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# DEFLECTIONS IN MAGNET FRINGE FIELDS

## I STRATEGY AND NOTATION

The purpose of this paper is to derive formulas for the orbit deflections caused by the fringe fields of non-solenoidal accelerator magnets. The main ingredient is a multipole expansion for fields having arbitrary longitudinal profile and including all field components (and only those) required to be present by Maxwell’s equations.

Because terminology describing magnets depends on context, we define some of our terms, if only implicitly, by using them in this section. Most magnets in accelerators are “dipoles”, “quadrupoles” or other “multipoles” where, in this paper, we distinguish by quotation marks the common names of these magnets from the dipole, quadrupole, multipole, etc., terms appearing in mathematical expansions of their magnetic fields. The particle orbits are paraxial, with small transverse displacements, $`r=(x^2+y^2)^{1/2}`$, with slopes $`(x^{},y^{})(dx/dz,dy/dz)`$ small compared to 1 because the orbits are more or less parallel to the $`z`$-axis, which is the magnet centerline. The dominant magnetic field components ($`B_x,B_y`$) are therefore transverse to this axis, and the currents in most accelerator magnets are therefore longitudinal. But actual magnet coils must have radial leads to return the currents and, because of practical considerations, they also have azimuthal currents.

The standard multipole expansion derives entirely from longitudinal magnet currents (this includes the bound currents in ferromagnets). It is only for a long magnet whose length $`L`$ is large (for example compared to a typical radial magnetic half-aperture $`r_{1/2}`$) that a single multipole term provides a good approximation to the field. Yet, as concerns the effect of the magnet on a particle orbit, a common idealization is the short magnet or thin lens approximation, in which the entire deflection caused by the magnet occurs at a single longitudinal position. Even more extreme than our straight line approximation is to treat the transverse orbit coordinates $`(x,y)`$ as constant through the entire magnet, body and ends; the deflection (say horizontal) is proportional to a field integral of the form $`\mathrm{\Delta }x^{}(x,y)_{\mathrm{}}^{\mathrm{}}(x,y,z)𝑑z`$, where $`(x,y,z)`$ stands for any one of $`B_x,B_y,dB_x/dx,dB_x/dy,\mathrm{}`$, that is, either of the transverse magnetic field components, or any of their derivatives with respect to $`x`$ and/or $`y`$. Commonly then, one defines an effective magnet length $`L_{\mathrm{eff}}L`$ such that $`_{\mathrm{}}^{\mathrm{}}(0,0,z)𝑑z=(0,0,0)L_{\mathrm{eff}}`$. This length is specific to the particular multipole the magnet is designed to produce. In spite of the facts that the magnet must be long to validate the multipole approximation, yet short to validate the thin element treatment, and that discontinuous magnetic fields violate the Maxwell’s equations, this approximation is curiously accurate for most accelerator magnets. Because of this good start, it promises to be effective to improve upon the approximation by assuming that magnets have ideal multipole fields within the length $`L_{\mathrm{eff}}`$, but also to include “end fields” applicable in regions of length $`\mathrm{\Delta }L_{}`$ and $`\mathrm{\Delta }L_+`$ at input and output ends. In this approximation the transverse magnetic fields are continuous, but their derivatives are discontinuous at both ends of the fringe field regions.

In a well-designed magnet, the same multipole that is dominant in the central region is dominant in the end regions. But the fields in the end regions are necessarily more complicated and include longitudinal components $`B_z(x,y,z)`$. Since the fields in these regions are, in principle, constrained only by Maxwell equations, rigorous formulas for the deflections they cause can only be evaluated by solving differential equations appropriate for the detailed magnet end configuration. To obtain analytic formulas we must make some assumptions, the first of which is that the formulation is not intended to apply to “intentional solenoids” (because of their large azimuthal currents and longitudinal field components). Furthermore the only longitudinal fields included are those that are required by Maxwell’s equation to be present in regions of varying longitudinal profile. In other words, the formulas can be expected to be accurate for “well-designed” magnets, in which the dominant fringe field multipolarity matches the body multipolarity. This can, in principle, be assured by proper shaping of pole ends and proper conformation of the magnet return currents. In the absence of magnetic field measurements in the end regions, this is the only practical assumption one can make when predicting the fringe field deflections. If the fields have been accurately measured or calculated, to improve on formulas given in this paper, it would be necessary to separate out the (presumably small) extraneous components and include their effects perturbatively. One cannot exclude the possibility of end geometries that introduce multipoles for which the extraneous fringe fields are large compared to the required fringe fields, either intentionally of unintentionally. The present formalism would not be directly applicable for such fields.

In this paper, we derive first approximations for the deflections occurring in the end field regions, of the form $`\mathrm{\Delta }x_{}^{}_{\mathrm{\Delta }L_{}}^0(x,y,z)𝑑z`$ and $`\mathrm{\Delta }x_+^{}_L^{L+\mathrm{\Delta }L_+}(x,y,z)𝑑z`$ 111In most cases, one limit of each integral can be taken to infinity, because of the rapid fall off of the field.. Like the thin lens approximation, these formulas assume the transverse orbit displacement is constant through the end intervals $`\mathrm{\Delta }L_{}`$ and $`\mathrm{\Delta }L_{}`$. This is a much more valid assumption than assuming constant displacement through the whole magnet if, as is usually true, the end regions are “short”; $`\mathrm{\Delta }L_\pm <<L`$. Furthermore terms proportional to transverse slopes $`x^{}`$ and $`y^{}`$ can be consistently included, in the formulas for the deflections.

A criterion for the validity of treating the end region as short can be based on the inequality $`|\beta _{x,y}^{}|\mathrm{\Delta }L_\pm /\beta _{x,y}<<1.`$, where $`\beta _{x,y}`$ and $`\beta _{x,y}^{}`$ are the usual beta functions and their derivatives with respect to the longitudinal position $`z`$. When this is true the (fractional) rate of change of multipole strength $`1/\mathrm{\Delta }L_\pm `$ is large compared to the (fractional) rate of change of lattice beta functions.

There is often a tendency to believe that multipole contributions from opposite ends of a magnet cancel each other. But, since this is not universally valid, in this paper no such assumption will be made.

## II 3D MULTIPOLE EXPANSION

In this section, a multipole expansion is developed that is appropriate for performing the calculation just described. This expansion is applicable to magnetic fields that depend arbitrarily on the longitudinal coordinate $`z`$ but, being a power series in the transverse coordinates $`x`$ and $`y`$, its accuracy after truncation to an order $`n`$ deteriorates at large transverse amplitudes. The expansion is intended to describe an arbitrary “multipole” magnet along with its fringe field. The formalism presented here generalizes an approach described by Steffen and reduces to formulas he gives in the case of “dipoles” and “quadrupoles” steffen .

In the current-free regions to which the beams are restricted, the magnetostatic field $`𝐁(x,y,z)`$ can be expressed as the gradient of a scalar potential $`\mathrm{\Phi }(x,y,z)`$

$$𝐁(x,y,z)=\mathrm{\Phi }(x,y,z)=\frac{\mathrm{\Phi }}{x}𝐱+\frac{\mathrm{\Phi }}{y}𝐲+\frac{\mathrm{\Phi }}{z}𝐳,$$
(1)
where $`\mathrm{\Phi }`$ satisfies

$$^2\mathrm{\Phi }(x,y,z)=\frac{^2\mathrm{\Phi }}{x^2}+\frac{^2\mathrm{\Phi }}{y^2}+\frac{^2\mathrm{\Phi }}{z^2}=0.$$
(2)
An appropriate expansion is

$$\mathrm{\Phi }(x,y,z)=\underset{m=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}𝒞_{m,n}(z)\frac{x^ny^m}{n!m!},$$
(3)
where the coefficients $`𝒞_{m,n}(z)`$ depend on the longitudinal position $`z`$222The spatial dependence of function $`\mathrm{\Phi }`$ can guide the shaping of the pole pieces of iron magnets to match, as closely as possible, equipotentials of $`\mathrm{\Phi }`$. This is discussed by Steffen steffen  for the case of quadrupoles..

Substituting Eq. (3) into Eq. (2), we get a recursion relation for the coefficients;

$$𝒞_{m+2,n}=𝒞_{m,n+2}𝒞_{m,n}^{[2]},$$
(4)
where in this and subsequent formulas a superscript $`[l]`$ denotes $`l`$ differentiations with respect to $`z`$; in this case $`l=2`$. Now, we can evaluate the gradient of the potential and get the field components in the three Cartesian directions

$$\begin{array}{cc}\hfill B_x(x,y,z)& =\underset{m=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}𝒞_{m,n+1}(z)\frac{x^ny^m}{n!m!}\hfill \\ \hfill B_y(x,y,z)& =\underset{m=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}𝒞_{m+1,n}(z)\frac{x^ny^m}{n!m!}\hfill \\ \hfill B_z(x,y,z)& =\underset{m=0}{\overset{\mathrm{}}{}}\underset{n=0}{\overset{\mathrm{}}{}}𝒞_{m,n}^{[1]}(z)\frac{x^ny^m}{n!m!}\hfill \end{array}.$$
(5)
The two-index coefficients $`𝒞_{m,n}`$ can be expressed in terms of the usual normal and skew multipole coefficients which, as well as being conventional, have only one index,

$$\begin{array}{cc}\hfill b_n(z)=& 𝒞_{1,n}(z)=\left(\frac{^nB_y}{x^n}\right)|_{x=y=0}(z)\hfill \\ \hfill a_n(z)=& 𝒞_{0,n+1}(z)=\left(\frac{^nB_x}{x^n}\right)|_{x=y=0}(z)\hfill \end{array}.$$
(6)
We next seek a representation of the field as a function of these coefficients and their derivatives. The relation (4) can be applied recursively to obtain

$$𝒞_{m,n}=\underset{l=0}{\overset{k}{}}(1)^k\left(\genfrac{}{}{0pt}{}{k}{l}\right)𝒞_{m2k,n+2k2l}^{[2l]},$$
(7)
where the upper limit of the series $`k`$ is equal to the integer part of $`m/2`$. This shows that the coefficients $`𝒞_{m,n}`$ can be expressed as a series of even derivatives of $`𝒞_{0,n+1}`$ or $`𝒞_{1,n}`$. Using Eq. (6) we can distinguish two cases for $`m`$, namely $`m=2k`$ (even) or $`m=2k+1`$ (odd), and we have

$$\begin{array}{cc}\hfill 𝒞_{0,0}=0,𝒞_{2k,n}& =\underset{l=0}{\overset{k}{}}(1)^k\left(\genfrac{}{}{0pt}{}{k}{l}\right)a_{n+2k2l1}^{[2l]},\text{for }n>0,\hfill \\ \hfill 𝒞_{2k+1,n}& =\underset{l=0}{\overset{k}{}}(1)^k\left(\genfrac{}{}{0pt}{}{k}{l}\right)b_{n+2k2l}^{[2l]}\hfill \end{array}.$$
(8)
The requirement $`𝒞_{0,0}=0`$ corresponds to the restriction to non-solenoidal magnets.

Substituting this representation into Eqs. (5) and rearranging the $`m`$-summation yields

$$\begin{array}{cc}\hfill B_x(x,y,z)=& \underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}(1)^m\left(\genfrac{}{}{0pt}{}{m}{l}\right)\frac{x^ny^{2m}}{n!(2m)!}\left(b_{n+2m+12l}^{[2l]}\frac{y}{2m+1}+a_{n+2m2l}^{[2l]}\right)\hfill \\ \hfill B_y(x,y,z)=& \underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}(1)^m\frac{x^ny^{2m}}{n!(2m)!}[\underset{l=0}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{n+2m2l}^{[2l]}\hfill \\ & \underset{l=0}{\overset{m+1}{}}\left(\genfrac{}{}{0pt}{}{m+1}{l}\right)a_{n+2m+12l}^{[2l]}\frac{y}{2m+1}]\hfill \\ \hfill B_z(x,y,z)=& \underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}(1)^m\left(\genfrac{}{}{0pt}{}{m}{l}\right)\frac{x^ny^{2m}}{n!(2m)!}\left(b_{n+2m2l}^{[2l+1]}\frac{y}{2m+1}+a_{n+2m12l}^{[2l+1]}\right)\hfill \end{array},$$
(9)
again limiting the ranges so the lowest coefficients are $`b_0C_{1,0}`$ and $`a_0C_{0,1}`$.

