23}`$ $``$ $`0.951,`$ (4.33)
$`\mathrm{tan}^2\theta _{12}`$ $``$ $`0.230.6,`$ (4.34)
$`|U_{e3}|`$ $``$ $`0.0370.038,`$ (4.35)
$`|m_{\nu _3}|`$ $``$ $`0.060.07\mathrm{eV},`$ (4.36)
$`|m_{\nu _2}|`$ $``$ $`0.0030.006\mathrm{eV},`$ (4.37)
$`|m_{\nu _1}|`$ $``$ $`0.00070.0015\mathrm{eV},`$ (4.38)
with $`m_R=2\times 10^{15}\mathrm{GeV}`$ and $`rm_R=10^8\mathrm{GeV}`$, which corresponds to the Majorana mass for the third generation and those of the second and first generations, respectively.

Remark that, once the scale of right-handed Majorana mass matrix, $`r`$, is determined so as for the mixing angle of atmospheric neutrinos to become maximal, the same value $`r`$ well reproduces the large mixing angle of solar neutrinos and the two mass differences $`\mathrm{\Delta }m_{32}^2`$ and $`\mathrm{\Delta }m_{21}^2`$ with $`m_R`$. If we have more exact information of the experimental values, we need to include the CP phase factors in order to make more precise predictions, which is our next task.

## 5 Further Discussions

In general there are four cases as to the origin of large mixing for each mixing angle, $`\theta _{23}`$ and $`\theta _{12}`$. This can be summarized as follows:

1. Down Road Option: This is first proposed by Yanagida at the Takayama conference as a proper realization of non-parallel family structure and may be mostly regarded as a natural solution. Many proposals have been made to realize such non-parallel family structure . It is indeed successful as to explain a large mixing angle, $`\theta _{23}`$ naturally. In this option we take non-symmetric down-type mass matrix under the observation that $`\mathrm{𝟓}^{}`$ multiplets in $`SU(5)`$ GUT contains $`SU(2)_L`$ singlet down-quarks and doublet charged leptons. An example is the following non-symmetric mass matrix

$`M_l=M_d^\mathrm{T}\left(\begin{array}{ccc}ϵ^2& ϵ^2& ϵ^2\\ ϵ& ϵ& ϵ\\ 1& 1& 1\end{array}\right).`$ (5.4)
With a small number $`ϵ`$ we can provide a large lepton mixing on the one hand, and a small down-quark mixing on the other hand. The remarkable fact implies that the mass matrix in the down-type sector is not symmetric even in such a large unification group as $`E_6`$ and that it leads to quite different lepton and down quark mixing angles. This is really realized even if we take such GUT larger than $`E_6`$, for example, by using E-twisted family structure .
2. Down-Up Option: However even if we can naturally reproduce large mixing angle of $`\theta _{23}`$, we need further tuning to get large mixing angle for $`\theta _{12}`$. This is really serious because most of the calculations are done only within “order of magnitude” arguments. Because of this, it is very difficult to get exact numbers of small parameters of the first and second generations. So there might be another possible option in which charged lepton mass matrix reproduces only large 2-3 mixing angle, leaving the neutrino mass matrix being responsible to derive solar large mixing angle.
3. Up-Down Option: This is the option in which $`\mathrm{sin}^22\theta _{23}`$ is due to neutrino mass matrix and large $`\mathrm{tan}^2\theta _{12}`$ comes from charged lepton sector. However if it is so we can write

$`V_{MNS}`$ $`=`$ $`U_l^{}U_\nu \left(\begin{array}{ccc}\mathrm{cos}\theta _{12}& \mathrm{sin}\theta _{12}& 0\\ \mathrm{sin}\theta _{12}& \mathrm{cos}\theta _{12}& 0\\ 0& 0& 1\end{array}\right)\left(\begin{array}{ccc}1& 0& 0\\ 0& \mathrm{cos}\theta _{23}& \mathrm{sin}\theta _{23}\\ 0& \mathrm{sin}\theta _{23}& \mathrm{cos}\theta _{23}\end{array}\right)`$ (5.11)
$`=`$ $`\left(\begin{array}{ccc}\mathrm{cos}\theta _{12}& \mathrm{sin}\theta _{12}\mathrm{cos}\theta _{23}& \mathrm{sin}\theta _{12}\mathrm{sin}\theta _{23}\\ \mathrm{sin}\theta _{12}& \mathrm{cos}\theta _{12}\mathrm{cos}\theta _{23}& \mathrm{cos}\theta _{12}\mathrm{sin}\theta _{23}\\ 0& \mathrm{sin}\theta _{23}& \mathrm{cos}\theta _{23}\end{array}\right)`$ (5.15)
which automatically induces large $`|U_{e3}|`$. This is already excluded by the CHOOZ experiment : $`|U_{e3}|<0.2`$.
4. Up-Road Option: Both large mixing angles may come from neutrino sector. Even within $`SU(5)`$, the up-quark mass matrix is expressed in terms of $`\mathrm{𝟏𝟎}\times \mathrm{𝟏𝟎}`$, and simple symmetric texture is usually adopted. Then the Dirac neutrino mass matrix is also hierarchical with small mixing angles. A simple texture has been proposed for the right-handed Majorana neutrino mass matrix to give a large $`\nu _\tau `$-$`\nu _\mu `$ mixing . Thus it is quite nontrivial question whether we can reproduce two large mixing angles if one concentrates on most economical symmetric texture.

We have investigated and checked all the types of textures for neutrino mass matrix, and fully investigated to confirm that the type $`S_1`$ is most proper one. As for the down-type Yukawa couplings we can compare the down quark with charged lepton masses and a good type has long been well known named Georgi-Jarlskog type mass matrix. On the other hand, until neutrino oscillation data were reported, we have had no information as to which representation of Higgs fields are relevant to up-type Yukawa couplings. Now that a good option for the Higgs configuration with symmetric 4-zero texture has been found, our next task would be to seek for the origin of the texture, which may be related to further higher symmetry or to the spatial structure including extra dimensions. We saw that the texture zero structure is very important to reproduce large mixing angles of neutrino mass matrix out of very small quark mass matrix. Such zero texture may be a reflection of family symmetry.

Note that our scenario is quite different from the down road option in which two large mixing angles observed in neutrino oscillation data come from the charged lepton side. One can predict some relations of neutrino mixing angles in terms of down quark information , for example. However even in such situation we can no more predict the absolute values of neutrino masses, which indeed needs the information of $`M_\nu `$. In the up road option, on the other hand, a remarkable fact is that we can predict all the neutrino (absolute) masses and mixing angles without any ambiguity. Our scenario, if it is indeed true, can be checked without any ambiguity even for the order-one coefficients. The remarkable results are obtained really thanks to the power of GUT. Our remaining task is to investigate the full mass matrix including CP phase. The GUT relation may simplify our analysis.

## Acknowledgements

This work started from the discussion at the research meeting held in Nov. 2002 supported by the Grant-in Aid for Scientific Research No. 09640375. We would like to thank to M. Tanimoto, A. Sugamoto and T. Kugo whose stimulating discussion encouraged us very much. Also we are stimulated by the fruitful and instructive discussions during the Summer Institute 2002 held at Fuji-Yoshida. M. B. is supported in part by the Grant-in-Aid for Scientific Research No. 12640295 from Japan Society for the Promotion of Science, and Grants-in-Aid for Scientific Purposes (A) “Neutrinos” (Y. Suzuki) No. 12047225, from the Ministry of Education, Science, Sports and Culture, Japan.


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# I Introduction

## I Introduction

The spectral properties of the Dirichlet Laplacian in infinitely stretched regions have attracted a lot of attention since the existence of geometrically induced discrete spectrum for certain strips in the plane was proved in . The study was motivated by mesoscopic physics where a reasonable model for the dynamics of a particle in quantum waveguides is given by the Laplacian in hard-wall tubular neighbourhoods of infinite curves in $`^d`$, $`d=2,3`$ (quantum strips, tubes), or surfaces in $`^3`$ (quantum layers); see  for the physical background and references. Nowadays, it is well known that any non-trivial curvature of the reference curve, that is asymptotically straight, produces bound states below the essential spectrum in the strips and tubes, .

The analogous problem in curved layers is much more complicated and it was investigated quite recently in . Let $`\mathrm{\Sigma }`$ be a complete non-compact surface embedded in $`^3`$, $`\mathrm{\Omega }`$ be a tube of radius $`a>0`$ about $`\mathrm{\Sigma }`$, *i.e.* (see Figure 1),

$$\mathrm{\Omega }:=\left\{z^3\right|\text{distance}(z,\mathrm{\Sigma })<a\},$$
(1)
and $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ denote the Dirichlet Laplacian in $`L^2(\mathrm{\Omega })`$. If the surface is a locally deformed plane, the existence of bound states below the essential spectrum of the Laplacian was demonstrated in . A more general situation was treated in ; assuming that $`\mathrm{\Sigma }`$ is non-trivially curved, it has asymptotically vanishing curvatures and possesses a pole, we found several sufficient conditions which guarantee the existence of discrete spectrum. Finally, let us mention that an asymptotic expansion of the ground-state eigenvalue in layers built over mildly curved planes was found in .

While the paper  covers a wide class of layers, the technical requirement about the existence of a pole on $`\mathrm{\Sigma }`$ (*i.e.*, the exponential map is a diffeomorphism) restricted substantially the topological structure of the reference surface. In particular, $`\mathrm{\Sigma }`$ was necessarily diffeomorphic to $`^2`$ and as such it was simply connected. The main goal of this paper is to extend the sufficient conditions established in  without assuming the existence of poles on $`\mathrm{\Sigma }`$ and without making any other (unnatural) topological and geometrical assumptions. In addition to this substantial generalisation, we will derive particularly interesting spectral results for quantum layers built over surfaces with handles or several cylindrically symmetric ends (see Figure 2 and 4).

