text:
# Polarization squeezing in a 4-level system

## 1 Introduction

The principal limit in high precision measurements and optics communication is given by the quantum fluctuations of light. For several years, in order to beat the standard quantum limit, a number of methods consisting in generating squeezed states of light have been developed . In connection with quantum information technology the quantum features of the polarization of light has raised a lot of attention. The generation of polarization squeezing has been achieved experimentally by mixing an OPO-produced squeezed vacuum with a coherent field , or more recently by mixing two independent OPA-originated squeezed beams on a polarizing beamsplitter . Several schemes using Kerr-like media have also been proposed , and very recently, Matsko et al. proposed to propagate a linearly polarized field through a self-rotative atomic medium to produce vacuum squeezing on the orthogonal polarization . The Kerr-like interaction between cold cesium atoms placed in a high finesse optical cavity and a circularly polarized field has been studied in our group and a field noise reduction of 40% has been obtained . We recently observed experimental evidence of polarization squeezing when the incoming polarization is linear . In this paper, we present a theoretical investigation of polarization squeezing generated by an ensemble of X-like 4-level atoms illuminated by a linearly polarized field. To be as realistic as possible, the experimental parameters values of Ref  are taken as references. In the first part of the paper, we give a detailed study of the steady state and show that self-rotation is responsible for polarization switching and saturation leads to tristability. We derive simple analytical criteria for the existence of elliptically polarized solutions and the stability of the linearly polarized solution. This steady state study is essential to figure out the interesting working points for squeezing. In the second part, we focus on the case in which the polarization remains linear (below the PS threshold) and show that both the linearly polarized field mode and the orthogonal vacuum mode are squeezed. Analytical spectra are derived in the low saturation limit and enable a clear discussion of the physical effects responsible for polarization squeezing; in particular, we demonstrate that self-rotation is associated to strong atomic noise terms preventing vacuum squeezing at low frequency. On the other hand, saturation accounts for the squeezing on the mean field and crossed-Kerr effect enables to retrieve vacuum squeezing at high frequency. The analytical results are compared with a full quantum calculation. Finally, we derive the Stokes parameters  and relate their fluctuations to those of the vacuum field. The vacuum squeezing obtained is then equivalent to the squeezing of one Stokes parameter, the so-called polarization squeezing .

## 2 The model

The system considered in this paper is a set of N 4-level cold atoms interacting in an optical cavity driven by a linearly polarized field as represented in Fig 1. We denote $`A_\pm `$ the slowly-varying envelope operators associated with the $`\sigma _\pm `$ components of the light . They are defined from the standard linear polarization components

$$A_+=\frac{A_xiA_y}{\sqrt{2}},A_{}=\frac{A_x+iA_y}{\sqrt{2}}$$
(1)
The atomic frequencies are both equal to $`\omega _{at}=\omega _{13}=\omega _{24}`$. The field frequency is $`\omega `$ and the detunings from atomic resonance are equal on both transitions to $`\mathrm{\Delta }=\omega _{at}\omega `$. The 4-level system is described using collective operators for the N atoms of the ensemble, the optical dipoles being defined in the rotating frame associated to the laser frequency (e.g. $`\sigma _{14}=\underset{i=1}{\overset{N}{}}e^{i\omega t}|1_i4|_i`$). The coupling constant between the atoms and the field is defined by $`g=_0d/\mathrm{}`$, where $`d`$ is the atomic dipole and $`_0=\sqrt{\mathrm{}\omega /2ϵ_0𝒮c}`$. With this definition, the mean square value of the field is expressed in number of photons per second. As in Fig 1, the population of level 3 decays with rate $`2\gamma _{}`$ on level 1 and with rate $`2\gamma _{//}`$ on level 2, the dipole decay rate being $`\gamma =\gamma _{//}+\gamma _{}`$. We consider the case of saturated optical pumping and neglect the relaxation rate of the ground states populations. This approximation is well verified for alkali cold atoms . With these conventions, the atom-field hamiltonian is

$$H=\mathrm{}g[A_+\sigma _{41}+A_+^{}\sigma _{14}+A_{}\sigma _{32}+A_{}^{}\sigma _{23}]$$
(2)
The atomic evolution is then governed by a set of quantum Heisenberg-Langevin equations

$`{\displaystyle \frac{d\sigma _{14}}{dt}}`$ $`=`$ $`(\gamma +i\mathrm{\Delta })\sigma _{14}igA_+(\sigma _{11}\sigma _{44})+F_{14}`$ (3)
$`{\displaystyle \frac{d\sigma _{23}}{dt}}`$ $`=`$ $`(\gamma +i\mathrm{\Delta })\sigma _{23}igA_{}(\sigma _{22}\sigma _{33})+F_{23}`$ (4)
$`{\displaystyle \frac{d\sigma _{11}}{dt}}`$ $`=`$ $`2\gamma _{}\sigma _{33}+2\gamma _{//}\sigma _{44}ig(A_+^{}\sigma _{14}A_+\sigma _{41})+F_{11}`$ (5)
$`{\displaystyle \frac{d\sigma _{22}}{dt}}`$ $`=`$ $`2\gamma _{//}\sigma _{33}+2\gamma _{}\sigma _{44}ig(A_{}^{}\sigma _{23}A_{}\sigma _{32})+F_{22}`$ (6)
$`{\displaystyle \frac{d\sigma _{33}}{dt}}`$ $`=`$ $`2\gamma \sigma _{33}+ig(A_{}^{}\sigma _{23}A_{}\sigma _{32})+F_{33}`$ (7)
$`{\displaystyle \frac{d\sigma _{44}}{dt}}`$ $`=`$ $`2\gamma \sigma _{44}+ig(A_+^{}\sigma _{14}A_+\sigma _{41})+F_{44}`$ (8)
Note that we have not reproduced all the atomic equations, but only those of interest for the following. The Langevin operators $`F_{\mu \nu }`$ are $`\delta `$-correlated and their correlation functions are calculated via the quantum regression theorem . We consider a ring cavity with $`T`$ the transmission of the cavity coupling mirror, $`\omega _c`$ the cavity resonance frequency closest to $`\omega `$ and $`\tau `$ the cavity round-trip time. The cavity dephasing is $`\mathrm{\Phi }_c=(\omega \omega _c)\tau `$. The incoming quantum fields are $`A_\pm ^{in}`$ and the field equations read

$`\tau {\displaystyle \frac{dA_+}{dt}}`$ $`=`$ $`(T/2+i\mathrm{\Phi }_c)A_+ig\sigma _{14}+\sqrt{T}A_+^{in}`$ (9)
$`\tau {\displaystyle \frac{dA_{}}{dt}}`$ $`=`$ $`(T/2+i\mathrm{\Phi }_c)A_{}ig\sigma _{23}+\sqrt{T}A_{}^{in}`$ (10)
## 3 Steady-state

### 3.1 Atomic steady state

The atomic steady state is readily obtained by setting the time derivatives to zero and using the fact that a Langevin operator mean value is zero. Defining saturation parameters $`s_\pm `$ for both polarizations,

$`s_\pm ={\displaystyle \frac{2g^2|A_\pm |^2}{\mathrm{\Delta }^2+\gamma ^2}}={\displaystyle \frac{\mathrm{\Omega }_\pm ^2/2}{\mathrm{\Delta }^2+\gamma ^2}},`$ (11)
the atomic steady state is given by

$`\sigma _{14}={\displaystyle \frac{igNA_+}{\gamma +i\mathrm{\Delta }}}{\displaystyle \frac{s_{}}{s_++s_{}}}{\displaystyle \frac{1}{1+S}},\sigma _{23}={\displaystyle \frac{igNA_{}}{\gamma +i\mathrm{\Delta }}}{\displaystyle \frac{s_+}{s_++s_{}}}{\displaystyle \frac{1}{1+S}}`$ (12)
$`\sigma _{11}=N{\displaystyle \frac{s_{}}{s_++s_{}}}{\displaystyle \frac{1+s_+/2}{1+S}},\sigma _{22}=N{\displaystyle \frac{s_+}{s_++s_{}}}{\displaystyle \frac{1+s_{}/2}{1+S}}`$ (13)
$`\sigma _{33}=\sigma _{44}={\displaystyle \frac{N}{4}}{\displaystyle \frac{S}{1+S}}with:S={\displaystyle \frac{2s_+s_{}}{s_++s_{}}}`$ (14)
$`\mathrm{\Omega }_\pm `$ are the Rabi frequencies and $`S`$ is the coupling saturation parameter which plays a symmetrical role with respect to both polarization components. For an x-polarized field, $`S=s_+=s_{}=s_x/2`$ is directly related to the intracavity field intensity.

### 3.2 Polarization switching

It is well known that such a coupled system may exhibit polarization switching when driven by a linearly polarized field . In fact, the intracavity field intensities depend on the atomic dephasings $`\mathrm{\Phi }_\pm `$ and absorptions $`a_\pm `$

$`\mathrm{\Phi }_\pm =2\mathrm{\Phi }_0{\displaystyle \frac{s_{}}{s_++s_{}}}{\displaystyle \frac{1}{1+S}}`$ $`,`$ $`a_\pm =2a_0{\displaystyle \frac{s_{}}{s_++s_{}}}{\displaystyle \frac{1}{1+S}}`$ (15)
$`\mathrm{\Phi }_0={\displaystyle \frac{Ng^2\mathrm{\Delta }}{2(\mathrm{\Delta }^2+\gamma ^2)}}`$ $`,`$ $`a_0={\displaystyle \frac{Ng^2\gamma }{2(\mathrm{\Delta }^2+\gamma ^2)}}`$ (16)
with $`\mathrm{\Phi }_0`$ and $`a_0`$ the linear dephasing and absorption in the absence of saturation. These quantities depend in turn on the intensities to yield a complex coupled system. In order to derive analytical criteria for polarization switching, we follow the method given in  and decompose dephasings and losses into their linear and non-linear parts,

$`\mathrm{\Phi }_\pm =\mathrm{\Phi }_l\pm \mathrm{\Phi }_{SR}`$ $`with`$ $`\mathrm{\Phi }_l={\displaystyle \frac{\mathrm{\Phi }_0}{1+S}},\mathrm{\Phi }_{SR}=\mathrm{\Phi }_lx_{SR}`$ (17)
$`a_\pm =a_l\pm a_{SR}`$ $`with`$ $`a_l={\displaystyle \frac{a_0}{1+S}},a_{SR}=a_lx_{SR}`$ (18)
where $`\mathrm{\Phi }_{SR}`$ and $`a_{SR}`$ are the non-linear circular birefringence and dichroism, related to the ellipticity $`ϵ`$

$$x_{SR}=\frac{s_{}s_+}{s_++s_{}}=\mathrm{sin}2ϵ$$
(19)
Thus, as pointed out in the literature , the optical pumping induces non-linear self-rotation (SR) of elliptically polarized light. It will be shown in the next section that this effect is responsible for PS in a cavity configuration. Let us first focus on the solution for the $`\sigma _\pm `$ components. Normalizing all the dephasings and absorptions by $`T/2`$ ($`\delta _j=2\mathrm{\Phi }_j/T`$ and $`\alpha _j=2a_j/T`$), Eqs (9),(10) read in steady state

$$s_\pm =\frac{s_{max}}{(1+\alpha _l\pm \alpha _{SR})^2+(\delta _l\pm \delta _{SR}\delta _c)^2}$$
(20)
with $`s_{max}=2/Ts_x^{in}`$ the maximal intracavity intensity in the absence of absorption. Replacing (20) in (19), we derive the equation for $`x_{SR}`$: non zero solutions correspond to elliptically polarized states. After straightforward calculations, we obtain

$`x_{SR}=0`$ $`or`$ $`(\alpha _l^2+\delta _l^2)x_{SR}^2=\delta _l^2+\alpha _l^2\delta _c^21`$ (21)
The first trivial solution corresponds to the linearly polarized field. It follows from the second equation and (17),(18) that elliptically polarized states may exist as soon as the existence criterion $`C_{ex}`$ is satisfied

$$C_{ex}=\frac{\delta _0^2+\alpha _0^2}{(1+S)^2}\delta _c^210(s_+s_{})$$
(22)
Note that the absorption brings a positive contribution to the existence of asymmetrical solutions: this is due to the fact that non-linear circular dichroism produces ”self-elliptization” of the field. However, this criterion gives no information on the stability of the solutions. In order to get some physical insight into this complicated problem it is useful to look at the evolution of the linearly polarized solution.