In an idealized model of a magnet, only one (or in the case of combined function magnets, two) of the multipole coefficients will be non-vanishing in the body of the magnet (length $`L_{\mathrm{eff}}`$) and in this region only the $`l=0`$ terms in the expansions survive. The important terms are: $`(m=0,l=0)`$ corresponding to the leading “design” multipole; $`(m=0,l=1)`$, the “next-to-leading” term associated with longitudinal variation of the design multipole; and $`(m=1,l=0)`$ coming from the next higher body multipole. Examples in this paper are mainly concerned with the relative importance of the first two of these terms in the deflections caused by the actual magnet, including body and ends. The same formulas could, however, be used to evaluate the relative importance of the second and third terms—to answer the question “Which are more important, fringe fields or body field imperfection?”

To obtain results concerning the symmetries of the skew and normal multipole coefficients it is more useful to express these formulas in terms of cylindrical coordinates. This is done in Appendix A.

In the fringe regions of the magnet, the fields can be arranged so that they match the central fields at the ends of the body region and fall linearly to zero in the fringe regions. For example, let us keep just one more term as a “next approximation”, arrange its leading ($`l=0`$) part to match a given body field at $`z=0`$, and let it vary linearly with $`z`$;

$$\begin{array}{cc}& B_x(x,y,z)\underset{n=1}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{x^{n1}y^{2m+1}}{(n1)!(2m+1)!}(1)^m\left[b_{n+2m}^{[0]}+b_{n+2m}^{[1]}z\right]\hfill \\ & B_y(x,y,z)\underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{x^ny^{2m}}{n!(2m)!}(1)^m\left[b_{n+2m}^{[0]}+b_{n+2m}^{[1]}z\right]\hfill \\ & B_z(x,y,z)\underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\frac{x^ny^{2m+1}}{n!(2m+1)!}(1)^m\left[b_{n+2m}^{[1]}\right]\hfill \end{array},$$
(10)
where the $`n`$ index has been shifted by 1 in the $`B_x`$ expansion for convenience in the next step. Next, we arrange for $`B_x(x,y,\mathrm{\Delta }L)=0`$ by setting

$$b_{n+2m}^{[1]}=\frac{b_{n+2m}^{[0]}}{\mathrm{\Delta }L}.$$
(11)
It can be seen that this condition also assures $`B_y(x,y,\mathrm{\Delta }L)=0`$. This is a consequence of the requirement that $`\times 𝐁=0`$. Setting $`𝐁(x,y,z)=0`$ for $`z\mathrm{\Delta }L`$, we have assured that the transverse field components are continuous. Due to the artificial assumption of linear fall-off of the field in the fringe region, the longitudinal component $`B_z`$ is discontinuous in this approximation.

At this point, the “multipole” magnet has been idealized by a model whose parameters, apart from its multipolarity index, are its multipole strength $`b_{n+2m}^{[0]}`$, and its lengths $`L_{\mathrm{eff}}`$ and $`\mathrm{\Delta }L_\pm `$. This representation is appropriate for representing the magnet within a particle tracking computer program. The lengths $`\mathrm{\Delta }L_\pm `$ could be determined by best-fitting to measured fringe fields. But, to reduce the number of parameters in the remainder of this paper, and with some reduction in accuracy, a slightly different approach will be taken; the impulses delivered by the fringe fields will be evaluated in a way that is independent of the fringe field lengths: all the integrals involved will be computed by using the “hard-edge” approximation, i.e. taking the limit for which $`\mathrm{\Delta }L_\pm 0`$. In this limit the straight line approximation becomes exact.

For the sake of consistency another point must also be made. Since the dominant multipole in the magnet body is also dominant in the fringe field, there can be an appreciable contribution to the dominant field integral (due to the magnet as a whole) that comes from the fields in the fringe regions. It is a matter of taste whether this contribution is to be treated as part of the main field or part of the fringe field. In this paper, from here on, to simplify the formulas somewhat, the term “fringe field” will refer to components other than the dominant component, but restricted to those components necessarily associated with the dominant multipole. In other words, the contributions from the dominant multipole component in the fringe regions will be counted as part of the ideal magnet field integral. Treating the magnet in this way increases its effective length probably making it more nearly equal to the the physical magnet length; i.e. $`LL_{\mathrm{eff}}`$, and this will be assumed in all subsequent formulas.

## III DEFLECTIONS AT MAGNET ENDS

For a given magnet with a perfect $`2(n+1)`$-pole geometry written in cylindrical coordinates (see Appendix A), the scalar potential satisfies the following symmetry condition:

$$\mathrm{\Phi }(r,\theta ,z)=\mathrm{\Phi }(r,\frac{\pi }{n+1}\theta ,z),$$
(12)
which leads to a relation between the harmonic multipole number allowed by symmetry $`n^{}`$ and the multipole order $`(n+1)`$:

$$n^{}=(2j+1)(n+1)1.$$
(13)
Thus, for a normal “dipole” ($`n=0`$) the multipole coefficients allowed by the magnet symmetry are of the form $`b_{2j}`$, for a normal “quadrupole” ($`n=1`$) $`b_{4j+1}`$, for a normal “sextupole” ($`n=2`$) $`b_{6j+2}`$, etc. Consider now a “multipole magnet”, with normal symmetry, for example. Following the symmetry condition (13), we can rewrite the field components (55), keeping terms of the expansion to leading order:

$$\begin{array}{cc}\hfill B_x(x,y,z)=& m\left\{\frac{(x+iy)^nb_n(z)}{n!}\frac{(x+iy)^{n+1}\left[(n+3)xi(n+1)y\right]b_n^{[2]}(z)}{4(n+2)!}+O(n+4)\right\}\hfill \\ \hfill B_y(x,y,z)=& e\left\{\frac{(x+iy)^nb_n(z)}{n!}\frac{(x+iy)^{n+1}\left[(n+1)xi(n+3)y\right]b_n^{[2]}(z)}{4(n+2)!}+O(n+4)\right\}\hfill \\ \hfill B_z(x,y,z)=& m\left\{\frac{(x+iy)^{n+1}b_n^{[1]}(z)}{(n+1)!}+O(n+3)\right\}\hfill \end{array},$$
(14)
where the functions $`O(j)`$ represent polynomial terms in the transverse variables $`x,y`$ of order greater or equal to $`j`$. These expressions apply for $`n>0`$. The special case of the “dipole” will be treated separately. Here the terms proportional to $`b_n^{[1]}`$ and $`b_n^{[2]}`$ approximate the fields present due to the longitudinal field profile variation and do not include fields that could be present due to non-ideal magnet design.

For a particle traversing the magnet along the straight line having transverse coordinates $`(x,y)`$, the impulse (i.e. change of transverse momentum) imparted by the nominal field component is

$$\begin{array}{ccc}\mathrm{\Delta }p_x^b=\hfill & e\underset{\text{body}}{}B_y(x,y,z)𝑑z\hfill & e\overline{b_n}L_{\text{eff}}\frac{e\left\{(x+iy)^n\right\}}{n!}\hfill \\ \mathrm{\Delta }p_y^b=\hfill & e\underset{\text{body}}{}B_x(x,y,z)𝑑z\hfill & e\overline{b_n}L_{\text{eff}}\frac{m\left\{(x+iy)^n\right\}}{n!}\hfill \end{array},$$
(15)
where $`L_{\text{eff}}=\underset{\text{body}}{}b_n(z)𝑑z/\overline{b_n}`$ is the effective length of the magnet, and $`\overline{b_n}`$ is the nominal field coefficient in the body of the multipole magnet. The quantities in Eq. (15), the intentional and dominant (“zero order”) deflections caused by the magnet, are only approximate, since they account neither for orbit curvature within the body of the magnet nor for end field deflections. Expressions like this will be used only as “normalizing denominators” in ratios having (the presumably much smaller) magnet end deflections as numerators. For magnets other than bending magnets, for which the average deflection is zero, it will be necessary to use r.m.s. values for both the normalizing denominator and the numerator.

The impulse due to the fringe field at one end of a magnet is defined in this paper as the effect of field deviation from nominal, from well inside (where the nominal multipole coefficient is assumed to be independent of $`z`$) to well outside the magnet (where all field components are assumed to vanish). These will be the limits for the integrals used in order to calculate the fringe deflection. To obtain explicit formulas the upper limit of these integrals will be taken to be infinity. Exploiting the assumed constancy of $`x`$ and $`y`$ along the orbit, these integrals will all be evaluated using integration by parts.

Suppressing the entire pure multipole contribution, as explained above, we have $`_{\mathrm{}}^{\mathrm{}}𝐁(x,y,z)𝑑z0`$. For $`x=y=0`$ this is an equality by definition, and for finite displacements it is approximately true if, as we are assuming, the transverse particle displacements remain approximately constant. This is consistent with our straight line orbit approximation.

The individual components of the impulse can themselves be separated into terms due to longitudinal fields (labeled $``$) and due to transverse fields (labeled $``$);

$$\mathrm{\Delta }p_{x,y}^f=\mathrm{\Delta }p_{x,y}^f()+\mathrm{\Delta }p_{x,y}^f(),$$
(16)
where

$$\begin{array}{cc}\mathrm{\Delta }p_x^f()=\hfill & e\underset{\text{fringe}}{}y^{}B_z(x,y,z)𝑑z\hfill \\ \mathrm{\Delta }p_y^f()=\hfill & e\underset{\text{fringe}}{}x^{}B_z(x,y,z)𝑑z\hfill \end{array}$$
(17)
are the momentum increments of the particle caused by the longitudinal component of the magnetic field and

$$\begin{array}{cc}\mathrm{\Delta }p_x^f()=\hfill & e\underset{\text{fringe}}{}B_y(x,y,z)𝑑z\hfill \\ \mathrm{\Delta }p_y^f()=\hfill & e\underset{\text{fringe}}{}B_x(x,y,z)𝑑z\hfill \end{array}$$
(18)
are the momentum increments of the particle caused by the transverse components of the magnetic field. Using the leading order expressions of the magnetic field, we obtain the relations

$$\begin{array}{cc}\mathrm{\Delta }p_x^f()\hfill & \frac{e\overline{b_n}}{(n+1)!}m\left\{(x+iy)^{n+1}\right\}y^{}\hfill \\ & \\ \mathrm{\Delta }p_y^f()\hfill & \frac{e\overline{b_n}}{(n+1)!}m\left\{(x+iy)^{n+1}\right\}x^{}\hfill \end{array},$$
(19)
and

$$\begin{array}{cc}\mathrm{\Delta }p_x^f()\hfill & \frac{e\overline{b_n}}{4(n+1)!}e\left\{(x+iy)^n\left[(n+1)xx^{}+(n+3)yy^{}+i(n1)xy^{}i(n+1)yx^{}\right]\right\}\hfill \\ & \\ \mathrm{\Delta }p_y^f()\hfill & \frac{e\overline{b_n}}{4(n+1)!}m\left\{(x+iy)^n\left[(n+3)xx^{}+(n+1)yy^{}+i(n+1)xy^{}i(n1)yx^{}\right]\right\}\hfill \end{array}.$$
(20)
The total impulses caused by the fringe field are therefore

$$\begin{array}{ccc}\mathrm{\Delta }p_x^f\hfill & \hfill & \frac{e\overline{b_n}}{4(n+1)!}e\left\{(x+iy)^n\left[(n+1)(xiy)(x^{}+iy^{})+2iy^{}(x+iy)\right]\right\}\hfill \\ & & \\ \mathrm{\Delta }p_y^f\hfill & \hfill & \frac{e\overline{b_n}}{4(n+1)!}m\left\{(x+iy)^n\left[(n+1)(xiy)(x^{}+iy^{})2x^{}(x+iy)\right]\right\}\hfill \end{array}.$$
(21)
Even though they occur at a fixed point in the lattice, because these impulses depend on slopes $`x^{}`$ and $`y^{}`$ and are truncated Taylor series, they are not symplectic. To use them in long term, damping-free tracking, symplecticity would have to be restored by including deviations in transverse coordinates ForestMilut ; Irwin ; Forest ; Baartman .