Let us recall the reason why the existence of a pole on $`\mathrm{\Sigma }`$ was required in . According to the usual strategy used in the spectral theory of quantum waveguides, one expresses the Laplacian $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ in the pair of coordinates $`(x,u)`$, where $`x`$ parameterises the reference surface $`\mathrm{\Sigma }`$ and $`u(a,a)`$ its normal bundle. Assuming the existence of a pole, $`\mathrm{\Sigma }`$ could be parameterised globally by means of geodesic polar coordinates, which were well suited for the construction of explicit mollifiers on $`\mathrm{\Sigma }`$ needed to regularise generalised trial functions establishing the existence of bound states below the essential spectrum.

There are several possibilities how to treat surfaces without poles. Since the above mentioned regularisation is needed out of a compact part of $`\mathrm{\Sigma }`$ only, one way is to replace the polar coordinates by geodesic coordinates based on a curve enclosing the interior part. This approach is well suited for surfaces of one end (see the definition below), however, it has to be modified in more general situations. In this paper, we introduce a different strategy which does not require any special choice of coordinates on $`\mathrm{\Sigma }`$. We employ substantially a consequence of  that if the Gauss curvature is integrable then there always exists a sequence of functions on $`\mathrm{\Sigma }`$ having the properties of the mollifiers mentioned above.

## II Statement of Results

To state here the main results we need to introduce some notation and basic assumptions. Let $`\kappa _1^2`$ denote the spectral threshold of the planar layer of width $`2a`$, *i.e.* $`\kappa _1:=\pi /(2a)`$. The induced metric on $`\mathrm{\Sigma }`$ and the corresponding covariant derivative will be denoted by $`g`$ and $`_g`$, respectively. Let $`K`$$`M`$ and $`k_\pm `$ denote, respectively, the Gauss curvature, the mean curvature and the principal curvatures of $`\mathrm{\Sigma }`$. Denoting by $`d\mathrm{\Sigma }`$ the surface area-element, we may define the total Gauss curvature $`𝒦`$ and the total mean curvature $``$, respectively, by the integrals

$$𝒦:=_\mathrm{\Sigma }K𝑑\mathrm{\Sigma }\text{and}^2:=_\mathrm{\Sigma }M^2𝑑\mathrm{\Sigma }.$$
(2)
The latter always exists (it may be $`+\mathrm{}`$), while the former is well defined provided

$`KL^1(\mathrm{\Sigma })`$,

which will be a characteristic assumption of this work. Henceforth, we shall also assume that $`k_\pm `$ are bounded and

$`a<\rho _m:=\left(\mathrm{max}\{k_+_{\mathrm{}},k_{}_{\mathrm{}}\}\right)^1`$ and $`\mathrm{\Omega }`$ does not overlap,

which we need in order to ensure that the layer $`\mathrm{\Omega }`$ is a submanifold of $`^3`$. An open set $`E\mathrm{\Sigma }`$ is called an *end* of $`\mathrm{\Sigma }`$ if it is connected, unbounded and if its boundary $`E`$ is compact (see Figure 4); its total curvatures are defined by means of (2) with the domain of integration being the subset $`E`$ only. We say that a manifold embedded in $`^3`$ is cylindrically symmetric if it is invariant under rotations about a fixed axis in $`^3`$. Our main result reads as follows.

###### Theorem 1.

Let $`\mathrm{\Sigma }`$ be a complete non-compact connected orientable surface of class $`C^2`$ embedded in $`^3`$ and satisfying $`𝖧1`$. Let the layer $`\mathrm{\Omega }`$ defined by *(1)* as the tube of radius $`a>0`$ about $`\mathrm{\Sigma }`$ satisfy $`𝖧2`$.

* If the curvatures $`K`$ and $`M`$ vanish at infinity of $`\mathrm{\Sigma }`$, then

$$inf\sigma _{\mathrm{ess}}\left(\mathrm{\Delta }_D^\mathrm{\Omega }\right)=\kappa _1^2.$$
* If the surface $`\mathrm{\Sigma }`$ is not a plane, then any of the conditions

+ $`𝒦0`$
    + $`a`$ is small enough and $`_gML_{\mathrm{loc}}^2(\mathrm{\Sigma })`$
    + $`=+\mathrm{}`$ and $`_gML^2(\mathrm{\Sigma })`$
    + $`\mathrm{\Sigma }`$ contains a cylindrically symmetric end with a positive total Gauss curvature

is sufficient to guarantee that

$$inf\sigma \left(\mathrm{\Delta }_D^\mathrm{\Omega }\right)<\kappa _1^2.$$

Consequently, if the surface $`\mathrm{\Sigma }`$ is not a plane but its curvatures vanish at infinity, then any of the conditions *(a)–(d)* is sufficient to guarantee that $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ has at least one eigenvalue of finite multiplicity below the threshold of its essential spectrum, *i.e.* $`\sigma _{\mathrm{disc}}\left(\mathrm{\Delta }_D^\mathrm{\Omega }\right)\mathrm{}`$.

Let us compare this theorem with the results obtained in . An improvement concerns the essential spectrum. While only a lower bound on the threshold was found in , here we shall use known results about the spectral threshold of complete surfaces in order to show that the essential spectrum starts just at $`\kappa _1^2`$. The conditions (a)–(d) are adopted from , however, we do not assume that $`\mathrm{\Sigma }`$ is of class $`C^3`$ in (b) and (c) of Theorem 1, which was required in  in order to give a meaning to $`_gM`$. Indeed, only the integrability conditions on the gradient are needed.

The most significant generalisation concerning all the results is that we have got rid of the strong assumption about the existence of a pole on $`\mathrm{\Sigma }`$. Actually, Theorem 1 involves quantum layers built over general surfaces without any additional hypotheses about the existence of a special global parameterisation, the number of ends, and other topological and geometrical restrictions.

An interesting new spectral result then follows from the observation that making the topology of $`\mathrm{\Sigma }`$ more complicated than that of the plane, one always achieves that the basic condition (a) is satisfied.

###### Corollary 1.

Under the assumptions of *Theorem 1*, one has $`inf\sigma (\mathrm{\Delta }_D^\mathrm{\Omega })<\kappa _1^2`$ whenever $`\mathrm{\Sigma }`$ is not conformally equivalent to the plane.

Indeed, the Cohn-Vossen inequality  yields

$$𝒦2\pi (22he),$$
(3)
where $`h`$ is the genus of $`\mathrm{\Sigma }`$, *i.e.* the number of handles, and $`e`$ is the number of ends. In particular, the condition (a) of Theorem 1 is always fulfilled whenever the surface is not simply connected.

###### Example 1.

Let $`\mathrm{\Sigma }`$ be the elliptic paraboloid. It is easy to check that it has curvatures vanishing at infinity and that the condition (c) of Theorem 1 is always fulfilled. On the other hand, it violates the condition (d) whenever it is not a paraboloid of revolution, and the condition (a) does not hold because the total Gauss curvature is always equal to $`2\pi `$. Attaching a handle to $`\mathrm{\Sigma }`$, the total curvature becomes equal to $`2\pi `$.

It was proved in  that any layer built over a cylindrically symmetric surface diffeomorphic to $`^2`$ had a spectrum below the energy $`\kappa _1^2`$. Since this class of reference surfaces may have a non-negative total Gauss curvature only, it gave an important alternative condition to (a) in the case $`𝒦>0`$. In Theorem 1, an interesting generalisation to  is introduced by virtue of the condition (d), where it is supposed now that only an unbounded subset of $`\mathrm{\Sigma }`$ admits a cylindrical symmetry at infinity (see Figure 4). This extension is possible due to the fact that the sequence of trial functions establishing the existence of spectrum below $`\kappa _1^2`$ for surfaces of revolution with $`𝒦>0`$ was “localised at infinity” (*i.e.*, for any compact set of $`\mathrm{\Omega }`$, there is an element from the sequence supported out of the compact). Consequently, it may be localised just at the end satisfying the condition (d) of Theorem 1. Since any deformation of a bounded part of $`\mathrm{\Omega }`$ does not affect this spectral result, we may consider more general regions than tubes (1). What is important is that such local deformations do not include only bends and protrusions which are traditionally a source of binding, but constrictions as well. Moreover, since such trial functions localised at different ends will be orthogonal as elements of $`L^2(\mathrm{\Omega })`$, we may produce an arbitrary number of bound states by attaching to $`\mathrm{\Omega }`$ a sufficient number of suitable outlets. Finally, since the essential spectrum is stable under compact deformation of $`\mathrm{\Omega }`$, we arrive at the following result.

###### Theorem 2.

Let $`\mathrm{\Omega }`$ be a layer *(1)* satisfying $`𝖧1`$, $`𝖧2`$ and the condition *(i)* of *Theorem 1*. Assume that the reference surface $`\mathrm{\Sigma }`$ contains $`N1`$ cylindrically symmetric ends, each of them having a positive total Gauss curvature. Let $`\mathrm{\Omega }^{}`$ be an unbounded region without boundary in $`^3`$ obtained by any compact deformation of $`\mathrm{\Omega }`$. Then

* $`inf\sigma _{\mathrm{ess}}\left(\mathrm{\Delta }_D^\mathrm{\Omega }^{}\right)=\kappa _1^2`$ ,
* there will be at least $`N`$ eigenvalues in $`(0,\kappa _1^2)`$, with the multiplicity taken into account.

