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no-problem/9903/astro-ph9903416.html	ar5iv	text	# The Interstellar Environment of Filled-Center Supernova Remnants III: The Crab Nebula ## 1 Introduction The Crab Nebula is the prototype of a small subclass of supernova remnants (SNRs) known as either “Crab-like”, “Filled-Center” or “plerionic” SNRs. SNRs which fall into this class have centrally brightened radio morphologies, flat radio-spectral indices, high levels of linear polarization, and lack an associated limb-brightened shell. It is not clear why Filled-Center (FC) SNRs do not have associated limb-brightened shells. The cause could be intrinsic, i.e. there is a fundamental physical difference between FC and other SNRs, or extrinsic, i.e. the lack of a shell is due to an environmental effect. The extrinsic explanation was put forward by Chevalier (1977), who hypothesized that the Crab Nebula (and, by extension, all other FC SNRs) lie in low-density regions of the ISM. In Chevalier’s scenario the supernovae which produce FC SNRs are no different than other explosions which produce neutron stars. Such explosions cast off the outer envelope of the progenitor star at $`10^4`$ km/s, and the interaction between the resulting blast wave and the ISM results in the typical SNR shell. Assuming that the strength of the emission from the shell is related to the density of the ISM, the interaction between the fast moving ejecta and a sufficiently low-density ISM might result in emission well below present detection limits. FC SNRs would then be the result of SN explosions which occur in low-density environments. This paper is the third in a series in which the ISM around FC SNRs is probed to test Chevalier’s hypothesis. The first two papers (Wallace et al, 1997a, 1997b) have suggested that, contrary to expectations, at least two FC SNRs (G74.9+1.2, G63.7+1.1) do not lie in low-density regions of the ISM. Instead, clear indication is seen for interaction between the SNRs and their surrounding ISM. These results stand in contrast to previous investigations of the ISM around the Crab Nebula itself (Romani et al, 1990; Wallace et al, 1994) which suggest that the Crab does lie in a low-density region of the ISM. However, interactions such as those between G74.9+1.2 and G63.7+1.1 and their surroundings would have been missed at the low resolution used for the existing studies of the Crab ($`36^{}`$); higher resolution observations are thus required for definitive statements regarding the environment of the Crab Nebula. In this paper we map the H I distribution around the Crab Nebula at the highest resolution yet attempted. In our earlier paper (Wallace et al. 1994; henceforth WLT94) we suggest that the Crab Nebula lies within a low-density void which we referred to as “bubble 2;” in this paper we use the Effelsberg 100-m radio telescope to image this feature at $`9^{}`$ resolution. In addition, the Dominion Radio Astrophysical Observatory (DRAO) Synthesis Telescope is used to image the H I environment immediately around the Crab at $`1^{}\times 3^{}`$ resolution. The primary purpose of these data is to determine whether the Crab Nebula lies in a low-density void in the ISM. We also use these data to elaborate on the nature of the optical emission detected by Murdin (1994) and Fesen et al. (1997). Murdin (1994) reports detecting faint H$`\beta `$ emission which he ascribes to the remnant stellar wind from the Crab’s progenitor. Fesen et al. (1997) show that this emission is more widely spread than Murdin reported, suggesting that the material is not associated with the Crab. We discuss here whether this material is associated with the wind from an O star lying in the direction of the Crab. We discuss these observations and present the data in Section 2. In Section 3 we interpret the data with respect to the Crab and a nearby O star, and summarize the paper in Section 4. ## 2 Observations and Results Figure 1 reproduces images from WLT94, showing H I emission around the Crab Nebula with an angular resolution of $`36^{}`$. In that paper, three approximately circular “bubbles” were identified in the H I distribution. The boundaries of these features are overlaid on the images in Figure 1: the larger bubble was denoted “bubble 1” and the middle one “bubble 2.” WLT94 associated the smallest bubble, which we will refer to here as “bubble 3,” with the O-star SAO77293; this association is re-assessed below. We have also indicated the positions of the Crab Nebula and SAO77293 with asterisks in Figure 1 (the lower asterisk denotes the position of SAO77293). ### 2.1 Effelsberg Observations The Effelsberg data image a $`4.5^{}`$ square region centered on “bubble 2”, indicated by the white box in Figure 1. Details of the observations can be found in Table 1. The data were taken during the winter of 1993/1994, during periods of weather too poor for observations at higher frequencies; the resulting data are thus a patchwork of several observations. Individual spectra were baseline corrected using a third order polynomial and were adjusted for stray radiation (Kalberla et al., 1982) before conversion to channel maps. Baselines were determined using data between $`170`$ and $`70`$ km/s and $`50`$ to 130 km/s. Due to the strong absorption of the Crab Nebula, the baseline fitting algorithm failed for spectra in a $`25^{}`$ region on and immediately around the Crab Nebula, rendering the data in that area inadequate for addition to the DRAO data (see below). The data for this region were excised and replaced with values estimated from the surrounding emission. The estimated values were derived by fitting a “twisted-plane” (a plane which varies linearly in intensity along any cut in “x” or “y”) to the emission immediately around the excised region. The Effelsberg data are intended to image the large-scale structure around the Crab, and this process does not affect our interpretation of these structures. The final channel maps include a small amount of striping, a result of calibration differences in data collected at different epochs. Some channels also have pixels with unusually high values compared to adjacent pixels; these defects pose no problems to the present work and have been left in the data. The r.m.s. noise in the maps is 0.25 K. Plots of the Effelsberg data are presented in Fig. 2. There is a significant gradient in the level of emission across the field of view, so a twisted-plane background has been fit to edges of the field and removed from each channel for presentation purposes. The lack of velocity dispersion towards the Galactic anti-center implies that H I associated with the Crab Nebula may be found in almost any velocity channel, and we present a wide range of velocity channels for the sake of completeness. Nevertheless, we discuss only those features which we consider to be in the vicinity of the Crab Nebula and the O star which lies near it in the sky. ### 2.2 DRAO Synthesis Telescope Observations Two overlapping fields were observed using the DRAO Synthesis telescope (Roger et al., 1973; Veidt et al., 1985). One field is centered on the position of the Crab, while the second is centered approximately $`1^{}`$ to the southeast near the center of a H I bubble which overlaps the position of the Crab Nebula. The details of these observations are presented in Table 2. The continuum contribution to the data was estimated by averaging data between $`22.8`$ and $`35.0`$ km/s, and between $`32.6`$ and $`57.4`$ km/s to create two end-channel continuum maps. The strong emission from the Crab Nebula, coupled with non-linearities in the observing system (which are not important when observing weaker sources), result in artefacts which vary with velocity from map to map. Individual continuum maps were created for each channel by linearly interpolating between the two extreme continuum maps in order to subtract the most reasonable estimate of the continuum emission (complete with artefacts) from each channel map. The interpolated channel maps were scaled by the Crab Nebula’s integrated absorption in each channel before subtraction to avoid over-subtraction of artefacts related to the SNR in channels where the Crab Nebula is strongly absorbed. The resulting maps reveal a large amount of H I structure, but imaging artefacts remain. In particular, the field centered on the Crab Nebula has noticeable residual rings centered on the SNR. Greisen (1973) showed that H I absorption is not constant across the face of the Nebula, and that the absorption varies with velocity. The continuum subtraction process works correctly only if the absorption across the face of the nebula is constant and as a result this process improperly subtracts the continuum component (and, more importantly, associated artefacts) from our data. An attempt was made to remove the effects of this non-uniform absorption by CLEANing both the original and continuum-subtracted maps, but there was only limited improvement over the uncleaned maps, possibly because of non-linearities in the receiver system. Nevertheless, the data used here for the field centered on the Crab have been CLEANed. No CLEANing was necessary for data from the southern field; the residual grating rings in this field are below the noise in the map, because primary beam attenuation of the Crab’s emission has reduced the effects of the non-uniform absorption across the Crab. The DRAO Synthesis Telescope is not sensitive to structures on size scales greater than $`1^{}`$ at 21cm. To portray the full range of H I structure it is necessary to add single-antenna information, in this case the data from the Effelsberg radio telescope presented above, to the DRAO data. The short and long-spacing datasets were filtered in complementary fashion in the uv-plane and, after correction for the primary beams of the two instruments, added in the image plane. The results of this process are entirely trustworthy for regions $`>25^{}`$ from the Crab Nebula. For regions closer to the Crab the absolute flux may be affected by the interpolation of the Effelsberg data in this region, discussed above, but the morphology of the small scale emission is trustworthy. The DRAO data (without short-spacings added) were consulted when interpreting emission in the region immediately around the Crab Nebula. After the short spacing data had been added to each of the DRAO fields, the data were re-projected to a common grid and mosaiced to form the final data cube. The noise level near the center of the southern field is 0.9 K. The residual rings seen in the northern field are up to 20 K in magnitude and decrease in strength with distance from the Crab. The final DRAO image data are presented in Fig. 3. A constant background, determined from the average level of emission near the center of the observed region, has been removed from each channel for presentation purposes. ## 3 Discussion ### 3.1 Does the Crab Nebula lie in a void? Based on their low resolution H I maps, WLT94 conclude that the Crab Nebula lies in a low-density void which they label “bubble 2.” The higher resolution images presented here allow us to re-examine this conclusion and study in more detail the environment of the Crab Nebula. The lack of velocity dispersion in the Galactic anti-center direction makes assigning a systemic velocity to the Crab Nebula a difficult task. The velocity crowding has the effect that even small non-circular motions in the gas in front of the Crab could give rise to absorption at velocities unrelated to the SNRs kinematic distance. In Figure 4 we present an absorption spectrum for the Crab Nebula derived from the DRAO field centered on the Crab. For comparison we include an emission spectrum obtained from the combined Effelsberg and DRAO data for this same field. The emission spectrum was derived for an elliptical annulus around the Crab, the inner edge having major and minor axes of $`32^{}`$ and $`16^{}`$ respectively, and the outer edge have major and minor axes of $`42^{}`$ and $`26^{}`$; the major axis of the ellipse is oriented along the declination axis. The inner edge of the ellipse was chosen to avoid contamination from the Crab Nebula and artefacts associated with it, while the choice of outer edge was arbitrary. The large size of the annulus will undoubtedly allow contamination of the emission spectrum from gas some distance away from the Crab, and will thus potentially over-estimate the emission at the position of the Crab itself. The emission spectrum shows a number of features. There are two, strong, emission peaks centered near $`4`$ and $`11`$ km/s, a weak plateau near $`22`$ km/s, and a faint tail which reaches zero near $`52`$ km/s (the velocity at which the emission reaches zero may be affected by our choice of channels used to create the end-channel continuum map at the negative end of the spectrum). The absorption spectrum reveals two major features, one centered near $`11`$ km/s and one centered near $`3`$ km/s. Both absorption features lie within the velocity range covered by emission associated with the feature at $`4`$ km/s. There is no strong absorption associated with the emission feature centered near $`11`$ km/s. There is some indication of a slight slope to the baseline of our absorption spectrum, and we are unable to comment on the weak absorption measured by Hughes et al. (1971). Both Greisen (1973) and Radhakrishnan et al. (1972) fit the absorption to the Crab with multiple gaussian components but neither study attempted to fit the weakest absorption. Radhakrishnan et al. (1972) fit the last component at $`1.5`$ km/s, while Greisen fits one at $`8`$ km/s, but weak H I absorption of the Crab’s continuum emission persists to very high negative velocities (e.g. Hughes et al., 1971). The component at $`8`$ km/s fit by Greisen appears to be an attempt to account for this weak absorption, and for the non-gaussian shape of the deep absorption feature centered at $`3`$ km/s. An absorption spectrum derived from our DRAO data shows that, at $`8`$ km/s, the absorption has declined smoothly to less than 1% of the continuum level; we do not feel that this absorption is significant. Inspection of Figure 3 reveals that the gas giving rise to the absorption peak centered at $`3`$ km/s is part of the bright western rim of bubble 2, which extends in velocity to $`1`$ km/s. The Crab Nebula must lie behind this gas. At $`7`$ km/s a bar of emission crosses the position of the Crab; there is no indication of absorption of the Crab’s emission at this velocity, and this gas must lie behind the Crab. These arguments allow us to place the Crab between these two features in velocity, and the systemic velocity of the Crab must therefore lie in the range $`1`$ to $`7`$ km/s. In the following discussion, velocities quoted for various features are those derived from the data at full resolution. Figures 2 and 3 present images at a velocity separation of 2 km/s and maps at the exact velocities quoted in the text may not appear. All features can, however, be seen in the data presented. In Figure 1, bubble 2 is seen from $`v_{\mathrm{LSR}}=5.8`$ km/s to $`v_{\mathrm{LSR}}=17.2`$ km/s, is roughly $`3.8^{}`$ in diameter, and is centered at $`\alpha =5^h37^m36^s`$, $`\delta =21^{}47^{}44\mathrm{"}`$. In the Effelsberg data bubble 2 is seen very clearly at $`3.3`$ km/s and $`4.6`$ km/s, centered near $`\alpha 5^h38^m20^s`$, $`\delta 21^{}50^{}`$, and has a diameter of $`3^{}`$. Although the structure is somewhat obscured by confusion, the diameter clearly decreases towards more positive velocities. It is first seen as a very faint shell at $`7.8`$ km/s, and grows in prominence as velocity decreases. At 5.3 km/s a prominent arc of emission defines the western edge of the bubble and at $`1.2`$ km/s there is a prominent arc to the east. The western arc disappears by $`0.5`$ km/s at which point the bubble is defined largely by the semi-circular bay to the west. The eastern edge merges with the bright emission to the NE at $`2.1`$ km/s and a faint arc to the south of the field bounds the structure in that direction. At $`3.8`$ km/s the void is at its maximum size and by $`6.2`$ km/s is no longer recognizable in the Effelsberg data. At more negative velocities, the H I peak located near the geometrical center of bubble 2 at $`6.2`$ km/s eventually grows into a ridge which defines one edge of the H I bubble centered at $`v_{LSR}=12`$ km/s. Note that the uneven H I shell that bounds bubble 2 at $`7.3`$ km/s in WLT94 is not seen in the Effelsberg data. If the shell exists at and beyond this velocity, it lies just at the edge of the field of view. For the purposes of this paper we use the velocity width derived from the Effelsberg data, 7.0 to $`6.0`$ km/s. We can identify bubble 2 over a velocity range of 13 km/s, roughly twice the width of the average ISM feature. Furthermore, bubble 2 changes its diameter systematically with velocity. We conclude that the bubble is expanding (or contracting) and that its width in velocity is not simply a product of turbulent motion. We take the expansion velocity to be $`6.5`$ km/s. The average brightness temperature of the shell (above the background) is $`3.8\pm 0.6`$ K, and the mass of the shell is $`4\times 10^4`$ M (assuming helium is 1/10 as abundant as hydrogen by number and that the H I shell is at the same distance as the Crab Nebula (2 kpc)). The energy in the shell is $`2\times 10^{49}`$ ergs and the kinematic age is $`8\times 10^6`$ yrs. The Effelsberg data show that there is H I structure projected inside bubble 2 in the range of systemic velocities for the Crab. The resolution of the Effelsberg data is insufficient to investigate the immediate surroundings of the Crab, however. For this reason the DRAO H I data in this velocity range were examined for evidence of either a void or an interaction; these data are discussed below. At $`v=3.7`$ km/s in Figure 3 the Crab Nebula is seen near the inner edge of the bright western rim of bubble 2. As velocity decreases the rim becomes less prominent, but H I emission still remains around the position of the Crab. From $`v3`$ to $`v5.5`$ km/s there appears to be very little H I immediately around the position of the Crab, but by $`v=7.0`$ km/s the bar of emission which defines the SW edge of the bubble centered at $`v_{LSR}=12`$ km/s has crossed the position of the Crab. The absorption in this range is quite weak so it is difficult to decide whether the emitting material from $`v3`$ to $`v5.5`$ km/s is in front of, behind, or surrounding the Crab Nebula. If this (or other) material were actually surrounding the Crab one might expect to see evidence of an interaction (e.g. a swept-up shell). The next question is whether there is any evidence of an interaction between the Crab and the H I. There are in fact two possibilities, based largely upon positional coincidences between the H I structures and the Crab. The first appears at $`v=7.0`$ km/s. At this velocity there is some H I emission, in a rough semi-circular arc, to the NW of the SNR. By $`v=9.5`$ km/s this arc has encircled the entire top of the SNR, with a small intensity depression just above the position of the Crab mirroring an intensity peak just below the Crab. Errors in the phase calibration of radio interferometer data often take the form of asymmetric artefacts in the resulting images, and the peak and depression are, in our opinion, residual mapping and calibration artefacts. The emission to the NW is the brightest, and by $`v=12.0`$ km/s the emission to the NE has disappeared. The emission immediately around the Crab has disappeared totally by $`v=16.1`$ km/s. The other indication of a possible interaction is first seen immediately to the east of the Crab at $`v=10.4`$ km/s. It is manifested as a thin arc of emission which appears to encompass the entire eastern edge of the SNR out to $`v=15.3`$ km/s. The structure lies within and along the contours of the Crab Nebula, and may be an artefact caused by imperfect removal of the Crab’s continuum emission, possibly due to the changing absorption across the face of the Crab. We conclude that there is no strong evidence of an interaction between the Crab Nebula and any H I in its vicinity, and confirm the conclusions of WLT94 – that the Crab Nebula lies in the low-density region identified as “bubble 2.” The features which may be taken as evidence for an interaction between the Crab Nebula and its surroundings are explained as simple map artefacts resulting from the extreme brightness of the Crab Nebula. This does not mean that there is no interaction, only that the effects of any such interaction are below the level of the artefacts in the present data. Further observations, capable of dynamic range greater than 400:1 which we have achieved, are required to settle this question. ### 3.2 A remnant stellar wind? Murdin (1994) reports H$`\beta `$ and optical continuum observations which he interprets as revealing an extended halo of stellar wind material around the Crab Nebula. He attributes this wind material to the Crab Nebula’s progenitor. Fesen et al. (1997) shows that the H$`\beta `$ emitting material is more widely distributed than Murdin (1994) reports, suggesting that this material is unrelated to the Crab. In this section we show that a stellar wind bubble exists along the line of sight towards the Crab, and hypothesize that the emitting material found by Murdin (1994) and Fesen et al. (1997) is associated with this bubble and not the Crab Nebula. The new observations confirm the interpretation of WLT94 that there is an expanding H I shell, which bounds the feature we will call “bubble 3,” centered to the south of the Crab Nebula, but show that this bubble is not powered by the O7.5 star SAO77293 as suggested in that paper. The feature which we interpret as this shell is clearly seen in both the Effelsberg and DRAO H I data (Figures 2 and 3). There are two parts to the shell. From $`6`$ to $`12`$ km/s the apparent radius increases from almost zero to $`50^{}`$. Between $`12`$ and $`14`$ km/s the radius suddenly increases to $`60^{}`$ and continues to increase to a velocity of $`25`$ km/s, where the shell fades from view having a radius of $`75^{}`$. This suggests an expanding shell in two parts with a systemic velocity near $`12`$ km/s, with the red-shifted part expanding into a more dense medium while the blue-shifted part expands into a less dense region. The brightest portion of the H I shell is its NW sector, where it joins a complex of bright emission running to the NW between $`15`$ and $`25`$ km/s (it should be noted that this area includes the position of the Crab Nebula, and is the area where the Effelsberg data were interpolated). It is unclear whether the northern bright emission is physically associated with the shell or whether it is an unrelated result of velocity crowding. We therefore make two calculations of the H I mass, one including the bright emission and one avoiding it. The calculations are made by integrating the flux within a polygon around the shell and subtracting a baseline determined by fitting a twisted plane to the vertices of the polygon. Errors are estimated by making several measurements using different polygons and taking the standard deviation of the resulting values. Including the bright emission to the north, the average brightness temperature over the velocity range $`6`$ to $`26`$ km/s is $`\mathrm{T}_\mathrm{B}=4.9\pm 0.4`$ K; excluding it yields $`\mathrm{T}_\mathrm{B}=3.5\pm 0.4`$ K. Using these estimates the mass of the H I shell is $`(8.7\pm 0.6)\times 10^3\mathrm{M}_{}`$ and $`(4.1\pm 0.6)\times 10^3\mathrm{M}_{}`$, respectively. A stellar wind bubble in a homogeneous medium with number density $`n_{}`$ (Weaver et al., 1977) expands such that its radius, $`r_b`$, at a given time is $$r_b=0.763\left(\frac{\dot{E}}{1.4m_hn_{}}\right)^{1/5}t^{3/5}$$ (1) where $`\dot{E}`$ is the mechanical luminosity of the wind ($`=1/2\dot{M}v^2`$), $`m_h`$ is the mass of a hydrogen atom, and $`t`$ is the age of the bubble. The bubble expansion velocity, $`v_b`$, is found by taking the time derivative of its radius, giving $$v_b=0.6r_b/t.$$ (2) We can estimate the mechanical luminosity of the stellar wind by first estimating the size, age and pre-swept density of the bubble. As noted earlier, bubble 3 has two distinct size scales; we attribute this to a “blow-out” of the bubble into a lower density region. Using the size scale of the smaller region ($`50^{}=29`$ pc at 2 kpc), and taking the expansion velocity of the bubble to be 11 km/s (half of its velocity width), we use Equation 2 to estimate the age of the bubble as $`1.5\times 10^6`$ years. Finally, if we assume that the entire mass of H I was evenly distributed in a volume corresponding to the volume of the smaller shell, the undisturbed ISM density was between $`1.6`$ and $`3.5`$ cm<sup>-3</sup>, for the lower and higher mass respectively. Substituting these values into Equation 1 we estimate the mechanical luminosity of the powering wind to be $`10^{36}`$ erg/s, suggesting that an O6 ($`L_w1.8\times 10^{36}`$ erg/s) or O7 ($`L_w6.8\times 10^{35}`$ erg/s) type star is at the heart of the bubble (assuming the empirical relationships for mass loss rate and terminal velocity derived by Howarth and Prinja, 1989). The kinetic energy of the H I shell is $`4.57.8\times 10^{48}`$ ergs, much less than $`1.4\times 10^{50}`$ ergs that an O6 star would inject into the ISM over its main-sequence lifetime of $`4.2\times 10^6`$ years. The amount of energy lost through recombination of the material in the swept-up shell can be estimated as the number of hydrogen atoms in the shell times the ionization potential; this comes to $`10^{50}`$ ergs given the mass estimates above. For the parameters derived or estimated here, we find that the ionization front associated with an O6 or O7 star would become trapped after $`24\times 10^6`$ years, depending on the pre-swept density of the ISM; this is consistent with the estimated age of the H I bubble. These results indicate that the H I shell is due to a trapped ionization front associated with the stellar wind bubble. The only known O-star along the line of sight to the H I bubble is SAO77293, which WLT94 associate with the H I bubble. This star, at an estimated distance of 1.8 kpc, is of type O7.5III. Despite the rough agreement in stellar type with our estimates above, and distance to the bubble, we suggest that SAO77293 is not associated with bubble 3. Christy (1977) measured an absorption feature due to the interstellar Ca II K line in the spectrum of SAO77293 at a velocity of $`11\pm 3`$ km/s, placing the star behind the gas at this velocity. Our H I maps show a region of bright emission, at the position of SAO77293, from $`1`$ to $`13`$ km/s; we associate the gas giving rise to the Ca II K-line absorption with this complex of H I. The emission at these velocities is part of the red-shifted portion of the H I shell, and if the H I shell is expanding and not contracting, SAO77293 must be located on the far-side of the H I bubble in order for the Ca II K line absorption to exist. If SAO77293 were to lie within the gas producing the Ca II K line absorption, the radiation from the star would ionize the surrounding gas; since we see no evidence for a hole in the H I distribution at these velocities we rule out this possibility. Finally, if the star were to lie at a systemic velocity at $`14`$ km/s or beyond, it would clearly lie within the confines of the blue-shifted, blow-out, region of bubble 3, and would be in front of the gas giving rise to the Ca II K line absorption. This means that SAO77293 must be behind the H I bubble and cannot be powering it, and we conclude that the star which powers the H I bubble has yet to be identified. We are then left with the unanswered question, why has that star not been detected? The Crab lies projected on the edge of the H I shell defining the red-shifted portion of bubble 3, and within the projected confines of the blue-shifted portion. The stellar wind material within the H I shell is likely ionized and can give rise to H$`\beta `$ emission. In addition, if the gas in the H I shell is not fully recombined we can expect some additional H$`\beta `$ emission from the shell itself. We thus suggest that the H$`\beta `$ emission detected by Murdin (1994) and Fesen et al. (1997) is unrelated to the Crab Nebula and is, instead, due to material associated with the (as yet unidentified) star which is powering bubble 3. ## 4 Summary In this paper we have presented maps of the H I environment of the Crab Nebula obtained using the DRAO ST and the Effelsberg 100 m Radio Telescopes. The Crab Nebula lies within the physical confines of the H I structure which we call bubble 2. This association is based upon the observation that the central velocity of the H I bubble lies within the range of possible systemic velocities of the Crab Nebula. A few maps appear to show interaction, but these features are interpreted as artefacts resulting from the extreme brightness of the Crab Nebula. We also confirm the presence of an expanding H I bubble (labelled “bubble 3”) along the line of sight to the Crab Nebula. The emission from the Crab is not absorbed by the H I shell associated with the bubble; bubble 3 must therefore lie behind the Crab. We conclude that an association between bubble 3 and the nearby O-star SAO77293 is unlikely, and that bubble 3 lies in front of this star. It is suggested that emission from material associated with bubble 3 has been detected by Murdin (1994) and Fesen et al. (1997). ## 5 Acknowledgements The Dominion Radio Astrophysical Observatory is operated as a national facility by the National Research Council of Canada. This research was supported in part by a grant from the Natural Sciences and Engineering Council of Canada.
no-problem/9903/physics9903051.html	ar5iv	text	# Electron correlation vs. stabilization: A two-electron model atom in an intense laser pulse ## I Introduction The advent of high intensity lasers led to an increasing interest in non-perturbative studies of atomic systems interacting with intense laser light (see, e.g., for a review). One of the most frequently revisited topics during the last fifteen years was stabilization of atoms (or ions) against ionization in intense laser light, i.e., for increasing laser intensity the ionization rate decreases. This kind of stabilization was predicted by Gersten and Mittleman already in 1975 . Experimentally, stabilization of highly excited atoms has been reported whereas measuring stabilization of atoms initially in the ground state is hard to achieve. This is due to the fact that, in order to see stabilization, the laser photon energy has to exceed the ionization potential. Unfortunately, there are not yet high intensity lasers available delivering such energetic photons. Therefore most of the studies in this field are of analytical or numerical nature: “high-frequency theory” , Floquet calculations , the numerical treatment of 1D model atoms, quantum and classical , as well as in two-color laser fields , 2D atoms in arbitrary polarized laser light , and full 3D hydrogen . Of particular interest is whether the atom survives in a “real” laser pulse up to intensities where stabilization sets in, or whether it already ionizes almost 100% during the rise time of the pulse . In other words: is the atom able to pass through the “death valley” of ionization before arriving at the “magic mountain” of stabilization? There are also several papers where the authors came to the conclusion that stabilization does not exist at all (see , and references therein). In this paper we focus on how the electron correlation in a two-electron model atom affects the probability for stabilization, i.e., the probability that the model atom remains neutral after the pulse has passed by. For two frequency regimes we compare the results from the fully correlated calculation with approximate models like “single active electron” or time-dependent density functional theory. The purpose of these studies is, on one hand, to gain a qualitative picture of the stabilization mechanism in a more-than-one electron atom, and, on the other hand, testing approximate methods before applying them to 3D many-electron atoms where accurate, full ab initio studies are not possible with current days computers. To our knowledge only a few other numerical studies of correlated two-electron systems in the stabilization regime are reported in the literature so far . ## II The model atom We study a model helium atom where both electrons are allowed to move in one dimension only, but with the electron-electron correlation fully taken into account. This leads to a two-dimensional time-dependent Schrödinger equation (TDSE) $$\text{i}\frac{}{t}\|\mathrm{\Psi }(t)=\text{H}(t)\|\mathrm{\Psi }(t)$$ (1) with the Hamiltonian $$\text{H}(t)=\frac{1}{2}(\text{p}_1+A(t))^2+\frac{1}{2}(\text{p}_2+A(t))^2\frac{2}{\sqrt{\text{x}_1^2+ϵ}}\frac{2}{\sqrt{\text{x}_2^2+ϵ}}+\frac{1}{\sqrt{(\text{x}_1\text{x}_2)^2+ϵ}}.$$ (2) Here, the laser pulse is coupled to the atom in dipole approximation through the vector potential $`A(t)`$. $`\text{x}_i`$ and $`\text{p}_i`$ ($`i=1,2`$) are the electrons’ coordinates and canonical momenta, respectively. We use atomic units (a.u.) throughout this paper. The regularization parameter $`ϵ`$ was chosen $`0.49`$ which yielded, on our numerical grid, ionization potentials similar to real helium (0.9 a.u. for the first electron, and 2 a.u. for the second one). The electric field $`E(t)=_tA(t)`$ was a trapezoidal pulse with a rising edge over 5 optical cycles, 5 cycles of constant amplitude $`\widehat{E}`$, and a down-ramp over, again, 5 cycles. We started all our simulations with the field-free ground state $`\|\mathrm{\Psi }(0)`$. The wavefunction $`\mathrm{\Psi }(x_1,x_2,t)=x_1x_2\|\mathrm{\Psi }(t)`$ was propagated in time using an unconditionally stable, explicit “grid hopping” algorithm . Non-vanishing probability amplitude $`\mathrm{\Psi }(x_1,x_2)`$ near the grid boundary was removed through an imaginary potential. The numerical grid was always several times (at least 10 times) larger than the excursion length $$\widehat{\alpha }=\|\widehat{E}/\omega ^2\|=\|\widehat{A}/\omega \|$$ (3) of a classical electron oscillating in the laser field of frequency $`\omega `$ and electric field amplitude $`\widehat{E}`$ (vector potential amplitude $`\widehat{A}`$). During time propagation we monitored the amount of probability density $`\|\mathrm{\Psi }\|^2`$ inside a box $`x_1,x_2[5,+5]`$. After the pulse is over, the density inside this box can be interpreted as the “survival” probability of the helium atom to remain neutral . To analyze the results obtained with this fully correlated model atom we compare with several simplified models. Among those, the “single active electron” (SAE) approximation is the simplest one. There, one assumes that an inner and an outer electron respond independently to the laser field. The inner electron “feels” the bare nucleus ($`Z_i=2`$, hydrogen-like). The outer one sees an effective nuclear charge, to be adjusted in such a way that the correct ionization potential (0.9 a.u.) is obtained. In our numerical model this was the case for $`Z_o=1.1`$. Thus, in the SAE approximation, we solved two independent TDSEs with no dynamic correlation at all, $`\text{i}_t\mathrm{\Psi }_i(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z_i}{\sqrt{x^2+ϵ}}}\right)\mathrm{\Psi }_i(x,t),`$ (4) $`\text{i}_t\mathrm{\Psi }_o(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z_o}{\sqrt{x^2+ϵ}}}\right)\mathrm{\Psi }_o(x,t).`$ (5) In order to incorporate correlation in a first step one can introduce a Hartree-type potential into the Hamiltonian for the inner electron, $`\text{i}_t\mathrm{\Psi }_i(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z_i}{\sqrt{x^2+ϵ}}}+{\displaystyle \frac{\|\mathrm{\Psi }_o(x^{},t)\|^2}{\sqrt{(xx^{})^2+ϵ}}\text{d}x^{}}\right)\mathrm{\Psi }_i(x,t),`$ (6) $`\text{i}_t\mathrm{\Psi }_o(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z_o}{\sqrt{x^2+ϵ}}}\right)\mathrm{\Psi }_o(x,t).`$ (7) In this approximation, the inner electron feels the bare nuclear potential and the outer electron. Therefore, we call this model “inner sees outer” (ISO) approximation. It was utilized in Ref. to study non-sequential ionization (NSI). In the ground state, the Hartree-potential leads to a screening of the bare nuclear charge. Thus, energetically the two electrons are almost equivalent in the beginning, though we labelled them “inner” and “outer” in Eqs. (6), (7). However, during the interaction with the laser field one of the electrons might become the outer one. We will also consider the opposite point of view where the outer electron sees the inner one (“outer sees inner”, OSI). In this case we have to deal with the system of TDSEs $`\text{i}_t\mathrm{\Psi }_i(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z}{\sqrt{x^2+ϵ}}}\right)\mathrm{\Psi }_i(x,t),`$ (8) $`\text{i}_t\mathrm{\Psi }_o(x,t)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}(\text{i}_x+A(t))^2{\displaystyle \frac{Z}{\sqrt{x^2+ϵ}}}+{\displaystyle \frac{\|\mathrm{\Psi }_i(x^{},t)\|^2}{\sqrt{(xx^{})^2+ϵ}}\text{d}x^{}}\right)\mathrm{\Psi }_o(x,t).`$ (9) with $`Z=2`$. Finally, another way to study our model system is to apply time-dependent density functional theory (TDDFT) (see for an overview) in local density approximation, leading to the (nonlinear) TDSE for one Kohn-Sham orbital $`\mathrm{\Phi }(x,t)`$, $$\text{i}_t\mathrm{\Phi }(x,t)=\left(\frac{1}{2}(\text{i}_x+A(t))^2\frac{2}{\sqrt{x^2+ϵ}}+\frac{\|\mathrm{\Phi }(x^{},t)\|^2}{\sqrt{(xx^{})^2+ϵ}}\text{d}x^{}\right)\mathrm{\Phi }(x,t).$$ (10) The total electron probability density is given by $`n(x,t)=2\|\mathrm{\Phi }(x,t)\|^2`$. Since, strictly speaking, $`\mathrm{\Phi }(x,t)`$ cannot be interpreted as a physically meaningful single electron orbital it is not easy to deduce single electron quantities (such as single ionization for instance). On the other hand, the somewhat arbitrary distinction between an inner and an outer electron is avoided in TDDFT. ## III High-frequency results ### A Single active electron-approximation In this Section we want to compare the results from the fully correlated model atom with those from the corresponding SAE calculations. First, we focus on the high-frequency regime where the laser frequency exceeds both ionization potentials, $`\omega =\pi >_i>_o`$. From an SAE-point of view we expect both electrons to stabilize, especially the outer one since the frequency is 3.5 times larger than the ionization potential $`_o=0.9`$. In Fig. 1 the amount of probability density inside the box $`x_1,x_2[5,+5]`$ (PDIB) vs. time for $`\widehat{\alpha }=0.5,1.0,1.5`$ and $`2.0`$ is shown for the inner and the outer electron. First we observe the expected result that the outer electron is more stabilized than the inner one: the amount of PDIB after the pulse has gone is greater for the outer electron. However, qualitatively the set of curves are quite similar. For the two higher $`\widehat{\alpha }`$-values ($`1.5`$, drawn dashed, and $`2.0`$, drawn dashed-dotted) one observes that the curves bend sharply after the up-ramping at $`t=5`$ cycles, i.e., for both electrons ionization is much slower during the constant, intense part of the pulse. In fact, ionization happens almost exclusively during the rampings. We also note that the slight decrease of the PDIB during the constant part of the $`\widehat{\alpha }=1.5`$ and $`\widehat{\alpha }=2.0`$-pulses is linear in time, in contrast to tunneling ionization where we have an exponential dependence (in the case of a constant ionization rate). Approximately two cycles after the down-ramping at $`t=10`$ cycles, ionization starts to increase again. Finally, after the pulse is over (at $`t=15`$ cycles) the amount of PDIB remains stationary. Secondly, we observe that there is obviously no monotonous behavior of stabilization with increasing intensity (or $`\widehat{\alpha }`$). Ionization is higher for $`\widehat{\alpha }=1.0`$ (dotted curves) than for $`\widehat{\alpha }=0.5`$ (solid curves). For $`\widehat{\alpha }=1.5`$ (dashed curves) ionization starts to decrease, i.e., we are entering the stabilization domain at that point. Therefore the so-called “death valley” seems to be located around $`\widehat{\alpha }=1`$ for both electrons in our model atom. In Fig. 2 the stabilization probability for both electrons is shown vs. the excursion $`\widehat{\alpha }`$. The quiver amplitude $`\widehat{\alpha }`$ is related to the laser intensity $`I=\widehat{E}^2`$ through $`\widehat{\alpha }=I^{1/2}\omega ^2`$. The stabilization probability of the inner electron exhibits an oscillatory behavior. The “death valley” is located at $`\widehat{\alpha }1`$, followed by a maximum at $`\widehat{\alpha }4`$. For higher intensity ionization increases again up to a stabilization minimum around $`\widehat{\alpha }7`$. Stabilization of the inner electron recovers till the next maximum at $`\widehat{\alpha }9`$. The second maximum is below the first. Thus we observe an overall decrease of stabilization with increasing intensity. This is even more pronounced in the stabilization probability for the outer electron where the oscillations are less visible. The “death valley” for both electrons is located at $`\widehat{\alpha }1`$ while the maxima are at different positions. The oscillatory character of the stabilization probability in 1D systems has been observed by other authors as well . In contrast to our results an overall increase of stabilization with increasing intensity was found in . This might be due to the fact that we are looking at the ionization probability after the pulse is over while in analytical papers often the ionization rate is discussed. In the former, ionization during the up and down-ramps is taken into account while in the latter it is commonly not. The probability for our He model atom to survive as neutral He after the pulse is over is, in SAE approximation, simply the product of the probabilities for each electron to remain bound. In Fig. 2 the corresponding curve is indicated by i$``$o. The result from the fully correlated system is also shown (drawn dotted, indicated with ‘corr’). We infer that, especially for $`\widehat{\alpha }<5`$ the stabilization probability is strongly overestimated by the SAE treatment. We could argue that if the system stabilizes it will probably stabilize in such a way that the correlation energy is minimized. In that case it sounds more reasonable to take the square of the SAE stabilization probability for the inner electron. In what follows we will refer to this viewpoint as “independent electron” (IE) model since it follows from crossing out the correlation term in the Hamiltonian (2). The result is included in Fig. 2, labelled i$``$i. The IE-curve seems to oscillate around the fully correlated one, especially for $`\widehat{\alpha }>6`$. From this result we conclude that, compared to the IE-model with two equivalent inner electrons, electron correlation washes out oscillations in the stabilization probability and, therefore, can stabilize as well as destabilize, depending on the intensity (for a given pulse shape and frequency). To discuss that further we look at the time-averaged Kramers-Henneberger potential (TAKHP), i.e., we transform to the frame of reference where the quivering electron is at rest but the nuclear potential oscillates, and average over one cycle, $$V_{KH}^{corr}(x_1,x_2)=\underset{i=1}{\overset{2}{}}\frac{\omega }{2\pi }_0^{2\pi /\omega }\frac{2}{\sqrt{(x_i+\alpha (t))^2+0.49}}\text{d}t+\frac{1}{\sqrt{(x_1x_2)^2+0.49}}.$$ (11) For sufficiently high frequencies this is the leading term in a perturbation series in $`\omega ^1`$ . In the correlation term no $`\alpha (t)`$ appears since the interparticle distance is not affected by the KH transformation. We calculated numerically the TAKHP. The result is shown in Fig. 3 for $`\alpha (t)=\widehat{\alpha }\mathrm{sin}\omega t`$ with $`\widehat{\alpha }=5`$. For comparison the TAKHP with the correlation term neglected is also shown (corresponding to the IE model). With correlation, there are two minima near $`x_1=\widehat{\alpha },x_2=\widehat{\alpha }`$ and $`x_1=\widehat{\alpha },x_2=\widehat{\alpha }`$ whereas without correlation there are two more, energetically equivalent minima at $`x_1=x_2=\widehat{\alpha }`$ and $`x_1=x_2=\widehat{\alpha }`$. However, if we assume that the fully correlated system manages it somehow to occupy the ground state of $`V_{KH}^{corr}`$, the correlation energy will be small (for not too small $`\widehat{\alpha }`$) since the interparticle distance is $`2\widehat{\alpha }`$. The higher $`\widehat{\alpha }`$ the lower the correlation energy. We believe that this is the physical reason that, for increasing $`\widehat{\alpha }`$, the agreement of the IE results with the fully correlated ones becomes quite good (although the latter do not exhibit an oscillating stabilization probability). Our viewpoint is further supported by examining the probability density of the fully correlated system during the pulse. In Fig. 4 $`\|\mathrm{\Psi }(x_1,x_2)\|^2`$ is shown for $`\omega =\pi `$, $`\widehat{\alpha }=4.0`$ at $`t=7.5`$ cycles, i.e., in the middle of the constant part of the trapezoidal pulse. We clearly observe dichotomy, i.e., two probability density peaks at the classical turning points, well known from one-electron systems . Due to electron correlation we do not observe four peaks. Instead the peaks at $`x_1=x_2=\pm 4`$ are suppressed, in accordance with our discussion of the TAKHPs in Fig. 3. Therefore the correlation energy is rather small since the distance between the two peaks in the $`x_1x_2`$-plane is $`\sqrt{8}\widehat{\alpha }`$. In the work by Mittleman such multi-electron “dichotomized” bound states are calculated. ### B Time-dependent density functional theory In Fig. 5 our results from the TDDFT calculations are presented. Although the Kohn-Sham orbital $`\mathrm{\Phi }(x,t)`$ is an auxillary entity that has, in a rigorous sense, no physical meaning, we take it as an approximation to a single electron orbital. If we do this, $`\|\mathrm{\Phi }(x,t)\|^2\|\mathrm{\Phi }(x,t)\|^2`$, integrated over the region $`5<x<5`$ after the pulse is over, is our TDDFT stabilization probability. We see that for $`\widehat{\alpha }<1.5`$ the agreement between TDDFT and correct result is very good. The difference between TDDFT and IE (indicated by i$``$i again) is a direct measure of correlation effects since both models differ by the Hartree-term in the Hamiltonian only. Up to $`\widehat{\alpha }5.5`$ electron correlation suppresses stabilization compared to the IE approximation. In that region TDDFT agrees better with the full result. As mentioned before, for higher $`\widehat{\alpha }`$ the IE curve oscillates around the correct result and therefore it comes occasionly to a very good agreement with the exact result. Also the TDDFT result agrees very well with the fully correlated curve for $`\widehat{\alpha }7`$. In summary we can say that the TDDFT result is in good agreement with the exact, fully correlated stabilization probability. Both have their maximum around $`\widehat{\alpha }4`$ and the “death valley” is also at the right position. For higher $`\widehat{\alpha }`$ the agreement seems to become even better. ### C “Inner sees outer” and “outer sees inner”-approximation In order to explain non-sequential ionization (NSI; see, e.g., Ref. for an overview) it is essential to incorporate electron correlation (see for a very recent paper, and references therein). For that purpose Watson et al. added a Hartree-type potential to the TDSE for the inner electron (see Eq. 6, ISO). By doing this the double ionization yield is greatly enhanced, in accordance with experimental results . The question we address in this Section is whether this method is applicable to stabilization as well. We will also study the opposite procedure, i.e., where the outer electron feels the inner one (see Eqs. 8 and 9, OSI). From the discussions on the SAE approximation above we can expect that ISO will probably not agree very well with the exact results since the assumption that the outer electron sees a static, effective nuclear charge is not valid. In Fig. 6 we see that, for low $`\widehat{\alpha }`$ ISO ($``$) behaves like SAE (the i$``$o-curve) while OSI ($`\mathrm{}`$) is similar to IE (the curve indicated by i$``$i). In ISO approximation for $`\widehat{\alpha }>3`$ the electron correlation obviously causes strong ionization, compared to the SAE result. Especially during the down-ramping, when probability density of the outer electron moves from the turning points $`\pm \widehat{\alpha }`$ back toward the nucleus, ionization of the inner electron is enhanced. For $`\widehat{\alpha }>4.5`$ the ISO curve even drops below the exact result (indicated by ‘corr’). In OSI approximation the stabilization probability is also underestimated for $`\widehat{\alpha }>4.5`$. In summary we can say, that for $`\widehat{\alpha }<2`$, OSI is in very good agreement with the correct result while ISO is not, due to the inappropriate assumption of the outer electron feeling just a static effective nuclear charge. However, for higher $`\widehat{\alpha }`$ ISO and OSI tend to underestimate the stabilization probability while TDDFT does not (see Section III B and Fig. 5). ## IV Intermediate frequency results In this Section we discuss the stabilization probability in the intermediate frequency regime $`_o<\omega <_i`$ where, according a single active electron point-of-view, the outer electron should stabilize while for the inner one ionization is more likely. In Fig. 7 we compare the result from the fully correlated calculation with those from the SAE treatment. In SAE approximation, the outer electron is more stable than the inner one in the region $`1.5<\widehat{\alpha }<8.5`$. For the inner electron no clear stabilization maximum is visible. For the outer electron the maximum is at $`\widehat{\alpha }6`$, i.e., it is shifted toward higher $`\widehat{\alpha }`$ compared to the high-frequency case. Both, i$``$o and i$``$i underestimates ionization, especially for low $`\widehat{\alpha }`$ in the “death valley”-region. Electron correlation obviously enhances ionization. For lower frequencies this is the well-known effect of NSI ( and references therein). Although in the fully correlated result we observe a stabilization probability maximum around $`\widehat{\alpha }7.5`$ the absolute value is below $`0.04`$, and, in our opinion, it makes no sense to talk about real “stabilization” in that case. As in the high-frequency-case we observe an overall decrease of the stabilization probability for very high $`\widehat{\alpha }`$-values. In Fig. 8 we compare the result from the fully correlated model atom with the corresponding ones from the ISO, OSI, and TDDFT runs where electron correlation is included approximately. Let us first focus on the $`\widehat{\alpha }`$-region “left from the death valley”, i.e., $`\widehat{\alpha }1`$. There we observe that ISO is nearest to the correct result while OSI and TDDFT underestimates ionization. This is quite understandable within the present knowledge of how NSI works: the inner electron needs to interact with laser field and the outer electron in order to become free. Obviously this is best accounted for in the ISO approximation. For most $`\widehat{\alpha }`$ TDDFT lies between the ISO and the OSI result. This is also quite clear since in TDDFT both correlated electrons are treated on an equal footing (one Kohn-Sham-orbital only) whereas in ISO (OSI) the inner (outer) electron feels the outer (inner) partner through Coulomb correlation, but not vice verse. However, all these approximations still overestimate the stabilization probability, at least in the interesting $`\widehat{\alpha }`$-regime where the stabilization probability rises at all (i.e., for $`2<\widehat{\alpha }<7.5`$). To summarize this Section we can say that in order to achieve stabilization of our two-electron model atom it is necessary to choose a laser frequency that exceeds all ionization potentials. For an intermediate frequency the outer electron cannot stabilize owing to correlation. The SAE picture is not appropriate and even ISO, OSI, or TDDFT where electron correlation is included approximately fail. ## V Discussion and summary In this paper we studied how the electron correlation in a two-electron model atom affects the probability for stabilization. We found clear stabilization only for frequencies that exceed both ionization potentials. Although for the intermediate frequency we did not find a monotonous increase of the ionization probability with increasing intensity we prefer not calling this effect stabilization since, on an absolute scale, its probability was very small. In all cases electron correlation reduced the stabilization probability compared to the SAE picture. In the high-frequency case the two electrons behave more like two independent inner electrons. Similar results were obtained by Grobe and Eberly for a H<sup>-</sup> model-ion. Lewenstein et al. performed classical calculations for a model-atom similar to ours which also showed that “dichotomized” two-electron states are dynamically accessible. The agreement of the exact numerical result with TDDFT in the high-frequency case was quite good while in the intermediate frequency regime stabilization was overestimated by all approximate techniques (ISO, OSI, and TDDFT). It is well-known that a slow time-scale in the stabilization dynamics is introduced owing to floppings between states in the time-averaged Kramers-Henneberger potential . It can be easily imagined that these slow floppings are affected by electron correlation because, e.g., the merging of the two dichotomous peaks into a single one is suppressed then. But even without correlation the results for the stabilization probability are quite sensitive to rise time and pulse duration of the laser field since it strongly depends on which Kramers-Henneberger states are mainly occupied at the time instant when the laser pulse ends. To avoid these additional complications in the interpretation of the numerical results we chose a rather short laser pulse duration so that low-frequency Rabi-floppings do not play a role. Therefore, in the high-frequency studies we just observed the two dichotomous peaks building up (as depicted in Fig. 4) but no peak-merging during the constant part of our trapezoidal laser pulse. Finally, we would like to comment on the reduced dimensionality of our two-electron model atom. We also performed calculations with “real”, i.e., three-dimensional (3D) hydrogen-like ions in the stabilization regime. It seems to be the case that in 3D stabilization is less pronounced. Moreover, the oscillatory character is less visible, i.e., we observe a single stabilization maximum followed by a rather monotonous increase of the ionization probability. The difference of 1D models and 3D hydrogen was also studied in Ref. . The effect of electron correlation in 3D stabilization will be the subject of a future paper . ## Acknowledgment Fruitful discussions with Prof. P. Mulser are gratefully acknowledged. This work was supported in part by the European Commission through the TMR Network SILASI (Superintense Laser Pulse-Solid Interaction), No. ERBFMRX-CT96-0043, and by the Deutsche Forschungsgemeinschaft under Contract No. MU 682/3-1.
no-problem/9903/hep-ph9903230.html	ar5iv	text	# 1 The maximal Re⁢(ϵ'/ϵ) vs. 𝑚_𝑠⁢(𝑚_𝑐). {Re⁢(ϵ'/ϵ)\|}_{𝑚⁢𝑎⁢𝑥} corresponds to Im⁢𝜆_𝑡=1.7⋅10⁻⁴, 2⁢𝐵₆^(1/2)-𝐵₈^(3/2)=2.0 and \|𝑟_𝑍⁽⁸⁾\|=8.5. The plotted relation for different values of 2⁢𝐵₆^(1/2)-𝐵₈^(3/2) can be obtained by replacing 𝑚_𝑠⁢(𝑚_𝑐) with 𝑚_𝑠⁢(𝑚_𝑐)⋅[(2⁢𝐵₆^(1/2)-𝐵₈^(3/2))/2.0]^{-1/2}. The contribution of the 𝑠̄⁢𝑑⁢𝑍-vertex is shown separately. The hatched area corresponds to the 2𝜎 range of the measured value in (). KEK-TH-616, FERMILAB-Pub-99/035-T, DPNU-99-10 hep-ph/9903230 A short look at $`ϵ^{}/ϵ`$ Yong-Yeon Keum<sup>1</sup><sup>1</sup>1e-mail:keum@ccthmail.kek.jp, Monbusho fellow, KEK, Theory Group, Tsukuba, Ibaraki 305-0801, Japan, Ulrich Nierste<sup>2</sup><sup>2</sup>2e-mail:nierste@fnal.gov, Fermilab, Theory Division MS106, IL-60510-500, USA, and A.I. Sanda<sup>3</sup><sup>3</sup>3e-mail:sanda@eken.phys.nagoya-u.ac.jp Dept. of Physics, Nagoya University, Nagoya 446, Japan Abstract We analyze the theoretical implications of the new KTeV measurement of direct CP-violation in $`K\pi \pi `$ decays. The result is found consistent with the Standard Model for low values of the strange quark mass $`m_s`$. If the hadronic parameters $`B_6^{(1/2)}`$ and $`B_8^{(3/2)}`$ satisfy $`2B_6^{(1/2)}B_8^{(3/2)}2`$, as suggested by lattice and $`1/N_c`$ calculations, we find an upper bound of $`110\mathrm{MeV}`$ for $`m_s(2\mathrm{GeV})`$. We parametrize potential new physics contributions to $`ϵ^{}/ϵ`$ and illustrate their correlation with upper bounds on $`m_s`$. Finally we discuss a non-perturbative mechanism, which is not contained in the existing calculations of $`B_6^{(1/2)}`$. This mechanism enhances $`B_6^{(1/2)}`$ and thereby leads to a better understanding of the $`\mathrm{\Delta }I=1/2`$ rule and the high measured value of $`\mathrm{Re}(ϵ^{}/ϵ)`$. PACS: 11.30.Er; 13.25.Es; 14.65.Bt Keywords: violation,CP; interpretation of experiments; quark, mass; new interaction, search for; K0 ——————————————————————- Recently the KTeV collaboration at Fermilab has precisely determined the measure of direct CP-violation in $`K\pi \pi `$ decays : $`\mathrm{Re}(ϵ^{}/ϵ)`$ $`=`$ $`(28\pm 4)10^4.`$ (1) This measurement is consistent with the result of the CERN experiment NA31, which has also found a non-vanishing value for $`\mathrm{Re}(ϵ^{}/ϵ)`$ . Within the last two decades a tremendous effort has been made to calculate the short distance QCD effects with next-to-leading order accuracy and to obtain the relevant hadronic matrix elements using various non-perturbative methods . Yet while the Standard Model predicts $`ϵ^{}/ϵ`$ to be non-zero, the theoretical prediction of its precise value is plagued by large uncertainties due to an unfortunate cancellation between two hadronic quantities. Nevertheless for the ballpark of popular input parameters $`\mathrm{Re}(ϵ^{}/ϵ)`$ results in $`2`$$`16`$ times $`10^4`$ , so that the large value in (1) came as a surprise to many experts. Here a key role is played by the strange quark mass, whose size is not precisely known at present. In the Standard Model $`\mathrm{Re}(ϵ^{}/ϵ)`$ can be summarized in the handy formula : $`\mathrm{Re}(ϵ^{}/ϵ)`$ $`=`$ $`\mathrm{Im}\lambda _t\left[1.35+R_s\left(1.1\left\|r_Z^{(8)}\right\|B_6^{(1/2)}+\left(1.00.67\left\|r_Z^{(8)}\right\|\right)B_8^{(3/2)}\right)\right].`$ (2) Here $`\lambda _t=V_{td}V_{ts}^{}`$ is the CKM factor and $`r_Z^{(8)}`$ comprises the short distance physics. Including next-to-leading order QCD corrections the short distance factor is in the range $`6.5\left\|r_Z^{(8)}\right\|8.5`$ (3) for $`0.113\alpha _s^{\overline{\mathrm{MS}}}(M_Z)0.123`$. Relevant contributions to $`ϵ^{}/ϵ`$ stem from the $`\mathrm{\Delta }I=1/2`$ matrix element of the operator $`Q_6`$ and the $`\mathrm{\Delta }I=3/2`$ matrix element of $`Q_8`$ (see for their precise definition). These hadronic matrix elements are parametrized by $`B_6^{(1/2)}`$ and $`B_8^{(3/2)}`$. Finally the dependence on the strange quark mass is comprised in $`R_s`$ $`=`$ $`\left({\displaystyle \frac{150\mathrm{MeV}}{m_s\left(m_c\right)}}\right)^2.`$ From standard analyses of the unitarity triangle one finds $`1.010^4\mathrm{Im}\lambda _t1.710^4.`$ (4) Lattice calculations and the $`1/N_c`$ expansion predict $`0.8B_6^{(1/2)}1.3,0.6B_8^{(3/2)}1.0.`$ (5) The maximal possible $`\mathrm{Re}(ϵ^{}/ϵ)`$ for the quoted ranges of the input parameters is plotted vs. $`m_s`$ in Fig. 1. Hence if the Standard Model is the only source of direct CP-violation in $`K\pi \pi `$ decays, the 2$`\sigma `$ bound from (1), $`\mathrm{Re}(ϵ^{}/ϵ)2010^4`$, implies $`m_s(m_c)126\mathrm{MeV}`$ $``$ $`m_s\left(2\mathrm{GeV}\right)110\mathrm{MeV}.`$ (6) in the $`\overline{\mathrm{MS}}`$ scheme. The upper bounds in (6) correspond to the maximal values for $`\mathrm{Im}\lambda _t`$, $`2B_6^{(1/2)}B_8^{(3/2)}`$ and $`\left\|r_Z^{(8)}\right\|`$. In the chiral quark model $`B_6^{(1/2)}`$ can exceed the range in (5) and $`2B_6^{(1/2)}B_8^{(3/2)}`$ can be as large as 2.9 relaxing the bound in (6) to $`m_s(m_c)151\mathrm{MeV}`$. In it has been argued that this feature of the chiral quark model prediction should also be present in other approaches, once certain effects (final state interactions, $`𝒪(p^2)`$ corrections to the electromagnetic terms in the chiral lagrangian) are consistently included. Hence the result in (1) is perfectly consistent with values for $`m_s`$ obtained in quenched lattice calculations favouring $`m_s\left(2\mathrm{GeV}\right)=\left(110\pm 30\right)`$ MeV . From unquenched calculations one expects even smaller values . It is also consistent with recent sum rule estimates . However the preliminary ALEPH result for the determination of $`m_s`$ from $`\tau `$ decays, $`m_s(m_\tau )=(172\pm 31)`$ MeV , violates the bound in (6). The compatibility of the ranges in (4) and (5) with large values of order $`𝒪(210^3)`$ for $`\mathrm{Re}(ϵ^{}/ϵ)`$ has been pointed out earlier in . Here instead we aim at the most conservative upper bound on $`m_s`$ from (3), (4), (5) and the experimental result in (1), as quoted in (6). With the present uncertainty in (5) and in the lattice calculations of $`m_s`$ one cannot improve the range for $`\mathrm{Im}\lambda _t`$ in (4). Hence at present $`ϵ^{}/ϵ`$ is not useful for the construction of the unitarity triangle. While we do not claim the necessity for new physics in $`ϵ^{}/ϵ`$, there is certainly plenty of room for it in $`ϵ^{}/ϵ`$ and other observables in the Kaon system such as $`ϵ_K`$ or $`\mathrm{\Delta }M_K`$ or rare K decays . Now (1) correlates non-standard contributions to $`ϵ^{}/ϵ`$ with upper bounds on $`m_s`$, which might become weaker or stronger compared to (6) depending on the sign of the new physics contribution. We want to stress that this feature is very useful to constrain new physics effects in other $`sd`$ transitions: Most extension of the Standard Model involve new helicity-flipping operators, for example $`ϵ_K`$ can receive contributions from the $`\mathrm{\Delta }S=2`$ operator $`Q_S=\overline{s}_Ld_R\overline{s}_Ld_R`$, which is absent in the Standard Model. Yet the matrix elements of operators like $`Q_S`$, which involves two (pseudo-)scalar couplings, are proportional to $`1/m_s^2`$. Hence upper bounds on $`m_s`$ imply lower bounds on the matrix elements of $`Q_S`$ and similar operators multiplying the new physics contributions of interest. To exploit this feature one must, of course, first explore the potential impact of the considered new model on $`ϵ^{}/ϵ`$. Recently Buras and Silvestrini have pointed out that $`ϵ^{}/ϵ`$ is sensitive to new physics contributions in the effective $`\overline{s}dZ`$-vertex. This vertex can be substantially enhanced in generic supersymmetric models, as discovered by Colangelo and Isidori . By contrast supersymmetric contributions to the gluonic penguins entering $`ϵ^{}/ϵ`$ are small . We want to parametrize the new physics in a model independent way and write $`\mathrm{Re}(ϵ^{}/ϵ)\|_{new}`$ $`=`$ $`\mathrm{Im}Z_{ds}^{new}\left[1.2R_S\|r_Z^{(8)}\|B_8^{(3/2)}\right]+\mathrm{Im}C_{ds}^{new}0.24+1510^4R_sB_6^{(1/2)}R_6`$ (7) Here $`Z_{ds}^{new}`$ is the new physics contribution to the effective $`\overline{s}dZ`$-vertex $`Z_{ds}`$ defined in . $`C_{ds}`$ is the effective chromomagnetic $`\overline{s}dg`$-vertex defined by $``$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}C_{ds}Q_{11}\left(M_W\right),Q_{11}={\displaystyle \frac{g_s}{16\pi ^2}}m_s\overline{s}\sigma ^{\mu \nu }T^a(1\gamma _5)dG_{\mu \nu }^a.`$ (8) The impact of the chromomagnetic operator $`Q_{11}`$ has been analyzed in . In the Standard Model one has $`C_{ds}=0.19\lambda _t`$ with negligible impact on $`ϵ^{}/ϵ`$. In extensions of the Standard Model, however, $`C_{ds}`$ can be larger by an order of magnitude or more, because the factor of $`m_s`$ in (8) accompanying the helicity flip of the $`s`$-quark may be replaced by the mass $`M`$ of some new heavy particle appearing in the one-loop $`\overline{s}dg`$-vertex . There are no constraints on $`\mathrm{Im}C_{ds}^{new}`$ from $`ϵ_K`$ or $`\mathrm{\Delta }m_K`$. In the $`\overline{b}sg`$-vertex the corresponding enhancement factor is smaller by a factor of $`m_s/m_b`$. The numerical factor of $`0.24`$ in (7) incorporates the renormalization group evolution from $`M_W`$ down to 1 GeV and the hadronic matrix element calculated in . Finally new physics could enter the Wilson coefficient $`y_6(1\mathrm{GeV})0.1`$ multiplying $`B_6^{(1/2)}`$ (and hidden in $`\|r_Z^{(8)}\|`$ in (2)). (For definitions and numerical values of the Wilson coefficients see .) The parameter $`R_6`$ in (7) is defined as $`R_6`$ $`=`$ $`{\displaystyle \frac{\mathrm{Im}\left[\lambda _ty_6^{new}(1\mathrm{G}\mathrm{e}\mathrm{V})\right]}{0.1710^4}}.`$ (9) Hence $`R_6=1`$ means that the new physics contribution to $`y_6(1\mathrm{G}\mathrm{e}\mathrm{V})`$ is approximately equal to the Standard Model contribution. There is no simple relation between $`y_6(1\mathrm{G}\mathrm{e}\mathrm{V})`$ and the new physics amplitude at $`\mu =M_W`$, because the initial values of all QCD operators contribute to $`y_6(1\mathrm{G}\mathrm{e}\mathrm{V})`$ due to operator mixing. In a given model one has to calculate these initial coefficients and to perform the renormalization group evolution down to $`\mu =1\mathrm{GeV}`$. In $`R_6`$ no order-of-magnitude enhancement like in $`C_{ds}`$ is possible. Only small effects have been found in , because $`y_6(1\mathrm{GeV})`$ is largely an admixture of the tree-level coefficient $`y_2(M_W)`$, which is unaffected by new physics. While still $`R_6`$ can be more important than $`C_{ds}`$ due to the larger coefficient in (7), it will be less relevant than $`Z_{ds}^{new}`$. In Fig. 2 we have plotted the correlation between $`\mathrm{Im}Z_{ds}^{new}`$ and $`m_s`$ for $`C_{ds}=R_6=0`$. We have used the range in (4). The upper bound on $`\mathrm{Im}Z_{ds}^{new}`$ is related to the lower bound on $`\mathrm{Im}\lambda _t`$, which can be invalidated, if new physics contributes to $`ϵ_K`$. The more interesting lower bound, however, corresponds to the upper limit in (4) stemming from tree-level semileptonic $`B`$ decays, which are insensitive to new physics. Maybe future determinations of $`m_s`$ and more precise measurements of $`\mathrm{Re}(ϵ^{}/ϵ)`$ will eventually be in conflict with (6). Before then discussing the possibility of new physics it is worthwile to consider, if $`B_6^{(1/2)}`$ can be increased over the maximal value quoted in (5) by some strong interaction dynamics. In it has been pointed out that the existence of $`f_0(4001200)`$, a $`\pi \pi `$ S-wave $`I=0`$ resonance, introduces a pole in the $`\mathrm{\Delta }I=1/2`$ matrix element of $`Q_6`$. This mechanism is not contained in standard chiral perturbation theory and therefore not included in the calculations leading to (5). It can lead to a factor of 2-4 enhancement of $`B_6^{(1/2)}`$ allowing to relax the upper limit in (6). $`B_6^{(1/2)}`$ also enters the real part of $`\mathrm{\Delta }I=1/2`$ amplitude $`A_0`$, whose large size is an yet unexplained puzzle of low energy strong dynamics ($`\mathrm{\Delta }I=1/2`$ rule).<sup>4</sup><sup>4</sup>4We consider an explanation in terms of a new physics enhancement of the chromomagnetic vertex $`C_{ds}`$ as proposed in to be unlikely in view of the small matrix element found in . Now with the large measured value for $`\mathrm{Re}(ϵ^{}/ϵ)`$ an enhancement of $`B_6^{(1/2)}`$ becomes phenomenologically viable. We have extracted the maximum value of $`B_6^{(1/2)}`$ compatible with (1), (3) and (4). The result is plotted vs. $`m_s`$ in Fig. 3. Subsequently we have inserted the extracted result for $`(B_6^{(1/2)},m_s)`$ together with the $`1/N_c`$ predictions for $`B_1^{(1/2)}`$ and $`B_2^{(1/2)}`$ into the theoretical prediction for $`\mathrm{Re}A_0`$ and solved for the Wilson coefficient $`z_6(\mu 1\mathrm{GeV})`$. $`B_6^{(1/2)}`$ depends only weakly on $`\mu `$ . The numerical value of $`z_6(\mu )`$ suffers from severe scheme and scale dependences . We could fit the measured result for $`\mathrm{Re}A_0`$ with a value for $`z_6(\mu )`$, which exceeds the value of $`z_6(1\mathrm{GeV})`$ in the NDR scheme by less than a factor of 2. The extracted value depends only weakly on $`m_s`$ and slightly decreases with increasing $`m_s(m_c)`$. Considering the large uncertainty in $`z_6(1\mathrm{GeV})`$ and the fact that the true scale of the hadronic interaction is probably well below $`1\mathrm{GeV}`$ ($`\|z_6\|`$ increases with decreasing $`\mu `$, but cannot reliably be predicted for too low scales) we conclude that the mechanism proposed in leads to a semiquantitative understanding of the $`\mathrm{\Delta }I=1/2`$ rule while simultaneously being consistent with the measurement of $`\mathrm{Re}(ϵ^{}/ϵ)`$ in (1). This conclusion would not have been possible with the old low result of the E731 experiment . Also the upper bound on $`m_s`$ in (6) becomes invalid, so that one can even accomodate for the high value of $`m_s`$ measured by ALEPH and quoted after (6). Acknowledgments: This work has been supported in part by Grant-in-Aid for Special Project Research (Physics of CP-violation). Y-Y.K. and U.N. appreciate the kind hospitality of Nagoya University, where this work has been completed. Y-Y.K. thanks M. Kobayashi for encouragement. He is supported by the Grant-in-Aid of the Japanese Ministry of Education, Science, Sports and Culture.
no-problem/9903/cond-mat9903193.html	ar5iv	text	# Localization by interference: Square billiard with a magnetic flux \[ ## Abstract Eigenstates and energy levels of a square quantum billiard in a magnetic field, or with an Aharonov-Bohm flux line, are found in quasiclassical approximation, that is, for high enough energy. Explicit formulas for the energy levels and wavefunctions are found. There are localized states, never before noticed in this well studied problem, whose localization is due to phase interference, even though there is no or negligible classical effect of the magnetic field. These and related states account almost entirely for the magnetic response in certain temperature ranges, and thus have a bearing on the experiments of Lévy, et. al. \] The problem of a quantum charged particle subject to a magnetic flux and confined in two dimensions, say to a square billiard, has attracted much attention. The simplest fluxes are (1) a uniform magnetic field \[UF\] and (2) an Aharonov-Bohm flux line \[ABFL\]. One motivation for (1) is experimental mesoscopic physics. Lévy, et al, have made theoretically resistant measurements of the magnetic susceptibility of an array of such squares. Clearly, such a simple problem should be added to the physicist’s arsenal of known results. The Aharonov-Bohm flux line has had a rather spectacular effect on physics. It provides a compelling example of quantum nonlocality. Largely because of this example, it is now clearly understood that charged quantum particles have phase interference effects originating from a magnetic field that vanishes in all regions accessible to the particle. Although this purely quantum effect has no directly corresponding classical physics, it is related to the scattering of a classical charge neutral wave from a vortex. Aside from this conceptual motivation, an ABFL is a simple idealized extreme case, which like the uniform field should be thoroughly understood as there are numerous applications. For example, Laughlin’s explanation of the quantum Hall effect is based on ABFL physics. Another reason for interest is that a magnetic flux is the most obvious way to break time reversal symmetry of simple systems like billiards. The finite flux case is in a different universality class from the zero flux case. This has inspired much numerical work. Also, square symmetry conflicts with the apparent circular symmetry of the flux. This, as for the Sinai billiard, suggests chaos. Indeed, the circular billiard in a uniform field is relatively trivial and uninteresting. Thus, much work has been devoted to these systems. It is surprising that there is something new, simple and interesting to say about square billiards with a flux. We here present some analytic results with numerical confirmation. The results are possible because we exploit two small parameters. First, we treat the particle quasiclassically, that is, its wavelength is short compared with the system parameters. Second, we treat the field as classically weak, which is automatic for the ABFL. For the UF, we assume that $`ϵ=L/R_c`$ is small, where $`L`$ is the square side and $`R_c`$ is the cyclotron radius. Nearly all previous work has focused on level statistics, or smoothed state densities. In contrast, we find analytic wave functions, and simple formulas for their energies. The unexpected result is that an important class of these eigenstates are localized. Unlike the eigenstates of the flux-free case, which uniformly fill the square, some of the eigenstates have support in a small fraction of the square. The area of this support vanishes at infinite energy. Associated with a given extremely localized state is a sequence of states which progressively become more delocalized, but which share with the localized state a simple structure. The most prominent such sequence dominates the magnetic susceptibility in the UF case, as measured by Lévy. This localization, like Anderson localization, is caused by phase interference. A bunch of classical phase space points mimicking a wave packet in a disordered two dimensional region, or in a square, will spread, diffusively in the disordered case, linearly in the square, and eventually become uniformly distributed. Taking into account the phases in impurity scattering, or from the magnetic flux, leads to interference effects that suppress the wave packet spreading. Many interesting effects of the ABFL have been discovered in the last forty years, but we have found no previous work that produces a localized quantum state through destructive ABFL interference. In this paper we shall not discuss to its conclusion the ideal zero radius ABFL. That limit best establishes quantum nonlocality, but quantum nonlocality is no longer disputed. We have found that the zero radius limit leads to interesting but distracting mathematical and numerical problems. Basically, there are diffraction effects which complicate the results. In this paper we want to avoid that issue in favor of understanding the main phase interference effect. We therefore eventually endow the flux line with a finite radius $`\rho `$ whose scale we discuss later. Initially, however, we suppose $`\rho =0.`$ For UF, the cyclotron radius is $`R_c=v/\omega _c=cp/eB,`$ where $`\omega _c=eB/mc`$ and $`p=mv.`$ The momentum $`p=\mathrm{}k=h/\lambda `$ is related to wavenumber $`k`$ and wavelength $`\lambda `$. Then $`ϵ=L/R_c=eBL/\mathrm{}ck=2\pi \varphi /\varphi _0kL`$. Here $`\varphi `$ is the magnetic flux $`BL^2,`$ and $`\varphi _0`$is the flux quantum $`hc/e.`$ This expression carries over to the ABFL if we identify $`\varphi `$ with the flux in the flux line. For the ABFL we may as well take $`\left\|\varphi /\varphi _0\right\|0.5,`$but for the UF $`\varphi `$ can be large as long as $`ϵ`$ is small. We choose units such that $`B2\pi \varphi /\varphi _0`$ and $`L,\mathrm{}`$ and $`2m`$are unity, so that $`ϵ=B/k.`$ We also suppose $`k>>1,`$ justifying the quasiclassical approximation. Our approach utilizes the quasiclassical surface of section \[SS\] method of Bogomolny. His operator $`T(x,x^{};E)`$ takes the electron crossing the SS at point $`x^{}`$ to its next crossing at $`x,`$ all at energy $`E=k^2.`$ The SS can be chosen in many ways. To simplify $`T`$, we use a method of images. Namely, we consider, instead of a unit square, $`x,y[0,1][0,1],`$ an infinite channel of width $`2`$ obtained by reflecting the original square first about $`x=0`$ and then about $`y=1,`$ and finally repeating the resulting $`2\times 2`$ square periodically to $`\left\|x\right\|=\mathrm{}`$. The flux changes sign in neighboring squares. The solutions to the square are found from the channel solutions by using symmetry, e.g., the solution odd under $`y2y`$ corresponds to Dirichlet conditions at $`y=1.`$ The SS is taken as the axis $`y=0`$ which is identified with $`y=2.`$ This gives $$T(x,x^{};E)=\left(\frac{1}{2\pi i}\left\|\frac{^2S(x,x^{};E)}{xx^{}}\right\|\right)^{\frac{1}{2}}\mathrm{exp}\left(iS(x,x^{};E)\right).$$ (1) Here $`S=_x^{}^x𝐩𝑑𝐫`$ is the action integral along the classical path from ($`x^{},`$ $`0`$) to ($`x,`$ $`2`$). Because the field is classically weak, this path is approximated by a straight line. We immediately find $$S(x,x^{})=k\sqrt{4+\left(xx^{}\right)^2}+\mathrm{\Phi }(x,x^{}),$$ (2) the flux free result plus $`\mathrm{\Phi }=(e/c)𝐀𝑑𝐫`$. Periodic orbits on the square correspond to straight line orbits in the channel from ($`x^{},0`$) to ($`x=x^{}+2p/q,`$ $`2`$). Here $`q`$ is a positive integer and $`p`$ is a positive or negative integer relatively prime to $`q.`$ Negative and positive $`p`$ are not equivalent if there is a magnetic flux. Such orbits correspond to a ($`p,q`$) classical resonance which is strongly affected by a perturbation. Our scheme finds solutions of $`T\psi =\psi `$ by a perturbation theory. We first solve $`T(x,x^{})\psi (x^{})=e^{i\omega (k)}\psi (x)`$, treating $`k`$ as a parameter, and then find the energies by solving $`\omega (k)=2\pi n.`$ Given $`\psi (x),`$ a quadrature yields the full wave function $`\mathrm{\Psi }(x,y)`$. Given $`\mathrm{\Psi },`$ for billiards $`\psi (x)\mathrm{\Psi }/n\mathrm{\Psi }(x,y)/y\|_{y=0}.`$ Specializing to the (1,1) resonance we look for a solution $`\psi (x)=e^{i\kappa x}u_m(x\frac{1}{2}),`$ where $`\kappa =k\mathrm{cos}45^{},`$ and $`u_m`$ varies much more slowly than the exponential. The rapidly varying phases in the integral $`T\psi `$ are stationary at $`x^{}=x2.`$ This corresponds to diamond shaped periodic orbits of the original square whose sides make angles of $`45^{}`$ with the $`x`$ axis. It suffices to evaluate $`\mathrm{\Phi }(x,x^{})`$ at $`\mathrm{\Phi }(x,x2)=\mathrm{\Phi }(x+2,x).`$ This is equivalent to integrating the vector potential about the closed diamond loop, and so is independent of gauge. The result is that $`u_m`$ satisfies the Schrödinger equation $$u_m^{\prime \prime }+V(x)u_m=E_mu_m,$$ (3) where $`V(x\frac{1}{2})=k\mathrm{\Phi }(x+2,x)/,`$ and $`=\sqrt{8}`$ is the length of the diamond orbits. Thus we convert the phase $`\mathrm{\Phi }`$ to a ‘potential’ $`V.`$ For UF, $`V(x)`$ $`=`$ $`Bk(\frac{1}{2}2x^2)/;x[\frac{1}{2},\frac{1}{2}],`$ (4) $`V(x)`$ $`=`$ $`+Bk(\frac{1}{2}2(x+1)^2)/;x[\frac{3}{2},\frac{1}{2}],`$ (5) $`V(x)`$ $`=`$ $`V(x+2).`$ (6) For the (-1,1) resonance, whose orbits are time reversed (1,1) orbits, $`V(x)`$ changes sign. This would not be true if $`V`$ had its origin in a time reversal invariant perturbation of the square, for example, a small change of shape. Note also that this periodic extension of the $`x`$ coordinate is similar to use of a ‘angle’ variable, with positive $`x`$-velocity $`v_x`$ for $`x[0,1],`$ and negative $`v_x`$ for $`x[1,2].`$ For ABFL, we must choose where to put the flux line. The square center offers some numerical convenience, but the results are not very interesting. We place the line at ($`\frac{1}{2},a`$) which still gives some symmetry and is readily compared with the UF case. Then $`V(x)`$ $`=`$ $`Bk/;x[a,a],`$ (7) $`V(x)`$ $`=`$ $`+Bk/;x[1a,1+a],`$ (8) and for other points in $`[\frac{3}{2},\frac{1}{2}],`$ $`V(x)=0.`$ This ‘square well’ potential is also continued periodically. Strictly speaking, this potential, because of the steps, varies too rapidly for the theory to apply. We will modify it below. It’s clear that $`Bk`$ is the important parameter in the UF case, while for the ABFL, both $`Bk`$ and $`a`$ are important. For sufficiently large $`Bk`$, Eq. (3), in the UF case, will have low lying tight binding harmonic oscillator type solutions centered at $`x=0`$ (if $`B>0`$), with energies $$E_m=\frac{1}{2}Bk/+(m+\frac{1}{2})\sqrt{8Bk/}.$$ (9) The lowest wave function is approximately $`u_0(x)=e^{\sqrt{Bk/2}x^2}`$ which is arbitrarily narrow at large energy. For the ABFL $`u_{m1}(x)`$ $``$ $`\mathrm{sin}\left(m\pi (x+a)/(2a)\right);\left\|x\right\|<a`$ (10) $``$ $`0;\left\|x\right\|>a`$ (11) and the energy is $$E_mBk/+(m+1)^2\pi ^2/4a^2.$$ (12) Here the width of the state $`u`$ is determined by $`a,`$ and the tight binding approximation will be good provided $`Ba^2k/>>1.`$ The localization of these states in $`x`$ leads to the localization of the full state in the square. The total energy is given approximately by $$k_{n,m}=2\pi n/+E_m/k.$$ (13) Eq. (13) should be solved iteratively. For example, the first approximation replaces the $`k`$ dependence of the term $`E_m/k`$ by $`2\pi n/.`$ Equivalently, the energy $`E_{n,m}=4\pi ^2n^2/^2+2E_m.`$ We next give an expression for $`\mathrm{\Psi }(x,y),`$ shifting the origin to the square center: $$\mathrm{\Psi }_{nm}(x,y)=\left(\underset{s=0}{\overset{3}{}}i^{rs}^s\right)e^{i\frac{\pi }{2}n(x+y)}u_m(xy\frac{1}{2}).$$ (14) Here $`:(x,y)(y,x)`$ is the rotation by $`90^{}.`$ The UF Hamiltonian can be taken to be invariant under $``$, while the approximations made for the ABFL induces this invariance. Here $`r`$ labels the rotational symmetry of the wave function, i.e. $`=i^r.`$ Another symmetry gives $`u_m(x)=(1)^mu_m(x)`$. The symmetry under translation is $`u(x+2)=(1)^ru(x).`$ The relation is $$r=nmod4+2(1mmod2).$$ (15) Thus Eq. (13) holds for all symmetries and successive values of $`n`$ cycle through the representations of $``$. It is easily checked that the $`\mathrm{\Psi }_{nm}`$ vanishes on the square sides. This wave function can also be obtained as a kind of Born-Oppenheimer or channelling approximation. To see that $`\psi _m`$ $``$ $`\mathrm{\Psi }/n,`$ just observe that the derivative, say $`/y`$ at $`y=\frac{1}{2},`$ need be applied only to the rapidly varying exponential. Fig. 1. shows numerically calculated $`\left\|\mathrm{\Psi }(x,y)\right\|,`$ which is gauge invariant, for $`n=62,`$ $`k2\pi 62/138,`$ $`m=0,`$ $`B=25,`$ $`\sqrt{Bk}59.`$ Current density for the same state is shown in Fig. 2. For such a well localized $`u_m`$, each term in Eq.(14) dominates one side of the diamond orbit. In this case $`\left\|\psi _m\right\|`$ $`u_m.`$ There is interference near the square’s edges, so the first maximum of $`\left\|\mathrm{\Psi }\right\|`$ (e.g. near ($`0,\pm \frac{1}{2}`$)) is about twice as large as $`\left\|\mathrm{\Psi }(\pm \frac{1}{4},\pm \frac{1}{4})\right\|`$. The current density is thus largest close to the middle of the square’s edges. These states are paramagnetic, that is, their current circulates in the opposite sense from that of a free particle in the field. There is no localized state in the time reversed sense. However, the states with $`m`$ of order $`\sqrt{Bk/^3}`$, corresponding to $`E_m+Bk/2`$, energetically at the top of ‘potential’ $`V(x),`$ are diamagnetic. This actually corresponds to the (1,-1) resonance. These states are not spatially localized, although they do have a sort of localization in momentum space, as we show in the next paragraph. More generally, as $`m`$ increases, the states become more delocalized, and eventually become independent of $`B.`$ This means that for larger $`m`$ all four terms in Eq. (14) make comparable contributions at an arbitrary typical point $`x,y`$, whereas in the localized case, only one or two terms contribute. This gives interference oscillations in $`\left\|\psi _m\right\|`$ near $`\left\|x\right\|\frac{1}{2}`$ as shown in Fig. 3b). We have assumed that $`n>>m,`$ and that $`u_m`$ is slowly varying compared with $`e^{i\pi nx/2}.`$ Expanding, $`u_m=\widehat{u}_{m,l}e^{i\pi lx}`$, where $`2l`$ is an integer satisfying $`(1)^{2l}=(1)^r.`$ Also $`\widehat{u}_{m,l}=(1)^m\widehat{u}_{m,l}.`$ The unperturbed states can be labelled $`p,q`$ with unperturbed energies $`(p^2+q^2)`$, dropping the factor $`\pi ^2.`$ For $`r`$ even, Eq. (14) is a superposition of unperturbed states with quantum numbers $`p=\frac{1}{2}n+l,`$ $`q=\frac{1}{2}nl,`$ where $`l<<\frac{1}{2}n.`$ For $`r`$ odd, $`p=n^{}+l^{}+1,`$ $`q=n^{}l^{},`$ $`n^{},l^{}`$ integer. The even $`r`$ states have unperturbed energies $`\frac{1}{2}n^2+2l^2`$ and so are nearly ‘degenerate’ to the base energy $`ϵ_n=\frac{1}{2}n^2`$. In particular, they are closer to $`ϵ_n`$ than to the base energy of the next representation, $`ϵ_{n\pm 1}ϵ_n\pm n.`$ If the perturbation is symmetric under rotation, the next base energies coupled are $`ϵ_{n\pm 4}ϵ_n\pm 4n.`$ There are, however, many unperturbed states with $`p^2+q^2ϵ_n.`$ For example, $`7^2+49^2=ϵ_{70}.`$ However, the matrix elements $`_{pq,p^{}q^{}}`$ of a smoothly perturbed Hamiltonian, in the unperturbed basis, are small if $`\left\|pp^{}\right\|`$ or $`\left\|qq^{}\right\|`$ is large. Thus, an interpretation of our method, which yields the states of Eq. (14), is that we effectively diagonalize the Hamiltonian in a basis restricted to the unperturbed states ‘degenerate’ with $`ϵ_n`$ and close to $`\frac{1}{2}n,\frac{1}{2}n.`$ This is the case for the UF, and indeed, we achieve agreement between full numerical diagonalization, diagonalization restricted to ‘degenerate’ states, and the procedure using the solution of the differential equation Eq. (3). For the ideal, zero radius ABFL, there are significant deviations from this scenario. Indeed, most matrix elements of the ABFL perturbed Hamiltonian in the unperturbed basis are infinite. However, it is a weak, logarithmic infinity, and our theory seems to capture the main shape of the wave function, although at the relatively low energies, for which numerical results are available, there are significant corrections. We consider these to be diffraction corrections, arising from a characteristic length shorter than the wavelength. We therefore use a finite radius, $`\rho `$, for the flux line. The field inside the flux tube is $`B_0=\varphi /\pi \rho ^2.`$ The typical angular deflection suffered by a particle traversing this field is $`\delta \theta (\varphi /\varphi _0)/k\rho .`$ To avoid diffraction we require $`\delta \theta `$ to be small. In the numerical work shown, we take $`\varphi /\varphi _0=0.1,`$ and $`\rho =0.01,`$ while $`k140.`$ This hardly changes the effective potential of Eq. (8). An alternative and equivalent condition is to insist that, on the appropriately defined average, the terms in the Hamiltonian satisfy $`(eA/c)^2/2m`$ $`<<e𝐩𝐀/mc`$. Fig. 3 is for the ABFL case, with $`n=58,`$ $`m=0,`$ $`r=0`$ and $`a=\frac{1}{4}.`$ Fig. 3a) shows $`u_0(x)`$ and $`u_0(x1)`$, its extension into $`x<\frac{1}{2},`$ reflected. For these parameters, $`u_0`$ is not extremely localized, and extends significantly outside $`[\frac{1}{2},\frac{1}{2}].`$ The remaining plots give $`\left\|\psi _m\right\|=\left\|\mathrm{\Psi }/n\right\|.`$ Fig. 3b) plots Eq. ( 14), 3c) is from diagonalization in the limited basis of the ‘degenerate’ states; and 3d) is from numerical diagonalization in the complete unperturbed basis. To give the flavor of the diffraction effects, we show two numerical results for $`\left\|\psi _m\right\|`$ for a zero radius flux line obtained by a special numerical method: Fig. 3e) uses the above parameters, and 3f) is for $`n=70.`$ We finally argue that the (1,1) states dominate the orbital susceptibility in a parameter range appropriate to experiments. The orbital susceptibility $`\chi `$ of a system of noninteracting spinless electrons is given by $`\chi =/B`$ where the magnetization $`=\mathrm{\Omega }(T,\mu ,B)/B`$ is that of the grand canonical ensemble, $$(T,\mu ,B)=\underset{n,m}{}\frac{E_{n,m}}{B}f_D(E_{n,m}(B)).$$ (16) where $`f_D`$ is the Fermi-Dirac distribution function. \[The canonical ensemble is required in averaging over many such billiards, but for a single billiard the grand canonical suffices.\] The chemical potential $`\mu =k_F^2`$ is nearly independent of $`B`$, since the many states not depending much on field act as a heat bath. It is easiest, no doubt, to estimate Eq. (16) using the perturbed Berry-Tabor trace formula. However, it can be shown that using Eq. (13) in Eq. (16) above is equivalent to keeping the (1, $`\pm `$1) periodic orbits and their repetitions in the trace formula. Using the Poisson sum formula, replace the sum on $`n`$ in Eq. (16) by an integral over $`k`$, and do the integral to obtain $$=\underset{r,m,s=0}{\overset{\mathrm{}}{}}\frac{2\alpha _m\omega _0}{\pi k_F}\mathrm{exp}\left(\frac{\omega _rs}{2k_F}\right)\mathrm{sin}(s(k_F\frac{E_m}{k_F})).$$ (17) Here, $`\omega _r=\pi (2r+1)k_BT`$ and $`\alpha _m=E_m/B.`$ As an example, take $`k_BT`$ ten times the level spacing $`\overline{d}^1`$ of all levels, i.e. $`k_BT=40\pi .`$ Then, $`\omega _0/2560.`$ If $`k_F500,`$ so that the square contains about 4000 electrons, the exponential suppression will not be too serious for $`r=0,`$ $`s=1`$. Doing the $`m`$ sum is possible but harder. Eq. (17) is obtained from explicit energy levels rather than the action of periodic orbits as found from the trace formula, but the result is the same. Integrable systems have regularities in their energy levels which lead to larger effects in quantities like $``$ as compared with chaotic systems. For the square, the (1,1) states have the smallest $``$ and also the largest $`\alpha _m`$. The (2,1) resonance does not couple to a constant field. The (3,1) resonances have length $`_{31}=`$ $`2\sqrt{10}`$ $`=\sqrt{5}_{11}`$ and a potential $`V_{31}(x)=V_{11}(x)/3\sqrt{5}`$. An interesting case is the (1,0) resonance which has $`_{10}=2`$, but this resonance corresponds to classical orbits enclosing no flux. At stronger fields, the curvature of the orbits must be allowed for, and eventually this resonance dominates. At very strong fields, such that $`R_c<L,`$ the standard de Haas-van Alphen susceptibility is recovered. In conclusion, a new technique allows analytic solution of problems of integrable systems subjected to magnetic flux. Solvable problems include billiards which are nearly rectangular, hexagonal or elliptical, as well as coupled nonlinear oscillators, with uniform or nonuniform magnetic flux. Some of the solutions are striking, unexpected and experimentally relevant. Supported in part by NSF DMR 9624559 and U. S.-Israel BSF 95-00067-2. REP thanks ITP Santa Barbara for support and hospitality during the early phases of the work.
no-problem/9903/hep-ph9903254.html	ar5iv	text	# On the Interaction of Monopoles and Domain Walls ## I Introduction Monopoles are predicted in all grand unified field theories which are spontaneously broken to yield the Standard Model of strong, weak and electromagnetic interactions . More generally, monopoles arise whenever a symmetry group $`G`$ is broken to a subgroup $`H`$ such that the vacuum manifold $``$ (which in the case of a simply connected group $`G`$ is $`=G/H`$) has nontrivial second homotopy group, i.e. $`\mathrm{\Pi }_2()1`$). Zel’dovich and collaborators and Preskill realized that there is a serious conflict between grand unified field theories (GUTs) and standard cosmology: GUT symmetry breaking in the early Universe would produce an over-abundance of monopoles which would overclose the Universe by many orders of magnitude. The most popular solution of the monopole problem is to invoke a period of inflation after GUT symmetry breaking. Inflation will exponentially dilute the number density of monopoles. Since inflation is likely generated by a sector of the theory that is only weakly coupled to standard model fields, it is quite possible that the GUT symmetry is not broken after inflation, and hence that the monopole problem re-emerges. Within the context of explosive energy transfer during inflationary reheating (“preheating” ) it is also possible that monopoles may be generated during reheating . There are other possible solutions of the monopole problem, e.g. the Langacker-Pi mechanism in which the symmetry is partially restored at some intermediate time (which leads to the decay of the heavy monopoles), or the anti-unification scenario in which the GUT symmetry is never restored. These mechanisms, however, require a substantial amount of particle physics fine tuning. Recently, Dvali et al. have proposed a new solution to the monopole problem. They consider a theory in which, in addition to monopoles, domain walls are also present. It was conjecttured that the domain walls would sweep up monopoles and antimonopoles and, if a local attractive force between monopole and domain wall exists, the monopole charge would diffuse onto the domain wall. This would then lead to an annihilation between monopole and antimonopole charge, thus solving the monopole problem. To provide evidence in support of the Dvali et al. mechanism it is crucial to study the following issues: 1. Is there an attractive force between a monopole and a domain wall? 2. If 1 is correct, then is there scattering, transmission or does the monopole unwind upon contact with the domain wall? We study these issues using a scalar field theory with an internal symmetry of $`O(3)`$ breaking spontaneously to $`SO(2)`$. This theory admits both embedded domain walls and global monopoles. The monopoles are topologically stable, whereas the embedded walls are not stable . However, we find that the embedded walls in our simulation have a sufficiently long decay time so that the interaction between a monopole and the wall can be studied. Based on our numerical study, we find that there is an attractive force between the monopole and the wall. Furthermore, we provide evidence that, upon contact, the monopole unwinds on the wall, with the winding number spreading out on the surface. Ideally, one would like to study the interaction of local monopoles and topologically stable domain walls. For computational reasons we have decided to begin with an analysis of global monopoles interacting with embedded walls, a problem involving many fewer fields. We are interested in local forces rather than global confiugurations, and we give qualitative arguments that the results of this study will also apply to the case of local monopoles interacting with stable domain walls. Domain walls and Monopoles are ubiquitous in physics. They arise not only in particle physics, but also in condensed matter physics and even in string/M theory. The interaction of defects of different types are important for shedding light on various topics in these branches of physics (see e.g. ). For example, M2 branes and D2 branes are domain wall defects in M-theory and type IIB string theory respectively. Recently, it has been suggested that D-branes might play a significant role in pre-big bang cosmology . Hence, if there exist important non-trivial interactions between M-theory domain walls and topological defects like magnetic monopoles, then such effects may alter the current pre-bang cosmological scenario in the context of M-theory. Due to the nonlinearities, interactions between hybrid soliton networks are not well understood and hard to study analytically (see e.g. ). Hence we resort to a numerical study. In the following section we introduce our model, the equations of motion, and the defects which the system admits. In Section 3 we outline the numerical method and code tests. In Section 4 we present and discuss our results. We use natural units in which $`\mathrm{}=c=1`$. ## II The Model We consider a $`O(3)`$ linear sigma model which is spontaneously broken to $`SO(2)`$ by the choice of the ground state. This is achieved by making use of a “Mexican hat” potential. The action is $$S=d^4x[\frac{1}{2}_\mu \varphi ^a^\mu \varphi ^a\frac{1}{4}\lambda (\varphi ^a\varphi ^a\eta ^2)^2],$$ (1) where summation over $`a`$ is implied ($`a=1,2,3`$). The equations of motion resulting from (1) are $$_\mu ^\mu \varphi ^a=\lambda \varphi ^a(\varphi ^b\varphi ^b\eta ^2)$$ (2) The vacuum manifold of this theory is $$=\frac{O(3)}{SO(2)}S^2$$ (3) and has nontrivial second homotopy group. Hence, topologically stable global monopoles exist. A spherically symmetric monopole centered at the origin of the coordinate system is described by the following field configuration: $$\varphi =(\varphi _1,\varphi _2,\varphi _3)=f(r,t)(\frac{x}{r},\frac{y}{r},\frac{z}{r})\eta .$$ (4) where $`r^2=x^2+y^2+z^2`$ and where the profile function $`f(r,t)`$ obeys $`f(r,t)=f(r)0`$ as $`r0`$ and $`f(r,t)=f(r)1`$ as $`r\mathrm{}`$. A reasonable ansatz for the profile function at the initial time $`t_0`$ is $$f(r,t_o)=(1e^{\frac{r}{r_c}}),$$ (5) where $`r_c`$ is the core radius of the monopole which is determined by balancing gradient and potential energies, which yields $`r_c\lambda ^{1/2}\eta ^1`$. Since the vacuum manifold $``$ is simply connected, there are no topologically stable domain walls. However, we can easily construct embedded walls, static but unstable solutions of the equations of motion. An embedded wall is constructed by picking an axis through the origin in field space (which intersects $``$ in two points), and considering the corresponding domain wall solution. Choosing the y-axis we obtain: $$\varphi _2=\eta \mathrm{tanh}[r_c^1(yy_0)],\varphi _1=\varphi _3=0,$$ (6) where $`y_0`$ is the y coordinate of the center of the wall (the wall lies parallel to the x/z plane). In our simulation, the wall decays sufficiently slowly to allow the study of the monopole-wall interaction. For the field configuration corresponding to a monopole at the origin of the coordinate system and an embedded wall located at $`y=y_0`$, we choose the following product ansatz: $$\varphi _{mdw}=f(r)(\frac{x}{r},A\mathrm{tanh}[r_c^1(yy_0)]\frac{y}{r},\frac{z}{r})\eta ,$$ (7) where $`A=\pm 1`$. In the limit of large separation, i.e. $`r_c^1y_01`$, the field configuration near the origin of the coordiante system is almost identical to the monopole configuration (4), and near $`y=y_0`$ (and for small values of $`x`$ and $`z`$), the configuration coincides with the embedded wall (6). The topological charge associated with $`\mathrm{\Pi }_2()`$ (which in our case is $`𝒵`$) is the winding number. This number quantifies how many times the field configuration $`\varphi (x)`$ wraps around the vacuum manifold as $`x`$ ranges over a sphere $`S^2`$ in coordinate space. Hence the winding is defined as the homotopy class of the map $`\widehat{\varphi }=\frac{\varphi ^a}{\|\varphi \|}`$ from coordinate space to the vacuum manifold, known as isospace: $`\widehat{\varphi }:S_{space}^2S_{iso}^2`$. For our O(3) theory, the winding number is: $$N=\frac{1}{8\pi }𝑑S_kϵ^{ijk}ϵ_{abc}\widehat{\varphi ^a}_i\widehat{\varphi ^b}_j\widehat{\varphi ^c}.$$ (8) This integral computes the flux of topological charge through a closed two-surface. It follows immediately that the winding number of the monopole configuration (4) is one, and the winding of the embedded domain wall (6) considered in our investigation is zero if the surface for which the winding is evaluated is taken to be a box surrounding part of the wall. We can use this information to test the accuracy of our code which calculates the winding. Since we consider the time evolution of the winding over the entire coordinate space, useful information is obtained from the winding number density. Using Stokes’ theorem in Eq. 8 by performing a total derivative on the surface flux in the integrand, the winding number becomes: $$N=\frac{1}{8\pi }d^3xϵ_{abc}ϵ^{ijk}_i\widehat{\varphi ^a}_j\widehat{\varphi ^b}_k\widehat{\varphi ^c}.$$ (9) By visualizing the evolution of the integrand in eq 9 information about the topological charge density over the whole space is provided. Therefore, one is able to track the topological charge of the monopole and understand its non-trivial dynamics. It is more challenging to track the charge by studying the surface flux alone, since one has to know ahead of time where the winding is and choose a correct surface of integration. Since, it is difficult to predict the trajectory and the locality of the monopole charge as it interacts with the domain wall it is useful to see the entire charge distribution over the target space; the winding density. On the other hand, the monopole winding density is initially a delta function since $`ϵ_{abc}ϵ^{ijk}_i\widehat{\varphi ^a}_j\widehat{\varphi ^b}_k\widehat{\varphi ^c}=\delta (r)`$. On the lattice the delta function is ill defined, and this poses a problem with the conservation of the winding number as it is represented on the lattice. So it is good to use the winding density information to determine the location of the winding of the monopole, and then to use the surface integral to study the winding locally once we know where it is roughly located. Since both the surface and volume integrals have their strengths and weaknesses, we utilize both methods. ## III Numerical Analysis We analyzed the evolution of the field configuration described by Eqs. (2) on a $`100\times 100\times 100`$ cubic lattice employing the staggered leapfrog method with second-order spatial and temporal differencing. Furthermore, the Courant stability condition was imposed: $`\frac{c\delta t}{\delta x}\frac{1}{\sqrt{2}}`$. The fields were rescaled such that $`\eta =1`$. The coupling constant $`\lambda `$ was set to 1. Since the gradient energy was relatively large across the core of the domain wall, the spatial and temporal resolution was increased by choosing $`\delta t=10^2`$ and $`\delta x=10^1`$. To check the accuracy and stability of the code, the total energy was tracked and it was constant to better than $`1\%`$ over the entire running time of the code for the monopole configuration. For the combined monopole and domain wall, the energy conservation was not as precise (possibly due to edge effects), but we checked our results by repeating the calculation on a $`200^3`$ grid and saw no significant differences. In order to test the accuracy of the winding number algorithm, the winding was calculated for cubic surfaces of differing sizes around the monopole core. Fifth order differencing was employed for the winding calculation. The topological charge was equal to 1 within 0.1%; It was independent of numerical noise, edge effects, and the size of the cubic surface. In addition, the winding density was calculated but it was not properly conserved. This is expected because the winding density for a monopole is a delta function, which is not reproducible on the lattice. However, on qualitative and physical grounds one can still trust the results for the winding density since the delta function is smeared out over four grid cubes, independent of the number of total grid cubes in the whole space, which demonstrates that the computer’s representation of the delta function is independent of the resolution imposed. The boundary conditions must be chosen with care. Dirichlet boundary conditions are inconsistent with the presence of a net winding number (or embedded winding) in the box. With periodic boundary conditions, coordinate space becomes the torus $`T^3`$, and therefore the winding over the surface of the box must vanish. Another way to see the problem with periodic boundary conditions is to realize that the asymptotics of the hedgehog configuration (4) is inconsistent with periodic boundary conditions. A similar problem arises for Dirichlet boundary conditions. However, by smoothing out the field configuration at the edge of the box, the hedgehog configuration (4) can easily be made consistent with Neumann boundary conditions. Hence, we considered Neumann boundary conditions, i.e. we set the derivatives of the fields at all edges of the cube to zero to smooth out the fields at large distances. Note that Neumann boundary conditions are consistent with the topology of coordinate space being $`^3`$, and with the winding number evaluated for the surface of the box being an integer. With periodic boundary conditions, it is possible to construct a field configuration which looks like a monopole close to the center of the box, but the fields must be distorted compared to the configuration (4) at the edge of the box, and this introduces a compensating negative winding number localized near the edge of the the box. The positive and negative winding numbers can annihilate, and thus the local monopole configuration is unstable, as we verified in our simulations. With Neumann boundary conditions, we first studied the stability of our code by studying a single monopole configuration. Figure 1 shows the value of $`\|\varphi \|=\sqrt{(\varphi ^a\varphi ^a)}`$ (vertical axis) in the x-y plane at four different time steps. The initial width $`r_c`$ was chosen to be smaller than the critical value $`\lambda ^{1/2}\eta ^1`$ (see Section 2). As a consequence, we observe a ringing of the monopole. However, even by starting the fields away from their stable configuration, no instability is observed. Hence, as it should be, the hedgehog configuration (4) is observed to be a stable configuration in our simulations. ## IV Results and Discussion ### A Stability of an Embedded Domain Wall Five years ago, Barriola, Vachaspati and Bucher showed that a new class of non-topological defects, embedded defects, can exist in many field theories, in particular in the electroweak theory. They are solutions of the field equations. In a theory with vacuum manifold $``$, embedded defects correspond to topological defects of a theory whose vacuum manifold is a submanifold of $``$. Typically, they correspond to configurations in which some of the fields of the full theory are set to zero by hand. As was shown analytically in , embedded defects are unstable to perturbations of the field configuration. Our embedded wall (6) is an example of an embedded defect. The domain wall (6) is an embedded defect and is unstable precisely because the $`Z_2`$ which is broken is a subgroup of O(3). Our embedded domain wall (6) is a two dimensional membrane that interpolates between two disjoint vacua $`\varphi _\pm `$ which are out of phase by $`180^o`$. Figure 2 shows the time evolution of the energy density of the field configuration. By tracking the energy density we found that, independent of the spatial and temporal resolution and of the thickness of the wall core, the embedded wall (6) splits up into two walls which attain equal and opposite velocities. This splitting can be understood as follows. Initially, at the center of the wall the field is at a local maximum of the potential energy density. The forces which render the embedded wall unstable want to bring the field into a vacuum state. The forces are strongest in the core of the wall, and hence it is along the core that the fields will move away from their original values fastest. As this happens, the potential energy is transformed into kinetic and gradient energy. The induced field gradients will then act on the points to the right and to the left of the core and will start to pull them into the potential valley with them. Thus, gradient/kinetic energy waves are generated which propagate away from the original embedded wall position with the speed of light. Note that in the case of planar symmetry these new “walls” carry zero monopole winding number (because the field configuration will lie on a one-dimensional subset of the vacuum manifold). Note that this behavior of the unstable embedded wall occurs also for periodic boundary conditions. The splitting of the embedded wall configuration will make the description of monopole-wall interaction more complicated. In the presence of a monopole, the planar symmetry of the wall gets destroyed, and then the two gradient/kinetic energy walls may well acquire a fractional winding number, as will be illustrated below. The tracking of the winding number density of the monopole-wall configuration becomes more difficult. Note that the splitting of the embedded wall occurs before the fields feel the reflective boundary conditions. Note also that the coherence of the domain walls survives long enough to be able to study the monopole-wall interaction. ### B Attractive Force between the Monopole and Domain Wall We studied the monopole-wall interaction by starting with the static configuration of (7) corresponding to the product ansatz of a monopole at rest and an embedded wall at rest (with $`A=1`$). By observing the evolution of the energy density as a function of time in the x-y plane (Figure 3) it is possible to partially address the nature of the domain wall- monopole interaction. From the numerical results shown in Figure 3 it follows that there is an attractive force between the monopole and the wall. If the distance between the monopole and the wall is large, then the core of the monopole evolved in an identical way to the free monopole evolution which was previously discussed in the previous section. However, if the distance is small, then this is not the case. Beginning in the second time step shown in Figure 3, it becomes clear that the presence of the wall will distort the monopole configuration (which, in the absence of the wall, was stable). The energy density peak of the monopole splits, with one peak being pulled towards the domain wall. This peak which at later times carries most of the monopole energy merges with the wall. As can be seen in the last graph, the energy is absorbed by the wall. There is no reflection. The wall persists and continues to sweep across the grid until it reflects off the edge of the target space. We have verified that the attractive force exists for both signs of $`A`$ in (7). Furthermore, there is an identical attractive force between the embedded wall and the antimonopole. One way to understand the origin of the attractive force, is to perform an adiabatic analysis and consider the total gradient energy as a function of the separation $`s`$ between the wall and the monopole. The total gradient energy decreases as $`s`$ decreases. Therefore, since the field configuration tends to minimize its gradient energy, there will be an attractive force. The decrease in the total gradient energy can be seen as follows. Consider the configuration (7) with $`A=1`$. By sketching the field configuration (see Figure 4) it is easy to convince oneself that as long as $`s>r_c`$, it is mostly the gradient energy of the wall which is effected by the separation $`s`$. Note that while $`\|\varphi \|`$ is fixed, only the sign of the field component $`\varphi _2`$ changes as we cross the embedded wall, and it is only this change which contributes to the gradient energy. As $`s`$ decreases, the area of the wall where $`\varphi _2`$ is large also decreases, and hence the total gradient energy decreases. The decrease in gradient energy density is not uniform in $`\rho =\sqrt{(x^2+z^2)}`$, but it is sharpest near the edges of the box, as is evident from Figure 3, where it can be seen that the wall energy rapidly falls off as $`x`$ approaches the edges of the box. Although this examination of the energy density of the field configurations is important in establishing the attractive force between wall and monopole, it is not enough to verify more subtle effects, like the possible unwinding of the monopole charge or monopole creation and annihilation. In particular, it is not possible to decide if the second peak in the monopole density (the one further away from the wall) is radiation or if it still carries some winding number. Topological analyses are neccessary to probe these issues. ### C Unwinding of the Monopole on the Wall The question of whether or not the monopole unwinds on the doman wall surface requires a careful investigation of the winding number evolution over the entire space. The protocol for investigating the winding evolution is as follows: 1. The winding density over the entire coordinate space is evaluated in order to determine where the winding number is localized. 2. The integrated surface winding is evaluated for a surface surrounding the monopole and one surrounding the central section of the wall, separately. At the same time, as a test of total winding number conservation, the winding over the surface of the box is computed. 3. The winding is tracked on the entire surface of the wall as well as around a gaussian surface of the monopole to check for unwinding events. By tracking the surface winding we confirm that the total winding over the entire space for the monopole and wall configuration (7) is conserved. Its value is 0.9. The difference from the naively expected value of 1 is due to edge effects - where the wall hits the surface of the box the field is not in the vacuum manifold, and hence the usual argument for the quantization of the winding number breaks down. That the total winding is (almost) 1 is to be expected since the domain wall has zero winding and the monopole has a winding of one. The evolution of the winding number density over time is shown in Figure 5. We see that as the monopole approaches the wall, a negative image winding builds up in the center of the wall. This can be understood from the sketch of Figure 4. If we track the phase of $`\varphi `$ ( as a phase in the $`\varphi _1\varphi _2`$ plane intersecting the vacuum manifold $``$) along a circle in the x-y plane about the center of the monopole, going in counter-clockwise direction, then the phase increases monotonically from $`0`$ to $`2\pi `$. This corresponds to a winding number $`N=1`$. However, if we consider a circle in the same plane of coordinate space surrounding the center of the wall, the phase decreases monotonically from $`\pi `$ to $`\pi `$, corresponding to a winding number of $`N=1`$. The emergence of a negative image winding on the wall provides another way of explaining the attractive force between the monopole and the wall. The monopole sees a virtual anti-monopole on the surface of the wall and is attracted to it. It is also now obvious why, as is seen in the third frame of Figure 5, the monopole charge unwinds on the wall. After the $`N=1`$ winding of the monopole and the $`N=1`$ image winding on the wall annihilate, the remnant winding which adds up to $`N=1`$ is left behind on the outer regions of the wall. Note that an analysis of the winding density in the x-y plane (see Figure 6) shows that the second peak in the energy density of the evolved monopole (see Figure 3) carries no winding and thus corresponds to radiation. ## V Conclusions We have studied the interaction of a global monopole with an embedded wall in a $`O(3)`$ linear sigma model whose symmetry is spontaneously broken to $`SO(2)`$ by the Higgs mechanism. Our main conclusions are the following: 1. There is an attractive force between the monopole and domain wall. 2. The monopole charge unwinds on the surface of the domain wall. We have explained the attractive force as being a result of the buildup of a negative image winding number on the wall. This image charge production also explains why the monopole charge unwinds on the wall upon contact, rather than the monopole simply scattering off the wall. Our results should also carry over to the more complicated but physically more interesting models with local monopoles and topologically stable walls as long as monopoles and walls are (partially) made up of the same fields. Our results thus support the new solution of the monopole problem proposed by Dvali et al. . ## Acknowledgements It is a pleasure to thank Mark Hindmarsh and Antal Jevicki, who were helpful at crucial stages. In particular, we would like to thank Matthew Parry for his continual useful discussions and suggestions. Computational work in support of this research was performed at the Theoretical Physics Computing Facility at Brown University. This work has been supported in part by the US Department of Energy under Contract DE-FG02-91ER40688, TASK A, and also by the DOE and NASA grant NAG 5-7092 at Fermilab.
no-problem/9903/cond-mat9903094.html	ar5iv	text	# MICROSCOPIC EQUATION FOR GROWING INTERFACES IN QUENCHED DISORDERED MEDIA ## I INTRODUCTION The investigation of rough surfaces and interfaces has attracted much attention, for decades, due to its importance in many fields, such as the motion of liquids in porous media, growth of bacterial colonies, crystal growth, etc. Much effort has been done in understanding the properties in these processes . When a fluid wet a porous medium, a nonequilibrium self-affine rough interface is generated. The interface has been characterized through scaling of the interfacial width $`w=[h_ih_i]^2^{1/2}`$ with time $`t`$ and lateral size $`L`$. The result is the determination of two exponents, $`\beta `$ and $`\alpha `$ called dynamical and roughness exponents respectively. The interfacial width $`wL^\alpha `$ for $`tL^{\alpha /\beta }`$ and $`wt^\beta `$ for $`tL^{\alpha /\beta }`$. The crossover time between this two regimes is of the order of $`L^{\alpha /\beta }`$. The formation of interfaces is determinated by several factors, it is very difficult to theoretically discriminate all of them. An understanding of the dynamical nonlinearities, the disorder of the media, and the theoretical model representing experimental results is difficult to arrive at due the complex nature of the growth. The disorder affects the motion of the interface and leads to its roughness. Two main kinds of disorder have been proposed: the “annealed” noise that depends only of time and the “quenched” disorder due to the inhomogeneity of the media in which the moving phase is propagating. Some experiments such as the growth of bacterial colonies and the motion of liquids in porous media, where the disorder is quenched, are well described by the directed percolation depining model. This model was proposed simultaneously by Tang and Leschhorn and Buldyrev et al. . Braunstein and Buceta showed that the power law scaling for the roughness only holds at criticality for $`tL`$. Also, starting from the macroscopic equation for the roughness the dynamical exponent has been theoretically calculated. They found $`\beta =0.629`$ for the critical value $`q_c=0.539`$. In this paper, we use the TL model in order to investigate the imbibition of a viscous fluid in a porous media driven by capillary forces. We write a microscopic equation (ME), starting from the microscopic rules, for the evolution of the fluid height as function of time. The ME allows us t0 identify two contributions that dominates the dynamics of the system, the “diffusion” and the “substratum” contributions. In this context we study the mean height speed (MHS), the interface activity density (IAD), i.e the density of actives sites of the interface, and the roughness as function of time. We show that the diffusion contribution smooth out the surface for $`q`$ well below the criticality but enhances the roughness near the critical value. To our knowledge, the separation into two contributions for all the quantities studied in this paper and the important role of the diffusion contribution to the critical power-law behaviour has never been studied before. The paper is organized as follows. In section II we derive the microscopic equation for the evolution of height for the TL model. In section III we separate two contributions of the MHS: the diffusion and the substratum one. We find a relation between these contributions that allows us to write an analytical equation for the IAD. In Section IV the temporal derivative of square interface width as function of time is derived from the ME and the two contributions are identified. These two contributions allow us to explain the mechanism of roughness. Finally, we conclude with a discussion in Section V. ## II THE MICROSCOPIC MODEL In the model introduced by Tang and Leschhorn (TL) the interface growth takes place in a square lattice of edge $`L`$ with periodic boundary conditions. We assign a random pinning force $`g(𝐫)`$ uniformly distributed in the interval $`[0,1]`$ to every cell of the square lattice. For a given applied pressure $`p>0`$ , we can divide the cells into two groups: those with $`g(𝐫)p`$ (free or active cells), and those with $`g(𝐫)>p`$ (blocked or inactive cells). Denoting by $`q`$ the density of inactive cells on the lattice, we have $`q=1p`$ for $`0<p<1`$ and $`q=0`$ for $`p1`$. The interface is specified completely by a set of integer column heights $`h_i`$ ($`i=1,\mathrm{},L`$). At $`t=0`$ all columns are assume to have the same height, equal to zero. During growth, a column is selected at random, say column $`i`$, and compared its height with those of neighbor columns $`(i1)`$ and $`(i+1)`$. The growth event is defined as follow. If $`h_i`$ is greater than either $`h_{i1}`$ or $`h_{i+1}`$ by two or more units, the height of the lower of the two columns $`(i1)`$ and $`(i+1)`$ is incremented in one (in case of the two being equal, one of the two is chosen with equal probability). In the opposite case, $`h_i<\mathrm{min}(h_{i1},h_{i+1})+2`$, the column $`i`$ advances by one unit provided that the cell to be occupied is an active cell. Otherwise no growth takes place. In this model, the time unit is defined as one growth attempt. In numerical simulations at each growth attempt the time $`t`$ is increased by $`\delta t`$, where $`\delta t=1/L`$. Thus, after $`L`$ growth attempts the time is increased in one unit. In our simulations we used $`L=\mathrm{\hspace{0.33em}8192}`$ and a time interval much less than the crossover time to the static regime. We consider the evolution of the height of the $`i`$-th site for the process described above. We assume periodic boundary conditions in a one-dimensional lattice of L sites. At the time $`t`$ a site $`j`$ is chosen at random with probability $`1/L`$. Let us denote by $`h_i(t)`$ the height of the $`i`$-th generic site at time $`t`$. The set of $`\{h_i,i=1,\mathrm{},L\}`$ defines the interface between wet and dry cells. The time evolution for the interface in a time step $`\delta t`$ = $`1/L`$ is $$h_i(t+\delta t)=h_i(t)+\frac{1}{L}G_i(h_{i1},h_i,h_{i+1}),$$ (1) where $$G_i=W_{i+1}+W_{i1}+F_i(h_i^{})W_i,$$ (2) with $`W_{i\pm 1}`$ $`=`$ $`\mathrm{\Theta }(h_{i\pm 1}h_i2)\{[1\mathrm{\Theta }(h_ih_{i\pm 2})]+\delta _{h_i,h_{i\pm 2}}/2\},`$ $`W_i`$ $`=`$ $`1\mathrm{\Theta }(h_i\mathrm{min}(h_{i1},h_{i+1})2).`$ Here $`h_i^{}=h_i+1`$ and $`\mathrm{\Theta }(x)`$ is the unit step function defined as $`\mathrm{\Theta }(x)=1`$ for $`x0`$ and equals to $`0`$ otherwise. $`F_i(h_i^{})`$ equals to $`1`$ if the cell at the height $`h_i^{}`$ is active (i.e. the growth may occur at the next step) or $`0`$ if the cell is inactive. $`F_i`$ is the interface activity function. $`G_i`$ takes into account all the possible ways the site $`i`$ can grow. The height in the site $`i`$ is increased by one with probability 1. $`1`$ if $`j=i+1`$ and $`h_{i+1}h_i+2`$ and $`h_i<h_{i+2}`$, 2. $`1/2`$ if $`j=i+1`$ and $`h_{i+1}h_i+2`$ and $`h_i=h_{i+2}`$, 3. $`1`$ if $`j=i1`$ and $`h_{i1}h_i+2`$ and $`h_i<h_{i2}`$, 4. $`1/2`$ if $`j=i1`$ and $`h_{i1}h_i+2`$ and $`h_i=h_{i2}`$, 5. $`1`$ if $`j=i`$ and $`h_i<\mathrm{min}(h_{i1},h_{i+1})+2`$ and $`F_i(h_i^{})=1`$. Otherwise, the height is not increased. The cases (1)-(4) are related to growth due to the neighbors of the site $`i`$. We shall call these mechanisms, growth by “diffusion”. Notice that these growths are not related to the disorder of the substratum. The factor 1/2 takes into account the tie of first-neighbor heights at the $`(i\pm 1)`$-th site in the cases (2) and (4). The case (5) is related to local growth, i.e., if the site $`i`$ is chosen and the difference of heights between the $`i`$-th and the lowest of his neighbors is less than two, then the height of the chosen site increases by one provided that the cell above the interface is active. We shall call this mechanism, growth by “substratum”. ## III MEAN HEIGHT SPEED AND INTERFACE ACTIVITY DENSITY Replacing $`L=1/\delta t`$ and taking the limit $`\delta t0`$, Eq. (1) becomes $`dh_i/dt=G_i`$. Averaging over the lattice we obtain ($`h=h_i`$) $$\frac{dh}{dt}=1W_i+F_iW_i.$$ (3) This equation allow us to identify the of two separate contributions: diffusion $`1W_i`$ and substratum $`F_iW_i`$ . Yang and Hu defined two kinds of growth events: an event in which the growth occurs at the chosen site (type $`A`$–defined by us as substratum growth) and the event in which the growth occurs at the adjoint site (type $`B`$–our growth by diffusion). They counted, in numerical simulation, the events number $`N_A(t)`$ of type $`A`$ and $`N_B(t)`$ of type $`B`$, in a time interval $`L`$. They did not identify this terms as contributions to the mean height speed (MHS). Notice that $`N_A(t)F_iW_i`$ and $`N_B(t)1W_i`$ (see Figure 1). We shall see in Section IV that the separation of those two terms allows us to show how the diffusion enhances the roughness near the critical value. The separation into two contributions for all the quantities studied in this paper has never been done before. The substratum contribution can be expressed as $`fF_i(1W_i)`$, where $`f=F_i`$ is the IAD. We found an amazing numerical result: $$F_i(1W_i)=p1W_i.$$ (4) We could not analytically obtain this result. Notice that $`F_i`$ and $`1W_i`$ are not independent, and that $`fp`$ for $`t>0`$, as we shall see bellow. Using the Eq. (4), the IAD is $$f=p1W_i+F_iW_i.$$ (5) Figure 2 shows both sides of this equation as function of time showing that Eq. (4) holds. Notice the similarity between Eq. (3) and Eq. (5). Figure 1 shows the diffusion and the substratum contributions as a function of the time for various values of $`q`$. At the initial time $`dh/dt=f=p`$. In the early time regime the substratum contribution dominates the diffusion one, because $`1W_i`$ is very small. The substratum contribution dominates the behavior of $`f`$ and $`dh/dt`$ in the early regime. As growth continues, the probability that growth will occur by diffusion becomes larger; the diffusion contribution increases and the substratum one decreases. This can be explained heuristically: inactive sites generate a difference of heights greater than two between any site and his neighbor, enhancing the growth by diffusion. As time goes on, long chains of pinned sites are generated, slowing down the diffusion contribution and hence the substratum one. For $`q<q_c`$ these contributions, which in turn dominate, saturate to equilibrium in the asymptotic regime; while, for $`qq_c`$, both contributions go to zero because the system becomes pinned. At the critical value both contributions gives rise to a power law in the IAD and the MHS. Notice that only at the critical value does a power-law scaling holds for the MHS (see Figure 3), which contradicts . This was shown for the roughness by Braunstein and Buceta . ## IV ROUGHNESS From the Eq. (1), the temporal derivative of the square interface width (DSIW) is: $$\frac{dw^2}{dt}=2(h_ih_i)G_i.$$ (6) Replacing $`G_i`$ from Eq. (2), the DSIW can also be expressed by means of substratum and diffusion additive contributions. The diffusion contribution is $$2[(1W_i)\mathrm{min}(h_{i1},h_{i+1})1W_ih_i],$$ (7) and the substratum contribution is $$2[h_iF_iW_ih_iF_iW_i],$$ (8) where the relation $`\mathrm{\Theta }(xx^{})+\mathrm{\Theta }(x^{}x)\delta (xx^{})=1`$ has been used to derive the diffusion contribution. In Figure 4 we plot both contributions as a function of time for various values of q. At short times, the diffusion process is unimportant because $`\mathrm{\Delta }h`$ is mostly less than two. As $`t`$ increases, the behaviour of this contribution depends on $`q`$. Notice, from Eq. (7), that the diffusion contribution may be either negative or positive. The negative contribution tends to smooth out the surface. Figure 4 shows that this case dominates for small $`q`$. The positive diffusion contribution enhances the roughness. This last effect is very important at the critical value. At this value, the substratum contribution is practically constant, but the diffusion contribution is very strong, enhancing the roughness. This last contribution has important duties on the power-law behaviour. We think that it is amazing how the diffusion plays a dominant role in roughening the surface. To our knowledge the strong effect on the roughness, at the criticallity, of the diffusion contribution has never been proven before. Generally speaking, the substratum roughens the interface while the diffusion flattens it for small $`q`$, but the diffusion also roughens the interface when $`q`$ increases. The diffusion is enhanced by substratum growth. The growth by diffusion may also increase the probability of substratum growth. This crossing interaction mechanism makes the growth by diffusion dominant near the criticality. ## V CONCLUSIONS We wrote the ME for the evolution of the height in the TL model. The ME allows us to separate the substratum and the diffusion contributions and to explain the great interplay between them. We found that both contributions to the MHS are related in simple way. We found an amazing numerical result that allows to derive the IAD in a simple way. The analytical prove of this numerical result is still open. All the quantities studied shows, the strong interplay of the diffusion and the substratum contribution in the dynamics. The substratum growth enhances the diffusion; increasing the growth by diffusion may increase the probability of substratum growth, and vice versa. This crossing interaction mechanism makes both dominant at the criticality. The diffusion contribution of the DSIW shows different behaviour depending of $`q`$. In the intermediate regime, when $`q`$ is small, this contribution is negative, smoothing out the surface. It is astonishing that as $`q`$ increases the contribution became positive, roughing the surface. Finally, we are sure that other DPD growth models would permit separation in two contributions with the same features of the TL model. ###### Acknowledgements. A. Díaz-Sánchez acknowledges financial support from the INTERCAMPUS E.AL.’96 Program to attend to UNMdP.
no-problem/9903/astro-ph9903378.html	ar5iv	text	# Sub-Relativistic Radio Jets and Parsec-Scale Absorption in Two Seyfert Galaxies ## 1 Introduction Seyfert galaxies have weak and small radio sources, with typical sizes $`500`$ pc and typical centimeter-wavelength powers of $`10^{23}`$ W Hz<sup>-1</sup> (e.g., Ulvestad & Wilson (1989)). These sources are apparently produced by weak jets whose axes are determined by the galaxies’ central obscuring disks, and interacting with thermal gas within ionization cones (e.g., Falcke, Wilson, & Simpson (1998), and references therein). The presence of gas disks or tori is supported by the obscuration of broad lines in a number of Seyfert 2 galaxies (Antonucci & Miller (1985); Miller & Goodrich (1990); Tran (1995)), by VLBI imaging of H<sub>2</sub>O masers in NGC 4258 (Herrnstein et al. (1997)), and by parsec-scale HI absorption in other active galaxies (Peck & Taylor (1998); Taylor et al. (1999)). It is of considerable interest to measure the speeds of Seyfert radio jets close to their central engines, to attempt to differentiate between “intrinsic” and “environmental” effects. Previous measurements of jet speeds in Seyfert cores are rare. In NGC 4151, upper limits of $`0.14c`$ and $`0.25c`$ have been measured on scales of 7 and 36 pc (Ulvestad et al. (1998)). Component positions in NGC 1068, measured with the Very Large Array in 1983 (Ulvestad, Neff, & Wilson (1987)) and with the Very Long Baseline Array (VLBA) in 1996 (Roy et al. (1998)), imply an upper limit of $`0.5c`$ for components $`20`$ pc apart. Recently, in III Zw 2, Falcke et al. (1999) inferred an apparent speed $`0.2c`$ on a sub-parsec scale, based on a single VLBI image following a flux outburst. The galaxies Mrk 231 and Mrk 348 contain two of the strongest radio sources found in Seyferts, and are prime candidates for the measurement of motions in their cores. Within larger-scale VLBI structures, each galaxy contains a parsec-scale double radio source (Halkides, Ulvestad, & Roy (1997); Ulvestad, Wrobel, & Carilli 1999). Those central sources have now been imaged at two epochs using the VLBA;<sup>1</sup><sup>1</sup>1The VLBA is part of the National Radio Astronomy Observatory, a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. this Letter reports measurements of the component separation speeds on scales of $`1.1`$ pc. ## 2 VLBA Observations & Data Analysis The VLBA (Napier et al. (1994)) was used to observe Mrk 231 and Mrk 348 at two epochs separated by $`1.7`$ yr, between 1996 and 1998. For each galaxy, observing frequencies ranged from 1.4 to 22 GHz; the images at 15.365 GHz, obtained in left-circular polarization, have the best combination of resolution and sensitivity for the compact components, and are the subject of this Letter. All data were initially calibrated in AIPS (van Moorsel, Kemball, & Greisen (1996)), then iteratively imaged and self-calibrated in DIFMAP (Shepherd (1997)). On-source integration times ranged from 1.2 to 2.6 hr, resulting in r.m.s. noises of 0.4–1.1 mJy beam<sup>-1</sup> for the final uniformly weighted images. Two-component Gaussian models were fitted in both the (u,v) plane and the image plane; we use the image-plane fits here. Flux-density errors (all errors are $`1\sigma `$) were derived by combining a 5% scale uncertainty in quadrature with the fitting error (including noise). Estimated size errors are 20% in each axis, with point sources taken to have upper limits of half the beam size. Errors in relative component positions are consistent with the measured noises, except for the first-epoch image of Mrk 231, where the quoted error is the total range found by using different fitting procedures. ## 3 Two-Epoch Radio Images ### 3.1 Mrk 348 Mrk 348 has a redshift $`z=0.014`$ (de Vaucouleurs et al. (1991)), yielding a scale of 0.31 pc mas<sup>-1</sup> for $`H_0=65`$ km s<sup>-1</sup> Mpc<sup>-1</sup> (used throughout). This galaxy is a type 2 Seyfert with a hidden broad-line region (Miller & Goodrich (1990)), implying that its inner disk is nearly edge-on. It also contains a 200-mas triple radio source (Neff & de Bruyn (1983)) coinciding with optical \[O III\] emission imaged by Capetti et al. (1996). Our VLBA images (Figure 1) show a small-scale double source that is aligned with the larger scale radio and optical emission. Phase referencing at the second epoch gives a J2000 position for the stronger component of $`\alpha =00^h48^m47^s`$.1422, $`\delta =31^{}57^{}25^{\prime \prime }`$.044, with an error of $`12`$ mas. The relative component separation (see Table 1) increased from 1.46 mas to 1.58 mas in 1.65 yr. Since the stronger component was resolved at the second epoch, its centroid could have shifted in absolute position; we estimate a $`3\sigma `$ upper limit to this shift that is equal to the component size of 0.16 mas. Adding this error in quadrature to the nominal position errors, we find a proper motion of $`0.073\pm 0.035`$ mas yr<sup>-1</sup>, for an apparent speed (in units of $`c`$) of $`\beta _{\mathrm{app}}=0.074\pm 0.035`$. The implied epoch of zero separation is $`1977_{20}^{+7}`$, so the secondary might have had its genesis during a strong flux outburst in early 1982 (Neff & de Bruyn (1983)). The total flux density of $`122\pm 6`$ mJy at 1997.10 was slightly smaller than the flux density of $`169\pm 9`$ mJy measured at 1995.26 (Barvainis & Lonsdale (1998)). Mrk 348 since has undergone a major radio flare, with the southern component increasing by a factor of 5.5 between 1997.10 and 1998.75, strongly suggesting that it is the galaxy nucleus. This is similar to the more extreme flares in III Zw 2, which are discussed by Falcke et al. (1999). ### 3.2 Mrk 231 The redshift of Mrk 231 is $`z=0.042`$ (de Vaucouleurs et al. (1991)), and the corresponding scale is 0.93 pc mas<sup>-1</sup>. Mrk 231 is a Seyfert 1/starburst galaxy with a heavily obscured nucleus and a total infrared luminosity of $`3\times 10^{12}L_{}`$ (Soifer et al. (1989)). It contains a 40-pc north-south radio source (Neff & Ulvestad (1988); Ulvestad et al. (1999)) embedded within a starburst several hundred parsecs in extent (Bryant & Scoville (1996); Carilli, Wrobel, & Ulvestad (1998)). Our VLBA images (Figure 2) show a double source with a position angle differing by about 65° from the larger scale source. The second-epoch phase-referenced J2000 position ($`\alpha =12^h56^m14^s`$.2336, $`\delta =56^{}52^{}25^{\prime \prime }`$.245) is consistent within the 12-mas error with that previously listed by Patnaik et al. (1992). The increase in component separation (Table 1) results in a measured proper motion of $`0.046\pm 0.017`$ mas yr<sup>-1</sup>, or $`\beta _{\mathrm{app}}=0.14\pm 0.052`$, with a zero-separation epoch of $`1973_{15}^{+7}`$. Variability by a factor of 2.5 between epochs indicates that the weaker, northeastern component is the actual nucleus of the galaxy. ## 4 Nature of the One-Sided Sources Parsec-scale radio sources have now been imaged in several Seyfert galaxies (e.g., Gallimore, Baum, & O’Dea (1997); Ulvestad et al. (1998)). In NGC 1068, the parsec-scale source is believed to represent thermal emission from the accretion torus (Gallimore et al. 1997). However, the brightness temperatures in Mrk 348 and Mrk 231 are too high for thermal emission, and instead suggest association of the radio components with outflowing jets. Strong variability in one component in each galaxy indicates that it is close to the active nucleus, and that the double sources represent one-sided jets rather than straddling the galaxy nuclei. ### 4.1 Relativistic Boosting? One-sided radio structures often are caused by relativistic jets having speed $`\beta c`$ and pointing at a small angle $`\theta `$ with respect to the observer’s line of sight (for equations, see Pearson & Zensus (1987)). We assume an intrinsic spectral index of $`\alpha =0.7`$ ($`S_\nu \nu ^{+\alpha }`$) for the off-nuclear components. In Mrk 348, therefore, the observed jet/counterjet ratio of $`R>17`$, together with $`\beta _{\mathrm{app}}0.08`$, can be due to relativistic boosting only if $`\beta 0.37`$ and $`\theta 10^{}`$. However, the inner disk is edge-on (Miller & Goodrich (1990)), and the half-angle of the ionization cone is $``$45° (Simpson et al. (1996)); if the radio jet is inside that cone, $`\theta 45^{}`$, inconsistent with motion near the line of sight. In Mrk 231, $`R>45`$ and $`\beta _{\mathrm{app}}0.14`$, requiring $`\beta 0.48`$ and $`\theta 10^{}`$ for Doppler boosting to account for the one-sided source. If the radio axis is perpendicular to the 100-pc-scale disk (Bryant & Scoville (1996); Carilli et al. 1998), then $`\theta 45^{}`$, also inconsistent with motion at a very small viewing angle. The above arguments depend on two assumptions: (1) the jets flow along the axes of the inner disks, as they apparently do in NGC 1068 (Gallimore et al. 1997) and NGC 4258 (Herrnstein et al. (1997)); and (2) the measured speeds represent the actual jet speeds, rather than quasi-stationary structures (such as shocks) through which faster jets flow. The interpretation of fast jets moving through slower shocks has been made for Centaurus A, with $`\beta _{\mathrm{app}}0.1`$, based on the internal evolution of radio components (Tingay et al. (1998)). However, in Mrk 231 and Mrk 348, the structures of the off-nuclear components are consistent between the two epochs, so there is no similar evidence for higher flow speeds. ### 4.2 Free-Free Absorption A straightforward explanation for the one-sided sources is that the “missing” components are in the receding jet and are free-free absorbed by ionized gas. The optical depth at frequency $`\nu `$ is $$\tau _{\mathrm{ff}}(\nu )8.235\times 10^2T^{1.35}(\nu /\mathrm{GHz})^{2.1}E$$ (1) (Mezger & Henderson (1967)), where $`T`$ is the temperature in Kelvin and $`E`$ is the emission measure in cm<sup>-6</sup> pc. Optical depths of $`\tau _{\mathrm{ff}}(15\mathrm{GHz})4`$ are needed in order to account for the observed jet/counterjet ratios. Assuming a line-of-sight distance of $`0.1`$ pc through the ionized gas, and a gas temperature of 8000 K, the average ionized densities would be $`n_e2\times 10^5`$ cm<sup>-3</sup> at 0.5–1 pc from the galaxy nuclei. The resulting column densities of $`10^{23}`$ cm<sup>-2</sup> are remarkably consistent with the measured X-ray absorption columns in Mrk 348 (Smith & Done (1996)) and in Mrk 231 (Nakagawa et al. (1998)). The density also is consistent with that found for possible absorption in a warm, weakly ionized medium in the H<sub>2</sub>O-maser galaxy NGC 2639 (Wilson et al. (1998)). On the other hand, if the absorption comes from a much hotter gas having $`T10^{6.6}`$ K, the average density required would be $`n_e10^7`$ cm<sup>-3</sup>. These values are close to those inferred from the image of the torus radio emission in NGC 1068 (Gallimore et al. 1997); such disk emission in Mrk 231 and Mrk 348 is possible, since it would not be detectable by our observations, due to inadequate resolution and brightness-temperature sensitivity. The free-free-absorption interpretation requires ionized gas densities of $`10^5`$$`10^7`$ cm<sup>-3</sup> in the inner parsec of Mrk 231 and Mrk 348. These are higher than the values of $`n_e10^4`$ cm<sup>-3</sup> inferred from the absorption $`2`$ pc from the nucleus of 3C 84 (Levinson, Laor, & Vermeulen (1995)), and $`n_e10^3`$ cm<sup>-3</sup> inferred for absorption 15–20 pc from the nucleus of Mrk 231 (Ulvestad et al. (1999)). Thus, our results are consistent with the presence of disks or tori having ionized densities that fall gradually from $`10^5`$$`10^7`$ cm<sup>-3</sup> in the inner parsec of the galaxies to $`10^3`$ cm<sup>-3</sup> at $`20`$ pc from the nuclei. Even though no H<sub>2</sub>O maser emission has been detected in Mrk 231 or Mrk 348 (Braatz, Wilson, & Henkel (1996)), possibly because of our viewing angle, the one-sided sub-relativistic jets are consistent with the presence of megamaser disks. If $`\tau _{\mathrm{ff}}(15\mathrm{GHz})4`$, the absorbing gas may become optically thin near 30 GHz, and counterjets might be detectable in very sensitive VLBI observations at 43 GHz. ### 4.3 Comparison to Other Parsec-Scale Sources The apparently low jet speeds in Mrk 231 and Mrk 348 are similar to those seen on parsec scales in some weak Fanaroff-Riley I (Fanaroff and Riley (1974)) radio galaxies such as Centaurus A (Tingay et al. (1998)) and 3C 84 (Dhawan, Kellermann, & Romney (1998)). However, most such objects are relativistic on parsec scales (Giovannini et al. (1998)), as are most strong radio galaxies and quasars (Pearson (1996)). The apparently sub-relativistic Seyfert jet speeds on the same scale may be due to interactions with the small-scale gas, or to physics directly related to the energy source, such as low black-hole spin rates (e.g., Rees et al. (1982); Wilson & Colbert (1995)). Both Mrk 348 and Mrk 231, as well as NGC 2639 (Wilson et al. (1998)) and III Zw 2 (Falcke et al. (1999)), have radio spectra that peak at 10 GHz or higher. Thus, the Seyfert radio sources have general characteristics similar to compact symmetric objects (CSOs), which display gigahertz-peaked spectra, symmetric radio sources on scales of $`100`$ pc, and one-sided jets on scales of 10 pc (Taylor, Readhead, & Pearson (1996)). Small-scale Seyfert jet speeds also are similar to those measured in CSOs at 50–100 pc from their nuclei (Owsianik & Conway (1998); Owsianik, Conway, & Polatidis (1998)). The CSO jets are one-sided at 15 GHz (Taylor et al. 1996), and even at 43 GHz (Taylor, private communication), on scales of 10 pc; at least one CSO also shows patchy HI absorption on similar scales (Peck, Taylor, & Conway (1999)). We speculate that free-free absorption with column densities near $`10^{24}`$ cm<sup>-2</sup> might cause one-sided structures in some CSOs, if their disks are larger and denser than in Seyferts. High-energy X-ray spectral studies could be used to search for absorption due to this gas. ###### Acknowledgements. We thank Greg Taylor, Alison Peck, and Jack Gallimore for useful discussions and suggestions, and Daria Halkides for assistance with the data reduction for the first epoch of Mrk 348. H. Falcke acknowledges support from DFG grants Fa 358/1-1 and 1-2. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.
no-problem/9903/astro-ph9903204.html	ar5iv	text	# The Challenge Of Data Analysis For Future CMB Observations ## Introduction The Cosmic Microwave Background is the most distant observation of photons we can ever make. Last scattered only 300,000 years after the Big Bang it provides a unique picture of the state of the universe at that time. In particular, fluctuations in the CMB directly trace the primordial density perturbations and so provide a powerful discriminant between alternative cosmologies of the very early universe. As a result the search for anisotropies in the CMB has been a cornerstone of cosmology for the last 30 years. Finally measured by the COBE satellite, the anisotropies proved to be of the order of only one part in a million on a 3K background whose uniformity was otherwise only broken by a dipole induced by the peculiar velocity of the galaxy of the order of one part in a thousand. Despite the tiny scale of these fluctuations, advances in detector technologies have enabled us to consider measuring them to the extraordinary accuracy and resolution necessary to determine the fundamental parameters of cosmology to better than 1% PARAMETERS . Such measurements include those of the MAXIMA and BOOMERanG projects — described in detail by Lee et al, and Masi et al and de Bernardis et al elsewhere in these Proceedings. These balloon-borne observations have already produced datasets an order of magnitude larger than their predecessors, and in subsequent flights will at least double this size. Beyond this, the MAP and PLANCK satellite missions will yield datasets 1-2 orders of magnitude larger again. The shear size of these datasets makes their analysis a serious computational challenge. It is this challenge, and the current status of our attempts to address it, that are discussed here. For simplicity we only consider the highly idealised case of extracting a power spectrum of $`𝒩_l`$ multipoles in $`𝒩_b`$ bins from a map of $`𝒩_p`$ pixels obtained from a single time-ordered sequence of $`𝒩_t`$ observations of the sky, the data only comprising CMB signal and Gaussian noise. In practice there are many additional sources of non-Gaussian contamination (in particular both galactic and extra-galactic foreground sources) making observations necessary at a range of frequencies to allow for their subtraction. ## From The Time-Ordered Data To The Map ### Formalism Our first step is to translate the observation from the temporal to the spatial domain — to make a map MAP (see also Jaffe et al elsewhere in these Proceedings). Knowing where the detector was pointing at each observation, $`(\theta _t,\psi _t)`$, and adopting a particular pixelization of the sky, we can construct a pointing matrix $`A_{tp}`$ whose entries give the weight of pixel $`p`$ in observation $`t`$. For scanning experiments such as MAXIMA and BOOMERanG this has a particularly simple form $$A_{tp}=\{\begin{array}{cc}1\hfill & \mathrm{if}(\theta _t,\psi _t)p\hfill \\ 0\hfill & \mathrm{otherwise}\hfill \end{array}$$ (1) while other observing strategies would give a more complex structure. The data vector can now be written $$d=As+n$$ (2) in terms of the pixelised CMB signal $`s`$ and time-stream noise $`n`$. Under the assumption of Gaussianity, the noise probability distribution is $$P(n)=(2\pi )^{𝒩_t/2}\mathrm{exp}\left\{\frac{1}{2}\left(n^TN^1n+Tr\left[\mathrm{ln}N\right]\right)\right\}$$ (3) where $`𝒩`$ is the time-time noise correlation matrix given by $$Nnn^T$$ (4) We can now use equation (2) to substitute for the noise in equation (3), giving the probability of the data for a particular CMB signal as $$P(d\|s)=(2\pi )^{𝒩_t/2}\mathrm{exp}\left\{\frac{1}{2}\left((dAs)^TN^1(dAs)+Tr\left[\mathrm{ln}N\right]\right)\right\}$$ (5) Assuming that all CMB maps are a priori equally likely, this is proportional to the likelihood of the signal given the data, and maximizing over $`s`$ gives the maximum likelihood map $`m`$ $$m=\left(A^TN^1A\right)^1A^TN^1d$$ (6) Substituting back for the time-ordered data in this map we recover the obvious fact that it is the sum of the true CMB signal and some pixelized noise $`m`$ $`=`$ $`\left(A^TN^1A\right)^1A^TN^1(As+n)`$ (7) $`=`$ $`s+\nu `$ where this pixel noise $$\nu =\left(A^TN^1A\right)^1A^TN^1n$$ (8) has correlations given by $`\mathrm{{\rm Y}}`$ $`=`$ $`\nu \nu ^T`$ (9) $`=`$ $`\left(A^TN^1A\right)^1`$ ### Computational Requirements Making the map requires solving equation (6) which is conveniently divided into three steps: $`\mathrm{{\rm Y}}^1`$ $`=`$ $`A^TN^1A`$ $`z`$ $`=`$ $`A^TN^1d`$ $`\mathrm{and}m`$ $`=`$ $`(\mathrm{{\rm Y}}^1)^1z`$ (10) The first half of table 1 shows the computational cost of a brute force approach to each of these steps (recall that multiplying an $`[a\times b]`$ matrix and an $`[b\times c]`$ matrix involves $`2\times a\times b\times c`$ operations). Thus for datasets such as MAXIMA-1 or BOOMERanG North America, with $`𝒩_t2\times 10^6`$ and $`𝒩_p3\times 10^4`$, making the map would require of the order of 16 Tb of disc space (storing data in 4-byte precision), 7 Gb RAM<sup>1</sup><sup>1</sup>1Although it is possible to use out-of-core algorithms for operations such as matrix inversion the associated time overhead would be prohibative. We therefore assume that all such operations are carried out in core. (doing all calculations in 8-byte precision) and $`2.4\times 10^{17}`$ operations. If we were able to use a fast 600 MHz CPU at 100% efficiency this would still correspond to over 12 years of run time. Fortunately there are two crucial structural features to be exploited here. As noted above the pointing matrix $`A`$ is usually very sparse, with only $`𝒩_\alpha `$ non-zero entries in each row. For simple scanning strategies such as MAXIMA, BOOMERanG and PLANCK, $`𝒩_\alpha =1`$, with a single 1 in the column corresponding to the pixel being observed. For a differencing experiment such as COBE or MAP, $`𝒩_\alpha =2`$, with a $`\pm 1`$ pair in the columns corresponding to the pixel pair being observed. Moreover, the inverse time-time noise correlations are (by fiat) both stationary and fall to zero beyond some time-separation much shorter than the duration of the observation $`N_{tt^{}}^1`$ $`=`$ $`f(\|tt^{}\|)`$ (11) $`=`$ $`0\|tt^{}\|>\tau 𝒩_t`$ so that the inverse time-time noise correlation matrix is symmetric and band-diagonal, with bandwith $`𝒩_\tau =2\tau +1`$. The second half of table 1 shows the impact of exploiting this structure on the cost of each step. The limiting step is now no longer constructing the inverse pixel-pixel noise correlation matrix but solving for the map, which is unaffected by these features. For the same datasets making the map now takes of the order of 3.6 Gb of disc, 7 Gb of RAM, and $`7\times 10^{13}`$ operations, or 32 hours of the same CPU time. Further acceleration of the map-making algorithm must therefore focus on a faster solution the final step, inverting the inverse pixel-pixel noise covariance matrix $`\mathrm{{\rm Y}}^1`$ to obtain the map. However, as we shall see below, even this is not the limiting step overall in current algorithms. ## From The Map To The Power Spectrum ### Formalism We now want to move to a realm where the CMB observation can be compared with the predictions of various cosmological theories — typically the angular power spectrum. We decompose the CMB signal at each pixel in spherical harmonics $$s_p=\underset{lm}{}a_{lm}B_lY_{lm}(\theta _p,\psi _p)$$ (12) where $`B`$ is the pattern of the observation beam (assumed to be circularly symmetric) in $`l`$-space. The correlations between such signals then become $$S_{pp^{}}s_ps_p^{}=\underset{lm}{}\underset{l^{}m^{}}{}a_{lm}a_{l^{}m^{}}B_lB_l^{}Y_{lm}(\theta _p,\psi _p)Y_{l^{}m^{}}(\theta _p^{},\psi _p^{})$$ (13) For isotropic fluctuations the correlations depend only on the angular separation $$a_{lm}a_{l^{}m^{}}=C_l\delta _{ll^{}}\delta _{mm^{}}$$ (14) and the pixel-pixel signal correlation matrix becomes $$S_{pp^{}}=\underset{l}{}\frac{2l+1}{4\pi }C_lP_l(\chi _{pp^{}})$$ (15) where $`P_l`$ is the Legendre polynomial and $`\chi _{pp^{}}`$ the angle between the pixel pair $`p,p^{}`$. These $`C_l`$ multipole powers completely characterise a Gaussian CMB, and are an otherwise model-independent basis in which to compare theory with observations. In general, due to incomplete sky coverage and low signal-to-noise, we are unable to extract each multipole moment independently. We therefore group the multipoles in bins, adopting a particular spectral shape function $`C_l^s`$ and characterising the CMB signal by its bin powers $`C_b`$ with $$C_l=C_{b:lb}C_l^s$$ (16) Since the signal and noise are assumed to be realisations of independent Gaussian processes the pixel-pixel map correlations are $`M_{pp^{}}`$ $``$ $`mm_T`$ (17) $`=`$ $`ss_T+\nu \nu ^T`$ $`=`$ $`S+\mathrm{{\rm Y}}`$ and the probability distribution of the map given a particular power spectrum $`𝒞`$ is now $$P(m\|𝒞)=(2\pi )^{𝒩_p/2}\mathrm{exp}\left\{\frac{1}{2}\left(m^TM^1m+Tr\left[\mathrm{ln}M\right]\right)\right\}$$ (18) Assuming a uniform prioir for the spectra, this is proportional to the likelihood of the power spectrum given the map. Maximizing this over $`𝒞`$ then gives us the required result, namely the most likely CMB power spectrum underlying the original observation $`d`$. Finding the maximum of the likelihood function of equation (18) is generically a much harder problem than making the map. Since there is no closed-form solution corresponding to equation (6) we must find both a fast way to evaluate the likelihood function at a point, and an efficient way to search the $`𝒩_b`$-dimensional parameter space for the peak. The fastest general method extant is to use Newton-Raphson iteration to find the zero of the derivative of the logarithm of the likelihood function MLA . If the log likelihood function $$(𝒞)=\frac{1}{2}\left(m^TM^1m+Tr\left[\mathrm{ln}M\right]\right)$$ (19) were quadratic, then starting from some initial guess at the maximum likelihood power spectrum $`𝒞_o`$ the correction $`\delta 𝒞_o`$ that would take us to the true peak would simply be $$\delta 𝒞_o=\left(\left[\frac{^2}{𝒞^2}\right]^1\frac{}{𝒞}\right)_{𝒞=𝒞_o}$$ (20) Since the log likelihood function is not quadratic, we now take $$𝒞_1=𝒞_o+\delta 𝒞_o$$ (21) and iterate until $`\delta 𝒞_n0`$ to the desired accuracy. Because any function is approximately quadratic near a peak, if we start searching sufficiently close to a peak this algorithm will converge to it. Of course there is no guarantee that it will be the global maximum, and in general there is no certainty about what ‘sufficiently close’ means in practice. However experience to date suggests that the log likelihood function is sufficiently strongly singley peaked to allow us to use this algorithm with some confidence. ### Computational Requirements The core of the algorithm is then to calculate the first two derivatives of the log likelihood function with respect to the multipole bin powers $`{\displaystyle \frac{}{𝒞_b}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(m^TM^1{\displaystyle \frac{S}{𝒞_b}}M^1mTr\left[M^1{\displaystyle \frac{S}{𝒞_b}}\right]\right)`$ (22) $`{\displaystyle \frac{^2}{𝒞_b𝒞_b^{}}}`$ $`=`$ $`m^TM^1{\displaystyle \frac{S}{𝒞_b}}M^1{\displaystyle \frac{S}{𝒞_b^{}}}M^1m+{\displaystyle \frac{1}{2}}Tr\left[M^1{\displaystyle \frac{S}{𝒞_b}}M^1{\displaystyle \frac{S}{𝒞_b^{}}}\right]`$ (23) Evaluating these derivatives comes down to solving the $`𝒩_b𝒩_p+1`$ linear systems $`z`$ $`=`$ $`M^1m`$ (24) $`\mathrm{and}W_b`$ $`=`$ $`M^1{\displaystyle \frac{S}{𝒞_b}}b`$ (25) and assembling the results $`{\displaystyle \frac{}{𝒞_b}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(m^TW_bzTr\left[W_b\right]\right)`$ $`{\displaystyle \frac{^2}{𝒞_b𝒞_b^{}}}`$ $`=`$ $`m^TW_bW_b^{}z+{\displaystyle \frac{1}{2}}Tr\left[W_bW_b^{}\right]`$ (26) Table 2 shows the computational cost of these operations, where solving the linear systems has been optimised by first Cholesky decomposing the matrix $`M`$. Solving equation (20) has been excluded since its cost is entirely negligible, depending only on the number of multipole bins $`𝒩_b𝒩_p`$. Obtaining the maximum likelihood power spectrum for the same datasets as above, with $`𝒩_p3\times 10^4`$ and $`𝒩_b20`$, then requires of the order of 150 Gb disc, 14 Gb of RAM, and $`10^{15}`$ operations per iteration, or 21 days of our 600 MHz CPU time. Such numbers are at least conceivable; however, as shown in table 3, the scaling with map size pushes forthcoming balloon observations well beyond the capacity of the most powerful single processor machine — and even allowing for the continued doubling of computer power every 18 months predicted by Moore’s ‘law’ we would still have to wait 20 years for a serial machine capable of handling the BOOMERanG Long Duration Balloon flight data. Moreover, these timings are for a single iteration (and typically the alogorithm needs $`𝒪(10)`$ iterations to converge) for a single run through the dataset, although undoubtedly we will want to perform several slightly different runs to check the robustness of our analysis. One way to increase our capability now is to move to parallel machines, such as the 640-processor Cray T3E at NERSC. Since the algorithm is limited by matrix-matrix operations (Cholesky decomposition and triangular solves) we are able to exploit the most optimised protocols — the level 3 BLAS — and the DEC Alpha chips’ capacity to perform an add and a multiply in a single clock cycle. Coupled with a finely-tuned dense packing of the matrices on the processors this has enabled us to sustain upwards of 2/3 of the theoretical peak performance of 900MHz. This enables us to increase the limiting datasize to around 80,000 pixels. ## Future Prospects We have seen that existing algorithms are capable of dealing with CMB datasets with at most $`10^5`$ pixels. Over the next 10 years a range of observations are expected to produce datasets of $`5\times 10^5`$ (BOOMERanG LDB), $`10^6`$ (MAP) and $`10^7`$ (PLANCK) pixels that will necessarily require new techniques. This is an ongoing area of research in which some progress has been made in particular special cases. The limiting steps in the above analysis are associated with operations involving the pixel-pixel correlation matrices for the noise $`\mathrm{{\rm Y}}`$, the signal $`S`$, and most particularly their sum $`M`$. The problem here is the noise and the signal have different natural bases. The inverse noise correlations are symmetric, band-diagonal and approximately circulant in the time domain, while the signal correlations are diagonal in the spherical harmonic domain. However there is no known basis in which the map correlations take a similarly simple form. If the noise is uncorrelated between pixels and is azimuthally symmetric — as has been argued will be the case for the MAP satellite due to its chopped observing strategy — then the pixel-pixel data correlation matrix can be dramatically simplified, reducing the analysis to $`𝒪(𝒩_p^{3/2})`$ in storage and $`𝒪(𝒩_p^2)`$ in operations APPROX . Although some work has also been done extending this to observations with marginal azimuthal asymmetry it is still inapplicable for the spatially correlated noise inherent to the simple scanning strategies adopted by MAXIMA and BOOMERanG (which also face the problem of irregular sky coverage) or PLANCK; for such observations the problem remains unsolved. ## Acknowledgements The author would like to thank the organisers of the Rome 3K Cosmology Euroconference for the opportunity to participate in an excellent meeting, and Andrew Jaffe, Pedro Ferriera, Shaul Hanany, Xiaoye Li, Osni Marques, and Radek Stompor for many useful discussions.