### 3.3 Interpretation of polarization switching

In this section, we give a simple interpretation of PS as the threshold for laser oscillations. Let us consider the linearly polarized solution along the x axis. The adiabatic elimination of the atomic variables leads to

$`{\displaystyle \frac{1}{\kappa }}{\displaystyle \frac{dA_y}{dt}}=(1+i\delta _c)A_y+(i\delta _l\alpha _l)A_y(\delta _{SR}+i\alpha _{SR})A_x+{\displaystyle \frac{2}{\sqrt{T}}}A_y^{in}`$ (23)
where $`\kappa =T/2\tau `$ is the intracavity field decay rate. In (23) all terms have zero mean value and are of order 1 in fluctuations ($`A_x0`$). Using $`x_{SR}A_x=i(A_yA_x^2/|A_x|^2A_y^{})`$, one obtains

$`{\displaystyle \frac{1}{\kappa }}{\displaystyle \frac{dA_y}{dt}}=(1+i\delta _c)A_y+(i\delta _l\alpha _l){\displaystyle \frac{A_x^2}{|A_x|^2}}A_y^{}+{\displaystyle \frac{2}{\sqrt{T}}}A_y^{in}`$ (24)
Owing to SR the fluctuations of the orthogonal mode undergo a phase dependent gain. A similar equation has already been derived in previous theoretical works in a single pass scheme . In our configuration the presence of the cavity will lead to oscillations of this mode as soon as the phase sensitive gain is larger than the losses. This condition may be expressed as follows

$$C_{PS}=\frac{\delta _0^2+\alpha _0^2}{(1+s_x/2)^2}\delta _c^210$$
(25)
Obviously, the linearly polarized solution is not stable when $`C_{PS}0`$. However, the adiabatical elimination of the atomic variables does not a priori take all causes for instability into account. Yet, we checked that this threshold analysis was consistent with a numerical calculation of the atom-field stability matrix. In the following we use $`C_{PS}`$ as a stability criterion for the linearly polarized solution. Nevertheless, it does not yield information on the stability of the elliptically polarized solutions, which has been evaluated numerically.
Besides, the ability of a system to produce squeezing being closely related to its static properties, the fluctuations of the vacuum field are expected to be strongly modified in the vicinity of the PS threshold. Since Eq (24) is similar to that of a degenerate optical parametric oscillator (OPO) below the threshold , perfect squeezing could be obtained via SR. However, the atomic noise is not included in (24) and is to be carefully evaluated.

### 3.4 Optical pumping regime

PS is caused by a competition between the two $`\sigma _\pm `$ optical pumping processes. We can understand the main features of this effect by restraining ourselves to the case where absorption and saturation are negligible: $`\mathrm{\Delta }\gamma `$ and $`s_x1`$. Neglecting the excited state populations, the optical pumping equations for the ground state populations are

$`\left({\displaystyle \frac{d\sigma _{11}}{dt}}\right)_{pumping}=\gamma _{}s_+\sigma _{11}+\gamma _{}s_{}\sigma _{22}`$ (26)
$`\left({\displaystyle \frac{d\sigma _{22}}{dt}}\right)_{pumping}=\gamma _{}s_{}\sigma _{22}+\gamma _{}s_+\sigma _{11}`$ (27)
so that the $`\sigma _+`$ component tends to pump the atoms into level 2, the $`\sigma _{}`$ into 1, and, in steady state, $`\sigma _{11}s_{}`$ and $`\sigma _{22}s_+`$. The circular birefringence $`\delta _{SR}`$ is proportional to the ground state population difference, and consequently, to the intensity difference $`s_+s_{}`$ \[see (19)\]. This simple analysis allows for relating self-rotation to competitive optical pumping and will help us interpret the resonance curves.
Under the previous conditions both criteria (22) and (25) are equivalent and it follows that the linearly polarized solution bifurcates into an elliptically polarized state for $`|\delta _c|\delta _{PS}=\sqrt{\delta _0^21}`$. Consequently, PS is observed as soon as the linear dephasing is greater than half the cavity bandwidth ($`\delta _01`$). This represents an easily accessible condition from an experimental point of view : in our cesium experiment using a magneto-optical trap , the number of atoms interacting with the light is $`N\mathrm{7\hspace{0.33em}10}^6`$. To find realistic experimental parameters, we assimilate each one of our X-model transitions to the transition $`6S_{1/2}(F=4)6P_{3/2}(F=5)`$ of the $`D_2`$ line of $`{}_{}{}^{133}Cs`$, for which $`\gamma /2\pi =2.6`$ MHz. The square of the coupling constant $`g`$ is proportional to the ratio of the diffusion section at resonance to the transversal surface $`S=0.1`$ mm2 of the beam, $`g^2=3\gamma \lambda ^2/4\pi S=4.24`$ Hz. The cavity transmission is 10%. To obtain a sufficiently high non-linearity, keeping the absorption low, a good detuning is $`\mathrm{\Delta }20\gamma `$, so that an approximate value for the linear detuning is $`\delta _05`$. Note that the saturation parameters of (11) are simply

$$s_\pm =\frac{\gamma ^2}{\gamma ^2+\mathrm{\Delta }^2}\frac{I_\pm }{I_{sat}}$$
(28)
The saturation intensity being $`I_{sat}=ϵ_0c\gamma ^2\mathrm{}^2/d^2=1.05`$ mW/cm2 , typical values for $`s_\pm `$ are 0.1-1.

In Fig 2 are represented the admissible intensities for the $`\sigma _+`$ and $`\sigma _{}`$ components versus the cavity detuning for typical experimental values of the parameters. The peak centered on $`\delta _c=\delta _0`$ corresponds to the symmetrical solution. When the cavity is scanned from right to left, the linearly polarized field ($`s_+=s_{}`$) intensity increases until the PS threshold is reached ($`\delta _c=\delta _{PS}\delta _0`$). Then one elliptically polarized state becomes stable. The predominant circular component, say $`\sigma _+`$, creates, via the optical pumping process (26-27), a positive orientation of the medium $`\sigma _{11}0`$, $`\sigma _{22}N`$. Since the atomic dephasing decreases to zero for the $`\sigma _+`$ component ($`\delta _+0`$), as if it were propagating in an empty cavity. Hence, the solution draws close to the zero-dephasing peak, that is, close to resonance in the range $`|\delta _c|\delta _{PS}`$. On the other hand the $`\sigma _{}`$ component ”sees” all the atoms ($`\delta _{}2\delta _0`$) and breaks down to fit the peak centered on $`\delta _c=2\delta _0`$, which is far from resonance. In order to illustrate this interpretation of the resonance curves, the two Airy peaks centered on $`\delta _c=0`$ and $`\delta _c=2\delta _0`$ are represented in Fig 2. As the cavity detuning is decreased both asymmetrical solutions reunite when the criterion (25) is no longer satisfied and the linear solution becomes stable again. These simple interpretations will help us understand the much more complex general case, when absorption and saturation come into play.
As discussed in Ref , taking into account the ground state relaxation rate $`\gamma _0`$ yields tristability in the unsaturated optical pumping regime ($`\gamma _{}s_\pm \gamma _0`$). We will now show that the optical saturation also leads to tristability.

### 3.5 Tristability

It is well-known that saturation may induce multistability for the linearly polarized field  in our configuration and substantially modify the steady state. When the non-linearity is sufficient, there may be three possible values for the x-polarized field intensity. Therefore, saturation is an additional cause of instability for the symmetrical solution. In Fig LABEL:fig3, we plotted the same curves as in Fig 2, but for higher values of $`s_{max}`$ and $`\delta _0`$. As expected, the linearly polarized state solution is distorted as a consequence of the non-linear effect. The effect of absorption is also clear: whereas the symmetrical peak height is reduced, the $`\sigma _+`$ dominant peak height is not. Indeed, the $`\sigma _+`$ component ”sees” no atoms after the switching.
Besides, the system now exhibits tristability for a certain range of the cavity detuning. As mentioned previously the existence of asymmetrical solutions is related to the positivity of $`C_{ex}`$, whereas the stability of the symmetrical solution is given by $`C_{PS}`$. For instance, on Fig LABEL:fig3, $`C_{ex}=0`$ for $`\delta _c=\delta _{ex}=5.6`$ and the threshold $`C_{PS}=0`$ is reached for a dephasing $`\delta _c=\delta _{PS}=2.6`$. Thus, in the range $`\delta _{PS}\delta _c\delta _{ex}`$, two different sets of asymmetrical solutions exist, in addition to the linear polarization state. This phenomenon is due to the saturation experienced by the $`\sigma _+`$ and $`\sigma _{}`$ components. As expected, we checked that only the lower branch of each asymmetrical curve is stable, leading to tristability for the polarization state : linear, $`\sigma _+`$-dominant or $`\sigma _{}`$-dominant. The system switches for a different value of the cavity detuning if the cavity is scanned from left to right, or from right to left (see Fig LABEL:fig3). Hence, unlike the unsaturated case, saturation induces a multistable behavior and a hysteresis cycle now appears in the resonance curve.

This brief study of the resonance curve for typical parameters leads to an essential observation: the lower branch of the bistability curve for the linear polarized field is not stable. We may wonder if there is a domain of the parameter space for which it is not the case. Since the quantum fluctuations are expected to be most reduced in the vicinity of the lower turning point , the answer is of crucial importance for squeezing and will be treated in the next section.