## IV APPLICATION EXAMPLES

The formulas just derived are appropriate to calculate the end field deflection of any single particle. But to assess the importance of these deflections it is appropriate to calculate their impact on the beam as a whole, for example by calculating an r.m.s. deflection, such as $`(\mathrm{\Delta }p_{}^f)_{rms}=\sqrt{(\mathrm{\Delta }p_x^f)^2+(\mathrm{\Delta }p_y^f)^2}`$. Here the operator $`.`$ denotes an averaging over angle variables. Note that here, and from here on, the subscript $``$ specifies the transverse impulse, and does not refer to a magnetic field component. Formulas for r.m.s. values like these are derived in Appendix B. This section contains examples of the use of those formulas, starting with the cases of flat and round beams, then specializing the results further for “dipole” and “quadrupole” magnets. The derived formulas are finally applied for evaluating the impact of magnets end fields in the case of the Large Hadron Collider (LHC) and the Spallation Neutron Source (SNS) accumulator ring. The calculations are based on Eq. (71).

### IV.1 Flat Beam

For a flat beam, one of the transverse degrees of freedom (e.g. the vertical $`y,y^{}`$) vanishes. Thus, the total transverse r.m.s. momentum increment from the magnet body is

$$(\mathrm{\Delta }p_{}^b)_{\text{r}ms}\sqrt{(\mathrm{\Delta }p_x^b)^2}\frac{e\overline{b_n}L_{\text{eff}}}{2^nn!}\sqrt{\left(\genfrac{}{}{0pt}{}{2n}{n}\right)\overline{\beta ^n}ϵ_{}^n},$$
(22)
where $`\overline{\beta ^n}`$ represents the average of the $`\beta ^n`$ in the body of the magnet and $`ϵ_{}`$ is the transverse emittance. The total transverse r.m.s. momentum increment from one of the fringes of the magnet is

$$(\mathrm{\Delta }p_{}^f)_{\text{r}ms}\sqrt{(\mathrm{\Delta }p_x^f)^2}\frac{e\overline{b_n}}{2^{n+3}n!}\sqrt{\left(\genfrac{}{}{0pt}{}{2n+2}{n+1}\right)\frac{\beta ^n[1+(2n+3)\alpha ^2]}{2(n+2)}ϵ_{}^{n+2}},$$
(23)
where $`\beta `$ and $`\alpha `$ represent the beta and alpha functions, at the fringe location. The ratio of these quantities is

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{ϵ_{}}{8L_{\text{eff}}}\sqrt{\frac{(2n+1)\beta ^n[1+(2n+3)\alpha ^2]}{(n+1)(n+2)\overline{\beta ^n}}}.$$
(24)
Assuming that the beta functions are not varying rapidly, if the magnets are in non-critical locations (which is to say most magnets), the square root dependence can be neglected, so an order-of-magnitude estimate (dropping an $`n`$-dependent numerical factor not very different from 1) is given by

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{ϵ_{}}{L_{\text{eff}}}.$$
(25)
The case in which fringe field deflections are likely to be most important is when $`\alpha `$ is anomalously large, for example in the vicinity of beam waists such as at the location of intersection points in colliding beam lattices. In this case, (again dropping a numerical factor) the ratio of deflections is roughly

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\alpha \frac{ϵ_{}}{L_{\text{eff}}}.$$
(26)
The same result is obtained by setting $`\beta _x>>\beta _y`$ in Eqs. (71).

Often the relative deflection is so small as to make neglect of the fringe field deflection entirely persuasive. The simplicity of the formula is due to the fact that the fringe contribution is expressed as a fraction of the dominant contribution. Note that, as stated before, this formula applies to each end separately, and does not depend on any cancellation of the contributions from two ends. In fact, nonlinear analysis shows that in magnets fringe-field contributions can tend to add up instead of cancelling Forest .

### IV.2 Round beam

For a round beam, the two transverse emittances are equal $`ϵ_x=ϵ_y=ϵ_{}`$. For simplicity, we assume that typical values of horizontal and vertical lattice functions are approximately equal; $`\beta _x\beta _y=\beta `$ and $`\alpha _x\alpha _y=\alpha `$. Also assume that $`\overline{\beta ^n}\overline{\beta }^n`$, i.e. the beta functions do not vary significantly in the body of the magnet. Taking into account the previous hypotheses, the total transverse r.m.s. momentum increment for the body becomes:

$$(\mathrm{\Delta }p_{}^b)_{\text{r}ms}\frac{e\overline{b_n}L_{\text{eff}}}{2^{n/2}n!}\overline{\beta }^{n/2}ϵ_{}^{n/2}\left[{}_{3}{}^{}F_{2}^{}(1/2,n,n;1,1/2n;1)\frac{(2n1)!!}{n!}\right]^{1/2},$$
(27)
where the function in the square root represents the generalized Hyper-geometric function (see Gradshteyn  for details). Applying the same simplifications, the r.m.s. momentum kick given by the fringe field is:

$$(\mathrm{\Delta }p_{}^f)_{\text{r}ms}\frac{e\overline{b_n}\beta ^{n/2}ϵ_{}^{n/2+1}}{2^{n+3}(n+1)!}\left[\underset{l=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)g_{n,l}(\alpha ^2)\right]^{1/2},$$
(28)
where we considered $`\beta _x\beta _y=\beta `$ and the same for the $`\alpha `$ functions. Notice now that the sum of the coefficients $`g_{n,l}=g_{n,l,0}+g_{n,l,1}+g_{n,l,2}`$ depends only on $`\alpha ^2`$. The series involving them can be also written as a sum of a few generalized Hyper-geometric functions. The ratio of the r.m.s. momentum transverse kicks is:

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{ϵ_{}}{L_{\text{eff}}}\frac{\beta ^{n/2}}{\overline{\beta }^{n/2}}C_n(\alpha ^2),$$
(29)
where the coefficient $`C_n`$ is:

$$C_n(\alpha ^2)=\frac{1}{8(n+1)}\left[\frac{n!_{l=0}^n\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)g_{n,l}(\alpha ^2)}{{}_{3}{}^{}F_{2}^{}(1/2,n,n;1,1/2n;1)(2n1)!!}\right]^{1/2}.$$
(30)
Let us consider two cases, as before: one where $`\alpha `$ is small and one where $`\alpha `$ is large, as near the interaction points of large colliders. For the first case ($`\alpha `$ small), we may neglect the terms having $`\alpha `$ as a factor in the coefficient $`g_{n,l}`$ and in the second case, we can pull out $`\alpha `$ from the square root and neglect terms in the coefficient $`g_{n,l}`$ having now the $`\alpha `$ function in the denominator. In this way, the coefficients $`C_n`$ of Eq. (30) will depend only on the order $`n`$. We plot in Figs. 1, the behavior of these coefficients as a function of the multipole order $`n`$, for large and small $`\alpha `$. The dominant factor in $`C_n`$ seems to be $`1/(n+1)`$, which is reflected in the slow asymptotic decay depicted at the plots. For all practical cases (multipole orders up to 20), $`C_n`$ lies between 1/2 and 1/10. Assuming now that the average $`\beta `$ in the body of the magnet is not so different from $`\beta `$ in the fringe, one gets for small $`\alpha `$ functions:

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{ϵ_{}}{L_{\text{eff}}},$$
(31)
as in Eq. (25), and for $`\alpha `$ large:

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\alpha \frac{ϵ_{}}{L_{\text{eff}}},$$
(32)
as in Eq. (26).

### IV.3 Dipole magnet

Consider a “straight” dipole magnet; the configuration of poles and coils is symmetric about the $`x=0`$ and $`y=0`$ planes, and the coils are excited with alternating signs and equal strength. By symmetry $`B_x`$ is odd in both $`x`$ and $`y`$, $`B_y`$ is even in both $`x`$ and $`y`$, and $`B_z`$ is even in $`x`$ and odd in $`y`$. Using the general field expansion of Eq. (9), we get:

$$\begin{array}{cc}\hfill B_x& =\underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n+1}y^{2m+1}}{(2n+1)!(2m+1)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m+22l}^{[2l]}\hfill \\ \hfill B_y& =\underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n}y^{2m}}{(2n)!(2m)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m2l}^{[2l]}\hfill \\ \hfill B_z& =\underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n}y^{2m+1}}{(2n)!(2m+1)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m2l}^{[2l+1]}\hfill \end{array}.$$
(33)
Taking the field expansion up to leading order, we get:

$$\begin{array}{ccc}B_x\hfill & =\hfill & b_2xy+O(4)\hfill \\ B_y\hfill & =\hfill & b_0\frac{1}{2}b_0^{[2]}y^2+\frac{1}{2}b_2(x^2y^2)+O(4)\hfill \\ B_z\hfill & =\hfill & yb_0^{[1]}+O(3)\hfill \end{array},$$
(34)
where $`b_2`$ represents a sextupole field component allowed by the symmetry of the “dipole” magnet (for an ideally designed magnet $`b_2=0`$) and $`O(3)\text{and}O(4)`$ contain all the allowed terms of higher orders.

A point has to be made about the application of the integrals evaluating the rms momentum kicks for bending magnets: because of the curved central orbit, these integrals are not exact, as previously mentioned. Nevertheless, in most practical cases, the field uniformity in the interior of a “dipole” magnet is very high, and thus, on heuristic grounds, this approach can be expected to provide fairly good estimates even in this case.

The change of transverse momentum imparted by the dipole field is (see Eq. (15))

$$\mathrm{\Delta }p^b=e\underset{\text{body}}{}b_0𝑑ze\overline{b_0}L_{\text{eff}},$$
(35)
where as before $`L_{\text{eff}}=_{\text{body}}b_0𝑑z/\overline{b_0}`$ is the effective length of the “dipole” magnet, and $`\overline{b_0}`$ is the main dipole field in the body of the “dipole” magnet. Using Eq. (18) the deflections in one fringe are

$$\mathrm{\Delta }p_x^f2e\overline{b_0}yy^{},\mathrm{\Delta }p_y^fe\overline{b_0}yx^{},$$
(36)
and the total r.m.s. fringe kick is

$$(\mathrm{\Delta }p_{}^f)_{\text{r}ms}=e\overline{b_0}\sqrt{4y^2y_{}^{}{}_{}{}^{2}+y^2x_{}^{}{}_{}{}^{2}}.$$
(37)
Using Eqs. (68) and (69), we have

$$y^2y_{}^{}{}_{}{}^{2}=\frac{(1+3\alpha _y^2)ϵ_y^2}{8},y^2x_{}^{}{}_{}{}^{2}=y^2x_{}^{}{}_{}{}^{2}=\frac{(1+\alpha _x^2)\beta _yϵ_xϵ_y}{4\beta _x},$$
(38)
and the r.m.s. transverse momentum kick becomes

$$(\mathrm{\Delta }p_{}^f)_{\text{r}ms}=e\overline{b_0}\sqrt{\frac{(1+3\alpha _y^2)ϵ_y^2}{8}+\frac{(1+\alpha _x^2)\beta _yϵ_xϵ_y}{4\beta _x}},$$
(39)
Thus, the by-now-standard ratio is

$$\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{1}{L_{\text{eff}}}\sqrt{\frac{(1+3\alpha _y^2)ϵ_y^2}{8}+\frac{(1+\alpha _x^2)\beta _yϵ_xϵ_y}{4\beta _x}}.$$
(40)
Except for numerical factors near one this formula yields the same “ball-park” estimates as given by Eq. (31) and Eq. (32) for the small $`\alpha `$ and large $`\alpha `$ cases.