no-problem/9903/solv-int9903011.html	ar5iv	text	# Multipeakons and a theorem of Stieltjes ## Abstract A closed form of the multi-peakon solutions of the Camassa-Holm equation is found using a theorem of Stieltjes on continued fractions. An explicit formula is obtained for the scattering shifts. Inverse Problems, 15, 1999, Letters L1-L4 AMS (MOS) Subject Classifications: 35Q51, 35Q53. Key words: Multipeakons, Stieltjes, continued fractions. Camassa and Holm , introduced the strongly nonlinear equation $`(1{\displaystyle \frac{1}{4}}D^2)u_t={\displaystyle \frac{3}{2}}(u^2)_x{\displaystyle \frac{1}{8}}(u_x^2)_x{\displaystyle \frac{1}{4}}(uu_{xx})_x,`$ (1) as a possible model for dispersive waves in shallow water and showed that it could formally be integrated using the spectral problem $`(D^2+k^2m1)\psi =0`$, where $`m=2(1\frac{1}{4}D^2)u.`$ We showed in a previous article that a Liouville transformation (, equation (5.8)) maps this spectral problem to the string problem $`v^{\prime \prime }(y)+k^2g(y)v(y)=0,1<y<1;v(\pm 1,z)=0,`$ (2) where $`m(x)=g(y)\mathrm{sech}^4(x),`$ and $`y=\mathrm{tanh}x.`$ The Liouville transformation is independent of $`m`$, and $`m`$ may assume both positive and negative values. The scattering data are invariant under the transformation, and consist of a discrete set of eigenvalues $`k_j^2`$ and associated coupling constants $`c_j`$. The evolution of the data under the flow (1) is $`\dot{k}_j=0`$ and $`\dot{c}_j=2c_j/k_j^2`$; . The $`n`$-peakon solution has the form $`u(x,t)={\displaystyle \underset{j=1}{\overset{n}{}}}p_j(t)\mathrm{exp}(2\|xx_j(t)\|),`$ (3) where the $`p_j`$, $`x_j`$ evolve according to a completely integrable Hamiltonian system . A number of properties of the two-peakon and $`n`$-peakon solutions were obtained from an analysis of the dynamical system in . In this note we use a continued fraction expansion and a theorem of Stieltjes to give explicit algebraic formulas for the n-peakon solutions. The multi-peakon solution arises when $`g(y)dy`$ is a sum of delta functions: $`g(y)dy={\displaystyle \underset{j=1}{\overset{n}{}}}g_j\delta (yy_j)dy,1<y_1<\mathrm{}<y_n<1.`$ (4) Equation (2) is then interpreted in the following sense: $`v^{\prime \prime }=0,y_{j1}<y<y_j;v^{}(y_j+)v^{}(y_j)=zg_jv(y_j),`$ (5) for $`0jn`$. We let $`y_0=1`$ and $`y_{n+1}=1`$, and we have taken $`z=k^2`$ as the spectral parameter. We denote the lengths of the subintervals by $`l_j=y_{j+1}y_j,`$ for $`j=0,\mathrm{},n`$. Let $`\phi `$ and $`\psi `$ be the solutions of (5) that satisfy the boundary conditions $`\phi (1,z)=0,`$ $`\phi ^{}(1,z)=1,`$ $`\psi (1,z)=0,`$ and $`\psi ^{}(1,z)=1`$. The eigenvalues $`\{\lambda _j\}`$ of (5) are the zeros of $`\phi (1,z)`$, which are simple. The coupling constants $`\{c_j\}`$ are characterized by the identities $`\phi (y,\lambda _j)=c_j\psi (y,\lambda _j).`$ Differentiating with respect to $`y`$ and setting $`y=1`$, we find that $`c_j=\phi ^{}(1,\lambda _j).`$ To construct $`\phi `$ we define $`q_j=\phi (y_j,z),`$ and $`p_j=\phi ^{}(y_j,z)`$. Thus $`p_j`$ is the value of the derivative $`\phi ^{}`$ in the interval $`(y_{j1},y_j)`$. The $`p_j`$ and $`q_j`$ can be obtained recursively from (5) by $`q_1=l_0`$, $`p_1=1`$, and $`q_jq_{j1}=l_{j1}p_j,p_jp_{j1}=zg_{j1}q_{j1}.`$ (6) It follows inductively that $`\phi (1,z)`$ is a polynomial of degree $`n`$. We assume for most of this note that the $`n`$ point masses $`g_j`$ are positive, so that the eigenvalues are negative: $`\lambda _n<\lambda _{n1}<\mathrm{}\lambda _1<0.`$ By classical oscillation theory, the $`c_j`$ alternate signs, with $`c_1>0`$. The scattering data is encoded in the Weyl function $$w(z)=\phi ^{}(1,z)/\phi (1,z).$$ Since $`\phi (y,0)=1+y`$, $`\phi (1,0)=2`$; and therefore $`\phi (1,z)=2_{j=1}^n(1z/\lambda _j)`$. Combining these results, we obtain $`{\displaystyle \frac{w(z)}{z}}={\displaystyle \frac{1}{2z}}+{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{a_j}{z\lambda _j}},a_j={\displaystyle \frac{1}{2}}c_j{\displaystyle \underset{kj}{}}(1\lambda _j/\lambda _k)^1.`$ (7) The residues $`a_j`$ of $`w(z)/z`$ at $`z=\lambda _j`$ are positive, since both the coupling constants $`c_j`$ and the successive products alternate signs. Following Krein , we may write the Weyl function as a continued fraction $`{\displaystyle \frac{1}{l_n+{\displaystyle \frac{1}{zg_n+{\displaystyle \frac{1}{l_{n1}+\mathrm{}}}}}}}.`$ (8) This follows by induction on (6). We have $`p_1=1,`$ $`q_1=l_0,`$ $`q_2=q_1+l_1p_2,`$ $`p_2=p_1+zg_1l_0`$; hence $`{\displaystyle \frac{p_2}{q_2}}={\displaystyle \frac{p_2}{l_0+p_2l_1}}=\mathrm{}={\displaystyle \frac{1}{l_1+{\displaystyle \frac{1}{zg_1+{\displaystyle \frac{1}{l_0}}}}}},`$ Assuming (8) for $`n1`$ masses, and adding an additional mass at $`y_n(y_{n1},1)`$, we have $`p_{n+1}=p_n+zg_nq_n`$, $`q_{n+1}=q_n+l_np_{n+1}`$; and $`{\displaystyle \frac{p_{n+1}}{q_{n+1}}}={\displaystyle \frac{p_{n+1}}{q_n+l_np_{n+1}}}=\mathrm{}={\displaystyle \frac{1}{l_n+{\displaystyle \frac{1}{zg_n+{\displaystyle \frac{p_n}{q_n}}}}}}`$ A classical result of Stieltjes recovers the coefficients of the continued fraction (8) from the Laurent expansion of $`w(z)/z`$ at infinity, obtained from (7) by expanding each $`(z\lambda _j)^1`$: $`{\displaystyle \frac{w(z)}{z}}={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^kA_k}{z^{k+1}}},A_k=\{\begin{array}{cc}\frac{1}{2}+_{j=1}^na_j\hfill & k=0;\hfill \\ _{j=1}^n(1)^k\lambda _j^ka_j,\hfill & k1.\hfill \end{array}`$ (9) Since the eigenvalues are negative and the $`a_j`$ are positive, each $`A_k`$ is positive. Stieltjes showed that such a Laurent series can be uniquely developed in a continued fraction $`{\displaystyle \frac{1}{b_1z+{\displaystyle \frac{1}{b_2+{\displaystyle \frac{1}{b_3z+\mathrm{}}}}}}},b_{2k}={\displaystyle \frac{(\mathrm{\Delta }_k^0)^2}{\mathrm{\Delta }_k^1\mathrm{\Delta }_{k1}^1}},b_{2k+1}={\displaystyle \frac{(\mathrm{\Delta }_k^1)^2}{\mathrm{\Delta }_k^0\mathrm{\Delta }_{k+1}^0}}.`$ Here $`\mathrm{\Delta }_0^0=1=\mathrm{\Delta }_0^1`$ and $`\mathrm{\Delta }_k^0`$, $`\mathrm{\Delta }_k^1`$, $`k1`$, are the $`k\times k`$ minors of the Hankel matrix $`H=\left(\begin{array}{cccc}A_0& A_1& A_2& \mathrm{}\\ A_1& A_2& A_3& \mathrm{}\\ A_2& A_3& A_4& \mathrm{}\\ \mathrm{}& & & \end{array}\right).`$ whose upper left hand entries are, respectively, $`A_0`$ and $`A_1`$. Comparing this continued fraction with that for the Weyl function, we obtain $`l_j={\displaystyle \frac{(\mathrm{\Delta }_{nj}^1)^2}{\mathrm{\Delta }_{nj}^0\mathrm{\Delta }_{nj+1}^0}},g_j={\displaystyle \frac{(\mathrm{\Delta }_{nj+1}^0)^2}{\mathrm{\Delta }_{nj+1}^1\mathrm{\Delta }_{nj}^1}}.`$ (10) Because the $`a_j`$ are positive, the $`\mathrm{\Delta }_k^0`$ are positive, $`kn+1`$, and the $`\mathrm{\Delta }_k^1`$ are positive, $`kn`$. With $`n`$ eigenvalues and coupling coefficients, $`\mathrm{\Delta }_{n+2}^0`$ vanishes and the continued fraction terminates. The time dependence of $`l_j`$ and $`g_j`$ under (1) is determined explicitly from the evolution of the coupling coefficients, (7), and (9). The multi-peakon solution is given by $`u(x,t)={\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{exp}(2\|xx^{}\|)𝑑M(x^{},t),`$ where $`dM=g(y)(dy/dx)dx`$ is the pull-back of $`gdy`$ under the transformation $`y=\mathrm{tanh}x`$. Hence $`dM(x,t)={\displaystyle \underset{j=1}{\overset{n}{}}}g_j(t)\mathrm{sech}^2(x_j(t))\delta (xx_j(t))dx.`$ The positions $`x_j(t)`$ are obtained recursively from $`x_j={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{1+y_j}{1y_j}},y_j={\displaystyle \underset{k<j}{}}l_k1.`$ Since $`l_k=2`$ we obtain $`x_j={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{\mathrm{\Lambda }_j^{}}{\mathrm{\Lambda }_j^+}},\mathrm{\Lambda }_j^{}={\displaystyle \underset{k<j}{}}l_k,\mathrm{\Lambda }_j^+={\displaystyle \underset{kj}{}}l_k.`$ (11) The n-peakon solution is thus given by (3) with $`p_j=\frac{1}{2}g_j\mathrm{\Lambda }_j^{}\mathrm{\Lambda }_j^+`$. These formulas imply that the asymptotic positions of the peaks are given by $`x_{nj+1}t/\lambda _j+{\displaystyle \frac{1}{2}}\mathrm{log}2a_j(0)+{\displaystyle \underset{k<j}{}}\mathrm{log}\left({\displaystyle \frac{\lambda _j}{\lambda _k}}1\right),t\mathrm{};`$ (12) $`x_jt/\lambda _j+{\displaystyle \frac{1}{2}}\mathrm{log}2a_j(0)+{\displaystyle \underset{k>j}{}}\mathrm{log}\left(1{\displaystyle \frac{\lambda _j}{\lambda _k}}\right)t\mathrm{}.`$ (13) From these formulas it can be determined that the phase shift in the peakon with speed $`1/\lambda _j`$ as $`t\pm \mathrm{}`$ is $`{\displaystyle \underset{k>j}{}}\mathrm{log}\left(1{\displaystyle \frac{\lambda _j}{\lambda _k}}\right){\displaystyle \underset{k<j}{}}\mathrm{log}\left({\displaystyle \frac{\lambda _j}{\lambda _k}}1\right).`$ (14) Moreover, the asymptotic height of this same peakon is $`1/\lambda _j`$. From this we may conclude that the $`n`$-peakon solution is asymptotically a sum of single peakons moving with speeds $`1/\lambda _j`$. The two-peakon solution has the form (3) with $`p_1(t)={\displaystyle \frac{\lambda _1^2a_1+\lambda _2^2a_2}{\lambda _1\lambda _2(\lambda _1a_1+\lambda _2a_2)}},p_2(t)={\displaystyle \frac{a_1+a_2}{\lambda _1a_1+\lambda _2a_2}};`$ (15) $`x_1(t)={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{2(\lambda _1\lambda _2)^2a_1a_2}{\lambda _1^2a_1+\lambda _2^2a_2}},x_2(t)={\displaystyle \frac{1}{2}}\mathrm{log}2(a_1+a_2),`$ (16) where $`a_j(t)=a_j(0)e^{2t/\lambda _j}`$. The explicit form for the relative positions and momenta $`x_2x_1`$ and $`p_2p_1`$ was given in . We have concentrated here on the multi-peakon case, for which the masses $`g_j`$ all have the same sign and the solutions do not develop singularities. The procedure is purely algebraic, however, so the formulas hold also for mixed positive and negative masses: the peakon-antipeakon case. In this case singularities can occur. Acknowledgement The authors thank H P McKean for some helpful discussions and comments, particularly with regard to the issue of the positivity of $`m`$.
no-problem/9903/astro-ph9903158.html	ar5iv	text	# The Physics of Hybrid Thermal/Non-Thermal Plasmas ## 1. Introduction Most attempts at modeling the emission from accreting black hole systems typically assume that the particle energy distribution responsible for the emission is either purely “thermal” (i.e., a Maxwellian) or purely “non-thermal” (i.e., a power law). This is partly due to the desire for convenience and simplicity, and partly due to our continued ignorance as to when and how non-thermal particles exchange energy and thermalize with neighboring particles. Despite our ignorance, however, the reality is that Nature probably never makes particle distributions that are strictly of one type or the other. As a concrete example which may be very relevant to the process of black hole accretion, consider solar flares. (Many analogies have been made between magnetic reconnection and flare events in the solar corona, and those that might occur in accretion disk coronae, e.g., Galeev, Rosner, & Vaiana 1979.) The WATCH instrument on the GRANAT satellite has recently collected a large sample of flare events observed at energies above $`10`$ keV (Crosby et al. 1998). Many of those observations were made in coincidence with the GOES satellite which measures solar flare at lower $``$ keV. While the GOES observations usually can be adequately interpreted in terms of purely thermal emission, in many instances WATCH sees a significant high-energy excess over the emission predicted from the GOES spectral model. In other words, many solar flare events are produced by particle distributions with not only a strong thermal component, but also a significant non-thermal tail: the emitting plasma is a “hybrid” thermal/non-thermal plasma. If the solar corona-accretion disk corona analogy is correct, then something similar may well occur near black holes and could have important consequences for black hole emission models. The goals of this contribution are to review the arguments for and against the existence of similar particle distributions in the context of accreting black hole systems, to see what the practical consequences of having a hybrid plasma might be, and then finally to ask whether we have any concrete concrete evidence that such plasmas play a role in the observed emission. In §2 below, I examine the theoretical arguments for and against having a purely thermal electron distribution in a black hole accretion disk corona. In §3, I examine some of the consequences of having a hybrid plasma and present model spectra calculated assuming varying amounts of thermal heating and non-thermal acceleration power are supplied to the plasma. In §4, I argue that we may already have strong evidence for hybrid plasmas in the spectra of Galactic Black Hole Candidates, especially in spectra obtained during their soft state. I show how a simple phenomenological model based on a hybrid plasma can explain the spectra of Cyg X-1 in its soft, hard, and transitional states in terms of one basic parameter, a critical radius outside of which the accretion disk is a cold Sunyaev-Shakura (1973) disk, and inside of which the disk is a hot, ADAF-like (Narayan & Yi 1995) corona. I summarize my conclusions concerning the importance and relevance of hybrid plasmas in §5. ## 2. The Electron Energy Distribution: Maxwellian or Not? Consider a relativistic electron that finds itself in the middle of a low-temperature, thermal bath of background electrons. Will the electron couple to the thermal electrons and share its energy with them before it does something else interesting, e.g., radiate its energy away? If it does, then it is valid to treat that electron and its energy as belonging to the thermal pool of electrons. Before anything else happens, the electron will have exchanged its energy many times with other electrons, which is the requirement for setting up a Maxwellian (“thermal”) energy distribution. Hence, when considering processes that occur on time scales longer than this “thermalization” (energy exchange) time scale, one is justified in assuming that the electron energy distribution at energy $`\gamma m_ec^2`$ is indeed described by a relativistic Maxwellian, $`N(\gamma )\gamma ^2\beta \mathrm{exp}(\gamma m_ec^2/kT_e)`$, where $`\beta `$ is the electron velocity, and $`T_e`$ is the temperature of the thermal bath electrons. If it does not, then for practical purposes, e.g., when computing the emitted radiation spectrum, that electron is decoupled from the thermal distribution. Assuming that the distribution at this energy is a Maxwellian could be quite dangerous. The question of whether a plasma is best described as thermal or “hybrid” (thermal with a significant non-Maxwellian component) thus comes down to how rapid the thermalization process is for energetic electrons. Unfortunately, the details of thermalization and energy exchange in plasmas are in general poorly understood. Witness the current controversy (see the contribution of Quataert, these proceedings) on whether accretion disks can support proton and electron energy distributions with different temperatures (one of the key assumptions behind ADAF disk models, e.g., Narayan & Yi 1995). We know of at least one process that will exchange energy between protons and electrons (and similarly between electrons and electrons), namely Coulomb collisions/scatterings where one particle is deflected by the electric field of the other particle. Under the conditions supposed to exist in an ADAF (Advection Dominated Accretion Flow), the rate of energy transfer due to Coulomb collision is not rapid enough and if no other process intervenes, the electrons will lose most of their energy before sharing it with the protons, i.e., the protons and electron distributions will not have the same temperature. But might another energy exchange process be important? Possibly. The electromagnetic force is a long-range one, and plasmas have so-called “collective modes” (involving the coherent interactions of many particles rather than the simple interaction between two particles that occurs in a Coulomb scattering). Under certain conditions, these modes can efficiently couple electrons and/or protons of different energies even when Coulomb scattering (“two body relaxation”) is not important. For an astrophysical example of such collective effects applied to the proton-electron coupling problem, see Begelman and Chiueh (1988). (See also Tajima & Shibata 1997 and references contained therein for a recent overview of collective and other processes in astrophysical plasmas.) In solar system plasmas observed directly by spacecraft, we know that some effect like this must be operating since quasi-Maxwellian electron energy distributions are observed even though the Coulomb energy exchange time scales are enormous (since the plasma densities are so low). Similar processes might well be operating in a black hole accretion disk or in a corona above the disk. However, realistic calculations of collective processes are notoriously difficult from first principles, especially near an accreting black hole where we still have a relatively poor understanding of the exact physical conditions. Besides collective processes, we note one other way for electrons to exchange energy, namely via the photon field. If the source is optically thick to photons emitted by an electron, the absorption of those photons by different electrons will effectively transfer energy between the electrons and produce a quasi-Maxwellian distribution. This is the basic principle behind the “synchrotron boiler” of Ghisellini, Guilbert, & Svensson (1988) (see also Ghisellini, Haardt, & Svensson 1998; Svensson, these proceedings), which can lead to hot, quasi-thermal electrons distributions. If a thermal electron distribution near a black hole can be maintained only by Coulomb collisions, however, we run into a situation similar to that of the inadequate electron-proton coupling in ADAFs. In particular, the photon energy density near an efficiently accreting black hole is so high that energetic electrons cool very rapidly due to Compton scattering. To see this, let us make the standard first-order assumptions that the high-energy emission region near a black hole is roughly spherical with a characteristic radius or size $`R,`$ and that inside this region, the photon and particle distributions are uniform and isotropic. For simplicity, let us also assume that the characteristic energy of photons in the source is significantly less than $`m_ec^2`$ ($`m_e`$ is the electron mass, and $`c`$ is the speed of light) so that Klein-Nishina corrections are not important (which is roughly true for radio quiet AGN and Galactic Black Hole Candidate systems). In this case, the Compton cooling rate for an electron of Lorentz factor $`\gamma `$ is then roughly $$\dot{\gamma }_{comp}\frac{4}{3}\frac{\gamma ^2}{m_ec^2}\sigma _TcU_{rad}$$ where $`\sigma _T`$ is the Thomson cross-section, and $`U_{rad}`$ is the characteristic radiation energy density inside the source. To estimate $`U_{rad},`$ we note that if the source is optically thin, emitted photons will escape the source on a time scale $`R/c,`$ the characteristic source light-crossing time. The total luminosity of the source is then $$L_{rad}(\mathrm{Source}\mathrm{Volume})\times U_{rad}\times (c/R),$$ which, for a spherical source, gives us $$U_{rad}\frac{3}{4\pi R^2c}L_{rad}.$$ A convenient way to work with the source luminosity is to re-express it in terms of the dimensionless “compactness” parameter, $$l_{rad}\frac{L_{rad}}{R}\frac{\sigma _T}{m_ec^3}.$$ In terms of this parameter, the cooling rate is then simply $$\dot{\gamma }_{Comp}\frac{1}{\pi }\gamma ^2l_{rad}\left(\frac{R}{c}\right)^1,$$ which gives a characteristic Compton cooling time $$t_{cool}(\gamma )\frac{\gamma }{\|\dot{\gamma }_{Comp}\|}\pi \gamma ^1l_{rad}^1\left(\frac{R}{c}\right).$$ Using the total source luminosity and a lower limit on source size from variability consideration ($`R/c>\mathrm{\Delta }T_{min}`$), many accreting black hole systems are inferred to have compactnesses $`l_{rad}`$ significantly greater than one (e.g., see Done & Fabian 1989 for a compilation of AGN compactnesses; for the Galactic black hole candidate, Cyg X-1, the best fit compactness seems to be $`l_{rad}1030`$, e.g., see §4 below). In other words, one does not have to go to a very high Lorentz factor before $`t_{cool}R/c,`$ i.e., before Compton cooling becomes very rapid. Note that if the source is optically thick, then the time it takes photons to leave the source is longer, $`U_{rad}`$ is correspondingly higher, and the Compton cooling time for an energetic electron is even shorter. To see if this rapid cooling inhibits electron thermalization, we must compare this cooling time scale with the corresponding time scale for an energetic electron to transfer its energy to a thermal bath of lower energy electrons via Coulomb collisions. For purposes of making a rough estimate, we will assume that the Lorentz factor of the electron is $`\gamma 1`$ and the thermal electrons are relatively cold ($`kT_em_ec^2`$). Then the Coulomb “cooling” rate of the energetic electron is simply given by (e.g., see discussion and references in §5 of Coppi & Blandford 1990, also Dermer & Liang 1989), $$\dot{\gamma }_{Coul}\sigma _TcN_{Th}\mathrm{ln}\mathrm{\Lambda },$$ where $`N_{Th}`$ is the number density of thermal bath electrons and $`\mathrm{ln}\mathrm{\Lambda }`$ is the usual Coulomb logarithm, a weak function of the plasma parameters with typical value $`1530`$ for accreting black hole sources. In terms of the characteristic Thomson (electron scattering) optical depth of the source, $`\tau _T=\sigma _TN_{Th}R,`$ this gives us a Coulomb energy exchange time scale $$t_{exch}(\gamma )\frac{\gamma }{\|\dot{\gamma }_{Coul}\|}\frac{\gamma }{\tau _T\mathrm{ln}\mathrm{\Lambda }}(R/c),$$ which grows with increasing electron energy and eventually becomes longer than the Compton cooling time (which decreases with energy). Setting $`t_{exch}=t_{cool},`$ we obtain the Lorentz factor above which electrons cool before thermalizing: $$\gamma _{th}\left(\pi \mathrm{ln}\mathrm{\Lambda }\frac{\tau _T}{l_{rad}}\right)^{1/2}.$$ For typical values $`\tau _T1`$ and $`l_{rad}20`$ and $`\mathrm{ln}\mathrm{\Lambda }20,`$ we then have $`\gamma _{th}2,`$ i.e., if Coulomb collisions are the only energy exchange mechanism, thermalization very quickly becomes ineffective and maintaining a thermal, Maxwellian energy distribution with relativistic temperature $`kT_e>m_ec^2`$ is impossible. (See Ghisellini, Haardt, & Fabian 1993 for more discussion along these lines. They also point that $`t_{exch}`$ can significantly exceed the variability time scale $`R/c,`$ again calling into question validity of assuming a single temperature thermal distribution.) For significant compactnesses $`l_{rad}20,`$ note also that the synchrotron boiler mechanism is also quenched by the rapid Compton cooling (Coppi 1992) unless the source is strongly magnetically dominated, i.e., the magnetic energy density $`U_BU_{rad}`$. This condition might hold if the particle acceleration is due to magnetic flares in an active corona, but this is far from clear yet. If, as in Cyg X-1, we observe photons with energies $`>m_ec^2`$ (511 keV), one must then seriously consider the possibility that they are produced by electrons in the non-thermal tail of a non-relativistic quasi-Maxwellian distribution. One loophole in this argument is that if a plasma is very photon starved (e.g., see Zdziarski, Coppi & Lightman 1990), i.e., if the power supplied to the electrons is much larger than the power supplied to the background photon field, most of $`L_{rad}`$ will emerge at energies $`m_ec^2.`$ In this case, Klein-Nishina corrections can dramatically decrease the effectiveness of the Compton cooling and thermalization might be effective to much higher energies. The typical AGN and Galactic black hole systems known to date appear not to be so photon-starved, however. Remember also that the Compton cooling rate depends critically on the source luminosity. If the accretion disk radiates very inefficiently as in the ADAF model proposed for the Galactic center (and the black holes at the centers of some elliptical galaxies), then $`l_{rad}`$ can be quite small and thermalization can be correspondingly effective. For a more detailed discussion of the electron energy distribution in the context of ADAFs, see Mahadevan & Quataert (1997). They note that while the bulk of the electron population may thermalize (especially at low accretion rates), a significant non-thermal, high-energy tail is still likely to be present due to synchrotron cooling effects. Compressional heating effects may also significantly distort the shape of the electron distribution. The preceding argument and the current lack of a thermalization mechanism that clearly operates faster than Coulomb collisions are not the only reasons to consider a “hybrid” electron energy distribution, where only the lower energy end is well-described by a Maxwellian. Observationally, for example, the electron energy distributions in solar system space plasmas are never exactly described by Maxwellians and often show significant non-thermal tails. In fact, they sometimes show an energy distribution with two (!) quasi-Maxwellian peaks at different energies, i.e., as if the energy exchange processes are effective only at coupling electrons of similar energy. Also, whenever we see dissipative events, such as solar flares or reconnection events in the Earth’s magnetotail or shocks in the solar wind, we often see direct evidence of significant particle acceleration accompanied by “non-thermal” emission. This particle acceleration, however, is almost never 100% efficient in the sense that all the dissipated power ends up in high energy (non-thermal) particles (e.g., see discussion in Zdziarski, Lightman, & Maciolek-Niedzwiecki 1993). Many theoretical particle acceleration models have an injection “problem” or condition, depending on one’s point of view, where only particles above some threshold momentum, for example, are accelerated to very high energies (e.g., see Benka & Holman 1994 for a simple model of hard X-ray bursts in solar flares, or Blandford & Eichler 1987 for a discussion in the context of shock acceleration theories). Only above some energy does the relevant acceleration time scale for a particle become significantly shorter than its corresponding thermalization/energy exchange time scale for that particle. Particles below this energy are tightly coupled and their acceleration simply results in bulk heating of the thermal plasma component – i.e., one creates a hot, hybrid plasma. In accreting black hole systems, the problem of determining exactly what electron energy distribution results from dissipation and acceleration is further complicated by the fact that radiative cooling can be strong and that the dissipation process is highly variable (e.g., the “steady state” spectrum of Cyg X-1 that one fits may really be the superposition of many shot-like events with time-varying spectra, e.g., as explicitly illustrated by Poutanen & Fabian in these proceedings). The most heroic effort to date in terms of incorporating a particle acceleration scenario into a time-dependent code and then actually computing a spectrum is probably that of Li, Kusunose, & Liang (1996). See the review by Li (these proceedings) for some of the more recent results obtained with this code as well as a detailed discussion of the particle acceleration problem. The physics incorporated into this code may ultimately turn out to be overly simple or simply not relevant (given our large ignorance in this problem), but the code nonetheless provides an explicit demonstration of how a “hybrid” energy distribution might arise. One final complication is that the dissipation rate and non-thermal acceleration efficiency may vary considerably inside the source (as observations by the Yokoh satellite have shown to indeed be the case for solar flares). If the source is only moderately optically thin ($`\tau _T1`$), escaping photons can traverse the source and sample several regions with different acceleration efficiencies. The effective electron distribution required to produce the observed emission will then be a spatial average over the source and may not be predictable by any (!) standard one-zone particle acceleration calculation. (The same is true if one averages the emission over time – the effective electron distribution is then some time average and depends critically on the variability properties of the dissipation regions.) The bottom line is that spectral modelers should not be surprised to find that their data requires a somewhat “strange” electron energy distribution. Given the increasing quality of data (uncertainties in 2-10 keV X-ray spectra are now down to the few percent level and are often dominated by systematics not statistics), it is frankly amazing that the simple models employed to date have worked as well as they have. (In the next section, though, I will show why this may not be quite as surprising as one might first think.) ## 3. The Consequences of a “Hybrid” Electron Distribution Hybrid emission models have been considered for some time in the context of solar flares, e.g., see Benka & Holman (1994), and more recently Benz & Krucker (1999). As the relevant processes and parameters in these plasmas are quite different from those near accreting black holes (e.g., the ambient radiation energy density is much higher in the black hole case), I will not consider these models further here. To make the discussion more concrete, I will show results from one specific incarnation of a plasma model intended for black hole applications, namely a plasma code called eqpair (Coppi, Madejski, & Zdziarski 1999) that we have recently developed. The code is an extension of the code of Coppi (1992), which makes no intrinsic assumptions about the electron spectrum other than the lowest energy electrons are in a quasi-Maxwellian distribution. In terms of the basic physics considered, the code is essentially the same as other codes that have been recently applied to study hybrid plasma emission: Zdziarski, Lightman, & Maciolek-Niedzwiecki (1993), Ghisellini, Haardt & Fabian (1993), Li, Kusunose, & Liang (1996), and Ghisellini, Haardt, & Svensson (1998). The source geometry assumed in these models is either a disk-corona (slab) geometry (Ghisellini, Haardt & Svensson model), or a spherical geometry (other models). Low energy (UV or X-ray) thermal photons from the accretion disk are assumed to be emitted uniformly inside the source region for the spherical models and enter from the base of the corona in the disk-corona model. The total luminosity of these “soft” photons is parameterized by a compactness parameter $`l_s`$ analogous to $`l_{rad}`$ (although remember that $`l_{rad}`$ is defined in terms of the total photon luminosity escaping the source). The spectrum of these soft photons is typically assumed to be a blackbody or disk blackbody (Mitsuda et al. 1984) with characteristic temperature $`T_{bb}.`$ The main practical difference of the two geometry assumptions is that spherical models do not show the strong “anisotropy break” (e.g., Stern et al. 1995) in the 2-10 keV region that the disk-corona models do. To date, strong evidence for such a break has not been seen. In the Li et al. model, a turbulent wave spectrum is then specified and electrons from a cool background thermal plasma with Thomson optical depth $`\tau _p`$ are accelerated by the waves to form the non-thermal tail. The total luminosity supplied to the waves and eventually the electrons is specified by the compactness parameter $`l_h`$ ($`L_h\sigma _T/Rm_ec^3`$ where $`L_h`$ is the wave luminosity). In the other models, the exact acceleration and heating mechanism for the electrons is left unspecified. Rather, electrons and/or positrons are injected into the source with some fixed (non-thermal) energy spectrum $`Q(\gamma )`$ that does not need depend on conditions in the plasma. The typical assumptions are that $`Q(\gamma )`$ is either a power law extending from Lorentz factor $`\gamma _{min}12`$ to Lorentz factor $`\gamma _{max}31000,`$ a delta function at Lorentz factor $`\gamma _{inj}31000,`$ or an exponentially truncated power law at some energy $`\gamma _c31000.`$ The total luminosity supplied to the source via these injected non-thermal pairs is parameterized by a compactness parameter $`l_{nth}.`$ To mimic, for example, an acceleration mechanism with less than 100% non-thermal efficiency, additional power, parametrized by the compactness parameter $`l_{th},`$ is supplied to the electrons (or pairs) once they have thermalized. Background electrons which participate in the thermal pool may be present, and in eqpair, pair balance is not automatically assumed. (In electron-positron pair plasmas, pair balance means that the total pair annihilation rate in the plasma equals the pair creation rate and is the standard condition used to set the equilibrium density in the source, e.g., see the discussion in Svensson 1984.) Hot electrons and/or positrons are allowed to cool via Compton scattering, synchrotron radiation (so far included only in the Ghisellini et al. 1998 code, which, however, does not include pair processes), Coulomb energy exchange with colder thermal pairs, and bremsstrahlung emission. The energetic photons created by these processes either escape the source, produce pairs on lower energy photons, Compton scatter off more electrons, or are synchrotron self-absorbed. Pairs that are injected or created in the plasma annihilate away once they have cooled. Any “excess” electrons that were injected (without a positron partner) are assumed to be removed from the system once they thermalize, e.g., via reacceleration, so that no net particles are added to the system except via pair creation. In steady state, the escaping photon luminosity must equal the sum of the various input luminosities, i.e., $`l_{rad}=l_h+l_s`$ where for the codes with no acceleration prescription, $`l_h=l_{th}+l_{nth}.`$ To summarize then, the main parameters of a hybrid model like eqpair are: (i) $`l_h=l_{nth}+l_h,`$ (ii) $`l_s,`$ (iii) $`l_{nth}/l_{th},`$ (iv) the source radius $`R`$ (which enters into some of the rate coefficients and relates the compactness parameters to absolute source luminosities), (v) $`\tau _p,`$ the optical depth of the background electron-proton plasma, (vi) the characteristic soft photon energy as specified by $`T_{bb},`$ and (vii) the non-thermal electron/pair injection spectrum $`Q(\gamma ).`$ The usual spectral modeling parameters of Comptonization models, e.g., temperature of the electron distribution, $`T_e,`$ and the total Thomson scattering optical $`\tau _T,`$ are all computed self-consistently. The main advantages of eqpair over other the codes is that: (i) all the microphysics is treated self-consistently without significant approximations (in particular all Klein-Nishina corrections are included, which is crucial), and (ii) it is still fast enough to use for real data fitting (one model iteration takes $`515`$ sec on a 300 MHz Pentium II). The code has been ported to XSPEC and incorporates ionized Compton reflection (as in the pexriv XSPEC model) including smearing due to relativistic motion in the disk (as in the diskline XSPEC model). (Note that in the current version, the reflected radiation is assumed not to pass back through the emission region as it in fact might in a slab-like disk-corona geometry such as that of Haardt 1993.) The code will be available for general use once the description/user’s manual paper is (finally) submitted. One drawback of eqpair and the other codes (except for Ghisellini et al. 1998 who calculate the Compton upscattered spectrum from the corona by solving the radiative transfer equation in a slab geometry) is the use of an escape probability to handle the radiation transfer. This is a potentially serious limitation when the optical depth $`\tau _T1`$ and the electron temperature is high, $`>100`$ keV. However, as noted in Coppi (1992), the errors are typically less than the uncertainties introduced by our ignorance of the exact source geometry, e.g., are the soft photons actually emitted in the center of the corona or do they enter the corona from some outer, cool region of the disk (as in Poutanen, Krolik, & Ryde 1997)? Figure 7 below shows an explicit comparison of the eqpair output versus the output from a Monte Carlo simulation with three different soft photon injection scenarios. The optical depth in that calculation is low ($`\tau _T=0.1`$) but the temperature is rather high ($`kT_e=200`$ keV), and the agreement is quite reasonable. One final caveat on using eqpair to fit observed spectra is that the spectrum it produces is of course a steady-state one, while the real spectra that are being fit are typically time integrations over many flares. To illustrate the effects of a hybrid electron distribution (or, equivalently, simultaneously accelerating non-thermal particles and heating thermal particles), let us first consider the transition from a purely “non-thermal” plasma ($`l_{th}=0`$) to a mainly thermal one with $`l_{th}l_{nth}`$. This is shown in Figure 1 where all plasma parameters are kept fixed except $`l_{th}.`$ The initial plasma configuration has $`l_{rad}=l_s+l_h=20,`$ which means that Compton cooling of pairs is strong and pair production of gamma-rays on X-rays is moderately important. (The compactness parameter not only measures the effectiveness of Compton cooling, but also the optical depth to photon-photon pair production in the source, e.g., see Guilbert, Fabian & Rees 1983.) Because the non-thermal electrons were “injected” with a fixed Lorentz factor $`\gamma _{inj}=10^3,`$ the cooled electron distribution should have been $`N(\gamma )\gamma ^2`$ which should have given a power law photon energy distribution with $`F_EE^{0.5}`$. The deviations from this power law are the result of photon-photon pair production which removes some of the highest energy photons and adds lower energy pairs to the electron distribution (see, e.g., Svensson 1987 for a discussion of how pair “cascading” transforms spectra). Also visible is a pair annihilation feature at $``$ 511 keV caused by the annihilation of cooled, essentially thermal pairs. Because Compton cooling is so rapid, the pairs do not annihilate or thermalize until they have already lost most of their energy. (The temperature of the cool, thermalized pairs is only $``$ 10 keV.) Hence, the annihilation feature is narrow and has the shape expected from the annihilation of pairs with a thermal distribution. Note an interesting effect. The initially non-thermal plasma has, in fact, already turned itself into a hybrid thermal/non-thermal plasma. Depending on the exact plasma parameters, Compton upscattering of the soft photons by the thermal component can be quite important and will produce a soft X-ray excess (see Zdziarski & Coppi 1991) without having to invoke any additional emission component. In Figure 1, we see this soft excess emerging and becoming increasingly visible as we increase $`l_{th}`$ and make the cooled thermalized pairs hotter. Note that as the soft X-ray excess increases, the pair production optical depth for gamma-rays increases correspondingly, and the flux above 511 keV drops. Eventually as we keep increasing $`l_{th},`$ by about $`l_{th}=50`$ or $`l_{th}/l_{nth}=5,`$ the soft “excess” is no longer really an excess but in fact dominates the entire X-ray spectrum. The spectrum then is essentially that of a thermal plasma except for a pronounced gamma-ray excess and a hint of a broad annihilation line above $``$ 100 keV. Note the behavior of the annihilation line. Even though the importance of pair production continually increases with $`l_{th}`$ and the annihilation flux is actually always growing, the annihilation feature eventually disappears as it is broadened and downscattered (e.g., see Maciolek-Niedzwiecki, Zdziarski, & Coppi 1995). By $`l_{th}=300,`$ the spectrum is very close to that expected from a purely thermal plasma – although a detector with sufficient sensitivity and energy resolution above $`500`$ keV would still find an excess relative to the purely thermal model since the hybrid gamma-ray does not fall off exponentially. This gamma-ray excess will be the key in understanding the effects of having a hybrid plasma in pair balance (see below). In sum, as Figure 1 shows, the most unambiguous signature of a hybrid plasma would be the presence of excess emission above $`>200`$ keV. Unfortunately, if the hybrid plasma is thermally dominated ($`l_{th}/l_{nth}1`$), hot, and moderately optically thick ($`\tau _T2`$ and $`T_e75`$ keV for the $`l_{th}=300`$ model), it becomes very hard to distinguish spectroscopically from a purely thermal one – except at the highest energies $`>500`$ keV. Any firm conclusions, for example, on the nature of the plasma in Cyg X-1’s hard state (which is likely to be thermally dominated, hot, and moderately optically thick) will have to await better detectors in this energy range like Astro-E and INTEGRAL, although we note that BATSE and COMPTEL may already have detected such an excess (see McConnell et al. 1994, and Ling et al. 1997). The question of how much the details of the electron energy distribution matter is unfortunately somewhat more complicated than the preceding example would suggest. The real test seems to be whether or not multiple Compton scattering is important. In a typical thermal model with $`kT_em_ec^2,`$ the fractional energy shift per scattering is $`\mathrm{\Delta }ϵ/ϵ4kT_e/m_ec^21.`$ In order to cool the thermal electrons and boost the input photons to sufficiently high energies that the escaping photon luminosity equals the total input luminosity, a photon must scatter many times off the electrons before it escapes. This is particularly true if $`l_h/l_s1`$ and a significant energy boost is required to satisfy the energy conservation requirement $`l_{rad}=l_h+l_s`$. The final emergent spectrum in a thermal model is thus typically composed of many so-called “orders” of Compton scattering. (Each order of Compton scattering is calculated by computing the Compton scattered photon assuming the previous order as the input photon spectrum. The initial soft photon input spectrum is the zeroth order.) Since Compton scattering by hot electrons smears out spectral features (an input photon with a given initial energy can be scattered to a range of final energies), the spectrum of each successive Compton scattering order tends to appear smoother. The end result is that any spectral features in the first order of Compton scattering (e.g., due to the choice of electron energy distribution) tend to be washed out and the composite emergent spectrum is usually a rather featureless power law. As shown, e.g., in Rybicki & Lightman (1979), the slope of this power law can be derived by basically knowing only the mean photon energy change per scattering and the mean number of scatterings a photon undergoes before escaping (i.e., the Compton $`y`$ parameter). If one replaces the thermal electron distribution by another one that gives the same mean photon energy shift per scattering and also insures that the Thomson optical depth of the source remains constant, then to first order, nothing changes in the preceding chain of reasoning and the emergent spectrum will be the same(!). This was noted by Zdziarski, Coppi, & Lightman (1990) in the context of photon-starved plasmas and plasmas with very steep non-thermal injection ($`Q(\gamma )\gamma ^\mathrm{\Gamma }`$ with $`\mathrm{\Gamma }>3`$) extending to a $`\gamma _{min}`$ close to unity, and by Ghisellini, Haardt, & Fabian (1993) who showed that the non-thermal Comptonization spectra produced in plasmas where $`Q(\gamma )`$ goes to zero for $`\gamma >\gamma _{max}24`$ are very close to thermal ones where the mean energy per scattering is the same. In other words, as long as most of the electrons in the source are low energy and multiple orders of Compton scattering are important, it makes little difference what energy distribution the electrons have. If non-thermal electron acceleration near the black hole holes is not very effective, i.e., if electrons never reach very high energies (perhaps because the radiative cooling times are so short), this might help explain why objects like Cyg X-1 have thermal-looking spectra in their hard state. It also explains why different hybrid plasma codes can use rather different criteria for deciding when exactly an electron has thermalized and still end up predicting similar emergent spectra. As a further illustration of how spectra from different electron distributions can be quite similar if multiple scattering is important, we show in Figure 2 the spectra produced by a strictly thermal plasma, by a hybrid plasma where the non-thermal electron injection function is a delta function at $`\gamma _{inj}=3.6,`$ and by a hybrid plasma where $`\gamma _{inj}=1000.`$ For all three plasmas, $`l_h/l_s50,`$ i.e., the plasma is photon-starved and multiple scattering is important. The spectra from the thermal plasma and the hybrid, low $`\gamma _{inj}`$ plasma are rather similar (particularly in the 1-100 keV range), even though no effort was made to tune the non-thermal electron injection (e.g., as in Ghisellini, Haardt, & Fabian 1993) to match the mean photon energy change with that of the thermal plasma. The first key reason for this is that the equilibrium plasma parameters are determined by pair balance ($`\tau _p=0`$) and the fact that the electron-positron distribution responsible for the multiple Compton scattering is dominated by pairs created in the source, not the injected ones. If the input electron spectra are at all similar (i.e., have similar mean energies as is the case here), the different pair cascade generations initiated by these electrons tend to converge – leading to similar final electron distributions. The second reason is that when multiple scattering is important, the upscattered spectrum must pivot about/start from the peak energy of the injected soft photon spectrum and then will turn down once the photon energy is comparable to the maximum average energy of the scattering electrons. If the maximum energies of the pairs created in the source are at all similar, then simple energy conservation guarantees that the slopes of the Compton upscattered spectra will be correspondingly similar. For these reasons, the spectrum obtained in the hybrid plasma model with high energy non-thermal electron injection turns out to be amazingly similar (given the radically different injection spectrum) to the other two spectra. The agreement between cases only increases as the plasmas becomes more photon-starved. While the overall spectra from hybrid plasmas can be quite similar to those from thermal plasmas, hybrid plasmas with pairs are also systematically different from thermal ones in that the larger the excess emission they have at gamma-ray energies (i.e., the higher the typical injection energy of the non-thermal electrons), the lower the characteristic equilibrium temperature of the cooled pairs in the source. (Note the clearly separated Comptonization and annihilation peaks in the dashed spectrum of Fig. 2.) This is because hybrid plasmas with an energetically insignificant high energy electron tail will still produce many more pairs for a given thermalized pair temperature than will a purely thermal plasma. The gamma-ray spectrum in a thermal plasma is a Wien spectrum and cuts off exponentially at photon energies $`>kT_e.`$ As noted above, however, the gamma-ray spectrum in a hybrid model may fall off much more slowly with energy. This means that while the “pair thermostat” of Svensson (1984) still operates in hybrid models (in general, for a given $`l_h/l_s,`$ the higher $`l_h`$ the higher the density of thermalized pairs and the lower their temperature), the exact plasma parameters it predicts depend critically on $`l_{nth}/l_{th}`$ and the non-thermal injection spectrum. To demonstrate this last point, Figure 3 shows three plots analogous to fig. 2 of Ghisellini & Haardt (1994). Figure 3a represents exactly the same case as their fig. 2 and shows contours of constant 2–10 keV spectral index and plasma temperature plotted in the plane of $`l_h/l_s`$ versus $`l_h`$ for a purely thermal model (with no background plasma present). The two figures agree well given the differences in the microphysics (eqpair includes electron-electron bremsstrahlung cooling which is important at low compactnesses.) Figure 3b shows similar contours, but now the plasma model has a small non-thermal, high-energy ($`\gamma _{inj}=1000`$) component that receives only $`2\%`$ of the total power provided to the electrons and pairs. While the contours look rather similar in the photon-starved, high compactness region ($`l_h/l_s1,`$ $`ł_h1`$) for the reasons explained above, they behave rather differently in the rest of the diagram. Figure 3c shows what happens when $`l_{nth}/l_{th}=4`$ (the plasma is mainly non-thermal) but the injected electrons are low energy with $`\gamma _{inj}=3.6`$ (the case in our Fig. 2). From the shape of the contours, we see that such a model indeed behaves much more like a purely thermal model. However, there are still considerable differences, e.g., in the predicted spectral index, for $`l_h/l_s,l_h<10.`$ The lesson here is that while there always seems to be a rough one-to-one mapping between $`l_h/l_s`$ and the observed spectral index (higher $`l_h/l_s`$ gives harder spectra) and between $`l_h`$ and the thermal electron/pair temperature (higher $`l_h`$ gives lower temperatures), the details of the mapping are not robust. If one removes the constraint of pair balance by allowing a non-zero $`\tau _p,`$ the mapping changes even more. When the time comes to extract the physical plasma parameters from the observed spectra, the possibly hybrid nature of the plasma energy distribution can make a significant difference – even if the observed $`1200`$ keV spectrum appears consistent with pure thermal Comptonization. This having been said, figures of the type shown in Figure 3 and Ghisellini & Haardt (1994) should still be very useful. Given a particular set of assumptions about the plasma, they allow one to immediately zero in on the relevant model parameter space. In this regard, we also direct the reader to the contribution of Beloborodov (these proceedings) where some new analytic approximations for thermal Comptonization are presented. We conclude this section by showing one final example of how only the mean fractional change in photon energy per scattering matters when multiple Compton scattering occurs. In Figure 4, we set the electron distribution equal to the sum of two Maxwellians, one with $`T_e^{lo}=10`$ keV and one with $`T_e^{hi}=100`$ keV. This might at first seem a silly choice, but it is not. Several authors (e.g., Liang 1991 and Moskalenko, Collman, and Schönfelder 1998) have attempted to explain the possible hard tail in Cyg X-1 via a multi-zone model where thermal electrons have significantly different temperatures. The idea is that Compton upscattering in the lower temperature zones explains the X-ray emission, while upscattering in the higher temperature zones explains the gamma-ray tail, i.e., that the observed spectrum is basically the sum of two thermal Comptonization spectra. While a sum of thermal Comptonization spectra may indeed match the observations, there is one potential physical problem with this interpretation. In the hard state of Cyg X-1, it appears that the total optical depth of the source is at best $`\tau _T12.`$ Thus photons are presumably free to scatter between the different thermal zones, and a uniform bi-Maxwellian electron distribution is not a bad first approximation to this case. What spectrum does one obtain in this case? As shown in Figure 4, while the overall spectrum does have an extended high enery tail, the overall spectrum is most closely approximated by a single thermal Comptonization spectrum with temperature $`T_e^{av}(T_e^{lo}+T_e^{hi})/2.`$ (This is the temperature of thermal plasma that gives roughly the same photon energy change as in the bi-Maxwellian case.) Adding together a 10 keV and a 100 keV Comptonization spectra in analogy with the way a multi-color disk black body is computed will give a very wrong answer in this case. Note also that a bi-Maxwellian plasma where one component is very hot has a nasty feature that may rule it out in the case of Galactic Black Hole Candidates like Cyg X-1. As we will discuss in more detail below, the fractional change in the energy of a scattered photon is not small if $`kT_em_ec^2.`$ This means the multiple Compton scattering approximation begins to break down, and one can see evidence of the first scattering order – in Figure 4, a $`0.10.3`$ keV deficit of photons relative to a low-energy extrapolation of the 2-10 keV power law. In conclusion, we remark that if only one or two orders of scattering contribute significantly to the emergent spectrum (e.g., in a non-thermal model that is not photon-starved), then the shape of the spectrum is obviously extremely sensitive to the details of the underlying electron energy distribution. We do not have space to discuss the time-dependent behavior of hybrid models, e.g., low vs. high energy lags and leads, but any such behavior will clearly depend on whether the emergent spectrum is produced in the multiple or single Compton scattering regimes. In a one-zone model, if the spectrum is produced in one scattering (e.g., in non-thermal models), one expects no delay between different photons energies except perhaps for a slight soft lag due to the finite time it takes for electrons to cool and respond to changes in injection (which can be much shorter than $`R/c`$ and thus hard to observe). If multiple Compton scattering is instead important, one expects to see behavior similar to that seen in standard thermal Comptonization models, e.g., hard lags that increase logarithmically with energy. ## 4. An Application of a Hybrid Model to Galactic Black Hole Candidates Until now, we have mainly discussed hybrid plasma models in a theoretical context. Is there any observational evidence that they may be important? In Active Galactic Nuclei (AGN), the situation is still unclear. Radio-loud AGN probably have X-ray emission that is contaminated by strongly non-thermal emission from a jet, and they will not be considered here. (The jet environment in the emission region may be very different from that near the black hole.) For radio-quiet AGN, the composite Seyfert spectra compiled by OSSE (e.g., Gondek et al. 1996) favor a spectral cutoff at an energy $`300500`$ keV. An equally good fit to the composite spectrum is obtained using either a purely thermal model or a purely non-thermal model with either steep power law injection or a low $`\gamma _{max}`$ (maximum electron injection energy), i.e., the energy coverage and statistics of the composite spectra are not sufficient to distinguish between pure thermal, hybrid, or pure non-thermal models. It is also not clear, however, how representative the composite spectra are. For example, Matt (these proceedings) reports on a BeppoSax Seyfert sample that shows considerable variation in the cutoff energies, from $`70`$ keV in NGC 4151 to beyond $`200`$ keV in several objects. The strong break in NGC 4151 favors a purely thermal or hybrid model (e.g., Zdziarski, Lightman, & Maciolek-Niedzwiecki 1993), but fits to other individual objects are inconclusive. The situation is potentially more interesting for Galactic Black Hole Candidates. Power law emission extending beyond $`511`$ keV has definitely been detected by OSSE during the “soft state” of these objects (e.g., Grove et al. 1998, Gierliński et al. 1999), and in objects like Cyg X-1, we have observed several spectral state transitions from the “soft” to the “hard” state and back (e.g., see Liang & Nolan 1984; Cui et al. 1997). Here, I will focus on Cyg X-1 as a test case since the object always seems to be bright, and hence considerable data has been collected on it. Figure 5, taken from Gierliński et al. 1999, shows a montage of spectra obtained during the soft, hard, and intermediate (transitional) states of Cyg X-1. Simultaneous, broad band data of this quality has had and will continue to have (as the instruments improve) an important impact on our understanding of this object. Until simultaneous 10-100 keV observations were available, for example, it was impossible to constrain the contribution to the overall spectrum from a Compton reflection component since the amplitude of this component depends critically on the hard tail ($`>100`$ keV) of the spectrum. Also, it was impossible to tell how the bolometric luminosity varied with the state of the source, and it was difficult to constrain the parameters of the Comptonizing cloud that was supposed to be responsible for the spectrum (at least in the hard state). Using simultaneous Ginga-OSSE data, however, Gierliński et al. (1997) was able to show that the standard static disk-corona slab geometry was ruled out for Cyg X-1’s hard state because: (i) no “anisotropy break” was seen, (ii) the X-ray spectrum was very hard indicating that the source was photon-starved with $`l_h/l_s>1`$ (in the disk-corona geometry the soft reprocessed photon luminosity is comparable, i.e., $`l_hl_s`$), and (iii) the solid angle covered by the reflecting matter substantially less than $`2\pi ,`$ the value expected in the disk-corona where the corona extends uniformly over the disk. They suggested that a source geometry consistent with these would be one like that of Shapiro, Lightman, & Eardley (1976), with a central, hot source surrounded by a cool, thin accretion disk (e.g., see Fig. 9). Relying on a composite Cyg X-1 spectrum made of non-simultaneous data, Dove et al. (1997) came to a similar conclusion. Hard state data of this type in combination with broad band data on the transition to the soft state also led to new suggestions for the overall accretion disk/corona geometry in Cyg X-1. The data of Zhang et al. (1997) showed that the bolometric luminosity in fact did not change significantly ($`<`$ factor two) during the recent hard-soft state transition. Because the luminosity of the blackbody component in the soft state was comparable to the hard photon luminosity in the hard state, and because a thermal Comptonization model for the hard tail required a low Compton $`y`$ parameter (a combination of low temperature and/or optical depth), Poutanen, Krolik, & Ryde (1997) proposed that the state transition was simply a change in the state of the accretion disk: the power dissipated in the corona dropped as the inner edge of the cool disk moved inwards, correspondingly increasing the soft photon luminosity. As the cool region of the disk spread inwards, the fraction of the coronal emission intercepted by the cool disk increased (e.g., as the disk penetrated into the coronal region), causing the observed increase in the relative amplitude of the Compton reflection component. Esin et al. (1998) proposed a rather similar model, where the inner radius of the cool disk is interpreted as the transition radius between the Sunyaev-Shakura disk solution and the ADAF solution. While the Poutanen, Krolik & Ryde model is more phenomenological and the discussion in Esin et al. is framed in the more physical context of ADAFs, both models are essentially the same, with the key free parameter controlling the “state” of the system being the location of the inner edge of the cool disk/the disk transition radius (something not currently well-understood). Both models also share the significant shortcoming that neither can simultaneously fit the low-energy (1–10 keV) and high-energy ($`>300`$ keV) data in the soft state. This has not been completely appreciated and is one of the strongest arguments for the presence of a hybrid plasma. The reason both models fail is that they rely on purely thermal Comptonization to produce the observed spectrum. The X-ray spectrum above $`2`$ keV (e.g., in the RXTE data) appears to be a rather steep power law that joins smoothly onto the dominant blackbody component at $`1`$ keV (e.g., see Fig. 5). A Comptonization model fit to data below $`30`$ keV will give something like $`3040`$ keV as the best fit electron temperature in the model. At first sight, a low temperature like this is exactly what one wants since in the soft state, less energy is being dissipated in the corona and there are more soft photons to cool on. Unfortunately, such a low temperature also predicts an exponential cutoff in the upscattered spectrum starting at $`3kT_e100`$ keV. Such a cutoff is not seen in the OSSE data for the soft spectra of Galactic Black Hole Candidates, which in some cases clearly extend to at least 500 keV and above (see Grove et al. 1997, 1998). Recently Gierliński et al. (1999) has taken OSSE data for Cyg X-1 and tried to make as simultaneous fits as possible to lower energy ASCA and RXTE data. Figure 6 shows an example of joint RXTE-OSSE data that indicates no strong break out to $`200`$ keV. In order to produce such a unbroken spectrum, the temperature of the Comptonizing electrons must be comparably high. We illustrate this in Figure 7, where we show the Comptonized spectrum from electrons with temperature 200 keV. At $`>10`$ keV, this spectrum has the right slope to match the soft state spectrum, and it starts cutting off exactly when the statistics of most detectors become very poor, i.e., it looks like an acceptable model. However, notice the large photon deficit at $``$ 1 keV (briefly mentioned above). The deficit occurs because the mean fractional energy change a blackbody photon undergoes in one scattering is $`\mathrm{\Delta }ϵ/ϵ4kT_e/m_ec^2.`$ For $`kT_e=200`$ keV, this exceeds unity and implies that one can begin to see the shapes of the individual Compton scattering orders, particularly the first one. (Approximating the blackbody soft photon distribution as a delta function at energy $`ϵ_{bb},`$ there are few upscattered photons between $`ϵ_{bb}`$ and $`2ϵ_{bb}`$ since $`\mathrm{\Delta }ϵ`$ is so large – hence we see a deficit.) Note the good agreement between the eqpair result and the Monte Carlo simulations shown there. (When making Comptonization calculations, especially using a kinetic code like eqpair, one has to be very careful not to create spurious features similar to this one by using an approximate Compton redistribution function that does not spread scattered photons sufficiently in energy.) Such a feature is real and generic to high temperature Comptonization models – and is strongly ruled out by data like that of Figure 6 at the many sigma level. (Remember, flux determinations in the keV range are now good down to the $``$ few percent level.) The discrepancy with purely thermal models is probably even greater because Gierliński et al. (1999) have averaged together several days of soft state OSSE data and find that any cutoff must be at energies $`>800`$ keV(!). If the soft state is not the result of purely thermal Comptonization, what are the alternatives? First, one might interpret the lack of a $``$ keV deficit as implying the existence of “excess” emission. By superposing emission from two spatially distinct regions (or else one runs into the problems discussed in the previous section if photons can sample both regions), one can in principle reproduce the observed spectrum using a low temperature and a high temperature region. One then needs to explain, however, where the extra component comes from and why it has the temperature and optical depth it does. Another possibility that has recently been revived by Titarchuk and collaborators in the context of Galactic Black Hole Candidates is that of bulk Comptonization (e.g., see Blandford & Payne 1981, Colpi 1988, Shrader & Titarchuk 1998, Titarchuk & Zannias 1998; Psaltis & Lamb, in these proceedings). The rationale for invoking bulk Comptonization during the soft state is that the soft photon density appears to increase dramatically during the soft state, strongly cooling the coronal electrons responsible for the hard state emission. If there is quasi-spherical accretion near the black hole, then cold infalling coronal electrons could acquire substantial velocities $`vc,`$ and Comptonization using the large bulk inflow velocity of the electrons (as opposed to their assumed smaller thermal motions) could give rise to power law spectra like those observed in the soft state. While elegant, this interpretation may also have significant problems fitting data, particularly in the case of Cyg X-1. One of the key difficulties is again how to produce unbroken power law emission well beyond 511 keV ($`m_ec^2`$). As a first order estimate of the location of the high energy break in the bulk Comptonization spectrum, Titarchuk, Mastichiadis, & Kylafis (1997) give $`ϵ\frac{4}{\dot{m}}m_ec^2,`$ where $`\dot{m}=\dot{M}c^2/L_{Edd}`$ is the mass accretion rate measured in units of the Eddington luminosity and the scattering electrons are assumed to be radially free-falling. However, to have a predicted X-ray spectral index in the observed range ($`\alpha _x1.51.8`$) apparently requires a very high mass accretion rate, $`\dot{m}>4`$ (Titarchuk & Zannias 1998). The first order estimate thus predicts a strong break in the Comptonized spectrum at energy $`ϵ<m_ec^2.`$ It is currently still not clear, though, how good this first order estimate is. As pointed out in Titarchuk, Mastichiadis, & Kylafis (1997), the second order terms in their equations tend to push their cutoff to higher energies. However, their treatment and essentially all other treatments until now have worked in the diffusion approximation and used the Thomson cross-section with a down-scattering correction instead of the full Klein-Nishina cross-section. As in the case of standard thermal Comptonization, when electron and photon energies exceed $`0.1m_ec^2,`$ the results obtained with these approximations become suspect. In particular, in the Klein-Nishina limit, Compton scatterings with the more energetic (higher velocity) electrons are reduced, and scattered photons tend to keep traveling along their original direction, e.g., into the black hole. In addition, even moderately relativistic electron velocities ($`v/c>0.3`$) will strongly collimate incoming radiation along the inflow direction. Gravitational redshift effects when infall velocities are $`v/c0.9`$ might further lower the break energy. I also note that the soft state temperature Esin et al. find for the central ADAF region is still $`40`$ keV, i.e., it is not that low at all. Standard thermal Comptonization effects may still dominate over bulk Comptonization ones, and at the very least, may cause a significant deviation from a power law spectrum. Although a better calculation is required for a definitive answer, right now it seems difficult to produce a spectrum beyond 511 keV ($`m_ec^2`$) via bulk Comptonization. How serious a problem is the low predicted break energy? In most Galactic Black Hole Candidates, the typical data above $`200`$ keV are not good enough to say anything. In Cyg X-1, however, we have a clear indication from OSSE data that the spectrum continues unbroken to at least $``$ 800 keV. Although the Cyg X-1 data is not quite as certain at energies higher than this due to possible source confusion, as noted above there is a strong indication that the spectrum continues to several MeV. If correct, this would seem to strongly rule out the bulk Comptonization hypothesis, for Cyg X-1 at least. Break energy aside, bulk Comptonization models have one other serious problem fitting Cyg X-1. Gierliński et al. (1999) finds that the ASCA/RXTE-OSSE data above $`10`$ keV is not well-fit by a power law and requires excess emission in the $`1030`$ keV range. Together with the presence of an apparent iron line and edge, this strongly suggests the presence of reflection with a covering factor $`\mathrm{\Omega }/2\pi 0.7,`$ i.e., half the hard X-ray flux hits a cool disk. Such a covering factor is natural in a corona-over-disk geometry, but it is not obvious how to arrange this in the bulk Comptonization scenario. As discussed in Poutanen & Coppi (1998), an easy way to avoid all the problems mentioned is simply to allow the Comptonizing plasma to be a hybrid one, with a non-thermal tail. This introduces an extra parameter, the ratio of thermal heating to non-thermal acceleration power, but allows disk transition scenarios like those of Poutanen et al. and Esin et al. to go through largely unchanged. As shown by the solid curves in Figures 5 and 6, the hybrid model (eqpair) including Compton reflection and relativistic line smearing can fit the broad band data extremely well ($`\chi ^2`$ per d.o.f $`1`$) in all three states of Cyg X-1, including the “intermediate” transitional one. To see how far we could push the hybrid model, we also applied it to public RXTE data on GRS 1915+105 and also were able to obtain a good fit, e.g., see Figure 8 (although that data only extends to $`150`$ keV). We are not aware of another type of model that can currently do this. This is slightly surprising given the quality of the ASCA/RXTE data in the 1-20 keV range and may indicate that the crude assumptions made in the eqpair model (e.g., that the source is homogeneous, isotropic, and static) are true to first order. A detailed discussion of the model fits to Cyg X-1 and their physical implications (e.g., constraints on the importance of electron-positron pairs) can be found in Gierliński et al. (1999). I conclude by showing results a simple phenomenological model which gives roughly the right fit parameters for the states (see Poutanen & Coppi 1998 for more details). The source geometry we envision is along the lines of that shown in Figure 9. The total power supplied to the disk and the hot coronal region remains roughly constant during the state transition, i.e., $`L_{rad}=L_s+L_h`$ is constant. As in the Poutanen et al. and Esin et al. models, we assume a transition radius $`r_{tr}`$ which marks the boundary between a cool outer disk and a hotter inner disk/corona. We also assume that the sum of soft luminosity from the disk, $`L_s1/r_{tr}`$, and the thermal dissipation rate in the corona, $`L_{th}11/r_{tr}`$, remains approximately constant during transitions. In addition to thermal dissipation in the corona, we will assume a central source of non-thermal electrons with acceleration luminosity, $`L_{nth}`$. (Note that if the source turns out to have a relatively low compactness, the non-thermal acceleration could also occur in a more extended region that does not change size. One will obtain quite similar spectra to those shown here.) For simplicity, we take $`L_{nth}`$ to be constant (its value is not that well-constrained in the hard state). In the soft state, essentially all the power goes into accelerating non-thermal electrons. The density and temperature of the thermalized electrons/pairs responsible for the excess emission at $``$ a few keV are determined self-consistently. The results of the simulations are shown in Figure 10. Although we have interpreted the state transition as a change in the location of the inner edge of the cool disk, note that this interpretation is in fact not unique. The arguments used in Gierliński et al. 1997 apply only to models where the corona is static, i.e., there is no bulk motion of coronal electrons. As discussed in Beloborodov (1999), this is rather unlikely given the strong radiation fields likely to be present and also given the highly dynamic, flaring nature of the emission. (The possibility of winds arising from the surface of disks has also been discussed for some time, e.g., see Narayan & Yi 1995, Blandford & Begelman 1998 in the context of ADAF-type solutions; and Woods et al. 1996 for a numerical calculation of X-ray heated winds and coronae from accretion disks.) When the electrons acquire even relatively small outflow velocities ($`v/c>0.2`$), this is enough to make their upscattered radiation significantly anisotropic (see Beloborodov 1999). Even if a cold disk extends all the way in to the last marginally stable orbit and is directly under the corona (e.g., the slab disk-corona geometry again), this anisotropy means that fewer hard photons reach the disk, i.e., the inferred covering fraction ($`\mathrm{\Omega }/2\pi `$) of the Compton reflecting material will be low. If most of the accretion power near the black hole is dissipated in the corona above the disk rather than inside the disk, then this also means the disk underneath the corona will be very cold and will emit few soft photons, i.e., the coronal plasma will be photon-starved. (This is in contrast to the static corona of Haardt & Maraschi 1993 where half the hard X-ray flux hits the corona and is reprocessed, implying a soft photon luminosity comparable to the hard photon luminosity.) In other words, if there is bulk motion in the corona, then there is no need to have a transition from a cool to a hot disk. Rather, we might have a transition from a cool to a cooler disk. In this case, the transition radius in our model is to be interpreted as the boundary between the region where most dissipation occurs inside the disk and the region where (for some reason) most dissipation occurs outside the disk, in the corona. As long as the coronal outflow velocities are not too large, the results are quite similar to those of the central hot sphere-disk geometry of Figure 9. ## 5. Summary Most attempts at modeling the emission from accreting black hole systems have typically assumed the underlying particle energy distribution is either a Maxwellian (“thermal”) or a power law (“non-thermal”). While such an assumption may be convenient analytically, it is no longer required given the advent of powerful computers, and more importantly, it is does not appear to be well-justified. There are several examples in Nature, e.g., the phenomenon of solar flares, where it is clear the underlying distribution is neither a Maxwellian nor a power law, but rather a quasi-Maxwellian at low energies with a high-energy approximately power-law tail. This is exactly the type of particle energy distribution that is often predicted by theoretical particle heating/acceleration models. (The acceleration process typically kicks only a few particles in the high energy tail of the particle distribution to much higher energies.) Re-examining the process of electron thermalization under the physical conditions likely to be found near a black hole, we find that the likely thermalization time scales are likely to be quite long – unless some (unknown) collective plasma process is more effective than two-body Coulomb collisions at exchanging energy between electrons. In particular, because the radiation field is likely to be so intense near an accreting black hole, the Coulomb relaxation time for even moderately relativistic electrons may be much longer than the relevant cooling times. Depending on the exact plasma parameters, they may also be longer than the characteristic source variability time. Thus, the old arguments made against thermal models still stand. These arguments were largely brushed aside and forgotten when it became clear many of the classical non-thermal sources like NGC 4151 (an AGN that was supposed to have strong MeV emission) in fact showed strong cutoffs at $`100`$ keV energies and had spectra that could be successfully fit using purely thermal Comptonization models. Now that we are seeing hints that the emission in Galactic Black Holes Candidates may indeed extend to much higher energies (albeit at much lower levels than previously thought), “hybrid” models involving both thermal particle heating and non-thermal particle acceleration are beginning to creep back. One of the strongest cases for the existence of a non-thermal particle distribution near black holes is the “soft’ spectral state of Galactic Black Hole Candidates. In this state, one sees very strong, quasi-blackbody emission at $``$ 1 keV, with a steep $``$ power law tail extending to at least $``$ 511 ($`m_ec^2`$) in several objects. Particularly in the case of Cyg X-1, such emission is very hard to explain either via pure thermal Comptonization or bulk Comptonization in the accretion flow. This has not been completely appreciated. Data from future missions with improved sensitivity in the $`500`$ keV - $`1`$ MeV range (e.g., INTEGRAL and Astro-E) should be conclusive. If we relax the assumption that the energy distribution of the Comptonizing electrons is a strict Maxwellian, then many problems go away. Using a newly developed, self-consistent hybrid plasma code, we show that the spectrum in the soft state (as well as in the other spectral states) can easily be modeled. With the proviso that there is always some small amount of non-thermal acceleration going on (compared to the total source luminosity), models that explain the Cyg X-1 state transitions in terms of a moving transition radius between cold and hot disk phases appear to work fairly well. (As Cui points out in these proceedings, however, these models only attempt to explain time-averaged spectra. What such a spectrum and the deductions one makes from such a spectrum have to do with reality is not yet clear, particularly if this time-averaged emission is the superposition of many individual flare events, e.g., as discussed here by Poutanen & Fabian as well as Mineshige & Negoro.) If we follow theoretical prejudice and assume that particle energy distributions are indeed not completely thermal, then we must explain why so many black hole sources still manage to look so thermal. Clearly, one part of the answer must be that the efficiency with which power is channeled into relativistic electrons (Lorentz factors $`>10`$) is relatively low. Why this is so, depends on the unknown details of the acceleration mechanism. Another part of the answer, however, may have to do with Comptonization and pair plasma physics. If a source photon gains most of its energy in a single scattering event before escaping, then clearly the emergent radiation spectrum depends critically on the underlying scattering electron energy spectrum. However, if multiple Compton scattering is important, i.e., a photon gains its energy in several small steps before it escapes, then the exact details of the energy distribution turn out not to matter. To first order, if the scattering electrons have the same mean energy, be they thermal or non-thermal, then they tend to produce the same mean energy change in a scattered photon, which results in a spectrum with the same shape. (One can imagine doing a Fokker-Planck expansion of the relevant equations.) The details of the distribution typically only matter at the high-energy and low-energy tails of the output spectrum. The types of sources where multiple Compton is most important are those that are relatively photon-starved, i.e., where the power supplied to electrons is much larger than the power initially supplied to the low energy target photons. In this case, as long as the bulk of the heated/accelerated electrons do not have Lorentz factors $`>23,`$ it is largely irrelevant whether the electrons thermalize or not before they cool. (Note that if the source is very optically thick to gamma-ray pair production, and many generations of pair cascading are important, then the condition that most electrons have low Lorentz factors is automatically guaranteed – even if the accelerated electrons which initiate the cascading have high initial energies.) To model Cyg X-1 completely, for example, we may need a non-thermal power law source of energetic electrons. To match the data, however, the non-thermal acceleration must also produce a very steep power law in energy, i.e., most of the power resides in the lowest energy electrons. If we add such a particle distribution to, say, a hot background thermal plasma distribution, and then make the source photon starved, we will see virtually no difference in the final spectrum, except perhaps at the highest energies $`>200`$ keV. (For connoisseurs of pair plasmas, though, note that differences in the high energy photon spectrum can mean big differences in the pair balance and the pair thermostat.) It is probably no accident, then, that the photon-starved hard state of Galactic black holes looks so thermal, while the photon-rich soft state does not. In sum, whether we realize it or not, hybrid plasmas may be all around us! ## 6. 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no-problem/9903/hep-ex9903040.html	ar5iv	text	# Measurements of 𝐴_{𝐿⁢𝑅}, 𝐴_{𝑙⁢𝑒⁢𝑝⁢𝑡⁢𝑜⁢𝑛} and 𝐴_𝑏 from SLD ## I Introduction The SLC linear electron-positron collider has long been a powerful facility for testing the Standard Model via measurements of electroweak couplings at the $`Z^0`$ pole. Its unique attributes of a highly longitudinally polarized electron beam ($`P_e75`$%) and small spot size (1.5 x 0.8 x 700) $`\mu `$m<sup>3</sup> in (x,y,z) have recently been augmented by improved luminosity for the 1997-1998 SLD run and these have proved advantageous for precision electroweak measurements. The SLD detector is designed to take advantage of these special attributes of the SLC. ### A Asymmetries The polarized differential cross section at Born level for the process, $`e^+e^{}Z^0f\overline{f}`$ is given by: $`{\displaystyle \frac{\mathrm{d}\sigma ^f}{\mathrm{d}z}}\left(1P_eA_e\right)\left(1+z^2\right)+2A_f\left(A_eP_e\right)z`$ (1) where $`A_f=2v_fa_f/(v_f^2+a_f^2)`$ is the final state coupling, $`P_e`$ is the electron beam polarization ($`+1`$ for right-handed beams), $`z=\mathrm{cos}\theta `$ where $`\theta `$ is the angle of the final state fermion with respect to the electron beam axis, and $`v_f`$ and $`a_f`$ are the vector and axial vector couplings which specify the Z-f coupling. One can define the left right asymmetry which equals the initial state coupling asymmetry $`A_e`$, $`A_{LR}^0`$ $``$ $`{\displaystyle \frac{1}{\left\|P_e\right\|}}{\displaystyle \frac{\sigma \left(e^+e_L^{}Z^0\right)\sigma \left(e^+e_R^{}Z^0\right)}{\sigma \left(e^+e_L^{}Z^0\right)+\sigma \left(e^+e_R^{}Z^0\right)}}={\displaystyle \frac{1}{P_e}}\left[P_e{\displaystyle \frac{2v_ea_e}{v_e^2+a_e^2}}\right]=A_e`$ (2) Although one can use all final states to build the asymmetry, in practice, our cuts select hadronic final states: leptonic final states are treated separately (see section IV). If $`P_e`$ can be measured precisely, then $`A_{LR}`$ provides us with an effective way to measure $`\mathrm{sin}^2\theta _W`$: $`A_{LR}^0`$ $`=`$ $`{\displaystyle \frac{2\left(14\mathrm{sin}^2\theta _W^{eff}\right)}{1+\left(14\mathrm{sin}^2\theta _W^{eff}\right)^2}}`$ (3) where the evolution of $`\mathrm{sin}^2\theta _W\mathrm{sin}^2\theta _W^{eff}`$ signifies the convention of making Eqn. 3 the definition of the weak mixing angle. Thus higher order effects must be explicitly accounted for when comparing this value to non-$`Z^0`$-pole measurements. Additionally, one can construct a forward-backward left-right asymmetry and extract the final state coupling $`A_f`$ , $`\stackrel{~}{A}_{FB}^f(z)`$ $`=`$ $`{\displaystyle \frac{[\sigma _L^f(z)\sigma _L^f(z)][\sigma _R^f(z)\sigma _R^f(z)]}{\sigma _L^f(z)+\sigma _L^f(z)+\sigma _R^f(z)+\sigma _R^f(z)}}`$ (4) $`=`$ $`\|P_e\|A_f{\displaystyle \frac{2z}{1+z^2}}.`$ (5) For b-quark final state fermions and assuming full detector acceptance, Eqn. 5 yields $`\stackrel{~}{A}_{FB}^b=(3/4)\|P_e\|A_b`$. It is interesting to note that while $`A_{LR}`$ is very sensitive to the weak mixing angle, $`A_b`$ in insensitive to $`\mathrm{sin}^2\theta _W^{eff}`$, and instead is sensitive to vertex effects which in the Standard Model are expected to be negligible at the $`Z^0e^+e^{}`$ vertex. ## II Polarization Measurements Precision polarimetry of the SLC electron beam is accomplished with the Compton Polarimeter , which employs Compton scattering between the high-energy electron beam and a polarized Nd:YAG laser beam ($`\lambda =532`$nm) to probe the electron beam polarization. The Compton scattered electrons, which lose energy in the scattering process but emerge essentially undeflected, are momentum analyzed by the Compton spectrometer downstream of the SLD interaction point, beyond which they exit the beam-line vacuum through a thin window, and enter a threshold Čerenkov detector segmented transverse to the beam-line. A history of polarization performance is given elsewhere . The preliminary measurement for 1998 is $`P_e=73.1\pm 1.01`$(syst)% where the relative systematic uncertainty can be expected to improve substantially (to below the 0.7% level) when the analysis is complete. ## III Measuring $`A_{LR}`$ $`A_{LR}`$ is essentially measured with hadronic final states only, as the selection efficiency for leptonic final states is intentionally kept low. For the last three measurements (1996, 1997 and 1998), a 99.9% pure hadronic sample was selected by requiring that the absolute value of the energy imbalance (ratio of vector to scalar energy sum in the calorimeter) be less than 0.6, that there be at least 22 GeV of visible calorimetric energy, and that at least 4 charged tracks be reconstructed in the central tracker; this selection was 92% efficient. After counting the number of hadronic decays for left- and right-handed electron beams and forming a Left-Right Asymmetry, a small experimental correction for backgrounds (and negligible corrections for false asymmetries) was applied; for the 1998 dataset this correction was 0.06%. This then yielded a value for the measured Left-Right Asymmetry (1998) of $`A_{LR}^{meas}`$ $`=`$ $`{\displaystyle \frac{1}{P_e}}{\displaystyle \frac{N_LN_R}{N_L+N_R}}`$ (6) $`=`$ $`0.1450\pm 0.0030\pm 0.0015`$ (7) where the systematic uncertainty is dominated by the uncertainty in the polarization scale. The translation of this result to the $`Z^0`$-pole asymmetry $`A_{LR}^0`$ was a $`1.8\pm 0.4`$% effect, where the uncertainty arises from the precision of the center-of-mass energy determination. This small error due to beam energy uncertainty is slightly larger than seen previously (it has been quoted as $`\pm 0.3`$%), and reflects the results of a scan of the Z peak used to calibrate the energy spectrometers to LEP data, which was performed for the first time during the 1998 run. This correction yields the 1998 preliminary result of $`A_{LR}^0`$ $`=`$ $`0.1487\pm 0.0031\pm 0.0017`$ (8) $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$ $`=`$ $`0.23130\pm 0.00039\pm 0.00022.`$ (9) The six measurements $`A_{LR}^0`$ performed by SLD are shown in Table I, along with their translations to $`\mathrm{sin}^2\theta _W`$. The values are consistent with each other yielding a $`\chi ^2`$/$`dof=6.95`$/$`5`$ for a straight line fit to the (preliminary) average. The (preliminary) averaged results for 1992-98 are $`A_{LR}^0=0.1510\pm 0.0025`$ (10) $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}=0.23101\pm 0.00031`$ (11) ## IV Measuring $`A_e`$, $`A_\mu `$ and $`A_\tau `$ Using Final State Leptons Parity violation in the $`Z^0`$-lepton couplings is measured by a maximum likelihood fit to the differential cross section (Eqn. 1) separately for the three leptonic final states, including the effects of t-channel exchange for the $`Z^0e^+e^{}`$ final state. For the 1996-98 data sample, leptonic final states in the range $`\|\mathrm{cos}\theta \|<0.8`$ are selected by requiring that events have between two and eight charged tracks in the CDC, at least one track with $`p1`$ GeV/c. One of the two event hemispheres was required to have a net charge of -1, while the other one had to have a net charge of +1. Events are identified as bhabha candidates if the total calorimetric energy associated with the two most energetic tracks is greater than 45 GeV. On the other hand, if there is less than 10 GeV of associated energy for each track, and there is a two-track combination with an invariant mass of greater than 70 GeV/c<sup>2</sup>, the event is classified as a muon candidate. The selection criteria for tau candidates is somewhat more complex. First, the $`\tau ^+\tau ^{}`$ pair invariant mass is required to be less than 70 GeV/c<sup>2</sup>, with a separation angle between the two tau momentum vectors of at least 160. At least one track in the event must have a momentum greater than 3 GeV/c. Each $`\tau `$ hemisphere must have an invariant mass less that 1.8 GeV/$`c^2`$ (to suppress $`Z^0`$ hadronic decays), and the associated energy in the LAC from each track must be less than 27.5(20.0) GeV for tracks with polar angles less than (greater than) $`\|\mathrm{cos}\theta \|=0.7`$. For the electron final state, t-channel effects are incorporated into the angular distribution, while for the tau final state, a $`\mathrm{cos}\theta `$-dependent efficiency correction has been applied to account for the correlation between visible energy and net tau polarization. Note that all channels provide information about $`A_e`$, which comes in through the left-right cross section asymmetry. The preliminary combined result for the 1993-1998 datasets are $`A_e`$=$`0.1504\pm 0.0072`$, $`A_\mu `$=$`0.120\pm 0.019`$ and $`A_\tau `$=$`0.142\pm 0.019`$. The result for $`A_\mu `$ (which is the only direct measurement) reflects the best single measurement, and is competitive with the overall LEP value $`A_\mu ^{LEP}=0.145\pm 0.013`$ . A combination of these values, assuming lepton universality, yields the value $`A_{lepton}`$ $`=`$ $`0.1459\pm 0.0063`$ (12) $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$ $`=`$ $`0.2317\pm 0.0008.`$ (13) ## V Measuring $`A_b`$ The determination of $`A_b`$ requires three ingredients: a measurement of the polarization, tag the $`b`$-quark (i.e., discriminate from $`udsc`$ flavored events) and tag the $`b`$-quark charge (i.e., was the underlying quark a $`b`$ or $`\overline{b}`$?). The SLD has three separate analyses for obtaining these quantities and measuring $`A_b`$: 1) jet charge, 2) cascade kaon tag and 3) lepton tag. Although $`A_b`$ can be extracted from Eqn. 5, most of these analyses use a maximum likelihood treatment based on Eqn. 1. $`L`$ $`=`$ $`\left(1+\mathrm{cos}^2\theta \right)\left(1A_eP_e\right)+2\mathrm{cos}\theta \left(1A_eP_e\right)\times \left[A_bf_b\left(12\overline{\chi }\right)\left(1\mathrm{\Delta }_{QCD}^b\right)+A_bf_b\left(1\mathrm{\Delta }_{QCD}^c\right)+A_{bkg}f_{bkg}\right]`$ (14) Here, $`f_q`$ is the fraction of tagged events of quark flavor $`q`$, ($`12\overline{\chi }`$) is a correction factor to account for asymmetry dilution due to $`B^0\overline{B^0}`$ mixing and $`\mathrm{\Delta }_{QCD}^q`$ is a cos$`\theta `$ dependent QCD correction for quark flavor $`q`$. Momentum-Weighted Jet-Charge: This analysis uses an inclusive vertex mass tag to select a sample of $`Z^0b\overline{b}`$, and the net momentum-weighted jet-charge to identify the sign of the underlying quark. The track charge sum and difference between the two hemispheres are used to extract the analyzing power from data, thereby reducing MC dependencies and lowering many systematic effects. Cascade Kaon: The decay channel $`\overline{B}DK^{}`$ is exploited to tag the b charge in this analysis. The gas-radiator data of the Čerenkov Ring imaging Detector (CRID) is used to identify charged kaons with high-impact parameter tracks. The charges of the kaon candidates are summed in each hemisphere and the difference between the two hemisphere charges is used to determine the polarity of the thrust axis for the b-quark direction. Leptonic Tag: Electrons and muons are identified in hadronic decays to enrich the $`b\overline{b}`$ event samples. The lepton charge provides the quark-antiquark discrimination while the jet nearest in direction to the lepton approximates the quark direction. The lepton total and transverse momentum (with respect to the jet axis) are used to classify each event by deriving probabilities for the decays $`bl^{}`$, $`\overline{b}\overline{c}l^{}`$, $`b\overline{c}l^{}`$, $`\overline{c}l^{}`$ and misidentified electrons. ### A Preliminary Combined $`A_b`$ The preliminary results for the three analyses are given in Table II, along with the corresponding statistical and systematic errors. The jet-charge analysis uses the most amount of available data covering 1993-1998 partial data sample of approximately 400,000 $`Z^0`$ decays (from a total of 550K events available). The lepton tag analysis uses data from 1993-1996, or approximately 200,000 events. Finally, the kaon tag uses the 1993-1995 runs, or approximately 150k events. The SLD average is also given in the table along with the LEP average for comparison. ## VI Summary of (Preliminary) SLD Results Combining $`A_{LR}`$ and $`A_{leptons}`$ obtains the preliminary SLD result for the effective weak mixing angle, $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$ $`=`$ $`0.23109\pm 0.00029.`$ (15) Combining this result with LEP gives the SLD-LEP world average, $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$ $`=`$ $`0.23155\pm 0.00018.`$ (16) These results are shown in Figure 1. It is interesting to note that the world values for $`\mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$ from lepton measurements (the results presented here, the LEP leptonic averages $`A_{FB}^l`$ and $`A_e`$ , and the LEP results of $`A_\tau `$ from $`\tau `$-polarization) are in excellent agreement with each other, and differ by $`2.3\sigma `$ from those obtained from “hadron-only” measurements ($`A_{FB}^b`$, $`A_{FB}^c`$, and $`Q_{FB}`$). The combined preliminary SLD result for $`A_b`$ is, $`A_b`$ $`=`$ $`0.866\pm 0.036.`$ (17) These results for $`A_b`$ and $`A_{LR}`$ have been transformed and displayed in Figure 2, following the scheme of a full $`Z^0b\overline{b}`$ coupling analysis proposed by Takeuchi et al. Here, $`\zeta _b`$ is a variable which isolates deviations in the right-handed $`b`$-quark neutral current couplings. This is plotted versus $`\delta \mathrm{sin}^2\theta _W^{\mathrm{𝑒𝑓𝑓}}`$. Since LEP’s $`A_{FB}^b`$ is a mixture of $`A_b`$ and $`A_e`$, it comes in at $`45^{}`$. The standard model is the horizontal line below the 68% and 90% CL contours.
no-problem/9903/cond-mat9903221.html	ar5iv	text	# Volatility in the Italian Stock Market: an Empirical Study ## 1 Introduction In this paper, we study the stochastic properties of MIB30–stock–index volatility. The Black–Scholes/Merton (BS/M) framework for option pricing is based on the assumption of constant volatility . In practice, volatility is time dependent and the characterization of its temporal evolution is one of the main task of the increasing number of physicists working in the financial field . This problem has been thoroughly studied both by economists and mathematicians . However, the emphasis has been mainly given to analytically tractable problems. Here, we use different approaches in the attempt to empirically characterize the MIB30–stock–index volatility. Among the various possible methods, we focus on the stochastic continuous–time volatility approach to option pricing. The paper is divided as follows: in section 2, we present an outline of the stochastic–volatility theory; in section 3, the main empirical results are discussed; finally, conclusions are drawn in section 4. ## 2 Theory In continuous–time finance, stochastic volatility, $`\sigma _t`$, can be modeled by means of two stochastic differential equations , a two factor model: $$dP(t)=\mu (P,t)P(t)dt+\sigma _tP(t)dw_1(t)$$ (1) $$d\sigma _t=\alpha (\sigma _t,t)dt+\beta (\sigma _t,t)dw_2(t)$$ (2) where $`\mu (P,t)`$, $`\alpha (\sigma _t,t)`$ and $`\beta (\sigma _t,t)`$ are deterministic functions of the spot price, $`P(t)`$, or of the stochastic volatility, $`\sigma _t`$, and of time, $`t`$; the volatility, $`\sigma _t`$, is a stochastic variable, $`w_1`$ and $`w_2`$ are standard one–dimensional Brownian motions with correlation $`dw_1w_2=\rho dt`$ for some constant $`\rho `$. The two processes are independent if and only if $`\rho =0`$ . The problem is then to find a unique solution $`(\stackrel{~}{P},\stackrel{~}{\sigma })`$ for the system of stochastic differential equations (1) and (2). In the original BS/M model, $`\alpha `$ and $`\beta `$ vanish and $`\mu `$ and $`\sigma `$ are constant. If volatility is a stochastic process, continuous riskless hedging in the sense of BS/M (using an option and the underlying asset) is not possible . This claim is based on a theorem concerning multi–factor stochastic models. In the particular case of the two–factor model of eqs. (1) and (2), in order to form a continuous riskless hedge, a financial instrument with price fully correlated to volatility would be necessary . A clear and exhaustive introduction to multi–factor models can be found in Marco Avellaneda’s tutorials . If the ansatz of eq. (2) is accurate, the empirical analysis of stochastic volatility should lead to the determination of the coefficients $`\alpha (\sigma _t,t)`$ and $`\beta (\sigma _t,t)`$ , thus completely specifying its stochastic dynamics. In practice, this task can be very difficult, due to data incompleteness and to possible intrinsic mathematical difficulties. For instance, more than one set of the coefficients could well reproduce the known statistical properties of the volatility time series. ## 3 Empirical Study We have analyzed MIB30 high frequency data from 28 November 1994 up to 15 September 1995. MIB30 is an official index of the Italian Stock Exchange, it is composed by the 30 Italian shares with the highest capitalization and trading volumes, and is recorded every minute. The data set is composed by over 80,000 data: 420 data for every trading day. Considering the series of index values, $`P_{j\tau }`$, where $`\tau =1`$ min and $`j=0,\mathrm{},83579`$, we divide our data into non overlapping intervals or time windows of length $`T`$. We choose a time horizon or time scale, $`\mathrm{\Delta }t`$, which is an integer multiple of $`\tau `$. We compute the logarithmic returns related to every interval $`T`$ as follows: $$r_{n\mathrm{\Delta }t}=\mathrm{log}\frac{P_{(n+1)\mathrm{\Delta }t}}{P_{n\mathrm{\Delta }t}},n=0,\mathrm{},N1;$$ (3) where $`N`$ is such that $`T=N\mathrm{\Delta }t`$. Financial practitioners define historical volatility as the standard deviation of the logarithmic returns . Following them, we estimate the volatility for every time window as follows: $$\overline{\sigma }=\sqrt{\frac{1}{N1}\underset{n=0}{\overset{N1}{}}[r_{n\mathrm{\Delta }t}\overline{r}]^2}$$ (4) where $`\overline{r}`$ is the mean value given by: $$\overline{r}=\frac{1}{N}\underset{n=0}{\overset{N1}{}}r_{n\mathrm{\Delta }t}$$ (5) If $`\mathrm{\Delta }t`$ is measured as a fraction of year, we can define the annualized volatility: $$\overline{\sigma }_{\mathrm{an}}=\sqrt{\frac{1}{\mathrm{\Delta }t}}\overline{\sigma }$$ (6) In order to investigate intraday properties of volatility, we chose a minutely time horizon and an hourly time window. The results of the 1393 annualized volatility estimates are plotted in Fig. 1. In Fig. 2 we present the power–spectrum–density estimate computed by means of the correlogram method . The peak at $`f/f_s=1/7`$ is due to a daily periodicity of the volatility values. In fact, in a day there are seven trading hours and with an hourly time window we get seven volatility estimates per day. Indeed, intra–day volatility is U–shaped: it is higher at the opening and at the closure of the market. This fact has already been observed by economists, and it is also known in the physics literature ; it probably reflects the lower trading activity around noon. As a further remark, we are not able to detect any low frequency seasonality or observe a clear flicker behaviour at low frequencies , as our time series is less than one year long. In Fig. 3, an estimate of the volatility probability density function is given. We compare the experimental histogram with a log–stable distribution whose parameters, $`\delta `$ and $`\gamma `$ are obtained from empirical data. Stable or Pareto–Lévy distributions have been introduced in the sixties in finance and economics and their scaling properties have been recently investigated in relation to the S&P500 stock index. Zero mean stable distributions are described by the following equation: $$P_{\delta ,\gamma }(x)=\frac{1}{\pi }_0^{\mathrm{}}\mathrm{exp}(\gamma q^\delta )\mathrm{cos}(qx)𝑑q.$$ (7) where $`\delta =1`$ and $`\delta =2`$ give, respectively, the well known Cauchy and Gauss stable distributions. A random variable is said to be log–stable distributed if its logarithm follows a stable distribution. In order to determine the experimental points, the volatility range has been divided into fifty equal intervals (bins). From Fig. 1, it can be seen that there are two outliers. If the outliers are taken into account, a log–Lévy distribution with exponents $`\delta =1.6`$ and $`\gamma =0.13`$ gives an acceptable fit of the experimental data ($`\chi ^275`$ with 47 degrees of freedom), whereas the log–normal fit with mean value and standard deviation drawn from data does not agree in the tail region ($`\chi ^210^4`$). Conversely, if the two outliers are rejected as bad data points, and a new histogram is computed using twenty bins, the log–normal fit is as good as the log–Lévy fit (for the log–Lévy fit, $`\chi ^2`$ is 29.2, whereas for the log–normal, it is 28.7; this time there are 17 degrees of freedom). In Fig. 4, the results of detrended fluctuation analysis (DFA) are presented. DFA is used to investigate the presence of correlations in time series , , , . A volatility walk is defined by means of the displacement $`y(t)`$: $$y(t)=\underset{i=1}{\overset{t}{}}\overline{\sigma }(i).$$ (8) The mean square fluctuation, $`F(t)`$, around the average displacement is given by: $$F(t)=\sqrt{\mathrm{\Delta }y(t)^2\mathrm{\Delta }y(t)^2},$$ (9) where $`\mathrm{\Delta }y(t)=y(t_0+t)y(t_0)`$, and $``$ is the average over all the initial steps $`t_0`$. $`F(t)`$ follows the scaling law: $$F(t)t^z.$$ (10) If long–range correlations are present , the scaling exponent attains values $`z1/2`$. The points in Fig. 4, top, have been computed according to Eq. (9) with overlapping subseries. Forty $`F(t)`$ estimates are plotted with their error bars. Errors are computed assuming a Gaussian distribution. The solid line is a least–square linear fit of the first six points, corresponding to one trading day; its slope gives $`z=0.64\pm 0.23`$. The dash–dotted line is a least–square fit of the next thirty–four points and has a slope $`z=0.76\pm 0.16`$. Therefore, from our data we cannot safely conclude that there is an exponent cross–over at $`t=1`$ trading day, as was found in ref. . However, it is possible to argue that $`z>1/2`$; indeed, a linear fit of the forty points gives $`z=0.72\pm 0.10`$. In Fig. 4, bottom, we present $`F(t)`$ computed by “de–U–shaping” volatility values according to the following recipe: $$\sigma ^{}(i)=\overline{\sigma }(i)/n(i)i=1,\mathrm{},1393;$$ (11) where the normalization coefficient, $`n(i)`$, is given by: $$n(i)=\frac{1}{q}\frac{_{k=0}^{q1}\overline{\sigma }(i+7k)}{\overline{\sigma }},i=1,\mathrm{},7,$$ (12) where $`q=1393/7`$ and $`n(i)`$ has period 7: $$n(i+7h)=n(i)h.$$ (13) In this way, the daily periodicity is removed and the intra–day estimate of $`z`$ is $`0.72\pm 0.26`$, whereas the extra–day estimate is $`z=0.77\pm 0.16`$. The possible cross–over seems to be suppressed, and the full linear least–square fit gives $`z=0.76\pm 0.10`$, that is $`z>1/2`$. ## 4 Summary and Conclusions In this paper, we have empirically studied the intra–day statistical properties of stochastic volatility for the MIB30 index. Stochastic volatility poses serious problems in contingent claim analysis and risk management. In many cases, risk managers consider a daily time window for computing volatility and perform daily hedging. However, the preliminary analysis of a recent liquidity crisis of a hedge fund seems to suggest that frequent intra–daily hedging could be necessary . Empirical analysis constrains the form of the stochastic differential equations describing the time evolution of volatility. In particular, we find in the MIB30 index that the volatility has a periodic behaviour with a one trading day period. Due to the limited amount of available data, we are not able to detect any low–frequency seasonality. Probability–density–function estimates indicate that volatility is log–stable distributed; if outliers are taken into account a log–Lévy distribution gives a better fit than the usually assumed log–normal distribution . Finally, the DFA results are compatible with the presence of long–range volatility correlations, but we cannot safely conclude that there is a crossover between intra–day and extra–day scaling exponents. ## 5 Acknowledgements The authors are indebted to Rosario N. Mantegna for providing MIB30 data, for suggesting the work on stochastic volatility, and for helpful discussions.
no-problem/9903/patt-sol9903004.html	ar5iv	text	# Extended parametric resonances in Nonlinear Schrödinger systems ## Abstract We study an example of exact parametric resonance in a extended system ruled by nonlinear partial differential equations of nonlinear Schrödinger type. It is also conjectured how related models not exactly solvable should behave in the same way. The results have applicability in recent experiments in Bose-Einstein condensation and to classical problems in Nonlinear Optics. Resonances are one of the recurrent themes of Physics. After reading the current PACS sectioning scheme one finds that the word resonance appears in fifty different items which is only a naive way to measure one very important concept in Physics. When speaking of resonances we use to refer to an “anomalously large response to a (maybe small) external perturbation”. The best known model is the undamped harmonic oscillator driven by an external force, which is textbook material. In this trivial system one easily proves existence of unbounded linearly increasing terms in the solution. A more complicated kind of resonant behavior are parametric resonances, where a relevant parameters of the system is modulated to achieve resonance. This phenomenon has been known since the Middle Ages , and its simplest examples are the parametrically forced harmonic oscillator modeled by Hill’s equation $`\ddot{x}+p(t)x=0`$ and a particular version, $`p(t)=1+ϵ\mathrm{cos}\omega t`$, known as Mathieu’s equation. Since those are linear problems much can be said on their solutions. For instance, Mathieu’s equation can be studied by means of Floquet’s theory for periodic coefficient equations and resonance existence can be proven analytically -even in the presence of linear dissipation- for various parameter regions on the $`(ϵ,\omega )`$ plane. However resonance phenomena are not restricted to linear problems but also appear in nonlinear finite dimensional problems, e.g. in many Hamiltonian chaotic systems where torus resonances are the reason for the origin of chaos, in impact oscillators and in nuclear magnetic and spin resonances, to cite only a few examples. There is finally the framework of systems modeled by partial differential equations. Here some results are known in simple linear cases, but in general the study of resonances in extended (i.e. ruled by partial differential equations) nonlinear systems poses many open questions. Our aim in this letter is to prove that unbounded resonances are possible in simple, experimentally realizable Hamiltonian wave problems, specifically in the framework of nonlinear Schrödinger (NLS) equations . This is a very surprising result since one is tempted to think (as it usually happens) that a resonant perturbation can only excite a small number of modes of the infinite present in an extended problem. Since the nonlinearities mix different modes the amplification of one of them is stopped by energy transfer to the others, specially in conservative systems where the conservation laws control the number and amplitude of active modes. Thus, it could be thought that once the energy is transfered to the non-resonant modes and being their growth limited by nonlinear constraints, the action of the perturbation should be controlled and unbounded growth of the relevant quantities should be inhibited. Indeed this is the common mechanism in many systems. We will show that it is not the only possibility and truly resonant behavior is possible even in simple physically relevant models. The model.- Let us consider the following Nonlinear Schrödinger equation in $`n`$ spatial dimensions. $$i\frac{u}{t}=\frac{1}{2}\mathrm{}u+\|u\|^2u+V(𝐫,t)u,$$ (1) where $`\mathrm{}=_{j=1}^n^2/x_j^2`$. This equation is the adimensional description of many different phenomena . One of the hottest topics where it appears is in the mean field model of nonuniform trapped Bose-Einstein condensates (BEC) where $`V(𝐫)=\frac{1}{2}_{j=1}^n\lambda _j(t)x_j^2`$. Time dependent coefficients reflect experiments in which the trap is perturbed to obtain the response spectrum of the condensate (For a theoretical analysis of these experiments see Ref. ). A more detailed study of the condensate response to time dependent perturbations was performed in and the existence of strong resonances was proposed on the ground of approximate variational methods and numerical simulations of the Eq. (1). Nonetheless, the nature of the resonance could not be completely assured on the ground of approximate or numerical techniques since both have limited applicability, specially for the strong response phenomena considered here. Let us first consider in this letter the two-dimensional case with time-dependent parabolic potential $$i\frac{u}{t}=\frac{1}{2}\mathrm{}u+\|u\|^2u+\frac{1}{2}\lambda (t)\left(x^2+y^2\right)u,$$ (2) where $`\mathrm{}=^2/x^2+^2/y^2`$. Although Bose-Einstein condensation problems are usually three dimensional, this model can be related to pancake type traps, and to recent experiments with quasi two-dimensional condensates or coherent atomic systems . The model (2) is also known in nonlinear Optics where it is used to study the propagation of paraxial beams in fibers with a (modulated) parabolic profile of the refraction index. From the mathematical point of view, Eq. (2) is a parametrically forced NLS equation that has not been studied rigorously before. Related systems are the externally driven damped NLS in one dimension , the AC-driven damped sine-Gordon system and one type of non-self-adjoint parametrically driven NLS . However those works concentrate on one dimensional equations and mostly on soliton stability problems. Moment method.- We will first study the radially symmetric version of Eq. (2), searching solutions of the form $`\psi (r,\theta ,t)=u(r,t)e^{im\theta }`$, which includes both the typical radially symmetric problem corresponding to $`m=0`$, and vortex line solutions, with $`m0`$. The simplified equation for $`u`$ is $$i\frac{u}{t}=\frac{1}{2r}\frac{}{r}\left(r\frac{u}{r}\right)+\left(\frac{m^2}{2r}+\|u\|^2+\frac{\lambda (t)}{2}r^2\right)u,$$ (3) Eq. (3) is non-integrable and has no exact solutions even in the constant $`\lambda `$ case. Its solutions are stationary points of the action $`S=_{t_0}^{t_1}(t)`$, where $`(t)`$ $`=`$ $`{\displaystyle \frac{i}{2}}{\displaystyle \left(u\frac{u^{}}{t}u^{}\frac{u}{t}\right)d^2x}+{\displaystyle \frac{\lambda (t)}{2}r^2\|u\|^2d^2x}`$ (4) $`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \left(\left\|\frac{u^{}}{r}\right\|^2+\frac{m^2}{r^2}\|u\|^2+\|u\|^4\right)d^2x}.`$ (5) Let us define the following integral quantities $`I_1(t)`$ $`=`$ $`{\displaystyle \|u\|^2d^2x},`$ (7) $`I_2(t)`$ $`=`$ $`{\displaystyle \|u\|^2r^2d^2x},`$ (8) $`I_3(t)`$ $`=`$ $`i{\displaystyle \left[u\frac{u^{}}{r}u^{}\frac{u}{r}\right]rd^2x},`$ (9) $`I_4(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \left(\left\|u\right\|^2+\frac{m^2}{r^2}\|u\|^2+\|u\|^4\right)d^2x},`$ (10) where $`d^2x=2\pi rdr`$ because of the symmetry. These magnitudes are related physically to the norm (intensity or number of particles), width, radial momentum and energy of the wave packet. In the Optical interpretation of Eq. (3) these quantities are known as moments and are used in (usually approximate) calculations related to beam parameters evolution . It is remarkable that the $`I_j`$ satisfy simple, and most important, closed evolution laws $`{\displaystyle \frac{dI_1}{dt}}`$ $`=`$ $`0,`$ (12) $`{\displaystyle \frac{dI_2}{dt}}`$ $`=`$ $`I_3,`$ (13) $`{\displaystyle \frac{dI_3}{dt}}`$ $`=`$ $`2\lambda (t)I_2+4I_4,`$ (14) $`{\displaystyle \frac{dI_4}{dt}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\lambda (t)I_3.`$ (15) The first equation comes from the phase invariance of Eq. (3) under global phase transformations and corresponds to the $`L^2`$-norm conservation (in BEC it is interpreted as the particle number conservation in the mean field model). The other equations can also be obtained in connection with the invariance of the action (4) under symmetry transformations. Singular Hill’s equation.- Eqs. (Extended parametric resonances in Nonlinear Schrödinger systems) form a linear non-autonomous system for the unknowns, $`I_j,j=1,\mathrm{},4`$ that has several positive invariants under time evolution, of which the most important is $$Q=2I_4I_2I_3^2/4>0.$$ (16) With the help of this quantity, the system (Extended parametric resonances in Nonlinear Schrödinger systems) can be reduced to a single equation for the most relevant parameter $`I_2(t)`$, which is $$\frac{d^2I_2}{dt^2}\frac{1}{2I_2}\left(\frac{dI_2}{dt}\right)^2+2\lambda (t)I_2=\frac{Q}{I_2}.$$ (17) If we were able to solve Eq. (17) then the use of Eqs. (Extended parametric resonances in Nonlinear Schrödinger systems) would allow us to track the evolution of the other ones. We can do so by defining $`X(t)=\sqrt{I_2}`$, whose physical meaning is the wavepacket width, and substituting it into (17). This procedure gives us $$\ddot{X}+\lambda (t)X=\frac{Q}{X^3}.$$ (18) The resulting equation is a singular (nonlinear) Hill equation. In general it cannot be solved explicitly (see Ref. for other examples of these equations), however in this case we are fortunate that the general solution of Eq. (18) can be obtained and is given by $$X(t)=\sqrt{u^2(t)+\frac{Q}{W^2}v^2(t)},$$ (19) where $`u(t)`$ and $`v(t)`$ are the two linearly independent solutions of the equation $$\ddot{x}+\lambda (t)x=0,$$ (20) which satisfy $`u(t_0)=X(t_0),\dot{u}(t_0)=X^{}(t_0),v(t_0)=0,v^{}(t_0)0`$, and $`W`$ is the Wronskian $`W=u\dot{v}\dot{u}v=\text{const.}0.`$ The conclusion is that the evolution of the width of the wave packet, which is given by (19) is closely related to the solutions of the Hill equation (20). This is a very well studied problem which is explicitly solvable only for particular choices of $`\lambda (t)`$, but whose solutions are well characterized and many of its properties are known. A practical application of Eq. (19) is that one may design $`\lambda (t)`$ starting from the desired properties for the wave packet width evolution. This can be done in BEC applications by controlling the trapping potential and in Optics by the precise control of the $`z`$dependent refraction index of the waveguide. If it is supposed that $`\lambda (t)`$ depends on a parameter $`\lambda (t)=1+\stackrel{~}{\lambda }(t)`$ with $`\stackrel{~}{\lambda }(t)`$ a periodic function with zero mean value and peak value $`ϵ`$ (not necessarily small), then there is a complete theory describing intervals of $`ϵ`$ for which all solutions of Eq. (20) are bounded (stability intervals) and intervals for which all solutions are unbounded (instability intervals). Both types of intervals are ordered in a natural way. Let us finally concentrate in the physically relevant case $`\lambda (t)=1+ϵ\mathrm{cos}\omega t`$, and where $`ϵ`$ needs not to be a perturbative parameter. In that case the parameter regions where exact resonances occur can be studied by several means. First, for any fixed $`ϵ`$, there exist infinite ordered sequences $`\{\omega _n\},\{\omega _n^{}\}`$ tending to zero such that Eq. (20) is resonant if $`\omega `$ belongs to $`(\omega _n,\omega _n^{})`$ for some $`n`$. Second, when $`\omega `$ is fixed, resonances appear for $`ϵ`$ big enough. Further, a stability diagram can be drawn in the $`ϵ\omega `$ plane as shown in Fig. 1. The boundaries of these regions are the so-called characteristic curves, which can not be explicitly derived but whose existence can be proven analytically: if $`D(ϵ,\omega )`$ is the discriminant of the equation, characteristic curves are obtained by solving the equations $`D(ϵ,\omega )=2`$ and $`D(ϵ,\omega )=2`$. In particular, instability regions start on the frequencies $`\omega =2,1,1/2,\mathrm{},2/n^2,\mathrm{}`$ \[Fig. 1\]. The resonant behavior depends only on the mutual relation of the parameters but not on the initial data. Since a resonance in Eq. (20) automatically implies unbounded behavior in the solution \[Eq. (19)\] we obtain the result that for resonant parameters all solutions have divergent width provided they start from finite values of the moments (which is the generic case). With respect to stability, it is deduced from Massera’s Theorem that if $`(ϵ,\omega )`$ belongs to a stability region of Eq. (20), there exists a periodic solution of Eq. (18) which is Lyapunov stable. We emphasize that our analysis of the cilindrically symmetric problem performed up to now is completely rigorous. Now we will turn to approximations to discuss other related problems. Non-symmetric problems.- Throughout this paper we have made use of a special symmetry for the confining potential and for the solution in order to make our theory exact. When these constrains are removed and we turn to a general two or three-dimensional model (1), a corresponding set of coupled Hill’s equations may still be obtained by some kind of approximation, which can be scaling laws or a variational ansatz . A new approach involves only imposing the wave-function to have a quadratic dependence in the complex phase $`\psi =\|\psi \|\text{exp}\left(i_{jk}\alpha _{jk}x_jx_k\right)`$, $`j,k=1,\mathrm{},3`$, which is a less restrictive ansatz than those used previously. By introducing this trial function into (4), building Lagrange’s equations for the parameters, and using some transformations, one obtains $$\ddot{X_i}+\lambda _i(t)X_i=\frac{1}{X_i^3}+\frac{Q}{X_iX_1X_2X_3}.$$ (21) Here $`X_i,i=1,2,3`$ are the three root mean square radius of the solution for each spatial direction, i. e. the extensions of the previous $`X(t)`$ to the three dimensional problem. In this case the $`\lambda _i(t)`$ need not to be equal and in fact experimental problems in BEC involve different $`\lambda `$ values because of asymmetries of the traps. Eqs. (21) are not integrable and form a six-dimensional nonautonomous dynamical system for which few things can be said analytically. Nevertheless, the numerical study of the approximate model (21) exhibits an extended family of resonances which is more or less the Cartesian product of those of (19), with minor displacements due to the coupling. There exist also parameter regions of chaotic and periodic solutions. Numerical simulations of Eq. (1) confirm the predictions of the simple model (21). Nonlinear spectrum and resonances.- Although resonant behavior has been proven in the radially symmetric two dimensional case, one could try to make a qualitative explanation for the reason that this behavior is also present in non-symmetric problems. Let us look for stationary solutions $`u(𝐫,t)=\varphi (𝐫)e^{i\mu t}`$ for the stationary trap, $`V=V(𝐫)`$, and write the nonlinear eigenvalue problem $$\mu \varphi =\frac{1}{2}\mathrm{}\varphi +\|\varphi \|^2\varphi +V(𝐫)\varphi .$$ (22) Let us assume that we may use these solutions to expand, in a possibly non-orthogonal and time dependent way, any solution of the non-stationary problem (1). By doing so one finds that the energy absorption process in the time dependent potential is ruled by the separation between the eigenvalues, $`\mu _i\mu _j`$, of any two different modes of (22). If these differences are distributed in a random way, the perturbation is not efficient and does not lead to resonances, but to chaos. On the other hand, if the differences may be approximated by multiples of a fixed set of frequencies, then an appropriate parametric excitation will induce a sustained process of energy gain (and width growth) such as the one we have observed. We have studied the spectrum $`\{\mu \}`$ for the case of an axially symmetric potential $`V(𝐫)=\lambda _r(x^2+y^2)+\lambda _zz^2`$ in three dimensions using a variant of a pseudospectral scheme using the harmonic oscillator basis as described in . Our results show that the spectrum exhibits an ordered structure, with different directions of uniformity that may be excited by the parametric perturbation. We have checked the computations in one, two and three spatial dimensions without assumptions of symmetry on the solution with similar results despite the fact that the spectrum becomes more complex as dimensionality increases. Details of these calculations will be published elsewhere. Losses effects.- When losses are included in Eq. (3), e.g. by the addition of a new term of the type $`i\sigma u`$, it is not possible to obtain a set of closed equations for the momenta and thus one cannot solve exactly the problem. However, as discussed in the preceding comments one still may further restrict the analysis to the parabolic phase approximation to obtain the modified equation $`\ddot{X}+\lambda (t)X=Q(t)/X^3`$, where $`Q(t)`$ is a decreasing function satisfying $`Q1`$ as $`t\mathrm{}`$. At least up to the range of validity of the approximation one obtains parametric resonances since the behavior of the singular term does not affect essentially the resonance relation. Of course, at the same time one has a decrease in the norm of the solution since now $`dI_1/dt=2\sigma I_1`$. In conclusion we have studied a parametrically perturbed nonlinear extended system. By using the moment technique for the cilindrically symmetric problem we obtain a singular Hill equation which is reducible to a linear Hill equation and thus existence of resonances can be shown analytically. For the physically relevant case of a periodic perturbation it is shown that there exist strong extended resonances for the relevant parameters of the solution even when the solution is constrained by conservation laws. It is conjectured using the parabolic ansatz, analysis of nonlinear spectrum and numerical simulations that this behavior is also present in non-radially symmetric problems or when losses are present. V.M.P-G. has been partially supported by CICYT grants PB96-0534 and PB95-0839. P. T. is supported by CICYT grant PB95-1203.
no-problem/9903/cond-mat9903216.html	ar5iv	text	# 1 Introduction ## 1 Introduction The dipole moment of any finite $`N`$–electron system in its ground state is a simple and well defined quantity. Given the many–body wavefunction $`\mathrm{\Psi }`$ and the corresponding single–particle density $`n(𝐫)`$ the electronic contribution to the dipole is: $$𝐑=𝑑𝐫𝐫n(𝐫)=\mathrm{\Psi }\|\widehat{𝐑}\|\mathrm{\Psi },$$ (1) where $`\widehat{𝐑}=_{i=1}^N𝐫_i`$ (atomic Hartree units are adopted throughout). This looks very trivial, but we are exploiting here an essential fact: the ground wavefunction of any finite $`N`$–electron system is square–integrable and vanishes exponentially at infinity; the density vanishes exponentially as well. Considering now a macroscopic solid, the related quantity is macroscopic polarization, which is a very essential concept in any phenomenological description of dielectric media : this quantity is ideally defined as the dipole of a macroscopic sample, divided by its volume. The point is that, when using Eq. (1), the integral is dominated by what happens at the surface of the sample: knowledge of the electronic distribution in the bulk region is not enough to unambiguosly determine the dipole. This looks like a paradox, since in the thermodynamic limit macroscopic polarization must be an intensive quantity, insensitive to surface effects. Macroscopic polarization in the bulk region of the solid must be determined by what “happens” in the bulk as well. This is the case if one assumes a model of discrete and well separated dipoles, à la Clausius-Mossotti: but real dielectrics are very much different from such an extreme model. The valence electronic distribution is continuous, and often very delocalized (particularly in covalent dielectrics). Most textbooks attempt at explaining the polarization of a periodic crystal via the dipole moment of a unit cell, or something of the kind . These definitions are incorrect : according to the modern viewpoint, bulk macroscopic polarization is a physical observable completely independent from the periodic charge distribution of the polarized crystalline dielectric. In condensed matter physics the standard way for getting rid of undesired surface effects is to adopt periodic Born-von Kármán boundary conditions (BvK). Indeed, the BvK choice is mandatory in order to introduce even the most elementary topics, such as the free–electron gas and its Fermi energy, or the Bloch theorem . Unfortunately, the adoption of BvK does not solve the polarization problem. In fact the dipole cannot be evaluated as in Eq. (1) when the wavefunction obeys BvK: the integrals are ill–defined due to the unbounded nature of the quantum–mechanical position operator. For this reason macroscopic polarization remained a major challenge in electronic structure theory for many years. The breakthrough came in 1992, when polarization was defined in terms of the wavefunctions, not of the charge. This definition has an unambiguous thermodynamic limit, such that BvK and Bloch states can be used with no harm . In the following months a modern theory of macroscopic polarization in crystalline dielectrics has been completely established , thanks to a major advance due to R.D. King-Smith and D. Vanderbilt , who expressed polarization in terms of a Berry phase . A comprehensive account of the modern theory exists . Other less technical presentations are available as well ; for an oversimplified nontechnical outline see Ref. . First–principle calculations based on this theory have been performed for several crystalline materials, either within DFT (using various basis sets) or within HF (using LCAO basis sets) . All of the above quoted work refers to a crystalline system within an independent–electron formulation: the single–particle orbitals have then the Bloch form, and the macroscopic polarization is evaluated as a Berry phase of them. The related, but substantially different, problem of macroscopic polarization in a correlated many–electron system was first solved by Ortíz and Martin in 1994 . However, according to them, polarization is defined—and computed —by means of a peculiar “ensemble average”, integrating over a set of different electronic ground states: this was much later (1998) shown to be unnecessary. In Ref. , in fact, a simpler viewpoint is taken: the polarization of a correlated solid is defined by means of a “pure state” expectation value, although a rather exotic kind of one. By the same token, it was also possible to define —and to compute —macroscopic polarization in noncrystalline systems. In the present work we take advantage of the most recent developments for reconsidering the whole theory under a new light. At variance with previous presentations we are not going to introduce explicitly the Berry phase concept: in fact, within the formulation of Ref. , the Berry phase appears very much “in disguise”. Instead, a major role is played by a precursor work , apparently unrelated either to the polarization problem or to a Berry phase, which will be reexamined here and used to introduce the polarization theory. Finally, let me just mention a latest development, not to be discussed in the present work, where ideas spawned from the polarization theory—and more specifically from Ref. —are used to investigate wavefunction localization . ## 2 The “electron in broth” Adopting a given choice for the boundary conditions is tantamount to defining the Hilbert space where our solutions of Schrödinger’s equation live. For the sake of simplicity, I am presenting the basic concept by means of the one–dimensional case. For a single–particle wavefunction BvK reads $`\psi (x+L)=\psi (x)`$, where $`L`$ is the imposed periodicity, chosen to be large with respect to atomic dimensions. Notice that lattice periodicity is not assumed, and BvK applies to disordered systems as well. By definition, an operator maps any vector of the given Hilbert space into another vector belonging to the same space: the multiplicative position operator $`x`$ is therefore not a legitimate operator when BvK are adopted for the state vectors, since $`x\psi (x)`$ is not a periodic function whenever $`\psi (x)`$ is such. It is then obvious why Eq. (1) cannot be used in condensed matter theory. Of course, any periodic function of $`x`$ is a legitimate multiplicative operator in the Hilbert space: this is the case e.g. of the nuclear potential acting on the electrons. Before switching to the polarization problem, it is expedient to discuss an important precursor work, apparently unrelated to the polarization problem, where nonetheless the expectation value of the position operator plays the key role. Some years ago, A. Selloni et al. addressed the properties of electrons dissolved in molten salts at high dilution, in a paper which at the time was commonly nicknamed the “electron in broth”. The physical problem was studied by means of a mixed quantum–classical simulation, where a lone electron was adiabatically moving in a molten salt (the “broth”) at finite temperature. The simulation cell contained 32 cations, 31 anions, and a single electron. KCl was the original case study, which therefore addressed the liquid state analogue of an F center; other systems were studied afterwards . The motion of the ions was assumed as completely classical, and the Newton equations of motion were integrated by means of standard molecular dynamics (MD) techniques, though the ionic motion was coupled to the quantum degree of freedom of the electron. The electronic ground wavefunction was determined solving the time–dependent Schrödinger’s equation at each MD time step. As usual in MD simulations, periodic boundary conditions were adopted for the classical ionic motion. Ideally, the ionic motion occurs in a simulation cell which is surrounded by periodic replicas: inter-cell interactions are accounted for, thus avoiding surface effects. Analogously, the electronic wavefunction is chosen in the work of Selloni et al. to obey BvK over the simulation cell, and therefore features periodic replicas as well. A plot of such an electronic distribution, in a schematic one–dimensional analogue, is given in Fig. 1. One of the main properties investigated in Ref. was the electronic diffusion, where the thermal ionic motion is the driving agent (within the adiabatic approximation). In order to perform this study, one has to identify first of all where the “center” of the electronic distribution is. Intuitively, the distribution in Fig. 1 appears to have a “center”, which however is defined only modulo the replica periodicity, and furthermore cannot be evaluated simply as in Eq. (1), i.e. $`x=𝑑xx\|\psi (x)\|^2`$, precisely because of BvK. Selloni et al. solved the problem by means of a very elegant and far–reaching formula, presented below. The work of Ref. can be regarded as the many–body generalization of it. ## 3 The main formula: One electron According to Refs. , the key quantity for dealing with the position operator within BvK is the dimensionless complex number $`𝔷`$, defined as: $$𝔷=\psi \|\mathrm{e}^{i\frac{2\pi }{L}x}\|\psi =_0^L𝑑x\mathrm{e}^{i\frac{2\pi }{L}x}\|\psi (x)\|^2,$$ (2) whose modulus is no larger than 1. The most general electron density, such as the one depicted in Fig. 1, can always be written as a superposition of a function $`n_{\mathrm{loc}}(x)`$, normalized over $`(\mathrm{},\mathrm{})`$, and of its periodic replicas: $$\|\psi (x)\|^2=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}n_{\mathrm{loc}}(xx_0mL).$$ (3) Both $`x_0`$ and $`n_{\mathrm{loc}}(x)`$ have a large arbitrariness: we restrict it a little bit by imposing that $`x_0`$ is the center of the distribution, in the sense that $`_{\mathrm{}}^{\mathrm{}}𝑑xxn_{\mathrm{loc}}(x)=0`$. Using Eq. (3), $`𝔷`$ can be expressed in terms of the Fourier transform of $`n_{\mathrm{loc}}`$ as: $$𝔷=\mathrm{e}^{i\frac{2\pi }{L}x_0}\stackrel{~}{n}_{\mathrm{loc}}(\frac{2\pi }{L}).$$ (4) If the electron is localized in a region of space much smaller than $`L`$, its Fourier transform is smooth over reciprocal distances of the order of $`L^1`$ and can be expanded as: $$\stackrel{~}{n}_{\mathrm{loc}}(\frac{2\pi }{L})=1\frac{1}{2}\left(\frac{2\pi }{L}\right)^2_{\mathrm{}}^{\mathrm{}}𝑑xx^2n_{\mathrm{loc}}(x)+𝒪(L^3).$$ (5) A very natural definition of the center of a localized periodic distribution $`\|\psi (x)\|^2`$ is therefore provided by the phase of $`𝔷`$ as: $$x=\frac{L}{2\pi }\text{Im ln}𝔷,$$ (6) which is in fact the formula first proposed by Selloni et al. . The expectation value $`x`$ is defined modulo $`L`$, as expected since $`\|\psi (x)\|^2`$ is BvK periodic. The above expressions imply $`xx_0\text{mod }L`$; in the special case where $`n_{\mathrm{loc}}(x)`$ can be taken as an even (centrosymmetric) function, its Fourier transform is real and Eq. (4) yields indeed $`xx_0\text{mod }L`$. In the case of extreme delocalization we have instead $`\|\psi (x)\|^2=1/L`$ and $`𝔷=0`$: hence the center of the distribution $`x`$, according to Eq. (6), is ill–defined. For a more general delocalized state, we expect that $`𝔷`$ goes to zero at large $`L`$ . We have therefore arrived at a definition of $`x`$ within BvK which has many of the desirable features we were looking for: nonetheless, there is a property that is even more important, and which we are going to demonstrate now. Suppose the potential which the electron moves in has a slow time dependence—as was the case in Ref. —and we wish to follow the adiabatic evolution of the electronic state $`\|\psi `$. If we call $`\|\phi _j`$ the instantaneous eigenstates at time $`t`$, the lowest order adiabatic evolution of the ground–state density matrix is : $$\|\psi \psi \|\|\phi _0\phi _0\|+i\underset{j0}{}\left(\|\phi _j\frac{\phi _j\|\dot{\phi }_0}{ϵ_jϵ_0}\phi _0\|\text{Hc}\right),$$ (7) where the phases have been chosen in order to make $`\|\phi _0`$ orthogonal to its time derivative $`\|\dot{\phi }_0`$. The macroscopic electrical current flowing through the system at time $`t`$ is therefore: $$j=\frac{1}{L}\psi \|p\|\psi \frac{i}{L}\underset{j0}{}\frac{\phi _0\|p\|\phi _j\phi _j\|\dot{\phi }_0}{ϵ_jϵ_0}+\text{cc}.$$ (8) It is then rather straightforward to prove that $`j`$ to lowest order in $`1/L`$ equals $`(1/L)dx/dt`$, where $`x`$ is evaluated using in Eq. (6) the instantaneous ground eigenstate: $$j\frac{1}{2\pi }\text{Im }\frac{d}{dt}\text{ln }\phi _0\|\mathrm{e}^{i\frac{2\pi }{L}x}\|\phi _0.$$ (9) This finding proves the value of the “electron–in–broth” formula, Eqs. (2) and (6) in studying electron transport . ## 4 The main formula: Many electrons So much about the one–electron problem: we are now going to consider a finite density of electrons in the periodic box. To start with, irrelevant spin variables will be neglected: for the sake of notation simplicity, I will first illustrate the main concepts on a system of “spinless electrons”. Even for a system of independent electrons, our approach takes a simple and compact form if a many–body formulation is adopted. BvK then imposes periodicity in each electronic variable separately: $$\mathrm{\Psi }_0(x_1,\mathrm{},x_i,\mathrm{},x_N)=\mathrm{\Psi }_0(x_1,\mathrm{},x_i+L,\mathrm{},x_N).$$ (10) Our interest is indeed in studying a bulk system: $`N`$ electrons in a segment of length $`L`$, where eventually the thermodynamic limit is taken: $`L\mathrm{}`$, $`N\mathrm{}`$, and $`N/L=n_0`$ constant. We also assume the ground state nondegenerate, and we deal with insulating systems only: this means that the gap between the ground eigenvalue and the excited ones remains finite for $`L\mathrm{}`$. We start defining the one–dimensional analogue of $`\widehat{𝐑}`$, namely, the multiplicative operator $`\widehat{X}=_{i=1}^Nx_i`$, and the complex number $$𝔷_N=\mathrm{\Psi }\|\mathrm{e}^{i\frac{2\pi }{L}\widehat{X}}\|\mathrm{\Psi }.$$ (11) It is obvious that the operator $`\widehat{X}`$ is ill–defined in our Hilbert space, while its complex exponential appearing in Eq. (11) is well defined. The main result of Ref. is that the ground–state expectation value of the position operator is given by the analogue of Eq. (6), namely: $$X=\frac{L}{2\pi }\text{Im ln }𝔷_N,$$ (12) a quantity defined modulo $`L`$ as above. The right–hand side of Eq. (12) is not simply the expectation value of an operator: the given form, as the imaginary part of a logarithm, is indeed essential. Furthermore, its main ingredient is the expectation value of the multiplicative operator $`\mathrm{e}^{i\frac{2\pi }{L}\widehat{X}}`$: it is important to realize that this is a genuine many–body operator. In general, one defines an operator to be one–body whenever it is the sum of $`N`$ identical operators, acting on each electronic coordinate separately: for instance, the $`\widehat{X}`$ operator is such. In order to express the expectation value of a one–body operator the full many–body wavefunction is not needed: knowledge of the one–body reduced density matrix $`\rho `$ is enough: I stress that, instead, the expectation value of $`\mathrm{e}^{i\frac{2\pi }{L}\widehat{X}}`$ over a correlated wavefunction cannot be expressed in terms of $`\rho `$, and knowledge of the $`N`$-electron wavefunction is explicitly needed. In the special case of a single–determinant, the $`N`$-particle wavefunction is uniquely determined by the one–body reduced density matrix $`\rho `$ (which is the projector over the set of the occupied single–particle orbitals): therefore the expectation value $`X`$, Eq. (12), is uniquely determined by $`\rho `$. But this is peculiar to uncorrelated wavefunctions only: this case is discussed in detail below. As in the one–body case, whenever the many–body Hamiltonian is slowly varying in time, the macroscopic electrical current flowing through the system is given by $$J=\frac{1}{L}\frac{d}{dt}X,$$ (13) where $`X`$ is evaluated using in Eq. (11) the instantaneous ground eigenstate of the Hamiltonian at time $`t`$: this result is proved in Ref. . Considering now the limit of a large system, $`X`$ is an extensive quantity: the macroscopic current $`J`$, Eq. (13), goes therefore to a well defined thermodynamic limit. We stress that nowhere in our presentation have we assumed crystalline periodicity. Therefore our definition of $`X`$ is very general: it applies to any condensed system, either ordered or disordered, either independent–electron or correlated. ## 5 Macroscopic polarization In the Introduction, we have discussed what polarization is not, by outlining some incorrect definitions and their problems . We have not stated yet what polarization really is: to this aim, a few experimental facts are worth recalling. The absolute polarization of a crystal in a given state has never been measured as a bulk property, independent of sample termination. Instead, well known bulk properties are derivatives of the polarization with respect to suitable perturbations: permittivity, pyroelectricity, piezoelectricity, dynamical charges, In one important case—namely, ferroelectricity—the relevant bulk property is inferred from the measurement of a finite difference (polarization reversal). In all cases, the derivative or the difference in the polarization is typically accessed via the measurement of a macroscopic current. For instance, to measure the piezoelectric effect, the sample is typically strained along the piezoelectric axis while being shorted out with a capacitor (see Fig. 2). The theory discussed here only concerns phenomena where the macroscopic polarization is induced by a source other than an electric field. Even in this case, the polarization may (or may not) be accompanied by a field, depending on the boundary conditions chosen for the macroscopic sample. The theory addresses polarization differences in zero field: this concerns therefore lattice dynamics, piezoelectricity (as in the ideal experiment sketched in Fig. 2), and ferroelectricity. Notably, the theory reported here does not address the problem of evaluating the dielectric constant: this can be done using alternative approaches, such as the well–established linear–response theory , or other more innovative theories . The bulk quantity of interest, to be compared with experimental measurements, is the polarization difference between two states of the given solid, connected by an adiabiatic transformation of the Hamiltonian. The electronic term in this difference is: $$\mathrm{\Delta }P=_0^{\mathrm{\Delta }t}𝑑tJ(t),$$ (14) where $`J(t)`$ is the current flowing through the sample while the potential is adiabatically varied, i.e. precisely the quantity discussed in the previous Section, Eq. (13). Notice that in the adiabatic limit $`\mathrm{\Delta }t`$ goes to infinity and $`J(t)`$ goes to zero, while Eq. (14) yields a finite value, which only depends on the initial and final states. We may therefore write: $$P=\underset{L\mathrm{}}{lim}\frac{1}{2\pi }\text{Im ln }\mathrm{\Psi }\|\mathrm{e}^{i\frac{2\pi }{L}\widehat{X}}\|\mathrm{\Psi },$$ (15) where it is understood that Eq. (15) is to be used twice, with the final and with the initial ground states, in order to evaluate the quantity of interest $`\mathrm{\Delta }P`$. Notice that $`L\mathrm{}`$ in Eq. (15) is a rather unconventional limit, since the exponential operator goes formally to the identity, but the size of the system and the number of electrons in the wavefunction increase with $`L`$. ## 6 The case of independent electrons We now specialize to an uncorrelated system of independent electrons, whose $`N`$-electron wavefunction $`\|\mathrm{\Psi }`$ is a Slater determinant. As discussed above, in this case the expectation value $`X`$, Eq. (12), is uniquely determined by the one–body density matrix. However, the formulation is simpler when expressing $`X`$ and the resulting polarization $`P`$ directly in terms of the orbitals. We restore explicit spin variables from now on. Suppose $`N`$ is even, and $`\|\mathrm{\Psi }`$ is a singlet. The Slater determinant has thus the form: $$\|\mathrm{\Psi }=\frac{1}{\sqrt{N!}}\|\phi _1\overline{\phi }_1\phi _2\overline{\phi }_2\mathrm{}\phi _{N/2}\overline{\phi }_{N/2}\|,$$ (16) where $`\phi _i`$ are the single-particle orbitals. It is then expedient to define $$\|\stackrel{~}{\mathrm{\Psi }}=\mathrm{e}^{i\frac{2\pi }{L}\widehat{X}}\|\mathrm{\Psi }:$$ (17) even $`\|\stackrel{~}{\mathrm{\Psi }}`$ is indeed a Slater determinant, where each orbital $`\phi _i(x)`$ of $`\|\mathrm{\Psi }`$ is multiplied by the plane wave $`\mathrm{e}^{i\frac{2\pi }{L}x}`$. According to a well known theorem, the overlap amongst two determinants is equal to the determinant of the overlap matrix amongst the orbitals. We therefore define the matrix (of size $`N/2\times N/2`$): $$S_{ij}=\phi _i\|\mathrm{e}^{i\frac{2\pi }{L}x}\|\phi _j=_0^L𝑑x\phi _i^{}(x)\mathrm{e}^{i\frac{2\pi }{L}x}\phi _j(x),$$ (18) in terms of which we easily get $$P=\frac{1}{2\pi }\text{Im ln }\mathrm{\Psi }\|\stackrel{~}{\mathrm{\Psi }}=\frac{1}{\pi }\text{Im ln det }S,$$ (19) where the factor of 2 accounts for double spin occupancy, and the expression becomes accurate in the limit of a large system. The expression of Eq. (19) goes under the name of “single–point Berry phase” (almost an oxymoron!), and was first proposed by the present author in a volume of lecture notes . Since then, its three-dimensional generalization has been used in a series of DFT calculations for noncrystalline systems , and has been scrutinized in some detail in Ref. . The case of a crystalline system of independent electrons is the one which historically has been solved first , though along a very different logical path than adopted here. I am going to outline how the present formalism leads to the earlier results. For the sake of simplifying notations, I am going to consider the case of an insulator having only one completely occupied band. The single–particle orbitals may be chosen in the Bloch form: indeed, the canonical ones must have the Bloch form. The many–body wavefunction, Eq. (16), becomes in the crystalline case: $$\|\mathrm{\Psi }=\frac{1}{\sqrt{N!}}\|\psi _{q_1}\overline{\psi }_{q_1}\psi _{q_2}\overline{\psi }_{q_2}\mathrm{}\psi _{q_{N/2}}\overline{\psi }_{q_{N/2}}\|.$$ (20) The lattice constant is $`a=2L/N`$, and the Bloch vectors entering Eq. (20) are equally spaced in the reciprocal cell $`(0,2\pi /a]`$: $$q_s=\frac{4\pi }{Na}s,s=1,2,\mathrm{},N/2.$$ (21) Owing to the orthogonality properties of the Bloch functions, the overlap matrix elements in Eq. (18) vanish except when $`q_s^{}=q_s2\pi /L`$, that is $`s^{}=s1`$: therefore the determinant in Eq. (19) factors as $$P=\frac{1}{\pi }\text{Im ln }\underset{s=1}{\overset{N/2}{}}\psi _{q_s}\|\mathrm{e}^{i\frac{2\pi }{L}x}\|\psi _{q_{s1}},$$ (22) where $`\psi _{q_0}(x)\psi _{q_{N/2}}(x)`$ is implicitly understood (so–called periodic gauge). The expression in Eq. (22) is precisely the one first proposed by King–Smith and Vanderbilt as a discretized form for the Berry phase: in fact, the multi–band three–dimensional generalization of Eq. (22) is the standard formula implemented in first–principle calculations of macroscopic polarization in crystalline dielectrics, either within DFT or HF. ## 7 Critical rethinking of DFT The modern viewpoint about macroscopic polarization has even spawned a critical rethinking of density–functional theory in extended systems. The debate started in 1995 with a paper by Gonze, Ghosez, and Godby , and continues these days . The treatment of polarization provided in the present work allows discussing the issue in a very simple way. The celebrated Hohenberg–Kohn (HK) theorem, upon which DFT is founded , states that there exists a universal functional $`F[n]`$, which determines the exact ground–state energy and all other ground–state properties of the system. The main hypotheses are that the magnetic field is vanishing, the ground state is non degenerate, and—most important to the present purposes—the system is finite, with a square–integrable ground wavefunction. This is precisely the key point when dealing with an extended system. Ideally, it is possible to refer to a macroscopic but finite system: polarization is then by definition the dipole divided by the volume, and Eq. (1) safely applies. As a consequence, the polarization of the real interacting system is identical to the one of the fictitious noninteracting Kohn–Sham (KS) system. Unfortunately, such polarization depends on the charge distribution both in the bulk and at the surface: according to Ref. , this fact implies a possible “ultranonlocality” in the KS potential: two systems having the same density in the bulk region may have qualitatively different KS potentials in the same region, and different polarizations as well. The issue can be formulated in a more transparent way by recasting it in the language of the present work. As discussed in the Introduction, condensed matter theory invariably works in a different way: one adopts BvK since the very beginning, and the system has no surface by construction. The original HK theorem was formulated for the case where the Schrödinger’s equation is solved imposing square–integrable boundary conditions, but the same theorem holds within BvK, with an identical proof, for a finite $`N`$-electron system. We can then define, even within BvK, the fictitious KS system of noninteracting electrons, having the same density as the interacting one: if the system is crystalline, the KS orbitals have the Bloch form. Now the question becomes: do the interacting system and the corresponding KS noninteracting one have the same polarization? The answer is actually “no”: in fact, within BvK, polarization is not a function of the density, not even of the one–body density matrix, as stressed above. Numerical evidence of the fact that the two polarizations are not equal has been given . Other important implications concern the occurrence of macroscopic electric fields within DFT: we refer to the original literature about this issue, while here we limit ourselves to just remarking an important point. The potential (both one–body and two–body) within the Schrödinger’s equation must be BvK periodic, otherwise the Hamiltonian is an ill–defined operator in the Hilbert space. The periodicity of the potential is tantamount to enforcing a vanishing macroscopic electric field: therefore some ad–hoc strategies must be devised in order to cope with nonzero electric fields, as is indeed done in Refs. . ## Acknowledgments Invaluable discussions with R.M. Martin, G. Ortíz, and D. Vanderbilt are gratefully acknowledged. Part of this work has been performed while attending the 1998 workshop “Physics of Insulators” at the Aspen Center for Physics. Partially supported by ONR grant N00014-96-1-0689.
no-problem/9903/cond-mat9903438.html	ar5iv	text	# Anisotropic Coarsening: Grain Shapes and Nonuniversal Persistence ## Abstract We solve a coarsening system with small but arbitrary anisotropic surface tension and interface mobility. The resulting size-dependent growth shapes are significantly different from equilibrium microcrystallites, and have a distribution of grain sizes different from isotropic theories. As an application of our results, we show that the persistence decay exponent depends on anisotropy and hence is nonuniversal. The geometrical Wulff construction gives an explicit relation between the anisotropic surface tension and the resulting equilibrium crystal shape. This marks an early and dramatic success in quantitatively connecting morphology to the interfacial properties of a material. However, distinct Wulff microcrystallites must be in ‘splendid isolation’ — with negligible exchange between them in comparison to the internal dynamics required to equilibrate . In contrast, dilute phase separating alloys and coarsening polycrystallites exhibit growing microcrystalline droplets or grains with non-negligible interactions. While it has been shown for these and other coarsening systems that anisotropy influences the morphology , such effects have not been quantitatively understood for even the simplest models of curvature-driven growth. The understanding of interacting isotropic phases (see, e.g., ) was significantly advanced by the models of Lifshitz and Slyozov and Wagner for diffusive and curvature-driven coarsening, respectively. These mean-field theories correctly capture a remarkable amount of coarsening phenomenology, and are exact in the dilute limit. With this inspiration, we generalize Wagner’s model — an interacting ensemble of coarsening droplets, evolving to continually lower their surface energy without changing their total volume — to include arbitrary anisotropy in the surface tension and the interface mobility. We solve the model perturbatively in anisotropy strength, and relate the interfacial properties to the resulting non-trivial grain shapes. These “growth shapes” are contrasted with those of equilibrium (Wulff-constructed) grains to highlight the connection between dynamics and microcrystallite morphology. We then compare our results on the ensemble of grains to Wagner’s isotropic solution to demonstrate anisotropy effects on coarsening correlations, including the effect on persistence exponents. Our model is applicable to single-phase polycrystallite coarsening, where distinct grains are distinguished only by their crystallographic orientation (see ). Most theoretical studies of polycrystallites focus on their cellular structure, specifically on the static and dynamical description of the vertices where three or more grain boundaries meet. However, vertex-based models have significant shortcomings when anisotropy is included, since it modifies both the distribution of the number of vertices per grain and the otherwise fixed angles formed where three grains adjoin . Furthermore, von Neumann’s law, a direct relationship in two dimensions (2D) between the number of vertices per grain and its area growth rate , no longer applies. With anisotropy, the evolution of a grain’s area requires the complete specification of grain shape — including the orientations and, in general, the non-uniform curvatures of the interfaces. We present a complementary vertex-free approach to examine grain shape via an anisotropic dynamical mean-field theory. The neighboring grains outside the grain of interest are treated as providing an isotropic mean-field. We retain the crystallinity of the grain through an anisotropic surface tension and interface mobility, which results in the anisotropic Wagner theory. (A similar connection can be made between isotropic Wagner theory and soap froths .) Ultimately, a synthesis of the present work with vertex-based models is desirable . We find a dynamical scaling solution typical of coarsening systems , including clean polycrystallites. The characteristic length scale grows as a power law, $`Lt^{1/2}`$, as expected for curvature driven growth . In the scaling regime the initial conditions are “forgotten,” and the morphology, when scaled by the growing length, $`L(t)`$, is invariant. Grain shapes of particular scaled size are also time-independent. These growth shapes are generally quite different from equilibrium Wulff shapes — even when the mobility is isotropic! The isotropic grain size distribution is also modified by anisotropy, as discussed later. With our results, we can answer the question of universality in persistence decay exponents. The persistence is the fraction of the system that has not been crossed by a domain wall up to time $`t`$ . The decay of persistence to zero, $`Pt^\theta `$, even from a starting time deep within the scaling regime, implies that every point in the system will eventually “realize” that equilibrium has not yet been reached. Persistence decay is a local signature of the non-equilibrium dynamics of the system. The degree of universality of this dynamical exponent has remained an open issue since no precise results have been obtained for models with non-trivial temperature dependence . (Simulations have not yet found any temperature dependence within their accuracy .) Since anisotropy varies with temperature, our model provides such a non-trivial temperature dependence in a coarsening system that we can then analytically relate to the resulting structure and to the persistence exponent, $`\theta `$ . We find that $`\theta `$ depends on both the anisotropies of the surface tension and of the interface mobility, so the persistence exponent is nonuniversal in anisotropic systems . We restrict ourselves to 2D, where the surface tension $`\sigma (\psi )`$ and the interface mobility $`M(\psi )`$ may be defined in terms of the angle $`\psi `$ between the interface normal and an arbitrary crystallographic axis. The anisotropic Allen-Cahn equation is then derived from the linear response of the interface to the local drive given by the Gibbs-Thompson condition, $`[\sigma (\psi )+\sigma ^{\prime \prime }(\psi )]\kappa `$, were $`\sigma `$ is the surface tension, and $`\kappa `$ the local interface curvature. The stiffness, $`\sigma +\sigma ^{\prime \prime }`$, reflects the local change of extent and orientation of the interface due to a deformation. By allowing the interface mobility to depend on orientation , and by including an applied field $`\lambda `$ coupled to one of the phases, we obtain the normal interface velocity $$v_n=M(\psi )\left[\{\sigma (\psi )+\sigma ^{\prime \prime }(\psi )\}\kappa \lambda \right].$$ (1) We now consider an ensemble of polycrystallite grains. Our mean-field approximation entails keeping only the crystalline anisotropy of each grain (ignoring its neighbors), neglecting vertices, and determining a self-consistent mean-field $`\lambda `$ to represent the effects of neighboring grains that may be growing or shrinking. The conservation of the total area of all of the grains uniquely determines $`\lambda (t)`$, resulting in precisely the anisotropic Wagner theory. To proceed, we Fourier expand the anisotropic surface tension and mobility, $`\sigma (\psi )`$ $`=`$ $`\sigma _0\left[1+\delta {\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\{\sigma _k\mathrm{cos}(k\psi )+\stackrel{~}{\sigma }_k\mathrm{sin}(k\psi )\}\right],`$ (2) $`M(\psi )`$ $`=`$ $`M_0\left[1+\delta {\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\{m_k\mathrm{cos}(k\psi )+\stackrel{~}{m}_k\mathrm{sin}(k\psi )\}\right],`$ (3) where $`\delta `$ is introduced to organize a perturbative calculation. We parameterize each grain by a polar radius $`R(\varphi )`$, as depicted in Fig. 1, from which the interface orientation follows: $`\psi (\varphi )=\varphi \mathrm{arctan}(R^{}/R)`$ where $`R^{}dR/d\varphi `$. Considering only smooth grain profiles, we relate normal and radial growth velocities, $`v_r(\varphi )=v_n\sqrt{1+(R^{}/R)^2}`$, and calculate the curvature $`\kappa (\varphi )=[R^2+2R^2RR^{\prime \prime }]/(R^2+R^2)^{3/2}`$. We then expand $`R`$, $$R(\varphi )=R_0\left[1+\underset{k=0}{\overset{\mathrm{}}{}}\{\rho _k\mathrm{cos}(k\varphi )+\stackrel{~}{\rho }_k\mathrm{sin}(k\varphi )\}\right],$$ (4) with coefficients $$\rho _k(x)=a_k(x)\delta +b_k(x)\delta ^2+\mathrm{}$$ (5) and similarly for $`\stackrel{~}{\rho }_k`$ . Grain sizes are labeled with a reduced length $`xR_0/L`$, where $`L(M_0\sigma _0t/2)^{1/2}`$. For $`\delta =0`$ we recover Wagner’s isotropic theory, with the familiar distribution of grain sizes (see ): $$f(x)=ϵF_2x\mathrm{exp}[4/(2x)]/(2x)^4.$$ (6) (The $`ϵ`$ prefactor is the area fraction of a randomly selected subset of grains — used later to calculate persistence.) For convenience, we define $`R_0`$ by the requirement that $`x`$ maintains this isotropic grain-size distribution up to an anisotropy-dependent normalization, $`F_2=F_2^{(0)}+\delta ^2F_2^{(2)}+\mathrm{}`$. This requirement leads to non-zero $`\rho _0`$ terms in the expansion (4) but preserves the range of scaled sizes, $`x[0,2]`$. (Note that $`\stackrel{~}{\rho }_0=0`$.) Physical length scales, such as the grain perimeter, can be consistently derived from our results, as discussed below. The resulting interface equations for the ensemble of grains may be solved order by order in $`\delta `$ . The zeroth order results reproduce the isotropic theory; the first order equations are new, and serve to determine a size-dependent grain shape through $`a_k(x)`$: $`x(2x)^2a_k^{}(x)4(k^2+x2)a_k=`$ (7) $`4(1k^2)\sigma _k+4(1x)m_k,`$ (8) for $`k>1`$, with an identical equation for $`\stackrel{~}{a}_k`$ in terms of $`\stackrel{~}{\sigma }_k`$ and $`\stackrel{~}{m}_k`$. For $`k>1`$ the solution is $$a_k(x)=m_k+(\sigma _km_k)(11/k^2)[1+\mathrm{\Omega }(k,v)]$$ (9) where $`\mathrm{\Omega }(k,v)2\mathrm{\Gamma }(2k^2,v)v^{k^22}e^v`$, and $`vk^2x/(2x)`$. We also have $`a_0(x)=a_1(x)=0`$, the latter by our choice of coordinate origin . Clearly the grain shapes depend on grain size, through $`\mathrm{\Omega }`$. Even when the surface tension is isotropic ($`\sigma _k=0`$ for all $`k>0`$), we can obtain anisotropic grain shapes through the interface mobility. This is illustrated in Fig. 2 for a particular choice of $`M(\psi )`$. At all orders of $`\delta `$ the equations for the grain shape are similar to (7), although the right-hand side will include products of lower-order solutions. While these equations are progressively more difficult to solve, we can iteratively demonstrate that the solutions are finite at every order of $`\delta `$ . In the special case where $`m_k=\sigma _k`$ for all $`k`$ grains of all sizes have the equilibrium Wulff shape. This result holds to all orders in $`\delta `$, and is due to a remarkable symmetry held by the interface equation (1). The equilibrium grain shape is given by $$R_{\mathrm{eq}}(\varphi )=\frac{R_0}{\sigma _0}\underset{\varphi ^{}}{\mathrm{min}}\left\|\frac{\sigma (\varphi ^{})}{\mathrm{cos}(\varphi ^{}\varphi )}\right\|.$$ (10) For this Wulff shape, a variational calculation shows that $`[\sigma (\psi )+\sigma ^{\prime \prime }(\psi )]\kappa `$ is independent of angle , from which we obtain $`v_rM(\psi )\sqrt{1+(R^{}/R)^2}`$ for all angles. If and only if the dynamical mobility anisotropy equals that of the static surface tension — that is, $`M(\psi )\sigma (\psi )`$ — then we recover $`v_rR_{\mathrm{eq}}(\varphi )`$, the condition for Wulff grains to keep their shape while evolving. This symmetry, evident in (9), leads to size-independent drop shapes and also shows up in the drop size distribution and persistence results, as discussed below. However, the dynamic mobility and the static surface tension will not be proportional except by special construction. Regardless, in physical systems $`M`$ and $`\sigma `$ have different temperature dependences so that equality could not be maintained as temperature varies. In the general case, we will have size-dependent drop shapes given, to first order, by (9). In comparison, the Wulff construction gives $`a_k^{\mathrm{eq}}=\sigma _k`$ as the leading contribution to the equilibrium grain shape. Even with an isotropic mobility, $`m_k=0`$, growth shapes differ from equilibrium and depend on grain size. The isotropic grain size distribution (6) applies only to our index $`R_0`$ . Physically relevant lengths, such as extracted from the grain perimeter or the area, will generally have different distributions. For example, the area $`A=\frac{1}{2}_0^{2\pi }𝑑\varphi R(\varphi )^2`$ can be used to define $`R_A=\sqrt{A/\pi }`$ where $$R_A=R_0\left[1+\delta ^2\left(b_0+\frac{1}{4}\underset{k}{}\{a_k^2+\stackrel{~}{a}_k^2\}\right)+O(\delta ^3)\right].$$ (11) A scaled size $`z=R_A/L`$ may then be introduced, which will be related to $`x`$ by $`z=x+\delta ^2h(x)+O(\delta ^3)`$. The “area radius” distribution $`g(z)`$ is then determined by $`g(z)dz=f(x)dx`$ so that $$g(z)=f(z)\delta ^2[f(z)h^{}(z)+f^{}(z)h(z)]+O(\delta ^3)$$ (12) where $`f(x)`$ is the isotropic distribution . The grain perimeter distribution follows similarly, though with a different function $`h(x)`$. \[In the special symmetric case, where $`m_k=\sigma _k`$ for all $`k1`$, all physical lengths have the same distribution. Since the grain shapes are size independent, $`h(x)=h_0`$, and $`g(z)`$ and $`f(x)`$ differ only by an overall normalization.\] We may also calculate the slow decay of persistence due to the evolution of a small area fraction $`ϵ`$ of randomly chosen grains, following . The persistence $`P_>`$ of the region outside the chosen grains decays due to growing grains via $`_tP_>=v_>P_>`$. The rate of encroachment of growing grains, $`v_>`$, can be calculated from the grain shapes and (1). The power-law decay of persistence follows directly from the result $`v_>1/t`$, with persistence exponent $`\theta =tv_>`$. Anisotropy appears at $`O(\delta ^2)`$. The calculation is lengthy and details are reported elsewhere ; however, the result simplifies to $$\theta =\theta _0+\delta ^2\underset{k=1}{\overset{\mathrm{}}{}}\theta _k^{(2)}[(m_k\sigma _k)^2+(\stackrel{~}{m}_k\stackrel{~}{\sigma }_k)^2]+O(\delta ^3),$$ (13) where $`\theta _00.48797ϵ`$ is the 2D persistence exponent for the isotropic case . We find that $`\theta `$ equals the isotropic value $`\theta _0`$ only when $`M(\psi )\sigma (\psi )`$ (this holds to all orders due the symmetry mentioned earlier) and differs from $`\theta _0`$ for any other anisotropic conditions. The order $`ϵ`$ coefficients $`\theta _k^{(2)}`$ may be determined by numerical integration, and are well approximated by a large $`k`$ expansion . The persistence exponent depends continuously on both the mobility and surface tension, and consequently on the temperature. The 2D Ising model provides an explicit example: the anisotropic surface tension is known analytically for $`0TT_c`$ and the anisotropic mobility is known close to $`T=0`$ for Glauber dynamics . At $`T=0`$, and using only the leading contribution (13), we find $`\theta 1.0344\theta _0`$. The effect on the exponent is small but non-zero, and may be detectable numerically with more accurate studies. In conclusion, we have constructed a mean-field model for 2D polycrystallite coarsening with anisotropic surface tension and mobility. We find an exact scaling solution with size-dependent grain shapes that are generally unrelated to the equilibrium Wulff shape. We use our solution to calculate the exponent describing persistence decay, and find that it is continuously dependent on anisotropy and hence nonuniversal with respect to temperature . We expect similar results to hold in three-dimensional systems. We hope that this study stimulates further research of the connections between nonequilibrium structure and anisotropic mobility and surface tension. Our next step will be to develop the anisotropic generalization of Lifshitz-Slyozov diffusive coarsening in bulk systems . We also feel the influence of anisotropy on nonequilibrium exponents needs further study. For example, we suspect that persistence exponents and their various generalizations (see, e.g., ) will prove to be nonuniversal whenever correlation functions are anisotropy dependent. Finally, we stress that persistence decay still provides an important description of nonequilibrium dynamics, and remains universal in intrinsically isotropic systems such as binary fluids, polymer blends, and soap froths. Persistence is particularly useful in discriminating between different dynamical models and in probing the dynamics of soap froths . We would like to acknowledge stimulating discussions with S. N. Majumdar, B. Meerson, C. Carter and J. Warren. A. D. R. thanks the NSERC, and le Fonds pour la Formation de Chercheurs et l’Aide à la Recherche du Québec for financial support; B. P. V.-L. was supported by an NRC Research Associateship for part of this work.