###### Example 2.

Fix $`\theta (0,\frac{\pi }{2})`$ and consider the conical region $`\mathrm{\Omega }^{}`$ in $`^3`$ given by rotating the planar region (see Figure 5):

$$\left\{(x,y)^2\right|(x,y)\left((0,2a\mathrm{cot}\theta )\times (0,x\mathrm{tan}\theta ]\right)\left([2a\mathrm{cot}\theta ,\mathrm{})\times (0,2a)\right)\}$$

along the axis $`y=x\mathrm{tan}\theta `$ in $`^3`$. Note that $`\mathrm{\Omega }^{}`$ is not a layer (1) because of the singularity of the conical surface. Nevertheless, it may be considered as a compact deformation of the layer built over a smoothed cone whose total Gauss curvature is equal to $`2\pi (1\mathrm{sin}\theta )(0,2\pi )`$. Consequently, we know that $`\mathrm{\Delta }_D^\mathrm{\Omega }^{}`$ possesses at least one discrete eigenvalue below $`\kappa _1^2`$ due to Theorem 2. This is a non-trivial result for flat enough conical layers only, since using a trick analogous to that of  one can check that the cardinality of $`\sigma _{\mathrm{disc}}(\mathrm{\Delta }_D^\mathrm{\Omega }^{})`$ can exceed any fixed integer for $`\theta `$ small enough.

## III Preliminaries

Let $`\mathrm{\Sigma }`$ be a connected orientable surface of class $`C^2`$ embedded in $`^3`$. The orientation can be specified by the choice of a globally defined unit normal vector field, $`n:\mathrm{\Sigma }S^2`$, which is a function of class $`C^1`$. For any $`x\mathrm{\Sigma }`$, the Weingarten map

$$L_x:T_x\mathrm{\Sigma }T_x\mathrm{\Sigma }:\left\{\xi dn_x(\xi )\right\}$$
(4)
defines the principal curvatures $`k_\pm `$ of $`\mathrm{\Sigma }`$ as its eigenvalues with respect to the induced metric $`g`$. The Gauss curvature and the mean curvature are defined by $`K:=k_+k_{}`$ and $`M:=\frac{1}{2}(k_++k_{})`$, respectively, and are continuous functions on $`\mathrm{\Sigma }`$.

Put $`a>0`$. We define a layer $`\mathrm{\Omega }`$ of width $`2a`$ as the image of the mapping

$$:\mathrm{\Sigma }\times (a,a)^3:\left\{(x,u)x+un(x)\right\}.$$
(5)
Henceforth, we shall always assume $`𝖧2`$. Then $``$ induces a diffeomorphism and $`\mathrm{\Omega }`$ is a submanifold of $`^3`$ corresponding to the set of points squeezed between two parallel surfaces at the distance $`a`$ from $`\mathrm{\Sigma }`$ (see Figure 1), *i.e.*, if $`\mathrm{\Sigma }`$ does not have a boundary then the definition of $`\mathrm{\Omega }`$ via (5) and (1) are equivalent. We shall identify it with the Riemannian manifold $`\mathrm{\Sigma }\times (a,a)`$ endowed with the metric $`G`$ induced by the immersion (5). One has

$$G=g\left(I_xuL_x\right)^2+du^2\text{and}d\mathrm{\Omega }=\left(12Mu+Ku^2\right)d\mathrm{\Sigma }du,$$
(6)
where $`I_x`$ denotes the identity map on $`T_x\mathrm{\Sigma }`$ and $`d\mathrm{\Omega }`$ stands for the volume element of $`\mathrm{\Omega }`$. It is worth to notice that (6) together with $`𝖧2`$ yields that $`G`$ can be estimated by the surface metric,

$$C_{}g+du^2GC_+g+du^2,\text{where}C_\pm :=\left(1\pm a\rho _m^1\right)^2.$$
(7)
###### Remark 1.

Formally, it is possible to consider $`(\mathrm{\Sigma }\times (a,a),G)`$ as an abstract Riemannian manifold where only the surface $`\mathrm{\Sigma }`$ is embedded in $`^3`$. Then we do not need to assume the second part of $`𝖧2`$, *i.e.* “$`\mathrm{\Omega }`$ does not overlap”.

We denote by $`\mathrm{\Delta }_D^\mathrm{\Omega }`$, or simply $`\mathrm{\Delta }`$, the Dirichlet Laplacian on $`L^2(\mathrm{\Omega })`$. We shall consider it in a generalised sense as the operator associated with the Dirichlet form

$$Q(\psi ,\varphi ):=_\mathrm{\Omega }\psi ,\varphi 𝑑\mathrm{\Omega }\text{with}DomQ:=W_0^{1,2}(\mathrm{\Omega }),$$
(8)
Here $``$ is the gradient corresponding to the metric $`G`$ and $`,`$ denotes the inner product in the manifold $`\mathrm{\Omega }`$ induced by $`G`$; the associated norm will be denoted by $`||`$. Similarly, the inner product and the norm in the Hilbert space $`L^2(\mathrm{\Omega })`$ will be denoted by $`(,)`$ and $``$, respectively. We shall sometimes abuse the notation slightly by writing $`(,)_\mathrm{\Omega },𝑑\mathrm{\Omega }`$ and $`_\mathrm{\Omega }||d\mathrm{\Omega }`$ for vector fields. The subscript “$`g`$” will be used in order to distinguish similar objects associated to the surface $`\mathrm{\Sigma }`$.

Since the quadratic form $`Q`$ is densely defined, symmetric, positive and closed on its domain, the corresponding Laplacian $`\mathrm{\Delta }`$ is a positive self-adjoint operator. Denoting by $`(x^\mu )(x^1,x^2)`$ local coordinates for $`\mathrm{\Sigma }`$ and by $`G^{ij}`$ the coefficients of the inverse of $`G`$ in the coordinates $`(x^i)(x^\mu ,u)`$ for $`\mathrm{\Omega }`$, we can write

$$\mathrm{\Delta }=|G|^{\frac{1}{2}}_i|G|^{\frac{1}{2}}G^{ij}_j=|G|^{\frac{1}{2}}_\mu |G|^{\frac{1}{2}}G^{\mu \nu }_\nu _u^2+2M_u_u$$
(9)
in the form sense, where $`|G|:=detG`$ and

$$M_u:=\frac{MKu}{12Mu+Ku^2},$$
(10)
which is the mean curvature of the parallel surface $`(\mathrm{\Sigma }\times \{u\})`$.

The above definitions of $`\mathrm{\Omega }`$ and the corresponding Dirichlet Laplacian are valid for any orientable surface $`\mathrm{\Sigma }`$ of class $`C^2`$ provided $`𝖧2`$ (or its first part only in view of Remark 1) holds true. Nevertheless, since we are interested in the existence of discrete spectrum of $`\mathrm{\Delta }_D^\mathrm{\Omega }`$, and it always exists whenever $`\mathrm{\Omega }`$ is bounded, in the sequel we shall assume that

$`\mathrm{\Sigma }`$ is *complete* and *non-compact*.

It is easy to see that the spectrum of the planar layer $`\mathrm{\Omega }_0:=^2\times (a,a)`$ is purely continuous and coincides with the interval $`[\kappa _1^2,\mathrm{})`$, where the threshold is the first eigenvalue of the Dirichlet Laplacian on the transverse section, *i.e.* $`\kappa _1:=\pi /(2a)`$. In what follows we shall use the corresponding normalised eigenfunction given explicitly by

$$\chi _1(u):=\sqrt{\frac{1}{a}}\mathrm{cos}\kappa _1u.$$
(11)
Using the identities $`|u|=1`$ and $`\mathrm{\Delta }u=2M_u`$, we get

$$\mathrm{\Delta }\chi _1(u)=\mathrm{\hspace{0.17em}2}M_u\chi _1^{}(u)+\kappa _1^2\chi _1(u).$$
(12)
## IV Essential Spectrum

We shall localise the essential spectrum of $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ for *asymptotically planar* layers, *i.e.*, the curvatures of $`\mathrm{\Sigma }`$ vanish at infinity which we abbreviate by

$$K,M\stackrel{}{}0.$$
(13)
Recall that a function $`f`$, defined on a non-compact manifold $`\mathrm{\Sigma }`$, is said to vanish at infinity if

$$ϵ>0R_ϵ>0,x_ϵ\mathrm{\Sigma }x\mathrm{\Sigma }\overline{B(x_ϵ,R_ϵ)}:|f(x)|<ϵ,$$

where $`B(x_ϵ,R_ϵ)`$ denotes the open ball of centre $`x_ϵ`$ and radius $`R_ϵ`$. The property (13) is equivalent to the vanishing of the principal curvatures, *i.e.* $`k_\pm \stackrel{}{}0`$.

The proof of statement (i) of Theorem 1 is achieved in two steps. If the layer is asymptotically planar, then it was shown in  that the essential spectrum of $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ is bounded from below by $`\kappa _1^2`$ provided the surface possesses a pole. Here we adapt the proof (based on a Neumann bracketing argument) to the case of any complete surface with asymptotically vanishing curvatures. In the second part of this section, we establish the opposite bound on the threshold by means of a different method.