### 3.6 Competition between SR and saturation

To complete the analysis of the steady state, we would like to emphasize that, when the cavity is scanned, PS always happens before reaching the higher turning point of the bistability curve. In order to get some insight into this complicated problem, it is worth looking at Fig 4. We plotted the typical S-shaped variation of the linearly polarized field intensity $`s_x`$ versus the incoming intensity $`s_{max}`$, for a fixed value of the cavity detuning $`\delta _c`$. We choose the parameters so that there is bistability for this state of polarization and report the position of the lower ($`LT`$) and the higher ($`HT`$) turning points. In the absence of the PS phenomenon, the solutions between $`HT`$ and $`LT`$ are unstable (like 2 on Fig 4), whereas solutions on the lower (1) and higher (3) branches are stable. However the stability of the linear polarization is modified by the PS effects. To a fixed value of the dephasing corresponds the PS intensity $`S_{PS}`$ cancelling $`C_{PS}`$ in (25); if $`S=s_x/2S_{PS}(\delta _c)`$, then the linear polarization is unstable. Hence, if $`S_{PS}(\delta _c)S_{HT}`$ is satisfied in the whole parameter space, then PS occurs before reaching $`HT`$, and, consequently, the lower branch is never stable.
This general feature is shown on Fig 5, in which we represented different bistability curves as in Fig 4. The upper branch of AB is the $`HT`$ curve (the ensemble of the higher turning points when $`\delta _c`$ is varied), the lower branch is the $`LT`$ curve. The dashed curve shows the ensemble of the intensities $`S_{PS}`$ for which the polarization switches. This curve is always above the $`HT`$ curve, confirming that the linear polarization always becomes unstable on account of PS first. What is more, we see that PS is closer to $`HT`$ for low values of $`s_x`$. We thus expect this situation to be the most favorable to achieve squeezing via optical bistability. We checked that varying the parameters $`\delta _0`$ and $`\mathrm{\Delta }`$ does not change the conclusion.

To conclude this section, we would like to point out that bistability, as well as PS, may disappear when the saturation is too high, as can be seen from Fig 4. However, we will focus on the low saturation case in the large detuning limit which is the most favorable case for squeezing, and provides analytical results, as well as a clear physical understanding.

## 4 Mean field fluctuations

Since we are interested in the quantum fluctuations, we linearize the quantum operators around their steady state values following the standard linear input-output method . The elliptically polarized solutions are not of great interest for squeezing since the predominant circular component sees no atom and the other has negligible intensity. Therefore, in all the following, we focus on the linearly polarized state and study how both the mean field $`A_x`$ and the orthogonal vacuum field $`A_y`$ may be squeezed. We have calculated the outgoing fields noise spectra via a full quantum treatment (see e.g. ) involving the four-level system. The outgoing fields are standardly defined from the input-output relation :

$$A_{x,y}^{out}=\sqrt{T}A_{x,y}A_{x,y}^{in}$$
(29)
Yet, to provide clear interpretations as well as analytical results, we derive simplified equations, first for the mean field mode $`A_x`$, then for the vacuum mode $`A_y`$.
A similar equation to (23) can be derived for the field $`A_x`$ with a term arising from SR in $`\delta _{SR}A_y`$. In the linearization, this product of zero mean value operators vanishes, so that we only have to take saturation into account to derive the spectra of $`A_x`$. Field squeezing owing to optical bistability has been widely studied  and is known to occur on a frequency range given by the cavity bandwidth $`\kappa `$. The most favorable configuration is the bad cavity limit: $`\kappa `$ is greater than $`\gamma `$ (in our experiment, $`\kappa 2\gamma `$). In the large detuning limit, $`\mathrm{\Delta }g|A_x|\gamma `$, the equation for $`A_x`$ reads at order 3 in $`\gamma /\mathrm{\Delta }`$,

$$\frac{1}{\kappa }\frac{d}{dt}\delta A_x=(1+i\delta _ci\delta _0)\delta A_x+i\delta _0\frac{s_x}{2}\left[2\delta A_x+\frac{A_x^2}{|A_x|^2}\delta A_x^{}\right]+\frac{2}{\sqrt{T}}A_x^{in}$$
(30)
where $`A_x`$ is short for $`A_x`$. This simplified equation yields the classical Kerr terms in $`A_x^2\delta A_x^{}`$ producing squeezing. Note that absorption, dispersion and the associated atomic noise are not included in (30). The spectra taking absorption and dispersion into account can be easily derived and are shown on Fig 7. The associated susceptibility and correlation matrices, $`[\chi ]_{Kerr}`$ and $`[\sigma ]_{Kerr}`$, of the linear input-output theory are reproduced in Appendix, and the comparison with a Kerr medium is discussed in . The situation is more complex for the orthogonal mode on account of SR.

## 5 Vacuum fluctuations

As mentioned in Sec 3.3, SR seems to be a very promising candidate for generating vacuum squeezing. However, a careful analysis of the atomic noise, which cannot be neglected, is necessary in the squeezing calculations. In the optical pumping regime the circular birefringence, $`\delta _{SR}=2\delta _0J_z/N`$, is proportional to the ground state population difference $`J_z=(\sigma _{22}\sigma _{11})/2`$ (see Sec 3.4). The SR effect is thus closely related to the fluctuations of $`J_z`$, and consequently to the fluctuations of $`A_y`$ via the coupling term in $`A_x\delta _{SR}`$ \[Eq (23)\]. Therefore, we derive general equations for $`\delta A_y`$ and $`\delta J_z`$ in the Fourier domain, and examine their low and high frequency limits. For the sake of simplicity, absorption and linear dispersion, again, are not shown; however, the additional terms are included in the Appendix. As previously we place ourselves in the large detuning limit with $`s_x1`$ and obtain, discarding terms of order greater than $`(\gamma /\mathrm{\Delta })^3`$,

$`i(\omega /\kappa )\delta A_y`$ $`=`$ $`(1+i\delta _ci\delta _0)\delta A_yi\delta _0{\displaystyle \frac{s_x}{4}}\left[3\delta A_y{\displaystyle \frac{A_x^2}{|A_x|^2}}\delta A_y^{}\right]`$ (31)
$`+\beta (\omega ){\displaystyle \frac{2\delta _0}{N}}A_x\delta J_z+{\displaystyle \frac{2}{\sqrt{T}}}\delta A_y^{in}+F_{A_y}`$
$`i\omega \delta J_z`$ $`=`$ $`\gamma _p\alpha (\omega )\left[\delta J_z\lambda (\omega )\left(1{\displaystyle \frac{s_x}{2}}\right){\displaystyle \frac{N}{2}}{\displaystyle \frac{\delta S_z}{|A_x|^2}}\right]+F_z`$ (32)
where $`S_z=i(A_xA_y^{}A_x^{}A_y)`$ is the usual Stokes parameter (see Sec 6) and

$$\alpha (\omega )=\left[1\frac{i\omega }{4\gamma _{}}\right]\frac{\beta (\omega )}{\lambda (\omega )},\beta (\omega )=1\frac{s_x}{4\lambda (\omega )},\lambda (\omega )=\frac{2\gamma i\omega }{2(\gamma i\omega )}$$
(33)
with $`F_{A_y}`$ and $`F_z`$ the Langevin operators associated to $`A_y`$ and $`J_z`$ after the adiabatical eliminations, $`\gamma _p=\gamma _{}s_x`$ the optical pumping rate. In (31), the last term of the first line is a crossed Kerr term and clearly contributes to squeezing. We also see that the coupling with $`J_z`$ is strongly frequency-dependant and requires a careful investigation. In the next sections, we discuss the low and high frequency limits to further simplify the previous equations and give simple interpretations for the squeezing.

### 5.1 Low frequency: SR effect

Again, to stress the effects on the fluctuations only due to SR, we neglect the terms in $`s_x`$ responsible for the Kerr effect, which will be studied in the next section, and place ourselves in the optical pumping regime, keeping only terms of order 1 in $`\gamma /\mathrm{\Delta }`$. Note that this approximation consists in adiabatically eliminating the optical dipoles and neglecting the excited state populations and thus limits the analysis to the range of frequencies $`\omega \gamma ,\gamma _{}`$. Under these conditions, one has $`\alpha (\omega )1`$, $`\beta (\omega )1`$, $`\lambda (\omega )1`$ and Eq (32) reduces to the linearized optical pumping equation

$$i\omega \delta J_z=\gamma _p\left[\delta J_z\frac{N}{2}\frac{\delta S_z}{|A_x|^2}\right]+F_z$$
(34)
It is clear that the fluctuations of $`J_z`$ are governed by the time constant $`\gamma _p`$, consistently with the optical pumping approximation $`\gamma _p\gamma `$. SR is effective only at low frequency. Plugging (34) back into (31), one gets

$`(1+i\delta _ci\omega /\kappa )\delta A_y`$ $`=`$ $`i\delta _0\left[1{\displaystyle \frac{\gamma _p}{\gamma _pi\omega }}\right]\delta A_y`$ (35)
$`+i\delta _0{\displaystyle \frac{\gamma _p}{\gamma _pi\omega }}{\displaystyle \frac{A_x^2}{|A_x|^2}}\delta A_y^{}+{\displaystyle \frac{2}{\sqrt{T}}}\delta A_y^{in}+\stackrel{~}{F}_{A_y}`$
The SR term comes with an amplitude $`\delta _0`$ ($`\gamma /\mathrm{\Delta }`$) around zero frequency, which is much greater than the usual third order saturation non-linearity. Very good squeezing could be expected if it were not for the noise coming from the atoms $`\stackrel{~}{F}_{A_y}`$, which we now study. The fluctuation operator arising from atomic and field fluctuations reads

$$\stackrel{~}{F}_{A_y}=\frac{2\delta _0A_x}{N}\frac{F_z}{\gamma _pi\omega }+F_{A_y}$$
(36)
The second term $`F_{A_y}`$ is responsible for the noise due to absorption. The first term includes the optical pumping noise. One calculates the correlation function of $`F_z`$ via the quantum regression theorem

$$F_z(\omega )F_z(\omega ^{})=2\pi \delta (\omega +\omega ^{})N\gamma _p/2$$
(37)
so that

$`\stackrel{~}{F}_{A_y}(\omega )\stackrel{~}{F}_{A_y}^{}(\omega ^{})`$ $``$ $`{\displaystyle \frac{4\delta _0^2A_x^2}{N^2}}{\displaystyle \frac{1}{\gamma _p^2+\omega ^2}}F_z(\omega )F_z(\omega ^{})`$ (38)
$`=`$ $`2\pi \delta (\omega +\omega ^{}){\displaystyle \frac{C}{4}}{\displaystyle \frac{\gamma }{\gamma _{}}}{\displaystyle \frac{\gamma _p^2}{\gamma _p^2+\omega ^2}}`$ (39)
in which we introduced $`C=g^2N/T\gamma `$ the cooperativity parameter quantifying the strength of the atom-field coupling via the cavity ($`C100`$ in our Cs experiment). For $`\omega \gamma _p`$ the noise is thus much more important than the losses due to absorption and therefore has a dramatic influence on the squeezing that could have been produced by the SR term. Following the method given in , we derive the susceptibility and correlation matrices which are given in Appendix. We can then calculate the outgoing vacuum field spectrum for all the quadratures. Minimal and maximal spectra are plotted on Fig LABEL:fig6 in the ”close-to-bad” cavity limit ($`\kappa =2\gamma `$) corresponding to our experimental configuration. Whereas the first is close to the shot-noise level, the second is extremely noisy. In the good cavity limit, the noise is even more important. The conclusion is that the optical pumping process adds too much noise at zero frequency for SR to generate vacuum squeezing. However, this low frequency noise does not prevent squeezing at higher frequencies.