no-problem/9903/hep-ph9903526.html	ar5iv	text	# 1 De Sitter-Schwarzschild configurations. The mass is normalized to 𝑚_{𝑐⁢𝑟}. Size of Fundamental Particles and Selfgravitating Particlelike Structure with the de Sitter Core I. Dymnikova<sup>1</sup>, A. Hasan<sup>2</sup>, and J. Ulbricht<sup>2</sup> <sup>1</sup>Pedagogical University of Olsztyn, PL-10-561 Olsztyn, Poland <sup>2</sup>Eidgenössische Technische Hochschule, ETH Zürich, CH-8093 Zürich, Switzerland The processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{n}\gamma (\mathrm{n}2)`$ are studied to estimate the total and differential cross sections of these reactions using the L3 data collected during 1991–1998 at energies ($`\sqrt{s}`$) in the range 91–183 GeV. The lower limits obtained at 95% CL are, on a contact interaction energy scale $`\mathrm{\Lambda }>1065`$ GeV, on the mass of an excited electron $`m_\mathrm{e}^{}>263`$ GeV. The upper and lower limits on the gravitational size of fundamental particles are estimated using the model of selfgravitating particlelike structure with de Sitter core, which gives an estimate for self-coupling of the Higgs field $`\lambda \pi /16`$ and for the mass of the Higgs scalar $`m_H154`$ GeV. The processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{n}\gamma (\mathrm{n}2)`$ are studied to estimate the total and differential cross sections of these reactions using the L3 data collected during 1991–1998 at energies ($`\sqrt{s}`$) in the range 91–183 GeV. The observed rates and distributions are in agreement with the QED predictions. This puts constraints on the existence of an excited electron of mass $`m_e^{}`$ which may replace the virtual electron in the QED process and also on the model with deviation from QED arising from an effective interaction with non-standard $`e^+e^{}\gamma `$ couplings and $`e^+e^{}\gamma \gamma `$ contact terms . In the first case, the L3 data deliver $`m_\mathrm{e}^{}>263`$ GeV with the QED cut-off parameters $`\mathrm{\Lambda }_+>262`$ GeV and $`\mathrm{\Lambda }_{}>245`$ GeV and in the second case, limit the geometrical diameter of the interaction area to $`\mathrm{\Lambda }>1065`$ GeV ( $`1.9\times 10^{17}`$ cm ). The L3 analysis and the CDF data exclude excited electrons below $`263`$ GeV and excited quarks between $`80`$ and $`570`$ GeV and between $`580`$ and $`760`$ GeV. The limits for the direct contact term measurements of ref. and the g-2 experiments are in the range $`10^{17}`$cm - $`10^{22}`$ cm. As in the QED it seems that the fundamental particles (FPs) have no internal substructure and their size is down to zero. To find some limits on a size of a FP we need a model for extended particle. In recent years a variety of models of selfgravitating structures with non-Abelian fields has been found including black holes with non-Abelian hair . Among them there exists a neutral type for which a non-Abelian structure can be approximated by a sphere of the uniform vacuum density $`\rho _{vac}`$ whose radius is the Compton wave length of a massive non-Abelian field; numerical results suggest that an additional horizon must exist and a black hole is approximated near it by de Sitter-Schwarzschild spacetime . De Sitter-Schwarzschild spacetime has been studied in the literature with the original motivation to replace a black hole singularity by de Sitter regular core. The exact analytic solution describing de Sitter-Schwarzschild spacetime was found by one of us , and it appeared to present three types of objects dependently on a mass: a nonsingular neutral black hole with two horizons for mass $`m>m_{cr}0.3m_{Pl}(\rho _{Pl}/\rho _{vac})^{1/2}`$, extreme black hole with the degenerate horizon for $`m=m_{cr}`$, and neutral particlelike structure without horizons for $`m<m_{cr}`$ (see Fig.1). In the course of Hawking evaporation a black hole loses its mass, and the configuration evolves towards a particlelike structure . Its geometrical (gravitational) size can be estimated from curvature considerations. The scalar curvature $`R`$ is negative near $`r0`$ and proportional to $`r_0^2`$, where $`r_0`$ is de Sitter horizon defined by $`\sqrt{3c^2/8\pi G\rho _{vac}}`$. Exterior curvature is positive, $`Rr_gr^3`$, where $`r_g=2Gm/c^2`$ and $`m`$ is the gravitational mass. Then a surface of zero curvature, $`r(r_0^2r_g)^{1/3}`$, can be chosen as characteristic size for a particlelike structure $`r_p`$. In the particular model of Ref it is determined by $$r_p=(4r_0^2r_g/3)^{1/3}=\frac{l_{Pl}}{\pi ^{1/3}}\left(\frac{m}{m_{Pl}}\right)^{1/3}\left(\frac{\rho _{Pl}}{\rho _{vac}}\right)^{1/3}$$ In the context of spontaneous symmetry breaking de Sitter core can be related to the vacuum expectation value $`v`$ of a Higgs field giving mass to a particle. Then $`\rho _{vac}/\rho _{Pl}=\lambda v^4/4`$, where $`\lambda `$ is self-coupling of a Higgs field. It gives a particle mass $`m=gv`$, where $`g`$ is the relevant coupling. The ratio of geometric size to a quantum size $`\lambda _c`$ (Compton wave length) is given by $$\frac{r_p}{\lambda _c}=\left(\frac{4g^4}{\pi \lambda }\right)^{1/3}$$ Taking into account that for Higgs scalar $`g=\sqrt{2\lambda }`$, we can estimate its self-coupling $`\lambda `$ from the requirement that geometrical size of a particle can not be bigger than its quantum size. It gives $`\lambda \pi /16`$, which allows us to find the upper limit for a mass of the Higgs scalar. In the Weinberg-Salam theory $`v=246`$ GeV, and we get for the Higgs mass $`m_H154`$ GeV. With the upper bound for self-coupling $`\lambda `$, we can estimate upper limits for sizes of leptons. It gives $`r_e<1.91\times 10^{18}`$ cm, $`r_\mu <1.13\times 10^{17}`$cm, and $`r_\tau <2.89\times 10^{17}`$cm. To estimate a lower limit on a size of a particle we take into account a possible cosmological scenario of particle production in the course of phase transitions in the early Universe. In this context the limiting scale for a vacuum expectation value $`v`$ is the scale at which Compton wave length $`\lambda _c`$ of a particle fits within the causal horizon $`r_0=H^1=\sqrt{3c^2/8\pi G\rho _{vac}}`$. It gives the lower limits for FP sizes as $`r_e>6.21\times 10^{26}`$cm, $`r_\mu >1.05\times 10^{26}`$cm, and $`r_\tau >4.10\times 10^{27}`$cm. References ICHEP98, XXIX International Conference on High Energy Physics. F. Abe et al Phys.Rev. D55 (1997) R5263 Eur. Phys. J. C3 (1998) 279 K. Maeda, T. Tashizawa, T. Torii, M. Maki, Phys.Rev.Lett. 72 (1994) 450 I. Dymnikova, Gen.Rel.Grav.24 (1992) 235; Int.J.Mod.Phys. D5 (1996) 529
no-problem/9903/astro-ph9903291.html	ar5iv	text	# Polarization of the Ly𝛼 Halos Around Sources Before Cosmological Reionization ## 1 Introduction High–redshift galaxies are detected at present out to $`z5.6`$, and are found to be strong Ly$`\alpha `$ emitters (Dey et al. 1998; Hu, Cowie, & McMahon 1998; Spinrad et al. 1998; Weymann et al. 1998). Popular cosmological models predict that at somewhat higher redshifts, $`z10`$, the hydrogen in the intergalactic medium (IGM) was transformed from being predominantly neutral to being ionized due to the UV radiation emitted by the first stars and mini-quasars (see, e.g. Gnedin & Ostriker 1997; Haiman & Loeb 1998a,b). Prior to this epoch of reionization, the neutral IGM was highly opaque to resonant Ly$`\alpha `$ photons. Hence, the Ly$`\alpha `$ photons emitted by early galaxies were scattered in their vicinity by the surrounding IGM. In a previous paper (Loeb & Rybicki 1999, paper I), we have shown that this intergalactic scattering results in compact ($`15^{\prime \prime }`$) halos of Ly$`\alpha `$ light around such sources. The scattered photons compose a line of a universal shape, which is broadened and redshifted by $`10^3\mathrm{km}\mathrm{s}^1`$ relative to the source. The detection of these intergalactic Ly$`\alpha `$ halos could provide a unique tool for probing the neutral IGM before and during the epoch of reionization. In addition, we have found that observations of the Ly$`\alpha `$ intensity profile on scales where the Hubble flow is only weakly perturbed, could constrain the cosmological density parameters of baryons ($`\mathrm{\Omega }_\mathrm{b}`$) and matter ($`\mathrm{\Omega }_\mathrm{M}`$). Paper I had suggested, but not demonstrated, that the scattered Ly$`\alpha `$ light would be highly polarized. The polarization signal is important in that it provides an unambiguous signature of the scattering nature of the diffuse Ly$`\alpha `$ halos around high-redshift galaxies. Due to the spherical symmetry of the scattering geometry, the linear polarization of the scattered radiation is expected to be oriented tangentially relative to the projected displacement from the center of the source. In this Letter we report on a detailed calculation of the polarization properties of scattered Ly$`\alpha `$ halos. In §2 we describe the Monte-Carlo approach employed in this calculation, and in §3 we describe our numerical results. Finally, §4 summarizes the implications of these results. ## 2 Polarized Monte Carlo Method Let us first discuss the atomic scattering process for the Ly$`\alpha `$ line. We note that the hydrogen Ly$`\alpha `$ line at $`\nu _0=2.466\times 10^{15}`$ Hz is actually a doublet consisting of the two fine-structure lines, $`{}_{}{}^{2}S_{1/2}^{}`$$`{}_{}{}^{2}P_{1/2}^{\mathrm{O}}`$ and $`{}_{}{}^{2}S_{1/2}^{}`$$`{}_{}{}^{2}P_{3/2}^{\mathrm{O}}`$, separated by $`1.1\times 10^{10}`$ Hz. Fortunately, as shown in paper I, the regime of interest to us involves frequency shifts from these line centers of order $`\nu _{}10^{13}`$ Hz, which are much larger than the separation of the lines. In this regime, quantum-mechanical interference between the two lines acts in such a way as to give a scattering behavior identical to that of a classical oscillator, that is, the same as pure Rayleigh scattering (Stenflo 1980). (Using an incoherent superposition of the results of Hamilton for the two lines, one would incorrectly conclude that only one-third of the scattering is polarized.) We shall now describe the modifications of the Monte Carlo method of paper I necessary to treat polarization. Monte Carlo methods for polarized radiative transfer are often formulated using “photons” that are actually groups of photons with specified Stokes parameters (see, e.g., Whitney 1991; Code & Whitney 1995). However, for the present case we found that a more convenient description of polarization was to use individual photons, each with a definite state of 100% linear polarization, a description previously used by Angel (1969). (There is no need to consider circular polarization here, since the central source is assumed to be unpolarized, and Rayleigh scattering cannot generate circular polarization, except from circular polarization.) If the direction of the photon is given by the unit vector $`𝐧`$, then its polarization is defined by a real unit vector $`𝐞`$, with $`𝐧𝐞=0`$. In this formulation, the observed Stokes parameters result from the statistics of binning together multiple, independent photons. With this description of photons, the polarized Monte Carlo method involves much the same steps as the unpolarized version of paper I. One difference is in the handling of the polarized Rayleigh scattering process, which is done as follows: The angular distribution of the scattered photon has a probability distribution per solid angle proportional to $`\mathrm{sin}^2\mathrm{\Theta }`$, where $`\mathrm{\Theta }`$ is the angle between the scattered photon and the polarization vector of the incident photon. This is simulated using a rejection technique: We choose a random unit vector $`𝐧^{}`$ (uniform in solid angle) and a uniform random deviate $`R`$ on $`(0,1)`$, and test whether $`R<1(𝐞𝐧^{})^2`$; if not, we start again with new random choices for $`𝐧^{}`$ and $`R`$; the process is repeated until the test is passed, and then $`𝐧^{}`$ is taken as the new photon direction. The new polarization vector $`𝐞^{}`$ is determined by finding the normalized projection of the old polarization vector $`𝐞`$ onto the plane normal to $`𝐧^{}`$, that is, $`𝐞^{}=𝐠/\|𝐠\|`$, where $`𝐠=𝐞(𝐞𝐧^{})𝐧^{}`$. As in paper I, an individual photon is followed through a number of scattering events until it escapes. The only remaining question is how to characterize the polarization of the escaped, observed radiation in the plane of the sky as a function of impact parameter $`p`$. From symmetry, we know that this radiation can be characterized by the intensities parallel to the projected radius vector, $`I_l`$, and perpendicular to it, $`I_r`$. If $`\chi `$ is the angle between the photon’s polarization vector and the projected radius vector, then it contributes to the appropriate histogram bins a fractional photon number $`\mathrm{cos}^2\chi `$ to $`I_l`$ and $`\mathrm{sin}^2\chi `$ to $`I_r`$ (these are the squares of the components of the polarization vector). With appropriate normalizations (see paper I), these histograms determine the two intensities $`I_l`$ and $`I_r`$. In terms of these the degree of polarization is $`\mathrm{\Pi }=\|I_lI_r\|/(I_l+I_r)`$. An alternative way of stating the results is in terms of the Stokes parameters $`I`$ and $`Q`$, which are related to the above intensities by $`I=I_l+I_r`$ and $`Q=I_lI_r`$. The degree of polarization is $`\mathrm{\Pi }=\|Q\|/I`$. These Stokes parameters can also be found directly in the Monte Carlo method by binning with fractional photon numbers $`1`$ for $`I`$, and $`\mathrm{cos}^2\chi \mathrm{sin}^2\chi =\mathrm{cos}2\chi `$ for $`Q`$. The above polarized Monte Carlo method was tested by solving the classical Milne problem for a Rayleigh scattering atmosphere (Chandrasekhar 1950; §68). The results for the emergent intensities $`I_l`$ and $`I_r`$ agreed, to within statistical errors, with precise analytical results (Chandrasekhar 1950; table XXIV, p. 248). ## 3 Results As in paper I, we use rescaled variables (denoted by tildes), allowing one single solution to apply to all physical cases. In particular, we normalize frequencies by, $$\nu _{}=5.6\times 10^{12}\mathrm{\Omega }_\mathrm{b}h_0\left[\mathrm{\Omega }_\mathrm{M}(1+z_\mathrm{s})^3+(1\mathrm{\Omega }_\mathrm{M}\mathrm{\Omega }_\mathrm{\Lambda })(1+z_\mathrm{s})^4+\mathrm{\Omega }_\mathrm{\Lambda }(1+z_\mathrm{s})^6\right]^{1/2}\mathrm{Hz},$$ (1) and distances by, $$r_{}=\frac{6.7(\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{M})\mathrm{Mpc}}{\left[1+(1\mathrm{\Omega }_\mathrm{M}\mathrm{\Omega }_\mathrm{\Lambda })\mathrm{\Omega }_\mathrm{M}^1(1+z_\mathrm{s})^1+(\mathrm{\Omega }_\mathrm{\Lambda }/\mathrm{\Omega }_\mathrm{M})(1+z_\mathrm{s})^3\right]},$$ (2) where $`\mathrm{\Omega }_\mathrm{b}`$, $`\mathrm{\Omega }_\mathrm{M}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ are the density parameters of baryons, matter, and vacuum, respectively; $`z_\mathrm{s}`$ is the source redshift; and $`h_0`$ is the Hubble constant in units of $`100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. The radiation intensity is normalized by $`I_{}=\dot{N}_\alpha /(r_{}^2\nu _{})`$, where $`\dot{N}_\alpha `$ is the steady emission rate of Ly$`\alpha `$ photons by the source. The Monte Carlo method was used to follow the scattering of $`10^8`$ photons, a sufficiently large number to provide reasonable statistical accuracy (except at very small impact parameters). The profile of the frequency-integrated total Stokes intensity $`\stackrel{~}{I}`$ versus impact parameter $`\stackrel{~}{p}`$ is given in Figure 1 (upper solid curve). The corresponding result from paper I, in which the scattering was approximated as unpolarized and isotropic, is given as the dashed curve. The new curve is seen to be slightly more centrally concentrated, with a central intensity about 25% higher than that of paper I. The “core” radius, where the total Stokes intensity $`\stackrel{~}{I}`$ has fallen to half its central value, is at $`\stackrel{~}{p}=0.070`$. The radii where the intensity falls to one-tenth and one-hundredth of the central intensity are $`\stackrel{~}{p}=0.25`$ and $`0.80`$, respectively. At large impact parameters, $`\stackrel{~}{I}`$ falls approximately as $`\stackrel{~}{p}^3`$. The polarized intensities $`\stackrel{~}{I}_l`$ and $`\stackrel{~}{I}_r`$ are also plotted in Figure 1. At the center of the observed disk, $`\stackrel{~}{p}=0`$, both of these intensities are equal to $`\stackrel{~}{I}/2`$ by symmetry. For all other values of impact parameter, we note that $`\stackrel{~}{I}_r`$ exceeds $`\stackrel{~}{I}_l`$ everywhere, and asymptotically by a factor of four. Thus the radiation is strongly linearly polarized with orientation tangential to the projected radius vector. The lower panel of Figure 1 shows the degree of polarization $`\mathrm{\Pi }`$ versus impact parameter. This parameter rises monotonically from zero at $`\stackrel{~}{p}=0`$ (as required by symmetry), to about 14% at the core radius, and to 32% and 45% at the one-tenth and one-hundredth intensity points, respectively. At still larger impact parameters, the polarization rises even further to an asymptotic value of 60%. However, since the intensities are falling so rapidly, polarizations of that asymptotic magnitude may not be detectable in practice. Some heuristic insight into why these polarizations are so high can be found by comparison to the problem of Rayleigh scattering of radiation from a point source surrounded by an optically thin scattering medium with power-law density profile $`N(r)r^n`$, first treated by Schuster (1879) in the context of Thomson scattering in the solar corona. Schuster showed that the total intensity is a power law in impact parameter, $`Ip^{(n+1)}`$, and the degree of polarization is $`(n+1)/(n+3)`$. To relate the asymptotic results of our problem to those of the Schuster problem, we first note that the radiation at large impact parameters is dominated by the scattering of photons that have taken one very large step from much nearer the source, so they are travelling almost radially, as they would from a point source. The second observation is that the Schuster result really applies more generally to a power law dependence of the product of the scattering cross section $`\sigma (r)`$ times the density of the form $`\sigma (r)N(r)r^n`$. This is because only the optical depth along the radial direction is relevant to Schuster’s derivation. In the situation treated by Schuster, the scattering cross section was constant. In our case the density is constant, but the scattering cross section seen by these radial photons decreases inversely as the square of the distance, since the frequency displacement is redshifting linearly with distance, and the line profile varies inversely as the square of frequency. Therefore we should compare with the Schuster results for $`n=2`$. This gives an inverse third power behavior for the intensity and $`3/5=60\%`$ for the degree of polarization, exactly as seen in our asymptotic results. The image of the halo taken in unpolarized light will have circular symmetry on the sky. A contour plot of such an image is shown in the left panel of Figure 2. The ten contours are spaced by one-half magnitude ($`0.2`$ dex), so that the outer contour represents an intensity $`10^2`$ times the central intensity. These contours are distorted when the image is taken through a linear polarizing filter. Let us use a cartesian coordinate system $`(\stackrel{~}{p}_x,\stackrel{~}{p}_y)`$ in the plane of the sky, and assume the polarizing filter is oriented along the $`\stackrel{~}{p}_y`$ axis. At each point in the image the observed intensity is given as a weighted average of the two intensities $`\stackrel{~}{I}_l`$ and $`\stackrel{~}{I}_r`$, namely, $$\stackrel{~}{I}(\stackrel{~}{p}_x,\stackrel{~}{p}_y)=\stackrel{~}{I}_l\mathrm{sin}^2\theta +\stackrel{~}{I}_r\mathrm{cos}^2\theta ,$$ (3) where $`\theta `$ is the polar angle of the point relative to the $`\stackrel{~}{p}_x`$ axis, so that $`\mathrm{cos}\theta =\stackrel{~}{p}_x/\stackrel{~}{p}`$ and $`\mathrm{sin}\theta =\stackrel{~}{p}_y/\stackrel{~}{p}`$. Using this equation, the contours of the halo were constructed and are shown in the right panel of Figure 2, again using a separation of one-half magnitude between the contours. The distortions are very evident, even for the innermost contours. The detectability of Ly$`\alpha `$ halos around high-redshift galaxies was discussed in detail in Paper I. We have found that although difficult, detection of halos at $`z_\mathrm{s}10`$ might be feasible from space. For example, given the upper limit on the cosmic infrared background derived by COBE at 1.25 $`\mu `$m (Hauser et al. 1998), one could achieve a signal-to-noise ratio $`\mathrm{S}/\mathrm{N}=10`$ after 10 hours of integration on an 8-meter space telescope (such as the Next Generation Space Telescope) for sources at $`z_\mathrm{s}10`$ which possess a Lya luminosity higher by an order of magnitude than the galaxy discovered by Dey et al. (1998). Such sources emit $`\dot{N}_\alpha =6\times 10^{54}\mathrm{s}^1`$, and might be found in wide-field surveys, based on the broad number-flux distribution which is predicted for high-redshift galaxies (see Figure 2 in Haiman & Loeb 1998b). ## 4 Conclusions As shown in paper I, the special type of Ly$`\alpha `$ halos associated with sources surrounded by the neutral IGM in a Hubble flow before reionization, can be clearly characterized by their light profile and spectrum, which have a universal character. In this Letter we have shown additionally that the polarizations associated with these Ly$`\alpha `$ halos are quite large, of order tens of percent, and have a particular universal behavior as a function of impact parameter. The polarization properties illustrated in Figure 1 could potentially be of importance in providing a critical test for distinguishing between Ly$`\alpha `$ halos of the type considered here as opposed to halos due to some other cause. In addition, the polarization signature can improve the signal-to-noise ratio in separating faint Ly$`\alpha `$ halos from an unpolarized background light. This work was supported in part by the NASA grants NAG5-7768 and NAG5-7039 (for AL). The authors gratefully acknowledge helpful conversations with Alex Dalgarno and Kenneth Wood.
no-problem/9903/astro-ph9903347.html	ar5iv	text	# The Optical Module of the Baikal Deep Underwater Neutrino Telescope ## 1 Introduction The Baikal Neutrino Telescope is being deployed in the Siberian Lake Baikal, about 3.6 km from shore at a depth of 1.1 km , . The central mission of the project is the detection of extraterrestrial sources of high energy neutrinos. Other fields of interest are the search for neutrinos from WIMP annihilation in the Earth or the Sun, for neutrino oscillations, and for slowly moving bright objects like GUT monopoles. Standard cosmic ray physics with muons generated in the atmosphere is covered as well as limnological and ecological questions. In deep underwater detectors, clear water serves as target material for neutrino interactions, as Cherenkov radiator for charged particles, and as a shield against atmospheric muons and sunlight. Energetic neutrinos are detected easiest by mapping the Cherenkov light from muons produced in charged current interactions. ”Mapping” means measurement of the photon arrival times at photodetectors distributed over a large volume. The feebleness of the light signal requires a large-area, large-acceptance light detector with single photoelectron resolution. Mapping of the Cherenkov cone with a spatial accuracy not worse than the OM diameter requires a time resolution of a few nanoseconds. The water depth demands pressure protection of the sensor. The present paper describes design and operation of the components of the optical module (OM) most of which have been developed within our collaboration. After a short presentation of the telescope in section 2, section 3 covers the design and the parameters of the phototube QUASAR-370. Section 4 gives the construction of the OM, section 5 describes the electronics and discusses the operational principle of two PMTs switched in coincidence. Section 6 presents results from the different methods of OM calibration, whereas in section 7 the long-term operation underwater is evaluated and some selected results of the telescope operation are given. Section 8 summarizes the results and sketches routes of further development. ## 2 The Telescope NT-200 After numerous experiments with prototype configurations , in April 1993 we deployed a first underwater detector allowing three-dimensional track reconstruction of muons. This array NT-36 consisted of 36 OMs at 3 strings . It was replaced in 1994 by a slightly modified version, in 1995 by a 72-OM array, in 1996 by NT-96 consisting of 96 OMs at 4 strings, and in 1997 by a 144-OM array. These detectors have been steps towards the Neutrino Telescope NT-200 with a total of 192 OMs. NT-200 was completed in April 1998 and is presently taking data. It is sketched in Fig. 1. The OMs consist of a pressure glas housing equipped with the QUASAR-370. They are grouped in pairs along the strings. The two PMTs of a pair are switched in coincidence, defining a channel. The ”constructional” basic building block (called ”svjaska”) consists of two pairs of OMs, and the svjaska electronics module, SEM, which houses control units, power supply and the front-end electronics. A muon trigger is formed if $`m`$ channels are hit within a time window of 500 nsec (this is about twice the time a relativistic particle needs to cross the NT-200 array). The value $`m`$ is typically set to 3 or 4. Times and amplitudes are digitized in the string electronic modules. A second system ”monopole trigger” searches for counting rate patterns characteristic for slowly moving bright particles like nuclearities or GUT magnetic monopoles catalyzing proton decays. Depending on the velocity of the object, such events could cause enhanced counting rates in individual channels during time intervals of 0.1 - 0.8 msec, separable from Poissonian noise. ## 3 The Phototube ### 3.1 Construction and operational principle The QUASAR-370 consists of an electro-optical preamplifier followed by a conventional photomultiplier (PMT) - see Fig. 2. In this hybrid scheme, photoelectrons from a large hemispherical cathode with $`>`$ 2$`\pi `$ viewing angle are accelerated by 25 kV to a fast, high gain scintillator which is placed near the center of the glass bulb. The light from the scintillator is read out by a small conventional PMT named UGON. One photoelectron emerging from the hemispherical photocathode yields typically 25 photoelectrons in the conventional PMT. This high multiplication factor of the electro-optical preamplifier results in an excellent single electron resolution – important for the detection of low level light pulses and background suppression. Due to the fast acceleration of primary photoelectrons by 25 kV high voltage, the time jitter can be kept low. This is most important for accurate track reconstruction. Last not least, the tube is almost insensitive to the Earths magnetic field. A hybrid phototube of this kind, XP2600, was first developed by PHILIPS . After first experience with the XP2600 we followed their basic design and developed the ”QUASAR”. First versions of the QUASAR-tube had a spherical shape, with diameters of 30 cm (QUASAR-300) and 35 cm (QUASAR-350), respectively. The latest version – QUASAR-370 – has a nonspherical (mushroom) shape of the glass bulb to provide more isochronic photoelectron trajectories. Fig. 3 gives the measured relative transit time as a function of the zenith angle. The transit time differences are minimized to $``$ 2.0 nsec. The spherical ”face” region of the bulb has a diameter of 37 cm. Modifications towards the mushroom form are made at large zenith angles. The bulb is manufatured from borosilicate glass S49-1 by the EKRAN company, Novosibirsk. The photocathode is of the bialkali type (K<sub>2</sub>CsSb). Its spectral response is typical for this type of photocathode, with a maximum at $`\lambda `$ = 400 - 420 nm. The spectral sensitivity exceeds 60 mA/W at $`\lambda =420`$ nm which corresponds to $`20\%`$ quantum efficiency. The non-uniformity of the response across the photocathode is less than 30 % (see Fig. 4). The luminescent screen is made from pulverized phosphor, Y<sub>2</sub>SiO<sub>5</sub>(YSO). This scintillator has a light yield of 20 - 30 % relative to NaI(Tl) and 30 - 40 ns decay time. ### 3.2 Single Photoelectron Resolution The single photoelectron resolution of the QUASAR-370 is defined mainly by the gain $`G`$ of the electro-optical preamplifier: $$G=\frac{\text{number of photoelectrons detected by small PMT}}{\text{number of photoelectrons at the preamplifier photocathode}}.$$ (1) Figs. 5 and 6 show typical charge distributions for single- and multi-photoelectron pulses of a QUASAR-370. The high amplification factor $`G`$ allows to separate pulses of one and two photoelectrons and to identify even the shoulder from 3 p.e. events. The light pulse has been generated by a light emitting diode. The distribution labeled ”single p.e.” has been obtained by attenuating the LED to a level when only every tenth LED pulse triggered the QUASAR. Averaged over 100 tubes, the mean values for single photoelectron resolution SPR, peak-to-valley ratio P/V, and gain $`G`$ are * SPR $``$ 70 % (FWHM), * P/V $``$ 2.5, * G $``$ 25. ### 3.3 Time Response A single photoelectron pulse of the QUASAR-370 is a superposition of $`G`$ single photoelectron pulses of the small tube UGON, distributed exponentially in time: $$P(t)=\frac{1}{\tau }\mathrm{exp}(\frac{t}{\tau }),$$ (2) with $`\tau `$ being the time constant of the scintillator. Figs. 7 and 8 show the corresponding typical pulseforms of single and multi-photoelectron pulses. The best single photoelectron time resolution is obtained by using a double threshold discriminator as sketched in Fig. 9. It consists of two discriminators with different thresholds and integration constants: a timing discriminator with a threshold of $`0.25q_1`$ and a strobe discriminator with a threshold of $`0.3Q_1`$ ($`q_1`$ and $`Q_1`$ are the most probable charges of a single photoelectron pulse from the small PMT and from the big photocathode, respectively). The time is defined by the front of the first of the $`G`$ single photoelectron pulses of the small PMT. In this case, the transit time distribution for single photoelectron pulses with respect to the big photocathode is described by $$W_1(t)=\frac{G}{\tau }\mathrm{exp}(\frac{G}{\tau }t).$$ (3) $`W_1(t)`$ is determined by the scintillator decay time constant $`\tau `$ and by the gain $`G`$ of the electro-optical preamplifier. For the best tubes and an accelerating voltage of 25 kV, $`G`$ is about 50, and the FWHM of $`W_1(t)`$ is 1.8 nsec for point illumination. For typical tubes the transit time FWHM is between 2 and 3.5 nsec. Fig. 10 shows the single photoelectron transit time distribution for head-on full-cathode illumination. The measured FWHM (3.8 nsec) is a convolution of the jitter for point illumination and the transit time differences from different parts of the photocathode. We should note here that some ”late” events contribute to the tail of the $`W_1(t)`$ distribution. These events are due to backscattering of photoelectrons in the luminescent screen. Elastically (or nearly elastically) scattered electrons may leave the screen without yielding a signal above the discriminator threshold. They are bent back by the electrical field in the electro-optical preamplifier and hit the screen a second time. Due to the high voltage (25 kV), the scale of delay times of late events in the QUASAR-370 is considerably smaller than in conventional PMTs – about 10 nsec compared to 30 - 100 nsec. The level of ordinary afterpulses in the QUASAR-370 is substantially less($``$ 2%) than in conventional PMTs. The reasons are a) the complete vacuum separation between the electro-optical preamplifier and the small PMT, and b) the low sensitivity of the photocathode to backscattered X-ray photons of typically 10 keV (compared to some 100 eV in conventional PMTs). Table I summarizes the main parameters of the QUASAR-370 and of the small PMT UGON. Table I \| \| QUASAR-370 \| UGON \| \| --- \| --- \| --- \| \| bulb material \| borosilicate glass \| borosilicate glass \| \| photocathode \| K<sub>2</sub>CsSb \| K<sub>2</sub>CsSb \| \| photocatode diameter \| 37 cm \| 2.5 cm \| \| spectral sensitivity ant $`\lambda `$ = 410 nm \| 60 mA/W \| 60 mA/W \| \| number of stages \| 1 \| 12/13 \| \| gain \| 25 \| 10<sup>7</sup> \| \| 1-PE resolution \| 70 % \| \| \| peak-to-valley ration (1PE) \| 2.5 \| 1.3 \| \| TT difference (center-edge) \| $``$1.5 nsec \| $``$ 1 nsec \| \| TT jitter for 1 PE point illumination \| 2 nsec \| 2.2 nsec \| \| noise rate ($``$ 0.25 PE, 20<sup>o</sup>C) \| 30 kHz \| $``$ 1 kHz \| ## 4 Design of the Optical Module ### 4.1 General Description The OM basically consists of the QUASAR-370 enclosed in a transparent, nearly spherical pressure housing, see Fig. 11. The optical contact between the photocathode region of the tube and the pressure sphere is made by liquid glyzerine sealed with a layer of polyurethane. Apart from the PMT, the OM contains two HV supplies (25 kV and 2 kV) for the hybrid PMT, a voltage divider, two preamplifiers, a calibration LED and a vacuum probe. Each OM is electrically connected to the Svjaska Electronics Module (SEM, see figs.1 and 15) by four electrical lines. They pass the signal driving the LED from the SEM to the OM, and the PMT anode and dynode signal from the OM to the SEM. The fourth cable supplies the low voltages for the PMT HV-system and the preamplifier. A vacuum valve (not shown in Fig. 11) allows to evacuate the sphere to 0.7 atm (see section 4.2). The OM is fixed to the string by a steel frame locked via a shackle. Fig. 12 shows a photography of an OM pair. ### 4.2 Pressure Housing Early approaches For the single string installations operated up to 1989 at Lake Baikal, cylindrical housings made from epoxy reinforced fiber glass have been used. These OMs housed two 15-cm tubes with flat window, facing upward and downward, respectively. The PMTs were covered with end caps made from plexiglas. Limits on the flux of GUT monopoles catalyzing baryon decay as well as a variety of limnologically relevant results have been obtained with single strings carrying these OMs . With the advent of big hemispherical tubes this solution was discarded. In parallel to the tests of the early versions of the QUASAR , we considered a pressure resistant phototube and tested pilot samples of appropriate glass spheres with 37 cm diameter and 0.8 - 1 cm wall thickness . However, in order to have more flexibility for future improvements of the phototube, we soon decided to use separate PMTs and pressure housings. Present design Traditional housings for large deep underwater instruments consist of two hemispheres whose equatorial surfaces are carefully ground to match each other. $`15^{\prime \prime }`$ spheres are produced by BENTHOS Inc, USA, and Jena-Glass, Germany (VITROVEX). In 1987, together with the EKRAN company (Novosibirsk) we started the design of an own pressure housing. It consists from the same S49-1 borosilicate glass used for the bulb of the QUASAR-370. Its refractive index is 1.47 - 1.48. Since we developed the housings for our own purpose, we could optimize form and dimensions to fit the demands of the Baikal experiment. The originally spherical form was elongated by adding a cylindrical part of 2 cm to the equator of each hemisphere. This allowed i) to avoid space problems when mounting the tube with its high voltage module into the housing and ii) additionally to use the same housing for the underwater modules housing electronics crates. The elongated housing is superior to a sphere with bigger diameter since the layer of immersion material between tube bulb and pressure housing can be kept thinner. This as well as the small wall thickness (1.0 cm compared to 1.4 cm for BENTHOS and VITROVEX) results in a low light absorbtion. The 1.4 cm spheres withstand a water depth of 6.7 km, the wall thickness of the EKRAN sphere is sufficient to work at all depths in Lake Baikal (max. 1632 m). The transmission at 500 nm is 87 % for the EKRAN sphere, and 83 % for the other two spheres. In order to simplify the construction of the metallic belt used to clamp the OM to the string, the wall thickness at the equator was increased to 13 mm, forming a flange. The hermetization of the OM along the equator is achieved by evacuating it via a special valve to 0.5 - 0.7 atm and sealing it by homogenizing adhesive tape. ### 4.3 Optical Contact The immersion material filling the gap between the bulb of the phototube and the pressure housing should have a) a good transparency, b) an index of refraction close to that of glass and c) high elasticity in order to protect the bulb from deformation of the pressure housing ($`\mathrm{\Delta }D`$ 0.5 mm at 140 atm). In the standard approach, optically transparent silicon jelleys are used . We have developed an alternative, new method: The gap between tube and housing is filled with glyzerine and sealed by casting a liquid polyurethane compound to the glyzerine surface. The compound, being lighter than glyzerine, polymerizes and forms a stable sleeve. The sleeve prevents the glyzerine to leak into the back hemisphere of the OM which houses the HV supplies and other electronic components. It fixes the position of the tube and at the same time does not prevent the minor displacements necessary to balance the pressure deformations of the housing. The advantages of this method are the following: a) the index of refraction of glyzerine practically coincides with that of glass ($`n`$ = 1.47), b) there is no ”delamination” of the immersion material from the glass, a phenomenon easily appearing when working with jelley, c) the cost is low. The disadvantage is the risk that the polyurethane might leak in which case not only the optical contact is lost but also the glyzerine may corrode the electronics. In parallel, we use the standard method which we tested first in 1992. The gap is filled with a two-component silicon jelley (SEMICOSIL, produced by WACKER, Germany) with an index of refraction $`n`$ 1.40. Eight OMs (VITROVEX spheres) with SEMICOSIL jelley were underwater for one year in 1992/93, without showing any degradation of optical or mechanical characteristics. Presently, we use VITROVEX spheres and SEMICOSIL jelley for about 10 % of all OMs. The transparencies of pressure housings, glyzerine and jelley are shown in Fig. 13 as a function of wavelength. ### 4.4 Hermetic connectors The design of our connectors and penetrators started from the vacuum-proofed HF connector SRG-50-863 produced in Russia. The connector has an impedance of 50 Ohms and withstands working voltages up, to 500 V and temperature extremes from -50<sup>o</sup>C to +155<sup>o</sup>C. Following the experience we had gained formerly with connectors produced by SEACON (USA), we modified the SRG-50-863 for deep underwater applications. The new connector is hermetic up to a pressure of 200 atm. The outer screen is in electrical contact with water. In salt water this would result in strong electro-corrosion; in fresh water, however, it is of negligible relevance. The hermetic connectors and penetrators developed in cooperation with the AKIN laboratory, Moscow, can be operated at all depths of Lake Baikal, i.e. down to 1.7 km. ## 5 Operational Principle ### 5.1 Electronics The electronics, the trigger formation and the data aquisition system of the NT-200 Telescope have been sketched in . Here, we describe in more detail the front-end electronics which is closely connected to the operational principle of an OM pair. It is housed in the OMs itself as well as in the Svjaska Electronics Modules (see Fig. 1). Fig. 14 shows a block diagram of the components. a) Optical Module The OM houses two DC-DC HV supplies, one with a fixed output voltage (presently 25 kV) for the QUASAR optical preamplifier, the other for the small PMT UGON, with a voltage remotely controllable in steps of 10 V from 1.00 to 2.27 kV. Both supplies can be remotely switched off/on. The anode signal is fed to an amplifier (10x), the signal from the 11th dynode to an inverting amplifier (3x). The amplifiers are mounted to a printed board. The voltage divider for the UGON is integrated to the photomultiplier itself. For amplitude calibrations, a LED is mounted close to the QUASAR photocathode. Its light level can be changed from 1 to 1000 photoelectrons. b) Svjaska Electronics Module The anode signals from the two QUASARs are processed by the local trigger board. It consists of two 2-level discriminators $`D_1`$ and $`D_2`$ as described in section 3, one for each OM, and a coincidence circuit. The threshold of $`D_1`$ is set to 0.25 $`a_1`$, with $`a_1`$ being the mean pulse height of a UGON 1-p.e. signal. The threshold of $`D_2`$ is remotely adjustable in the range 0.1 – 10 $`A_1`$, with $`A_1`$ corresponding to 1 photoelectron emitted from the QUASAR-370 photocathode. The output signal from $`D_1`$ has to be confirmed by a signal from $`D_2`$ (coincidence in Fig. 9). The output pulses from $`D_1`$ have 15 nsec length and are switched in coincidence in a way, that the leading edge of the output signal (”local trigger”) is determined by the first of the two input signals. In this way, late pulses are suppressed. The dynode signals of a pair of OMs are led to the Q-T module and summed by an analog summator. Each summator input can be inhibited remotely (i.e. each OM can be excluded individually from the sum). The sum signal is processed by a charge-to-time converter based on the $`Q`$-$`T`$ circuit 1101PD1 (russian analogue to MQT-200 from LeCroy). A local trigger would strobe the 1101PD1, and the input charge is converted, with a maximum conversion time of 70 $`\mu `$sec. The width of the resulting signal corresponds to the charge of the dynode signal, the leading edge is set by the leading edge of the local trigger and defines the timing. The signal is sent to a string electronics module one level higher in the hierarchy and fed into TDCs which digitize the time (11 bit) and the time-converted amplitude information (10 bit) . The Q-T module can be operated in two modes. The first uses a time conversion factor just as high that a 1-p.e. signal corresponds to 1 channel of the amplitude digitizing TDC. In the second (”calibration”) mode, the conversion time is stretched and one photoelectron corresponds to 20 TDC bins. ### 5.2 Single OM versus OM Pair In the course of the development the projects DUMAND and BAIKAL, there have been long discussions about the advantages and drawbacks of operating the PMTs as single detectors or as pairs. We have been favouring the pair principle due to the following reasons: Firstly, the average counting rate per PMT is in situ (0.5-1)$`10^5`$ Hz and, due to bioluminescence, seasonally reaches (2-3)$`10^5`$ Hz. The coincidence reduces the rate to 100-300 Hz per pair typically. This low counting rate is of significant advantage for the following goals: * data transmission and trigger formation The hard local coincidence allows to transmit all local signals to the underwater array trigger module just above the detector, to form an overall trigger, to read out all signals and to transmit digitized times and amplitudes via wire cables to shore. Due to the low rate, a simple underwater hardware trigger (like e.g. ”$``$ 3 local triggers in the whole array within 500 nsec”) already gives a sample nearly free of accidental coincidences. * track reconstruction In experiments operating the PMTs in single mode, background hits due to PMT noise, bioluminescence or K<sup>40</sup> are mixed into practically every event . These hits have to be eliminated by various criteria and repeated fitting procedures rejecting those PMTs with the highest time residuals. For the NT-200 detector, the average number of hits not due to the muon track is only 0.03/event, compared to about 10/event for an Ocean experiment operating $``$ 200 PMTs in single mode . No coincidence between distant PMTs reaches the noise hit rejection capabilities of the local coincidence, due to the small coincidence window of the latter. * Search for slowly moving bright objects like magnetic GUT monopoles The detection principle is the registration of an excess in counting rates over time windows of the order of 10<sup>2</sup> $`\mu `$sec. The rate excesses are buried in the noise signals if the PMT is operated in single mode. Furthermore, non-poissonian fluctuations of a single PMT might fake a monopole event. Noise rates as well as non-poissonian effects are effectively suppressed by the coincidence (see Fig. 15). Secondly, ”late pulses” are strongly suppressed. These are pulses delayed by 10-100 nsec due to (undetected) elastical backscattering of the photoelectrons and multiplication after their second incidence on the dynode system. Since it is rather unlikely that both PMTs give a late pulse and since the response time is derived from the first PMT yielding a signal, only for a very small fraction of events the response time is that of a late pulse. The time resolution is on the one hand worsened since the azimuthal position of the PMT is unknown ($`\mathrm{\Delta }x,\mathrm{\Delta }y=\pm `$ 30 cm, i.e. 1.5 nsec light travel time in water), on the other hand, taking the time flag from the first hit PMT of a pair (convolution of eq. (4)) sharpens the time resolution. The two effects almost balance each other. At least for the NT-200 project (given the high external noise due to bioluminescence and the robust ”low-tech” philosophy of the electronics and data transmission), these advantages prevail the drawbacks which are: * A higher number of PMTs in order to instrument the same volume, * a slightly higher threshold ($``$ 0.3 p.e. in each of the two PMTs compared to $``$ 0.3 p.e. in one PMT), * some mutual shadowing of the two OMs of a pair. * possible signals in one PMT induced by the other PMT. ## 6 Calibration ### 6.1 In-situ tests In 1988/89, in-situ calibrations of cylindrical modules containing a QUASAR-300 (the early 30-cm variant of the QUASAR) and a Philips XP-2600 have been performed in Lake Baikal. We used a trigger telescope consisting of two tanks clamped to a string at a vertical distance of 6.5 m. The water volume in the tanks was optically shielded from the surrounding water, therefore the two flat-cathode PMTs watching the tank interior were triggered only by Cherenkov light from muons crossing the tank. A second string carried a pair of cylindrical OMs with the test tubes. The horizontal distance of this string with respect to the string with the trigger telescope was varied between 5 and 15 meters. Fig. 16 sketches the experimental arrangement and gives the registration probability by the test tubes as a function of the distance between muon and tubes. The curves are the results of MC calculations based on the independently measured values for water transparency, lensing effect and transparency of the plexiglas cap used at that time, and the photocathode sensitivity. ### 6.2 Plane wave response A distant muon track illuminates an OM with a nearly plane wave of photons. Given an incident flux of photons, $`\mathrm{\Phi }`$ \[photons/m<sup>2</sup>\], the average number of photoelectrons is given by $$N_{PE}=\mathrm{\Phi }FS(\theta ).$$ (4) Here, $`\theta `$ is the zenith angle with respect to the symmetry axis of the OM, $`S(\theta )`$ the angular response normalized to unity at $`\theta `$ = 0, and $`F`$ the absolute sensitivity at $`\theta `$ = 0. $`S(\theta )`$ and $`F`$ include the relevant information needed for MC calculations. We have measured the response of OMs to a plane wave from a pulsed LED and have determined $`S(\theta )`$ by rotating the OM in the light beam. The experimental setup to measure the angular dependence of the amplitude is shown in Fig. 17. The OM is mounted in a black box filled with water. It can be rotated an axis perpendicular to the ligth front. The OM is illuminated with a green LED through a plexiglass window. The LED is at a distance of 2.5 meters, the maximum deviation from planarity at the edge of the module is 4.3<sup>o</sup> for the box filled with water. The measured non-uniformity of the light profile is less than 3 $`\%`$ over the module cross section. The results are shown in Fig. 18. Data points are normalized to the signal at cos$`\theta `$ = 0. The deviation of the curves from linearity is marginally. Neglecting the region at cos$`\theta `$ 0.9, a linear fit $$S(\theta )=A+Bcos\theta $$ (5) yields for the Baikal OMs $`A=0.49`$, $`B=0.51`$, similar to the DUMAND Japanese OMs , the DUMAND European OMs measured with the same setup , and the AMANDA OMs. Also shown in Fig. 18 is the result of an analytical simulation including all effects of absorption, refraction and reflection . ### 6.3 Amplitude and time calibration for the full telescope The data taking of the telescope is interrupted about twice every week for calibration runs in order to determine the scale parameters of the amplitude and the time information. a) Amplitude The amplitude scale is calibrated by multi-photoelectron signals from the LED. The average number of photoelectrons $`N_{pe}`$ of a charge distribution is derived from $$N_{pe}=A^2/D^2(1+d)^2$$ (6) with $`A`$ and $`D`$ being mean value and dispersion of the distribution, respectively, and $`d`$ the relative dispersion of a single-photoelectron signal. $`N_{pe}/A`$ gives the scale factor. The high voltage for the UGON is changed until one photoelectron corresponds to one amplitude channel. The second (stretched) $`Q`$-$`T`$ mode allows to plot the 1-p.e. spectrum. This allows an independent determination of the 1 p.e. scale factor and measures also the threshold value. b) Time The response time $`t_i`$ of an OM-pair $`i`$ with respect to an arbitrarily choosen time $`t_0`$ is determined by two calibration parameters, $$t_i=\beta _in_i+\delta t_i$$ (7) with $`\beta _i`$ being the scale factor for the time digitization, $`\delta t_i`$ (in nsec) being the relative shifts of channel $`i`$ with respect to mean value of all channels, and $`n_i`$ the measured TDC-channel number for channel $`i`$. In the calibration runs, the TDCs are started by noise pulses of the PMTs and stopped by generator pulses with a period $`\tau `$. From a distribution like the one shown in Fig. 19, start and end point of the plateau, $`K_{min}`$ and $`K_{max}`$, are determined with an accuracy of 1 - 2 channels (1-2 nsec for a 10 bit TDC and $`\tau =1\mu `$sec). The $`\beta _i`$ are given by $`\tau /(K_{max}K_{min})_i`$, the flatness of the plateau determines the differential linearity of the TDC, which is better than 1 nsec in our case. The time shifts $`\delta _i`$ are determined with a help of a calibration laser. This nitrogen laser, and a dye laser shifting the original wavelength of 337 nm to a spectrum peaking at 475 nm, are housed in a glas cylinder just above the telescope. The light pulses of less than 1 nsec width are guided via optical fibers of equal length to the OMs, with one fiber illuminating one OM pair. A laser pulse generated a ”laser” event with typically most of the channels firing. The time shifts $`\delta _i`$ are given by : $$\delta _i=\frac{1}{n_{ch}}\underset{j=1}{\overset{n_{ch}}{}}\frac{1}{n_{ji}}\underset{l=1}{\overset{n_{ij}}{}}(\beta _it_{il}\beta _jt_{jl})$$ (8) with the first sum running over the total number of channels, $`n_{ch}`$, and the second sum over all events $`n_{ij}`$ with both channels $`i`$ and $`j`$ being fired. $`\beta _i`$, $`\beta _k`$ are the scale factors for channels $`i`$ and $`j`$, and $`t_{il}`$ and $`t_{jl}`$ are the time codes of channel $`i`$ and $`j`$ within event $`l`$. Fig. 20 shows the time difference distribution after the correction procedure for the second and the sixth channel of the first string of the NT-36 array. The FWHM of the laser peak is 2 nsec and the peak position is determined with an accuray better than one nsec. The right peak is due to downward going muons which had also triggered the two channels separated by 25 m ($`83`$ nsec $``$ 0.3 m/nsec). We observed a drift in the $`\delta `$ values over several months, presumably due to changes in the speed of light in the fiber under long-time pressure or water diffusion. These small effects can be corrected a posteriori by reconstructing muon tracks and requesting an average time residual like that observed in MC calculations. The overall accuracy of the time calibration is about 2 nsec. ## 7 Long Term Operation Underwater ### 7.1 Reliability The first year of NT-36 has demonstrated the stability and reliability of all mechanical elements of the OMs. None of the OMs did leak, none of the polyurethane sealing layers and none of the QUASAR tubes have been damaged. Until 1996, nearly thousand penetrator/valve holes have been drilled in more than 130 spheres (OMs and electrical modules) which afterwards have been operated over one to four years at 1.1 km depth. None of the feedthroughs did leak. Only 2 spheres – in 1995 – leaked slightly due to cracks which had developed after a year underwater. This effect was clearly due to a manufacturing error eliminated in the mean time. An unexpected problem was discovered with the power lines submitting300 V to the electronics modules. In 4 out of 30 connectors a parasitic current between the central wire and earth appeared, leading to strong electrolytic currents across the water to the string and particularly to the failure of the 1993 acoustic coordinate monitoring system driven via one of these connectors. The reason for this effect seems to be that, under the pressure of water, the plastificator from the PVC jacket is squeezed into the connector. This does not influence the functionality of the HF lines, but obviously leads to the formation conducting channels in the 300 V connectors. In the mean time, the jackets of the cables have been improved an the effect has disappeared. Another problem was the initially unacceptably high failure rate of some electronic components. The percentage of working channels, averaged over the full year, was only $`S`$ 70 % in 1993/94 (NT-36). (An array with a linearly decreasing number of living OMs, starting with 100 % and ending after a year with 50 % living OMs, would have $`S`$ = 75 %.) Losses where dominantly due to failures or misoperation of the HV supplies, secondly to failures of the $`SEM`$ controllers. With $`S`$ still only 75 % in 1994/95, the year 1995 was used for a total re-design of the 25 kV supply. This, and changes at the 2 kV supply as well as at the controllers led to $`S`$ = 85 % for the 1996 array NT-96. The goal for the next years will be to increase $`S`$ up to 90 - 95 %. For the OMs alone this number is already nearly reached, and next improvements have to concentrate to other components of the detector. In summary, the reliability optical module is suitable for long-term underwater operation in a 200 OM array, taking into account that yearly repair of failed components is possible. For arrays larger by an order of magnitude, further significant improvements are desirable. ### 7.2 Sedimentation A phenomenon strongly influencing the sensitivity and, consequently, the counting rates of upward facing modules, is sedimentation of biomatter and dust on the upper hemispheres of the modules. Fig. 21 shows the trigger rates for two different conditions over a period of 225 days, starting with April 13th, 1993. Firstly, for the case that at least 4 upward facing channels have been hit (upper graph), secondly, for the condition that at least 4 downward facing channels have been hit (lower graph). Only channels operating all 225 days have been included. In the second case, one observes a slight decrease of the rates down to 85-90% of its original value. In contrast, the rate for the upward trigger falls down by nearly an order of magnitude. The inspection of the spheres after one year of operation showed that sediments had formed a ”hat” of bad transmission on the upward facing hemispheres (see Fig. 22). The region near the equator was almost free of sediments. This suggests to describe the variation of the sensitivity $`\eta `$ of an optical module by the following formula: $$\eta =\eta _0(p_1+(1p_1)e^{t/p_2})$$ (9) where $`t`$ is the time after deployment in days. $`p_1`$ stands for the part of the sensitivity contributed by the equatorial region, the second term describes the top region with exponentially decreasing light transmission. Replacing the sensitivity $`\eta _0`$ used in the Monte-Carlo calculations by $`\eta `$ as defined above, and fitting the resulting trigger rates to those experimentally measured in 1993 (1994), one gets $`p_1=0.33`$ (0.36) and $`p_2=96.2`$ (102.0) days (numbers in brackets are for the 1994 array NT-36). Consequently, the sensitivity of an upward facing module to atmospheric muons decreases to 35 $`\%`$ after a year. Both parameters change only slightly from year to year. Note that the sensitivity of an upward facing OM to upward going muons from neutrino interactions is influenced less, since in average for these tracks the equatorial part of the module is illuminated stronger than the top region. Presently, we are looking for methods to reduce sedimentation effects. E.g., the accumulation of sediments can be reduced by a smoother OM surface or by dressing the OM with a plexiglas cone (see Fig. 22). The straight-forward solution is of course to direct all OMs downward. This increases the sensitivity to upward muons from neutrino interactions by20 - 30 %, slightly reduces the identification capabilities with respect to fake event (downward muons faking upward muons), and limits the precision of downward muon physics. In the presently operating array NT-200, 160 of the 192 OMs face downward. ### 7.3 Track Reconstruction During 4 years of data taking with the stepwise increasing stages of the Baikal Neutrino Telescope we have accumulated technical and methodical experience as well as first relevant results. Physics results from NT-36 are reported in , and from NT-96 in . The initial test an underwater telescope has to undergo is the correct reconstruction of atmospheric muons. They enter the array from above and are recorded with a frequency of several Hz. Fig. 24 shows a typical single muon event firing 7 of the 18 channels of NT-36 and reconstructed with a $`\chi ^2/NDF=0.57`$. Monte Carlo calculations using as input the timing and amplitude properties of the QUASAR measured in laboratory do well reproduce the experimental data like amplitudes, time differences and angular distribution . The crucial demonstration of the functionality of a neutrino telescope is the identification of the rare neutrino events among the huge amount of atmospheric muons. Their signature is given by a muon entering the array from below. Still too small to detect the feable fluxes from extraterrestrial neutrino sources, NT-200 will be used to investigate those neutrinos which have been generated in the atmosphere in interactions of charged cosmic rays (”atmospheric neutrinos”) and to search for neutrinos due to dark matter annihilation in the center of the Earth . In NT-200, about one neutrino per day will be recorded. With NT-36 and NT-96, 14 neutrino events have been identified, in accordance with Monte Carlo estimates. Fig. 25 shows one ”gold plated” event with 19 hits. ## 8 Summary and Outlook We have constructed a deep underwater Optical Module (OM) which is the key component of the neutrino telescope in Lake Baikal. Most parts of the OM, like the phototube QUASAR-370, the pressure sphere protecting the QUASAR, electronics as well as connectors and feedthroughs have been developed by our collaboration, in close cooperation with industry. Since 1993, we have been permanently operating configurations with a growing number of OMs. A number of scientifically relevant results have been obtained, ranging from counting rate variations which reflect water transport processes to a precise measurement of the angular spectrum of atmospheric muons. Most notably, first neutrino events have been unambiguously identified. During all years of data taking, none of the pressure housing did leak, and the reliability of the OMs has been improved continuously. The 144-OM array operated in 1997 was upgraded to 192 OMs in April 1998. With this upgrade (NT-200), the short term goal of the collaboration is completed. The technical solutions used until now turned out to be adequat for a first generation neutrino telescope like NT-200. In the next step, we envisage a telescope consisting of 1000 - 2000 OMs. For this telescope, the OM design will change in various respects. Firstly, an array much larger than NT-200 calls for higher reliability. Some basic peculiarities of the Baikal telescope may change. The present electronics was conceptually developed in 1988 - 1990. Clearly, a new design of the electroncis is necessary, using higher integrated circuitry, eventually omitting the ”svjaska electronics modules” and moving the corresponding functions to the OM or to the string electronics modules, making use of more advanced signal transmission techniques etc. Almost for sure, a future OM will have less feed-throughs in order to further minimize the danger of leaks. This, in turn, request changes in the electronics. For instance, one might be forced to omit the separate dynode read-out for amplitude mesurement and pay for that with a somewhat smaller dynamic range. As an example for future develoments of the OM we focus here on its main component, the QUASAR-tube. Amplitude and timing characteristics of the QUASAR-370 depend strongly on the ratio $`\frac{G}{\tau }`$ (eq. 3). We are investigating some new scintillator materials like ScBO<sub>3</sub>:Ce (SBO), YAlO<sub>3</sub>:Ce (YAO) and YClO<sub>5</sub>:Ce (YCO), with 2 - 3 times larger light yield than Y<sub>2</sub>SiO<sub>5</sub>:Ce (YSO) and 28 - 30 ns decay time. We have manufactured each 5 pilot tubes with SBO and YAO. The average gain values of the corresponding preamplifier tubes turned out to be twice as high as for fo YSO, $`G`$ = 50 - 60. The single photoelectron resolution is less than 50 % and the time resolution about 1 nsec. Technological improvements like the chemical protection of single scintillator grains are expected to give a larger gain $`G`$ in tubes with ordinary Y<sub>2</sub>SiO<sub>5</sub>:Ce. Other lines of improvement are directed to increase significantly the photocathode sensitivity and to decrease the dark current rate. For the present version, the average dark current rate is about 35 kHz at room temperature and half of that at 0<sup>o</sup>C. Another line of principial re-design and improvement is the replacement of the scintillator screen and the small PMT by an diode array or by a foil first dynode followed by a mesh dynode chain. All these improvement make the QUASAR increasingly interesting to other fields apart from underwater telescopes, in particular for Air-Cherenkov Telescopes. As mentioned in section 5.2, we prefered a pairwise operation of OMs by different reasons, most notably effective suppression of noise counts and elimination of prepulses, late pulse and afterpulses. However, for much larger projects the high cost of this approach may be not acceptable. In order to maintain the local coincidence and, at the same time, to reduce the number of OMs, we have developed a two-channel version of the QUASAR. We made use of the fact, that photoelectrons of the central part of the QUASAR are focussed onto the central spot of the luminescent screen, whereas photoelectrons from peripherical regions are collected onto the circular edge area of the screen. We have developed 2 pilot samples of a two-channel, small (3cm diameter) version of the UGON with a mesh dynode system, one channel collecting photoelectrons from the central region, the other from the periphery. The cross-talks measured are about 2 %. Switching the two channels in coincidence results in a noise rate as low as 100 Hz. ## 9 Acknowledgments We are indebted to G.N. Dudkin, V.Yu. Egorov, O.I. Gress, A.I. Klimov,G.L. Kharamanian, A.A. Lukanin, P. Mohrmann, A.I. Panfilov, V.A. Poleshuk, V.A. Primin, I.A. Sokalski, Ch. Wiebusch and M.S. Zakharov for help at various stages of development and tests of the optical module.
no-problem/9903/hep-th9903252.html	ar5iv	text	# 1 Introduction ## 1 Introduction Some time has been already passed after the observation of that the effective theories for $`𝒩=2`$ vector supermultiplets can be reformulated in terms of integrable systems. This connection, though not been clearly understood so far, has become already a beautiful example of appearance of hidden integrable structure in (multi-dimensional) quantum gauge theories and, thus, quite a popular topic at many different conferences. In this talk I was asked to review basic known facts of this relation and, in addition to brief explanation of some clear constituents of this correspondence, to present a list of problems which deserve further investigation. The formulation of the Seiberg-Witten (SW) solution itself is very simple: the (Coulomb branch) low-energy effective action for the 4D $`𝒩=2`$ SUSY Yang-Mills vector multiplets (supersymmetry requires the metric on moduli space of massless complex scalars from $`𝒩=2`$ vector supermultiplets to be of ”special Kähler form” – or the Kähler potential $`K(𝐚,\overline{𝐚})=\mathrm{Im}_i\overline{a}_i\frac{}{a_i}`$ should be expressed through a holomorphic function $`=(𝐚)`$ – a prepotential) can be described in terms of auxiliary Riemann surface (complex curve) $`\mathrm{\Sigma }`$ equipped with meromorphic 1-differential $`dS`$, possessing peculiar properties: * The number of ”live” moduli (of complex structure) of $`\mathrm{\Sigma }`$ is strongly restricted (roughly ”3 times” less than for generic Riemann surface). The genus of $`\mathrm{\Sigma }`$ for the $`SU(N)`$ gauge theories is exactly equal <sup>3</sup><sup>3</sup>3For generic gauge groups one should speak instead of genus – the dimension of Jacobian of a spectral curve – about the dimension of Prym variety. Practically it means that for other than $`A_N`$-type gauge theories one should consider the spectral curves with involution and only the invariant under the involution cycles possess physical meaning. We consider in detail only the $`A_N`$ theories, the generalization to the other gauge groups is straightforward: for example, instead of periodic Toda chains , corresponding to $`A_N`$ theories , one has to consider the ”generalized” Toda chains , first introduced for different Lie-algebraic series ($`B`$, $`C`$, $`D`$, $`E`$, $`F`$ and $`G`$) in . to the rank of gauge group – i.e. to the number of independent moduli. * The variation of generating 1-form $`dS`$ over these moduli gives holomorphic differentials. * The periods of generating 1-form $$\begin{array}{c}𝐚=_𝐀𝑑S\\ 𝐚_D=_𝐁𝑑S\end{array}$$ (1) give the set of ”dual” masses – the W-bosons and the monopoles while the period matrix $`T_{ij}(\mathrm{\Sigma })`$ – the set of couplings in the low-energy effective theory. The prepotential is function of half of the variables (1), say $`=(𝐚)`$, then $$\begin{array}{c}a_D^i=\frac{}{a_i}\\ T_{ij}=\frac{a_D^i}{a_j}=\frac{^2}{a_ia_j}\end{array}$$ (2) These data mean that the effective SW theory is formulated in terms of a classical finite-gap integrable system (see, for example, and references therein) and their Whitham deformations . The corresponding integrable models are well-known members of the KP/Toda family – for example, pure gauge theory corresponds to a periodic Toda chain , the theories with broken $`𝒩=4`$ SUSY by the adjoint mass can be formulated in terms of the elliptic Calogero-Moser models , the theories with extra compact dimension (or Kaluza-Klein modes) give rise to appearance of relativistic integrable systems . The aim of this talk is rather modest – to give some argumentation in favour of appearance of complex curves $`\mathrm{\Sigma }`$ in the context of SUSY gauge theories and to present in clear way how the form of these curves can be explicitly found in by means of Lax representations of well-known finite-dimensional integrable systems. I should stress that the curves $`\mathrm{\Sigma }`$ (and correspondent integrable systems) are auxiliary from physical point of view since the quantities (1), (2) effective theories needs depend only on moduli of SW curve or only on half of the variables of classical integrable system. This dependence is governed by integrable systems which are, in a sense, derivative from those we are going to consider below – the hierarchies of Whitham and (generalized) associativity equations. Both these subjects are, however, beyond the scope of these notes. ## 2 Motivations and Origins In spite of absence at the moment any consistent and full explanations why the SW curves are identical to the curves of integrable systems, let us start from some physical motivations. We consider, first, the perturbative limit of $`𝒩=2`$ SUSY gauge theories and show that (degenerate) spectral curves and corresponding integrable systems appear already at this level. The situation is much more complicated for the non-perturbative picture and the only way to explain the origin of full SW curve exists in the framework of non-perturbative string theory or M-theory. In the second part of this section we shall discuss briefly how the Lax representations of the SW spectral curves arise in this context. ### 2.1 Perturbative spectral curves Amazingly enough the relation between SW theories and integrable systems can be discussed already at the perturbative level, where $`𝒩=2`$ SUSY effective actions are completely defined by the 1-loop contributions (see and references therein). The scalar field $`𝚽=\mathrm{\Phi }_{ij}`$ of $`𝒩=2`$ vector supermultiplet acquires nonzero VEV $`𝚽=\mathrm{diag}(\varphi _1,\mathrm{},\varphi _N)`$ and the masses of “particles” – $`W`$-bosons and their superpartners are proportional to $`\varphi _{ij}=\varphi _i\varphi _j`$ due to the Higgs term $`[A_\mu ,𝚽]_{ij}=A_\mu ^{ij}(\varphi _i\varphi _j)`$ in the SUSY Yang-Mills action. These masses can be written altogether in terms of the generating polynomial $$\begin{array}{c}w=P_N(\lambda )=det(\lambda 𝚽)=(\lambda \varphi _i)\end{array}$$ (3) ($`𝚽`$ – the adjoint complex scalar, $`\mathrm{Tr}𝚽=0`$,) via residue formula $$\begin{array}{c}m_{ij}_{C_{ij}}\lambda d\mathrm{log}w=_{C_{ij}}\lambda d\mathrm{log}P_N(\lambda )\end{array}$$ (4) which for a particular ”$`\mathrm{}`$-like” contour $`C_{ij}`$ around the roots $`\lambda =\varphi _i`$ and $`\lambda =\varphi _j`$ gives rise to the Higgs masses. The contour integral (4) is defined on a complex plane – $`\lambda `$-plane with $`N`$ removed points: the roots of the polynomial (3) – a degenerate Riemann surface. The masses of monopoles are naively infinite in this limit, since the corresponding contours (dual to $`C_{ij}`$) start and end in the points where $`dS`$ obeys pole singularities. It means that the monopole masses, proportional to the squared inverse coupling, are renormalized in perturbation theory and defined naively up to the masses of particle states times some divergent constants. The effective action (the prepotential) $``$, or the set of effective charges $`T_{ij}`$ (2), are defined in $`𝒩=2`$ perturbation theory by 1-loop diagram giving rise to the logarithmic contribution $$\begin{array}{c}\left(\delta ^2\right)_{ij}=T_{ij}_{\mathrm{masses}}\mathrm{log}\frac{(\mathrm{mass})^2}{\mathrm{\Lambda }^2}=\mathrm{log}\frac{(\varphi _i\varphi _j)^2}{\mathrm{\Lambda }^2}\end{array}$$ (5) where $`\mathrm{\Lambda }\mathrm{\Lambda }_{QCD}`$ and last equality is written only for pure gauge theories – since the only masses we have there are the Higgs masses (4). That is all one has in the perturbative weak-coupling limit of the SW construction, when the instanton contributions to the prepotential (being proportional to the degrees of $`\mathrm{\Lambda }^{2N}`$ (or $`q^{2N}e^{2\pi i\tau N}`$ – in the UV-finite theories with bare coupling $`\tau `$) are (exponentially) suppressed so that one keeps only the terms proportional to $`\tau `$ or $`\mathrm{log}\mathrm{\Lambda }`$. We shall list several more examples below and demonstrate that these degenerated rational spectral curves can be already related to the family of trigonometric Ruijsenaars-Schneider and Calogero-Moser-Sutherland systems and the open Toda chain or Toda molecule. Start with the original case of $`SU(2)`$ pure gauge theory. Eq. (3) turns into $$\begin{array}{c}w=\lambda ^2u\end{array}$$ (6) with $`u=\frac{1}{2}\mathrm{Tr}𝚽^2`$. In the parameterization of $`X=w=e^z=\lambda ^2u`$, $`Y=w\lambda `$ the same equation can be written as $$\begin{array}{c}Y^2=X^2(X+u)\end{array}$$ (7) and the masses (4) are now defined by the contour integrals of $$\begin{array}{c}dS=\lambda d\mathrm{log}w=2\frac{\lambda ^2d\lambda }{\lambda ^2u}=\frac{\lambda d\lambda }{\lambda \sqrt{u}}+\frac{\lambda d\lambda }{\lambda +\sqrt{u}}=\sqrt{X+u}\frac{dX}{X}\end{array}$$ (8) One can easily notice that Eqs. (6), (7) and (8) can be interpreted as integration of the open $`SL(2)`$ (the Liouville) Toda chain with the co-ordinate $`X=w=e^q`$, momentum $`p=\lambda `$ and Hamiltonian (energy) $`u`$. The integration of generating differential $`dS=pdq`$ over the trajectories of the particles gives rise, in fact, to the monopole masses in the SW theory. This is actually a general rule – the perturbative $`𝒩=2`$ theories of the ”SW family” give rise to the ”open” or trigonometric family of integrable systems – the open Toda chain, the trigonometric Calogero-Moser or Ruijsenaars-Schneider systems. This can be easily established at the level of spectrum (4) and the effective couplings (5) – the corresponding (rational) curves are (3) in the $`N`$-particle Toda chain case $$\begin{array}{c}w=\frac{P_N^{(CM)}(\lambda )}{P_N^{(CM)}(\lambda +m)}dS=\lambda \frac{dw}{w}\end{array}$$ (9) for the trigonometric Calogero-Moser-Sutherland model and $$\begin{array}{c}w=\frac{P_N^{(RS)}(\lambda )}{P_N^{(RS)}(\lambda e^{2iϵ})}dS=\mathrm{log}\lambda \frac{dw}{w}\end{array}$$ (10) for the trigonometric Ruijsenaars-Schneider system. It is easy to see that (perturbative) spectra are given by general formula $$\begin{array}{c}M=\varphi _{ij}\frac{\pi n}{R}\frac{ϵ+\pi n}{R}\\ N𝐙.\end{array}$$ (11) and contain in addition to the Higgs part $`\varphi _{ij}`$ the Kaluza-Klein (KK) modes $`\frac{\pi n}{R}`$ and the KK modes for the fields with ”shifted” by $`ϵ`$ boundary conditions. The $`ϵ`$ parameter can be treated as a Wilson loop of gauge field along the compact dimension – a kind of different (or dual) moduli in the theory and in a subclass of models it plays the role of the mass of the adjoint matter multiplet. ### 2.2 Nonperturbative SW Curves, M-Theory and $`\overline{}`$-equation As an example, let us consider, first, the case of pure $`SU(2)`$ $`𝒩=2`$ gauge theory . The gauge group has rank 1 and from the ”integrable” point of view the situation is trivial, since the correspondent integrable model is ”one-dimensional” (phase space has dimension two) and this case can be always solved explicitly. The full (”blown-up”) spectral curve has the form $$\begin{array}{c}w+\frac{\mathrm{\Lambda }^4}{w}\underset{w=\mathrm{\Lambda }^2e^z}{=}2\mathrm{\Lambda }^2\mathrm{cosh}z=\lambda ^2uP_2(\lambda )\end{array}$$ (12) (cf. with (3)) and coincides with the equation relating the Hamiltonian (energy) $`u`$ with the co-ordinate $`z=iq`$ (or $`z=q`$) and momentum $`\lambda =p`$ of a particle moving into the $`SL(2)`$ Toda-chain potential – the well-known physical pendulum, instead of considered previously ”Liouville wall” <sup>4</sup><sup>4</sup>4Note, that for the SW theory one has to consider both phases – the sine-Gordon and the sinh-Gordon – of an integrable system together, that is why sometimes people speak in this respect about a complex integrable system.. There are two other (hyper)elliptic parameterizations of the $`SU(2)`$ SW curve: the first one was proposed in original paper $$\begin{array}{c}Y^2=(X^24\mathrm{\Lambda }^4)(X+u)\\ X=P_2(\lambda )=\lambda ^2uY=\lambda y\end{array}$$ (13) with $`dS=(X+h)\frac{dX}{Y}`$, $`dt=\frac{dX}{Y}`$ and another one used in $$\begin{array}{c}\stackrel{~}{y}^2=w^3+hw^2+\mathrm{\Lambda }^4w\\ w=\mathrm{\Lambda }^2e^z\stackrel{~}{y}=\lambda w\end{array}$$ (14) endowed with $`dS=\stackrel{~}{y}\frac{dw}{w}=\frac{(w^2+uw+1)dw}{w\stackrel{~}{y}}`$ and $`dt=\frac{dw}{\stackrel{~}{y}}`$. Since any 1-dimensional system with conserving energy is integrable, (12) gives $$\begin{array}{c}dt=\frac{dq}{p}=\frac{dz}{\lambda }=2\frac{d\lambda }{y}\end{array}$$ (15) where $$\begin{array}{c}y^2=(\lambda ^2u)^24\mathrm{\Lambda }^4=4\mathrm{sinh}^2z\end{array}$$ (16) so that $$\begin{array}{c}t=\frac{dX}{Y}=2\frac{d\lambda }{y}\end{array}$$ (17) is the Abel map for (13) or (12). The (normalized) action integrals in two different (”sin- and sinh- Gordon”) phases are the periods $$\begin{array}{c}(a,a_D)=_{(A,B)}𝑑S=_{(A,B)}p𝑑q=_{(A,B)}𝑑q\sqrt{u+\mathrm{\Lambda }^2\mathrm{cos}q}\end{array}$$ (18) In the ”$`\mathrm{sin}`$-phase” if $`u>>\mathrm{\Lambda }^2`$ the interaction is inessential and, the main effect for the integral (18) comes from $$\begin{array}{c}a\sqrt{u}_A𝑑q\sqrt{u}\times const\end{array}$$ (19) In another “phase”, corresponding to imaginary values of $`q`$ ($`qiq+\pi `$) the action integral (18) turns into $$\begin{array}{c}a^D=_Bp𝑑q=_B𝑑q\sqrt{u\mathrm{\Lambda }^2\mathrm{cosh}q}\end{array}$$ (20) and in the first approximation is equal to $$\begin{array}{c}a^D_B𝑑q\sqrt{u\mathrm{\Lambda }^2\mathrm{cosh}q}\sqrt{u}_B𝑑q\sqrt{u}\times q_{}=\sqrt{u}\mathrm{log}\frac{u}{\mathrm{\Lambda }^2}\end{array}$$ (21) where we by $`q_{}`$ we have denoted the “turning point” $`\mathrm{\Lambda }^2e^q_{}=u`$. It is easy to see that the expressions (19) and (21) give the perturbative values of the W-boson $`m_W^2=u`$ and monopole $`m_M^2=\left(\frac{m_W}{g_{YM}^2}\right)^2`$ masses in the $`SU(2)`$ SW theory. The prepotential for $`u>>\mathrm{\Lambda }^2`$ is thus $$\begin{array}{c}=\frac{u}{2}\left(\mathrm{log}\frac{u}{\mathrm{\Lambda }^2}+o\left(\frac{\mathrm{\Lambda }^2}{u}\right)\right)\end{array}$$ (22) This is an obvious perturbative (1-loop) result of $`𝒩=2`$ SUSY Yang-Mills theory. The main hypothesis of is that formulas (18) (and the prepotential or the set of coupling constants they define) are valid beyond the perturbation theory. In this case the r.h.s. of (22) would contain an infinite instanton series (in $`\frac{\mathrm{\Lambda }^4}{u^2}`$ for the $`SU(2)`$ gauge group) but this can be encoded into a relatively simple modification of SW curves. In the construction inspired by M-theory moduli arise either as positions of the D-branes $`\varphi _i\frac{\|r_i\|}{\alpha ^{}}`$ or as monodromies of the gauge fields $`ϵ=A_M𝑑x^M`$ along the compactified directions (and are related to the positions of branes by T-duality), i.e. they are given by the set of data $`(A_M,𝚽^{(i)})`$. The perturbative spectral curves (6), (9), (10) correspond in this picture to the $`p`$-branes ($`p`$-dimensional hypersurfaces with the $`(p+1)`$-dimensional world volume) with the D$`(p1)`$-brane sources . In particular case when the configuration can be described by two real (or one complex component) of both kind of fields $`(\overline{A},𝚽)`$ one can define the full (smooth) spectral curves $`\mathrm{\Sigma }_g`$ as a cover of some bare spectral curve $`\mathrm{\Sigma }_0`$ – usually a torus, which can be naturally chosen when one has at least two compactified dimensions – by generalization of the equation (3) $$\begin{array}{c}det(\lambda 𝚽(z))=0\end{array}$$ (23) where $`𝚽=𝚽(z)`$ is now function (in fact 1-differential) on bare curve $`\mathrm{\Sigma }_0`$ and obeys $$\begin{array}{c}\overline{}\mathrm{\Phi }+[\overline{A},\mathrm{\Phi }]=_\alpha J^{(\alpha )}\delta ^{(2)}(PP_\alpha )\end{array}$$ (24) i.e. is holomorphic in the complex structure determined by $`\overline{A}`$. The invariants of $`\overline{A}`$ can be thought of as co-ordinates (one commuting set of variables) while the invariants of $`\mathrm{\Phi }`$ as hamiltonians (another commuting set of variables) of an integrable system. It means that M-theory point of view implies that the VEV $`𝚽`$ becomes a function on some base spectral curve $`\mathrm{\Sigma }_0`$ – usually a cylinder or torus, appearing as a part of the (compactified) brane world volume and satisfies $`\overline{}`$-equation. Such holomorphic (or, better, meromorphic) objects were introduced long ago as Lax operators for the finite-dimensional integrable systems, holomorphically depending on some spectral parameter. The (first-order) equation (24) arises from the BPS-like condition of the type $`Q\psi =\mathrm{\Gamma }_MD_M\mathrm{\Phi }+\mathrm{\Gamma }_{MN}F_{MN}=0`$ which determines the form of the Lax operator $`\mathrm{\Phi }`$ and, thus, the shape of the curve (23). On torus with $`p`$ marked points $`z_1,\mathrm{},z_p`$ can be defined by ($`i,j=1,\mathrm{},N`$) $$\begin{array}{c}\overline{}\mathrm{\Phi }_{ij}+(q_iq_j)\mathrm{\Phi }_{ij}=_{\alpha =1}^pJ_{ij}^{(\alpha )}\delta (zz_\alpha )\end{array}$$ (25) so that the solution has the form ($`q_{ij}q_iq_j`$) <sup>5</sup><sup>5</sup>5As usual, by $`\theta _{}(z\|\tau )\theta _{11}(z\|\tau )`$ the (only on torus) odd ($`\theta _{}(0\|\tau )=0`$) theta-function is denoted. $$\begin{array}{c}\mathrm{\Phi }_{ij}(z)=\delta _{ij}\left(p_i+_\alpha J_{ii}^{(\alpha )}\mathrm{log}\theta (zz_\alpha \|\tau )\right)+\\ +\left(1\delta _{ij}\right)e^{q_{ij}(z\overline{z})}_\alpha J_{ij}^{(\alpha )}\frac{\theta (zz_\alpha +\frac{\mathrm{Im}\tau }{\pi }q_{ij})\theta ^{}(0)}{\theta (zz_\alpha )\theta (\frac{\mathrm{Im}\tau }{\pi }q_{ij})}\end{array}$$ (26) The exponential (nonholomorphic) part can be removed by a gauge transformation $$\begin{array}{c}\mathrm{\Phi }_{ij}(z)(U^1\mathrm{\Phi }U)_{ij}(z)\end{array}$$ (27) with $`U_{ij}=e^{q_i\overline{z}}\delta _{ij}`$. The additional conditions to the matrices $`J_{ij}^{(\alpha )}`$ $$\begin{array}{c}_{\alpha =1}^pJ_{ii}^{(\alpha )}=0\end{array}$$ (28) imply that the sum of all residues of a function $`\mathrm{\Phi }_{ii}`$ vanishes, and $$\begin{array}{c}\mathrm{Tr}J^{(\alpha )}=m_\alpha \end{array}$$ (29) with $`m_\alpha =\mathrm{const}`$ being some parameters (”masses”) of a theory. The spectral curve equation becomes $$\begin{array}{c}𝒫(\lambda ;z)det_{N\times N}\left(\lambda 𝚽(z)\right)=\lambda ^N+_{k=1}^N\lambda ^{Nk}f_k(z)=0\end{array}$$ (30) where $`f_k(z)f_k(x,y)`$ are some functions (in general with $`k`$ poles) on the elliptic curve. If, however, $`J^{(\alpha )}`$ are restricted by $$\begin{array}{c}\mathrm{rank}J^{(\alpha )}ll<N\end{array}$$ (31) the functions $`f_k(z)`$ will have poles at $`z_1,\mathrm{},z_p`$ of the order not bigger than $`l`$. The generating differential, as usual, should be $$\begin{array}{c}dS=\lambda dz\end{array}$$ (32) and its residues in the marked points $`(z_\alpha ,\lambda ^{(i)}(z_\alpha ))`$ (different $`i`$ correspond to the choice of different sheets of the covering surface) are related with the mass parameters (29) by $$\begin{array}{c}m_\alpha =\mathrm{res}_{z_\alpha }\lambda dz_{i=1}^N\mathrm{res}_{\pi _{(i)}^1z_\alpha }\lambda ^{(i)}(z)dz=\mathrm{res}_{z_\alpha }\mathrm{Tr}𝚽dz\end{array}$$ (33) We shall see that general form of the curve (30) coincides with the general curves arising in the SW theory (in many important cases torus should degenerate into a cylinder). For example, the $`p=1`$, $`l=1`$ case gives rise to the elliptic Calogero-Moser model (see eq. (3.2) below). Thus, in the M-theory picture it becomes clear that full non-perturbative SW curves are smooth analogues of their degenerate perturbative cousins. This blowing up corresponds to the ”massive” deformation of previous family of integrable systems, or, more strictly, the non-perturbative SW curves correspond to the family of periodic Toda chains and Calogero-Moser-Ruijsenaars integrable models. ## 3 Zoo of curves and integrable systems Now let us turn to the question of the zoo of SW’s integrable systems – or some classification of relations between the SUSY YM theories and corresponding integrable models. We shall consider the cases of broken $`𝒩=4`$ SUSY theories, or $`𝒩=2`$ SUSY Yang-Mills with extra adjoint matter multiplets, theories with soft Kaluza-Klein (KK) modes or with extra 5th compact dimension and, as a separate question, theories with fundamental matter (all with the $`SU(N)`$ gauge group). The last issue is relatively less investigated yet, i.e. there still exist some open problems, mostly related with the ”conformal” case $`N_f=2N`$. Two first classes instead can be formulated in a unique way since there exists a ”unifying” integrable system – the elliptic Ruijsenaars-Schneider model (with bare coupling $`\tau `$, ”relativistic” parameter $`R`$ – the radius of compact dimension and an extra parameter $`ϵ`$ – see (11)), giving rise to all known models of these two classes in its various degenerations : * If $`R0`$ (with finite $`ϵ`$) the mass spectrum (11) reduces to a single point $`M=0`$, i.e. all masses arise only due to the Higgs effect. This is the standard four dimensional $`𝒩=2`$ SUSY YM model associated with the periodic Toda chain. In this situation $`𝒩=2`$ SUSY in four dimensions is insufficient to ensure UV-finiteness, thus bare coupling diverges $`\tau i\mathrm{}`$, but the dimensional transmutation substitutes the dimensionless $`\tau `$ by the new dimensionful (and finite) parameter $`\mathrm{\Lambda }^N=e^{2\pi i\tau }(ϵ/R)^N`$. * If $`R0`$ and $`ϵmR`$ for finite $`m`$, then UV finiteness is preserved. The mass spectrum reduces to the two points $`M=0`$ and $`M=m`$. This is the four dimensional YM model with $`𝒩=4`$ SUSY softly broken to $`𝒩=2`$. The associated finite-dimensional integrable system is the elliptic Calogero-Moser model . The previous case is then obtained by Inosemtsev’s double scaling limit when $`m0`$, $`\tau i\mathrm{}`$ and $`\mathrm{\Lambda }^N=m^Ne^{2\pi i\tau }`$ is fixed. * If $`R0`$ but $`ϵi\mathrm{}`$ the mass spectrum reduces to a single Kaluza-Klein tower, $`M=\pi n/R`$, $`nZ`$. This compactification of the five dimensional model has $`N=1`$ SUSY and is not UV-finite. Here $`\tau i\mathrm{}`$ and $`ϵi\mathrm{}`$, such that $`2\pi \tau Nϵ`$ remains finite. The corresponding integrable system is the relativistic Toda chain . * Finally, when $`R0`$ and $`ϵ`$ and $`\tau `$ are both finite one distinguished case still remains: $`ϵ=\pi /2`$.<sup>6</sup><sup>6</sup>6The case $`ϵ=0`$ of fully unbroken five dimensional $`N=2`$ supersymmetry is of course also distinguished, but trivial: there is no evolution of effective couplings (renormalization group flows) and the integrable system is just that of $`N`$ non-interacting (free) particles. Here only periodic and anti periodic boundary conditions occur in the compact dimension. This is the case analyzed in and interested reader can find all details there. ### 3.1 Toda chain This is the most well-known example of $`SU(N)`$ pure gauge theory . The spectral curve is $$\begin{array}{c}w+\frac{\mathrm{\Lambda }^{2N}}{w}=P_N(\lambda )\\ P_N(\lambda )det(\lambda 𝚽)=\lambda ^Nu_k\lambda ^k\end{array}$$ (34) and the generating 1-form $`dS=\lambda \frac{dw}{w}`$ satisfies $$\begin{array}{c}\delta _{\mathrm{moduli}}dS\delta _{\mathrm{moduli}}dS\|_{w=const}=\left(\delta _{\mathrm{moduli}}\lambda \right)\frac{dw}{w}=\frac{\lambda ^k\delta u_k}{P_N^{}(\lambda )}\frac{dw}{w}=\frac{\lambda ^kd\lambda }{y}\delta u_k=\mathrm{holomorphic}\end{array}$$ (35) where $$\begin{array}{c}y^2=\left(w\frac{\mathrm{\Lambda }^{2N}}{w}\right)^2=P_N^2(\lambda )4\mathrm{\Lambda }^{2N}\\ P_N^{}(\lambda )\frac{P_N}{\lambda }\|_{u=const}\end{array}$$ (36) The spectral curve (34) corresponds to periodic $`N`$-particle problem in Toda chain . Let us demonstrate now how its form can be derived in the language of integrable systems using two different forms of the Lax representation with spectral parameter for periodic Toda chain. The Toda chain system is a system of particles with only the neighbors pairwise exponential interaction with the equations of motion <sup>7</sup><sup>7</sup>7For simplicity in this section we consider a periodic Toda chain with coupling constant equal to unity. It is easy to restore it in all the equations; then it becomes clear that it should be identified with $`\mathrm{\Lambda }=\mathrm{\Lambda }_{QCD}`$ – the scale parameter of pure $`𝒩=2`$ SUSY Yang-Mills theory. $$\begin{array}{c}\frac{q_i}{t}=p_i\frac{p_i}{t}=e^{q_{i+1}q_i}e^{q_iq_{i1}}\end{array}$$ (37) where one assumes (for the periodic problem with the “period” $`N`$) that $`q_{i+N}=q_i`$ and $`p_{i+N}=p_i`$. It is an integrable system, with $`N`$ Poisson-commuting Hamiltonians, $`h_1=p_i`$ = P, $`h_2=\left(\frac{1}{2}p_i^2+e^{q_iq_{i1}}\right)=E`$, etc. Starting from naively infinite-dimensional system of particles (37), the periodic problem can be formulated in terms of (the eigenvalues and the eigenfunctions of) two commuting operators: the Lax operator $``$ (or the auxiliary linear problem for (37) <sup>8</sup><sup>8</sup>8Equation (39) is the second-order difference equation and it has two independent solutions which we shall often denote below as $`\mathrm{\Psi }^+`$ and $`\mathrm{\Psi }^{}`$. In more general framework of the Toda lattice hierarchy these two solutions correspond to the two possible choices of sign in the time-dependent form of the Lax equation (39) $$\begin{array}{c}\pm \frac{}{t}\mathrm{\Psi }_n^\pm =_k_{nk}\mathrm{\Psi }_k^\pm \end{array}$$ (38) ) $$\begin{array}{c}\lambda \mathrm{\Psi }_n=_k_{nk}\mathrm{\Psi }_k=e^{\frac{1}{2}(q_{n+1}q_n)}\mathrm{\Psi }_{n+1}+p_n\mathrm{\Psi }_n+e^{\frac{1}{2}(q_nq_{n1})}\mathrm{\Psi }_{n1}\end{array}$$ (39) and the second operator – in our case of periodic boundary conditions to be chosen as a monodromy or shift operator in a discrete variable – the number of a particle $$\begin{array}{c}Tq_n=q_{n+N}Tp_n=p_{n+N}T\mathrm{\Psi }_n=\mathrm{\Psi }_{n+N}\end{array}$$ (40) The existence of common spectrum of these two operators <sup>9</sup><sup>9</sup>9Let us point out that we consider a periodic problem for the Toda chain when only the BA function can acquire a nontrivial factor under the action of the shift operator while the coordinates and momenta themselves are periodic. The quasiperiodicity of coordinates and momenta – when they acquire a nonzero shift – corresponds to the change of the coupling constant in the Toda chain Hamiltonians. $$\begin{array}{c}\mathrm{\Psi }=\lambda \mathrm{\Psi }T\mathrm{\Psi }=w\mathrm{\Psi }[,T]=0\end{array}$$ (41) means that there is a relation between them $`𝒫(,T)=0`$ which can be strictly formulated in terms of spectral curve $`\mathrm{\Sigma }`$: $`𝒫(\lambda ,w)=0`$. Here is an important difference with the perturbative case considered above, where only one (Lax) operator was really defined and there was no analog of the second $`T`$-operator. The generation function for the integrals of motion – the Toda chain Hamiltonians can be written in terms of $``$ and $`T`$ operators and Toda chains possess two different (though, of course, equivalent) formulations of this kind. In the first version the Lax operator (39) should be re-written in the basis of the $`T`$-operator eigenfunctions and becomes the $`N\times N`$ matrix, $$\begin{array}{c}=(w)=\mathrm{𝐩𝐇}+_{\mathrm{simple}\alpha }e^{𝜶\mathit{\varphi }}\left(E_\alpha +E_\alpha \right)+w^1e^{𝜶_0\mathit{\varphi }}E_{\alpha _0}+we^{𝜶_0\mathit{\varphi }}E_{\alpha _0}=\\ =\left(\begin{array}{ccccc}p_1& e^{\frac{1}{2}(q_2q_1)}& 0& & we^{\frac{1}{2}(q_1q_N)}\\ e^{\frac{1}{2}(q_2q_1)}& p_2& e^{\frac{1}{2}(q_3q_2)}& \mathrm{}& 0\\ 0& e^{\frac{1}{2}(q_3q_2)}& p_3& & 0\\ & & \mathrm{}& & \\ \frac{1}{w}e^{\frac{1}{2}(q_1q_N)}& 0& 0& & p_N\end{array}\right)\end{array}$$ (42) defined on a cylinder, i.e. it explicitly depends on spectral parameter $`w`$ – the eigenvalue of the shift operator (40). Matrix (42) is almost exactly three-diagonal, the only extra nonzero elements appear in the off-diagonal corners due to the periodic conditions (40) reducing in this way naively infinite-dimensional constant matrix (39) to a finite-dimensional one, but depending on spectral parameter $`w`$. The eigenvalues of the Lax operator (42) are defined from the spectral equation $$\begin{array}{c}𝒫(\lambda ,w)=det_{N\times N}\left(^{TC}(w)\lambda \right)=0\end{array}$$ (43) Substituting the explicit expression (42) into (43), one gets: $$\begin{array}{c}𝒫(\lambda ,w)=w+\frac{1}{w}P_N(\lambda )=0\end{array}$$ (44) i.e. eq. (34), where $`P_N(\lambda )`$ is a polynomial of degree $`N`$, with the mutually Poisson-commuting coefficients: $$\begin{array}{c}P_N(\lambda )=\lambda ^N+h_1\lambda ^{N1}+\frac{1}{2}(h_2h_1^2)\lambda ^{N2}+\mathrm{}\end{array}$$ (45) ($`h_k=_{i=1}^Np_i^k+\mathrm{}`$), parameterizing (a subspace in the) moduli space of the complex structures of the hyperelliptic curves $`\mathrm{\Sigma }^{TC}`$ of genus $`N1=\mathrm{rank}SU(N)`$. An alternative description of the same system arises when one (before imposing the periodic conditions!) solves explicitly the auxiliary linear problem (39) which is a second-order difference equation. To solve it one rewrites (39) as $$\begin{array}{c}\mathrm{\Psi }_{i+1}=(\lambda p_i)\mathrm{\Psi }_ie^{q_i\frac{q_{i+1}+q_{i1}}{2}}\mathrm{\Psi }_{i1}\end{array}$$ (46) or, since the space of solutions is 2-dimensional <sup>10</sup><sup>10</sup>10The initial condition for the recursion relation (46) consists of two arbitrary functions, say, $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$, which are, of course, linear combinations of $`\mathrm{\Psi }^+`$ and $`\mathrm{\Psi }^{}`$ from (38)., it can be rewritten as $`\stackrel{~}{\mathrm{\Psi }}_{i+1}=L_i(\lambda )\stackrel{~}{\mathrm{\Psi }}_i`$ where $`\stackrel{~}{\mathrm{\Psi }}_i`$ is a set of two-vectors and $`L_i`$ – a chain of $`2\times 2`$ Lax matrices. After a simple ”gauge” transformation $`L_iU_{i+1}L_iU_i^1`$ where $`U_i=\mathrm{diag}(e^{\frac{1}{2}q_i},e^{\frac{1}{2}q_{i1}})`$ (and replacing $`p_ip_i`$) these matrices can be written in the form $$\begin{array}{c}L_i(\lambda )=\left(\begin{array}{cc}\lambda +p_i& e^{q_i}\\ e^{q_i}& 0\end{array}\right),i=1,\mathrm{},N\end{array}$$ (47) The matrices (47) obey quadratic $`r`$-matrix Poisson bracket relations: the canonical Poisson brackets of the co-ordinates and momenta of the Toda chain particles $`\{q_i,p_j\}=\delta _{ij}`$ can be equivalently rewritten in the ”commutator” form $$\begin{array}{c}\left\{L_i(\lambda )\stackrel{}{,}L_j(\lambda ^{})\right\}=\delta _{ij}[r(\lambda \lambda ^{}),L_i(\lambda )L_j(\lambda ^{})]\end{array}$$ (48) with the ($`i`$-independent!) numerical rational $`r`$-matrix $`r(\lambda )=\frac{1}{\lambda }_{a=1}^3\sigma _a\sigma ^a`$ satisfying the classical Yang-Baxter equation. As a consequence, the transfer matrix $$\begin{array}{c}T_N(\lambda )=_{Ni1}^{}L_i(\lambda )\end{array}$$ (49) satisfies the same Poisson-bracket relation $$\begin{array}{c}\left\{T_N(\lambda )\stackrel{}{,}T_N(\lambda ^{})\right\}=[r(\lambda \lambda ^{}),T_N(\lambda )T_N(\lambda ^{})]\end{array}$$ (50) and the integrals of motion of the Toda chain are generated by another representation of spectral equation $$\begin{array}{c}det_{2\times 2}\left(T_N(\lambda )w\right)=w^2w\mathrm{Tr}T_N(\lambda )+detT_N(\lambda )=\\ =w^2w\mathrm{Tr}T_N(\lambda )+1=0\end{array}$$ (51) (using that $`det_{2\times 2}L(\lambda )=1`$ leads to $`det_{2\times 2}T_N(\lambda )=1`$), or $$\begin{array}{c}𝒫(\lambda ,w)=w+\frac{1}{w}\mathrm{Tr}T_N(\lambda )=w+\frac{1}{w}P_N(\lambda )=0\end{array}$$ (52) which coincides with (44). The polynomial $`P_N(\lambda )=\mathrm{Tr}T_N(\lambda )`$ in (52) is of degree $`N`$, its coefficients are the integrals of motion since $$\begin{array}{c}\{\mathrm{Tr}T_N(\lambda ),\mathrm{Tr}T_N(\lambda ^{})\}=\mathrm{Tr}\left\{T_N(\lambda )\stackrel{}{,}T_N(\lambda ^{})\right\}=\\ =\mathrm{Tr}[r(\lambda \lambda ^{}),T_N(\lambda )T_N(\lambda ^{})]=0\end{array}$$ Finally, let us note that the Toda chain $`N\times N`$ Lax operator (42) by gauge transformation can be brought to another familiar form $$\begin{array}{c}^{TC}(w)\stackrel{~}{}^{TC}=U^1^{TC}(w)U=\\ =\mathrm{𝐩𝐇}+v^1\left(e^{𝜶_0\mathit{\varphi }}E_{\alpha _0}+_{\mathrm{simple}\alpha }e^{𝜶\mathit{\varphi }}E_\alpha \right)+v\left(e^{𝜶_0\mathit{\varphi }}E_{\alpha _0}+_{\mathrm{simple}\alpha }e^{𝜶\mathit{\varphi }}E_\alpha \right)=\\ =\left(\begin{array}{ccccc}p_1& \frac{1}{v}e^{\frac{1}{2}(q_2q_1)}& 0& & ve^{\frac{1}{2}(q_1q_N)}\\ ve^{\frac{1}{2}(q_2q_1)}& p_2& \frac{1}{v}e^{\frac{1}{2}(q_3q_2)}& \mathrm{}& 0\\ 0& ve^{\frac{1}{2}(q_3q_2)}& p_3& & 0\\ & & \mathrm{}& & \\ \frac{1}{v}e^{\frac{1}{2}(q_1q_N)}& 0& 0& & p_N\end{array}\right)\\ U_{ij}=v^i\delta _{ij}wv^N\end{array}$$ Formally this corresponds to change of gradation of the Toda chain Lax operator, the form (3.1) is especially natural relates the Toda chain Lax operator with the $`\widehat{sl(N)}`$ Kac-Moody algebra. In the form (3.1) the periodic Toda chain can be thought of as a special ”double-scaling” limit of the $`SL(N)`$ Hitchin system on torus with a marked point – the Calogero-Moser model (see below). It is clear that the Lax operator (3.1) satisfies the $`\overline{}`$-equation (24) on a cylinder with trivial gauge connection $$\begin{array}{c}\overline{}_v\stackrel{~}{}^{TC}(v)=\left(e^{𝜶_0\mathit{\varphi }}E_{\alpha _0}+_{\mathrm{simple}\alpha }e^{𝜶\mathit{\varphi }}E_\alpha \right)\delta (P_0)\\ \left(e^{𝜶_0\mathit{\varphi }}E_{\alpha _0}+_{\mathrm{simple}\alpha }e^{𝜶\mathit{\varphi }}E_\alpha \right)\delta (P_{\mathrm{}})\end{array}$$ (53) and they can be easily solved giving rise to (3.1). ### 3.2 Broken N=4 SUSY and the Elliptic Calogero-Moser Model Now, let us turn to the observation that the $`N\times N`$ matrix Lax operator (42) can be thought of as a ”degenerate” case of the Lax operator for the $`N`$-particle Calogero-Moser system $$\begin{array}{c}^{CM}(z)=\left(\mathrm{𝐩𝐇}+_𝜶F(𝐪𝜶\|z)E_𝜶\right)=\\ =\left(\begin{array}{cccc}p_1& F(q_1q_2\|z)& \mathrm{}& F(q_1q_N\|z)\\ F(q_2q_1\|z)& p_2& \mathrm{}& F(q_2q_N\|z)\\ & & \mathrm{}& \\ F(q_Nq_1\|z)& F(q_Nq_2\|z)& \mathrm{}& p_N\end{array}\right)\end{array}$$ The matrix elements $`F(q\|z)=m\frac{\sigma (q+z)}{\sigma (q)\sigma (z)}e^{\zeta (q)z}`$ are expressed in terms of the Weierstrass sigma-functions so that the Lax operator $`(z)`$ is defined on elliptic curve $`E(\tau )`$ $$\begin{array}{c}y^2=(xe_1)(xe_2)(xe_3)\\ x=\mathrm{}(z)y=\frac{1}{2}\mathrm{}^{}(z)\end{array}$$ (54) or a complex torus with modulus $`\tau `$ and one marked point $`z=0,x=\mathrm{},y=\mathrm{}`$. The Lax operator (3.2) corresponds to completely integrable system with Hamiltonians $`h_1=_ip_i=P`$, $`h_2=_ip_i^2+m^2_{i<j}\mathrm{}(q_iq_j)`$, etc; the coupling constant $`m`$ in 4D interpretation plays the role of the mass of adjoint matter $`𝒩=2`$ hypermultiplet breaking $`𝒩=4`$ SUSY down to $`𝒩=2`$ . ¿From Lax representation (3.2) it follows that the spectral curve $`\mathrm{\Sigma }^{CM}`$ for the $`N`$-particle Calogero-Moser system $$\begin{array}{c}det_{N\times N}\left(^{CM}(z)\lambda \right)=0\end{array}$$ (55) covers $`N`$ times elliptic curve (54) with canonical holomorphic 1-differential $$\begin{array}{c}dz=\frac{dx}{2y}\end{array}$$ (56) The SW BPS masses $`𝐚`$ and $`𝐚_D`$ are now the periods of the generating 1-differential $$\begin{array}{c}dS^{CM}=2\lambda dz=\lambda \frac{dx}{y}\end{array}$$ (57) along the non-contractable contours on $`\mathrm{\Sigma }^{CM}`$ <sup>11</sup><sup>11</sup>11Let us point out that the curve (55) has genus $`g=N`$ (while in general the genus of the curve defined by $`N\times N`$ matrix grows as $`N^2`$). However, integrable system is still $`2(N1)`$-dimensional since the sum of the periods of (57) vanishes due to specific properties of $`\lambda dz`$ and there are only $`N1=g1`$ independent integrals of motion.. In order to recover the Toda-chain system, one has to take the double-scaling limit , when $`m`$ and $`i\tau `$ both go to infinity and $$\begin{array}{c}q_iq_j\frac{1}{2}\left[(ij)\mathrm{log}m+(q_iq_j)\right]\end{array}$$ (58) so that the dimensionless coupling $`\tau `$ gets substituted by a dimensionful parameter $`\mathrm{\Lambda }^Nm^Ne^{i\pi \tau }`$. The idea is to separate the pairwise interacting particles far away from each other and to adjust the coupling constant simultaneously in such a way, that the interaction only of neighboring particles survives (and turns to be exponential). In this limit, the elliptic curve degenerates into a cylinder with coordinate $`w=e^ze^{i\pi \tau }`$ so that $$\begin{array}{c}dS^{CM}dS^{TC}=\lambda \frac{dw}{w}\end{array}$$ (59) The Lax operator of the Calogero system turns into that of the $`N`$-periodic Toda chain (42): $$\begin{array}{c}^{CM}(z)dz^{TC}(w)\frac{dw}{w}\end{array}$$ (60) and the spectral curve acquires the form (43). In the simplest example of $`N=2`$ the spectral curve $`\mathrm{\Sigma }^{CM}`$ has genus 2. Indeed, in this particular case, Eq. (55) turns into $$\begin{array}{c}𝒫(\lambda ;x,y)=\lambda ^2u+m^2x=0\end{array}$$ (61) This equation says that with any value of $`x`$ one associates two points of $`\mathrm{\Sigma }^{CM}`$ $$\begin{array}{c}\lambda =\pm \sqrt{um^2x}\end{array}$$ (62) i.e. it describes $`\mathrm{\Sigma }^{CM}`$ as a double covering of elliptic curve ramified at the points $`x=\frac{u}{m^2}`$ and $`x=\mathrm{}`$. In fact, $`x=\frac{u}{m^2}`$ corresponds to a pair of points on $`E(\tau )`$ distinguished by the sign of $`y`$. This would be true for $`x=\mathrm{}`$ as well, but $`x=\mathrm{}`$ is one of the branch points, thus, two cuts between $`x=\frac{u}{m^2}`$ and $`x=\mathrm{}`$ on every sheet of $`E(\tau )`$ touching at the common end at $`x=\mathrm{}`$ become effectively a single cut between $`(\frac{u}{m^2},+)`$ and $`(\frac{u}{m^2},)`$. Therefore, we can consider the spectral curve $`\mathrm{\Sigma }^{CM}`$ as two tori $`E(\tau )`$ glued along one cut, i.e. $`\mathrm{\Sigma }_{N=2}^{CM}`$ has genus 2. It turns out to be a hyperelliptic curve (for $`N=2`$ only!) after substituting in (61) $`x`$ from the second equation to the first one. Two holomorphic 1-differentials on $`\mathrm{\Sigma }^{CM}`$ ($`g=N=2`$) can be chosen to be $$\begin{array}{c}dv_+=dz=\frac{dx}{2y}=\frac{\lambda d\lambda }{y}dv_{}=\frac{dz}{\lambda }=\frac{dx}{2y\lambda }=\frac{d\lambda }{y}\end{array}$$ (63) so that $$\begin{array}{c}dS=2\lambda dz=\lambda \frac{dx}{y}=\frac{dx}{y}\sqrt{um^2x}\end{array}$$ (64) and $$\begin{array}{c}\frac{dS}{u}\frac{dx}{2y\lambda }=dv_{}\end{array}$$ (65) The fact that only one of two holomorphic 1-differentials (63) appears at the r.h.s. of (65) is related to their different parity with respect to the $`𝐙_2𝐙_2`$ symmetry of $`\mathrm{\Sigma }^{CM}`$: $`yy`$, $`\lambda \lambda `$ and $`dv_\pm \pm dv_\pm `$. Since $`dS`$ has certain (positive) parity, its integrals along the two of four elementary non-contractable cycles on $`\mathrm{\Sigma }^{CM}`$ automatically vanish leaving only two non-vanishing quantities $`a`$ and $`a_D`$, as necessary for the $`4d`$ interpretation. Moreover, two rest nonzero periods can be defined in terms of the ”reduced” curve of genus $`g=1`$ $$\begin{array}{c}Y^2=(y\lambda )^2=\left(um^2x\right)_{a=1}^3(xe_a),\end{array}$$ (66) equipped with $`dS=\left(um^2x\right)\frac{dx}{Y}`$ <sup>12</sup><sup>12</sup>12This curve can be obtained by simple integration of the equations of motion since we again here deal with the only degree of freedom in our integrable system. The conserving energy $`u=p^2+m^2\mathrm{}(q)`$ gives $$\begin{array}{c}t=\frac{dq}{\sqrt{hm^2\mathrm{}(q)}}=\frac{dx}{\sqrt{(xe_1)(xe_2)(xe_3)(um^2x)}}\end{array}$$ (67) i.e. exactly the Abel map on the reduced curve (66). Since for this curve $`x=\mathrm{}`$ is no more a ramification point, $`dS`$ has simple poles when $`x=\mathrm{}`$ (on both sheets of $`\mathrm{\Sigma }_{\mathrm{reduced}}^{CM}`$) with the residues $`\pm m`$. The opposite limit of the Calogero-Moser system with vanishing coupling constant $`m^20`$ corresponds to the $`𝒩=4`$ SUSY Yang-Mills theory with identically vanishing $`\beta `$-function. The corresponding integrable system is a collection of free particles and the generating differential $`dS=\sqrt{u}dz`$ is just a holomorphic differential on $`E(\tau )`$. ### 3.3 Relativistic Toda Chain and the Ruijsenaars-Schneider Model So far we have considered the theories with only the Higgs and adjoint matter contribution to the spectrum (11). If, however, one adds also the soft KK modes , the resulting integrable systems would correspond to the Ruijsenaars-Schneider family , which is often called as the family of relativistic integrable models. The 1-loop contributions to the effective charge (5) are now of the form $$\begin{array}{c}T_{ij}_m\mathrm{log}\left(a_{ij}+\frac{m}{R_5}\right)\mathrm{log}_m\left(R_5a_{ij}+m\right)\mathrm{log}\mathrm{sinh}\left(R_5a_{ij}\right)\end{array}$$ (68) i.e. coming from 4D up to 5D one should make a trigonometric substitution $`a\mathrm{sinh}aR_5`$, at least, in the formulas for the perturbative prepotential. The similar change of variables corresponds to relativization of integrable systems, which implies a sort of ”Lie group generalization” of the “ordinary” integrable systems related rather to Lie algebras. The relativization of an integrable system replaces the momenta of particles by their exponentials and it results in the period matrices or effective charges of the (68) form. For example, in the case of $`SU(2)`$ pure gauge theory it gives instead of Hamiltonian of the Toda chain (12) $$\begin{array}{c}\mathrm{cosh}z=\mathrm{cosh}p\stackrel{~}{h}\end{array}$$ (69) Generally, the net result is that in the case of relativistic Toda chain the spectral curve is a minor modification of (52) $$\begin{array}{c}w+\frac{1}{w}=\left(\mathrm{\Lambda }_5\lambda \right)^{N/2}P(\lambda ),\end{array}$$ (70) which can be again rewritten as a hyperelliptic curve in terms of the new variable $`Y\left(\mathrm{\Lambda }_5\lambda \right)^{N/2}\left(w\frac{1}{w}\right)`$ $$\begin{array}{c}Y^2=P^2(\lambda )4\mathrm{\Lambda }_5^{2N}\lambda ^N\end{array}$$ (71) where $`\lambda \mu ^2e^{2\xi }`$, $`\xi `$ can be chosen as a spectral parameter of the relativistic Toda chain and $`\mathrm{\Lambda }_5`$ is its coupling constant. The most general picture in these terms corresponds to the ”unifying” elliptic Ruijsenaars-Schneider model . The Lax operator for the elliptic Ruijsenaars model is $$\begin{array}{c}_{ij}^R=e^{P_i}\frac{\sigma (q_{ij}+z)\sigma (ϵ)}{\sigma (q_{ij}+ϵ)\sigma (z)}\\ e^{P_i}=e^{p_i}_{ki}\sqrt{\mathrm{}(ϵ)\mathrm{}(q_{ik})},\end{array}$$ and in the trigonometric limit it turns into $$\begin{array}{c}_{ij}^{TR}=e^{P_i}\frac{\mathrm{sinh}(q_{ij}+z)\mathrm{sinh}(ϵ)}{\mathrm{sinh}(q_{ij}+ϵ)\mathrm{sinh}(z)}\\ e^{P_i}=e^{p_i}_{ki}\sqrt{1\frac{\mathrm{sinh}^2ϵ}{\mathrm{sinh}^2(q_{ik})}}\end{array}$$ Introducing $`\nu _i=e^{2q_i}`$, $`\zeta =e^{2z}`$ and $`q=e^{2ϵ}`$ one finds that $$\begin{array}{c}_{ij}^{TR}=e^{P_i}\frac{\zeta \nu _i\nu _j}{q\nu _i\nu _j}\frac{1q}{1\zeta }\underset{\zeta \mathrm{}}{=}(q1)\frac{e^{P_i}\nu _i}{q\nu _i\nu _j}+𝒪\left(\frac{1}{\zeta }\right)\\ e^{P_i}=e^{p_i}_{ki}\frac{\sqrt{q\nu _i\nu _j}\sqrt{\nu _iq\nu _j}}{\nu _i\nu _j}\end{array}$$ Only the leading term in (3.3) is often taken as an expression for the Lax operator of trigonometric Ruijsenaars system. The elliptic Ruijsenaars spectral curve acquires the form $$\begin{array}{c}det(\lambda ^R(z))=_{k=0}^N(\lambda )^{Nk}\left\{_{I_k}e^{P_{i_1}+\mathrm{}+P_{i_k}}\stackrel{~}{D}_{I_k}\right\}=_{k=0}^N(\lambda )^{Nk}D_k(z\|ϵ)H_k=0\end{array}$$ (72) where <sup>13</sup><sup>13</sup>13In we have used for technical reasons a slightly different form of the Ruijsenaars spectral curve, which can be obtained from Eq. (72) substituting $`\lambda \lambda c(z)`$ (or $`D_k(z\|ϵ)D_k(z\|ϵ)c^k(z)`$) with some (independent of Hamiltonians and $`ϵ`$) function $`c(z)`$. Such substitution does not change the ”symplectic form” $`\frac{d\lambda }{\lambda }dz`$ and playing with such function some particular formulas can be brought to more simple form. $$\begin{array}{c}D_k(z\|ϵ)=()^{\frac{k(k1)}{2}}\frac{\sigma ^{k1}(zϵ)\sigma (z+(k1)ϵ)}{\sigma ^k(z)\sigma ^{k(k1)}(ϵ)}\end{array}$$ (73) ($`D_0(z\|ϵ)=1`$ and $`D_1(z\|ϵ)=1`$), and the generating differential is $$\begin{array}{c}dS\mathrm{log}\lambda dz\end{array}$$ (74) In the simplest case of 1 degree of freedom ($`N=2`$) Eq. (72) reads $$\begin{array}{c}\lambda ^2u\lambda +D_2(z\|ϵ)=\lambda ^2u\lambda \frac{\sigma (zϵ)\sigma (z+ϵ)}{\sigma ^2(z)\sigma ^2(ϵ)}=\lambda ^2u\lambda +\mathrm{}(z)\mathrm{}(ϵ)=0\end{array}$$ (75) and one gets a spectral curve identical to (61). The same sort of arguments as for the elliptic Calogero-Moser model shows that its full genus is $`g=2`$ while the $`SL(2)`$ integrable system lives effectively on reduced spectral curve of genus one. In trigonometric limit (3.3), (3.3) the spectral curve (72) turns into (10). An interested reader can find the details concerning various limits of the Ruijsenaars-Schneider model in . ### 3.4 Fundamental Matter Let us turn, finally, to the case of SUSY QCD – the SW theories with matter multiplets in the lowest dimensional representations of the gauge group. According to the spectral curves for $`𝒩=2`$ SQCD with gauge group $`SU(N)`$ and any number of matter multiplets $`N_f<2N`$ have the form $$\begin{array}{c}y^2=P_N^2(\lambda )4\mathrm{\Lambda }^{2NN_f}P_{N_f}(\lambda )\\ P_N(\lambda )P_N^{(0)}(\lambda )+R_{N1}(\lambda )_{i=1}^N(\lambda \lambda _i(𝚽,m))\\ P_{N_f}(\lambda )_{\alpha =1}^{N_f}(\lambda m_\alpha )\end{array}$$ (76) where $`P_{N_f}(\lambda )`$ and $`R_{N1}(\lambda )`$ are ”moduli independent” polynomials of $`\lambda `$ – i.e. they depend only on “external” masses of matter hypermultiplets , but spectral curves are still described by hyperelliptic equation. In contrast to pure gauge theory one runs immediately into a problem of parameter counting: $`N1`$ moduli $`\frac{1}{k}\mathrm{Tr}𝚽^k`$ together with $`N_f`$ masses $`m_\alpha `$ give $`N+N_f1`$ and this is more than hyperelliptic moduli $`2g2=2N4`$ of the equation (76) for $`N_f>N3`$. In other words, the moduli space of eq. (76) is too small to be parameterized by all parameters of the theory, that is why there are some complications in retranslating these models into the language of integrable systems <sup>14</sup><sup>14</sup>14In particular, there are different ideas of interpretation of the equation (76) (at least in the case of small $`N_f<N`$) in the context of integrable models, some of them can be found in . We shall consider below, following only one of such options, which seems, however, to be the most attractive at present since it leads to a family of integrable systems which admits, for example, as in the case of adjoint matter, inclusion of the KK sector, or natural relativistic generalizations.. However, the form (76) immediately implies that for $`𝒩=2`$ SQCD there should exist a $`2\times 2`$ representation of the kind (51) with monodromy matrix $`T_N(\lambda )`$, whose invariants have the form $$\begin{array}{c}\mathrm{Tr}T_N(\lambda )=P_N(\lambda )\\ detT_N(\lambda )=P_{N_f}(\lambda )\end{array}$$ (77) A natural proposal then is to use a generalization of the $`2\times 2`$ Toda chain Lax representation, i.e. to deform the Lax matrix (47) preserving the Poisson brackets (48) and (50). The monodromy matrix $`T(\lambda )`$ is again constructed by multiplication of $`L_i(\lambda )`$’s (satisfying (48)) at different sites giving rise to the spectral curve equation $$\begin{array}{c}det\left(T_N(\lambda )w\right)=0\end{array}$$ (78) where from $`T`$-matrix one has to require (77). Wide class of such systems is given by the family of spin chains and to get most general form of the transfer matrix one should consider the inhomogeneous spin chain <sup>15</sup><sup>15</sup>15For the Toda chain the inhomogenity parameters $`l_i`$ are not independent variables – they can be reabsorbed into the definition of momenta. $$\begin{array}{c}T_N(\lambda )=_{Ni1}^{}L_i(\lambda l_i)\end{array}$$ (79) If Lax matrices $`L_i(\lambda )`$ were of the size $`p\times p`$ the equation (78) would have the form of $`p`$-th degree polynomial in $`w`$, if $`p=2`$ it is exactly the general case of (76) <sup>16</sup><sup>16</sup>16We introduce new variable $`W=\frac{w}{\sqrt{detT_N(\lambda )}}`$ in order to make analytic representation of spectral curve more symmetric. In the picture of M-theory these redefinitions are related with different brane pictures of the theories where presence of fundamental matter multiplets are caused by extra semi-infinite branes. $$\begin{array}{c}w+\frac{detT_N(\lambda )}{w}=\mathrm{Tr}T_N(\lambda ),\end{array}$$ (80) or $$\begin{array}{c}W+\frac{1}{W}=\frac{\mathrm{Tr}T_N(\lambda )}{\sqrt{detT_N(\lambda )}}\frac{P_N(\lambda )}{\sqrt{P_{N_f}(\lambda )}}\end{array}$$ (81) when $`\mathrm{Tr}T_N(\lambda )`$ has, like in the Toda chain case, degree $`N`$ but $`detT_N(\lambda )`$ is not a unity, but some general polynomial of degree $`N_f2N`$. The generating 1-form, according to general rules, becomes $$\begin{array}{c}dS=\lambda \frac{dW}{W}\end{array}$$ (82) The r.h.s. of the equations (80), (81) contain the dynamical variables of the spin system only in special combinations – the Hamiltonians (which are all in involution, i.e. mutually Poisson-commuting or the Casimir functions and inhomogenities, commuting with all dynamical variables). The $`2\times 2`$ Lax matrix for the simplest $`sl(2)`$ rational $`XXX`$ chain is $$\begin{array}{c}L(\lambda )=\lambda \mathrm{𝟏}+_{a=1}^3S_a\sigma ^a.\end{array}$$ (83) and the Poisson brackets on the space of the dynamical variables $`S_a`$, $`a=1,2,3`$ are implied by quadratic r-matrix relations (48) with the same rational $`r`$-matrix, as for the Toda chain . The $`r`$-matrix relations (48) for the Lax matrix (83) are equivalent to well-known $`sl(2)`$ commutation (Poisson bracket) relations $$\begin{array}{c}\{S_a,S_b\}=iϵ_{abc}S_c,\end{array}$$ (84) i.e. vector $`\{S_a\}`$ plays the role of angular momentum (“classical spin”) variables giving the name “spin-chains” to the whole class of systems. The algebra (84) has an obvious Casimir operator (an invariant Poisson commuting with all generators $`S_a`$), $$\begin{array}{c}K^2=𝐒^2=_{a=1}^3S_aS_a,\end{array}$$ (85) so that $$\begin{array}{c}det_{2\times 2}L(\lambda )=\lambda ^2K^2,\\ det_{2\times 2}T_N(\lambda )=_{1iN}det_{2\times 2}L_i(\lambda l_i)=_{1iN}\left((\lambda l_i)^2K_i^2\right)=\\ =_{1iN}(\lambda +m_i^+)(\lambda +m_i^{})\end{array}$$ where we assumed that the values of spin $`K`$ can be different at different nodes of the chain, and <sup>17</sup><sup>17</sup>17Eq. (86) implies that the limit of vanishing masses, all $`m_i^\pm =0`$, is associated with the homogeneous chain (all $`l_i=0`$) and vanishing spins at each site (all $`K_i=0`$). $$\begin{array}{c}m_i^\pm =l_iK_i.\end{array}$$ (86) Determinant of monodromy matrix (3.4) depends on dynamical variables only through the Casimirs $`K_i`$ of the Poisson algebra, and trace $`P_N(\lambda )=\frac{1}{2}\mathrm{Tr}_{2\times 2}T_N(\lambda )`$ generates the Hamiltonians or integrals of motion. In the case of $`sl(2)`$ $`XXX`$ spin chains, the spectral equation acquires exactly the form (80) or (81) where the number of matter multiplets, which determines the degree of polynomials in (77), $`N_f2N`$ depends on a particular “degeneracy” of full chain. In this picture the rational $`sl(2)`$ $`XXX`$ spin chain literally corresponds to a $`N_f<2N`$ $`𝒩=2`$ SUSY QCD. Things are not so simple with the “conformal” $`N_f=2N`$ case when an additional dimensionless parameter appears – a naive toric generalization of the $`XXX`$-picture leads to the $`XYZ`$ chain with the Hamiltonian structure given by elliptic Sklyanin algebra . This model was proposed in as a candidate for integrable system behind the $`N_f=2N`$ theory, and, as it was discussed later (see, for example, and references therein), it should be rather interpreted as a 4D theory with two extra compact dimensions (or a compactified 6D theory) <sup>18</sup><sup>18</sup>18Indeed, in 6D theory with two extra compactified dimensions of radii $`R_5`$ and $`R_6`$ one should naively expect $$\begin{array}{c}T_{ij}_{m,n}\mathrm{log}\left(a_{ij}+\frac{m}{R_5}+\frac{n}{R_6}\right)\\ \mathrm{log}_{m,n}\left(R_5a_{ij}+m+n\frac{R_5}{R_6}\right)\mathrm{log}\theta \left(R_5a_{ij}\|i\frac{R_5}{R_6}\right)\end{array}$$ (87) i.e. coming from 4D or 5D to $`D=6`$ one should replace the rational (trigonometric) expressions by the elliptic functions, at least, in the formulas for the perturbative prepotential, the (imaginary part of) modular parameter being identified with the ratio of the compactification radii $`R_5/R_6`$.. The condition $`N_f=2N`$ which can be easily broken in 4D and 5D situations is very strict in 6D and one may think of the corresponding theory as of blowing up all possible compactified dimensions in the $`N_f=2N`$ 4D theory with vanishing $`\beta `$-function. In general, one finds, that the spectral curves for SUSY QCD with $`N_f`$ fundamental multiplets (and prepotentials) in 4D, 5D and 6D cases are described by similar formulas . The spectral curves in all cases can be written in the form $$\begin{array}{c}w+\frac{Q^{(d)}(\xi )}{w}=2P^{(d)}(\xi )\end{array}$$ (88) or $$\begin{array}{c}W+\frac{1}{W}=\frac{2P^{(d)}(\xi )}{\sqrt{Q^{(d)}(\xi )}},W=\frac{w}{\sqrt{Q^{(d)}(\xi )}}\end{array}$$ (89) the generating differentials are $$\begin{array}{c}dS=\xi d\mathrm{log}W\end{array}$$ (90) and the perturbative part of the prepotential is always of the form $$\begin{array}{c}=\frac{1}{4}_{i,j}f^{(d)}(a_{ij})\frac{1}{4}_{i,\alpha }f^{(d)}(a_im_\alpha )+\frac{1}{16}_{\alpha ,\beta }f^{(d)}(m_\alpha m_\beta )\end{array}$$ (91) The functions introduced $`f^{(d)}`$ are: $$\begin{array}{c}Q^{(4)}(\xi )_\alpha ^{N_f}(\xi m_\alpha ),Q^{(5)}(\xi )_\alpha ^{N_f}\mathrm{sinh}(\xi m_\alpha )\\ Q^{(6)}(\xi )_\alpha ^{N_f}\frac{\theta _{}(\xi m_\alpha )}{\theta _{}^2(\xi \xi _i)}\end{array}$$ (92) $$\begin{array}{c}P^{(4)}_i^N(\xi a_i),P^{(5)}_i^N\mathrm{sinh}(\xi a_i)\\ P^{(6)}_i^N\frac{\theta _{}(\xi a_i)}{\theta _{}(\xi \xi _i)}\end{array}$$ (93) (in $`P^{(5)}(\xi )`$, there is also some exponential of $`\xi `$ unless $`N_f=2N`$) $$\begin{array}{c}f^{(4)}(x)=x^2\mathrm{log}x\\ f^{(5)}(x)=_nf^{(4)}\left(x+\frac{n}{R_5}\right)=\frac{1}{3}\left\|x^3\right\|\frac{1}{2}\mathrm{Li}_3\left(e^{2\|x\|}\right)\\ f^{(6)}(x)=_{m,n}f^{(4)}\left(x+\frac{n}{R_5}+\frac{m}{R_6}\right)=_nf^{(5)}\left(x+n\frac{R_5}{R_6}\right)=\\ =\left(\frac{1}{3}\left\|x^3\right\|\frac{1}{2}\mathrm{Li}_{3,q}\left(e^{2\|x\|}\right)+\mathrm{quadratic}\mathrm{terms}\right)\end{array}$$ (94) so that $$\begin{array}{c}f_{}^{(4)}{}_{}{}^{\prime \prime }=\mathrm{log}xf_{}^{(5)}{}_{}{}^{\prime \prime }(x)=\mathrm{log}\mathrm{sinh}xf_{}^{(6)}{}_{}{}^{\prime \prime }(x)=\mathrm{log}\theta _{}(x)\end{array}$$ (95) Note that, in 6D case, we have always $`N_f=2N`$. The variables $`\xi _i`$ above are inhomogenities in integrable system, and, in $`D=5,6`$, there is a restriction $`a_i=\xi _i=\frac{1}{2}m_\alpha `$ which implies that gauge moduli would be rather associated with $`a_i`$ shifted by the constant $`\frac{1}{2N}m_\alpha `$. ## 4 Conclusion In this talk I have tried to formulate main issues of the correspondence between the Seiberg-Witten curves governing the exact solutions to $`𝒩=2`$ SUSY gauge theories and integrable systems. During last 4 years there was a lot of progress in this direction. However, there is still a lot of questions which are not yet understood and deserve further investigation. Let me, finally, point out at least some of them: * The first, and the most essential question is still open: how to derive the SW – integrable systems correspondence from first principles. There is no clear answer to the question what means the dynamics governed by an integrable system directly in terms of SUSY gauge theory. * The point which seems to be already clear is that SW construction itself becomes much more transparent from the point of view of non-perturbative string theory or M-theory. However, it is still many open questions in this direction – for example the M-theory picture of the Ruijsenaars-Schneider model, double-elliptic systems etc. It is clear that the Ruijsenaars Lax operator (3.3) satisfies similar to (24) $`\overline{}`$-equation, but there is no clear interpretation of this equation in terms of D-brane constructions. * I have already mentioned some general problems with fundamental matter. Of particular interest is the conformal $`N_f=2N`$ case, which should be clearly related, on one hand, with double-elliptic systems and, on the other hand, with the K3 and elliptic Calabi-Yau compactifications of string and M-theory. * In this talk only the $`SU(N)`$ gauge theories were considered in detail. I did not touch at all many problems related to the generalizations to the other gauge groups and representations. From the point of view of integrable systems this is a question, in part, about different representations of the Lax pairs for integrable systems and it is overlapped, thus, with the problem of different Lax pairs for the Calogero-Moser systems found recently in and . ## 5 Acknowledgements I am grateful to H.Braden, I.Krichever, A.Mironov and A.Morozov for illuminating discussions and to the organizers of the conference for nice time in Edinburgh. The work was partially supported by the RFBR grant 98-01-00344 and the INTAS grant 96-482.
no-problem/9903/astro-ph9903254.html	ar5iv	text	# A NEW INTERPRETATION FOR THE SECOND PEAK OF T CORONAE BOREALIS OUTBURSTS: A TILTING DISK AROUND A VERY MASSIVE WHITE DWARF ## 1. INTRODUCTION T Coronae Borealis (T CrB) is one of the well observed recurrent novae and characterized by a secondary, fainter maximum occurring $`100`$ days after the primary peak. Historically, T CrB bursted twice, in 1866 and 1946, with the light curves very similar each other (e.g., Pettit 1946d ). Large ellipsoidal variations in the optical light curves during quiescent phase suggest that an M3$``$4 red-giant component fills its Roche lobe (e.g., Leibowitz et al. (1997); Shahbaz et al. (1997); Belczyński & Mikolajewska (1998)). There have been debates on the nature of the hot component of this binary system. Webbink (1976) and Webbink et al. (1987) proposed an outburst mechanism of T CrB based on their main-sequence accretor model. This accretion event model was investigated further by 3D numerical simulations (Cannizzo & Kenyon (1992); Ruffert et al. (1993)). However, Selvelli, Cassatella, & Gilmozzi (1992) have been opposed to the main-sequence accretor model from their analysis of IUE data in its quiescent state, which indicates the existence of a mass-accreting white dwarf (WD). The detection of X-rays and the presence of flickering in the optical light curves are also naturally explained in terms of accretion onto a WD. Their estimated mass accretion rate in quiescent state is very high ($`\dot{M}_{\mathrm{acc}}2.5\times 10^8M_{}`$ yr<sup>-1</sup>) and is exactly required by the thermonuclear runaway (TNR) theory to produce a TNR event every 80 yr on a massive ($`1.3M_{}`$) WD. Thus, the 1866 and 1946 outbursts can be interpreted in terms of a TNR event on a very massive WD. Rapid decline rates of the light curves indicate a very massive WD close to the Chandrasekhar limit, $`M_{\mathrm{WD}}1.371.38M_{}`$ (Kato (1995), 1999). Assuming solar composition of the WD envelope, Kato calculated nova light curves for WD masses of 1.2, 1.3, 1.35 and 1.377 $`M_{}`$ and found that the light curve of the $`1.377M_{}`$ model is in better agreement with the observational light curve of T CrB than the other lower mass models. Recently, other observational supports for a massive WD in T CrB have been reported. Belczyński and Mikolajewska (1998) derived a permitted range of binary parameters, $`M_{\mathrm{WD}}=1.2\pm 0.2M_{}`$, from amplitude of the ellipsoidal variability and constraints from the orbital solution of M-giants. In Shahbaz et al. (1997), a massive WD of $`M_{\mathrm{WD}}=1.32.5M_{}`$ is suggested from the infrared light curve fitting. Combining these two permitted ranges of the WD mass in T CrB, we may conclude that a mass of the WD is between $`M_{\mathrm{WD}}=1.31.4M_{}`$, which is very consistent with the light curve analysis $`M_{\mathrm{WD}}1.371.38M_{}`$ by Kato (1999). The secondary maximum in outbursts is not generally observed in classical novae or in other recurrent novae. Selvelli et al. (1992) suggested a possibility of irradiation by a stationary shell around the system, although the presence of the shell is just a speculation. In this Letter, we propose another possibility of the second peak: irradiation by a tilting accretion disk around a massive WD. The main results of our analysis are: 1) the first peak is naturally reproduced by the fast developing photosphere of the WD envelope based on the TNR model incorporated with a very massive WD ($`M_{\mathrm{WD}}1.35M_{}`$). 2) the second peak is not fully reproduced by an irradiated M-giant model as simply estimated by Webbink et al. (1987); 3) the second peak can be well reproduced if we introduce an irradiated tilting accretion disk around the WD in addition to the irradiated M-giant companion. Such tilting instabilities of an accretion disk have been suggested by Pringle (1996) for central stars as luminous as the Eddington limit or more (radiation-induced instability). Because the maximum luminosity of T CrB outbursts exceeds the Eddington limit (e.g., Selvelli et al. (1992)), the radiation-induced instability may work well in T CrB outbursts. ## 2. THEORETICAL LIGHT CURVES Our model is graphically shown in Figure 1. The visual light is contributed to by three components of the system: 1) the WD photosphere, 2) the M-giant photosphere, and 3) the accretion disk surface. ### 2.1. Decay Phase of Novae In the TNR model, WD envelopes expand greatly as large as $`100R_{}`$ or more and then the photospheric radius gradually shrinks to the original size of the white dwarfs (e.g., $`0.004R_{}`$ for $`M_{\mathrm{WD}}=1.35M_{}`$). The optical luminosity reaches its maximum at the maximum expansion of the photosphere and then gradually darkens to the level in quiescent phase. Since the WD envelopes reach a steady-state in the decay phase of novae (e.g., Kato & Hachisu (1994)), we are able to treat the development of the envelope by a unique sequence of steady-state solutions with different envelope masses ($`\mathrm{\Delta }M`$) as shown by Kato & Hachisu (1994). We have calculated such sequences for WDs with various masses of $`M_{\mathrm{WD}}=0.6`$, 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, 1.3, 1.35 and $`1.377M_{}`$ and obtained the optical light curves for the decay phase of TNR events. Here, we choose $`1.377M_{}`$ as a limiting mass just below the mass at the SN Ia explosion in W7 ($`1.378M_{}`$, Nomoto et al. (1984)). We have used the updated OPAL opacity (Iglesias & Rogers (1996)), which has a strong peak near $`\mathrm{log}T5.2`$ about $`2030`$% larger than that of the original OPAL opacity (Rogers & Iglesias (1992)) which was used in Kato & Hachisu (1994). The numerical method and various assumptions are the same as those in Kato & Hachisu (1994). It should be noted here that optically thick winds blow when the WD envelope expands and the photospheric temperature decreases below $`\mathrm{log}T_{\mathrm{ph}}5.5`$. Each wind solution is a unique function of the envelope mass $`\mathrm{\Delta }M`$ if the WD mass is given. The envelope mass is decreasing due to the wind mass loss at a rate of $`\dot{M}_{\mathrm{wind}}(\mathrm{\Delta }M)`$ and hydrogen shell burning at a rate of $`\dot{M}_{\mathrm{nuc}}(\mathrm{\Delta }M)`$, i.e., $$\frac{d}{dt}\mathrm{\Delta }M=\dot{M}_{\mathrm{acc}}\dot{M}_{\mathrm{wind}}\dot{M}_{\mathrm{nuc}},$$ (1) where $`\dot{M}_{\mathrm{acc}}`$ is the mass accretion rate to the WD. Integrating equation (1), we follow the development of the envelope mass $`\mathrm{\Delta }M`$ and obtain physical quantities such as the photospheric temperature $`T_{\mathrm{ph}}`$, photospheric radius $`R_{\mathrm{ph}}`$, photospheric velocity $`v_{\mathrm{ph}}`$, wind mass loss rate $`\dot{M}_{\mathrm{wind}}`$, and nuclear burning rate $`\dot{M}_{\mathrm{nuc}}`$. When the envelope mass decreases to below the critical mass, the wind stops and after that the envelope mass is decreased only by nuclear burning. ### 2.2. White Dwarf Photosphere We have assumed a black-body photosphere of the white dwarf envelope. After the optical peak, the photosphere shrinks with the envelope mass being blown off in the wind, and the photospheric temperature increases with the visual light decrease because the main emitting region moves blueward. Based on our wind solutions, we have obtained visual magnitude of the WD photosphere with a window function given by Allen (1973). The photospheric surface is divided into 16 pieces in the latitudinal angle ($`\mathrm{\Delta }\theta =\pi /16`$) and into 32 pieces in the longitudinal angle ($`\mathrm{\Delta }\varphi =2\pi /32`$) as shown in Figure 1. Then, the contribution of each piece is summed up by considering the inclination angle to the viewer. A linear limb-darkening law (the coefficient is $`x=0.95`$, see Belczyński & Mikolajewska (1998); Wilson (1990)) is incorporated into the calculation. ### 2.3. Companion M-giant Photosphere To construct a light curve, we have also included the contribution of the companion star irradiated by the WD photosphere. The surface of the companion star is assumed to fill the inner critical Roche lobe as shown in Figure 1. Numerically dividing the latitudinal angle into 32 pieces ($`\mathrm{\Delta }\theta =\pi /32`$) and the longitudinal angle into 64 pieces ($`\mathrm{\Delta }\varphi =2\pi /64`$), we have also summed up the contribution of each area considering the inclination angle to the viewer by assuming the same limb-darkening law as the WD photosphere, but we neglect the gravity-darkening effect of the companion star because the hemisphere to the WD is heated up by the irradiation. Here, we assume that 50% of the absorbed energy is reemitted from the hemisphere of the companion with a black-body spectrum at a local temperature. The original (non-irradiated) photospheric temperature of the companion star is assumed to be $`T_{\mathrm{ph},\mathrm{RG}}=3500`$ K (Belczyński & Mikolajewska (1998)). If the accretion disk around the WD blocks the light from the WD photosphere, it makes a shadow on the surface of the companion star. Such an effect is also included in our calculation. The orbit of the companion star is assumed to be circular. The light curves are calculated for five cases of the companion mass, i.e., $`M_{\mathrm{RG}}=0.6`$, 0.7, 0.8, 0.9, and $`1.0M_{}`$, as derived by Belczyński & Mikolajewska (1998). Since we obtain similar light curves for all of these five masses, we show here only the results for $`M_{\mathrm{RG}}=0.7M_{}`$. In this case, the separation is $`a=199.3R_{}`$, the effective radius of the inner critical Roche lobe for the WD component is $`R_1^{}=87.0R_{}`$, the effective radius of the M-giant companion star is $`R_2=R_2^{}=64.5R_{}`$. ### 2.4. Accretion Disk Surface We have included the luminosity coming from the accretion disk irradiated by the WD photosphere when the accretion disk reappears a few to several days after the optical maximum. The surface of the accretion disk absorbs photons and reemits in the same way as the companion does. Here, we assume that the accretion disk surface emits photons as a black-body at a local temperature of the heated surface. We assume further that 25% of the absorbed energy is emitted from the surface, while the other is carried into interior of the accretion disk and eventually brought into the WD. The temperature of the outer edge is assumed to be $`T_{\mathrm{disk}}=2000`$ K, which is never irradiated by the WD photosphere. An axisymmetric accretion disk with a thickness given by $$h=\beta R_{\mathrm{disk}}\left(\frac{\varpi }{R_{\mathrm{disk}}}\right)^2,$$ (2) is assumed, where $`h`$ is the height of the surface from the equatorial plane, $`\varpi `$ the distance on the equatorial plane from the center of the WD, $`R_{\mathrm{disk}}`$ the outer edge of the accretion disk, and $`\beta `$ is a numerical factor showing the degree of thickness. Here, we assume $`\beta =0.01`$ during the strong wind phase because the flaring-up edge of the accretion disk is blown in the wind, but it increases to $`\beta =0.15`$ after the wind stops (Schandl et al. (1997)). The surface of the accretion disk is divided into 16 pieces logarithmically in the radial direction and into 32 pieces evenly in the azimuthal angle as shown in Figure 1. The outer edge of the accretion disk is also divided into 32 pieces by rectangles. The luminosity of the accretion disk depends strongly on both the thickness of $`\beta `$ and the radius of $`R_{\mathrm{disk}}`$. The size of the accretion disk is also assumed to be given by $$R_{\mathrm{disk}}=\alpha R_1^{},$$ (3) where $`R_1^{}`$ is the effective radius of the inner critical Roche lobe given by Eggleton’s (1983) formula. The viscous heating is neglected because it is rather smaller than that of the irradiation effects. We assume that the disk is tilting due to Pringle’s (1996) mechanism. The tilting disk is introduced by inclining the above disk by degree of $`i_{\mathrm{prec}}=35\mathrm{°}`$ with a precessing angular velocity of $$\mathrm{\Omega }_{\mathrm{prec}}=\gamma \mathrm{\Omega }_{\mathrm{orb}}.$$ (4) The initial phase of precession is assumed to be $`\varphi _0=170\mathrm{°}`$ at the epoch of spectroscopic conjunction with the M-giant in front, i.e., JD 243 1931.05 $`+`$ 227.67$`E`$ at $`E=0`$ (Lines et al. (1988)). ## 3. RESULTS To fit the first peak of the outburst light curve, we have calculated four cases of $`V`$-magnitude light curves with four different WD masses, i.e., $`M_{\mathrm{WD}}=1.377M_{}`$, $`1.35M_{}`$, $`1.3M_{}`$, and $`1.2M_{}`$ and found that both the $`1.377M_{}`$ and $`1.35M_{}`$ light curves are in much better agreement with the observational one than the other less massive ones as already shown by Kato (1995, 1999). Therefore, we adopt the $`M_{\mathrm{WD}}=1.35M_{}`$ in this Letter. The optically thick wind stops about 100 days after the luminosity peak, around 1960 (JD 2430000+) as shown in Figure 2. Here, we assume that the mass accretion rate ($`\dot{M}_{\mathrm{acc}}`$) to the WD is increased to a few times $`10^7M_{}`$ yr<sup>-1</sup>, because the disk is heated up by the WD photosphere (also once engulfed by the WD photosphere). The hydrogen shell-burning vanishes 120 days after the peak when $`\dot{M}_{\mathrm{acc}}<1\times 10^7M_{}`$ yr<sup>-1</sup>, while it continues for rather long period when $`\dot{M}_{\mathrm{acc}}>4\times 10^7M_{}`$ yr<sup>-1</sup> as shown in Table 1. The upper panel in Figure 2 shows the theoretical $`V`$-magnitude light curve (solid line) of the WD photosphere with $`\dot{M}_{\mathrm{acc}}=4\times 10^7M_{}`$ yr<sup>-1</sup> and the companion without irradiation together with the observational points (open circles; taken from Pettit 1946a , b, c, d). Two arrows indicate epochs of the spectroscopic conjunction with the M-giant in front (Lines et al. (1988)). The ellipsoidal light variation is clearly shown in the later phase. The second panel depicts the $`V`$-magnitude including the effects of the companion irradiated by the WD. As already suggested by Webbink et al. (1987), this cannot well reproduce the second peak of the light curves. The third panel shows the theoretical light curve further including the tilting accretion disk irradiated by the WD photosphere. It fully reproduces the observational light curve if we choose the fitting parameters of $`\alpha =0.7`$, $`\beta =0.15`$, $`\gamma =9/8`$, $`i_{\mathrm{prec}}=35\mathrm{°}`$, and $`\varphi _0=170\mathrm{°}`$. ## 4. DISCUSSION The radiation induced instability of the accretion disk sets in if the condition $`{\displaystyle \frac{\dot{M}_{\mathrm{acc}}}{1\times 10^7M_{}\text{ yr}^1}}`$ $``$ $`2\left({\displaystyle \frac{R_{\mathrm{disk}}}{50R_{}}}\right)^{1/2}\left({\displaystyle \frac{L_{\mathrm{bol}}}{2\times 10^{38}\text{ erg s}^1}}\right)`$ (5) $`\times `$ $`\left({\displaystyle \frac{R_{\mathrm{WD}}}{0.004R_{}}}\right)^{1/2}\left({\displaystyle \frac{M_{\mathrm{WD}}}{1.35M_{}}}\right)^{1/2}`$ (6) is satisfied (Southwell et al. (1997)). Selvelli et al. (1992) estimated the accretion rate of T CrB as $`\dot{M}_{\mathrm{acc}}0.25\times 10^7M_{}`$ yr<sup>-1</sup>, which meets condition (6). Therefore, we can expect the radiation induced instability in T CrB system. The growth timescale of warping is estimated by Pringle (1996) and Livio & Pringle (1996) as the same timescale of the precessing period, i.e., $`\tau _{\mathrm{prec}}`$ $``$ $`40\left({\displaystyle \frac{M_{\mathrm{disk}}}{1\times 10^6M_{}}}\right)\left({\displaystyle \frac{R_{\mathrm{disk}}}{50R_{}}}\right)`$ (7) $`\times `$ $`\left({\displaystyle \frac{P_{\mathrm{orb}}}{223\text{ day}}}\right)^1\left({\displaystyle \frac{L_{\mathrm{bol}}}{2\times 10^{38}\text{ erg s}^1}}\right)^1\text{ day },`$ (8) where we assume that the $`\alpha `$-parameter of the standard accretion disk is $`\alpha 0.1`$. Thus, the growth timescale is short enough to excite warping of the accretion disk. It should be noted here that the heated accretion disk surface, just after the maximum expansion of the WD photosphere, could drive a disk wind because the disk has once been engulfed by the WD photosphere. Such a wind could exert an even larger back pressure on the disk than radiation and thus lead to tilting (e.g., Schandl & Meyer (1994); Schandl (1996)). Its growth timescale is much shorter than the timescale given by equation (8). The large inclination angle of the accretion disk such as $`i_{\mathrm{prec}}3035\mathrm{°}`$ is required to reproduce the observational light curve mainly because we need a reflection area as large as the companion, which is viewed from ours as shown in Figure 1. About 10% faster precessing angular velocity is also required from the phase relation between the rising shoulder of the second peak near 1970 (JD 2430000+), a small dip near 2100 JD, and then a small bump near 2130 JD as shown in Figure 2. These dips are caused by a large shadow on the companion cast by the accretion disk. This precession velocity is consistent with the fact that the radiation-induced precession is prograde, while the tidally induced precession is retrograde. This research has been supported in part by the Grant-in-Aid for Scientific Research (08640321, 09640325) of the Japanese Ministry of Education, Science, Culture, and Sports.