### IV.1 Lower Bound, $`inf\sigma _{\mathrm{ess}}(\mathrm{\Delta }_D^\mathrm{\Omega })\kappa _1^2`$

Fix an $`ϵ>0`$ and consider a precompact region $`B(x_ϵ,R_ϵ)`$ with $`C^1`$-smooth boundary such that

$$(x,u)\mathrm{\Omega }_{\mathrm{ext}}:(1aϵ)^212M(x)u+K(x)u^2(1+aϵ)^2,$$
(14)
where $`\mathrm{\Omega }_{\mathrm{ext}}:=\mathrm{\Omega }\overline{\mathrm{\Omega }}_{\mathrm{int}}`$ with $`\mathrm{\Omega }_{\mathrm{int}}:=\times (a,a)`$. Denote by $`\mathrm{\Delta }_N`$ the Laplacian $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ with a supplementary Neumann boundary condition on $`\times (a,a)`$, that is, the operator associated with the form $`Q_N:=Q_N^{\mathrm{int}}Q_N^{\mathrm{ext}}`$, where

$$Q_N^\omega (\psi ,\varphi ):=_{\mathrm{\Omega }_\omega }\psi ,\varphi 𝑑\mathrm{\Omega },DomQ_N^\omega :=\left\{\psi W^{1,2}(\mathrm{\Omega }_\omega )\right|\psi (,\pm a)=0\}$$

for $`\omega \{\mathrm{int},\mathrm{ext}\}`$. Since $`\mathrm{\Delta }_D^\mathrm{\Omega }\mathrm{\Delta }_N`$ and the spectrum of the operator associated to $`Q_N^{\mathrm{int}}`$ is purely discrete, *cf* \[12, Chap. 7\], the minimax principle gives the estimate

$$inf\sigma _{\mathrm{ess}}(\mathrm{\Delta }_D^\mathrm{\Omega })inf\sigma _{\mathrm{ess}}(\mathrm{\Delta }_N^{\mathrm{ext}})inf\sigma (\mathrm{\Delta }_N^{\mathrm{ext}}),$$

where $`\mathrm{\Delta }_N^{\mathrm{ext}}`$ denotes the operator associated to $`Q_N^{\mathrm{ext}}`$. Neglecting the non-negative “longitudinal” part of the Laplacian (*i.e.*, the first term at the r.h.s. of (9)) and using the estimates (14), we arrive easily at the following lower bound

$$\mathrm{\Delta }_N^{\mathrm{ext}}\left(\frac{1aϵ}{1+aϵ}\right)^2\kappa _1^2\text{in}L^2(\mathrm{\Omega }_{\mathrm{ext}}),$$

which holds in the form sense (see also proof of Theorem 4.1 in ). The claim then follows by the fact that $`ϵ`$ can be chosen arbitrarily small. ∎

### IV.2 Upper Bound, $`inf\sigma _{\mathrm{ess}}(\mathrm{\Delta }_D^\mathrm{\Omega })\kappa _1^2`$

It follows from  that if $`K\stackrel{}{}0`$ then the threshold of the (essential) spectrum of the Laplacian on $`\mathrm{\Sigma }`$, $`\mathrm{\Delta }_g`$, equals $`0`$. This is equivalent to the statement that for any $`\epsilon >0`$ there exists an infinite-dimensional subspace $`𝒟_gC_0^{\mathrm{}}(\mathrm{\Sigma })`$ such that

$$\phi 𝒟_g:_g\phi _g\epsilon \phi _g.$$
(15)
It is easy to see that the following identity holds true

$$\phi C_0^{\mathrm{}}(\mathrm{\Sigma }):\phi \chi _1^2=|\phi |\chi _1^2(\phi \chi _1,\phi \mathrm{\Delta }\chi _1).$$
(16)
Using the estimates (7) and (15), we have

$$|\phi |\chi _1^2(C_+/C_{}^{}{}_{}{}^{2})\epsilon ^2\phi \chi _1^2,$$

while the second term at the r.h.s. of (16) can be rewritten by means of (12) as follows

$$(\phi \mathrm{\Delta }\chi _1,\phi \chi _1)=\kappa _1^2\phi \chi _1^2+(\phi \chi _1^{},2M_u\phi \chi _1).$$

Integrating by parts w.r.t. $`u`$ in the second term at the r.h.s. of the last equality, we conclude from (16) that for any $`\epsilon >0`$ there exists $`𝒟:=𝒟_g\{\chi _1\}C_0^{\mathrm{}}(\mathrm{\Omega })`$ such that

$$\psi 𝒟:\psi ^2(\psi ,K_u\psi )(\kappa _1^2+(C_+/C_{}^{}{}_{}{}^{2})\epsilon ^2)\psi ^2,$$

where

$$K_u:=\frac{K}{12Mu+Ku^2}$$

is the Gauss curvature of the parallel surface $`(\mathrm{\Sigma }\times \{u\})`$. This proves that $`inf\sigma _{\mathrm{ess}}(\mathrm{\Delta }K_u)\kappa _1^2`$. Since $`K_u`$ vanishes at infinity by the assumption (13), *i.e.*, the operator $`K_u(\mathrm{\Delta }+1)^1`$ is compact in $`L^2(\mathrm{\Omega })`$, the same spectral result holds for the operator $`\mathrm{\Delta }`$. ∎

###### Remark 2.

Notice that only $`K\stackrel{}{}0`$ is needed in order to establish the upper bound.

## V Geometrically Induced Spectrum

It was shown in the precedent section that the threshold of the essential spectrum is stable under any deformation of the planar layer such that the deformed layer is still planar asymptotically in the sense of (13). The aim of this section is to prove the sufficient conditions (a)–(d) of the second part of Theorem 1, which guarantee the existence of spectrum below the energy $`\kappa _1^2`$. Since the spectral threshold of the planar layer is just $`\kappa _1^2`$, the spectrum below this value is induced by the curved geometry and it consists of discrete eigenvalues if the layer is asymptotically planar.

All the proofs here are based on the variational idea of finding a trial function $`\mathrm{\Psi }`$ from the form domain of $`\mathrm{\Delta }_D^\mathrm{\Omega }`$ such that

$$Q_1[\mathrm{\Psi }]:=Q[\mathrm{\Psi }]\kappa _1^2\mathrm{\Psi }^2<\mathrm{\hspace{0.17em}0}.$$
(17)
The important technical tool needed to establish the conditions (a)–(c) is the existence of appropriate mollifiers on $`\mathrm{\Sigma }`$ which is ensured by the following lemma.

###### Lemma 1.

Assume $`𝖧1`$. Then there exists a sequence $`\{\phi _n\}_n`$ of smooth functions with compact supports in $`\mathrm{\Sigma }`$ such that

1. $`n:0\phi _n1`$,
2. $`_g\phi _n_g\underset{n\mathrm{}}{\overset{}{}}0`$,
3. $`\phi _n\underset{n\mathrm{}}{\overset{}{}}1`$ uniformly on compacts of $`\mathrm{\Sigma }`$.

###### Proof.

If $`𝖧1`$ holds true then it follows from  that $`(\mathrm{\Sigma },g)`$ is conformally equivalent to a closed surface from which a finite number of points have been removed. However, the integral $`_g\phi _n_g`$ is a conformal invariant and it is easy to find a sequence having the required properties on the “pierced” closed surface. ∎

This sequence enables us to regularise a generalised trial function which would give formally a negative value of the functional (17), however, it is not integrable in $`L^2(\mathrm{\Sigma })`$. Since the trial functions used below are adopted from  and the proofs using different mollifiers of Lemma 1 requires just slight modifications, we will not go into great details in the proofs of conditions (a)–(c). The sufficient condition (d) does not use the mollifiers of Lemma 1. This condition is established by means of the fact that the sequence of trial functions employed in  for cylindrically symmetric layers was localised only at infinity of the layer.

### V.1  Condition (a)

Using the first transverse mode (11) as the generalised trial function, one gets

$$Q_1[\phi _n\chi _1]=|\phi _n|\chi _1^2+(\phi _n,K\phi _n)_g.$$

Since $`|\phi _n|`$ can be estimated by $`|_g\phi _n|_g`$ by means of (7), the first term at the r.h.s. tends to zero as $`n\mathrm{}`$ due to Lemma 1. The second one tends to the total Gauss curvature $`𝒦`$ because of Lemma 1 and the dominated convergence theorem. Hence, if $`𝒦<0`$, we can find a finite $`n_0`$ such that $`Q_1[\phi _{n_0}\chi _1]<0`$.