### 5.2 High frequency limit: crossed Kerr effect

If one repeats the previous calculation keeping the first order saturation terms in $`s_x`$ and considers frequencies $`\omega \gamma `$, one finds

$$\delta J_z(\omega )=\frac{N}{2}\frac{s_x}{4}\frac{\delta S_z(\omega )}{|A_x|^2}$$
(40)
This is not surprising, since the evolution times considered are small with respect to the atomic relaxation time. The system behaves as if $`\sigma _+`$ and $`\sigma _{}`$ were independent. In fact, let us consider two independent two-level systems, 1-4 and 2-3, each with $`N/2`$ atoms. In the large detuning limit, one has $`\sigma _{44}=\sigma _{11}s_+/2`$ and $`\sigma _{33}=\sigma _{22}s_{}/2`$, and the atomic fluctuations follow the field fluctuations  (still at order 3 in $`(\gamma /\mathrm{\Delta })`$)

$$\delta \sigma _{11}(\omega )=\delta \sigma _{44}(\omega )=\frac{N}{2}\frac{\delta s_+}{2},\delta \sigma _{22}(\omega )=\delta \sigma _{33}(\omega )=\frac{N}{2}\frac{\delta s_{}}{2}$$
(41)
so that, using $`|A_x|^2\delta (s_+s_{})=s_x\delta S_z`$, we retrieve (40). This equation shows that the fluctuations of $`J_z`$ are only caused by saturation and their contribution adds to the crossed Kerr terms already mentioned in (31) to retrieve a similar ”Kerr” equation for $`A_y`$ to that of $`A_x`$ at high frequency

$`i(\omega /\kappa )\delta A_y`$ $`=`$ $`(1+i\delta _ci\delta _0)\delta A_y`$ (42)
$`i\delta _0{\displaystyle \frac{s_x}{2}}\left[2\delta A_y{\displaystyle \frac{A_x^2}{|A_x|^2}}\delta A_y^{}\right]+{\displaystyle \frac{2}{\sqrt{T}}}\delta A_y^{in}+F_{A_y}`$
This high frequency behavior is thus characterized by the same Kerr-induced optimal squeezing on both polarization modes, consistently with the previous analysis for two independent two-level systems. More precisely, the optimal squeezing spectra are the same for each mode, but involve orthogonal quadratures \[because of the sign difference in the Kerr terms between (30) and (42)\]. We now plot the outgoing fields $`A_{x,y}^{out}`$ squeezing spectra and discuss the squeezing optimization.

### 5.3 Squeezing spectra

To derive spectra for the whole frequency range, we combine both effects by adding the matrices obtained in the two asymptotical regimes studied previously. We write the complete susceptibility and correlation matrix under the form $`[\chi (\omega )]_y=[\chi (\omega )]_{Kerr}+[\chi (\omega )]_{SR}`$ and $`[\sigma (\omega )]_y=[\sigma (\omega )]_{Kerr}+[\sigma (\omega )]_{SR}`$, where the Kerr matrices are those obtained in the high frequency limit, and the SR matrices those obtained at low frequency (see Appendix for analytical expressions). This approximation is good since Kerr effect is negligible at low frequency compared to SR, while SR breaks down at high frequency.
In Fig 7, typical spectra for a working point close to the PS threshold are represented. The parameters are chosen to be as close to the experimental situation as possible . We compared these approximate spectra (a) with those obtained with a full 4-level calculations based on the linear input-output theory (b). The analytical spectra combining Kerr and SR effects show indeed an excellent agreement with the exact calculations, as long as the saturation is low. As shown previously, the SR spectrum is close to the shot-noise level. The Kerr spectrum is accurate for $`A_y`$ only for $`\omega \gamma `$ and extends on a range of several $`\kappa `$ as expected . The combined spectrum (a) confirms that SR destroys completely the squeezing at low frequency and reproduces well the exact behavior (b). The best squeezing for $`A_y`$, obtained at intermediate frequencies, is about 25%.
Note that the Kerr spectrum in (a) is also valid for field $`A_x`$ for all frequencies and 45% of squeezing is obtained at zero frequency. The situation for the mean field $`A_x`$ is identical to that of a circularly polarized field with intensity $`s_x/2`$ interacting with $`N/2`$ two-level atoms as in , for which the Kerr spectrum shows good agreement with the exact spectrum.

As mentioned in Sec 3.6, we expect squeezing to improve in the vicinity of the PS threshold. We verified this behavior by plotting on Fig 8 the evolution of the spectra when the cavity is scanned while keeping the incident intensity ($`s_{max}`$) constant. It appears clearly that the best squeezing is obtained at the peak of the resonance curve, right before the switching. This is due to the fact that, in the low saturation regime, the PS threshold is close to the point where saturation process is the most efficient.

We then study the effect of saturation and plot on Fig 9 various spectra corresponding to working points close to PS with increasing saturation. The conclusion is that, for given values of the detuning $`\mathrm{\Delta }`$ and linear dephasing $`\delta _0`$, there is an optimal value of $`s_x`$ for squeezing. This is due to the fact that the range for which SR adds noise increases with the saturation and eventually destroys Kerr-induced squeezing. The optimal saturation value thus corresponds to a compromise between added noise and Kerr squeezing in the intermediate frequency range. Therefore, a bad cavity is preferable ($`\kappa \gamma `$), since Kerr-induced squeezing occurs on a frequency range given by $`\kappa `$ and SR destroys squeezing for frequencies smaller than $`\gamma `$. Spectra for different cavities are represented in Fig 10. The case $`\kappa =2\gamma `$ corresponds to the experimental situation, ”close-to-bad cavity”, the other curves to increasingly bad cavities. Since SR is effective on a range smaller and smaller compared to the cavity bandwidth, its effect becomes negligible, and 75% of squeezing can be obtained.
The conclusion is that very interesting squeezing values can be reached in the bad cavity limit for both the mean field mode and the orthogonal field mode. In the next section, we establish the link between polarization squeezing and the vacuum squeezing obtained in our system.

## 6 Polarization squeezing

The noise of the mode with orthogonal polarization with respect to the mean field is commonly referred to as polarization noise. However, the study of the polarization state fluctuations requires the introduction of the quantum Stokes operators

$`S_0(t)=A_x^{}A_x+A_y^{}A_y`$ $`,`$ $`S_x(t)=A_x^{}A_xA_y^{}A_y`$ (43)
$`S_y(t)=A_x^{}A_y+A_y^{}A_x`$ $`,`$ $`S_z(t)=i(A_y^{}A_xA_x^{}A_y)`$ (44)
To be consistent with the definition of our slowly-varying envelope operators $`A_x`$, $`A_y`$, these Stokes operators are time-dependent and expressed in number of photons per second . They obey the following commutation relationships

$`[S_0(t),S_i(t^{})]=0and[S_i(t),S_j(t^{})]=2iϵ_{ijk}S_k\delta (tt^{})`$ (45)
with $`i,j,k=x,y,z`$ and then the spectral noise densities of these operators, defined by $`S_i(\omega )S_i(\omega ^{})=2\pi \delta (\omega +\omega ^{})V_{S_i}(\omega )`$, satisfy uncertainty relations

$$V_{S_i}(\omega )V_{S_j}(\omega )ϵ_{ijk}|S_k|^2$$
(46)
The coherent polarization state correspond to the case where both modes $`A_x`$ and $`A_y`$ are coherent states. Then the noise densities of the Stokes parameters are constant and all equal to $`V_{S_i}(\omega )=S_0=|A_x|^2+|A_y|^2`$ for $`i=0,x,y,z`$. The so called polarization squeezing is achieved if one or more of these quantities (except $`V_{S_0}`$) is reduced below the coherent state value

$$\frac{V_{S_i}(\omega )}{S_0}1(i=x,y,z)$$
(47)
If the mean field is x-polarized, then $`S_0=S_x=|A_x|^2`$ and $`S_y=S_z=0`$. At first order in noise fluctuations, $`\delta S_y`$ and $`\delta S_z`$ read

$`\delta S_y`$ $`=`$ $`|A_x|\left(\delta A_y^{}e^{i\theta _x}+\delta A_ye^{i\theta _x}\right)=|A_x|\delta X_{A_y}(\theta _x)`$ (48)
$`\delta S_z`$ $`=`$ $`i|A_x|\left(\delta A_y^{}e^{i\theta _x}\delta A_ye^{i\theta _x}\right)=|A_x|\delta X_{A_y}(\theta _x+\pi /2)`$ (49)
where $`\theta _x`$ is the phase of the mean field and $`X_{A_y}(\theta )=A_y^{}e^{i\theta }+A_ye^{i\theta }`$ is the quadrature with angle $`\theta `$ of the orthogonal mode. Therefore the fluctuations of these two Stokes parameters are proportional to the quadrature noise of $`A_y`$ and the polarization squeezing of $`S_y`$ and $`S_z`$ is simply related to the vacuum squeezing that we have studied in the previous sections. The physical meaning of this result is clear: let us choose $`\theta _x=0`$, then geometric jitter on the polarization is due to the intensity fluctuations of $`A_y`$ ($`\delta S_y`$), whereas the fluctuations of the ellipticity are caused by the phase fluctuations ($`\delta S_z`$). In the general case, the squeezed and antisqueezed Stokes parameters are found to be

$`S_{sq}`$ $`=`$ $`\mathrm{cos}(\theta _x\theta _{sq})S_y+\mathrm{sin}(\theta _x\theta _{sq})S_z`$ (50)
$`S_{antisq}`$ $`=`$ $`\mathrm{sin}(\theta _x\theta _{sq})S_y\mathrm{cos}(\theta _x\theta _{sq})S_z`$ (51)
Note that, unlike , there is no need to lock the phase-shift difference $`\theta _x\theta _{sq}`$, since it is automatically done in this system; this property appears clearly in Eq (42) where $`A_x^2/|A_x|^2=e^{2i\theta _x}`$. Since the new set of the Stokes parameters $`S_0`$, $`S_x`$, $`S_{sq}`$ and $`S_{antisq}`$ still satisfy the relationships (46), we obtain polarization squeezing in our system as soon as any quadrature of the vacuum field $`A_y`$ is squeezed, and the results of the previous sections can be applied to the squeezed Stokes component.