no-problem/9903/hep-ph9903359.html	ar5iv	text	# I Introduction ## I Introduction The phase structure of strongly coupled gauge field theories as a function of the number of matter fields $`N_f`$ is a problem of general interest. Much has been learned about the phases of supersymmetric theories in recent years . An equally interesting problem is the phase structure of a non-supersymmetric $`SU(N)`$ theory as a function of the number of fermion fields $`N_f`$. At low enough values of $`N_f`$, the chiral symmetry $`SU(N_f)_L\times SU(N_f)_R`$ is expected to break to the diagonal subgroup. At some value of $`N_f`$ less than $`11N/2`$ (where asymptotic freedom is lost), there will be a phase transition to a chirally symmetric phase. Whether the transition takes place at a relatively small value of $`N_f`$ or a larger value remains unknown. The larger value ($`N_f/N4`$) is suggested by studies of the renormalization group improved gap equation and is associated with the existence of an infrared fixed point. A recent analysis indicates that instanton effects could also trigger chiral symmetry breaking at comparably large value of $`N_f/N`$. Besides being of theoretical interest, the physics of a chiral transition could have consequences for electroweak symmetry breaking , since near-critical gauge theories provide a natural framework for walking technicolor theories . If a phase transition is second order, a useful approach is to find a tractable model in the same universality class. For chiral symmetry, a natural order parameter is the $`N_f\times N_f`$ complex matrix field $`M`$ describing mesonic degrees of freedom. If the meson degrees of freedom are the only ones that develop large correlation lengths at the phase transition, then the transition may be studied using an effective Landau-Ginzburg theory. This time-honored approach has been used, for example, to study the QCD finite temperature transition for $`N_f=2`$ . For the zero-temperature transition as a function of $`N_f`$, a similar approach might also be tried. It was suggested in Ref., however, that while the order parameter vanishes continuously as $`N_fN_f^c`$, the transition is not second order. With the gap equation dominated by an infrared fixed point of the gauge theory, the transition was argued to be continuous but infinite order. It has also been noted that because of the associated long range conformal symmetry, the masses of all the physical states, not just the scalar mesons are expected to scale to zero with the order parameter. In this paper we nevertheless suggest that an effective potential using only the low lying mesonic degrees of freedom might be employed to model at least some aspects of the zero-temperature chiral phase transition. The key ingredient is the presence of a new non-analytic potential term that emerges naturally once the anomaly structure of the theory is considered. The anomalies also provide a link between this effective potential term and the underlying gauge theory. To deduce the anomaly induced effective potential we modify an effective potential developed for $`N_f<N`$, and apply it to the range $`N_f>N`$. The effective potential of Refs. was suggested by starting with the effective Lagrangian for super-QCD and considering how the gluinos and squarks decouple below a supersymmetric breaking scale $`m_s`$. In Reference , it was noted that this potential can also be constructed, once the trace and axial anomaly constraints are saturated at one loop, by assuming holomorphicity. In Section II, we set the stage by providing a brief review of the SUSY QCD effective potential for $`N_f<N`$, and comparing it to the one-loop, anomaly-induced effective QCD potential of Refs. . In Section III an effective potential valid to all orders in the loop expansion, and appropriate for the range $`N_f>N`$, is proposed. It utilizes only mesonic variables to capture the low energy dynamics. In Section IV we use this potential to discuss the zero-temperature phases of an $`SU(N)`$ gauge theory as a function of $`N_f`$. We use the singular behavior of the curvature of the effective potential at the origin as a signal for chiral restoration. Assuming that the transition is governed by an infrared fixed point of the theory, we deduce that chiral symmetry is restored, together with long-range conformal symmetry, when $`\gamma <1`$, where $`\gamma `$ is the anomalous dimension of the mass operator. Finally we note that by using the perturbative expansion of $`\gamma `$, chiral symmetry is predicted to be restored above $`N_f^c4N`$, in agreement with a gap equation analysis. In Section V we summarize our results and provide some discussion. In Appendix A we examine some higher loop effects in the effective potential. ## II Review of the Anomaly-Induced Effective Potential We start by recalling the role of the effective potential in super QCD theories. For $`N_f<N`$, the effective low energy superpotential takes the Affleck-Dine-Seiberg (ADS) form $$W_{ADS}(T)=C_s(N,N_f)\left[\frac{\mathrm{\Lambda }_S^{3NN_f}}{\mathrm{det}T}\right]^{\frac{1}{NN_f}},$$ (1) where the composite meson superfield $`T`$ has the same quantum numbers as $`Q\stackrel{~}{Q}`$, with $`Q`$ and $`\stackrel{~}{Q}`$ being the quark superfields, and $`\mathrm{\Lambda }_S`$ is the intrinsic scale of super QCD (SQCD). In this instanton-generated super potential, the exponent of $`\mathrm{\Lambda }_S`$ is the coefficient of the lowest order term in the supersymmetric $`\beta `$ function. Through a suitable decoupling procedure, one can show that the function $`C_s(N,N_f)`$ takes the form $`C_s\left(NN_f\right)K^{1/(NN_f)}`$ where $`K`$ is an arbitrary constant independent of the number of colors and flavors. By an explicit instanton calculation one finds $`K=1`$. In supersymmetric theories the axial anomaly together with the superconformal anomaly can be cast in the same chiral supermultiplet. This fact together with the holomorphic constraint has led to the idea that the ADS superpotential can be constructed by using only the information contained at one-loop in the underlying theory. According to the ADS potential there is no stable vacuum in the massless theory for any $`N_f<N`$. Furthermore, the ADS superpotential is singular for $`N_f=N`$. Seiberg argued that the superpotential should be modified for $`N_f=N`$ and that the singularity signals the occurrence of new, massless degrees of freedom. In the case $`N_f=N`$, these massless degrees of freedom are identified with the superfield baryon $`Bϵ^{c_1,\mathrm{},c_N}ϵ_{i_1,\mathrm{},i_{N_f}}Q_{c_1}^{i_1}\mathrm{}Q_{c_N}^{i_{N_F}}`$ (a similar construction holds for the $`\stackrel{~}{B}`$ field). Depending on the choice of the vacuum, chiral symmetry can be either broken or unbroken. For $`N_f>N`$, a variety of phases is possible depending on $`N_f`$ . In Refs. , an attempt was made to construct a potential in the same spirit as the ADS superpotential for a (non-SUSY) SU(N) gauge theory by saturating at one-loop the energy-momentum-trace and axial anomalies and imposing holomorphicity. The result, for $`N_f<N`$, was $$V=C(N,N_f)\left[\frac{\mathrm{\Lambda }^{\frac{11}{3}N\frac{2}{3}N_f}}{\mathrm{det}M}\right]^{\frac{12}{11\left(NN_f\right)}}+\mathrm{h}.\mathrm{c}.,$$ (2) where $`M_i^j`$ is the $`N_f\times N_f`$ complex matrix field possessing the same quantum numbers as $`q_i\stackrel{~}{q}^j`$. Upon quantization, it would describe mesonic degrees of freedom. $`C(N,N_f)`$ is a coefficient which, after defining a suitable one loop decoupling procedure, turns out to be proportional to $`\left(NN_f\right)D(N)^{1/(NN_f)}`$ where $`D(N)`$ is an unknown function of N. $`\mathrm{\Lambda }`$ was taken to be the confinement scale of the theory and its exponent in Eq. (2) is the first coefficient in the perturbative expansion of the $`\beta `$ function. For $`N_f<N`$ this potential displays a fall to the origin. In Ref. it was noted that the fall to the origin can be cured by introducing non holomorphic terms that implement spontaneous chiral symmetry breaking. The non-holomorphic piece is constructed so that it does not contribute to either the $`U(1)_A`$ anomaly or the trace anomaly. The holomorphic piece was shown to play a special role in that it alone describes the $`\eta ^{}`$ self interactions including an $`\eta ^{}`$ mass term. For $`N_f<N`$, $$M_\eta ^{}^2\frac{N_f}{NN_f}\mathrm{\Lambda }^2.$$ (3) The large $`N`$ behavior was anticipated in Ref.. The mass squared of the $`\eta ^{}`$-field is seen to diverge as $`N_fN`$, a singularity also present in $`V`$ (Eq. (2)). In the analogous supersymmetric case, the corresponding singularity in Eq. (1) is overcome by the appearance of additional baryonic light degrees of freedom. However, there is no indication that this is the case for a QCD-like theory so the singularity as $`N_fN`$ is very likely an artifact of the perturbative approximations leading to Eq. (2). ## III A Nonperturbative Effective Potential In this section we construct an effective potential valid to all orders in the loop expansion and appropriate for the range $`N_f>N`$. The new ingredients are: * Using the full, rather than the one loop, beta function in the trace anomaly saturation. * Taking account of the anomalous dimension of the fermion mass operator. This anomaly-induced effective potential is based on the QCD trace and $`U_A(1)`$ anomalies: $`\theta _m^m`$ $`=`$ $`{\displaystyle \frac{\beta (g)}{2g}}F_a^{mn}F_{mn;a}2bH,`$ (4) $`\delta _{U_A(1)}V_{QCD}`$ $`=`$ $`N_f\alpha {\displaystyle \frac{g^2}{32\pi ^2}}ϵ_{mnrs}F_a^{mn}F_a^{rs}4N_f\alpha G,`$ (5) where we have defined $`\beta (g)bg^3/(16\pi ^2)`$. We take the coupling to be defined at some low energy scale appropriate for the phase transition to be studied. Eventually, we will assume that the transition is governed by an infrared fixed point of the gauge theory and set $`b=0`$. At one loop, $`b={\displaystyle \frac{11}{3}}N{\displaystyle \frac{2}{3}}N_f`$. $`H`$ and $`G`$ are composite fields describing, upon quantization, scalar and pseudoscalar glueballs . The general, non derivative effective potential saturating the anomalies is: $$V=F\underset{n}{}c_n\mathrm{ln}\left(\frac{𝒪_n}{\mathrm{\Lambda }^{d_n}}\right)+\mathrm{h}.\mathrm{c}.,$$ (6) where $`\mathrm{\Lambda }`$ is some fixed intrinsic scale of the theory and where $`F=H+i\delta G`$ with $`\delta `$ a positive constant (a negative $`\delta `$ is equivalent to interchanging $`F`$ with $`F^{}`$) to be chosen. The $`𝒪_n`$ are gauge invariant fields built out of the relevant degrees of freedom with naive mass dimension $`d_n`$ and axial charge $`q_n`$. The presence of the $`\mathrm{ln}(𝒪_n/\mathrm{\Lambda }^{d_n})`$ structure insures the correct implementation of the underlying anomalies at the effective potential level. The anomaly constraints are: $$\underset{n}{}c_nD_n=b,\underset{n}{}c_nq_n=\frac{2N_f}{\delta },$$ (7) where $`D_n=d_n\gamma _n`$ is the dynamical, scaling dimension of $`𝒪_n`$, with $`\gamma _n`$ the anomalous dimension. We remark that the derivation of V is based on making explicit scale and $`U(1)_A`$ transformations on the composite operators $`𝒪_n`$. Since the scaling dimension enters as a parameter in this approach it is natural to associate it with the dynamical quantity $`D_n`$. Here we choose $`\delta =1`$ , but we will note in Section IV that our result is independent of the specific positive value assigned to $`\delta `$. The gauge degrees of freedom described by the dimension-four field $`F`$, have been introduced as an intermediate device to implement correctly at the effective potential level the underlying anomalous transformations. The anomalous dimension of $`F`$ is zero. As indicated in the introduction, we will build the potential out of the $`N_f\times N_f`$ complex meson matrix $`M_i^j`$ transforming as the operator $`q_i\stackrel{~}{q}^j`$. So we assign naive mass dimension 3 to $`M_i^j`$. The operator $`q\stackrel{~}{q}`$ acquires an anomalous dimension $`\gamma `$ when quantum corrections are considered and the full dynamical dimension is thus $`3\gamma `$. To make our effective potential capture the low-energy quantum dynamics of the underlying theory, we take $`3\gamma `$ to be the scaling dimension of $`M_i^j`$. The anomalous dimension $`\gamma `$ is of course a function of the coupling $`g`$, which in turn depends on the relevant scale. We next make the simplifying assumption that the fields $`𝒪_n`$ in the potential Eq. (6) may be restricted to a minimal set (with lowest dimension) sufficient to satisfy the anomaly constraints Eq. (7). Thus we include only two terms $`𝒪_1=F`$ and $`𝒪_2=\mathrm{det}M`$. Including additional terms would introduce arbitrary parameters in the model, which seems inappropriate for an initial investigation. Retaining just the minimal set is plausible (see section VII of Ref. ) and would correspond to the ”holonomic” structure which emerges if the potential is considered to arise () from broken super QCD. In the same spirit we take det$`M`$ to have the scaling dimension $`(3\gamma )N_f`$. The potential in Eq. (6) then takes the form $$V(F,M)=\left(\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f\right)\frac{F}{4}\mathrm{ln}\left(\frac{F}{\mathrm{\Lambda }^4}\right)F\mathrm{ln}\left(\frac{\mathrm{det}M}{\mathrm{\Lambda }^{3N_f}}\right)+AF+\mathrm{h}.\mathrm{c}.,$$ (8) where $`A`$ is a dimensionless constant that cannot be fixed by saturating the QCD anomalies and assuming holomorphicity. In fact, the term $`AF`$ does not contribute to $`\theta _m^m`$ and is also a chiral singlet. The potential of Eq. (8) is seen to be consistent with the constraints in Eq. (7) when $`4c_1=b(3\gamma )N_f`$ and $`c_2=1`$. The coupling $`g`$ and anomalous dimension $`\gamma `$ are defined at some scale $`\mu `$. For our study of a chiral phase transition governed by an infrared stable fixed point, $`g`$ will be the fixed-point coupling and $`\gamma `$ will be the associated anomalous dimension. The $`\beta `$ function will then vanish. To construct a potential depending only on the meson degrees of freedom we ”integrate out” the gluonic degrees of freedom by imposing the field equation $`V/F=0`$, which provides $$F=e^{\frac{4A}{f(g)}1}\mathrm{\Lambda }^4\left[\frac{\mathrm{\Lambda }^{3N_f}}{\mathrm{det}M}\right]^{\frac{4}{f(g)}},$$ (9) where $$f(g)=\frac{\beta (g)}{g^3}16\pi ^2(3\gamma )N_f.$$ (10) After substituting the expression for $`F`$ in Eq. (8) we obtain: $$V=C\mathrm{\Lambda }^4\left[\frac{\mathrm{\Lambda }^{3N_f}}{\mathrm{det}M}\right]^{\frac{4}{f(g)}}+\mathrm{h}.\mathrm{c}.,$$ (11) where $`C`$ is related to $`A`$ via: $$C=\frac{f(g)}{4e}\mathrm{exp}\left[\frac{4A}{f(g)}\right].$$ (12) Finally we integrate out the $`\eta ^{}`$ field, which can be isolated by setting $$\mathrm{det}M=\|\mathrm{det}M\|e^{i\varphi },$$ (13) where $`\varphi \eta ^{}`$. This is done anticipating that the $`\eta ^{}`$ will be heavy with respect to the intrinsic scale of the theory and the other mesonic degrees of freedom. Now using Eq. (13) we derive the field equation $`\varphi =0`$ which leads to the final potential $$V=2C\mathrm{\Lambda }^4\left[\frac{\mathrm{\Lambda }^{3N_f}}{\|\mathrm{det}M\|}\right]^{\frac{4}{f(g)}}.$$ (14) The shape of this potential is determined by the function $`f(g)`$ Eq. (10). The potential of Eq.(2) simply used the lowest order perturbative expansion of $`f(g)`$ ($`\gamma =0`$ and $`{\displaystyle \frac{\beta (g)}{g^3}}16\pi ^2={\displaystyle \frac{11}{3}}N{\displaystyle \frac{2}{3}}N_f`$). Our interest here is in the range $`N<N_f<(11/2)N`$ where the chiral phase transition is expected to occur. For $`N_f`$ close to $`(11/2)N`$, a weak infrared fixed point will occur. The $`\beta `$ function will be negative and small at all scales and $`\gamma `$ will also be small. Thus $`f(g)`$ will be negative. As $`N_f`$ is reduced, the fixed point coupling increases as does $`\gamma `$. We will argue (in Appendix A), however, that in the range of interest, $`f(g)`$ will remain negative ($`(3\gamma )N_f>(\beta (g)/g^3)16\pi ^2`$). The potential in Eq. (14) may then be written as $$V=+2\|C\|\mathrm{\Lambda }^4\left[\frac{\|\mathrm{det}M\|}{\mathrm{\Lambda }^{3N_f}}\right]^{\frac{4}{\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f}}.$$ (15) It is positive definite and vanishes with the field $`\|\mathrm{det}M\|`$. ## IV The Chiral Phase Transition To study the chiral phase transition, we need the combined effective potential $$V_{tot}=V+V_I$$ (16) where $`V_I`$ is a generic potential term not associated with the anomalies. It is instructive, however, to investigate first the extremum properties of the anomaly term (Eq. (15)). Assuming the standard pattern for chiral symmetry breaking $`SU_R(N_f)\times SU_L(N_f)SU_V(N_f)`$ , $`M_j^i`$ may be taken to be the order parameter for the transition. For purposes of this discussion, we restrict attention to the vacuum value of $`M_j^i`$, which can be rotated into the form $$M_j^i=\delta _j^i\rho ,$$ (17) where $`\rho 0`$ is the modulus. Substituting (17) in the anomaly induced effective potential gives the following expression: $$V=+2\|C\|\mathrm{\Lambda }^4\left[\frac{\rho }{\mathrm{\Lambda }^3}\right]^{\frac{4N_f}{\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f}}.$$ (18) Recall that ($`(3\gamma )N_f>(\beta (g)/g^3)16\pi ^2`$) in the range of interest. The first derivative $`V/\rho `$ vanishes at $`\rho =0`$ provided that $$\frac{4N_f}{\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f}>1,$$ (19) a condition that is clearly satisfied. The second derivative, $$\frac{^2V}{\rho ^2}\rho ^{\left[\frac{4N_f}{\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f}2\right]},$$ (20) also vanishes at $`\rho =0`$ if the exponent in Eq. (20) is positive. The second derivative at $`\rho =0`$ is a positive constant when the exponent vanishes, and it is $`+\mathrm{}`$ for $$\frac{4N_f}{\frac{\beta (g)}{g^3}16\pi ^2+(3\gamma )N_f}2<0.$$ (21) The curvature of $`V_{tot}`$ at the origin is given by the sum of the two terms $`\frac{^2V}{\rho ^2}`$ and $`\frac{^2V_I}{\rho ^2}`$, evaluated at $`\rho =0`$. To proceed further, we assume that the phase transition is governed by an infrared stable fixed point of the gauge theory. We thus set $`\beta (g)=0`$. The curvature of V at the origin is then $`0`$ for $`\gamma >1`$, finite and positive for $`\gamma =1`$, and $`+\mathrm{}`$ for $`\gamma <1`$. The value of $`\gamma `$ depends on the fixed point coupling, which in turn depends on $`N_f`$. As $`N_f`$ is reduced from $`(11/2)N`$, the fixed point coupling increases from $`0`$, as does $`\gamma `$. Assuming that $`\gamma `$ remains monotonic in $`N_f`$, growing to $`1`$ and beyond as $`N_f`$ decreases, there will be some critical value $`N_f^c`$ below which $`\frac{^2V}{\rho ^2}`$ vanishes at the origin. The curvature of $`V_{tot}`$ will then be dominated by the curvature of $`V_I`$ at the origin. For $`N_f=N_f^c`$, there will be a finite positive contribution to the curvature from the anomaly-induced potential. For $`N_f>N_f^c`$ ($`\gamma <1`$), $`V`$ possesses an infinite positive curvature at the origin, suggesting that chiral symmetry is necessarily restored. We will here take the condition $`\gamma =1`$ to mark the boundary between the broken and symmetric phases, and explore its consequences. This condition was suggested in Ref. , based on other considerations. It is straightforward to see that here, this condition is independent of the value assigned to $`\delta `$ in Eq. (7). The $`\delta `$ parameter enters the potential multiplying $`\beta (g)`$ and is therefore irrelevant when $`\beta (g)=0`$. We next investigate the behavior of the theory near the transition by combining the above behavior with a simple model of the additional, non-anomalous potential $`V_I`$. We continue to focus only on the modulus $`\rho `$ and take the potential to be a traditional Ginzburg-Landau mass term, with the squared mass changing from positive to negative as $`\gamma 1`$ goes from negative to positive: $$\left(1\gamma \right)\mathrm{\Lambda }^2\rho ^2.$$ (22) Additional, stabilizing terms, such as a $`\rho ^4`$ term, could be added but will not affect the qualitative conclusions. The full potential is then $$V_{tot}=2\|C\|\mathrm{\Lambda }^4(\frac{\rho }{\mathrm{\Lambda }^3})^{\frac{4}{3\gamma }}\left(\gamma 1\right)\mathrm{\Lambda }^2\rho ^2.$$ (23) For $`\gamma >1`$ (but $`<3`$), the first term stabilizes the potential for large $`\rho `$, and the potential is minimized at $$<\rho >=\mathrm{\Lambda }^3\left[\frac{(\gamma 1)(3\gamma )}{4\|C\|}\right]^{\frac{1}{2}\frac{3\gamma }{\gamma 1}},$$ (24) It seems to us that this form may very well represent a generic extension of the Landau- Ginzburg potential to the present case. In the limit $`\gamma 1`$ this expression reduces to $$<\rho >=\mathrm{\Lambda }^3\left[\frac{\gamma 1}{2\|C\|}\right]^{\frac{1}{\gamma 1}}$$ (25) which describes an infinite order phase transition as $`\gamma 1`$ , in qualitative agreement with the gap equation studies. This behavior would not be changed by the addition of higher power terms ($`\rho ^4,\rho ^6,\mathrm{}`$) to the potential. It is also interesting to describe how the order parameter $`\rho `$ approaches zero at the critical point (i.e. $`\gamma =1`$) as a function of the quark mass. At the effective potential level (for $`m\mathrm{\Lambda }`$) the quark mass enters in the following way $$m\mathrm{Tr}\left[M+M^{}\right]=2N_fm\rho ,$$ (26) where $`m`$ is a diagonal quark mass. This new operator when added to the potential in Eq. (23) yields $$<\rho >_{\gamma =1}=\frac{m\mathrm{\Lambda }^2N_f}{2\|C\|}.$$ (27) The curvature of the potential Eq. (23) at the minimum describes a mass associated with the field $`\rho `$. To interpret this mass physically, one should construct the kinetic energy term associated with this field (at least to determine its behavior as a function of $`\gamma 1`$). We hence rescale $`\rho `$ to a field $`\sigma `$ via $`\rho =\sigma ^{3\gamma }\mathrm{\Lambda }^\gamma `$ with $`\sigma `$ possessing a conventional kinetic term $`\frac{1}{2}(^\mu \sigma )^2`$The present rescaling procedure is consistent with the respect to the construction of the energy momentum tensor at the effective potential level. It is interesting to notice that in the variable $`\sigma `$ the effective potential reads $`V=2\|C\|\sigma ^4(\gamma 1)\sigma ^{2(3\gamma )}\mathrm{\Lambda }^{2(\gamma 1)}.`$ Clearly the first term is conformally invariant and the second term can be understood as a small deviation from conformality. We expect this effective potential to be a suitable generalization of the Ginzburg-Landau theory when a global symmetry (associated with the non vanishing vacuum expectation value of the order parameter $`\sigma `$) is restored together with the conformal symmetry. . This then leads to the following result for the physical mass $`M_\sigma `$ and $`<\sigma >`$ $$<\sigma >\left[\frac{\gamma 1}{2\|C\|}\right]^{\frac{1}{2(\gamma 1)}}\mathrm{\Lambda },M_\sigma 2\sqrt{6}\|C\|\left[\frac{\gamma 1}{2\|C\|}\right]^{\frac{1}{2(\gamma 1)}}\mathrm{\Lambda }.$$ (28) Likewise, in the presence of the quark mass term we have $$\left[<\sigma >\right]_{\gamma =1}\left[\frac{mN_f\mathrm{\Lambda }}{2\|C\|}\right]^{\frac{1}{2}},\left[M_\sigma \right]_{\gamma =1}2\left[2mN_f\mathrm{\Lambda }\right]^{\frac{1}{2}}.$$ (29) Thus the order parameter $`\sigma `$ for $`\gamma =1`$ vanishes according to the power $`1/2`$ with the quark mass in contrast with an ordinary second order phase transition where the order parameter is expected to vanish according to the power $`1/3`$. Finally we note an important distinction between our effective potential describing an infinite order transition and the Ginzburg-Landau potential describing a second order transition. The latter may be used in both the symmetric and broken phases, describing light scalar degrees of freedom as the transition is approached from either side. Our potential develops infinite curvature at the origin in the symmetric phase, indicating that no light scalar degrees of freedom are formed as the transition is approached from that side. This is in agreement with the conclusions of Ref. , indicating that as one crosses to the symmetric phase, mesons melt into quarks and gluons and hence the physics is described via only the underlying degrees of freedom. The present effective Lagrangian formalism for describing the chiral/conformal phase transition is close in spirit to the one developed in Ref.. ## V Perturbation Theory and the Determination of $`N_f^c`$ Our discussion of the chiral transition so far, using the anomalous dimension $`\gamma `$ as the control parameter, has made no direct reference to $`N_f`$ and has been independent of perturbation theory. The critical value $`N_f^c`$ for the transition may be estimated by making use of a perturbative expansion of $`\gamma `$. Through two orders in perturbation theory, $`\gamma `$ is given by $$\gamma =a_0\alpha +a_1\alpha ^2,$$ (30) with $`a_0={\displaystyle \frac{1}{2\pi }}3C_2(R)`$ and $`a_1={\displaystyle \frac{1}{16\pi ^2}}\left[3C_2(R)^2{\displaystyle \frac{10}{3}}C_2(R)N_f+{\displaystyle \frac{97}{3}}C_2(R)N\right]`$, where $`C_2(R)={\displaystyle \frac{N^21}{2N}}`$. We evaluate $`\gamma `$ at the fixed point value of the coupling constant, which at two loops in the beta function expansion may be expressed as: $$\alpha ^{}=\frac{b_0}{b_1}\frac{4\pi }{N}\left[\frac{11N2N_f}{13N_f34N}\right],$$ (31) where we have used the large $`N_f`$ and $`N`$ expansion to simplify the expression. In Ref. , it was noted that the in lowest (ladder) order, the gap equation leads to the condition $`\gamma (2\gamma )=1`$ for chiral symmetry breaking. To all orders in perturbation theory, this condition is gauge invariant (since $`\gamma `$ is gauge invariant) and is equivalent to the condition $`\gamma =1`$ Ref. . To any finite order in perturbation theory these conditions are of course different. To leading order in the expansion of $`\gamma `$, the condition $`\gamma (2\gamma )=1`$ leads, to the critical coupling $$\alpha _c=\frac{\pi }{3C_2(R)},$$ (32) above which the ladder gap equation has a non-vanishing solution. Using Eq. (31) together with Eq. (30) and the condition $`\gamma <1`$ leads to the conclusion that chiral symmetry is restored for $$N_f>N_f^c3.9N.$$ (33) If, on the other hand, the condition $`\gamma =1`$ is implemented using the lowest order expression for $`\gamma `$, a somewhat smaller value of $`N_f^c`$ emerges. The advantage of using the anomalous dimension $`\gamma `$ as the control parameter to study the chiral transition is that the problem can be formulated in a way that is free of these perturbative uncertainties<sup>§</sup><sup>§</sup>§Recently a perturbative study of the conformal window region in QCD and supersymmetric QCD was performed in Ref. . ## VI Conclusions We have explored the chiral phase transition for vector-like $`SU(N)`$ gauge theories as a function of the number of flavors $`N_f`$ via an anomaly induced effective potential. The effective potential was constructed by saturating the trace and axial anomalies. It depends on the full beta function and anomalous dimension of the quark-mass operator. The mesonic degrees of freedom are the only variables included at low energies. We assumed the anomaly induced effective potential to have a holomorphic structure. We note that holomorphicity was also used by other groups to constrain similar anomaly induced potentials. The present potential is a generalization of a previous potential which was constructed by saturating the QCD anomalies at just one-loop. We showed that the anomaly induced effective potential for $`N_f>N`$ is positive definite and vanishes with the field $`M_i^j`$. We then investigated the stability of the potential at the origin, and discovered that the second derivative is positive and divergent when the underlying $`\beta `$ function and the anomalous dimension of the quark-mass operator satisfy the relation of Eq. (21). We took this to be the signal for chiral restoration. With conformal symmetry being restored along with chiral symmetry (due to the $`\beta `$ function vanishing at an infrared fixed point), the criticality relation becomes a constraint on the anomalous dimension of the quark-mass operator: $$\gamma <1.$$ (34) To convert this inequality into a condition for a critical number of flavors, we used the perturbative expansion of the anomalous dimension evaluated at the fixed point, deducing that chiral symmetry is restored for $`N_f4N`$, in agreement with gap equation studies. The core of this paper is the proposal that the chiral/conformal phase transition, suggested by gap equation studies to be continuous and infinite order, may be described by an effective potential whose form is dictated by the trace and axial anomalies of the underlying $`SU(N)`$ gauge theory. It will be important to explore more completely both the derivation of this potential and its application to the chiral/conformal phase transition. In particular we note that we have here used the potential only at the classical, mean-field level. The development of kinetic energy terms and the consideration of long wavelength quantum fluctuations of $`M_i^j`$ could next be considered. ###### Acknowledgements. We are indebted to Thomas Appelquist for enlightening discussions, helpful comments and for careful reading of the manuscript. One of us (F.S.) is happy to thank Gabriele Veneziano for interesting discussions. We are also happy to thank Amir Fariborz for helpful discussions. The work of F.S. has been partially supported by the US DOE under contract DE-FG-02-92ER-40704. The work of J.S. has been supported in part by the US DOE under contract DE-FG-02-85ER 40231. ## A Higher loop effects for the Effective Potential The potential in Eq. (14), when $`f(g)`$ is evaluated to lowest order in perturbation theory ($`\gamma =0`$ and $`{\displaystyle \frac{\beta (g)}{g^3}}16\pi ^2={\displaystyle \frac{11}{3}}N{\displaystyle \frac{2}{3}}N_f`$), leads to Eq. (2). Here we note that the special location of the singularity in that potential is an artifact of lowest order perturbation theory. Let us thus investigate the behavior of $`f(g)`$ to next order. Thus $$\frac{\beta (g)}{g^3}16\pi ^2=b_0+b_1\alpha ,\gamma =a_0\alpha ,$$ (A1) with $$b_0=\frac{11}{3}N\frac{2}{3}N_f,b_1=\frac{1}{4\pi }\left(\frac{34}{3}N^2\frac{10}{3}NN_f\frac{N^21}{N}N_f\right),a_0=\frac{3}{4\pi }\frac{N^21}{N},$$ (A2) which provides $$f(g)=\frac{11}{3}\left(NN_f\right)+\left[\frac{34}{3}N^2\frac{10}{3}NN_f+2\frac{N^21}{N}N_f\right]\frac{\alpha }{4\pi }.$$ (A3) Imposing the equation $`f=0`$ we find a zero for $$N_f^s=N\frac{1+\frac{17\alpha }{22\pi }N}{1+\frac{3\alpha }{22\pi }\left(\frac{5N}{3}\frac{N^21}{N}\right)},$$ (A4) which shows that the singularity at $`N_f=N`$ is shifted once higher order corrections are included. Whether even this shifted value has any significance depends on the magnitude of $`\alpha `$ (the convergence of the expansion). As indicated in Section III, $`\alpha `$ can only be guaranteed to be small when $`N_f`$ is close to, but below $`11N/2`$, leading to a weak infrared fixed point. This is a range (well above $`N_f^s`$ ) in which $`f(g)`$ is clearly negative since $`\beta `$ and $`\gamma `$ are small. We next decrease $`N_f`$ and see whether $`f(g)`$ has a zero in the range of interest. We reduce $`N_f`$ until it reaches the value $`N_f^c`$ ( Eq. (33)) where the infrared fixed point (Eq. (31)) has reached the critical coupling (Eq. (32)). Assuming only that the perturbative expansions leading to these expressions are roughly accurate (remember that $`\alpha `$ is never larger than its fixed point value), $`f(g)`$ will be negative throughout the $`N_f`$ range from $`11N/2`$ down to $`N_f^c`$, the onset of chiral symmetry breaking. The quantity $`N_f^s`$ is well below $`N_f^c`$, and corresponds, probably, to large values of $`\alpha `$. To conclude, there is no evidence that $`f(g)`$ will have changed sign from negative to positive when $`N_f`$ is reduced to the critical value $`N_f^c`$ of interest here. $`N_f^c`$ appears to be safely above any possible zeros of $`f(g)`$. This analysis is based on the existence of an infrared fixed point. It is instructive and reassuring Although perturbation theory is now probably less reliable. to observe from Fig. 1 that, without requiring the existence of any infrared fixed point, for any value assumed by the quantity $`\alpha N`$ (at two loops and for large $`N`$) the critical number of flavors $`N_f^c`$ (defined as the number for which the exponent in Eq. (20) vanishes) is always greater than $`N_f^s`$. We notice that for a wide range of values of $`\alpha N`$,$`N_f^s/N`$ is below the horizontal line $`11/2`$, above which asymptotic freedom is lost. It is also clear that there is a region where $`N_f^{}`$ (the point where the beta function vanishes) is close to $`N_f^c`$ (see Fig. 1). In the large $`N`$ limit we have: $$\frac{N_f^c}{N}\frac{11+\frac{17}{2\pi }\alpha N}{5+\frac{1}{\pi }\alpha N},\frac{N_f^{}}{N}\frac{11+\frac{17}{2\pi }\alpha N}{2+\frac{13}{4\pi }\alpha N}.$$ (A5)
no-problem/9903/astro-ph9903138.html	ar5iv	text	# Early-time spectroscopic observations of SN 1998aq in NGC 3982 ## 1 Introduction The number of spectroscopic observations of supernovae increased quickly in this decade, partly due to the advances of CCD-technique and the growing number of supernova searching observational projects (see Filippenko, filip (1997) for a detailed review). In the first half of 1998, three SNe with brightness of about $`V12`$ mag (1998S, 1998aq and 1998bu) was discovered together with many more fainter ones. In this paper we report medium-resolution spectroscopic observations of SN 1998aq made shortly before and after maximum light. SN 1998aq was discovered by M. Armstrong (Hurst et al., hurst (1998)). It has been classified as SN Ia by Ayani & Yamaoka (ayani (1998)) who reported prominent Si II $`\lambda `$6355 and other S II, Fe II and Mg II absorption lines which made SN 1998aq similar to the “prototype” SN Ia SN 1994D. The expansion velocity was determined as about 11,000 km/s. They also pointed out the absence of Na D absorption due to probably small interstellar reddening. Shortly later, Berlind & Calkins (see Garnavich et al., garnav (1998)) reported the similarity to SN 1990N based on a spectrum obtained at 1 week before maximum. Another interesting property of SN 1998aq is that its host galaxy, NGC 3982 (PGC 37520, UGC 6918, IRAS 11538+5524), has a Seyfert 2 type nucleus. This galaxy was a subject of a recent AGN-survey by Ho et al. (ho (1997)). To date, there is an indication that SNe in the host galaxies of AGNs show higher concentration toward the galaxy core with respect to SNe in normal galaxies (Petrosian & Turatto, petros (1990)). This may give evidence on increased star formation rate in the proximity of AGN, but the number of actually observed SNe in such systems is not large, so more data would significantly improve the statistics. ## 2 Observations We made medium- and high-resolution spectroscopic observations of SN 1998aq between April 22th and May 27th, 1998 at David Dunlap Observatory, Canada with the 74” Cassegrain telescope. The gratings used were the 150 lines/mm (in 2nd order with an order-separation filter inserted) and the 1800 lines/mm giving 1.3 Å per pixel and 0.2 Å per pixel resolution, respectively. The medium-resolution spectra are presented in Fig. 1 (left panel) where an arbitrary vertical shift has been added to each spectrum for better visibility. The decrease of the signal-to-noise ratio toward the later spectra was due to the faintening and the increasing airmass of the object in May. The data were reduced by standard IRAF routines. FeAr spectral lamp exposures were used for wavelength calibration. Particular attention was payed to remove the background light contamination due to the host galaxy (discussed below) and the night sky. An unfiltered CCD-image showing SN 1998aq in NGC 3982 taken from downtown of Szeged with a 11” Schmidt-Cassegrain telescope and ST-6 camera is presented in the right panel of Fig. 1. In order to determine the phase of our spectra relative to the light curve of the SN, we collected all available visual observations of SN 1998aq made by amateur astronomers, using the public database of the Variable Star Observers’ Network (VSNET). This light curve is plotted in Fig. 2. The typical uncertainty of the individual points is at least $`\pm `$0.3 mag and the spread of the light curve goes up to 0.5 mag at a given epoch, although the observers used mainly the same sequence of comparison stars. As a first approximation, we estimated the moment of visual maximum light being JD 24,50933. Using this epoch we determined the approximate phase of our spectra as 1 week before maximum, 9 days after maximum and 28 days after maximum, respectively (see also Table 1). ## 3 Results and discussion ### 3.1 Spectral characteristics Although the spectra presented in Fig. 1 clearly have inadequate wavelength coverage for a detailed comparison with other SNe spectra, some basic properties of SNe Type Ia can be recognized in these data. The most prominent feature in the two earlier spectra is the Si II $`\lambda `$6355 absorption line as noted by other observers. This is the characteristic feature of SNe Ia (e.g. Filippenko, filip (1997)). On the pre-maximum spectrum, the line profile is asymmetric and has a slight P Cyg-type “bump” toward longer wavelengths, similarly to SN 1994D (Patat et al., patat (1996)). Later, this absorption line deepens and broadens significantly at about 1 month post-maximum, which is also similar to the spectral behaviour of SN 1994D in this wavelength regime, although Berlind & Calkins reported “unusually shallow Type Ia features” (see Garnavich et al., garnav (1998)). The other Si II absorption trough at 5700 Å becomes stronger as the SN gets older, but it also becomes blended from its blue side. Moreover, the broad emission bump at $`\lambda `$6500 at $`2040`$ days post-maximum, which is probably due to Fe II and $`[`$Fe III$`]`$ (Filippenko, filip (1997)) is also reproduced well on the third spectrum. These observed features indicate that SN 1998aq closely resembles to a “prototype” SN Ia in the $`55006700`$ Å spectral interval. ### 3.2 Radial velocities We have derived velocities of the expanding gas measuring the Doppler-shift of the line core of the $`\lambda 6355`$ Si II line (Table 1). Such “line-core” velocities have been presented for a number of other SNe Ia by Patat et al. (patat (1996), see their Fig.10). According to that diagram, the velocities of SN 1998aq agree well with those of SN 1994D and SN 1989B. However, as it was also noted by Patat et al. (patat (1996)), the velocities derived from strong lines, such as Si II $`\lambda 6355`$, are ambiguous, especially at later phases, because these lines are formed over a considerably large velocity range. It would be interesting to derive bisector velocities of both observed and synthesized SN spectra to reveal the effect of velocity gradients, as it was recently done e.g. for Cepheids (Butler et al., butler (1996)). The spectra presented in this paper do not have the necessary signal-to-noise and phase coverage for such purpose. ### 3.3 Preliminary reddening and distance estimates A method for obtaining “snapshot” distances to SNe Ia has been developed very recently by Riess et al. (riess2 (1998)). The idea is the following: one can calculate the distance of the SN by comparing a single $`BV`$ or $`BVRI`$ photometric measurement with a calibrated template SN Ia light curve (describing the absolute magnitude of an “ideal” SN Ia as a function of time) if the phase of the photometric data and the “light-curve parameter” $`\mathrm{\Delta }`$ (giving the magnitude difference between the maximum brightness of the observed and the template SN) is known. A template SN Ia light curve has been given by Riess et al. (riess (1996)). For the determination of $`\mathrm{\Delta }`$, a correlation is found between $`\mathrm{\Delta }`$ and the ratio of line depths of the Si II absorption lines at 5800 Å and 6150 Å (Nugent et al., nugent (1995); Riess et al., riess2 (1998)). We tried to apply the method outlined above using the first spectrum, obtained on April 22th. As the first step, we normalized the spectrum to the continuum by fitting a smoothly varying Chebyshev-function to the highest flux levels of the spectrum in order to correct for the steep decline of the intensity toward longer wavelengths. After that, we measured the line depths of the Si II troughs as shown in Fig. 3 (following the prescription given by Nugent et al., nugent (1995)). The ratio, $`R`$, of these depths were then calculated, resulting in $`R`$(Si II) = $`d`$(5800Å)$`/d`$(6150Å) = $`0.22\pm 0.02`$. Using the linear relationship between $`R`$(Si II) and $`\mathrm{\Delta }`$ at $`t=7`$ days relative to maximum light (Riess et al., riess2 (1998)), $`\mathrm{\Delta }=0.06\pm 0.03`$ was derived. The low value of $`\mathrm{\Delta }`$ means that the light curve of SN 1998aq may not deviate largely from the template SN Ia light curve (but it should, of course, be proven by extensive photometry of the SN, which, unfortunately, was not available for us during the preparation of the manuscript). Strictly speaking, the calibration of $`R`$(Si II) $`vs\mathrm{\Delta }`$ uses the phase $`t`$ (in days) relative to the $`Bmaximum`$ of the SN light curve (Riess et al., riess2 (1998)). Because of the same reason as above, we could only estimate the phase of our spectra using the visual light curve plotted in Fig. 2. However, because of the low value of $`\mathrm{\Delta }`$, this approximation probably does not introduce large errors. Indeed, assuming that the phase of the first spectrum is $`t=6`$ days, $`\mathrm{\Delta }=0.008`$ could be obtained which would further reduce the expected difference between the “real” light curve and the template light curve. On the other hand, $`t=8`$ days is improbable, because the maximum light in $`B`$ occurs earlier than in $`V`$. Again, this question should be re-investigated using calibrated long-term photometry of SN 1998aq. As far as the available photometry is concerned, there are some $`BV`$ measurements at the earlier phases of SN 1998aq published in IAU Circulars. Although the accuracy of the photometric data published in IAU Circulars is quite variable and sometimes inferior, but, as above, it is the only source of publicly available calibrated photometry of SN 1998aq at the date of the preparation of this paper. We have collected $`V_{obs}=12.67`$ and $`(BV)_{obs}=0.02`$ magnitudes, observed at April 20.904 UT (Hanzl & Caton, hanzl (1998)). These measurements were obtained with an ST-7 CCD-camera attached to a 40 cm Cassegrain telescope, according to one of the authors’ (Hanzl) description. The accuracy of these data should be much higher than the amateur visual light estimates showed in Fig. 2 (which is used only for estimating the phases of our spectroscopic measurements). Hanzl (hanzl2 (1998)) gives error estimates of his measurements in a follow-up publication, and typical values are $`\delta V=0.01`$ and $`\delta (BV)=0.020.03`$ mag. However, the anonymous referee of the present paper argued that his own high-precision photometry gave $`BV=0.17`$ on April 20. This means that the $`BV`$ colour of SN 1998aq may be much bluer than the single measurement of Hanzl & Caton (hanzl (1998)) indicates. We cannot discuss this discrepancy further, because it is based on yet unpublished measurements, except to take it into account in estimating the errors (see below). Adopting $`\tau =8`$ days as the phase of these photometric data, the following relations have been applied to estimate the reddening and the distance modulus (Riess et al., riess (1996)): $$E(BV)=(BV)_{obs}(BV)_0R_{BV}(\tau )\mathrm{\Delta }$$ (1) and $$\mu _0=V_{obs}M_V(\tau )R_V(\tau )\mathrm{\Delta }3.1E(BV).$$ (2) We have adopted $`R_V(\tau =8)=1.259`$ and $`R_{BV}(\tau =8)=0.494`$ from Table 2 of Riess et al. (riess (1996)) and the standard value of the galactic extinction law ($`A_V/E(BV)=3.1`$). This last assumption means that the reddening ratio in the Milky Way can be used to describe the reddening in distant galaxies, which was also favored by Riess et al. (riess (1996)). We tried to estimate the colour excess $`E(BV)`$ in two ways. First, we adopted $`(BV)_{obs}=0.02\pm 0.03`$ (Hanzl & Caton, hanzl (1998)), $`(BV)_0=0.244`$ (Riess et al., riess (1996)) and used Eq.(1) to get $`E(BV)=0.23\pm 0.04`$ mag. Second, we used the $`COBE/IRAS`$ All-Sky Reddening Map published very recently by Schlegel et al. (schlegel (1998)). This gives the reddening toward a specified direction based on a calibration between colour excess and the infrared flux at 100$`\mu `$. The query in the direction of SN 1998aq resulted in $`E(BV)=0.014\pm 0.01`$ mag. This low reddening value supports the suspicion that the observed $`(BV)`$ color of SN 1998aq around maximum was actually bluer than the only one published measurement of Hanzl (Hanzl & Caton, hanzl (1998)). On the other hand, the host galaxy NGC 3982 has an active nucleus of a Seyfert 2 type (see the next section), thus, higher dust concentration within the host galaxy might not be unrealistic. If this were the case, then the reddening of SN 1998aq would be mainly due to dust absorption in its host galaxy, rather than that in the Milky Way. Finally, we can consider $`E(BV)=0.13\pm 0.11`$ mag as the unweighted average of the two data above, emphasizing the urgent need for published precise photometric measurements to solve this important and interesting problem. In order to derive the distance modulus via Eq.(2), the following data were adopted: $`V_{obs}=12.67\pm 0.01`$ mag (Hanzl & Caton, hanzl (1998)), $`M_V(\tau =8)=18.693`$ (Riess et al., riess (1996)) and $`R_V\mathrm{\Delta }=0.076`$ mag (from the values above). The uncertainty of $`M_V`$ and $`R_V\mathrm{\Delta }`$ was estimated as being $`\pm 0.2`$ and $`\pm 0.01`$ mag, respectively, allowing $`\pm 1`$ day error in the epoch of the spectroscopic measurement. From the reddening estimated above, the total absorption is $`A_V=3.1E(BV)=0.40\pm 0.34`$ with stronger probability that the actual value is lower than this estimate. Substituting these values into Eq.(2), we get the extinction-free distance modulus as $`\mu _0=30.89\pm 0.56`$ mag. The distance of the SN, corrected for interstellar absorption, is $`d=15.1\pm 4.4`$ Mpc. However, it is stressed, that this value can be considered only preliminary, which need further confirmation based on much more extensive datasets. The relatively large uncertainty of the distance reflects mainly the lack of precise photometric information on this object. ### 3.4 Hydrogen lines There have been controversial evidence of hydrogen Balmer-lines in the spectra of SNe Ia presented in the literature (see Filippenko, filip (1997) for review). In order to study the presence/absence of any $`H\alpha `$ feature in SN 1998aq, two consecutive spectra with higher resolution was obtained on April 21th, about 8 days before maximum. The contamination of the light of the host galaxy was removed by fitting a parabolic function outside the profile of the SN spectrum (Fig. 4, bottom panel), similarly to Della Valle et al. (della (1996)). As it can be seen in the upper panel of Fig. 4, no convincing detection of $`H\alpha `$ could be made. As it has been mentioned above, the host galaxy, NGC 3982, has a Seyfert 2 type nucleus showing $`H\alpha `$ and some other forbidden lines in emission (Ho et al., ho (1997)). We have obtained one spectrum of the core region of NGC 3982 which is plotted in Fig. 5. The emission structure around 6600 Å consisting of $`H\alpha `$, $`[`$N II$`]`$ and $`[`$S II$`]`$ is clearly detected, although the profile shapes and relative strengths are different from those presented by Ho et al. (ho (1997)). This is probably due to our lower quality spectra and the lack of sophisticated starlight-subtraction such as that applied by Ho et al. (ho (1997)). ## 4 Summary The summary of the results presented in this paper is as follows: 1. We obtained medium-resolution spectra around 6000 Å of SN 1998aq before and after maximum. Based on the spectral features and the time evolution of the spectrum, the classification of Type Ia is confirmed. The decreasing expansion velocities are in agreement with other SN Ia velocities. 2. We applied the “snapshot distance estimate” method developed by Nugent et al. (nugent (1995)) and Riess et al. (riess2 (1998)) to the spectrum of SN 1998aq taken on April 22th. The analysis resulted in $`E(BV)=0.13\pm 0.11`$ mag and $`\mu _0=30.89\pm 0.56`$ mag as the value of the reddening and the extinction-free distance modulus of SN 1998aq, respectively. It is probable that the correct distance modulus is larger than the mean value presented above, due to uncertainties in the reddening. 3. High-resolution spectra obtained 8 days before maximum do not contain any convincing feature that could be attributed to $`H\alpha `$. This is also in agreement with the previous lack of detection of hydrogen lines in the spectra of SNe Ia. On the other hand, there is a pronounced $`H\alpha `$ emission emerging from the Seyfert 2 type nucleus of the host galaxy NGC 3982 which was necessary to be taken into account during the reduction of the high-resolution spectrum of SN 1998aq. ###### Acknowledgements. This research was supported by Hungarian OTKA Grants #F022249, #T022259 and Foundation for Hungarian Education and Science (AMFK). The NASA ADS Abstract Service, the Canadian Astronomy Data Center and the Variable Star Network (VSNET) was used to access data and references. The $`COBE/IRAS`$ All-Sky Reddening Map has been downloaded from the URL http://astro.berkeley.edu/davis/dust. The availability of these services are gratefully acknowledged.
no-problem/9903/cond-mat9903381.html	ar5iv	text	# Crossover between ballistic and diffusive regime of the spin-conductance and CPP-GMR in magnetic multilayered nanostructures ## I Introduction Spin filtering in transition metal magnetic multilayers, which arises when the magnetizations of adjacent layers switch from an anti-parallel (AP) to a parallel (P) alignment, is fundamental to the occurrence of giant magnetoresistance (GMR) . The resistance in the anti-aligned state can be as much as 100% higher than the resistance with parallel alignment, leading to magnetic field sensors with sensitivity far beyond that of conventional anisotropic magnetoresistance (AMR) devices. In the most common experimental setup, the current flows in the plane of the layers (CIP), and the resistance is measured with conventional multi-probe techniques. Measurements in which the current flows perpendicular to the planes (CPP) are more delicate because the resistances involved are small. Despite this feature the use of superconducting contacts , sophisticated lithographic techniques to form multilayered pillar structures , and electrodeposition , makes such measurements possible and to date a large amount of experimental data has been produced (for recent reviews see references ). In the CPP configuration an electron propagates across the whole multilayered structure, while in the CIP configuration it can in principle traverse the system without being scattered at a ferromagnetic/normal metal interface. This makes the CPP configuration more effective at filtering the current and consequently CPP-GMR is generally larger than its CIP counterpart. In what follows we shall focus our attention solely on CPP GMR. On the theoretical side two fundamentally different approaches have been used to describe CPP GMR. The first assumes that all the transport is diffusive and is based on the semi-classical Boltzmann equation within the relaxation time approximation. This model has been developed by Valert and Fert , and has the great advantage that the same formalism describes both CIP and CPP experiments. It identifies the characteristic lengths of the problem and can include the effects of disorder into the definition of the spin $`\sigma `$ dependent mean free path $`\lambda _\sigma `$ and spin the diffusion length $`l_{\mathrm{s}f}`$. Moreover it can be extended to describe the temperature dependence of GMR . In the limit that the spin diffusion length is much larger than the layer thicknesses (infinite spin diffusion length limit), this model reduces to a classical two current resistor network, in which additional spin-dependent scattering at the interfaces is considered. The resistor network model has been used since the early days of CPP GMR by the Michigan State University group , and describes most of the experimental data. The parameters of the model are the magnetic (non magnetic) metal resistivity $`\rho _\mathrm{M}^{}`$ ($`\rho _\mathrm{N}^{}`$), the spin asymmetry parameter $`\beta `$ introduced through the spin dependent resistivity of the magnetic metal $`\rho _{()}=2\rho _\mathrm{M}^{}(1(+)\beta )`$, the magnetic/normal metal interface resistance per unit area $`r_\mathrm{b}^{}`$ and the interface scattering spin asymmetry $`\gamma `$ introduced through the spin-dependent interface resistance per unit area $`r_{()}=2r_\mathrm{b}^{}(1(+)\gamma )`$. A good fit of the parameters has been shown to be possible, and the same value can fit reasonably well both the CIP and the CPP data . The limitation of such a model is that it neglects the band structure of the system, and all the parameters are phenomenological. An extension of the model to include band structure has been made recently , implementing the above transport theory within the framework of density functional theory in the local spin density approximation. In this calculation, the scattering due to impurities is treated quantum mechanically, while transport is described semi-classically using the Boltzmann equation. Material dependent studies are possible, but the calculations are very computationally expensive and it is not possible to deal with disordered systems. The second theoretical approach to CPP GMR is based on the quantum theory of scattering. Schep, Kelly, and Bauer showed that band structure alone could account for the large CPP GMR found in Co/Cu multilayers. Their calculations are based on local density functional theory and the Sharvin resistance of a small constriction formed from a pure crystalline infinite superlattice is calculated. This approach is completely ab-initio but can deal only with clean systems, and the unit cell must be small. To perform ab-initio studies of phase coherent transport in disordered multilayers, more efficient numerical techniques are required. Tight-Binding methods based on $`spd`$ Hamiltonians derived from first principle calculations have been employed by several groups . On the one hand they can describe quite accurately the band structure of the transition metal multilayers, and on the other their computer overheads are more modest with respect to density functional calculations. As such they are suitable for numerical descriptions of long multilayers attached to realistic pure crystalline leads. Nevertheless the study of disorder using $`spd`$ tight-binding models is not trivial, because the large number of degrees of freedom necessary to reproduce an accurate band structure leads quickly to unmanageably large matrices. The only calculations carried out to date involve either infinite superlattices in the diffusive regime where small unit cells must be used, or finite superlattices in which disorder is introduced without breaking translational symmetry in the direction perpendicular to the current . In the latter case the system is an effective quasi 1D system, whereas real multilayers are 3D systems with roughness at the interfaces which breaks translational invariance. The aim of the present paper is to study three dimensional GMR multilayers and to investigate the effect of the disorder-induced cross-over between ballistic and diffusive transport. To address this problem we consider a reduced tight-binding model with two degrees of freedom ($`s`$-$`d`$) per atomic site. We use a technique already employed to describe pure crystalline structures to compute the zero-bias zero-temperature conductance in the framework of the Landauer-Büttiker approach . We have optimized the calculation such that it scales sub-linearly with the multilayer length. Several models of disorder are introduced in order to mimic defects, impurities, vacancies and lattice imperfections. In the case of multilayered nanowires where the phase breaking length is comparable with the wire cross-section, we consider the effects of rough boundaries and confinement. We show that phase coherent transport in disordered magnetic multilayers may give rise to behavior not describable by the Boltzmann approach and discuss the relevance of these “non-diffusive” effects in several new experiments. The paper is organized as follows: in section 2 we describe our implementation of a numerical scattering technique capable of handling large systems and performing efficient averages over large ensembles. We also discuss the $`s`$-$`d`$ model which is the minimal Hamiltonian capable of capturing inter-band scattering. In section 3 we present the main results of this paper and discuss the effect of different sources of disorder and finally we conclude in section 4. ## II An efficient numerical scattering technique and models of disorder ### A Numerical Technique and a two band Model The numerical technique used in the present calculation has been outlined in reference , and describes an arbitrarily long finite multilayer attached to two crystalline semi-infinite leads. The spin-dependent conductance $`\mathrm{\Gamma }^\sigma `$ of such a structure is computed by evaluating the Landauer-Büttiker formula $$\mathrm{\Gamma }^\sigma =\frac{e^2}{h}T^\sigma =\frac{e^2}{h}\underset{k_{}}{\overset{\mathrm{B}Z}{}}T^\sigma (k_{}),$$ (1) where $`e`$ is the electronic charge, $`h`$ Planck’s constant, and $`T^\sigma `$ ($`\sigma =,`$) the total spin-dependent transmission coefficient, defined as $`T^\sigma =\mathrm{T}rt^\sigma t^\sigma `$ with $`t^\sigma `$ the transmission matrix of the system. The second equality is valid in the case of translational invariance and the sum is taken over the 2D Brillouin zone in the direction orthogonal to the current. As a matter of notation we use the symbol $``$ to indicate $`k`$-points in the plane of the layers, and the symbol $``$ to indicate the direction of the current. We completely neglect processes leading to spin mixing effects and the two spin currents are treated separately. To utilize this expression in the presence of disorder, we consider a disordered wire of finite cross-section, which is periodically repeated in the transverse direction. In the diffusive limit, this coincides with the infinite spin-diffusion length limit of the Valert and Fert theory which is equivalent to a classical resistor model. We define $`\mathrm{\Gamma }_\mathrm{P}^{}`$ ($`\mathrm{\Gamma }_\mathrm{P}^{}`$) to be the conductance of the majority (minority) spins in the parallel alignment, and $`\mathrm{\Gamma }_{\mathrm{A}P}^{}`$ to be the conductance for both spins in the anti-parallel alignment, which yields for the GMR ratio, $$\mathrm{G}MR=\frac{\mathrm{\Gamma }_\mathrm{P}^{}+\mathrm{\Gamma }_\mathrm{P}^{}2\mathrm{\Gamma }_{\mathrm{A}P}^{}}{2\mathrm{\Gamma }_{\mathrm{A}P}^{}}.$$ (2) The Hamiltonian for the whole system can be written $$H=H_\mathrm{L}+H_{\mathrm{L}M}+H_\mathrm{M}+H_{\mathrm{M}R}+H_\mathrm{R},$$ (3) with $`H_\mathrm{L}`$ ($`H_\mathrm{R}`$) the Hamiltonian of the semi-infinite left- (right-) -hand lead, $`H_{\mathrm{L}M}`$ ($`H_{\mathrm{M}R}`$) the coupling matrix between the left (right) lead and the multilayer, and $`H_\mathrm{M}`$ the Hamiltonian of the multilayer. The key point is that we can decouple the calculation of the scattering channels in the leads from the calculation of an effective Hamiltonian describing the multilayer. Consider first the retarded Green’s function of the two decoupled semi-infinite leads $$g(E)=(EH_\mathrm{L}H_\mathrm{R}+i0^+)^1.$$ (4) If the surface of the leads contains $`M`$ atoms each described by $`n`$ degrees of freedom, the Green’s function $`g`$ is a $`(nM)\times (nM)`$ matrix. Hence the surface Green’s function $`g^\mathrm{S}`$ involving only degrees of freedom of the left and right lead surfaces is a $`(2nM)\times (2nM)`$ matrix whose matrix elements $`g_{ij}^\mathrm{S}`$ coupling the two leads vanish. The block-diagonal matrix $`g^\mathrm{S}`$ can be computed by evaluating the semi-analytic expression given in reference . Such a semi-analytic expression is valid if the Hamiltonian describing a crystalline lead can be written in the following trigonal form $$H=\left(\begin{array}{cccccccc}\hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill H_0& \hfill H_1& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill H_1& \hfill H_0& \hfill H_1& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill 0& \hfill H_1& \hfill H_0& \hfill H_1& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill 0& \hfill 0& \hfill H_1& \hfill H_0& \hfill H_1& \hfill 0& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\end{array}\right),$$ (5) where $`H_0`$ is an hermitian matrix describing the coupling within a cross-sectional slice of the lead, and $`H_1`$ ($`H_1=H_1^{}`$) is the coupling matrix between adjacent slices. Once $`g^\mathrm{S}`$ is computed, the total surface Green’s function $`G^\mathrm{S}`$ of the leads + multilayer can be calculated by solving Dyson’s equation $$G^\mathrm{S}(E)=[(g^\mathrm{S}(E))^1\stackrel{~}{H}_\mathrm{M}]^1,$$ (6) where $`\stackrel{~}{H}_\mathrm{M}`$ is the $`(2nM)\times (2nM)`$ coupling matrix between the surface orbitals of the leads, which can be obtained by recursive decimation of the Hamiltonian $`H_{\mathrm{L}M}+H_\mathrm{M}+H_{\mathrm{M}R}`$. Finally for a given $`G^\mathrm{S}`$ the scattering matrix elements can be obtained using a variant of the Fisher-Lee relations . In order to highlight the efficiency of this approach in the case of disorder multilayers, we briefly describe how the decimation technique recursively eliminates all the internal degrees of freedom of the multilayer to yield the reduced matrix $`\stackrel{~}{H}_\mathrm{M}`$ coupling surface states of the leads. Suppose the total number of degrees of freedom of the Hamiltonian $`H_{\mathrm{L}M}+H_\mathrm{M}+H_{\mathrm{M}R}`$ is $`N`$. It is possible to eliminate the $`i=1`$ degree of freedom by reducing the $`N\times N`$ total Hamiltonian to an $`(N1)\times (N1)`$ matrix with elements $$H_{ij}^{(1)}=H_{ij}+\frac{H_{i1}H_{1j}}{EH_{11}}.$$ (7) Repeating this procedure $`l`$ times, we obtain the decimated Hamiltonian at $`l`$-th order $$H_{ij}^{(l)}=H_{ij}^{(l1)}+\frac{H_{il}^{(l1)}H_{lj}^{(l1)}}{EH_{ll}^{(l1)}},$$ (8) and after $`NnM`$ iterations we obtain the $`(nM)\times (nM)`$ effective Hamiltonian $$\stackrel{~}{H}_\mathrm{M}(E)=\left(\begin{array}{cc}\hfill \stackrel{~}{H}_\mathrm{L}^{}(E)& \hfill \stackrel{~}{H}_{\mathrm{LR}}^{}(E)\\ \hfill \stackrel{~}{H}_{\mathrm{RL}}^{}(E)& \hfill \stackrel{~}{H}_\mathrm{R}^{}(E)\end{array}\right).$$ (9) In this expression the matrices $`\stackrel{~}{H}_\mathrm{L}^{}(E)`$ and $`\stackrel{~}{H}_\mathrm{R}^{}(E)`$ describe the intra-surface couplings respectively in the left and right surfaces, and $`\stackrel{~}{H}_{\mathrm{LR}}^{}(E)`$ and $`\stackrel{~}{H}_{\mathrm{RL}}^{}(E)`$ describe the effective coupling between these surfaces. From equations (7) and (8) it is clear that only matrix elements coupled to the eliminated degree of freedom are redefined. Hence the recursive technique becomes very efficient in the case of short-range interactions, particularly in the case of nearest neighbor tight-binding models. Consider now a disordered multilayer composed of alternating magnetic (M) and non-magnetic (N) layers of thicknesses $`t_\mathrm{M}`$ and $`t_\mathrm{N}`$ respectively. Suppose that the multilayer consists of $`\mu `$ repeated (N/M/N/M) units, that we call double bilayers (DB). Since we consider only short range interactions, it is possible to decimate the Hamiltonian of the whole multilayer by building up the following intermediate Hamiltonian $$H_\mathrm{M}=\left(\begin{array}{cccccccc}\hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill V_0^{}& \hfill H_{\mathrm{L}i}& \hfill H_{\mathrm{L}Ri}& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill H_{\mathrm{R}Li}& \hfill H_{\mathrm{R}i}& \hfill V_0& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill 0& \hfill V_0^{}& \hfill H_{\mathrm{L}(i+1)}& \hfill H_{\mathrm{L}R(i+1)}& \hfill 0& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill 0& \hfill 0& \hfill H_{\mathrm{R}L(i+1)}& \hfill H_{\mathrm{R}(i+1)}& \hfill V_0& \hfill 0& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\\ \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}& \hfill \mathrm{}\end{array}\right),$$ (10) where $`H_{\mathrm{L}i}`$ ($`H_{\mathrm{R}i}`$) describe the coupling within the left (right) hand surfaces of the $`i`$-th cell (N/M/N/M) (i=1,..,$`\mu `$), $`H_{\mathrm{L}Ri}`$ ($`H_{\mathrm{R}Li}=H_{\mathrm{L}Ri}^{}`$) describe the coupling between the left and right surfaces of the $`i`$-th cell, and $`V_0`$ is the “bare” coupling between the first right-hand atomic plane of the $`i`$-th cell and the first left-hand atomic plane of the $`(i+1)`$-th cell, which is assumed to be the same for every cell (this last condition is easily satisfied if the first left-hand and the last right-hand atomic plane of every (N/M/N/M) cell is disorder-free). Equation (10) suggests a very convenient implementation in which multilayers consisting of $`\mu `$ (N/M/N/M) cells are built using the following procedure. Firstly we decimate a certain number $`\nu `$, of cells (N/M/N/M) in which disorder is introduced everywhere except in the first and last atomic plane. Secondly the matrix $`H_\mathrm{M}`$ of equation (10) is built, choosing randomly the order of the $`\mu `$ (N/M/N/M) cells. Finally the matrix $`H_\mathrm{M}`$ is further decimated to yield $`\stackrel{~}{H}_\mathrm{M}`$. Note that $`\mu ^\nu `$ possible different multilayers can be built from a set of $`\nu `$ disordered unit cells, and that the computation time scales as the number of (N/M/N/M) cells and not as the total length of the scatterer. This procedure can be further optimized, for instance by building $`\nu ^{}`$ new cells (N/M/N/M)$`\times 2`$, and using these to form the multilayers. This turns out to be useful in the case of very long samples. The technique for computing transport properties, is based on a three dimensional tight-binding model with nearest neighbor couplings on a simple cubic lattice and two degrees of freedom per atomic site. The general spin-dependent Hamiltonian is $$H^\sigma =\underset{i,\alpha }{}ϵ_i^{\alpha \sigma }c_{\alpha i}^\sigma c_{\alpha i}^\sigma +\underset{i,j,\alpha \beta }{}\gamma _{ij}^{\alpha \beta \sigma }c_{\beta j}^\sigma c_{\alpha i}^\sigma ,$$ (11) where $`\alpha `$ and $`\beta `$ label the two orbitals (which for convenience we call $`s`$ and $`d`$), $`i,j`$ denote the atomic sites and $`\sigma `$ the spin. $`ϵ_i^{\alpha \sigma }`$ is the on-site energy which can be written as $`ϵ_i^\alpha =ϵ_0^\alpha +\sigma h\delta _{\alpha d}`$ with $`h`$ the exchange energy and $`\sigma =1`$ ($`\sigma =+1`$) for majority (minority) spins. In equation (11), $`\gamma _{ij}^{\alpha \beta \sigma }=\gamma _{ij}^{\alpha \beta }`$ is the hopping between the orbitals $`\alpha `$ and $`\beta `$ at sites $`i`$ and $`j`$, and $`c_{\alpha i}^\sigma `$ ($`c_{\alpha i}^\sigma `$) is the annihilation (creation) operator for an electron at the atomic site $`i`$ in an orbital $`\alpha `$ with a spin $`\sigma `$. $`h`$ vanishes in the non-magnetic metal, and $`\gamma _{ij}^{\alpha \beta }`$ is zero if $`i`$ and $`j`$ do not correspond to nearest neighbor sites. Hybridization between the $`s`$ and $`d`$ orbitals is taken into account by the non-vanishing term $`\gamma ^{sd}`$. We have chosen to consider two orbitals per site in order to give an appropriate description of the density of states of transition metals and to take into account inter-band scattering occurring at interfaces between different materials. The DOS of a transition metal consists of narrow bands (mainly $`d`$-like) embedded in broader bands (mainly $`sp`$-like). This feature can be reproduced in the two-band model, as shown in figure 1. The position of the Fermi energy with respect to the edge of the $`d`$ band determines the transport properties of pure transition metals. For instance the current in silver is carried almost entirely by light effective mass $`sp`$ electrons with a small DOS, while in the minority band of Co or Ni it is carried by heavy $`d`$ electrons with a large DOS. The hybridization at the Fermi energy can also be important and for instance in copper the current consists of an equal mixture of $`sp`$ and $`d`$ electrons. In our earlier analysis of the material dependence of CPP GMR we identified large inter-band scattering as one of the main sources of GMR. In particular we have shown that due to inter-band scattering the conductance of a multilayer in the anti-parallel configuration is always smaller than both spin conductances in the parallel configuration. It is possible to capture this feature by choosing the parameters of the two-band model to yield conductances as close as possible to those obtained for the full $`spd`$ model . In the case of a heterojunction, the hopping parameters between different materials are chosen to be the geometric mean of the hopping elements of the bulk materials. The parameters for Cu and Co are presented in Table I. In figure 2 we show the corresponding normalized conductance for Co/Cu multilayers attached to semi-infinite Cu leads as a function of the Cu layer thickness. We notice that as a consequence of inter-band scattering the conductance in the anti-parallel configuration is always the smallest, a feature which is not present in a simple single-band model. We believe this simple two-band model is the minimal model capable of describing in a semi-quantitative way the behavior of transition metals because it includes the correct DOS and the possibility of scattering electrons between high dispersion ($`s`$) and low dispersion bands ($`d`$). ### B Models of Disorder Figure 3 shows the different models of disorder analyzed below. The simplest model was introduced by Anderson within the framework of the localization theory and consists of adding a random potential $`V`$ to each on-site energy, with a uniform distribution of width $`W`$ ($`W/2VW/2`$), centered on $`V=0`$ $$\stackrel{~}{ϵ}_i^{\alpha \sigma }=ϵ_i^{\alpha \sigma }+V.$$ (12) This generic model of disorder can yield arbitrary mean free paths and significant spin-asymmetry in the conductance. To obtain a more realistic description of disorder we also consider the rôle of lattice distortions, which are known to be present at the interfaces between materials with different lattice constants. Moreover in the case of electrodeposited nanowires, contamination by impurities is unavoidable, and lattice distortions occur in the vicinity of such point defects. In what follows we model lattice distortions by scaling the hopping parameters between nearest neighbors. It has been proposed and confirmed numerically that the following scaling law for the tight-binding hopping $`\gamma ^{\alpha \beta }`$ is valid $$\gamma ^{\alpha \beta }=\gamma _0^{\alpha \beta }(1+\delta r)^{(1+\alpha +\beta )},$$ (13) where $`\gamma _0^{\alpha \beta }`$ is the hopping element for atoms at the equilibrium positions $`r_0`$, $`\alpha `$ and $`\beta `$ are the angular momenta of the orbitals forming the bond, and $`\delta r`$ is the displacement from the equilibrium position relative to $`r_0`$ ($`\delta r=\mathrm{\Delta }r/r_0`$ with $`\mathrm{\Delta }r`$ the displacement from the equilibrium position). Hence the $`s`$-$`s`$ hopping scales as $`(1+\delta r)^1`$, the $`d`$-$`d`$ as $`(1+\delta r)^5`$ and the $`s`$-$`d`$ as $`(1+\delta r)^3`$. Note that it has been recently proved that in 3d transition metals contaminated with 3d and 4sp impurities the variation of the nearest neighbor distance in the proximity of an impurity never exceeds $`5\%`$, which is within the limit of validity of equation (13). In the following we will consider uniform distributions of lattice displacements with zero mean. As mentioned above, in electrodeposited GMR nanowires, because of the dual-bath deposition technique, the magnetic layers are contaminated by non-magnetic impurities up to 15% in concentration , while a negligible concentration of magnetic impurity atoms is present in the non-magnetic layers. To describe this feature we have introduced non-magnetic impurities in the magnetic layers of the multilayer. An impurity is modeled by substituting a magnetic ion by a non-magnetic ion (ie Cu instead of Co for the materials considered) at an atomic site. The on-site energy of the impurity is assumed to be the same as the bulk material forming the impurity (ie bulk Cu for Cu impurities), and the hopping tight-binding parameters depend on the type of sites surrounding the impurity. We do not introduce correlation between impurities and hence there are no clustering effects. Although this model is quite primitive and does not take into account perturbations of atoms in the proximity of the impurity, density functional calculations have shown that a good estimate of the resistivity of transition metal alloys in the low concentration limit is possible by considering only perturbations of the first nearest neighbors of the impurity. This suggests that our simple models should give a correct qualitative description of a 3d impurity in 3d transition metals. As a third source of disorder we have considered the possibility of vacancies. A vacancy is introduced simply by setting an on-site energy to a large number, with all the hoppings to nearest neighbors set to zero. We do not consider aggregation of vacancies and assume a uniform distribution across the whole multilayer. Finally we model cross-section fluctuations of GMR nanowires by examining a wire of finite cross-section which is not repeated periodically in the transverse direction and mimic the fluctuations along the wire by introducing vacancies in the first monolayer at the wire surface. In all the calculations with disorder, we consider finite cross-sections involving $`5\times 5`$ atomic sites, which we repeat periodically using up to 100 $`k_{}`$-points in the 2D Brillouin zone. In the case of cross-section fluctuations we compute the ensemble-averaged conductance of wires with finite cross-sections as large as $`15\times 15`$ atomic sites. It is important to note that in sputtered or MBE multilayers the typical cross-sections vary between $`1\mu `$m<sup>2</sup> and 1mm<sup>2</sup>, which is several times larger than the typical phase breaking length $`l_{\mathrm{p}h}`$. On the other hand in the case of electrodeposited nanowires the diameter of the wires is usually between 20nm and 90nm, but several wires are measured at the same times thereby yielding the mean conductance of an array of phase coherent nanowires, each with a cross-section of the order of $`l_{\mathrm{p}h}^2`$. ## III Results and Discussion ### A Disorder-induced enhancement of the spin-conductance asymmetry In this section we consider effects produced by Anderson-type disorder, impurities and lattice distortions. Despite the fact that the disorder in each of these cases is spin-independent the effect on transport is spin-dependent. In order to investigate the different conductance regimes that may occur and their dependence on the magnetic state of the system it is convenient to consider as a scaling quantity the average spin conductance $`<\mathrm{\Gamma }^\sigma >`$ multiplied by the total multilayer length $`L`$ and divided by the number of open scattering channels in the leads. We define the resulting “reduced” conductance $`g`$ by means of the equation $$g^\sigma =\frac{h}{e^2}\frac{<\mathrm{\Gamma }^\sigma >}{N_{\mathrm{open}}}L,$$ (14) where the number of open channels in the leads $`N_{\mathrm{open}}`$ in the case of a finite system is proportional to the multilayer cross-section. In the ballistic limit $`g`$ increases linearly with a coefficient proportional to the conductance per unit area, in the diffusive (metallic) limit $`g`$ is constant, and in the localized regime $`g`$ decays as $`g\mathrm{exp}(L/\xi )`$ with $`\xi `$ the localization length . Consider first the case of a random on-site potential. For Co/Cu multilayers with a width of disorder $`W=0.6`$eV, figure 4 shows the quantity $`g`$ in units of $`e^2/h`$ for the two spin sub-bands in the P and AP configurations along with the ratio $`\eta =g_\mathrm{P}^{}/g_\mathrm{P}^{}`$. These results were obtained for a cross-section of $`5\times 5`$ atoms, and layer thicknesses of $`t_{\mathrm{C}u}=8`$ atomic planes (AP) and $`t_{\mathrm{C}o}=15`$AP. In figure 4 the standard deviation of the mean is negligible on the scale of the symbols, and each point corresponds to an additional Cu/Co double bilayer. From the figure it is immediately clear that the spin-asymmetry of $`g`$ (ie of the conductance) is increased by the disorder, which as a consequence of the band structure, turns out to be more effective in the minority band and in the AP configuration. In fact the disorder has the effect of spreading the DOS beyond the band edge, but does affect the centre of the band. The relevant quantity is the disorder strength defined as the ratio $`r_\alpha `$ between the width of the distribution of random potentials and the band width $`r_\alpha =W/\gamma _\alpha `$. For the set of parameters that we have chosen the disorder strength of the $`s`$ and $`d`$ band is respectively $`r_d=0.7`$ and $`r_s=0.22`$. Since the current in the majority band of the P configuration is carried mostly by $`s`$ electrons, for which the disorder strength is weak, the majority spin sub-band will not be strongly affected by the disorder. In contrast in the minority band and in both bands in the AP configuration, the current is carried by $`d`$ electrons, for which the scattering due to disorder is strong. A second remarkable result is that in the P configuration the almost ballistic majority electrons can co-exist with diffusive minority carriers. In the regime of phase coherent transport the definition of spin-dependent mean free paths for individual materials within the multilayer is not meaningful, and one must consider the spin-dependent mean free path for the whole multilayered structure. Hence we introduce the elastic mean free path for the majority (minority) spin sub-band in the P configuration $`\lambda _\mathrm{P}^{}`$ ($`\lambda _\mathrm{P}^{}`$) and for both spins in the AP configuration $`\lambda _{\mathrm{A}P}^{}`$. This is defined as the length at which the corresponding conductance curve $`g(L)`$ changes from linear to constant (ie the length $`L^{}`$ corresponding to the crossing point between the curve $`g(L)`$ and the tangent to $`g`$ in the region where $`g`$ is constant). For the calculation in figure 4 we estimate $`\lambda _\mathrm{P}^{}>3000`$AP, $`\lambda _\mathrm{P}^{}500`$AP and $`\lambda _{\mathrm{A}P}^{}1000`$AP. All of these results are obtained at zero temperature and voltage. At finite temperature, when the phase breaking length $`l_{\mathrm{p}h}`$ is shorter than the elastic mean free path, $`l_{\mathrm{p}h}`$ becomes the length scale of the system. It is possible to generalize the Landauer-Büttiker approach to the transport in presence of finite phase breaking length . In this case the system can be considered as a series of phase coherent scatterers of length $`l_{\mathrm{p}h}`$, added in series through reservoirs that make the phases random, and the scattering properties of such a structure are solely determined by elastic transport up to a length $`l_{\mathrm{p}h}`$. If the loss of coherence occurs on length scales longer than the individual layer thicknesses $`t_{\mathrm{C}o}`$ and $`t_{\mathrm{C}u}`$, the standard resistor approach is not valid, and aggregate of cells as long as $`l_{\mathrm{p}h}`$ are the appropriate quantities to add in series. Turning now our attention to GMR, it is clear from figure 4 and equation (2) that enhanced spin asymmetry will increase the GMR ratio because of the high transmission in the majority band. In figure 5 we present the GMR ratio as a function of the total multilayer length for different values of the width of the distribution of the random potential. From the figure we conclude that GMR strongly increases as a function of the disorder strength and that this is due to the increasing of the spin polarization of the conductance. We also notice that the standard deviation of the mean GMR increases as a function of disorder and of the multilayer length. This is due to the approaching of the AP conductance to the localized regime, in which the fluctuations are expected to be large. The results of figures 5 seem to be in contradiction with the published results of Tsymbal and Pettifor . In that case an analogous kind of disorder was employed together with an accurate $`spd`$ tight-binding model, and the GMR ratio turned out to decrease with increasing disorder. They calculated the conductance for an infinite diffusive system using a small disordered unit cell in the direction of the current, namely a Co<sub>4</sub>/Cu<sub>4</sub> cell (the subscripts indicate the number of atomic planes). To check this apparent contradiction we have calculated the conductances and the GMR ratio for a Co<sub>5</sub>/Cu<sub>5</sub>/Co<sub>5</sub>/Cu<sub>5</sub> unit cell attached to pure crystalline Cu leads. Apart from the resistances of the interfaces with the leads, the conductance for this system is proportional to the conductance calculated in ref and figure 6 shows that the GMR ratio for such a short system does indeed decrease with disorder strength. This shows that for small cells, when the mean free path is much longer than the cell itself, the increase of all the resistances is not fully compensated by an increase of their spin-asymmetry, and this gives rise to a decrease of GMR. In contrast for thicker layers, provided the transport remains phase coherent, asymmetry builds up with increasing $`L`$ and the resulting GMR ratio increases. Consider now the effect produced by Cu impurities in the Co layers and by lattice distortions. The main features of both these kinds of disorder are very similar to the case of a random on-site potential: the GMR ratio increases as a function of disorder because of an increase in spin-asymmetry. Again the quantity $`g`$ behaves quasi-ballistically for small lengths, followed by a diffusive region and finally by a localized regime. The mean free path at any disorder turns out to be longer for the majority spins in the P configuration and the co-existence of ballistic majority electrons with diffusive minority electrons is still possible. This means that even in these cases spin-independent disorder produces spin-dependent effects. Similar arguments to the one used for the on-site random potential can be applied. In fact, in the case of impurities, we note from Table I that the alignment between the majority band of Co and the conduction band of Cu is better than that of the minority band of Co. Hence impurities are less effective in the majority band than in the minority. For lattice distortions, it is important to observe that the scaling of the hopping coefficients with the displacement from the equilibrium position is more severe for the $`d`$ orbitals (see equation (13)). Since the current in the majority band is $`s`$-like while in the minority band and in the AP configuration it is $`d`$-like, this different scaling will result in larger disorder-induced scattering for the minority channel and for the AP configuration. Figure 7 shows the reduced conductances $`g`$ for all the the spins in the case of uniform distributions of lattice displacements with different widths. From the figure we can conclude that: i) the spin-conductance asymmetry increases with increasing disorder ii) all the mean free paths decrease, iii) the contrast between $`g_\mathrm{P}^{}`$ and $`g_\mathrm{P}^{}`$ increases with disorder. We wish to conclude this paragraph with some final remarks about length scales involved. As mentioned above, since we are dealing with phase coherent transport, the concept of mean free path within the individual layers looses meaning, and we can only speak about the spin-dependent mean free path of the whole multilayer (ie $`\lambda _\mathrm{P}^{}`$, $`\lambda _\mathrm{P}^{}`$ and $`\lambda _{\mathrm{A}P}^{}`$). Nevertheless, if the mean free paths of both the spin sub-bands in the P configuration extend over a length scale comparable with the cell Co/Cu ($`\lambda _\mathrm{P}^{},\lambda _\mathrm{P}^{}t_{\mathrm{C}o}+t_{\mathrm{C}u}`$), the mean free path of the AP configuration is simply given by $$\lambda _{\mathrm{A}P}^{}=\frac{\lambda _\mathrm{P}^{}+\lambda _\mathrm{P}^{}}{2},$$ (15) and a resistor network approach becomes valid. We have checked this prediction by calculating the GMR ratio as a function of the number of double bilayers for multilayers with different Co layer thicknesses but the same concentration of impurities (8%). By increasing the Co thickness we can cross over from a regime in which the resistor network is not valid at the scale of the bilayer thickness to a regime in which the resistances of bilayers add in series. In the first case we expect that the GMR ratio will increase as the number of bilayers increases and in the second we expect a constant GMR. The result for a Co thicknesses of respectively 150AP, 50AP and 15AP is presented in figure 8. Note that for a phase-coherent structure the increase of GMR with the number of bilayers is different from the increase of GMR in diffusive systems when the total multilayer length is kept constant (as predicted by the Boltzmann approach and observed experimentally ). In the latter case the effect is due to an interplay between the resistances of the different materials while in the former it is due to an increase of the spin asymmetry of the current. To date an increase of GMR with the number of bilayers has been observed in the CIP configuration , while the same measurements in the CPP configuration are still in progress . ### B Reduction of mean free path In this section we consider the effect of vacancies and cross-section fluctuations and their interplay with other sources of disorder discussed in the previous section. We recall that cross-section fluctuations are modeled as vacancies with a distribution concentrated at the boundaries of a finite cross-section multilayer. Hence we expect the qualitative behavior of vacancies and cross-section fluctuations to be the same. These sources of disorder do not act on the two spin sub-bands in a selective way and produce only a small spin asymmetry. The main effect is to drastically reduce the elastic mean free paths of all the spins. In figure 9 we present the reduced spin conductances $`g^\sigma `$, the spin asymmetry $`\eta `$ and the GMR ratio for a Co/Cu multilayer ($`t_{\mathrm{C}u}=8`$AP, $`t_{\mathrm{C}o}=15`$AP) with a vacancy concentration of 1%. The results obtained for cross-section fluctuations are very similar and are not shown here. Figure 9 shows that (in contrast with figure 4b) the spin asymmetry of the conductance is not greatly enhanced by the presence of vacancies. For the parameters used in the present simulation $`\eta `$ varies from 1.6 to 3.5 for multilayers with a total thickness ranging from 46 to 3000 atomic planes. In contrast for the case of a random on-site potential of 0.6eV figure 4 shows that $`\eta `$ varies from 2 to about 30 for the same range of multilayer lengths. Moreover we notice that in the case of a random on-site potential the spin asymmetry of the current is always larger than in the disorder-free case. In contrast, when vacancies are present, the spin asymmetry of the current is smaller than the disorder-free case for short multilayers and becomes larger for longer multilayers. From figure 9 we can see that the cross-over length (that we denote $`l_{\mathrm{c}r}`$), defined as the length at which $`\eta `$ for a system with vacancies equalizes $`\eta `$ for the disorder-free case, is comparable with the mean free path of the minority spins in the P configuration and of the AP configuration. It is important to note that the reduction of all the mean free paths with respect to the vacancy concentration is very severe. The reduced spin conductances $`g`$ exhibit quasi-ballistic behavior for lengths up to $`l_{\mathrm{c}r}`$, and an almost localized behavior for lengths larger than $`l_{\mathrm{c}r}`$. The diffusive region is strongly suppressed and there is a small difference between all the spin-dependent elastic mean free paths. The spin asymmetry of the current can be enhanced by increasing the vacancy concentration, but this produces a further decreasing of the mean free paths and a further suppression of the diffusive region, resulting in a global reduction of GMR for lengths shorter than $`l_{\mathrm{c}r}`$. For lengths longer than $`l_{\mathrm{c}r}`$ GMR is enhanced and this is due to the approach of $`g_{\mathrm{A}P}^{}`$ to the localized regime. To date there is no evidence of localization effects in metallic magnetic multilayers and we believe that our results are currently important only for lengths shorter than $`l_{\mathrm{c}r}`$. To summarize, the main effects of vacancies are, on the one hand to reduce the spin asymmetry of the current for lengths shorter than $`l_{\mathrm{c}r}`$ and to enhance it for lengths larger than $`l_{\mathrm{c}r}`$, and on the other to reduce drastically the mean free paths for all the spins in both magnetic configurations. The cross-over length is comparable with the mean free path of the minority spin in the P configuration and GMR is always reduced in the limit of quasi-ballistic transport. The qualitative results obtained for vacancies are broadly mirrored by those of cross-section fluctuations, although there are some differences. The simulations with cross-section fluctuations have been carried out with a finite cross-section, whereas for the case of vacancies where we have considered a wire repeated periodically in the transverse direction. When cross-section fluctuations are introduced, the disorder-induced scattering scales as $`P/S1/L`$ with $`P`$ the perimeter, $`S`$ the area of the cross-section and $`L=\sqrt{S}`$. This introduces a new length scale, namely the cross-section linear dimension $`l_{\mathrm{c}s}=\sqrt{S}`$. If this length is shorter than the mean free paths, then a reduction of GMR will take place for the same reasons as in the case of vacancies, whereas if the mean free paths are shorter than $`l_{\mathrm{c}s}`$, the effect of the cross-section fluctuations will be weak and no further reduction of the GMR will take place. Unfortunately, even with the optimized technique presented in the previous section it is very difficult to investigate the limit $`\lambda l_{\mathrm{c}s}`$. We have performed simulations with cross-sections up to 15$`\times `$15 atomic sites, which is far below this limit, and have found no important deviations from the case of vacancies. A cross-section of 15$`\times `$15 atomic sites corresponds to $`P/S`$ of $`0.26a_o^1`$ with $`a_o`$ the lattice constant. This is comparable with the values of experiments which we estimate range between $`0.005a_o^1`$ and $`0.025a_o^1`$. This suggests that the disorder strength in our simulations is larger than experimental values and that the effects of the cross-section fluctuations on GMR nanowires should be weak. On the other hand our model for cross-section fluctuations involves only the first monolayer at the boundaries while in real systems the roughness extends over several monolayers. Moreover long range correlated surface roughness along the wires is likely to be present in real systems because of the structure of the nano-holes in which the wires are deposited. All these effects may result in a drastic enhancement of the disorder strength due to surface roughness and therefore a reduction of GMR. A key result of the above simulation is that the reduction of GMR due to vacancies and cross-section-fluctuations may be compensated by a large increase of the spin asymmetry of the conductance. To address this issue we have performed simulations with both vacancies and non-magnetic impurities in the magnetic layers. The GMR ratios and spin asymmetries of the conductances are presented in figure 10 for Co/Cu multilayers with different impurities and vacancies concentrations. The figures shows very clearly that competing effects due to impurities and vacancies can give rise to large values of GMR even for very disordered systems. The same value of GMR obtained in presence of impurities and vacancies can be obtained for a system with only impurities, but at a lower concentration. The fundamental difference between the two cases is that when impurities and vacancies co-exist, all the mean free paths are very small and the large GMR is solely due to the large spin asymmetry of the current. ## IV Conclusions Due to the development of improved deposition techniques, recent experiments have revealed the need for a description of phase coherent transport, which goes beyond the diffusive approach. We have addressed this issue by extending a previously developed technique to the case of disordered systems, where large ensemble averages are needed. We have presented several models of disorder within a two-band tight-binding model on a simple-cubic lattice. The model, despite its simplicity, can capture the relevant aspects of transition metal multilayers and can provide a general understanding of spin-dependent phase-coherent transport. Moreover, because of the high efficiency of the technique, we have been able to investigate very long systems, different transport regimes (ballistic, diffusive and localized) and the cross-over between them. We have shown that impurities, random on-site potentials and lattice distortions reduce the spin-dependent mean free paths, but at the same time increase the spin-asymmetry of the current and the GMR ratio. In contrast, vacancies and cross-section fluctuations drastically reduce all the spin-dependent mean free paths without largely increasing the spin asymmetry of the current, and this produces a decrease of the GMR, at least far away from the strong localized regime. Nevertheless the effect of vacancies can be compensated by increasing the spin asymmetry (for instance with impurities) and this can account for the large GMR of electrodeposited nanowires. Acknowledgments: This work is supported by the EPSRC, the EU TMR Programme and the DERA.
no-problem/9903/cond-mat9903362.html	ar5iv	text	# Spin Echo Decay in a Stochastic Field Environment ## Abstract We derive a general formalism with which it is possible to obtain the time $`(\tau )`$ dependence of the echo size for a spin in a stochastic field environment. Our model is based on “strong collisions”. We examine in detail three cases where: (I) the local field is $`\pm \omega _0`$, (II) the field distribution is continuous and has a finite second moment, and (III) the distribution is Lorentzian. The first two cases show a $`T_2`$ minimum effect and are exponential in $`\tau ^3`$ as $`\tau 0`$. The last case can be approximated by the phenomenological expression $`\mathrm{exp}([2\tau /T_2]^\beta )`$ with $`1<\beta <2`$, where in the $`\tau 0`$ limit $`\beta =2`$. Spin echo decay (SED) measurements, also known as $`T_2`$, are conducted by a variety of experimental techniques, such as RF-$`\mu `$SR , ESR , NQR, and NMR . With the recent explosion of high-$`Tc`$ superconductivity research, NMR-$`T_2`$ measurements in particular are receiving renewed attention, since they are very successful in probing both the normal and superconducting states of cuprates. These experiments lead to a revival of theoretical activity, focusing on the calculation of the SED waveform for different sources of interactions such as spin lattice coupling, spin-spin coupling, and stochastic fluctuations. For this purpose, a variety of analytical and numerical models were applied. However, several dynamical features, observed experimentally, have not been accounted for. In this paper we provide new insight into these features by re-examining the echo decay waveform of a spin in a stochastic field environment, and use an analytical approach based on the “strong collision” model (see below) to yield quantitative understanding of SED. An earlier exact treatment of the stochastic problem, based on a diffusion like model, was presented by Klauder and Anderson (KA) . They found that for Lorentzian diffusion the waveform is Gaussian, and for Gaussian diffusion the waveform is exponential in $`\tau ^3`$ (see bellow). Although the KA approach is physically more intuitive, the final result lacks three features: (I) the waveform does not depend on the diffusion rate, and therefore it cannot change continuously (for example, as a function of temperature), (II) they could not account for stretched exponential relaxation $`\mathrm{exp}([2\tau /T_2]^\beta )`$ with $`\beta <2`$, and (III) the SED depends monotonically on the diffusion rate, although it is natural to expect that when the diffusion is either very fast or extremely slow, the echo does not decay. As we shall see, our derivation allows for all these phenomena, and therefore might be applicable to some cases to which the diffusion model is not. In addition, we examine one case which was not considered by KA, namely, the local field is $`\pm \omega _0`$. For this case our derivation is exact. In echo NMR, NQR, and ESR transverse relaxation measurements, a $`\pi /2`$ pulse is applied to a system of spins polarized along the $`z`$ direction. As a result, a net polarization along the $`x`$ direction ($`M_x`$) is obtained. In RF-$`\mu `$SR the muons enter the sample with their spin already polarized along the $`x`$ direction. After the pulse (or muon arrival), the spins evolve with time, each one in its local field $`B_z`$, until time $`\tau `$ when a $`\pi `$ pulse is applied, sending the $`x`$ component of each spin $`S_x`$ to $`S_x`$ (and $`S_z`$ to $`S_z`$). The spins then continue to evolve, and if $`B_z`$ is static, an echo is formed at time $`2\tau `$. If, however, the local field is dynamic, the phase acquired by the spin before the $`\pi `$ pulse is not necessarily equal to the phase lost after it, and the echo size diminishes as a function of $`\tau `$. This situation can be quantified by $$M_x(2\tau )=M_x(0)\mathrm{cos}\left[_0^\tau \omega (t)𝑑t_\tau ^{2\tau }\omega (t)𝑑t\right],$$ (1) where $`\omega (t)=\gamma B_z(t)`$, $`\gamma `$ is the spin’s gyromagnetic ratio, and $``$ is an average over all possible frequency trajectories. First we would like to evaluate Eq. 1 to lowest order in $`\tau `$. Assuming that the argument of the cosine is small, we can expand it to second order, and then evaluate terms such as $`_0^\tau _0^\tau 𝑑t^{}𝑑t^{\prime \prime }\omega (t^{})\omega (t^{\prime \prime })`$ and $`_0^\tau _\tau ^{2\tau }𝑑t^{}𝑑t^{\prime \prime }\omega (t^{})\omega (t^{\prime \prime })`$. Assuming a correlation function of the form $$\omega (t^{})\omega (t^{\prime \prime })=\omega ^2\mathrm{exp}\left(\nu \left\|t^{\prime \prime }t^{}\right\|\right)=\omega ^2\left(1\nu \left\|t^{\prime \prime }t^{}\right\|+\mathrm{}\right),$$ (2) where $`\omega ^2`$ is the second moment of the instantaneous field distribution, we find $$M_x(2\tau )=M_x(0)\left(1\frac{2}{3}\omega ^2\nu \tau ^3+\mathrm{}\right).$$ (3) Equation 3 is well known and will serve as a test of our derivation. Next we shall evaluate Eq. 1 to all orders in $`\tau `$ by making some assumptions concerning $`\omega (t)`$. We quantify the dynamical fluctuation using “indirect echo” and the strong collision model. Indirect echo is equivalent to the situation described by Eq. 1 but instead of $`S_xS_x`$ at the $`\pi `$ pulse, the frequency is reversed ($`\omega \omega `$); in Fig. 1a we demonstrate indirect echo by showing that a reversal of $`\omega `$ at $`\tau `$ leads to $`S_x(2\tau )=S_x(0)1`$. The strong collision model accounts for $`\omega (t)`$ by allowing frequency changes only at specific times $`t_1,t_2\mathrm{}t_n`$. The probability density of finding the frequency $`\omega `$ at any time interval is taken to be the line shape $`\rho (\omega )`$. A demonstration of this situation for a particular spin is presented in Fig. 1b. Here the spin has experienced two frequency changes at times $`t_1`$ and $`t_2`$ before the $`\pi `$ pulse and one change after the $`\pi `$ pulse at $`t_3`$. As a result $`S_x(2\tau )S_x(0)`$ and on average the echo size will decrease as a function of $`\tau `$. This type of dynamical process results in a correlation function in the form of Eq. 2. By comparison, in KA’s model the frequency after each change depends on the frequency before the change. We shall now treat the case of an ensemble of spins and average over all possible field changes, the times at which they take place, and all possible fields in each time interval. If there are $`n`$ hops at times $`t_{1,}\mathrm{},t_n`$ before the $`\pi `$ pulse and $`m`$ hops at times $`t_{n+1},\mathrm{},t_{m+n}`$ between the $`\pi `$ and the observation time $`t=2\tau `$, the phase acquired by the spin ($`\theta _{n,m}`$) is $`\theta _{n,m}`$ $`=`$ $`\omega _{n+m+1}(tt_{n+m})+{\displaystyle \underset{j=2}{\overset{m}{}}}\omega _{j+n}(t_{n+j}t_{n+j1})`$ (4) $``$ $`\omega _{n+1}(t_{n+1}\tau )+\omega _{n+1}(\tau t_n)+{\displaystyle \underset{i=1}{\overset{n}{}}}\omega _i(t_it_{i1}).`$ (5) The polarization along the $`x`$ axis is therefore $`M_x(\omega _1,\mathrm{},\omega _{n+m+1};t,\tau ;t_1,\mathrm{},t_{n+m})\mathrm{}\mathrm{exp}(i\theta _{n,m}),`$ where $`\mathrm{}`$ stands for the real part; we shall omit it from now on. We first average over all possible frequencies $`\omega _i`$ in the time segment $`[t_{i1},t_i]`$ and define $`M_x(t,\tau ;t_1,\mathrm{},t_{n+m}){\displaystyle \rho (\omega _1)𝑑\omega _1\mathrm{}\rho (\omega _{n+m+1})𝑑\omega _{n+m+1}M_x(\omega _1,\mathrm{},\omega _{n+m+1};t,\tau ;t_1,\mathrm{},t_{n+m+1})}.`$ This results in $`M_x(t,\tau ;t_1,\mathrm{},t_{n+m})=g(tt_{n+m})\left[{\displaystyle \underset{j=2}{\overset{m}{}}}g(t_{j+n}t_{j+n1})\right]g(2\tau t_{n+1}t_{n1})\left[{\displaystyle \underset{i=1}{\overset{n}{}}}g(t_it_{i1})\right]`$ where $`g(t)`$, also known as the free induction decay (FID) function, is given by $`g(t)={\displaystyle _{\mathrm{}}^{\mathrm{}}}\rho (\omega )\mathrm{exp}(i\omega t)𝑑\omega .`$ The probability density of finding exactly $`n+m`$ hops at times $`t_1,\mathrm{},t_{n+m}`$ is $`\mathrm{exp}\left[\nu (tt_{n+m})\right]{\displaystyle \underset{i=1}{\overset{n+m}{}}}\mathrm{exp}\left[\nu (t_it_{i1})\right]\nu dt_i=\nu ^{n+m}\mathrm{exp}(\nu t){\displaystyle \underset{i=1}{\overset{n+m}{}}}dt_i,`$ where $`\nu `$ is the field selection rate. Thus, the averaged spin polarization at time $`t`$ is given by $$M_x(t)=\underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\nu ^{n+m}\mathrm{exp}(\nu t)I_{n,m}(t,\tau ),$$ (6) where $$I_{n,m}(t,\tau )=_\tau ^t𝑑t_{n+m}\mathrm{}_\tau ^{t_{n+2}}𝑑t_{n+1}_0^\tau 𝑑t_n\mathrm{}_0^{t_2}𝑑t_1M_x(t,\tau ;t_1,\mathrm{},t_{n+m}).$$ (7) The integration limits guarantee that $`t_{i+1}>t_i`$. We can simplify Eq. 7 by turning the time at which the $`\pi `$ pulse is applied $`(\tau )`$ into a running variable $`(t^{})`$ whose value is fixed with a $`\delta `$ function. The $`\delta `$ function should force the sum of time segments from zero until $`\tau `$ to be equal to the sum of time segments from the $`\tau `$ until $`2\tau `$, namely, $`\delta (t^{}\tau )=2\delta \left((t^{}t_n)+{\displaystyle \underset{i=1}{\overset{n}{}}}(t_it_{i1}){\displaystyle \underset{j=2}{\overset{m+1}{}}}(t_{n+j}t_{n+j1})(t_{n+1}t^{})\right)`$ where $`t_{n+m+1}`$ stands for $`2\tau `$. As a result $$I_{n,m}(2\tau ,\tau )=_0^{2\tau }𝑑t_{n+m}\mathrm{}_0^{t_{n+2}}𝑑t_{n+1}_0^{t_{n+1}}𝑑t^{}_0^t^{}𝑑t_n\mathrm{}_0^{t_2}𝑑t_1M_x(2\tau ,t^{};t_1\mathrm{}t_{n+m})\delta (t^{}\tau ),$$ (8) and the integrand in Eq. 8 is a function of time differences only. We now introduce the integral representation of the $`\delta `$ function $$\delta (x)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\mathrm{exp}(i\mathrm{\Omega }x)𝑑\mathrm{\Omega },$$ (9) and the Laplace transform of $`M_x`$: $$\overline{M}_x(s)=2_0^{\mathrm{}}M_x(2\tau )\mathrm{exp}(2s\tau )𝑑\tau .$$ (10) By inserting Eq. 9 into Eq. 8, Eq. 8 into Eq. 6 and substituting this in Eq. 10 we find that all the integrals decouple and $$\overline{M}_x(s)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\mathrm{\Omega }f_2(z_{},z_+)\underset{n=0}{\overset{\mathrm{}}{}}\underset{m=0}{\overset{\mathrm{}}{}}\left(\nu f_1(z_{})\right)^n\left(\nu f_1(z_+)\right)^m$$ (11) where $$z_\pm =s+\nu \pm i\mathrm{\Omega }/2,$$ (12) $$f_1(z_\pm )=_0^{\mathrm{}}𝑑u\mathrm{exp}\left(z_\pm u\right)g(u),$$ (13) and $$f_2(z_{},z_+)=\frac{f_1(z_{})+f_1(z_+)}{z_{}+z_+}.$$ (14) Finally, $`\left\|\nu f(z)\right\|<1`$, and performing the sum in Eq. 11 gives $$\overline{M}_x(s)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\mathrm{\Omega }\frac{f_2(z_{},z_+)}{\left[1\nu f_1(z_{})\right]\left[1\nu f_1(z_+)\right]}$$ (15) from which we obtain the time dependent nuclear magnetization by $$M_x(2\tau )=^1\left(\overline{M}_x(s)\right)_{t=2\tau },$$ (16) where $`^1`$ is the inverse Laplace transform operator. Using Eqs. 12 to 16 one can obtain the echo decay knowing only the line shape or the FID function. Now let us examine three simple cases: Ising field \- this case materializes when the observed spin is coupled only to one unobserved spin $`1/2`$ which fluctuates stochastically, leading to either field up or down at the observed site. In this case the field distribution is given by $`\rho (\omega )={\displaystyle \frac{1}{2}}\delta (\omega \omega _0)+{\displaystyle \frac{1}{2}}\delta (\omega +\omega _0),`$ and its second moment is $`\omega ^2=\omega _0^2`$. Here we have to be careful about the definition of $`\nu `$ since the field selection rate $`\nu `$, which appears in Eq. 2, is twice the rate $`\nu _\pm `$ at which there are actual field changes. It is $`\nu _\pm `$ that counts in our derivation, and we find $$M_x^\text{I}(2\tau )=\frac{\mathrm{exp}(2\nu _\pm \tau )}{f_\text{I}^2}\left(\omega _0^2+\nu _\pm f_\text{I}\mathrm{sin}(2f_\text{I}\tau )\nu _\pm ^2\mathrm{cos}(2f_\text{I}\tau )\right),$$ (17) where $`f_\text{I}^2\omega _0^2\nu _\pm ^2`$, and the superscript I stands for Ising. For $`f^2<0`$ the result is the same except that $`f_\text{I}i\left\|f_\text{I}\right\|`$. The expansion of Eq. 17 to lowest order in $`\tau `$ agrees with Eq. 3. In Fig. 2a we present $`\overline{M}_x^\text{I}`$ on a semi-log scale as a function of $`2\omega _0\tau `$ for various values of $`\nu /\omega _0`$. It is clear from this figure that when either $`\nu /\omega _01`$ or $`\nu /\omega _01`$ the echo decay rate is weak compared to $`\nu /\omega _01`$. To quantify this phenomena we define $`T_2`$ as the time at which the echo size decreases to $`1/e`$. In the Ising case we find that $`T_2`$ reaches its minimal value of $`3.146/\omega _0`$ when $`\nu /\omega _0=0.69`$ . In the inset of Fig. 3 we depict $`\overline{M}_x^\text{I}`$ vs. $`(2\omega _0\tau )^2`$ for $`\nu /\omega _0=0.69`$. This presentation emphasizes a surprising fact that when $`\nu /\omega _01`$ the waveform looks Gaussian over 2 orders of magnitude in echo size, even though at early time it is exponential in $`\tau ^3`$. When fitting this Gaussian to $`M_x^\text{I}(2\tau )=\mathrm{exp}((2\omega _0\tau /T_{2G})^2/2)`$ we find $`T_{2G}=2.17`$. A distribution with a second moment \- It is useful to examine a continuous distribution with a finite second moment so as to compare with Eq. 3. One such distribution is: $$\rho (\omega )=\frac{2\sigma ^3}{\pi \left(\sigma ^4+4\omega ^4\right)}.$$ (18) and its second moment is given by $`\omega ^2=\sigma ^2/2.`$ This leads to $`M_x(2\tau )`$ $`=`$ $`{\displaystyle \frac{\sigma ^2e^{2\nu \tau }}{\left(\sigma \nu \right)\left(\sigma 2\nu \right)}}{\displaystyle \frac{\nu \sigma ^2e^{\left(\sigma +\nu \right)\tau }}{2(\sigma \nu )f_\sigma ^2}}`$ (20) $`{\displaystyle \frac{\nu \left(\sigma ^23\nu \sigma 2\nu ^2\right)e^{\left(\sigma +\nu \right)\tau }}{\mathrm{\hspace{0.17em}4}\left(\sigma 2\nu \right)f_\sigma ^2}}\mathrm{cos}(2f_\sigma \tau ){\displaystyle \frac{\nu \left(\sigma +2\nu \right)e^{\left(\sigma +\nu \right)\tau }}{2f_\sigma \left(\sigma 2\nu \right)}}\mathrm{sin}(2f_\sigma \tau ),`$ where $`f_\sigma ^2(\sigma ^22\sigma \nu \nu ^2)/4`$. Again, for $`f_\sigma ^2<0`$ the result is the same, except that $`f_\sigma i\left\|f_\sigma \right\|`$. An expansion of Eq. 20 around $`\tau =0`$ agrees with Eq. 3, thus demonstrating the validity of our derivation once again. In Fig. 2b we depict Eq. 20 for various values of $`\nu /\sigma `$. It is clear that the echo decay is strongest for $`\nu =0.88\sigma \sqrt{\omega ^2\text{.}}`$ In fact, at this value of $`\nu `$, $`T_2`$ is minimal and equals $`5.75/\sigma `$. Lorentzian distribution \- in this case the equilibrium distribution is taken to be $$\rho (\omega )=\frac{\lambda }{\pi (\lambda ^2+\omega ^2)},$$ (21) and we find $$M_x^\text{L}(2\tau )=\frac{\lambda \mathrm{exp}(2\nu \tau )\nu \mathrm{exp}(2\lambda \tau )}{\lambda \nu },$$ (22) where L stands for Lorentzian. This expression has interesting properties. An expansion of Eq. 22 around $`\tau =0`$ gives $`M_x^\text{L}(2\tau )=1{\displaystyle \frac{1}{2}}\lambda \nu (2\tau )^2+O(\tau ^3)`$ which means that at early enough times the relaxation shape is Gaussian. One should note that this expansion does not contradict Eq. 3 since a Lorentzian does not have a second moment. However, for $`\lambda \nu `$ the relaxation is exponential for $`\lambda \tau 1`$ with the relaxation rate $`\nu `$. Similarly, when $`\lambda \nu `$ the relaxation is exponential for $`\nu \tau 1`$ with the relaxation rate $`\lambda `$. This suggests that experimental data which stem from Eq. 22 can be well fitted to a stretched exponential $$M_x(2\tau )=\mathrm{exp}\left(\left[\frac{2\tau }{T_2}\right]^\beta \right)$$ (23) with $`1<\beta <2`$. In Fig. 2c we depict three data sets of $`M_x^\text{L}(2\tau )`$ obtained from Eq. 22 for various values of $`\nu /\lambda `$. Unlike in the previous cases, the Lorentzian case shows a continuous increase in relaxation rate with increasing $`\nu `$. In this figure we also demonstrate the best fit of the data sets to Eq. 23. The fits are quite good over more than an order of magnitude in echo size, and when experimental data are fitted, Eq. 22 can easily be confused with Eq. 23. In Fig. 3 we show the parameters $`\beta `$, and $`1/(\lambda T_2)`$ as a function of $`\nu /\lambda `$. While $`T_2`$ decreases monotonically with increasing fluctuation rate, the power $`\beta `$ goes through a maximum at $`\nu /\lambda =1`$. However, it should be mentioned that the value of $`\beta `$ depends on the range which is used for the fit. It is interesting to compare our Lorentzian result with that of KA. In the KA model the field dynamics at the site of the observed nuclei is generated by flipping some other unobserved individual spins. Therefore, in their model, it is more likely to undergo small field changes than large ones. The situation KA tried to describe could still be approximated by the strong collision model if $`\nu \lambda `$ since then many unobserved spins are flipped before the observed nuclei evolve considerably with time. This suggests that in reality, for $`\nu \lambda `$, we should expect $`\beta =1`$, as found here, and for $`\nu \lambda `$ we should expect $`\beta =2`$ as found by KA. Between these two limits $`\beta `$ should change continuously. We thus provide a recipe for obtaining the time dependence of the echo size for a given field distribution. We examined three particular cases and found a natural explanation for experimental and conceptual features, such as stretched exponential relaxation and $`T_2`$ minima, which have not been explained quantitatively before.
no-problem/9903/hep-ph9903248.html	ar5iv	text	# Acknowledgments ## Acknowledgments We congratulate Marek Jeżabek for organizing an excellent conference. We thank Maria Krawczyk for several useful discussions. This research was partially supported by the Polish State Committee for Scientific Research grants 2 P03B 184 10, 2 P03B 89 13 and by the EU Fourth Framework Programme ”Training and Mobility of Researchers”, Network ’Quantum Chromodynamics and the Deep Structure of Elementary Particles’, contract FMRX - CT98 - 0194.
no-problem/9903/hep-ex9903007.html	ar5iv	text	# Measurement of the branching ratio of 𝜋⁰→𝑒⁺⁢𝑒⁻ using 𝐾_𝐿→3⁢𝜋⁰ decays in flight ## Abstract The branching ratio of the rare decay $`\pi ^0e^+e^{}`$ has been measured in E799-II, a rare kaon decay experiment using the KTeV detector at Fermilab. We observed 275 candidate $`\pi ^0e^+e^{}`$ events, with an expected background of $`21.4\pm 6.2`$ events which includes the contribution from Dalitz decays. We measured $`\mathrm{BR}\left(\pi ^0e^+e^{},(m_{e^+e^{}}/m_{\pi ^0})^2>0.95\right)=(6.09\pm 0.40\pm 0.24)\times 10^8,`$ where the first error is statistical and the second systematic. This result is the first significant observation of the excess rate for this decay above the unitarity lower bound. PACS numbers: 13.20.Cz, 13.40.Gp, 13.40.Hq The decay $`\pi ^0e^+e^{}`$ has received much experimental and theoretical attention since its branching ratio was first calculated by Drell in 1959 . Within the Standard Model, this decay proceeds predominantly through a two-photon intermediate state, at a rate less than $`10^7`$ that of $`\pi ^0\gamma \gamma `$. Relative to $`\pi ^0\gamma \gamma `$, $`\pi ^0e^+e^{}`$ is suppressed by a helicity factor $`(2m_e/m_{\pi ^0})^2`$ as well as by two orders of $`\alpha _{\mathrm{EM}}`$. The contribution to the decay from on-shell internal photons has been calculated exactly in QED , and forms the “unitarity bound,” a lower limit on the branching ratio which is $`\mathrm{BR}(\pi ^0e^+e^{})4.69\times 10^8`$, ignoring final-state radiative effects. The contribution from off-shell photons depends on the $`\pi ^0\gamma ^{}\gamma ^{}`$ form factor, and is model-dependent. Recent vector meson dominance and chiral perturbation theory calculations predict this contribution to be somewhat smaller than that from on-shell photons, giving a total branching ratio of $`(69)\times 10^8`$, ignoring radiative corrections. Earlier experiments have produced conflicting measurements of the branching ratio for this mode. The earliest measurements of $`\pi ^0e^+e^{}`$ were performed by a Geneva-Saclay group in 1978 using $`\pi ^0`$’s produced by the decay $`K^+\pi ^+\pi ^0`$ in flight, and by a LAMPF group in 1983 using the charge-exchange process $`\pi ^{}p\pi ^0n`$ from a 300 MeV/$`c`$ pion beam. Both experiments favored a branching ratio of $`2\times 10^7`$, which would be hard to accomodate within the Standard Model. A 1989 search by the SINDRUM collaboration , using stopped $`\pi ^{}p\pi ^0n`$, produced a 90% confidence level upper limit of $`1.3\times 10^7`$, excluding the central values of both previous measurements. In 1993, BNL E851 and FNAL E799-I observed the decay at the $`(510)\times 10^8`$ level, near the Standard Model expectation. The BNL measurement used $`K^+\pi ^+\pi ^0`$ decays, while the FNAL experiment used $`K_L3\pi ^0`$ decays. In this Letter we present a new, precision measurement of $`\mathrm{BR}(\pi ^0e^+e^{})`$ from E799-II, a rare $`K_L`$ decay experiment which took data in 1997 at Fermilab. The $`\pi ^0`$’s were produced using $`K_L3\pi ^0`$ decays in flight, where the other two $`\pi ^0`$’s in the event decayed to $`\gamma \gamma `$. The $`\pi ^0e^+e^{}`$ events were normalized to Dalitz decays ($`\pi ^0e^+e^{}\gamma `$) with $`m_{e^+e^{}}>65`$ MeV/$`c^2`$, which were collected and analyzed simultaneously. High-$`m_{e^+e^{}}`$ events were used in order to keep the charged track kinematic variables as similar as possible for the signal and normalization modes, and thus cancel many detector-related systematic errors. This technique, which was adapted from E799-I, has significant advantages over those used in other measurements. The $`\pi ^0`$’s were produced and decayed in vacuum, eliminating backgrounds and resolution smearing from decay products scattering or converting in charge-exchange targets. The continuum process $`K_L\pi ^0\pi ^0e^+e^{}`$ has never been observed and does not pose a significant background. By contrast, the analogous processes in $`K^+`$ experiments ($`K^+\pi ^+e^+e^{}`$) and charge-exchange experiments ($`\pi ^{}pe^+e^{}X`$) both produce large backgrounds to $`\pi ^0e^+e^{}`$. Reconstruction of the full kaon decay provides redundant kinematic constraints, eliminating all non-$`K_L3\pi ^0`$ backgrounds. The elements of the E799-II spectrometer (Fig. 1) relevant to this measurement are described below. Two nearly-parallel neutral kaon beams were produced by 800 GeV protons striking a 30 cm BeO target at a targeting angle of 4.8 mrad. Two neutral beams, each one up to 0.35 $`\mu `$sr, were defined by collimators. A Pb absorber converted photons in the beam, and charged particles were removed by a series of sweeping magnets. A 65 m evacuated decay region ended at a Mylar-Kevlar vacuum window 159 m from the target. The beams in the decay region were composed mostly of neutrons and $`K_L`$, with small numbers of $`K_S`$, $`\mathrm{\Lambda }^0`$, $`\overline{\mathrm{\Lambda }}^0`$, $`\mathrm{\Xi }^0`$, $`\overline{\mathrm{\Xi }}^0`$. These short-lived particles tended to decay upstream. The $`K_L`$ momentum ranged from $`20`$ to $`200`$ GeV/$`c`$. Charged particles were tracked using four drift chambers with two orthogonal views; a dipole magnet downstream of the second chamber provided a transverse momentum kick of 205 MeV/$`c`$. Helium bags were placed between the chambers to reduce multiple scattering and photon conversions. Photon energy measurement and electron identification were performed using a 3100-block pure CsI electromagnetic calorimeter. The photon energy resolution was $`1`$%, averaged over the energy range typical of $`\pi ^0e^+e^{}`$ events (2$``$60 GeV). Immediately upstream of the CsI, two overlapping banks of scintillation counters (the “trigger hodoscopes”) provided fast signals for triggering on charged particles. Downstream of the calorimeter, a 10 cm lead wall followed by a scintillator plane formed a hadron veto which rejected at trigger level events with charged pions in the final state. An eleven-plane photon veto system, consisting of lead-scintillator counters throughout the decay region and spectrometer, detected particles which left the fiducial volume. The trigger required at least 24 GeV of in-time energy in the CsI, and hits in the drift chambers and trigger hodoscopes consistent with at least two tracks. Events were rejected when more than 0.5 GeV was deposited in any photon veto counter, or more than the equivalent of 2.5 minimum ionizing particles were detected in the hadron veto. A hardware processor required at least four energy clusters in the CsI, where a “cluster” was a set of contiguous blocks with at least 1 GeV deposited in each block. Offline, events with exactly two reconstructed tracks were selected and the tracks were required to form a common vertex inside the decay region. They also had to be electron candidates, defined as tracks which pointed to a CsI cluster whose energy $`E`$ was within $`\pm `$8% of the track momentum $`p`$. The reconstructed kaon energy was required to be at least 40 GeV, and each cluster in the CsI at least 1.5 GeV. These cuts reduced the dependence of the result on CsI trigger thresholds. Clusters without tracks pointing to them were assumed to be photons. $`\pi ^0e^+e^{}`$ candidates were required to have four photons; $`\pi ^0e^+e^{}\gamma `$ candidates were required to have five. Photons were reconstructed assuming that each pair of photons came from a $`\pi ^0\gamma \gamma `$ decay. We calculated the distance $`Z_{12}(r_{12}/m_{\pi ^0})\sqrt{E_1E_2}`$ of the decay from the CsI, where $`E_i`$ is the energy of photon $`i`$ and $`r_{ij}`$ is the transverse separation of photons $`i`$ and $`j`$ at the CsI. For $`\pi ^0e^+e^{}`$ candidates, there were three possible pairings of the photons into two $`\pi ^0`$’s. The pairing was chosen which minimized the $`\chi ^2`$ for the hypothesis that the two $`\pi ^0`$ decays occurred at the same position. For $`\pi ^0e^+e^{}\gamma `$ candidates, there were fifteen pairings; the best was selected and the unpaired photon was assumed to have come from the $`\pi ^0e^+e^{}\gamma `$ decay. The photon four-momenta were calculated assuming the photons originated at the weighted average of the $`Z`$ positions of the two $`\pi ^0`$’s and the transverse position of the reconstructed two-electron vertex. This reconstruction method allowed kinematic quantities to be calculated in nearly the same way for the signal and normalization modes, thereby canceling certain systematic errors. The basic reconstruction cuts described below were applied, and the samples obtained were used to study acceptance and backgrounds. The total invariant mass $`m_{\pi ^0\pi ^0e^+e^{}}`$ was required to be within 50 MeV/$`c^2`$ of the $`K_L`$ mass. The total momentum transverse to the kaon direction was required to be less than 30 MeV/$`c`$. For the normalization sample, the Dalitz decay mass $`m_{e^+e^{}\gamma }`$ was required to be within 30 MeV/$`c^2`$ of the $`\pi ^0`$ mass, and the reconstructed electron pair mass $`m_{e^+e^{}}>70`$ MeV/$`c^2`$ in order to avoid systematic errors from mass resolution smearing near the 65 MeV/$`c^2`$ cutoff. A detailed Monte Carlo (MC) simulation was used to estimate acceptance for the signal and normalization modes, as well as the level of backgrounds in the samples. Both the signal and normalization MC were implemented with radiative corrections.The $`\pi ^0e^+e^{}`$ MC used the $`𝒪(\alpha _{\mathrm{EM}})`$ radiation model of Bergström , and the $`\pi ^0e^+e^{}\gamma `$ MC used an $`𝒪(\alpha _{\mathrm{EM}}^2)`$ calculation based on the work of Mikaelian and Smith . At this stage, the sample in the $`\pi ^0e^+e^{}`$ signal region ($`0.132<m_{e^+e^{}}<0.138`$ GeV/c<sup>2</sup>) was background-dominated. Fig. 2 shows the distribution of $`m_{e^+e^{}}`$ for data and for the MC background predictions. The backgrounds, which all came from $`K_L3\pi ^0`$ decays, were as follows. Very high-$`m_{e^+e^{}}`$ Dalitz decays ($`\pi ^0e^+e^{}\gamma `$) could be misreconstructed as $`\pi ^0e^+e^{}`$ if the photon was not detected and $`m_{e^+e^{}}`$ was reconstructed slightly high (by 1-10 MeV). Another type of background came from decays with four electrons in the final state. When one electron of each sign was soft, the spectrometer magnet could sweep them out of the fiducial volume, leaving only two reconstructible tracks. The four electrons could come from $`K_L3\pi ^0`$ with multiple $`\pi ^0e^+e^{}\gamma `$ decays, from a $`\pi ^0e^+e^{}e^+e^{}`$ decay, or from photon conversions in the $`(3.55\pm 0.17)\times 10^3`$ radiation length vacuum window assembly . The four-electron backgrounds fell into two categories. 1) “Correctly paired” four-track backgrounds, where all four electrons came from the same $`\pi ^0`$: these included i) $`\pi ^0e^+e^{}e^+e^{}`$ decays, ii) $`\pi ^0e^+e^{}\gamma `$ where the photon from the Dalitz decay converted, iii) $`3\pi ^06\gamma `$ where two photons from the same $`\pi ^0`$ converted. In correctly paired four-track events, the reconstructed $`m_{e^+e^{}}`$ was generally below $`m_{\pi ^0}`$, and $`m_{\pi ^0\pi ^0e^+e^{}}`$ was slightly below $`m_{K_L}`$. 2) “Mispaired” four-track backgrounds, where the four electrons came from different $`\pi ^0`$’s: These included i) events where two $`\pi ^0`$’s decayed to $`e^+e^{}\gamma `$, ii) $`\pi ^0e^+e^{}\gamma `$ events where a photon from a different $`\pi ^0`$ converted, iii) $`3\pi ^06\gamma `$ events where two photons from different $`\pi ^0`$ decays converted. In these cases, because the two observed electrons did not come from the same $`\pi ^0`$, the $`m_{e^+e^{}}`$ distribution was nearly flat. Because the four photons were not from two $`\pi ^0\gamma \gamma `$ decays, the $`Z`$ position and the photon four-momenta were misreconstructed, giving a flat $`m_{\pi ^0\pi ^0e^+e^{}}`$ distribution as well. Requiring the pairing $`\chi ^2`$ to be below 4.5 removed 88% of the mispaired four-track background at the cost of 10% of the signal. Tightening the total mass cut to $`\|m_{\pi ^0\pi ^0e^+e^{}}m_{K_L}\|<10`$ MeV/$`c^2`$ removed a further 80% of the mispaired four-track background with negligible signal loss. The correctly paired four-track background could not be reduced significantly with pairing or kinematic cuts. About 99% of these events, as well as 98% of the remaining mispaired four-track background and 8% of signal, were removed by cutting events with evidence of extra in-time tracks in the second drift chamber. The last three cuts were applied to both the signal and normalization samples. After all cuts, the total background was dominated by high-mass Dalitz decays (18.1 $`\pm `$ 4.7 events). Smaller backgrounds came from correctly paired (2.8 $`\pm `$ 1.1 events) and mispaired (0.5 $`\pm `$ 0.5 events) four-track modes. The errors on the four-track backgrounds are from MC statistics; the error on the Dalitz background reflects MC statistics and a 20% systematic uncertainty in the MC prediction of the misreconstructed $`m_{e^+e^{}}`$ tail. An (18 $`\pm `$ 5)% discrepancy was seen between the data and the MC prediction in the level of the low-$`m_{e^+e^{}}`$ Dalitz background between $`0.110<m_{e^+e^{}}<0.125`$ GeV/$`c^2`$ (Fig. 3). Perfect agreement in this region was not expected, as these events typically had an extra low-energy photon near the cluster energy threshold. Although the Dalitz decays which entered the signal sample had a much lower-energy photon and were therefore less sensitive to the modeling of the threshold in the MC, we have treated this discrepancy conservatively as an additional systematic error on the background. The final background estimate was therefore 21.4 $`\pm `$ 6.2 events. Radiative corrections to $`\pi ^0e^+e^{}`$ had a significant effect on the acceptance. Internal bremsstrahlung can produce a $`e^+e^{}\gamma `$ final state with $`m_{e^+e^{}}<m_{\pi ^0}`$, indistinguishable from the tree-level Dalitz decay. Following the convention of Ref. , we imposed a cutoff $`(m_{e^+e^{}}/m_{\pi ^0})^2>0.95`$. We thus quote the branching ratio for this range only, after subtracting the small contribution from the Dalitz diagram. In this kinematic region, interference between the two processes is negligible . The normalization data set contained 650 264 events, with negligible backgrounds. The acceptance for Dalitz decays with $`m_{e^+e^{}}>65`$ MeV/$`c^2`$ was 1.03%, for kaons which decayed between 90 and 160 m from the target and had momentum between 20 and 200 GeV. The acceptance for the signal mode was 2.52%. In the data, 275 $`\pi ^0e^+e^{}`$ candidate events were observed (Fig. 3). Subtracting the estimated background yielded the total sample size of 253.6 $`\pm `$ 16.6 events (the error is statistical only). The largest source of systematic error was the 2.7% uncertainty in the $`\pi ^0e^+e^{}\gamma `$ branching ratio $`(1.198\pm 0.032)\times 10^2`$ . In addition, the $`m_{e^+e^{}}`$ cutoff in the normalization Dalitz decays introduced a dependence of the acceptance on the Dalitz decay form factor. The MC used the form factor slope of 0.033$`\pm `$0.003 measured by the CELLO collaboration , which gives the result that the $`m_{e^+e^{}}>65`$ MeV/$`c^2`$ region contains 3.19% of all Dalitz decays. The CELLO measurement used the reaction $`e^+e^{}\pi ^0e^+e^{}`$ in a region of spacelike momentum transfer, extrapolating the slope to the kinematic region of the Dalitz decay assuming vector meson dominance. The most recent direct measurement from the Dalitz decay is consistent but less precise . Using the CELLO form factor, the observed $`m_{e^+e^{}}`$ distribution (Fig. 4) was consistent with the MC. The statistical precision of our fit was 0.007, which we have taken to be the uncertainty in the form factor; this translates into a 0.5% systematic error on our measurement of $`\pi ^0e^+e^{}`$. The Dalitz decay branching ratio and the background uncertainty dominated the systematic error. Smaller acceptance uncertainties included a 1.0% uncertainty in the efficiency of the pairing $`\chi ^2`$ cut and a 1.2% systematic error assigned to the efficiency of the $`m_{e^+e^{}\gamma }`$ cut in the normalization sample. These errors were determined from resolution studies using fully-reconstructed Dalitz decays. Adding all the systematic errors in quadrature, we obtained a total systematic error of 4.0%. Our result for the branching ratio is $`\mathrm{BR}\left(\pi ^0e^+e^{},(m_{e^+e^{}}/m_{\pi ^0})^2>0.95\right)=(6.09\pm 0.40\pm 0.24)\times 10^8,`$ where the first error is statistical and the second systematic. For comparison with the unitarity bound and with theoretical models which neglect final-state radiation, we can invert the radiative corrections and extrapolate our result to the “lowest-order” rate (what the branching ratio would be in the absence of final-state radiation). This yields $`\frac{\mathrm{\Gamma }_{e^+e^{}}^{\mathrm{lowest}\mathrm{order}}}{\mathrm{\Gamma }_{\mathrm{all}}}=\left(7.04\pm 0.46(\mathrm{stat})\pm 0.28(\mathrm{syst})\right)\times 10^8`$, which is over four standard deviations above the unitarity bound. This result, which is in agreement with recent Standard Model predictions, represents the first statistically signficant observation of an excess above unitarity. E799-II expects to accumulate 2 to 4 times more data in a 1999 run, which will allow a further refinement of this measurement. This result should provide constraints for predictions of related decay modes such as $`\eta \mu ^+\mu ^{}`$ and $`K_L\mu ^+\mu ^{}`$ , and we hope that future experiments will be able to test these predictions. This work was supported by U.S. D.O.E., N.S.F., and the Japan Ministry of Education and Science.
no-problem/9903/chao-dyn9903010.html	ar5iv	text	# Past events never come back ## I Introduction Time and space are fundamental concepts, which continue to resist all acceptable definitions. No discourse, by philosophers or scientists throughout the ages, has been able to force either notion into the strict intellectual construction required by human thinking. Both concepts lack the absolute frame of reference which is experienced in daily life and on which Newton built his classical mechanics of motion using time and space as the variables. Scientific interpretation imposes restrictions, but the picture inherited from mechanics, where the variables are interconnected by suitable differential equations, remains an unsatisfactory theoretical construction. Newtonian mechanics has been revisited by Einstein with his theory of relativity, which gives the universe a curved non–Euclidean geometry. While this elegantly disposes of the absence of an absolute frame of reference for space, time remains a problem. Observers moving with respect to one another appear to live each with his or her own time scale. Minkowski unravelled the paradox by assigning properties that are mathematically connected and similar to that of space to the concept time. While cosmologists continue to dispute mathematical models for the universe, it is clearly felt in daily life that time and space behave very differently indeed. Space concerns distances between objects while time is the field in which duration of events is measured. In contrast to our spatial environment, time has a direction. As it is said: Time flies like an arrow. Past and future are different and can never be made to coincide. Nature is by essence irreversible. In that context, Heracleitos, the ancient philosopher of Ephese, claimed $`\mathrm{\Pi }\stackrel{´}{\alpha }\nu \tau \alpha \mathrm{`}\rho \stackrel{~}{ϵ\iota }`$ all things flow; all things pass. Space does not have this property. The present contribution concerns the problem of the irreversible evolution of phenomena at daily life level: its meaning, its mechanism and its origin. Although restricted in its philosophical ambition, the subject is extremely instructive as soon as we try to relate theoretical predictions to experimental facts. Although there has been continuous activity in this field since Boltzmann’s attempts to rationalise dynamics using Newtonian mechanics, there has been an increase of interest in recent decades, spurred by the development of the mathematical theory of chaos. In current literature, the word “chaos” has different meanings, usually not well distinguished from each other. This work aims also to clarify which is related to loss of memory of past events. In the local domain considered here, Newtonian mechanics is valid as has been proven over the years. Its possible quantum mechanical extension will be neglected in a first step. Newton’s general equation for dynamics, relating the acceleration $`a`$ of any object with mass $`m`$ to a force $`F`$ is: $$ma=F.$$ (1) According to Newtonian mechanics, the detailed evolution of space co–ordinates in the course of time (trajectory) depends on the initial conditions assumed to the motion, i.e. the spatial and velocity co–ordinates at the presumed initial instant ($`t=0`$). Without external intervention, forces are explicitly time invariant. Acceleration itself, as a second derivative of position with respect to time, is invariant under time reversal symmetry. It means that the artificial change of variable $`t`$ into $`t`$ changes neither its value nor its sign so that this mathematical operation keeps the conclusions unchanged. Hence, according to the basic equation, Newtonian mechanics is perfectly time reversible. In general, reversibility holds for any isolated system where the forces between the constituents have a zero sum. The laws of motion are indeed symmetrical with respect to inversion of the parameter time. Hence, no matter how intricate may be the particular trajectories of the system as time evolves, they preserve the memory of the initial conditions. This conclusion contradicts our general experience concerning the macroscopic property of nature: systems removed from their equilibrium state tend more or less quickly to lose the memory of their past history and spontaneously and irreversibly to reach their equilibrium state. In taking isolated conditions as the basic hypothesis, Boltzmann was confronted with this incompatibility between the irreversible character of macroscopic dynamics and the time reversibility of Newtonian mechanics. To escape this contradiction, he assumed that the system would, by some unknown mechanism, reach and maintain what he called molecular chaos between its components. This chaos is a condition where no correlation whatever exists between individual particle motions. The mechanism for removing correlation of molecular motion was left unspecified but it was conjectured that the great number of collisions or interactions between the system’s components and the complexity of the mechanics involved would be sufficient to account for it. In this, Boltzmann was violently attacked by his colleagues Zermelo and Loschmidt. Collisions, no matter how complex and numerous, are mechanical events responding perfectly to Newton’s laws of mechanics which dictate their strict symmetry properties, in particular that with respect to time reversal. Despite the early time controversies, Boltzmann’s proposal remains today the basis for most fundamental investigations concerning the irreversible character of nature and the quest for theoretical predictions of its phenomenological consequences (transport coefficients). Clearly, the debate is not closed (Prigogine et al. 1988, Lebowitz 1993) . The vast contemporary literature replaces Boltzmann’s initial molecular chaos assumption by more detailed arguments derived from mathematical developments on ergodic theory, which address the concept deterministic chaos (at microscopic level) (Sinai 1976, Eeckmann et al. 1985, Ruelle 1989). The adjective deterministic points to evolutions where each state has a unique consequence. As such, it is opposed to the words stochastic or random. Newtonian mechanics for isolated systems is strictly deterministic at microscopic level. This property suggested to Laplace the dictum “given precise knowledge of the initial conditions, it should be possible to predict the future of the universe”. Chaos is defined in the literature as the property of motion where long–term behaviour is unpredictable. It must be emphasised that, given perfect knowledge of the initial conditions, a deterministic dynamical system is perfectly predictable. In putting forward deterministic chaos, contemporary literature ascribes unpredictability to very sensitive and unstable dynamics coupled to uncertainty concerning initial conditions. Would therefore unpredictability and its consequence, irreversibility, be a logical inference of our personal lack of knowledge? This contradiction, amplified by the extreme positivistic attitude of some modern schools of mathematics, where formalism is preferred to experimental logic, generates a feeling of uneasiness in the scientific community, often hidden, but sometimes expressed formally (Dorfman et al. 1995) . Ambiguous semantics is the gateway to misunderstandings. Most controversies arise from unsettled disagreements in fundamental definitions. When focusing on time dependence, words like irreversibility, isolation, equilibrium, need further clarification. The colloquial meaning of irreversibility implies the absence of spontaneous recurrence of particular conditions that would have been valid at some past instant. It will become obvious that this definition is far too weak. Our experience of nature suggests a stronger definition, where the word refers to complete loss of correlation or memory in going from past to future. Daily experience teaches that perturbed macroscopic systems (consisting of many particles) tend to relax more or less rapidly until they reach an equilibrium state. The present article focuses on the time dependence of this evolution. For this to be discussed, an accurate definition of equilibrium is also required. It will soon become obvious that quantifying the equilibrium state of any macroscopic system is a vain exercise if the properties of the surroundings are ignored. The necessary intervention of the environment in relaxation dynamics and in the ultimate equilibrium conditions contradicts the generally accepted isolation paradigm implied by deterministic Newtonian mechanics at the microscopic (atomic or molecular) scale. In the next section, strong experimental evidence for stochastic intervention of the surroundings will be highlighted on the basis of Joule’s experiment. Section III lists a number of objections raised against the non–isolation paradigm and refutes them. In section IV we shall demonstrate that the dynamics involving stochastic exchange with the surroundings are not purely Newtonian. Thermodynamics is the appropriate tool for describing the interplay between systems removed from equilibrium and their environment. This will be generalised in section V to the particular conditions valid out of equilibrium. Section VI will examine the role of quantum mechanics. ## II Relaxation scenario Discussion of irreversible macroscopic dynamics is traditionally illustrated by the observation of the spontaneous expansion of a gas initially compressed into a fraction of what will become its final volume. The system is assumed to be at equilibrium before the experiment. At the end of the process, when the ultimate equilibrium state is reached, the gas is distributed homogeneously throughout the complete volume. It is easy to convince oneself that, starting from the latter expanded state, the system does not compress again spontaneously to its initial conditions. This is considered to be the sign of irreversibility. The scenario is a simplified representation of the Joule–Thomson classic experiment (1852) which, however, was not designed for quantitative investigation of the time dependence of the process. By considering only initial and final states, the experiment gives no more than a hint of the existence of a direction to the variable time. The purpose of Joule and Thomson was to measure heat produced and exchanged with an external reservoir during spontaneous expansion. For an ideal gas of non–interacting particles, if no mechanical work is allowed to be performed while the system reaches its final equilibrium state, the total exchange of heat with the surroundings will be zero. This fundamental phenomenological result led to the hasty conclusion that irreversible expansion from the initial state to final equilibrium does not involve the surroundings. With the definition of isolation as the condition of a system where neither heat, nor energy under any form (work), nor matter (closed system) is exchanged with the environment, and generalising the conclusion, it has been claimed that irreversible expansion and dispersion of the gas throughout the volume towards final equilibrium is a genuine property of isolated macroscopic systems. From then on, the assignment of a correct mechanism to the process and the justification of its time dependence are considered to be the sole remaining open questions. In their experiment, Joule and Thomson coupled their system to a reservoir representing the surroundings. The assumption of isolation is therefore incorrect. The presence of this supplementary device allows the exchange of random fluctuations, which may concern energy or momentum. Zero total energy transfer is obtained only by averaging on a time basis much longer than the system’s high interaction frequency with the reservoir. If, for historical reasons, it is felt that the word “isolation” should still be used in the context described above, it must be qualified by the adjective “weak”. “Strict isolation” should be reserved for objects that are left completely alone. Let us repeat the experiment under conditions that separate the overall process into its parts. To that end, we examine the effect of rupturing an air–inflated balloon inside either an acoustic reverberation hall or an anechoic chamber. The same picture is obtained by performing the experiment in a room stripped of all curtains, rags or soft tissues on the walls or in the same room, but with the walls covered with soft material. The experiment is no different from Joule’s, except that possible intermediate steps of the global dynamics are made observable as the modified fate of acoustic transients. In the two cases, excess air contained in the balloon disperses irreversibly throughout the rooms. Initial and final conditions are identical in the two cases, as are the nature and physical properties of the gas. The intermediate dynamics appears however to be very different indeed. In the acoustic reverberation hall an acoustic perturbation is created and, the better the walls’ reflecting quality, the longer it lasts, limited only by well–known sound absorption. By contrast, in the anechoic room, the perturbation vanishes promptly. The indisputable experimental fact that the global relaxation dynamics of an expanding gas towards its final equilibrium conditions can be modified by changing the kind of object (curtains versus hard walls) which represents the unavoidable reservoir with which the system interacts, indicates that the process consists of at least two distinct elementary steps. At least one of these depends strongly on the nature of the walls. The weaker the walls’ isolating character (soft material), the faster is the global relaxation. The prominent role of the environment is thereby emphasised. The experiment asserts further that, next to dispersion of the initial perturbation (air compressed in the balloon) throughout the system, full relaxation implies intervention of the walls where correlated acoustic motions must be dissipated. Complete isolation is impossible. In nearly isolated conditions, the second step controls the dynamics but, if the system is strongly coupled with its surroundings, internal redistribution of density and thermal perturbations becomes rate determining. The two steps of the global process are very different in their dynamics. Depending on the system that is considered and on the quality of the interaction with the surroundings, they may be almost concomitant. For simplicity, we shall discuss them here as if they were separated in time. As soon as the membrane separating the two parts of the initial system has been ruptured, a stream of gas is ejected from the higher–pressure compartment, creating a collective and correlated motion of the particles. The system behaves as if it were isolated. If expansion had been performed against a moving piston in adiabatic conditions (no heat exchanged with the environment), work would have been done and therefore energy would have been delivered to the outside world. If the gas were to expand in a vacuum, the same work would have been performed by the system on itself. A jet would have been is created. In the simplified experiment proposed here, where expansion occurs in a low pressure environment, a shock is produced. In both cases, the system provides energy adiabatically for this collective motion. Since the total energy is conserved during this first step (isolated Hamiltonian system, i.e. Newtonian mechanics), that stored now in the collective mode has been taken from the initial thermal supply. On reaching the wall opposite the rupture, if this is hard, rigid and strictly immobile so that collisions are perfectly elastic, the jet or the shock are reflected and the initial collective motion progressively becomes an acoustic perturbation with the same energy. The spectrum and phases of this motion (coherence) constitute the memory of the initial conditions and of the shape of the reverberating walls. Depending on the shape of the room where possible acoustic resonance might occur, initial expansion and dispersion is irreversible only in Poincaré’s sense. This means that the global trajectory does not allow concentration of the particles back into their initial volume for a reasonable period of time. The memory of the initial conditions is however still present in the collective motion, no matter how intricate (chaotic) the individual trajectories may be. The process is apparently irreversible but in fact is not so. Let us call this weak irreversibility. Relaxation of the coherent or collective component of the motion starts now. Energy accumulated first in the jet and later in the acoustic perturbation is to be reinjected into the thermal energy bath. The mechanism involves collisions of the system’s particles with boundary atoms. Thermal (random) motion of the wall atoms is by no means correlated with that of the system’s particles. The trajectories following surface collisions are therefore completely uncoupled with the incoming ones. The events cause stochastic jumps between trajectories. The loss of time correlation near the surface is transmitted to the interior of the system as soon as a particle leaving the surface collides with particles in the bulk. With ideal gases (hard spheres allowed), loss of coherence thermalises the initial collective motion and returns its energy to the thermal bath. When the collective motion is completely neutralised, the thermal energy of the system (its temperature) has regained the value which it had before expansion, in full agreement with Joule’s observation. In the same time, information about the initial conditions is completely lost. This is the sign of strong irreversibility. Permanent rapid stochastic intervention of the environment, leading to random transitions between trajectories, blurs the exact conditions of the system in terms of the actual positions and velocities of its constituent particles on a longer time scale. In contradiction with recent literature, the resulting situation is by no means to be interpreted as “deterministic chaos”, which indeed preserves strictly individual trajectories in the course of time. Instead, the mechanism generates exactly what Boltzmann looked for as “molecular chaos”. Due to the wealth of different trajectories, all randomly accessible by action of the surroundings, motion can only be discussed in terms of probability distributions of the possible trajectories. Reference to probability distributions in the context of relaxing objects is not new (Prigogine et al. 1988). However, the literature refers to uncertain knowledge of initial conditions (at $`t=0`$) and not to stochastic mechanical jumps as mentioned above. ## III Objections The dominant role of the surroundings in the time evolution of macroscopic systems is not readily accepted by the scientific community. Laplace’s comment saying “given precise knowledge of the initial conditions, it should be possible to predict the future of the universe” remains profoundly rooted in the heart of many theorists. They are not keen on abandoning determinism and, at the same time, losing tight internal control on dynamics. The objections most often cited are listed below together with counter–arguments. ### A Transport coefficients Transport coefficients are major parameters governing the dynamic properties of fluids (gases and liquids). They describe how thermodynamic forces give rise to corresponding flows. Most important are viscosity and thermal conductivity. With multi–component systems out of equilibrium, the diffusion coefficient describes how fast one component flows with respect to the other. Sometimes, flows of different properties are coupled. A typical example is the flow of matter driven by a temperature gradient. An often expressed objection to our interpretation of Joule’s experiment concerns the implication to the transport coefficients. The laws of hydrodynamics predict that sound is damped by viscosity and thermal conductivity, both properties independent of the nature and shape of the fluid’s container. Viscosity and other transport effects occurring in the bulk of a fluid are experimentally verified. It is said that their intervention in the phenomenological laws of hydrodynamics (Navier–Stokes equations) does not require the boundaries to be specified. The objection treats the transport coefficients as bulk phenomenological parameters, thereby showing confusion between the phenomena and their mechanism. Let us develop this matter by considering the property “viscosity”. This is the transport coefficient for shear momentum through the fluid (ratio between the rate of transport of shear momentum across the system and gradient of shear velocity, as forced on the system by some unspecified means). As such, it is indeed a bulk property. At the same time, the word more generally expresses viscous flow itself. This implies that what is to be transported is supplied at some places and removed elsewhere. Without the presence of suitable sources and sinks, represented by appropriate boundaries, walls, or analogous interfaces, the very concept is meaningless. In fact, the objection mentioned above is unfair. If it is correct that the differential equation of hydrodynamics do not mention explicitly the presence of boundaries, their solution impies boundary conditions to be specified. How is viscosity measured? This may be done, following Couette, by studying the fluid bounded by two parallel plates moving in opposite directions and driven by measurable forces or, following Poiseuille, by measuring the flow driven by a pressure gradient in a capillary. Determination of the value of the coefficient of viscosity is unthinkable without the presence of the boundaries (pair of plates or capillary) on which mechanical force is exerted and measured. Uncoupling viscous flow from the boundaries or walls that are necessary for it to manifest itself is therefore incorrect. It is sometimes objected that transport coefficients, like viscosity and heat conduction, depend on the collision frequency in the bulk, suggesting that they are by no means related to surface effects. With liquids, the discussion is more complex. Let us therefore consider gaseous systems at moderate pressure, where deviations from the ideal state are negligible. In such systems, the numerical values of the coefficients do depend on the average collision cross section. We must stress that the collision cross–section appears in the denominator of the relevant expressions. Considering that the average collision frequency increases with increasing collision cross section, it is clear that increasing collision frequency reduces transport efficiency, in contradiction with the objection attributing viscocity to collisional effects. ### B Mixing Mechanical description of macroscopic systems of particles requires a geometrical construction where positions and velocities (better: momenta) of all the particles may be represented and in which the relevant trajectories unfold in the course of time. This construction is called the phase space (not to be confused with configuration space, limited to the position co–ordinates). Much scientific material has been accumulated in the last two decades on so–called mixing properties of a number of model systems. Starting from simple initial configurations in phase space ($`t=0`$), mixing is the property according to which the dynamics would spread the particles progressively as uniformly as possible over the accessible domain. The Sinai billiards and the Lorentz gas are very popular research subjects in this context (Sinai 1976, Spohn 1980, Cornfeld, et al. 1982). They concern computer simulations of parallel beams of non–interacting particles assumed to be moving with fixed velocity in a space containing convex obstacles with which collisions are taken to be elastic (deterministic). Besides the conservation of energy on impact, the dynamics implies conservation of the velocity component parallel to the surface at the collision site (specular reflection). The positions (periodic or random) and the shape of the obstacles determine the reorientation of the particles’ velocity at each impact. The convex character of the obstacles results in a complex dispersion of the initial beam in all directions of the configuration space thus destroying the initial collimation. Many authors stress the importance of mixing on the evolution of representative points in phase space for the restoration and maintenance of chaos or the establishment of ergodic distributions in macroscopic systems. It should be stressed, however, that the mathematical definition of mixing involves a phase space, a measure on it, and a group of transformations implying the complete set of dynamical variables. When applied to isolated Hamiltonian systems, published demonstrations never embrace the complete set of canonical variables (positions and momenta) as required by the mathematical definitions. One of the variables of the motion, the magnitude of the velocity, is indeed invariant under the prescribed dynamics. Hence, when applied to dynamics of systems of particles, mixing eludes systematically one of the degrees of freedom in phase space, in contradiction with the fundamental theorems involved. The conclusions are therefore unacceptable. The mechanical effect of such filters on the motion of particles is pictured exactly by the effect of shining a laser (coherent) beam on diffusing objects. Diffusion spreads the light in all directions but the coherence of the motion is by no means affected (as it would be if it were changed into “thermal” light). Strict conservation of temporal coherence can be demonstrated by causing this diffused light to interfere with the incident beam or with another laser beam as in the production of holograms. Some authors (Balescu 1975, Prigogine et al 1988) insist on the mathematical mixing properties of the so–called baker transformation. It is said that, by repeatedly folding a system on itself, as a baker does with dough, initial inhomogeneities are progressively neutralised. In physics, adopting this conclusion is equivalent to cutting off arbitrarily the higher frequency domain of a spectrum because the wavelength would have become too short for the resolving power of the instrument which the observer happens to be using. This is objectively unacceptable since it submits physical reality to subjective implications. ### C Renormalisation Some theoretical trials for justifying the irreversible character of isolated macroscopic dynamics suggest a renormalisation of the system’s parameters. The arguments are developed systematically for $`N\mathrm{}`$ and $`V\mathrm{}`$ (Balescu 1975, Goldstein et al. 1975). It is claimed explicitly that this is the only precise way of removing unessential complications due to boundary effects, etc. (Lanford 1975). Infinite systems are regarded as approximations to large finite systems. Such limiting conditions are often labelled “the thermodynamic limit”, (not to be confused with the same terminology used in hydrodynamics where it characterises a system of which the physical dimensions exceed the mean free path by orders of magnitude). With Hamiltonian (Newtonian) dynamics, forces are backed by reactions equal in magnitude and opposite in direction. During collisions, the reaction to the force acting on one particle and carried along by its collision partner may be thought of as if shared by the $`N1`$ remaining particles. In systems interacting with the surroundings, the reaction is taken care of by dissipation to the boundaries. If we deliberately suppress the role of the boundaries and leave the remaining particles to handle the reaction, which would then be eliminated because its individual incidence on single particles is diluted by their great number, we incorrectly reject an infinite sum of infinitesimal contributions which add up to the value of the reaction force. ## IV The dynamical equation It is now clear that the mechanism by which past events are forgotten as time goes on is related to chaotic evolution. The first question in the debate concerned the kind of chaos implied (deterministic or stochastic). Phenomenological arguments given above, based on variation of the rate of loss of the memory of earlier events, illustrate that deterministic chaos (hypothetically fully isolated systems) cannot lead to the observed irreversible behaviour of nature. However, nothing contradicts the establishment of molecular chaos by stochastic interaction with the fluctuating environment. In this section, we evaluate quantitatively the relaxation dynamics. From Newton and his followers (Lagrange, Hamilton, etc.) we have learned that the dynamics of particle motions involves their positions and momenta (velocities). This collection of canonical co–ordinates defines the phase space, the points of which represent the complete variety of conditions the system may assume. Starting from some initial set of values of the canonical co–ordinates (at $`t=0`$), the equations of the motion describe how these co–ordinates change in the course of time. With isolated systems, deterministic equations of motion describe the trajectory to be followed by a representative point in phase space. This covers only a portion of phase space in which many trajectories coexist. An elementary theorem of deterministic mechanics states that different trajectories in phase space never cross and that jumps between trajectories are forbidden. In contrast, if systems are allowed to undergo stochastic interactions with the surroundings, these events interrupt existing trajectories and start new ones, with possibly very different conditions. We have stochastic jumps. Stochastic jumps occur whenever a particle collides with a boundary. In realistic conditions (macroscopic systems) corresponding interactions are so frequent that usual physical measurements on the system, where some time averaging is necessary in order to eliminate fluctuations, easily cover many accessible trajectories. Apart from exceptional cases, single trajectories are indeed extremely short–lived features and are therefore usually irrelevant. In contrast, some of the trajectories available in phase space are more probable than others. The same conclusion holds with individual positions along phase space trajectories (set of co–ordinates). We therefore need to study the time–dependence of probability densities or distribution functions of accessible positions in phase space. A simple example, that of a particle translating back and forth between walls, should clarify the problem. At time $`t=0`$, it is supposed that the velocity of the particle is $`v`$ (momentum $`p=mv`$, kinetic energy $`E=mv^2/2`$). While moving at constant velocity on its initial trajectory, the particle hits the wall. From there, it is reflected but certainly not in the same way as a light beam from a mirror. Depending on the particular motion of the wall atom involved in the collision, the kinetic energy may be modified. It may be increased or decreased. By collision with the wall, the initially sharply peaked probability distribution of energy becomes diffuse, depending on the wall temperature. In fact, the wall and system temperatures equalise. Not only is the kinetic energy involved. The average direction of the new reflected trajectory also depends on the motion of the wall atoms at impact. While the particle may leave the collision site in any direction, it is expected that, on average, the new trajectory adopts preferentially (highest probability density) a direction corresponding to the average motion of the wall itself. This simple example highlights the two constituent parts of the equation of the motion, generally valid for all macroscopic systems interacting with their surroundings. At first, in the time separating collisions with the walls, the dynamics strictly follows the laws of deterministic mechanics, with conservation of energy and momentum. The second part concerns impact with the boundary (creating so–called boundary conditions). The former trajectory disappears as in a sink and is replaced by a new one, as if a source were located at the same place. Hence, by writing $`f`$ for the probability density in phase space, the equation of the motion reads $$\frac{df}{dt}=[f,H]+J.$$ (2) Symbol $`[f,H]`$ is the Poisson bracket describing the conservative contribution to the motion $$[f_N,H]\underset{r}{}(\frac{H}{p_r}\frac{f_N}{q_r}\frac{H}{q_r}\frac{f_N}{p_r}),$$ (3) while $`J`$ is a source/sink term which explicitly expresses the action of the environment. The equation should be considered to be averaged over the stochastic interaction frequency. Though difficult to use, mainly because of its generality, this equation allows a very simple discussion of time–dependent phenomena. In stationary conditions $`f`$ is time independent ($`df/dt=0`$). If, on average $`J=0`$ (and $`[f,H]`$ too), the system is at equilibrium and behaves as if it were not interacting with the environment. If the latter conditions are not true, we are in stationary conditions. If $`df/dt0`$, we have a transient state. The balance of the two contributions gives the rate of relaxation of the transient. As neither component is negligible, it is difficult to obtain accurate results with this equation. However, in all cases the main conclusion to be drawn from the existence of the sink/source contribution is the prevailing local equilibrium between the system and its surroundings in the boundary regions for all exchangeable properties. This is the analogue (and justification) of the boundary conditions of conventional hydrodynamics. In hypothetically isolated conditions, $`J`$ vanishes and the mechanics is purely deterministic and conservative. There is no relaxation. ## V Thermodynamics In the previous section, the distribution function $`f`$ was not specified. Accurate conclusions concerning the time dependence of relaxing systems are readily obtained by first studying the shape of $`f`$ in general. ### A Entropy Referring to earlier work by Carnot and Joule, Clausius invented (1854) the concept of entropy as a special thermodynamic function of state that would characterise macroscopic systems. The change of entropy under modification of a system’s conditions was found to depend on the kind of process involved. If this is reversible, we have $`\mathrm{\Delta }S=Q/T`$, where $`Q`$ is the heat absorbed by the system from the surroundings during the process and $`T`$ its temperature. By contrast, if the process is irreversible or spontaneous, Clausius observed that $`\mathrm{\Delta }S>Q/T`$. Entropy, as a function of state therefore occupies a key position in discussion of irreversibility in macroscopic dynamics and evolution in the course of time. According to Clausius, a process is said to be reversible (quasi–stationary) when it is conducted either in such a way that collective or coherent motion is never allowed to develop or when it has been allowed to relax completely (very slow modification of the system’s properties). For historical reasons, collective motions are not welcome in traditional equilibrium thermodynamics. The current proposal to generalise thermodynamics to non–equilibrium systems should help reconsideration of this limitation. In 1877, Boltzmann derived an expression that relates experimental entropy to statistical properties. This reads $$S=k_B\mathrm{ln}W(M),$$ (4) where $`W`$ is the measure of the portion of phase space occupied by the particular condition of the system. Another expression for the same symbol is the number of different phase space trajectories complying with the given set of mechanical extensive constraints. This depends on the nature and the values of the constraints imposed on the system’s dynamics. Hence, if we consider a gaseous system in an immobile container of volume V, consisting of $`N_r`$ particles of type $`r`$, the total kinetic energy $`E`$ being exclusively thermal (no additional collective or coherent motion), the set of constraints is the usual collection ($`V,N,E`$) of microcanonical variables. #### 1 Equilibrium Using for the set of extensive constraints the compact notation $`\{X_j\}`$, the entropy differentiates as follows $$dS=\underset{j}{}\xi _jdX_j.$$ (5) The set of partial differentials $`\{\xi _j\}`$ is, by definition, the set of intensities or intensive variables conjugate to the microcanonical variables $`\{X_j\}`$. The distinction between intensive and extensive variables is important. Rewriting the formal expression and giving to the variables their usual names, Gibbs’ traditional equation is retrieved. ($`\mu =`$ chemical potential). $$dS=\frac{1}{T}dE+\frac{p}{T}dV\underset{r}{}\frac{\mu _r}{T}dN_r.$$ (6) Equilibrium conditions (no collective motion) having been assumed at the very start, the last expression is an equality. #### 2 Non–equilibrium In non–equilibrium conditions, the complete description of a system’s properties requires specification of the additional constraints represented by collective or coherent motion in which part of the total energy is stored. In the example of a spontaneously expanding gas, this was first the jet, followed by the acoustic perturbation. Their presence therefore implies additional extensive properties which must be considered in the expression for the entropy. By differentiation of the entropy with respect to the relevant variables, new conjugate intensities are obtained, typical for the non–equilibrium perturbations. For simplicity, we consider the particular case of a jet defined by its total momentum $`𝐏`$. Gibbs’ expression for $`dS`$ must then be amended by adding a new contribution ($`\xi dX`$) which, in this particular case, is $`(𝐯/T)d𝐏`$, where $`𝐯`$ is the average (collective) velocity of the jet (de Hemptinne 1992) . The momentum in the jet being $`𝐏=N_rm𝐯`$, the additional contribution may also be written $`(1/T)dE_{co}`$, where $`E_{co}`$ is the energy in the collective motion. Hence, in the particular non–equilibrium condition assumed we have: $$dS=\frac{1}{T}dE+\frac{p}{T}dV\frac{\mu }{T}dN\frac{1}{T}dE_{co}.$$ (7) $`E`$ is now the total energy, the sum of the thermal and the collective contributions. This conclusion is generally valid for all kinds of collective motion. If the last term had been omitted, if our only information were that the system is definitely in a state of non–equilibrium without our knowing what additional perturbation was relevant, the equal sign would have to be replaced by $``$ as Clausius prescribed in his definition of the entropy. This confirms Carnot’s statement (Carnot 1827) according to which energy in a collective mode may decrease ($`dE_{co}0`$) and thermalise, while the reverse is impossible. The expression shows that suppression of the collective mode characterising the state of non–equilibrium maximises the entropy. The mechanism involved to reach that maximum is that discussed above, namely decorrelation of the system’s internal collective motion by interaction with the surroundings. ### B Distribution function It has been stressed above that a correct definition of the distribution function $`f`$ requires a thermodynamic debate. This involves maximising the entropy under the given conditions (existence of the collective transient). Let us consider an arbitrary system of particles at a given instant in unspecified conditions out of equilibrium. The motion of its particles is characterised by many kinds of correlation. In the examples above, stress has been laid only on collective translation. Vortices, internal rotations and vibrations, and a wealth of other motions may contribute to the non–equilibrium conditions. We call the particular state of the system a fluctuation. The common tendency of all collective motions is to thermalise. The fundamental mechanism is the same: interaction with a correlation–destroying neighbourhood. The efficiency of the interaction will depend on the kind of motion involved. Some perturbations relax promptly, others last longer. Depending on the time–resolution the observer chooses to consider, which will be in all cases longer that the average interaction frequency with the surroundings, the memory of the fastest components of the initial fluctuation disappears and only the very few longer–lived correlations remain. These are the additional extensive constraints to be considered in maximising the entropy. Maximisation of the entropy as given by Boltzmann’s formula, taking account of all the extensive constraints, including those imposed by collective motion, leads readily to Gibbs’ expression for the entropy, based on the distribution function $`f`$. $$S=k_B(ff\mathrm{ln}f)𝑑\mathrm{\Gamma }.$$ (8) The variables in the maximisation are the set of intensities conjugate to the initially introduced extensive constraints ($`d\mathrm{\Gamma }`$ is the elementary measure in phase space). It is no longer the energy that is important, but the temperature. Energy fluctuates and is therefore known only as an average quantity, while the temperature is defined unambiguously by the surrounding reservoir. The same rule holds for all other constraints strongly coupled to the surroundings. The function $`f`$ must now be incorporated in the dynamic equation describing evolution with time of the intensities characterising the state of non–equilibrium the observer has chosen to investigate by selecting an appropriate time resolution. The procedure is straightforward in fluid dynamics where it leads to results in perfect agreement with experiment, both in stationary and in transient conditions (de Hemptinne 1992). ## VI Quantum mechanics In microphysics (molecular and sub–molecular level), it is known that Newtonian mechanics does not work and must be replaced by quantum mechanics. The most striking property of quantum mechanics is, for many, Heisenberg’s uncertainty principle which states that position ($`q`$) and momentum ($`p`$) are defined with an uncertainty connected by the relation $$\delta q\delta p=h.$$ (9) For any individual degree of freedom, the space occupied by a single quantum state in phase space equals indeed Planck’s constant $`h`$ (R.K.Pathria 1972 ). Some authors erroneously replace the equal sign by $``$, thereby increasing the impression that quantum mechanics is dominated by uncertainty. This is sometimes taken as the origin of the kind of chaotic uncertainty necessary to justify irreversibility of spontaneous processes. The formal starting point of quantum mechanics is Schrödinger’s equation. Only its time–dependent version is relevant here. Let $``$ be the Hamiltonian operator. Its structure contains a special contribution for kinetic energy added to the potential field interacting which the particles. Integration leads to a set of functions $`\mathrm{\Psi }(q,t)`$ of position and time (the wave function). The time–dependent Schrödinger equation reads $$\mathrm{\Psi }(q,t)=\frac{\mathrm{}}{i}\frac{\mathrm{\Psi }(q,t)}{t}.$$ (10) The square of the wave function is usually interpreted as a probability density in configuration space. Mention of probabilities gives a supplementary hint in the direction of fundamental uncertainty, be it only in configuration space. It can be demonstrated that, for isolated systems, Schrödinger’s equation is symmetrical with respect to inversion of the variable $`t`$. This indicates that quantum mechanics alone by no means justifies the irreversible property of nature and that Heisenberg’s uncertainty principle refers to another reality. Schrödinger’s equation yields stationary states. Transitions between them may be allowed in certain conditions but this implies normally emission or absorption of electromagnetic radiation. If the field, together with a radiating particle, is enclosed in a cavity and supposed to be isolated from the outside world, the solution of Schrödinger’s equation is a permanent Rabi oscillation back and forth between the previously mentioned stationary states. There is no relaxation (M. Sargent III et al. 1974, de Hemptinne 1985) . Decay by emission of radiation, which represents relaxation of excited states, implies that the system would be accessible for exchange of radiation with the outside world. The time–dependent Schrödinger equation confirms that the outgoing field is phase–matched to the motion of the radiating particles (coherence). At the same time, in addition to the ubiquitous background radiation, the field accessible for re–absorption is the total incoherent thermal radiation issued from the collection of external sources which constitute the surroundings. As in the classical case, one result of exchange of radiation with the outside world is complete loss of memory of the initial phase information. At equilibrium, the temperature of the set of radiators equals that of the surroundings (de Hemptinne 1991) . In fact, quantum mechanics bridges the motion of particles and the properties of radiation fields. It appears that incoherence of thermal sources of radiation is the analogue of molecular chaos of particle motion. ## VII Conclusions Irreversibility, time’s arrow and its origin remain the source of much scientific discussion. This started before Boltzmann. The dispute has been nourished by inaccurate definitions and hasty conclusions concerning a number of concepts such as the word irreversibility itself, isolation, relaxation and equilibrium. The controversy has been amplified by ambiguous interpretations of simple experimental facts (de Hemptinne 1997, Kumičák et al. 1998). Arguments based on observation and theoretical discussions strictly compatible with confirmed laws of mechanics (at microscopic level) have been used in this work to emphasise that the equilibrium state cannot be defined without taking account of the conditions valid in the environment. Relaxation dynamics represents exchange with the surroundings, that is export of coherent (collective) information compensated by stochastic import of thermalised (incoherent) information. Simultaneous discussion of the properties of the system and its surroundings makes the use of thermodynamic arguments necessary. Intensities, which are directly related to the probabilistic concept of entropy, are defined for every exchangeable property. It is frequently objected that interaction of the walls and the enclosed system itself follows Hamiltonian dynamics. It would therefore suffice to define the macroscopic system as the addition of the enclosed system and its walls in order to build a (strictly) isolated system where the laws of Hamiltonian dynamics would be strictly valid. The discussion concerning irreversibility would then occur at this higher level, where the global system would be isolated. This is not the case, because the walls themselves interact with a broader environment, moving the problem one step further. There is an arbitrary choice in the definition of boundaries to systems. It depends on how far mechanics is allowed to take care of correlated reactions to forces. In the domain where Hamiltonian dynamics is valid, forces acting on the components of the system sum identically to zero. Some forces, however, clearly have an external source. Their reaction cannot be included in the dynamic equation unless they are labelled “stochastic” because they are completely uncorrelated. They are the cause of irreversibility. We are tempted to extrapolate questions and conclusions to the universe itself, assuming certain alleged cosmological properties, often without proof. This must be strongly resisted. Science has no information on the extreme properties of the universe and conclusions based simply on the extrapolation of arguments valid at our observational level to domains beyond our reach are meaningless and invalid. This is why the final source of irreversibility will never be unveiled.