### IV.4 “Quadrupole” magnet

The configuration of poles and coils in a “quadrupole” magnet is symmetric about the four planes $`x=0;y=0;x=y;x=y`$ and if the coils are excited with alternating signs and equal strength, the magnetic field will satisfy the following symmetry conditions: $`B_x`$ is even in $`x`$ and odd in $`y`$; $`B_y`$ is odd in $`x`$ and even in $`y`$; $`B_z`$ is odd in both $`x`$ and $`y`$; and $`B_z(x,y,z)=B_z(y,x,z)`$. As before, we may express the field components as:

$$\begin{array}{cc}\hfill B_x=& \underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n}y^{2m+1}}{(2n)!(2m+1)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m+12l}^{[2l]}\hfill \\ \hfill B_y=& \underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n+1}y^{2m}}{(2n+1)!(2m)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m+12l}^{[2l]}\hfill \\ \hfill B_z=& \underset{m,n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{m}{}}\frac{(1)^mx^{2n+1}y^{2m+1}}{(2n+1)!(2m+1)!}\left(\genfrac{}{}{0pt}{}{m}{l}\right)b_{2n+2m+12l}^{[2l+1]}\hfill \end{array}.$$
(41)
The field expansion can be written as

$$\begin{array}{ccc}B_x\hfill & =\hfill & y\left[b_1\frac{1}{12}(3x^2+y^2)b_1^{[2]}\right]+O(5)\hfill \\ B_y\hfill & =\hfill & x\left[b_1\frac{1}{12}(3y^2+x^2)b_1^{[2]}\right]+O(5)\hfill \\ B_z\hfill & =\hfill & xyb_1^{[1]}+O(4)\hfill \end{array},$$
(42)
where $`b_1(z)`$ is the transverse field gradient at the quadrupole axis, and $`O(4),O(5)`$ contain all the higher order terms. For a particle traversing the magnet with a horizontal deviation $`x`$ and vertical deviation $`y`$ from the center, the momentum increments produced by the nominal field gradients are

$$\mathrm{\Delta }p_x^b=e\overline{b_1}xL_{\text{eff}},\mathrm{\Delta }p_y^b=e\overline{b_1}yL_{\text{eff}},$$
(43)
where $`L_{\text{eff}}=_{\text{body}}b_1𝑑z/\overline{b_1}`$ is the effective length of the quadrupole magnet. The momentum increments of the particle contributed from the longitudinal component of the magnetic field are

$$\mathrm{\Delta }p_x^f()exyy^{}\overline{b_1},\mathrm{\Delta }p_y^f()exyx^{}\overline{b_1},$$
(44)
and the momentum increment produced by the transverse component of the fringe fields are

$$\mathrm{\Delta }p_x^f()\frac{e\overline{b_1}}{4}\left[2xyy^{}+(x^2+y^2)x^{}\right],\mathrm{\Delta }p_y^f()\frac{e\overline{b_1}}{4}\left[2xx^{}y+(x^2+y^2)y^{}\right].$$
(45)
Combining the contributions, the total momentum increments due to fringe field are

$$\begin{array}{cc}\hfill \mathrm{\Delta }p_x^f& \frac{e\overline{b_1}}{4}\left[2xyy^{}(x^2+y^2)x^{}\right]\hfill \\ \hfill \mathrm{\Delta }p_y^f& \frac{e\overline{b_1}}{4}\left[2xx^{}y+(x^2+y^2)y^{}\right]\hfill \end{array}.$$
(46)
Again, by averaging the sum of squares of the transverse momenta contribution, we obtain the total rms transverse momentum kick imparted by the fringe field:

$$\begin{array}{cc}(\mathrm{\Delta }p_{}^f)_{\text{r}ms}\frac{e\overline{b_1}}{16}\hfill & \{(1+5\alpha _x^2)\beta _xϵ_x^3+\frac{3}{\beta _y}[(1+\alpha _y^2)\beta _x^28\alpha _x\alpha _y\beta _x\beta _y+2(1+3\alpha _x^2)\beta _y^2]ϵ_x^2ϵ_y\hfill \\ & +(1+5\alpha _y^2)\beta _yϵ_y^3+\frac{3}{\beta _x}[(1+\alpha _x^2)\beta _y^28\alpha _x\alpha _y\beta _x\beta _y+2(1+3\alpha _y^2)\beta _x^2]ϵ_xϵ_y^2\}^{1/2}\hfill \end{array}.$$
(47)
Note that the expected rotation symmetry of the quadrupole is exhibited both in this formula and in the body deflection formula. The standard ratio is

$$\begin{array}{c}\frac{(\mathrm{\Delta }p_{}^f)_{\text{r}ms}}{(\mathrm{\Delta }p_{}^b)_{\text{r}ms}}\frac{1}{8L_{\text{eff}}}\{\frac{(1+5\alpha _x^2)\beta _x^2\beta _yϵ_x^3+3\beta _x\left[(1+\alpha _y^2)\beta _x^28\alpha _x\alpha _y\beta _x\beta _y+2(1+3\alpha _x^2)\beta _y^2\right]ϵ_x^2ϵ_y}{2\beta _x\beta _y(\overline{\beta _x}ϵ_x+\overline{\beta _y}ϵ_y)}\hfill \\ +\frac{(1+5\alpha _y^2)\beta _x\beta _y^2ϵ_y^3+3\beta _y\left[(1+\alpha _x^2)\beta _y^28\alpha _x\alpha _y\beta _x\beta _y+2(1+3\alpha _y^2)\beta _x^2\right]ϵ_xϵ_y^2}{2\beta _x\beta _y(\overline{\beta _x}ϵ_x+\overline{\beta _y}ϵ_y)}\}^{1/2}\hfill \end{array}.$$
(48)
Again dropping factors near 1, this leads to the same ball-park estimates of Eq. (31) and Eq. (32) .

### IV.5 Magnets of LHC and SNS

The LHC and the SNS accumulator ring are good examples for testing the validity of the derived fringe field figure of merit formulas. Indeed, the purpose of these two proton machines and thereby their magnet design differs in great extent: the LHC, a high-energy hadron collider, is filled with long super-conducting magnets of very small aperture (around 1 cm). In contrast, the SNS ring, a low-energy high intensity accumulator, contains short normal conducting magnets with wide aperture (tens of cm). In addition, the lattice design, optics functions and physical parameters of the two machines are substantially different, e.g. the emittance of the SNS beam is several orders of magnitude bigger, than the one of the LHC. In Table 1, we summarize the parameters of the main magnets in the two accelerators entering in the figure of merit formulas (40) and (48).

In Fig. 2, we plot in logarithmic scale the fringe-field figure of merit estimates for the LHC and the SNS accumulator ring magnets. The black bars represent evaluation with the exact formulas derived for dipoles and quadrupoles (see Eqs. (40) and (48)) and the grey bars represent the evaluation with the formula for round beams (31). In both cases, the total effect for each magnet is computed by summing up the fringe-field figures of merit from both ends due to all the magnets of the same type. The fringe field importance in the case of the SNS is striking, especially for quadrupole magnets, whereas in the case of the LHC can be completely neglected. Note that similar results can be derived by careful dynamical analysis and computation of tune-shifts due to fringe fields or dynamic aperture analysis for both the LHC Meot  and the SNS Papaphilippou . It is important to stress that even the approximate formula for round beams (31) is slightly pessimisitic and within a factor of 2 of the exact figure of merit.

## V Conclusion

We have derived formulas for the momentum kicks imparted by the fringe fields of general straight (non-solenoidal) multipole magnets. These formulas are based on an expansion having arbitrary dependence on the longitudinal coordinate. This expansion can be used for direct integration of the equations of motion for particle tracking or other analytical non-linear dynamics estimates. It also permits the fringe part and the body part of individual magnets to be identified and separated. A figure of merit, the ratio of r.m.s. end deflection to r.m.s. body deflection is introduced and evaluated. Its proportionality to the transverse emittance results in an easily-evaluated measure of the importance of fringe fields both in cases in which the variation of optical functions is not too rapid and in the opposite case of rapid variation. These results are in agreement with previous crude estimations which employed simple physics arguments based on Maxwell laws theorem . Finally, the formalism has been applied to the most common cases of multipole magnets, namely normal “dipoles” and “quadrupoles” EPAC2000 . Since the straight line approximation has been used throughout, these formulas are only precise for magnetic fields that are well-approximated by step functions (the “hard-edge” approximation). Thus, the formulas contain no parameters associated with the fringe shape (for example, see Venturini ; BerzErdelyiMakino ). Also, as stated previously, only those fringe fields matching, and therefore required by, the nominal body multipolarity are accounted for.

Numerical evaluation of the end/body figure of merit shows that fringe fields can be neglected in the magnets populating the arcs of large colliders like the LHC. In these rings, the magnets are long enough and the emittances are so small (of the order of $`10^9`$ m rad) that the effect of fringe fields is a tiny perturbation as compared to the dominant multipole errors in the body of the magnets. The effect may be important, however, in small rings, as the SNS accumulator ring Papaphilippou  or the muon collider ring BerzErdelyiMakinoII , where the emittance is large (typically $`10^4`$ m rad) and the magnets much shorter. Careful consideration should be also taken in the case of the magnets located in the interaction regions of the collider Wan , where the beta variation is quite big.

It is perhaps appropriate to call attention to possible “overly optimistic” use of the scaling law. Often quadrupoles are grouped in doublets or triplets in which the desired focal properties rely on the intentional, highly-tuned, near cancellation of deflections caused by more than one element. In such cases, the fringe deflections are, of course, amplified, when evaluated relative to the gross multiplet deflection. This effect is most obvious at focal points.

Since the early analytical studies of Lee-Whiting LeeWhiting  and Forest ForestMilut ; Forest , significant progress has been achieved for the construction of accurate maps which represent the motion of particles through the magnet fringe field, using either direct numerical evaluation with exact integration of the magnetic field VenturiniDragt ; marylie  or parameter fit of an adequate function Hoffstater ; ErderlyiLindermann ; COSY  (e.g. the Enge function Enge ). These maps are essential for the study of non-linearities introduced by fringe-fields through Hamiltonian perturbation theory techniques. On the other hand, the scaling law we have emphasized can provide a rough estimate of the impact of these fringe fields in a ring. If the fringe fields are found to be important, a thorough numerical modelling and analysis of their effect has to be undertaken, including computation of the amplitude dependent tune-shift, resonance excitation and dynamic aperture Venturini ; BerzErdelyiMakino ; Papaphilippou ; PEPII ; Zimmermann ; ZimmermannII ; ZimmermannIII ; BerzErdelyiMakinoIII , as non-linear dynamics can be very sensitive to the details of different lattices and magnet designs. Furthermore, great care is required to preserve symplecticity and use these maps in particle tracking.

## Appendix A 3D MULTIPOLE EXPANSION, CYLINDRICAL COORDINATES

The magnetic field representation in Cartesian coordinates $`(x,y,z)`$ is not optimal for studying symmetries imposed by the cylindrical geometry of a perfect multipole magnet. For this, it is preferable to rely on expansions in cylindrical coordinates $`(r,\theta ,z)=(\sqrt{x^2+y^2},\mathrm{arctan}(y/x),z)`$ Danby ; Brown ; Bassetti ; ForestMilut ; Forest ; Gardner ; VenturiniDragt . Both expansions are equivalent and the use of the former or the latter depends mostly on taste and the specific problem to be treated.