## 7 Conclusion

We have presented a study of polarization switching in an X-like 4-level atoms ensemble illuminated by a linearly polarized light in an optical cavity. PS has been traced to self-rotation and simple criteria allow for a clear understanding of the switching effects and the multistable behavior of the system. The steady state analysis enables one to figure out the interesting working points for squeezing.
In terms of squeezing the respective contributions of SR and saturation have been investigated and compared to a full quantum calculation. Since the propensity for squeezing of SR is cancelled by atomic noise at low frequency, the squeezing originates from Kerr effect. The mean field mode is squeezed via the usual saturation effects, whereas the vacuum mode squeezing is induced by the mean field via crossed Kerr effect. Both SR and crossed Kerr effects can be dissociated in a bad cavity configuration, thus allowing for high squeezing values. Last, this vacuum squeezing is shown to be equivalent to squeezing one Stokes operator.

## Appendix A

Using the input-output theory notations ,, we give here the expressions of the susceptibility matrix $`[\chi (\omega )]`$ and the correlation matrix $`[\sigma (\omega )]`$ for field $`A_y`$. In the high frequency limit, they resume to those derived in  in the large detuning limit

$`[\chi (\omega )]_{Kerr}={\displaystyle \frac{1}{2\mathrm{\Delta }}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$ $`+{\displaystyle \frac{1}{2\mathrm{\Delta }^2}}\left(\begin{array}{cc}i\gamma +\omega & 0\\ 0& i\gamma \omega \end{array}\right)`$ (56)
$`{\displaystyle \frac{g^2}{2\mathrm{\Delta }^3}}\left(\begin{array}{cc}2|A_x|^2& \epsilon A_x^2\\ \epsilon A_x^2& 2|A_x|^2\end{array}\right)`$ (59)
$`\epsilon =1`$ yields the susceptibility matrix for the vacuum mode. To retrieve the matrix for $`A_x`$, $`\epsilon `$ should be taken equal to $`+1`$. This matrix corresponds to approximating the atoms ensemble with a Kerr medium: the term of order 1 in $`1/\mathrm{\Delta }`$ is the linear dephasing, the second order matrix represents dispersion and absorption and the third order term is the non-linear dephasing corresponding to the Kerr effect. The associated correlation matrix is

$$[\sigma (\omega )]_{Kerr}=\frac{\gamma }{\mathrm{\Delta }^2}\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)$$
(60)
In the Kerr limit, the atomic noise comes only from the frequency independent linear losses of the Kerr medium, which acts as a beamsplitter for the field. Similar matrices can be derived for field $`A_x`$ in agreement with (30). At low frequency, however, the previous matrices have to be completed by

$`[\chi (\omega )]_{SR}={\displaystyle \frac{1}{2\mathrm{\Delta }}}{\displaystyle \frac{\gamma _p}{\gamma _pi\omega }}\left(\begin{array}{cc}1& A_x^2/|A_x|^2\\ A_x^2/|A_x|^2& 1\end{array}\right)`$ (63)
$`[\sigma (\omega )]_{SR}`$ $`=`$ $`{\displaystyle \frac{\gamma _p^2}{4\gamma _{}(\gamma _p^2+\omega ^2)}}\left(\begin{array}{cc}1& A_x^2/|A_x|^2\\ A_x^2/|A_x|^2& 1\end{array}\right)`$ (69)
$`+{\displaystyle \frac{\gamma _p}{2\mathrm{\Delta }(\gamma _p^2+\omega ^2)}}\left(\begin{array}{cc}2\omega & \omega +i\gamma _p\\ \omega i\gamma _p& 0\end{array}\right)`$
For $`\omega \gamma _p`$, the vacuum correlation matrix is equivalent to

$$[\sigma (\omega )]_{SR}\frac{\gamma _p^2}{4\gamma _{}(\gamma _p^2+\omega ^2)}\left(\begin{array}{cc}1& A_x^2/|A_x|^2\\ A_x^2/|A_x|^2& 1\end{array}\right)$$
(70)
so that a lot of noise is reported on all the quadratures of $`A_y`$ for frequencies of the order of $`\gamma _p`$, as pointed out in Sec 5.1. For frequencies $`\omega \gamma `$, the SR noise terms vanish, allowing for crossed Kerr effect to produce squeezing.


format: text

text:
# Projective connections associated with second order ODEs

## 1 Introduction

In recent years there has been a return of interest in the two related classical issues associated with differential equations: (1) the equivalence problem (under a variety of transformation types) for the equations and (2) the natural geometric structures induced by the equations on their solution spaces. The original studies began, among others, with the work of Lie  and his student, Tresse . This was soon followed by Wünschmann’s contribution  and reached its peak with the work of Cartan  and Chern. Cartan devised an extremely powerful but difficult scheme for the analysis of the equivalence problem under the three classes of transformation: fiber preserving, point and contact. Though equivalence relations were established for a variety of equations and transformation classes, the calculations were extraordinarily complicated and long, and as a consequence, many problems were only partially completed. (The modern advent of algebraic computers has allowed the completion of many of these problems and opened the door to a variety of new problems .) Early in these studies - then confined to general 2nd and 3rd order odes - it was realized that the equations themselves defined on the (finite dimensional) solution spaces certain geometric structures. For example, Wünschmann discovered that a (large) class of 3rd order ode’s define a conformal (Lorentzian) metric on the 3-dimensional solution space. This class was defined by the vanishing of a certain function of the 3rd order equation. Later, in the context of Cartan’s and Chern’s work, this function was understood as a (relative) invariant of the equation under contact transformations and became known as the Wünschmann invariant. (As an aside we mention that in the modern context of general relativity, this work was generalized to pairs of 2nd order odes whose solution space is 4-dimensional. The vanishing of a generalized Wünschmann invariant for these equations leads to a conformal Lorentzian metric on the solution space. All four dimensional Lorentzian metrics are obtainable in this manner.)

Cartan, following Lie and Tresse, using his scheme for the analysis of 2nd order odes under point transformations, realized that a large class of 2nd order odes induced a natural projective structure on their 2-dimensional solution space. This class was defined (analogously to the 3rd order ode case) by the vanishing of a certain Wünschmann-like function of the 2nd order equation.

In the present work we return to the problem of the geometry associated with any 2nd order ode. Without recourse to Cartan’s equivalence technique, we find that any 2nd order ode defines, via the torsion-free 1st Cartan structure equation, a 4-parameter family of projective connections on the solution space.

In the second section we review the general theory of normal projective connections on $`n`$-manifolds from the point of view of Cartan connections. We also define projective structures as equivalence classes of certain sets of one-forms on these manifolds.

As an example of projective connections, in the third section, we consider the geometry associated with a second order ode. We find a natural 4-parameter family of projective connections living on its two dimensional space of solutions. In general these connections are quite complicated. They are parametrized by the solutions of a certain linear ode of fourth order, which is naturally associated with our ode. We find that among all the odes $`y^{\prime \prime }=Q(x,y,y^{})`$ there is a large class for which the associated 4th order ode is homogeneous. This class of equations is characterized in terms of the vanishing af a certain function constructed solely from $`Q`$ and its derivatives, which is directly analogous to the Wünschman function. It turns out that the trivial solution of the homegeneous 4th order ode singles out a preferred connection from the 4-parameter family. Then this class of second order odes together with this preferred connection turns out to be identical to the class that Cartan obtained from a study of the equivalence problem. In the last section we discuss the relationship between our and Cartan’s method of obtaining this class.

The work described here is part of a larger project, namely the study of natural geometric structures induced on the finite dimensional solution spaces of both odes and certain overdetermined pdes. In earlier work  we saw how all 4-dimensional conformal metrics and Cartan normal conformal connections were contained in the space of pairs of pdes satisfying generalized Wünschmann equations. (Similar results hold for all 3rd order odes satisfying the Wünschmann equation.) In the present work we have extended these results to unique Cartan normal projective connections associated with 2nd order odes satisfying a Wünschmann-like equation.

## 2 Projective connection

### 2.1 Cartan connection

In this subsection we will first define a Cartan connection and then specialize it to a Cartan projective connection (see  for more details).

Consider a structure $`(P,H,M,G)`$ such that

* $`(P,H,M)`$ is the principal fibre bundle, over an $`n`$-dimensional manifold, with a structure Lie group $`H`$
* $`G`$ is a Lie group, of dimension dim$`G=`$dim$`P`$, for which $`H`$ is a closed subgroup.

Denote by $`B^{}`$ the fundamental vector field associated with an element $`B`$ of the Lie algebra $`H^{}`$ of $`H`$. Let $`\omega `$ be a $`G^{}`$-valued 1-form on $`P`$ such that

* + $`\omega (B^{})=B`$ for each $`BH^{}`$
    + $`R_b^{}\omega =b^1\omega b`$ for each $`bH`$
    + $`\omega (X)=0`$ if and only if the vector field $`X`$ vanishes identically on $`P`$.

Then $`\omega `$ is called Cartan’s connection on $`(P,H,M,G)`$.

The Cartan projective connection is a Cartan connection for which

$$G=\mathrm{𝐒𝐋}(n+1,𝐑)/(\mathrm{center}),$$

$$H=\{\left(\begin{array}{cc}𝐀& 0\\ A^T& (det𝐀)^1\end{array}\right),𝐀\mathrm{𝐆𝐋}(n,𝐑),A𝐑^n\}/(\mathrm{center})$$

In next two subsections we present a convenient way of defining a projective connection on a local trivialization $`U\times H`$ of the bundle $`P`$.

### 2.2 Normal projective connection on $`UM`$

Here working on the base space $`M`$ we define a normal projective connection on $`UM`$.

Consider a coframe $`(\omega ^i)`$, $`i=1,2,\mathrm{},n`$ on an open neighbourhood $`U`$ of $`M`$. Suppose that in addition you have $`n^2`$ 1-forms $`\omega _j^i`$, $`i,j=1,2,\mathrm{},n`$ on $`M`$ such that

$$\mathrm{d}\omega ^i+\omega _j^i\omega ^j=0,i=1,2,\mathrm{}n.$$
(1)
Then, the system of forms $`(\omega ^i,\omega _j^i)`$ defines a torsion-free connection on $`U`$.