no-problem/9903/astro-ph9903049.html	ar5iv	text	# The Axisymmetric Pulsar Magnetosphere ## 1 Introduction The issue of the structure of neutron star magnetospheres, roughly thirty years from the seminal paper of Goldreich & Julian (1969, hereafter GJ) which outlined its basic physics, remains still open. The discovery of radiation emission from radio to gamma-rays with the pulsar period has motivated the modification of the original GJ model to include features, such as charge gaps, which would lead to the acceleration of particles necessary to produce the observed radiation. Thus, the ubiquitous presence of high energy radiation from pulsars, in agreement with simple scaling laws (Harding 1981) which make no particular demands on the magnetic field structure, has prompted a number of authors to suggest that the gamma-ray emission results from an unavoidable violation of the ‘assumption of strictly dissipation–free flow would lead to singularities in both the flow and the magnetic field, occuring a short distance beyond the light–cylinder’ (Shibata 1995; Mestel & Shibata 1994). Such suggestions were corroborated by solutions in which the field lines appeared exhibiting kinks and discontinuities which have been presented occasionally in the literature (e.g. Michel 1982; Sulkanen & Lovelace 1990). Based on the conviction that such singularities might simply reflect the shortcomings of our numerical methods and not the physical path nature chooses, we have decided to investigate the issue ourselves. Our original hope was that an exact solution of the magnetohydrodynamic (MHD) structure of a pulsar magnetosphere would provide also the detailed dynamics of the acceleration of the associated MHD wind which could then resolve the issue of high energy emission from these objects. As often done in the literature, we will work in the framework of ideal (dissipation–free) magnetohydrodynamics, and will assume that dissipation effects are minor perturbations to the global picture that we will present. We do acknowledge that this idealized picture will not be valid in the presence of physical magnetospheric instabilities (see discussion below), but assuming for the moment that such instabilities are absent, we can justify our approach as follows (e.g. Bogovalov 1997): The gravitational field of an unmagnetized neutron star would reduce a thermally supported atmosphere to a height of a few centimeters and the star would be surrounded by an effective vacuum. Real stars, however, are magnetized and rotation generates huge electric fields which, not only pull charged particles from the surface, but also accelerate them in curved trajectories, generating thus curvature photons which produce electron–positron pairs in the curved magnetic field. An electromagnetic cascade develops within a few stellar radii, and the density of plasma increases up to the point that it becomes high enough to screen the electric field component parallel to the magnetic field. This mechanism is obviously self–regulating. Wherever the density of plasma drops below the absolute minimum required to short–out the parallel component of the electric field, ‘gaps’ will develop, inside which $`𝐄𝐁0`$, and the electromagnetic cascade mechanism will regenerate the missing charges.<sup>1</sup><sup>1</sup>1Electric charges are needed to provide, not only the space charge density, but also the electric current required in a magnetosphere where the parallel component of the electric field is self–consistently shorted–out everywhere. The condition that $`𝐄𝐁=0`$ is precisely the condition of ideal MHD, and it will be a valid approximation in the study of the magnetosphere over length scales much larger than the size of the various ‘gaps’. We will further assume that the main stresses in the magnetosphere are magnetic and electric (with inertial and gravitational ones being negligible, at least near the surface of the star), and a valid magnetospheric model will be one where $$\frac{1}{c}𝐉\times 𝐁+\rho _e𝐄=0.$$ (1) Here, $`𝐉`$, $`𝐁`$, and $`𝐄`$ are the electric current density, magnetic and electric fields respectively; and $`\rho _e=𝐄/(4\pi )`$ is the electric charge density in the magnetosphere. We need to note that this simplifying working assumption is not valid in the neutron star interior (on to which the magnetic field is anchored), and in singular magnetospheric regions (current sheets subject to non–vanishing Maxwell stresses which must be balanced by a thermal pressure). As we will see, we do not have to worry about these regions as long as they are self–consistently treated as boundaries in our problem. More problematic, however, is the force–free assumption, namely that the inertial effects associated with the plasma outlflow are generally small. This assumption may actually be valid in the case of relatively fast rotating, young neutron stars, as in this case the luminosity associated with the gamma ray emission is only a small fraction of the power associated with the spin down of the neutron star through the magnetic torques; (Arons 1981; Daugherty & Harding 1982; Cheng, Ho & Ruderman 1986); however, for older, slower rotating neutron stars for which the radiative efficiency gets close to 1 (Harding 1981), we expect this assumption to be violated. Since little progress has been done in the study of the general problem when matter inertia is not negligible (e.g. Camenzind 1986), we have decided to study the force–free case, bearing in mind that our solution can only serve as a first approximation to the physical one. Having presented our assumptions and their limitations, let us now investigate more closely what eq. (1) and the assumption of ideal MHD imply about the overall structure of the rotating neutron star magnetosphere. ## 2 The pulsar equation A convenient approach in steady–state axisymmetric MHD is to work with the flux function $`\mathrm{\Psi }`$ defined through $$𝐁_𝐩=\frac{\mathrm{\Psi }\times \widehat{\varphi }}{R},$$ (2) where, $`𝐁_𝐩`$ is the poloidal ($`R,Z`$) component of the magnetic field in a cylindrical coordinate system ($`R,\varphi ,Z`$). Magnetic field lines lie along magnetic flux surfaces of constant $`\mathrm{\Psi }`$. At each point, $`\mathrm{\Psi }`$ is proportional to the total magnetic flux contained inside that point; it is also related to the $`\varphi `$ component of the vector potential. Ideal force–free MHD requires that $$B_\varphi =\frac{A(\mathrm{\Psi })}{R},$$ (3) where $`A(\mathrm{\Psi })`$ is a yet to be determined function. Obviously, the poloidal electric current $`IcA/2`$ is also a function of $`\mathrm{\Psi }`$, which means that poloidal electric currents are required to flow along (and not across) flux surfaces.<sup>2</sup><sup>2</sup>2It is implicitly assumed here that, in order for the electric circuit to close, the outgoing current is able to cross flux surfaces and return to the star in some domain which is sufficiently remote for our ideal MHD approach to be applicable (see, however, also § 6). Note that this does not in general imply that the electric currents flow along magnetic field lines, since the electric term in eq. (1) cannot in general be neglected. In fact, using eq. (4) (below), one can see that the currents are a sum of a current along the total field plus the convection current due to corotation of the space charge density. Finally, the electric field is given by $$𝐄=\frac{R\mathrm{\Omega }}{c}𝐁_𝐩\times \widehat{\varphi },$$ (4) and is clearly perpendicular to $`𝐁`$. $`\mathrm{\Omega }`$ is the angular velocity of rotation of the neutron star on to which the magnetosphere is anchored, and can directly be thought of as the angular velocity of rigid rotation of the magnetic field lines<sup>3</sup><sup>3</sup>3In a non force–free treatment where relativistic acceleration near the star is self–consistently taken into account, the angular velocity of isorotation of magnetic field lines is slightly smaller than $`\mathrm{\Omega }`$ (e.g. Mestel & Shibata 1994). As is often done in the literature, we simplify the problem by assuming the two are equal. (not of the magnetospheric plasma!). Eq. (1) can now be written in the equivalent form $$(1x^2)\left(\frac{^2\mathrm{\Psi }}{x^2}\frac{1}{x}\frac{\mathrm{\Psi }}{x}+\frac{^2\mathrm{\Psi }}{z^2}\right)2x\frac{\mathrm{\Psi }}{x}=R_{LC}^2AA^{},$$ (5) where we have introduced the convenient notation $`xR/R_{LC}`$ and $`zZ/R_{LC}`$, with $`R_{LC}c/\mathrm{\Omega }`$ the distance from the axis where a particle corotating with the star would rotate at the speed of light (the so called ‘light cylinder’); and $`(\mathrm{})^{}\mathrm{d}/\mathrm{d}\mathrm{\Psi }`$. Eq. (5) is the well known pulsar equation (Michel 1973a; Scharlemann & Wagoner 1973). Solutions to this equation have been found for specific functional forms of the current distribution $`A(\mathrm{\Psi })`$. Michel has presented solutions for $`A=`$ const. and $`A=2\mathrm{\Psi }`$ for which this equation becomes linear and the usual techniques can be applied to derive the form of the field geometry for $`x1`$. Michel has also presented solutions for a quadratic form of $`A(\mathrm{\Psi })`$ corresponding to a magnetic monopole solution. One can check that, when this equation is satisfied, the space charge (or GJ charge) density is conveniently given by $$\rho _e=\left(\frac{\mathrm{\Omega }}{4\pi c}\right)\frac{2B_z+AA^{}}{1x^2}.$$ (6) Eq. (5) is elliptic, and according to the theory of elliptic equations (albeit the linear ones), the solution at all $`x`$ and $`z`$ is uniquely determined when one specifies the values of either $`\mathrm{\Psi }`$ (Dirichlet boundary conditions) or the normal derivative of $`\mathrm{\Psi }`$ (Neumann boundary conditions) along the boundaries, i.e. along the axis $`x=0`$, the equatorial plane $`z=0`$, and infinity (as one expects, and as we will see in practice, the boundary conditions at infinity will not affect the solution near the origin and the light cylinder). Unfortunately, this procedure does not work since eq. (5) is singular at the position of the light cylinder $`x=1`$. The singularity at $`x=1`$ imposes the important constraint that $$\frac{\mathrm{\Psi }}{x}=\frac{1}{2}AA^{},$$ (7) at all points along the light cylinder, and as a result, not all distributions of electric current along the open field lines $`A=A(\mathrm{\Psi })`$ will lead to solutions which cross the light cylinder without kinks or discontinuities. In fact, as we will see, there exists a unique (?) distribution $`A=A(\mathrm{\Psi })`$ which allows for the continuous and smooth crossing of the light cylinder. How can one determine what is the distribution of $`A=A(\mathrm{\Psi })`$? One sees directly that eq. (7) has precisely the form of a boundary condition along the light cylinder which will allow for the solution of eq. (5) inside and outside the light cylinder. In other words, eq. (7) determines the normal derivative of $`\mathrm{\Psi }`$ along the light cylinder, when $`A=A(\mathrm{\Psi })`$ is known, which can be used to solve the original elliptic equation both inside and outside $`x=1`$. The inside solution will yield the distribution of $`\mathrm{\Psi }(x=1^{},z)`$, the outside solution the distribution of $`\mathrm{\Psi }(x=1^+,z)`$, and in general, $`\mathrm{\Psi }(x=1^{},z)`$ will not be equal to $`\mathrm{\Psi }(x=1^+,z)`$, unless of course one is ‘lucky enough’ to try the correct distribution of $`A(\mathrm{\Psi })`$. To the best of our knowledge, all to date efforts to solve the distorted dipole magnetosphere lead to the conclusion that ‘the assumption of strictly dissipation–free flow would lead to singularities in the magnetic field, occuring a short distance beyond the light–cylinder’ (Mestel & Shibata 1994). Several unsuccessful attempts to solve eq. (5) in all space, have concluded in favor of the ‘inevitability of the break–down of continuity and smoothness’ of these solutions. On the other hand, motivated by the fact that the singularity at the light cylinder is none other than the relativistic unique generalization of the familiar Alfvén point of the non–relativistic theory (Li & Melrose 1994; Camenzind 1986) under force–free conditions, we were more optimistic in that such a continuous and smooth solution actually exists; we considered the fact that it had not been found not a sufficient argument against its existence. We are all too familiar with the difficulties associated with the continuous and smooth crossing of the non–relativistic Alfvén singular point (Contopoulos 1994, 1995) and no one believes anymore early solutions which are either discontinuous or show kinks at or around the position of the Alfvén point. Moreover, smooth and continuous solutions of the special relativistic problem exist in a couple of idealized cases: the simple monopole (Michel 1991), a collimated proto stellar jet (Fendt, Camenzind, Appl 1995), and a differentially rotating self–similar disk–wind (Li, Chiueh & Begelman 1992; Contopoulos 1994). We really cannot see why would the relativistic Alfvén point of the rotating dipole problem fare otherwise. ## 3 The Numerical Procedure We have, therefore, set out to obtain the solution of the force–free rotating relativistic dipole problem in all space, without kinks or discontinuities on or around the light cylinder, using the following relaxation type technique: 1. We chose some (any) initial trial electric current distribution (the one which corresponds to the relativistic monopole solution yields easier numerical convergence). 2. We then solve the problem both inside and outside the light cylinder, and thus obtain the two distributions $`\mathrm{\Psi }(x=1^{},z)`$ and $`\mathrm{\Psi }(x=1^+,z)`$ along the light cylinder, which in general differ. 3. We correct for the distribution of $`A(\mathrm{\Psi })`$ along field lines which cross the light cylinder as follows: At each point $`z`$ of the light cylinder correspond values of $`AA^{}(\mathrm{\Psi }(x=1^{},z))`$ and $`AA^{}(\mathrm{\Psi }(x=1^+,z))`$. From them, we obtain the new distribution $`AA^{}\|_{\mathrm{new}}(\mathrm{\Psi })`$ $`=`$ $`\mu _1AA^{}(\mathrm{\Psi }(x=1^{},z))+\mu _2AA^{}(\mathrm{\Psi }(x=1^+,z))`$ (8) $`+\mu _3[\mathrm{\Psi }(x=1^+,z)\mathrm{\Psi }(x=1^{},z)],`$ $$\mathrm{for}\mathrm{\Psi }=\frac{1}{2}[\mathrm{\Psi }(x=1^{},z)+\mathrm{\Psi }(x=1^+,z)],$$ (9) with weight factors $`\mu _1+\mu _2=1`$, and $`\mu _31`$ chosen empirically in order to facilitate numerical convergence. Eq. (8) can be seen as an equation $`AA^{}\|_{\mathrm{new}}=AA^{}\|_{\mathrm{new}}(\mathrm{\Psi })`$, which is solved to yield the distribution $`A\|_{\mathrm{new}}(\mathrm{\Psi })`$, with the boundary condition $`A\|_{\mathrm{new}}(\mathrm{\Psi }=0)=0`$. Obviously we also require that $`A=0`$ along closed field lines. 4. We repeat steps 1 to 3 until the difference $`[\mathrm{\Psi }(x=1^+,z)\mathrm{\Psi }(x=1^{},z)]`$ becomes numerically negligible along all points of the light cylinder. Obviously, at that point, the solution will be both continuous (i.e. $`\mathrm{\Psi }(x=1^{},z)=\mathrm{\Psi }(x=1^+,z)`$), and smooth (i.e. $`\mathrm{\Psi }/x\|_{x=1^{}}=\mathrm{\Psi }/x\|_{x=1^+}=AA^{}\|_{\mathrm{\Psi }(x=1,z)}/2`$) at the light cylinder. In order to be able to solve the problem all the way to infinity, we have rescaled our $`x`$ and $`z`$ variables. Inside the light cylinder, we rewrite eq. (5) in the variables $`X_{\mathrm{in}}=x`$, $`Z_{\mathrm{in}}=z/(1+z)`$, whereas outside the light cylinder, we work in the variables $`X_{\mathrm{out}}=(x1)/x`$, $`Z_{\mathrm{out}}=z/(1+z)`$. In both cases, our computational domain becomes $$0X_{\mathrm{in},\mathrm{out}}1,\mathrm{and}0Z_{\mathrm{in},\mathrm{out}}1,$$ (10) with the appropriate boundary conditions $$\mathrm{\Psi }(X_{\mathrm{in}}=0,Z_{\mathrm{in}})=0,$$ $$\mathrm{\Psi }(X_{\mathrm{in}},Z_{\mathrm{in}}\mathrm{around}\mathrm{the}\mathrm{origin})=\mathrm{\Psi }_{\mathrm{dipole}}=\left(\frac{m}{R_{LC}}\right)\frac{x^2}{(x^2+z^2)^{3/2}},$$ $$\frac{\mathrm{\Psi }}{Z_{\mathrm{in}}}\|_{X_{\mathrm{in}},Z_{\mathrm{in}}=0}=0,\frac{\mathrm{\Psi }}{X_{\mathrm{in}}}\|_{X_{\mathrm{in}}=1,Z_{\mathrm{in}}}=\frac{AA^{}}{2}\|_{\mathrm{\Psi }(X_{\mathrm{in}}=1,Z_{\mathrm{in}})},$$ (11) inside the light cylinder, and $$\frac{\mathrm{\Psi }}{X_{\mathrm{out}}}\|_{X_{\mathrm{out}}=0,Z_{\mathrm{out}}}=\frac{AA^{}}{2}\|_{\mathrm{\Psi }(X_{\mathrm{out}}=0,Z_{\mathrm{out}})},\mathrm{\Psi }(X_{\mathrm{out}},Z_{\mathrm{out}}=0)=\mathrm{\Psi }_{\mathrm{open}},$$ (12) outside. Here, $`\mathrm{\Psi }_{\mathrm{open}}`$ is the value of $`\mathrm{\Psi }(X_{\mathrm{in}}=1,Z_{\mathrm{in}}=0)`$ obtained from the solution inside the light cylinder which is obtained first and $`m`$ is the dipole magnetic moment. We chose $`\mathrm{\Psi }(X_{\mathrm{in},\mathrm{out}},Z_{\mathrm{in},\mathrm{out}}=1)=0`$ and $`\mathrm{\Psi }/Z_{\mathrm{out}}(X_{\mathrm{out}}=1,Z_{\mathrm{out}})=0`$ at the upper and outer right boundary respectively. As expected, the solution around the origin is indeed independent of the exact choice of these boundary conditions. In fact, it assumes a monopole type (i.e. radial) structure at large distances. We have used the elliptic solver provided in Numerical Recipes (Press et al. 1988). This implements the simultaneous over relaxation solution of a linear (i.e. with coefficients fixed in space) elliptic equation with Chebyshev acceleration, in a rectangular computational grid. Our present problem is clearly non–linear. One can, however, regard $`AA^{}(\mathrm{\Psi }(x,z))`$ as a function of position at each iteration step, after making an initial guess for $`\mathrm{\Psi }(x,z)`$. The iteration procedure is repeated until the input and output $`\mathrm{\Psi }`$’s are the same. In a grid of $`40\times 40`$ points, we reach convergence in about 1000 iterations. As a test of our numerical code, we checked three known solutions which are reproduced with great accuracy in figure 1: the rotating relativistic dipole with zero poloidal current (only inside the light cylinder; Michel 1973b), the rotating relativistic monopole (Michel 1973a), and the solution in Michel 1982. As we said, we generate the distributions $`\mathrm{\Psi }=\mathrm{\Psi }(x,z)`$ which solve eq. (5) inside and outside the light cylinder, and then correct the electric current distribution to one which will (hopefully) lower the differences $`\mathrm{\Psi }(x=1^+,z)\mathrm{\Psi }(x=1^{},z)`$ along the light cylinder. The reader can get an idea of the discontinuities that the electric current distribution correction iteration goes through in fig. 2. The solution is extremely sensitive to the electric current distribution, and small deviations from the correct current distribution reflect to large kinks/discontinuities at the light cylinder. In view of this sensitivity of the solution to the current distribution it becomes apparent that a simple guess of its form is likely to result in discontinuities in the solutions. ## 4 The Solution The procedure described in the previous section is repeated 50 times, at which point we obtain a magnetospheric structure which is sufficiently smooth and continuous around the light cylinder (figure 3). The last open field line (thick line) corresponds to $$\mathrm{\Psi }_{\mathrm{open}}=1.36\mathrm{\Psi }_{\mathrm{pc}},$$ (13) where, $`\mathrm{\Psi }_{\mathrm{pc}}m/R_{LC}`$ corresponds to the last field line which closes inside the distance to the light cylinder in the nonrelativistic dipole solution. As expected from our intuition based on the current–free distorted dipole solution, $`\mathrm{\Psi }_{\mathrm{open}}>\mathrm{\Psi }_{\mathrm{pc}}`$, and contrary to one’s naive expectation, the present magnetically dominated system does not reach a closed field line structure outside the light cylinder, but rather opts (as we will see) for a quasi–radial structure. A nice physical way to see this effect is that the equivalent ‘weight’ associated with the electromagnetic field energy pulls the lines open because of the magnetospheric rotation (Bogovalov 1997). The main electric current (which, for an aligned rotator, flows into the star) is equal to $$I=0.6I_{\mathrm{GJ}},$$ (14) where, $`I_{\mathrm{GJ}}\mathrm{\Omega }^2m/c`$ is the electric current one obtains by assuming that electrons (positrons in a counter aligned rotator) with GJ number density stream outward at the speed of light from the nonrelativistic dipole polar cap. This electric current is distributed along the inner open field lines $`0<\mathrm{\Psi }<1.08\mathrm{\Psi }_{\mathrm{pc}}`$, as seen in figure 4. The electric current distribution is close to the one which corresponds to a rotating monopole with the same amount of open field lines (dashed line), but varies slightly, in particular in that a small amount of return current ($`I_{\mathrm{return}}=0.03I_{\mathrm{GJ}}`$) flows in the outer $`1.08\mathrm{\Psi }_{\mathrm{pc}}<\mathrm{\Psi }<1.36\mathrm{\Psi }_{\mathrm{pc}}`$ (the bulk of the return current obviously flows along the boundary between open and closed lines, and along the equator, i.e. the thick line in figure 3). This is very interesting in view of the fact that the equivalent monopole current distribution comes close to generate a continuous solution, although the physical behavior of the inside and outside solutions differ near the light cylinder (figure 1c; Michel 1982). We would like to emphasize that several trials of this procedure with different initial current distributions have all converged to the same final distribution shown in figure 4. This suggests that there may in fact exist a unique poloidal electric current distribution consistent with the assumptions of our treatment. We would like to give particular emphasis to a subtle point in our numerical treatment of the interface between the open and closed field lines within the light-cylinder. The numerical relaxation procedure determines $`AA^{}(\mathrm{\Psi })`$, and $`A(\mathrm{\Psi })`$ is obtained by integrating $`AA^{}`$ from $`\mathrm{\Psi }=0`$ to $`\mathrm{\Psi }_{\mathrm{open}}`$. This implies that there is no a priori guarantee that $`A(\mathrm{\Psi }_{\mathrm{open}})`$ be equal to zero, and in fact it is not. The reader can convince him/herself that, because of north–south symmetry, this implies that a return current sheet equal to $`A(\mathrm{\Psi }_{\mathrm{open}})`$ flows along the equator and along the interface between open and closed field lines. Since no poloidal electric current can flow inside the closed domain, there is an unavoidable discontinuity in $`B_\varphi `$ across the interface, and this can only be balanced by a similar discontinuity in $`B_p`$! This effect is numerically entirely missed if one naively considers the expression for $`AA^{}`$ as given in fig. 4, where $`AA^{}0`$ for $`\mathrm{\Psi }\mathrm{\Psi }_{\mathrm{open}}`$, since one will then be missing the delta function (not shown in fig. 4) which corresponds to the step discontinuity in $`A`$ (e.g. Michel 1982). A finite resolution numerical grid will not discern an infinite jump in $`A(\mathrm{\Psi })`$, and therefore, we treat this problem by artificially transforming the step discontinuity into a smooth (Gaussian) transition in $`A`$ over an interval $`0.1\mathrm{\Psi }_{\mathrm{open}}`$. We note that a similar problem does not arise in the split monopole case, since the current sheet there extends all the way to the origin, and can be simply treated as an equatorial boundary. The null line, i.e. the line with zero GJ space charge is shown dotted. The crossings of the null line by open field lines have often been suspected to be the regions where pulsar emission originates (Cheng, Ho & Ruderman 1986; Romani 1996). We plan to investigate the detailed microphysics of the gaps that will appear around these regions in a forthcoming publication (see also § 6). According to eq. (6), at large distances, the null line asymptotically approaches the field line $`\mathrm{\Psi }=1.08\mathrm{\Psi }_{\mathrm{pc}}`$ along which $`AA^{}=0`$. Well within the light cylinder, the null line is simply given by the locus of points where the condition $`𝛀𝐁=0`$ (or equivalently $`B_z=0`$) is satisfied. Knowing the poloidal electric current distribution along the open magnetic field lines, we can also derive the asymptotic structure of our solution at distances $`x1`$. One can directly see that the flux function becomes then a function of the angle $`\theta `$ from the axis of symmetry, and consequently, the poloidal field lines will be radial. The distribution of $`\mathrm{\Psi }`$ with angle $`\theta `$ can be obtained through the numerical integration of the equivalent form of the pulsar equation for asymptotically radial field lines, $$\frac{\mathrm{d}^2\mathrm{\Psi }}{\mathrm{d}t^2}=\frac{\mathrm{d}\mathrm{\Psi }}{\mathrm{d}t}\frac{1+2t^2}{t(1+t^2)}+\frac{R_{LC}^2AA^{}}{t^2(1+t^2)},$$ (15) where, $`t\mathrm{tan}\theta `$, with boundary conditions $`\mathrm{\Psi }(t=0)=0`$, and $`\mathrm{\Psi }(t=\mathrm{})=\mathrm{\Psi }_{\mathrm{open}}`$. This yields good agreement with our numerical simulation (fig. 3). ## 5 The Outflow Up to this point we have said nothing about matter, except for a short discussion of the space charge, which obviously consists of charged matter particles. The reason is that the force–free problem that we have attacked is complicated enough to also worry about the possible effects of matter inertia and radiation reaction (charged particles accelerated to relativistic velocities along curved trajectories emit curvature radiation which can be thought of as an extra force acting against the direction of motion of the particles). As is well known, however, one can still consider a posteriori the motion of matter along a force–free magnetic field geometry, provided the inertial and radiation terms are assumed small enough compared to the electric and magnetic terms which lead to the force–free solution (Contopoulos 1995; Mestel & Shibata 1994). In fact, the matter problem effectively decouples from the electromagnetic one when force–free conditions, flux freezing, and a cold plasma are assumed throughout the flow. As is shown in great detail in the above references, under those conditions, energy flux conservation implies that $$\gamma \left(1\frac{R\mathrm{\Omega }v_\varphi }{c^2}\right)$$ (16) is constant along field lines. Here, $`\gamma (1v^2/c^2)^{1/2}`$ is the Lorentz factor of the flow. Moreover, $$v_\varphi =R\mathrm{\Omega }+v_p\frac{B_\varphi }{B_p},$$ (17) and therefore, knowing the distribution of the poloidal and azimuthal field ($`B_p`$ and $`B_\varphi `$ respectively) along a field line, one can solve the system of equations (16)–(17), and calculate the distribution of flow velocity everywhere (assuming an initial outflow velocity distribution along the open field lines at the surface of the star). Before proceeding with the determination of the structure of the flow along the solution obtained in the last section, one can make a straightforward observation, namely that $`\gamma `$ would become infinite whenever $`v_\varphi =c/x`$ (we remind the reader that $`xR/R_{LC}`$). One can see that, through eq. (17), the latter condition is equivalent to $$\left\|\frac{B_\varphi }{B_p}\right\|=\sqrt{x^21},$$ (18) and can only be satisfied outside the light cylinder. In other words, wherever eq. (18) is satisfied, $`\gamma `$ will diverge, and the matter inertia cannot be considered as negligible anymore. Notice that the condition in eq. (18) is a function of position alone, along the force–free solution which we have obtained. Obviously, a force–free solution knowing nothing about matter inertia cannot, in general, require that condition (18) be nowhere satisfied. Interestingly enough however, eq. (18) is satisfied nowhere along our solution (at least within about 10 light cylinder radii from the origin, where we trust the numerical accuracy of our solution most), which simply implies that our force–free approximation is valid, even when matter (with density not many orders of magnitude greater than the GJ density) does flow along the field lines. Note that $`B_\varphi /B_p<0`$ and thus $`v_\varphi <cx`$, so $`v_\varphi `$ will not approach too close to $`c/x`$, as long as the ratio $`\|B_\varphi /B_p\|`$ remains greater than $`\sqrt{x^21}`$, as $`x\mathrm{}`$. The interesting corollary of this discussion is that, if the Lorentz factor of the outflow as it leaves the surface of the star is $`10^6`$, it does not approach the value of $`10^610^7`$, necessary to produce gamma ray emission by curvature radiation, anywhere near the light cylinder . This leads to the somewhat disappointing conclusion that the magneto–centrifugal slingshot mechanism is not efficient in imparting to the outflowing particles (electrons or positrons) the extremely relativistic energies required for the flow to generate gamma rays. A similar disappointing conclusion has been reached for the problem of plasma acceleration in a rotating relativistic split monopole (Bogovalov 1997). It has been speculated in the above reference that the required acceleration may result when one considers the time–dependent solution to the problem. It is quite difficult to obtain the time–dependent solution of the dipole problem because of the (awkward) boundary conditions of closed and open field lines along the equator, and we tried instead to solve the steady–state problem. It appears, in retrospect, that our expectations for an efficient (i.e. within $`x`$ a few) acceleration of the flow to the required Lorentz factors ($`10^610^7`$) by the rotating magnetic field pattern, especially near the equator, have been overly optimistic. If this is indeed the mechanism of particle acceleration in pulsars, it will have to be achieved outside the present framework of force–free, ideal magnetohydrodynamic ($`𝐄𝐁=0`$) solutions.<sup>4</sup><sup>4</sup>4More detailed analysis of the flow properties (e.g. Shibata 1991; Mestel & Shibata 1994) treats the plasma as consisting of both the moderate–$`\gamma `$ electron–positron pairs that we considered above, and the high–$`\gamma `$ primary electrons accelerated in the polar cap. We performed the straightforward exercise of solving the system of eqs. (16)–(17), and the evolution of the flow Lorentz factor along a representative field line is shown in figure 5. We take $`\gamma =10^3`$ at the surface of the star (Daugherty & Harding 1982). It is very interesting that, although the Lorentz factor initially slowly rises, it starts to decrease before the light cylinder is crossed. This effect is unique to the dipolar geometry that we have been investigating. As we have already mentioned, the evolution of $`\gamma `$ is dictated by the evolution of the ratio $`\|B_\varphi /B_p\|`$ along the flow. Interestingly enough, in the relativistic monopole solution $`\|B_\varphi /B_p\|=x`$ along all field (flow) lines, and this implies a very gradual acceleration, as is seen in the numerical simulation of Bogovalov 1997. In our present distorted dipole solution, $`B_\varphi `$ is again proportional to $`1/x`$, but $`B_p`$ decreases faster than $`1/x^2`$. This explains the flow deceleration seen in our solution. ## 6 Summary We have presented the first numerical solution of the structure of an axisymmetric force–free magnetosphere due to an aligned magnetic dipole under ideal MHD conditions; our solution joins smoothly (i.e. without kinks/discontinuities) the (open) dipole field geometry, interior to the light cylinder, to that of an outflowing MHD wind in the asymptotic region. It would be very interesting if one could complement our numerical results with an analytic solution, as is done in the simple current free case inside the light cylinder (see Mestel & Pryce 1992 for a review). We were able to derive (semi–analytically) only the asymptotically radial structure of the flow. The first important conclusion of our analysis is that we managed to obtain numerically the unique (?) distribution of electric current along the open field lines which is required in order for our present magnetohydrodynamic model to be free of kinks/discontinuities near the light cylinder. The open field lines from $`\mathrm{\Psi }=0`$ to $`1.36\mathrm{\Psi }_{\mathrm{pc}}`$ are divided in 3 interesting parts: part (A) from $`\mathrm{\Psi }=0`$ to $`\mathrm{\Psi }_{\mathrm{pc}}`$, where the main part of the electric current flows into (out of, in a counter aligned rotator) the polar cap, without crossing the null line; part (B) from $`\mathrm{\Psi }=1`$ to $`1.08\mathrm{\Psi }_{\mathrm{pc}}`$, where electric current flows into (out of) the polar cap crossing the null line twice; and part (C) from $`\mathrm{\Psi }=1.08`$ to $`1.36\mathrm{\Psi }_{\mathrm{pc}}`$, where a small amount of return current flows out of (into) the polar cap, crossing the null line once. The electric circuit closes along the boundary between closed and open field lines, and along the equator. We can tentatively speculate about the types of charge carriers in the above electric currents. In part (A), the electric current will naturally consist of outflowing electrons (positrons in a counter aligned rotator) generated in a surface electrostatic gap. In part (C), it will consist of inflowing electrons (positrons) and outflowing positrons (electrons) generated in an outer gap along the crossings of the null line. Part (B) is more complicated. Electron–positron pairs will be generated in the outer crossings of the null line, and the electric current outside the inner crossings of the null line will consist of inflowing positrons (electrons) and outflowing electrons (positrons). At the inner crossings of the null line, the inflowing positrons (electrons) will annihilate outflowing electrons (positrons) generated in a surface electrostatic gap, and this completes the electric current flow along part (B). The return current along the boundary between closed and open field lines, and along the equator, will consist of equal amounts (to satisfy charge neutrality) of counter streaming flows of electrons and positrons. As we said, we plan to investigate the detailed microphysics of these gaps and their associated high–energy radiation processes in a forthcoming publication. We would like to emphasize once again that the very existence of our smooth and continuous MHD solution argues that nothing special happens at (or about) the light cylinder. The second important conclusion of our analysis is that, as in the case of the relativistic monopole, the magnetocentrifugal slingshot mechanism is not efficient in transforming the rotational spin–down energy flux carried by the electromagnetic field to particle relativistic kinetic energy. Some other mechanism needs to be invoked to account for the highly relativistic electrons necessary to produce the observed pulsar $`\gamma `$ray emission from the vicinity of (or maybe well inside) the light cylinder. Magnetohydrodynamic flow instabilities might be one interesting possibility, actively investigated by several authors (e.g. Begelman 1998; Bogovalov 1997). Models with $`\|B_\varphi /B_p\|1`$ (as is the case in our model beyond the light cylinder) tend to be unstable. Moreover, the magnetic field discontinuity in the singular equatorial return current sheet might be prone to reconnection, in which the current crosses the field by local departure from the ideal MHD condition $`𝐄𝐁=0`$. Both effects (assumed not to take place in our present idealized analysis) will generate an effective large macroscopic resistivity. After all, the breakdown of ideal MHD is inevitable, if we want to transform some (significant) fraction of the electromagnetic field energy into the observable radiation from either the pulsar or the synchrotron nebula (plerion) which surrounds the pulsar (Kennel & Coroniti 1984). We believe that our present idealized solution will help us better understand its origin. We are grateful to our referee who helped us sketch a more physical picture of the pulsar magnetosphere. We wish to acknowledge interesting discussions with Sergei Bogovalov, Alice Harding, Alexander Muslimov, Lev Titarchuk, Kanaris Tsinganos, and Nektarios Vlahakis. I.C. also wishes to acknowledge partial support by NASA grants NAG 5-2266 and NAG 5-3687, and by grant 107526 from the General Secretariat of Research and Technology of Greece. ## Figure Captions Fig. 1.— Numerical checks of our integration routine. In (a) we run a simulation with $`80\times 80`$ points with AA’=0 inside the light cylinder. We plot the flux surfaces $`\mathrm{\Psi }=.15`$, .4, 1.0, 1.4, 1.59 (heavy line), and $`1.7\mathrm{\Psi }_{\mathrm{pc}}`$ respectively (we remind the reader that $`\mathrm{\Psi }=0`$ along the axis). The solution compares well with Michel 1991, fig. 4.9. In (b) we run a simulation with $`30\times 30`$ points inside the light cylinder and another $`30\times 30`$ points outside for a rotating (split) monopole at the origin. The flux $`\mathrm{\Psi }_\mathrm{m}=\mathrm{\Psi }_{\mathrm{open}}(1\mathrm{cos}\theta )`$ and current $`A_\mathrm{m}=R_{LC}^1\mathrm{\Psi }(2\mathrm{\Psi }/\mathrm{\Psi }_{\mathrm{open}})`$ distributions respectively are obtained with high precision. We plot the flux surfaces $`\mathrm{\Psi }=.1`$, .2, .3, .4, .5, .6, .7, .8, .9, and $`1.0\mathrm{\Psi }_{\mathrm{open}}`$ (heavy line). In (c) we run a comparison with Michel 1991, fig. 4.12, to show that, although the monopole current distribution comes close to a smooth solution, it is not the final answer (a numerical problem in that solution is discussed in the text). In that simulation, we used the values of $`\mathrm{\Psi }(x=1^{},z)`$ obtained from the interior solution as boundary values $`\mathrm{\Psi }(x=1^+,z)`$ in the exterior solution. Here, $`A=\mathrm{\Psi }(2\mathrm{\Psi }/\mathrm{\Psi }_{\mathrm{open}})`$, and $`\mathrm{\Psi }_{\mathrm{open}}=1.742\mathrm{\Psi }_{\mathrm{pc}}`$. We plot the flux surfaces $`\mathrm{\Psi }=.05`$, .2, .5, .9, 1.0, 1.1, and $`1.5\mathrm{\Psi }_{\mathrm{open}}`$. Fig. 2.— Evolution of the simulation for a rotating dipole at the origin, as the correct current distribution is approached in our iteration scheme ($`1^{\mathrm{st}}`$, $`3^{\mathrm{rd}}`$, $`5^{\mathrm{th}}`$ iteration in (a), (b), (c) respectively). Lines plotted as in fig. 3. Fig. 3.— The final numerical solution for the structure of the axisymmetric force–free magnetosphere of an aligned rotating magnetic dipole. We used a grid of $`30\times 30`$ points inside and another $`30\times 30`$ points outside the light cylinder. Thin lines represent flux surfaces in intervals of $`0.1\mathrm{\Psi }_{\mathrm{pc}}`$, with $`\mathrm{\Psi }=0`$ along the axis. A small amount to return current flows between the dashed field line $`\mathrm{\Psi }=1.08\mathrm{\Psi }_{\mathrm{pc}}`$ and the thick line at $`\mathrm{\Psi }_{\mathrm{open}}=1.36\mathrm{\Psi }_{\mathrm{pc}}`$ which determines the boundary between closed and open field lines, and where the bulk of the return current flows. The null line, along which $`\rho _e=0`$, is shown dotted. The solution asymptotes to the dashed–dotted lines obtained through the integration of eq. (15). Fig. 4.— The electric current distribution $`A=A(\mathrm{\Psi })`$ (solid line) along the open field lines which allows for the solution presented in fig 3. Compare this with the equivalent monopole (i.e. a monopole with the same amount of open field lines) electric current distribution $`A_\mathrm{m}=R_{LC}^1\mathrm{\Psi }(2\mathrm{\Psi }/\mathrm{\Psi }_{\mathrm{open}})`$ (dashed line). Although our numerical iteration scheme seems to be relaxing only to this unique distribution, we have no theoretical arguments that this distribution is indeed unique. Fig. 5.— The flow evolution along the dashed field line in fig. 3. We plot the logarithm of the Lorentz factor $`\gamma `$ (solid), $`v_p`$ (dashed), and $`v_\varphi `$ (dotted). We took $`\gamma =10^3`$ at the surface of the star.
no-problem/9903/cond-mat9903156.html	ar5iv	text	# Molecular Dynamics Simulation of Binary Hard-Sphere Crystal/Melt Interfaces ## I Introduction In order to fully understand such important phenomena as near-equilibrium crystal growth, homogeneous nucleation and interfacial solute segregation, a detailed microscopic description of the crystal/melt interface is necessary. Since direct experimental data is scarce, due to the extreme difficulty of constructing and interpreting experiments on such systems, computer simulation has become an important tool, not only in its usual role of aiding in the development and evaluation of interface theories, but also in determining the basic microscopic phenomenology of crystal/melt interfaces. Previous simulation studies of such interfaces have focused entirely on single-component systems (for a review of recent simulation studies, see Ref. ); however, since most technologically important materials are not pure substances but mixtures (such as alloys), it is important that such studies be extended to multi-component interfacial systems. In addition to the usual issues of interfacial width, interfacial free energy, and transport within the interface, multi-component systems allow for the study of interfacial segregation. As in single-component systems, the crystal/melt interface of a multi-component system is characterized by measuring the change in the various structural, thermal and dynamical properties of interest as one traverses the interface from one bulk phase into the other. For planar interfaces (the type studied here), the $`z`$ axis is usually taken as the direction perpendicular to the interfacial plane and quantities are averaged over $`x`$ and $`y`$ and presented as functions of $`z`$. Examples include the density profiles of the various components (labeled by $`i`$), $`\rho _i(z)=\rho _i(𝐫)_{xy}`$ and the diffusion constant profiles, $`D_i(z)`$. The thermodynamic quantity of most interest is the solid-liquid interfacial free energy, $`\gamma _{\mathrm{sl}}`$, which is defined as the work required to form one unit area of surface – this quantity is extremely difficult to calculate via simulation – even in the single-component case. The only reliable calculation is the calculation of $`\gamma _{\mathrm{sl}}`$ for a single-component Lennard-Jones system by Broughton and Gilmer. Recently, we have reported initial simulation results on the crystal/melt interface of a two-component hard-sphere mixture. Specifically, the interface between the (100) face of a disordered face-centered cubic (FCC) crystal and the coexisting fluid was studied. In this work we extend this calculation to the (111) face and revisit the (100) interface calculations using more detailed analysis. These simulations represent the first such simulations on the crystal/melt interface of a multi-component system. The reasons for choosing the hard-sphere system for this initial study are two-fold: First, it is now well established that the structure and freezing behavior of dense, simple fluids, is determined, for the most part, by packing considerations determined by the repulsive part of the interaction potential. The effect of the attractive forces can generally be accounted for by treating it as a perturbation to the repulsive part of the potential, which is often approximated by a hard-sphere with some effective diameter. Thus, the hard-sphere system is a useful reference from which to begin studies of more realistic systems. Studying the hard-sphere system also allows one to directly probe the role of packing (which is purely entropic) in determining the interfacial phenomenology. Second, the relative simplicity of the hard-sphere system lends itself well to theoretical study – the vast majority of density-functional calculations on crystal/melt interfaces involve hard-sphere systems. The disordered-FCC/fluid interfaces were chosen for initial study, because, in order to begin an interface simulation, the phase coexistence conditions must be very accurately known, and the disordered-FCC/fluid region of the binary hard-sphere phase diagram (which occurs in the region of the phase diagram where the difference between the diameters of the different components is not too great) has been well characterized. In the next section we describe the binary hard-sphere system and its phase behavior. The results of the disordered FCC/fluid interfacial simulations reported for the (100) and (111) interfaces are discussed in Section 3. In Section 4, we conclude. ## II The Binary Hard-Sphere System We consider a two-component system consisting of hard spheres of differing sizes. The interaction potential for such a system can be written $$\varphi _{ij}(r)=\{\begin{array}{cc}\mathrm{}\hfill & r<\sigma _{ij}\hfill \\ 0\hfill & r\sigma _{ij}\hfill \end{array},$$ (1) where $`r`$ is the distance between the centers of two spheres and $`i`$ and $`j\{1,2\}`$ index the two types of spheres, which are distinguished by their different diameters, $`\sigma _1`$ and $`\sigma _2`$, while their masses are assumed to be identical. We also assume that the spheres are additive; i.e., $`\sigma _{11}=\sigma _1`$, $`\sigma _{22}=\sigma _2`$, and $`\sigma _{12}=\sigma _{21}=(\sigma _1+\sigma _2)/2`$. The following definitions and conventions are adopted for this study. First, it is assumed, without loss of generality, that $`\sigma _2\sigma _1`$, and the hard-sphere diameter ratio $`\alpha `$ is defined as $$\alpha =\sigma _1/\sigma _2,(0\alpha 1).$$ (2) Second, if there are $`N_1`$ hard spheres with diameter $`\sigma _1`$ and $`N_2`$ with diameter $`\sigma _2`$ in the volume $`V`$, then $$\rho =\frac{N_1+N_2}{V}=\rho _1+\rho _2$$ (3) is the total number density, and $`\rho _i`$’s represent the respective number densities for individual species. Third, the concentrations (mole fractions) of individual components are given by $$x_i=\rho _i/\rho ,i=1,2.$$ (4) Since $`x_1+x_2=1`$, a single variable $`x`$ is usually used, such that $`x_2=x`$ and $`x_1=1x`$. Also, the total packing fraction for the mixture $`\eta `$ is $$\eta =\eta _1+\eta _2,$$ (5) where $`\eta _i=\frac{\pi }{6}\sigma _i^3\rho _i`$, $`i=1,2`$. The diameter ratio $`\alpha `$ together with any pair of independent parameters from those defined above can be used to completely specify the fluid state of a binary hard-sphere system. The unit of length for the binary system is taken to be equal to the diameter of a larger sphere $`\sigma _2`$. Depending on the value of the diameter ratio $`\alpha `$, different crystal structures may have the lowest free energy . In particular, for $`\alpha `$ above about 0.85, the substitutionally disordered FCC crystal, in which spheres of different diameters are distributed randomly over the sites of an FCC lattice, is the stable structure at freezing. For $`\alpha `$ below this value, a variety of structures may exist including ordered solid such as NaCl and CsCl structures. For an interface simulation study, it is necessary that the phase coexistence conditions be accurately known. Therefore, we have chosen for this study the disordered-FCC/melt system, since the coexistence conditions for the equilibrium disordered crystal/melt interface can be found in the study of Kranendonk and Frenkel, who have calculated the crystal/melt phase diagrams for several values of the diameter ratio in the range $`0.85<\alpha <1`$. For the present study, the diameter ratio $`\alpha =0.9`$ is selected. For a binary system with a given diameter ratio $`\alpha `$, the coexistence state is specified by two number densities $`\rho ^\mathrm{c}`$ and $`\rho ^\mathrm{f}`$, as well as two concentrations $`x^\mathrm{c}`$ and $`x^\mathrm{f}`$ (or, alternatively, by four number densities of individual species, $`\rho _i^\mathrm{c}`$ and $`\rho _i^\mathrm{f}`$, where $`i=1,2`$). The pressure-concentration phase diagram determined in the simulation by Kranendonk and Frenkel for $`\alpha =0.9`$ is shown in Fig. 1. At a given pressure, the fluid and crystal phases have different concentrations at coexistence, represented in the plot by triangles and circles, respectively. To maximize the deviation from single-component behavior, a point on the $`\alpha =0.9`$ phase diagram was chosen for the interface simulation, where the concentration difference between crystal and melt phases is the largest. This point occurs at a pressure of $$P=14.7k_\mathrm{B}T/\sigma _2^3$$ (6) and concentrations of $$x^\mathrm{c}=0.71\text{and}x^\mathrm{f}=0.54$$ (7) for the crystal and fluid phase, respectively, and is shown in Fig. 1 by the solid triangle and circle. We have found the total packing fractions (number densities) in each two phases at $`\eta ^\mathrm{c}`$ $`=`$ $`0.552(\rho ^\mathrm{c}\sigma _2^3=1.144),`$ (8) $`\eta ^\mathrm{f}`$ $`=`$ $`0.502(\rho ^\mathrm{f}\sigma _2^3=1.096)`$ (9) and have used these values for the initialization of the binary interface systems. We have run simulations for several trial systems and have found that the systems are stable and the bulk crystal remains on average stress-free. Therefore, the above parameters have been used for all the simulation runs from which average properties of the interface have been computed. ## III Interface Construction and Simulation Results To create the initial bulk systems that are placed together to form the interface, the two sphere types are distributed randomly according to the crystal and fluid coexistence concentrations. The concentration in each crystal layer is maintained fixed by randomly distributing the spheres of different types on a layer by layer basis, thereby removing layer-to-layer concentration fluctuations due to finite system size. This constraint is not expected to affect the results in any significant way besides removing the fluctuations that cannot be averaged over during the simulation run due to practically no diffusion in the bulk crystal. The random distribution of particle types is justified by the conclusion of Kranendonk and Frenkel that above about $`x=0.6`$ there is little or no local substitutional ordering. Since the hard-sphere system evolves on a collision-by-collision basis, the natural unit of time for hard spheres is the mean collision time $`\tau _\mathrm{c}`$, i.e. the average time between collisions suffered by a given particle. On the other hand, the duration of a simulation run is most conveniently measured in terms of the total number of collisions. In the present study, in order to have better correspondence between the simulation time and the system evolution time, we measure simulation time in units of the number of collisions per particle (cpp), defined as twice the ratio of the total number of collisions to the number of particles in the system, so that $`1\mathrm{c}pp\tau _\mathrm{c}`$. We have prepared 10 systems for each of (100) and (111) crystal orientations and have run the simulations for 20 000 cpp with the interfacial diagnostics being recorded every 200 cpp. The (100) systems contain 11 616 spheres and have dimensions $`L_x=L_y=16.70\sigma _2`$, and $`L_z=37.09\sigma _2`$, while the size of the (111) systems is 11 340 spheres and $`L_x=16.09\sigma _2`$, $`L_y=16.72\sigma _2`$, and $`L_z=37.60\sigma _2`$. (We have also done simulations on these systems with smaller numbers of spheres – $``$ 3000 and 6000 – and different cross-sectional shapes. The results of these simulations are within statistical error, quantitatively identical to those presented here. The larger samples have been chosen as they give better statistics, have much shorter equilibration times than the smaller samples, and exhibit smaller interfacial fluctuations.) The concentration fluctuations in the fluid and the interfacial regions have been found to be much larger and more persistent than the density fluctuations. Also, due to a finite system size, even though the total momentum with respect to the simulation cell is set to zero, drift of the interface positions is observed. In order to avoid broadening of the interfacial profiles caused by the drift, we have selected for the final averages 12 segments of 2000 cpp in duration from each crystal orientation, such that the drift does not exceed half the distance between crystal layers (for more details on the methods of interfacial construction and equilibration used here, as well as more detailed definitions of measured (computed) profiles, see our recent work on single-component systems ). The fine-scale profiles for the two components $`\rho _1(z)`$, $`\rho _2(z)`$ and for the total density $`\rho (z)=\rho _1(z)+\rho _2(z)`$ are shown in Figs. 2 and 3 for the (100) and (111) crystal orientations, respectively. For the total density profiles the 10-90 widths of the height of the density peaks equal to 5.3 and 5.6$`\sigma _2`$ for the (100) and (111) interfaces, respectively. The density oscillations in $`\rho _2(z)`$ and $`\rho (z)`$ dampen monotonically, while $`\rho _1(z)`$ exhibits a peculiar non-monotonic peak-height envelope, a phenomenon that has not been seen in any of the single-component system studies. The non-monotonic behavior of the fine-scale density, $`\rho _1`$, can be explained by examining the coarse-grained (filtered) density profiles $`\overline{\rho }_1(z)`$, $`\overline{\rho }_2(z)`$, and $`\overline{\rho }(z)`$, computed using Finite Impulse Response (FIR) filter. The use of such filters for coarse-graining the density profiles is necessary when the peak-to-peak spacing of a profile is not constant through the interface – in such a case the use of uniform bins to perform coarse graining can lead to misleading results. (For a detailed description of the use of such filters in analyzing density profiles, see our recent article on the single-component hard-sphere interface .) The filtered profiles are shown in Figs. 4 and 5 for the (100) and (111) interfaces, respectively. In both cases the individual species densities change have 10-90 widths of about 2$`\sigma _2`$, whereas the corresponding width for the total density is about 4$`\sigma _2`$. This seems strange in that the total density is the sum of the individual densities, but since the difference between the total densities on either side of the interface is an order of magnitude smaller than that for the individual densities, very small changes in $`\rho _1`$ or $`\rho _2`$ can contribute significantly to the 10-90 width of the total density, while remaining unimportant in determining the width of the individual densities. (Note that, the width of the total density is somewhat larger than the 3.2-3.3$`\sigma `$ found in the single-component case). The rapid change in concentration over about 2$`\sigma _2`$, combined with the fact that the density oscillations on the fluid side of the interface in the fine-scale profiles persist 2-3$`\sigma _2`$ after the concentrations have relaxed, leads to the above mentioned non-monotonicity. Since the number density of the smaller spheres in the fluid \[$`\rho _1^\mathrm{f}=(1x^\mathrm{f})\rho ^\mathrm{f}=0.504\sigma _2^3`$\] is larger than the corresponding density in the crystal region \[$`\rho _1^\mathrm{c}=(1x^\mathrm{c})\rho ^\mathrm{c}=0.332\sigma _2^3`$\], the ordering of the fluid in the presence of the interface occurs in a region with higher average density than that in the bulk crystal, resulting in the higher profile peaks in the interfacial region. Analysis of the coarse-grained densities also leads to the conclusion that there is no statistically significant equilibrium interfacial segregation (Gibbs adsorption) in either of our simulated interfacial orientations. Such segregation is quantified by $`\mathrm{\Gamma }_1`$/A, where $`\mathrm{\Gamma }_1`$ is the excess number of type 1 (small) particles (here the smaller particle is taken to be the solute), defined using a Gibbs dividing surface for which the excess number of type 2 (large) is zero, and $`A`$ is the area of the interface. The significance of this result should be taken, however, in light of the issues of chemical equilibrium discussed below. Information about changes in the inter-layer spacing is obtained by measuring the layer separation, defined as $$\mathrm{\Delta }z_i=\overline{z}_{i+1}\overline{z}_i,$$ (10) where $`\overline{z}_i`$ is the center of mass of layer $`i`$ determined from the fine-scale density profile between the adjoining density minima. We calculate $`\mathrm{\Delta }z_i`$ for the total density profile as well as for the density profiles of individual components. The results are shown in Fig. 6 with diamonds, squares and circles representing layer separation in $`\rho _1(z)`$, $`\rho _2(z)`$ and $`\rho (z)`$, respectively. As in the single-component case, the layer separation shows large layer expansion for the (100) interface and very little expansion for the (111) interface. In addition, we see significantly different behavior of the individual density profiles. For the (100) orientation the increase in the layer separation of the $`\rho _1(z)`$ profile is delayed by about two crystal layers, compared with that of $`\rho _2(z)`$. For the (111) orientation the $`\rho _1(z)`$ profile exhibits almost no change in the interlayer spacing. Evidently, at the onset of the disorder in the interfacial region, the spheres of type 2, having larger diameter, are repelled farther away from the ordered crystal layers. The self-diffusion constant profiles are computed separately for the two particle types according to the formula $$D_i(z)=\frac{1}{6N_i(z)}\frac{d}{dt}\underset{j=1}{\overset{N_i(z)}{}}[𝐫_j(t)𝐫_j(t_0)]^2,i=1,2,$$ (11) where $`N_i(z)`$ is the number of spheres of type $`i`$ between $`z\delta z/2`$ and $`z+\delta z/2`$ at time $`t=t_0`$, where $`\delta z`$ is the crystal layer spacing, and the brackets represent the average over time origins $`t_0`$. The sphere displacement was monitored on a uniform coarse scale over time $`t_{\mathrm{max}}t_0=5.5(m\sigma _2^2/k_\mathrm{B}T)^{1/2}`$. The averaging was done over 50 time origins for each of the 12 selected intervals. The average diffusion constant profiles for the (100) and (111) interfaces are shown in Fig. 7. As could have been anticipated, the self-diffusion coefficient in the bulk fluid is larger for the smaller spheres at $`0.019(k_\mathrm{B}T\sigma _2^2/m)^{1/2}`$, compared to that for the larger spheres at $`0.016(k_\mathrm{B}T\sigma _2^2/m)^{1/2}`$. The diffusion profiles change monotonicly across the interface with the 10-90 widths of about 3.3$`\sigma _2`$ for both (100) and (111) interfaces, which is intermediate between the widths for the interfacial profiles and that for the total density. Note that, since the midpoint of the diffusion profile is shifted by about 1-2$`\sigma _2`$ to the liquid side of the midpoints of the density profiles (that is, the bulk of the increase in the diffusion constant occurs after the densities have relaxed to nearly their liquid values), the actual width of the interfacial region is larger than either transport or structural properties would indicate alone. At this point it is useful to comment on the question of chemical equilibrium in our systems. When we create the interface by placing crystal and fluid blocks next to each other and then allowing the system to evolve, we expect that after some time the system will stabilize itself and the interfaces will be in equilibrium. In our simulations we see that after the initial equilibration, both temperature (see Ref. ) and transverse pressure profiles exhibit no significant deviation in the interfacial region from their average values. This is an indication that the interface is in thermal and dynamic equilibrium with the surrounding bulk phases. On the other hand, the concentration equilibrium of individual species at the interface cannot be assumed with the same certainty. One admitted approximation that we have made in the construction of our interface is the use of a randomly substituted solid mixture. In their studies on hard-sphere binary mixtures, Kranendonk and Frenkel report no significant local substitutional order for solid solutions above 60% large spheres. Since our solid has a large-sphere mole fraction of 0.71, our assumption of random substitution in the bulk solid should be valid. However, the work of Kranendonk and Frenkel applies strictly to the bulk system and it is possible that there is some equilibrium local substitutional order that should be present on the solid side of our interface that we cannot see due to the very long relaxation times for concentration fluctuations. The closer we are to the crystal side of the interface, the less certain can we be that a particular configuration of the small and large spheres correctly represents the equilibrium concentration profile. The reason is that, unlike temperature and pressure fluctuations which are transported through the system via collisions, the concentration fluctuations are introduced when particles themselves drift through the system. This obviously requires moderate values of the diffusion coefficient which cannot be achieved in the crystal. (In order to achieve true concentration equilibrium in a binary interfacial system one would need to simulate composition fluctuations consistent with the chemical potential balance in both crystal and fluid phases and across the interface. This can be done, for example, by introducing Monte-Carlo moves into the equilibration process that allow small spheres to become large ones and vice versa, with probabilities that produce correct chemical potential profiles. We have not, however, found a consistent way of doing this in practice that both preserves the stability of the interface and gives good statistics.) This being said, the effect of the uncertainty in the degree of chemical equilibrium achieved should have little effect on most of the phenomena mentioned above, such as non-monotonicity of the $`\rho _1`$ profile and the anomalous behavior of the lattice spacing in both interfaces, since these effects are primarily due to behavior on the liquid side of the interface where the diffusion constant is large enough to ensure relaxation in concentration. The largest effect will be on the width of the concentration profiles on the solid side of the interface - the value given above should be taken as an upper bound - and the precise degree of equilibrium solute segregation (adsorption) on the solid side. The high stability of our interfaces leads us to speculate that these effects will be small, but, because of the problems outlined above, they cannot be discounted. ## IV Summary and Conclusions We have presented detailed molecular-dynamics simulations for the (100) and (111) (disordered) FCC crystal/melt interfaces for a binary system of hard spheres. The ratio of the small hard-sphere diameters and that of the large spheres was chosen to be 0.9. This study extends our earlier preliminary work on the (100) interface for this system. The principle results of this study are summarized as follows: 1. The fine-scale density profiles for the smaller particle, $`\rho _1(z)`$, in contrast to the single-component case, exhibit a pronounced non-monotonic envelope. This behavior is not seen in either the total or large-particle density profiles. Analysis of the coarse-grained density profiles shows that this phenomenon is not due to any appreciable adsorption of the smaller particle at the interface, but is entirely due to the fact that increase in the small particle concentration occurs over a shorter length scale than the decay of the density ocsillations in the liquid. 2. As in the single-component case we see an increase in the spacing between the (100) density-profile peaks as the interface is traversed from crystal to fluid. A much less pronounced effect is seen in the (111) interface where the large-particle density-peak spacing stays mostly constant except for a maximum well on the liquid side; in contrast, the spacing for the smaller particles is constant through the interface. 3. The widths of the coarse-grained concentration profiles (calculated with a Finite Impulse Response (FIR) filter) are considerably smaller that those for the total densities (about 2$`\sigma _2`$ versus 4$`\sigma _2`$) and no significant equilibrium interfacial segregation is seen. As in our earlier single-component study, the use of FIR filters to determine coarse-grained density profiles is necessary to avoid artifacts of the binning process when the peak separation is not constant. 4. The diffusion profiles and coarse-grained density are shifted by 1 to 2$`\sigma _2`$ relative to one another. Significant diffusion begins only after the density has relaxed to nearly the bulk liquid value. Therefore, the interfacial region is wider than either of these profiles would indicate separately, and we can identify two separate sub-regions as the interface is traversed from solid to fluid, in which density relaxation or changes in transport properties are dominant, respectively.
no-problem/9903/cond-mat9903200.html	ar5iv	text	# Quasienergy Spectroscopy of Excitons Excitons, strongly correlated pairs of electrons and holes, dominate the band-edge optics of semiconductors: their bound states are observed optically as resonances in the absorption spectrum in the gap of the semiconductor and in the continuum as enhanced absorption. The interband susceptibility describes the linear optical properties of the semiconductor and can be expressed in terms of the well-known equation, $$\chi (\omega )=\underset{n}{}\frac{\|\psi _n(\stackrel{}{r}=\stackrel{}{0})\|^2}{\mathrm{}\omega E_n+i0^+},$$ (1) where $`\psi _n(\stackrel{}{r})`$ are the Wannier wave functions of the exciton with spectrum $`E_n`$. This compact formula is extremely useful since it relates the spectrum of the exciton directly to the resonances occurring in the absorption spectrum, which is proportional to the imaginary part of (1). The development of coherent sources of intense electromagnetic radiation in the THz regime has opened up a new exciting area of semiconductor physics: e.g. two color spectroscopy of excitons in the dynamical Franz-Keldysh (DFK) regime. One color has weak intensity in the near infrared (NIR) regime inducing interband transitions, creating the excitons. The other color, which has high intensity, is in the far infrared regime (FIR), which corresponds to transitions between the internal degrees of freedom of the created excitons. In this regime the field strength, $`\stackrel{}{E}_{\mathrm{FIR}}`$, and the frequency, $`\mathrm{\Omega }`$, of the FIR are such that both strong field effects (dc Franz-Keldysh (FK) effect) and multiphoton processes (MP) are important. This regime is quantified by $$\gamma =\frac{e^2E_{\mathrm{FIR}}^2}{4m_r\mathrm{}\mathrm{\Omega }^3},$$ (2) which is the ratio between the ponderomotive energy and the energy of a FIR photon. Here $`m_r`$ is the reduced mass of the exciton and $`e`$ is the electronic charge. The regime of FK corresponds to $`\gamma 1`$, of MP to $`\gamma 1`$ while $`\gamma 1`$ corresponds to the regime we consider presently, the DFK regime. Study of the response of the weak NIR probe as a function of the two frequencies and the intensity of the FIR beam yields considerable insight into the nature of excitons and the fundamental electro-optical processes occurring in semiconductors. Experiments have been reported on effects of the FIR on luminescence, absorption, and resonantly enhanced nonlinear mixing of the fundamental NIR with the FIR, even in the presence of strong magnetic fields. The free particle properties of such experiments have been studied intensively, while excitonic effects on absorption have only been reported recently. The goal of this letter is to report a generalization of the text-book result (1) to the new dynamical regime $`\gamma 1`$. We find that the macroscopic polarization can be expressed as $$\stackrel{}{P}(t)=d^2\stackrel{}{E}_{\mathrm{NIR}}\underset{n}{}\chi _n(\omega )e^{i(\omega +n\mathrm{\Omega })t}$$ (3) where $$\chi _n(\omega )=\underset{\alpha n^{}}{}\frac{\varphi _{\alpha n^{}+n}^{}\varphi _{\alpha n^{}}}{\mathrm{}\omega \stackrel{~}{ϵ}_\alpha n^{}\mathrm{}\mathrm{\Omega }+i0^+}.$$ (4) Here $`\omega `$ is the frequency of the NIR, $`d`$ is the interband dipole matrix element, assumed to be constant, and $`\varphi _{\alpha n}`$ are the temporal Fourier components of the Floquet states $`\varphi _\alpha (\stackrel{}{r}=\stackrel{}{0},t)`$ of the exciton, with quasienergy $`\stackrel{~}{ϵ}_\alpha `$, . A Floquet state is the temporal analogue to a Bloch state in a spatially periodic potential. The spectral decomposition of the polarization, (3), shows that the linear absorption of the NIR is proportional to Im$`\chi _0(\omega )`$, while $`I_n(\omega )=\|\chi _n(\omega )\|^2`$ is proportional to the intensity of photonic sidebands which radiate at frequency $`\omega +n\mathrm{\Omega }`$. Eq. (4) thus relates the nonequilibrium optical properties directly to the excitonic quasienergy spectrum. We first outline the derivation of (3) and then present a numerical study of a quantum well (QW) exciton, which illustrates the applicability of the theory. We show that avoided crossings in the quasienergy spectrum lead to two clear experimental consequences: (i) the sideband intensities $`I_n`$ have a resonant behaviour and (ii) the $`1s`$ resonance in optical absorption displays a strong Autler-Townes splitting. In the following we describe the semiconductor via a simple spinless effective mass two-band model. The Hamiltonian is given by $$H=\underset{\stackrel{}{k},\mu \{c,v\}}{}ϵ_\mu [\mathrm{}\stackrel{}{k}+e\stackrel{}{A}(t)]c_{\mu \stackrel{}{k}}^{}c_{\mu \stackrel{}{k}}+H_i,$$ (5) where $`\mu `$ labels conduction- or valence-bands, and $`H_i`$ describes the Coulomb interaction via the potential $`v(\|\stackrel{}{k}\|)`$. Using nonequilibrium Green function methods one can show that the retarded susceptibility obeys the integral equation, $`\chi ^r(\stackrel{}{k};t,t^{})=\overline{\chi }^r(\stackrel{}{k};t,t^{})+`$ (6) $`{\displaystyle \frac{d^n\stackrel{}{k}^{}}{(2\pi )^n}𝑑t^{\prime \prime }\overline{\chi }^r(\stackrel{}{k};t,t^{\prime \prime })v(\|\stackrel{}{k}\stackrel{}{k}^{}\|)\chi ^r(\stackrel{}{k}^{};t^{\prime \prime },t^{})},`$ (7) where $`\overline{\chi }^r(\stackrel{}{k};t,t^{})`$ is the freeparticle susceptibility. Eq. (6) can be transformed into an infinite-dimensional matrix equation and solved numerically by introducing a cut-off frequency. This method has successfully described some effects in the linear absorption, but has failed to describe the nonlinear mixing adequately. The representation introduced here does not introduce cutoffs, is numerically much faster, and clarifies the physics involved. In the rotating wave approximation with respect to the NIR probe, the irreducible interband susceptibility for an undoped semiconductor obeys $$\left\{i\mathrm{}\frac{}{t}ϵ[\mathrm{}\stackrel{}{k}+e\stackrel{}{A}(t)]\right\}\overline{\chi }^r(\stackrel{}{k};t,t^{})=\delta (tt^{}),$$ (8) where $`ϵ(\mathrm{}\stackrel{}{k})=ϵ_c(\mathrm{}\stackrel{}{k})ϵ_v(\mathrm{}\stackrel{}{k})`$ and $`e=\|e\|`$. The uniform FIR field is described by the vector potential $`\stackrel{}{A}(t)=\stackrel{}{E}_{\text{FIR}}\mathrm{sin}(\mathrm{\Omega }t)/\mathrm{\Omega }`$. With (8) we transform (6) to $`\left\{i\mathrm{}{\displaystyle \frac{}{t}}ϵ[{\displaystyle \frac{\mathrm{}}{i}}\stackrel{}{}_\stackrel{}{r}+e\stackrel{}{A}(t)]+{\displaystyle \frac{e^2}{4\pi \kappa r}}\right\}\chi ^r(\stackrel{}{r};t,t^{})`$ (9) $`=\delta (\stackrel{}{r})\delta (tt^{}),`$ (10) where $`\kappa `$ is the effective dielectric constant in the semiconductor. To proceed we first consider the solutions to the homogeneous part of (9), $$\left\{\frac{[\frac{\mathrm{}}{i}\stackrel{}{}_\stackrel{}{r}+e\stackrel{}{A}(t)]^2}{2m_r}+ϵ_g\frac{e^2}{4\pi \kappa r}\right\}\mathrm{\Psi }(\stackrel{}{r},t)=i\mathrm{}\frac{\mathrm{\Psi }(\stackrel{}{r},t)}{t}.$$ (11) This is a Schrödinger equation for a hydrogen-like particle, the exciton, in the presence of the intense FIR field. When the FIR field is absent this equation reduces to the Wannier equation. We have thus arrived at a generalized Wannier equation with a time periodic Hamiltonian, $`H(t)=H(t+T)`$, where $`T=2\pi /\mathrm{\Omega }`$. Such a discrete time symmetry gives rise to the temporal analog of the Bloch wave functions, the Floquet states: $`\psi _\alpha (\stackrel{}{r},t)=e^{i\stackrel{~}{ϵ}_\alpha t/\mathrm{}}\varphi _\alpha (\stackrel{}{r},t),`$ where $`\stackrel{~}{ϵ}_\alpha `$ are the quasienergies and $`\varphi _\alpha (\stackrel{}{r},t)=\varphi _\alpha (\stackrel{}{r},t+T)`$. The Floquet states can be viewed as the stationary states of the periodically driven system. They form complete sets of solutions to the Schrödinger equation, which is to say that any wave function obeying (11) is of the form $`\mathrm{\Psi }(\stackrel{}{r},t)=_\alpha c_\alpha e^{i\stackrel{~}{ϵ}_\alpha t/\mathrm{}}\varphi _\alpha (\stackrel{}{r},t),`$ where $`c_\alpha `$ are $`c`$-numbers. Furthermore, at equal times the states fulfill the closure relation $`_\alpha \varphi _\alpha ^{}(\stackrel{}{r},t)\varphi _\alpha (\stackrel{}{r}^{},t)=\delta (\stackrel{}{r}\stackrel{}{r}^{})`$. Using these properties, we expand the susceptibility in terms of the Floquet states and their quasienergies and find $$\chi ^r(\stackrel{}{r};t,t^{})=\frac{\theta (tt^{})}{i\mathrm{}}\underset{\alpha }{}e^{i\stackrel{~}{ϵ}_\alpha (tt^{})/\mathrm{}}\varphi _\alpha ^{}(\stackrel{}{0},t^{})\varphi _\alpha (\stackrel{}{r},t).$$ (12) We next set $`\stackrel{}{r}=\stackrel{}{0}`$, define $`\varphi _\alpha (t)=\varphi _\alpha (\stackrel{}{0},t)`$ and expand the states as $`\varphi _\alpha (t)=_n\varphi _{\alpha n}e^{in\mathrm{\Omega }t}`$. The macroscopic polarization is then readily expressed as (3) and (4). This concludes the outline of our derivation. We next apply the present theory to the nonlinear optical properties of a quantum well exciton. Specifically we choose $`ea_0E_{\mathrm{FIR}}=1E_{\mathrm{Ry}}`$, where $`E_{\mathrm{Ry}}=\mathrm{}^2/(2m_ra_0^2)`$ is the effective Rydberg energy of the medium, and $`a_0=\mathrm{}^2\kappa /(e^2m_r)`$ is the effective Bohr radius of the exciton. As an example, for InGaAs $`E_{\mathrm{Ry}}23`$meV and $`a_0200`$Å which leads to $`E_{\mathrm{FIR}}10^5`$V/m, well within the range of free electron lasers. The FIR is linearly polarized and the field oscillates in the plane of the QW. We sweep the THz frequency such that it probes the various internal resonances of the exciton and study the absorption and the nonlinear sideband generation. A two dimensional exciton in equilibrium has the bound state spectrum $`E_n=E_{\mathrm{gap}}E_{\mathrm{Ry}}/(n0.5)^2`$, $`n>0`$. The $`n=1`$ state is a nondegenerate $`s`$-state, while $`n1`$ are degenerate containing also $`p`$-states, etc. . With linear polarization of the FIR the doubly degenerate $`p`$-states may be decomposed into $`p_{}`$ and $`p_{}`$, where the $`p_{}`$ has the same spatial symmetry as the field. Only $`p_{}`$ contributes to the dynamics. We include both $`s`$ and $`p_{}`$ states in our calculations since both are physically important as they couple strongly in the presence of the THz field. The Floquet states and their quasienergies are determined numerically. In the figures, we have introduced a phenomenological damping of the resonances in (4). In Fig. 1 we show the results of our calculation for fixed $`\mathrm{}\mathrm{\Omega }=2.55E_{\mathrm{Ry}}`$ as a function of NIR frequency, illustrating the basic effects due to the THz field. Considering the absorption, the THz frequency is below the $`1s2p_{}`$ equilibrium transition frequency, $`\mathrm{}\omega _{12}^03.56E_{\mathrm{Ry}}`$. The red shift of the $`1s`$ resonance, away from its equilibrium position, is due to the ac-Stark effect, which is pronounced even though the frequency is considerably detuned from the $`1s2p_{}`$ transition. The effect is maximal in the $`\gamma 1`$ regime. The $`2s`$ resonance is blue-shifted with respect to the equilibrium possition. The band edge is blue shifted as well. This is due to the DFK effect which shifts all main features by the ponderomotive energy. The oscillator strength of the $`1s`$ resonance is suppressed. These effects have been observed in quantum well excitons. Furthermore, a new resonance appears in the absorption spectrum: a single photon replica of the dark $`p_{}`$ state which under irradiation becomes optically active. The tail to the blue from the resonance is due to replicas of the $`p_{}`$ symmetric states in the continuum. The sideband intensity for $`I_{\pm 2}`$ is shown as well. In reflection symmetric systems only sidebands with $`n`$ even appear: the optical properties are invariant under the transformation $`\stackrel{}{E}_{\mathrm{FIR}}\stackrel{}{E}_{\mathrm{FIR}}`$, and hence the “effective” frequency is $`2\mathrm{\Omega }`$. Breaking the reflection symmetry introduces odd sidebands as well. The sideband generation is at a maximum if either $`\omega `$ or $`\omega n\mathrm{\Omega }`$, $`n>0`$, is tuned to the $`1s`$ resonance. We find that $`I_n(\omega )=I_n(\omega +n\mathrm{\Omega })`$. However, in an experiment using a multiple quantum well sample the radiation due to $`I_n`$ will tend to be re-absorbed, its maximum being tuned to the main absorption resonance while $`I_n`$ has its maximum $`2n\mathrm{\Omega }`$ away from it. This behavior of the sideband generation has been observed. In Fig. 2 we show the spectra for a constant field strength with a THz frequency sweep $`\mathrm{}\mathrm{\Omega }=(0.5\mathrm{}5)E_{\mathrm{Ry}}`$. In Im$`\chi _0`$ one observes how photon replicas traverse from $`\mathrm{}\omega E_2`$ in a fan as the THz frequency is increased. The fanblades have been tagged with the order in the THz frequency involved, which is roughly proportional to the inverse slope of the blade. In view of (4), when the replicas reach the main resonance a strongly avoided crossing in the quasienergy spectrum results, which is directly visible in the spectra. For the first order process a Autler-Townes splitting results. The sidebands, in the upper two panels, show clear evidence of the fan shape. In this case however, the underlying avoided crossing in the quasienergy spectrum results in resonantly enhanced sideband generation. Generation of sideband $`I_n`$ calls for optical processes of order $`\|n\|+1`$ or higher and thus the predominant order determines if a strongly avoided crossing results in a resonantly enhanced sideband. The oscillator strength reflects the resonant conditions. In Fig. 3 we compare the oscillator strength to the maximum of the generated sidebands at each frequency. We remark in passing that the $`n=2`$ sideband was recently detected for $`\mathrm{}\mathrm{\Omega }4E_{\mathrm{Ry}}`$, which in view of Fig. 3 suggests that the predicted results should be detectable with present technology. Resonant suppression of the oscillator strength occurs when the sideband generation is enhanced. The resonance conditions are met by the quasienergies according to (4). The range in which resonant enhancement occurs is determined by the coupling of the internal exciton levels. The enhancement mainly involves the $`1s2p_{}`$ transition for odd processes, while it is mainly the $`1s2s`$ transition which is responsible for even resonances. The first 7 resonances are indicated in Fig. 3. In summary, we have studied the nonlinear optics of excitons subject to intense THz radiation. We have shown analytically that observed resonances in the sideband generation may be viewed as manifestations of strongly avoided crossings in the quasienergy spectrum of the exciton. Our theory is consistent with experiment, where available, and it leads to a number of predictions for the outcome of new experiments. An example is the strong correlation between the oscillator strength suppression in absorption and the associated resonant enhancement in sideband generation, respectively. We would like to acknowledge our colleagues, S.J. Allen, B. Birnir, B. Y.-K. Hu, A. Ignatov, J. Kono, W. Langbein, K. Nordstrom, M. Sherwin, and M. Wagner for sharing details of their experiments and many enlightening discussions.
no-problem/9903/hep-ph9903238.html	ar5iv	text	# Supersymmetry Signatures with Tau Jets at the Tevatron ## Abstract We study the supersymmetry reach of the Tevatron in channels containing both isolated leptons and identified tau jets. In the most challenging case, where the branching ratios of gauginos to taus dominate, we find that searches for two leptons, a tau jet and a large amount of missing transverse energy have a much better reach than the classic trilepton signature. With total integrated luminosity of $`\mathrm{L}\stackrel{>}{}4\mathrm{fb}^1`$, the Tevatron will start extending the expected LEP-II reach for supersymmetry. Searches for supersymmetry (SUSY) in Run I of the Tevatron have been done exclusively in channels involving some combination of leptons, jets, photons and missing transverse energy ($`\overline{)}E_T`$) . At the same time, several Run I analyses have identified hadronic tau jets, e.g. in $`W`$-production and top decays . Hadronic taus have also been used to place limits on a charged Higgs and leptoquarks . As tau identification is expected to improve further in Run II, this raises the question whether SUSY searches in channels involving tau jets are feasible. SUSY signatures with tau leptons are very well motivated, since they arise in a variety of models of low-energy supersymmetry, e.g. gravity-mediated or the minimal gauge-mediated models . In this paper we shall study all possible experimental signatures with three identified objects (leptons or tau jets) plus $`\overline{)}E_T`$, and compare their reach to the clean trilepton channel , which is the classic SUSY signature at the Tevatron. It arises in the decays of gaugino-like chargino-neutralino pairs $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0`$. The reach is somewhat limited by their rather small leptonic branching fractions. In the limit of either heavy or equal in mass squarks and sleptons, the leptonic branching ratios of $`\stackrel{~}{\chi }_1^\pm `$ and $`\stackrel{~}{\chi }_2^0`$ are $`W`$-like and $`Z`$-like, respectively. However, both gravity-mediated and gauge-mediated models of SUSY breaking allow the sleptons to be much lighter than the squarks, thus enhancing the leptonic branching fractions of the gauginos. There are at least three generic reasons as to why one may expect light sleptons in the spectrum. First, the slepton masses at the high-energy scale may be rather small to begin with. This is typical for gauge-mediated models, since the sleptons are colorless and do not receive large soft mass contributions proportional to the strong coupling constant $`\alpha _s`$. The minimal gravity-mediated (mSUGRA) models, on the other hand, predict light sleptons if the universal scalar mass $`M_0`$ is much smaller than the universal gaugino mass $`M_{1/2}`$. Second, the renormalization group equations for the scalar soft masses contain terms proportional to Yukawa couplings, which tend to reduce the corresponding mass during the evolution down to low-energy scales. This effect is significant for third generation scalars, and for large values of $`\mathrm{tan}\beta `$ (the ratio of the Higgs vacuum expectation values $`v_2`$ and $`v_1`$) splits the staus from the first two generation sleptons. And finally, the mixing in the charged slepton mass matrix further reduces the mass of the lightest eigenstate. The slepton mixing is enhanced at large $`\mathrm{tan}\beta `$, since it is proportional to $`\mu m_l\mathrm{tan}\beta /m_{\stackrel{~}{l}}^2`$, where $`m_l`$ ($`m_{\stackrel{~}{l}}`$) is the lepton (slepton) mass and $`\mu `$ is the supersymmetric Higgs mass parameter. Notice that this effect again only applies to the staus, since $`m_\tau m_{\mu ,e}`$. Due to these three effects, it may very well be that among all scalars, only the lightest sleptons from each generation (or just the lightest stau $`\stackrel{~}{\tau }_1`$) are lighter than $`\stackrel{~}{\chi }_1^\pm `$ and $`\stackrel{~}{\chi }_2^0`$. Indeed, in both gravity-mediated and gauge-mediated models one readily finds regions of parameter space where either $`m_{\stackrel{~}{\chi }_1^0}<m_{\stackrel{~}{\tau }_1}m_{\stackrel{~}{\mu }_R}<m_{\stackrel{~}{\chi }_1^+}m_{\stackrel{~}{\chi }_2^0}`$ (typically at small $`\mathrm{tan}\beta `$) or $`m_{\stackrel{~}{\chi }_1^0}<m_{\stackrel{~}{\tau }_1}<m_{\stackrel{~}{\chi }_1^+}m_{\stackrel{~}{\chi }_2^0}<m_{\stackrel{~}{\mu }_R}`$ (at large $`\mathrm{tan}\beta `$). Depending on the particular model, and the values of the parameters, the gaugino pair decay chain may then end up overwhelmingly in any one of the four final states: $`lll`$, $`ll\tau `$, $`l\tau \tau `$ or $`\tau \tau \tau `$. In order to make a final decision as to which experimental signatures are most promising, we have to factor in the tau branching ratios to leptons and jets. About two-thirds of the subsequent tau decays are hadronic, so it appears advantageous to consider signatures with tau jets in the final state as alternatives to the clean trilepton signal. (From now on, we shall use the following terminology: a “lepton” ($`l`$) is either a muon or an electron; a tau is a tau-lepton, which can later decay either leptonically, or to a hadronic tau jet, which we denote by $`\tau _h`$.) The presence of taus in the underlying SUSY signal always leads to an enhancement of the signatures with tau jets in comparison to the clean trileptons. This disparity is most striking for the case of $`\tau \tau \tau `$ decays, where $`BR(\tau \tau \tau ll\tau _h)/BR(\tau \tau \tau lll)5.5`$. An additional advantage of the tau jet channels is that the leptons from tau decays are much softer than the tau jets and as a result will have a relatively low reconstruction efficiency. On the other hand, the tau jet channels suffer from larger backgrounds than the clean trileptons. The physical background (from real tau jets in the event) is actually smaller, but a significant part of the background is due to events containing narrow isolated QCD jets with the correct track multiplicity, which can be misidentified as taus. The jetty signatures are also hurt by the lower detector efficiency for tau jets than for leptons. The main goal of our study, therefore, will be to see what is the net effect of all these factors, on a channel by channel basis. For our analysis we choose to examine one of the most challenging scenarios for SUSY discovery at the Tevatron. We shall assume the typical large $`\mathrm{tan}\beta `$ mass hierarchy $`m_{\stackrel{~}{\chi }_1^0}<m_{\stackrel{~}{\tau }_1}<m_{\stackrel{~}{\chi }_1^+}<m_{\stackrel{~}{\mu }_R}`$. One then finds that $`BR(\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_2^0\tau \tau \tau +X)100\%`$ below $`\stackrel{~}{\chi }_1^\pm W^\pm \stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0Z\stackrel{~}{\chi }_1^0`$ thresholds. In order to shy away from specific model dependence, we shall conservatively ignore all SUSY production channels other than $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0`$ pair production. The $`p_T`$ spectrum of the taus resulting from the chargino and neutralino decays depends on the mass differences $`m_{\stackrel{~}{\chi }_1^+}m_{\stackrel{~}{\tau }_1}`$ and $`m_{\stackrel{~}{\tau }_1}m_{\stackrel{~}{\chi }_1^0}`$. The larger they are, the harder the spectrum, and the better the detector efficiency. However, as the mass difference gets large, the $`\stackrel{~}{\chi }_1^+`$ and $`\stackrel{~}{\chi }_2^0`$ masses themselves become large too, so the production cross-section is severely suppressed. Therefore, at the Tevatron we can only explore regions with favorable mass ratios and at the same time small enough gaugino masses. This suggests a choice of SUSY mass ratios: for definiteness we fix $`2m_{\stackrel{~}{\chi }_1^0}(4/3)m_{\stackrel{~}{\tau }_1}m_{\stackrel{~}{\chi }_1^+}(<m_{\stackrel{~}{\mu }_R})`$ throughout the analysis, and vary the chargino mass. The rest of the superpartners have fixed large masses corresponding to the mSUGRA point $`M_0=180`$ GeV, $`M_{1/2}=180`$ GeV, $`A_0=0`$ GeV, $`\mathrm{tan}\beta =44`$ and $`\mu >0`$, but we are not constrained to mSUGRA models only. Our analysis will apply equally to gauge-mediated models with a long-lived neutralino NLSP, as long as the relevant gaugino and slepton mass relations are similar. Note that our choice of heavy first two generation sleptons is very conservative. A more judicious choice of their masses, namely $`m_{\stackrel{~}{\mu }_R}<m_{\stackrel{~}{\chi }_1^+}`$, would lead to a larger fraction of trilepton events, and as a result, a higher reach. Furthermore, the gauginos would then decay via two-body modes to first generation sleptons, and the resulting lepton spectrum would be much harder, leading to a higher lepton efficiency. Notice also that the $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0`$ production cross-section is sensitive to the squark masses, but since this is the only production process we are considering, our results can be trivially rescaled to account for a different choice of squark masses, or to include other production processes as well. Since the experimental signatures in our analysis contain only soft leptons and tau jets, an important issue is whether one can develop efficient combinations of Level 1 and Level 2 triggers to accumulate these data sets without squandering all of the available bandwidth. We will not attempt to address this issue here; instead we will assume 100% trigger efficiency for those signal events which pass all of our analysis and acceptance cuts. We have nevertheless studied the following set of triggers: 1) $`\overline{)}E_T>40`$ GeV; 2) $`p_T(l)>20`$ GeV and 3) $`p_T(l)>10`$ GeV, $`p_T(\mathrm{jet})>15`$ GeV and $`\overline{)}E_T>15`$ GeV; with pseudorapidity cuts $`\|\eta (e)\|<2.0`$, $`\|\eta (\mu )\|<1.5`$ and $`\|\eta (jet)\|<4.0`$. We found that they are efficient in picking out about 90 % of the signal events in the channels with at least one lepton (see below). Dedicated low $`p_T`$ tau triggers for Run II, which may be suitable for the new tau jet channels, are now being considered by both CDF and D0 . We used PYTHIA v6.115 and TAUOLA v2.5 for event generation. We used the SHW v2.2 package , which simulates an average of the CDF and D0 Run II detector performance. In SHW tau objects are defined as jets with $`\|\eta \|<1.5`$, net charge $`\pm 1`$, one or three tracks in a $`10^{}`$ cone with no additional tracks in a $`30^{}`$ cone, $`E_T>5`$ GeV, $`p_T>5`$ GeV, plus an electron rejection cut. SHW electrons are required to have $`\|\eta \|<1.5`$, $`E_T>5`$ GeV, hadronic to electromagnetic energy deposit ratio $`R_{h/e}<0.125`$, and satisfy standard isolation cuts. Muon objects are required to have $`\|\eta \|<1.5`$, $`E_T>3`$ GeV and are reconstructed using Run I efficiencies. We use standard isolation cuts for muons as well. Jets are required to have $`\|\eta \|<4`$, $`E_T>15`$ GeV. In addition we have added jet energy correction for muons and the rather loose id requirement $`R_{h/e}>0.1`$. We have also modified the TAUOLA program in order to correctly account for the chirality of tau leptons coming from SUSY decays. The reconstruction algorithms in SHW already include some basic cuts, so we can define a reconstruction efficiency $`ϵ_{rec}`$ for the various types of objects: electrons, muons, tau jets etc. We find that as we vary the chargino mass from 100 to 140 GeV the lepton and tau jet reconstruction efficiencies for the signal range from 42 to 49 %, and from 29 to 36%, correspondingly. The lepton efficiency may seem surprisingly low, but this is because a lot of the leptons are very soft and fail the $`E_T`$ cut. The tau efficiency is in good agreement with the results from Ref. and , once we account for the different environment, as well as cuts used in those analyses. The most important background issue in the new tau channels is the fake tau rate. Several experimental analyses try to estimate it using Run I data. Here we simulate the corresponding backgrounds to our signal and use SHW to obtain the fake rate, thus avoiding trigger bias . We find that the tau fake rate in $`W`$ production is 1.5%, independent of the tau $`p_T`$, which is in agreement with the findings of Refs. . In the following we list our cuts for each channel. In order to maximize the reach in the $`lll\overline{)}E_T`$ channel, we apply the soft lepton $`p_T`$ cuts advertised in Refs. . We require a central lepton with $`p_T>11`$ GeV and $`\|\eta \|<1.0`$, and in addition two more leptons with $`p_T>7`$ GeV and $`p_T>5`$ GeV. Leptons have to be isolated: $`I(l)<2`$ GeV, where $`I`$ is the total transverse energy contained in a cone of size $`\delta R=\sqrt{\mathrm{\Delta }\phi ^2+\mathrm{\Delta }\eta ^2}=0.4`$ around the lepton. We impose a dilepton invariant mass cut for same flavor, opposite sign leptons: $`\|m_{ll}M_Z\|>10`$ GeV and $`\|m_{ll}\|>11`$. Finally, we impose an optional veto on additional jets and require $`\overline{)}E_T`$ to be either more than 20 GeV, or 25 GeV. This gives us a total of four combinations of the $`\overline{)}E_T`$ cut and the jet veto (JV) (A: $`\overline{)}E_T>20`$ GeV, no JV; B: $`\overline{)}E_T>25`$ GeV, no JV; C: $`\overline{)}E_T>20`$ GeV, with JV; D: $`\overline{)}E_T>25`$ GeV, with JV), which we apply for all tau jet signatures later as well. For our $`ll\tau _h\overline{)}E_T`$ analysis we impose cuts similar to the stop search analysis in the $`l^+l^{}j\overline{)}E_T`$ channel : two isolated ($`I(l)<2`$ GeV) leptons with $`p_T>8`$ GeV and $`p_T>5`$ GeV, and one identified tau jet with $`p_T(\tau _h)>15`$ GeV. Again, we impose the above invariant mass cuts for any same flavor, opposite sign dilepton pair. This channel was also studied in Ref. with somewhat harder cuts on the leptons. A separate, very interesting signature ($`l^+l^+\tau _h\overline{)}E_T`$) arises if the two leptons have the same sign, since the background is greatly suppressed. In fact, we expect this background to be significantly smaller than the trilepton background! Roughly one third of the signal events in the general $`ll\tau _h`$ sample are expected to have like-sign leptons. For our $`l\tau _h\tau _h\overline{)}E_T`$ analysis we use some basic identification cuts: two tau jets with $`p_T>15`$ GeV and $`p_T>10`$ GeV and one isolated lepton with $`p_T>7`$ GeV. Finally, for the $`\tau _h\tau _h\tau _h\overline{)}E_T`$ signature we only require three tau jets with $`p_T>15,10`$ and 8 GeV, respectively. One can get a good idea of the relative importance of the different channels by looking at the corresponding signal samples after the analysis cuts have been applied. In Fig. 1 we show the signal cross-sections times the corresponding branching ratios times the total efficiency $`ϵ_{tot}ϵ_{rec}ϵ_{cuts}`$, which accounts for both the detector acceptance $`ϵ_{rec}`$ and the efficiency of the cuts $`ϵ_{cuts}`$ (for each signal point we generated $`10^5`$ events). We see that the lines are roughly ordered according to the branching ratios of three taus into the corresponding final state signatures. This can be understood as follows. The acceptance (which includes the basic ID cuts in SHW) is higher for leptons than for $`\tau `$ jets. Therefore, replacing a lepton with a tau jet in the experimental signature costs us a factor of $`1.5`$ in acceptance, due to the poorer reconstruction of tau jets, compared to leptons. Later, however, the cuts tend to reduce the leptonic signal more than the tau jet signal, mostly because the leptons are softer than the tau jets. It turns out that these two effects mostly cancel each other, and the total efficiency $`ϵ_{tot}`$ is roughly the same for all channels. Therefore the relative importance of each channel will only depend on the tau branching ratios and the backgrounds. For example, in going from $`lll`$ to $`ll\tau _h`$, one wins a factor of 5.5 from the branching ratio. Therefore the background to $`ll\tau _h\overline{)}E_T`$ must be at least $`5.5^230`$ times larger in order for the clean trilepton channel to be still preferred. We next turn to the discussion of the backgrounds involved. We have simulated the following physics background processes: $`ZZ`$, $`WZ`$, $`WW`$, $`t\overline{t}`$, $`Z+\mathrm{jets}`$, and $`W+\mathrm{jets}`$, generating $`4\times (10^6)`$ and $`2\times (10^7)`$ events, respectively. We list the results in Table I, where we show the total background cross-section $`\sigma _{BG}`$ for each case A-D, as well as the contributions from the individual processes, for case A. All errors are purely statistical. Our simulated background in the trilepton channel is higher than previously found in Refs. , which employed ISAJET for event generation. Current versions of ISAJET simulate the $`WZ`$ and $`ZZ`$ processes in the limit of zero $`Z`$ width. We find that most of the $`WZ`$ and $`ZZ`$ background events from PYTHIA contain an off-shell $`Z`$ instead and pass the dilepton invariant mass cuts. Unfortunately, neither ISAJET, nor PYTHIA contain the $`W\gamma `$ interference contribution to $`WZ`$, so our result still somewhat underestimates the $`WZ`$ trilepton background. As we move to the channels with tau jets, the number of events with real tau jets decreases, mostly because of the smaller branching ratios of $`W`$ and $`Z`$ to taus. However, the contribution from events with fake tau jets increases, and for the $`3\tau _h`$ channel events with fakes are the dominant part of the background. Our results for the $`ll\tau _h`$ and $`l\tau _h\tau _h`$ channels differ from those of Ref. , which assumed a $`p_T`$-dependent fake tau rate of only 0.1-0.5%. We find that although the jet veto successfully removes the $`t\overline{t}`$ background to the first three channels, it also reduces the signal (see Fig. 1), and hence does not improve signal-to-noise. A higher $`\overline{)}E_T`$ cut also never seemed to help. Indeed, the major backgrounds contain leptonic $`t`$ and $`W`$ decays and tend to have a lot of missing energy. Notice that we did not account for fake leptons in our $`Z+\mathrm{jets}`$ backgrounds to $`3l`$ and $`l^+l^+\tau _h`$, since SHW does not provide a realistic simulation of those. The best way to estimate this background component will be from Run II data (an analysis based on Run I data reveals that the $`3l`$ contribution from fakes is comparable to our result in Table I, which only includes real isolated leptons from heavy flavor jets). We have a bit underestimated the total background to the $`3\tau _h`$ channel by considering only processes with at least one real tau in the event. We expect sizable contributions from pure QCD multijet events, or $`Wjjjj`$, where all three tau jets are fake. A $`3\sigma `$ exclusion limit requires a total integrated luminosity $`L(3\sigma )=9\sigma _{BG}\left\{\sigma _{sig}BR(\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_2^0X)ϵ_{tot}\right\}^2.`$ Notice that $`L(3\sigma )`$ depends linearly on the background $`\sigma _{BG}`$ after cuts, but quadratically on the signal branching ratios. This allows the jetty channels to compete very successfully with the clean trilepton signature, whose branching ratio is quite small. In Fig. 2 we show the Tevatron reach in the three best channels: trileptons ($`\times `$), dileptons plus a tau jet ($`\mathrm{}`$) and like-sign dileptons plus a tau jet ($`\mathrm{}`$). We see that the two channels with tau jets have a much better sensitivity compared to the usual trilepton signature. Assuming that efficient triggers can be implemented, the Tevatron reach will start exceeding LEP II limits as soon as Run II is completed and the two collaborations have collected a total of $`4\mathrm{fb}^1`$ of data. Considering the intrinsic difficulty of the SUSY scenario we are contemplating, the mass reach for Run III is quite impressive. One should also keep in mind that we did not attempt to optimize our cuts for the new channels. For example, one could use angular correlation cuts to suppress Drell-Yan, transverse $`W`$ mass cut to suppress $`WZ`$ , or (chargino) mass–dependent $`p_T`$ cuts for the leptons and tau jets, to squeeze out some extra reach. In addition, the $`ll\tau _h`$ channel can be explored at smaller values of $`\mathrm{tan}\beta `$ as well , since the two-body chargino decays are preferentially to tau sleptons. In that case, the clean trilepton channel still offers the best reach, and a signal can be observed already in Run II. Then, the tau channels will not only provide an important confirmation, but also hint towards some probable values of the SUSY model parameters. Acknowledgements. We would like to thank V. Barger, J. Conway, R. Demina, L. Groer, J. Nachtman, D. Pierce, A. Savoy-Navarro, M. Schmitt and A. Turcott for useful discussions. Fermilab is operated under DOE contract DE-AC02-76CH03000.
no-problem/9903/gr-qc9903042.html	ar5iv	text	# Stability of the 𝑟-modes in white dwarf stars ## I Introduction Recently it was discovered by Andersson , and Friedman and Morsink that gravitational radiation tends to drive unstable the $`r`$-modes of all rotating stars. Lindblom, Owen, and Morsink subsequently calculated the strength of the gravitational radiation coupling to these modes and found it to be strong enough to overcome viscous dissipation in hot rapidly rotating neutron stars. This calculation was confirmed using better estimates of the dissipative coupling by Andersson, Kokkotas, and Schutz and Lindblom, Mendell, and Owen . Thus it is now generally expected that this $`r`$-mode instability will limit the rotation rates of hot young rapidly rotating neutron stars. The excess angular momentum in these stars will be carried away by gravitational radiation, and these stars will be spun down to more slowly rotating stable configurations within about one year of their births. The gravitational radiation emitted during this process may eventually be detectable by LIGO, (see Owen, et al. , and Brady and Creighton ). The possibility that this $`r`$-mode instability plays a role in other astrophysical systems has also been proposed. For example, the possibility that this instability might play a role in limiting the angular velocities of old and relatively cold neutron stars spun up by accretion was considered by Bildsten , Andersson, Kokkotas, and Stergioulas , and Levin . It has also been proposed that this instability might play a role in rapidly rotating white dwarf stars by Andersson, Kokkotas, and Stergioulas and by Hiscock . This last possibility will be investigated more thoroughly in this paper. A set of rapidly rotating white dwarf models, and the timescales for the gravitational-radiation driven $`r`$-mode instability in these stars are computed in Sec. II. The possibility that this instability is playing a significant role in the observed DQ Her objects is examined in Sec. III. It is shown that the minimum growth time for this instability in these objects is $`6\times 10^9`$y, and that the actual growth time is almost certainly much longer than this. Thus, the $`r`$-mode instability is not playing any significant role in these objects, and gravitational radiation from the $`r`$-modes in these objects will not be observable by LISA. Sec. IV evaluates the effects of viscosity on the $`r`$-modes in white dwarf stars. It is shown that all white dwarfs with core temperatures cooler than about $`10^6`$K are stable; that all white dwarfs with masses less than $`0.9M_{}`$ are stable; and that all white dwarfs with rotation periods longer than $`1.2P_{\mathrm{min}}`$ (where $`P_{\mathrm{min}}`$ is the minimum rotation period of that star) are stable. It is shown that white dwarf stars cool too quickly (in the absence of accretion) for the $`r`$-mode instability to grow to significant levels in any star. And finally, it is shown that this instability can only play a significant role in white dwarf stars that are maintained at very high core temperatures by accretion, and that remain at nearly maximal rotation rates for a period of time that exceeds about $`10^9`$y. It seems very unlikely that these conditions will ever be met in any real white dwarf stars. ## II Rapidly Rotating White Dwarfs In order to study to properties of the $`r`$-modes in white dwarf stars, simple models have been constructed using the equation of state of a zero-temperature degenerate Fermi gas with $`Z/A=\frac{1}{2}`$ that is appropriate for carbon-oxygen white dwarfs . Families of rigidly rotating stars were constructed using the numerical techniques described by Ipser and Lindblom for finding very rapidly rotating and highly non-spherical models. A constant mass family of rotating models was constructed by successively spinning up a non-rotating model until its angular velocity was equal (or very nearly equal) to the frequency of the equatorial orbit located just at the surface of the star. In Fig. 1 are presented the rotation periods $`P_{\mathrm{min}}`$ of these maximally rotating white dwarf models as a function of the mass of the star. Also shown in Fig. 1 are a set of points that represent the minimum rotation periods for white dwarf stars as determined by Hachisu . The numerical models constructed here used a spherical grid that allowed a much finer determination of the location of the surface of the star than the models constructed by Hachisu. Nevertheless, there is good agreement between our calculations of the limiting rotation periods of these stars. The growth time of the gravitational-radiation driven $`r`$-mode instability is estimated using the expressions derived by Lindblom, Owen, and Morsink . In particular the growth time $`\tau _{GR}`$ for the dominant $`m=2`$ mode is $$\frac{1}{\tau _{GR}}=\frac{2\pi }{25}\left(\frac{4}{3}\right)^8\frac{G}{c}_0^R\rho \left(\frac{r\mathrm{\Omega }}{c}\right)^6𝑑r,$$ (1) where $`\rho `$ and $`\mathrm{\Omega }`$ are the density and angular velocity of the equilibrium stellar model, and $`G`$ and $`c`$ are Newton’s constant and the speed of light respectively. This is only the lowest order term in the expansion for $`1/\tau _{GR}`$ in powers of the angular velocity. To lowest order therefore it is sufficient to evaluate this integral using the density function $`\rho `$ for the non-rotating model of a given mass. The gravitational radiation growth time $`\tau _{GR}`$ defined in Eq. (1) is proportional to $`\mathrm{\Omega }^6`$. It is convenient to define a characteristic growth time $`\stackrel{~}{\tau }_{GR}`$ therefore for the star rotating at the maximum possible angular velocity. In particular then the gravitational radiation growth time is related to this characteristic growth time by $$\tau _{GR}=\stackrel{~}{\tau }_{GR}\left(\frac{P}{P_{\mathrm{min}}}\right)^6.$$ (2) The values of the characteristic growth time $`\stackrel{~}{\tau }_{GR}`$ for a range of white dwarf masses are presented in Fig. 2. ## III DQ Her Objects Recently Andersson, Kokkotas, and Stergioulas and Hiscock have suggested that the instability of the $`r`$-modes driven by gravitational radiation may be playing an important astrophysical role in the DQ Her type cataclysmic variable systems. These objects emit radiation with periodic luminosity variations that have been interpreted as the rotation periods of rapidly rotating white dwarf stars. The systems having the shortest periods are WZ Sge with period 27.9s, AE Aqr with 33.1s, V533 Her with 63.6s, and DQ Her with 71.1s . If these represent the rotation periods of the white dwarfs (an interpretation that is not universally accepted ) then Fig. 1 shows that these systems could (depending on their masses) contain very rapidly rotating white dwarf stars. The gravitational radiation growth times of the $`r`$-modes in these systems are smallest—for a star of given mass—for the most rapidly rotating stars. It can also be shown (by brute force numerical examination of the data in Fig. 2 together with Eq. 2) that the gravitational radiation growth times of the $`r`$-modes in these systems are also smallest—for stars of given rotation period—for that star which has the smallest mass. Hence it is straightforward to show from the data in Figs. 1 and 2 that the minimum possible gravitational radiation growth times for the $`r`$-modes in the DQ Her objects are $`6.7\times 10^9`$y for WZ Sge, $`1.5\times 10^{10}`$y for AE Aqr, $`3.7\times 10^{11}`$y for V533 Her, and $`6.6\times 10^{11}`$y for DQ Her. The estimates of the gravitational radiation growth times given above are almost certainly significant underestimates. First, internal fluid dissipation (i.e. viscosity) has been completely neglected. This will always act to increase these timescales. Second, the assumption that these are maximally rotating white dwarf stars is quite questionable and consequently the gravitational radiation growth times are expected to be much longer than the values given above. For example, the most recent mass determination of the white dwarf in WZ Sge is only $`0.3M_{}`$ .<sup></sup><sup></sup>*A white dwarf with rotation period 27.9s must have at minimum a mass of 0.725$`M_{}`$. Therefore, if the rotation period of WZ Sge is 27.9s, then its mass must be greater than 0.725$`M_{}`$. Conversely, if its mass is less than 0.725$`M_{}`$ as suggested by recent mass determinations, then the observed 27.9s period must be a harmonic of its fundamental rotation period, or be caused by a pulsation or other phenomenon unrelated to its rotation. The minimum gravitational radiation growth time for a star of mass $`0.3M_{}`$ is $`1.6\times 10^{12}`$y. The most recently measured mass for AE Aqr is $`0.8M_{}`$ , and for DQ Her is $`0.6M_{}`$ . These values imply that these objects are rotating significantly below their maximum rotation rates: $`P/P_{\mathrm{min}}=1.4`$ for AE Aqr and $`P/P_{\mathrm{min}}=2.0`$ for DQ Her. The gravitational radiation growth times for these systems would then be $`2.4\times 10^{10}`$y for AE Aqr and $`1.3\times 10^{12}`$y for DQ Her. And further, recent observations indicate that the rotation period of the white dwarf in DQ Her is 142.2s rather than 71.1s . This increases the gravitational growth time for this star to $`8.1\times 10^{13}`$y. In order for the instability in the $`r`$-modes to play a significant dynamical role in the evolution of a system, the dimensionless amplitude of the mode must grow to a value of order unity. For example, the gravitational radiation amplitudes computed by Hiscock are based on a presumed balance between accretion and gravitational-radiation torques on the star. Using the equations in Owen et al. , it is easy to show that (in a rapidly rotating star) this balance requires the dimensionless amplitude of the $`r`$-mode to be a constant of order unity multiplied by $`(\tau _{GR}\dot{M}/M)^{1/2}`$. Given the observed accretion rates, the amplitudes of the $`r`$-modes would have to be of order unity in these systems to maintain this balance. The extreme lengths of the gravitational-radiation timescales in these systems means that there is not enough time for the amplitude of the $`r`$-mode to grow to such a large value. So even if viscosity were unimportant and all white dwarfs were unstable to the gravitational-radiation driven $`r`$-mode instability, this instability can not be playing any significant role in the observed DQ Her objects. Gravitational radiation from the $`r`$-mode instability in these objects will not be detectable by LISA. ## IV Viscous Dissipation Shear viscosity tends to suppress the gravitational radiation driven instability in the $`r`$-modes. In particular the growth time $`\tau `$ of the mode becomes $$\frac{1}{\tau }=\frac{1}{\tau _{GR}}\frac{1}{\tau _V},$$ (3) where $`\tau _V`$ is the viscous timescale. For the $`m=2`$ $`r`$-mode of primary interest to us here, $`\tau _V`$ is given by the expression $$\tau _V=\frac{1}{5}_0^R\rho r^6𝑑r\left(_0^R\eta r^4𝑑r\right)^1,$$ (4) where $`\eta `$ is the shear viscosity. The dominant form of shear viscosity in hot white dwarf stars is expected to be electron scattering with the ion liquid. Nandkumar and Pethick provide the following analytical fit for the shear viscosity in a $`{}_{}{}^{12}C`$ ion liquid, $$\eta =\frac{10^6\rho _6^{2/3}}{\left(1+1.62\rho _6^{2/3}\right)I_2}$$ (5) where $`I_2`$ is $`I_2=`$ $`0.667\mathrm{log}\left(1.32+0.103T_6^{1/2}\rho _6^{1/6}\right)`$ (7) $`+0.611{\displaystyle \frac{0.475+1.12\rho _6^{2/3}}{1+1.62\rho _6^{2/3}}}.`$ The density $`\rho _6`$ and temperature $`T_6`$ are to be given here in units of $`10^6`$gm/cm<sup>3</sup> and $`10^6`$K respectively. This formula for $`\eta `$ is sufficiently accurate (i.e. to within about 10%) for the densities above $`10^6`$gm/cm<sup>3</sup> which dominate the integral in the denominator of Eq. (4). The growth time $`\tau `$ defined in Eq. (3) is negative for slowly rotating stars: $`PP_{\mathrm{min}}`$. In this case viscosity dominates and the $`r`$-mode instability is suppressed. For more rapidly rotating stars, however, this expression may become positive and hence the $`r`$-modes unstable. The critical rotation period $`P_c`$ where the instability first sets in is determined by setting $`1/\tau =0`$. It follows then that $$\frac{P_{\mathrm{min}}}{P_c}=\left(\frac{\stackrel{~}{\tau }_{GR}}{\tau _V}\right)^{1/6}.$$ (8) This critical rotation period $`P_c`$ has been evaluated for the white dwarf models discussed in Sec. II and a range of core temperatures appropriate for hot white-dwarf stars. These results are depicted graphically in Fig. 3. These results show that no white dwarf is unstable to the $`r`$-mode instability when its core temperature falls below $`10^6`$K. Further, no white dwarf star with mass smaller than 0.9$`M_{}`$ is subject to the $`r`$-mode instability if its core temperature is below $`2\times 10^8`$K, the maximum core temperature expected to occur in accreting white dwarf systems . No white dwarf with rotation period greater than 1.2$`P_{\mathrm{min}}`$ is unstable to the $`r`$-mode instability if its core temperature is below $`2\times 10^8`$K. To investigate further whether the $`r`$-mode instability might be playing a role in some white dwarf stars, the growth times $`\tau `$ for these modes are examined. The expression for this timescale, Eq. (3), can be re-written in terms of the quantities graphed in Figs. 1, 2 and 3: $$\tau =\stackrel{~}{\tau }_{GR}\left[\left(\frac{P_{\mathrm{min}}}{P}\right)^6\left(\frac{P_{\mathrm{min}}}{P_c}\right)^6\right]^1.$$ (9) The timescale $`\tau `$ becomes infinite as $`PP_c`$ and is minimum for $`P=P_{\mathrm{min}}`$. Thus it is useful to define the smallest possible growth time $`\tau _{\mathrm{min}}`$ for a star of given mass and temperature: $$\tau _{\mathrm{min}}=\stackrel{~}{\tau }_{GR}\left[1\left(\frac{P_{\mathrm{min}}}{P_c}\right)^6\right]^1.$$ (10) The values of these minimum growth times are depicted in Fig. 4. It follows that no white dwarf has an $`r`$-mode instability with growth time shorter than $`7\times 10^7`$ years if its core temperature is below $`2\times 10^8`$K. In the absence of accretion a white dwarf star will quickly cool. Its core temperature drops to the value $`T`$ in approximately the time $`\tau _c`$ given by the expression , $$\tau _c1.3\times 10^{11}T_6^{5/2}\mathrm{y}.$$ (11) The dashed curves in Fig. 4 represent this cooling time $`\tau _c`$ and also $`0.1\tau _c`$. It follows that most of the minimum $`r`$-mode instability growth times are longer than $`\tau _c`$. In these stars, the amplitude of the $`r`$-mode will grow by less than a factor of $`e`$ before the star cools and the instability is suppressed. No star has a minimum instability growth time that is shorter than $`0.1\tau _c`$. Thus, the $`r`$-mode instability will never have time to grow to a dynamically important level in any white dwarf except during the time it is heated by accretion. If a white dwarf is heated by accretion, this heating can last for only a finite time, given approximately by $`\tau _A=\mathrm{\Delta }M/\dot{M}`$ where $`\mathrm{\Delta }M`$ is the total amount of accreted material and $`\dot{M}`$ is the accretion rate. Since the $`r`$-mode instability is never effective for stars with $`M<0.9M_{}`$ we see that the $`r`$-mode instability can only act for a time when $`\mathrm{\Delta }M<0.6M_{}`$. Further, we see from Fig. 4 that $`\tau _{\mathrm{min}}7\times 10^7`$y for stars with $`T2\times 10^8`$K, the maximum core temperature reached in models of accretion onto white dwarfs . In order for the $`r`$-mode instability to have time to grow to a dynamically significant level then, it would be necessary to have $`\tau _A10\tau _{\mathrm{min}}`$. This implies that the accretion rate must satisfy $`\dot{M}9\times 10^{10}M_{}y^1`$. Given this low accretion rate, this argument can be strengthened slightly. For white dwarfs with $`\dot{M}10^9M_{}y^1`$ the core temperature is only expected to reach about $`8\times 10^7`$ during accretion and so from Fig. 4 $`\tau _{\mathrm{min}}10^8`$y. For stars with core temperatures in this range, Fig. 4 implies that instability can only occur on a timescale fast enough to act effectively within the age of the universe for stars in the mass range $`1.05M1.4M_{}`$ and so $`\mathrm{\Delta }M0.35M_{}`$. Thus, the upper limit on the accretion rate can be improved slightly to $`\dot{M}3.5\times 10^{10}M_{}y^1`$. One further difficulty to achieving a dynamically significant $`r`$-mode instability in white dwarf stars is illustrated in Fig. 5. The minimum growth times $`\tau _{\mathrm{min}}`$ shown in Fig. 4 only pertain to stars that are maximally rotating $`P=P_{\mathrm{min}}`$. The actual growth times of these modes increase rapidly for more slowly rotating stars, as illustrated in Fig. 5 for the $`1.3M_{}`$ stellar model. For example, the growth time increases from about $`10^8`$y for the maximally rotating model with $`T=2\times 10^8`$K to about $`10^9`$y for the still very rapidly rotating model with $`P=1.15P_{\mathrm{min}}`$. Thus the very hot ($`T3\times 10^6`$K) and very rapid-rotation conditions ($`P_{\mathrm{min}}P1.15P_{\mathrm{min}}`$) needed to allow the growth of the $`r`$-mode, must be maintained for a very long time. This can only be achieved by a very low and steady accretion rate that adds (or removes) angular momentum from the star at just the rate needed to maintain maximal rotation as the star’s mass increases.The angular momentum of a maximally rotating white dwarf star decreases as its mass increases for stars with $`M1.1M_{}`$ . In the most favorable case (i.e. by keeping temperatures above $`10^8`$K, rotation periods less than $`1.05P_{\mathrm{min}}`$ and the mass of the star near $`1.3M_{}`$) these special conditions need last only about $`10^9`$y in order to allow the amplitude of the mode to grow by a factor of $`e^{10}2\times 10^4`$. In the more typical and less favorable cases this type of accretion would be needed for $`10^{10}`$y or longer to achieve this amplification of the mode. It seems rather unlikely that these special conditions have ever been met in any real white dwarf stars. ###### Acknowledgements. I thank L. Bildsten, J.-P. Lasota, Y. Levin, S. Phinny and R. Wagoner for helpful conversations concerning this work. This work was supported by NSF grant PHY-9796079 and NASA grant NAG5-4093.
no-problem/9903/hep-lat9903034.html	ar5iv	text	# HLRZ1999_8, PITHA 99/7 Scaling analysis of the magnetic monopole mass and condensate in the pure U(1) lattice gauge theory ## I Introduction The phase transition between the confinement and Coulomb phases of the strongly coupled pure compact U(1) lattice gauge theory (compact QED) has recently received renewed interest and two of its aspects were investigated in large numerical simulations. First, several attempts have been made to distinguish between the weak first order and second order scenarios for the Wilson action and in the extended coupling parameter space. The question is whether the two-state signal decreasing slowly with increasing lattice volume extrapolates to a nonzero or zero value, respectively, in the thermodynamic limit. (For a recent discussion of this subject and earlier references see Ref. ). Second, a scaling behavior of various bulk quantities and of the gauge-ball spectrum consistent with a second order phase transition and universality has been observed in the vicinity of some points on the manifold separating the confinement and Coulomb phases, outside their narrow neighbourhood in which the two-state signal occurs . This suggests that there may exist regions of the parameter space where the transition is continuous, though it may be not such for the particular action used in the simulation. A continuous transition would allow the construction of a continuum theory. But even if no critical point exists, the theory might be considered as an effective theory, with finite but large cutoff, provided the range of scales at which a second order-like behavior holds is large. The question is then whether such a (possibly effective) continuum U(1) theory would be interesting in some sense, e.g. would it have a phase transition, confinement, etc., in analogy to the lattice regularized theory. In this paper we address this second aspect and extend the investigation of the scaling behavior to observables related to the magnetic monopoles. To our knowledge this subject has not yet been investigated in a systematic way. But the issue is important, as whatever is interesting in the compact lattice QED is essentially related to the monopoles: The phase transition itself is known to be associated with the occurence of magnetic monopoles being topological excitations of the theory . Modifications of the monopole contribution to the action have appreciable consequences for its position and properties . The long distance force in the confinement phase and the chiral symmetry breaking are best understood in terms of the monopole condensate. The charge renormalization in the Coulomb phase is due to the antiscreening by monopoles . Thus the existence of an interesting effective U(1) theory presumably depends on whether the monopoles persist to play an important role in it, i.e. on the scaling behavior of the monopoles. Our findings are as follows: In the Coulomb phase we find at various values of the coupling $`\beta `$ a very clean exponential decay of the monopole correlation function in a large range of distances. This demonstrates the dominance of a single particle state in this correlation function, the monopole, whose mass we determine. The monopole mass extrapolated to the infinite volume, $`m_{\mathrm{}}`$, scales with the distance from the phase transition as $$m_{\mathrm{}}(\beta )=a_m(\beta \beta _c)^{\nu _\mathrm{m}},$$ (1) where $$\nu _\mathrm{m}=0.49(4).$$ (2) This value of the exponent $`\nu _\mathrm{m}`$ can be compared with the values for the correlation length exponents $`\nu `$ obtained for other observables. One of these values is the non-Gaussian value $$\nu _{\mathrm{ng}}0.35$$ (3) found for the Lee-Yang zeros at the transition, several gauge balls and approximately also for the string tension . The other, Gaussian value is $$\nu _\mathrm{g}0.5.$$ (4) It has been observed previously for the scalar gauge ball in the confinement phase. Our main result is that the value (2) of $`\nu _\mathrm{m}`$ is significantly greater than (3) and consistent with (4). This implies that monopoles would stay important in any of the conceivable scenarios for a construction of an effective continuum U(1) theory. If such a theory were to be constructed in such a way that masses and other dimensionful observables scaling with the non-Gaussian exponent $`\nu _{\mathrm{ng}}`$ were kept finite nonzero in physical units, then the monopoles in the Coulomb phase would get massless. Even if instead the Gaussian exponent $`\nu _\mathrm{g}`$ were used, the monopole mass can be fixed at a finite value in physical units. This second possibility might be particularly suitable in the Coulomb phase, where no other scales are known. In the confinement phase we have determined the scaling behavior of the monopole condensate extrapolated to the infinite volume, $`\rho _{\mathrm{}}`$, to be $$\rho _{\mathrm{}}=a_\rho (\beta _c\beta )^{\beta _{\mathrm{exp}}},$$ (5) where $$\beta _{\mathrm{exp}}=0.197(3).$$ (6) The function (5) describes extremely well the data in a broad interval and the scaling behavior of the condensate is thus well established. However, the value of the magnetic exponent $`\beta _{\mathrm{exp}}`$ alone is not sufficient for considering the continuum limit. For this purpose a renormalised condensate is needed. A natural procedure (like e.g. in the broken $`\varphi ^4`$ theory) would be to find a pole in the monopole correlation function in the confinement phase. We find a contribution suggesting such a pole, but the data are consistent with its amplitude, as a function of the lattice volume, extrapolating to zero in the thermodynamic limit. Thus currently the results (5) and (6) do not allow a conclusion about the condensate in a would-be continuum limit. They constitute only a necessary step in this direction. The results are presented as follows: In Sec. 2 we summarize known facts about the $`𝐙`$ gauge theory, which we use in the simulation. It is a dual equivalent to the U(1) lattice gauge theory with the Villain action which we actually investigate. In the Z gauge theory the monopole correlation functions have a form originally found by Fröhlich and Marchetti , which is convenient for measurements. Antiperiodic boundary conditions are used allowing the consideration of a single monopole in a finite volume in agreement with the Gauss law. These b.c. reduce the magnetic U(1) symmetry to Z<sub>2</sub>. It is pointed out that this symmetry is broken in the confinement phase, which necessitates some caution during simulations. In Sec. 3 we present our results for the monopole mass in the Coulomb phase and determine its scaling behavior. In Sec. 4 the necessary extrapolation procedure of the monopole mass results to the infinite volume limit is discussed. The finite size effects are sizeable, as monopoles with their Coulomb field are extended objects. The leading term in the volume dependence can be determined from electrostatic considerations, however, and further terms obey a simple ansatz. In Sec. 5 we present the results for the monopole condensate in the confinement phase and describe the search for a monopole condensate excitation. We discuss our results and conclude in Sec. 6. ## II The dual formulation of pure U(1) lattice gauge theory ### A $`𝐙`$ gauge theory The partition function of pure U(1) lattice gauge theory $$Z=\underset{x\mu }{}_\pi ^\pi 𝑑\theta _{x\mu }\mathrm{exp}\left(\underset{P}{}s(\theta _P)\right)$$ (7) with an action $`s(\theta _P)`$, $`\theta _P`$ denoting the plaquette angles, is related to the $`𝐙`$ (integer) gauge theory by an exact duality transformation . In the $`𝐙`$ gauge theory, the link variables $`n_{x\mu }`$ have integer values, and the partition function reads $`Z`$ $`=`$ $`{\displaystyle 𝒟n\mathrm{exp}\left(\underset{P}{}s^{}(n_P)\right)},`$ (8) $`{\displaystyle 𝒟n}`$ $`=`$ $`{\displaystyle \underset{x\mu }{}}{\displaystyle \underset{n_{x\mu }=\mathrm{}}{\overset{\mathrm{}}{}}},`$ (9) with $$n_P=n_{x\mu }+n_{(x+\widehat{\mu })\nu }n_{(x+\widehat{\nu })\mu }n_{x\nu }$$ (10) being the plaquette integer number associated with a plaquette at position $`x`$ and orientation $`(\mu ,\nu )`$. In (8), $`s^{}(n_P)`$ denotes the dual action. The dual theory is a gauge theory invariant under the transformations $$n_{x\mu }n_{x\mu }+(_\mu \mathrm{})_x=n_{x\mu }+\mathrm{}_{x+\widehat{\mu }}\mathrm{}_x$$ (11) with an integer valued function $`\mathrm{}_x`$ of the lattice points $`x`$. The theories (7) and (8) are strictly equivalent in the infinite volume limit and they should be comparable in large volumina. The dual action associated with the Villain action $$s(\theta _P)=\mathrm{log}\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{exp}\left(\frac{\beta }{2}(\theta _P+2\pi k)^2\right)$$ (12) is $$s^{}(n_P)=\frac{1}{2\beta }n_P^2$$ (13) whereas the extended Wilson action $$s(\theta _P)=\beta \mathrm{cos}(\theta _P)+\gamma \mathrm{cos}(2\theta _P)$$ (14) corresponds to the dual action $$s^{}(n_P)=\mathrm{log}\left(_\pi ^\pi 𝑑z\mathrm{cos}(zn_P)e^{\beta \mathrm{cos}(z)+\gamma \mathrm{cos}(2z)}\right).$$ (15) Obviously, for a numerical simulation of the $`𝐙`$ gauge theory the dual Villain action (13) is much more practical than (15). This is the reason we choose the Villain action (12) in our current work. ### B Dual correlation functions The magnetic monopoles in the U(1) lattice gauge theory are described by fields $`\mathrm{\Phi }(x)`$ whose correlation functions are defined by certain modifications of the partition function (8 $`\mathrm{\Phi }^{}(y_1)\mathrm{}\mathrm{\Phi }^{}(y_j)\mathrm{\Phi }(z_1)\mathrm{}\mathrm{\Phi }(z_{\mathrm{}})`$ (16) $`={\displaystyle \frac{1}{Z}}{\displaystyle 𝒟\theta \mathrm{exp}\left(\underset{P}{}s(\theta _P+X_P)\right)}.`$ (17) Here the magnetic (in the U(1) language) flux $`X_P`$ is generated by the magnetic current density $`\stackrel{~}{J}_{x\mu \nu \lambda }=X_{(x+\widehat{\lambda })\mu \nu }X_{x\mu \nu }+X_{(x+\widehat{\mu })\nu \lambda }`$ (18) $`X_{x\nu \lambda }+X_{(x+\widehat{\nu })\lambda \mu }X_{x\lambda \mu }`$ (19) with sources $`2\pi `$ at $`z_1,\mathrm{},z_{\mathrm{}}`$ and $`2\pi `$ at $`y_1,\mathrm{},y_j`$. For given sources, the existence of $`X_P`$ on finite lattices depends on the topology of the lattice, i.e. on the boundary conditions (b.c.). In the dual formulation, the expression (16) becomes a usual expectation value $`\mathrm{\Phi }^{}(y_1)\mathrm{}\mathrm{\Phi }^{}(y_j)\mathrm{\Phi }(z_1)\mathrm{}\mathrm{\Phi }(z_{\mathrm{}})`$ (20) $`={\displaystyle 𝒟n\mathrm{exp}\left(i\underset{x\mu }{}J_{x\mu }n_{x\mu }\right)\mathrm{exp}\left(\underset{P}{}s^{}(n_P)\right)}`$ (21) of a non-local observable $$\mathrm{exp}\left(i\underset{x\mu }{}J_{x\mu }n_{x\mu }\right),$$ (22) in which $`J_{x\mu }`$ is given by the current density (18) $$J_{x\rho }=\frac{1}{6}\stackrel{~}{J}_{x\mu \nu \lambda }ϵ_{\mu \nu \lambda \rho }.$$ (23) The observable in (20) resembles the non-local expression of a charge operator in terms if its Coulomb field. In the pure U(1) gauge theory an analogous expression would not be gauge invariant. However, in the case of $`𝐙`$ gauge theory, (22) is gauge invariant because the sources of $`J_{x\mu }`$ are integer multiples of $`2\pi `$ . ### C The monopole observable To determine the correlation functions (20) in a Monte-Carlo simulation, it is useful to choose the field $`X_P`$ so that $`J_{x\mu }`$ vanishes on all links in a certain direction $`t`$ (referred to as the “time” direction) . Then the observable (22) decomposes into factors that are local in $`t`$ and nonlocal in the “space” directions $`\stackrel{}{x}`$. Therefore one defines $`J_{x\mu }`$ for each source located at $`(\stackrel{}{x}_0,t_0)`$ as $$J_0(\stackrel{}{x},t)=0,\stackrel{}{J}(\stackrel{}{x},t)=\stackrel{}{B}(\stackrel{}{x})\delta _{tt_0}$$ (24) where $`\stackrel{}{B}(\stackrel{}{x})`$ is a solution of $$div\stackrel{}{B}(\stackrel{}{x})=2\pi \delta _{\stackrel{}{x}\stackrel{}{x}_0}$$ (25) in three dimensions. Such a $`J_{x\mu }`$ in (24) yields the monopole field $$\mathrm{\Phi }(\stackrel{}{x}_0,t_0)=\mathrm{exp}\left(i\underset{x\mu }{}J_{x\mu }n_{x\mu }\right)$$ (26) Products of these fields with sources at different positions therefore lead to superpositions of currents $`J_{x\mu }`$ in (20) and (22). In the case of a source (24) and (25) the boundary conditions in the three space dimensions have to be chosen appropriately. Whereas there is no solution of (25) with periodic boundaries, a solution exists for antiperiodic boundaries $$n_\mu (\stackrel{}{x}+L\stackrel{}{e}_j,t)=n_\mu (\stackrel{}{x},t)$$ (27) on the lattice of spacial extension $`L`$. That solution can be obtained by the three-dimensional discrete Fourier-transformation of (25) on the lattice with respect to $`L`$-antiperiodic base functions. In terms of the monopole observable (26), the boundary conditions (27) correspond to magnetic charge conjugation $`C`$ and are therefore called $`C`$-periodic. In principle it would be possible also for periodic b.c. to correlate monopole-antimonopole pairs at large relative distance and determine approximately twice their mass. However, antiperiodic b.c. are much more practical allowing to determine the mass of a single monopole on lattices of moderate sizes. ### D Dispersion relation and finite size effects The real and imaginary part of the monopole are even resp. odd with respect to $`C`$. The observables with definite momentum are $`C`$-even $$\mathrm{\Phi }_+(\stackrel{}{p},t_0)=\underset{\stackrel{}{x}_0}{}\mathrm{}(\mathrm{\Phi }(\stackrel{}{x}_0,t_0))e^{i\stackrel{}{p}\stackrel{}{x}_0}$$ (28) and $`C`$-odd $$\mathrm{\Phi }_{}(\stackrel{}{p},t_0)=\underset{\stackrel{}{x}_0}{}\mathrm{}(\mathrm{\Phi }(\stackrel{}{x}_0,t_0))e^{i\stackrel{}{p}\stackrel{}{x}_0}.$$ (29) Since Fourier-transformation in (28) is done with $`L`$-periodic functions, the momenta are $`\stackrel{}{p}=(p_1,p_2,p_3)`$ with $`p_j=2\pi k_j/L`$ and integer $`k_j`$. In (29) Fourier-transformation is applied to $`L`$-antiperiodic functions, so that the momenta are $`p_j=(2k_j+1)\pi /L`$ with integer $`k_j`$. As a consequence, the whole monopole observable $`\mathrm{\Phi }=\mathrm{\Phi }_++\mathrm{\Phi }_{}`$ has no well-defined dispersion relation on finite volume lattices. Only in the infinite volume limit, the momentum spectra degenerate and the monopole mass determined by means the even and odd observables (28), (29) lead to the same mass. We will have to take this fact into consideration when we examine the volume dependence of our results in Sec. IV. The monopole masses on finite lattices are determined using $$m_+=E_1^+$$ (30) in the correlation function of the operator (28). In the case of (29), we assume that the mass is obtained from the energy by the usual particle dispersion relation $$E_1^2=m_{}^2+3(2\mathrm{sin}\frac{\pi }{2L})^2.$$ (31) However, for a particle with a Coulomb field in a finite volume this relation is presumably only an approximation. We take the possible corrections into account in a phenomenological extrapolation to the infinite volume. Such a way of extrapolation to the infinite volume is necessary anyhow, as the finite size effects for a particle with extended Coulomb field are large and only partly under analytic control. The results do not change significantly if we use the lattice dispersion relation with $`2(\mathrm{cosh}(E)1)`$ instead of $`E^2`$. The magnetic U(1) symmetry is reduced to a $`𝐙_2`$ symmetry by imposing $`C`$-periodic boundary conditions . In the confinement phase of pure U(1) gauge theory, this remaining $`𝐙_2`$ symmetry is spontaneously broken. This $`𝐙_2`$ symmetry corresponds to the sign of the $`\mathrm{\Phi }_+`$ expectation value whereas $`\mathrm{\Phi }_{}=0`$ due to $`C`$-antisymmetry. On finite lattices flips between both signs of $`\mathrm{\Phi }_+`$ can occur, distorting the measurements. Therefore we discard parts of the runs where such flips occur. ## III Results in the Coulomb-phase ### A Simulations and statistics We simulate the $`𝐙`$ gauge theory with the action (13). The boundary conditions are $`C`$-periodic in spacial directions and periodic in time direction. We use the same heat bath update as the authors of together with a new implementation of the monopole observable (26) optimized for vectorization on a Cray T90. The lattice volumes are $`L^3T`$ with $`T=28`$ fixed and different $`L`$ ranging from $`4`$ to $`18`$. Both monopole operators (28) and (29) are measured after each $`25`$ update sweeps for each time slice. From these data, the correlation functions are computed. In addition, we determine the action density. Table I gives the simulation points in the Coulomb phase, the range $`L=4,6,\mathrm{},L_{\mathrm{max}}`$ of lattice sizes, and the integrated autocorrelation times of the action on the $`L=8`$ lattice. To thermalize the system, we skipped the first $`2.510^3`$ (far away from the phase transition) to $`2.510^4`$ sweeps (close to the phase transition). At each value of the parameters, at least $`10^4`$ measurements have been performed. The restriction of lattice sizes to $`L18`$ is mainly due to the costs $`L^6`$ in the determination of the monopole observable (26) because of the two summations over the space volume, one in the exponent, and one in the Fourier-transformation of (28,29). The statistical errors of the monopole masses are determined by the jack-knife method using 16 blocks. ### B Determination of the monopole mass We use the observables $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ with the lowest possible momenta, i.e. $`\stackrel{}{p}=0`$ for $`\mathrm{\Phi }_+`$ and $`\stackrel{}{p}=(\pi /L,\pi /L,\pi /L)`$ for $`\mathrm{\Phi }_{}`$. The values of the monopole mass are obtained from their correlation function which is assumed to have approximately the form $`C_\pm (t)=0\left\|\mathrm{\Phi }_\pm ^{}(t)\mathrm{\Phi }_\pm (0)\right\|0=\|0\left\|\mathrm{\Phi }_\pm (0)\right\|0\|^2`$ (32) $`+\|1\left\|\mathrm{\Phi }_\pm (0)\right\|0\|^2\left(e^{E_1^\pm t}+e^{E_1^\pm (Tt)}\right).`$ (33) The first term, the monopole condensate $$\rho =\|0\left\|\mathrm{\Phi }_+\right\|0\|,$$ (34) is expected to vanish in the Coulomb phase in the infinite volume limit, but should be allowed on finite lattices. Figure 1 shows as an example the data obtained on the $`L=12`$ lattice at $`\beta =0.668`$ with the fit by means of the correlation function (32). The data in the whole range of $`t`$ are consistent with a contribution of only one state to the correlation function. To verify this more accurately, we have determined the effective energies $`E_{\mathrm{eff}}`$ with $`\rho `$ both free and set equal to zero. The effective energies corresponding to the correlation function from figure 1 are plotted in figure 2. They are stable with respect to $`t`$. Similar results are obtained for both operators (28) and (28) at all investigated points in the Coulomb phase for all lattice sizes we have used. Thus we find that within our numerical accuracy the $`t`$-dependence of the correlation functions (32) can be well described by a one particle contribution. This is remarkable, as the Coulomb phase contains massless photon which could in principle substantially complicate the form of the correlation function (infra particle). It justifies the interpretation of the observed energy as the energy or mass of the magnetic monopole. Furthermore, there is no significant deviation from $`\rho =0`$ and therefore from now on we quote only results obtained under the assumption of vanishing condensate. ### C Scaling behaviour of the monopole mass From the finite volume results for the masses of the $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ observables, we estimate the infinite volume mass $`m_{\mathrm{}}`$ as described below in Sec. IV. The resulting values of $`m_{\mathrm{}}`$ are given in Tab. II and Fig. 3. Figure 3 demonstrates that the monopole mass $`m_{\mathrm{}}`$ decreases with decreasing $`\beta `$ and possibly vanishes at the phase transition. The smallest value of $`m_{\mathrm{}}`$ which we obtained is about $`m_{\mathrm{}}1/3`$ (largest value of the corresponding correlation length is $`\xi _{\mathrm{mon}}3`$). In the range $`m_{\mathrm{}}=0.31.2`$ a scaling behaviour is observed, described by the power law (1) with the critical exponent (2) and the critical point located at $$\beta _c^{\mathrm{Coul}}=0.6424(9).$$ (35) The value $`\beta _c^{\mathrm{Coul}}`$ is consistent with the result for $`\beta _c`$ obtained for the Villain action in . The upper script “Coul” in (35) indicates that the position of the critical point has been obtained by means of an extrapolation of some observable from the Coulomb phase. The value of the critical exponent $`\nu 0.5`$ has been found earlier to describe the scaling behavior of the mass of a scalar gauge ball in the pure U(1) lattice gauge theory with extended Wilson action . It is important to realize why the smallest value of $`m_{\mathrm{}}`$ we obtained is restricted. As explained in the next section, an extrapolation of the finite volume results for the monopole mass to the thermodynamic limit gets gradually more and more difficult as the phase transition is approached. In fact, if the finite volume dependence of the monopole masses were better understood, the phase transition could be further approached without entering the region where metastability occurs. On the $`28^4`$ lattice metastability occurs only at $`\beta 0.6439`$. An extrapolation of our data using (1) to this $`\beta `$ suggests that this lattice size would allow to reach monopole masses at least as small as 0.2. Thus the range of monopole mass values investigated in this paper is restricted from below by an insufficient understanding of finite size effects and not by the occurence of the two-state signal. ## IV Volume dependence of the monopole mass Since in the Coulomb phase there exists a long range interaction mediated by the massless photons, a strong dependence of the monopole masses on the finite spacial size $`L`$ of the lattice is expected. Figure 4 displays the dependence of the masses $`m_\pm `$ obtained from the correlation functions $`C_+(t)`$ (solid) and $`C_{}(t)`$ (dashed) on the lattices of size $`L`$. The mass $`m_+`$ which is obtained from the symmetric combination of monopole and antimonopole is smaller than $`m_{}`$. The splitting of masses apparently vanishes if the lattice size $`L`$ gets large, as expected from the degeneration of the momenta of $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ in the infinite volume. However, for smaller $`L`$ the functions $`m_\pm (L)`$ are rather complicated, $`m_{}(L)`$ being even nonmonotonic, and currently we do not have a sufficient theoretical understanding of this $`L`$-dependence. To extrapolate to $`L=\mathrm{}`$ we therefore combine the expected asymptotic behaviour of $`m_\pm (L)`$ with various phenomenological ansätze. It seems plausible, that at larger $`L`$, where both masses have already similar values, the long-range Coulomb field of the monopole might dominate the $`L`$-dependence. So we try to describe $`m_\pm (L)`$ at large $`L`$ by the classical energy of a (magnetically) charged particle in a finite volume. The classical energy of a (magnetic) charge $`g`$ with a Coulomb potential $`\varphi (\stackrel{}{r})=g/4\pi r`$ in a spherical volume of radius $`L`$ in continuum is $$W_{\mathrm{cont}}(L)=\frac{\alpha _{\mathrm{mag}}}{2}\left(\frac{1}{r_0}\frac{1}{L}\right),\alpha _{\mathrm{mag}}=\frac{g^2}{4\pi }.$$ (36) The diverging classical energy of the point particle has been regularized by a restriction to $`rr_0`$. The classical consideration gives a characteristic $`1/L`$ dependence $$m_\pm (L)=m_{\mathrm{}}\frac{c_1}{L}.$$ (37) with some value of the coefficient $`c_1`$ depending on the shape of the finite volume, boundary conditions and regularization. There is no difference between $`m_+`$ and $`m_{}`$ at the classical level. The splitting of masses is probably a quantum mechanical effect, which we have not estimated. In order to obtain the value of $`c_1`$ for the cubic lattices used in the simulations, we first carry out a classical computation analogous to (36) in the lattice regularization. We use the lattice Coulomb potential $`\varphi _{\mathrm{latt}}(\stackrel{}{r})={\displaystyle \frac{g}{L^3}}{\displaystyle \underset{\stackrel{}{p}0}{}}{\displaystyle \frac{\mathrm{exp}(i\stackrel{}{p}\stackrel{}{r})}{2_{\mu =1}^3(1\mathrm{cos}p_j)}},`$ (38) $`p_j={\displaystyle \frac{2\pi }{L}}n_j,n_j\{0,\mathrm{},L1\}`$ (39) on a $`L^3`$ cubic lattice with periodic boundary conditions. In the computation of the energy, the gradient is replaced by a finite difference, and the integral over the volume is replaced by a finite sum. We determine the energy numerically. The result is very well approximated by $$W_{\mathrm{latt}}(L)=0.25241.3881\frac{\alpha _{\mathrm{mag}}}{2L}.$$ (40) Compared with (36), only the pre-factors have been changed. We do not specify any errors of the coefficients because the statistical errors from the simulations are larger by an order of magnitute. The resulting estimate of the $`L`$-dependence of the monopole mass on a finite $`L^3`$ lattice is therefore (37) with $$c_1=1.3881\frac{\alpha _{\mathrm{mag}}}{2}.$$ (41) The drawback of this estimate is the fact that the antiperiodic boundary conditions on the gauge field are not fully respected. Another way to estimate the value of $`c_1`$ is to interpret the antiperiodic boundary conditions for the gauge field as a three-dimensional infinite cubic lattice of alternating charges, the distance between nearest neighbours being $`L`$. For the continuum space this consideration leads to the problem of lattice sums, relevant for various crystaline materials. Taking over the well known results from the condensed matter physics implies that the energy of one monopole in the field of all others is equal to the second term in (37) with $$c_1=1.7476\frac{\alpha _{\mathrm{mag}}}{2}.$$ (42) The numerical factor in (42) is the Madelung constant. It determines the classical energy of cubic ion crystals, though its actual calculation requires particular mathematical attention . We prefer (42) to (41) because it respects the correct boundary conditions for the gauge field. An estimate of $`\alpha _{\mathrm{mag}}`$ can be obtained from the numerical analysis of the static potential of U(1) lattice gauge theory with Villain action by using the Dirac relation $$ge=2\pi \alpha _{\mathrm{mag}}=\frac{1}{4\alpha _{\mathrm{el}}}.$$ (43) We use the values of the renormalized electrical coupling $`\alpha _{\mathrm{el}}=e^2/4\pi `$ from . Table III contains the values of $`\alpha _{\mathrm{el}}`$ and $`\alpha _{\mathrm{mag}}`$ for different $`\beta `$. The fact that classical energy considerations suggest a $`1/L`$ dependence motivates our ansätze in terms of a polynomial in $`1/L`$. The necessary scale is assumed to be provided by the infinite volume mass $`m_{\mathrm{}}`$ itself. Our first ansatz is $$m_\pm (L)=m_{\mathrm{}}+\frac{c_1^{(\pm )}}{L}+\frac{c_2^{(\pm )}}{m_{\mathrm{}}L^2}+\frac{c_3^{(\pm )}}{m_{\mathrm{}}^2L^3}\mathrm{}$$ (44) To test the estimate (40), different coefficients $`c_i^{(+)}`$ and $`c_i^{()}`$ are allowed even for $`i=1`$. Because of the theoretical uncertainty in this and the other ansätze, we have to be very cautious in estimating the errors of $`m_{\mathrm{}}`$. Fig. 4 shows the fits (44) upto $`1/L^2`$. The results obtained for $`m_{\mathrm{}}`$ become stable if the fit is restricted to data with $`L8`$. In this case, $`m_{\mathrm{}}`$ is not signifficantly changed if more points at small $`L`$ are omitted or if $`1/L^3`$ contributions are included. The coefficients $`c_1^{(+)}`$ and $`c_1^{()}`$ roughly agree, but differ from the classical value $`c_1`$ obtained from (42) and given in table III by a factor of $`1.21.6`$. Nevertheless, it is possible to fix $`c_1^{(+)}=c_1^{()}=c_1`$ to the classical value and try another ansatz $$m_\pm (L)=m_{\mathrm{}}\frac{c_1}{L}+\frac{c_2^{(\pm )}}{m_{\mathrm{}}L^2}+\frac{c_3^{(\pm )}}{m_{\mathrm{}}^2L^3}\mathrm{}.$$ (45) We have used this ansatz with both estimates of the coefficient $`c_1`$, given in (41) and (42). It turned out that the results for the monopole mass in the infinite volume are consistent within the error bars. In the following we thus describe only the results obtained using the Madelung constant in (42). Fig. 5 shows the same data as fig. 4, but with the functions (45) up to $`1/L^3`$. The fit results $`m_{\mathrm{}}`$ become stable if the fit includes the $`1/L^3`$ contributions. A restriction to large $`L`$ is necessary only for $`\beta `$ close to the phase transition. We consider the values of $`m_{\mathrm{}}`$ obtained in the fit by means of (45) with all listed terms as the best determination of the monopole mass in the infinite volume and list the results in table II. To obtain an estimate of the errors of $`m_{\mathrm{}}`$ obtained in this way, we compare the fit results from (45) with and without higher $`1/L^k`$ terms. Further we omit various number of points at small $`L`$ from the fits. The error of $`m_{\mathrm{}}`$ is then estimated from the variation of the fit results under the different conditions. The values of these errors are also given in table II. Using instead of (45) the ansatz (44) results in the values of $`m_{\mathrm{}}`$ compatible with those in table II within the listed errors. Though insufficiently motivated, our extrapolation procedure is rather stable at the $`\beta `$ values farther from the phase transition. Even the use of the coefficient $`c_1`$ given in (41) instead of (42), does not change the results significantly. The extrapolation is most problematic at the point closest to the phase transition, $`\beta =0.645`$. Figure 6 shows the $`L`$-dependence of the $`m_\pm `$ masses in this case, using (42). Since the finite volume mass splitting between $`m_+`$ and $`m_{}`$ remains significantly nonzero on the largest lattice, the systematic error is probably quite large. From the different fits we estimate it to be about $`20\%`$ at this $`\beta `$. In order to reduce this error and to further approach the phase transition, larger lattices and a more reliable extrapolation procedure would be needed. ## V Results in the confinement phase ### A Simulations and statistics Our simulations in the confinement phase are performed with the same algorithm and the same boundary conditions as described in Sec. III A. The lattice volumes are $`L^3T`$ with $`T=24`$ fixed and several $`L`$. At each $`\beta `$, at least 5000 measurements have been made starting with an ordered system and 5000 starting with a completely disordered system. Before the measurements we have used $`2.510^3`$ (away from the phase transition) to $`2.510^4`$ (close to the transition) sweeps for thermalization. The monopole operators (28) and (29) are measured after each $`25`$ update sweeps. Table IV displays the parameters of the simulations and the integrated autocorrelation times $`\tau _{\mathrm{int}}`$ of the action density in multiples of $`25`$ sweeps. It has been determined on the $`L=8`$ lattice at $`\beta <0.6436`$ and on $`L=12`$ at $`0.6436\beta `$. The integrated autocorrelation of the monopole condensate is compatible with these values. The $`\beta `$ values are chosen far enough from the phase transition, so that the flips between both phases at the phase transition do not occur in the runs. On the largest lattices we could simulate this leads to the exclusion of runs at $`\beta =0.6438`$. Because of the broken $`𝐙_2`$ symmetry, the finite system sometimes flips between the two possible ground states within the confinement phase. The flip probability increases with decreasing lattice volume and when the phase transition is approached. We observe flips at $`\beta 0.643`$ only on the small lattices with $`L8`$. At $`\beta =0.6435`$, we observe them up to the $`L=14`$ and at $`\beta =0.6436,0.6437`$ on all lattice sizes up to $`L=18`$. On our largest lattices, the system does not flip more than one or two times during the whole run. In these cases we cut the corresponding parts of the runs to ensure that the unwanted intermediate states do not contribute to the resulting value of the monopole condensate. However, runs with more frequent flips are discarded. ### B Monopole condensate The monopole condensate $`0\left\|\mathrm{\Phi }_+\right\|0`$ is measured directly, and its modulus (34) can be determined from the correlation function $`C_+(t)`$ of $`\mathrm{\Phi }_+`$ (32). Both methods yield compatible results. The value of $`\rho `$ does not depend on the lattice extent $`T`$ in time direction, but it is weakly dependent on its spacial extent $`L`$. The $`L`$-dependence of $`\rho `$ can be described with an exponential law $$\rho (L)=\rho _{\mathrm{}}+ae^{bL}$$ (46) with constants $`a`$, $`b`$ and the infinite volume value $`\rho _{\mathrm{}}`$. Figure 7 displays $`\rho (L)`$ at $`\beta =0.64`$ with the fit (46) used for the extrapolation. At $`\beta =0.6436`$ and $`\beta =0.6437`$ the data for the condensate could be obtained only on large lattices due to the ground state flips on smaller ones. As there is no significant $`L`$-dependence of $`\rho `$ on the largest lattices, we take the average of the obtained values to represent $`\rho _{\mathrm{}}`$ instead of using the ansatz (46). Figure 8 shows $`\rho (L)`$ at $`\beta =0.6436`$ and the resulting value of $`\rho _{\mathrm{}}`$. Table V lists the extrapolated monopole condensate values $`\rho _{\mathrm{}}`$ at different values of $`\beta `$. ### C Scaling of the monopole condensate The $`\beta `$-dependence of the monopole condensate $`\rho _{\mathrm{}}`$ is described with an astonishing precision by a simple power law $$\rho _{\mathrm{}}(\beta )=a_\rho (\beta _c^{\mathrm{conf}}\beta )^{\beta _{\mathrm{exp}}}$$ (47) with the value (6) of the magnetic exponent and $$\beta _c^{\mathrm{conf}}=0.6438(1).$$ (48) Figure 9 shows the scaling of the monopole condensate with the power law (47). The logarithmic plot, Fig. 10, is obtained by plotting $`\mathrm{log}(\rho (\beta )/a_\rho )`$ versus $`\mathrm{log}(\beta \beta _c^{\mathrm{conf}})`$ with $`a`$ and $`\beta _c^{\mathrm{conf}}`$ taken as the fit results from (47). We note that the value (48) of $`\beta _c^{\mathrm{conf}}`$ and the value (35) of $`\beta _c^{\mathrm{Coul}}`$ are consistent within two error bars. The value of $`\beta _c^{\mathrm{conf}}`$ is much more precise, because the determination of the condensate in the confinement phase is much more precise than that of the monopole mass in the Coulomb phase. ### D Excited states of the condensate From the correlation function (32) in the confinement phase, one can determine in addition to the monopole condensate the energy and amplitude of a first excited state. If these values gave reasonable results in the infinite volume, they would correspond to a magnetically charged particle-like excitation of the monopole condensate. There have been attempts to determine the properties of such a state . However, since we use different boundary conditions than the authors of , and the remaining symmetry that is dynamically broken is $`𝐙_2`$ in our case instead of the magnetic U(1), our results are difficult to compare with those presented in . We examine the dependence of the energy $`E_1^{(\pm )}`$ and amplitude squares $`a_\pm =\|1\left\|\mathrm{\Phi }_\pm \right\|0\|^2`$ on the finite spacial lattice size $`L`$. The corresponding masses $`m_\pm (L)`$ obtained from $`E_1^{(\pm )}`$ by means of the dispersion relations (30) and (31) show no clear $`L`$ dependence that would allow an extrapolation to the infinite volume. Also the masses $`m_+`$ and $`m_{}`$ do not approach each other as $`L`$ is increased. Tables VI and VII show the masses $`m_+`$ and $`m_{}`$, respectively, for various $`\beta `$ and the spacial lattice sizes $`L`$. The amplitudes $`a_\pm (L)`$ decrease as the spacial lattice size is increased. We find that a power law $$a_\pm (L)=a_{\mathrm{}}^{(\pm )}+\frac{c_\pm }{L_\pm ^r}$$ (49) gives values of the exponent $`r`$ in the range $`1\mathrm{}3`$ and values $`a_{\mathrm{}}^{(\pm )}`$ consistent with zero. Fig. 11 shows as an example the amplitudes $`a_\pm (L)`$ at $`\beta =0.64`$ with fits by the functions (49). These results indicate, that the observed excitations are not present in the infinite volume limit and the corresponding quantities $`m_\pm `$ should not be interpreted physically as particle masses. For this reason the question of an appropriate renormalization of the monopole condensate remains unanswered. ## VI Conclusion and discussion In the pure U(1) gauge theory with the Villain action we have investigated the scaling behaviour of the monopole mass in the Coulomb phase and of the monopole condensate in the confinement phase. Both observables indicate a critical behavior in the vicinity of the phase transition between these phases, with the values of the corresponding exponents (2) and (6). Assuming that a continuum theory can be constructed at this phase transition, these results indicate that the monopoles appear also in such a theory. In particular, the monopole mass in the Coulomb phase can vanish or stay finite nonzero in physical units. The Gaussian value (2) of the exponent suggests (though not implies) that the corresponding continuum theory may be trivial. This property would then hold also for the scalar QED in the Coulomb phase, as this theory is obtained by duality transformations from the pure compact U(1) theory . As for the question of the existence of a continuum limit, in this work we do not contribute to the resolution of the controversy whether the phase transition is of the second or of the weak first order . This was also not our aim in this paper, because for this purpose different methods would be more appropriate. As the values (35) and (48) of $`\beta _c`$ obtained from the Coulomb and the confinement phases are consistent within the error bars times 1.5, our results are consistent with the second order. However, a small difference $`\|\beta _c^{\mathrm{conf}}\beta _c^{\mathrm{Coul}}\|0.001`$ is not excluded by our data, allowing a weak first order transition for the Villain action. What we want to point out is that, in spite of such a possibility, which actually never can be excluded with full certainty, the pure compact QED on the lattice remains to be a candidate for the construction of an interesting quantum field theory in continuum. The scaling behaviour of the monopole mass and in particular of the monopole condensate is of a high quality, described by a single exponent in the whole accessible region of values of the observables. The same holds also for various other observables . This suggests the existence of a continuous phase transition somewhere in the parameter space of possible lattice versions of the pure compact QED. This point of view might be relevant also for the compact lattice QED with fermions . Therefore the compact QED merits further investigation with larger resources and improved methods. ACKNOWLEDGEMENTS We thank U.-J. Wiese for numerous discussions, suggestions and for providing us with his program which we partly used. Discussions with J. Cox and A. Di Giacomo are acknowledged. J.J. and H.P. thank NIC Jülich (former HLRZ Jülich), where the computations have been performed, for hospitality. T.N. thanks the Helsinki Institute of Physics for hospitality.