In the critical case, *i.e.* $`𝒦=0`$, one adds to $`\phi _n\chi _1`$ a small deformation term. Let $`\epsilon `$ be a real number, which will be specified later, and let $`j`$ be an infinitely smooth positive function on $`\mathrm{\Sigma }`$ with a compact support in a region where the mean curvature $`M`$ is non-zero and does not change sign. Defining $`\theta (x,u):=j(x)u\chi _1(u)`$, one can write

$$Q_1[\phi _n\chi _1+\epsilon \theta ]=Q_1[\phi _n\chi _1]+2\epsilon Q_1(\theta ,\phi _n\chi _1)+\epsilon ^2Q_1[\theta ].$$

Since $`𝒦=0`$, the first term at the r.h.s. of this identity tends to zero as $`n\mathrm{}`$. The shifted quadratic form in the second term can be written as a sum of three terms:

$$Q_1(\theta ,\phi _n\chi _1)=(\theta ,2M_u\phi _n\chi _1^{})+(\theta \chi _1,\phi _n)2(\theta \chi _1,\phi _n),$$

where the last two terms tend to zero as $`n\mathrm{}`$ by means of the Schwarz inequality, the estimates (7) and Lemma 1, while an explicit calculation gives that the first integral is equal to $`(j,M\phi _n)_g`$ which tends to a *non-zero* number $`(j,M)_g`$. Since $`\theta `$ does not depend on $`n`$, one gets

$$Q_1[\phi _n\chi _1+\epsilon \theta ]\underset{n\mathrm{}}{\overset{}{}}2\epsilon (j,M)_g+\epsilon ^2Q_1[\theta ],$$

which may be made negative by choosing $`\epsilon `$ sufficiently small and of an appropriate sign. ∎

### V.2  Conditions (b) and (c)

Here we use the trial function $`\psi _n(x,u):=(1+M(x)u)\phi _n(x)\chi _1(u)`$. Since

$`\psi _n(,u)`$ $`=`$ $`(1+Mu)(\phi _n)\chi _1(u)+(M)u\phi _n\chi _1(u)`$ (18)
$`+\left((1+Mu)\kappa _1\phi _n\chi _1^{}(u)+M\phi _n\chi _1(u)\right)u,`$
it is easy to see that $`\psi _nDomQ`$ provided $`_gML_{\mathrm{loc}}^2(\mathrm{\Sigma })`$. In this context and for further considerations, we recall that the curvatures $`K`$ and $`M`$ are uniformly bounded, *cf* $`𝖧2`$. One has

$`Q_1[\psi _n]`$ $``$ $`2\left(\left(1+aM_{\mathrm{}}\right)^2|\phi _n|\chi _1^2+a^2|M|\phi _n\chi _1^2\right)`$ (19)
$`+(\phi _n,(KM^2)\phi _n)_g+{\displaystyle \frac{\pi ^26}{12\kappa _1^2}}(\phi _n,KM^2\phi _n)_g.`$
The inequality giving the factor $`2`$ comes from the first line at the r.h.s. of (18) and is established by means of Minkovski’s inequality and evident estimates. The second line of (19) is the result of a direct calculation and concerns the terms of the second line of (18).

We start by checking the sufficient condition (c) of Theorem 1. If $`_gM`$ is $`L^2`$-integrable and $`𝖧1`$ holds true, then all the terms at the r.h.s. of (19) tend to finite values as $`n\mathrm{}`$, except for the first integral at the second line which tends to $`\mathrm{}`$ due to the assumption $`=+\mathrm{}`$. Hence we can find a finite $`n_0`$ such that $`Q_1[\psi _{n_0}]<0`$.

There are two observations which lead to the condition (b). Firstly, the integral containing $`KM^2`$ in (19) is always negative for any non-planar and non-compact surface, which can be seen by rewriting the difference of curvatures by means of the principal curvatures, *i.e.* $`KM^2=\frac{1}{4}(k_+k_{})^2`$. Secondly, the first term at the r.h.s. of (19) tends to zero as $`n\mathrm{}`$ because of (7) and Lemma 1, and the remaining ones vanish for $`n`$ fixed as $`a0`$. (For the latter we recall that $`\kappa _1^2`$ is proportional to $`a^2`$.) Hence we can find a sufficiently large $`n_0`$ such that the sum of the first term at the r.h.s. of (19) and the first integral at the second line of (19) is negative, and then choose the layer half-width $`a`$ so small that $`Q_1[\psi _{n_0}]<0`$. ∎

### V.3  Condition (d)

Let $`\mathrm{\Sigma }`$ contain a cylindrically symmetric end $`E`$ with a positive total Gauss curvature, $`𝒦_E>0`$.

Let us recall first the strategy employed in  to prove the existence of bound states in layers built over surfaces of revolution diffeomorphic to $`^2`$ with a positive total Gauss curvature, *i.e.* $`E=\mathrm{\Sigma }`$. The essential ingredient is supplied by an information about the behaviour of the mean curvature $`M`$ at infinity. In particular, if $`𝒦>0`$, then $`|M|(detg)^{\frac{1}{2}}`$ is bounded but does not vanish at infinity of $`\mathrm{\Sigma }`$ and neither $`M`$ nor $`M^2`$ are integrable in $`L^1(\mathrm{\Sigma })`$. On the other hand, the Gauss curvature is supposed to be integrable, *cf* $`𝖧1`$. Constructing an appropriate family of trial functions $`\{\mathrm{\Psi }_n\}_n`$ that is localised at infinity (*i.e.*, $`\text{compact}\mathrm{\Omega }_\mathrm{c}\mathrm{\Omega }n:supp\mathrm{\Psi }_n\mathrm{\Omega }_\mathrm{c}=\mathrm{}`$) one succeeds to eliminate the contribution of the Gauss curvature and, at the same time, to ensure that $`Q_1[\mathrm{\Psi }_n]`$ remains negative as $`n\mathrm{}`$. We refer to the proof of Theorem 6.1 in  for more details and an explicit form of $`\{\mathrm{\Psi }_n\}_n`$.

The fact that the family of trial functions was localised at infinity makes it possible to extend the proof to our more general situation. If $`E\mathrm{\Sigma }`$, we construct from $`E`$ a new cylindrically symmetric surface $`E^{}`$ diffeomorphic to $`^2`$ by attaching smoothly to it a cylindrically symmetric *cap*, *i.e.*, a simply connected surface with a compact boundary (see Figure 6). Since the attached surface is cylindrically symmetric and simply connected, its total Gauss curvature cannot be negative, which can be seen by the Gauss-Bonnet theorem and a natural parameterisation, *cf* \[1, Sec. 6\]. Consequently, the total Gauss curvature of $`E^{}`$ will not be less than the value $`𝒦_E`$. Since the latter is positive by assumption, the mean curvature of $`E^{}`$ behaves at infinity like required for the use of $`\{\mathrm{\Psi }_n\}_n`$, which proves the existence of spectrum below $`\kappa _1^2`$ for the layer about $`E^{}`$. However, the identical asymptotic behaviour holds for the mean curvature of $`E`$ as well. Hence, in order to establish the desired spectral result for the initial $`\mathrm{\Omega }`$, it is sufficient to construct the sequence $`\{\mathrm{\Psi }_n\}_n`$ only at the infinity of the cylindrically symmetric layer built over the end $`E`$. ∎

## VI Concluding Remarks

The main interest of this paper was the Dirichlet Laplacian, $`\mathrm{\Delta }_D^\mathrm{\Omega }`$, in the layer region $`\mathrm{\Omega }`$ defined as a tubular neighbourhood of a complete non-compact surface embedded in $`^3`$. Using an intrinsic approach to the geometry of $`\mathrm{\Omega }`$, the conditions of the original paper , sufficient to guarantee the existence of bound states below the essential spectrum of $`\mathrm{\Delta }_D^\mathrm{\Omega }`$, were significantly extended to layers built over general surfaces without any strong topological restrictions; see Theorem 1 for the summary of the main results.

An important open problem is to decide whether the discrete spectrum exists also for layers over surfaces with $`𝒦>0`$ such that none of the conditions (b)–(d) of Theorem 1 is satisfied. (We remind that, due to Corollary 1, it concerns surfaces diffeomorphic to $`^2`$ only.) In view of the condition (c), it would be very desirable to prove the following conjecture

$$𝒦>0=+\mathrm{}.$$
(20)
Taking into account the definition of $`K`$ and $`M`$ by means of the principal curvatures, it may seem that there is no reason to expect this property. However, the principal curvatures cannot be regarded as arbitrary functions because the first and second fundamental forms of $`\mathrm{\Sigma }`$ have to satisfy some integrability conditions (the Gauss and Codazzi-Mainardi equations). Note that we have proved the conjecture (20) for cylindrically symmetric surfaces in .

Finally, interesting spectral results are expected if the ambient space $`^3`$ is replaced by an Euclidean space of higher dimension (more complicated normal bundle of $`\mathrm{\Sigma }`$) or even by a general Riemannian manifold (non-trivial structure of the ambient curvature tensor).

## Acknowledgments

The authors wish to thank Pierre Duclos for useful discussions. The work has been partially supported by the “ACI” programme of the French Ministry of Research and GA AS CR grant IAA 1048101.


text:
# Nonlinear corrections to the DGLAP equations; looking for the saturation limits11footnote 1 Contribution to CERN Yellow Report on Hard Probes in Heavy Ion Collisions at the LHC.

## 1 Introduction

Parton distribution functions (PDF) of the free proton, $`f_i(x,Q^2)`$, are needed for the calculation of the cross sections of hard processes in hadronic collisions. Once they are determined at certain initial scale $`Q_0^2`$, the DGLAP equations  describe well their scale evolution at large scales. Based on the global fits to the available data several different parametrizations of PDF have been obtained . The older PDF sets do not describe adequately the recent HERA data  on the structure function $`F_2`$ at the perturbative scales $`Q^2`$ at small $`x`$. In the analysis of newer PDF sets, such as CTEQ6  and MRST2001 , these data have been taken into account. However, difficulties arise when fitting both small and large scale data simultaneously. In the MRST set, the entire H1 data set  has been used in the analysis, leading to a good average fit at all scales, but at the expense of allowing for a negative NLO gluon distribution at small $`x`$ and $`Q^2\stackrel{<}{_{}}\mathrm{\hspace{0.17em}1}`$ GeV2. In the CTEQ6 set only the large scale ($`Q^2>4`$ GeV2) data have been included, giving a good fit at large $`Q^2`$, but leaving the fit at small-$`x`$ and small $`Q^2`$ ($`Q^2<4`$ GeV2) region worse. Moreover, the gluon distribution at the values of small $`x`$ and $`Q^2\stackrel{<}{_{}}\mathrm{\hspace{0.17em}1.69}`$ GeV2 has been set to zero.