Take $`n`$ arbitrary 1-forms $`(\omega _i)`$, $`i=1,2,\mathrm{}n`$ on $`U`$. The forms $`(\omega ^i,\omega _j^i,\omega _j)`$ define the $`n^2`$ 2-forms $`\mathrm{\Omega }_j^i`$ and $`n`$ 2-forms $`\mathrm{\Psi }_j`$ on $`U`$ by

$$\mathrm{\Omega }_j^i=\mathrm{d}\omega _j^i+\omega _k^i\omega _j^k+\omega ^i\omega _j+\delta _j^i\omega ^k\omega _k,$$
(2)
$$\mathrm{\Psi }_i=\mathrm{d}\omega _i+\omega _k\omega _j^k.$$
(3)
Decompose $`\mathrm{\Omega }_j^i`$ onto the basis $`(\omega ^i)`$,

$$\mathrm{\Omega }_j^i=\frac{1}{2}\mathrm{\Omega }_{jkl}^i\omega ^k\omega ^l.$$

Find all $`(\omega _i)`$ for which the so called normal condition

$$\mathrm{\Omega }_{jil}^i=0,j,l=1,2,\mathrm{}n$$
(4)
is satisfied. It turns out that if $`n2`$ the forms $`\omega _i`$ are determined uniquely by the equations (4). Indeed, by using the Riemann 2-forms

$$R_j^i=\frac{1}{2}R_{jkl}^i\omega ^k\omega ^l=\mathrm{d}\omega _j^i+\omega _k^i\omega _j^k$$
(5)
and the Ricci tensor

$$R_{jl}=R_{jil}^i$$
(6)
of the connection $`\omega _j^i`$ one finds that

$$\omega _i=[\frac{1}{1n}R_{(ij)}\frac{1}{1+n}R_{[ij]}]\omega ^j.$$
(7)
Having determined the forms $`\omega _i`$, collect the system of 1-forms $`(\omega ^i,\omega _j^i,\omega _j)`$ into a matrix

$$\omega _u=\left(\begin{array}{cc}\omega _k^i\frac{1}{n+1}\omega _l^l\delta _k^i& \omega ^i\\ & \\ \omega _k& \frac{1}{n+1}\omega _l^l\end{array}\right).$$
(8)
Note that $`\omega _u`$ is a 1-form on $`U`$ which has values in the Lie algebra $`G^{}=\mathrm{𝐒𝐋}^{}(n+1,𝐑)`$. It is called a normal projective connection on $`U`$.

### 2.3 Normal projective connection on $`U\times H`$

Earlier we defined a Cartan projective connection on the principal $`H`$-bundle $`(P,M,H,G)`$. Here we show how the normal projective connection on $`UM`$ can be lifted to $`(P,M,H,G)`$.

Choose a generic element of $`H`$ in the form

$$b=\left(\begin{array}{cc}A_k^i& 0\\ & \\ A_k& a^1\end{array}\right),$$
(9)
where $`(A_j^i)`$ is a real-valued $`n\times n`$ matrix with nonvanishing determinant $`a=det(A_j^i)`$, and $`(A_i)`$ is a real row $`n`$-vector.

Define a $`G^{}`$-valued 1-form $`\omega `$ on $`U\times H`$ by

$$\omega =b^1\omega _ub+b^1\mathrm{d}b.$$
(10)
The 1-form $`\omega `$ defines a projective connection on $`U\times H`$. This projective connection on $`U\times H`$ is called the normal projective connection. The term normal referes to the condition (4), which this connection satisfies.

The explicit formulae for the normal projective connection (10) are written below.

$$\omega =\left(\begin{array}{cc}\omega _k^i\frac{1}{n+1}\omega _l^l\delta _k^i& \omega ^i\\ & \\ \omega _k^{}& \frac{1}{n+1}\omega _l^l\end{array}\right),$$
(11)
where

$$\omega ^i=a^1A_j^{1i}\omega ^j,$$
(12)
$$\omega _j^i=A_k^{1i}\omega _l^kA_j^l+A_k^{1i}\omega ^kA_j+\delta _j^iA_lA_k^{1l}\omega ^k+A_k^{1i}\mathrm{d}A_j^k+\delta _j^ia^1\mathrm{d}a,$$
(13)
$$\omega _i^{}=a(\omega _kA_i^kA_lA_j^{1l}\omega _k^jA_i^kA_lA_j^{1l}\omega ^jA_i+\mathrm{d}A_iA_lA_j^{1l}\mathrm{d}A_i^j),$$
(14)
and we have used the fact that

$$\mathrm{d}a=aA_k^{1l}\mathrm{d}A_l^k.$$
(15)
The curvature

$$\mathrm{\Omega }=\mathrm{d}\omega +\omega \omega $$
(16)
of $`\omega `$ has the form

$$\mathrm{\Omega }=b^1\mathrm{\Omega }_ub,\mathrm{where}\mathrm{\Omega }_u=\mathrm{d}\omega _u+\omega _u\omega _u=\left(\begin{array}{cc}\mathrm{\Omega }_j^i\frac{1}{n+1}\delta _j^i\mathrm{\Omega }_l^l& 0\\ & \\ \mathrm{\Psi }_j& \frac{1}{n+1}\mathrm{\Omega }_l^l\end{array}\right)$$
(17)
It is worthwhile to note that if $`n3`$ then the vanishing of $`\mathrm{\Omega }_j^i`$ implies the vanishing of $`\mathrm{\Psi }_i`$. This follows from the Bianchi identity $`\mathrm{d}\mathrm{\Omega }\mathrm{\Omega }\omega +\omega \mathrm{\Omega }=0`$. It is known that in dimension $`n=2`$ the forms $`\mathrm{\Omega }_j^i`$ are identically equal to zero. In this dimension all the information about the curvature of the normal projective connection is encoded in the forms $`\mathrm{\Psi }_i`$.

Remark
To globalize the local trivialization construction of the normal projective connection described above one needs assumptions about topology of $`M`$. In the local treatment we use in this paper these assumptions are not neccessary.

### 2.4 Projective structure on $`M`$

An alternative view of the formulae (12)-(14) is to consider them as an equivalence class of connections on $`U`$. This motivates the following definition.

A projective structure on an $`n`$-dimensional manifold $`M`$ is an equivalence class $`[(\omega ^i,\omega _j^i)]`$ of sets of 1-forms $`(\omega ^i,\omega _j^i)`$ on $`M`$ such that

* $`(\omega ^i)`$, $`i=1,2,\mathrm{},n`$ is a coframe on $`M`$ such that

$$\mathrm{d}\omega ^i+\omega _j^i\omega ^j=0,i=1,2,\mathrm{},n$$
* two sets $`(\omega ^i,\omega _j^i)`$ and $`(\omega ^i,\omega _j^i)`$ are in the same equivalence class iff there exists functions $`A_j^i`$ and $`A_i`$ on $`M`$ such that

$$\omega ^i=a^1A_j^{1i}\omega ^j$$
(18)
and

$$\omega _j^i=A_k^{1i}\omega _l^kA_j^l+A_k^{1i}\omega ^kA_j+\delta _j^iA_lA_k^{1l}\omega ^k+A_k^{1i}\mathrm{d}A_j^k+\delta _j^ia^1\mathrm{d}a,$$
(19)
with $`a=det(A_j^i)0`$ at every point of $`M`$.

It turns out that all the torsion-free connections from the equivalence class of a given projective structure have the same set of geodesics on $`M`$. To see this consider a representative $`(\omega ^i,\omega _j^i)`$ of a projective structure on $`M`$. Let $`(e_i)`$ be the set of $`n`$-vector fields dual to the coframe $`(\omega ^i)`$, i.e. $`\omega ^i(e_j)=\delta _j^i`$. Let $`\gamma (t)`$ be a geodesic curve for the connection 1-forms $`\omega _j^i=\omega _{jk}^i\omega ^k`$. This means that if $`V=\frac{\mathrm{d}}{\mathrm{d}t}=V^ie_i`$ is a vector tangent to this curve then

$$\frac{\mathrm{d}V^i}{\mathrm{d}t}+\omega _{jk}^iV^jV^k=fV^i,$$
(20)
with a certain function $`f`$ on $`M`$. If $`(\omega ^i,\omega _j^i)`$ belongs to the same projective structure as $`(\omega ^i,\omega _j^i)`$ then the equation (20) for $`V^i`$ and the relations between $`(\omega ^i,\omega _j^i)`$ and $`(\omega ^i,\omega _j^i)`$ imply that in the coframe $`(\omega ^i)`$ the $`V^i`$ component of the vector $`V=V^ie_i^{}`$ satisfies geodesic equation

$$\frac{\mathrm{d}V^i}{\mathrm{d}t}+\omega _{jk}^iV^jV^k=f^{}V^i,$$
(21)
with merely new function $`f^{}=f+2aA_jV^j`$. Thus the curve $`\gamma (t)`$ is also a geodesic in connection $`\omega _j^i`$.

Note that if $`A_j^i=\delta _j^i`$ then

$$\omega ^i=\omega ^i$$
(22)
and

$$\omega _j^i=\omega _j^i+\omega ^iA_j+\delta _j^iA,$$
(23)
with $`A=A_i\omega ^i`$. Thus, for a given projective structure $`(\omega ^i,\omega _j^i)`$, fixing the coframe does not fix the gauge in the choice of $`\omega _j^i`$. There exists an entire class (23) of connections that, together with the fixed coframe $`(\omega ^i)`$, represents the same projective structure.

### 2.5 Equivalence of projective structures

We say that two projective structures $`(\omega ^i,\omega _j^i)`$ and $`(\overline{\omega }^i,\overline{\omega }_j^i)`$ on two respective $`n`$-dimensional manifolds $`M`$ and $`\overline{M}`$ are (locally) equivalent iff there exists a (local) diffeomorphism $`\varphi :M\overline{M}`$ and functions $`A_j^i`$ and $`A_j`$ on $`M`$ such that

$$\varphi ^{}(\overline{\omega }^i)=a^1A_j^{1i}\omega ^j$$

and

$$\varphi ^{}(\overline{\omega })_j^i=A_k^{1i}\omega _l^kA_j^l+A_k^{1i}\omega ^kA_j+\delta _j^iA_lA_k^{1l}\omega ^k+A_k^{1i}\mathrm{d}A_j^k+\delta _j^ia^1\mathrm{d}a,$$

with $`a=det(A_j^i)0`$.

If, given a projective structure $`(\omega ^i,\omega _j^i)`$ on $`M`$, we have a diffeomorphism $`\varphi :MM`$ with $`A_j^i`$ and $`A_j`$ as above, such that

$$\varphi ^{}(\omega ^i)=a^1A_j^{1i}\omega ^j$$
(24)
and

$$\varphi ^{}(\omega )_j^i=A_k^{1i}\omega _l^kA_j^l+A_k^{1i}\omega ^kA_j+\delta _j^iA_lA_k^{1l}\omega ^k+A_k^{1i}\mathrm{d}A_j^k+\delta _j^ia^1\mathrm{d}a,$$
(25)
then we call $`\varphi `$ a symmetry of $`(\omega ^i,\omega _j^i)`$. Locally, a 1-parameter group of symmetries $`\varphi _t:MM`$ of $`(\omega ^i,\omega _j^i)`$ is expressible in terms of the corresponding vector field $`X`$, called an infinitesimal symmetry. Taking the Lie derivative with respect to $`X`$ of equations (24)-(25) one obtains the following characterization of infinitesimal symetries.