First, consider the magnetic scalar potential written in the following form ForestMilut ; Forest

$$\mathrm{\Phi }(r,\theta ,z)=e\left\{\underset{n=0}{\overset{\mathrm{}}{}}e^{i(n+1)\theta }\underset{m=0}{\overset{\mathrm{}}{}}𝒢_{n+1,m}(z)r^m\right\},$$
(49)
where now the $`z`$–dependent coefficients $`𝒢_{n+1,m}(z)`$ are generally complex. The above expansion follows directly from the fact that the Laplacian commutes with $`/\theta `$ Forest . This allows the consideration of solutions where the dependence in $`\theta `$ is an harmonic $`2(n+1)`$-pole. This expansion is compatible with the general solution of the Laplace equation in cylindrical coordinates, involving Bessel functions VenturiniDragt ; Jackson ; Jain .

Using Eq. (49) and the Laplace equation, one gets that $`𝒢_{n+1,0}=0`$. Moreover, $`𝒢_{n+1,1}`$, should vanish for $`n>0`$ (all terms except the dipole). Finally, we have a recursion relation Forest ; Gardner  similar to Eq. (4):

$$𝒢_{n+1,m+2}(z)=\frac{𝒢_{n+1,m}^{[2]}(z)}{(n+1)^2(m+2)^2}\text{for}mn1,$$
(50)
where again the superscript in brackets denotes derivatives with respect to $`z`$. Following these relations, one can show that all coefficients with $`m<n+1`$ vanish. Thus, the first non-zero coefficient is $`𝒢_{n+1,n+1}`$ (for $`m=n+1`$). By extending the recursion relation (50) so as to express any coefficient as a function of $`𝒢_{n+1,n+1}`$, we get:

$$𝒢_{n+1,n+1+2k}(z)=\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}𝒢_{n+1,n+1}^{[2k]}(z).$$
(51)
The summation indexes can be rearranged so as to express the magnetic scalar potential in cylindrical coordinates Forest ; Kareh :

$$\mathrm{\Phi }(r,\theta ,z)=e\left\{\underset{n=0}{\overset{\mathrm{}}{}}e^{i(n+1)\theta }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}𝒢_{n+1}^{[2k]}(z)r^{n+1+2k}\right\},$$
(52)
and the three-dimensional field components are:

$$\begin{array}{cc}& B_r(r,\theta ,z)=e\left\{\underset{n=0}{\overset{\mathrm{}}{}}e^{i(n+1)\theta }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1+2k)(n+1)!}{2^{2k}(n+1+k)!k!}𝒢_{n+1}^{[2k]}(z)r^{n+2k}\right\}\hfill \\ & B_\theta (r,\theta ,z)=m\left\{\underset{n=0}{\overset{\mathrm{}}{}}e^{i(n+1)\theta }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!(n+1)}{2^{2k}(n+1+k)!k!}𝒢_{n+1}^{[2k]}(z)r^{n+2k}\right\}\hfill \\ & B_z(r,\theta ,z)=e\left\{\underset{n=0}{\overset{\mathrm{}}{}}e^{i(n+1)\theta }\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}𝒢_{n+1}^{[2k+1]}(z)r^{n+1+2k}\right\}\hfill \end{array}.$$
(53)
The coefficients $`𝒢_{n+1}𝒢_{n+1,n+1}`$ can be related with the usual multipole coefficients, through Eqs. (6). First, we write the scalar magnetic potential in Cartesian coordinates:

$$\mathrm{\Phi }(x,y,z)=e\left\{\underset{n=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}𝒢_{n+1}^{[2k]}(z)(x+iy)^{n+1}(x^2+y^2)^{2k}\right\}.$$
(54)
The magnetic field components are computed by the gradient of the potential (54):

$$\begin{array}{cc}\hfill B_x(x,y,z)=e\{\underset{n,k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}& (x^2+y^2)^{k1}(x+iy)^{n+1}\times \hfill \\ & [(n+1+2k)xi(n+1)y]𝒢_{n+1}^{[2k]}(z)\}\hfill \\ \hfill B_y(x,y,z)=m\{\underset{n,k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}& (x^2+y^2)^{k1}(x+iy)^{n+1}\times \hfill \\ & [(n+1)x+i(n+1+2k)y]𝒢_{n+1}^{[2k]}(z)\}\hfill \\ \hfill B_z(x,y,z)=e\{\underset{n,k=0}{\overset{\mathrm{}}{}}\frac{(1)^k(n+1)!}{2^{2k}(n+1+k)!k!}& (x+iy)^{n+1}(x^2+y^2)^{2k}𝒢_{n+1}^{[2k+1]}(z)\}\hfill \end{array}.$$
(55)
Using Eqs. (6), we get:

$$\begin{array}{cc}\hfill b_n(z)=& (n+1)!m\{𝒢_{n+1}(z)\}n!\underset{k=1}{\overset{n/2}{}}\frac{(1)^k(n+12k)(n+12k)!}{2^{2k}(n+1+k)!k!}m\{𝒢_{n+12k}^{[2k]}(z)\}\hfill \\ \hfill a_n(z)=& (n+1)!e\{𝒢_{n+1}(z)\}+n!\underset{k=1}{\overset{n/2}{}}\frac{(1)^k(n+14k)(n+12k)!}{2^{2k}(n+1+k)!k!}e\{𝒢_{n+12k}^{[2k]}(z)\}\hfill \end{array},$$
(56)
where the upper limit of both series is the integer part of $`n/2`$. Thus, in the absence of longitudinal dependence of the field, the normal and skew multipole coefficients are just scalar multiples of the imaginary and real part of $`𝒢_{n+1}(z)`$. On the other hand, the situation is more complicated in the case of 3D fields. By inverting the series (56), we have:

$$\begin{array}{cc}\hfill m\{𝒢_{n+1}(z)\}=& \frac{1}{n!}\underset{k=0}{\overset{n/2}{}}_{n,k}^{nor}b_{n2k}^{[2k]}(z)\hfill \\ \hfill e\{𝒢_{n+1}(z)\}=& \frac{1}{n!}\underset{k=0}{\overset{n/2}{}}_{n,k}^{sk}a_{n2k}^{[2k]}(z)\hfill \end{array},$$
(57)
where the coefficients $`_{n,k}^{sk}`$ and $`_{n,k}^{nor}`$ can be computed order by order by the $`j+1`$ relations

$$\begin{array}{ccc}_{n,0}^{nor}=\hfill & \frac{1}{(n+1)}\hfill & ,\underset{k=0}{\overset{j}{}}\frac{(1)^k(n+12k)(n+12k)!}{2^{2k}(n+1+k)!k!}_{n2k,jk}^{nor}=0\hfill \\ _{n,0}^{sk}=\hfill & \frac{1}{(n+1)}\hfill & ,\underset{k=0}{\overset{j}{}}\frac{(1)^k(n+14k)(n+12k)!}{2^{2k}(n+1+k)!k!}_{n2k,jk}^{sk}=0\hfill \end{array},$$
(58)
and $`j`$ runs from 1 to the integer part of $`n/2`$. Using the last relations, the scalar potential and the magnetic field can be expressed as a function of the usual multipole coefficients. By expanding the complex polynomials in the expression of the magnetic field components, one recovers the expansions of the magnetic fields (9) in Cartesian coordinates.

## Appendix B EVALUATION OF R.M.S. END DEFLECTIONS

In order to evaluate the r.m.s. deflection caused by a magnet end, we start from the expressions (21) by splitting the product inside the brackets:

$$\begin{array}{ccc}\mathrm{\Delta }p_x^f\hfill & \hfill \frac{e\overline{b_n}}{4(n+1)!}[& e\left\{(x+iy)^n\right\}\left[(n+1)xx^{}+(n1)yy^{}\right]\hfill \\ & \hfill +& m\left\{(x+iy)^n\right\}[(n+3)xy^{}+(n+1)x^{}y)]]\hfill \\ & & \\ \mathrm{\Delta }p_y^f\hfill & \hfill \frac{e\overline{b_n}}{4(n+1)!}[& e\left\{(x+iy)^n\right\}\left[(n+1)xy^{}(n+3)x^{}y\right]\hfill \\ & \hfill +& m\left\{(x+iy)^n\right\}[(n1)xx^{}+(n+1)yy^{})]]\hfill \end{array}.$$
(59)
The total r.m.s. transverse momentum kick imparted by the fringe field is $`(\mathrm{\Delta }p_{}^f)_{\text{r}ms}=\sqrt{(\mathrm{\Delta }p_x^f)^2+(\mathrm{\Delta }p_y^f)^2}`$, where the operator $`.`$ denotes the average over the angle variables. An equivalent expression stands for the deflection due to the body part of the field. The $`.`$ operator is linear, we can first compute the sum of squares of the momentum kicks and then proceed to their averaging. Thus, we have:

$$\begin{array}{c}\hfill (\mathrm{\Delta }p_{}^f)_{\text{r}ms}\frac{e\overline{b_n}}{4(n+1)!}[f_1\left(e\left\{(x+iy)^n\right\}\right)^2+f_2\left(m\left\{(x+iy)^n\right\}\right)^2\\ \hfill +2f_3e\left\{(x+iy)^n\right\}m\left\{(x+iy)^n\right\}]^{1/2}\\ \\ \hfill (\mathrm{\Delta }p_{}^b)_{\text{r}ms}\frac{e\overline{b_n}L_{\text{eff}}}{n!}\left[(e\left\{(x+iy)^n\right\})^2+(m\left\{(x+iy)^n\right\})^2\right]^{1/2}\end{array},$$
(60)
where $`f_1`$, $`f_2`$ and $`f_3`$ are:

$$\begin{array}{ccc}f_1\hfill & =\hfill & (n+1)^2x^2(x_{}^{}{}_{}{}^{2}+y_{}^{}{}_{}{}^{2})+y^2\left[(n+3)^2x_{}^{}{}_{}{}^{2}+(n1)^2y_{}^{}{}_{}{}^{2}\right]8(n+1)xx^{}yy^{}\hfill \\ & & \\ f_2\hfill & =\hfill & x^2\left[(n1)^2x_{}^{}{}_{}{}^{2}+(n+3)^2y_{}^{}{}_{}{}^{2}\right]+(n+1)^2y^2(x_{}^{}{}_{}{}^{2}+y_{}^{}{}_{}{}^{2})8(n+1)xx^{}yy^{}\hfill \\ & & \\ f_3\hfill & =\hfill & 4\left[(n+1)(x^2+y^2)x^{}y^{}+xy(x_{}^{}{}_{}{}^{2}+y_{}^{}{}_{}{}^{2})\right]\hfill \end{array}.$$
(61)
We have the following relations for the real and imaginary part of $`(x+iy)^n`$:

$$\begin{array}{cc}e\left\{(x+iy)^n\right\}=\hfill & \underset{l=0}{\overset{[n/2]}{}}(1)^l\left(\genfrac{}{}{0pt}{}{n}{2l}\right)x^{n2l}y^{2l}\hfill \\ & \\ m\left\{(x+iy)^n\right\}=\hfill & \underset{l=0}{\overset{[(n1)/2]}{}}(1)^l\left(\genfrac{}{}{0pt}{}{n}{2l+1}\right)x^{n2l1}y^{2l+1}\hfill \end{array},$$
(62)
and thus:

$$\begin{array}{cc}\hfill \left(e\left\{(x+iy)^n\right\}\right)^2& =\frac{1}{2}\left[\left(x^2+y^2\right)^n+e\left\{(x+iy)^{2n}\right\}\right]\hfill \\ & =\frac{1}{2}\underset{l=0}{\overset{n}{}}\left[\left(\genfrac{}{}{0pt}{}{n}{l}\right)+(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right]x^{2n2l}y^{2l}\hfill \\ & \\ \hfill \left(m\left\{(x+iy)^n\right\}\right)^2& =\frac{1}{2}\left[\left(x^2+y^2\right)^ne\left\{(x+iy)^{2n}\right\}\right]\hfill \\ & =\frac{1}{2}\underset{l=0}{\overset{n}{}}\left[\left(\genfrac{}{}{0pt}{}{n}{l}\right)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right]x^{2n2l}y^{2l}\hfill \\ & \\ \hfill e\left\{(x+iy)^n\right\}m\left\{(x+iy)^n\right\}& =\frac{1}{2}m\left\{(x+iy)^{2n}\right\}\hfill \\ & =\frac{1}{2}\underset{l=0}{\overset{n}{}}(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l+1}\right)x^{2n2l1}y^{2l+1}\hfill \end{array},$$
(63)
where the upper limit of the last sum is taken to be $`l=n`$ for uniformity in the equations, instead of the last non-zero term for which $`l=n1`$. Finally, it is straightforward to show that