These problems are interesting as they can be signs of a new QCD phenomenon: at small values of momentum fraction $`x`$ and scales $`Q^2`$, gluon recombination terms, which lead to nonlinear corrections to the evolution equations, can become significant. First of these nonlinear terms have been calculated by Gribov, Levin and Ryskin , and, Mueller and Qiu . In the following these correction terms shall be referred to as GLRMQ terms for short. With the modifications, the evolution equations become

$`{\displaystyle \frac{xg(x,Q^2)}{\mathrm{log}Q^2}}`$ $`=`$ $`{\displaystyle \frac{xg(x,Q^2)}{\mathrm{log}Q^2}}|_{\mathrm{DGLAP}}{\displaystyle \frac{9\pi }{2}}{\displaystyle \frac{\alpha _s^2}{Q^2}}{\displaystyle _x^1}{\displaystyle \frac{dy}{y}}y^2G^{(2)}(y,Q^2),`$ (1)
$`{\displaystyle \frac{x\overline{q}(x,Q^2)}{\mathrm{log}Q^2}}`$ $`=`$ $`{\displaystyle \frac{x\overline{q}(x,Q^2)}{\mathrm{log}Q^2}}|_{\mathrm{DGLAP}}{\displaystyle \frac{3\pi }{20}}{\displaystyle \frac{\alpha _s^2}{Q^2}}x^2G^{(2)}(x,Q^2)+\mathrm{}G_{\mathrm{HT}},`$ (2)
where the two-gluon density can be modelled as $`x^2G^{(2)}(x,Q^2)=\frac{1}{\pi R^2}[xg(x,Q^2)]^2,`$ with the radius of the proton $`R=1`$ fm. The higher dimensional gluon term $`G_{\mathrm{HT}}`$  is here assumed to be zero. The effects of the nonlinear corrections to the DGLAP evolution of the PDF of the free proton were studied in  in view of the recent H1 data; the results are discussed below.

## 2 The analysis

The goal of the analysis in  was (1) to possibly improve the (LO) fit of the calculated $`F_2(x,Q^2)`$ to the H1 data  at small $`Q^2`$, while (2) at the same time maintain the good fit at large $`Q^2`$, and finally (3) to study the interdependence between the initial distributions and the evolution.

In CTEQ6L a good fit to the H1 data is obtained (see Fig. 1) with a flat small-$`x`$ gluon distribution at $`Q^21.4`$ GeV2. As can be seen from Eqs. (1-2), the GLRMQ corrections slow down the scale evolution. Now one may ask whether the H1 data can be reproduced equally well with different initial conditions (i.e. assuming larger initial gluon distributions) and the GLRMQ corrections included in the evolution. This question has been studied in  by generating three new sets of initial distributions using DGLAP + GLRMQ evolved CTEQ5  and CTEQ6 distributions as guidelines. The initial scale was chosen to be $`Q_0^2=1.4`$ GeV2, slightly below the smallest scale of the data points. The modified distributions at $`Q_0^2`$ were constructed piecewise from CTEQ5L and CTEQ6L distributions evolved down from $`Q^2`$ = 3 and 10 GeV2 (CTEQ5L) and $`Q^2`$ = 5 GeV2 (CTEQ6L). A power law form was used in the small-$`x`$ region to tune the initial distributions until a good agreement with the H1 data was found.

The difference between the three sets in  is that in set 1 there is still a nonzero charm distribution at $`Q_0^2=1.4`$ GeV2, which is slightly below the charm mass treshold, taken to be $`m_c=1.3`$ GeV in CTEQ6. In sets 2 the charm distribution has been removed at the initial scale and the resulting deficit in $`F_2`$ has been compensated by slightly increasing the other sea quarks at small $`x`$. Moreover, the effect of the charm was studied by using different mass tresholds: $`m_\mathrm{c}=1.3`$ GeV in set 2a whereas in set 2b it is $`m_\mathrm{c}=\sqrt{1.4}`$ GeV, i.e. charm begins to evolve immediately from the initial scale.

The results from the DGLAP+GLRMQ evolution with the new initial distributions are shown in Figs. 1. The left panel shows the comparison between the H1 data and the (LO) structure function $`F_2(x,Q^2)=_ie_i^2x[q_i(x,Q^2)+\overline{q}_i(x,Q^2)]`$ calculated from set 1 (solid lines), set 2a (double dashed) and the CTEQ6L parametrization (dotted-dashed lines). As can be seen, the results are very similar, which shows that with modified initial conditions and DGLAP+GLRMQ evolution, one obtains as good or even a better fit to the HERA data ($`\chi /N=1.13`$, 1.17, 0.88 for the sets 1, 2a, 2b, correspondingly) as with the CTEQ6L distributions ($`\chi /N=1.32`$).

The evolution of the gluon distribution functions in the DGLAP+GLRMQ and DGLAP cases is illustrated more explicitly in the right panel of Fig. 1, in which the absolute distributions for fixed $`x`$ are plotted as a function of $`Q^2`$ for set 1 and for CTEQ6L. The figure shows how the differences which are large at initial scale vanish during the evolution due to the GLRMQ effects. At scales $`Q^2\stackrel{>}{_{}}\mathrm{\hspace{0.17em}4}`$ GeV2 the GLRMQ corrections fade out rapidly and the DGLAP terms dominate the evolution.

## 3 Saturation

The DGLAP+GLRMQ approach also offers a way to study the gluon saturation limits. For each $`x`$ in the small-$`x`$ region, the saturation scale $`Q_{\mathrm{sat}}^2`$ can be defined as the value of the scale $`Q^2`$ where the DGLAP and GLRMQ terms in the nonlinear evolution equation become equal, $`\frac{xg(x,Q^2)}{\mathrm{log}Q^2}|_{Q^2=Q_{\mathrm{sat}}^2(x)}=0`$. The region of applicability of the DGLAP+GLRMQ is at $`Q^2>Q_{\mathrm{sat}}^2(x)`$ where the linear DGLAP part dominates the evolution. In the saturation region, at $`Q^2<Q_{\mathrm{sat}}^2(x)`$, the GLRMQ terms dominate, and all nonlinear terms become important.

In order to find the saturation scales $`Q_{\mathrm{sat}}^2(x)`$ for the free proton, the obtained initial distributions (set 1) at $`Q_0^2=1.4`$ GeV2 have to be evolved downwards in scale using the DGLAP+GLRMQ equations. As discussed in , since only the first correction term has been taken into account, the gluon distribution near the saturation region should be considered as an upper limit. Consequently, the obtained saturation scale is an upper limit as well. The result is shown in Fig. 2 (asterisks). The saturation line for the free proton from the geometric saturation model by Golec-Biernat and Wüsthoff (G-BW)  is also plotted (dashed line) for comparison. It is interesting to note that although the DGLAP+GLRMQ and G-BW approaches are very different, the slopes of the curves are very similar at the smallest values of $`x`$.

Saturation scales for nuclei can also be determined in a similar manner. For a nucleus $`A`$, the two-gluon density can be modelled as $`x^2G^{(2)}(x,Q^2)=\frac{A}{\pi R_A^2}[xg(x,Q^2)]^2`$, i.e. the effect of the correction is enhanced by a factor of $`A^{1/3}`$. Now a first estimate for the saturation limit can be obtained by starting the downwards evolution at high enough scales, $`Q^2=100\mathrm{}200`$ GeV2, where the GLRMQ terms are negligible. The result, which similarly to the proton case is an upper limit, is shown for Pb in Fig. 2 (dots). The effect of the nuclear modifications was also studied by applying the EKS98  parametrization at the high starting scale. As a result, the saturation scales $`Q_{\mathrm{sat}}^2(x)`$ are somewhat reduced, as shown in Fig. 2 (crosses). The saturation limit obtained for a Pb nucleus by Armesto in a Glauberized geometric saturation model  is shown (dotted-dashed) for comparison. Again, despite of the differences between the approaches, the slopes of the curves are strikingly similar.

For further studies and for more accurate estimates of $`Q_{\mathrm{sat}}^2(x)`$ in the DGLAP+GLRMQ approach, a full global fit analysis for the nuclear parton distribution functions should be performed, along the same lines as in EKRS  and in HKM .

Acknowledgements. We thank N. Armesto, P.V. Ruuskanen, I. Vitev and other participants of the CERN Hard Probes workshop for discussions. We are grateful for the Academy of Finland, Project 50338, for financial support. J.W.Q. is supported in part by the United States Department of Energy under Grant No. DE-FG02-87ER40371. C.A.S. is supported by a Marie Curie Fellowship of the European Community programme TMR (Training and Mobility of Researchers), under the contract number HPMF-CT-2000-01025.


text:
# On a generalized gravitational Aharonov-Bohm effect

1.Departamento de Física, Universidade Federal da Paraíba,

Caixa Postal 5008, João Pessoa, Pb, Brazil.

2.Departamento de Física, Universidade Estadual da Paraíba,

Av. Juvêncio Arruda S/N, Campina Grande, Pb, Brazil.


text:
# Burgers’ equation in non-commutative space-time

## 1 Introduction

In the last decades the idea of a noncommutative field theory have received a great interest in the context of the string theory , in connection with the Noncommutative Geometry, created by A. Connes and many others , . It has been applied to the Standard model in the unified field theory  gravity theory  and the quantum Hall systems. In this context several attempts to extend the completely integrable, or solitonic, classical field theories to non commutative spaces have appeared . In the last case the basic idea is to include into the characterizing structures of the completely integrable systems ( the bicomplex, or in a more traditional way, the Lax pair) the non commutative nature of the space-time. Then, single soliton - like solutions for the noncommutative analogs of the Nonlinear Schrödinger and Korteweg-de Vries equations (NLS and KdV, respectively) were presented, in terms of power expansion in the deformation parameter $`\theta `$. However, the actual problem constructing of two and higher soliton solutions and studying the corresponding dynamics is faced with difficulties. In the present paper we introduce the noncommutative version of the Burger’s equation, which is linearizable via the \*-analog of Cole - Hopf transformation, and construct two-shockes soliton solution in terms of q-deformed binomial series. This allows us to analytically deal with the two shocks fusion process into a final one solitonic object.