A vector field $`X`$ is an infinitesimal symmetry of a projective structure $`(\omega ^i,\omega _j^i)`$ iff there exist functions $`B_j^i`$ and $`B_j`$ on $`M`$ such that

$$_X\omega ^i=(B_j^i+B_k^k\delta _j^i)\omega ^j$$
(26)
$$_X\omega _j^i=\omega _j^iB_j^lB_l^i\omega _j^l+\omega ^iB_j+\delta _j^iB_l\omega ^l+\mathrm{d}B_j^i+\delta _j^i\mathrm{d}B_k^k.$$
(27)
It is easy to check that a Lie bracket $`[X_1,X_2]`$ of two infinitesimal symmetries is an infinitesimal symmetry, hence the infinitesimal symmetries generate a Lie algebra. This is the Lie algebra of infinitesimal symmetries of the structure $`(\omega ^i,\omega _j^i)`$.

## 3 Projective structures of second order ODEs

### 3.1 Contact forms associated with a second order ODE

We now show that a second order ODE defines a projective structure on the space of its solutions.

A second order ODE

$$\frac{\mathrm{d}^2y}{\mathrm{d}x^2}=Q(x,y,\frac{\mathrm{d}y}{\mathrm{d}x})$$
(28)
for a function $`𝐑xy=y(x)𝐑`$, can be alternatively written as a system of the two first order ODEs

$$\frac{\mathrm{d}y}{\mathrm{d}x}=p,\frac{\mathrm{d}p}{\mathrm{d}x}=Q(x,y,p)$$
(29)
for two functions $`𝐑xy=y(x)𝐑`$ and $`𝐑xp=p(x)𝐑`$. This system defines two (contact) 1-forms

$$\omega ^1=\mathrm{d}yp\mathrm{d}x,\omega ^2=\mathrm{d}pQ\mathrm{d}x,$$
(30)
which live on a 3-dimensional manifold $`J^1`$, the first jet space, parametrized by coordinates $`(x,y,p)`$. All the information about the ODE (28) is encoded in these two forms. For example any solution to (28) is a curve $`\gamma (x)=(x,y(x),p(x))J^1`$ on which the forms (30) vanish.

Given an ODE (28), we look for a set $`(\omega _1^1,\omega _2^1,\omega _1^2,\omega _2^2)`$ of 1-forms on $`J^1`$ such that

$$\mathrm{d}\omega ^1+\omega _1^1\omega ^1+\omega _2^1\omega ^2=0,\mathrm{d}\omega ^2+\omega _1^2\omega ^1+\omega _2^2\omega ^2=0.$$
(31)
Introducing the third 1-form

$$\omega ^3=\mathrm{d}x,$$
(32)
which together with $`\omega ^1`$ and $`\omega ^2`$ constitutes a basis of 1-forms on $`J^1`$, we find that

$$\mathrm{d}\omega ^1=\omega ^2\omega ^3,\mathrm{d}\omega ^2=(Q_y\omega ^1+Q_p\omega ^2)\omega ^3,$$
(33)
and that the general solution to the ‘vanishing torsion’ equations (31) is

$$\omega _1^1=\omega _{11}^1\omega ^1+\omega _{12}^1\omega ^2,\omega _2^1=\omega _{12}^1\omega ^1+\omega _{22}^1\omega ^2\omega ^3,$$
(34)
$$\omega _1^2=\omega _{11}^2\omega ^1+\omega _{12}^2\omega ^2Q_y\omega ^3,\omega _2^2=\omega _{12}^2\omega ^1+\omega _{22}^2\omega ^2Q_p\omega ^3,$$
(35)
with some unspecified functions $`(\omega _{11}^1,\omega _{12}^1,\omega _{22}^1,\omega _{11}^2,\omega _{12}^2,\omega _{22}^2)`$ on $`J^1`$. Here, and in the following, we denoted the partial derivatives with respect to a variable, as a subscript on the function whose partial derivative is evaluated, e.g. $`Q_y:=\frac{Q}{y}`$.

The anihilator of the contact forms $`\omega ^1`$ and $`\omega ^2`$ is spanned by the vector field

$$D=_x+p_y+Q_p,$$
(36)
which is defined up to a multiplicative factor. Its integral curves, which coincide with the solutions $`\gamma (x)`$ of the original equation, are intrinsically defined. Also the notion of surfaces $`S`$, transversal to $`D`$ is unambigous.

Any choice of 1-forms $`(\omega _1^1,\omega _2^1,\omega _1^2,\omega _2^2)`$ of the form given by equations (34)-(35) on the jet space $`J^1`$ determines projective structures $`[(\omega ^k;\omega _j^i)_{|S}]`$ on each 2-dimensional surface $`S`$ transversal to $`D`$. These projective structures are defined on each $`S`$ by transformations (18)-(19) applied to the 1-forms $`(\omega ^k;\omega _j^i)_{|S}`$. They, in turn, were defined as the restrictions of the 1-forms $`(\omega ^1,\omega ^2;\omega _1^1,\omega _2^1,\omega _1^2,\omega _2^2)`$ from $`J^1`$ to $`S`$. Given a particular choice of functions $`\omega _{jk}^i`$ in (34)-(35) and a pair of transversal to $`D`$ surfaces $`S`$ and $`S^{}`$, the projective structures $`[(\omega ^k;\omega _j^i)_{|S}]`$ and $`[(\omega ^k;\omega _j^i)_{|S^{}}]`$ will be in general inequivalent. It is therefore interesting to ask as to whether there exist a choice of forms (34)-(35) which, on all transversal surfaces $`S`$, defines the same (modulo equivalence) projective structure. Locally, this requirement is equivalent to the existence of a choice of forms (34)-(35) on $`J^1`$ such that the Lie derivative of the forms $`(\omega ^i;\omega _j^k)`$ along $`D`$ is simply the infinitesimal version of the transformations (24)-(25). Explicitly, we ask for the existence of $`\omega _{jk}^i`$ of (34)-(35) and the existence of functions $`B_j^i`$ and $`B_k`$ on $`J^1`$ such that

$$_D\omega ^i=(B_j^i+B_k^k\delta _j^i)\omega ^j$$
(37)
$$_D\omega _j^i=\omega _j^iB_j^lB_l^i\omega _j^l+\omega ^iB_j+\delta _j^iB_l\omega ^l+\mathrm{d}B_j^i+\delta _j^i\mathrm{d}B_k^ki,j=1,2.$$
(38)
If we were able to find a solution $`\omega _{jk}^i`$ to the above equations, then it would generate the same projective structure on all surfaces transversal to $`D`$. This structure would therefore descend to the 2-dimensional space of integral lines of $`D`$ endowing it, or what is the same, endowing the parameter space of solutions to the original ODE, with a projective structure.

To solve equations (37)-(38) we take the most general forms $`(\omega _1^1,\omega _2^1,\omega _1^2,\omega _2^2)`$ (from (34)-(35)) that are associated with the ODE. We then use the gauge freedom (22)-(23) preserving

$$\omega ^1=\mathrm{d}yp\mathrm{d}x,\omega ^2=\mathrm{d}pQ\mathrm{d}x$$

to achieve

$$\omega _1^1=0$$

everywhere on $`J^1`$. The forms $`(\omega ^1,\omega ^2;\omega _1^1,\omega _2^1,\omega _1^2,\omega _2^2)`$ with $`\omega _1^1=0`$, when restricted to each $`S`$, will therefore represent the same projective structure on $`S`$ as the original general forms we started with. Thus, without loss of generality, we solve equations (37)-(38) for forms

$$\omega ^1=\mathrm{d}yp\mathrm{d}x,\omega ^2=\mathrm{d}pQ\mathrm{d}x$$
(39)
and

$$\omega _1^1=0,\omega _2^1=\omega _{22}^1\omega ^2\omega ^3,$$
(40)
$$\omega _1^2=\omega _{11}^2\omega ^1+\omega _{12}^2\omega ^2Q_y\omega ^3,\omega _2^2=\omega _{12}^2\omega ^1+\omega _{22}^2\omega ^2Q_p\omega ^3.$$

It is a matter of straigthforward calculation to achieve the following proposition.

###### Proposition 1

The forms (39)-(40) satisfy equations (37)-(38) if and only if

$`\omega _{22}^2=`$ $`D\omega _{22}^1+2Q_p\omega _{22}^1,`$
$`\omega _{12}^2=`$ $`{\displaystyle \frac{1}{4}}[D^2\omega _{22}^13Q_pD\omega _{22}^1+(3Q_y2Q_p^22DQ_p)\omega _{22}^1Q_{pp}]`$ (41)
$`\omega _{11}^2=`$ $`{\displaystyle \frac{1}{6}}[D^3\omega _{22}^1+3D^2\omega _{22}^1+(5DQ_p+2Q_p^27Q_y)D\omega _{22}^1+`$
$`(2D^2Q_p3DQ_y+4Q_pDQ_p8Q_pQ_y)\omega _{22}^1+DQ_{pp}4Q_{py}]`$
and $`\omega _{22}^1`$ fulfills the differential equation

$$D^4\omega _{22}^1+a_4D^3\omega _{22}^1+a_3D^2\omega _{22}^1+a_2D\omega _{22}^1+a_1\omega _{22}^1+a_0=0$$
(42)
with coefficients $`a_0,a_1,a_2,a_3,a_4`$ given by

$$a_4=2Q_p,$$

$$a_3=(8DQ_pQ_p^210Q_y),$$

$$a_2=(7D^2Q_p10DQ_y+3Q_pDQ_p2Q_p^310Q_pQ_y),$$
(43)
$$a_1=(2D^3Q_p3D^2Q_y+4(DQ_p)^2+2Q_pD^2Q_p5Q_pDQ_y4Q_p^2DQ_p14Q_yDQ_p+2Q_p^2Q_y+9Q_y^2),$$

$$a_0=D^2Q_{pp}4DQ_{py}Q_pDQ_{pp}+4Q_pQ_{py}3Q_{pp}Q_y+6Q_{yy}.$$

Thus, modulo equivalence, the only forms (30)-(35) that generate the same projective structure on all surfaces transversal to $`D`$ are given by (40)-(41) with the coefficient $`\omega _{22}^1`$ satisfying differential equation (42)-(43). Now, recalling that the space of solutions of the second order ODE can be identified with the 2-dimensional space of integral lines of $`D`$ in $`J^1`$, we obtain the following theorem.