$$\left(e\left\{(x+iy)^n\right\}\right)^2+\left(m\left\{(x+iy)^n\right\}\right)^2=(x^2+y^2)^n=\underset{l=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{l}\right)x^{2n2l}y^{2l}.$$
(64)
After expanding the products in Eq. (60) and collecting the terms of equal power in the transverse variables, we have that the transverse kicks can be written in the following form:

$$\begin{array}{ccc}(\mathrm{\Delta }p_{}^f)_{\text{r}ms}\hfill & \hfill & \frac{e\overline{b_n}}{4(n+1)!}\left[\underset{l=0}{\overset{n}{}}(\mathrm{\Omega }_1+\mathrm{\Omega }_2+\mathrm{\Omega }_3+\mathrm{\Omega }_4+\mathrm{\Omega }_5+\mathrm{\Omega }_6)\right]^{1/2}\hfill \\ & & \\ (\mathrm{\Delta }p_{}^b)_{\text{r}ms}\hfill & \hfill & \frac{e\overline{b_n}L_{\text{eff}}}{n!}\left[\underset{l=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{l}\right)x^{2n2l}y^{2l}\right]^{1/2}\hfill \end{array},$$
(65)
where the $`\mathrm{\Omega }_k`$’s are

$$\begin{array}{ccc}\mathrm{\Omega }_1\hfill & =\hfill & \left(\omega _1(n,l)+\omega _2(n,l)\right)x^{2n2l+2}x_{}^{}{}_{}{}^{2}y^{2l}\hfill \\ & & \\ \mathrm{\Omega }_2\hfill & =\hfill & \left(\omega _3(n,l)+\omega _4(n,l)\right)x^{2n2l}x_{}^{}{}_{}{}^{2}y^{2l+2}\hfill \\ & & \\ \mathrm{\Omega }_3\hfill & =\hfill & \left(\omega _3(n,l)+\omega _5(n,l)\right)x^{2n2l+2}y^{2l}y_{}^{}{}_{}{}^{2}\hfill \\ & & \\ \mathrm{\Omega }_4\hfill & =\hfill & \left(\omega _1(n,l)+\omega _6(n,l)\right)x^{2n2l}y^{2l+2}y_{}^{}{}_{}{}^{2}\hfill \\ & & \\ \mathrm{\Omega }_5\hfill & =\hfill & \omega _7(n,l)x^{2n2l1}x^{}y^{2l+3}y^{}\hfill \\ & & \\ \mathrm{\Omega }_6\hfill & =\hfill & \left(\omega _7(n,l)+\omega _8(n,l)\right)x^{2n2l+1}x^{}y^{2l+1}y^{}\hfill \end{array},$$
(66)
with the coefficients $`\omega _k`$’s:

$$\begin{array}{cccccc}\omega _1(n,l)\hfill & =\hfill & \left(n^2+1\right)\left(\genfrac{}{}{0pt}{}{n}{l}\right)\hfill & \omega _2(n,l)\hfill & =\hfill & 2n(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\hfill \\ \omega _3(n,l)\hfill & =\hfill & \left(n^2+4n+5\right)\left(\genfrac{}{}{0pt}{}{n}{l}\right)\hfill & \omega _4(n,l)\hfill & =\hfill & \frac{2(5n+2ln+2)(1)^l}{2l+1}\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\hfill \\ \omega _5(n,l)\hfill & =\hfill & 2\left(n+2\right)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\hfill & \omega _6(n,l)\hfill & =\hfill & \frac{2l(2n+1)(1)^l}{2l+1}\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\hfill \\ \omega _7(n,l)\hfill & =\hfill & \frac{8(n+1)(nl)(1)^l}{2l+1}\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\hfill & \omega _8(n,l)\hfill & =\hfill & 8\left(n+1\right)\left(\genfrac{}{}{0pt}{}{n}{l}\right)\hfill \end{array}.$$
(67)
In order to proceed to the averaging of the transverse variables, we write them in the standard form

$$\{x,y\}=\sqrt{ϵ_{x,y}\beta _{x,y}}C_{x,y},\{x^{},y^{}\}=\sqrt{\frac{ϵ_{x,y}}{\beta _{x,y}}}(S_{x,y}+\alpha _{x,y}C_{x,y}),$$
(68)
where $`ϵ_{x,y}`$ are the transverse emittance associated with the corresponding phase space dimension, $`\beta _{x,y}`$, $`\alpha _{x,y}`$ are the usual beta and alpha functions and $`C_q,S_q`$ stand for $`\mathrm{cos}\varphi _q,\mathrm{sin}\varphi _q`$, respectively. Using the above relations and averaging over the angle variables $`\varphi _q`$ one can show that:

$$\begin{array}{cc}q^{2m}\hfill & =\left(\genfrac{}{}{0pt}{}{2m}{m}\right)\frac{\beta _q^mϵ_q^m}{2^{2m}}\hfill \\ & \\ q^{2m}q_{}^{}{}_{}{}^{2}\hfill & =\left(\genfrac{}{}{0pt}{}{2m}{m}\right)\frac{\left[1+(2m+1)\alpha _q^2\right]\beta _q^{m1}ϵ_q^{m+1}}{2^{2m+1}(m+1)}\hfill \\ & \\ q^{2m+1}q^{}\hfill & =\left(\genfrac{}{}{0pt}{}{2(m+1)}{m+1}\right)\frac{\alpha _q\beta _q^mϵ_q^{m+1}}{2^{2m+2}}\hfill \end{array}.$$
(69)
Then, the $`\mathrm{\Omega }_k`$’s become:

$$\begin{array}{cc}\mathrm{\Omega }_1\hfill & =\left(\omega _1(n,l)+\omega _2(n,l)\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2n2l+1)[1+(2n2l+3)\alpha _x^2]\beta _x^{nl}\beta _y^lϵ_x^{nl+2}ϵ_y^l}{2^{2n+2}(nl+1)(nl+2)}\hfill \\ & \\ \mathrm{\Omega }_2\hfill & =\left(\omega _3(n,l)+\omega _4(n,l)\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2l+1)[1+(2n2l+1)\alpha _x^2]\beta _x^{nl1}\beta _y^{l+1}ϵ_x^{nl+1}ϵ_y^{l+1}}{2^{2n+2}(nl+1)(l+1)}\hfill \\ & \\ \mathrm{\Omega }_3\hfill & =\left(\omega _3(n,l)+\omega _5(n,l)\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2n2l+1)[1+(2l+1)\alpha _y^2]\beta _x^{nl+1}\beta _y^{l1}ϵ_x^{nl+1}ϵ_y^{l+1}}{2^{2n+2}(nl+1)(l+1)}\hfill \\ & \\ \mathrm{\Omega }_4\hfill & =\left(\omega _1(n,l)+\omega _6(n,l)\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2l+1)[1+(2l+3)\alpha _y^2]\beta _x^{nl}\beta _y^lϵ_x^{nl}ϵ_y^{l+2}}{2^{2n+2}(l+1)(l+2)}\hfill \\ & \\ \mathrm{\Omega }_5\hfill & =\omega _7(n,l)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2l+1)(2l+3)\alpha _x\alpha _y\beta _x^{nl1}\beta _y^{l+1}ϵ_x^{nl}ϵ_y^{l+2}}{2^{2n+2}(l+1)(l+2)}\hfill \\ & \\ \mathrm{\Omega }_6\hfill & =\left(\omega _7(n,l)+\omega _8(n,l)\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\frac{(2n2l+1)(2l+1)\alpha _x\alpha _y\beta _x^{nl}\beta _y^lϵ_x^{nl+1}ϵ_y^{l+1}}{2^{2n+2}(nl+1)(l+1)}\hfill \end{array}.$$
(70)
After collecting terms of equal emittances, the r.m.s. transverse momentum kicks can be expressed as:

$$\begin{array}{c}(\mathrm{\Delta }p_{}^f)_{\text{r}ms}\frac{e\overline{b_n}}{2^{n+3}(n+1)!}\left[\underset{l=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\beta _x^{nl}\beta _y^lϵ_x^{nl}ϵ_y^l\underset{m=0}{\overset{2}{}}g_{n,l,m}(\alpha _{x,y},\beta _{x,y})ϵ_x^mϵ_y^{2m}\right]^{1/2}\hfill \\ \\ (\mathrm{\Delta }p_{}^b)_{\text{r}ms}\frac{e\overline{b_n}L_{\text{eff}}}{2^nn!}\left[\underset{l=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{l}\right)\left(\genfrac{}{}{0pt}{}{2(nl)}{nl}\right)\left(\genfrac{}{}{0pt}{}{2l}{l}\right)\overline{\beta _x^{nl}}\overline{\beta _y^l}ϵ_x^{nl}ϵ_y^l\right]^{1/2}\hfill \end{array},$$
(71)
where the bars on the $`\beta `$’s denote their average values over the body of the magnet. The coefficients $`g_{n,l,m}`$, given by

$$\begin{array}{ccc}g_{n,l,0}(\alpha _{x,y},\beta _{x,y})\hfill & =\hfill & \frac{\left[(n^2+1)(2l+1)\left(\genfrac{}{}{0pt}{}{n}{l}\right)2l(2n+1)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right][1+(2l+3)\alpha _y^2]}{(l+1)(l+2)}\hfill \\ & & \\ & & \frac{8(n+1)(nl)(2l+3)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\alpha _x\alpha _y\beta _y}{\beta _x(l+1)(l+2)}\hfill \\ & & \\ g_{n,l,1}(\alpha _{x,y},\beta _{x,y})\hfill & =\hfill & \frac{\left[(n^2+4n+5)(2l+1)\left(\genfrac{}{}{0pt}{}{n}{l}\right)+2(5n+2ln+2)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right][1+(2n2l+1)\alpha _x^2]\beta _y}{\beta _x(nl+1)(l+1)}\hfill \\ & & \\ & & +\frac{\left[(n^2+4n+5)\left(\genfrac{}{}{0pt}{}{n}{l}\right)2(n+2)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right](2n2l+1)[1+(2l+1)\alpha _y^2]\beta _x}{\beta _y(nl+1)(l+1)}\hfill \\ & & \\ & & \frac{8(n+1)\left[(2l+1)\left(\genfrac{}{}{0pt}{}{n}{l}\right)+(nl)(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right](2n2l+1)\alpha _x\alpha _y}{(nl+1)(l+1)}\hfill \\ & & \\ g_{n,l,2}(\alpha _{x,y},\beta _{x,y})\hfill & =\hfill & \frac{\left[\left(n^2+1\right)\left(\genfrac{}{}{0pt}{}{n}{l}\right)+2n(1)^l\left(\genfrac{}{}{0pt}{}{2n}{2l}\right)\right](2n2l+1)[1+(2n2l+3)\alpha _x^2]}{(nl+1)(nl+2)}\hfill \end{array},$$
(72)
depend on the twiss functions $`\alpha _{x,y}`$, $`\beta _{x,y}`$ and on the multipole order $`n`$. One may note that r.m.s. transverse momentum kick of the fringe is represented by the square root of a polynomial of order $`n+2`$ in the transverse emittances $`ϵ_x`$ and $`ϵ_y`$ as compared to the square root of a polynomial of order $`n`$ representing the body contribution (see also Forest ). Thus, their ratio should be proportional to the transverse emittance. This scaling law is indeed exact for the case of the “dipole” and “quadrupole”. For higher order “multipoles”, it is exact for flat and round beams (Sec. IV).