no-problem/9903/math9903192.html	ar5iv	text	# Untitled Document CORRECTIONS to be made to the article by S. Kleiman and R. Piene ENUMERATING SINGULAR CURVES ON SURFACES appearing in “Algebraic geometry — Hirzebruch 70,” Cont. Math. 241 (1999), 209–238 p. 217b. — In the displayed formula for $`cod(𝐃)`$, replace ‘$`m_D`$’ by ‘$`m_V`$’. p. 219. — In Table 2-1, the value of $`r`$ for $`X_{1,2}`$ should not be 1, but 4. p. 221b. — The proof of Proposition (3.2) should have used Gotzmann’s regularity theorem in much the same way that it is used in the proof of Proposition (3.5). So replace the second paragraph in the first proof by the following two. There exists a map $`\phi `$ from the germ of $`Y`$ at $`y`$ into $`B`$ carrying $`y`$ to the origin. Since $`m\mu 1`$ by hypothesis, $`\phi `$ is smooth, as we’ll now show. It suffices to show the surjectivity of the map of tangent spaces, which is equal to the natural map, $$H^0()/H^0(𝒪_S)H^0\left(/𝒦_{C,S}\right).$$ Since $`𝒩`$ is spanned, it suffices to show the surjectivity of the map, $$H^0(^m)H^0\left(^m/𝒦_{C,S}^m\right).$$ $`(\mathrm{3.2.1})`$ To show the surjectivity of (3.2.1), embed $`S`$ in a projective space $`P`$ so that $`=𝒪_S(1)`$, and let $`𝒦_{C,P}𝒪_P`$ be the ideal such that $$𝒪_P/𝒦_{C,P}=𝒪_S/𝒦_{C,S}.$$ Now, since $`𝒦_{C,S}𝒥_{C,S}`$, Proposition (3.1) implies that $`\mu dimH^0(𝒪_S/𝒦_{C,S})`$. Hence, by Gotzmann’s regularity theorem (see also \[14, p. 80\]), the ideal $`𝒦_{C,P}`$ is $`\mu `$-regular. So $`H^1(𝒦_{C,P}(m))`$ vanishes for $`m\mu 1`$. Hence the map $$H^0(𝒪_P(m))H^0\left((𝒪_P/𝒦_{C,P})(m)\right)$$ is surjective. It factors through (3.2.1), so (3.2.1) is surjective. Thus $`\phi `$ is smooth. p. 225b. — In the third paragraph of the proof of (3.7), replace the third sentence by the following one. On the other hand, every fiber of $`Z(𝐃)H(𝐃)`$ is a projective space, and meets $`Z_0(𝐃)`$ in a nonempty open subset by (3.5). p. 226m. — In the second paragraph of Section 4, replace the first clause of the first sentence by the following one. Let $`\pi :FY`$ be a smooth and projective family of (possibly reducible) surfaces, where $`Y`$ is equidimensional and Cohen–Macaulay, and … p. 226m. — In the displayed sequence of principal parts, the the first term should be twisted by $`D`$ too: $$0𝑆𝑦𝑚^{i1}\mathrm{\Omega }_{F/Y}^1(D)\mathrm{}.$$ p. 230t. — In (4.5), replace the final ‘$`=`$’ by ‘$``$’, getting $$\mathrm{}a+b+2cr+2.$$ $`(4.5)`$ p. 230m. — In the paragraph that begins, “The genericity hypothesis also implies,” replace the first sentence by the following one. The genericity hypothesis also implies that $`X_2`$ is reduced, Cohen–Macaulay, and equidimensional of codimension 3 in $`F`$. p. 231. — In the second display, replace $`w_1e`$ by $`w_1+e`$, and $`w_2+e^2`$ by $`w_2e^2`$. In the third display, replace $`w_1e`$ by $`w_1+e`$, and $`w_2+e`$ by $`w_2e^2`$. In the next to the last paragraph, replace $`w_1e`$ by $`w_1+e`$ and $`w_2+e`$ by $`w_2e^2`$, and $`w_2^3`$ by $`w_2e`$. In the display, remove $`[X_i]`$, and move the sentence following the display down to after the next display. p. 237. — References 3, 4, 5, and 8 have appeared. The bibliographic data follows. 3. J. Amer. Math. Soc. 13(2) (2000), 371–410. 4. Duke Math. J. 99(2) (1999), 311–28. 5. Surveys in Diff. Geom. 5 (1999), 313-39. 8. London Math Society Lecture Note Series 276, Cambridge Univ. Press, 2000.
no-problem/9903/hep-th9903224.html	ar5iv	text	# Untitled Document IASSNS-HEP-99-27 hep-th/9903224 The D1/D5 System and Singular CFT Nathan Seiberg and Edward Witten School of Natural Sciences Institute for Advanced Study Olden Lane, Princeton, NJ 08540 We study the conformal field theory of the D1/D5 system compactified on $`𝐗`$ ($`𝐗`$ is $`𝐓^4`$ or $`\mathrm{𝐊𝟑}`$). It is described by a sigma model whose target space is the moduli space of instantons on $`𝐗`$. For values of the parameters where the branes can separate, the spectrum of dimensions in the conformal field theory exhibits a continuum above a gap. This continuum leads to a pathology of the conformal field theory, which explains a variety of problems in various systems. In particular, we explain the apparent discrepancy between different methods of finding the spectrum of chiral fields at certain points in the moduli space of the system. 2/99 1. Introduction The D1/D5 system, which has been much studied of late, is constructed from branes in $`𝐑^6\times 𝐗`$, where $`𝐗`$ is $`𝐓^4`$ or $`\mathrm{𝐊𝟑}`$. One considers $`Q_5`$ D5-branes wrapped on $`X`$, making strings in $`𝐑^6`$; and one adds $`Q_1`$ D1-branes that are localized on $`𝐗`$ and parallel to the strings made from the fivebranes. If $`Q_1`$ and $`Q_5`$ are large, this system has a supergravity description as a “black string,” whose near horizon geometry looks like $`\mathrm{𝐀𝐝𝐒}_3\times 𝐒^3\times 𝐗`$. In this limit, the D1/D5 system is believed to be described by a conformal field theory on the boundary of $`\mathrm{𝐀𝐝𝐒}_3\times 𝐒^3`$. (The boundary in question is a conformal boundary in the sense of Penrose .) One can generalize the D1/D5 system by turning on various other fields or charges, such as theta angles, RR fields, or D3-branes wrapped on two-cycles in $`𝐗`$. However, the simplest D1/D5 system with no such extra fields has the basic property that the branes can separate at no cost in energy. In fact, any collection of D5 branes (wrapped on $`𝐗`$) and D1 branes (localized on $`𝐗`$), with all branes parallel in $`𝐑^6`$, is BPS-saturated (if the theta angles and RR fields are zero). Hence, the D1/D5 system can break into pieces at no cost in energy. The goal of the present paper is to study the implications of this for the boundary conformal field theory. One description of the low energy physics of this system is provided by the $`U(Q_5)`$ gauge theory on the D5-branes. The D1-branes can be interpreted as $`Q_1`$ instantons in this gauge theory, and the D3-branes correspond to magnetic fluxes, representing a non-zero first Chern class. We denote by $``$ the moduli space of $`U(Q_5)`$ instantons on $`𝐗`$ with onebrane charge<sup>1</sup> For $`𝐗=𝐓^4`$, the onebrane charge $`Q_1`$ equals the instanton number $`Q_1^{}`$, while for $`𝐗=\mathrm{𝐊𝟑}`$, $`Q_1=Q_1^{}Q_5`$. We will loosely refer to $`Q_1`$ as the instanton number. $`Q_1`$ and with $`c_1`$ determined by the number of threebranes. The dynamics of our system is described by a $`(4,4)`$ sigma model whose target space is $``$. To reproduce the “pure” D1/D5 system, we set $`c_1=0`$. Then we expect to see in the gauge theory that the branes can separate. In fact, an instanton can become “small,” and separate from the D1/D5 system as a D1-brane. Or the structure group of a $`U(Q_5)`$ instanton might reduce to $`U(Q_5^{})\times U(Q_5^{\prime \prime })`$ with instanton numbers $`Q_1^{}`$ and $`Q_1^{\prime \prime }`$ in the two factors (and $`Q_5^{}+Q_5^{\prime \prime }=Q_5`$, $`Q_1^{}+Q_1^{\prime \prime }=Q_1`$). Then the two groups of branes, with respective quantum numbers $`(Q_1^{},Q_5^{})`$ and $`(Q_1^{\prime \prime },Q_5^{\prime \prime })`$, can separate in $`𝐑^6`$. A special case of this, with $`(Q_1^{},Q_5^{})=(0,1)`$, is the emission of a fivebrane, a process that is $`T`$-dual to shrinking of an instanton and its emission as a D1-brane. In any of these cases, the separation of the branes is described in terms of gauge theory by a passage from a Higgs to a Coulomb branch. To see this, one uses an effective description as a two-dimensional gauge theory on the string. For example, the emission of a small instanton is described by an effective $`U(1)`$ gauge theory in $`1+1`$ dimensions with $`Q_5`$ hypermultiplets of charge 1. This theory has a Higgs branch, describing a non-small instanton, and a Coulomb branch, describing a D1-brane that has been ejected from the D1/D5 system. The two branches meet at the small instanton singularity. Similarly, the splitting of the $`(Q_1,Q_5)`$ system to $`(Q_1^{},Q_5^{})`$ plus $`(Q_1^{\prime \prime },Q_5^{\prime \prime })`$ means that the structure group of the instanton reduces from $`U(Q_5)`$ to $`U(Q_5^{})\times U(Q_5^{\prime \prime })`$, leaving unbroken an extra $`U(1)`$. This $`U(1)`$ is coupled to several charged hypermultiplets (which represent the instanton moduli that must be set to zero to reduce the structure group of the instanton to $`U(Q_5^{})\times U(Q_5^{\prime \prime })`$). The low energy theory describing the splitting is $`U(1)`$ coupled to these hypermultiplets. In supersymmetric gauge theories above two dimensions, the Higgs and Coulomb branches parametrize families of supersymmetric vacua. In two dimensions, this is not so; the usual infrared divergences of massless bosons cause the quantum wave functions to spread out over the Higgs or Coulomb branches. Nevertheless, even in two dimensions, the Higgs and Coulomb branches are described by different conformal field theories . The different branches have different $`R`$-symmetries and usually have different central charges. So even though the two branches meet classically, they are disconnected in conformal field theory. How can this happen? One idea is that as one flows to the infrared, the metric on the two branches might be renormalized so that the classical meeting place of the two branches would be “infinitely far away” as seen on either branch. Something like this happens to the Coulomb branch at the one-loop level for any values of $`Q_1`$ and $`Q_5`$ for which both a Coulomb and Higgs branch exist . For a single vector multiplet, the classical Coulomb branch is a copy of $`𝐑^4`$; we regard the point of intersection with the classical Higgs branch as the origin of $`𝐑^4`$ and let $`u`$ denote a radial variable on $`𝐑^4`$ that vanishes at the origin. The classical metric $`du^2+u^2d\mathrm{\Omega }^2`$ of the Coulomb branch is renormalized at the one-loop level so that near $`u=0`$ it looks like $$\frac{1}{u^2}\left(du^2+u^2d\mathrm{\Omega }^2\right).$$ Thus $`u=0`$ is at infinite distance. Moreover, there is a “Liouville coupling” $`R\mathrm{ln}u`$ (with $`R`$ the worldsheet scalar curvature) such that the string coupling constant diverges as one approaches $`u=0`$. The metric (1.1) describes an infinitely long tube near $`u=0`$, which is why we speak of “tubelike” behavior, and the string coupling diverges as one goes down the tube. One might hope for something similar on the Higgs branch. But the fate of the Higgs branch must be more subtle. One cannot simply find a quantum correction generating a tubelike metric, since gauge loops do not renormalize the hyper-Kähler metric on the Higgs branch . However, the description of the Higgs branch via a sigma model with target space the classical Higgs branch $``$ is not good near the singularities of $``$. One might hope that in terms of some new variables that do give an effective description near the singularity one would find a tubelike behavior. This is known in certain special cases via duality between Type IIA at an $`𝐀_{n1}`$ singularity and Type IIB with $`n`$ parallel D5-branes \[8,,9\]. In more generality, such a description can be obtained using duality between the Higgs and Coulomb branches of $`(4,4)`$ supersymmetric gauge theories in two dimensions \[10,,11\]. The purpose of the present paper is to exhibit tubelike behavior near the singularities of the D1/D5 system, and therefore various other systems to which it is dual. We do this by elaborating upon a construction introduced by Maldacena, Michelson, and Strominger . We will give a description of the physics of the Higgs branch near its singularity in terms of an effective two-dimensional field $`\varphi `$. $`\varphi `$ will be a Liouville field with kinetic energy $`\|d\varphi \|^2`$ and a Liouville coupling $`\varphi R`$. The classical singularity of the Higgs branch, or in other words its meeting with the classical Coulomb branch, corresponds to $`\varphi =\mathrm{}`$. Because of the Liouville term, the string coupling blows up as one goes to $`\varphi =\mathrm{}`$. Thus, whether one begins on the Coulomb branch or the Higgs branch, the meeting place of these two branches is at infinite distance in terms of the right variables. Hence, starting from either branch, one can never reach the other. Starting from either branch and trying to approach the second, one must go “down the tube” and the string coupling constant blows up. The blowup of the string coupling constant is extremely important in some applications of the systems that have this behavior (like Type IIA at an $`𝐀_{n1}`$ singularity) because it makes it possible to have nonperturbative effects (in that case, enhanced gauge symmetry) that cannot be turned off by going to weak coupling. Since the usual D1/D5 system is the quantum mechanics of a Higgs branch, the tubelike nature of the singularity of the Higgs branch has specific consequences for the boundary conformal field theory that governs this system. Liouville theory has a continuous spectrum of dimensions above a certain threshold. So the boundary conformal field theory will have this property. Also, in Liouville theory with a strong coupling end that is not cut off or protected in any way, correlation functions generally diverge from integration over the Liouville field. So correlation functions of the D1/D5 conformal field theory can be expected to receive divergent contributions near the singularity. Using S duality, we can transform the problem to $`Q_5`$ NS5-branes and $`Q_1`$ fundamental strings . In this case, one can study the system by using conformal field theory of the fundamental strings, and one can also hope to compare this to the boundary conformal field theory at infinity. However, such a comparison will be affected by the continuous spectrum of dimensions mentioned in the last paragraph. For example, above the threshold, chiral primary states lie in the continuum, and one should expect difficulty in counting them. In this discussion, we have emphasized the $`\mathrm{𝐀𝐝𝐒}_3`$ examples. But part of our discussion is also relevant to $`\mathrm{𝐀𝐝𝐒}_n`$ for $`n>3`$. The discussion in the present paper is reminiscent of “the membrane at the end of the universe” and the Liouville theory of $`\mathrm{𝐀𝐝𝐒}_3`$ , though the interpretation seems to be somewhat different. This paper is organized as follows. In section 2, we review the moduli space of the D1/D5 system, explaining more precisely what conditions on the moduli are needed to get the singularity that we will be studying. In section 3, we show how the study of large strings or branes introduced in gives an effective description of the singularity of the Higgs branch. We also show how, for $`\mathrm{𝐀𝐝𝐒}_n`$ models with $`n>3`$, one reproduces in this way expected properties of the boundary conformal field theories. Among other things, we show that the boundary must have positive scalar curvature for stability, in agreement with the known behavior of $`N=4`$ super Yang-Mills theory in four dimensions. In section 4, we analize more quantitatively the effective theory of the long string in $`\mathrm{𝐀𝐝𝐒}_3`$, and we determine the exact value of the threshold above which the conformal field theory has a continuous spectrum. In section 5, we discuss the fate of the chiral states, and some additional applications. 2. Near Horizon Moduli Space And Singularities In this section, we will review the moduli space of $`\mathrm{𝐀𝐝𝐒}_3`$ compactifications, following , and then describe precisely where a singularity is expected. 2.1. Classification Of Models Consider string compactification on $`𝐗=𝐓^4`$ or $`\mathrm{𝐊𝟑}`$. The duality group is $`𝒦=SO(5,n;𝐙)`$, where $`n=5`$ for $`𝐓^4`$ and $`n=21`$ for $`\mathrm{𝐊𝟑}`$. The moduli space of vacua is $$𝒲=SO(5,n;𝐙)\backslash SO(5,n;𝐑)/SO(5)\times SO(n).$$ We now want to consider a system consisting of parallel strings in $`𝐑^6\times 𝐗`$. The D1/D5 system is the special case in which the strings are either D1-branes or else D5-branes wrapped on $`𝐗`$. In general, the charge of a string is measured by a charge vector $`v`$ that takes values in an even, unimodular lattice $`\mathrm{\Gamma }^{5,n}`$ on which $`𝒦`$ acts. The quadratic form on $`\mathrm{\Gamma }^{5,n}`$ has five positive and $`n`$ negative eigenvalues. $`\mathrm{\Gamma }^{5,n}`$ can be embedded in a vector space $`V`$ which has metric of signature $`(5,n)`$. A point in $`𝒲`$ gives a decomposition $`V=V_+V_{}`$, where the quadratic form is positive on $`V_+`$ and negative on $`V_{}`$. $`\mathrm{\Gamma }^{5,n}`$ is analogous to a Narain lattice in string theory, and $`V_\pm `$ are analogous to the spaces of right-moving and left-moving momenta. For a string with charge vector $`v`$ to be a BPS configuration, it is necessary to have $`v^20`$. Since the lattice is even, we have $$v^2=2N,\mathrm{with}N0.$$ Given any vector $`v`$ and any point in moduli space, we write $`v=v_++v_{}`$, with $`v_\pm V_\pm `$. The tension of a string with charge $`v`$ is then (up to a multiplicative constant independent of $`v`$ and the moduli) $$T(v)=\|v_+\|.$$ We are mainly interested in the case that the charge vector $`v`$ is “primitive,” in other words is not of the form $`v=kv^{}`$ with $`v^{}`$ a lattice vector and $`k`$ an integer greater than 1. The reason for this restriction is that otherwise the model is singular – capable of breaking into subsystems at no cost in energy – for all values of the moduli. Now, any two primitive lattice vectors $`v`$ and $`w`$ with $`v^2=w^2=2N`$ are equivalent up to a transformation by an element of $`𝒦`$, as explained in . So up to a duality transformation, there is only one model for every positive integer $`N`$. $`N=0`$ is the case of a single elementary string, so we are really interested in $`N>0`$. For example, the D1/D5 system is the case that there is a decomposition $$\mathrm{\Gamma }^{5,n}=\mathrm{\Gamma }^{1,1}\mathrm{\Gamma }^{4,n1},$$ where $`\mathrm{\Gamma }^{1,1}`$ is a two-dimensional sublattice whose quadratic form in a suitable basis looks like $$\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),$$ and the moduli are such that the decomposition (2.1) commutes with the projection to $`V_+`$ and $`V_{}`$. If the theta angles and RR fields vanish, then (as one can see in more detail from formulas given in ) there is such a decomposition with the D1 string and the string built from a wrapped D5 brane represented by null vectors $`(1,0)`$ and $`(0,1)`$ in $`\mathrm{\Gamma }^{1,1}`$. The D1/D5 system can then be described by charges $`(Q_1,Q_5)\mathrm{\Gamma }^{1,1}`$, and hence $$N=Q_1Q_5.$$ In this construction, $`v`$ being primitive means that $`Q_1`$ and $`Q_5`$ are relatively prime. As we have discussed in the introduction, the D1/D5 system is expected to have, for each value of $`Q_1`$ and $`Q_5`$, a singularity associated with a small $`U(Q_5)`$ instanton. To achieve such a singularity, one must adjust $`4(Q_51)`$ parameters in the instanton solution. The number of parameters that must be adjusted depends on $`Q_5`$, so the small instanton singularity of the D1/D5 system depends on the value of $`Q_5`$, and not on the product $`N=Q_1Q_5`$. Thus, a single system, characterized by the choice of one integer $`N`$, has different singularities corresponding to the different factorizations $`N=Q_1Q_5`$ with $`Q_1`$ and $`Q_5`$ relatively prime. To clarify this further, we will in section 2.2 analyze precisely where there are singularities of the near horizon theory. Near Horizon Moduli Space Given a choice of charge vector $`v`$, one can construct a supergravity solution that describes a string of that charge. Here one finds an interesting phenomenon: in the field of this string, the moduli are not constant, and vary in such a way that at the horizon, the vector $`v`$ is “purely right-moving,” that is, it lies in $`V_+`$. The moduli that would rotate $`V_+`$ and $`V_{}`$ so that $`v`$ no longer lies in $`V_+`$ are “fixed scalars”; in the near horizon geometry of the string, they are massive. The near horizon geometry therefore has a reduced moduli space. Roughly it is a Narain moduli space of signature $`(4,n)`$, since $`v`$ is now constrained to lie in $`V_+`$ and only the four-dimensional orthocomplement of $`v`$ in $`V_+`$ is free to vary. The near horizon geometry also has a reduced duality group, namely the subgroup $``$ of $`𝒦`$ consisting of transformations that leave fixed the vector $`v`$. The moduli space of the near horizon geometry is $$𝒩=\backslash SO(4,n;𝐑)/SO(4)\times SO(n).$$ 2.2. Location Of Singularities Now we come to the question of under what condition the conformal field theory that describes the near horizon physics becomes singular. As we explained in the introduction, this should occur when the charge vector $`v`$ can be written as $`v=v^{}+v^{\prime \prime }`$, where $`v^{}`$, $`v^{\prime \prime }`$, and $`v`$ are all mutually BPS. In view of (2.1), the condition for this is that $`\|v_+\|=\|v_+^{}\|+\|v_+^{\prime \prime }\|`$. Since $`v=v_+`$ in the near horizon geometry, this is $`\|v\|=\|v_+^{}\|+\|v_+^{\prime \prime }\|`$. In view of the triangle inequality, this is equivalent to saying that the projection of $`v^{}`$ (or of $`v^{\prime \prime }`$) to $`V_+`$ is a multiple of $`v`$. In other words, the lattice $`\mathrm{\Gamma }^{}`$ generated by $`v`$ and $`v^{}`$ has a projection to $`V_+`$ that lies in a one-dimensional subspace, the space of multiples of $`v`$. Assuming that this is so, the projection of $`\mathrm{\Gamma }^{}`$ to $`V_+`$ is one-dimensional, being generated by $`v`$, so $`\mathrm{\Gamma }^{}`$ has signature $`(1,1)`$. Given any primitive $`v^{}\mathrm{\Gamma }^{}`$ and not a multiple of $`v`$, the requirement that the projection of $`v^{}`$ to $`V_+`$ is a multiple of $`v`$ puts four conditions on the near horizon moduli. ($`V_+`$ is five dimensional, so asking that a vector in $`V_+`$ be a multiple of $`v`$ imposes four conditions.) If these conditions are imposed, then (as $`v`$ and $`v^{}`$ generate $`\mathrm{\Gamma }^{}`$) the projection of $`\mathrm{\Gamma }^{}`$ to $`V_+`$ consists of multiples of $`v`$. When this happens, every way of writing $`v=v^{}+v^{\prime \prime }`$ with $`v^{},v^{\prime \prime }\mathrm{\Gamma }^{}`$ and $`(v^{})^2,(v^{\prime \prime })^20`$ will be a way of breaking our system into two BPS subsystems at no cost in energy. The ability to do this should give a singularity in the boundary conformal field theory. Thus the loci in moduli space on which the CFT is expected to be singular are classified by signature $`(1,1)`$ sublattices $`\mathrm{\Gamma }^{}\mathrm{\Gamma }`$ that contain $`v`$.<sup>2</sup> Of course, we are only interested in the choice of $`\mathrm{\Gamma }^{}`$ up to the action of the duality group $``$ that keeps $`v`$ fixed. Equivalently, we want to choose the pair $`\mathrm{\Gamma }^{}`$ and $`v`$ up to the action of the full duality group $`𝒦`$. For each such $`\mathrm{\Gamma }^{}`$, a singularity is found by adjusting one hypermultiplet so that all projections of vectors in $`\mathrm{\Gamma }^{}`$ to $`V_+`$ become proportional. On this locus, the string can break up according to any decomposition $`v=v^{}+v^{\prime \prime }`$ with $`v^{},v^{\prime \prime }\mathrm{\Gamma }^{}`$ and $`(v^{})^2,(v^{\prime \prime })^20`$. (For some $`\mathrm{\Gamma }^{}`$, there may exist no such $`v^{}`$, $`v^{\prime \prime }`$, and then there is no singularity associated with $`\mathrm{\Gamma }^{}`$.) For example, let us classify all cases in which $`\mathrm{\Gamma }^{}`$ is unimodular, in other words in some basis its quadratic form is $$\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).$$ To put it differently, $`\mathrm{\Gamma }^{}`$ is isomorphic to the unique even unimodular lattice $`\mathrm{\Gamma }^{1,1}`$ of signature $`(1,1)`$. Such a $`\mathrm{\Gamma }^{}`$ has up to a duality transformation a unique embedding in $`\mathrm{\Gamma }^{5,n}`$ (this is proved by noting that the orthocomplement of $`\mathrm{\Gamma }^{}`$ is even and unimodular and hence unique up to isomorphism). The transformation that puts $`\mathrm{\Gamma }^{}`$ in this standard form may rotate $`v`$ into an arbitrary form, modulo the symmetries of $`\mathrm{\Gamma }^{}`$ plus the fact that $`v`$ is primitive and $`v^2=2N`$. So in general we have $`v=(Q_1,Q_5)`$ for some relatively prime integers $`Q_1`$ and $`Q_5`$ with $`Q_1Q_5=N`$. By a symmetry of $`\mathrm{\Gamma }^{}`$ (namely $`(Q_1,Q_5)(Q_1,Q_5)`$), we can assume that $`Q_1`$ and $`Q_5`$ are both nonnegative. The only remaining symmetry of $`\mathrm{\Gamma }^{}`$ is $`(Q_1,Q_5)(Q_5,Q_1)`$. (For example, for $`𝐗=𝐓^4`$, this is a $`T`$-duality transformation on $`𝐗`$.) So, for given $`N`$, choices of a unimodular $`(1,1)`$ lattice $`\mathrm{\Gamma }^{}`$ containing $`v`$ are classified by the unordered relatively prime pairs $`Q_1,Q_5`$ with $`N=Q_1Q_5`$. In other words, the singularities with unimodular $`\mathrm{\Gamma }^{}`$ are the small instanton and partial un-Higgsing singularities of $`U(Q_5)`$ gauge theory described in the introduction, for various values of $`Q_5`$. There are also singularities for which $`\mathrm{\Gamma }^{}`$ is not unimodular. (For example, if $`v`$ describes the D1/D5 system while $`v^{}`$ has threebrane charge as well as D1 and D5 charge, then $`v`$ and $`v^{}`$ can generate a lattice that is not unimodular.) In the present paper, our general analysis of the tube behavior via long strings in section 3 is valid for all of the singularities. But our more quantitative study in section 4 uses specifically the NS1/NS5 system (which is dual to D1/D5) and so is special to the case of unimodular $`\mathrm{\Gamma }^{}`$. We pause here to point out a subtlety that we have hidden in our exposition. Let $`\mathrm{\Gamma }_{}`$ be the sublattice of $`\mathrm{\Gamma }^{5,n}`$ consisting of vectors perpendicular to $`v`$, and let $`^{}`$ be the automorphism group of $`\mathrm{\Gamma }_{}`$. $``$ is a subgroup of $`^{}`$ (since any symmetry of $`\mathrm{\Gamma }^{5,n}`$ that leaves $`v`$ fixed must map $`\mathrm{\Gamma }_{}`$ to itself), and is actually a proper subgroup (any element of $`^{}`$ is a symmetry of the sublattice $`v𝐙\mathrm{\Gamma }_{}`$ of $`\mathrm{\Gamma }^{5,n}`$, but may not extend to a symmetry of $`\mathrm{\Gamma }^{5,n}`$ itself). To describe the singularities associated with unimodular $`\mathrm{\Gamma }^{}`$, we have in the text classified, up to the action of $``$, the embeddings of $`\mathrm{\Gamma }^{1,1}`$ in $`\mathrm{\Gamma }^{5,n}`$ that contain $`v`$. It would be tempting to reason as follows: Every such $`\mathrm{\Gamma }^{1,1}`$ embedding contains a (unique up to sign) primitive vector $`w\mathrm{\Gamma }_{}`$, with $`w^2=2N`$. The choice of $`w`$ determines the lattice $`\mathrm{\Gamma }^{1,1}`$. So why not classify the $`\mathrm{\Gamma }^{1,1}`$’s by classifying $`w`$ up to the action of $`^{}`$? This reasoning actually gives the wrong result ($`w`$ is unique up to the $`^{}`$ action, so one would conclude that the singularity depends only on $`N`$ and not on $`Q_5`$), which is possible since $``$, not $`^{}`$, is the symmetry group of the problem. Examples We conclude this section by briefly stating some examples. The properties we assert can all be verified in detail using formulas in . For the D1/D5 system, the fixed scalars, which are entirely absent in the near horizon physics, are the volume of $`𝐗`$, the anti-self-dual part of the NS $`B`$-fields, and a linear combination of the RR zero-form and four-form. For example, in terms of the description of the D1/D5 system by a sigma model with instanton moduli space as the target, it is natural that the volume of $`𝐗`$ should drop out as the instanton equation on $`𝐗`$ is conformally invariant. In order to see a singularity from separating the D1/D5 system into D1/D5 subsystems, four more parameters must be set to zero. They are the self-dual part of the NS $`B`$-fields and a linear combination of the RR zero-form and four-form. For example, it has been argued that turning on the self-dual part of the $`B`$-field deforms the instanton equations to the equations for instantons in noncommutative Yang-Mills theory. This operation eliminates the small instanton singularity; it “blows up” the small instanton locus by, in one description, adding a constant to the ADHM equations. So this operation removes the singularity from breaking up the D1/D5 system into subsystems. By an $`S`$-duality transformation, one can identify the corresponding statements for the NS1/NS5 system. The fixed scalars are the string coupling constant, the anti-self-dual part of the RR $`B`$-fields, and a linear combination of the RR zero-form and four-form. There is a singularity from breaking the NS1/NS5 system into similar subsystems if the remaining RR fields – the self-dual part of the two-form, and a linear combination of the zero-form and four-form – vanish. In particular, in the study of the NS1/NS5 system by conventional conformal field theory methods \[19--21\], the RR fields are all assumed to vanish. Hence one is necessarily “sitting” on the singularity. As we explain in section 5, we believe that this is responsible for some apparent discrepancies between computations performed in the worldsheet and spacetime conformal field theories. Comparison To Symmetric Product We conclude this section with a brief discussion of the much-discussed relation of the spacetime conformal field theory of the near horizon system with a given value of $`N`$ to a sigma model with target space the symmetric product of $`N`$ copies of $`𝐗`$, which we denote as $`S^N𝐗`$. For reasons explained in \[19,,16\], the sigma model with $`S^N𝐗`$ as target very likely has a moduli space that agrees with (2.1). This alone suggests that the sigma model with target $`S^N𝐗`$ is the right model. Moreover, rigorous mathematical theorems<sup>3</sup> For an expository survey of mathematical results cited in this paragraph with references, see . show that (for all $`N`$ and certain charge vectors $`v`$ with $`v^2=2N`$; the theorem has not been proved for all such vectors) the moduli space of instantons with suitably specified Chern classes is indeed birational to a symmetric product of $`N`$ copies of $`𝐗`$. Further, it has been proved recently that any two birational compact hyper-Kähler manifolds are deformation equivalent. We believe that these facts mean that the D1/D5 system, for any $`N`$, is on the moduli space of the symmetric product. Nevertheless, the relation between them is extremely subtle. The hyper-Kähler manifold $`S^N𝐗`$ has singularities where two points meet. Resolving the singularities and turning on the associated theta angle put us into a moduli space that parametrizes unknown objects that may have a rather complicated behavior. If it is true that this family of conformal field theories is the one we want, then these conformal field theories exhibit quite an assortment of singularities on many different loci in moduli space. We cannot rule out this hypothesis, and it seems plausible that it is true. For the usual questions involving black holes in a macroscopic $`\mathrm{𝐀𝐝𝐒}`$ model, one wants large $`Q_1`$ and $`Q_5`$, leading to very special small instanton singularities characteristic of the chosen charges. This may be described by a conformal field theory that can be connected to the symmetric product, but it cannot be described by the symmetric product itself – which indeed depends only on $`N`$ and not on the separate choice of $`Q_1`$ and $`Q_5`$, and so cannot possibly yield the right singularities. We do not know where on the moduli space, if anywhere, the symmetric product point might be. It is tempting to think that the symmetric product point might be $`Q_1=N`$, $`Q_5=1`$, with vanishing theta angles and RR fields. But as in general the D1/D5 system has singularities in codimension $`4(Q_51)`$, for $`Q_5=1`$ the system is “generically singular” whatever that means. This does not sound like the hallmark of the symmetric product point. We make a few more remarks on $`Q_5=1`$ in section 4. 3. Mechanism For The Singularity In this section, by enlarging upon comments by Maldacena, Michelson, and Strominger , we will give a microscopic mechanism for exhibiting the singularity of the Higgs branch. While the rest of the paper focusses only on the $`\mathrm{𝐀𝐝𝐒}_3`$ examples, in the present section we consider also $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ for all $`D2`$. ($`D=1`$ has special properties explored in .) As we explained in the introduction, the potential singularity of the Higgs branch arises when a brane is emitted from the system. Emission of the brane will lower the charges of the remaining system. For example, suppose that we are studying $`𝒩=4`$ super Yang-Mills in four dimensions, with gauge group $`SU(N)`$ (or $`U(N)`$ if one takes into account a “singleton” degree of freedom at infinity), via Type IIB on $`\mathrm{𝐀𝐝𝐒}_5\times 𝐒^5`$ with $`N`$ units of five-form flux on $`𝐒^5`$. If the boundary of $`\mathrm{𝐀𝐝𝐒}_5`$ were flat, it would be possible to move on the Coulomb branch, Higgsing the $`SU(N)`$ down to $`SU(N1)\times U(1)`$ by giving an expectation value to a scalar field $`\varphi `$. In such a vacuum, at very short distances $`1/\|\varphi \|`$, one sees a gauge group $`SU(N)`$, but at longer distances this is reduced to $`SU(N1)\times U(1)`$. Let us try to translate this mechanism into $`\mathrm{𝐀𝐝𝐒}`$ using the familiar IR-UV connection. The fact that the gauge group in the conformal field theory is $`SU(N)`$ at very short distances means that very near the boundary of $`\mathrm{𝐀𝐝𝐒}_5`$, there are $`N`$ units of five-form flux on $`𝐒^5`$. But at longer distances in the conformal field theory, or in other words farther from the boundary of $`\mathrm{𝐀𝐝𝐒}_5`$, there is only $`SU(N1)`$, corresponding to $`N1`$ units of five-form flux. But the flux in $`\mathrm{𝐀𝐝𝐒}_5`$ can only change in crossing a threebrane. So we assume that there is a very large region $`W\mathrm{𝐀𝐝𝐒}_5`$, with a threebrane wrapped on $`W`$, the boundary of $`W`$. Then the five-form flux is $`N1`$ in $`W`$ and $`N`$ outside. If $`W`$ is very large, then $`W`$ is roughly speaking “close to the boundary” of $`\mathrm{𝐀𝐝𝐒}_5`$. We will call a brane whose worldvolume is such a $`W`$ a “large brane,” or, when it is a one-brane, a “long string.” The $`SU(N1)\times U(1)`$ low energy gauge symmetry of the Higgsed theory is in this situation interpreted as a $`U(1)`$ carried by the large threebrane plus the $`SU(N1)`$ described by supergravity on $`W\times 𝐒^5`$ with a flux of $`N1`$. In this particular example, because the boundary of $`\mathrm{𝐀𝐝𝐒}_5`$ has positive scalar curvature $`R`$, one expects the Coulomb branch to be suppressed because of an $`R\varphi ^2`$ interaction. We will see this behavior below as a divergence in the action or energy when the large threebrane approaches the boundary. We will also generalize the discussion to consider instead of $`\mathrm{𝐀𝐝𝐒}_5`$ a more general negatively curved Einstein five-manifold, whose boundary may have negative $`R`$. In that case, the threebrane action or energy will go to $`\mathrm{}`$ when the threebrane approaches the boundary, reproducing the expected unstable behavior of the conformal field theory on a manifold of negative $`R`$. Though we have framed this discussion for $`\mathrm{𝐀𝐝𝐒}_5`$, we can similarly probe the approach to the Coulomb branch in any of the $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ examples by considering the behavior of a large $`D1`$-brane. Many of the properties are independent of $`D`$ for $`D>2`$, but special things happen for $`D=2`$, where the $`D1`$-brane is a string. As we will see, the effective theory of the large string is a Liouville theory. By studying it, we will be able to understand the singularity of the Higgs branch for the $`\mathrm{𝐀𝐝𝐒}_3`$ examples. 3.1. Analysis Of The Large Brane With the motivation that we have just explained, and following Maldacena, Michelson and Strominger , we study the dynamics of a large $`D1`$ brane in $`\mathrm{𝐀𝐝𝐒}_{D+1}`$. We consider a large brane carrying charge $`q`$ under the background antisymmetric tensor field. The brane is really moving on $`AdS_{D+1}\times 𝐘`$ for some $`𝐘`$, but for the moment we can ignore the motion on $`𝐘`$. We let $`A`$ denote the volume of $`W`$, and we let $`V`$ denote the volume of $`W`$. The brane action has two terms, one a positive multiple of $`A`$ coming from the brane tension, and the other a negative multiple of $`V`$ coming from the “Wess-Zumino coupling” of the brane to the background antisymmetric tensor field. In flat spacetime, for a sufficiently large brane one has $`VA`$, so the action of a sufficiently large brane in the presence of a constant antisymmetric tensor field strength is negative. Hence a sufficiently large brane grows indefinitely. A constant antisymmetric tensor field in flat spacetime would relax to zero by nucleation of branes; for example, this mechanism leads to the periodicity of the $`\theta `$ angle in two dimensional QED. In $`\mathrm{𝐀𝐝𝐒}`$ space, this energetics is more delicate because $`V`$ is proportional to $`A`$. The BPS case is precisely the case that the leading volume and surface terms cancel. Much physics is contained in the subleading terms that do not cancel. We start by writing down the metric of $`\mathrm{𝐀𝐝𝐒}`$ space in the following form: $$ds^2=r_0^2(dr^2+\mathrm{sinh}^2rd\mathrm{\Omega }^2).$$ Here $`d\mathrm{\Omega }^2`$ is the round metric on $`𝐒^D`$. The topology of the $`D`$ dimensional worldvolume of the brane is $`𝐒^D`$ and it is located at $`r(\mathrm{\Omega })`$. As a preliminary for finding the effective action of the brane we calculate $`V`$ and $`A`$. We easily find that the volume enclosed by the brane is $$\begin{array}{cc}\hfill V=& r_0^{D+1}d^D\mathrm{\Omega }_0^r𝑑r^{}\mathrm{sinh}^Dr^{}=\frac{r_0^{D+1}}{2^D}d^D\mathrm{\Omega }_0^r𝑑r^{}\left(e^{Dr^{}}De^{(D2)r^{}}+𝒪(e^{(D4)r^{}})\right)\hfill \\ & =\{\begin{array}{cc}\frac{r_0^{D+1}}{2^D}d^D\mathrm{\Omega }\left(\frac{1}{D}e^{Dr}\frac{D}{D2}e^{(D2)r}+𝒪(e^{(D4)r})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{r_0^3}{4}d^2\mathrm{\Omega }\left(\frac{1}{2}e^{2r}2r+𝒪(e^{2r})\right)\hfill & \text{for }D=2\text{.}\hfill \end{array}\hfill \end{array}$$ Here $`d^D\mathrm{\Omega }`$ is the volume element of a unit sphere. Similarly, the surface volume of the brane is $$\begin{array}{cc}\hfill A=& r_0^Dd^D\mathrm{\Omega }\frac{1}{\sqrt{g}}\sqrt{\mathrm{det}_{\alpha \beta }\left(\mathrm{sinh}^2rg_{\alpha \beta }+_\alpha r_\beta r\right)}\hfill \\ \hfill =& \frac{r_0^D}{2^D}d^D\mathrm{\Omega }\left(e^{Dr}De^{(D2)r}+2e^{(D2)r}(r)^2+𝒪(e^{(D4)r})\right)\hfill \end{array}$$ where $`g_{\alpha \beta }`$ is the round metric on the unit sphere. In the above formulas, we can think of “$`r`$” as an effective field on the large brane. Before combining these formulas to compute the action of a large brane as a function of this field, we will put them in a more covariant form. This will make it clear how $`r`$ transforms under Weyl transformations in the boundary theory, and why. The boundary of $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ has a natural conformal structure but not a natural metric. Let $`ds^2=g_{ij}dx^idx^j`$ be an arbitrary metric on the boundary in its conformal class. Here the $`x^i`$, $`i=1,\mathrm{},D`$ are an arbitrary set of local coordinates on the boundary. There is then (see Lemma 5.2 in ) a unique way to extend the $`x^i`$ to coordinates on $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ near the boundary, adding an additional coordinate $`t`$ that vanishes on the boundary, such that the metric in a neighborhood of the boundary is $$ds^2=\frac{r_0^2}{t^2}\left(dt^2+\widehat{g}_{ij}(x,t)dx^idx^j\right)$$ with $$\widehat{g}_{ij}(x,0)=g_{ij}(x).$$ Moreover, one can use the Einstein equations to determine the behavior of $`\widehat{g}_{ij}`$ near $`t=0`$. One has $$\widehat{g}_{ij}(x,t)=g_{ij}(x)t^2P_{ij}+\mathrm{higher}\mathrm{orders}\mathrm{in}t,$$ where for $`D>2`$ $$P_{ij}=\frac{2(D1)R_{ij}g_{ij}R}{2(D1)(D2)},$$ which implies $$g^{ij}P_{ij}=\frac{R}{2(D1)}.$$ This last formula is the only property of $`P`$ that we will need. For $`D=2`$, (3.1) is no longer valid, but (3.1) is. (For $`D=2`$, the Einstein equations do not determine the trace-free part of $`P`$ in terms of local data near the boundary.) In this formulation, we can see how $`t`$ transforms under Weyl rescalings of the boundary metric. If we take $`g_{ij}e^{2\omega }g_{ij}`$, then $`t`$ must be transformed to maintain the properties (3.1), (3.1). Clearly, this requires $$te^\omega t+\mathrm{},$$ where the ellipses are terms of higher order near $`t=0`$. This means that $`t`$ (if corrected by adding higher order terms to remove the ellipses) is a field of conformal dimension $`1`$. The canonical dimension of a scalar field is $`(D2)/2`$ for $`D>2`$, so we should expect that a scalar field $`\varphi `$ of canonical dimension will be $`\varphi t^{(D2)/2}`$ for $`D>2`$. Instead, in classical field theory in $`D=2`$, an ordinary scalar field is dimensionless. To make a field $`t`$ of dimension $`1`$ as a function of a two-dimensional real scalar field $`\varphi `$, $`\varphi `$ must be a Liouville field (with a coupling $`\varphi R`$ to the worldsheet curvature $`R`$) and $`t`$ must be written as a real exponential of $`\varphi `$. Before computing $`V`$ and $`A`$ in the covariant approach, we set $`t=2e^r`$, so that the metric becomes $$ds^2=r_0^2\left(dr^2+\frac{e^{2r}}{4}g_{ij}dx^idx^jP_{ij}dx^idx^j+𝒪(e^{2r})\right).$$ This will make the comparison with the formulas (3.1) and (3.1) more transparent. Also, as suggested in the last paragraph, we can write $`r`$ in terms of a canonical scalar field $`\varphi `$ for $`D>2`$, or a Liouville field $`\varphi `$ for $`D=2`$, by $$r=\{\begin{array}{cc}\frac{2}{D2}\mathrm{log}\varphi +\frac{1}{(D1)(D2)}\varphi ^{\frac{4}{D2}}R\hfill & \text{for }D>2\hfill \\ \varphi +e^{2\varphi }\varphi R\hfill & \text{for }D=2\text{.}\hfill \end{array}$$ The leading terms in this formula, which correspond to $`t=\mathrm{const}\varphi ^{2/(D2)}`$ for $`D>2`$, and $`t=\mathrm{const}e^\varphi `$ for $`D=2`$, were explained in the last paragraph. The correction terms in (3.1) can presumably be calculated by computing the higher order terms in (3.1) and then seeing how $`t`$ can be expressed in terms of a canonical scalar field for $`D>2`$, or a Liouville field for $`D=2`$. We will not be as systematic as this because the correction terms are unimportant for BPS branes, which are our main interest. We have merely determined the coefficients of the correction terms to make the formulas below conformally invariant even for the non-BPS case. Using (3.1), we can compute that the volume enclosed by the brane, computed with an arbitrary metric on the boundary in its conformal class and using the associated $`r`$-function, is $$V=\{\begin{array}{cc}\frac{r_0^{D+1}}{2^D}d^Dx\sqrt{g}\left(\frac{1}{D}e^{rD}\frac{1}{(D1)(D2)}e^{(D2)r}R+𝒪(e^{(D4)r})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{r_0^3}{4}d^Dx\sqrt{g}\left(\frac{1}{2}e^{2r}rR+𝒪(e^{2r})\right)\hfill & \text{for }D=2\hfill \end{array}$$ This reduces to (3.1) when the boundary is a unit sphere with a round metric, for which $`R=D(D1)`$. In terms of the canonical scalar or Liouville field $`\varphi `$, we have $$V=\{\begin{array}{cc}\frac{r_0^{D+1}}{D2^D}d^Dx\sqrt{g}\left(\varphi ^{\frac{2D}{D2}}+𝒪(\varphi ^{\frac{2(D4)}{D2}})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{r_0^3}{8}d^Dx\sqrt{g}\left(e^{2\varphi }+𝒪(e^{2\varphi })\right)\hfill & \text{for }D=2\text{.}\hfill \end{array}$$ Likewise, in the same generality, the surface volume of the boundary is $$\begin{array}{cc}\hfill A=& \frac{r_0^D}{2^D}d^Dx\sqrt{g}\left(e^{Dr}\frac{1}{D1}e^{(D2)r}R+2e^{(D2)r}(r)^2+𝒪(e^{(D4)r})\right).\hfill \end{array}$$ In terms of $`\varphi `$, this is $$A=\{\begin{array}{cc}\frac{r_0^D}{2^D}d^Dx\sqrt{g}\left(\varphi ^{\frac{2D}{D2}}+\frac{8}{(D2)^2}[(\varphi )^2+\frac{D2}{4(D1)}\varphi ^2R]+𝒪(\varphi ^{\frac{2(D8)}{D2}})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{r_0^2}{4}d^Dx\sqrt{g}\left(e^{2\varphi }+2[(\varphi )^2+\varphi R]R+𝒪(e^{2\varphi })\right)\hfill & \text{for }D=2\text{.}\hfill \end{array}$$ One of the advantages of the covariant derivation that we have given is that these formulas are not restricted to branes near the boundary of $`\mathrm{𝐀𝐝𝐒}_{D+1}`$. One can replace $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ with an arbitrary Einstein manifold $`W`$ of negative curvature and conformal boundary $`M`$. The same formulas hold, with the same derivation, for the area and Wess-Zumino coupling of a large brane that is near $`M`$, or, if $`M`$ is not connected, near any component of $`M`$. Now, let us combine these formulas and study the behavior of branes. The action of a brane that couples to the background antisymmetric tensor field with charge $`q`$ receives two contributions. One term, arising from the tension of the brane $`T`$, is $`TA`$. The interaction of its charge with the background gauge fields leads to a term proportional to $`V`$. The whole action is $$\begin{array}{cc}\hfill S=& T(A\frac{qD}{r_0}V)=\hfill \\ \hfill =& \{\begin{array}{cc}\frac{Tr_0^D}{2^D}\sqrt{g}\left((1q)\varphi ^{\frac{2D}{D2}}+\frac{8}{(D2)^2}[(\varphi )^2+\frac{D2}{4(D1)}\varphi ^2R]+𝒪(\varphi ^{\frac{2(D4)}{D2}})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{Tr_0^2}{4}\sqrt{g}\left((1q)e^{2\varphi }+2[(\varphi )^2+\varphi R]R+𝒪(e^{2\varphi })\right)\hfill & \text{for }D=2\text{ .}\hfill \end{array}\hfill \end{array}$$ The brane approaches the boundary in the limit $`\varphi \mathrm{}`$. For large $`\varphi `$, the dominant term is the first one, $`(1q)\varphi ^{2D/(D2)}`$ for $`D>2`$ or $`(1q)e^{2\varphi }`$ for $`D=2`$. For $`q>1`$, the action goes to $`\mathrm{}`$ for $`\varphi \mathrm{}`$ and the system is unstable against the emission of branes. However, in a supersymmetric $`\mathrm{𝐀𝐝𝐒}`$ vacuum, there will never be a brane with $`q>1`$ as this violates a BPS bound. In a supersymmetric theory, we will have either BPS branes of $`q=1`$ or non-BPS branes of $`q<1`$. If $`q<1`$, the leading order term in (3.1) is a potential which tries to contract the brane. In this case, the effect of the tension of the brane is larger than the force due to the charge. The brane tends to contract and, if we are in $`\mathrm{𝐀𝐝𝐒}_{D+1}`$, eventually annihilates. If $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ is replaced by a more general Einstein manifold $`X`$, the non-BPS brane might conceivably contract to a stable minimum of the action. For BPS branes, $`q=1`$ and the effective action becomes $$S=\{\begin{array}{cc}\frac{Tr_0^D}{2^{D3}(D2)^2}\sqrt{g}\left((\varphi )^2+\frac{D2}{4(D1)}\varphi ^2R+𝒪(\varphi ^{\frac{2(D4)}{D2}})\right)\hfill & \text{for }D>2\text{;}\hfill \\ \frac{Tr_0^2}{2}\sqrt{g}\left((\varphi )^2+\varphi R\frac{1}{2}R+𝒪(e^{2\varphi })\right)\hfill & \text{for }D=2\text{.}\hfill \end{array}$$ The BPS term has caused the “potential energy” term to cancel out, leaving an action that is for $`D>2`$ the minimal conformally invariant kinetic energy of a scalar field, and for $`D=2`$ is the minimal conformally invariant kinetic energy of a Liouville field. Do BPS $`D`$-branes exist? For the usual $`\mathrm{𝐀𝐝𝐒}`$ models with $`D>2`$, they generally do. For example, there are BPS three-branes in the case of $`\mathrm{𝐀𝐝𝐒}_5\times 𝐒^5`$. The reason is that the usual $`D>2`$ models are constructed from the near horizon geometry of a system of parallel branes of just one type. In such a model, a probe brane of the type used in building the vacuum is BPS. On the other hand, the $`\mathrm{𝐀𝐝𝐒}_3`$ or $`D=2`$ examples are constructed from more than one type of brane, and then, as we have described in section 2, for generic values of the moduli there are no BPS probe branes. Now, let us focus on what happens when BPS branes do exist. In string theory or $`M`$-theory on $`\mathrm{𝐀𝐝𝐒}_{D+1}`$ (or more exactly $`\mathrm{𝐀𝐝𝐒}_{D+1}\times Y`$ for some $`Y`$) the boundary is $`𝐒^D`$, and its conformal structure is that of the round metric on a unit sphere. If $`S`$ is evaluated with the round metric, which has $`R>0`$, it is manifestly positive definite and divergent for $`\varphi \mathrm{}`$. Since $`S`$ is conformally invariant, this is true for any metric in the same conformal class. Thus, on $`\mathrm{𝐀𝐝𝐒}_{D+1}`$, there is no instability from emission of a large brane. This is in accord with , where it was shown that there is no such instability except for $`D=1`$ (a case that we are not treating in the present paper). On the other hand, suppose that we replace $`\mathrm{𝐀𝐝𝐒}_{D+1}\times Y`$ by $`W\times Y`$, where $`W`$ is a more general Einstein manifold $`W`$ of conformal boundary $`M`$. The conformal class of metrics on $`M`$ may admit a representative with negative $`R`$. If so, $`S`$ is not positive definite and the string theory on $`W\times Y`$ is unstable against emission of a large $`D`$-brane that approaches the boundary. These results agree with field theory expectations in the important case that $`D=4`$ and $`Y`$ is, for example, $`𝐒^5`$. Then the boundary theory is $`SU(N)`$ super Yang-Mills theory (or $`U(N)`$ if we include the singleton field on the boundary). If we formulate this theory on a four-manifold $`M`$ in a conformally invariant fashion, and try to Higgs the $`SU(N)`$ gauge group to $`SU(N1)\times U(1)`$ by giving an expectation value to a component $`\varphi `$ of the scalar fields of the theory, then the conformally invariant kinetic energy for $`\varphi `$ is precisely the functional $`S`$ obtained above. Hence, at the field theory level, we expect an instability when $`M`$ has negative scalar curvature (and more generally when the conformally invariant functional $`S`$ is not positive semi-definite). In this way, string theory reproduces the instability that is evident in the field theory. At this level, the results do not yet seem to distinguish $`D=2`$ from $`D>2`$. The conformal field theory of one of the $`D=2`$ examples, just like those with $`D>2`$, is stable if formulated on a boundary with $`R>0`$, but not if $`R<0`$. However, $`D=2`$ is clearly a delicate case, since the growth of the action as a BPS brane approaches the boundary is much slower – linear in $`r`$ for $`D=2`$ and exponential for $`D>2`$. This suggests that we should look at $`D=2`$ more closely. To understand what is special about $`D=2`$, it helps to consider a Hamiltonian formalism and to consider the energy of a large brane rather than its action, as considered up to this point. Thus, we are now considering the large brane as a physical object, whereas so far, our branes (as Euclidean space objects) were really instantons. For this, we go to the Lorentz signature version of $`\mathrm{𝐀𝐝𝐒}_{D+1}`$, so that the boundary is now $`𝐑\times 𝐒^{D1}`$ (with $`𝐑`$ parametrizing the time direction) rather than $`𝐒^D`$. The formula for the large brane action $`S`$ is still valid, and from it we can read off an effective Hamiltonian for the large brane. In particular, the energy has an $`R\varphi ^2`$ or $`R\varphi `$ term for $`D>2`$ or $`D=2`$. The main point is that for $`D>2`$, $`𝐑\times 𝐒^{D1}`$ has $`R>0`$, and hence in the Hamiltonian formulation, the energy diverges as a brane approaches the boundary. But for $`D=2`$, the boundary is $`𝐑\times 𝐒^1`$ and has zero scalar curvature. Hence, the energy of the brane does not grow as the brane is stretched. We can make a more precise statement using the fact that given the form of $`S`$, the effective theory on the brane is a Liouville theory (for a review see ). The normalizable states of Liouville the theory form a continuum above a certain positive threshold. In order to find the properties of the Liouville theory of the long string (3.1), it is convenient to rescale $`\varphi `$ such that its kinetic term is canonical. Then, the coupling to the two dimensional curvature $`R`$ leads to an improvement term in the stress tensor with coefficient $$Q=\sqrt{4\pi Tr_0^2}$$ leading to a threshold at $$E_0=\frac{Q^2}{4}=\pi Tr_0^2.$$ We conclude that a BPS brane in $`\mathrm{𝐀𝐝𝐒}_3`$ can be stretched to infinity with a finite cost in energy . This finite non-zero energy is in accord with the fact that in the Euclidean version, a large brane approaching the boundary of $`\mathrm{𝐀𝐝𝐒}_3`$ has an action that diverges for $`r\mathrm{}`$, albeit slowly. Such a large brane is an “instanton.” A finite action instanton describes a tunneling process to a state of degenerate energy. Since we are trying to get to a state of finite energy – with a large brane in real time – there cannot be a finite action instanton. As promised in the introduction, we have found a dangerous region in the spacetime conformal field theory of the D1/D5 system where it is described by an effective Liouville theory. We claim that, if the long string is a D1 brane, then the behavior for large $`\varphi `$ corresponds to the small instanton singularity. The evidence for this claim is first that, as we explained at the outset, intuitively emission of a long string is a way to reduce the charges of the system. Second, the dangerous large $`\varphi `$ region occurs precisely when the small instanton is BPS; when $`\theta `$ angles are turned on, as reviewed in section 2.2, to suppress the small instanton singularity, then the long string has $`q<1`$ and the large $`\varphi `$ region is suppressed by an exponential potential. Finally, we note the following important check of the identification of the small instanton singularity with the large $`\varphi `$ region. The small instanton singularity of the D1/D5 system depends only on $`Q_5`$ and not $`Q_1`$ (since the singularity when an instanton is small is entirely independent of how many non-small instantons there are). This is entirely in accord with the fact that, if the long string is a D1 string, then the Liouville action $`S(\varphi )`$ depends on $`Q_5`$ and not $`Q_1`$. To be more precise about this, to describe the small instanton singularity of the D1/D5 system of charges $`(Q_1,Q_5)`$, we use a long $`D`$-string plus a D1/D5 system of charges $`(Q_11,Q_5)`$. The action $`S`$ actually describes the motion of the long $`D`$-string on $`\mathrm{𝐀𝐝𝐒}_3`$, and must be supplemented by additional terms describing its motion in other dimensions of $`\mathrm{𝐀𝐝𝐒}_3\times 𝐒^3\times 𝐗`$. In particular, the position of the long string on $`𝐗`$ corresponds, in the other description, to the position of the small instanton on $`𝐗`$. Like the D1/D5 system, the other singularities described in the instroduction have an analogous tubelike description using other long BPS strings. Whenever there is a BPS string, the D1/D5 system (and its $`U`$-dual cousins) has a continuous spectrum at energies above (3.1), though the spectrum is discrete at energies smaller than this. The states in the continuum are states that contain a long string. States below threshold have wavefunctions that vanish exponentially in the part of phase space where there is a long string. Likewise, the operators in the boundary conformal field theory have a discrete spectrum of conformal dimensions up to $$\mathrm{\Delta }_0=\frac{E_0}{2}=\frac{1}{2}\pi Tr_0^2.$$ The operators creating the long string and the fluctuations on it have continuous dimensions starting at $`\mathrm{\Delta }_0`$. Conformal field theories with a continuous spectrum of dimensions are most familiar in cases when the target space is non-compact. The example of a single non-compact boson is well known. In this case the continuum is associated with the arbitrary momentum of the boson. Momentum conservation guarantees that in the operator product expansion of two operators there is only one value of the momentum, and therefore there is a discrete sum over the operators which appear there. When the target space is non-compact and is not translationally invariant, there is a continuum of operators in the operator product expansion. We now see that the D1/D5 system, which appears to have a compact target space $``$ (the moduli space of $`U(Q_5)`$ instantons with instanton number $`Q_1`$), also has a continuous spectrum, albeit above a gap. This is possible because $``$ has singularities. The description of the conformal field theory as a sigma model is not very useful near singularities of $``$. The good description of the behavior near the singularities is in terms of a long string plus a residual system of lower charges. For the D1/D5 system, the long string is a D-object; it can be any collection of D1, D3 and D5 branes which forms a BPS string. Therefore, from the point of view of a conformal field theory description of the D1/D5 system (such as the one in ), the long string effect is non-perturbative. The same system, in a different region of its parameter space, has a more natural description as an NS1/NS5 system, built from NS5 branes and weakly coupled fundamental strings. In this region, the lightest string which can escape to infinity is a fundamental string. Hence our instanton is in this case a genus zero worldsheet instanton. It contributes at string tree level, but its contribution is non-perturbative in $`\alpha ^{}=\frac{1}{2\pi T}`$. The String Coupling Constant The boundary conformal field theory is a conformal field theory in which the string coupling constant $`\lambda _{eff}(\varphi )`$ blows up as $`\varphi \mathrm{}`$, that is, as the long string goes to infinity. This is because of the $`\varphi R`$ coupling. The divergence of $`\lambda `$ is actually the reason that the action for the instantonic long string – wrapped around the boundary of Euclidean $`\mathrm{𝐀𝐝𝐒}_3`$ – diverges as $`\varphi `$ goes to infinity. (The instanton amplitude is proportional to $`\mathrm{exp}(S)\mathrm{exp}(\sqrt{4\pi Tr_0^2}\varphi )`$, which we can interpret as $`1/\lambda _{eff}^2(\varphi )`$.) The divergence of $`\lambda _{eff}(\varphi )`$ also causes the partition function of the boundary conformal field theory to be divergent for $`\varphi \mathrm{}`$ if formulated on a Riemann surface of genus $`>1`$. We have already noted above this consequence of the $`R\varphi `$ coupling for the case that $`R<0`$. If we formulate the boundary CFT in genus zero (for instance on the boundary of $`\mathrm{𝐀𝐝𝐒}_3`$), then because $`R>0`$, the partition function converges. However, one would suspect that the natural operators of the boundary CFT will have an exponential dependence on $`\varphi `$, and that some correlation functions will diverge in integrating over $`\varphi `$. Thus, some correlation functions of the boundary CFT of the D1/D5 system are likely to receive divergent contributions from the small instanton singularity, as well as singularities from partial un-Higgsing. Of course, as reviewed in section 2, these divergent contributions can be avoided if one turns on suitable theta angles and RR fields so that there are no BPS-saturated strings. In any event, determining the $`\varphi `$ dependence of operators and showing that there really are divergent contributions to genus zero correlation functions is beyond the scope of the present paper. For some applications of conformal field theories of this kind, the divergence of the effective string coupling for $`\varphi \mathrm{}`$ is very important. For example, if we set $`Q_5=2`$, then the small instanton singularity is in codimension four and looks like $`𝐑^4/𝐙_2`$. Specializing to this case, the analysis shows that in terms of the right variable (which is the long string position) the effective string coupling in $`𝐑^4/𝐙_2`$ conformal field theory (with zero theta angle) goes to infinity as one approaches the singularity. This makes it possible for Type IIA string theory on $`𝐑^4/𝐙_2`$ to have nonperturbative behavior (enhanced gauge symmetry) no matter how small the bare string coupling constant may be. Change In Central Charge Because of the $`\varphi R`$ term in the action (3.1), the Liouville theory of the long string has central charge $$c=3Q^2=12\pi Tr_0^2.$$ We can interpret the long string as carrying away that amount of $`c`$ out of the full conformal field theory of the D1/D5 system. For the D1/D5 system, using $`Tr_0^2=\frac{Q_5}{2\pi }`$, the threshold (3.1) and the central charge (3.1) become $$\begin{array}{cc}\hfill \mathrm{\Delta }_0& =\frac{Q_5}{4}\hfill \\ \hfill c& =6Q_5.\hfill \end{array}$$ The boundary conformal field theory of the full system is known to have $`c_{full}=6Q_1Q_5`$. When a string is emitted, the remaining system has charges $`(Q_11,Q_5)`$, so its central charge is reduced by $`6Q_5`$. This coincides with the central charge of the long string itself, so we see that the string whose emission reduces $`Q_1`$ by one carries with it the remaining value of $`c`$. This is compatible with the claim that in a certain region of its phase space, the $`(Q_1,Q_5)`$ system behaves like a long string plus a $`(Q_11,Q_5)`$ system. The formulas in (3.1) are, however, only semiclassical approximations. A more precise derivation will be presented in section 4. 4. Exact Analysis Of The Long String The preceding analysis of the central charge and the gap is valid only for $`Q_1,Q_51`$, where the the long string does not affect the background geometry significantly. We now present a more complete analysis, for the weakly coupled NS5/NS1 system. It is valid for $`Q_11`$ but without assuming that $`Q_5`$ is large. We will explain several approaches. To start with, we use the RNS formalism as in \[19--21\]. The system has short strings (ordinary perturbative excitations) and the long strings that we have been considering. Using a coordinate system with the metric $$ds^2=dx^2+e^{2x}d\gamma d\overline{\gamma },$$ the worldsheet Lagrangian is $$\left(x\overline{}x+e^{2x}\overline{}\gamma \overline{\gamma }\right)d^2z.$$ By introducing auxiliary fields $`\beta `$, $`\overline{\beta }`$, one can write an equivalent Lagrangian $$\left(x\overline{}x+\beta \overline{}\gamma +\overline{\beta }\overline{\gamma }e^{2x}\overline{\beta }\beta \right)d^2z.$$ A long string can be described by the solution of the worldsheet equations of motion $$\begin{array}{cc}& x=x_01\hfill \\ & \gamma (z,\overline{z})=z\hfill \\ & \overline{\gamma }(z,\overline{z})=\overline{z}.\hfill \end{array}$$ Since we take $`x_01`$, we can treat the $`e^{2x}\overline{\beta }\beta `$ term in (4.1) as a small perturbation, and use the free field representation of $`SL(2)`$ conformal field theory as in . Furthermore, the calculation of the central charge of the space-time Virasoro algebra in applies directly to the long string rather than to the whole system. In particular, the value of the central charge found there, namely $$c=6Q_5𝑑z\frac{\gamma }{\gamma }=6Q_5,$$ coincides with our semiclassical result (3.1). More generally, if $`\gamma `$ in (4.1) is replaced by $`\gamma =z^m`$, which corresponds to $`m`$ coincident long strings, (4.1) becomes $$c=6Q_5m.$$ In the rest of this paper we will be mostly concerned with a single long string; i.e. $`m=1`$. This calculation is to be contrasted with the calculation of the central charge of the full theory including the short strings \[20,,21\], which receives contributions from disconnected diagrams. For more details about these two calculations and the relation between them see . We do not, however, know how to compute the value of the threshold from this point of view. We will therefore present two additional calculations which determine both the central charge of the long string and the threshold. The first computation is based on the covariant RNS description with ghosts, and the second on a physical gauge. (The first of the two calculations is somewhat intuitive and needs to be put on a firmer footing than we will achieve.) We start by considering the bosonic string on $`\mathrm{𝐀𝐝𝐒}_3\times 𝐌`$ ($`𝐌`$ might be, for instance $`𝐒^3\times 𝐓^{20}`$). In the covariant formalism the worldsheet stress tensor is $$T_{worldsheet}=T_{SL(2)}+T_𝐌+T_{ghosts}$$ where $`T_{SL(2)}`$ is constructed out of a bosonic $`SL(2)_k`$ WZW theory. $`T_𝐌`$ is the stress tensor of the conformal field theory on $`𝐌`$ and $`T_{ghosts}`$ is constructed out of the $`b,c`$ ghosts. The central charges of these stress tensors are $$\begin{array}{cc}& c_{SL(2)}=\frac{3k}{k2}\hfill \\ & c_𝐌=26\frac{3k}{k2}\hfill \\ & c_{ghosts}=26.\hfill \end{array}$$ Note that the total central charge $`c_{worldsheet}=c_{SL(2)}+c_𝐌+c_{ghosts}`$ vanishes. In the Wakimoto representation, using the fields in (4.1), the three $`SL(2)`$ currents of the bosonic level $`k`$ WZW theory are $$\begin{array}{cc}& J^{}=\beta \hfill \\ & J^3=\beta \gamma +\frac{1}{2}\sqrt{2(k2)}x\hfill \\ & J^+=\beta \gamma ^2+\sqrt{2(k2)}\gamma x+k\gamma .\hfill \end{array}$$ Evaluating them on the classical solution of the long string we find $$\begin{array}{cc}& J^{}=0\hfill \\ & J^3=0\hfill \\ & J^+=k.\hfill \end{array}$$ Therefore, it is natural to impose a lightcone-like gauge<sup>4</sup> Related ideas were explored in . $`J^+=k`$. More precisely, we study the BRST cohomology of our string after expanding the fields around this classical configuration. To compute this cohomology, we imitate the proof of the no ghost theorem for the bosonic string in flat space, as presented in . Because $`\gamma `$ only appears in the Lagrangian via a term proportional to $`\overline{}\gamma `$, there is a symmetry $`\gamma \gamma +z`$. We define an operator $`N`$ (analogous to $`N^{\mathrm{lc}}`$, introduced in , eqn. (4.4.8)) that acts as $`J^3`$ on all modes of $`\beta ,`$ $`\gamma `$, and $`\varphi `$, except the mode $`\gamma z`$ on which it acts trivially. Because of that one mode, the operator $`N`$ does not commute with $`Q_{BRST}`$. The term in $`Q_{BRST}`$ with the most negative $`N`$ charge is $`\stackrel{~}{Q}_{BRST}=cJ^{}`$. The equation $`Q_{BRST}^2=0`$ reduces, for the term of most negative $`N`$ charge, to $`\stackrel{~}{Q}_{BRST}^2=0`$. The same argument as in the usual proof of the no ghost theorem in flat space shows that the cohomology of $`Q_{BRST}`$ is the same as that of $`\stackrel{~}{Q}_{BRST}`$. Also, as in flat space, taking the $`\stackrel{~}{Q}_{BRST}`$ cohomology effectively removes from the Hilbert space the fields $`\beta `$ and $`\gamma `$ along with the conformal ghosts $`b`$ and $`c`$. The cohomology consists of all states built by acting on the ground state with the other fields.<sup>5</sup> A very similar no ghost argument for the $`SL(2,𝐑)`$ WZW model, using a free field representation, can be found in . For another approach to this model and its no ghost theorem, see . The procedure just sketched is similar to that of the Hamiltonian reduction of $`SL(2)`$ as in , but the problem we are studying and therefore also the details of the construction are somewhat different. We are computing the physical state spectrum for a bosonic string on $`\mathrm{𝐀𝐝𝐒}_3\times 𝐌`$, so in particular we have the bosonic string $`b,c`$ ghosts of spins $`2`$ and $`1`$ together with additional variables, while in Hamiltonian reduction a different problem is solved, so the $`𝐌`$ degrees of freedom are absent, and different ghosts are used. Our gauge fixing condition is therefore also somewhat different, though the computation of the cohomology ends up being similar. Now we want to find the spacetime stress tensor. It acts on the BRST cohomology, which we have identified as the cohomology of the operator $`cJ^{}`$. In this representation, the spacetime stress tensor must be an operator that commutes with $`cJ^{}`$. For this to be so, $`J^{}`$ must have conformal dimension 2 relative to the spacetime stress tensor (though its dimension with respect to the worldsheet stress tensor is 1). Also, the current $`J^+`$, which is expanded around a constant, should have conformal dimension zero. These dimensions are obtained by twisting the stress tensor (4.1) to $$T_{total}=T_{worldsheet}+J^3.$$ We interpret $`T_{total}`$ as the space-time stress tensor of the theory on the long string. Computing the central charge of (4.1) using $`J^3(z)J^3(w)\frac{k/2}{(zw)^2}`$ we find $$c_{total}=6k.$$ The physical degrees of freedom living on the long string include the modes of the sigma model on $`𝐌`$ describing the location of the string in $`𝐌`$, and the $`x`$ boson which we now identify as the $`\varphi `$ field of section 3. The central charge (4.1) is obtained because the boson $`\varphi `$ becomes a Liouville field with an improvement term $`Q`$. In order to find the improvement term we equate the two expressions for the central charge $$26\frac{3k}{k2}+1+3Q^2=6k,$$ and find $$Q=(k3)\sqrt{\frac{2}{k2}}.$$ Because of this improvement term the system has a gap $$\mathrm{\Delta }_0=\frac{Q^2}{8}=\frac{(k3)^2}{4(k2)}.$$ The two computations we have so far described give the same formula for the central charge in the spacetime conformal field theory, but give seemingly very different formulas for the spacetime stress tensor. How are they related? This question can be partly answered as follows. In the classical approximation of large $`k`$ we ignore the ghosts and set the worldsheet stress tensor (4.1) to zero $$0=\frac{(J^3)^2+J^+J^{}}{k}+T_𝐌$$ (we neglect the shift of $`k`$ by 2). We substitute $`J^+=k`$ and solve for $`J^{}`$ $$J^{}=\frac{(J^3)^2}{k}T_𝐌.$$ Equation (2.37) in gives the spacetime Virasoro generators $$L_n=𝑑z\left[nJ^{}\gamma ^{n+1}(n+1)J^3\gamma ^n\right]=𝑑z\left[J^{}\gamma ^{n+1}\frac{1}{2}(n+1)\sqrt{2k}x\gamma ^n\right],$$ where we used the large $`k`$ limit of (4.1). Substituting (4.1) in (4.1) and ignoring terms which vanish for large $`k`$ we find $$L_n=𝑑z\left[\left(T_𝐌\frac{1}{2}(x)^2\right)\gamma ^{n+1}\frac{1}{2}(n+1)\sqrt{2k}x\gamma ^n\right].$$ Using our gauge choice $`\gamma =z`$ $$L_n=𝑑z\left[T_𝐌\frac{1}{2}(x)^2+\frac{1}{2}\sqrt{2k}^2x\right]z^{n+1}.$$ Therefore, the spacetime stress tensor is $$T_{spacetime}=T_𝐌\frac{1}{2}(x)^2+\frac{1}{2}\sqrt{2k}^2x,$$ whose central charge for large $`k`$ is $`c=6k`$ in agreement with the exact answers. Note also that the boson $`x`$ acquires an improvement term as above. We now extend this analysis to superstrings on $`\mathrm{𝐀𝐝𝐒}_3\times 𝐒^3\times 𝐗`$ in the RNS formalism. The worldsheet stress tensor is $$T_{worldsheet}=T_{SL(2)}+T_{SU(2)}+T_𝐗+T_{ghosts}.$$ $`T_{SL(2)}`$ is constructed out of a bosonic $`SL(2)_{Q_5+2}`$ WZW theory and three free fermions $`\psi ^\pm `$ and $`\psi ^3`$. $`T_{SU(2)}`$ is constructed out of a bosonic $`SU(2)_{Q_52}`$ WZW and three free fermions, $`\chi ^a`$. $`T_𝐗`$ is the stress tensor of the superconformal field theory on $`𝐗`$. $`T_{ghosts}`$ is constructed out of the $`b,c`$ and $`\stackrel{~}{b},\stackrel{~}{c}`$ ghosts. The central charges of these stress tensors are $$\begin{array}{cc}& c_{SL(2)}=\frac{3(Q_5+2)}{Q_5}+\frac{3}{2}\hfill \\ & c_{SU(2)}=\frac{3(Q_52)}{Q_5}+\frac{3}{2}\hfill \\ & c_𝐗=6\hfill \\ & c_{ghosts}=15.\hfill \end{array}$$ As in the bosonic problem the total central charge $`c_{worldsheet}=c_{SL(2)}+c_{SU(2)}+c_𝐗+c_{ghosts}`$ vanishes. We can now fix a lightcone gauge $`J^+=Q_5+2`$. The BRST charge then has a term proportional to $`\stackrel{~}{Q}_{BRST}=c(J^{}+\psi ^3\psi ^{})+\stackrel{~}{c}\psi ^{}`$, and higher order terms. Again, the BRST cohomology of the full BRST charge is the same as that of $`\stackrel{~}{Q}_{BRST}`$. As above, the spacetime stress tensor is obtained by twisting the stress tensor (4.1) $$T_{total}=T_{worldsheet}+(J^3+\psi ^+\psi ^{})$$ such that $`J^+`$, $`J^{}`$, $`\psi ^+`$ and $`\psi ^{}`$ have conformal dimensions $`0`$, $`2`$, $`\frac{1}{2}`$, and $`\frac{3}{2}`$ respectively. As in the bosonic problem, the twisting changes the central charge of the stress tensor (4.1) to $$c_{total}=6Q_5$$ in agreement with the exact result above. The physical degrees of freedom living on the long string include the bosonic $`SU(2)_{Q_52}`$, the three free fermions $`\chi ^a`$, the modes of the sigma model on $`𝐗`$, the $`\varphi `$ boson and its superpartner which we denote by $`\psi `$. The other modes on $`\mathrm{𝐀𝐝𝐒}`$ and the ghosts are effectively removed by considering the cohomology. The central charge (4.1) is obtained because the boson $`\varphi `$ becomes a Liouville field with an improvement term $`Q=(Q_51)\sqrt{\frac{2}{Q_5}}`$. Because of this improvement term the system has a gap $$\mathrm{\Delta }_0=\frac{Q^2}{8}=\frac{(Q_51)^2}{4Q_5}.$$ This result is consistent with the semiclassical answer $`\frac{Q_5}{4}`$ we found above. Our identification of the degrees of freedom on the long string and the fact that this theory is essentially a free CFT depend on having a single long string; i.e. $`m=1`$ in (4.1). For $`m>1`$ coincident long strings, the collective coordinate $`\varphi `$ describes their center of mass, but there are also other degrees of freedom corresponding to the separation between them. These degrees of freedom lead to $`c=6Q_5m`$ rather than $`c=6Q_5`$. As is common in D-branes, the center of mass theory can be free but the remaining degrees of freedom are interacting. Spacetime Supersymmetry Finally, we will present a description of the long string that is more precise than the above and exhibits spacetime supersymmetry. For this, we will use a sort of unitary gauge description in terms of physical degrees of freedom only, an approach we followed already in section 3. The reason for using unitary gauge is that to see spacetime supersymmetry, one would like to use a Green-Schwarz type description, but the Green-Schwarz string is difficult to quantize covariantly<sup>6</sup> For a recent attempt to derive a somewhat similar description of $`\mathrm{𝐀𝐝𝐒}_3`$ models from the Green-Schwarz string, see .. For simplicity, consider the case $`𝐗=𝐓^4`$ (the extension to $`\mathrm{𝐊𝟑}`$ is straightforward). We start with an RNS description and then pass to Green-Schwarz variables by introducing spin fields. The sigma model on $`𝐗`$ is described by four free bosons $`x^i`$ and four free fermions $`\psi ^i`$. Motion on $`𝐒^3`$ is described by an $`SU(2)`$ current algebra. In a gauge $`\gamma =z`$, the long string motion on $`\mathrm{𝐀𝐝𝐒}_3`$ is described by a Liouville field $`\varphi `$ introduced in section 3. In the RNS description, two worldsheet fermions that are superpartners of $`\gamma ,\overline{\gamma }`$ can be set to zero by a gauge choice. In this unitary gauge, all ghosts decouple. So the description is by $`x^i`$, $`\varphi `$, and the $`SU(2)`$ current algebra, plus eight fermion partners. To go to a Green-Schwarz description with manifest spacetime supersymmetry, one replaces the eight RNS fermions by their eight spin fields, which have dimension $`1/2`$ and are free fermions. In terms of these eight fermion fields along with $`x^i`$, $`\varphi `$, and the $`SU(2)`$ currents $`j^a`$, we want to construct an $`𝒩=4`$ superconformal algebra which we will interpret as the spacetime superconformal algebra. The $`x^i`$ together with four free fermions make an $`𝒩=4`$ hypermultiplet, with $`c=6`$. So the essential point is to construct from $`\varphi `$, the $`SU(2)`$ currents $`j^a`$ at level $`Q_52`$, and four free fermions $`S^\mu `$, an $`𝒩=4`$ algebra that, roughly, describes the long string motion on $`\mathrm{𝐀𝐝𝐒}_3\times 𝐒^3`$. The nontrivial operator product expansions are $$\begin{array}{cc}& S^\mu (z)S^\nu (w)\frac{\delta ^{\mu \nu }}{zw}\hfill \\ & \varphi (z)\varphi (w)\frac{1}{(zw)^2}\hfill \\ & j^a(z)j^b(w)\frac{\delta ^{ab}(Q_52)/2}{(zw)^2}+\frac{ϵ^{abc}j^c}{(zw)}.\hfill \end{array}$$ We use the ’tHooft $`\eta `$ symbol $$\eta _{\mu \nu }^a=\frac{1}{2}(\delta _{a\mu }\delta _{0\nu }\delta _{a\nu }\delta _{0\mu }+ϵ_{a\mu \nu })$$ to express the $`𝒩=4`$ generators $$\begin{array}{cc}& T=\frac{1}{2}S^\mu S^\mu \frac{j^aj^a}{Q_5}\frac{1}{2}\varphi \varphi +\frac{\sqrt{2}(Q_51)}{2\sqrt{Q_5}}^2\varphi \hfill \\ & J^a=j^a+\frac{1}{2}\eta _{\mu \nu }^aS^\mu S^\nu \hfill \\ & G^\mu =\frac{\sqrt{2}}{2}\varphi S^\mu \frac{2}{\sqrt{Q_5}}\eta _{\mu \nu }^aj^aS^\nu +\frac{1}{6\sqrt{Q_5}}ϵ_{\mu \nu \rho \sigma }S^\nu S^\rho S^\sigma \frac{Q_51}{\sqrt{Q_5}}S^\mu .\hfill \end{array}$$ A straightforward calculation shows that they satisfy the $`𝒩=4`$ algebra with $`c=6(Q_51)`$ $$\begin{array}{cc}& J^a(z)J^b(w)\frac{\delta ^{ab}(Q_51)/2}{(zw)^2}+\frac{ϵ^{abc}J^c}{(zw)}\hfill \\ & T(z)J^a(w)\frac{J^a}{(zw)^2}+\frac{J^a}{(zw)}\hfill \\ & T(z)T(w)\frac{3(Q_51)}{(zw)^4}+\frac{2T}{(zw)^2}+\frac{T}{zw}\hfill \\ & T(z)G^\mu (w)\frac{\frac{3}{2}G^\mu }{(zw)^2}+\frac{G^\mu }{(zw)}\hfill \\ & J^a(z)G^\mu (w)\frac{\eta _{\mu \nu }^a}{zw}G^\nu \hfill \\ & G^\mu (z)G^\nu (w)\frac{\delta ^{\mu \nu }2(Q_51)}{(zw)^3}\frac{4}{(zw)^2}\eta _{\mu \nu }^aJ^a+\frac{1}{zw}\left(\delta ^{\mu \nu }T2\eta _{\mu \nu }^aJ^a\right).\hfill \end{array}$$ Together with the $`𝒩=4`$ algebra of the $`𝐓^4`$, which has $`c=6`$, we have the expected result of $`𝒩=4`$ with $`c=6Q_5`$. If we remove the improvement terms (last terms) in $`T`$ and $`G^\mu `$ and add the free fermions $`S^\mu `$, the $`U(1)`$ current $`\varphi `$ and the $`SU(2)_1`$ currents $`\stackrel{~}{J}^a=\frac{1}{2}\overline{\eta }_{\mu \nu }^aS^\mu S^\nu `$, we find a realization of the large $`𝒩=4`$ algebra \[33--36\]. This algebra has two different ordinary $`𝒩=4`$ subalgebras: the one above with $`c=6(Q_51)`$, and another one including $`\stackrel{~}{J}^a`$ but without $`J^a`$ with $`c=6`$. The other $`𝒩=4`$ algebra appeared in the study of string propagation on solitons . These two constructions are also important in the closely related gauge theory on the onebranes. The algebra with $`c=6`$ appears in the tube of the Coulomb branch . The algebra (4.1) with $`c=6(Q_51)`$ appears along the Higgs branch of the same system. Note that as in , they have different R symmetries and different central charges. The chiral operators of the $`𝒩=4`$ algebra of the long string theory (4.1) are easily found to be $$𝒪_j=e^{j\sqrt{\frac{2}{Q_5}}\varphi }V_jj=0,\frac{1}{2},\mathrm{},\frac{Q_52}{2},$$ where $`V_j`$ are the spin $`j`$ operators in the bosonic $`SU(2)_{Q_52}`$ WZW theory. The exponent in the first factor is determined by imposing $$\mathrm{\Delta }(𝒪_j)=j,$$ or by demanding that there is no isospin $`j+\frac{1}{2}`$ operator in the simple pole in the operator product expansion of $`G^\mu 𝒪_j`$. The chiral operators $`𝒪_{\frac{1}{2}}`$ lead to the following four desendants of conformal dimension $`(1,1)`$ (the other descendants at this level are null since $`𝒪_{\frac{1}{2}}`$ is chiral): $$\delta L=\{\overline{G},[G,𝒪_{\frac{1}{2}}]\}.$$ They are invariant under the left moving and right moving $`SU(2)_{Q_51}`$ current algebras in the $`(4,4)`$ symmetry. As is standard in $`𝒩=4`$ superconformal field theories, such operators are truly marginal and preserve the $`(4,4)`$ superconformal symmetry. With these operators added to the Lagrangian we find $`𝒩=4`$ Liouville. As we explained in section 3, if one perturbs the system so that the long string is not BPS, such a Liouville potential is generated. Let us check that the operators (4.1) have the expected quantum numbers. The operators (4.1) transform as $`(\mathrm{𝟐},\mathrm{𝟐})`$ under the $`SU(2)\times SU(2)`$ outer automorphism of the $`(4,4)`$ superconformal algebra. In the theory of the Higgs branch – understood in terms of a small instanton on $`𝐑^4`$ – the outer automorphism group acts by rotations of $`𝐑^4`$. Since the noncompact bosons describing motion on $`𝐑^4`$ cannot be decomposed as sums of left and right-movers, only a diagonal subgroup $`SU(2)_D`$ of the outer automorphism group is a symmetry. (If one embeds the small instanton in $`𝐗=𝐓^4`$ or $`\mathrm{𝐊𝟑}`$, this explicitly breaks $`SU(2)_D`$. But for a sufficiently small instanton, the $`SU(2)_D`$ symmetry is a good approximation, as the small instanton singularity does not “see” the compactification of $`𝐑^4`$ to $`𝐗`$.) Under $`SU(2)_D`$, the four operators (4.1) transform as $`\mathrm{𝟏}\mathrm{𝟑}`$. Now we compare this to the D1/D5 system. As reviewed in section 2.2, this system can be deformed away from a singular point by turning on a $`\theta `$ angle or FI terms. These transform as $`\mathrm{𝟏}\mathrm{𝟑}`$ of $`SU(2)_D`$, just the quantum numbers of the $`(1,1)`$ operators (4.1). Liouville theory with improvement term proportional to $`Q`$ has operators $`e^{\alpha \varphi }`$ with dimensions $`\mathrm{\Delta }_\alpha =\frac{1}{2}\alpha (\alpha Q)`$. The values of $`\alpha `$ are constrained by $$\begin{array}{cc}& \alpha \frac{Q}{2}\mathrm{for}Q>0\hfill \\ & \alpha \frac{Q}{2}\mathrm{for}Q<0.\hfill \end{array}$$ The string coupling depends on $`\varphi `$ according to $$g(\varphi )=e^{Q\varphi /2},$$ and therefore the coupling is strong as $`\varphi +\mathrm{}`$ ($`\varphi \mathrm{}`$) for $`Q`$ positive (negative). The wave function associated with the operator $`e^{\alpha \varphi }`$ is $$\psi (\varphi )=\frac{1}{g(\varphi )}e^{\alpha \varphi }=e^{(\alpha \frac{Q}{2})\varphi }.$$ The condition (4.1) can be interpreted as the condition that the wave function diverges at the weak coupling end . In our problem we have two Liouville systems. The first is the worldsheet theory in the $`\mathrm{𝐀𝐝𝐒}_3`$ background. For large $`\varphi `$, it becomes a free theory with an improvement term with $`Q_C=\sqrt{\frac{2}{Q_5}}`$. This value is obtained by looking at the shift term of the free Wakimoto description of our system . Alternatively, it can also be obtained by analyzing the theory on the Coulomb branch and its tube (hence the subscript $`C`$) . This system describes the short strings. The second Liouville system is on the long string and corresponds to the tube of the Higgs branch. From that point of view we have seen that large $`\varphi `$ corresponds to strong coupling. The Liouville system of the long strings has $`Q_H=(Q_51)\sqrt{\frac{2}{Q_5}}`$. $`Q_C`$ and $`Q_H`$ differ in sign and in the absolute value. These two facts follow from the two $`N=4`$ superconformal subalgebras of the large $`N=4`$ . It is natural to identify $`\varphi `$ of the two tubes. The string coupling for the short strings is large at one end and the string coupling for the long strings is large at the other end: $$\begin{array}{cc}& g_C(\varphi )=e^{Q_c\varphi /2}=\mathrm{exp}(\frac{1}{\sqrt{2Q_5}}\varphi )\hfill \\ & g_H(\varphi )=e^{Q_H\varphi /2}=\mathrm{exp}(\frac{Q_51}{\sqrt{2Q_5}}\varphi ).\hfill \end{array}$$ The vertex operators $`e^{\alpha \varphi }`$ can act either on short strings or on long strings. Therefore, they should make sense in the two Liouville systems and hence<sup>7</sup> Strictly, the bound on $`\alpha `$ in $`SL(2)`$ could be weaker. Here, we will use the bound in Liouville theory, which is obtained by studying the tube of the Coulomb branch. $$\frac{1}{\sqrt{2Q_5}}\alpha \frac{Q_51}{\sqrt{2Q_5}}.$$ This guarantees that their wave functions diverge at the weak coupling end both for short strings and for long strings. The fact that the wave function $`\psi (\varphi )`$ of a local vertex operator $`𝒪`$ diverges at large $`\varphi `$ for a small string state but vanishes exponentially at large $`\varphi `$ for a long string seems strange at first, but is not so hard to understand intuitively. It means roughly that $`𝒪`$ is likely to create a small string near the boundary of $`\mathrm{𝐀𝐝𝐒}_3`$, but is very unlikely to create a long string wrapped around the boundary. It is reassuring to see that the chiral operators (4.1) satisfy (4.1). We will have more remarks about this bound in section 5. The chiral operators (4.1) can be compared with their counterparts in the first quantized description of (equation (4.11)): $$d^2ze^{\phi \overline{\phi }}(\psi ^3\frac{1}{2}\gamma \psi ^{}\frac{1}{2}\gamma ^1\psi ^+)(\overline{\psi }^3\frac{1}{2}\overline{\gamma }\overline{\psi }^{}\frac{1}{2}\overline{\gamma }^1\overline{\psi }^+)e^{j\sqrt{\frac{2}{Q_5}}\varphi }\gamma ^{j+m}\overline{\gamma }^{j+\overline{m}}V_j,$$ where $`\phi `$ and $`\overline{\phi }`$ are the bosonized ghosts. This expression is in the minus one ghost picture. In the zero picture the exponential of the ghosts disappears and the factors with the fermions are replaced by the $`SL(2)`$ currents and some higher order terms. We follow the light-cone like gauge fixing (4.1) and keep only the term proportional to $`J^+`$, which is a constant in our gauge. Using $`\gamma =z`$ we recognize (4.1) as the $`(m,\overline{m})`$ mode of the local operator $`e^{j\sqrt{\frac{2}{Q_5}}\varphi }V_j`$. This is the chiral operator (4.1). Remarks On $`Q_5=1`$ The near horizon NS5/NS1 system does not seem to make sense for $`Q_5=1`$, since it uses an $`SU(2)`$ current algebra at level $`Q_52`$ . Hence in particular the above discussion does not make sense for $`Q_5=1`$. However, there is a sense in which one can approach $`Q_5=1`$: as reviewed in section 2, we can define a model that depends on an arbitrary positive integer $`N`$ and move around in its moduli space until we reach the locus where the “small instanton singularity of $`Q_5=1`$” should appear. In this sense, something must happen as one approaches $`Q_5=1`$. Though our derivation of (4.1) does not make sense for $`Q_5=1`$ (since the conformal field theory we used is not defined there), it is tempting to believe that the formula is still valid for that value of $`Q_5`$. If so, the gap vanishes at $`Q_5=1`$. We take this to mean that the ground state of the spacetime CFT becomes unnormalizable when one moves around in the parameter space (2.1) and approaches the locus of the $`Q_5=1`$ singularity. This is compatible intuitively with the argument at the end of section 2 indicating that the singularity is worse for $`Q_5=1`$, but we have no detailed interpretation to offer. One might guess that the $`Q_5=1`$ system simply describes the scattering of low energy particles in spacetime from a single NS fivebrane in the weak coupling limit. If so, the essential difference between $`Q_5=1`$ and $`Q_5>1`$ is that (as there is no tube for $`Q_5=1`$) the conformal field theory of a single fivebrane (unlike that of $`Q_5>1`$ coincident fivebranes) is nonsingular, and hence string perturbation theory is well behaved as the string coupling goes to zero. The weak coupling limit describes particles in spacetime that scatter from a potential (the fivebrane) but not from each other. Perhaps as one approaches the $`Q_5=1`$ singularity, the near horizon CFT somehow describes this physics. Hence, one may wonder whether the $`Q_5=1`$ system is related to the symmetric product $`(𝐑^4\times 𝐗)^{Q_1}/S_{Q_1}`$. Clearly, this issue deserves better understanding. 5. Missing Chiral States, And Further Applications 5.1. The Fate Of Chiral Primaries The analysis of the worldsheet conformal field theory of the NS1/NS5 theory in has found chiral operators in the boundary conformal field theory with $`\mathrm{\Delta }\frac{Q_52}{2}`$. However, general considerations from a spacetime point of view suggest that the system has chiral operators with $`\mathrm{\Delta }\frac{Q_1Q_5}{2}`$. Where are the missing operators? The analysis of is valid for generic values of the parameters, where the CFT is not singular. On the other hand, the analysis of is valid on a sixteen-dimensional subspace of the system, where all the RR moduli of the NS1/NS5 system vanish. Precisely on this subspace, the system has, as we have seen, a continuum starting at $`\mathrm{\Delta }_0=\frac{(Q_51)^2}{4Q_5}`$. It is natural to suspect that the disappearance of some states when the RR moduli vanish are somehow associated with the appearance of this continuum or (shifting to a D1/D5 language) with the small instanton singularity. Comparison To Classical Instanton Moduli Space To get some insight about this, let us look at the small instanton singularity classically. According to the ADHM construction, the moduli space of instantons on $`𝐑^4`$ is the Higgs branch of the following theory with eight supercharges: a $`U(1)`$ gauge theory with $`Q_5`$ hypermultiplets $`𝒜^i`$, $`i=1,\mathrm{},Q_5`$ of charge 1. From the point of view of a theory with only four supercharges, each $`𝒜^i`$ splits as a pair of chiral multiplets $`A^i`$, $`B_i`$. The equations determining a vacuum are $`F`$-flatness $$\underset{i=1}{\overset{Q_5}{}}A^iB_i=0$$ and $`D`$-flatness $$\underset{i=1}{\overset{Q_5}{}}\|A^i\|^2\underset{j=1}{\overset{Q_5}{}}\|B_j\|^2=r.$$ Here we have included an FI interaction with coefficient $`r`$. For $`r0`$, the small instanton singularity is “blown up”; the singularity is recovered for $`r=0`$. Up to an R-symmetry transformation (rotating the choice of four supercharges out of the eight), there is no loss of generality in assuming that the FI term appears only in (5.1) and that $`r>0`$. The small instanton moduli space $`𝒯`$ is the space of solutions of the above equations, modulo the $`U(1)`$ action $`Ae^{iw}A`$, $`Be^{iw}B`$. Setting $`B=0`$, we see that $`𝒯`$ contains a copy of $`U=\mathrm{𝐂𝐏}^{Q_51}`$, of radius $`\sqrt{r}`$. $`𝒯`$ itself is the cotangent bundle $`T^{}U=T^{}\mathrm{𝐂𝐏}^{Q_51}`$ of $`U`$, as long as $`r>0`$. For $`r=0`$, the copy of $`\mathrm{𝐂𝐏}^{Q_51}`$ at the “center” of $`𝒯`$ is blown down to a point, and $`𝒯`$ has a conical singularity. Now for topological reasons, for $`r>0`$, there is an $`𝐋^2`$ harmonic form of the middle dimension on $`𝒯`$. Indeed, a delta function that is Poincaré dual to $`U`$ is of compact support and also (since the fibration $`T^{}UU`$ has nonzero Euler class) represents a nontrivial cohomology class. It can therefore be projected to a unique nonzero $`𝐋^2`$ form $`\omega `$ on $`𝒯`$. For $`r>0`$, $`\omega `$ generates the image of the compactly supported cohomology of $`𝒯`$ in the ordinary cohomology of this space, and hence generates the $`𝐋^2`$ cohomology of $`𝒯`$. Being Poincaré dual to a complex submanifold of complex codimension $`Q_51`$, $`\omega `$ is a form of degree $`(Q_51,Q_51)`$ on $`𝒯`$. It hence corresponds, for $`r0`$, to a chiral primary field of dimension $`((Q_51)/2,(Q_51)/2)`$ – exactly the quantum numbers of the first chiral primary that is “missing” in the conformal field theory analysis of the NS1/NS5 system without RR fields . The $`𝐋^2`$ form $`\omega `$ has its support for $`A,`$ $`B`$ of order $`\sqrt{r}`$, since this is the radius of $`U`$. If, therefore, we approach the locus on which some chiral primaries are “missing” by taking $`r0`$, then $`\omega `$ has delta function support at the singularity of the moduli space. (We use the phrase “delta function support” somewhat loosely to mean simply that as $`r0`$, $`\omega `$ vanishes away from the conical singularity.) A more evocative way to say this is that as $`r0`$, $`\omega `$ becomes concentrated at the singularity and disappears from the smooth part of $`𝒯`$. Let us now try to interpret this in the conformal field theory. The fields $`A`$, $`B`$ do not give a good description of the small instanton conformal field theory near the singularity. For this we should use instead the Liouville field $`\varphi `$ of the long strings together with other degrees of freedom described in section 4. The small instanton region corresponds in that description to $`\varphi \mathrm{}`$. For $`r`$ very small and positive, an exponential coupling $`e^\varphi `$ suppresses the region of large $`\varphi `$. The fact that the classical form $`\omega `$ has its support at $`A,B\sqrt{r}`$ suggests that the chiral primary corresponding to $`\omega `$ in the (better) long string description has its support at, roughly, $`e^\varphi 1/r^\delta `$ for some $`\delta >0`$. For $`r0`$, this chiral primary state then disappears to $`\varphi =\mathrm{}`$. To prove that a chiral primary state corresponding to $`\omega `$ moves to $`\varphi =\mathrm{}`$ as $`r0`$, we would need a fuller understanding of the $`𝒩=4`$ Liouville theory. But this behavior is certainly suggested by the classical facts that we have explained, and is entirely consistent with the fact that for $`r=0`$, that is in the absence of RR fields, a chiral primary with the same quantum numbers as $`\omega `$ is missing in the NS1/NS5 conformal field theory. The discussion so far makes it sound as if only one state should be “missing,” but that is because we have focussed on just a single small instanton. Let us see what happens when we incorporate the other degrees of freedom. We let $`_{Q_1,Q_5}`$ be the moduli space of $`U(Q_5)`$ instantons of instanton number $`Q_1`$. The locus of $`_{Q_1,Q_5}`$ parametrizing configurations with a very small instanton looks like a product (more precisely, a fiber bundle) $`𝒯\times 𝐗\times _{Q_11,Q_5}`$, where $`_{Q_11,Q_5}`$ parametrizes the $`Q_11`$ non-small instantons, $`𝐗`$ parametrizes the position of the small instanton, and $`𝒯`$ is the one-instanton moduli space discussed above. Let $`\alpha `$ be any harmonic form on $`𝐗\times _{Q_11,Q_5}`$. Then, when $`𝒯`$ is blown down by turning off the RR fields, $`\omega \alpha `$ has its support at the small instanton singularity in $`𝒯`$ (since $`\omega `$ does), so every cohomology class of this form disappears from the smooth part of the moduli space in this limit. Harmonic forms on $`_{Q_1,Q_5}`$ of degree $`(p,q)`$ with $`p`$ (or $`q`$) less than $`Q_51`$ are supported, for $`r0`$, on the smooth part of the moduli space (since the singular part does not support any $`𝐋^2`$ harmonic form of such degree). Hence, the chiral primaries with $`j<(Q_51)/2`$ should decay as one approaches the long string or small instanton region, as we found in section 4. 5.2. Further Applications We conclude by briefly remarking on some further applications. In the NS1/NS5 case, the essence of our result concerns the behavior of long strings in the WZW model of $`SL(2,𝐑)`$. This model has been studied over the years from many point of view, for instance as an example of a non-unitary CFT (see, e.g. \[39,,40\]), an example of string propagation in nontrivial and time-dependent backgrounds (see, e.g. \[30,,41,,42\] and references therein), as an ingredient in studying two-dimensional quantum gravity , and black holes , and in the context of the AdS/CFT correspondence \[19--21\]. This much-studied two-dimensional CFT has the strange behavior we have described: a continuum (above a certain threshold) coming from long strings, above and beyond the continuum coming from the noncompactness of the group manifold. This raises the interesting question, which we will not try to address, of what sort of singularities in correlation functions are generated by the long strings. Breakdown Of String Perturbation Theory In certain applications of conformal field theories of the sort we have been studying, the behavior we have found has dramatic consequences. The Type IIA string on $`\mathrm{𝐊𝟑}`$ is dual to the heterotic string on $`𝐓^4`$ \[45,,46\]; using this duality one can show that when Type IIA string theory is compactified on a space $`M`$ with an $`A_N`$ singularity, an enhanced $`A_N`$ gauge symmetry occurs in the six dimensions orthogonal to $`M`$. This is a nonperturbative phenomenon that cannot be avoided by making the string coupling constant smaller. It thus represents a breakdown of string perturbation theory, possible only because of a singular behavior of the conformal field theory. This breakdown of perturbation theory is associated with an important role played by wrapped membranes. One might suspect that the breakdown of perturbation theory is associated with the appearance of a “tube” with a linearly growing coupling. However, the target space of the CFT does not exhibit such a singularity; indeed, the hyper-Kähler metric of the target space is subject to no quantum corrections. In fact, in some cases the target space has only an orbifold singularity and the theory differs from the non-singular orbifold only in the value of the $`\theta `$ angle . Despite this, for string theory at the $`A_{n1}`$ singularity, a tubelike description arises in suitable variables via $`T`$-duality \[8,,9\]. These examples are similar to the ones we have been studying since, for example, the $`A_1`$ singularity is the small instanton singularity for $`Q_5=2`$. For the D1/D5 cases that we have studied in the present paper, we have seen a mechanism by which the CFT develops the expected tube in field space (but not in the original variables of the sigma model), and therefore the CFT is singular. Thus, our result can be seen as an analog or generalization of the tubelike description of the $`A_{n1}`$ singularities that comes from $`T`$-duality. The D0/D4 system compactified on $`𝐗`$ is closely related to the D1/D5 system. Its low energy behavior is described by quantum mechanics whose target space is the moduli space of instantons on $`𝐗`$. For certain values of the parameters (one must set the three FI couplings to zero), this target space has singularities. They are associated either with small instantons or reduced structure group. The pathology discussed in this paper is a feature of $`1+1`$-dimensional conformal field theory and does not affect D0/D4 quantum mechanics, which remains well behaved even with the target space develops singularities. However, some low energy states in the quantum mechanics are supported near the singularities, for reasons explained in section 5.1. In making this assertion, we are assuming that, when one turns off the FI couplings, the states in question do not spread on the Coulomb branch. Assuming this, these states are a generalization, to higher $`Q_5`$, of the D0/D4 bound state at threshold whose existence was proved in . Acknowledgements We would like to thank O. 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no-problem/9903/math9903001.html	ar5iv	text	# Interactive games, dialogues and the verbalization ## I. Interactive games ### 1.1. Interactive systems and intention fields ###### Definition Definition 1 An interactive system (with $`n`$ interactive controls) is a control system with $`n`$ independent controls coupled with unknown or incompletely known feedbacks (the feedbacks, which are called the behavioral reactions, as well as their couplings with controls are of a so complicated nature that their can not be described completely). An interactive game is a game with interactive controls of each player. Below we shall consider only deterministic and differential interactive systems. For symplicity we suppose that $`n=2`$. In this case the general interactive system may be written in the form: $$\dot{\phi }=\mathrm{\Phi }(\phi ,u_1,u_2),$$ $`1`$ where $`\phi `$ characterizes the state of the system and $`u_i`$ are the interactive controls: $$u_i(t)=u_i(u_i^{}(t),[\phi (\tau )]\|_{\tau t}),$$ i.e. the independent controls $`u_i^{}(t)`$ coupled with the feedbacks on $`[\phi (\tau )]\|_{\tau t}`$. One may suppose that the feedbacks are integrodifferential on $`t`$. ###### Proposition Each interactive system (1) may be transformed to the form (2) below (which is not, however, unique): $$\dot{\phi }=\stackrel{~}{\mathrm{\Phi }}(\phi ,\xi ),$$ $`2`$ where the magnitude $`\xi `$ (with infinite degrees of freedom as a rule) obeys the equation $$\dot{\xi }=\mathrm{\Xi }(\xi ,\phi ,\stackrel{~}{u}_1,\stackrel{~}{u}_2),$$ $`3`$ where $`\stackrel{~}{u}_i`$ are the interactive controls of the form $`\stackrel{~}{u}_i(t)=\stackrel{~}{u}_i(u_i^{}(t);\phi (t),\xi (t))`$ (here the dependence of $`\stackrel{~}{u}_i`$ on $`\xi (t)`$ and $`\phi (t)`$ is differential on $`t`$, i.e. the feedbacks are precisely of the form $`\stackrel{~}{u}_i(t)=\stackrel{~}{u}_i(u_i^{}(t);\phi (t),\xi (t),\dot{\phi }(t),\dot{\xi }(t),\ddot{\phi }(t),\ddot{\xi }(t),\mathrm{},\phi ^{(k)}(t),\xi ^{(k)}(t))`$). ###### Remark Remark 1 One may exclude $`\phi (t)`$ from the feedbacks in the interactive controls $`\stackrel{~}{u}_i(t)`$. One may also exclude the derivatives of $`\xi `$ and $`\phi `$ on $`t`$ from the feedbacks. ###### Definition Definition 2 The magnitude $`\xi `$ with its dynamical equations (3) and its contribution into the interactive controls $`\stackrel{~}{u}_i`$ will be called the intention field. Note that the theorem holds true for the interactive games. In practice, the intention fields may be often considered as a field-theoretic description of subconscious individual and collective behavioral reactions. However, they may be used also the accounting of unknown or incompletely known external influences. Therefore, such approach is applicable to problems of computer science (e.g. semi-automatically controlled resource distribution) or mathematical economics (e.g. financial games with unknown factors). The interactive games with the differential dependence of feedbacks are called differential. Thus, the theorem states a possibility of a reduction of any interactive game to a differential interactive game by introduction of additional parameters – the intention fields. ### 1.2. Differential interactive games and their $`\epsilon `$–representation The most powerful way to investigate differential interactive games is their a posteriori analysis . The $`\epsilon `$–representation of differential interactive games is a very convenient form of their recording to perform such analysis. In the next paragraph $`\epsilon `$–representation will be used to give the precise interactive game theoretical definition of dialogues. ###### Definition Definition 3 The $`\epsilon `$–representation of differential interactive game is a representation of the differential feedbacks in the form $$u_i(t)=u_i(u_i^{},\phi (t),\mathrm{},\phi ^{(k)}(t);\epsilon _i(t))$$ $`4`$ with the known function $`u_i`$ of all its arguments, where the magnitudes $`\epsilon _i(t)`$ are unknown functions of $`u_i^{}`$ and $`\phi (t)`$ with its higher derivatives: $$\epsilon _i(t)=\epsilon _i(u_i^{}(t),\phi (t),\dot{\phi }(t),\mathrm{},\phi ^{(k)}(t)).$$ The short-term predictions based on a posteriori analysis of differential interactive games use some their $`\epsilon `$–representations with the frozen parameters $`\epsilon _i(t)`$ at the moment $`t_0`$. ## II. Dialogues and interactive games ### 2.1. Dialogues as interactive games Let us formalize dialogues as psycholinguistic phenomena in terms of interactive games. First of all, note that one is able to consider interactive games of discrete time as well as interactive games of continuous time above. ###### Definition Defintion 4A (the naïve definition of dialogues) The dialogue is a 2-person interactive game of discrete time with intention fields of continuous time. The states and the controls of a dialogue correspond to the speech whereas the intention fields describe the understanding. Let us give the formal mathematical definition of dialogues now. ###### Definition Definition 4B (the formal definition of dialogues) The dialogue is a 2-person interactive game of discrete time of the form $$\phi _n=\mathrm{\Phi }(\phi _{n1},\stackrel{}{v}_n,\xi (\tau )\|t_{n1}\tau t_n).$$ $`5`$ Here $`\phi _n=\phi (t_n)`$ are the states of the system at the moments $`t_n`$ ($`t_0<t_1<t_2<\mathrm{}<t_n<\mathrm{}`$), $`\stackrel{}{v}_n=\stackrel{}{v}(t_n)=(v_1(t_n),v_2(t_n))`$ are the interactive controls at the same moments; $`\xi (\tau )`$ are the intention fields of continuous time with evolution equations $$\dot{\xi }(t)=\mathrm{\Xi }(\xi (t),\stackrel{}{u}(t)),$$ $`6`$ where $`\stackrel{}{u}(t)=(u_1(t),u_2(t))`$ are continuous interactive controls with $`\epsilon `$–represented couplings of feedbacks: $$u_i(t)=u_i(u_i^{}(t),\xi (t);\epsilon _i(t)).$$ The states $`\phi _n`$ and the interactive controls $`\stackrel{}{v}_n`$ are certain known functions of the form $`\phi _n=`$ $`\phi _n(\stackrel{}{\epsilon }(\tau ),\xi (\tau )\|t_{n1}\tau t_n),`$ $`7`$ $`\stackrel{}{v}_n=`$ $`\stackrel{}{v}_n(\stackrel{}{u}^{}(\tau ),\xi (\tau )\|t_{n1}\tau t_n).`$ Note that the most nontrivial part of mathematical formalization of dialogues is the claim that the states of the dialogue (which describe a speech) are certain “mean values” of the $`\epsilon `$–parameters of the intention fields (which describe the understanding). ###### Remark Remark 2 Note that in the case of dialogues the main inverse problem of interactive game theory means to describe geometrical and algebraical properties of the understanding. The definition of dialogue may be generalized on arbitrary number of players. ### 2.2. Unraveling a hidden dialogue structure of 2-person differential interactive games. The verbalization An embedding of dialogues into the interactive game theoretical picture generates the reciprocal problem: how to interpret an arbitrary differential interactive game as a dialogue. Such interpretation will be called the verbalization. ###### Definition Definition 5 A differential interactive game of the form $$\dot{\phi }(t)=\mathrm{\Phi }(\phi (t),\stackrel{}{u}(t))$$ with $`\epsilon `$–represented couplings of feedbacks $$u_i(t)=u_i(u_i^{}(t),\phi (t),\dot{\phi }(t),\ddot{\phi }(t),\mathrm{}\phi ^{(k)}(t);\epsilon _i(t))$$ is called verbalizable if there exist a posteriori partition $`t_0<t_1<t_2<\mathrm{}<t_n<\mathrm{}`$ and the integrodifferential functionals $`\omega _n`$ $`(\stackrel{}{\epsilon }(\tau ),\phi (\tau )\|t_{n1}\tau t_n),`$ $`8`$ $`\stackrel{}{v}_n`$ $`(\stackrel{}{u}^{}(\tau ),\phi (\tau )\|t_{n1}\tau t_n)`$ such that $$\omega _n=\mathrm{\Omega }(\omega _{n1},v_n;\phi (\tau )\|t_{n1}\tau t_n).$$ $`9`$ The verbalizable differential interactive games realize a dialogue in sense of Def.4. The main heuristic hypothesis is that all differential interactive games “which appear in practice” are verbalizable. The verbalization means that the states of a differential interactive game are interpreted as intention fields of a hidden dialogue and the problem is to describe such dialogue completely. If a 2-person differential interactive game is verbalizable one is able to consider many linguistic (e.g. the formal grammar of a related hidden dialogue) or psycholinguistic (e.g. the dynamical correlation of various implications) aspects of it. ###### Remark Remark 3 It will be very interesting to understand the possible connections between quantization of interactive games and their verbalization. ###### Remark Remark 4 The verbalization may be an important part of the strategical analysis of differential interactive games beyond the short-term predictions . ## III. Conclusions Thus, the interactive game theoretic formalization of dialogues as psycholinguistic phenomena was performed and the unraveling of a hidden dialogue structure (the “verbalization”) of 2-person differential interactive games was initiated. It will allow to apply the interactive game theoretic methods to the dialogues and to adapt vice versa the linguistic and psycholinguistic approaches to a wide class of the arbitrary 2-person interactive games of the nonverbal origin.
no-problem/9903/nucl-th9903009.html	ar5iv	text	# 𝑒⁺⁢𝑒⁻ production from 𝑝⁢𝑝 reactions at BEVALAC energies ## I Introduction Dileptons are the most clear probes for an investigation of the early phases of high-energy heavy-ion collisions because they may leave the reaction volume essentially undistorted by final-state interactions. Dilepton spectra from heavy-ion collisions can provide information about the restoration of chiral symmetry and in-medium properties of hadrons (cf. Refs. ). According to QCD sum rules as well as QCD inspired effective Lagrangian models , the vector mesons ($`\rho `$, $`\omega `$ and $`\varphi `$) significantly change their properties with the nuclear density. In fact, the experimentally observed enhanced production of soft lepton pairs above known sources in nucleus-nucleus collisions at SPS energies might be due to the in-medium modification of vector mesons . Dileptons from heavy-ion collisions have also been measured by the DLS Collaboration at BEVALAC energies, where a different temperature and density regime is probed. The first generation of DLS data , based on a limited data set, were consistent with the results from transport model calculations including the conventional dileptons sources as $`pn`$ bremsstrahlung, $`\pi ^0`$, $`\eta `$, $`\omega `$ and $`\mathrm{\Delta }`$ Dalitz decay, direct decay of vector mesons and pion-pion annihilation, without incorporating any medium effects. A recent DLS measurement including the full data set and an improved analysis shows an increase by about a factor of 5-7 in the cross section in comparison to Ref. and the early theoretical predictions. In Ref. the in-medium rho spectral functions from Refs. have been implemented in the HSD transport approach for $`\rho `$ mesons produced in baryon-baryon, pion-baryon collisions as well as from $`\pi \pi `$ annihilation, and a factor of 2-3 enhancement has been obtained compared to the case of a free $`\rho `$-spectral function. In Ref. dropping vector meson masses and $`\omega `$ meson broadening were incorporated in the UrQMD transport model, which also showed an enhancement of the dilepton yield, however, the authors could not describe the new DLS data as well. Another attempt to solve the DLS ’puzzle’ has been performed recently in Ref. where the dropping hadron mass scenario was considered together with the subthreshold $`\rho `$ production in $`\pi N`$ scattering via the baryonic resonance $`N(1520)`$ whose importance was pointed out in Refs. . It was found that the enhancement of the dilepton spectra due to low mass $`\rho `$’s from the $`N(1520)`$ was not sufficient to match the DLS data. Thus, all in-medium scenarios that successfully have explained the dilepton enhancement at SPS energies failed to describe the new DLS dilepton data from heavy-ion collisions. Recently the DLS Collaboration has published dilepton data from elementary $`pp`$ and $`pd`$ collisions at 1-5 GeV . This provides the possibility for an independent check of the elementary dilepton channels that enter as ’input’ for transport calculations for heavy-ion reactions. Such an analysis has been carried out in Ref. and it was shown that the dilepton invariant mass spectra from $`pp`$ reactions at invariant masses from $`0.3M0.6`$ GeV are underestimated when incorporating only the $`\pi ^0`$, $`\eta `$, $`\omega `$ and $`\mathrm{\Delta }`$ Dalitz decays and direct decays of vector mesons ($`\rho `$, $`\omega `$). Historically, the first calculations of dilepton production from hadronic bremsstrahlung and from the radiative decay of the $`\mathrm{\Delta }`$ resonance in nucleon-nucleon collisions have been based on the soft-photon approximation which can be considered as an upper limit . Later on, the model has been refined and the dilepton production from elementary nucleon-nucleon reactions was studied within different microscopic models . In Ref. the dilepton yield was calculated at 1.0 and 2.1 GeV on the basis of the one-boson exchange model taking into account the dilepton production via $`\mathrm{\Delta }`$ Dalitz decay and bremsstrahlung. It was found that the incorporation of the vector-meson form factor into the vertices with a $`\mathrm{\Delta },N`$ or $`\pi `$ leads to a significant enhancement of the dilepton yield in the $`\rho `$ mass region which substantially overestimated the $`pBe`$ data at that time. The same effect was found for $`pp`$ dilepton radiation at 1 GeV in Ref. based on a T-matrix approach. Furthermore, the dilepton yield from $`pp`$ collisions at 4.9 GeV was calculated in Ref. and it was found that ’inelastic’ channels (final states with one or two pions in addition to the nucleons and dileptons) dominated the bremsstrahlung calculated within the soft-photon approximation. In this article we perform a detailed study of dilepton production from $`pp`$ collisions including the subthreshold $`\rho `$ production via baryonic resonances ($`N(1520),N(1700)`$) in addition to the conventional dilepton sources ($`\pi ^0`$, $`\eta `$, $`\omega `$ and $`\mathrm{\Delta }`$ Dalitz decay, direct decay of vector mesons ($`\rho `$, $`\omega `$)). We investigate the role of baryonic resonances in $`\rho `$ production from nucleon-nucleon collisions on the basis of two independent resonance models from Peters et al. and Manley et al. in order to demonstrate the dominant theoretical uncertainties. The paper is organized as follows: In Section 2 we discuss the $`\rho `$ meson production via baryonic resonances in nucleon-nucleon collisions. In Section 3 we describe the elementary dilepton production channels while Section 4 contains a comparison with the DLS data. We close with a summary and discussion of open problems in Section 5. ## II $`\rho `$ meson production via baryon resonances in nucleon-nucleon collisions In the resonance model the total $`\rho `$ production cross section from $`NN`$ collisions via the N(1520) can be calculated as $`\sigma (s)^{NNRN\rho NN}={\displaystyle \underset{m_N+m_\pi }{\overset{\sqrt{s}m_N}{}}}𝑑\mu \sigma (s,\mu )^{NNRN}\times {\displaystyle \frac{2}{\pi }}{\displaystyle \frac{\mu ^2}{(\mu ^2m_R^2)^2+(\mu \mathrm{\Gamma }_{tot}^R(\mu ))^2}}\mathrm{\Gamma }(\mu )^{R\rho N}.`$ (1) The resonance production cross section $`\sigma (s,\mu )^{NNRN}`$ with good accuracy can be approximated by a constant matrix element (cf. Ref. ) and a flux factor, i.e. $`\sigma (s,\mu )^{NNRN}={\displaystyle \frac{p_f}{sp_i}}{\displaystyle \frac{\|\overline{}\|^2}{16\pi }},`$ (2) $`p_f={\displaystyle \frac{\left[(s(\mu +m_N)^2)(s(\mu m_N)^2)\right]^{1/2}}{2\sqrt{s}}},p_i={\displaystyle \frac{(s4m_N^2)^{1/2}}{2}}.`$ (3) The average matrix element $`\|\overline{}\|`$ for the $`ppN^+(1520)p`$ reaction has been obtained in Ref. from a fit to $`\pi `$\- and $`\rho `$\- production channels; it was found to be $`\|\overline{}\|^2=64\pi `$ mb$``$GeV<sup>2</sup>. According to Ref. the partial decay width for the resonance decay $`R\pi N`$ is taken as $`\mathrm{\Gamma }_{R\pi N}(\mu )=\mathrm{\Gamma }_0\left({\displaystyle \frac{k_\pi (\mu )}{k_\pi (m_R)}}\right)^{2l+1}\times \left({\displaystyle \frac{0.5^2+k_\pi (m_R)^2}{0.5^2+k_\pi (\mu )^2}}\right)^{2l+1},`$ (4) $`k_\pi (\mu )={\displaystyle \frac{\left[(\mu ^2(m_\pi +m_N)^2)(\mu ^2(m_\pi m_N)^2)\right]^{1/2}}{2\mu }},`$ (5) with $`l=2`$ and $`\mathrm{\Gamma }_0=0.066`$ GeV for the $`N(1520)`$ resonance. The total resonance decay width is assumed to be given by the sum of the pion- and rho-decay width (cf. page 116 of Ref. ): $`\mathrm{\Gamma }_{tot}^R=\mathrm{\Gamma }_{R\pi N}+\mathrm{\Gamma }_{R\rho N},`$ (6) where $`\mathrm{\Gamma }_{R\pi N}`$ is defined according to Eq. (4) with $`\mathrm{\Gamma }_0=0.095`$ GeV for $`N(1520)`$. The width $`\mathrm{\Gamma }_{R\rho N}`$ at an invariant mass $`\mu `$ is calculated as $`\mathrm{\Gamma }_{R\rho N}(\mu )={\displaystyle \underset{2m_\pi }{\overset{\mu m_N}{}}}𝑑M{\displaystyle \frac{d\mathrm{\Gamma }(\mu ,M)}{dM}}^{R\rho N}.`$ (7) Furthermore, the partial decay width for the process $`R\rho N`$ is defined according to Ref. in the following way: $`{\displaystyle \frac{d\mathrm{\Gamma }(\mu ,M)}{dM}}^{R\rho N}=\left({\displaystyle \frac{f_{RN\rho }}{m_\rho }}\right)^2{\displaystyle \frac{1}{\pi }}M{\displaystyle \frac{m_N}{\mu }}k_\rho (2\omega _\rho ^2+M^2)A(M)F(k_\rho ^2),`$ (8) where $`\mu `$ is the resonance mass, $`f_{RN\rho }`$ is the coupling constant ($`f_{N(1520)N\rho }=7`$ ), $`k_\rho `$ denotes the three-momentum of the $`\rho `$ meson in the $`R`$ resonance rest frame, $`k_\rho ={\displaystyle \frac{\left[(\mu (M+m_N)^2)(\mu (Mm_N)^2)\right]^{1/2}}{2\mu }},`$ (9) while $`\omega _\rho ^2=k_\rho ^2+M^2`$ is the $`\rho `$ energy. In Eq. (8) $`A(M)`$ is the vacuum $`\rho `$ spectral function, i.e. a Breit-Wigner distribution $`A(M)={\displaystyle \frac{1}{\pi }}{\displaystyle \frac{m_\rho \mathrm{\Gamma }_{tot}^\rho (M)}{(M^2m_\rho ^2)^2+(m_\rho \mathrm{\Gamma }_{tot}^\rho (M))^2}}.`$ (10) Moreover, $`F(𝐤_\rho ^2)`$ is a monopol form factor $`F(𝐤_\rho ^2)={\displaystyle \frac{\mathrm{\Lambda }^2}{\mathrm{\Lambda }^2+𝐤_{\rho }^{}{}_{}{}^{2}}},\mathrm{\Lambda }=1.5\mathrm{GeV},`$ (11) while the total $`\rho `$ width is $`\mathrm{\Gamma }_{tot}^\rho (M)=\mathrm{\Gamma }_{\rho \pi \pi }(m_\rho )\left({\displaystyle \frac{m_\rho }{M}}\right)\left({\displaystyle \frac{k_\pi (M)}{k_\pi (m_\rho )}}\right)^3.`$ (12) The $`\rho `$ production cross section from $`pp`$ collisions via $`N(1520)`$ calculated according to Eqs. (1)–(3) with the resonance widths from Peters et al. is shown in Fig. 1 as a solid line. The dot-dashed line presents the result within the analysis from Manley et al. . The dashed line, furthermore, indicates the parametrization for the inclusive $`\rho `$ production from Ref. integrated over the kinematically allowed range of invariant mass of the $`\rho `$ spectral function. The full circles are the experimental data for the exclusive $`\rho `$ production whereas the open square corresponds to the inclusive data point at high $`\sqrt{s}`$. As seen from Fig. 1 at $`\sqrt{s}>2m_N+m_\rho `$ the relative contribution of $`\rho `$’s stemming from the $`N(1520)`$ is small compared to the total inclusive $`\rho `$ production cross section. However, closer to threshold the $`N(1520)`$ plays a dominant role in $`\rho `$ production with low invariant masses since the cross section is dominted by the resonance amplitude. In our analysis we also include the $`N(1700)`$ resonance in a similar way as the $`N(1520)`$ using again the parameters from Peters et al. . We discard higher resonances, e.g. $`N(1720),N(1905)`$, because already the $`N(1700)`$ plays only a minor role in the results to be discussed in this study. ## III Elementary dilepton production channels In our analysis we calculate dilepton production by taking into account the contributions from the following channels: $`ppN(1520)p,N(1520)\rho ^0pe^+e^{}p,`$ (13) $`ppN(1700)p,N(1700)\rho ^0pe^+e^{}p,`$ (14) $`pp\mathrm{\Delta }N,\mathrm{\Delta }Ne^+e^{},`$ (15) $`pp\eta X,\eta \gamma e^+e^{},`$ (16) $`pp\omega X,\omega \pi ^0e^+e^{},`$ (17) $`pp\pi ^0X,\pi ^0\gamma e^+e^{},`$ (18) $`pp\rho ^0X,\rho e^+e^{},`$ (19) $`pp\omega X,\omega e^+e^{}.`$ (20) For the processes (13)–(20) we use the assumption that the amplitude can be factorized into a meson or resonance production and dilepton decay part, i.e. we cut the diagram as illustrated in Fig. 2, e.g., for the process (15) with an intermediate $`\mathrm{\Delta }`$ resonance. This assumption provides not only a significant simplification, which is necessary for applications in transport calculations , but also allows to take into account the ’inelasticity’ from many-particle production channels which become dominant at high energy. Note that the factorization ansatz holds (also in case of broad resonances) when integrating over the final relative angle between the dilepton and a proton; it becomes questionable only for the multi-differential dilepton cross sections. Since we will compare to practically angle integrated data (see below), this approximation should be justified for our present study. We discard the $`pp`$ bremsstrahlung from the nucleon pole since the microscopic OBE calculations have shown that at 1.0 GeV the $`pp`$ bremsstrahlung is smaller than the $`\mathrm{\Delta }`$ Dalitz decay contribution by a factor of 2-3. At this energy also the interference between nucleon and $`\mathrm{\Delta }`$-pole terms is negligible. At high energies, where this interference becomes important , the overall contribution from these channels is negligible (see below). ### A Dilepton production through the $`N(1520)`$ resonance Within the above assumptions the dilepton cross section from $`NN`$ collisions via the $`N(1520)`$ can be factorized as $`{\displaystyle \frac{d\sigma (s,M)}{dM}}^{NNRN\rho ^0NNe^+e^{}NN}={\displaystyle \frac{d\sigma (s,M)}{dM}}^{NN\rho NN}{\displaystyle \frac{\mathrm{\Gamma }_{\rho e^+e^{}}(M)}{\mathrm{\Gamma }_{tot}^\rho (M)}},`$ (21) where the differential $`\rho `$ production cross section with mass $`M`$ is $`{\displaystyle \frac{d\sigma (s,M)}{dM}}^{NN\rho NN}`$ $`={\displaystyle \underset{m_N+m_\pi }{\overset{\sqrt{s}m_N}{}}}𝑑\mu \sigma (s,\mu )^{NNRN}`$ (23) $`\times {\displaystyle \frac{2}{\pi }}{\displaystyle \frac{\mu ^2}{(\mu ^2m_R^2)^2+(\mu \mathrm{\Gamma }_{tot}^R(\mu ))^2}}{\displaystyle \frac{d\mathrm{\Gamma }(\mu ,M)^{R\rho N}}{dM}}.`$ The partial decay width $`d\mathrm{\Gamma }(\mu ,M)^{R\rho N}/dM`$ is given by Eq. (8), the total width $`\mathrm{\Gamma }_{tot}^R`$ is defined according Eq. (6) while the $`\rho `$ width is taken according to Eq. (12). In (21), $`\mathrm{\Gamma }_{\rho e^+e^{}}(M)`$ is the dilepton decay width of a neutral $`\rho `$ meson of mass $`M`$ which in line with the vector dominance model is taken as $$\mathrm{\Gamma }_{\rho e^+e^{}}(M)=C_\rho \frac{m_\rho ^4}{M^3}$$ (24) with $`C_\rho =8.8\times 10^6`$. To compare with the experimental data of the DLS collaboration one has to use the appropriate experimental filter, which is a function of the dilepton invariant mass $`M`$, transverse momentum $`q_T`$ and rapidity $`y_{lab}`$ in the laboratory frame – $`F(M,q_T,y_{lab})`$. For that purpose we explicitly simulate the dileptons by Monte-Carlo: first, we produce the resonance $`N(1520)`$ isotropically in the center-of-mass frame of the $`pp`$ collision with momentum $`p_f`$ (3). In the same way we create the $`\rho `$ mesons in the $`N(1520)`$ rest frame with momentum $`k_\rho `$ (9) and perform a Lorentz transformation to the laboratory frame, where the filter $`F(M,q_T,y_{lab})`$ is applied. A similar procedure has been used for all other channels. We note that we applied the DLS acceptance filter (version 4.1). In Fig. 3 we show the dilepton invariant mass spectra from the channel $`ppN(1520)p\rho ^0ppe^+e^{}pp`$ at 1.61 GeV calculated without experimental filter. The solid line indicates the result calculated according to Peters et al. , while the dashed line corresponds to the resonance analysis of Manley et al. . The dilepton yield for the parameters from is by a factor of 2 larger then that from Manley et al. due to the differences in the resonance parameters and parametrizations for the widths. Our future results for dileptons via $`N(1520)`$ are based on Ref. , however, one has to keep in mind the theoretical uncertainties indicated here. This also holds for the uncertainties induced by the neglect of interference terms between the different diagrams. Whereas the latter vanish for diagrams with different quantum numbers in the intermediate state after integration over the relative angle between the dilepton and a final proton, they might be essential in some regions of phase space for multi-differential cross sections. However, when integrating over a wide region of phase space (see below) the uncertainty to due the interference of diagrams should be much smaller than the uncertainty of the factor of 2 stemming from the different resonance model parameters. ### B Dalitz decays The process $`pp\mathrm{\Delta }NNNe^+e^{}`$ is treated as a two step process – the $`\mathrm{\Delta }`$ production from the $`pp`$ interaction ($`pp\mathrm{\Delta }N`$) and the $`\mathrm{\Delta }`$ Dalitz decay ($`\mathrm{\Delta }Ne^+e^{}`$) – cf. Fig. 2. For the $`\mathrm{\Delta }`$ production below 2.1 GeV we adopt the differential cross section from Refs. , where the $`\mathrm{\Delta }`$ resonances are created with a mass according to a Breit-Wigner distribution with a momentum dependent width. At the higher energies we obtain the $`\mathrm{\Delta }`$ cross section from the LUND model . Also the $`\pi ^0`$ production has been performed via the $`\mathrm{\Delta }`$ resonance excitation and decay in line with Refs. . For the $`\mathrm{\Delta }`$ Dalitz-decay we use the $`N\mathrm{\Delta }\gamma `$ vertex as in Ref. $$_{int}=eA^\mu \overline{\mathrm{\Psi }}_\mathrm{\Delta }^\beta \mathrm{\Gamma }_{\beta \mu }\mathrm{\Psi }_N,$$ (25) where $`\mathrm{\Gamma }_{\beta \mu }=gf\eta _{\beta \mu },`$ (26) $`f={\displaystyle \frac{3}{2}}{\displaystyle \frac{m_\mathrm{\Delta }+m_N}{m_N\left((m_\mathrm{\Delta }+m_N)^2M^2\right)}},`$ (27) $`\eta _{\beta \mu }=M\chi _{\beta \mu }^1+\chi _{\beta \mu }^2+0.5\chi _{\beta \mu }^3,`$ (28) $`\chi _{\beta \mu }^1=(q_\beta \gamma _\mu q_\nu \gamma ^\nu g_{\beta \mu })\gamma _5,`$ (29) $`\chi _{\beta \mu }^2=(q_\beta \overline{P}_\mu q_\nu \overline{P}^\nu g_{\beta \mu })\gamma _5,`$ (30) $`\chi _{\beta \mu }^3=(q_\beta q_\mu M^2g_{\beta \mu })\gamma _5,`$ (31) $`\overline{P}={\displaystyle \frac{1}{2}}(p_\mathrm{\Delta }+p_N),`$ (32) and $`g=5.44`$ is the coupling constant fitted to the radiative decay width $`\mathrm{\Gamma }_0(0)=0.72`$ MeV. The processes (16),(17),(18) are calculated in a similar way as the $`\mathrm{\Delta }`$ Dalitz decay (15), i.e. first $`\eta `$, $`\omega `$ or $`\pi ^0`$ mesons are produced in $`pp`$ interactions and then their Dalitz decay $`\eta \gamma e^+e^{}`$, $`\omega \pi ^0e^+e^{}`$ and $`\pi ^0\gamma e^+e^{}`$ is simulated by Monte-Carlo. For the $`\eta `$ meson production cross section we adopt the parametrization from Refs. in line with the data from the WASA collaboration . The $`\eta `$ Dalitz-decay to $`\gamma e^+e^{}`$ is given by : $`{\displaystyle \frac{d\mathrm{\Gamma }_{\eta \gamma e^+e^{}}}{dM}}={\displaystyle \frac{4\alpha }{3\pi }}{\displaystyle \frac{\mathrm{\Gamma }_{\eta 2\gamma }}{M}}\left(1{\displaystyle \frac{4m_e^2}{M^2}}\right)^{1/2}\left(1+2{\displaystyle \frac{m_e^2}{M^2}}\right)`$ (33) $`\times \left(1{\displaystyle \frac{M^2}{m_\eta ^2}}\right)^3\|F_{\eta \gamma e^+e^{}}(M)\|^2,`$ (34) where the form factor is parametrized in the pole approximation as $`F_{\eta \gamma e^+e^{}}(M)=\left(1{\displaystyle \frac{M^2}{\mathrm{\Lambda }_\eta ^2}}\right)^1`$ (35) with the cut-off parameter $`\mathrm{\Lambda }_\eta 0.72`$ GeV. The $`\pi ^0`$ Dalitz decay is calculated in a similar way using the form factor from Ref. , i.e. $`F_{\pi ^0\gamma e^+e^{}}(M)=\left(1+B_{\pi ^0}M^2\right),`$ (36) with $`B_{\pi ^0}=5.5`$ GeV<sup>-2</sup>. Similarly, the $`\omega `$ Dalitz-decay is $`{\displaystyle \frac{d\mathrm{\Gamma }_{\omega \pi ^0e^+e^{}}}{dM}}={\displaystyle \frac{2\alpha }{3\pi }}{\displaystyle \frac{\mathrm{\Gamma }_{\omega \pi ^0\gamma }}{M}}\left(1{\displaystyle \frac{4m_e^2}{M^2}}\right)^{1/2}\left(1+2{\displaystyle \frac{m_e^2}{M^2}}\right)`$ (37) $`\times \left[\left(1+{\displaystyle \frac{M^2}{m_\omega ^2m_\pi ^2}}\right)^2{\displaystyle \frac{4m_\omega ^2M^2}{(m_\omega ^2m_\pi ^2)^2}}\right]^{3/2}\|F_{\omega \pi ^0e^+e^{}}(M)\|^2,`$ (38) where the form factor squared is parametrized as $$\|F_{\omega \pi ^0e^+e^{}}(M)\|^2=\frac{\mathrm{\Lambda }_\omega ^4}{(\mathrm{\Lambda }_\omega ^2M^2)^2+\mathrm{\Lambda }_\omega ^2\mathrm{\Gamma }_\omega ^2}$$ (39) with $$\mathrm{\Lambda }_\omega =0.65\mathrm{GeV},\mathrm{\Gamma }_\omega =75\mathrm{MeV}.$$ ### C Vector meson decay In a first step we calculate the production of vector mesons in $`pp`$ collisions and as a second step the direct decay of vector mesons to dileptons. The vector meson production in $`pp`$ interactions is evaluated in the following way: close to threshold, i.e. $`T_{kin}2.1`$ GeV, we use the inclusive mass differential parametrization for the $`\rho `$ (dashed line in Fig. 1) and $`\omega `$ production from $`pp`$ collisions. The mass of the vector meson $`M`$ is distributed according to the Breit-Wigner form: $$f(M)=N_V\frac{2}{\pi }\frac{Mm_V\mathrm{\Gamma }_{tot}^V}{(M^2m_V^2)^2+(m_V\mathrm{\Gamma }_{tot}^V)^2},$$ (40) while $`N_V`$ guarantees normalization to unity, i.e. $`f(M)𝑑M=1`$. The total $`\rho `$ meson width $`\mathrm{\Gamma }_{tot}^\rho `$ is defined according to Eq. (12). For the narrow $`\omega `$ meson we use a constant width $`\mathrm{\Gamma }_{tot}^\omega =0.00841`$ GeV. The $`\rho `$ momentum is simulated according to the 3-body phase space since we are close to the $`\rho `$ production threshold. The vector meson decay to dileptons then is calculated according to the branching ratio, $`\mathrm{Br}(M)={\displaystyle \frac{\mathrm{\Gamma }_{Ve^+e^{}}(M)}{\mathrm{\Gamma }_{tot}^V(M)}},`$ (41) where $`\mathrm{\Gamma }_{Ve^+e^{}}(M)`$ is given by Eq. (24) with $`C_\omega =1.344\times 10^6`$ for $`\omega `$ mesons. ### D Dilepton production at 4.9 GeV With increasing energy, i.e. at 4.9 GeV, multiple particle production channels become dominant. In order to take into account correctly the many-body phase space, the FRITIOF event generator version 7.02 based on the LUND string fragmentation model has been used for $`\eta ,\omega ,\rho ,\mathrm{\Delta },\pi ^0`$ production. The FRITIOF model gives a good description of the experimental data for meson production in $`NN`$ collisions (for details see, e.g., Ref. ). The vector mesons as well as $`\mathrm{\Delta }`$ resonances produced by the FRITIOF generator acquire masses according to the Breit-Wigner distribution while taking into account the proper available phase space. The dilepton decay of $`\eta ,\omega ,\rho ,\mathrm{\Delta },\pi ^0`$ is then treated in the same way as described above. ## IV Comparison to the DLS data ### A Differential mass spectra In Fig. 4 we present the calculated dilepton invariant mass spectra $`d\sigma /dM`$ for $`pp`$ collisions from 1.0 – 4.9 GeV including the final mass resolution and filter $`F(M,q_T,y_{lab})`$ from the DLS collaboration in comparison to the DLS data . The thin lines indicate the individual contributions from the different production channels; i.e. starting from low $`M`$: Dalitz decay $`\pi ^0\gamma e^+e^{}`$ (short dashed line), $`\eta \gamma e^+e^{}`$ (dotted line), $`\mathrm{\Delta }Ne^+e^{}`$ (dashed line), $`\omega \pi ^0e^+e^{}`$ (dot-dot-dashed line), $`N(1520)Ne^+e^{}`$ (dot-dashed line); $`N(1700)Ne^+e^{}`$ (dotted line); for $`M`$ 0.7 GeV: $`\omega e^+e^{}`$ (dot-dot-dashed line), $`\rho ^0e^+e^{}`$ (short dashed line). The full solid line represents the sum of all sources considered here. Whereas at 1.04 GeV the dileptons stem practically all from $`\pi ^0`$ and $`\mathrm{\Delta }`$ Dalitz decays, $`\eta `$ and $`N(1520)`$ Dalitz decays become more important at 1.27 GeV, which is just above the $`\eta `$ production threshold. The contribution from the $`N(1520)`$ is most prominent at 1.61 GeV and much larger than the other channels for $`M`$ 0.5 GeV, whereas the $`\eta `$ decay dominates already at 1.85 GeV. Note that the $`\eta `$ cross section in $`pp`$ collisions is well known experimentally as well as the $`\pi ^0`$ and $`\mathrm{\Delta }`$ resonance yields. The contribution of the $`N(1520)`$ thus is necessary for a proper description of the $`pp`$ data especially at 1.61 GeV. The contribution of the $`N(1700)`$ is always below the $`N(1520)`$ and is practically not seen. At 2.1 GeV the direct decays of $`\rho `$ and $`\omega `$ mesons become dominant for $`M0.65`$ GeV. However, even at this higher energy for $`M0.6`$ GeV the contribution from the $`N(1520)`$ is still seen. At 4.9 GeV the dilepton yield is dominated by the $`\eta `$ Dalitz decay and direct decays of $`\rho `$ and $`\omega `$ mesons. The $`\rho `$ spectrum is enhanced towards low $`M`$ due to the limited phase space and strong mass dependence $`(M^3)`$ of the dilepton decay width (24) in line with the vector dominance model. ### B Rapidity spectra In Figs. 5 and 6 we show the laboratory rapidity spectra for dileptons from $`pp`$ collisions at 1.0 – 4.9 GeV, imposing as in the data a low mass limit of 0.15 GeV (Fig. 5) and 0.25 GeV (Fig. 6) in comparison to the DLS data . The experimental low mass limits applied here allow to exclude the contribution of the $`\pi ^0`$ Dalitz decay and partly suppress (for the 0.25 GeV cut) the contributions from $`\eta `$ and $`\mathrm{\Delta }`$ Dalitz decays (cf. Fig. 4). Both at 1.04 and 1.27 GeV the $`\mathrm{\Delta }`$ Dalitz decay is dominant (Figs. 5, 6). At 1.61 GeV with a 0.25 GeV lower mass limit the $`N(1520)`$ contribution becomes visible (Fig. 6). However, at 1.85 – 4.9 GeV basically the $`\eta `$ Dalitz decay contributes to the rapidity spectra since this channel has the largest differential cross section $`d\sigma /dM`$ (cf. Fig. 4). Note again, that the $`\eta `$ cross section from $`pp`$ collisions is well known experimentally which provides a valuable control of independent dilepton data. ### C Excitation function The excitation function, i.e. the integrated dilepton cross section for masses above 0.15 GeV, is shown in Fig. 7 in comparison to the DLS data (full circles). The experimental total cross section at 1.0 GeV ($`Q=\sqrt{s}2m_p`$ = 0.46 GeV) is larger than at 1.27 GeV ($`Q=0.55`$ GeV). We underestimate $`\sigma (s)`$ at 1.0 GeV, but stay on the upper level of error bars at 1.27 GeV, which is consistent with the dilepton mass spectra of Fig. 4. Thus we get a monotonous increase of the total cross section with energy because of the increase of the available phase space and new channels opening up. The discrepancy with the DLS data at 1.0 – 1.27 GeV might be due to experimental uncertainties, since the excitation function for $`pd`$ collisions measured by the DLS collaboration indicates also a monotonous increase . ## V Summary We have studied dilepton production from $`pp`$ collisions at 1.0 – 4.9 GeV in comparison to the data of the DLS Collaboration which provide sensible constraints on the different individual production channels. In addition to the conventional dilepton sources as $`\pi ^0`$, $`\eta `$, $`\omega `$ and $`\mathrm{\Delta }`$ Dalitz decays and direct decays of vector mesons ($`\rho `$, $`\omega `$) we have included the subthreshold $`\rho `$ production via baryonic resonances ($`N(1520),N(1700)`$). It has been shown that the baryonic resonances play an essential role in the low mass $`\rho `$ production in pion-nucleon and nucleon-nucleon collisions below the experimentally seen threshold. The contribution from the baryonic resonances, in particular $`N(1520)`$, can be seen in the invariant mass dilepton spectra, especially at 1.61 GeV, and in the rapidity distributions when imposing low mass cuts in order to suppress the contributions from $`\pi ^0`$, $`\eta `$ and $`\mathrm{\Delta }`$ Dalitz decays. Our results for the differential mass spectra including the conventional sources mentioned above are in general agreement with the calculations from Ref. . The remaining differences might be attributed to different parametrizations for the meson production cross sections used since the existing experimental data so far allow for different fits within the error bars. It has been found that the DLS data for $`pp`$ collisions – their invariant mass spectra, laboratory rapidity distributions and total dilepton production cross section – can be well described including all channels mentioned above in an incoherent way. This might indicate that interference effects between different channels are hardly visible where integrating over a wide region in phase space. Our analysis has shown that the ’input’ used in transport calculations for heavy-ion and proton-nucleus collisions is in agreement with the DLS $`pp`$ data. The ’puzzle’ that the DLS heavy-ion data cannot be reproduced within such calculations thus requires future investigations or/and new independent experimental data as expected in future from the HADES collaboration. We stress that dilepton data should be taken from $`pp`$, $`pd`$, $`pA`$, $`AA`$ as well as $`\pi p`$, $`\pi d`$ and $`\pi A`$ collisions under the same experimental conditions to allow for a sensitive test of in-medium properties of the vector mesons. ###### Acknowledgements. The authors are grateful for valuable discussions with C. Gale and C. M. Ko. This work has been supported by GSI, BMBF and DFG.