###### Theorem 1

Every solution $`\omega _{22}^1`$ to the fourth order differential equation (42)-(43) defines a natural projective structure on the space of solutions $`J^1/D`$ of the second order ODE $`y^{\prime \prime }=Q(x,y,y^{})`$. The structure is given by the projection from $`J^1`$ to $`J^1/D`$ of forms

$$\omega ^1=\mathrm{d}yp\mathrm{d}x,\omega ^2=\mathrm{d}pQ\mathrm{d}x$$

with

$$\omega _1^1=0,$$

$$\omega _2^1=\omega _{22}^1\omega ^2\omega ^3,\omega ^3=\mathrm{d}x,$$

$`\omega _1^2=`$ $`{\displaystyle \frac{1}{6}}[D^3\omega _{22}^1+3D^2\omega _{22}^1+(5DQ_p+2Q_p^27Q_y)D\omega _{22}^1+`$
$`(2D^2Q_p3DQ_y+4Q_pDQ_p8Q_pQ_y)\omega _{22}^1+DQ_{pp}4Q_{py}]\omega ^1`$
$`+`$ $`{\displaystyle \frac{1}{4}}[D^2\omega _{22}^13Q_pD\omega _{22}^1+(3Q_y2Q_p^22DQ_p)\omega _{22}^1Q_{pp}]\omega ^2`$
$``$ $`Q_y\omega ^3,`$
$`\omega _2^2=`$ $`{\displaystyle \frac{1}{4}}[D^2\omega _{22}^13Q_pD\omega _{22}^1+(3Q_y2Q_p^22DQ_p)\omega _{22}^1Q_{pp}]\omega ^1`$
$`+`$ $`[D\omega _{22}^1+2Q_p\omega _{22}^1]\omega ^2Q_p\omega ^3.`$
Since the equation (42)-(43) is of 4th order it has four independent solutions. Thus, all the corresponding projective structures on $`J^1/D`$ should be treated on equal footing. However, in the case of second order ODEs satisfying some additional conditions, some of these structures may be more distinguished. In particular, Sophus Lie  and Elie Cartan  considered 2nd order ODEs satisfying the additional condition

$$a_0=D^2Q_{pp}4DQ_{py}Q_pDQ_{pp}+4Q_pQ_{py}3Q_{pp}Q_y+6Q_{yy}0.$$
(44)
For such ODEs equation (42)-(43) is homogeneous and as such has a preferred solution $`\omega _{22}^1=0`$. Thus, for this class of second order ODEs there exists a distinguished, natural projective structure on $`J^1/D`$ associated with the solution $`\omega _{22}^1=0`$ of (42)-(43). Explicitely, for any second order ode satisfying $`a_00`$, this structure is given by

$$\omega ^1=\mathrm{d}yp\mathrm{d}x,\omega ^2=\mathrm{d}pQ\mathrm{d}x$$
(45)
with

$$\omega _1^1=0,\omega _2^1=\omega ^3,\omega ^3=\mathrm{d}x,$$
(46)
$$\omega _1^2=\frac{1}{6}(DQ_{pp}4Q_{py})\omega ^1\frac{1}{4}Q_{pp}\omega ^2Q_y\omega ^3,$$
(47)
$$\omega _2^2=\frac{1}{4}Q_{pp}\omega ^1Q_p\omega ^3.$$
(48)
In general, any projective structure described by Theorem 1 leads to a projective $`\mathrm{𝐒𝐋}(3,𝐑)`$ connection on an 8-dimensional bundle $`PJ^1/D`$. One of the features of the projective structures which via $`\omega _{22}^1=0`$ are associated with $`a_00`$, is that each of them leads to a normal projective $`\mathrm{𝐒𝐋}(3,𝐑)`$ connection on $`P`$. Using the local parameters $`(x,y,p,\alpha ,\beta ,\gamma ,\nu ,\mu )`$ for $`P`$ and equations (11)-(14), (45)-(48) we find that this $`\mathrm{𝐒𝐋}(3,𝐑)`$ connection reads

$$\omega =\left(\begin{array}{ccc}\frac{1}{3}(\mathrm{\Omega }_22\mathrm{\Omega }_1)& \theta ^3& \theta ^1\\ & & \\ \mathrm{\Omega }_3& \frac{1}{3}(\mathrm{\Omega }_12\mathrm{\Omega }_2)& \theta ^2\\ & & \\ \mathrm{\Omega }_5& \mathrm{\Omega }_4& \frac{1}{3}(\mathrm{\Omega }_1+\mathrm{\Omega }_2)\end{array}\right)$$
(49)
where $`(\theta ^1,\theta ^2,\theta ^3,\mathrm{\Omega }_1,\mathrm{\Omega }_2,\mathrm{\Omega }_3,\mathrm{\Omega }_4,\mathrm{\Omega }_5)`$ are given by

$$\theta ^1=\alpha \omega ^1,\theta ^2=\beta (\omega ^2+\gamma \omega ^1),\theta ^3=\frac{\alpha }{\beta }(\omega ^3+\nu \omega ^1),$$

$`\mathrm{\Omega }_1=\mathrm{d}\mathrm{log}\alpha \mu \theta ^1+{\displaystyle \frac{\nu }{\beta }}\theta ^2{\displaystyle \frac{\beta \gamma }{\alpha }}\theta ^3`$
$`\mathrm{\Omega }_2=\mathrm{d}\mathrm{log}\beta {\displaystyle \frac{1}{4\alpha }}[6\gamma \nu +4\nu Q_pQ_{pp}+2\alpha \mu ]\theta ^1+2{\displaystyle \frac{\nu }{\beta }}\theta ^2+{\displaystyle \frac{\beta }{\alpha }}[\gamma +Q_p]\theta ^3`$
$`\mathrm{\Omega }_3={\displaystyle \frac{\beta }{\alpha }}\mathrm{d}\gamma {\displaystyle \frac{\beta }{6\alpha ^2}}[DQ_{pp}6\gamma ^2\nu 6\gamma \nu Q_p+3\gamma Q_{pp}4Q_{py}+6\nu Q_y]\theta ^1{\displaystyle \frac{1}{4\alpha }}[2\gamma \nu Q_{pp}+2\alpha \mu ]\theta ^2`$
$`{\displaystyle \frac{\beta ^2}{\alpha ^2}}[\gamma ^2+\gamma Q_pQ_y]\theta ^3`$
$`\mathrm{\Omega }_4={\displaystyle \frac{1}{\beta }}\mathrm{d}\nu {\displaystyle \frac{1}{6\alpha \beta }}[6\gamma \nu ^2+6\nu ^2Q_p3\nu Q_{pp}+Q_{ppp}]\theta ^1+{\displaystyle \frac{\nu ^2}{\beta ^2}}\theta ^2{\displaystyle \frac{1}{4\alpha }}[2\gamma \nu 4\nu Q_p+Q_{pp}+2\alpha \mu ]\theta ^3`$
$`2\mathrm{\Omega }_5=\mathrm{d}\mu +\mu \mathrm{d}\mathrm{log}\alpha {\displaystyle \frac{\nu }{\alpha }}\mathrm{d}\gamma +{\displaystyle \frac{\gamma }{\alpha }}\mathrm{d}\nu `$
$`{\displaystyle \frac{1}{24\alpha ^2}}[12\alpha ^2\mu ^2+48\nu Q_{py}48\nu ^2Q_y12\nu DQ_{pp}+36\gamma ^2\nu ^2+48\gamma \nu ^2Q_p36\gamma \nu Q_{pp}+12\gamma Q_{ppp}`$
$`+8DQ_{ppp}+8Q_pQ_{ppp}12Q_{ppy}3Q_{pp}^2]\theta ^1+{\displaystyle \frac{1}{6\alpha \beta }}[6\gamma \nu ^23\nu Q_{pp}+Q_{ppp}+6\alpha \nu \mu ]\theta ^2`$
$`{\displaystyle \frac{\beta }{6\alpha ^2}}[DQ_{pp}6\gamma ^2\nu 12\gamma \nu Q_p+3\gamma Q_{pp}4Q_{py}+12\nu Q_y+6\alpha \gamma \mu ]\theta ^3.`$
The curvature of this connection reads

$$\mathrm{\Omega }=\left(\begin{array}{ccc}0& 0& 0\\ & & \\ 0& 0& 0\\ & & \\ \frac{1}{6\alpha ^2\beta }b_{01}\theta ^1\theta ^2& \frac{1}{6\alpha \beta ^2}b_0\theta ^1\theta ^2& 0\end{array}\right),$$

where we have introduced

$$b_0=Q_{pppp},\mathrm{and}b_{01}=Db_0+(\gamma +2Q_p)b_0.$$

The relatively simple form of this curvature agrees with the general theory of normal projective connections for $`n=2`$ (compare with the note at the end of section 2.3).

The next section is devoted to explaining the Lie/Cartan motivation for considering the class of ODEs leading to the structure defined above.

### 3.2 Equivalence classes of 2nd order ODEs modulo point transformations

A point transformation of variables

$$(x,y)=(x(\overline{x},\overline{y}),y(\overline{x},\overline{y}))$$
(50)
applied to the second order ODE

$$y^{\prime \prime }=Q(x,y,y^{})$$
(51)
changes it to the new form

$$\overline{y}^{\prime \prime }=\overline{Q}(\overline{x},\overline{y},\overline{y}^{}).$$
(52)
The function $`Q=Q(x,y,y^{})`$ transforms in a rather complicated way into a new function $`\overline{Q}=\overline{Q}(\overline{x},\overline{y},\overline{y}^{})`$. But, using appropriate derivatives of $`Q`$ one can construct functions which have nice transformation properties under transformations (50). In particular, the relative invariants of the equation (51) are such functions which, under transformations (50), scale by a factor. Their vanishing is the point invariant property of the equation. One of such relative invariants is

$$a_0=D^2Q_{pp}4DQ_{py}Q_pDQ_{pp}+4Q_pQ_{py}3Q_{pp}Q_y+6Q_{yy},$$

the same function that appears in equations (43). This fact was already known to Sophus Lie . Elie Cartan  considered the problem of finding all point invariants of (51). He used his equivalence method which, enabled him to determine another relative invariant

$$b_0=Q_{pppp}.$$

Both $`a_0`$ and $`b_0`$ are of the same order and, it follows from the Cartan analysis, that the equation (51) has no more point invariants of order less than or equal to 4. Thus, according to Cartan, the second order ODEs modulo point transformations split into four major classes which are

* $`a_0=b_0=0`$
* $`a_0=0`$ and $`b_00`$
* $`a_00`$ and $`b_0=0`$
* $`a_00`$ and $`b_00`$.

Cases i)-ii) were analyzed by Cartan completely. In particular, he showed that if $`a_0=0`$ then with each point equivalence class of second order ODEs is associated a natural normal projective connection, whose curvature provides all the point invariants of the class. This connection equips the space of solutions of each of the equations from the equivalence class with a projective structure. It follows that the projective structures originating in this way from different equations from the same point equivalence class are equivalent. This distinguished projective structure associated with the class of equation $`y^{\prime \prime }=Q(x,y,y^{})`$ coincides with the structure (47) defined in the previous section.

## 4 Acknowledgments

We acknowledge support from NSF Grant No PHY-0088951 and the Polish KBN Grant No 2 P03B 12724.