## 2 The $``$ \- product

The Moyal $``$-product is an associative and non commutative deformation of the ordinary product between two functions $`f(x_1,x_2)`$, $`g(x_1,x_2)`$ $`C^{\mathrm{}}`$ on $`R^2`$

$$\begin{array}{ccc}& & (fg)(𝐱)=e^{\theta (_1_2^{}_2_1^{})}f(x_1,x_2)g(x_1^{},x_2^{})|_{𝐱=𝐱^{}}\hfill \\ & & =_{n=0}^{\mathrm{}}\frac{\theta ^n}{n!}_{k=0}^n(1)^k\left(\begin{array}{c}n\\ k\end{array}\right)(_1^{nk}_2^kf)(_1^k_2^{nk}g),\hfill \end{array}$$
(1)
where $`𝐱=(x_1,x_2)R^2`$. The parameter $`\theta `$ is assumed to be purely immaginary, but for our aims, we consider also the analytic continuations to the real $`\theta `$. It is known that the convergence of the series in (1) requires that the product be defined in a space of rapidly decaying functions (usually of Schwartz type) on the plane. With such a definition one easily sees that $`lim_{\theta 0}fg=fg`$. If (1) converges also for real values of $`\theta `$ the resulting function is real, but in general is not rapidly decaying, thus one needs some care to deal with. Moreover, if the series (1) converges, one can use the integral representation

$$fg\left(\stackrel{}{𝐱}\right)=\frac{1}{\left(\pi \theta \right)^2}d^2x^{}d^2x^{^{\prime \prime }}f\left(\stackrel{}{𝐱}^{}\right)g\left(\stackrel{}{𝐱}^{\prime \prime }\right)e^{\frac{1}{\theta }\left(\stackrel{}{𝐱}^{}\stackrel{}{𝐱}\right)\times \left(\stackrel{}{𝐱}^{\prime \prime }\stackrel{}{𝐱}\right)}.$$
(2)
The basic example of $``$-product is between expontials:

$$e^{𝐤𝐱}e^{𝐤^{}𝐱}=e^{\theta 𝐤\times 𝐤^{}}e^{\left(𝐤+𝐤^{}\right)x}.$$
(3)
The $``$-product of two gaussian functions provides again an exponential with quadratic argument, but its coefficient and the amplitude in front of the $`exp`$ are depending from $`\left(1ab\theta ^2\right)^1`$. Thus, one sees that for $`\theta `$ immaginary the $``$-product spreads the packets, while for arbitrary real values the resulting function can be unbounded.

The $``$\- product enables us to define the Moyal Brackets as $`\{f,g\}_\theta \left(fggf\right)/(2\theta )`$, which realize a deformation of the Poisson brackets, in the sense that they provide a Lie algebra on the functions of phase space $`(x_1,x_2)`$ and the relation $`lim_{\theta 0}\{f,g\}_\theta =\{f,g\}_{Poisson}`$ holds.

Since the $``$-product involves exponentials of the derivative operators, it may be evaluated through

$$(fg)(𝐱)=f(\widehat{x}_1,\widehat{x}_2)g(𝐱),$$
(4)
where the uncertainty relation holds for the position operators

$$\widehat{x}_i=x_i+\theta ϵ_{ij}_j,[\widehat{x}_1,\widehat{x}_2]=2\theta .$$
(5)
Thus, the algebra of function on $`𝐑^\mathrm{𝟐}`$ endowed with the $``$-product is describing the noncommutative plane.

## 3 Noncommutative Burgers’ equation

### 3.1 The linear problem

In the noncommutative space-time ($`x_1=t`$, $`x_2=x`$) plane we consider the linear problem

$$\chi _x=U\chi ,\chi _t=V\chi ,$$
(6)
with the noncommutative Abelian connections

$$U=\frac{1}{2\nu }u,V=\frac{1}{2\nu }(\nu u_x\frac{1}{2}uu).$$
(7)
The translations operators $`_t`$ and $`_x`$ are derivations w.r.t. the $``$-product. Then, the integrablility of (6) is assured by the usual equality of the mixed derivatives. Consequently, the zero curvature equation in Moyal form

$$U_tV_x+UVVU=U_tV_x+2\theta \{U,V\}_\theta =0,$$
(8)
provides the Noncommutative Burgers’ (NB) equation

$$u_t+u_xu=\nu u_{xx}.$$
(9)
The above noncommutative flat connection representation shows the relevance of our model for the BF topological field theory and noncommutative low dimensional gauge theory of gravity.

Given a solution $`\chi `$ of this problem, we define first the $``$-inverse function $`{}_{}{}^{}\chi _{}^{1}`$:

$$\chi _{}\chi ^1=1,$$
(10)
possessing properties: a) $`{}_{}{}^{}\chi _{}^{1}=\chi _{}^1`$, b) $`(_{}\chi ^1)_x=_{}\chi ^1\chi _{}\chi ^1`$. In general the $``$-inverse, if it exists, is not unique. But, since we are going to deal with exponentials and finite sums of exponentials, the relation (3) assures existence and uniqueness. Then, inverting the first of Eqs.(6) we get the $``$-analog of the Cole-Hopf transformation

$$u=(2\nu )\chi _x_{}\chi ^1$$
(11)
relating a solution of the heat equation

$$\chi _t=\nu \chi _{xx},$$
(12)
to a solution of the NB equation. Furthermore, putting $`{}_{}{}^{}\chi _{}^{1}v`$, we have another noncommutative nonlinear heat equation

$$v_t+2\nu v_x_{}v^1v_x=\nu v_{xx}.$$
(13)
### 3.2 Noncommutative shock soliton

Now we consider particular solutions of the heat equation (12) in the exponential form $`e^{\eta _j}`$, $`\eta _j=\omega _jt+k_jx+\eta _j^{(0)}`$, $`\omega _j=\nu k_j^2`$, and their superpositions, generating by transformation (11) exact solutions of the NB (9). Again from (3) we get

$$e^{\eta _i}e^{\eta _j}=e^{\theta \mathrm{\Delta }_{ij}}e^{\eta _i+\eta _j}=e^{2\theta \mathrm{\Delta }_{ij}}e^{\eta _j}e^{\eta _i},$$
(14)
where $`\mathrm{\Delta }_{ij}=\mathrm{\Delta }_{ji}=\omega _ik_j\omega _jk_i=\nu k_ik_j(k_ik_j)`$.

For $`\chi =e^{\eta _1}`$, the $``$-inverse function is simply $`{}_{}{}^{}\chi _{}^{1}=e^{\eta _1}`$, and from Eq. (11) we obtain the constant valued solution of Eq.(9): $`u(t,x)=(2\nu )k_1`$.

Taking a superposition of two exponential solutions $`\chi =e^{\eta _1}+e^{\eta _2}`$ , first we look for the $``$-inverse as a power series $`{}_{}{}^{}\chi _{}^{1}=_{n=0}^{\mathrm{}}ϵ_ne^{\mathrm{\Omega }_nt+P_nx+C_n}`$. Equation (10) allows to find $`ϵ_n=(1)^n`$, $`\mathrm{\Omega }_n=\omega _1+n(\omega _2\omega _1)`$, $`P_n=k_1+n(k_2k_1)`$, $`C_n=\eta _1^{(0)}+n(\eta _2^{(0)}\eta _1^{(0)})`$. This series is convergent in the two regions $`e^{\eta _{21}^{}}<1`$ and $`e^{\eta _{12}^{}}<1`$, where $`\eta _{ij}^{}\eta _i\eta _j`$. Combining together the results, for $`e^{\eta _{12}^{}}1`$ we find that the $``$-inverse is

$${}_{}{}^{}\chi _{}^{1}=\frac{1}{e^{\eta _1}+e^{\eta _2}}.$$
(15)
By the Cole-Hopf type transformation (11) we are able to find the 1-shock soliton of the NB equation

$$u(t,x)=(2\nu )\left[k_1+\frac{k_2k_1}{1+e^{\eta _{12}^{}\theta \mathrm{\Delta }_{12}}}\right],$$
(16)
with amplitude $`k_2k_1`$ and velocity $`v_{12}=\nu (k_1+k_2)`$. In this case the noncommutativity influences the initial position of the single soliton $`x_0^\theta =x_0+\theta \nu k_1k_2,`$ so that $`lim_{\theta 0}x_0^\theta x_0`$.