## Appendix C Acknowledgements

The authors would like to thank A. Jain for useful suggestions regarding the magnetic field expansions, E. Keil for his criticism in an early version of this work and R. Baartman for many useful comments and discussion. This work was performed under the auspices of the U.S. Department of Energy.


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# Chapter 1 Signatures of Protons in UHECR

## Chapter 1 Signatures of Protons in UHECR

### Abstract

We demonstrate that the energy spectra of Ultra High Energy Cosmic Rays (UHECR) as observed by AGASA, Fly’s Eye, HiRes and Yakutsk detectors, have the imprints of UHE proton interaction with the CMB radiation as the dip centered at $`E1\times 10^{19}`$ eV, beginning of the GZK cutoff, and very good agreement with calculated spectrum shape. This conclusion about proton composition agrees with recent HiRes data on elongation rate that support the proton composition at $`E1\times 10^{18}`$ eV. The visible bump in the spectrum at $`E4\times 10^{19}`$ eV is not caused by pile-up protons, but is an artifact of multiplying the spectrum by $`E^3`$. We argue that these data, combined with small-angle clustering and correlation with AGN (BL Lacs), point to the AGN model of UHECR origin at energies $`E1\times 10^{20}`$ eV. The events at higher energies and the excess of the events at $`E1\times 10^{20}`$ eV , which is observed by AGASA (but absent in the HiRes data) must be explained by another component of UHECR, e.g. by UHECR from superheavy dark matter.

### 1. Introduction

The nature of signal carriers of UHECR is not yet established. The most natural primary particles are extragalactic protons. Due to interaction with the CMB radiation the UHE protons from extragalactic sources are predicted to have a sharp steepening of energy spectrum, so called GZK cutoff (Greisen 1966, Zatsepin, Kuzmin 1966). For uniformly distributed sources, the GZK cutoff is characterized by energy $`E_{1/2}`$, where the integral spectrum calculated with energy losses taken into account becomes twice lower than the power-law extrapolation from low energies (Berezinsky, Grigorieva 1988); $`E_{1/2}=5.7\times 10^{19}`$ eV.

There are two other signatures of extragalactic protons in the spectrum: dip and bump (Hill and Schramm 1985, Berezinsky and Grigorieva 1988, Yoshida and Teshima 1993, Stanev et al 2000). The dip is produced due $`p+\gamma _{\mathrm{CMB}}p+e^++e^{}`$ interaction at energy $`E1\times 10^{19}`$ eV. The bump is produced by pile-up protons which loose energy in the GZK cutoff. As it was demonstrated by Berezinsky and Grigorieva (1988) (see also Stanev et al 2000), the bump is clearly seen from a single source at large redshift $`z`$, but it practically disappears in the diffuse spectrum, because individual peaks are located at different energies. We shall demonstrate here that what is seen now in the observed spectrum as a broad bump is an artifact caused by multiplication of the spectrum to $`E^3`$.

As we shall demonstrate here, the observed spectra by AGASA, Fly’s Eye, HiRes and Yakutsk arrays have the imprints of extragalactic protons in the form of the dip centered at $`E1\times 10^{19}`$ eV and of the beginning of the GZK cutoff, and in the form of good agreement between predicted and observed spectra. The measurement of the atmospheric height of EAS maximum, $`x_{\mathrm{max}}`$, in the HiRes experiment (for preliminary data see Fig.LABEL:tokyo:hires) gives the strong evidence in favor of pure proton composition at $`E1\times 10^{18}`$ eV. Yakutsk data also favor the proton composition at $`E1\times 10^{18}`$ eV (Glushkov et al 2000).

At what energy the extragalactic component sets in?

According to the KASCADE data (Kampert 2001,Hoerandel 2002 ), the spectrum of galactic protons has a steepening at $`E3\times 10^{15}`$ eV (the first knee), helium nuclei - at $`E6\times 10^{15}`$ eV, and carbon nuclei - at $`E1.5\times 10^{16}`$ eV. It confirms the rigidity-dependent confinement with critical rigidity $`R_c=E_c/Z3\times 10^{15}`$ eV. Then galactic iron nuclei are expected to have the critical energy of confinement at $`E_c1\times 10^{17}`$ eV, and extragalactic protons can naturally dominate at $`E1\times 10^{18}`$ eV. This energy is close to the energy of the second knee (Akeno - $`6\times 10^{17}`$ eV, Fly’s Eye - $`4\times 10^{17}`$ eV, HiRes - $`7\times 10^{17}`$ eV and Yakutsk - $`8\times 10^{17}`$ eV). In Fig.LABEL:tokyo:FE the second knee is shown according to Fly’s Eye observations. It illustrates a possible transition to extragalactic cosmic rays.

The AGASA data (Hayashida et al 1999) which shows an excess of events from regions of Galactic Center and Cygnus at $`E10^{18}`$ eV further confirm the picture outlined above. Indeed, unconfined galactic particles (most notably protons) propagate quasi-rectilinearly and show the direction to the sources, while the diffuse flux is dominated by extragalactic protons.

The model of galactic cosmic rays developed by Biermann et al (2003) also predicts the second knee as the “end” of galactic cosmic rays (iron nuclei) due to rigidity bending in wind-shell around SN. The extragalactic component became the dominant one at energy $`E1\times 10^{18}`$ eV (see Fig.1 in Biermann et al 2003).

The good candidates for the sources of observed UHE protons are AGN. They can accelerate protons up to energy $`E_{\mathrm{max}}10^{21}`$ eV (Biermann and Streitmatter 1987, Ipp and Axford 1991, Rachen and Biermann 1993), they have power to provide the observed flux of UHE protons (Berezinsky, Gazizov and Grigorieva 2002) and finally there is direct correlation (Tinyakov and Tkachev 2001, 2003 and references therein) between directions of arrival of UHE particles with energies $`(48)\times 10^{19}`$ eV and directions to BL Lacs, which comprise some particular class of AGN.

Does it mean that UHECR puzzle has been already resolved in most conservative way?

In this model AGN cannot be the sources of observed particles with energy $`E1\times 10^{20}`$ eV (Berezinsky, Gazizov, Grigorieva 2002): the attenuation length for a proton of this energy is smaller than 135 Mpc, and correlation with AGN would be seen for all these particles, contrary to observations. The particles observed at $`E1\times 10^{20}`$ eV, in particular those detected in AGASA, imply the presence of another component, e.g. produced by decays of superheavy DM.

### 2. Calculation of the spectra: dip and GZK cutoff

We calculate the UHE proton spectra in the model with uniform distribution of the sources, with CR luminosity of a source $`L_p(z)`$, and CR emissivity $`(z)=n(z)L_p(z)=_0(1+z)^m`$, where $`n(z)`$ is comoving space density of the sources at epoch with redshift $`z`$, index 0 refers to $`z=0`$, and $`m`$ describes cosmological evolution of the sources. We assume the generation spectrum of a source

$$Q_g(E_g,z)=\frac{L_p(z)}{\mathrm{ln}\frac{E_c}{E_{\mathrm{min}}}+\frac{1}{\gamma _g2}}q_{\mathrm{gen}}(E_g),$$
(1)
$$q_{\mathrm{gen}}(E_g)=\{\begin{array}{cc}1/E_g^2\hfill & \mathrm{at}E_gE_c\hfill \\ E_c^2(E_g/E_c)^{\gamma _g}\hfill & \mathrm{at}E_gE_c\hfill \end{array}$$
(2)
The diffuse spectrum can be calculated as

$$J_p(E)=\frac{c}{4\pi }\frac{_0}{\mathrm{ln}\frac{E_c}{E_{min}}+\frac{1}{\gamma _g2}}_0^{z_{max}}𝑑t(1+z)^mq_{\mathrm{gen}}(E_g(E,z),E)\frac{dE_g}{dE},$$
(3)
where $`E_g(E,z)`$ is generation energy of a proton at epoch $`z`$, $`dE_g/dE`$ is given in Refs. (Berezinsky, Grigorieva 1988, and Berezinsky, Gazizov,Grigorieva 2002), and $`dt`$ is given as

$$dt=\frac{dz}{H_0(1+z)\sqrt{\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_\mathrm{\Lambda }}},$$
(4)
with $`H_0,\mathrm{\Omega }_m,`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ being the Hubble constant, relative cosmological density of matter and vacuum energy, respectively.

In Fig.LABEL:tokyo:spectra we present the calculated spectra compared with AGASA (Takeda et al 2002), HiRes (Abu-Zayyad et al 2002a), Fly’s Eye (Bird et al 1994) and Yakutsk (Glushkov and Pravdin 2001) data. The dip is well confirmed by all data. HiRes and Yakutsk data agree well with existence of GZK cutoff, while the AGASA data show the excess of events at $`E1\times 10^{20}`$ eV.

For the curves above we used the following parameters: $`\gamma _g=2.7`$$`E_c=1\times 10^{18}`$ eV, $`E_{\mathrm{max}}=1\times 10^{21}`$ eV, $`H_0=70`$ km/s Mpc, $`\mathrm{\Omega }_m=0.3`$$`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$. We have chosen the CR emissivity $`_0=3.5\times 10^{46}`$ erg/Mpc3yr to normalize the AGASA data, and scaled $`_0`$ by factors 0.63, 0.80 and 1.7 to normalize the data of HiRes, Fly’s Eye and Yakutsk, respectively.

### 3. $`E_{1/2}`$ as characteristic of the GZK cutoff

$`E_{1/2}`$ is the energy where the flux calculated with energy losses becomes twice less than power-law extrapolation of integral spectrum. In Fig.LABEL:tokyo:E\_1/2a the function $`E^{(\gamma 1)}J(>E)`$ is plotted as function of energy ($`\gamma >\gamma _g`$ is the effective index). For wide range of generation indices $`2.1\gamma _g2.7`$ the cutoff energy is the same, $`E_{1/2}5.7\times 10^{19}`$ eV.

We have determined $`E_{1/2}`$ from the Yakutsk data. For this we found two fits of the Yakutsk integral spectrum with help of trial functions, as shown in Fig.LABEL:tokyo:E\_1/2b. They have good $`\chi ^2/n`$ equal to 0.65 and 0.52. The corresponding values of $`E_{1/2}`$, $`5.6\times 10^{19}`$ eV and $`6.2\times 10^{19}`$ eV, agree well with the theoretical value. Note, that in the fits above $`\chi ^2/n`$ are the formal values from which probabilities cannot be calculated in the standard way, because the points in the integral spectrum are correlated quantities.

This analysis obviously cannot be extended to the AGASA integral spectrum, because of too many events at the highest energies. Unfortunately, we do not have the HiRes integral spectrum to perform the analysis as that above.

### 4. Bump in the diffuse spectrum

The bump is distinctly seen in the measured spectra when they are multiplied to $`E^3`$ (as example see the HiRes spectrum in Fig.LABEL:tokyo:HRbump).

Is this bump really composed by pile-up protons?

To discuss the bump produced by pile-up protons it is convenient to introduce the modification factor $`\eta `$ (Berezinsky and Grigorieva 1988), defined for the power-law generation spectrum according to Eqs.(LABEL:tokyo:gen) - (LABEL:tokyo:diff).