no-problem/9903/hep-ph9903333.html	ar5iv	text	# THE REACH OF TEVATRON UPGRADES IN GAUGE-MEDIATED SUPERSYMMETRY BREAKING MODELS ## I Introduction Models where gauge interactions rather than gravity serve as messengers of supersymmetry breaking have been the focus of many recent phenomenological analyses of supersymmetry (SUSY). In these models, sparticle masses and decay patterns differ from those in the extensively studied mSUGRA model which has served as the framework for many experimental analyses of supersymmetry. Perhaps the most important difference between the mSUGRA framework and gauge-mediated SUSY breaking (GMSB) models with a low SUSY breaking scale is the identity of the lightest SUSY particle (LSP). In the former case, the lightest neutralino ($`\stackrel{~}{Z}_1`$) is almost always the LSP, while in the GMSB framework, the gravitino is much lighter than other sparticles. Moreover, while the gravitino is essentially decoupled in mSUGRA scenarios, the couplings of the Goldstino (which forms the longitudinal components of the massive gravitino), though much smaller than gauge couplings, may nonetheless be relevant for collider physics in that they can cause the next to lightest SUSY particle (NLSP) to decay into a gravitino inside the detector. The precise decay pattern and lifetime of the NLSP depends on its identity and on model parameters. For instance, if $`\stackrel{~}{Z}_1`$ is the NLSP, it would decay via $`\stackrel{~}{Z}_1\stackrel{~}{G}+\gamma `$, and if kinematically allowed, also via $`\stackrel{~}{Z}_1\stackrel{~}{G}+Z`$, or into the various Higgs bosons of SUSY models via $`\stackrel{~}{Z}_1\stackrel{~}{G}+h,H,`$ or $`A`$. If, on the other hand, the NLSP is a slepton, it would decay via $`\stackrel{~}{\mathrm{}}\stackrel{~}{G}+\mathrm{}`$, etc. Sparticles other than the NLSP decay only very rarely to gravitinos, so that it is safe to neglect these decays in any analysis. Thus heavier sparticles cascade decay as usual to the NLSP, which then decays into the gravitino as described above. Sparticle signatures differ from those in the mSUGRA framework for two basic reasons. First, if the NLSP is not the lightest neutralino, the cascade decay patterns to the NLSP are modified. Second, the NLSP (which need not be electrically neutral) itself decays into a gravitino and Standard Model (SM) particles. The gravitinos escape the experimental apparatus undetected resulting in $`\overline{)}E_T`$ in SUSY events. In the GMSB framework, however, neutralino NLSP decays may also result in isolated photons or $`Z`$ or Higgs bosons which could provide additional handles to reduce SM backgrounds to the SUSY signal. If the NLSP is a slepton, all SUSY events should contain leptons of the same flavour as the slepton NLSP in addition to $`\overline{)}E_T`$. While it may be possible to have other candidates for the NLSP, this does not seem to be the case in the simplest realizations of the GMSB framework, and we will not consider this possibility any further. Within the minimal GMSB framework, supersymmetry breaking in a hidden sector is communicated to the observable sector via SM gauge interactions of messenger particles (with quantum numbers of $`SU(2)`$ doublet quarks and leptons) whose mass scale is characterized by $`M`$. As a result, the soft SUSY breaking masses induced for the various sparticles are directly proportional to the strength of their gauge interactions. Thus, coloured squarks are heavier than sleptons, and gluinos are heavier than electroweak gauginos. The observable sector sparticle masses and couplings are determined (at the scale $`M`$) by the GMSB model parameter set, $$\mathrm{\Lambda },M,n_5,\mathrm{tan}\beta ,sign(\mu ),C_{grav}.$$ (1) Of these, $`\mathrm{\Lambda }`$ is the most important parameter in that it sets the scale of sparticle masses. The model predictions for the mass parameters at the scale $`M`$ are then evolved down to the sparticle mass scale via renormalization group evolution (RGE). Radiative breaking of electroweak symmetry determines $`\|\mu \|`$. The weak scale SUSY parameters depend only weakly on the messenger mass scale $`M`$, since this primarily enters as the scale at which the mass relations predicted by the model are assumed to be valid. There is an additional dependence of the sparticle spectrum on $`M`$ due to threshold effects, but this is also weak as long as $`M/\mathrm{\Lambda }`$ is not very close to unity. Messenger quarks and lepton, it is assumed, can be classified into complete vector representations of $`SU(5)`$: the number ($`n_5`$) of such multiplets is required to be $`4`$ for the messenger scale $`M=𝒪(100TeV)`$ in order that the gauge couplings remain perturbative up to the grand unification scale. Finally, the parameter $`C_{grav}1`$ (essentially, the ratio of hidden sector to messenger sector SUSY breaking vevs) can be used to dial the gravitino mass beyond its minimum value. Effectively, $`C_{grav}`$ parametrizes the rate for sparticle decays into a gravitino. This decay is most rapid when $`C_{grav}=1`$, while for larger values of $`C_{grav}`$ the NLSP may decay with an observable decay vertex, or may even be sufficiently long-lived to pass all the way through the detector. In this extreme case, SUSY event topologies would be identical to those in the mSUGRA model if $`\stackrel{~}{Z}_1`$ is the NLSP. However, for the case where a charged slepton is the NLSP, SUSY events would necessarily contain a pair of penetrating tracks from the long-lived slepton NLSP, which might be detectable at the Tevatron as “additional (possibly slow) muons” . In our analysis, we assume that the NLSP decays promptly and fix $`C_{grav}=1`$; i.e. we do not attempt to model the additional handle displaced vertices might provide to reduce SM backgrounds. Many of the phenomenological implications depend only weakly on the parameter $`M`$. Thus, the $`\mathrm{\Lambda }\mathrm{tan}\beta `$ plane provides a convenient panorama for illustrating the diversity of phenomenological possibilities in GMSB scenarios. This is shown in Fig. 1 for $`M=3\mathrm{\Lambda }`$ and a$`n_5=1`$, b$`n_5=2`$, c$`n_5=3`$ and d$`n_5=4`$. We choose $`\mu `$ to be positive since for this choice the model predictions are well within experimental constraints from the decay $`bs\gamma `$ over essentially the whole plane. In Region 1 in Fig. 1a-d (the boundaries of these regions are the heavy solid lines), the lightest neutralino is the NLSP, so that $`\stackrel{~}{Z}_1\stackrel{~}{G}\gamma `$ (and to $`Z`$ and Higgs bosons if these decays are kinematically allowed). In Region 2, $`m_{\stackrel{~}{\tau }_1}<m_{\stackrel{~}{Z}_1}`$, while other sleptons are heavier than $`\stackrel{~}{Z}_1`$, and cascade decays of sparticles terminate in $`\stackrel{~}{\tau }_1`$, except immediately above the boundary between Regions 1 and 2 where the decay $`\stackrel{~}{Z}_1\stackrel{~}{\tau }_1\tau `$ is kinematically forbidden. For parameters in Region 2, we thus expect an excess of $`\tau `$ leptons in SUSY events . In Regions 3 and 4 in Fig. 1b-d, not only $`\stackrel{~}{\tau }_1`$, but also $`\stackrel{~}{e}_1\stackrel{~}{e}_R`$ and $`\stackrel{~}{\mu }_1\stackrel{~}{\mu }_R`$, are lighter than $`\stackrel{~}{Z}_1`$. Thus neutralinos are effectively sources of real (dominantly right-handed) sleptons. In Region 3, $`\stackrel{~}{\mathrm{}}_1\mathrm{}\stackrel{~}{G}`$ because its decay $`\stackrel{~}{\mathrm{}}_1\stackrel{~}{\tau }_1\tau \mathrm{}`$ ($`\mathrm{}=e,\mu `$) is kinematically forbidden. The decay $`\stackrel{~}{\mu }_1\nu _\mu \stackrel{~}{\tau }_1\nu _\tau `$ which occurs via suppressed muon Yukawa couplings is kinematically allowed, and may compete with the decay to $`\stackrel{~}{\mu }_1\mu \stackrel{~}{G}`$; for $`C_{grav}=1`$, we find that this decay (which has been included in our computation), is unimportant. In Region 4, the decays $`\stackrel{~}{\mathrm{}}_1\stackrel{~}{\tau }_1\overline{\tau }\mathrm{}`$ and $`\stackrel{~}{\mathrm{}}_1\overline{\stackrel{~}{\tau }}_1\tau \mathrm{}`$ are also allowed, and compete with the gravitino decay of $`\stackrel{~}{\mathrm{}}_1`$. Frequently, the stau decays of $`\stackrel{~}{\mathrm{}}_1`$ dominate its decays to gravitino, and then, as for Region 2, SUSY events will be characterized by an abundance of taus in the final state. Signals from sparticle production will clearly depend on which of these regions the model parameters happen to lie. The grey regions in Fig. 1 are excluded because the observed pattern of electroweak symmetry breaking is not obtained: in the wedge in the upper left corner, $`m_{\stackrel{~}{\tau }_R}^2<0`$ while in the band on top, $`m_A^2<0`$. The non-observation of sparticle signatures in experiments at LEP excludes other portions of the plane. Within the MSSM charginos have been excluded if $`m_{\stackrel{~}{W}_1}9095`$ GeV. While this limit has been obtained assuming that charginos and selectrons decay into a stable neutralino which escapes detection, we expect that an even more striking signature is obtained if $`\stackrel{~}{Z}_1`$ decays via $`\stackrel{~}{Z}_1\gamma \stackrel{~}{G}`$. The leftmost dot-dashed line in Fig. 1 is the contour $`m_{\stackrel{~}{W}_1}=95`$ GeV: to its left, charginos are lighter than 95 GeV. To assist the reader in assessing the sparticle mass scale, we have also shown mass contours for $`m_{\stackrel{~}{W}_1}=200`$ GeV and $`m_{\stackrel{~}{W}_1}=350`$ GeV. MSSM searches for acollinear electron pairs exclude selectrons lighter than about 90 GeV. This limit should certainly be valid within this framework if $`\stackrel{~}{e}_1\stackrel{~}{G}e`$ (Region 3) or even if it decays to $`\stackrel{~}{Z}_1`$ that subsequently decays to a photon (Region 1). The dotted line is the contour $`m_{\stackrel{~}{e}_1}=90`$ GeV. For the case where $`\stackrel{~}{e}_1`$ mainly decays to $`\stackrel{~}{\tau }_1`$, the actual bound may be somewhat weaker, and closer to the MSSM stau bound $`76`$ GeV. The most stringent experimental limit for the $`n_5=1`$ and $`n_5=2`$ cases in frames a) and b) comes from the the LEP search for $`\gamma \gamma +\overline{)}E_T`$ events from $`e^+e^{}\stackrel{~}{Z}_1\stackrel{~}{Z}_1`$ production. The cross section for this process depends on the selectron mass. The ALEPH analysis for $`n_5=1`$ results in the lower limit, $`m_{\stackrel{~}{Z}_1}84`$ GeV . For larger values of $`n_5`$, the selectron to $`\stackrel{~}{Z}_1`$ mass ratio is smaller, so that the corresponding cross section is even larger than in the $`n_5=1`$ case. Indeed the DELPHI collaboration has obtained a preliminary bound $`m_{\stackrel{~}{Z}_1}88`$ GeV for $`n_5=2`$, for parameters in Region 1. If $`m_{\stackrel{~}{\tau }_1}m_{\stackrel{~}{Z}_1}`$, $`\stackrel{~}{Z}_1`$s act as sources of staus and add to the signal from direct stau pair production. The DELPHI search for acollinear tau pairs still limits $`m_{\stackrel{~}{Z}_1}8690`$ GeV, and also the bounds $`m_{\stackrel{~}{\tau }_1}76`$ GeV, regardless of $`m_{\stackrel{~}{Z}_1}`$. In Fig. 1, in the horizontally hatched region $`m_{\stackrel{~}{Z}_1}84`$ GeV, whereas in the region with vertical hatches, $`m_{\stackrel{~}{\tau }_1}76`$ GeV. Finally, the LEP experiments have a preliminary bound of 91-95 GeV on the mass of the SM Higgs boson. Since, for small values of $`\mathrm{tan}\beta `$ the lighter Higgs boson $`h`$ of the GMSB framework is frequently close to the SM Higgs boson, we also show the regions with $`m_h95`$ GeV (the diagonally hatched area in the lower left corner) in Fig. 1. Furthermore, LEP analyses exclude $`m_A83`$ GeV when $`\mathrm{tan}\beta `$ is large. This excludes the thin (diagonally hatched) sliver where $`\mathrm{tan}\beta 53`$. The reader should appreciate that the various shaded regions that we have shown are not formal experimental limits, but indicate the reach of present experiments within the GMSB framework. We see from Fig. 1 that current experiments have already probed Regions 1 and 2 if $`n_5>2`$. On the other hand, for $`n_5=1`$, we have just these two regions, while $`n_5=2`$, all four regions are still possible. Since experimental signatures within the GMSB framework differ significantly from those in the MSSM and mSUGRA models, it is of interest to reassess the sensitivity of Tevatron experiments to signals from sparticle production at the upcoming Run II of the Tevatron Main Injector (MI) as well as at the proposed luminosity upgrade (dubbed TeV33) where an integrated luminosity $`25`$ $`fb^1`$ might be accumulated. This is the main purpose of this paper. We had begun this program in an earlier study where we had computed cross sections for various SUSY event topologies for models with $`n_5=1`$ expected at the Tevatron: in this case, the NLSP is dominantly the hypercharge gaugino. Here, we first repeat this analysis for somewhat different model parameters, using cuts and acceptances more appropriate to Run II. We have also fixed a bug in the program which resulted in an underestimate of the chargino pair production cross section. We also examine cases with larger values of $`n_5`$ for which we expect the phenomenology to change qualitatively from our earlier study. Toward this end, we first examine a model line with $`n_5=2`$ with $`\mathrm{tan}\beta =15`$ where $`\stackrel{~}{\tau }_1`$ is the NLSP and significantly lighter than other sleptons. Next, we examine a model line with $`n_5=3`$ where all right handed sleptons are roughly degenerate in mass (the co-NLSP scenario), and where $`\stackrel{~}{e}_1`$ ($`\stackrel{~}{\mu }_1`$) dominantly decay via $`\stackrel{~}{e}_1e\stackrel{~}{G}`$ ($`\stackrel{~}{\mu }_1\mu \stackrel{~}{G}`$). Finally, we examine a non-minimal model where the NLSP is dominantly a Higgsino-like neutralino. This is not because we believe this is any more likely than the mGMSB scenarios previously discussed, but because it leads to qualitatively different experimental signatures. In view of the fact that the underlying mechanism of SUSY breaking, and hence the resulting mass pattern, is unknown it seems worthwhile to explore implications of unorthodox scenarios, particularly when they lead to qualitative differences in the phenomenology. In the next Section, we describe the upgrades that we have made to ISAJET to facilitate the simulation of the minimal GMSB framework that we have described, as well as several of its non-mimimal extensions. In Sec. III we specify four different model lines and discuss strategies for separating the SUSY signal from SM background for each of these. Our main result is the projection for the reach of experiments at the MI and at TeV33. We end in Sec. IV with a summary of our results together with some general remarks. ## II Simulation of Gauge Mediated SUSY Breaking Scenarios We use the event generator program ISAJET v 7.40 for simulating SUSY events at the Tevatron. Since ISAJET has been described elsewhere , we will only discuss recent improvements that we have made that facilitate the simulation of the mGMSB model specified by the parameter set (1), and also, some of its variants. The ‘GMSB option’ allows one to use the parameter set (1) as an input. ISAJET then computes sparticle masses at the messenger scale $`M`$, then evolves these down to the lower scale relevant for phenomenology, and finally calculates the ‘MSSM parameters’ that are then used in the evaluation of sparticle cross sections and decay widths. The decays of neutralinos into gravitinos, $`\stackrel{~}{Z}_i\stackrel{~}{G}\gamma `$, $`\stackrel{~}{Z}_i\stackrel{~}{G}Z`$ and $`\stackrel{~}{Z}_i\stackrel{~}{G}h,H,A`$ as well as (approximately) the Dalitz decay $`\stackrel{~}{Z}_ie^+e^{}\stackrel{~}{G}`$ are included in ISAJET. The decays $`\stackrel{~}{\mathrm{}}_1\mathrm{}\stackrel{~}{G}`$ and $`\stackrel{~}{\tau }_1\tau \stackrel{~}{G}`$, as well as the three body decays $`\stackrel{~}{\mathrm{}}_1\stackrel{~}{\tau }_1\overline{\tau }\mathrm{}`$ and $`\stackrel{~}{\mathrm{}}_1\overline{\stackrel{~}{\tau }_1}\tau \mathrm{}`$, which are mediated by a virtual neutralino, have also been included. The widths for corresponding three body decays mediated by virtual chargino exchange are suppressed by the lepton Yukawa coupling, and are also included. These decays can be significant only for smuons, and only when $`m_{\stackrel{~}{\mu }_1}m_{\stackrel{~}{\tau }_1}m_\tau `$ so that the neutralino-mediated three body decays of $`\stackrel{~}{\mu }_1`$ are kinematically very suppressed or forbidden. Although for $`C_{grav}=1`$ we have not found this to be important, for larger values of $`C_{grav}`$, the (long-lived) smuon may dominantly decay via the chargino mediated decay to a stau, and may alter the apparent curvature of the ‘smuon track’ in the detector . We have also included in ISAJET the facility to simulate several non-minimal gauge-mediated SUSY breaking models that involve additional parameters. While these will be irrelevant to the analysis performed in our present study, we have chosen to describe this for completeness because it may prove useful to readers studying extensions of the minimal class of models. * The parameter $`\overline{)}R`$ allows the user to adjust the ratio between the gaugino and scalar masses by scaling the former by the factor $`\overline{)}R`$ which is equal to unity in the minimal GMSB framework. * In GMSB models, additional interactions are needed to generate the dimensional $`\mu `$ and $`B`$ parameters that are essential from phenomenological considerations. These interactions can split the soft SUSY breaking masses of Higgs and lepton doublets (at the messenger scale) even though these have the same gauge quantum numbers. These additional contributions to the squared masses of Higgs doublets that couple to up and down type fermions, are parametrized by $`\delta m_{H_u}^2`$ and $`\delta m_{H_d}^2`$, respectively. These parameters are zero in the minimal model. * If the hypercharge $`D`$-term has a non-zero expectation value $`D_Y`$ in the messenger sector, it will lead to additional contributions to sfermion masses at the messenger scale which may be parametrized as $`\delta m_{\stackrel{~}{f}}^2=g^{}YD_Y`$. The value of $`D_Y`$ (which is zero in the minimal GMSB framework) is constrained as it can lead to an unacceptable pattern of electroweak symmetry. * Finally, allowing incomplete messenger representations can effectively result in different numbers ($`n_{5_1}`$, $`n_{5_2}`$ and $`n_{5_3}`$) for each factor of the gauge group. ISAJET allows the user to simulate these non-minimal models using the GMSB2 command. To model the experimental conditions at the Tevatron, we use the toy calorimeter simulation package ISAPLT. We simulate calorimetry covering $`4\eta 4`$ with a cell size given by $`\mathrm{\Delta }\eta \times \mathrm{\Delta }\varphi =0.1\times 0.087`$, and take the hadronic (electromagnetic) calorimeter resolution to be $`0.7/\sqrt{E}`$ ($`0.15/\sqrt{E}`$). Jets are defined as hadronic clusters with $`E_T>15`$ GeV within a cone of $`\mathrm{\Delta }R=\sqrt{\mathrm{\Delta }\eta ^2+\mathrm{\Delta }\varphi ^2}=0.7`$ with $`\|\eta _j\|3.5`$. Muons and electrons with $`E_T>7`$ GeV and $`\|\eta _{\mathrm{}}\|<2.5`$ are considered to be isolated if the the scalar sum of electromagnetic and hadronic $`E_T`$ (not including the lepton, of course) in a cone with $`\mathrm{\Delta }R=0.4`$ about the lepton to be smaller than $`max(2GeV,E_T(\mathrm{})/4)`$. Isolated leptons are also required to be separated from one another by $`\mathrm{\Delta }R0.3`$. We identify photons within $`\|\eta _\gamma \|<1`$ if $`E_T>15`$ GeV, and consider them to be isolated if the additional $`E_T`$ within a cone of $`\mathrm{\Delta }R=0.3`$ about the photon is less than 4 GeV. Tau leptons are identified as narrow jets with just one or three charged prongs with $`p_T>2`$ GeV within $`10^{}`$ of the jet axis and no other charged tracks in a 30 cone about this axis. The invariant mass of these tracks is required to be $`m_\tau `$ and the net charge of the three prongs required to be $`\pm 1`$. QCD jets with $`E_T=15(50)`$ GeV are misidentified as taus with a probability of 0.5% (0.1%) with a linear interpolation in between. Finally, for SVX tagged $`b`$-jets, we require a jet (satisfying the above jet criteria) within $`\|\eta _j\|1`$ to contain a $`B`$-hadron with $`p_T15`$ GeV. The jet is tagged as a $`b`$-jet with a probability of 55%. Charm jets (light quark or gluon jets) are mistagged as $`b`$-jets with a probability of 5% (0.2%). ## III The Reach of Tevatron Upgrades for Various Model Lines Within the GMSB framework, sparticle signatures, and hence the reach of experimental facilities, are qualitatively dependent on the nature of the NLSP. Here, we examine the reach of experiments at the Tevatron Main Injector as well as that of the proposed TeV33 upgrade for four different model lines where the NLSP is (A) dominantly a hypercharge gaugino, (B) the stau lepton, $`\stackrel{~}{\tau }_1`$, with other sleptons significantly heavier than $`\stackrel{~}{\tau }_1`$, (C) again the stau, but $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ are essentially degenerate with $`\stackrel{~}{\tau }_1`$, and (D) dominantly a Higgsino. We fix the messenger scale $`M=3\mathrm{\Lambda }`$, $`\mu >0`$ and $`C_{grav}=1`$ throughout our analysis. We use ISAJET to compute signal cross sections, incorporating cuts and triggers to simulate the experimental conditions at the Tevatron together with additional cuts that serve to separate the SUSY signal from SM backgrounds. We project the reach of future Tevatron upgrades for each of these scenarios. ### A Model Line A: The Bino NLSP Scenario We see from Fig. 1a that for $`n_5=1`$, the lightest neutralino is the NLSP as long as $`\mathrm{tan}\beta `$ is not very large. Since the value of $`\|\mu \|`$ computed from radiative breaking of electroweak symmetry is rather large, the NLSP is mainly a bino. To realize the bino NLSP model line, we fix $`\mathrm{tan}\beta =2.5`$ which ensures that sleptons are significantly heavier than $`m_{\stackrel{~}{Z}_1}`$. Sparticles cascade decay to $`\stackrel{~}{Z}_1`$ which then mainly decays via $`\stackrel{~}{Z}_1\gamma \stackrel{~}{G}`$. Thus almost all SUSY events contain at least two hard isolated photons. In Fig. 2a we show the mass spectrum of sparticles that might be in the Tevatron range versus $`\mathrm{\Lambda }`$, which sets the sparticle mass scale, while in frame b) we show the cross sections for the most important sparticle production mechanisms at the Tevatron. We see that chargino pair production and $`\stackrel{~}{W}_1\stackrel{~}{Z}_2`$ production dominate because squarks and gluinos are beyond the Tevatron reach. The production of right-handed slepton pairs is suppressed relative to chargino/neutralino production by over an order of magnitude. Values of $`\mathrm{\Lambda }`$ smaller than $`70`$ TeV are excluded by the LEP search for $`\gamma \gamma +\overline{)}E_T`$ events. For $`\mathrm{\Lambda }80`$ TeV (corresponding to $`m_{\stackrel{~}{Z}_1}90100`$ GeV), the two body decay $`\stackrel{~}{W}_1W\stackrel{~}{Z}_1`$ is kinematically suppressed, and the chargino mainly decays via $`\stackrel{~}{W}_1\stackrel{~}{\tau }_1\nu _\tau `$ or $`\stackrel{~}{W}_1qq\stackrel{~}{Z}_1`$; for $`\mathrm{\Lambda }80`$ TeV, the decay $`\stackrel{~}{W}_1W\stackrel{~}{Z}_1`$ dominates. The neutralino $`\stackrel{~}{Z}_2`$ dominantly decays via $`\stackrel{~}{Z}_2\stackrel{~}{Z}_1h`$ (for $`\mathrm{\Lambda }90`$ TeV) when this decay is not kinematically suppressed: otherwise it decays via $`\stackrel{~}{Z}_2\stackrel{~}{\mathrm{}}_1\mathrm{}`$, with roughly equal branching fractions for all three lepton flavours. We thus expect that $`\stackrel{~}{W}_1\stackrel{~}{W}_1`$ and $`\stackrel{~}{Z}_2\stackrel{~}{W}_1`$ production will mainly lead to jetty events (counting hadronically decaying taus as jets) possibly with additional $`e`$ and $`\mu `$ plus photons plus $`\overline{)}E_T`$. We use ISAJET to classify the supersymmetric signal events primarily by the number of isolated photons — events with $`<2`$ photons arise when one or more of the photons is outside the geometric acceptance, has too low an $`E_T`$, or happens to be close to hadrons and thus fails the isolation requirement. We further separate them into clean and jetty events and then classify them by the number of isolated leptons ($`e`$ and $`\mu `$). In addition to the acceptance cuts described in Sec. 2, we impose an additional global requirement $`\overline{)}E_T>40`$ GeV, which together with the presence of jets, leptons or photons may also serve as a trigger for these events. Before proceeding to present results of our computation, we pause to consider SM backgrounds to these events. We expect that the backgrounds are smallest in the two photon channel, which we will mainly focus on for the purpose of assessing the reach. We have not attempted to assess the background because the recent analysis by the D0 collaboration , searching for charginos and neutralinos in the GMSB framework, points out that the major portion of the background arises from mismeasurement of QCD jets and for yet higher values of $`\overline{)}E_T`$ from misidentification of jets/leptons as photons. In other words, this background is largely instrumental, and hence rather detector-dependent. From Fig. 1 of Ref. , we estimate the inclusive $`2\gamma +\overline{)}E_T>40`$ GeV (60 GeV) background level (for $`E_T(\gamma _1,\gamma _2)>`$ (20 GeV, 12 GeV)) to correspond to $``$ 0.9 (0.1) event in their data sample of $`100`$ $`pb^1`$. The background from jet mismeasurement, of course, falls steeply with $`\overline{)}E_T`$. The inclusive $`2\gamma +\overline{)}E_T`$ background is also sensitive to the minimum $`E_T`$ of the photon. To assess how changing the photon and $`\overline{)}E_T`$ requirements alter the SUSY signal, in Fig. 3 we show the signal distribution of (a$`E_T(\gamma _2)`$, the transverse energy of the softer photon in two photon events, and (b$`\overline{)}E_T`$ in $`\gamma \gamma +\overline{)}E_T`$ events that pass our cuts, for three values of $`\mathrm{\Lambda }`$. The following is worth noting. * For $`\mathrm{\Lambda }100`$ TeV (which we will see is in the range of the Tevatron bound), reducing the $`E_T(\gamma )`$ cut does not increase the signal. In fact, it may be possible to further harden this cut to reduce the residual backgrounds. Although we have not shown it here, we have checked that increasing the cut on the hard photon to $`E_T(\gamma _1)>40`$ GeV results in very little loss of signal for $`\mathrm{\Lambda }>100`$ TeV. * In view of our discussion about SM backgrounds, it is clear that requiring $`\overline{)}E_T>60`$ GeV greatly reduces the background with modest loss of signal. Indeed, it may be possible to reduce the background to negligible levels by optimizing the cuts on $`E_T`$ of the photons and on $`\overline{)}E_T`$. The results of our computation of various topological cross sections at a 2 TeV $`p\overline{p}`$ collider after cuts are shown in Fig. 4 for (a) 0 photon, (b) one photon, and (c) two photon events. In this figure, we have required that $`\overline{)}E_T>60`$ GeV. As mentioned, this reduces the cross section by just a small amount, especially for the larger values of $`\mathrm{\Lambda }`$ in this figure. The solid lines correspond to cross sections for events with at least one jet, while the dashed lines correspond to those for events free of jet activity. The numbers on the lines denote the lepton multiplicity, and are placed at those $`\mathrm{\Lambda }`$ values that we explicitly scanned. Finally, the heavy solid line represents the sum of all the topologies, i.e. the inclusive SUSY cross section after the cuts. We note the following. * We have comparable signal cross sections in $`1\gamma `$ and $`2\gamma `$ channels. Since the background in the latter is considerably smaller (recall a significant portion of it is from fake photons), the maximum reach is obtained in the $`2\gamma `$ channel. * As anticipated, events with at least one jet dominate clean events, irrespective of the number of photons. We may obtain a conservative estimate of the reach by assuming an inclusive $`2\gamma +\overline{)}E_T60`$ GeV background level of 0.1 event per 100 $`pb^1`$; i.e. assuming a background level of 1 $`fb`$. This corresponds to a “$`5\sigma `$ reach” of 3.5 $`fb`$ (1 $`fb`$) for an integrated luminosity of 2 $`fb^1`$ (25 $`fb^1`$) at the Tevatron, or $`\mathrm{\Lambda }110`$ TeV (130 TeV) at the Main Injector (TeV33 upgrade). As we have mentioned, it may be possible to further reduce the background by hardening the $`E_T(\gamma )`$ and $`\overline{)}E_T`$ requirements with only modest loss of signal. The background may also be reduced if jet/lepton misidentification as a photon is considerably smaller than in Run I . If we optimistically assume that the reach is given by the 5 (10) event level at the Main Injector (TeV33), we would be led to conclude that experiments may probe $`\mathrm{\Lambda }`$ values as high as 118 TeV (145 TeV) at these facilities. It should be remembered that $`\mathrm{\Lambda }=118`$ TeV corresponds to $`m_{\stackrel{~}{g}}950`$ GeV, almost equal to what is generally accepted as the qualitative upper limit from fine tuning arguments. We see from Fig. 2b that the $`\stackrel{~}{\mathrm{}}_1\stackrel{~}{\mathrm{}}_1`$ production cross section exceeds 1 $`fb`$ for $`\mathrm{\Lambda }100`$ TeV. Since slepton production can lead to spectacular $`\mathrm{}\mathrm{}\gamma \gamma +\overline{)}E_T`$ events of the type observed by the CDF Collaboration , it appears reasonable to ask whether signal from slepton pair production might be observable at TeV33, and further, whether it can be separated from a similar signal from chargino pair production when each $`\stackrel{~}{W}_1\mathrm{}\nu \stackrel{~}{Z}_1\mathrm{}\nu \stackrel{~}{G}\gamma `$ . The SM physics backgrounds come from $`WW\gamma \gamma `$ production which for $`E_{T\gamma }10`$ GeV has a production cross section of $`0.15\pm 0.05`$ $`fb`$, so that $`0.1`$ such event is expected in a data sample of 25 $`fb^1`$. The background from $`t\overline{t}`$ production is estimated to be even smaller. In Fig. 5 we show the total cross section for clean $`\mathrm{}\mathrm{}\gamma \gamma +\overline{)}E_T`$ events after cuts (solid) and the corresponding cross section from just $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ pair production (dashed). We see that for $`\mathrm{\Lambda }115`$ TeV (corresponding to $`m_{\stackrel{~}{\mathrm{}}_1}200`$ GeV), five or more signal events should be present at TeV33, with about 60% of these having their origin in direct production of sleptons. Slepton pair production alone yields five events for $`m_{\stackrel{~}{\mathrm{}}_1}180`$ GeV. If instrumental backgrounds from jets faking an electron or photon turn out to be negligible, direct detection of sleptons as heavy as 180 GeV may be possible at TeV33 for model line A. ### B Model Line B: The Stau NLSP Scenario From Fig. 1, we see that we can obtain $`\stackrel{~}{\tau }_1`$ as the NLSP for a wide range of GMSB parameters. Here, we choose $`n_5=2`$, and take $`\mathrm{tan}\beta =15`$ to make $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ somewhat heavier than $`\stackrel{~}{\tau }_1`$, with other parameters as before. In Fig. 6 we show a) relevant sparticle masses, and b) cross sections for the main sparticle production mechanisms versus $`\mathrm{\Lambda }`$. For $`\mathrm{\Lambda }30`$ TeV, $`m_{\stackrel{~}{\tau }_1}m_{\stackrel{~}{Z}_1}`$ but for $`\mathrm{\Lambda }32`$ TeV, $`\stackrel{~}{Z}_1\tau \stackrel{~}{\tau }_1`$ is kinematically forbidden, and $`\stackrel{~}{Z}_1`$ would decay via the four body decay $`\stackrel{~}{Z}_1\nu _\tau \stackrel{~}{\tau }_1W^{}`$ (which is not yet included in ISAJET) or via its photon mode considered above. In our study, we only consider $`\mathrm{\Lambda }35`$ TeV, the region safe from LEP constraints. Gluinos and squarks are then too heavy to be produced at the Tevatron, and sparticle production is dominated by chargino, neutralino and, to a lesser extent, slepton pair production. The two body decay $`\stackrel{~}{W}_1\stackrel{~}{\tau }_1\nu `$ is always accessible, while the decay $`\stackrel{~}{W}_1W\stackrel{~}{Z}_1`$ becomes significant only for $`\mathrm{\Lambda }45`$ TeV ($`m_{\stackrel{~}{W}_1}210`$ GeV). The branching fraction for $`\stackrel{~}{Z}_2`$ decays are shown in Fig. 7a. We see that $`\stackrel{~}{Z}_2`$ decays via $`\stackrel{~}{\tau }_1\tau `$ with a branching fraction that exceeds 0.5 if $`m_{\stackrel{~}{Z}_2}300`$ GeV, and further that branching fractions for $`\stackrel{~}{Z}_2\stackrel{~}{\mathrm{}}_1\mathrm{}`$ ($`\mathrm{}=e,\mu `$) are not negligible. For the value of $`\mathrm{tan}\beta `$ in this Figure, the decay $`\stackrel{~}{Z}_2\stackrel{~}{Z}_1h`$ is only important for relatively large values of $`\mathrm{\Lambda }`$. The lightest neutralino $`\stackrel{~}{Z}_1`$ mainly decays via $`\stackrel{~}{Z}_1\stackrel{~}{\tau }_1\tau `$, though for large enough values of $`\mathrm{\Lambda }`$ its decay to sleptons of other families may also be significant. The decay pattern of the lighter selectron and smuon are illustrated in Fig. 7b. For small values of $`\mathrm{\Lambda }`$ (Region 2 of Fig. 1), the decay $`\stackrel{~}{\mathrm{}}_1\mathrm{}\stackrel{~}{Z}_1`$ is kinematically allowed and dominates. For larger values of $`\mathrm{\Lambda }`$ (Region 4 of Fig. 1), where this channel is closed, the neutralino is virtual and $`\stackrel{~}{\mathrm{}}_1^{}\stackrel{~}{\tau }_1^+\mathrm{}^{}\tau ^{}`$ or $`\stackrel{~}{\mathrm{}}_1^{}\stackrel{~}{\tau }_1^{}\mathrm{}^{}\tau ^+`$. These decays dominate the decay $`\stackrel{~}{\mathrm{}}_1\mathrm{}\stackrel{~}{G}`$. The upshot of these decay patterns is that SUSY events may contain several tau leptons from sparticle cascade decays. At the very least, each event will contain a pair of $`\tau `$s (in addition to other leptons, jets and $`\overline{)}E_T`$) from $`\stackrel{~}{\tau }_1`$ produced at the end of the decay cascade. It is worthwhile to note that the two $`\tau `$s could easily have the same sign of electric charge. The observability of SUSY realized as in this scenario thus depends on the capability of experiments to identify hadronically decaying tau leptons, and further, to distinguish these from QCD jets. Following the same logic as in the $`n_5=1`$ case above, we now classify SUSY events by the number of identified taus, and further separate them into jetty and clean event topologies labelled by the number of isolated leptons ($`e`$ and $`\mu `$). It should be remembered that the efficiency for identifying taus is expected to be smaller than for identifying photons – first, the tau has to decay hadronically, and then the hadronic decay products have to form a jet. In our analysis, in addition to the basic acceptance cuts discussed in Section II, we require $`\overline{)}E_T30`$ GeV together with at least one of the following which serve as a trigger for the events: * one lepton with $`p_T(\mathrm{})20`$ GeV, * two leptons each with $`p_T(\mathrm{})10`$ GeV, * $`\overline{)}E_T35`$ GeV. In addition, we also impose the additional requirements: * a veto on opposite sign, same flavor dilepton events with $`M_Z10\mathrm{GeV}m(\mathrm{}\overline{\mathrm{}})M_Z+10\mathrm{GeV}`$ to remove backgrounds from $`WZ`$ and $`ZZ`$ and high $`p_T`$ $`Z`$ production, and * for dilepton events, require $`\mathrm{\Delta }\varphi (\mathrm{}\overline{\mathrm{}^{}})150^{}`$ ($`\mathrm{},\mathrm{}^{}=e,\mu ,\tau `$) to remove backgrounds from $`Z\tau \overline{\tau }`$ events. The dominant physics sources of SM backgrounds to $`n`$-jet + $`m`$-leptons + $`\overline{)}E_T`$ events, possibly containing additional taus, are $`W`$, $`\gamma ^{}`$ or $`Z`$ \+ jet production, $`t\overline{t}`$ production and vector boson pair production. Instrumental backgrounds that we have attempted to estimate are $`\overline{)}E_T`$ from mismeasurement of jet energy and mis-identification of QCD jets as taus. We have checked that even after these cuts and triggers, SM backgrounds from $`W`$ production swamp the signal in channels with no leptons or just one identified lepton ($`e`$, $`\mu `$ or $`\tau `$). The former is the canonical $`\overline{)}E_T`$ signal, which after optimizing cuts, may be observable at Run 2 if gluinos are lighter than $`400`$ GeV. We do not expect that this signal from gluino and squark production will be detectable since even for $`\mathrm{\Lambda }=35`$ TeV, $`m_{\stackrel{~}{g}}=578`$ GeV with squarks somewhat heavier. For this reason, and because there are large single lepton backgrounds from $`W`$ production, we focus on signals with two or more leptons in our study. Also, because the presence of $`\tau `$’s is the hallmark of this scenario, we mostly concentrate on leptonic events with at least one identified $`\tau `$. We begin by considering the signal and background cross sections for clean events. These are shown in Table I. Events are classified first by the number of identified taus, and then by the lepton multiplicity; the $`C`$ in the topology column denotes “clean” events. For each topology, the first row of numbers denotes the cross sections after the basic acceptance cuts and trigger requirements along with the $`Z`$ veto and the $`\mathrm{\Delta }\varphi `$ cut discussed above. We see that there is still a substantial background in several of the multilepton channels. This background can be strongly suppressed, with modest loss of signal by imposing an additional requirement, * $`p_{Tvis}(\tau _1)40`$ GeV, on the visible energy of the hardest tau in events with at least one identified tau. In the background, the $`\tau `$s typically come from vector boson decays, while in the signal a substantial fraction of these come from the direct decays of charginos and neutralinos that are substantially heavier than $`M_Z`$ (remember even $`m_{\stackrel{~}{Z}_1}=103`$ (132) GeV for $`\mathrm{\Lambda }=40`$ (50) TeV): thus signal taus pass this cut more easily. A few points about this Table are worth mentioning. 1. The signal cross sections in each channel are at most a few $`fb`$, and with an integrated luminosity of 2 $`fb^1`$, the individual signals are below the $`5\sigma `$ level even for $`\mathrm{\Lambda }=40`$ TeV. For the integrated luminosity expected in Run II of the MI we will be forced to add the signal in various channels and see if this inclusive signal is observable. 2. The sum of the signal in all the channels in Table I, except the $`1\tau 1\mathrm{}`$ channel which has a very large background, is shown in the next two rows both with and without the $`p_T`$ cut on the $`\tau `$, while in the last two rows we list $`\sigma (sig)/\sqrt{\sigma (back)}`$. We see that a somewhat better significance is obtained after the $`p_{Tvis}(\tau _1)40`$ GeV cut. 3. We see that the inclusive SUSY signal in the clean channels for the $`\mathrm{\Lambda }=40`$ TeV case should be detectable with the Run II integrated luminosity, whereas for the $`\mathrm{\Lambda }=50`$ TeV case an integrated luminosity of 12 $`fb^1`$ is needed for a 5$`\sigma `$ signal. 4. We caution the reader that about 25-30% of the $`\tau `$ background comes from mis-tagging QCD jets as taus (except, of course, for the $`W`$ backgrounds and the backgrounds in the $`C2\tau \mathrm{}`$ channels which are almost exclusively from these fake taus). Thus our estimate of the background level is somewhat sensitive to the $`\tau `$ faking algorithm we have used. The signal, on the other hand, almost always contains only real $`\tau `$s, so that improving the discrimination between $`\tau `$ and QCD jets will lead to an increase in the projected reach of these experiments. 5. In some channels the background is completely dominated by fake taus. For instance, after the $`p_{Tvis}(\tau )`$ cut, the $`C1\tau 1\mathrm{}`$ background from $`W`$ sources of just real taus is only 1.9 $`fb`$, while the signal and other backgrounds remain essentially unaltered from the cross sections in Table I. Thus if fake $`\tau `$ backgrounds can be greatly reduced, it may be possible to see a signal via other channels. Next, we turn to jetty signals for Model Line B. Cross sections for selected signal topologies together with SM backgrounds after the $`p_T(\tau _1)40`$ GeV cut are shown in Table II. The other topologies appear to suffer from large SM backgrounds and we have not included them here. The following features are worth nothing. 1. We see that Model Line B results in smaller cross sections in jetty channels. This should not be surprising since electroweak production of charginos, neutralinos and sleptons are the dominant SUSY processes, and because staus are light, branching fractions for hadronic decays of $`\stackrel{~}{W}_1`$ and $`\stackrel{~}{Z}_{1,2}`$ tend to be suppressed. 2. We see from Table II that with the present set of cuts, not only is the signal below the level of observability in any one of the channels, but also that the inclusive signal is not expected to be observable at the MI even for the $`\mathrm{\Lambda }=40`$ TeV case. With an integrated luminosity of 25 $`fb^1`$ the signal for the $`\mathrm{\Lambda }=50`$ TeV case is observable at the $`6\sigma `$ level. 3. As for the clean lepton case, a significant portion of the background comes from QCD jets faking a tau. The fraction of events with a fake tau varies from channel to channel, but for the $`2\tau 1\mathrm{}`$ channel in Table II almost 60% of the background (in contrast to essentially none of the signal) involves at least one fake $`\tau `$. 4. A major background to the jetty signal comes from $`t\overline{t}`$ production. To see if we could enhance the signal relative to this background we tried to impose additional cuts to selectively reduce the top background. Since top events are expected to contain hard jets, we first tried to require $`E_T(j)50`$ GeV. We also, independently, tried vetoing events where the invariant mass of all jets exceeded 70 GeV. While both attempts lead to an improvement of the signal to background ratio, the statistical significance of the signal is not improved (and is even degraded) by these additional cuts. We do not present details about this for the sake of brevity. It may be possible to reduce the top background by vetoing events with tagged $`b`$-jets, but we have not attempted to do so here. For Model Line B, it appears that experiments at the MI should be able to probe $`\mathrm{\Lambda }`$ values up to just beyond 40 TeV in the inclusive clean multilepton channels. It appears, however, that it will be essential to sum up several channels to obtain a signal at the $`5\sigma `$ level. Confirmatory signals in inclusive jetty channels may be observable at the $`3.7\sigma `$ level. Of course, for an integrated luminosity of 25 $`fb^1`$ it may be possible to probe $`\mathrm{\Lambda }=50`$ TeV even in the unfavoured jetty channels, and somewhat beyond in the clean channels. The situation is summarized in Fig. 8 where we show the signal cross sections summed over the selected channels for events without jets (dashed) and for events with jets (solid). The horizontal lines denote the minimum cross section needed for the signal to be observable at the $`5\sigma `$ level, for the two assumptions about the integrated luminosity. We note that, in some channels, a susbtantial fraction of background events come from QCD jets faking a tau — our assessment of the Run II reach is thus sensitive to our modelling of this jet mis-tag rate. By the same token, if this rate can be reduced, the reach may be somewhat increased. Finally, we remark that even though it appears that the range of parameters that is accessible to experiments at the MI is very limited ($`\mathrm{\Lambda }42`$ TeV), these parameters correspond to charginos as heavy as 192 GeV and gluinos and squarks around 700 GeV. ### C Model Line C: The co-NLSP Scenario This scenario can simply be obtained by choosing parameters in Regions 3 of Fig. 1, so that $`\stackrel{~}{e}_1`$, $`\stackrel{~}{\mu }_1`$ and $`\stackrel{~}{\tau }_1`$ are all approximately degenerate, and $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ cannot decay to $`\stackrel{~}{\tau }_1`$. Here, we choose $`n_5=3`$ and $`\mathrm{tan}\beta =3`$ with other parameters as before. In Fig. 9 we show a) relevant sparticle masses, and b) cross sections for the main sparticle production mechanisms at the Tevatron versus $`\mathrm{\Lambda }`$. Aside from the fact that lighter sleptons of all three flavours have essentially the same mass, the main difference from the earlier model lines that we have studied is that, while charginos and neutralinos dominate for lower values of $`\mathrm{\Lambda }`$, slepton pair production is the dominant production mechanism for $`\mathrm{\Lambda }40`$ TeV (corresponding to $`m_\stackrel{~}{\mathrm{}}125`$ GeV). In Fig. 10 we show the branching fractions for a) chargino, and b) neutralino decays versus $`\mathrm{\Lambda }`$. For small $`\mathrm{\Lambda }`$ in frame a), charginos dominantly decay via $`\stackrel{~}{W}_1\stackrel{~}{\tau }_1\nu _\tau `$ since the corresponding decays to smuons and selectrons are suppressed by the lepton Yukawa coupling. As $`\mathrm{\Lambda }`$ increases, decays to sneutrinos and the heavier (dominantly left-handed) sleptons become accessible. Since these occur via (essentially unsuppressed) gauge interactions, these rapidly dominate the decay to $`\stackrel{~}{\tau }_1`$. The decay $`\stackrel{~}{W}_1\stackrel{~}{Z}_1W`$ also becomes significant for $`m_{\stackrel{~}{W}_1}200`$ GeV. Turning to $`\stackrel{~}{Z}_2`$ decays shown in frame b), we see that these dominantly decay to sleptons with branching fractions more or less independent of the lepton flavour. Again, since $`\stackrel{~}{Z}_2`$ is dominantly an $`SU(2)`$ gaugino, decays to the heavier (dominantly left-handed) sleptons and sneutrinos dominate when these are kinematically unsuppressed. The branching fraction for the decay $`\stackrel{~}{Z}_2\stackrel{~}{Z}_1h`$ is also significant. From the plot of sparticle masses in Fig. 9a, we see that the heavier charged sleptons and sneutrinos decay via $`\stackrel{~}{f}_2f\stackrel{~}{Z}_1`$ while $`\stackrel{~}{f}_1f\stackrel{~}{G}`$ ($`f=\mathrm{},\nu `$). The lightest neutralino decays via $`\stackrel{~}{Z}_1\stackrel{~}{\mathrm{}}_1\mathrm{}`$ with branching fractions essentially independent of the lepton flavour. The bottom line of these decay patterns is that even though $`\stackrel{~}{\tau }_1`$ is strictly speaking the NLSP, we expect a large multiplicity of isolated leptons ($`e`$ and $`\mu `$) from sparticle production at colliders. This is because all flavours of sleptons are roughly equally produced in SUSY cascade decays, and decays of $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ do not involve a stau at an intermediate stage. This is illustrated in Fig. 11 for $`\mathrm{\Lambda }=30`$ TeV and $`\mathrm{\Lambda }=40`$ TeV, where we show the multiplicity distributions for both $`n_e+n_\mu `$ and $`n_e+n_\mu +n_\tau `$, for events satisfying the basic acceptance cuts (see Section II) and trigger conditions, but not the additional requirements described in the Section IIIB. We see that while the lepton multiplicity is largest for two leptons (due to production of $`\mathrm{}_R`$ pairs), a very sizeable fraction of signal events have both $`n_e+n_\mu `$ and $`n_e+n_\mu +n_\tau 4`$ for which backgrounds from SM sources, shown in Table III, are very small. Here, for the $`n_e+n_\mu +n_\tau 4`$ background sample, we found that all the background events that passed the cuts automatically satisfied $`n_e+n_\mu 2`$. We also impose this requirement, which should facilitate triggering on these events even without a $`\tau `$ trigger, on the signal . In our simulation we found that the background from $`W`$ and $`Z`$ plus jet production, as well as $`t\overline{t}`$ production are negligible. We see that the $`4`$-lepton background is an order of magnitude smaller than the corresponding $`3\mathrm{}`$ backgrounds in Tables I and II (even though the cuts there are more stringent than in Table III). In contrast, for the signal we see from Fig. 11 that the rate for 3$`\mathrm{}`$ events is much smaller than that for $`4\mathrm{}`$ events. Thus the $`4\mathrm{}`$ channel offers the best hope for detection of the SUSY signal for model line C. The SUSY reach for the co-NLSP model line is illustrated in Fig. 12 where we show the signal cross section versus $`\mathrm{\Lambda }`$ for inclusive events with $`n_e+n_\mu 4`$ (dashed) and $`n_e+n_\mu +n_\tau 4`$ (solid) where we require, in addition, $`n_e+n_\mu 2`$. Here we have summed the cross section for events with and without jets as this offers the greatest reach. The corresponding horizontal lines denote the levels where the signal will be just detectable at the ‘$`5\sigma `$ level’ (with a minumum of at least five events) at the MI and at the proposed TeV33 upgrade. We observe the following. * With an integrated luminosity of 2 $`fb^1`$, the signal is rate-limited in the $`n_e+n_\mu 4`$ channel, and experiments at the MI should be able to probe $`\mathrm{\Lambda }`$ out to about 45 TeV (corresponding to charginos heavier than 300 GeV) if we require a minimum signal level of five events. Including taus increases the signal but also increases the background so that the reach is only marginally improved. Since this background largely comes from tau mis-identification, it should be kept in mind that our projection for the reach via the $`n_e+n_\mu +n_\tau 4`$ channel is somewhat dependent on our simulation of this. * For an integrated luminosity of 25 $`fb^1`$ we see that the projected increase in the background in the channel that includes taus actually leads to a reduction of the reach, and the greatest reach is obtained via events with $`n_e+n_\mu 4`$ leptons for which the background is very small. In our assessment of this reach we have assumed that backgrounds from hadrons or jets mis-identified $`e`$s and $`\mu `$s are negligible. The reach of TeV33 experiments should then extend to $`\mathrm{\Lambda }55`$ TeV which corresponds to $`m_{\stackrel{~}{W}_1}(m_{\stackrel{~}{g}})400(1200)`$ GeV! * Although we have not shown this here, we have checked that the same sign dilepton channel does not yield a better reach than the 4$`\mathrm{}`$ channel just discussed. Typically, cross sections in this channel are about 10-25% of the total dilepton cross section in Fig. 11 whereas SM backgrounds (with just the basic cuts and triggers) are in the several $`fb`$ range. ### D Model Line D: The Higgsino NLSP scenario Within the GMSB framework described above, the value of $`\|\mu \|`$ that we obtain tends to be considerably larger than $`M_1`$ and $`M_2`$, so that the lightest neutralino is dominantly a gaugino (more specifically a bino, since $`M_1\frac{1}{2}M_2`$). This is indeed the case for the three model lines examined above. Motivated by the fact that the phenomenology is very sensitive to the nature of the NLSP, we have examined a non-minimal scenario where we alter the ratio of $`\|\mu \|/M_1`$ by hand from its model value, and fix a small value of $`\|\mu \|`$ so that the NLSP is mainly Higgsino-like. We do not attempt to construct a theoretical framework which realizes such a scenario, but only mention that the additional interactions needed to generate $`\mu `$ and also the $`B`$-parameter in this framework could conceivably alter the relation between $`\mu `$ and the gaugino masses. With this in mind, we use ISAJET to simulate a light Higgsino scenario where we take $`n_5=2`$, $`\mathrm{tan}\beta =3`$, $`M/\mathrm{\Lambda }=3`$, $`C_{grav}=1`$ but fix $`\mu =\frac{3}{4}M_1`$ rather than the value obtained from radiative electroweak symmetry breaking. In practice, we do so by using the weak scale parameters obtained using the GMSB model in ISAJET as input parameters for the MSSM model, except that we use $`\mu =\frac{3}{4}M_1`$ at this juncture. For this ‘small $`\mu `$’ scenario we expect that the two lightest neutralino and the lighter chargino will be Higgsino-like and close in mass, while the heavier charginos and neutralinos will be gaugino-like. The resulting spectrum is shown in Fig. 13a. Indeed we see that $`\stackrel{~}{Z}_1`$ is the NLSP over the entire parameter range shown, and that $`\stackrel{~}{Z}_2`$ and $`\stackrel{~}{W}_1`$ are generally only 20-30 GeV heavier. As a result, the fermions from $`\stackrel{~}{W}_1`$ and $`\stackrel{~}{Z}_2`$ decays to $`\stackrel{~}{Z}_1`$ will be rather soft. Slepton masses are essentially family-independent because $`\mathrm{tan}\beta `$ is small. The lighter Higgs boson mass is just above 100 GeV, independent of $`\mathrm{\Lambda }`$. Sparticle production at the Tevatron is dominated by the production of these Higgsino-like charginos and neutralinos as can be seen in Fig. 13b. An important difference between this case and chargino and neutralino production in the model lines examined above is that $`\stackrel{~}{W}_1\stackrel{~}{Z}_1`$ and $`\stackrel{~}{Z}_1\stackrel{~}{Z}_2`$ production is also substantial. For a fixed chargino mass, however, the sparticle production cross section is somewhat smaller for model line C than it is for the other model lines. We have already noted that fermions from the decays $`\stackrel{~}{W}_1f\overline{f^{}}\stackrel{~}{Z}_1`$ and $`\stackrel{~}{Z}_2f\overline{f}\stackrel{~}{Z}_1`$ are generally expected to be soft so that signatures for $`\stackrel{~}{Z}_i\stackrel{~}{Z}_j`$ or $`\stackrel{~}{Z}_i\stackrel{~}{W}_j`$ production will closely resemble those for $`\stackrel{~}{Z}_1\stackrel{~}{Z}_1`$ production. In other words, sparticle signatures in such a scenario will be mainly determined by the $`\stackrel{~}{Z}_1`$ decay pattern shown in Fig. 14. For small values of $`\mathrm{\Lambda }`$, $`\stackrel{~}{Z}_1\stackrel{~}{G}\gamma `$. As $`\mathrm{\Lambda }`$ increases, the decays $`\stackrel{~}{Z}_1\stackrel{~}{G}Z`$ and $`\stackrel{~}{Z}_1\stackrel{~}{G}h`$ become kinematically accessible, and the branching fraction for the photon decay becomes unimportant, while the decay to the Higgs boson becomes dominant. This is in sharp contrast to the gaugino NLSP case where the decay to the Higgs scalar is strongly suppressed. For small values of $`\mathrm{\Lambda }`$ (where $`\stackrel{~}{Z}_1`$ mainly decays to via $`\stackrel{~}{Z}_1\stackrel{~}{G}\gamma `$), the strategy for extracting the SUSY signal is as for model line A; i.e. to look for inclusive 2$`\gamma +\overline{)}E_T`$ events. If we adopt the conservative background level of 1 $`fb`$ as in this study, a ‘$`5\sigma `$’ reach is obtained at the MI (TeV33) provided the signal cross section exceeds 3.5 $`fb`$ (1 $`fb`$). These levels are shown as the horizontal dashed lines in Fig. 15 while the corresponding signal is shown by the curve labelled $`\sigma (\gamma \gamma )`$. We see that at MI (TeV33) experiments should be able to probe $`\mathrm{\Lambda }`$ values out to about 80 TeV (90 TeV) corresponding to $`m_{\stackrel{~}{W}_1}165`$ GeV (180 GeV) via a search for $`\gamma \gamma +\overline{)}E_T`$ events. For larger values of $`\mathrm{\Lambda }`$, the NLSP dominantly decays via $`\stackrel{~}{Z}_1\stackrel{~}{G}h`$ and the di-photon signal drops sharply. In this case, since $`h`$ mainly decays via $`hb\overline{b}`$, the SUSY signal, which can contain up to four $`b`$-quarks, will be characterized by multiple tagged $`b`$-jet plus $`\overline{)}E_T`$ events, which may also contain other jets, leptons and possibly photons (if one of the NLSPs decays via the photon mode). The dominant SM background to multi-$`b`$ events presumably comes from $`t\overline{t}`$ production and is shown in Table IV, where we have also shown the signal cross section for $`\mathrm{\Lambda }=100`$ TeV. For events with one or two tagged $`b`$-jets, the $`t\overline{t}`$ backgrounds come when the $`b`$s from $`t`$ decay are tagged; i.e. the rate for events where other jets are mis-tagged as $`b`$’s is just a few percent. This is also true for signal events. On the other hand, in the $`3b`$ channel at least one of the tagged $`b`$s in the $`t\overline{t}`$ background has to come from a $`c`$ or light quark or gluon jet that is misidentified as a $`b`$-jet, or from an additional $`b`$ produced by QCD radiation. This is not, however, the case for signal events which contain up to four $`b`$-jets. In each of the last two columns of Table IV where we show the top background and the SUSY signal, we present two numbers: the first of these is the cross section when all the tagged jets come from real $`b`$’s, while the second number in parenthesis is the cross section including $`c`$ and light quark or gluon jets that are mistagged as $`b`$. Indeed we see that the bulk of the $`3b`$ background is reducible and comes from mistagging jets, whereas the signal is essentially all from real $`b`$s. It is clear from Table IV that the best signal to background ratio is obtained for events with $`3b`$-jets. Our detailed analysis shows that although the signal cross section is rather small, $`3b`$-channel with a lepton veto (since top events with large $`\overline{)}E_T`$ typically contain leptons) offers the best hope for identifying the signal above SM backgrounds. We see that the signal is of similar magnitude as the background for $`\mathrm{\Lambda }=100`$ TeV, a point beyond the reach via the $`\gamma \gamma `$ channel. To further enhance the signal relative to the background we impose the additional cuts, * $`\overline{)}E_T60`$ GeV, and * 60 GeV $`m_{bb}140`$ GeV for at least one pair of tagged $`b`$-jets in the event. The first of these reduces the signal from 2.7 $`fb`$ to 2.1 $`fb`$ while the background is cut by more than half to 3.4 $`fb`$. The mass cut was motivated by the fact that in these models, at least one pair of tagged $`b`$’s comes via $`hbb`$ decay, with $`m_h100`$ GeV, while the $`b`$’s from top decay form a continuum. We found, however, that this cut leads to only a marginal improvement in the statistical significance and the signal to background ratio. We traced this to the fact that, because of top event kinematics, one $`b`$-pair is likely to fall in the ‘Higgs mass window’. Reducing this window to $`100\pm 20`$ GeV leads to a slightly improved S/B but leads to too much loss of signal to improve the significance. The signal cross section via the $`3b`$ channel after the basic cuts as well as the additional $`\overline{)}E_T`$ and $`m_{bb}`$ cuts introduced above is shown by the solid curve labelled $`hbb`$ in Fig. 15. For small values of $`\mathrm{\Lambda }`$, the signal is small because of the reduction in the branching fraction for $`\stackrel{~}{Z}_1h\stackrel{~}{G}`$ decay. The corresponding dashed lines shows the minimum cross section for a signal to be observable at the $`5\sigma `$ level at the MI and at TeV33. We see that, at the MI, there will be no observable signal in this channel. In fact, even for the $`\mathrm{\Lambda }`$ value corresponding to the largest signal the statistical significance is barely $`2\sigma `$, so that a non-observation of a signal will not even allow exclusion of this model line at the 95% CL. With 25 $`fb^1`$ of integrated luminosity, the signal exceeds the $`5\sigma `$ level for 82 TeV $`\mathrm{\Lambda }105`$ TeV (corresponding to $`m_{\stackrel{~}{W}_1}m_{\stackrel{~}{Z}_1}m_{\stackrel{~}{Z}_2}220`$ GeV), and somewhat extends the reach obtained via the $`\gamma \gamma `$ channel. Furthermore there appears to be no window between the upper limit of the $`\gamma \gamma `$ channel and the lower limit of the $`3b`$-channel. A few points are worth noting. 1. Since the background dominantly comes from events where a $`c`$ or light quark or gluon jet is mis-tagged as a $`b`$-jet, the reach via the $`3b`$ channel is very sensitive to our assumptions about the $`b`$ mis-tag rate. Indeed, if the mis-tag rate is twice as big as we have assumed, there will be no reach in this channel even at TeV33. 2. The $`3b`$ signal starts to become observable for $`\mathrm{\Lambda }80`$ TeV where the branching fraction for the decay $`\stackrel{~}{Z}_1h\stackrel{~}{G}`$ becomes comparable to that for the decay $`\stackrel{~}{Z}_1\gamma \stackrel{~}{G}`$. The value of $`\mathrm{\Lambda }`$ for which the Higgs decay of the neutralino becomes dominant depends on $`m_h`$, which in turn is sensitive to $`\mathrm{tan}\beta `$. 3. Although we have not shown it here, signals involving $`b`$-jets together with additional photons or $`Z`$ bosons identified via their leptonic decays have very small cross sections and appear unlikely to be detectable even for $`\mathrm{\Lambda }100`$ TeV. Despite the fact that the top background alone is 50 to several hundred times larger than the SUSY signal in all relevant one and two tagged $`b`$ plus multilepton channels in Table IV, we have examined whether it was possible to separate the signal from the background. We focussed on the $`2b+0\mathrm{}`$ signal which has the best $`S/B`$ ratio, and required in addition that $`\overline{)}E_T60`$ GeV (which reduces the background by almost 50% with about a 20% loss of signal) and further 60 GeV $`m_{bb}`$ 140 GeV (which reduces the background by another factor of half with a loss of 25% of the signal) . We found, however, that the signal is below the 5$`\sigma `$ level over essentially the entire range of $`\mathrm{\Lambda }`$ even at TeV33: only for $`\mathrm{\Lambda }=80\pm 5`$ TeV does the signal cross section exceed this $`5\sigma `$ level of 7.7 fb. Moreover the $`S/B`$ ratio never exceeds about 15% which falls below our detectability criterion $`S/B20`$%. We found that while it is possible to improve the $`S/B`$ ratio via additional cuts, these typically degrade the statistical significance of the signal. We thus conclude that for model line D, there will be no observable signal in the $`2b`$ channel even at TeV33. Before closing this discussion, it seems worth noting that we should interpret the reach in Fig. 15 with some care, because unlike in the study of model lines A, B and C, we do not really have a well-motivated underlying theory (that gives a Higgsino NLSP). We realized this by arbitrarily taking $`\mu =\frac{3}{4}M_1`$. The NLSP decay pattern, and hence the precise value of the reach, would depend on this choice which should be regarded as illustrative. In general, however, for the Higgsino NLSP model line, the coupling of the NLSP to Higgs bosons is substantial so that the branching fraction for the decay $`\stackrel{~}{Z}_1h\stackrel{~}{G}`$ becomes large when this decay is not kinematically suppressed. For small values of $`\mathrm{\Lambda }`$, such that the NLSP can only decay via $`\stackrel{~}{Z}_1\gamma \stackrel{~}{G}`$, SUSY signals should be readily observable in the $`\gamma \gamma +\overline{)}E_T`$ channel; once the NLSP decay to $`h`$ begins to dominate, the cross section for diphoton events becomes unobservably small, and the SUSY signal mainly manifests itself as multiple $`b`$ events which have large backgrounds from $`t\overline{t}`$ production. The most promising way to search for SUSY then seems to be via $`\overline{)}E_T`$ events with $`3`$ tagged $`b`$-jets but for a search in this channel an integrated luminosity of 25 $`fb^1`$ appears essential. A signal that extends the reach beyond that in the $`\gamma \gamma `$ channel is possible provided experiments are able to reduce the background from mis-tagged charm (light quark or gluon) jets to below 5% (0.2%). ## IV Summary and Concluding Remarks The GMSB framework provides a phenomenologically viable alternative to the mSUGRA model. The novel feature of this framework is that SUSY breaking may be a low energy phenomenon. In this case, the gravitino is by far the lightest sparticle, and the NLSP decays within the detector into a gravitino and SM sparticles. Sparticle signals, and hence the reach of experimental facilities, are then sensitive to the identity of the NLSP. In this paper, we have examined signals for supersymmetric particle production at the Tevatron, and evaluated the SUSY reach of experiments at the MI or at the proposed TeV33 within the GMSB framework. In our study, we consider four different model lines, each of which lead to qualitatively different experimental signatures. We use the event generator to simulate experimental conditions at the Tevatron, and for each model line, we have identified additional cuts that serve to enhance the SUSY signal over SM backgrounds. We assume the NLSP decay is prompt. This is a conservative assumption in that we do not make use of a displaced vertex to enhance the signal over SM background. For the first of these model lines, labelled A, the NLSP is mainly a hypercharge gaugino and dominantly decays via $`\stackrel{~}{Z}_1\stackrel{~}{G}\gamma `$, so that SUSY will lead to extremely striking events with multiple jets with hard leptons and large $`\overline{)}E_T`$ and up to two hard, isolated photons, with cross sections (after all cuts) shown in Fig. 4. The physics background to the $`\gamma \gamma `$ event topologies is very small, and detector-dependent instrumental backgrounds (such as from jets being mis-identified as photons or leptons, or large mismeasurement of transverse energies) dominate . Even with a conservative estimate of 1 $`fb`$ for the background cross section, experiments at the MI (TeV33) should be able to probe values of the model parameter $`\mathrm{\Lambda }`$ out to 110 TeV (130 TeV). If we optimistically assume that this background can be reduced to a negligible level by hardening the cuts on the photons and $`\overline{)}E_T`$, we find a reach as high as $`\mathrm{\Lambda }118`$ TeV (corresponding to a gluino of 950 GeV) at the MI and of 145 TeV at TeV33. For this model line, the $`\mathrm{}\mathrm{}\gamma \gamma +\overline{)}E_T`$ signal from slepton pair production may be observable at TeV33 even if sleptons are as heavy as 180 GeV. In model line B, the lighter stau is the NLSP, and heavier sparticles cascade decayed down to the stau, which then decays via $`\stackrel{~}{\tau }_1\tau \stackrel{~}{G}`$. The presence of isolated tau leptons , in addition to jets and other leptons is the hallmark of such a scenario. We found, however, that in some channels, the background from misidentification of QCD jets as $`\tau `$ completely swamp the physics backgrounds, making it very difficult to detect the signal (see e.g. the $`C1\tau 1\mathrm{}`$ channel in Table I) in this channel. We conclude that unless $`\tau `$ misidentification can be greatly reduced from what we have assumed, SUSY will only be detectable via channels with at least three leptons ($`e,\mu `$ and $`\tau `$) for which the cross sections are individually small, and then, only by summing the signal in several channels. Even here, backgrounds from mis-identified taus are significant. Our assessment of the reach is shown in Fig. 8. We see that at the MI the clean multilepton channel offers the best reach, out to $`\mathrm{\Lambda }=42`$ GeV (corresponding to $`m_{\stackrel{~}{W}_1}=192`$ GeV and squarks and gluinos as heavy as 700 GeV), while at TeV33, the reach may be extended out to $`\mathrm{\Lambda }`$ values somewhat beyond 50 TeV ($`m_{\stackrel{~}{g}}800`$ GeV). In model line C, the lighter stau is again the NLSP but the lighter selectron and smuon are essentially degenerate with it, so that $`\stackrel{~}{e}_1`$ and $`\stackrel{~}{\mu }_1`$ cannot decay into a tau; i.e. these decay into a gravitino and a corresponding lepton. Since cascade decays of sparticles are equally likely to terminate in each flavour of slepton, we expect that this model line will lead to very large multiplicities of $`e`$, $`\mu `$ and $`\tau `$ in SUSY events. Indeed we found that the optimal strategy in this case was to search for events with $`n_e+n_\mu 4`$ or $`n_e+n_\mu +n_\tau 4`$ with $`n_e+n_\mu 2`$. The reach is shown in Fig. 12. We see that at the MI, there should be observable signals out to $`\mathrm{\Lambda }=45`$ TeV while at TeV33 $`\mathrm{\Lambda }`$ values as high as 55 TeV should be observable. These correspond to a gluino (chargino) mass of 1000 (320) GeV and 1200 (400) GeV, respectively! Finally, we have examined an unorthodox model line where, by hand, we adjust the value of $`\mu `$ to be smaller than the value of the hypercharge gaugino mass $`M_1`$. This leads to an NLSP which is dominantly a Higgsino. Furthermore, $`m_{\stackrel{~}{W}_1}m_{\stackrel{~}{Z}_2}m_{\stackrel{~}{Z}_1}`$ so that the fermions from $`\stackrel{~}{W}_1`$ and $`\stackrel{~}{Z}_2`$ decays to $`\stackrel{~}{Z}_1`$ are soft, and SUSY event topologies are largely determined by the decay pattern of $`\stackrel{~}{Z}_1`$. For small values of $`\mathrm{\Lambda }`$ for which the NLSP can only decay via $`\stackrel{~}{Z}_1\gamma \stackrel{~}{G}`$, the signal is readily observable in the $`\gamma \gamma +\overline{)}E_T`$ channel. However, once the NLSP decay to $`h`$ begins to dominate, SUSY mainly manifests itself as multiple $`b`$ events which have large backgrounds from $`t\overline{t}`$ production. The most promising way to search for SUSY then seems to be via $`\overline{)}E_T`$ events with $`3`$ tagged $`b`$-jets and zero leptons. For a search in this channel, an integrated luminosity of $``$25 $`fb^1`$ appears essential. A signal that extends the reach beyond that in the $`\gamma \gamma `$ channel is possible provided experiments are able to reduce the background from mis-tagged charm (light quark or gluon) jets to below 5% (0.2%). The reach for model line D is shown in Fig. 15, but it should be kept in mind that the details of this figure will be sensitive to our assumption about $`\mu `$. To conclude, in GMSB models signals for SUSY events will be quantitatively and qualitatively different from those in the mSUGRA framework. This is primarily because a neutralino NLSP decays into a photon, a $`Z`$ boson or a Higgs boson and a gravitino, or sparticles cascade decay to a slepton NLSP which decays to leptons and a gravitino: these additional bosons (or their visible decay products), or leptons from slepton NLSP decays, often provide an additional handle which may be used to enhance the signal over SM background. Although we have not performed an exhaustive parameter scan, for the model lines that we studied we found that the SUSY reach (as measured in terms of the mass of the dominantly produced sparticles) is at least as big, and frequently larger than in the mSUGRA framework. For some cases, this conclusion depend on the capability of experiments to identify $`\tau `$ leptons and $`b`$-quarks with moderately high efficiency and purity. In view of the diversity of signals that appear possible for just this one class of models, we encourage our experimental colleagues to be in readiness for tagging third generation particles as they embark on the search for new phenomena in Run II of the Tevatron. ###### Acknowledgements. We are grateful to our colleagues in the Gauge-mediated SUSY breaking Group of the Run II SUSY and Higgs Workshop, especially Steve Martin, Scott Thomas, Ray Culbertson and Jianming Qian for sharing their insights. Model lines I and II were first studied at this Workshop. We thank Regina Demina for her guidance on $`b`$-jet tagging and mistagging efficiencies. P.M. was partially supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP). This research was supported in part by the U. S. Department of Energy under contract number DE-FG02-97ER41022 and DE-FG-03-94ER40833.
no-problem/9903/hep-ph9903217.html	ar5iv	text	# 1 Diagrams for the decay 𝜌→𝜋⁺⁢𝜋⁻⁢𝛾. RADIATIVE DECAY OF $`\rho ^\mathrm{𝟎}`$ AND $`\mathit{\varphi }`$ MESONS IN A CHIRAL UNITARY APPROACH E. Marco<sup>1,2</sup>, S. Hirenzaki<sup>3</sup>, E. Oset<sup>1,2</sup> and H. Toki<sup>1</sup> <sup>1</sup> Research Center for Nuclear Physics, Osaka University, Ibaraki, Osaka 567-0047, Japan <sup>2</sup> Departamento de Física Teórica and IFIC, Centro Mixto Universidad de Valencia-CSIC, 46100 Burjassot (Valencia), Spain <sup>3</sup> Department of Physics, Nara Women’s University, Nara 630-8506, Japan ## Abstract We study the $`\rho ^0`$ and $`\varphi `$ decays into $`\pi ^+\pi ^{}\gamma `$, $`\pi ^0\pi ^0\gamma `$ and $`\varphi `$ into $`\pi ^0\eta \gamma `$ using a chiral unitary approach to deal with the final state interaction of the $`MM`$ system. The final state interaction modifies only moderately the large momenta tail of the photon spectrum of the $`\rho ^0\pi ^+\pi ^{}\gamma `$ decay. In the case of $`\varphi `$ decay the contribution to $`\pi ^+\pi ^{}\gamma `$ and $`\pi ^0\pi ^0\gamma `$ decay proceeds via kaonic loops and gives a distribution of $`\pi \pi `$ invariant masses in which the $`f_0(980)`$ resonance shows up with a very distinct peak. The spectrum found for $`\varphi \pi ^0\pi ^0\gamma `$ decay agrees with the recent experimental results obtained at Novosibirsk. The branching ratio for $`\varphi \pi ^0\eta \gamma `$, dominated by the $`a_0(980)`$, is also in agreement with recent Novosibirsk results. PACS: 13.25.Jx 12.39.Fe 13.40.Hq In this work we investigate the reactions $`\rho \pi ^+\pi ^{}\gamma `$, $`\pi ^0\pi ^0\gamma `$ and $`\varphi \pi ^+\pi ^{}\gamma `$, $`\pi ^0\pi ^0\gamma `$, $`\pi ^0\eta \gamma `$, treating the final state interaction of the two mesons with techniques of chiral unitary theory recently developed. The energies of the two meson system are too big in both the $`\rho `$ and $`\varphi `$ decay to be treated with standard chiral perturbation theory, $`\chi PT`$ . However, a unitary coupled channels method, which makes use of the standard chiral Lagrangians together with an expansion of Re $`T^1`$ instead of the $`T`$ matrix, has proved to be very efficient in describing the meson meson interactions in all channels up to energies around 1.2 GeV . The method is analogous to the effective range expansion in Quantum Mechanics. The work of establishes a direct connection with $`\chi PT`$ at low energies and gives the same numerical results as the work of where tadpoles and loops in the crossed channels are not evaluated but are reabsorbed into the $`L_i`$ coefficients of the second order Lagrangian of $`\chi PT`$. A technically much simpler approach is done in where, only for $`L=0`$, it is shown that the effect of the second order Lagrangian can be suitably incorporated by means of the Bethe-Salpeter equation using the lowest order Lagrangian as a source of the potential and a suitable cut off, of the order of 1 GeV, to regularize the loops. This latter approach will be the one used here, where the two pions interact in s-wave. The diagrammatic description for the $`\rho \pi ^+\pi ^{}\gamma `$ decay is shown in Fig. 1 In Fig. 1 the intermediate states in the loops attached to the photon, $`l`$, can be $`K^+K^{}`$ or $`\pi ^+\pi ^{}`$. However, the other loops involving only the meson meson interaction can be also $`K^0\overline{K}^0`$ or $`\pi ^0\pi ^0`$ in the coupled channel approach of . For the case of $`\pi ^0\pi ^0\gamma `$ decay only the diagrams with at least one loop contribute, $`(d),(e),(f),(g),(h),\mathrm{}`$ in Fig. 1. The case of the $`\varphi `$ decay is analogous to the $`\rho \pi ^0\pi ^0\gamma `$ decay. Indeed, the terms $`(a),(b),(c)`$ of Fig. 1 do not contribute since we do not have direct $`\varphi \pi \pi `$ coupling. Furthermore, there is another novelty since only $`K^+K^{}`$ contributes to the loop with a photon attached. The procedure followed here in the cases of $`\pi ^0\pi ^0`$ and $`\pi ^0\eta `$ production is analogous to the one used in . Depending on the renormalization scheme chosen, other diagrams can appear but the whole set is calculated using gauge invariant arguments, as done here, with the same result. The novelty in the present work is that the strong interaction $`MMM^{}M^{}`$ is evaluated using the unitary chiral amplitudes instead of the lowest order used in . We shall make use of the chiral Lagrangians for vector mesons of and follow the lines of ref. in the treatment of the radiative rho decay. The Lagrangian coupling vector mesons to pseudoscalar mesons and photons is given by $$_2[V(1^{})]=\frac{F_V}{2\sqrt{2}}V_{\mu \nu }f_+^{\mu \nu }+\frac{iG_V}{\sqrt{2}}V_{\mu \nu }u^\mu u^\nu $$ (1) where $`V_{\mu \nu }`$ is a $`3\times 3`$ matrix of antisymmetric tensor fields representing the octet of vector mesons, $`K^{}`$, $`\rho `$, $`\omega _8`$. All magnitudes involved in Eq. (1) are defined in . The coupling $`G_V`$ is deduced from the $`\rho \pi ^+\pi ^{}`$ decay and the $`F_V`$ coupling from $`\rho e^+e^{}`$. We take the values chosen in , $`G_V=67`$ MeV, $`F_V=153`$ MeV. The $`\varphi `$ meson is introduced in the scheme by means of a singlet, $`\omega _1`$, going from SU(3) to U(3) through the substitution $`V_{\mu \nu }V_{\mu \nu }+I_3\frac{\omega _{1,\mu \nu }}{\sqrt{3}}`$, with $`I_3`$ the $`3\times 3`$ diagonal matrix. Then, assuming ideal mixing for the $`\varphi `$ and $`\omega `$ mesons $`\sqrt{{\displaystyle \frac{2}{3}}}\omega _1+{\displaystyle \frac{1}{\sqrt{3}}}\omega _8`$ $``$ $`\omega `$ $`{\displaystyle \frac{1}{\sqrt{3}}}\omega _1{\displaystyle \frac{2}{\sqrt{6}}}\omega _8`$ $``$ $`\varphi `$ (2) one obtains the Lagrangian of Eq. (1) substituting $`V_{\mu \nu }`$ by $`\stackrel{~}{V}_{\mu \nu }`$, given by $$\stackrel{~}{V}_{\mu \nu }\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}\rho _{\mu \nu }^0+\frac{1}{\sqrt{2}}\omega _{\mu \nu }& \rho _{\mu \nu }^+& K_{\mu \nu }^+\\ \rho _{\mu \nu }^{}& \frac{1}{\sqrt{2}}\rho _{\mu \nu }^0+\frac{1}{\sqrt{2}}\omega _{\mu \nu }& K_{\mu \nu }^0\\ K_{\mu \nu }^{}& \overline{K}_{\mu \nu }^0& \varphi _{\mu \nu }\end{array}\right)$$ (3) From there one can obtain the couplings corresponding to $`VPP`$ ($`V`$ vector and $`P`$ pseudoscalar) and $`VPP\gamma `$ with the $`G_V`$ term or the $`VPP\gamma `$ with the $`F_V`$ term. The basic couplings needed to evaluate the diagrams of Fig. 1 are $`t_{\rho \pi ^+\pi ^{}}`$ $`=`$ $`{\displaystyle \frac{G_VM_\rho }{f^2}}(p_\mu p_\mu ^{})ϵ^\mu (\rho )`$ $`t_{\rho \gamma \pi ^+\pi ^{}}`$ $`=`$ $`2e{\displaystyle \frac{G_VM_\rho }{f^2}}ϵ_\nu (\rho )ϵ^\nu (\gamma )`$ (4) $`+{\displaystyle \frac{2e}{M_\rho f^2}}\left({\displaystyle \frac{F_V}{2}}G_V\right)P_\mu ϵ_\nu (\rho )[k^\mu ϵ^\nu (\gamma )k^\nu ϵ^\mu (\gamma )]`$ $`t_{\gamma \pi ^+\pi ^{}}`$ $`=`$ $`2ep_\mu ϵ^\mu (\gamma )`$ with $`p_\mu `$, $`p_\mu ^{}`$ the $`\pi ^+,\pi ^{}`$ momenta, $`P_\mu `$, $`k_\mu `$ the $`\rho `$ and photon momenta and $`f`$ the pion decay constant which we take as $`f_\pi =93`$ MeV. The vertices of Eq. (4) are easily generalized to the case of $`K^+K^{}`$. Using the Lagrangian of Eq. (1), in the first two couplings one has an extra factor $`1/2`$ and the last coupling is the same. The couplings for $`\varphi K^+K^{}`$ and $`\varphi \gamma K^+K^{}`$ which are needed for the $`\varphi `$ decay are like the two first couplings of Eq. (4) substituting $`M_\rho `$ by $`M_\varphi `$, $`ϵ^\mu (\rho )`$ by $`ϵ^\mu (\varphi )`$ and multiplying by $`1/\sqrt{2}`$. In addition we shall take the values $`G_V=55`$ MeV and $`F_V=165`$ MeV which are suited to the $`\varphi K^+K^{}`$ and $`\varphi e^+e^{}`$ decay widths respectively. The evaluation of the $`\rho `$ width for the first three diagrams $`(a),(b),(c)`$ of Fig. 1 is straightforward and has been done before and in following the present formalism. We rewrite the results in a convenient way for our purposes $`{\displaystyle \frac{d\mathrm{\Gamma }_\rho }{dM_I}}`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^3}}{\displaystyle \frac{1}{16m_\rho ^3}}(m_\rho ^2M_I^2)(M_I^24m_\pi ^2)^{1/2}`$ (5) $`\times {\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta \overline{{\displaystyle }}{\displaystyle \|t\|^2}`$ where $$\overline{}\|t\|^2=\frac{8}{3}e^2\left[I_1+I_2+I_3\right]$$ (6) In Eq. (5), $`M_I`$ is the invariant mass of the two $`\pi `$ system and $`\theta `$ the angle between the $`\pi ^+`$ meson and the photon in the frame where the $`\pi ^+\pi ^{}`$ system is at rest. The quantity $`I_1`$ stands for the contribution of the first diagram alone, Fig. 1 $`(a)`$, $`I_3`$ for the second and third $`(b),(c)`$ and $`I_2`$ for the interference between the first diagram and the other two. They are given by $`I_1`$ $`=`$ $`\left\|{\displaystyle \frac{M_\rho G_V}{f^2}}+{\displaystyle \frac{K}{f^2}}\left({\displaystyle \frac{F_V}{2}}G_V\right)\right\|^2`$ $`I_2`$ $`=`$ $`2{\displaystyle \frac{M_\rho G_V}{f^2}}\stackrel{}{p}^2(D_1+D_2)\mathrm{sin}^2\theta \left\{{\displaystyle \frac{M_\rho G_V}{f^2}}+{\displaystyle \frac{K}{f^2}}\left({\displaystyle \frac{F_V}{2}}G_V\right)\right\}`$ $`I_3`$ $`=`$ $`2\stackrel{}{p}^2(D_1+D_2)\mathrm{sin}^2\theta `$ (7) $`\times \left\{(D_1+D_2)\stackrel{}{p}^2+(D_1D_2)\|\stackrel{}{p}\|\|\stackrel{}{k}\|\mathrm{cos}\theta \right\}\left({\displaystyle \frac{M_\rho G_V}{f^2}}\right)^2`$ where $`K`$ is the photon momentum in the $`\rho `$ rest frame and $`p,k`$ are the momenta of the meson and the photon in the rest frame of the $`\pi ^+\pi ^{}`$ system, and $`D_1,D_2`$ the meson propagators in the $`(b),(c)`$ Bremsstrahlung diagrams, conveniently written in terms of $`M_I`$ and $`\theta `$. The first term of the contact term, $`t_{\rho \gamma \pi ^+\pi ^{}}`$, in Eq. (4) is not gauge invariant. It requires the addition of the diagrams $`(b)`$ and $`(c)`$ of Fig. 1 to have a gauge invariant set. On the other hand the second term in the contact term ($`F_V/2G_V`$ part) is gauge invariant by itself. When considering final state interaction of the mesons this means that the $`G_V`$ part of the contact term, diagram $`(d)`$, must be complemented by diagrams $`(e)`$, $`(f)`$, $`(g)`$ to form the gauge invariant set. On the other hand the $`F_V/2G_V`$ part of the contact term appears in the $`(d)`$ diagram which is gauge invariant by itself. The technology to introduce the final state interactions is available from the study of $`\varphi K^0\overline{K}^0\gamma `$ in . There it was shown that the strong $`t`$ matrix for the $`M_1M_2M_1^{}M_2^{}`$ transition factorizes with their on shell values in the loops with a photon attached. The same was proved for the loops of the Bethe-Salpeter equation in the meson meson interaction description of . On the other hand the sum of the diagrams $`(d),(e),(f),(g)`$, which appears now with the $`G_V`$ part of the contact term (diagram $`(a)`$), could be done using arguments of gauge invariance which led to a finite contribution for the sum of the loops . A sketch of the procedure is given here. The $`\rho \pi ^+\pi ^{}\gamma `$ amplitude can be written as $`ϵ_\mu (\rho )ϵ_\nu (\gamma )T^{\mu \nu }`$ and the structure of the loops in Fig. 1 is such that $$T^{\mu \nu }=ag^{\mu \nu }+bQ^\mu Q^\nu +cQ^\mu K^\nu +dQ^\nu K^\mu +eK^\mu K^\nu $$ (8) where $`Q`$, $`K`$ are the $`\rho `$ meson and photon momenta respectively. Gauge invariance $`(T^{\mu \nu }K_\nu =0)`$ forces $`b=0`$ and $`d=a/(QK)`$. Furthermore, in the Coulomb gauge only the $`g^{\mu \nu }`$ term of Eq.(8) contributes and the coefficient $`a`$ is calculated from the $`d`$ coefficient, to which only the diagrams $`(e)`$, $`(f)`$, of Fig. 1 contribute. For dimensional reasons the loop integral contains two powers less in the internal variables than the pieces contributing to the $`g^{\mu \nu }`$ term from these diagrams, since the product $`Q^\nu K^\mu `$ is factorized out of the integral. This makes the $`d`$ coefficient finite. Furthermore, the $`MMMM`$ vertices appearing there have the structure $`\alpha s+\beta _ip_i^2+\gamma _im_i^2`$, which can be recast as $`\alpha s+(\beta +\gamma )_im_i^2+\beta _i(p_i^2m_i^2)`$. The first two terms in the sum give the on shell contribution and the third one the off shell part. This latter term kills one of the meson propagators in the loops and does not contribute to the $`d`$ term in Eq. (8). Hence, the meson meson amplitudes factorize outside the loop integral with their on shell values. A more detailed description, done for a similar problem, can be seen in , following the steps from Eqs. (13) to (23). Following these steps, as done in , it is easy to include the effect of the final state interaction of the mesons. The sum of the diagrams $`(d),(e),(f),(g)`$ and further iterated loops of the meson-meson interaction, $`(h),\mathrm{},`$ is shown to have the same structure as the contact term of $`(a)`$ in the Coulomb gauge, which one chooses to evaluate the amplitudes. The sum of all terms including loops is readily accomplished by multiplying the $`G_V`$ part of the contact term by the factor $`F_1(M_\rho ,M_I)`$ $$F_1(M_\rho ,M_I)=1+\stackrel{~}{G}_{\pi ^+\pi ^{}}t_{\pi ^+\pi ^{},\pi ^+\pi ^{}}+\frac{1}{2}\stackrel{~}{G}_{K^+K^{}}t_{K^+K^{},\pi ^+\pi ^{}}$$ (9) where $`t_{M_1M_2,M_1^{}M_2^{}}`$ are the strong transition matrix elements in s-wave evaluated in and $`\stackrel{~}{G}_{M_1M_2}`$ is given by $`\stackrel{~}{G}_{M_1M_2}(M_\rho ,M_I)={\displaystyle \frac{1}{8\pi ^2}}(ab)I(a,b)`$ $`a={\displaystyle \frac{M_\rho ^2}{M_{M_1}^2}};b={\displaystyle \frac{M_I^2}{M_{M_1}^2}}`$ (10) with $`I(a,b)`$ a function given analytically in . The $`(F_V/2G_V)`$ part of the contact term is iterated by means of diagrams $`(d)`$, $`(h)\mathrm{}`$ in order to account for final state interaction. Here the loop function is the ordinary two meson propagator function, $`G`$, of the Bethe-Salpeter equation, $`T=V+VGT`$, for the meson-meson scattering and which is regularized in by means of a cut-off in order to fit the scattering data. The sum of all these diagrams is readily accomplished by multiplying the $`(F_V/2G_V)`$ part of the contact term by the factor $$F_2(M_I)=1+G_{\pi ^+\pi ^{}}t_{\pi ^+\pi ^{},\pi ^+\pi ^{}}+\frac{1}{2}G_{K^+K^{}}t_{K^+K^{},\pi ^+\pi ^{}}$$ (11) By using isospin Clebsch Gordan coefficients the amplitudes $`t_{M_1M_2,M_1^{}M_2^{}}`$ can be written in terms of the isospin amplitudes of as $`t_{\pi ^+\pi ^{},\pi ^+\pi ^{}}`$ $`=`$ $`{\displaystyle \frac{2}{3}}t_{\pi \pi ,\pi \pi }^{I=0}(M_I)`$ $`t_{K^+K^{},\pi ^+\pi ^{}}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}t_{K\overline{K},\pi \pi }^{I=0}(M_I)`$ (12) neglecting the small $`I=2`$ amplitudes. In Eq. (S0.Ex10), one factor $`\sqrt{2}`$ for each $`\pi ^+\pi ^{}`$ state has been introduced, since the isospin amplitudes of used in Eq. (S0.Ex10) are written in a unitary normalization which includes an extra factor $`1/\sqrt{2}`$ for each $`\pi \pi `$ state. The invariant mass distribution in the presence of final state interaction is now given by Eqs. (5, 6, S0.Ex6) by changing in Eq. (S0.Ex6) $`I_1`$ $``$ $`\left\|{\displaystyle \frac{M_\rho G_V}{f^2}}F_1(M_\rho ,M_I)+{\displaystyle \frac{K}{f^2}}\left({\displaystyle \frac{F_V}{2}}G_V\right)F_2(M_I)\right\|^2`$ $`I_2`$ $``$ $`2{\displaystyle \frac{M_\rho G_V}{f^2}}\stackrel{}{p}^2(D_1+D_2)\mathrm{sin}^2\theta `$ $`\times \text{Re}\left\{{\displaystyle \frac{M_\rho G_V}{f^2}}F_1(M_\rho ,M_I)+{\displaystyle \frac{K}{f^2}}({\displaystyle \frac{F_V}{2}}G_V)F_2(M_I)\right\}`$ $`I_3`$ $``$ $`I_3`$ (13) The $`\rho \pi ^0\pi ^0\gamma `$ width is readily obtained by omitting the terms $`I_2,I_3`$ and also omitting the first term (the unity) in the definition of the $`F_1(M_\rho ,M_I)`$, $`F_2(M_I)`$ factors in Eqs. (9) and (11) and dividing by a factor two the width to account for the identity of the particles. The evaluation of the $`\varphi `$ decay is straightforward by noting that the tree level contributions, diagrams $`(a),(b),(c)`$ are not present now, and that only kaonic loops attached to photons contribute in this case. Hence, the invariant mass distribution for $`\varphi \pi ^+\pi ^{}\gamma `$ is given in this case by Eq. (5), changing $`m_\rho m_\varphi `$, with $$\overline{}\|t\|^2=\frac{4}{3}e^2\left\|\frac{M_\varphi G_V}{f^2}\frac{1}{\sqrt{3}}\stackrel{~}{G}_{K^+K^{}}t_{K\overline{K},\pi \pi }^{I=0}+\frac{K}{f^2}\left(\frac{F_V}{2}G_V\right)\frac{1}{\sqrt{3}}G_{K^+K^{}}t_{K\overline{K},\pi \pi }^{I=0}\right\|^2$$ (14) For $`\varphi \pi ^0\pi ^0\gamma `$ the cross section is the same divided by a factor two to account fot the identity of the two $`\pi ^0`$’s. For the $`\varphi \pi ^0\eta \gamma `$ case we have $$\overline{}\|t\|^2=\frac{4}{3}e^2\left\|\frac{M_\varphi G_V}{f^2}\frac{1}{\sqrt{2}}\stackrel{~}{G}_{K^+K^{}}t_{K\overline{K},\pi \eta }^{I=1}+\frac{K}{f^2}\left(\frac{F_V}{2}G_V\right)\frac{1}{\sqrt{2}}\stackrel{~}{G}_{K^+K^{}}t_{K\overline{K},\pi \eta }^{I=1}\right\|^2$$ (15) In Fig. 2 we show $`d\mathrm{\Gamma }/dK`$ for $`\rho \pi ^+\pi ^{}\gamma `$ decay, $`(d\mathrm{\Gamma }_\rho /dK=m_\rho d\mathrm{\Gamma }_\rho /M_IdM_I)`$. The dashed-dotted line shows the contribution of diagrams $`1(a),(b),(c)`$ and taking $`F_V=0`$. The dashed line shows again the contribution coming from diagrams $`1(a),(b),(c)`$ but now considering also the $`F_V`$ contributions. Finally, the solid line includes the full set of diagrams in Fig. 1 to account for final state interaction and with the $`F_V`$ and $`G_V`$ contributions. The process is infrared divergent and we plot the distribution for photons with energy bigger than 50 MeV, where the experimental measurements exist . We have also added the experimental data, given in with arbitrary normalization, normalized to our results. As one can see in Fig. 2, the shape of the distribution of photon momenta is well reproduced. For the total contribution we obtain a branching ratio to the total width of the $`\rho `$ $$B(\rho ^0\pi ^+\pi ^{}\gamma )=\mathrm{1.18\hspace{0.17em}\hspace{0.17em}10}^2\text{for }K>50\text{ MeV}$$ (16) which compares favourably with the experimental number , $`B^{\text{exp}}(\rho ^0\pi ^+\pi ^{}\gamma )=(0.99\pm 0.04\pm 0.15)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^2`$ for $`K>50`$ MeV. The changes induced by the $`F_V`$ term found here reconfirm the findings of . The effect of the final state interaction is small and mostly visible at high photon energies, where it increases $`d\mathrm{\Gamma }/dK`$ by about 25%. The branching ratio for $`B(\rho ^0\pi ^0\pi ^0\gamma )`$ that we obtain is $`\mathrm{1.4\hspace{0.17em}\hspace{0.17em}10}^5`$ which can be interpreted in our case as $`\rho ^0\gamma \sigma (\pi ^0\pi ^0)`$ since the $`\pi ^0\pi ^0`$ interaction is dominated by the $`\sigma `$ pole in the energy regime where it appears here. This result is very similar to the one obtained in . In the case one considers $`F_VG_V<0`$, the result obtained is $`\mathrm{1.0\hspace{0.17em}\hspace{0.17em}10}^4`$. The measurement of this quantity may serve as a test for the sign of the $`F_VG_V`$ product. As for the $`\varphi \pi \pi \gamma `$ decay, as we pointed above the $`\varphi \pi ^+\pi ^{}\gamma `$ rate is twice the one of the $`\varphi \pi ^0\pi ^0\gamma `$. We have evaluated the invariant mass distribution for these decay channels and in Fig. 3 we plot the distribution $`dB/dM_I`$ for $`\varphi \pi ^0\pi ^0\gamma `$ which allows us to see the $`\varphi f_0\gamma `$ contribution since the $`f_0`$ is the important scalar resonance appearing in the $`K^+K^{}\pi ^+\pi ^{}`$ amplitude . The solid curve shows our prediction, with $`F_VG_V>0`$, the sign predicted by vector meson dominance . The dashed curve is obtained considering $`F_VG_V<0`$. We compare our results with the recent ones of the Novosibirsk experiment . We can see that the shape of the spectrum is relatively well reproduced considering statistical and systematic errors (the latter ones not shown in the figure). The results considering $`F_VG_V<0`$ are in complete disagreement with the data. The finite total branching ratio which we find for $`\varphi \pi ^+\pi ^{}\gamma `$ is $`\mathrm{1.6\hspace{0.17em}\hspace{0.17em}10}^4`$ and correspondingly $`\mathrm{0.8\hspace{0.17em}\hspace{0.17em}10}^4`$ for the $`\varphi \pi ^0\pi ^0\gamma `$. This latter number is slightly smaller than the result given in , $`(1.14\pm 0.10\pm 0.12)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^4`$, where the first error is statistical and the second one systematic. The result given in is $`(1.08\pm 0.17\pm 0.09)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^4`$, compatible with our prediction. The branching ratio measured in for $`\varphi \pi ^+\pi ^{}\gamma `$ is $`(0.41\pm 0.12\pm 0.04)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^4`$. The branching ratio obtained for the case $`\varphi \pi ^0\eta \gamma `$ is $`\mathrm{0.87\hspace{0.17em}\hspace{0.17em}10}^4`$. The results obtained at Novosibirsk are $`(0.83\pm 0.23)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^4`$ and $`(0.90\pm 0.24\pm 0.10)\mathrm{\hspace{0.17em}\hspace{0.17em}10}^4`$. The spectrum, not shown, is dominated by the $`a_0`$ contribution. The contribution of $`\varphi f_0(\pi ^+\pi ^{})\gamma `$, obtained by integrating $`d\mathrm{\Gamma }_\varphi /dM_I`$ assuming an approximate Breit-Wigner form to the left of the $`f_0`$ peak, gives us a branching ratio $`\mathrm{0.44\hspace{0.17em}\hspace{0.17em}10}^4`$. As argued above, the branching ratio for $`\varphi \pi ^0\pi ^0\gamma `$ is one half of $`\varphi \pi ^+\pi ^{}\gamma `$, which should not be compared to the one given in since there the assumption that all the strength of the spectrum is due to the $`f_0`$ excitation is done. As one can see in Fig. 3, we find also an appreciable strength for $`\varphi \sigma \gamma `$. We should also warn not to compare our predicted rate for $`\varphi \pi ^+\pi ^{}\gamma `$ directly with experiment. Indeed, the experiment is done using the reaction $`e^+e^{}\varphi \pi ^+\pi ^{}\gamma `$, which interferes with the $`\rho `$ contribution $`e^+e^{}\rho \pi ^+\pi ^{}\gamma `$ at the tail of the $`\rho `$ mass distribution in the $`\varphi `$ mass region . Also the results in are based on model dependent assumptions. For these reasons, as quoted in , the $`\pi ^0\pi ^0\gamma `$ mode is more efficient to study the $`\pi \pi `$ mass spectrum. Our result for $`\varphi \pi ^0\pi ^0\gamma `$ is 50 % larger than the one obtained in owed to the use of the unitary $`K^+K^{}\pi ^0\pi ^0`$ amplitude instead of the lowest order chiral one. The shape of the distribution found here is, however, rather different than the one obtained in , showing the important contribution of the $`f_0`$ resonance which appears naturally in the unitary chiral approach. The $`\varphi f_0\gamma `$ decay has been advocated as an important source of information on the nature of the $`f_0`$ resonance and experiments have been conducted at Novosibirsk and are also planned at Frascati , trying to magnify the signal for $`f_0`$ production through interference with initial and final state radiation in the $`e^+e^{}\varphi f_0(\pi ^+\pi ^{})\gamma `$ reaction . The completion of the experiments is a significant step forward. Present evaluations for $`\varphi f_0\gamma \pi \pi \gamma `$ are based on models assuming a $`K\overline{K}`$ molecule for the $`f_0`$ with a branching ratio 1-$`\mathrm{2\hspace{0.17em}\hspace{0.17em}10}^5`$, a $`q\overline{q}`$ structure with a value $`\mathrm{5\hspace{0.17em}\hspace{0.17em}10}^5`$ and a $`q\overline{q}q\overline{q}`$ structure with a value $`\mathrm{2.4\hspace{0.17em}\hspace{0.17em}10}^4`$ . The model for $`\varphi f_0\gamma `$ assumed in Fig. 1 is similar to the one of where the production also proceeds via the kaonic loops. There a $`K\overline{K}`$ molecule is assumed for the $`f_0`$ resonance while here the realistic $`K\overline{K}\pi \pi `$ amplitude of is used. Emphasis is made in the importance of going beyond the zero width approximation for the resonance in . Our approach automatically takes this into account since the $`K\overline{K}\pi \pi `$ amplitude correctly incorporates the width of the $`f_0`$ resonance . We would also like to warn that the peak of the $`f_0`$ seen in Fig. 3 cannot be trivially interpreted as a resonant contribution on top of a background, since there are important interference effects between the $`f_0`$ production and the $`\sigma `$ background. The strength of the peak comes in our case in about equal amounts from the real and the imaginary parts of the amplitude for the process. The agreement found between our results for the $`\varphi \pi ^0\pi ^0\gamma `$, $`\varphi \pi ^0\eta \gamma `$ and experiment provides an important endorsement for the chiral unitary approach used here. Improvements in the future, reducing the experimental errors, should put further constraints on avalaible theoretical approaches for this reaction. Acknowledgments: We would like to acknowledge useful comments from J. A. Oller and from A. Bramon who called our attention to the recent experimental results on $`\varphi \pi ^0\pi ^0\gamma `$. We are grateful to the COE Professorship program of Monbusho which enabled E.O. to stay at RCNP to perform the present study. One of us, E.M., wishes to thank the hospitality of the RCNP of the University of Osaka, and acknowledges finantial support from the Ministerio de Educación y Cultura. This work is partly supported by DGICYT contract no. PB 96-0753 and by the EEC-TMR Program Contract No. ERBFMRX-CT98-0169.
no-problem/9903/astro-ph9903321.html	ar5iv	text	# Spectral Evolution of PKS 2155-304 observed with 𝐵⁢𝑒⁢𝑝⁢𝑝⁢𝑜⁢𝑆⁢𝐴⁢𝑋 during an Active Gamma-ray Phase ## 1 Introduction BL Lacertae objects are a rare class of Active Galactic Nuclei, characterized by strong and variable non-thermal emission, extending from the radio to the gamma-ray band. The non-thermal continuum is commonly attributed to synchrotron and inverse Compton (IC) radiation emitted in a relativistic jet pointing towards the observer (e.g.Urry & Padovani 1995). PKS 2155-304 is one of the brightest BL Lac in the X-ray band and one of the few detected in $`\gamma `$-rays by the EGRET experiment on CGRO (Vestrand, Stacy & Sreekumar 1995). Its broad band spectrum indicates that the radio to X-ray emission is due to synchrotron radiation with a peak in the power per decade distribution between the UV and the soft X-ray band, corresponding to the definition of an High Frequency Peak BL Lac (HBL) (Padovani & Giommi 1995). The gamma-ray spectrum in the EGRET range (0.1–10 GeV) is flat ($`\alpha _\gamma 0.7`$) indicating that the peak of the inverse Compton power is beyond $``$ 10 GeV. The source has only recently been detected in the TeV band (see below). In the past years PKS 2155-304 has been the target of numerous multiwavelength campaigns involving observations from the X-rays to longer wavelengths. In the May 1994 campaign (Urry et al. 1997) a well defined flare was seen in the X-ray band (ASCA), followed by less pronounced flares in the EUVE and UV ranges, lagging the X-rays by one and two days, respectively. A time lag between variations in different X-ray bands (0.5-1 and 2.2-8 keV) was also reported (Makino et al. 1996). In a previous multiwavelength campaign, based on ROSAT and IUE, correlated low amplitude fluctuations were observed but no lag larger than a few hours was seen between the X-ray and UV variations (Edelson et al. 1995). According to the basic scenario the X-ray emission is due to synchrotron radiation from the highest energy electrons and the complex spectral variability observed in this band therefore reflects the injection and radiative evolution of freshly accelerated particles. No observations at other wavelengths simultaneous with one in gamma-rays were ever obtained previously for this source, yet it is essential to measure the IC and synchrotron peaks at the same time, in order to unambiguously constrain emission models (e.g Dermer, Sturner & Schlickeiser 1997; Tavecchio Maraschi & Ghisellini 1998). For this reason, having been informed by the EGRET team of their observing plan and of the positive results of the first days of the CGRO observation, we decided – with the agreement of the $`BeppoSAX`$ TAC and the collaboration of the $`BeppoSAX`$ SDC – to swap a pre-scheduled target of our $`BeppoSAX`$ blazar program with PKS 2155-304. During November 11-17 1997 (Sreekumar & Vestrand 1997) the $`\gamma `$-ray flux from PKS 2155-304 was very high, roughly a factor of three greater than the highest flux previously measured from this object. $`BeppoSAX`$ pointed at this source for about 1.5 days starting November 22. A quick-look analysis indicated that also the X-ray flux was close to the highest detected level (Chiappetti & Torroni 1997) and higher by a factor two than that observed by $`BeppoSAX`$ in 1996 (Giommi et al. 1998). During the completion of this work we have been informed that the source was detected at TeV energies by the University of Durham TeV telescope Mark 6 (Chadwick et al. 1998) at the time of the $`BeppoSAX`$ observations. Here we report and discuss the data obtained by $`BeppoSAX`$. The structure of the paper is as follows: the relevant information on the observations is given in section 2 and the data analysis methods are presented in detail for each instrument in section 3; light curves and temporal analysis are reported in section 4, while the spectral results are the subject of section 5. Finally, in section 6 the implications for theoretical models are discussed. Conclusions are summarized in Section 7. ## 2 Observations The $`BeppoSAX`$ scientific payload (see Boella et al. 1997a) includes four Narrow Field Instruments (NFIs) pointing in the same direction. Namely, there are two imaging instruments : the Low Energy Concentrator Spectrometer (LECS), sensitive in the range 0.1–10 keV (Parmar et al. 1997), and the Medium Energy Concentrator Spectrometer (MECS), sensitive in the range 1.3-10 keV (Boella et al. 1997b) and consisting of three identical units. Both the LECS detector and the three MECS detectors are Gas Scintillation Proportional Counters (GSPC) and are in the focus of four identical X-ray telescopes. Additionally there are two collimated instruments: the High Pressure Gas Scintillation Proportional Counter (HPGSPC), sensitive in the 4-120 keV range (Manzo et al. 1997) and the Phoswich Detector System (PDS), sensitive from 12 to 300 keV (Frontera et al. 1997). $`BeppoSAX`$ NFIs observed PKS 2155-304 for slightly less than 1.5 days from 16:03 UT of November 22 to 01:35 UT of November 24 1997. The total exposure time was of about 22 ks for the LECS and 63 ks for the two MECS units now in operation (M2 and M3), with an average count rate of 0.64 (1.8-10 keV) cts/s in a single MECS unit (corresponding to about 5 mCrab) and 2.21 cts/s in the LECS (0.1-4 keV band). The HPGSPC and PDS were operated in the customary collimator rocking mode, where each collimator points alternately at the source and at the background for 96 s. In the case of the HPGSPC there is a single collimator, so the whole instrument is looking at the target for half of the time, and in the offset negative direction for the other half. The resulting source exposure time was 29 ks and the source was detected at least up to 30 keV with a rate of 0.5 cts/s. The PDS has two collimators: at any time one of them looks at the source, and the other one at the background. Therefore the target is observed continuously (in our case the exposure time was 28+29= 57 ks) but using only half of the collecting area, with a count rate between 0.2 and 0.3 cts/s. ## 3 Data Reduction The data reduction for MECS, PDS and HPGSPC was done using the XAS software (Chiappetti & Dal Fiume 1997) on telemetry files contained in the Final Observation Tapes. For the LECS we have used the linearized, cleaned event files version rev.1.0 generated at the $`BeppoSAX`$ Science Data Centre (SDC). We have preliminarily selected the intervals in which the satellite was pointing at the source (unocculted by the Earth, i.e. Earth elevation angle greater than 3 degrees) using the information in the attitude files. In addition, for collimated instruments, we have excluded the first 5 minutes after egress from the South Atlantic Geomagnetic Anomaly, when the instrument gain is being calibrated. ### 3.1 Imaging instruments As part of the standard data accumulation for both LECS and MECS, a number of corrections is applied to each photon, namely the positional coordinates are linearized (correcting for geometrical distortion), the energy of each photon is referred to the detector centre (compensating for known spatial disuniformities of gain) and corrected to a standard gain using the gain histories to remove the temperature dependency of gain. In our case we verified the stability of the gain within at worst 2% during the initial orbits. For both instruments the preferred background subtraction method is to use a background spectrum accumulated from blank field exposures in the same detector region where the target spectrum is accumulated. The accumulation of a simultaneous background spectrum in a surrounding annulus would instead include a residual contribution from the target. In fact, an extraction radius of the order of 8 arcmin, as used here, leaves out $``$ 2-4 % of the PSF, depending on energy. #### 3.1.1 MECS Source spectra and light curves were accumulated in a circular region of 8.4 arcmin radius around the target position. In order to improve particle background rejection, we also applied Burst Length thresholds (channel 25-55 for M2 and 27-60 for M3) consistent with the standard response matrices. The background was accumulated in the same region from a large dataset of blank fields obtained during the $`BeppoSAX`$ Performance Verification (PV) phase (and available to IFCTR as a $`BeppoSAX`$ hardware institute) for a total exposure time of 1120 ks. In addition to the considerations made above, in the case of the MECS this has to be preferred also because the outermost part of the field of view is known to be affected by residual contamination from misplaced calibration events (Chiappetti et al. 1998). #### 3.1.2 LECS The LECS data analysis was based on the cleaned and linearized event files processed at the SDC. The events were extracted with XSELECT within a circle centered on the source of radius of 8.5 arcmin. Since the count rate of the source is very high, the background is not very important and we used the standard background files supplied by SDC. The spectral analysis was performed using the calibrations released in September 1997. ### 3.2 Collimated instruments #### 3.2.1 PDS The standard PDS spectra accumulation occurs via the following procedure. One first creates the time profiles of both collimator positions ( sampled at 1 s resolution), and generates for each three sets of time windows, corresponding to stable positions on source and offset in the positive (off+) and negative (off–) directions. Then three spectra in raw PHA channels for each unit are accumulated over the respective time windows (background+source, and background in the off+ and off– cases). A merged background spectrum for each unit ( exposure-weighted sum of the off+ and off– spectra) is then generated and subtracted from the on source spectrum. In order to sum the net spectra of the four units, one has to equalize the respective gain (i.e. convert from PHA channels to keV using unit-specific relations assuming a standard gain), which is done contextually with a user-selected rebinning (usually logarithmic) in energy space. During accumulation one also applies default rise time (RT) threshold (channels 3-150) to improve rejection of non-X-ray events. For medium-weak sources one can apply an additional set of narrower energy-dependent RT thresholds (so called “PSA correction” method). The RT of individual photons is compensated for temperature variations with respect to the nominal temperature for which the thresholds have been generated. In this way a 40 % reduction of the background is achieved (from 10 to 6 cts/s), with a smaller effect on the net rate (which is accounted for by a 10-20 % adjustment of the cross normalization of the PDS response matrix with respect to the MECS one): in our case we obtain on the overall energy range $`0.27\pm 0.05`$ cts/s (no correction) and $`0.21\pm 0.03`$ cts/s (with correction), which are consistent within the errors. We verified the quality of the background subtraction, by subtracting the off+ and off– raw background spectra of each unit from each other, and then summing the difference spectra of the four units exactly in the same way described above for the production of net spectra. Indeed the resulting signal ($`0.06\pm 0.06`$ cts/s) is consistent with zero. PDS data may be affected by spurious spikes, due to the fluctuations of meta-stable phosphorescence induced in the crystals by particles, interpreted by the electronics as spikes in the count rate (as high as 300 cts in a 0.1 s interval). A spike filtering has been applied to all spectra and light curves, rejecting all time intervals where the scientific data rate (in the PHA range 10-350 and in the RT range 3-130) are above 25 cts/s. Since the signal is weak, we have not attempted to accumulate binned light curves. Similarly to MECS and HPGSPC, we used instead large bins of variable size (of the order of 1 hr or less) corresponding to unocculted intervals in each orbit, we accumulated three separate light curves for each PDS unit (for the on source, off+ and off– cases, taking in due account the exposure fraction of each bin), made a weighted combination of the off+ and off– curves, subtracted it from the source+background one, and finally summed the four unit net curves. #### 3.2.2 HPGSPC The standard HPGSPC spectra accumulation is similar to the procedure described above for the PDS. However one has only one collimator position time profile and just two disjoint time windows, corresponding to stable positions on source and offset in the negative directions. Then one accumulates two spectra over the respective time windows (background+source, and offset background), also applying the Burst Length thresholds (channels 80-115) to improve rejection of non-X-ray events. The background has to be corrected before subtraction. by adding a difference spectrum which compensates for effects due to the different position of the collimators (mainly the illumination by the calibration sources). As for the PDS, we used “coarse variable bins”, as defined above, to generate light curves for the on source and offset cases. We subtracted the uncorrected background plus a further constant, corresponding to the integral of the difference spectrum in the wished PHA channel range. We intended to “hook up” our HPGSPC data with MECS and PDS data in the overlapping energy ranges. However the HPGSPC 5-10 keV curve shows excesses with respect to the MECS in a couple of orbits, related to $`{}_{}{}^{55}Fe`$ calibration events not rejected properly by the onboard tagging. Further occasional deviations still present in the 7-10 keV range suggest that the stability of the difference spectra with time is poorly known, throwing doubts also on the confidence of HPGSPC 10-16 keV light curves. ## 4 Results ### 4.1 Light curves In Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase we show the MECS light curve at 120 sec resolution. Epochs of high, low and intermediate intensity, which will be used to integrate spectra at different intensity levels, are indicated with letters A-F (see Section 4.2). In Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase (top panels) we show the light curves binned over 1000 s in different energy bands: 0.1-2 keV for the LECS, 2-4 keV and 4-10 keV for the MECS. The source reaches a peak after the first 2 hours of observation (indicated as A in Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase) and declines by a factor 3 (max/min) in the following 10 hours. A smaller flare (indicated as D) follows and the light curve seems to stabilize in the interval indicated as F. The variability timescale appears to be well resolved and no episode of very fast variability ($`Fdt/dF<1h`$) is apparent. The most rapid variation observed (the decline from the peak at the start of the observation) has a halving timescale of about $`2\times 10^4`$ s, similar to previous occasions (see e.g. Urry et al. 1997). Light curves from the higher energy instruments were derived as detailed in section 2, but no significant variability was detected due to poor statistics. The variability amplitude is different in the three bands, increasing with increasing energy. In order to better characterize this energy dependence, hardness ratios between the 2-4/0.1-2 keV (HR1) and the 4-10/2-4 keV bands (HR2) were computed. They are shown in the last panels of Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase (lower panels). HR1 has smaller uncertainties and clearly increases with intensity in a correlated fashion on the timescale of each peak. However the correlation is not biunivocal: HR1 has the same value at the first two peaks (A and D), which have significantly different intensities, and is lower towards the end of the observation, when the average intensity is similar to that of peak D. Note also that for both the first and the second peak the hardness ratio is high already before the peak is reached. HR2 does not show a clear trend, which could be due to the larger uncertainties and to the smaller energy range. The issue of spectral variability is further discussed below (sect. 4.2.3). We looked for time lags between variations at different energies as suggested by the ASCA observations of this same source and of Mrk 421 (Makino et al. 1996, Takahashi et al. 1996). The presence of a soft lag is indicated by the fact that the hardness ratio increases before the intensity peaks, as it is the case in our light curve. To quantify the lag we used the Discrete Correlation Function (DCF) method developed by Edelson & Krolik (1988) for data sets with irregular spacings. We binned the light curves in smaller and smaller bins since no lag was apparent for bin sizes larger than 1000 s. In Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase we show the DCF obtained correlating the light curves in the bands 0.1-1.5 (LECS) and 3.5-10 keV (MECS). A gaussian fit, which takes into account the overall symmetry of the distribution around the peak, yields a maximum corresponding to a soft lag of 0.50 hr (with a 1$`\sigma `$ error of 0.08 hr). We also applied the Minimum Mean Deviation (MMD) method (Hufnagel & Bregman 1992) (Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase). Here the correlation estimator is the mean deviation of the two cross correlated light curves: the minimum mean deviation corresponds to the best cross correlation. A gaussian fit to this minimum gives again a soft lag of 0.33 $`\pm `$ 0.07 hr. The issue of the lags and their uncertainties, estimated with a Monte Carlo procedure, is discussed in detail in Treves et al. (1998) and Zhang et al. (1999), where a comparison is made with the 1996 $`BeppoSAX`$ (Giommi et al. 1998) and 1994 ASCA data (Makino et al. 1996) ### 4.2 Spectra We analyzed first the overall spectrum from the entire observation separately for each instrument and then combining different instruments. We also studied spectral variability, accumulating spectra in the time intervals indicated as A to F in Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase. When not differently stated we used in the fits the value of the galactic column density reported by Lockman & Savage (1995), $`N_H=1.36\times 10^{20}`$ cm<sup>-2</sup>. For the spectral fitting procedures the LECS and MECS data were binned in energy according to the template provided by SDC (Fiore & Guainazzi 1997) which takes into account the effective energy resolution of the spectrometers. For the high energy instrument data have been severely rebinned as described below. In all cases we considered for the LECS the energy range 0.1-4 keV, for the MECS 2-10 keV. The response matrices are generated according to the accumulation conditions (extraction radius, binning etc.) for the MECS and PDS case using the latest version of the XAS software, while for LECS and HPGSPC case standard matrices are used, as released in September 1997 (with optional rebinning). Results of the fits are summarized in Table 1. #### 4.2.1 Single Instruments ##### LECS A single power law is a poor fit to the LECS data, although it yields an $`N_H`$ value quite close to the galactic one. An acceptable fit is obtained by modelling the spectrum with a broken power law (see Table 1); in the latter case too the $`N_H`$ determined by the fit is consistent with the galactic one, which was therefore fixed in all the following fits. The residuals of this fit do not show clear evidence of spectral features in absorption or emission. In particular we do not detect absorption near 0.6 keV as seen in some previous observations (Canizares & Kruper 1984; Madejski et al. 1991; see however Brinkmann et al. 1994). ##### MECS The MECS alone is not sensitive to low values of $`N_H`$ because of the low energy cutoff induced by the Beryllium window. A fit with a single power law and free column density gives $`\chi ^2`$ close to unity, but yields an ill-determined $`N_H`$ of several $`10^{21}`$ cm<sup>-2</sup>, inconsistent with the results from the LECS. When fixing $`N_H`$ to the galactic value, a broken power law model describes well the spectrum within the 2-10 keV band (see Table 1). Note that the spectral index in the higher energy range of the LECS (1-4 keV) is similar to that in the lower energy range of the MECS (2-3 keV) giving us confidence that the increasing slope suggested by the fits is a good representation of the spectrum. ##### HPGSPC The HPGSPC data were rebinned “ad hoc” into 8 bins. The signal is present very clearly ($`>`$ 4$`\sigma `$) up to 13 keV and with a lower statistical significance up to at least 24 keV (i.e. below the Xe K edge). As MECS and HPGSPC are very well cross-calibrated (Cusumano et al. 1998) and since this spectrum lies well on the extrapolation of the MECS fit, it has been fitted only in combination with spectra from other instruments. ##### PDS For the PDS we used a very coarse grouping in just 4 logarithmic bins. The signal from the source is clearly visible in the first bin (up to 26 keV), and remains present at a non-zero level (although with a poorer significance, $`2\sigma `$) in the other bins. Fitting the PDS data with a single power law yields a poor result, with a spectral index flatter than in the MECS band. #### 4.2.2 Combined Spectra We fitted the composite LECS+MECS spectrum over the entire range 0.1-10.5 keV (see Table 1). Given that the single instrument spectra are well described by broken power law models, we tried to reproduce the composite spectrum with the same model. We allowed for a free relative normalization between the LECS and MECS data and the best fit value found (LECS norm/ MECS norm$`0.7`$ ) is consistent with previous works. However the fit is unacceptable. In Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase we show the results of the fitting procedure : the model does not represent the data well ($`\chi _{red}^2=2.3`$) and the shape of the residuals indicates that the spectrum is flatter than the model at the lowest energies and steeper at the highest ones. Thus a model describing a more continuous steepening is required, in agreement with the results of the fits to individual spectra which yield at least two “break” energies (at $``$ 1.2 and $``$ 3.2 keV respectively) with spectral indices $`\mathrm{\Gamma }`$ 2.1, 2.6 and 2.9. This trend was also found (for this same source) by Giommi et al. (1998), who indeed showed that a good fit can be obtained using a curved model. Fitting together the MECS and PDS data yields spectral parameters very similar to those obtained for the MECS alone. A cross normalization of 0.8 was used. The residuals show that the PDS data are consistent with an extrapolation of the MECS fit up to about 50 keV. Above this energy the PDS data present a marginal hint of an excess suggesting - as already found for the PDS alone - a flattening of the spectrum. Adding also the HPGSPC spectrum to the dataset, and fitting all three instruments gives again results similar to those obtained for the MECS alone (Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase). Additionally, if one uses MECS data above the 3.2 keV break together with HPGSPC data, they are compatible ($`\chi ^2=55`$ for 49 DoF) with a broken power law model with the first spectral index $`\mathrm{\Gamma }_1`$ fixed to the value $``$ 2.9 derived from the MECS fit, a break around 10 keV and a flatter slope $`\mathrm{\Gamma }_2`$ 2.2 (no formal simultaneous fit of the break energy and $`\mathrm{\Gamma }_2`$ is possible). This is a further element in favour of a flattening of the spectrum at high energies. #### 4.2.3 Spectral variability In view of a discussion on spectral variability the overall observation period has been divided into smaller intervals (indicated as A to F in Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase) using the following approximate intensity windows (referred to a single MECS unit): peak, above 0.8 cts/s (interval A); intermediate (intervals B, D and F); dip, below 0.5 cts/s (intervals C and E). We have then accumulated spectra with the standard prescriptions described above for each interval, and also for the combinations B+D+F and C+E. Additionally, we have divided interval D into two parts (“rise” and “fall”) and taken the ratio of the relevant spectra, which has been found to be consistent with unity. In order to have a model independent description of the spectral variability we have computed the spectral ratio between the flaring (A) and the lowest states (C and E). The result is plotted in Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase : the ratio continuously increases with energy, yielding clear evidence that the flaring state is harder than the low state. Since this ratio varies by a factor of about 2 over two decades the associated change in spectral index can be estimated as only $`\mathrm{\Delta }\alpha 0.15`$. Both the LECS and MECS spectra for the high, intermediate and low states were separately fitted with broken power laws, fixing the value of $`\mathrm{\Gamma }_1`$ for the MECS fit at the value of $`\mathrm{\Gamma }_2`$ obtained from the LECS. The results are reported in Table 1. They are consistent with a hardening of the spectrum with increasing intensity, but the magnitude of this variation is small, as estimated above, comparable with the errors in the fit parameters. ## 5 Broad Band Spectral Energy Distributions In order to estimate the physical parameters of the emitting region we constructed broad band spectral energy distributions (SED) based on the deconvolved LECS and MECS $`BeppoSAX`$ data at maximum and minimum intensity during the present observation (Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase). At higher energies, the PDS data represent averages over the whole $`BeppoSAX`$ observation period. At $`\gamma `$-ray energies the EGRET spectrum is plotted as from the discovery observation (Vestrand, Stacy & Sreekumar 1995) and also with an intensity multiplied by a factor three, to represent the gamma-ray state of 11-17 November 1997, as communicated by Sreekumar & Vestrand (1997). The $`BeppoSAX`$ observation occurred near the end of the two-week CGRO observation while the high gamma-ray state was recorded during the first days. In the absence of a gamma-ray flux exactly simultaneous with the $`BeppoSAX`$ data we consider the two sets of gamma-ray intensities as encompassing the actual values. At UV wavelengths we plot the maximum and minimum fluxes observed with IUE (Edelson et al. 1992, Urry et al. 1993, Pian et al. 1997) and at other wavelengths the maxima and minima as observed during the 1991 and 1994 multiwavelength campaigns (Courvoisier et al. 1995, Pesce et al. 1997). The shape of the SED can be interpreted as due to two components: the first one, peaking in the soft X-ray range, is commonly attributed to synchrotron radiation while the second, peaking above 10 GeV as suggested by the flat $`\gamma `$-ray spectrum, can be accounted for by inverse Compton scattering of the synchrotron photons off the high energy electrons that produced them, namely the Synchrotron Self–Compton process (SSC) (e.g. Ulrich, Maraschi & Urry 1997 and references therein). A simple version of this model considers emission from a homogeneous spherical region of radius R, whose motion can be characterized by a Doppler factor $`\delta `$, filled with a magnetic field B and with relativistic particles whose energy distribution is described by a broken power law (the latter corresponds to 4 parameters: two indices $`n_1`$, $`n_2`$, a break energy $`\gamma _bmc^2`$ and $`K`$, a normalization constant). As discussed in detail by Tavecchio, Maraschi & Ghisellini (1998) the seven model parameters listed above can be strongly constrained by using seven observational quantities, namely the two spectral slopes (in the X- and $`\gamma `$-ray bands), the frequency and flux of the synchrotron peak, a flux value for the inverse Compton component emission and a lower limit to the IC peak frequency. Assuming $`R=ct_{var}`$ with a variability timescale $`t_{var}=2`$ hr, the system is practically closed and we obtain univocally a set of physical parameters for the source, with uncertainties depending on those of the observed quantities involved. Fig.4 of Tavecchio, Maraschi & Ghisellini (1998) shows the allowed region in the $`B\delta `$ space derived for PKS 2155-304 with values of the observational quantities encompassing those derived here. A lower limit $`\delta >15`$ is set by the ”internal” transparency condition for TeV $`\gamma `$-rays, while the limits derived from the modeling of the SED fall somewhat above this. In Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase we show two SEDs computed with the SSC models described above aimed at reproducing the high and low X-ray states observed with $`Beppo`$SAX. We (arbitrarily) assumed that the lower intensity X-ray state corresponds to the gamma-ray emission reported in 1995. The parameters of the model for the lower state have the following values: $`\delta =18`$, $`B`$=1 G, $`R=3\times 10^{15}`$ cm, $`n_1=2`$, $`n_2=4.85`$, $`K=10^{4.7}`$, $`\gamma _b=10^{4.5}`$. The inverse Compton emission is computed here with the usual step approximation for the Klein-Nishina cross section, i.e. $`\sigma =\sigma _T`$ for $`\gamma \nu _t<mc^2/h`$ and $`\sigma =0`$ otherwise, where $`\gamma `$ is the Lorentz factor of the electron and $`\nu _t`$ is the frequency of the target photon. The comparison of the flaring spectrum with the lower intensity one in Fig. Spectral Evolution of PKS 2155-304 observed with $`BeppoSAX`$ during an Active Gamma-ray Phase shows that the peak in the SED shifted to higher energies during the flare. In fact the peak occurs at about 1 keV during the flare, while in the fainter states it falls towards the lower end of the $`BeppoSAX`$ range ($`0.2`$ keV). A similar behavior was observed in Mrk 421 with ASCA (Takahashi et al. 1996) and with $`BeppoSAX`$ (Fossati et al. 1998). A much more extreme case occurred in Mrk 501, when in a state of exceptional activity the SED peak was observed to be in the 100 keV range (Pian et al. 1998). Therefore, in the model for the flaring state, the break energy of the electron spectrum was shifted to higher energies ($`K=10^{4.8}`$, $`\gamma _b=10^{4.65}`$) leaving the other parameters unchanged. Correspondingly also the IC peak increased in flux and moved to higher energies. Both effects are however reduced with respect to the “quadratic” relation expected in the Thomson limit since for the required very high energy electrons the suppression due to the Klein-Nishina regime plays an important role. The models predict TeV emission at a detectable level. Indeed, towards the completion of this work, we have been informed of the detection of high energy $`\gamma `$–rays by the Mark 6 telescope (Chadwick et al. 1998). Part of the Mark 6 observing period overlaps with that of $`BeppoSAX`$ and EGRET. Although the exact flux level simultaneous to the $`BeppoSAX`$ one has not been reported, in November 1997 the source was seen by the Mark 6 telescope at its highest flux (Chadwick et al. 1998). The time averaged flux corresponds to $`4.2\times 10^{11}`$ ph cm<sup>-2</sup> s<sup>-1</sup> above 300 GeV (and extending up to $`>`$ 3 TeV). Indeed the model for the lower intensity state reproduces the average TeV emission flux level remarkably well. A more detailed test, comparing the TeV fluxes associated with different X-ray states will be hopefully possible with future observations. Current models of the IR background (Malkan & Stecker 1998) predict an optical depth between 1 and 2 for 1 TeV photon from a source located at $`z1`$ ( Stecker & de Jager 1998). The resulting flux reduction would be still consistent with our model. Signatures of this effect may be found in the future from a measurement of the TeV spectral shape. Note that, given the flat soft X-ray spectrum, it would be impossible to reproduce with these same models also the non-simultaneous optical-UV data reported in the figure. Since the variations occur on longer time scales in the lower energy bands, the optical-UV flux may derive from a larger spatial region which acts as a reservoir for the partially cooled particles. At higher energies instead we may observe the radiation from the freshly accelerated particles, before they can accumulate in the reservoir. In this case, a single homogeneous region is not sufficient to describe the full broad band SED. Alternatively a more complex spectral shape for the electron energy distribution has to be assumed. ## 6 Spectral Dynamics The time resolved continuum spectroscopy, made possible by sensitive and broad band instruments like ASCA and $`BeppoSAX`$, has triggered the need for time dependent models describing the changes in particle spectra due to acceleration, energy losses and diffusion. The problem is in general complex and only some simplified cases have been treated up to now (e.g. Kirk, Rieger & Mastichiadis 1998, Dermer 1998, Makino 1998). In addition, light travel time effects through the emitting region may be important (Chiaberge & Ghisellini 1998). A crucial point in this problem is the measurement and interpretation of lags of the soft photons with respect to the harder ones. These can be produced through radiative cooling if the population of injected (accelerated) electrons has a low energy cut off or possibly a sharp low energy break, as clearly shown by Kazanas, Titarchuk & Hua (1998). If so, the observed lag $`\tau _{obs}`$ depends only on the value of the magnetic field (assuming synchrotron losses are dominant, as is roughly the case for this source) and $`\delta `$. Their relation can be expressed as $$B\delta ^{1/3}300\left(\frac{1+z}{\nu _1}\right)^{1/3}\left[\frac{1(\nu _1/\nu _0)^{1/2}}{\tau _{obs}}\right]^{2/3}G$$ (1) where $`\nu _1`$ and $`\nu _0`$ represent the frequencies (in units of $`10^{17}`$ Hz) at which the observed lag (in sec) has been measured. It is interesting to note that the value of the lag (0.5 hrs) inferred from the present $`BeppoSAX`$ observations yield a B and $`\delta `$ combination consistent with the parameters obtained independently from the spectral fitting. This argument supports the radiative interpretation of the observed X–ray variability. An alternative possibility recently put forward by Dermer (1998) is that the flare decay is due to deceleration of the emitting plasma by entrainment of external matter as proposed for $`\gamma `$-ray bursts. A detailed model would be needed for a quantitative comparison with the present data. We recall that also in Mrk 421, a source closely similar to PKS 2155-304 in the SED, similar values of the lag have been found (Takahashi et al. 1996). In fact the same arguments applied here to PKS 2155-304 give similar estimate of the physical parameters for Mrk 421 (see Tavecchio Maraschi & Ghisellini 1998). In the case of the other well established TeV source Mrk 501 lags have not been measured up to now. ## 7 Summary and Conclusions Simultaneous multiwavelength monitoring has proved to be a very powerful tool to test and constrain emission models for blazars. The $`BeppoSAX`$ observations of PKS 2155–304 here reported, were partially overlapping with an intense $`\gamma `$–ray flare detected by EGRET and with observations at TeV energies by the Mark 6 telescope which also revealed a high flux. Although exactly simultaneous $`\gamma `$-ray data are not available at the time of writing, the X–ray data alone already provide us with interesting results. The X–ray flux was almost at the highest level ever detected. A curved spectral component, which can be identified with the high energy end of the synchrotron emission, extends up to about 50 keV, while at higher energies the spectrum flattens, plausibly revealing the contribution of inverse Compton emission. Indeed this is what is generally expected in the context of emission from a relativistic jet, which seems quite convincingly to account for the SED of blazars. Within the blazar class, the synchrotron and inverse Compton components of low power BL Lac objects, as is the case for PKS 2155–304, tend to peak at the highest energies (X–ray and TeV energies, respectively) and the synchrotron photons probably dominate the seed radiation field to be upscattered to $`\gamma `$–ray energies. Further constraints on the structure and physical parameters of the emitting source come from adding to the spectral the temporal information. Indeed we find that SSC emission from a homogeneous region can consistently account for both the broad band SED and the soft lag detected by $`BeppoSAX`$, the latter being due to radiative cooling of the high energy part of the electron distribution. An interesting and testable prediction of this interpretation is the emission of TeV photons, which indeed has been found a posteriori to be in remarkably good agreement with the results recently reported by the Mark 6 team (Chadwick et al. 1998). We thank L.Piro, $`BeppoSAX`$ Mission Scientist, and the (chairman and members of) $`BeppoSAX`$ Time Allocation Committee for allowing us to perform this observation in replacement of another target allocated to us, and the Mission Planning team at $`BeppoSAX`$ SDC for the prompt scheduling. We also gratefully acknowledge conversations with D.Dal Fiume for extremely useful hints on PDS data reduction, and some suggestions by A.Santangelo about HPGSPC data reduction. AC and GF thank the Italian MURST for financial support.
no-problem/9903/cond-mat9903392.html	ar5iv	text	# Extended and localized phonons, free electrons, and diffusive states in disordered lattice models \[ ## Abstract In this paper we propose that phonons, free diffusive electrons, and diffusion in two-and three–dimensional disordered lattice problems belong to a different class of localization than bonded electrons. This is manifested by three effects that can be observed numerically. First, there are extended states even at two dimensions, whereas there are no extended states in the usual electronic models. Second, the correlation length does not diverge at the mobility edges in three dimensions, and finally, the participation ratio of the extended states, decays to zero at this edge. This indicates zero electronic conductivity, in the extended region near the mobility edge. We show that low energy modes for these models can either have diverging localization lengths or are extended. \] It is well known that disorder in the properties of physical systems can induce localization effects on the relevant variables. A classic example for such phenomena is an electron in a disordered potential \[1-10\]. Specifically, an electron that obeys the Schrödinger equation, with spatial disorder in the potential, is known to be localized for a strong enough disorder, which affects the conductivity of an electronic system and its dependence on the system size. This subject has received enormous attention during the last three decades and is described in a numerous books and reviews \[1-10\]. In one dimension and for any kind of disorder, all electronic states are localized, i.e. the wave-functions decay at a large distance as $`\mathrm{exp}(\|rr_0\|/\xi )`$, where $`\xi `$ is the localization length, and $`r`$ and $`r_0`$ are local positions. This leads also to exponential localization of the electronic conductivity. In contrast, in two dimensions the situation is marginal. For any disorder the wave functions form a multi-fractal set in the system. In three dimensions there are localized and extended states separated by a mobility edge at an energy $`E_c`$. The correlation length diverges in the localized region as $`\xi (EE_c)^\nu ,`$ and the conductivity is proportional to $`(EE_c)^\nu `$ in the extended range . Classical waves (photons and waves), are thought to behave similarly (see in ). Specifically, there are three equivalent physical systems in which the disorder appears in a random Laplacian form and can cause dramatic effects. The first is vibration problems (or phonons) in disordered media. Examples for such problems are disordered solids, glasses, granular materials, packings, colloids, and polymers, where the geometrical disorder, connectivity and fluctuations in the elastic constants play a crucial role in determining of the dynamics. The second is free electrons on a lattice, with randomness in their real, positive transmission coefficients. The third is the random diffusion problem. The dynamical structure of all these problems is similar though the time–dependence, statistics, and physical properties are very different. In the one-dimensional case, it is well known that phonons are localized . However, the localization length of these systems is scaled, as the inverse square of the frequency. So at low frequencies, we observe phonon-like modes with a localization length that is much longer than their wave length, and with a low–frequency distribution function similar to the ordered one. In a few theoretical papers published on the subject , it was proposed that the situation in higher dimensions is analogous to the BE situation. We claim in this paper that there is sufficient numerical evidence that this is not the case. We begin by demonstrating that the dynamical matrices of the three cases are equivalent within certain parameter limits. Then we analyze numerically a lattice problem that is similar to the models studied in the electronic case \[1-10\]. We used increasing lattice sizes to get information about the nature of the eigenstates as the system size is increased. The participation ratio (PR) of the states was used to measure the degree of localization. A localization transition between extended and localized states was observed in the spectra in two and three dimensions. However, the three–dimensional transitions are different from the bonded electron (BE) transition\[1-10\]. There is no divergence of the correlation length near the mobility edge $`E_c`$, (i.e. $`\nu =0`$), and the volume of extended states (defined by the participation ratio) converges to zero at the mobility edge. This implies zero electronic conductivity near the mobility edge. Moreover, this can also have a major effect also on the heat conductivity for phonons in glasses where there are well–known anomalies (a plateau in heat conductivity in medium temperatures, see for example in ). Furthermore, in two dimensions there are three kinds of modes: extended, localized, and multi-fractal modes separated by mobility edges. We propose that the difference between these problems and the BEs is because that potential terms destroy the low–energy free structure of the free electrons and phonons. Let us define the equivalent models that we study. The first is the discrete random elastic Hamiltonian $$H=\frac{1}{2}\underset{ij}{}K_{ij}(u_iu_j)^2,$$ (1) where $`u_i`$ represents scalar elastic movements and $`K_{ij}`$ represents the elastic constants. Though the $`u`$s are generally vectors, we will limit our discussion here to scalars. There are two obvious constraints on the parameters. The first is the symmetry $`K_{ij}=K_{ji}`$. The second is that for all realizations of $`u_i`$, the Hamiltonian is non-negative. This is a non-local requirement for the realizations of the elastic constants that can be trivially satisfied by non-negative $`K_{ij}`$ which is used. The single atom dynamics is defined by $$m_i\ddot{u}_i=\underset{ij}{}K_{ij}(u_iu_j),$$ (2) where $`m_i`$ is the particle mass. Assuming that $`u_i=\mathrm{exp}(i\omega t)\overline{u}_i(\omega )`$ we obtain an eigenvalue problem $$m_i\omega ^2\overline{u}_i=\underset{ij}{}K_{ij}(\overline{u}_i\overline{u}_j).$$ (3) Free random diffusion has a similar dynamical form. We define densities as $`\rho _i`$, and random diffusivities $`D_{ij}`$ between nearby sites. The currents will be $`J_{ij}=D_{ij}(\rho _i\rho _j)`$ and we obtain a random diffusion equation $$\dot{\rho }_i=\underset{ij}{}D_{ij}(\rho _i\rho _j).$$ (4) Defining $`\rho _i(t,\mu )=\mathrm{exp}(\mu t)\overline{\rho }_i(\mu )`$ we obtain a similar eigenvalue problem with $`\mu =\omega ^2`$. Since negative densities in $`\rho `$ are not allowed, $`D_{ij}0.`$ A free randomly moving quantum particle is described by $$i\dot{\psi }_i=\underset{ij}{}M_{ij}(\psi _i\psi _j)$$ (5) for arbitrary hermitian $`M_{ij}`$. For real and non-negative $`M`$’s we again obtain a similar equation, for $`\psi =\mathrm{exp}(iEt)\overline{\psi }_i(E)`$. These linear models have the same linear dynamical structure for the phonon case when the masses are the same, and in the diffusive case where the diffusion constants are symmetric. However, the time dependence, the statistics and other properties are different. In this paper we use, unless stated otherwise, the phonon terminology. Let us concentrate on an equal mass ($`m_i=1`$) model in a cubic lattice, in $`d`$ dimensions, with a unit distance and size $`L`$. We consider the nearest neighbors’ interactions, with two elastic constants $`K_1`$ and $`K_2`$, with a ratio $`\alpha =K_2/K_1`$, between them and a probability $`p`$ to find $`K_1`$ and $`1p`$ for $`K_2`$. Since $`\alpha <1`$ is the same as $`\alpha >1,`$ we will only discuss this limit. The normalization $`K_1=1`$ defines a scale of frequencies. This model was suggested in and was simulated in for small $`\alpha `$s. We can calculate the density of states $`N(\omega )`$ and the eigenvectors $`\overline{u}_r(\omega )`$. The participation ratio is our main measure for the nature of the states. It is defined as $$I_4(\omega )=(\underset{r}{}\overline{u}_r^4(\omega ))^1,$$ (6) where the summation encompasses all lattice sites. If a state is localized, the non-normalized PR is not dependent on the system size. However for extended eigenstates the PR is scaled as $`L^d`$. If the states are multi-fractal, as is reported for electronic states in two dimensions, the PR is scaled as $`L^\beta `$ with $`\beta <d`$. Another measure of the localization is the behavior of the correlation length and the conductivity near the mobility edge. There are two simple limits for this model. Namely, $`\alpha =1`$, which is the ordered lattice limit, and $`\alpha =0`$, which is the percolation case. With $`\alpha =1`$, all states are extended and ordered. The percolation limit however, is more involved. Above the percolation threshold it is expected to see phonons on a scale much larger than the percolation correlation length , and fractal excitations called fractons, below this length. Below the percolation threshold, the system would be completely localized. The two–and three–dimensional percolation cases were recently studied in . Different behavior is observed for $`\alpha >0`$. Fractons with phonons were observed for the case of extremely small $`\alpha `$ . The eigenvalue problem is treated numerically using the LAPACK package with real symmetric banded systems for the equal mass model. For the variable mass model we used a special routine for real–banded systems. Specifically, we used a cubic system of size $`L`$, where the distance between particles is unity. Most of our simulations were done for free boundary conditions. However, we verified that the periodic boundary conditions did not change them. We computed a set of eigenvalues $`\omega _i`$, and eigenvectors denoted as $`\overline{u}_r(\omega _i)`$, where $`r`$ is the lattice position. We simulated the one dimensional case to check our method. The numerical results here are completely in accord with the theoretical predictions. We found that the PR scales in the low frequency regime as $`\omega ^2,`$ with a lower frequency cutoff whose size is reduced with an increase in system size. In the two–dimensional case, we observed that for small values of $`\alpha ,`$ localization effects are observed over a wide range of $`p`$s. Figures 1-3 present numerical results from a system with parameters $`p=0.4`$ and $`\alpha =0.1`$. Figure 1 shows the density of states. In a two–component system we observe two distinct peaks in the distribution function . At low frequencies the density of states is linear in $`\omega `$, so the states are phonon-like. Figure 2 presents $`I_4^L(\omega )`$ as a function of $`\omega `$. At low frequencies there are extended modes whose PR scales with the system size. There is a well-defined mobility gap at $`\omega _c`$, separating the extended and multi-fractal states. The PR below it is $`I_4^L(\omega _c\omega )L^2`$. To analyze these states we calculated the exponent $`\beta `$. This is shown in Fig. 3, where the scaling exponent $`\beta `$ of $`I_4`$ versus $`L`$ is presented as a function of $`\omega `$. Five scaling regimes of $`\beta `$ are visible in the curve. There is a marked transition between the extended state $`\beta =2`$ and the state with $`\beta =1,`$ within our numerical accuracy. Thus, there is a sharp mobility gap between the multi-fractal and extended states in this model. The the same behavior was observed for a very wide set of parameters for $`\alpha <0.5`$, and the probabilities between $`0.2`$ and $`0.8`$. A phase diagram of those limits will be published in a forthcoming paper. The same effects were also observed for continuous distributions of the elastic constants. The same kind of model was also simulated in three dimensions, where we observed a localization transition (see Fig. 4). The scaling of the extended eigenstates is again $`I_4^L\|\omega \omega _c\|L^3`$. Above the mobility edge all states are localized. There is no divergence of the correlation length near the transition $`\xi (\omega \omega _c)^0`$ ($`\nu =0`$). Therefore this localization transition is different from that of BE. One would expect to see no power law contribution to the zero conductivity of free electrons near the $`E_c`$. This result is related to the decay of the PR near $`E_c`$. States with a low PR cannot transfer current effectively, because according to the Kubo-Greenwood formula, the conductivity is related to overlaps between wave functions. This is also a clear indication for zero conductivity in the two–dimensional case (see ). Indeed, calculations of conductivity in such systems will reveal a strong dependence of the conductivity on $`E`$ but will probably show only slight or no dependence of the conductivity on the system size. Moreover, this will also have an important effects on the heat conductivity in glasses . A common feature of all these models is the existence a minimal zero energy state. This is a sign for the existence of ‘free’ states in a low–frequency region. To show that the localization length should diverge, let us consider the random quenched model of diffusion with minimal diffusivity. Any local density will diffuse to infinity with a minimal effective diffusion constant (above the minimal value of $`D`$). If all states are localized, no diffusion to infinity would be possible, since the initial condition is expanded by eigenstates of the problem. Therefore the correlation length should either diverge at low frequencies or the system will be extended. Let us now make a detailed comparison using the theory. Note that both theoretical works are based on approximations which also fail in the electronic case . One can compare a numerical simulation with the theory even for a system with a limited scale. The basic concept used in our simulation is the following: if there is an increase in the system size, localization lengths that do not depend on the system size will appear in the simulation when the system scale becomes large enough. This is what is observed in numerics in one dimension. As the system size is increased, there is a decreased lower zone of frequency where PRs depend on system size, and an increased range where the PRs fit the theoretical predictions. Interestingly, this kind of effect does not occur in two and three dimensions. Specifically, there is a clear localization transition in two dimensions, but the states above it, even the ones with the smallest normalized PRs continue to scale with the system size. A two–dimensional scaling length $`\xi \mathrm{exp}(\omega ^2)`$ was predicted in . This indicates that above a cutoff given by $`L\xi `$, all states would scale with the system size and that there would be a shift in the cutoff when $`L`$ is increased. Both effects were not observed in our numerics. In three dimensions it was claimed that a blowup of the correlation exponent occurred with a similar exponent in the electronic case . This was also not observed. The results of for three dimensions can also be tested, since they are detailed, and there is no agreement. Note that for larger system sizes, there might be difficulties in scalings; this is the common danger of numerical work. All the effects discussed in this paper seem to be conserved for different masses and also for different continuous probability distributions for the $`K`$s. The findings presented here raised the following questions that are currently under study. What is the theory of the observed transition? What is the effect of adding the mass and vector properties to the phonon translations? What is the nature of the transition between bonded and free electrons? How does the electrical and heat conductivity depend on the energy? What is the connection of those effects to real glasses? We thank T. Kustanovich, R. Zeitak, O. Gat for useful discussions of the subject.