### 3.3 Two soliton solution

Now, let us take as solution of the heat equation (12) $`\chi =e^{\eta _1}+e^{\eta _2}+e^{\eta _3}`$. For the power series expansion of its $``$-inverse we needs to divide the space-time plane on three regions and represent it in different ways in that regions. Specifically, as $`{}_{}{}^{}\chi _{}^{1}=e^{\eta _1}_{ij}a_{ij}e^{i\eta _{21}^{}+j\eta _{31}^{}}`$ in $`D_1=\{(x,t):\eta _{21}^{}<0,\eta _{31}^{}<0\}`$, as $`{}_{}{}^{}\chi _{}^{1}=e^{\eta _2}_{ij}a_{ij}e^{i\eta _{12}^{}+j\eta _{32}^{}}`$ in the region $`D_2=\{(x,t):\eta _{12}^{}<0,\eta _{32}^{}<0\}`$ and, finally, in region $`D_3=\{(x,t):\eta _{13}^{}<0,\eta _{23}^{}<0\}`$ we look for $`{}_{}{}^{}\chi _{}^{1}=e^{\eta _3}_{ij}a_{ij}e^{i\eta _{13}^{}+j\eta _{23}^{}}`$. Substituting these expessions into the Eq.(10), we obtain that $`a_{ij}=(1)^{i+j}b_{ij}`$, where coefficients $`b_{ij}`$ satisfy the recurrence relations

$$b_{ij}=b_{i1j}e^{j\theta \mathrm{\Delta }}+b_{ij1}e^{i\theta \mathrm{\Delta }},$$
(17)
and $`\mathrm{\Delta }\mathrm{\Delta }_{12}+\mathrm{\Delta }_{23}+\mathrm{\Delta }_{31}`$.

### 3.4 The q-deformed Pascal-Tartaglia triangle

The coefficients in (17) can be generated by the q- deformed version of Pascal-Tartaglia triangle

$$\begin{array}{ccccccccccc}& & & & & b_{00}& & & & & \\ \\ & & & & & & & \\ \\ & & & b_{10}& & & & b_{01}& & \\ & & & & e^\alpha & & e^\alpha & & & \\ \\ & b_{20}& & & & b_{11}& & & & b_{02}& \\ & & e^{2\alpha }& & e^\alpha & & e^\alpha & & e^{2\alpha }& & \\ & \mathrm{}& & & & \mathrm{}& & & & \mathrm{}& \end{array}$$

where $`\alpha =\theta \mathrm{\Delta }`$, $`q=e^\alpha =e^{\theta \mathrm{\Delta }}`$. Thus the $`b_{n,k}`$ are given by the q- Binomial Coefficients

$$\left(\begin{array}{c}n\\ k\end{array}\right)_\alpha =\frac{[n]!}{[k]![nk]!},$$
(18)
constructed from q-numbers $`[n]_\alpha =\mathrm{sinh}n\alpha `$ and the corresponding q-factorials $`[n]!=[1][2]\mathrm{}[n]`$. We would like to notice that ”canonical” q-numbers of the form $`[n]=\mathrm{sinh}n\alpha /\alpha `$ produce the same q- Binomial coefficients.

Now, we define the generating function (GF) for these coefficients as

$$G_\alpha (x,y)=\underset{ij}{}(1)^{i+j}\left(\begin{array}{c}i+j\\ j\end{array}\right)_\alpha x^iy^j.$$
(19)
For $`\theta =0`$ ($`\alpha =0`$), it reduces to the GF of the ordinary binomial coefficients $`G_0(x,y)=\left[1+(x+y)\right]^1`$ In terms of GF (19) we are able to get the formal power series expression for the $``$-inverse of $`\chi `$ as

$${}_{}{}^{}\chi _{}^{1}=\{\begin{array}{cc}e^{\eta _1}G_\alpha (e^{\eta _{21}^{}},e^{\eta _{31}^{}})\mathrm{in}D_1,\hfill & \\ & \\ e^{\eta _2}G_\alpha (e^{\eta _{12}^{}},e^{\eta _{32}^{}})\mathrm{in}D_2,\hfill & \\ & \\ e^{\eta _3}G_\alpha (e^{\eta _{13}^{}},e^{\eta _{23}^{}})\mathrm{in}D_3.\hfill & \end{array}$$
(20)
By the $``$\- Cole-Hopf type transformation (11), it gives the 2-soliton solution of the NB equation (9), expressed in power series in the region $`D_i`$,$`(i=1,2,3)`$ by

$$u_i(t,x)=\underset{j=1,k<li}{\overset{3}{}}a_je^{\eta _{ji}^{}+\theta \mathrm{\Delta }_{ij}}G_\alpha (e^{\eta _{ki}^{}+\theta \left(\mathrm{\Delta }_{ik}+ϵ_{ijk}\mathrm{\Delta }\right)},e^{\eta _{li}^{}+\theta \left(\mathrm{\Delta }_{ik}+ϵ_{ijl}\mathrm{\Delta }\right)})$$
(21)
where we have used the following parametrization: $`\eta _{ij}^{}\eta _i\eta _j=((a_ia_j)/2\nu )[xv_{ij}tx_{0}^{}{}_{ij}{}^{}]=k_{ij}^{}\xi _{ij}`$, $`v_{ij}=(a_i+a_j)/2`$, $`x_{0}^{}{}_{ij}{}^{}=(2\nu /(a_ia_j))(\eta _i^{(0)}\eta _j^{(0)})`$. Then, for $`a_3>a_2>a_1`$ we have $`k_{12}^{}>0,k_{13}^{}>0,k_{23}^{}>0`$ and $`v_{23}>v_{13}>v_{12}`$ for the velocities. Such velocities determine the motion in $`(x,t)`$ plane with the boundary lines defining the domains $`D_1`$, $`D_2`$ and $`D_3`$, respectively. In the asymptotic region of these domains one of the arguments of GF (19) vanishes, so that GF reduces to $`G_\alpha (0,y)=G_\alpha (y,0)=\left(1+y\right)^1`$ , for $`y<1`$. Then, we find that for any fixed time $`t_0`$ the solution decays exponentially at infinities

$$u(t_0,x)=\{\begin{array}{cc}a_3,x\mathrm{}\hfill & \\ a_1,x+\mathrm{}\hfill & \end{array}.$$
(22)
On the other hand, one can study the asymptotic behaviour of the solution in each of the moving frame of relative velocity $`v_{ij}`$ above defined. We summarize in the following table the relative velocity, the limiting points and the asymptotic behaviour of the solution

$$\begin{array}{ccc}v_{12},x\mathrm{},t\mathrm{};& v_{23},x\mathrm{},t\mathrm{};& v_{13},x+\mathrm{},t+\mathrm{},\\ u\frac{a_1+a_2e^{\eta _{21}^{}+\theta \mathrm{\Delta }_{12}}}{1+e^{\eta _{21}^{}+\theta \mathrm{\Delta }_{12}}},& u\frac{a_2+a_3e^{\eta _{32}^{}+\theta \mathrm{\Delta }_{23}}}{1+e^{\eta _{32}^{}+\theta \mathrm{\Delta }_{23}}},& u\frac{a_1+a_3e^{\eta _{31}^{}+\theta \mathrm{\Delta }_{13}}}{1+e^{\eta _{31}^{}+\theta \mathrm{\Delta }_{13}}}.\end{array}$$

Then, it shows that the solution describes a fusion of two isolated shock solitons, moving with velocities $`v_{12}`$ and $`v_{23}`$, into the final one soliton, possessing velocity $`v_{13}`$. The qualitative picture of this soliton interaction is similar to the commutative case. But the ”central” positions of these solitons are modified, according to the expression $`x_{0}^{\theta }{}_{ij}{}^{}=\frac{2\nu }{a_ia_j}(\eta _i^{(0)}\eta _j^{(0)}\theta \mathrm{\Delta }_{ij})`$. Thus, we have the relation

$$A_{12}x_{0}^{\theta }{}_{12}{}^{}+A_{23}x_{0}^{\theta }{}_{23}{}^{}2\nu \theta \mathrm{\Delta }=A_{13}x_{0}^{\theta }{}_{13}{}^{},$$
(23)
which connects the positions $`x_{0}^{\theta }{}_{ij}{}^{}`$ and the amplitudes $`A_{ij}(a_ia_j)`$ of initial and final solitons. This formula determines the position of the ”center of mass” of the final soliton, which results to contain the $`\theta `$ dependent shift

$$2\nu \frac{\theta \mathrm{\Delta }}{A_{12}+A_{23}},$$
(24)
with respect to the commutative ($`\theta =0`$) case. Moreover, this shift is independent on the initial positions of the colliding solitons.

## 4 Conclusions

In this work on the Burger’s equation in noncommutative space-time we have shown how the noncommutativity affects one of the main feature of the soliton interaction behaviour, i.e. the shift in position of the final states. In the case of two interacting shocks Eq. (24) provides an explicit algebraic expression of that quantity in the case of the process of fusion of two shocks, linearly dependent on the deformation parameter $`\theta `$. The last result can be considered as a test distinguishing between the commutative and noncommutative solitons, in the analytical and qualitative studying of soliton’s dynamics. It suggests also that in the real experiments with optical solitons, appearance of a global position shift independent of initial soliton positions indicates on the noncommutative nature of corresponding solitons.

As is well known the Burgers’ equation is an example of the so called C-integrable solitonic equation, and as we showed in the present paper the concept of C-integrability can be extended to the noncommutative space-time case. Moreover it would be interesting to see the influence of the noncommutativity on the so called Q-integrable equations, like the NLS and the KdV or the self-dual Yang-Mills system, as well. The analytic study of the two- , and possibly multi-, soliton solutions for the noncommutative analogs of those system is in our plans for forthcomming future.

Acknowledgments One of the authors (O.K.P.) would like to thanks Profs. M. Boiti and F. Pempinelli for invitation and local support. This research is partially supported by the italian MIUR and INFN - Sezione di Lecce.


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# Sidestepping the Cosmological Constant with Football-Shaped Extra Dimensions

## Acknowledgments

We thank Eugene Lim, Lisa Randall, Savdeep Sethi, and Kendrick Smith for helpful conversations. This work was supported in part by the NSF grant PHY-0114422 (CfCP) and DOE grant DE-FG02-90ER-40560 to the University of Chicago, the Alfred P. Sloan Foundation, and the David and Lucile Packard Foundation.