Without loss of generality, one can assume the power-law generation spectrum, and present the diffuse spectrum $`J_p(E)`$ as the product of unmodified flux, $`J_{\mathrm{unm}}`$, and modification factor $`\eta (E,z_{\mathrm{max}})`$, which describes the distortion of spectrum by energy losses:

$$J_{\mathrm{unm}}(E)=\frac{c}{4\pi }(\gamma _g2)\frac{_0}{H_0}E^{\gamma _g},$$
(5)
and

$$\eta (E,z_{\mathrm{max}})=_0^{z_{\mathrm{max}}}𝑑z\frac{\lambda ^{\gamma _g}(E,z)}{(1+z)\sqrt{(1+z)^3\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }}}\frac{dE_g}{dE},$$
(6)
where $`\lambda (E,z)=E_g(E,z)/E`$. When $`E`$ is small, $`\lambda =(1+z)`$$`dE_g/dE=(1+z)`$ and modidification factor tends to energy-independent value

$$\eta (z_{\mathrm{max}})=_0^{z_{\mathrm{max}}}𝑑z\frac{(1+z)^{\gamma _g}}{\sqrt{(1+z)^3\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }}}.$$
(7)
In Fig.LABEL:tokyo:bumps the evolution of modification factor with growth of $`z_{\mathrm{max}}`$ is shown. The pile-up peaks are seen at small $`z_{\mathrm{max}}`$. For large $`z_{\mathrm{max}}`$ they are located at different energies, and their sum is given by a smooth curve without visible bump(s). The solid curves correspond to $`\gamma _g=2.0`$ and the dashed ones \- to $`\gamma _g=2.7`$. In Fig.LABEL:tokyo:modif we present two modification factors: $`\eta _{ee}`$ (dotted curve), when the adiabatic energy losses and that due to pair-production are included, and $`\eta _{\mathrm{tot}}`$ (solid and dashed curves), when all energy losses are included. Both modification factors are normalized at low energies by values $`\eta (z_{\mathrm{max}})`$, given by Eq.(LABEL:tokyo:eta-lim), so that their low-energy limit is equal 1. In case of $`\eta _{ee}`$ (dotted curve), it tends to 1 for both high and low energies, because pair-production energy losses disappear there. This curve is shown for the case $`\gamma _g=2.7`$.

Transition to the photopion energy losses is accompanied by practically invisible bump.

If one displays the spectrum without factor $`E^3`$, it also shows no presence of the bump.

### 5. AGN as UHECR sources

AGN are traditional candidates for UHECR sources. The particles can be accelerated there up to $`E_{\mathrm{max}}10^{21}`$ eV (Biermann and Streitmatter 1987, Ipp and Axford 1991, Rachen and Biermann 1993). The CR emissivity $`_03\times 10^{46}`$ erg/Mpc3yr is well within total emissivity of AGN, e.g. that of Seyfert galaxies is of order $`_{\mathrm{Sy}}n_{\mathrm{Sy}}L_{\mathrm{Sy}}1\times 10^{48}`$ erg/Mpc3yr. AGN origin of UHECR results in presence of the GZK cutoff, and this prediction agrees with data of Fly’s Eye, HiRes and Yakutsk detector. In case AGASA spectrum is the correct one, the extra component at $`E1\times 10^{20}`$ eV is needed. In Fig.LABEL:tokyo:spectra we plot in the AGASA panel the spectrum of UHE photons from Superheavy Dark Matter (SHDM), which is according to recent calculations (Berezinsky and Kachelriess 2000, Sarkar and Toldra 2001, Barbot and Drees 2002) is $`I_\gamma (E)E^2`$. Note that in this case at energies $`E<1\times 10^{20}`$ eV the protons dominate.

The remarkable direct evidence for AGN as UHECR sources at energy range $`(28)\times 10^{19}`$ eV has been found in series of papers by Tinyakov and Tkachev 2001,2003 and references therein. There is the correlation between arrival directions of UHE particles in the AGASA and Yakutsk detectors and directions to BL Lacs, which are AGN with jets directed towards us. This correlation implies that UHE signal carriers propagate rectilinearly in the universe. The rectilinear propagation of the signal carriers from the point-like sources gives also the most natural interpretation of the small-angle clustering (Dubovsky, Tinyakov, Tkachev 2000; Fodor and Katz 2000) observed by AGASA (Uchihori et al 2000).

If UHECR are protons, as we argue above, the extragalactic magnetic fields should be very weak.

### 6. Extragalactic magnetic fields and rectilinear propagation of UHE protons

How weak the magnetic field must be ?

Magnetic field must not produce the angular deflection larger than angular resolution of sources in the detectors, which is typically $`\theta _{\mathrm{res}}2.5^{}`$. The correlation is found in the energy range $`(48)\times 10^{19}`$ eV, for which the largest attenuation length is $`l_{\mathrm{att}}1000`$ Mpc. The required upper limit for the magnetic field, which is homogeneous on this scale, is $`B_l2\times 10^{12}l_{1000}^1`$ G, where $`l_{1000}`$ is attenuation length for $`4\times 10^{19}`$ eV protons in units of 1000 Mpc. For a magnetic field with small homogeneity length, $`l_{\mathrm{hom}}`$, the required upper limit is

$$B\frac{E\theta _{\mathrm{res}}}{e\sqrt{l_{\mathrm{att}}l_{\mathrm{hom}}}}6\times 10^{10}\text{G},$$
(8)
where the numerical value is given for $`l_{\mathrm{att}}1000`$ Mpc and $`l_{\mathrm{hom}}10`$ kpc.

We argue that these fields are not excluded.

The observed Faraday rotations give only the upper limits on large scale extragalactic magnetic field (Kronberg 1994). All known mechanisms of generation of the large scale cosmological magnetic field results in extremely weak magnetic field $`10^{17}`$ G or less (for a review see Grasso, Rubinstein 2001). The strong magnetic field can be generated in compact sources, presumably by dynamo mechanism, and spread away by the flow of the gas. These objects thus are surrounded by magnetic halos, where magnetic field can be estimated or measured. The strong magnetic fields of order of $`1\mu `$G are indeed observed in galaxies and their halos, in clusters of galaxies and in radiolobes of radiogalaxies. As an example one can consider our local surroundings. Milky Way belongs to the Local Group (LG) entering the Local Supercluster (LS). LG with a size $`1`$Mpc contains 40 dwarf galaxies, two giant spirals (M31 and Milky Way) and two intermediate size galaxies. The galactic winds cannot provide the appreciable magnetic field inside this structure. LS with a size of 10 – 30 Mpc is a young system where dynamo mechanism cannot amplify significantly the primordial magnetic field. In fact LS is filled by galactic clouds submerged in the voids. The vast majority of the luminous galaxies reside in a small number of clouds: 98 % of all galaxies in 11 clouds (Tully 1982). Thus, accepting the hypothesis of generation of magnetic fields in compact sources, one arrives at the perforated picture of the universe, with strong magnetic fields in the compact objects and their halos (magnetic bubbles produced by galactic winds) and with extremely weak magnetic fields outside. However, even in this picture there is a scattering of UHE protons off the magnetic bubbles and the scattering length is $`l_{\mathrm{sc}}1/\pi R^2n`$, where $`R`$ is the radius of magnetic bubbles and $`n`$ is their space density. Among various structures, the largest contribution is given by galaxy clusters which can provide $`l_{\mathrm{sc}}(12)\times 10^3`$ Mpc.

### 7. Discussion

In this paper we consider AGN as UHECR sources. We assume that there are two mechanisms of acceleration operating there: one accelerates protons along the jet (Chen et al 2002), while the other operates in the shock where the jet terminates (Biermann and Streitmatter 1987, Ipp and Axford 1991, Rachen and Biermann 1993). When a jet is directed towards us, we observe the jet accelerated protons and classify the AGN as BL Lac. The shock-accelerated protons are emitted isotropically, and their flux at the earth is smaller than that from the jet component because of the geometrical factor. We assume additionally that CR luminosity of the jet component is larger than of isotropic one. Then BL Lacs are to be observed as UHECR sources at large distances. At small distances, less than 135 Mpc (attenuation length of proton with energy $`1\times 10^{20}`$ eV), the total number of AGN is smaller, and the probability to observe an AGN as BL Lac is correspondingly smaller. But AGN can be detected at these distances due to isotropic component. At the distances less 31.5 Mpc (attenuation length of a proton with energy $`2\times 10^{20}`$ eV) there are as minimum 11 Seyfert galaxies (with redshifts $`z0.009`$) and 4 nearby radiogalaxies. The lower limit on the number of UHECR sources for this distance is estimates by Tinyakov and Tkachev 2003 on basis of small-angle clustering as 30 at 90% CL and 4 at 99% CL, in agreement with observed number of AGN given above. For 135 Mpc ($`E_p=1\times 10^{20}`$ eV the number of sources become 80 times larger. It justifies the use of uniform distribution of the sources for flux calculations at $`E1\times 10^{20}`$ eV.

For events at energies $`E>1\times 10^{20}`$ eV the AGN model meets the difficulties due to short attenuation length of protons (31.5 Mpc for $`E_p=2\times 10^{20}`$ eV). UHECR sources must be seen in the direction of each proton with such energy. One can consider two cases.
(i) The AGASA data at $`E1\times 10^{20}`$ eV are included in analysis. The AGASA excess should be explained by another component as shown in Fig.LABEL:tokyo:spectra
(ii) If to neglect AGASA data, one has to analyse only three events with energies $`E1\times 10^{20}`$ eV, namely one Fly’s Eye event with $`E3\times 10^{20}`$ eV, one HiRes event with $`E1.8\times 10^{20}`$ eV, and one Yakutsk array with $`E1.0\times 10^{20}`$ eV. Let us consider the highest energy Fly’s Eye event. If it is induced by a proton and its source is an AGN, then the distance to it should be only 20 - 30 Mpc. No AGN is observed in this direction and at this distance. As in case (i) we again have to assume the new component at $`E1\times 10^{20}`$ eV, but this time it is based on very low statistics.

To avoid the problems with $`E1\times 10^{20}`$ eV within the AGN model, one can assume the presence of strong extragalactic magnetic field. The AGN model in this case explains all data, except the AGASA excess and correlation with BL Lacs. In particular the small-angle clustering can be explained by magnetic lensing (Harari et al 1999, Sigl et al 1999, Yoshiguchi et al 2002). One can try to explain the correlation with BL Lacs by flux of light neutral hadrons from AGN (Berezinsky et al 2002, Kachelriess et al 2003). However, in the case we want to explain the dip observed in UHECR by primary protons, the flux of light hadrons produced in AGN must be subdominant with more flat spectrum ($`E^{2.7}`$) than protons. As a result the correlation must increase with energy, which is not observed. The number of correlated events is expected to be small, being proportional to the fraction of events induced by light neutral hadrons.

### 8. Conclusions

The preliminary data of HiRes indicate to proton composition of UHECR at $`E1\times 10^{18}`$ eV (Sokolsky 2002). The observed energy spectra reveal the signatures of interaction of UHE protons with the CMB in the form of the dip, beginning of the GZK cutoff and the good agreement with the predicted spectrum. Combined with small-angle clustering (Uchihori et al 2000) and correlation with BL Lacs (Tinyakov and Tkachev 2001, 2003), these data require the rectilinear propagation of UHE protons. The correlation with AGN (BL Lacs) becomes thus the most sensitive method of measuring extragalactic magnetic fields, in case they are very weak.

Events with $`E1\times 10^{20}`$ eV imply the new component, which can be e.g. gamma-rays from the decay of superheavy particles. This case is especially favorable for 12 AGASA events with theses energies. The spectrum of UHE photons from the decay of superheavy particles fits well the AGASA observations (see Fig.LABEL:tokyo:spectra).

### 9. Acknowledgment

One of the authors (V.B.) is grateful to the organizers of the Workshop, and in particular to Prof. M.Teshima for kind invitation. We are grateful to Pierre Sokolsky for active discussion and for providing us with HiRes data. Many thanks to Masahiro Teshima for the data of AGASA, and to M.I.Pravdin for the data of Yakutsk. We gratefully acknowledge the useful discussions with Peter Biermann, Zurab Berezhiani, Michael Kachelriess, Karl-Heinz Kampert and Igor Tkachev. D.R.Bergman is thanked for information concerning the HiRes data.

This work was supported in part by INTAS (grant No. 99-01065).

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