no-problem/9903/cond-mat9903406.html	ar5iv	text	# A systematic approach to bicontinuous cubic phases in ternary amphiphilic systems ## I Introduction Amphiphiles are molecules which have both hydrophilic and hydrophobic parts. In a ternary mixture of amphiphiles, water and oil, their ability to stabilize water-oil interfaces leads to structure formation on the nanometer scale . Depending on concentration and temperature, many different phases are found to be stable. One intriguing aspect of amphiphilic polymorphism is the existence of ordered bicontinuous phases which can be traversed in any direction in both the water and the oil regions. Here macroscopic order has been demonstrated by the appearance of Bragg-peaks in diffraction patterns and bicontinuity by measuring diffusion properties with nuclear magnetic resonance . Clearly any bicontinuous ordered phase has to have a three-dimensional Bravais-lattice. In experiments, cubic symmetry is observed in most cases . The amphiphilic monolayers of bicontinuous cubic structures, which separate regions with water from regions with oil, are often modelled by triply periodic surfaces of constant mean curvature . By changing experimental parameters like temperature or salt concentration, their preference to bend towards the water or the oil regions can be made to vanish. Then one can describe them by triply periodic minimal surfaces (TPMS). Similarly, the bilayers of bicontinuous cubic phases in lipid-water mixtures by symmetry have no spontaneous curvature, so that their mid-surfaces can also be modelled by TPMS . Bicontinuous cubic phases have gained renewed interest recently, for example as space partitioners in biological systems , as amphiphilic templates for mesoporous systems and for the crystallization of membrane proteins . In this paper, we report on a systematic theoretical investigation of bicontinuous cubic phases in ternary amphiphilic systems with vanishing spontaneous curvature. We restrict ourselves to bicontinuous ordered phases with cubic symmetry since these are the ones which are mainly observed in experiments. It has been shown recently by Góźdź and Hołyst in the framework of real-space minimization that various cubic bicontinuous phases can be generated as local minima of the Ginzburg-Landau model for ternary amphiphilic systems introduced previously by Gompper and Schick . The position of the interfaces between oil and water regions then follow as iso-surfaces to a scalar field $`\mathrm{\Phi }(\text{r})`$. Our analysis is based on the Fourier ansatz in combination with the theories of space groups and color symmetries; it allows to generate the relevant structures in a very systematic way and to reduce the representations to a relatively small number of variables. This in turn allows very efficient numerics and makes it easy to document and reuse the results. In order to analyze our results, we use an effective interface Hamiltonian, which is derived from the Ginzburg-Landau theory . Due to the oil-water symmetry of the Ginzburg-Landau model, the spontaneous curvature vanishes. Since the elastic energy of interfaces is governed by their bending rigidity, the interfaces of the structures which have only one amphiphilic monolayer are very close to cubic TPMS. A similar approach, which employs a Ginzburg-Landau model for binary fluid mixtures, has been used in Refs. . However, since the elastic energy of interfaces is governed by their tension in this case, the numerical minimization is much less stable. In fact, our tabulation of the first few Fourier amplitudes for the four best-known structures G, D, I-WP and P provides a considerable improvement over the widely used nodal approximations for TPMS . Since most of the detailed analysis of the properties of cubic TPMS has been focused on these structures so far, we want to use our representations to characterize the structures C(P), C(D), S, C(Y) and F-RD in more detail. Our analysis in terms of interfacial properties also allows us to investigate the relative stability of the various bicontinuous cubic phases in terms of their geometrical properties. Although the identification of a certain bicontinuous cubic structure is a tedious procedure best accomplished by combining several experimental techniques like neutron or X-ray small angle scattering, transmission electron microscopy and nuclear magnetic resonance, in most cases one has found the stable phases to be either gyroid or diamond structures. Here we derive an universal geometrical criterion for their relative stability in the case of vanishing spontaneous curvature of the interfaces which explains these experimental findings and is in excellent agreement with our numerical results. The paper is organized as follows. We begin by introducing the relevant concepts from differential geometry and crystallography and their applications to amphiphilic systems in Sec. II. In Sec. III we explain how to construct Fourier series and nodal approximations for amphiphilic structures. In Sec. IV we systematically generate, evaluate and compare various single and double structures by using the Ginzburg-Landau theory, as well as the interface Hamiltonian which follows from it. In Sec. V we use the representations obtained to comment on the experimental identification of bicontinuous cubic phases in amphiphilic and mesoporous systems. ## II Geometry of bicontinuous phases If we characterize a bicontinuous phase by its interfaces, the simplest possible case is that they form one triply periodic surface (TPS), i.e. a surface with a three-dimensional Bravais-lattice. Any TPS divides space into two unconnected but intertwined labyrinths. In ternary amphiphilic systems, the surface is covered with an amphiphilic monolayer and the two labyrinths are filled with water and oil, respectively. Therefore any structure corresponding to a TPS is bicontinuous in water and oil. The TPS is called balanced if there exists an Euclidean transformation $`\alpha `$ which maps one labyrinth onto the other. Oil and water have equal volume fractions in this case. In the mathematical context, triply periodic minimal surfaces (TPMS) have been investigated extensively . In order to locally minimize their surface area, minimal surfaces have vanishing mean curvature $`H=(1/R_1+1/R_2)/2`$ at every point on the surface, where $`R_1`$ and $`R_2`$ are the two principal radii of curvature. Therefore, their Gaussian curvature $`K=1/R_1R_2=1/R_1^2`$ is non-positive and the surface is saddle-shaped everywhere. Up to 1970 only five TPMS had been known by the 19th-century work of Schwarz and his students, with P, D and C(P) being cubic. Then Schoen described 12 more , including the cubic cases G, F-RD, I-WP, O,C-TO and C(D). Their existence was proven by Karcher in 1989 . More TPMS have been found by Karcher and Polthier , Fischer and Koch and others, but all of them seem to be more complicated than the ones known to Schoen. For cubic TPMS, exact representations are known only for P, D, G and I-WP. These Weierstrass representations originate from complex analysis and are explained in Appendix A. With their help the surface areas of these TPMS can be calculated exactly in terms of elliptic functions; the resulting values are given in Tab. I. Being balanced and being minimal are two independent possible properties of a TPS. From the cubic TPMS known to Schoen, F-RD, I-WP and O,C-TO are not balanced and divide space into two labyrinths with unequal volume fractions. On the other hand, the TPS defined by $`\mathrm{cos}x+\mathrm{cos}y+\mathrm{cos}z=0`$ is balanced with $`\alpha `$ being a translation along half the body diagonal of the conventional unit cell, but far from minimal. If a TPS contains straight lines, it is called spanning . It was shown by Schwarz that any spanning TPMS is symmetric with respect to a reflection around such a line. Since this operation exchanges the two labyrinths, any spanning TPMS is balanced. The only known cubic TPMS, which is balanced but not spanning, is the gyroid G, where the symmetry operation exchanging the two labyrinths is the inversion. For our purposes it is best to investigate not the local concentrations of oil and water separately, but their difference $`\mathrm{\Phi }(\text{r})=\rho _O(\text{r})\rho _W(\text{r})`$. Since we assume incompressibility, $`\rho _O(\text{r})+\rho _W(\text{r})=1`$ and the local concentrations of oil and water can be reconstructed from $`\mathrm{\Phi }(\text{r})`$. The amphiphilic monolayers now correspond to the $`\mathrm{\Phi }=0`$ iso-surfaces. The interchange of oil and water amounts to $`\mathrm{\Phi }\mathrm{\Phi }`$. For balanced surfaces this is a symmetry operation when combined with the Euclidean operation $`\alpha `$, that is $`\mathrm{\Phi }(\alpha \text{r})=\mathrm{\Phi }(\text{r})`$. However, it is important to note that this is not a space group symmetry — which would only allow for a rigid motion, but not for a change of sign. Additional symmetries which arise when an Euclidean operation is combined with a permutation are called color symmetries; with only water and oil present we have the simplest case of a black and white symmetry . When water and oil are colored white and black, respectively, the $`\mathrm{\Phi }=0`$ iso-surface obtains differently colored sides and thus can be considered to be oriented. We assume the uncolored structure (i.e. the unoriented surface) to have space group $`𝒢`$. Then all Euclidean operations which do not interchange the two labyrinths form a subgroup $``$ of $`𝒢`$ of index $`2`$. By definition $``$ is the space group of the colored structure (i.e. the oriented surface). The quotient group is isomorphic to the cyclic group of order $`2`$, that is $`𝒢/_2\{1,\alpha \}`$. In general, any balanced TPS is characterized by a group-subgroup pair $`𝒢`$ of index $`2`$. For example, for the balanced TPS defined by $`\mathrm{cos}x+\mathrm{cos}y+\mathrm{cos}z=0`$, we have $`=Pm\overline{3}m`$ (No. 221) and $`𝒢=Im\overline{3}m`$ (No. 229). In order to describe a balanced TPS which does not intersect itself, certain restrictions apply for the extension from $``$ to $`𝒢`$ (for example, if $`\alpha `$ is a rotation, it has to be 2-fold). This has been used by Fischer and Koch to develop a crystallographic classification of all cubic TPMS . In particular they showed that only 34 cubic group-subgroup pairs $`𝒢`$ with index 2 can correspond to cubic balanced TPMS. Although there is no way to systematically list all balanced TPMS belonging to a possible group-subgroup pairing $`𝒢`$, Fischer and Koch argued that one can completely enumerate all cubic spanning TPMS which have straight lines forming a three-dimensional network whose polygons are spanned disc-like by the surface. They find P, C(P), D, C(D), S and C(Y), with the latter two described by them for the first time. In our work we systematically generate these structures together with the only known balanced but non-spanning cubic TPMS G and the non-balanced ones I-WP and F-RD. Examples for spanning TPMS are shown in Fig. 1. One also can consider structures with two TPS. For example, parallel surfaces can be constructed on either side of any given TPS. Both parallel surfaces are TPS, each of which has two labyrinths, which are topologically equivalent to those of the initial structure. However, with respect to the overall structure, these labyrinths are now filled with the same component and separated by a bilayer which is filled with the other component. One might call this structure tricontinuous, but we rather prefer to use the term double structures for structures of two TPS — in contrast to single structures containing one TPS. Experimentally, little is known about the exact structure of bicontinuous cubic phases in ternary amphiphilic systems. One exception is the system DDAB-water-styrene, for which five different double structures have been found to be stable, each of which can be regarded as an oil-filled bilayer draped onto a different TPS . However, with microemulsion phases being so ubiquitous for these systems, single structures can be expected also to be stable, and in fact have been reported in Ref. . In contrast to the situation for (almost balanced) ternary amphiphilic systems, the structure of bicontinuous cubic phases is well-established for many binary amphiphilic systems . Here, mostly inverse phases are found, in which the two labyrinths are filled with water and the TPS is covered with an amphiphilic bilayer. These structures can be considered to be double structures of a ternary system where the oil has been removed from the bilayer. However, if the thickness of the bilayer is small compared to the lattice constant, it seems more appropriate to model them by single structures of a ternary system, where the water regions on both sides of the bilayer are distinguished artificially by labelling them ‘water I’ and ‘water II’, respectively . Thus our results for single structures can also be applied to bicontinuous cubic phases in amphiphile-water mixtures. ## III Fourier ansatz In order to construct a Fourier ansatz for a given group-subgroup pair $`𝒢`$, we need a Fourier ansatz for space group $``$, together with the implementation of a certain black and white symmetry. In ternary amphiphilic systems, this corresponds to a balanced single structure. For non-balanced single structures and double structures there is no color symmetry and one only needs the Fourier ansatz for a given space group $`𝒢`$. It is well known how to choose the Fourier ansatz for a given space group $``$ . In the cubic system the translational properties of $``$ correspond to one of the three cubic Bravais lattices simple cubic (P), body centered cubic (I) or face centered cubic (F). The Fourier series then reads $$\mathrm{\Phi }(\text{r})=\underset{\{\text{K}\}}{}\mathrm{\Phi }_\text{K}e^{i\text{K}\text{r}}$$ (1) where $`\{\text{K}\}`$ is the reciprocal lattice and the $`\mathrm{\Phi }_\text{K}`$ are the (complex) Fourier amplitudes. However, not all of them are independent. Since the density field $`\mathrm{\Phi }(\text{r})`$ has to be real, it follows from Eq. (1) that $`\overline{\mathrm{\Phi }_\text{K}}=\mathrm{\Phi }_\text{K}`$. With $`\mathrm{\Phi }_\text{K}=A_\text{K}iB_\text{K}`$ , Eq. (1) becomes $$\mathrm{\Phi }(\text{r})=\underset{\{\text{K}\}}{}\left\{A_\text{K}\mathrm{cos}(\text{K}\text{r})+B_\text{K}\mathrm{sin}(\text{K}\text{r})\right\}.$$ (2) Here $`A_\text{K}`$ and $`B_\text{K}`$ are real and can be obtained from $`\mathrm{\Phi }(\text{r})`$ as $$A_\text{K}=\frac{1}{v}𝑑\text{r}\mathrm{\Phi }(\text{r})\mathrm{cos}(\text{K}\text{r}),B_\text{K}=\frac{1}{v}𝑑\text{r}\mathrm{\Phi }(\text{r})\mathrm{sin}(\text{K}\text{r}),$$ (3) where the integration runs over some unit cell of volume $`v`$. Thus, for even or odd functions, $`B_\text{K}=0`$ or $`A_\text{K}=0`$, respectively. Further restrictions on the Fourier amplitudes $`\mathrm{\Phi }_\text{K}`$ arise when we consider symmetry operations $`\text{r}P\text{r}+\text{t}`$, which are not pure translations. Here, $`P`$ denotes a rotation, inversion or roto-inversion, and t a translation which does not belong to the Bravais lattice. Thus, t is non-vanishing for screw axes and glide planes. It now follows from Eq. (1) that $`\mathrm{\Phi }_{P^1\text{K}}=\mathrm{\Phi }_\text{K}e^{i\text{K}\text{t}}`$. Let $`H`$ be the point group of the given space group $``$. To each operation in $`H`$ there corresponds a pair $`(P,\text{t})`$ in $``$. We group all reciprocal lattice vectors, which are related by an operation of $`H`$, into so-called Fourier stars. All members of a given star have the same wavelength. Only few stars will have the same wavelength and in most cases there is only one star with a certain wavelength. Therefore, the stars can be ordered according to decreasing wavelength and numbered with the index $`i`$. For each star we arbitrarily choose one representative $`\text{K}_i`$. With $`\mathrm{\Phi }_{\text{K}_i}=A_iiB_i`$, Eq. (1) becomes a sum over Fourier stars, $$\mathrm{\Phi }(\text{r})=\underset{i}{}\frac{n_i}{n}\{A_i𝒜_{\text{K}_i}(\text{r})+B_i_{\text{K}_i}(\text{r})\},$$ (4) where the geometric structure factors are defined by $`𝒜_{\text{K}_i}(\text{r})`$ $`=`$ $`{\displaystyle \underset{H}{}}\mathrm{cos}[(P^1\text{K}_i)\text{r}+\text{K}_i\text{t}],`$ (5) $`_{\text{K}_i}(\text{r})`$ $`=`$ $`{\displaystyle \underset{H}{}}\mathrm{sin}[(P^1\text{K}_i)\text{r}+\text{K}_i\text{t}].`$ (6) Their precise form is obtained by explicitly enumerating all non-translational symmetry operations of space group $``$. The results of this procedure can be taken from Ref. if they are corrected by a factor $`1/m_L`$, where $`m_L`$ is the multiplicity of the Bravais lattice (1, 2 and 4 for P, I and F, respectively). In Eq. (4), $`n`$ denotes the order of $`H`$ and $`n_i`$ the multiplicity of $`\text{K}_i`$. If $`H`$ does not contain the inversion, we can extend the definition of a Fourier star by using $`\overline{\mathrm{\Phi }_\text{K}}=\mathrm{\Phi }_\text{K}`$. This does not change Eq. (4) except that now we have to replace $`H`$ by the so-called Laue group, that is $`H`$ extended by the inversion. All structures investigated in this work have $`m\overline{3}m`$ with order $`n=48`$ either as their point group or as their Laue group, thus the members of one star are generated by all possible permutations and changes of sign of the components of $`\text{K}_i`$. With $`A_i=A_{\text{K}_i}`$ and $`B_i=B_{\text{K}_i}`$, every Fourier star has two variables. This reduces to one when $`\mathrm{\Phi }`$ is an even or odd function of r. We now address the question how to implement the additional black and white symmetry. Since $``$ has index $`2`$ in $`𝒢`$, it follows from the theorem of Hermann that $``$ has either the same point group or the same Bravais lattice as $`𝒢`$. If $``$ and $`𝒢`$ have the same point group, their Bravais lattices have to be different. Thus the Euclidean operation $`\alpha `$, which maps oil regions onto water regions, has to be a translation $`\text{t}_\alpha `$ which transforms one cubic Bravais-lattice into another. There are only two possibilities: for $`\text{t}_\alpha =a(\text{x}+\text{y}+\text{z})/2`$ a P-lattice becomes a I-lattice, and for $`\text{t}_\alpha =a\text{x}/2`$ a F-lattice becomes a P-lattice. The operation $`\mathrm{\Phi }(\text{r}+\text{t}_\alpha )=\mathrm{\Phi }(\text{r})`$ in combination with Eq. (1) leads to additional reflection conditions: $`h+k+l=2n+1`$ for $`PI`$, and $`h,k,l=2n+1`$ for $`FP`$. Note that these reflection conditions are complementary to the well-known ones for I and F ($`h+k+l=2n`$ and $`h+k,h+l,k+l=2n`$, respectively). Thus in the case of identical point groups, the form of the Fourier stars in Eq. (4) for space group $``$ stays the same, but the sum now runs over a reduced set of Fourier stars. If $``$ and $`𝒢`$ have the same Bravais lattice, their point groups have to be different. Thus the Euclidean operation $`\alpha `$ has to be a point group operation $`P_\alpha `$ which extends one cubic point group into another one. There are five cubic point groups and six ways to extend one of them into another by some $`P_\alpha `$. From $`\mathrm{\Phi }(P_\alpha \text{r})=\mathrm{\Phi }(\text{r})`$ and Eq. (1) we now find $`\mathrm{\Phi }_{P_\alpha ^1\text{K}}=\mathrm{\Phi }_\text{K}\mathrm{exp}(i\text{K}\text{t}_\alpha )`$. Thus, different Fourier stars merge to form new ones. However, in all cases considered in this work there is no need to consider new Fourier stars, since we only deal with the simple case that $`P_\alpha `$ is the inversion. Then $`\text{t}_\alpha =\text{0}`$ and one finds $`A_i=0`$ for all $`i`$. The same result of course follows from Eq. (2), since now $`\mathrm{\Phi }`$ is an odd function of r. Tab. II lists the group-subgroup pairs $`𝒢`$ and the nature of the extension $`𝒢`$ for the nine single structures investigated in this paper . Out of the seven balanced cases, five have identical point groups and two have identical Bravais lattices with $`P_\alpha `$ being the inversion. In the next section, we will discuss our numerical results for Fourier series of functions $`\mathrm{\Phi }(\text{r})`$, whose $`\mathrm{\Phi }=0`$ iso-surfaces approximate triply periodic minimal surfaces. However, a very simple approximation can be obtained by only considering the space group information. The use of a single Fourier star leads to the so-called nodal approximation, which does not need any Fourier amplitude. For balanced structures, it is essential to consider the correct black-and-white symmetry. If one Fourier star is not sufficient to represent the topology correctly, one has to consider another one and adjust its Fourier amplitude by visual inspection. In the last column of Tab. II, nodal approximations are given for the nine single structures investigated. They have been derived in the context of triply periodic zero potential surfaces of ionic crystals and are widely used as approximations for TPMS (e.g. in Refs. ). However, it is well known that their properties can differ considerably from those of real TPMS . In the next section we will show that the quality of the nodal approximation varies considerably for different structures. ## IV Triply periodic structures in Ginzburg-Landau models ### A Ginzburg-Landau model The simplest Ginzburg-Landau model , which successfully describes the phase behavior and mesoscopic structure of ternary amphiphilic systems, contains a single, scalar order parameter field $`\mathrm{\Phi }(\text{r})`$; thus, amphiphilic degrees of freedom are integrated out. The model is defined by the free-energy functional $$[\mathrm{\Phi }]=𝑑\text{r}\left\{(\mathrm{\Delta }\mathrm{\Phi })^2+g(\mathrm{\Phi })(\mathrm{\Phi })^2+f(\mathrm{\Phi })\right\}.$$ (7) For ternary amphiphilic systems at the phase inversion temperature, the free-energy functional has to be symmetrical in water and oil, i.e. invariant under the transformation $`\mathrm{\Phi }\mathrm{\Phi }`$. A convenient form for the free-energy density and the structural parameter of the homogeneous phases are $$f(\mathrm{\Phi })=(\mathrm{\Phi }+1)^2(\mathrm{\Phi }1)^2(\mathrm{\Phi }^2+f_0),g(\mathrm{\Phi })=g_0+g_2\mathrm{\Phi }^2.$$ (8) Here, the three minima at $`1`$, $`0`$ and $`1`$ correspond to excess water, microemulsion and excess oil phases, respectively, and $`f_0`$ acts as a chemical potential for amphiphiles. The behavior of the correlation function $`\mathrm{\Phi }(𝐫_1)\mathrm{\Phi }(𝐫_2)`$ is controlled by the parameters $`g_0`$ and $`g_2`$ in the microemulsion and excess phases, respectively; they are therefore related to the amphiphilic strength and the solubility of the amphiphile . Strongly structured microemulsions are obtained for $`g_0<0`$, while unstructured excess phases require $`(g_2+g_0)`$ to be positive and sufficiently large. The elastic properties of amphiphilic monolayers are described by the Canham-Helfrich Hamiltonian $$=𝑑A\left\{\sigma +2\kappa (Hc_0)^2+\overline{\kappa }K\right\},$$ (9) where the integration extends over the surface, $`H`$ and $`K`$ are mean and Gaussian curvature, respectively, and the elastic moduli are the surface tension $`\sigma `$, the spontaneous curvature $`c_0`$, the bending rigidity $`\kappa `$ and the saddle-splay modulus $`\overline{\kappa }`$. If the $`\mathrm{\Phi }=0`$ iso-surfaces are identified with the location of the amphiphilic monolayers, the free energy of the Ginzburg-Landau model (7) can be well approximated by a sum of the curvature energy — calculated from Eq. (9) — and a direct interaction between the interfaces, which falls off exponentially with distance . Due to the water-oil symmetry the spontaneous curvature $`c_0`$ vanishes. The values of the other elastic moduli can be calculated numerically from the profile $`\mathrm{\Phi }_s(z)`$, which minimizes the free energy of a planar water-oil interface . With $`f_0`$, $`g_0`$ and $`g_2`$, the model has a three-dimensional parameter space. We investigate bicontinuous cubic phases in the mean-field approximation. For $`f_0<0`$ the excess phases W/O are stable, for $`f_0>0`$ the microemulsion ME. Moreover, for sufficiently negative $`g_0`$ and not too large $`g_2`$, a (singly periodic) lamellar phase $`L_\alpha `$ is found to be stable. Fig. 2 shows cuts through the parameter space for $`g_0=3.0`$ and $`g_0=4.5`$. At each point of parameter space, the elastic moduli can be determined numerically. In the region where $`\sigma <0`$, the system gains free energy by forming interfaces; the lamellar phase is stabilized by the short-ranged, repulsive part of the interaction between them. In the vicinity of the $`\sigma =0`$-line with $`\sigma >0`$, the lamellar phase still exists — stabilized by the long-ranged, attractive part of the interaction between interfaces. However, for a given $`g_0`$ there is exactly one point where the phase boundary and the $`\sigma =0`$-line touch each other . Here the interaction between lamellae vanishes and their distance diverges. We call this point unbinding point since this divergence resembles a continuous unbinding transition . We will later make use of the fact that in the vicinity of the unbinding point the free energy of the Ginzburg-Landau model (7) is dominated by its interfacial contributions. To our knowledge, no other phases are stable in the Ginzburg-Landau model. The (doubly periodic) hexagonal phase as well as the (triply periodic) cubic phases investigated below are only metastable. If one raises $`g_0`$ to $`g_0=2`$, the lamellar channel vanishes, and microemulsion and excess phases coexist for $`f_0=0`$ and large $`g_2`$. As $`g_0`$ approaches zero from below (with $`g_2>0`$), the lamellar phase disappears. ### B Generating triply periodic structures In order to generate the structures described in Sec. II as local minima of the Ginzburg-Landau functional, we construct the Fourier series for the corresponding space group pair (listed in Tab. II), as described in Sec. III, and terminate it after $`N`$ stars. For a given set of parameters $`(f_0,g_0,g_2)`$, the free-energy functional (7) becomes a function of the Fourier amplitudes $`A_i`$ and $`B_i`$ $`(1iN)`$, the constant mode $`A_0`$ and the lattice constant $`a`$. Although the integral in Eq. (7) could be solved exactly by using the orthogonality of trigonometric functions, we use Gaussian integration which is equivalent in efficiency and accuracy, but easier to implement. For minimization we use conjugate gradients and as initial profile the nodal approximations given in Tab. II. Note that certain structures like P and C(P) need the same Fourier ansatz but different initial profiles. In order to obtain initial profiles for the double structures, we transform the nodal approximations of the corresponding single structures according to $`\mathrm{\Phi }2\mathrm{\Phi }^21`$ in real space and then transform these profiles to Fourier space by using Eq. (3). In order to test for convergence of the Fourier series, we increase $`N`$ successively and require both the values for the free-energy density $`f`$ and the lattice constant $`a`$ to level off. With a typical workstation $`N100`$ is feasible, but $`N30`$ turns out to be sufficient in most cases. If a profile has converged, the Fourier amplitudes fall off exponentially for large $`\|\text{K}_i\|`$. We have generated the nine single structures discussed in Sec. II and the double structures corresponding to the four most relevant single structures. In Fig. 3 we visualize single and double structures of P, D, G and I-WP by drawing their $`\mathrm{\Phi }=0`$ iso-surfaces in a conventional unit cell. The two interfaces of the double structures form a bilayer wrapped onto the interfaces of the single structures. For $`f_0=0.0`$, $`g_0=3.0`$ and $`g_2=7.01`$ our numerical results are summarized in Tab. III. This point is chosen here in order to compare our results with those of Góźdź and Hołyst . For each structure, we give the free energy density $`f`$, the lattice constant $`a`$ and the volume fraction of oil $`v=1/V𝑑\text{r}(\mathrm{\Phi }(\text{r})+1)/2`$. The structures are ordered with respect to their free-energy density $`f`$; thus, for the single structures we find the hierarchy G - S - D - I-WP - P etc. The scaled surface area $`A/a^2`$ and the Euler characteristic $`\chi `$ are calculated for the conventional unit cell by triangulating the $`\mathrm{\Phi }=0`$ iso-surface with the marching cube algorithm. By successively refining the discretization, we calculate the sum $`A_M`$ over the surface areas of the triangles as a function of their number $`M`$, and then extrapolate to $`A=A_{\mathrm{}}`$ by fitting $`A_M`$ to a linear $`1/M`$-dependence. The values obtained for P, D, G and I-WP turn out to be very close to the ones for the corresponding minimal surfaces as calculated from the Weierstrass representations and given in Tab. I. The Euler characteristic $`\chi `$ can be calculated as $`\chi =CE/4`$ where C is the number of cubes and E is the number of cube edges cut by the surface. All our numerical results agree very well with those reported by Góźdź and Hołyst in Ref. for G, D, P and I-WP. In order to evaluate the curvature properties of the $`\mathrm{\Phi }=0`$ iso-surfaces, we make use of the fact that — due to the Fourier ansatz — the field $`\mathrm{\Phi }(\text{r})`$ is known analytically. The mean and Gaussian curvatures, $$H=\frac{1}{2}\text{n},K=\frac{1}{2}\left[(\text{n})^2\underset{i,j=1}{\overset{3}{}}_in_j_in_j\right],$$ (10) where $`\text{n}=\mathrm{\Phi }/\|\mathrm{\Phi }\|`$ is the surface normal vector, can then be calculated exactly. In Fig. 4 we plot the distribution of $`H`$ and $`K`$ over the $`\mathrm{\Phi }=0`$ iso-surface as histograms for the structures P, D, G and I-WP in a conventional unit cell. Numerical inaccuracies arise here only from the calculation of the position vectors of the $`\mathrm{\Phi }=0`$ iso-surface with the marching cube algorithm, and from the triangle areas $`\mathrm{\Delta }A_i`$, which enter as weighting factors of $`H`$ and $`K`$ for each plaquette of the triangulation. The mean curvature is close to zero everywhere. For the balanced structures P, D and G it is distributed symmetrically around $`H=0`$. We conclude that the $`\mathrm{\Phi }=0`$ iso-surfaces of our numerical solutions are very close, but not identical to the corresponding TPMS. For the Gaussian curvature, we also plot the distribution obtained from the Weierstrass representation by numerically evaluating Eq. (A3). This is done by evaluating $`K(x+iy)`$ on a square lattice in $`x`$ and $`y`$, which covers the fundamental domains for P, D, G and I-WP as given in Appendix A, and collect the values in a histogram with weights $`dA(x+iy)`$. The resulting distributions of $`K`$ are scaled to unit lattice constant by using the Weierstrass lattice constants given in Tab. I, and normalized to $`𝑑Kp(K)=1`$. For P, D and G, these distributions $`p(K)`$ are identical (apart from the scale) since they are related to each other by a Bonnet transformation. Fig. 4 shows that the numerical distributions agree very well with the exact Weierstrass results. The surface area is not very sensitive to the detailed shape of the interfaces in these cases; the values for the full solutions and the nodal approximations differ only by a few percent. Finally, we can test the procedure used here by employing the Gauss-Bonnet theorem to calculate the Euler characteristic as $`\chi =1/(2\pi )𝑑AK`$. We find an agreement to three relevant digits. The $`K`$-distributions of the single structures investigated, for which no Weierstrass representations are known, are shown in Fig. 5. These surfaces typically have a more complicated structure within the unit cell, which is reflected in both a larger number of peaks and in a larger extremal value of the Gaussian curvature, $`K_{min}`$. The Fourier ansatz yields representations of TPMS which are easy to document and thus straightforward to use in further investigations. In Tab. IV, we give improved nodal approximations which consist of up to six Fourier stars. When the number of Fourier stars $`N`$ is increased, the free-energy density $`f`$ decreases monotonically, but the quality of the approximation for the corresponding TPMS does not necessarily improve in the same way. Therefore for each structure we choose an optimal value of $`N`$. The quality of the approximation is judged from the distribution of $`H`$ and $`K`$ over the surface, as described above. In Tab. V, we compare the nodal approximations from Tab. II, the improved nodal approximations from Tab. IV and the exact Weierstrass representations by monitoring $`H_{max}`$, the maximum of $`\|H\|`$ on the iso-surface, $`\sqrt{H^2}`$, the square of the variance of $`H`$ on the iso-surface, and $`K_{min}`$, the minimal value of $`K`$ on the iso-surface. For the exact Weierstrass representation, one has $`H_{max}=\sqrt{H^2}=0`$. For the improved nodal approximations, the values for $`H_{max}`$ and $`\sqrt{H^2}`$ improve by nearly one order of magnitude when compared with the nodal approximations. Also, their distributions of $`K`$ are very close to the ones obtained from the Weierstrass representations (the only exception is G, whose nodal approximation is already quite good, in particularly for its $`K`$-distribution). Thus by adding just a few more modes, we can considerably improve on the widely used nodal approximations. Finally, we want to point out that the values of the amplitudes for P, D and I-WP given in Tab. IV are of the same magnitude as those calculated from the representations for TPMS obtained in Ref. . The different values arise from the different shapes of the order parameter profile through the interface. The Ginzburg-Landau model gives interfaces with a finite width, while the calculation based on TPMS assumes sharp interfaces. In fact, the amplitudes of the Ginzburg-Landau model should approach the sharp-interface results as the unbinding point is approached. As the interface effectively sharpens, the Fourier amplitudes decay more and more slowly as a function of the wave number $`\|𝐊\|`$, with a $`\|𝐊\|^2`$ behavior in the limit of step-like interfaces — in agreement with the well-known $`\|𝐊\|^4`$ Porod-law for the scattering intensity of sharp interfaces . Note that Tab. IV now provides data for G for the first time, which in fact is the cubic bicontinuous phase most relevant for amphiphilic systems . ### C Hierarchy of structures In order to investigate the relative stability of the cubic structures in the symmetric Ginzburg-Landau model, we now consider their interfacial properties. For a triply-periodic cubic structure, the free-energy density within the curvature model (9) reads $$f_{curv}=\frac{1}{a}\left(\sigma A^{}\right)+\frac{1}{a^3}\left(2\kappa 𝑑AH^2+2\overline{\kappa }\pi \chi \right)$$ (11) where $`A^{}=A/a^2`$ is the scaled area per unit cell; the surface area $`A`$, the integration of $`H^2`$ and the Euler characteristic $`\chi `$ once again refer to the conventional unit cell. Both terms in brackets are scale invariant, i.e. they do not depend on the lattice constant $`a`$. If the elastic moduli are calculated for the points in the phase diagram where we minimize the functional, we find $`\sigma <0`$, $`\kappa >0`$ and $`\overline{\kappa }<0`$. In particular, for $`f_0=0.0`$, $`g_0=3.0`$ and $`g_2=7.01`$ we obtain $`\sigma =0.84587`$, $`\kappa =2.36197`$ and $`\overline{\kappa }=0.97646`$. This explains why the bicontinuous phases cannot be stable in our model. The negative surface tension favors modulated phases, and the bending rigidity favors minimal surfaces; however, only the lamellar phase is not disfavored by the negative saddle-splay modulus. We now also understand why the cubic structures are stable in the Ginzburg-Landau model with respect to a variation of $`a`$. There is a balance between the negative surface tension term, which favors small values of $`a`$, and the positive curvature contributions which favor large $`a`$. The minimization of Eq. (11) with respect to $`a`$ yields $$a_{min}=\left(\frac{6\pi \overline{\kappa }\chi +6\kappa 𝑑AH^2}{\|\sigma \|A^{}}\right)^{\frac{1}{2}},f_{min}=\left(\frac{4}{27}\right)^{\frac{1}{2}}\left(\frac{(\|\sigma \|A^{})^3}{2\overline{\kappa }\pi \chi +2\kappa 𝑑AH^2}\right)^{\frac{1}{2}},$$ (12) where $`A^{}`$ is assumed to be (approximately) independent of $`a`$. We can now understand why the single structures are found to be so close to minimal surfaces; the minimum of $`𝑑AH^2`$ (the so-called Willmore problem ) in this case is $`H=0`$, which in turn minimizes $`f_{min}`$. Note that this reasoning is not rigorous, since the minimization of the free-energy functional with respect to lattice constant and shape are not independent; the latter step determines $`A/a^2`$, which is taken to be constant in the first step. We first discuss the single structures without the “complicated” phases C(P), C(D), S and C(Y) — which have larger lattice constants, a more pronounced modulation within the unit cell, and stronger interactions between the surfaces. Then we numerically find $`𝑑AH^210^3`$ (compare Fig. 4), so that Eq. (12) becomes $$a_{min}=\left(\frac{6\pi \overline{\kappa }\chi }{\|\sigma \|A^{}}\right)^{\frac{1}{2}},f_{min}=\left(\frac{4}{27}\right)^{\frac{1}{2}}\left(\frac{\|\sigma \|^3}{\|\overline{\kappa }\|}\right)^{\frac{1}{2}}\mathrm{\Gamma }$$ (13) where $`\mathrm{\Gamma }=(A_{}^{}{}_{}{}^{3}/2\pi \|\chi \|)^{\frac{1}{2}}=(A^3/2\pi \|\chi \|a^6)^{\frac{1}{2}}`$ is the topology index. Its exact and numerical values for the single structures investigated is given in Tab. I and Tab. III, respectively. This geometrical quantity is independent both of lattice constant and choice of unit cell. It can be considered to be a measure for the porosity of the structure (the larger its value, the less porous) as well as for the specific surface area (the larger its value, the more surface area per volume). Its relevance for amphiphilic systems is well known . In fact it follows from the isoperimetric relations in three-dimensional space that $`A^3/\|\chi \|a^6`$ is the only invariant combination of Minkowski functionals for vanishing integral mean curvature . A comparison of Eq. (13) with our numerical results from Tab. III shows that these formulae systematically predict a lattice constant and a free-energy density, which are too large and too low by about $`20\%`$, respectively. However, the hierarchy of structures as predicted by $`f_{min}`$ turns out to be exactly the same as given in Tab. III by the full numerical results for $`f`$: G - D - I-WP - P - F-RD. We therefore conclude that the gyroid structure is the most stable structure since it has the smallest porosity (the largest topology index). This corresponds to the fact that topologically the gyroid’s labyrinths have the smallest connectivity of all structures considered — G is the only structure with only three lines meeting at one vertex (D and P have four and six, respectively). With the topology index, we have found a universal geometrical criterion for the relative stability of the various single bicontinuous cubic phases, which also resolves the debate about the degeneracy of minimal surfaces in the Canham-Helfrich approach for vanishing spontaneous curvature. In order to explain the non-degeneracy observed experimentally for binary lipid-water systems, higher order terms and frustration of chain stretching have been considered. In our description both effects are not necessary. In fact, in a (balanced) ternary system, chain stretching does not provide a plausible mechanism for lifting the degeneracy of the free energies of different TPMS, since the presence of oil relieves the frustration in the chain conformations. In the part of the phase diagram, where ordered phases are stable, the free-energy density should contain a negative surface tension contribution (compare Refs. ) and the topological term — which due to the Gauss-Bonnet theorem is often neglected, but in fact prevents the lattice constant from shrinking to zero . The same reasoning might be applied to binary systems by identifying monolayers with bilayers and oil and water with water I and water II, respectively. Although the presence of a negative surface tension is essential in our argument, we want to emphasize that its magnitude can still be very small. There are two main reasons why Eq. (13) yields the correct hierarchy in $`f_{min}`$, but does not reproduce the numerical values very well. First, by focussing on the interfacial properties, we have neglected the contributions to the free-energy density due to direct interactions between the interfaces, and second, the reasoning leading to Eq. (12) is not rigorous. In order to check whether this is indeed the origin of the numerical discrepancy, we can make use of the existence of the unbinding point in the phase diagram, Fig. 2. At this point, both $`\sigma `$ and the interaction vanish and the structures investigated should become exactly minimal surfaces. However, at the same point the lattice constant diverges, and both the minimization and the Fourier ansatz become unfeasible. Therefore, we study the approach to the unbinding point along the path shown in Fig. 2. Numerically we find for P, D and G that the deviation of the values for $`f`$ ($`a`$) from Eq. (12) relative to our numerical results reduces from $`14\%`$ ($`20\%`$) through $`11\%`$ ($`16\%`$) to $`5\%`$ ($`7\%`$) for the three sets of parameters considered. This demonstrates the convergence towards minimal surfaces, and verifies our reasoning above. In contrast to the case of “simple” single structures discussed so far, the topology index $`\mathrm{\Gamma }`$ does not predict the hierarchy found numerically for the more complicated single structures C(P), C(D), S and C(Y), compare Tab. III. This may be due to numerical uncertainties in the value of $`\mathrm{\Gamma }`$, since no exact results are available for the surface area $`A/a^2`$. However, both the low Ginzburg-Landau free-energy density and the large topology index of the S-surface indicate that this structure should be comparable in stability with the G-surface. We believe that double structures are not favored in our model because their interfaces are not minimal surfaces, and can be better described as surfaces of constant mean curvature. One of the intriguing aspects of the Ginzburg-Landau model is that it has a very rugged energy landscape with many local minima. In fact, we were able to find many more interesting structures, including more complicated minimal surfaces and surfaces which contain both saddle-shaped pieces and pieces with positive Gaussian curvature. The latter result is related to the observation that we essentially solve the Willmore problem, which allows for solutions which have both regions with $`K>0`$ and regions with $`K<0`$ — for example, the Clifford torus . ## V Scattering intensities and NMR-spectra We expect the nine single and four double structures investigated in this paper to include all physically relevant bicontinuous cubic phases in ternary systems near their phase-inversion temperature. The representations of these phases can now be used to simulate data for those experimental techniques, which mainly depend on the geometry of the structures. This includes small angle scattering (SAS), transmission electron microscopy (TEM) and nuclear magnetic resonance (NMR). In particular, our representations can be used to analyze experimental data for mesoporous systems when bicontinuous cubic phases have been used as templates . Since their typical length scales are in the nanometer range, amphiphilic structures can be investigated by X-ray and neutron small angle scattering (SAXS and SANS). The scattering function $`S(\text{k})`$ is obtained from the Fourier transform $`\mathrm{\Phi }(\text{k})`$ of the density $`\mathrm{\Phi }(\text{r})`$ of scattering lengths as $`S(\text{k})=\|\mathrm{\Phi }(\text{k})\|^2`$. For SANS, the scattering contrast can be varied by deuterating the sample. For balanced single structures, it is clear from above that with bulk contrast one measures space group $``$, with film contrast space group $`𝒢`$. Thus, by varying the contrast in SANS-experiments, the space group pair of the investigated structure can be determined . With our representations of the cubic structures, it is straightforward to calculate the corresponding scattering amplitudes which are needed to analyze the experimental data. It is quite clear from our results why the program to identify a structure from its scattering intensity alone is rather difficult. For the single structures, the Fourier amplitudes decay so rapidly with increasing wave vector that the scattering intensity is dominated by the first peak, while the higher peaks are hardly detectable. Even for double structures (or film contrast for single structures in SANS) the situation hardly improves, since the scattering intensity also does not feature more than two or three relevant peaks. Note that even if the correct space group were extracted, one still could not be certain about the type of minimal surface; G and S, for example, have the same space group $`Ia\overline{3}d`$ (No. 230) when measured in film contrast. It has been pointed out by Anderson that deuterium NMR is another experimental technique which yields characteristic fingerprints of bicontinuous cubic phases. Three conditions have to be met in this case; first, the amphiphile has to be deuterated and distributed uniformly over the surface, second, the sample has to be monocrystalline, and finally, the surfactant sheets have to be polymerized in order to suppress diffusion within the surface. Since deuterium has a nucleus with $`I=1`$ and a small magnetic moment, the quadrupolar interactions dominate and the dipolar ones can be neglected. The $`{}_{}{}^{2}H`$-NMR experiments then essentially measure the distribution $`f(x)`$ of $`x=(3\mathrm{cos}^2\rho 1)/2`$, with $`\frac{1}{2}x1`$, where $`\rho `$ is the angle between the external magnetic field and the amphiphilic director, which corresponds to the normal vector of the interface . In fact, the electrostatic field at the nucleus does not distinguish between $`x`$ and $`x`$ and the bandshape is $`g(x)=f(x)+f(x)`$, with $`1x1`$. For magnetic fields parallel to the (100)-direction, $`f(x)`$ can be calculated exactly for P, D, G and I-WP from their Weierstrass representations. The calculation for P, D and G has been performed by Anderson . We introduce spherical coordinates $`(\theta ,\phi )`$ with the polar axis in the direction of the magnetic field, so that $`\rho =\theta `$. The Weierstrass representation uses the complex $`\omega `$-plane (see Appendix A), which is parametrized in polar coordinates $`(r,\phi )`$. At every point $`\omega `$, the normal vector follows by stereographic projection to the unit sphere. Eq. (A2) then gives the one-to-one correspondence $$x=\frac{r^44r^2+1}{(1+r^2)^2}.$$ (14) With $`r^{}=r(x^{})`$ and Eq. (A3), the distribution becomes $`f(x^{})`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\phi \|R(r,\phi )\|^2(1+r^2)^2\delta (x(r)x^{})`$ (15) $`=`$ $`{\displaystyle _0^{\mathrm{}}}r𝑑r{\displaystyle _0^{2\pi }}𝑑\phi \|R(r,\phi )\|^2(1+r^2)^2\left\|{\displaystyle \frac{x}{r}}(r^{})\right\|^1\delta (rr^{})`$ (16) $`=`$ $`{\displaystyle \frac{(1+r_{}^{}{}_{}{}^{2})^5}{12\|r_{}^{}{}_{}{}^{2}1\|}}{\displaystyle _0^{2\pi }}𝑑\phi \|R(r^{},\phi )\|^2`$ (17) where $`R`$ is the generating function given for P, D, G and I-WP in Appendix A. We denote the remaining integral by $`I(r^{})`$. P, D and G yield the same result , $$I_{PDG}(r)=\frac{32K(k)}{r^4\sqrt{(ϵ_11)(ϵ_2+1)}},$$ (18) since they are related by a Bonnet transformation. Here, $`K(k)`$ is the complete elliptical integral of the first kind, and $$ϵ_1=\frac{a_++a_{}r^8}{r^4},ϵ_2=\frac{a_{}+a_+r^8}{r^4},a_\pm =\frac{7\pm \sqrt{48}}{2},k^2=\frac{2(ϵ_1ϵ_2)}{(ϵ_11)(ϵ_2+1)}.$$ (19) For I-WP, we find from Eq. (17) $$I_{IWP}(r)=\frac{32\pi }{(r^2r^{10})^{\frac{2}{3}}}P_{\frac{1}{3}}\left(\frac{1+r^8}{1r^8}\right)$$ (20) where $`P_\nu (x)`$ is a Legendre function of the first kind. Two values of $`r`$ correspond to any given $`x`$ in Eq. (14), $`0r1`$ for the southern hemisphere and $`1r\mathrm{}`$ for the northern hemisphere. However, for the direction and the structures considered both $`x`$ and $`dA`$ do not change when the northern is mapped onto the southern hemisphere by a reflection through the $`xy`$-plane (this can be verified by inverting the complex plane in the unit circle). It is therefore sufficient to evaluate Eq. (17) for $`0r1`$. Then the bandshapes $`g(x)=f(x)+f(x)`$ for both P, D, G and I-WP are found to have peaks at $`x=\pm \frac{1}{2}`$, which are already present in the Pake pattern, $`f(x)=2\pi /\sqrt{6x+3}`$, of isotropic samples. However, additional peaks appear at $`x=0`$ for P, D and G and at $`x=\pm 1`$ for I-WP, which correspond to the positions of the flat points ((111) for P, D and G, and (100) for I-WP). For the same structures, but other directions, and for other structures, an exact calculation is not possible. However, we can numerically determine the distribution $`f(x)`$ for any direction and any structure in the same way used above to calculate the distribution of $`H`$ and $`K`$ over the surface. In fact, with the Fourier ansatz, this can be done with much better resolution than for a real-space representation . In Fig. 6 we show our results for P and I-WP and the three high-symmetry directions. For the (100)-direction, we also show the exact results following from Eq. (17) with Eq. (18) and Eq. (20) for P and I-WP, respectively; the agreement with the numerical results is excellent. In Fig. 7 our results are shown for C(P) and F-RD for which no Weierstrass representations are known. ## VI Summary We have presented here a systematic investigation of bicontinuous cubic phases in ternary amphiphilic systems. In these structures the amphiphilic monolayers form triply periodic surfaces with cubic symmetry. We distinguish between single and double structures which are characterized by one or two monolayers, respectively. In order to further classify the structures within each of these groups, we used the crystallographic classification of triply periodic minimal surfaces by Fischer and Koch. Thus for single structures we distinguish between balanced and non-balanced structures; the first class is further subdivided into spanning and non-spanning structures. Finally we end up with a list of nine single structures of interest (P, C(P), D, C(D), S, C(Y), G, I-WP, F-RD). For each of these there exists a corresponding double structure from which we considered those corresponding to the simple and physically relevant single structures P, D, G and I-WP. In the framework of a Ginzburg-Landau model for ternary amphiphilic systems, we generated the nine single and four double structures using the Fourier ansatz and the theories of space groups and color symmetries. Compared to real-space minimization, the Fourier approach has the advantage of efficient numerics and easy documentation. For P, D, G and I-WP, we gave improved nodal approximations which give much better approximations to triply periodic minimal surfaces than the widely used nodal approximations by von Schnering and Nesper. We showed that the free-energy density of the single structures can be calculated from an effective surface Hamiltonian with negative surface tension, positive bending rigidity and negative saddle-splay modulus. Due to the water-oil symmetry of the model, the spontaneous curvature vanishes and structures with zero mean curvature are favored. A comparison with the exact Weierstrass representations for P, D, G and I-WP shows that the single structures can be made to closely approach triply periodic minimal surfaces by appropriately tuning the model parameters. For vanishing mean curvature term, their relative stability is determined by the topology index $`\mathrm{\Gamma }=(A^3/2\pi \|\chi \|a^6)^{\frac{1}{2}}`$. This explains the hierarchy G - D - I-WP - P. Thus for water-oil symmetry the single gyroid is the most stable cubic bicontinuous phase since it has the smallest porosity. The representations obtained for both single and double structures can now be used for further physical investigations. We have employed them to calculate the distribution of the Gaussian curvature for C(P), C(D), S, C(Y) and F-RD, which were not known before. Furthermore, we have determined several quantities which can be measured in SAS- and $`{}_{}{}^{2}H`$-NMR-experiments. In our Ginzburg-Landau model for balanced ternary systems, modulated phases are favored whose interfaces are minimal surfaces. However, only the lamellar phase is stable, since the bicontinuous phases are disfavored by the negative saddle-splay modulus. Thus, other energetic contributions have to be considered to stabilize bicontinuous phases. This can be long-ranged interactions (like the van-der-Waals or electrostatic interactions) or higher order terms in the curvature energy. Assuming that these contributions typically have a similar effect on all bicontinuous phases, we then expect the gyroid phase G to be most prominent. One of the intriguing conclusion of our calculations is the large relative stability of the S-surface, as indicated by its low free-energy density in the Ginzburg-Landau model and by its large topology index. Thus, for single cubic phases in balanced ternary amphiphilic systems, the S-surface could be a possible alternative to the G-surface, whose double version seems to be so ubiquitous in lipid-water mixtures. We want to emphasize that bicontinuous phases can of course be induced by a positive saddle-splay modulus. However, in this case the lattice constant should be on the order of the size of the amphiphilic molecules, and the application of the curvature energy model becomes questionable. This may indeed be the case in many lipid-water systems, where the amphiphile volume fraction in the bicontinuous cubic phases is larger than $`50\%`$. Acknowledgments We thank W. Góźdź and C. Burger for many helpful discussions. ## A Weierstrass representations Exact representations are known for four cubic TPMS . Consider the composite mapping of the surface into the complex plane, which consists of two parts; first, each point of the surface is mapped to a point on unit sphere which is defined by the normal vector on the surface, then the unit sphere is mapped into the complex plane by stereographic projection. The Weierstrass representation formulae invert this mapping and therefore map certain complicated regions $`\mathrm{\Omega }`$ of the complex plane onto a fundamental piece of the TPMS, $$\text{f}(x,y)=Re_0^\omega 𝑑zR(z)\left(\begin{array}{c}1z^2\\ i(1+z^2)\\ 2z\end{array}\right).$$ (A1) where $`\omega =x+iy`$. The replication of this surface segment with the symmetries of the space group $``$ of the oriented surface then gives the whole TPMS. It can be shown that each meromorphic function $`R(\omega )`$ corresponds to a minimal surface. However, only few meromorphic functions lead to embedded TPMS. For the D-surface, one has $`R(\omega )=(\omega ^814\omega ^4+1)^{\frac{1}{2}}`$, and $`\mathrm{\Omega }`$ is the common area of the four circles with radii $`\sqrt{2}`$ around the points $`(\pm 1\pm i)/\sqrt{2}`$. The Bonnet transformation $`R(\omega )e^{i\theta }R(\omega )`$ with $`\theta =\pi /2`$ transforms the D-surface piece into one for the P-surface, and $`\theta =38.015^o`$ does the same for the G-surface. The generating function for I-WP was found only recently to be $`R(\omega )=(\omega (\omega ^4+1))^{\frac{2}{3}}`$ . Here $`\mathrm{\Omega }`$ is the common area of the circle with radius $`\sqrt{2}`$ around the point $`(1+i)/\sqrt{2}`$ with the unit circle, the lower half plane and the lower half plane rotated anti-clockwise by $`\pi /4`$. Given a generating function $`R(\omega )`$ for a certain TPMS, several of its properties can be readily calculated. At a given point $`\omega =x+iy=r\mathrm{exp}(i\phi )`$, the normal are determined by stereographic projection from the complex plane to the unit sphere, $$\mathrm{cos}\theta =\frac{r^21}{r^2+1}$$ (A2) in spherical coordinates $`(\theta ,\phi )`$. Gaussian curvature and differential area element follow as $$K(\omega )=\frac{4}{\|R(\omega )\|^2(1+\|\omega \|^2)^4},dA(\omega )=\|R(\omega )\|^2(1+\|\omega \|^2)^2dxdy.$$ (A3) Therefore the poles of $`R(\omega )`$ correspond to the (isolated) flat points of the surface (that is points with $`K=0`$). Since $`K`$ and $`dA`$ depend only on the modulus of $`R`$, surfaces related by a Bonnet transformation have the same distribution of $`K`$ and the same surface area for one fundamental domain. Tab. I shows data which are obtained from the Weierstrass representations.
no-problem/9903/nucl-th9903069.html	ar5iv	text	# On the Impossibility to Measure the Total Neutron- and Proton Induced Nonmesonic Decays for ³{_Λ}H ## I Introduction There is a longstanding discrepancy between the theoretical ratio of the total neutron induced nonmesonic decay rate $`\mathrm{\Gamma }_n`$ to $`\mathrm{\Gamma }_p`$, the total decay rate for the proton-induced nonmesonic decay rate of various hypernuclei to experimental data. The experimental values are typically around 1 except for the very light hypernucleus $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He , while theoretical evaluations lead to 0.05 - 0.2. The experimental value for $`\mathrm{\Gamma }_n`$ is estimated either from neutron measurements and/or deduced from the measured values of the total nonmesonic decay rate $`\mathrm{\Gamma }_{nm}`$ and of $`\mathrm{\Gamma }_p`$ as $`\mathrm{\Gamma }_n\mathrm{\Gamma }_{nm}\mathrm{\Gamma }_p`$ (1) Apparently this relation can not be strictly true due to interferences. The quantity $`\mathrm{\Gamma }_p`$ is determined experimentally from measuring single proton spectra and assuming that those protons are generated by the p-induced decay. Again this can not be strictly true since the n-induced decay leaves behind spectator proton(s) and final state interactions can carry momentum from neutrons to protons. We shall shed light in this article on those critical issues. On the theoretical side one faces the nuclear many body problem. Rigorous solutions based on realistic modern baryon-baryon forces are not in sight. Therefore shell model pictures supplemented by Jastrow type two-body correlations are typically being used and final state interactions are established by optical potentials. It appears difficult to estimate quantitatively the uncertainty of the theoretical predictions. In such a situation a view on very light systems is of increasing interest. In the 3-baryon system bound and scattering states can be rigorously gained based on modern realistic baryon-baryon forces . Therefore uncertainties about the quality of the hypernucleus wavefunction and final state interactions are absent. In the four-body system first rigorous solutions for bound states ($`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$H and $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{4}`$He) already appeared . The mesonic and nonmesonic decays of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hhave been calculated but there are only few data to compare with. Some mesonic decay rates for $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hfor which data are available agree rather well with that theory. Though there are state of the art calculations no data are available for the very small nonmesonic decay rates of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. We would like to use in this article that theoretical insight to throw light on the questionable issues mentioned above. In we found that the nonmesonic decays of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hleading to a final deuteron and a neutron are suppressed by about a factor 10 with respect to the full breakup processes. Therefore we shall neglect those two-body fragmentation decay channels of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hin the following - except for pointing out that there a separation of n- and p- induced decays is clearly impossible. This is already evident from the fact that $`\mathrm{\Gamma }_n^{n+d}+\mathrm{\Gamma }_p^{n+d}`$= 0.39$`\times `$10<sup>7</sup>s<sup>-1</sup>, whereas the total n+d decay rate $`\mathrm{\Gamma }^{n+d}`$= 0.66$`\times `$10<sup>7</sup>s<sup>-1</sup>. Clearly there is a strong interference between the n- and p-induced decays. The exclusive differential n+n+p decay rate has the form $`d\mathrm{\Gamma }^{n+n+p}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{m,m_1,m_2,m_3}{}}\|\mathrm{\Psi }_{\stackrel{}{p}\stackrel{}{q}m_1m_2m_3}^{()}\|\widehat{O}\|\mathrm{\Psi }_{{}_{\mathrm{\Lambda }}{}^{3}H,m}\|^22\pi d\widehat{k}_1d\widehat{k}_2dE_1`$ (2) $`\times `$ $`{\displaystyle \frac{M_N^2k_1^2k_2^2}{\|k_1(2k_2+\stackrel{}{k_1}\widehat{k_2})\|}}`$ (3) Here $`\widehat{k_1}`$ and $`\widehat{k_2}`$ denote the directions of two detected nucleons (see for further information). We have shown in that there are regions in phase-space which are populated by n- and p- induced decays and therefore an experimental separation for those contributions is impossible. But there are also regions in phase-space which are rather cleanly populated by either n- or p- induced processes, but not both. Therefore one has to be satisfied with certain fractions of $`\mathrm{\Gamma }_n`$ and $`\mathrm{\Gamma }_p`$, defined by integrations over certain subregions of the total phase-space. In this manner one can measure n- and p- induced process separately. The fact that certain parts of the phase-space are populated by both processes coherently makes it obvious that by no means one will be able to access experimentally $`\mathrm{\Gamma }_n`$ and $`\mathrm{\Gamma }_p`$ separately. Nevertheless we would like to demonstrate this explicitely in the approach to $`\mathrm{\Gamma }_p`$ which is being used for heavier hypernuclei . There one investigates the semiexclusive decay process in which only one proton is detected. Therefore we shall study in this article the single differential decay rate $`d\mathrm{\Gamma }`$/$`dE_p`$ and in addition also $`d\mathrm{\Gamma }`$/$`dE_n`$ and investigate whether they can be separated into n- and p- induced contributions and whether certain energy ranges are dominated by one or the other process. Our results are based on rigorous solutions of the Faddeev equations for $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hand the 3N final scattering states. We use the YN Nijmegen potential which includes $`\mathrm{\Lambda }`$-$`\mathrm{\Sigma }`$ conversion. It turned out that this potential produces the experimental $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hbinding energy without further adjustment. For the NN forces we used the Nijmegen’ 93 potential . We expect no dependence on the choice among the most modern NN potentials. For the hypertriton this has been verified. The importance of the final state interaction is demonstrated by also presenting results where the 3N scattering state in the nuclear matrixelement occurring in Eq. (3) is replaced by 3N plane wave states. This extreme approximation will, like in , be denoted by symmetrized plane wave impulse approximation (PWIAS), whereas the calculation with final state interaction will be called ”FULL”. In Fig. 1 we show $`d\mathrm{\Gamma }`$/$`dE_n`$, $`d\mathrm{\Gamma }_n`$/$`dE_n`$ and $`d\mathrm{\Gamma }_p`$/$`dE_n`$ in PWIAS. The quantity $`d\mathrm{\Gamma }`$ / $`dE_n`$ has two peaks, one at very low neutron energies and one close to the maximal possible neutron energy. The peak at the higher energy is fed by the n- and p- induced processes as is obvious from the corresponding peaks in $`d\mathrm{\Gamma }_n`$/$`dE_n`$ and $`d\mathrm{\Gamma }_p`$/$`dE_n`$. Clearly in both processes a high energetic neutron is produced. Surprisingly for us $`d\mathrm{\Gamma }_n`$/$`dE_n`$ \+ $`d\mathrm{\Gamma }_p`$/$`dE_n`$ sum up to $`d\mathrm{\Gamma }`$/$`dE_n`$ with an error smaller than 5 %. The interference terms are therefore numerically very small. For very small neutron energies $`d\mathrm{\Gamma }_n`$/$`dE_n`$ dies out, since the n- induced process creates mostly high energetic neutrons. The p- induced process, however, $`d\mathrm{\Gamma }_p`$/$`dE_n`$, exhibits a strong peak at very low neutron energies, which is caused by the (spectator) momentum distribution of the neutron in $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. Clearly a measurement of the decay rate $`d\mathrm{\Gamma }`$/$`dE_n`$ as a function of the neutron energy will not allow to separate the n- and p- induced processes - except at very low neutron energies, where the energy distribution of the neutrons, however, is not determined by the $`\mathrm{\Lambda }`$-decay process. That picture does not change qualitatively if one turns on the final state interaction as can be seen in Fig 2. Quantitatively, however, the rates are quite different. We can see a reduction factor of about 2 and the neglection of FSI would be disastrous in a quantitative analysis of data. Now the sum $`d\mathrm{\Gamma }_n`$/$`dE_n`$ \+ $`d\mathrm{\Gamma }_p`$/$`dE_n`$ equals $`d\mathrm{\Gamma }`$/$`dE_n`$ only within about 12 %. The situation for a separation of n- and p- induced processes appears somewhat more favourable if one regards the single particle decay rates as a function of the proton energy. Our results are shown in Fig. 3 for PWIAS and Fig. 4 for the ”FULL” calculation. For large proton energies nearly all protons result from the p- induced process : $`d\mathrm{\Gamma }`$/$`dE_pd\mathrm{\Gamma }_p`$/ $`dE_p`$ in case of PWIAS. The quantity $`d\mathrm{\Gamma }_n`$/$`dE_p`$ can not produce high energetic protons except due to FSI and this is indeed visible by comparing Figs. 3 and 4. $`d\mathrm{\Gamma }_n`$/$`dE_p`$ exhibits, however, the very low energetic proton peak from the spectator proton in $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. Also note again the reduction factor of about 2 caused by FSI. Let us now quantify the question, whether integrated proton distributions can provide a good estimate for $`\mathrm{\Gamma }_p`$. Clearly the very low energetic peak should be excluded and one has to start integrating $`d\mathrm{\Gamma }`$/$`dE_p`$ from the highest possible proton energy $`E_p^{max}`$, downwards. Thus we compare the integrals $`\mathrm{\Gamma }(E_p){\displaystyle _{E_p}^{E_p^{max}}}𝑑E_p^{}{\displaystyle \frac{d\mathrm{\Gamma }}{dE_p^{}}}`$ (4) $`\mathrm{\Gamma }_p(E_p){\displaystyle _{E_p}^{E_p^{max}}}𝑑E_p^{}{\displaystyle \frac{d\mathrm{\Gamma }_p}{dE_p^{}}}`$ (5) and $`\mathrm{\Gamma }_n(E_p){\displaystyle _{E_p}^{E_p^{max}}}𝑑E_p^{}{\displaystyle \frac{d\mathrm{\Gamma }_n}{dE_p^{}}}`$ (6) as functions of $`E_p`$. The results are displayed in Figs. 5 and 6 for PWIAS and FULL. We see that in the case of PWIAS down to about $`E_p`$ 50MeV the two curves $`\mathrm{\Gamma }(E_p)`$ and $`\mathrm{\Gamma }_p(E_p)`$ are close to each other within less than 5% and only then start to deviate strongly. While $`\mathrm{\Gamma }_p(E_p)`$ flattens out and approaches $`\mathrm{\Gamma }_p`$=$`\mathrm{\Gamma }(E_p=0)`$, $`\mathrm{\Gamma }(E_p)`$ receives contributions from the n-induced process. The situation is not so favourable, however, for the case FULL. Around $`E_p`$=60 MeV the relative deviation $`\|\mathrm{\Gamma }_p(E_p)\mathrm{\Gamma }(E_p)\|`$/$`\mathrm{\Gamma }_p(E_p)`$ is about 10 % and increase to about 20 % around $`E_p`$=15MeV. Below that the deviation increases up to 30 %. Note also the relative factor of about 2 between PWIAS and FULL. We have to conclude that an estimate for $`\mathrm{\Gamma }_p`$ from $`d\mathrm{\Gamma }`$/$`dE_p`$ is only possible within an error of about 30 %. If one is satisfied with a fraction of $`\mathrm{\Gamma }_p`$ the error can be reduced to about 10 %. A well defined manner to receive information on the p- and n-induced decays separately is to use the differential decay rate of Eq.(3) as described in . There are certain regions in phase space which are populated only by the p- induced decay and others which are populated only by the n-induced decay. In this manner one does not get the total $`\mathrm{\Gamma }_p`$ or $`\mathrm{\Gamma }_n`$, but at least well defined fractions thereof. Now we would like to address the question, whether $`\mathrm{\Gamma }_n`$ can be found via Eq. (1) in case of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. This is a pure theoretical issue since, as we just demonstrated, $`\mathrm{\Gamma }_p`$ can not be measured for $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. Surprisingly enough Eq. (1) is valid. As seen from Table V in we have $`\mathrm{\Gamma }_n^{FULL}=0.17\times 10^8,\mathrm{\Gamma }_p^{FULL}=0.39\times 10^8,\mathrm{\Gamma }_n^{FULL}+\mathrm{\Gamma }_p^{FULL}=0.56\times 10^8`$ (7) That sum has to be compared with $`\mathrm{\Gamma }^{FULL}`$= 0.57 $`\times `$10<sup>8</sup>, which treats the full process correctly as a coherent sum of the n- and p-induced decays. These numerical results validate Eq.(1) in the case of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$H. Finally we note that our theoretical result for the ratio of the total n- and p-induced decay rates in case of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$His $`\mathrm{\Gamma }_n`$/$`\mathrm{\Gamma }_p`$ = 0.44. Since $`\mathrm{\Gamma }_p`$ in the case of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Hcan not be measured, it appears advisable to concentrate directly on $`d\mathrm{\Gamma }`$/$`dE_p`$ and $`d\mathrm{\Gamma }`$/$`dE_n`$ and compare those distributions to theory. This is an alternative to the above mentioned exclusive processes. While measurements of the nonmesonic decay of $`{}_{}{}^{3}{}_{\mathrm{\Lambda }}{}^{}`$Happear to be far away, data for the four-body hypernuclei already exist and theoretical predictions can be expected to come up in the near future. This will then allow interesting tests of the nonmesonic decay matrixelements, which will be based on realistic four-body wavefunctions and various meson-exchange operators , which drive the nonmesonic decay process. ###### Acknowledgements. This work has been supported by the Deutsche Forschungsgemeinschaft (H.W. and H.K.) and by the Polish Comittee for Scientific Recearch (J.G.)(grant No. 2P03B03914). The calculations have been performed on the CRAY T90 of the John von Neumann Institute for Computing, Jülich, Germany.
no-problem/9903/quant-ph9903017.html	ar5iv	text	# Thermal photon statistics in laser light above threshold ## Abstract We show that the reduction in photon number fluctuations at laser threshold often cited as a fundamental laser property does not occur in small semiconductor lasers. The conventional theory of threshold noise is not valid in lasers with a spontaneous emission factor larger than $`10^8`$. If the spontaneous emission factor is larger than $`10^4`$, the photon number statistics even remain thermal far above threshold. We therefore conclude that the reduction in photon number fluctuations is not a fundamental laser property but rather a matter of size and the corresponding relative importance of quantum fluctuations above threshold. The matter of photon number fluctuations in a single mode laser has been studied more than thirty years ago in a number of pioneering works . At that time the question of photon number fluctuations at the laser threshold was resolved by adiabatically eliminating the excitation dynamics of the gain medium. That procedure allows the formulation of a photon number rate equation for the single mode light field which can easily be solved analytically . However, the requirement that at every instant the gain function immediately adjusts to the photon number in the cavity is not necessarily a valid assumption close to the laser threshold. In the following we show that the validity of the assumption depends on laser size and breaks down as the lasers get smaller. In particular, We derive a general expression for the photon number fluctuations of both small and large lasers and demonstrate that, indeed, near threshold the photon statistics of small lasers such as typical semiconductor laser diodes are quite different from those of larger lasers. The dynamics of a single mode laser can be described by the rate equations $`{\displaystyle \frac{d}{dt}}N`$ $`=`$ $`j{\displaystyle \frac{1}{\tau _{sp}}}N2{\displaystyle \frac{\beta }{\tau _{sp}}}\left(NN_T\right)n`$ (1) $`{\displaystyle \frac{d}{dt}}n`$ $`=`$ $`2{\displaystyle \frac{\beta }{\tau _{sp}}}\left(NN_T\right)n{\displaystyle \frac{1}{\tau _{cav}}}n+{\displaystyle \frac{\beta }{\tau _{sp}}}N.`$ (2) The dynamical variables are the photon number $`n`$ in the cavity mode and the excitation number $`N`$ in the gain medium. The physical properties of the laser device are characterized by four device parameters. These are the spontaneous relaxation rate $`\tau _{sp}^1`$ of the excitations, the spontaneous emission factor $`\beta `$ defined as the ratio between the spontaneous emission rate into the laser mode and the total spontaneous relaxation rate of the excitations, the photon lifetime $`\tau _{cav}`$ inside the optical cavity, and the excitation number $`N_T`$ in the gain medium at transparency. The pump rate is given by $`j`$. With respect to electrically pumped semiconductor laser diodes it will be referred to as the injection current. The excitation density at transparency $`N_T/V`$, the spontaneous emission rate $`\tau _{sp}^1`$ and the dependence of the spontaneous emission factor $`\beta `$ on the volume $`V`$ of the cavity are properties of the gain medium. The order of magnitude of the cavity lifetime $`\tau _{cav}`$ is also defined by the gain medium since the cavity loss rate $`(2\tau _{cav})^1`$ must be lower than the maximal amplification rate $`\beta N_T/\tau _{sp}`$ to achieve laser operation. Therefore the device properties in the rate equations depend mainly on the material properties of the gain medium and on cavity size. For typical semiconductor laser diodes the device parameters are $`\beta V`$ $``$ $`10^{14}\text{cm}^3`$ (4) $`{\displaystyle \frac{N_T}{V}}`$ $``$ $`10^{18}\text{cm}^3`$ (5) $`\tau _{spont}`$ $``$ $`3\times 10^9\text{s}`$ (6) $`\tau _{cav}`$ $`>`$ $`1.5\times 10^{13}\text{s}.`$ (7) The very fact that semiconductor lasers can be as small as a few $`\mu `$m in size is a direct consequence of the relatively high spontaneous emission rate $`\tau _{sp}^1`$. The stable stationary excitation number $`\overline{N}`$ and the stable stationary photon number $`\overline{n}`$ may be obtained as a function of injection current $`j`$. Transparency is reached at an injection current of $`j=N_T/\tau _{sp}`$. The photon number at transparency is $$n_T=\beta N_T\frac{\tau _{cav}}{\tau _{sp}}.$$ (8) This photon number is a measure of the cavity lifetime in units of $`\beta N_T/\tau _{sp}=3\times 10^{13}`$ s. typical values will be between one and two photons corresponding to cavity lifetimes of two to four times the minimum required to achieve laser operation. The laser threshold is defined by the light-current characteristic $$\frac{\overline{n}}{\tau _{cav}}=\frac{jj_{th}\tau _{cav}^1}{2}+\frac{1}{2}\sqrt{(jj_{th})^2+\tau _{cav}^1\left(2j_{th}+\tau _{cav}^1\right)}.$$ (9) via the threshold current $`j_{th}`$. The threshold current $`j_{th}`$ marks the point at which the transition from an almost negingible slope of the light-current characteristic (9) to a slope of one takes place. This clearly corresponds to the intuitive notion of the laser light “turning on” at the laser threshold. In terms of the device parameters (Thermal photon statistics in laser light above threshold) the threshold current $`j_{th}`$ reads $$j_{th}=\frac{N_T}{\tau _{sp}}\left(\left(1+\frac{1}{2n_T}\right)\beta \left(1+\frac{1}{n_T}\right)\right),$$ (10) where the cavity lifetime $`\tau _{cav}`$ has been expressed in terms of the photon number at transparency $`n_T`$. Note that since lasing requires that $`n_T>0.5`$ this current is always less than twice the current required to reach transparency. It is thus possible to estimate the spontaneous emission factor directly from the threshold current. In electrically pumped semiconductor laser diodes the product of the threshold current and the spontaneous emission factor is approximately $`0.5\mu `$A, e.g. a typical spontaneous emission factor of $`10^5`$ corresponds to a threshold current of $`50`$ mA. Since for the purpose of photon statistics we will in the following express the point of operation in terms of the average photon number $`\overline{n}`$ in the cavity, it is the photon number $`n_{th}`$ at $`j=j_{th}`$ which defines the laser threshold. Assuming that the spontaneous emission factor $`\beta `$ is sufficiently smaller than one this photon number reads $$\overline{n}_{th}=\sqrt{\frac{n_T+\frac{1}{2}}{2\beta }}.$$ (11) This photon number is much higher than the photon number at transparency $`n_T`$, indicating that even below threshold stimulated processes contribute more to the light field intensity than spontaneous emissions. With these definitions, the photon number fluctuations may now be obtained from the lineraized dynamics of the excitation number fluctuation $`\delta N=N\overline{N}`$ and the photon number fluctuation $`\delta n=n\overline{n}`$ which read $$\frac{d}{dt}\left(\begin{array}{c}\delta N\\ \delta n\end{array}\right)=\left(\begin{array}{cc}\mathrm{\Gamma }_N& r\omega _R\\ r^1\omega _R& \gamma _n\end{array}\right)\left(\begin{array}{c}\delta N\\ \delta n\end{array}\right)+𝐪(t),$$ (12) where $`\gamma _n`$ is the relaxation rate of the photon number fluctuation and $`\mathrm{\Gamma }_N`$ is the relaxation rate of the excitation number fluctuation. The coupling rate $`\omega _R`$ describes the rate at which the holeburning effect of a photon number fluctuation acts back on that fluctuation. The fluctuation ratio $`r`$ is a measure of the relative importance of photon number noise with respect to excitation number fluctuations. In terms of the stationary photon number $`\overline{n}`$ and the four device parameters $`N_T,n_T,\beta `$ and $`\tau _{sp}`$ the rates and the ratio read $`\gamma _n`$ $`=`$ $`\tau _{sp}^1{\displaystyle \frac{\beta N_T}{n_T}}{\displaystyle \frac{n_T+\frac{1}{2}}{\overline{n}+\frac{1}{2}}}`$ (14) $`\mathrm{\Gamma }_N`$ $`=`$ $`\tau _{sp}^1\left(1+2\beta \overline{n}\right)`$ (15) $`\omega _R`$ $`=`$ $`\tau _{sp}^1\sqrt{2\beta {\displaystyle \frac{\beta N_T}{n_T}}\left(\overline{n}n_T\right)}`$ (16) $`r`$ $`=`$ $`\sqrt{{\displaystyle \frac{N_T}{2n_T}}{\displaystyle \frac{\left(\overline{n}n_T\right)}{\left(\overline{n}+\frac{1}{2}\right)^2}}}.`$ (17) The fluctuation term $`𝐪(𝐭)`$ is the shot noise arising from the quantization of excitation energy and light field intensity. Since the excitation number $`N_T`$ at transparency is usually much larger than the average photon number $`\overline{n}`$ in the cavity, the ratio $`r`$ is much larger than one, indicating that the fluctuations in the excitation number are much smaller than the fluctuations in the photon number. It is therefore reasonable to consider only the photon number contribution. Thus, $`𝐪(t)=\left(\begin{array}{c}0\\ q_n\end{array}\right),`$ $$\text{with}q_n(t)q_n(t+\mathrm{\Delta }t)=2\overline{n}\left(\overline{n}+1\right)\gamma _n\delta (\mathrm{\Delta }t).$$ (18) Note that this approximation is not valid for the low frequency part of the noise spectrum since energy conservation requires that the low frequency noise is a function of the noise in the injection current at high quantum efficiencies . With these assumptions we obtain the photon number fluctuations $$\delta n^2=\overline{n}\left(\overline{n}+1\right)\frac{1}{1+\frac{\mathrm{\Gamma }_N\omega _R^2}{\gamma _n\left(\omega _R^2+\mathrm{\Gamma }_N\gamma _n+\mathrm{\Gamma }_N^2\right)}}.$$ (19) This function is always lower than the thermal noise limit of $`\delta n^2=\overline{n}(\overline{n}+1)`$. If the noise threshold is defined as the point at which the photon number fluctuation drops below half the thermal noise limit then this threshold is determined from $$\mathrm{\Gamma }_N\omega _R^2=\gamma _n\left(\omega _R^2+\mathrm{\Gamma }_N\gamma _n+\mathrm{\Gamma }_N^2\right).$$ (20) If $`\mathrm{\Gamma }_N\gamma _n`$ and $`\mathrm{\Gamma }_N\omega _R`$, the excitation dynamics may be adiabatically eliminated. This is the basic assumption made in the conventional derivation of threshold noise . Indeed one finds that the photon number $`\overline{n}_{1/2}`$ at which the fluctuations correspond to one half thermal noise is in that case given by $$\overline{n}_{1/2}=\sqrt{\frac{n_T+\frac{1}{2}}{2\beta }}=\overline{n}_{th}.$$ (21) The noise threshold is then identical to the laser threshold in agreement with the predictions and observations made in the early days of laser physics . However, the requirement that $`\mathrm{\Gamma }_N\omega _R`$ at $`\overline{n}=\overline{n}_{th}`$ is only valid for $$\beta \frac{1}{2n_T+1}\left(\frac{n_T}{\beta N_T}\right)^210^8.$$ (22) In electrically pumped semiconductor lasers this would correspond to a threshold current of more than 50 A. Therefore the assumption that the fluctuations $`\delta N`$ in excitation number can be adiabatically eliminated at threshold does not apply to typical semiconductor laser diodes which commonly have threshold currents significantly below 50 A. Thus, for such devices the conventional theory no longer describes the photon number fluctuations at threshold. Instead, the complete dynamics of the fluctuations both in excitation number and in the number of photons needs to be taken into account. For typical semiconductor lasers with spontaneous emission factors $`\beta 10^8`$ the coupling rate $`\omega _R`$ is much larger than the relaxation rate $`\mathrm{\Gamma }_N`$ at laser threshold. The noise threshold condition (20) then reduces to $$\mathrm{\Gamma }_N=\gamma _n.$$ (23) As long as the total rate of spontaneous emission $`\tau _{sp}^1`$ is still greater than the rate of stimulated emission $`2\beta \overline{n}\tau _{sp}^1`$, the photon number at the noise threshold is fixed by the properties of the gain medium at $$\overline{n}_{1/2}=\beta N_T\left(1+\frac{1}{2n_T}\right)10^4.$$ (24) However, stimulated emission takes over as the major relaxation mechanism in the gain medium at an injection current of twice the threshold current. The noise threshold is located beyond an injection current of two times threshold current in laser devices with $$\beta >\left(2\beta N_T\left(1+\frac{1}{2n_T}\right)\right)10^4.$$ (25) This situation should apply in diodes with threshold currents of less than 5 mA. In such devices the noise threshold is given by $$\overline{n}_{1/2}=\sqrt{\frac{N_T}{2}\left(1+\frac{1}{2n_T}\right)}10^2\sqrt{\beta }.$$ (26) For semiconductor laser diodes the dependence of the photon number at the noise threshold $`\overline{n}_{1/2}`$ on the spontaneous emission factor $`\beta `$ may thus be summarized as illustrated in Fig. 1: $$\overline{n}_{1/2}=\{\begin{array}{ccc}\frac{1}{\sqrt{\beta }}& \text{for}& \beta <10^8\\ 10^4& \text{for}& 10^8<\beta <10^4\\ \frac{10^2}{\sqrt{\beta }}& \text{for}& 10^4<\beta \end{array}.$$ (27) Since the photon number at $`j=2j_{th}`$ is approximately equal to $`(n_T+1/2)/\beta `$, the current $`j_{1/2}`$ at which the photon number fluctuations drop to one-half their thermal value is approximately given by $$\frac{j_{1/2}j_{th}}{j_{th}}=\{\begin{array}{ccc}0& \text{for}& \beta <10^8\\ 10^4\beta & \text{for}& 10^8<\beta <10^4\\ 10^2\sqrt{\beta }& \text{for}& 10^4<\beta \end{array}$$ (28) as illustrated in Fig. 2. In conclusion, the assumption that above threshold the photon number fluctuations of laser light are lower than the fluctuations in equally coherent thermal light sources is not valid in typical semiconductor lasers. In particular, laser diodes with a threshold current of less than 5 mA still fluctuate thermally far above threshold. Thus it is not possible to distinguish in principle between lasers and thermal light sources based on the statistical properties of the emitted light field. Therefore “black box” laser definitions disregarding the nature of the internal light-matter interaction by which the light field is generated do not apply to typical semiconductor laser diodes. If the definition of laser light is nevertheless based on the photon number fluctuations as suggested e.g. by Wiseman , then the light from most laser diodes could not be considered laser light even though it is definitely generated by laser amplification. Moreover, a laser definition based on the condition that the relaxation rate of the excitations given by $`\mathrm{\Gamma }_N`$ must be larger than the optical relaxation rate $`\gamma _n`$ entirely fails to relate to the original meaning of the acronym laser, i.e. light amplification by stimulated emission of radiation. It therefore seems to be reasonable to distinguish between a thermal laser regime and a saturated laser regime separated by the noise threshold discussed above. In the thermal regime laser light indeed is indistinguishable from lamp light. In fact, the thermal laser regime naturally connects the saturated laser regime to the black body radiator from which the concepts of spontaneous and stimulated emission originated , thus providing a “missing link” in the theory of lasers and quantum optics.
no-problem/9903/hep-ph9903289.html	ar5iv	text	# References ## Table Caption * A list of the lower and upper bounds of the lightest CP-even Higgs mass in GeV for each $`m_t`$ ($`=170,175,180`$ GeV) and $`\mathrm{\Lambda }`$ ($`=10^{19},10^{16},10^{13},10^{10},10^7,10^4`$ GeV) in the SM as well as the 2HDM for $`M=1000`$ GeV and for $`M=200`$ GeV (Model I). Model I and II give the same bounds for $`M=1000`$ GeV. ## Figure Captions * The allowed region of the lightest CP even Higgs boson mass as a function of $`\mathrm{tan}\beta `$ for different values of the cut-off scale $`(\mathrm{\Lambda })`$ for $`M=1000`$ GeV in the 2HDM. The top mass is taken to be 175 GeV. For each $`\mathrm{\Lambda }`$ ($`=10^{19},10^{16},10^{13},10^{10},10^7,10^4`$ GeV) the inside of the contour is allowed. There is no difference between Model I and Model II in this figure. * The allowed region of the lightest CP even Higgs boson mass as a function of $`\mathrm{tan}\beta `$ for different values of $`\mathrm{\Lambda }`$ for $`M=100`$ GeV in the Model I (a) and Model II (b) 2HDM. The top mass is taken to be 175 GeV. For the Model II lines for $`\mathrm{\Lambda }=1000`$ and $`3000`$ GeV are shown. * The upper and lower bounds of the lightest CP even Higgs boson mass as a function of $`M`$ for different values of $`\mathrm{\Lambda }`$ in the Model I (a) and Model II (b) 2HDM for $`m_t=175`$ GeV. * The upper and the lower bounds of the lightest CP even Higgs boson mass in the Model I and II 2HDM and the SM Higgs boson mass for $`\mathrm{\Lambda }=10^{19}`$ GeV. The upper and lower bounds of the lightest CP even Higgs boson mass in the MSSM are also shown for the case that stop mass is 1 TeV. In this case $`M`$ corresponds to the CP-odd Higgs boson mass in the MSSM. \| \| $`\mathrm{\Lambda }`$ (GeV) \| $`m_t=170`$ GeV \| $`m_t=175`$ GeV \| $`m_t=180`$ GeV \| \| --- \| --- \| --- \| --- \| --- \| \| Standard Model \| \| 133 - 172 \| 143 - 175 \| 153 - 179 \| \| 2HDM ($`M=1000`$GeV) \| $`10^{19}`$ \| 93 - 172 \| 102 - 175 \| 111 - 179 \| \| 2HDM I ($`M=200`$GeV) \| \| 79 - 171 \| 84 - 175 \| 91 - 179 \| \| \| \| 133 - 180 \| 142 - 182 \| 152 - 186 \| \| \| $`10^{16}`$ \| 89 - 180 \| 96 - 183 \| 104 - 186 \| \| \| \| 73 - 179 \| 80 - 182 \| 85 - 185 \| \| \| \| 132 - 192 \| 141 - 194 \| 150 - 197 \| \| \| $`10^{13}`$ \| 85 - 193 \| 90 - 195 \| 97 - 197 \| \| \| \| 68 - 191 \| 72 - 193 \| 77 - 195 \| \| \| \| 129 - 215 \| 138 - 216 \| 147 - 217 \| \| \| $`10^{10}`$ \| 85 - 216 \| 89 - 216 \| 93 - 218 \| \| \| \| 64 - 208 \| 67 - 208 \| 70 - 207 \| \| \| \| 122 - 264 \| 130 - 264 \| 138 - 264 \| \| \| $`10^7`$ \| 84 - 266 \| 88 - 266 \| 93 - 265 \| \| \| \| 64 - 238 \| 67 - 241 \| 69 - 241 \| \| \| \| 101 - 460 \| 107 - 458 \| 113 - 458 \| \| \| $`10^4`$ \| 84 - 480 \| 88 - 480 \| 92 - 478 \| \| \| \| 63 - 343 \| 66 - 342 \| 68 - 342 \| Table 1 Fig. 2 Fig. 3(a) Fig. 3(b) Fig. 4
no-problem/9903/chao-dyn9903003.html	ar5iv	text	# Periodic Orbit Quantization of Mixed Regular-Chaotic Systems ## Abstract A general technique for the periodic orbit quantization of systems with near-integrable to mixed regular-chaotic dynamics is introduced. A small set of periodic orbits is sufficient for the construction of the semiclassical recurrence function up to, in principle, infinite length. As in our recent work the recurrence signal is inverted by means of a high resolution spectral analyzer (harmonic inversion) to obtain the semiclassical eigenenergies. The method is demonstrated for the hydrogen atom in a magnetic field. To our knowledge this is the first successful application of periodic orbit quantization in the deep mixed regular-chaotic regime. The question of how to semiclassically quantize systems with nonintegrable Hamiltonians had puzzled the great minds of physics in the early days of quantum mechanics . The advent of “exact” quantum mechanics, and, later, the availability of more and more powerful computing resources, with the possibility of numerically solving, in principle, Schrödinger’s equation for every complex quantum system, pushed that old question in the background for several decades. However, the desire for deeper physical insight into “what the computer understands” finally triggered a renaissance of semiclassical theory, which persists. It will be the objective of this Letter to contribute to solving that longstanding problem of semiclassical quantization of nonintegrable systems in the mixed regular-chaotic regime. The breakthrough of modern semiclassical theory came when Gutzwiller proved, by an application of the method of stationary phase to the semiclassical approximation of the quantum propagator, that for systems with complete chaotic (hyperbolic) classical dynamics the density of states can be expressed as an infinite sum over all (isolated) periodic orbits, thus laying the foundation of periodic orbit theory . Special methods were designed for specific systems to overcome the convergence problems of the semiclassical trace formula, i.e., to analytically continue its range of convergence to the physical domain . None of these methods, however, has succeeded so far in correctly describing generic dynamical systems with mixed regular-chaotic phase spaces. On the other extreme of complete integrability, it is well known that the semiclassical energy values can be obtained by EBK torus quantization . This requires the knowledge of all the constants of motion, which are not normally given in explicit form, and therefore practical EBK quantization based on the direct or indirect numerical construction of the constants of motion turns out to be a formidable task . As an alternative, EBK quantization was recast as a sum over all periodic orbits of a given topology on respective tori by Berry and Tabor . The Berry-Tabor formula circumvents the numerical construction of the constants of motion but usually suffers from the convergence problems of the infinite periodic orbit sum. The extension of the Berry-Tabor formula into the near-integrable (KAM) regime was outlined by Ozorio de Almeida and elaborated, at different levels of refinement, by Tomsovic et al. and Ullmo et al. . These authors noted that in the near-integrable regime, according to the Poincaré-Birkhoff theorem, two periodic orbits survive the destruction of a rational torus with similar actions, one stable and one hyperbolic unstable, and worked out the ensuing modifications of the Berry-Tabor formula. In this Letter we go one step further by noting that, with increasing perturbation, the stable orbit turns into an inverse hyperbolic one representing, together with its unstable companion with similar action, a remnant torus. We include the contributions of these pairs of inverse hyperbolic and hyperbolic orbits in the Berry-Tabor formula and demonstrate for a system with mixed regular-chaotic dynamics that this procedure yields excellent results even in the deep mixed regular-chaotic regime. The system we choose is the hydrogen atom in a magnetic field, which is a real physical system and has served extensively as a prototype for the investigation of “quantum chaos” (for reviews see ). To our knowledge no semiclassical quantization thus far in the mixed regular-chaotic region has previously been given. The fundamental obstacle bedeviling the semiclassical quantization of systems with mixed regular-chaotic dynamics is that the periodic orbits are neither sufficiently isolated, as is required for Gutzwiller’s trace formula , nor are they part of invariant tori, as is necessary for the Berry-Tabor formula . However, as will become clear below, it is the Berry-Tabor formula which lends itself in a natural way for an extension of periodic orbit quantization to mixed systems. We consider systems with a scaling property, i.e., where the shape of periodic orbits does not depend on the scaling parameter, $`w=\mathrm{}_{\mathrm{eff}}^1`$, and the classical action $`S`$ scales as $`S=sw`$ with $`s`$ the scaled action. For scaling systems with two degrees of freedom, which we will focus on, the Berry-Tabor formula for the fluctuating part of the level density reads $$\varrho (w)=\frac{1}{\pi }\mathrm{Re}\underset{𝐌}{}\frac{w^{1/2}s_𝐌}{M_2^{3/2}\|g_E^{\prime \prime }\|^{1/2}}e^{i(s_𝐌w\frac{\pi }{2}\eta _𝐌\frac{\pi }{4})},$$ (1) with $`𝐌=(M_1,M_2)`$ pairs of integers specifying the individual periodic orbits on the tori (numbers of rotations per period, $`M_2/M_1`$ rational), and $`s_𝐌`$ and $`\eta _𝐌`$ the scaled action and Maslov index of the periodic orbit $`𝐌`$. The function $`g_E`$ in (1) is obtained by inverting the Hamiltonian, expressed in terms of the actions $`(I_1,I_2)`$ of the corresponding torus, with respect to $`I_2`$, viz. $`H(I_1,I_2=g_E(I_1))=E`$ . The calculation of $`g_E^{\prime \prime }`$ from the actions $`(I_1,I_2)`$ can be rather laborious even for integrable and near-integrable systems, and, by definition, becomes impossible for mixed systems in the chaotic part of the phase space. Here we will adopt the method of Ref. and calculate $`g_E^{\prime \prime }`$, for given $`𝐌=(\mu _1,\mu _2)`$, with $`(\mu _1,\mu _2)`$ coprime integers specifying the primitive periodic orbit, directly from the parameters of the two periodic orbits (stable (s) and hyperbolic unstable (h)) that survive the destruction of the rational torus $`𝐌`$, viz. $$g_E^{\prime \prime }=\frac{2}{\pi \mu _2^3\mathrm{\Delta }s}\left(\frac{1}{\sqrt{det(M_\mathrm{s}I)}}+\frac{1}{\sqrt{det(M_\mathrm{h}I)}}\right)^2,$$ (2) with $$\mathrm{\Delta }s=\frac{1}{2}(s_\mathrm{h}s_\mathrm{s})$$ (3) the difference of the scaled actions, and $`M_\mathrm{s}`$ and $`M_\mathrm{h}`$ the monodromy matrices of the two orbits. The action $`s_𝐌`$ in (1) is to replaced with the mean action $$\overline{s}=\frac{1}{2}(s_\mathrm{h}+s_\mathrm{s}).$$ (4) Eq. 2 is an approximation which becomes exact in the limit of an integrable system. It is a characteristic feature of systems with mixed regular-chaotic dynamics that with increasing nonintegrability the stable orbits turn into inverse hyperbolic unstable orbits in the chaotic part of the phase space. These orbits, although embedded in the fully chaotic part of phase space, are remnants of broken tori. It is therefore natural to assume that Eqs. 1 and 2 can even be applied when these pairs of inverse hyperbolic and hyperbolic orbits are taken into account, i.e., more deeply in the mixed regular-chaotic regime. It should be noted that the difference $`\mathrm{\Delta }s`$ between the actions of the two orbits is normally still small, and it is therefore more appropriate to start from the Berry-Tabor formula for semiclassical quantization in that regime than from Gutzwiller’s trace formula, which assumes well-isolated periodic orbits. It is also important to note that the Berry-Tabor formula does not require an extensive numerical periodic orbit search. The periodic orbit parameters $`s/M_2`$ and $`g_E^{\prime \prime }`$ are smooth functions of the rotation number $`M_2/M_1`$, and can be obtained for arbitrary periodic orbits with coprime integers $`(M_1,M_2)`$ by interpolation between “simple” rational numbers $`M_2/M_1`$. We now demonstrate the high quality of the extension of Eqs. 1 and 2 to pairs of inverse hyperbolic and hyperbolic periodic orbits for a physical system that undergoes a transition from regularity to chaos, namely the hydrogen atom in a magnetic field. This is a scaling system, with $`w=\gamma ^{1/3}=\mathrm{}_{\mathrm{eff}}^1`$ the scaling parameter and $`\gamma =B/(2.35\times 10^5\mathrm{T})`$ the magnetic field strength in atomic units. Introducing scaled coordinates $`\gamma ^{2/3}𝐫`$ and momenta $`\gamma ^{1/3}𝐩`$ and choosing the projection of the angular momentum on the magnetic field axis $`L_z=0`$ one arrives at the scaled Hamiltonian $$\stackrel{~}{H}=\frac{1}{2}𝐩^2\frac{1}{r}+\frac{1}{8}(x^2+y^2)=\stackrel{~}{E},$$ (5) with $`\stackrel{~}{E}=E\gamma ^{2/3}`$ the scaled energy. At low energies $`\stackrel{~}{E}<0.6`$ a Poincaré surface of section analysis of the classical dynamics exhibits two different torus structures related to a “rotator” and “vibrator” type motion. The separatrix between these tori is destroyed at a scaled energy of $`\stackrel{~}{E}0.6`$, and the chaotic region around the separatrix grows with increasing energy. At $`\stackrel{~}{E}=0.127`$ the classical phase space becomes completely chaotic. We investigate the system at scaled energy $`\stackrel{~}{E}=0.4`$, where about 40% of the classical phase space volume is chaotic (see inset in Fig. 1), i.e. well in the region of mixed dynamics. We use 8 pairs of periodic orbits to describe the rotator type motion in both the regular and chaotic region. The results for the periodic orbit parameters $`s/2\pi M_2`$ and $`g_E^{\prime \prime }`$ are presented as solid lines in Fig. 1. The squares on the solid lines mark parameters obtained by pairs of stable and unstable periodic orbits in the regular region of the phase space. The diamonds mark parameters obtained by pairs of two unstable (inverse hyperbolic and hyperbolic) periodic orbits in the chaotic region of phase space. The cutoff is related to the winding angle $`\varphi =1.278`$ of the fixed point of the rotator type motion, i.e., the orbit perpendicular to the magnetic field axis, $`(M_2/M_1)_{\mathrm{cutoff}}=\pi /\varphi =2.458`$. The solid lines have been obtained by spline interpolation of the data points. In the same way the periodic orbit parameters for the vibrator type motion have been obtained from 11 pairs of periodic orbits (see the dashed lines in Fig. 1). The cutoff at $`M_2/M_1=\pi /\varphi =1.158`$ is related to the winding angle $`\varphi =2.714`$ of the fixed point of the vibrator type motion, i.e., the orbit parallel to the field axis. With the data of Fig. 1 we have all the ingredients at hand to calculate the semiclassical density of states $`\varrho (w)`$ in Eq. 1. The periodic orbit sum includes for both the rotator and vibrator type motion the orbits with $`M_2/M_1>(M_2/M_1)_{\mathrm{cutoff}}`$. For each orbit the action and the function $`g_E^{\prime \prime }`$ is obtained from the spline interpolations. The Maslov indices are $`\eta _𝐌=4M_2M_1`$ for the rotator and $`\eta _𝐌=4M_2+2M_11`$ for the vibrator type orbits. However, the problem is to extract the semiclassical eigenenergies from Eq. 1 because the periodic orbit sum does not converge. We therefore adopt the method of Refs. where we proposed to adjust the semiclassical recurrence signal, i.e., the Fourier transform of the weighted density of states $`w^{1/2}\varrho (w)`$ (Eq. 1) $$C^{\mathrm{sc}}(s)=\underset{𝐌}{}𝒜_𝐌\delta (ss_𝐌),$$ (6) with the amplitudes being determined exclusively by periodic orbit quantities, $$𝒜_𝐌=\frac{s_𝐌}{M_2^{3/2}\|g_E^{\prime \prime }\|^{1/2}}e^{i\frac{\pi }{2}\eta _𝐌},$$ (7) to the functional form of its quantum mechanical analogue $$C^{\mathrm{qm}}(s)=i\underset{k}{}d_ke^{iw_ks},$$ (8) where the $`w_k`$ are the quantum eigenvalues of the scaling parameter, and the $`d_k`$ are the multiplicities of the eigenvalues ($`d_k=1`$ for nondegenerate states). The frequencies obtained from this procedure are interpreted as the semiclassical eigenvalues $`w_k`$. The technique used to adjust (6) to (8) is harmonic inversion . For the hydrogen atom in a magnetic field part of the semiclassical recurrence signal $`C^{\mathrm{sc}}(s)`$ at scaled energy $`\stackrel{~}{E}=0.4`$ is presented in Fig. 2. The solid and dashed peaks mark the recurrencies of the rotator and vibrator type orbits, respectively. Note that $`C^{\mathrm{sc}}(s)`$ can be easily calculated even for long periods $`s`$ with the help of the spline interpolation functions in Fig. 1. By contrast, the construction of the recurrence signal for Gutzwiller’s trace formula usually requires an exponentially increasing effort for the numerical periodic orbit search with growing period. We have analyzed $`C^{\mathrm{sc}}(s)`$ by the harmonic inversion technique in the region $`0<s/2\pi <200`$. The resulting semiclassical spectrum of the lowest 106 states with eigenvalues $`w<20`$ is shown in the upper part of Fig. 3a. For graphical purposes the spectrum is presented as a function of the squared scaling parameter $`w^2`$, which is equivalent to unfolding the spectrum to constant mean level spacing. For comparison the lower part of Fig. 3a shows the exact quantum spectrum. The semiclassical and quantum spectrum are seen to be in excellent agreement, and deviations are less than the stick widths for nearly all states. The distribution $`P(d)`$ of the semiclassical error with $`d=(w_{\mathrm{qm}}w_{\mathrm{sc}})/\mathrm{\Delta }w_{\mathrm{av}}`$ the error in units of the mean level spacing, $`\mathrm{\Delta }w_{\mathrm{av}}=1.937/w`$, is presented in Fig. 3b. For most levels the semiclassical error is less than 4% of the mean level spacing, which is typical for a system with two degrees of freedom . The accuracy of the results presented in Fig. 3 seems to be surprising for two reasons. First, we have not exploited the mean staircase function $`\overline{N}(w)`$, i.e., the number of eigenvalues $`w_k`$ with $`w_k<w`$, which is a basic requirement of some other semiclassical quantization techniques for bound chaotic systems . Second, as mentioned before, Eq. 2 has been derived for near-integrable systems, and is only an approximation, in particular, for mixed systems. We have not taken into account any more refined extensions of the Berry-Tabor formula (1) as discussed, e.g., in Ref. . The answer to the second point is that the splitting of scaled actions of the periodic orbit pairs used in Fig. 1 does not exceed $`\mathrm{\Delta }s=0.022`$, and therefore for states with $`w<20`$ the phase shift between the two periodic orbit contributions is $`w\mathrm{\Delta }s=0.44`$, at most. For small phase shifts the extension of the Berry-Tabor formula to near-integrable systems results in a damping of the amplitudes of the periodic orbit recurrence signal in Fig. 2 but seems not to effect the frequencies, i.e., the semiclassical eigenvalues $`w_k`$ obtained by the harmonic inversion of the function $`C^{\mathrm{sc}}(s)`$. In conclusion, we have presented a solution to the fundamental problem of semiclassical quantization of nonintegrable systems in the mixed regular-chaotic regime. We have demonstrated the excellent quality of our procedure for the hydrogen atom in a magnetic field at a scaled energy $`\stackrel{~}{E}=0.4`$, where about 40% of the phase space volume is chaotic. The lowest 106 semiclassical and quantum eigenenergies have been shown to agree within a few percent of the mean level spacings. Obviously, it will be straightforward, and rewarding, to apply the method to other systems with mixed dynamics. This work was supported in part by the Sonderforschungsbereich No. 237 of the Deutsche Forschungsgemeinschaft. J.M. thanks the Deutsche Forschungsgemeinschaft for a Habilitandenstipendium (Grant No. Ma 1639/3).
no-problem/9903/astro-ph9903162.html	ar5iv	text	# Untitled Document Workshop Summary Paolo Coppi Yale University, Dept. of Astronomy, P.O. Box 208101, New Haven, CT 06520-8101, USA Abstract. I present a general overview of the results discussed during the Cracow 1997 workshop on “Relativistic Jets in AGNs”. My emphasis will be on showing the significant progress made in several areas over the last few years, pointing out what I feel are some of the more important issues still facing us today, and suggesting where progress is likely to be made in the near future. 1. Introduction This workshop was unusual in that it brought together participants with a wide variety of expertise, from observational radio astronomy to numerical modeling of acceleration processes in plasmas. The rapid observational progress made in studying relativistic jets and the richness of the jet phenomenon in general were evident in the impressive range of jet emission energies, spanning over 15 decades from Gigahertz radio frequencies to TeV gamma-ray energies, and jet length scales, from astronomical units to megaparsecs, discussed by the participants. As a convenient reference point in time to highlight the progress we have made, I choose the end of the 1980s when I was shipped off by my graduate thesis adviser to take notes for him at a VLBI workshop in Socorro, New Mexico. With the exception of the enigmatic object SS 433 in our Galaxy, relativistic jets seemed to me confined largely to galaxies belonging to the 3C radio catalog, in particular 3C 273, 3C 279, and 3C 345 which were the subjects of numerous talks. At the time, VLBI “experiments” to detect fringes from sources were difficult undertakings involving major international collaborations, hence the tendency to look at the same sources. Plot after plot was shown of highly distorted “blobs”, many of which, despite the distortions, could be seen to move in roughly straight lines on the sky with apparent velocities exceeding the speed of light. Usually, but not always, the motion of the VLBI blobs was aligned with the orientation of the jet on VLA scales. When it was not, this was tentatively interpreted as an indication that the jet was somehow being bent. The superluminal motion of the blobs, together with the lack of two-sided jets on VLBI scales, and the fact that the fainter of the two VLA-scale radio jets typically showed less polarization than the brighter one (presumably because the faint one was oriented away from us and was seen through more depolarizing matter) were taken as strong arguments that we were seeing Doppler boosted emission from relativistically moving fluid in the jets. Although the details were still being debated at that meeting, the “unified model”, where most differences in radio morphology and jet power could be explained away as simply a function of Doppler boosting and the observer’s viewing angle, seemed generally accepted. The inner jets in powerful Fanaroff-Riley II (FRII) sources seemed to have typical bulk Lorentz factors $`10,`$ while those in systematically less powerful Fanaroff-Riley I (FRI) sources had lower Lorentz factors $`4.`$ This conclusion, however, was still based on superluminal motion studies of a rather small sample of objects. This unification scheme, of course, applied only to the “radio loud” quasars containing jets. Most Active Galactic Nuceli (AGN), about 90%, were instead “radio quiet” down the milli-Jansky level and did not show any jets. The main radiation mechanism responsible for the observed jet emission was thought to be synchrotron self-Compton (SSC) emission from energetic electrons or electron-positron pairs. The Compton component of the emission seemed to be more or less of a nuisance and upper limits on the Compton emission (at X-ray) energies were mainly useful for putting lower limits on the bulk jet Lorentz factor (so that the Compton catastrophe, where all the SSC power ends up in the Compton component, could be avoided). The emission from jets was thus a phenomenon limited mainly to the radio and optical, with a small component in X-rays. The COS-B satellite had detected GeV gamma-ray emission from one jet source (3C273), but it was weak and not thought to be associated with the jet. Balloon flights had detected strong MeV emission in several other AGN that did not contain jets, e.g., NGC 4151. The GeV emission seen in 3C273 was probably just the high-energy tail of a similar MeV emission component. Indeed, at one point it was speculated that all AGN might have gamma-ray emission at the level of the 3C273, and that this could explain the gamma-ray background detected by Sas-II.) One exception to the view that jets should produce little high-energy emission was the of paper Melia & Königl (1989) where jets were presumed to start out with very high bulk Lorentz factors ($`>10^3`$) and radiatively decelerate to their observed terminal Lorentz factors $`10.`$ At that workshop, Arno Witzel also gave one of his first talks in which he swore he had observed the radio emission from one source vary $``$ 20% on a few hour timescales. If intrinsic to the source, this intraday variability (IDV) implied a very high brightness temperature incompatible with the standard SSC models and jet bulk Lorentz factors. People were interested, but no one really knew what to make of this observation if it proved to be correct. I also noticed one poster paper discussing a strange new class of sources (“compact doubles”) where VLBI observations of their centers showed two or three stationary emission components which didn’t fit into the standard relativistic jet picture. Overall, I came away from that meeting already thinking that relativistic jets were rather nifty, amazing objects. Little did I know what was to come, however. In the sections below, I will try to give an overview of the exciting new results reported and reviewed during the present workshop as well as of some of the still-outstanding problems we need to address. I conclude by speculating on where some of the advances in the next few years may come from. I apologize in advance for anyone’s work I may have misrepresented or left out; the errors and omissionsare mine. 2. Recent progress in understanding jets 2.1. Observations 2.1.1. VLBI (parsec-scale) radio jets in AGN Our VLBI observing capabilities have improved markedly over the last ten years. The maximum spatial resolution available has increased due to our ability to observe at higher frequencies and use longer baselines involving space satellites. The arrival of the VLBA now lets us make maps with unprecedented dynamic range on a fairly routine basis, and allows us to contemplate monitoring many more sources than was possible before. One example of interest is the observation of M87 by Junor & Biretta (1995) which shows the jet in M87 exists and is apparently well-collimated down to distances $``$ 100 Schwarzchild radii ($`10^{16}`$ cm) from the central black hole. Another is the apparent detection of parsec scale circular polarization at the 0.5% level in 3C84 and 3C279 (Homan et al. 1997). If confirmed, circular polarization will be an important diagnostic for the source geometry and magnetic field structure and the energy distribution of the emitting electrons (e.g., Bjornsson 1990). One final one is the report by Gabuzda (this proceedings) of the detection of rapid (intraday) variability in VLBI monitoring campaign of the BL Lac PKS 2155 where the polariztion varied in one emission component but not another, which should have implications for our understanding of the intraday variability phenomenon. My impression, though, is that the benefits of these new capabilities are just starting to be realized and moreis to come. Overall, the general picture emerging at that Socorro workshop seems to have withstood more detailed scrutiny. The inferred magnetic fields in the VLBI jets of powerful quasars still seem preferentially aligned parallel to the jet axis, while in BL Lacs, they are aligned perpendicular to the jet axis. The current interpretation is that in the BL Lac case we are seeing amplification of the transverse field by shock compression, and in the quasar case, we are seeing strong shearing of the field. The important point is that this systematic difference between quasars and BL Lacs seems to be real (see the review of Gabuzda here). The phenomenon of misalignment between the small-scale VLBI and larger scale VLA jets also seems relatively common and is interpreted as evidence of jet bending, perhaps due to interaction with a surrounding medium. There is more evidence (e.g., Zensus et al. 1995) that the jet on the VLBI scales can have a complicated structure, perhaps due to bending or precession or simply due to a complicated shock structure in the jet (e.g., see contributions by Martí and Gomez). Particularly in the object 3C345, the radio-emitting blobs appear to be shot out initially in different directions and then converge to move on the same trajectory in the sky. Detailed studies of the blob motions in other objects sometimes show deviations from straight-line motion, with blobs accelerating and decelerating. The poster I had noticed at Socorro on “compact doubles” now seems to have mushroomed into a full-blown field of study of Gigahertz-Peaked Sources (GPS) and Compact Symmetric Objects (CSO) (see Bicknell here and Bicknell et al. 1997 for an overview). These sources look like classical double radio-lobed sources except that they are much smaller in scale (0.1 - 1kpc). The current thinking is that we are seeing the working surfaces of two-sided jets as they ram into a dense interstellar medium, and that the observed radio spectrum at low frequencies is attenuated by free-free absorption and perhaps induced Compton scattering in the surrounding gas. Even on small scales, it thus appears that jet morphology can be significantly influenced bythe environment. 2.1.2. Interactions of jets with ambient matter on larger scales With HST we can now resolve optical features down to similar scales as the VLA ($``$ kpc scales), and we can begin to make detailed radio-optical comparisons. In his presentation, Falcke (this proceedings) showed HST pictures of an AGN Narrow Line Region (NLR) where much of the high excitation emission occurred on the edges of the radio jet feature — just what one might expect for a jet running into matter, and perhaps shocking or entraining some of it. In 3C 264 (Baum et al. 1997), HST sees an optical ring at a projected radius of $`300400`$ pc from the center of the source, which is likely due to absorption by a dense circumnuclear gas disk seen nearly face-on. The corresponding Merlin (comparable to be VLA) radio map shows an initially well-collimated jet that appears to blow itself apart, losing its collimation and dimming considerably just as it reaches the outer boundary of the HST ring — again what one might expect if an initially relativistic jet ran into and entrained dense gas. In a similar vein, Bicknell (this proceedings) argues that the low power jets seen in some Seyferts are actually underluminous in radio and have much higher kinetic power than one might at first suspect. The explanation he proposes is that the jets are initially moderately relativistic and then decelerate and stop radiating once they become mass-loaded by entrainment. On even larger scales (100 kpc), we see evidence from a comparison of radio and ROSAT X-ray observations that the jet NGC 1275 interacts with the surrounding intracluster medium. Indeed, Bremer et al. (1997) argue that many of the properties of powerful, high-redshift jet radio sources can be accounted for by postulating the jets are embedded in strong cooling flows at the centers of cluster. In sum, the evidence presented at this workshop and elsewhere increasingly argues that jets do not exist in isolation and that their morphology, radiative properties, and composition can be significantly altered by their interactions with their local environments. To fully understand the jets we are seeing (e.g., to explain in part the distinction between FRI and FRII sources), I would argue that we need to fully understand the jet-external medium interaction. While this conclusion might not particularly suprise anyone, I would also argue that only recently have we begun to seriously work on this aspect of the jet problem (e.g., see Bicknell and Plewa in this proceedings). 2.1.3. Blurring the lines: radio jets in radio-quiet AGN For me, one of the more interesting results shown in this workshop was the VLA detection by Falcke of a weak, but clearly jet-like feature in a “radio-quiet” Seyfert galaxy that according to our conventional understanding should not show jets. This appears to be a rather general result. When one looks hard enough, many AGN show evidence of jets or at least a flat spectrum radio core. A particularly striking example is the LINER (low luminosity AGN) NGC 4258, that was shown by VLBI maser observations to contain a massive central object surrounded by matter in a beautifully Keplerian, cold disk. Using more VLBI observations, Herrenstein et al. (1997) have shown the previously known radio jet on parsec-kiloparsec scales in fact extends down to 0.015 parsec (2000 Schwarzchild radii) from the central object. It seems that the sharp distinction between radio-loud and radio-quiet objects, at least as defined by the presence of relativistic radio jets, is becoming increasingly fuzzy (see Falcke, this proceedings). I discuss this more in §3.6. 2.1.4. High energy emission from relativistic jets Perhaps the most dramatic, recent occurence in our study of jets is the discovery that relativistic jets are (very) strong high-energy emitters. Not long after it was turned on, the EGRET gamma-ray detector on GRO saw a huge flare from a position on the sky consistent with that of the blazar 3C 279. This turned out to be the tip of a large iceberg. The detection was not a fluke, and to date, EGRET has detected almost 60 blazars extending to energies $`10`$ GeV (See the contribution by von Montigny for an observational review of blazar emission). Ironically, the radio-quiet AGN like NGC 4151 that we expected to have strong MeV gamma-ray emission turned out not to have any. (The balloon detections seem to have been due to background subtraction problems.) The only previously known gamma-ray quasar 3C273 turned out not to be typical at all of AGN, and of the gamma-ray blazars we know of today, 3C 273 turns out to be a rather feeble example. The GeV flux levels observed from these blazars are quite impressive — too impressive in fact, corresponding to isotropic luminosities exceeding $`10^{49}`$ erg/sec in the brightest cases. If all quasars or even just radio loud quasars (the parent population of blazars) emitted isotropically in this way, then the sky would be glowing in GeV gamma-rays at levels $``$ 10-100 above the observed ones. Also, if blazar gamma-ray emission, like the rest of AGN emission, is ultimately tied to accretion onto a black hole (presumably limited to a few times the Eddington luminosity), we infer much higher central black hole masses for blazars than we have come to expect from past AGN studies, e.g., of their optical broad line luminosity. A simple way out of these problems is to postulate that the emission we are seeing is strongly beamed. This conclusion receives strong support from the detection of strong flaring by GRO with doubling times less than a day, which without applying beaming corrections, implies a rather small size for the gamma-ray emission regions. Note that GeV gamma-rays can photon-photon pair produce on X-rays, and that blazars are also strong, variable X-ray emitters. If the observed X-rays and gamma-rays come from the same emission region, then we should not be seeing the GeV gamma-rays we do (they would all have pair produced) unless all the X-ray/gamma-ray emission we see is relativistically beamed by Doppler factors at least $`510`$ and hence our naive estimate of the emitting region’s “compactness” (opacity to GeV gamma-rays) is off by several orders of magnitude. Arguments like these and the fact that strong GeV emission is only detected from blazar AGN (radio loud quasars previously thought from radio-UV observations to have jets pointing in our direction) clinched the association of the gamma-ray emission with the same relativistics jet inferred to exist from radio observations. The surprises did not end with the launch of GRO, however. At about the same time, the Whipple telescope (a ground-based, Cherenkov gamma-ray detector) significantly improved its sensitivity and suddenly detected the weak, nearby BL Lac source Mkn 421 at TeV (!) energies. This source and at least one other, Mkn 501, have since been confirmed by other detectors as TeV emitters. The detection of TeV emission has cosmological implications since TeV photons from high-redshift source will pair produce on the cosmic infrared background radiation before reaching us. (See the contribution of Rhode for an overview of this and of TeV observations in general.) As dramatic as the GeV variability seen by EGRET is, the TeV variability apparently can be even more dramatic. In 1996, Whipple detected several huge flares from Mkn 421 with doubling times $`30`$ minutes (Gaidos et al. 1996), and during this workshop, Mkn 501 was in similar flaring state, having increased its emission by a factor over 50 compared to that of the previous year. In retrospect, there probably should have been more definite predictions of strong gamma-ray emission from blazars. Radio to X-ray observations of jet synchrotron emission had already shown jets to contain very energetic electrons, and we also knew that many of the radio loud quasars showed strong optical emission originating from their accretion disks, i.e., they had very intense, unbeamed, radiation fields in their centers. If some of the energetic jet electrons resided near the central radiation field, a huge “Compton catastrophe” would result, producing copious GeV-TeV emission (Near the central black hole, Compton cooling of energetic jet electrons by the “external” unbeamed radiation dominates strongly over both synchrotron cooling in the jet magnetic field and Compton cooling on synchrotron photons produced in the jet). In terms of understanding jet physics, the detection of gamma-ray emission is important as it lets us measure exactly how much radiative dissipation is occuring in the jet (Before GRO, theorists could invoke arbitrary dissipation as long it occurred at unobservable gamma-ray energies. With GeV measurements of individual sources and of the diffuse gamma-ray background, that window of escape is now closed. Unless most of the jet power is in a component that does not couple electromagnetically like neutrinos, which is unlikely, we know the bolometric luminosities of jets to within factors of a few. Note that one cannot hide power at higher photon energies as it will cascade down to GeV energies and overproduce the background there, e.g., Coppi & Aharonian 1997.). As in the case of pulsars, the radio emission we have so laboriously studied in AGN jets turns out to be a minor, energetically irrelevant, component of the total jet emission. In pulsars, the observed gamma-ray luminosity can often be $`30\%`$ of the total spin-down luminosity available and often dwarfs the radio luminosity by two orders of magnitude. In blazars, the gamma-ray power typically dominates the radio-optical synchrotron power by factors $``$ 10 and also appears to represent a significant fraction of the total jet kinetic power. Interestingly the gamma-ray power, while large, does not appear to significantly exceed the jet kinetic power inferred from studying the radio lobes at the ends of the jets — an important constraint on radiative deceleration models for jets. To make progress in understanding where and how jets dissipate radiatively, we will need simultaneous, multi-wavelength observations of blazar variability from radio to TeV energies (Except in radio where we can do VLBI, we have little hope of spatially resolving blazar X-ray/gamma-ray emission in the near future.). The results of recent monitoring campaigns were discussed in several talks at the workshop see in particular those of Maraschi and Takahashi). The current results are far from being conclusive, but a general pattern seems to be emerging. Whenever a blazar is found in a high gamma-ray state, the emission from $``$ optical to X-ray is also in a high state, i.e., the emission at high and low energies seems to be strongly correlated. When a sharp gamma-ray flare occurs, optical, UV, and X-ray flares are also seen. Particularly in the BL Lac objects Mkn 421 and Mkn 501, the X-ray and gamma-ray (TeV) emission seem very tightly correlated, with little lag. Below X-ray energies, the amplitude of the flaring seems generally to decrease, perhaps due to dilution from a non-varying component, and my impression is that low-energy flaring tends to lag the high-energy flaring (although I note that in one case, an optical flare may have preceded a gamma-ray flare — i.e., we need many more observations). Determining which parts of the spectrum lag or lead other parts of the spectrum is particularly crucial to understanding the dynamics of the particles responsible for the emission and disentangling various emission components. Right now, it is not completely clear what we should expect, e.g., in blazars where Compton upscattering of photons external to the jet is important, a flare can be caused by an increase in either the number of target photons (optical leads gamma-rays) or the number of energetic particles (gamma-rays lead optical). As an example of where we may already have made significant progress, Takahashi (this proceedings) presented a set of ASCA observations of Mkn 421 that show the X-ray emission at $``$ 1 keV lagged that at $`10`$ keV during during a strong TeV flare. Also, when the X-ray spectral index was plotted versus intensity at a fixed observing energy, a characteristic “hysteresis” curve appeared (see Takahashi). Both the lag and hysteresis curve are exactly what one expects if the X-ray emission is synchrotron and one is seeing the spectral response to a rapid injection of very energetic electrons which then cool slowly to lower energies (e.g., see Kirk, this proceedings). This, together with the tight X-ray/TeV correlation, lends strong support to the the picture that, in BL Lacs at least, we are seeing SSC emission (with the synchrotron component dominating at X-ray energies and below, and the Compton component dominating at gamma-ray energies). Although data like this is highly suggestive, I would like to stress that it is still relatively sparse and the conclusions far from certain. The rapidly variable emission I have been discussing probably comes from the inner, sub-parsec regions of the jet. However, the outer parts of the jet almost certainly also emit at high energies, at least in X-rays. On the parsec scale, Unwin et al. (1997) have shown that in 3C 345, the overall level of X-ray emission correlates with the emergence of radio VLBI features. Worral (this proceedings) showed evidence from ROSAT observations of centrally obscured jets that there is extended jet emission, perhaps out to kiloparsec scales, and Tashiro (this proceedings) presented positive ASCA detections of X-ray emission from jet radio lobes, probably from Compton upscattering of cosmic microwave background photons by the energetic electrons in the lobes. If one is making blazar observations without good spatial resolution and the source is not clearly in a very strong flare state, any interpretation should take into account the possible contributions from the larger scale jet. 2.1.5. The discovery of microquasars As a testament to the ubiquity of the jet phenomenon, the last few years have also seen the discovery of jets from black holes right in our own Galaxy (see the overview by Ziolkowski, this proceedings). Although the masses of these black holes are eight orders of magnitude smaller than those of powerful AGN, the Galactic jets appear rather similar to the AGN ones, and in particular, show superluminal motion. 2.2. Phenomenology 2.2.1. General radio-loud quasar unification schemes The last ten years have seen significant progress in firming up the links between the various members of the zoo of radio-loud AGN. The apparently diverse members of this zoo go by such names as X-ray Selected BL Lacs, Radio Selected BL Lacs, FR-I/II radio galaxies, High Polarization Quasars, Optically Violent Variables, Flat Spectrum Radio Quasars, Steep Spectrum Radio Quasars, Gigahertz-peaked Sources, Compact Steep Spectrum sources — to name a few. The first crucial link between all these objects is that they all appear to contain jets. The second is that all their jets probably start out with moderately to very relativistic bulk velocities, i.e., the emission from the inner jet will be Doppler boosted and anisotropic as a result. Depending on the orientation of the jet relative to the observer, one will see very different spectra. Shastri (this proceedings) showed an example of this, where the ROSAT spectral index of radio quasars/galaxies varies systematically with the core dominance parameter $`R`$ (an orientation measure if jet emission is beamed). If the jet points towards us, the boosted jet emission dominates and one sees an often featureless, rapidly variable continuum. If the jet points away from us, one sees only the more or less isotropic emission from the underlying black hole accretion disk (e.g, the broad emission lines seen in radio-quiet AGN). As summarized by Urry in her talk (see the review of Urry & Padovani 1995 for details), we have now have accumulated a fair body of evidence that a gross unification scheme, based on viewing angle and characteristic jet bulk Lorentz factors as the main parameters, actually works. The remaining major differences, e.g., between the morphologies of FR-I and FR-II galaxies, right now seem probably due to differences in the initial jet power and the interaction of the jet with ambient matter (FR-I jets are weak compared to FR-II jets and may entrain considerable matter; Gigahertz-peaked sources generically show high rotation measures and depolarization, i.e., signatures consistent with their being surrounded by dense gas.). 2.2.2. The “strawman” (SS+E)C model and blazar unification schemes At this workshop, a clear “strawman” model for explaining the variety of blazar spectra we see (see the contributions of Ghisellini, Fossati, Kubo, Takahashi, and Takahara). Namely, that all blazar spectra can be explained by a one-zone, homogeneous “(SS+E)C” model. In this model, energetic electrons located somewhere near the central black hole emit synchrotron photons, and these jet photons together with some number of external photons are Compton upscattered by the electrons to high energies. The only parameters for this model are the source region radius, the bulk jet Lorentz factor, the energy of the external radiation field in the source frame ($`U_{\mathrm{rad}}`$), the energy density of the magnetic field in the source frame ($`U_B`$), the minimum and maximum “injection” energies of accelerated electrons/pairs, the power law index of the electron/pair energy injection function, and the total power supplied to the injected pairs. I do not think this model can be right in detail, e.g., cascading may be important in some sources and the emission we see is very likely the superposition of several components and/or electron acceleration events. However, as a first order phenomenological model, it seems to work remarkably well, especially for spectra during strong flares where one localized emission component may well dominate. In a burst of enthusiasm, Ghisellini (this proceedings) has fit all the broad-band blazar spectra he could find and has come up with a very interesting correlation hinted at by other participants: the energy of the electrons responsible for the emission at the peaks of the synchrotron and Compton components seems to systematically decrease as the sum of the magnetic and external radiation energy density ($`U_B+U_{\mathrm{rad}}`$) in the jet frame increases. For some reason, perhaps a balance between acceleration and radiative cooling timescales, powerful sources (which presumably have stronger external radiation fields and jet magnetic field) do not accelerate electrons to as high an energy as weak sources. This scenario is appealing as it explains the puzzling differences between X-Ray Selected BL Lacs and Radio Selected BL Lacs. The Radio Selected BL Lacs are known to be more luminous on average, hence their synchrotron emission should peak at lower energies (in the optical-UV), and they would not be picked up as often in X-ray surveys. Also the scenario is consistent with the recent finding of Padovani et al. (1997) that the distribution of X-ray spectral indices for Flat Spectrum Radio Quasars (powerful objects, several of which have been detected by EGRET at GeV energies) is consistent with that of LBLs (“Low-energy cut-off BL Lacs”, in their terminology) and with the Compton component dominating the X-ray emission seen in both these classes of objects. In this unified picture, then, the spectra of all blazars are essentially the same except that they are shifted up and down in frequency depending, roughly, on their luminosities (and probably details of exactly where the particle acceleration occurs). The complete picture may be be more complicated, however, as the ratio of the luminosities in the Compton and synchrotron emission components seems also to depend on the total source luminosity: in BL Lac objects, the ratio never reaches values as high as those seen in quasars. This may reflect the fact that accretion disks in BL Lacs are systematically underluminous compared to quasar ones, i.e., there are relatively fewer external photons in BL Lacs. 2.3. Theory The preceding scenarios are very elegant, but they provide no answers as to why, for example, the “(SS+E)C” model should have the physical parameters it does. For example, what determines the energy distribution of the relativistic electrons in jets? Unfortunately, as noted by Li et al. (this proceedings), “The need for understanding particle accleration is stressed by every high energy photon we observe.” As a theorist, I am slightly ashamed to say we have not kept up with observations on questions like this. The theoretical questions posed ten years ago and the answers tentatively proposed for them are still largely the same: What creates and collimates the jets in the first place? Does the black hole play a role (e.g., via the Blandford-Znajek effect or the coupling of the black hole spin to the accretion disk) other than providing a strong gravitational potential? How are particles accelerated? What roles if any do shocks, MHD wave turbulence, and large-scale “parallel” electric fields play? (For discussions of these last points, see, respectively, the contributions by Kirk, Ostrowski, Li, and Colgate.) If the gamma-ray emission region, the place where the bulk of the internal jet dissipation seems to occur, always lies in some preferred region of the jet, why? Is it the region where a Poynting flux-dominated jet is transformed into a particle-dominated one? (See the discussion by Levinson for more.) Because the theoretical issues involved are rather technical, I will not discuss them further. Rather, I will try to conclude on a more positive tone by noting that there was evidence for significant theoretical progress at this workshop. Relative to ten years ago, the theory of shock acceleration is in much more robust shape. Also, we have developed much more powerful radiative transfer codes and models (e.g., inhomogeneous, multi-zone ones) that can be brought to bear once the observations tell us what direction to move in. Finally, of particular relevance to radio observations, were the impressive jet simulations presented by Martí and Plewa. The three-dimensional, high resolution simulations of Martí were essentially unthinkable even five years ago. Today, instead, we are beginning to carry out fully relativistic, three-dimensional, MHD simulations. Although the connection between the jet fluid properties and particle acceleration (and radiation) is still lacking in these simulations, one can now begin to make more educated guesses as to what a real jet should look like. The simulated VLBI observations shown by Gomez were enlightening as they graphically illustrated the complicated emission patterns (e.g., see Lind & Blandford 1985) that can arise in a realistic fluid flow, where shocks and fluid elements temporarily move in different directions with different velocities. 3. Some new and old unresolved problems As Meg Urry noted in her talk, “The greater our sphere of knowledge, the larger its surface of contact with our ignorance.” Below, I summarize some of the unresolved issues brought up during the discussion section of the summary talk, plus a few others I feel are important. 3.1. How variable is blazar emission? As discussed by Stefan Wagner, if one thing is clear about blazars, it is that their emission is extremely variable at practically all wavelengths. At radio frequencies, we see intraday variability in intensity and polarization on the order of $`20\%.`$ At GeV energies, EGRET has also seen intraday variability, with the source PKS 1622$``$297 showing an increase of a factor $`4`$ in less than 7 hours (Mattox et al. 1997). In general, the longer EGRET has observed, the more extreme the examples of GeV variability it has found and a structure function analysis indicates that the shortest variability timescales have yet to be resolved ( e.g., Wagner, this proceedings). If this were not enough, the new ground-based Cherenkov telescopes (Whipple & HEGRA) have detected variability at $`1`$ TeV energies on $``$ half-hour timescales from Mkn 421 and Mkn 501 (Gaidos et al. 1996, Bradbury et al. 1997, Catanese et al. 1997). Variability in the X-rays on comparable ($``$ hour) timescales has alsobeen seen. In light of this data, an obvious question that needs to be answered is what exactly is the shortest variability timescale as a function of energy? The answer could have a major impact on models. Already the observed variability timescales are embarassingly short. In the case of the radio intraday variability, implied source brightness temperatures as high as $`10^{1618}`$ were were recorded in several cases, with the current record being $`10^{21}`$ K (Kedziora-Chudczer et al. 1996) for $``$ 1 hour variations seen in PKS 0405$``$385. These values are orders of magnitude higher than the standard inverse Compton brightness temperature limit of $`10^{12}`$ K. If this variability is intrinsic to the source, i.e., it is not due to propagation effects such as microlensing or interstellar scintillation, then the bulk jet Lorentz factor required to explain away the discrepancy in PKS 0405$``$385 is $`601000`$ depending on the exact emission geometry (e.g., see Begelman et al. 1994 who would argue for the value of 1000). Such values are significantly higher than the typical Lorentz factors derived, say, from superluminal motion considerations and strong beaming of this type is not compatible with the population statistics in unification schemes. In the case of PKS 0405$``$385, even if the variability is not completely intrinsic and is due mainly to interstellar scintillation, the apparent brightness temperatures must still exceed $`10^{16}`$ K (Blandford, private comm.), i.e. one still has a problem. If such apparent high brightness temperatures persist, we may be forced to consider alternate, coherent emission scenarios such as perhaps proposed in Benford (1992). Coherent emission is not without precedent in Nature, but the brightness temperatures here are so high that is not clear how the radiation can escape from the gas-filled nuclear region without significant attenuation due to stimulated processes (Coppi et al. 1993, Blandford & Levinson 1994). That being said, the observations remain. Another area where rapid fluctuations may lead to problems is the rapid ($``$ half-hour) X-ray and TeV flaring seen in Mkn 421/501. To explain such rapid variability and at the same time avoid catastrophic pair production of the observed TeV gamma-rays on X-rays from the jet, the flaring region must be smaller (and closer to the central source?) than than previously thought, $`10^{14}10^{15}`$ cm, and the emission must be beamed by Lorentz factors $`1015`$ (e.g., see Gaidos et al. 1996), again higher than the typical Lorentz factors $`4`$ expected from the both the superluminal motion observations and beaming statistics of low-power BL Lacs like these. On a more practical note, the details of this variability must be observationally understood and theoretically accounted for if one hopes to ever make realistic emission models for blazar jets. “Quasi-simultaneous” X-ray and TeV observations separated by order an hour are not really simultaneous if sources like Mkn 501 vary by factors of a few on half-hour timescales. A particularly critical quantity in models (see the next section) is the X-ray to gamma-ray spectral index, i.e., the amount of X-rays produced for a given level of gamma-ray emission. The fact that relatively few X-rays appear to be seen, for example, rules out models with lots of cascading, where gamma-rays from the jet pair produce before escaping the central region of the AGN. In several cases, though, my impression is that the conclusion that X-rays are “few” are based on comparisons of an X-ray flux obtained with an integration of a few hours versus a gamma-ray flux obtained with a typical integration time of two weeks. Fits to such apparently, but not really, simultaneous data can be potentially misleading. Also, in determining the “characteristic” gamma-ray emission level and energetics of blazars, we must remember that many of the EGRET gamma-ray detections probably represent extreme, perhaps atypical, flares in these sources. I would argue that we currently do not have a good handle on what the quiescent or time-averaged gamma-ray emission from blazars is (Essentially every blazar detected has had its flux drop below the EGRET detection threshold.). A potentially sobering example of this comes from the recent results of Pohl et al. (1997). In order to ascertain what contributions blazars make to the diffuse gamma-ray background at GeV energies (note that the observed background represents an integration over several years), the authors carefully coadd all the photons detected by EGRET that are consistent with having come from the direction of a strongly detected blazar. The resulting time-averaged, composite spectrum is rather soft (photon number index $`>`$ 2) and does not look much like either the gamma-ray background spectrum nor the hard flare spectra of blazars. See the contribution of Magdziarz, Moderski, & Madejski for more discussion of some of the issues connected with gamma-ray variability. 3.2. What are jets made of and the location 3.2. of the gamma-ray emission region This general topic is one that has plagued theorists for years and received considerable discussion at this workshop. The new observational data we have available give us some important constraints, but the issue is far from resolved. As the relevant arguments are summarized well in the contributions from Celotti and Levinson, I will only repeat the highlights here. A popular explanation for observations like that of low Faraday polarization in AGN jets has been that jets are made of electron-positron pairs. However, the detection of strong gamma-ray emission from blazar jets appears to rule out scenarios where the bulk of the jet energy near the black hole is carried by pairs. The central radiation field in an AGN is typically very intense and the radiation drag on pairs is correspondingly large. At distances less than $`10^{16}`$ cm, pairs (and the jet itself if it is pair-dominated) will be decelerated to Lorentz factors of a few. Comparing the total radiative output of jets (typically dominated by their gamma-ray emission) with the kinetic jet power inferred from the radio lobes at the ends of the jets, we are finding that the radiative power of the jets can be comparable to, but not significantly greater than the kinetic power. Thus, “bulk” jet deceleration scenarios like that of Melia & Königl (1989) (where an initially very fast jet is decelerated to a terminal Lorentz factor $`10`$) appeared to be ruled out. The inner jet cannot suffer catastrophic radiative losses, and thus if it is dominated by pairs, it must be cold and slow — often slower than the Lorentz factors $`10`$ inferred for the parsec scale jets. The jet must be slowly accelerated to its terminal Lorentz factor, in which case the jet power is initially in some other form, e.g., Poynting flux or protons which do not radiate efficiently. Leaving aside temporarily the issue of the form in which the bulk of the jet energy resides, another issue is where and how the pairs in the jet would actually be produced. In strong sources like 3C279, if the pairs are produced near the center where the jet particle density is presumably high, they will annihilate away before propagating to the parsec scale where we can use VLBI observations to constrain the actual density of pairs. Producing pairs too far away from the sources is problematic, however, because the most efficient way to produce pairs is by photon-photon pair production, which requires an intense field of target photons. Pair production off internal jet photons is in principle possible, but the result is a compact “fireball” of the type discussed here by Thompson which could explain emission from blazars which show a strong spectral cutoff above an MeV, but not from the bulk of blazars which appear to have emission extending to GeV energies and beyond. Hence, the best site for producing pairs is near the center of the AGN, where the external radiation field is the strongest. The target photons of interest are probably UV/X-ray photons. From kinematics considerations, this means the pairs they produce must have energies above at least $`10`$ MeV. Since the pair production and Compton scattering cross-sections are of comparable magnitude, if pair production is efficient, then Compton cooling is efficient and the pairs that are produced will Compton upscatter ambient photons to X-ray energies and cool (barring some unforseen heating mechanism for the pairs). Because of the observationanal constraints on the X-ray flux of blazars, the total number of pairs that can be produced is thus significantly constrained. In addition, since the pairs cool, they carry away very litle of their initial energy. Moreover, if there are too many of these cooled pairs, Comptonization by the pairs (moving with the bulk Lorentz factor of the jet) should produce an observable excess of emission at soft X-ray energies, the so-called Sikora “bump” which has not been observed yet. While jets at parsec scales and beyond may contain significant numbers of pairs, because of arguments like these, it seems to me unlikely that in strong sources the bulk of the jet energy is carried by pairs at large distances (In weak FR-I/BL Lac sources, many of the preceding arguments break down and the jets could well be dominated by pairs.). However, I note that this conclusion is not the conventional one, and it faces a possibly significant problem of energetics. Takahara (this proceedings) used his emission model to estimate the jet kinetic power in 3C279. If the observed SSC radiation comes from electrons neutralized by ambient protons instead of from pairs, the inferred jet power increases from $`10^{46}`$ erg/sec to $`10^{48}`$ erg/sec, which starts to be uncomfortably large. The last estimate depends critically on the lowest energies of the pairs in the SSC emission region. The higher the minimum electron Lorentz factor, $`\gamma _{\mathrm{min}},`$ the lower the number of electrons in the source, the lower the number of required protons and thus the lower the jet kinetic power. If electrons could somehow be maintained at high Lorentz factors ($`\gamma _{\mathrm{min}}10`$), this would solve not only the possible energetics problem but also explain the low Faraday depolarization in the absence of pairs since relativistic electrons effectively behave as heavier particles and induce less Faraday rotation. Although not always noted, a minimum Lorentz factor also enters crucially into the homogeneous SSC/external Compton model for the observed spectrum. In order to match the observed spectral break at $``$ MeV energies, Ghisellini (this proceedings) for example assumes that energetic electrons are injected into the radiation zone with a power law energy distribution of cut off at a minimum Lorentz factor $`\gamma _b100`$. The steady-state Compton upscattered spectrum given such an electron injection function is a broken power law with energy spectral index $`0.5`$ below a few MeV and a steeper spectral index above (determined by the index of the electron injection function). The spectrum above 1 Mev can be made arbitrarily steep, giving a change $`\mathrm{\Delta }\alpha _{X\gamma }>0.5,`$ as observed in some cases (Without a minimum energy injection energy and contrived cooling rates, inefficient cooling of low energy pairs, the other mechanism proposed for MeV break, can only produce $`\mathrm{\Delta }\alpha _{X\gamma }=0.5.`$). Why such a minimum injection Lorentz factor $`100`$ should exist with this value is an open question. Perhaps an important clue comes from the anti-correlation shown here by Ghisellini between $`\gamma _b`$ and the total magnetic plus radiation energy density in the source region. I note that cascade models, e.g., those discussed by Levinson, naturally predict such a $`\gamma _b`$ (it is the minimum energy of the produced pairs), but I have found such models generically have problems explaining spectra like that of 3C273 where $`\mathrm{\Delta }\alpha _{X\gamma }>0.5`$ and the X-ray spectrum is hard ($`\alpha _X=0.5`$), i.e., it is not clear they apply in most objects. Another still-open question, on which there was surprisingly little debate during this workshop (compared to others), is the exact location in the jet where energetic electrons/pairs are accelerated and the observed gamma-rays are emitted. The consensus (for strong sources) seemed to be for distances $`10^{16}10^{17}`$ cm from the central black hole. Cascade models typically can only work in this range of radii because if most of the jet dissipation (electron acceleration) occurs too close to the black hole, too much X-ray flux is produced, and if the dissipation occurs too far, there are not enough target photons to pair produce on and cascading is irrelevant. The external Comptonization models cannot work too close to the black hole because photon-photon pair production on disk photons will truncate the observed spectrum below a GeV, and they cannot work too far away (outside of the Broad Line Region) because the electron cooling times become too long and the characteristic source sizes become too large to explain the rapid flaring seen by EGRET. Purely SSC models are much less constrained since they provide their own seed photons, but the typical source region sizes (variability timescales) and magnetic fields used in models are characteristic of the subparsec jet. Just because all these models agree roughly (to within an order of magnitude) on where the gamma-rays come from is still not definitive proof. In at least one object (Unwin et al. 1997), some of the observed X-ray flux is clearly correlated with the presence of particular VLBI “blobs” and is produced on parsec scales. The scenario of Mannheim (1993) where electron acceleration and gamma-ray emission from shocks occur on the parsec scale should not be automatically dismissed, although I feel it is more unlikely now given the very intense, very rapid gamma-ray variability that has been seen. Also in two cases (Wehrle et al. 1993, Pohl et al. 1995), strong gamma-ray flares seemed to be roughly coincident with the time a VLBI blob is extrapolated from its motion to have been emitted from the origin of the jet, i.e., the gamma-ray emission is associated with the formation of a blob, but it is over before the blob is clearly distinguishable on the VLBI scale. More attempts to correlate gamma-ray emission with the emergence of blobs observed with high-resolution VLBI would clearly be interesting. Even if we have correctly guessed the location of gamma-ray emission region, another question remains: why does so much dissipation of the jet energy occur on these size scales? I don’t currently know of a very good answer (but see the contributionof Levinson). 3.3. How many emission components do we need: 3.3. is the one-zone emission model right? Occam’s Razor suggests that we stick with the simple straw-man model for blazar emission until the data requires otherwise. With the current quality of data, the minute one allows for different source regions with different parameters, one essentially loses all predictive power (One can produce whatever one wants.). However, it would not surprise me if we are forced soon to consider more complicated models. My guess is that this may happen when we try to simultaneously fit the synchrotron and inverse Compton spectra for sources like Mkn 421 where we may have good, simultaneous, broad-band spectral data. We may find that the seed photon distribution we need to produce the observed Compton spectrum given a particular electron distribution is different from the synchrotron photon distribution generated by those electrons. If stellar jets and the microquasars are any guide, jets are highly episodic and variable phenomena. The current spectrum we observe may be the superposition of several different flares or acceleration “shots” which are in various stages of cooling down and extinguishing themselves. This possibility should not be forgetten when interpreting data. (Because of “dilution” effects, the variability amplitude at a given energy may be significantly reduced from what onenaively expects.) 3.4. What are the “typical” bulk Lorentz factors for jets? I note that during the workshop there were several instances where jet bulk Lorentz factors as high as $`2040`$ were casually tossed about when talking about emission models (and Lorentz factors 100+ were invoked to explain away the high brightness temperatures from intraday variability). These are somewhat higher than what I was used to. I did not carry out any careful statistics, but it may be worth double-checking the agreement between emission model Doppler factors (consistent with rapid variability) and superluminal motion (VLBI-scale) Doppler factors. The structure of jets as function of distance from the central source may be more complicated and vary more than we currently suspect. The suggestion by Bicknell (these proceedings) that jets in weak sources start out as mildly relativistic and then become subrelativistic via entrainment would be one example of this that definitely deserves more investigation. 3.5. What are MeV blazars? Focusing again on high-energy emission from relativistic jets, are there two distinct classes of gamma-ray emitting blazars: the “MeV” blazars (whose energy output peaks strongly in this energy range) and the more conventional GeV/TeV blazars? Or is there simply a continuum of blazar spectra corresponding to (in a Ghisellini-type picture) a range of minimum electron injection Lorentz factor and power law injection indices (see §3.2)? Or do MeV blazars represent a very different, compact and fireball-like source as argued by Thompson in his talk, or as argued by Sikora, are they evidence for boosted thermal emission from some hot, continuously reheated region? The unification picture is appealing, but some of the EGRET MeV blazar spectra look rather strange (showing “lines”?). The jury is still out on this question. One further question: the radio galaxy Cen A was detected by GRO to have variable emission that definitely extended to beyond 1 MeV in some epochs (Kinzer et al. 1995). Cen A is not supposed to be a gamma-ray blazar as its jet is not pointing at us. However, is the jet responsible for this emission too? (No Seyferts have been detected at 1 MeV.) 3.6. What is the connection between jets, the accretion disk 3.6. and/or the central black hole? Although this was not addressed directly at the workshop (but see the contribution from Moderski, Sikora, & Lasota), it is still one of the key questions in our quest to understand the origin of jets. The radio loud vs. radio quiet quasar (jet vs. no jet) dichotomy has been argued as evidence for a clear difference in some intrinsic property of the central objects in these sources. A popular suggestion is that a jet is produced only when the black hole is rapidly rotating. However, as seen in this workshop, the distinction between radio loud and radio quiet is becoming muddied. Evidence for outflows that are at least mildly relativistic (in the initial stages) seems to showing up in most AGN when one looks hard enough. In the Galactic camp, we also have both confirmed black hole (GRO J1655) and neutron star (Cir X-1) binary systems that show jets. The only thing in common between these systems is presumably the deep gravitational potential well and the presence of an accretion disk. Perhaps a jet is mainly a phenomenon related to the accretion disk, and in the case of AGN, the distinction between strong and weak radio jet sources has more to do with the environmental conditions in the central region of the AGN (e.g., the density of ambient gas) rather than black hole? (For example if a starburst is going on in the center, the central gas density may be very high and entrainment will “kill off” the jet.) Motivated by detailed numerical simulations, Meier et al. (1997) have also proposed a very interesting picture where all disks generate outflows with a kinetic luminosity that grows as the characteristic strength of the magnetic field in the disk grows (with the strength of the field in the disk presumably scaling with the mass of the central object). The outflow is mildly relativistic until the disk field strength exceeds a critical “switch” and the flow then becomes strong relativistic. This could explain the apparent continuity in FR I/FR II radio power, but the relatively sharp distinction in FR I/FR II radio morphology. On the other hand, based on the relative intensities of the synchrotron continuum and broad emission lines, BL Lac/FR I galaxies have disks that appear to be subluminous compared to those in radio loud galaxies. To power the jet, we may require an additional source of energy, such as could be provided by the central black hole via the Blandford-Znajek mechanism (In principle, then, when the fueling of the black hole has almost completely stopped, we could still see a jet.). 4. Future prospects As breathtaking as it has been, the rush of observational information on jets is likely to continue. On the radio front, we have only just begun to exploit the capabilities of the VLBA. For the first time we may able to discern ambient gas clouds illuminated by the high brightness temperature emission of a jet and thus learn more about the environment through which the jet propagates. Space based VLBI, such as is already being carried out using the VSOP satellite, will further increase the spatial resolution available to us and will either resolve the cores of radio-loud AGN or raise the lower limits on the brightness temperature of cores from the already uncomfortably high values of $`10^{12}K`$ observed in some cases (At such high brightness temperatures, induced Compton and Raman scattering effects may become important, e.g., see Coppi, Blandford & Rees 1993.). Unlike the IDV brightness temperature estimates based on variability, these are based on direct spatial constraints and are much more robust. In general, the VLBA together with an upgraded European VLBI network will allow for much more frequent monitoring of many more sources than has been possible before. Multi-frequency polarization observations (including perhaps circular polarization) should become relatively routine. Gabuzda has already presented an example here where monitoring of PKS 2155 found a 5 hr (intraday) variation in the polarization of one VLBI component but no variations in another. Such behavior is not entirely unexpected as the result of interstellar scintillation, but if confirmed in other sources, it may lead to some interesting constraints on the interstellar scintillation explanation for IDV. At optical wavelengths, continued use of HST coupled with high resolution observations of the VLA will provide us more detailed examples of jet-ISM interactions, such as we have begun to see at this conference. Combined high spatial resolution optical and radio observations will also allow us to watch how a synchrotron-emitting population of electrons ages and provides constraints on the particle acceleration mechanisms, e.g., as was done for the shocks in the jet of M87 (Stiavelli et al., 1997). In addition, several large CCD mosaic instruments will be coming on-line in the next few years (e.g., the Sloan Digital Sky Survey, Megacam at CFHT). These will allow deep quasar surveys covering much of the sky. Over the next few years, the number of optically confirmed quasars, including those with jets, should increase at all redshifts ($`z<5`$) by well over an order of magnitude. The current world sample of quasars is of order 10,000; the 2DF survey in Australia has already obtained a list of 25,000 good UV-selected candidates and will take spectra of all them in the next few years. The optical surveys can be cross-correlated with radio and X-ray surveys, producing a very large, multi-wavelength sample which will enable us to test, for example, unification schemes and orientation effects in even more detail. In the X-ray range, the arrival of AXAF with its 0.5” spatial resolution and excellent spectral resolution will allow us to map in more detail X-ray emission from the outer regions of the jet (e.g., see Diana Worral in this proceedings) or study how a jet shocks and interacts with an intracluster medium (e.g., as in the case of NGC 1275, Fabian et al. 1994). Of interest to those modeling high energy emission from jets, the arrival of satellites with broad-band ($`1keV100`$ keV) capabilities and good sensitivity like SAX and XTE will allow us to simultaneously monitor the time evolution of the synchrotron and Compton emission components (assuming the SSC picture is correct). In one shot, we can monitor the evolution of the emitting particle distribution at the highest and the lowest energies (the high energy electrons produce the typically $``$ keV synchrotron emission and the low energy electrons are responsible for the Compton upscattered emission observe at higher photon energies). Such information will be crucial for testing inhomogeneous vs. homogeneous jet emission models and detailed acceleration scenarios. XTE will be particularly useful because of its large collecting area. In the case of Mkn 421, TeV flares were observed to occur on timescales as short as half an hour (Gaidos et al. 1994). With Mkn 421 at its typical emission level, XTE should be able to probe variability down to the level of a few minutes. The expectation is that we will finally reach the shortest timescales on which blazars vary and effects due to finite source size and finite acceleration time become apparent (Perhaps we will see the “reverse hysteresis” discussed by Kirk in his contribution.). If we do not see evidence for a lower limit on variability timescales, then the corresponding limits on the size of the emitting region and the jet Doppler beaming factors become even more interesting. (Already, in Mkn 421 beaming factors $`\delta 15`$ are talked about, which is considerably larger than typical BL Lac beaming factor $`4`$ obtained from unification scheme and superluminal motion studies.) Instruments like XTE and SAX also typically include all-sky monitors designed to pick up transient events, such as the flare of a low mass X-ray binary system in our galaxy. The number of known galactic black hole binary systems, including “microquasars”, should thus increase significantly over the next few years. In the range 100 keV - few MeV, which has traditionally been difficult to observe, significant improvements in sensitivity compared to GRO should come from the planned launches of the Integral and Astro-E satellites (Current data in this range comes mainly from the Comptel instrument on GRO, which has a rather low sensitivity.). This is the energy range where the high-energy spectra of blazars show a break, resulting perhaps from the inefficient cooling or escape of electrons/pairs below a certain energy. In some cases, the “MeV blazars”, the break actually appears to be very sharp and the energy output of the blazar peaks in this energy range. The explanation for this break is not at all clear. As discussed by Sikora and Thompson here, understanding it has important implications for the blazar emission model as a whole. Finally in the range of 10 MeV and above, we will have a temporary dearth of data now that the high-energy EGRET instrument on GRO has come to the end of its useful life and a replacement for EGRET, perhaps GLAST, is not likely to be launched for at least several (ten) years. This deficit in energy coverage, however, is being rapidly filled in by ground-based Cherenkov detectors. The low-energy threshold of these detectors is currently $`200`$ GeV, but work is already underway or planned (e.g. the MAGIC, CELESTE, STACEE) to lower this threshold to $`50`$ GeV. The currently existing Cherenkov detectors (Whipple, HEGRA, CAT, CANGAROO), however, have already proven themselves to be extremely useful for nearby blazars like Mkn 421 and Mkn 501 (e.g., see the papers on the recent Mkn 501 flare by Bradbury et al. 1997, and Catanese et al. 1997). Perhaps the key attribute of these detectors to bear in mind is their very large collecting area, already at least $`10^4`$ times that of EGRET. Since these detectors are located on the ground, they are not subject to the stringent size and weight limitations that constrain space-based detectors (The sensitivity of a Cherenkov detector can in principle be increased arbitrarily by putting together an ever larger array of Cherenkov mirrors.). The result is that while EGRET can resolve flares down to timescales of several hours (for the very brightest events), current Cherenkov detectors can probe variability on timescales of 15-30 minutes. Given the extreme variability of blazars, such timing capability is crucial and complements well the capabilities of an instrument like XTE. Detailed correlation studies of X-ray and TeV variability will be among the most important in constraining and testing the SSC model for the emission of nearby, weak blazars like Mkn 421. (In fact, successful studies of this type have already been carried using ASCA and Whipple, e.g., see the contribution of Takahashi et al.) With stereoscopic imaging techniques, Cherenkov energy resolutions $`25\%`$ can be achieved at $``$ TeV energies. Thus it will be possible to carry out detailed spectral, not just intensity, comparisons. From my perspective, the next few years should prove rather exciting. I look forward to the next meeting in Kraków… Acknowledgments I wish to thank the organizers for their patience and for all their hard work in putting together a smoothly run and memorable workshop. 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no-problem/9903/astro-ph9903493.html	ar5iv	text	# GONG p-mode frequency changes with solar activity ## 1 INTRODUCTION Solar surface phenomena such as sunspots, magnetic field, 11-year solar cycle, and associated activities are the consequence of dynamical processes occurring inside the Sun. The fundamental parameters responsible for most of the activities are the magnetic and velocity fields, thus the acoustic mode (p-mode) frequencies could be influenced by the solar activity. Hence, a relation between the solar frequencies and activity indices may throw some light on the changes occurring deep in the solar interior and provide clues to the mechanism of solar cycle. The first evidence that the frequencies of the p-modes change with the solar cycle, came from the observations of low degree ($`\mathrm{}`$) modes. From the low-$`\mathrm{}`$ ACRIM data a decrease in the frequencies of 0.42 $`\mu `$Hz between 1980 and 1984 was reported by Woodard and Noyes (1985). It was suggested by Kuhn (1988) that the observed variation in frequencies is due to the changes in the internal temperature structure and are correlated with the variation in the surface temperature. Subsequently, Goldreich et al. (1991) theoretically showed that the variations in the solar p-mode eigen frequencies are related to the perturbations in the magnetic flux at the sun s surface. Observations made during the rising phase of the solar cycle 22 by the Big Bear Solar Observatory (BBSO) group found an increase of about 0.4 $`\mu `$Hz in mean frequency during the period 1986-89 (Libbrecht & Woodard (1990)). Further, it was shown that the frequencies varied on a time scale as short as 3 weeks with the absolute value of the magnetic field strength over the visible solar disk (Woodard et al. 1991). These results confirmed the theoretical work by Goldreich et al. (1991). Now, there is growing evidence that the mode frequencies vary with solar activity. Bachmann & Brown (1993) using the High Altitude Observatory’s (HAO) Fourier Tachometer data for $`\mathrm{}`$ between 20 and 60 in the frequency range of 2600-3200 $`\mu `$Hz showed that the p-mode frequency shifts correlate remarkably well with six solar activity indices during 1984 October through 1990 November. For the low degree modes ($`\mathrm{}<`$3) and during different time epochs, several groups (Anguera Gubau et al. (1992), Régulo et al. 1994, Jiménez-Reyes et al. (1998)) have shown that the frequency shifts are well correlated with solar activity cycle. It has also been shown that the frequency splitting coefficients vary with solar cycle (Kuhn 1988, Woodard and Libbrecht (1993) ). It was pointed out that the even-order coefficients are sensitive to the solar cycle or to the latitude-dependent properties while the odd-order coefficients reflects the advective, latitudinally symmetric part of the perturbations caused by rotation. Recently, using the GONG data, Anderson, Howe, & Komm (1998) have found evidence for small shifts in the central frequencies and splitting coefficients. From the solar oscillation data obtained from Michelson Doppler Imager on board SOHO, during 1996 May 1 through 1997 April 25, Dziembowski et al. (1998) also detected a significant trend in the splitting coefficients. Motivation for the present work arose due to the availability of high precision frequencies from the GONG network, and for extending the earlier studies to include the declining phase of cycle 22 and the beginning of cycle 23. In this study, we also look for a possible correlation between the p- mode frequency shifts and nine solar activity indices representing the photospheric, chromospheric and coronal activities. ## 2 OSCILLATION DATA AND SOLAR ACTIVITY INDICES The GONG data (Hill et al. (1996)) used in this study consist of 8 data sets covering a period of two years from 1995 August 23 to 1997 August 11, in the frequency range between 1500 to 3500 $`\mu `$Hz and $`\mathrm{}`$ from 2 to 150. This period covers the GONG months (GM) 4 to 9 (1995 August 23 to 1996 March 25) each of 36 days, GM 12-14 (1996 June 6-September 21) and GM 21-23 (1997 April 26-August 11) of 108 days each. The period from 1995 August through 1996 September covers the declining phase of the solar cycle 22, whereas the period from 1997 April-August refers to the beginning of cycle 23. For calculating the frequency shifts, we have used the frequency of GM 12-14 as a reference. The choice of this standard frequency has been made in view of two reasons; (a) that this datum lies in the middle of the period covered in this study, and (b) that it represents the period of the minimum solar activity. The mean frequency shift is found from the relation: $$\delta \nu (t)=\underset{n\mathrm{}}{}\frac{Q_n\mathrm{}}{\sigma _n\mathrm{}^2}\delta \nu _n\mathrm{}(t)/\underset{n\mathrm{}}{}\frac{Q_n\mathrm{}}{\sigma _n\mathrm{}^2}$$ (1) where $`Q_n\mathrm{}`$ is the inertia ratio as defined by Chistensen-Dalsgaard & Berthomieu (1991), $`\sigma _n\mathrm{}`$ is the error in frequency measurement, as provided by GONG and $`\delta \nu _n\mathrm{}`$(t) is the change in the measured frequencies for a given $`\mathrm{}`$, and radial order, $`n`$. We have neglected those mode frequencies for which $`\sigma _n\mathrm{}>`$ 0.1 $`\mu `$Hz, to avoid large errors in calculating the mean shifts. The resulting mean weighted frequency shift $`\delta \nu `$ is plotted against the GONG months for four different $`\mathrm{}`$ ranges (2 $`\mathrm{}`$ 19, 20 $`\mathrm{}`$ 60, 61 $`\mathrm{}`$ 150, and 2 $`\mathrm{}`$ 150) and is shown in Figure 1. For the interval GM 4 to 9, the frequency shift shows a systematic decrease of about 0.06 $`\mu `$Hz for all $`\mathrm{}`$ values while for GM 9 to 23, the mean shift shows an increase of 0.04 $`\mu `$Hz, indicating that the solar oscillation frequency varies with solar activity. We have correlated the mean frequency shifts with different solar activity indices: the International sunspot number, $`R_I,`$ obtained from the Solar Geophysical Data (SGD); KPMI, Kitt Peak Magnetic Index from Kitt peak full disk magnetograms (Harvey (1984)); SMMF, Stanford Mean Magnetic Field from SGD; MPSI, Magnetic Plage Strength Index from Mount Wilson magnetograms (Ulrich et al. (1991)); FI, total flare index from SGD and Ataç (1999); He I, equivalent width of Helium I 10830$`\AA `$ line, averaged over the whole disk from Kitt peak; Mg II, core-to-wing ratio of Mg II line at 2800$`\AA `$ from SUVSIM (SGD); F<sub>10</sub>, integrated radio flux at 10.7 cm from SGD; Fe XIV, Coronal line intensity at 5303$`\AA `$ from SGD. A mean value was computed for each activity index over the interval corresponding to the same GONG month. ## 3 ANALYSIS AND RESULTS To study the relative variation in frequency shift $`\delta \nu `$ with activity index $`i`$, we assume a linear relationship of the form: $$\delta \nu =ai+b,$$ (2) where $`\delta \nu `$ includes the mean error in the measured frequencies. The slope, $`a`$ and the intercept, $`b`$ are obtained by performing a linear least square fit. Figure 2 shows a typical plot of our analysis for all modes between 2 to 150. The solid line represents the best fit regression line and shows that the data is consistent with the assumption of a linear relationship. The bars represent 1$`\sigma `$ error in fitting. We also carried out $`\chi ^2`$-test which takes into account the statistical uncertainties of each of the frequency shift. As there is no reliable estimate available of the uncertainties in the measurement of activity indices, those are not included in the fitting. The linear relationship given in equation (2) is further tested by calculating the parametric Pearson’s coefficient, $`r_p`$, and the non-parametric Spearman’s rank correlation coefficient, $`r_s`$ along with their two-sided significance, $`P_p`$, and $`P_s`$ respectively, for all the $`\mathrm{}`$ ranges. As a typical example, these parameters are given in Table 1, for the $`\mathrm{}`$ range of 2 to 150. From the table, it is clear that a positive correlation exists for all the activity indices. We note that the best correlation is obtained for Mg II index, while F<sub>10</sub> and Fe XIV indices show good correlation. SMMF show poor correlation, perhaps due to large gaps in the available data. Normally, we expect better correlation should exist between the surface magnetic activity and $`\delta \nu `$, as this is the fundamental parameter for all solar activity. However, from Table 1, we notice that the radiative indices ($`F_{10}`$, Mg II and Fe XIV) show better correlation as compared to magnetic field indices. Backmann and Brown (1993) using the HAO data had obtained a similar result. The reason for such a difference in the level of correlation needs further investigation. In order to investigate the degree dependence of frequency shifts with activity indices, we carried out a statistical analysis for three different ranges of $`\mathrm{}`$. It is seen that the fitting parameters, $`a`$ and $`b`$ do not show significant variation with $`\mathrm{}`$. The lowest $`\chi ^2`$ values are found for 2 $`\mathrm{}`$ 19, while for 20 $`\mathrm{}`$ 60 and 61 $`\mathrm{}`$ 150 the $`\chi ^2`$ values are higher. It is further noted that the correlation coefficients, $`r_p`$, and $`r_s`$ for all $`\mathrm{}`$ ranges have values between 0.75 to 1.0 for all solar indices except for He I and SMMF. Comparing $`r_p`$ and $`r_s`$ values for all activity indices, it is noted that for 2 $`\mathrm{}`$ 19 these values are systematically less, indicating a week correlation as compared to the other $`\mathrm{}`$-ranges. Thus, there appears to be some evidence that the frequency shift depends on $`\mathrm{}`$. Comparing our results for 20 $`\mathrm{}`$ 60 with those of Woodard et al. (1991), and Bachmann & Brown (1993) for modes of similar degrees (Table 2), we find that the magnitude of slope $`a`$, is comparable in all the three cases for the KPMI index, the only index common in all the three analysis. However, a small difference of 0.003 $`\mu `$Hz between the GONG and BBSO data and 0.001 $`\mu `$Hz between the GONG and HAO data is noticed. This difference may be due to different frequency intervals and phase of the solar cycle. A detailed comparison between BBSO and HAO results was made by Régulo et al. (1994). The other four indices considered in HAO and our work show similar correlation. The temporal behavior of the solar frequency shifts and the mean monthly sunspot number $`R_z`$ is shown in Figure 3. The diamonds represent the HAO data for the period 1984 October to 1990 October, while the triangles indicate the GONG data for the period 1995 August to 1997 August. A polynomial of order $`n`$ of the form $$\delta \nu =a_0+\underset{i=1}{\overset{n}{}}a_id^i$$ (3) is fitted separately to each set of frequency shift $`\delta \nu `$ since the reference frequencies for HAO and GONG data are different. Here, $`a_0`$, and $`a_i`$ are the fitting coefficients and $`d`$ the number of days after 1981 January 1. The best fit for HAO data is obtained with a polynomial of order 4, while a polynomial of order 2 fits the GONG data. The fitting coefficients for HAO data are; $`a_0`$ = 0.557, $`a_1`$ = 1.583x10<sup>-4</sup>, $`a_2`$ = $``$1.107x10<sup>-6</sup>, $`a_3`$ = 5.839x10<sup>-10</sup>, $`a_4`$ = $``$8.282x10<sup>-14</sup>, and for GONG data are; $`a_0`$ = 10.948, $`a_1`$ = $``$3.847x10<sup>-3</sup>, $`a_2`$ = 3.369x10<sup>-7</sup>. From this plot it is evident that the mean frequency shifts systematically follow the solar activity cycle 22 and the beginning of cycle 23. We conclude that a positive and linear correlation exists between the frequency shift and the nine solar activity indices. It is observed that the radiative indices show better correlation as compared to the magnetic indices. This analysis shows a decrease of 0.06 $`\mu `$Hz in weighted frequency during the declining phase of solar cycle 22 and an increase of 0.04 $`\mu `$Hz during the ascending phase of cycle 23. Our finding confirms that the temporal behavior of the solar frequency shifts, closely follow the phase of the solar activity cycle and we conjecture that the same trend will continue during cycle 23. We thank H.M. Antia for his critical remarks and helpful discussions. We also thank T. Ataç, L. Floyd, and R.K. Ulrich for supplying us the Flare index, Mg II (v19r3), and MPSI data respectively. The authors are thankful to the referee for critical suggestions. This work utilizes data obtained by the Global Oscillation Network Group project, managed by the National Solar Observatory, a Division of the National Optical Astronomy Observatories, which is operated by AURA, Inc. under cooperative agreement with the National Science Foundation. The data were acquired by instruments operated by Big Bear Solar Observatory, High Altitude Observatory, Learmonth Solar Obsrvatory, Udaipur Solar Observatory, Instituto de Astrophsico de Canaris, and Cerro Tololo Interamerican Observatory. NSO/Kitt Peak magnetic, and Helium measurements used here are produced cooperatively by NSF/NOAO; NASA/GSFC and NOAA/SEL. This work is partially supported under the CSIR Emeritus Scientist Scheme and Indo-US collaborative programme–NSF Grant INT-9710279.
no-problem/9903/hep-lat9903013.html	ar5iv	text	# 1 Introduction ## 1 Introduction The confining interaction of a pair of static sources in non Abelian gauge theories is mediated by a thin flux tube, or string, joining the two sources. At large distance, the energy of the flux tube is proportional to its length, hence the static potential grows linearly. When matter in the fundamental representation is added to the system, one expects that this potential flattens at some distance $`r_o`$, where the string breaks to form pairs of matter particles which screen the confining potential. The broken string state describes a bound state of a static color source (the fixed end of the string) and a dynamical matter field (the free end of the string). A similar screening is expected even in pure Yang- Mills theory for adjoint sources, since in this case the adjoint string may terminate on dynamical gluons. Despite many efforts, these string breaking effects have proved elusive in standard analyses of large Wilson loops, both in QCD with dynamical fermions and in pure Yang-Mills theory with adjoint sources in 3+1 dimensions and in 2+1 dimensions . On the contrary, clear signals of string breaking have been observed in studies where the basis of operators has been enlarged in order to find a better overlap to the true ground state, following a method originally advocated in Ref. . In this way, fundamental string breaking has been found in SU(2) Higgs model in 2+1 and 3+1 dimensions, and adjoint string breaking in 2+1 SU(2) pure gauge theory . The outcome of these analyses is twofold. On one hand the Wilson loop appears to have in general very poor overlap on the broken string state, the only exception being observed up to now in the 2+1 dimensional SU(2) gauge theory with two flavors of staggered fermions . On the other hand it turns out that the operators with a good overlap with the broken string state have as a common feature the presence of two disjoint source lines. This is not only true in the above mentioned cases at zero temperature, but it is also evident in the recent observation of string breaking at finite temperature QCD with dynamical fermions, where the static potential is extracted from the correlator of two disjoint Polyakov loops . In this work we will show that in the usual string description of confinement one can find a simple explanation of such a relationship between the overlap properties and the number of disjoint static sources. In particular we shall derive an asymptotic functional form of the unquenched finite temperature potential which is then successfully compared with the QCD data of Ref. . A solvable prototype of string breaking suggests that the world sheet swept by the string in its time evolution can exist in two different phases, known as tearing and normal phases. The question of the existence of a finite overlap of the Wilson operator with the broken string state can be reformulated (see section 2) as the problem of finding the phase of the string world sheet. Indeed in the former phase the world sheet is torn by large holes corresponding to pair creation of charged matter, hence the Wilson loop is expected to fulfil the perimeter law at large distances. On the contrary, in the normal phase the string breaking is balanced by the inverse process of string soldering, so that adding dynamical matter to the system yields simply a renormalization of the string tension. In particular the Wilson loop behaves exactly like in the quenched model and no macroscopic string breaking is visible. However, a simple topological argument shows that the situation drastically changes when one considers, instead of the Wilson loop, operators constructed out of disjoint static sources. Besides the usual contribution to the confining potential there is a new term which is necessarily absent in the quenched case and which survives at large source separations. This term makes string breaking effects easily detected on the lattice. The remaining sections are organized as follows. In section 3 we review some known bosonic string formulae about the asymptotic infrared behaviour of gauge operators and derive the new term contributing to correlator of two Polyakov loops in the unquenched case. Since there are no recent studies on the string effects in the quenched approximation of QCD, we devote section 4 to an analysis of the quenched data of Ref. . It turns out that the bosonic string accurately describes the lattice data for distances larger than $`0.75`$ fm. In section 5 the analysis is extended to the unquenched case where we check that string predictions on the temperature dependence of the potential are compatible with the lattice data of Ref. . Finally in section 6 we draw some concluding remarks. ## 2 A topological argument Let us start by considering the standard Wilson loop. In absence of charged dynamical fields this loop acts as a fixed boundary of the surface associated to the world sheet swept by the confining string. When matter fields are added, any number of holes of any size may appear on this surface, reflecting the pair creation of dynamical charged particles. If these are light, the holes behave like free boundaries. The total string contribution to the Wilson operator is then the sum over all possible insertions of multiconnected boundaries of the world sheet. It can be written diagrammatically as a loop expansion (see Fig. 1). There are two quantities controlling the number and the size of these holes. One is the mass of the matter fields (it is easier to create lighter particles). The other is the number of charge species. For a theory with $`N_f`$ flavors and $`N_c`$ colors there is a factor of $`N_fN_c`$ for each hole. Likewise in the adjoint string every hole is accompanied by a factor of $`N_c^21`$. For light particles and $`N_fN_c`$ large enough, we expect that the string world sheet is dominated by configurations with a large number of relatively small holes compared with the size of the Wilson loop. These holes do not influence the area law of the Wilson loop and their effect can be absorbed into the renormalization of the string tension, according to a string mechanism originally proposed in Ref. . Under the circumstances there is no way to observe the string breaking through the study of large Wilson loops. This may explain why this phenomenon has been so elusive both for fundamental and adjoint string in any dimension. However it is worth noting, as mentioned in the introduction, that there is a solvable matrix model describing idealized random surfaces with dynamical holes (or open strings embedded in zero dimension), where besides the above described ”normal” phase dominated by holes of small size there is also another phase, characterized by a spontaneous tearing of the surface, due to the formation of large holes growing with the size of the surface (see Fig. 2); as a consequence we expect that the associated Wilson loop should fulfil the perimeter law.<sup>1</sup><sup>1</sup>1There is also a third phase separating the above two, where both the world sheet (the glue) and the holes (the charged matter) are large and in competition. This phase could play a role at the deconfining temperature. What is the phase of the world sheet of the confining string? The observed extremely poor overlap of the Wilson loop with the broken string state seems to suggest that it belongs to the normal phase<sup>2</sup><sup>2</sup>2Of course the numerical data cannot exclude the possibility that such a poor overlap is a finite size effect and that larger Wilson loops will eventually reveal a spontaneous tearing of the world sheet., with a possible exception for the SU(2) gauge theory in 2+1 dimensions with dynamical fermions . Perhaps in this case the quarks are not light enough. For the operators with more than one connected source line the loop expansion has a topologically different form. Take for instance a pair of Polyakov loops of a gauge theory with dynamical fermions at finite temperature. From the point of view of the effective string, they are the two fixed boundaries of a cylinder (see Fig. 3). The loop expansion splits into two different series, because starting at two-loop level there are configurations in which the two fixed boundaries are not connected by the string world sheet. If the system is in the normal phase the sum over the loop insertions can be still absorbed into the renormalization of the string tension, but now the loop expansion is the sum of two different terms. That with only one connected world sheet has no overlap to the broken string state but decays exponentially with the distance between the fixed boundaries, thus only the term with two disjoint pieces survives, which of course is expected to have a large overlap to the broken string state. In the case of light matter fields this term can be written as a square $`[Z_{DN}(R_o,L_t)]^2`$, where $`Z_{DN}`$ denotes the contribution of a cylindric world sheet with fixed (or Dirichlet) boundary conditions (b.c.) on the Polyakov line of length $`L_t`$ and free (or Neumann) b.c. on the other side (representing a dynamical charge) placed at a mean distance $`R_o`$ from the Polyakov loop. Clearly $`R_o`$ fixes the scale of the string breaking. Owing to the simple geometry of this term, we shall explicitly evaluate its functional form in the next section. Similar considerations apply to operators used to see string breaking at zero temperature. In such a case the fixed boundary is not necessarily closed because it may terminate on charged fields. The rule to associate a string world sheet to these operators is simply to connect the end points of the fixed boundaries (Wilson lines) with paths associated to the free end of the string, representing the world lines of the dynamical particles. For instance, using the diagrammatic representation of Ref. , the map to the string picture of other operators used to determine the static potential in the SU(2) Higgs model is drawn in Fig. 4. Figure 4. Map to string world sheet of operators used to determine the static potential in the SU(2) Higgs model. The filled circles correspond to Higgs sources, the thick lines represent Wilson lines or fixed boundaries, the thin lines free boundaries. ## 3 String formulae The main role of the string picture of confinement is to fix the functional form of gauge operators in the infrared limit. In particular it is known that, according to the bosonic string model, a rectangular $`R\times L`$ Wilson loop should behave asymptotically as the partition function of $`d2`$ free two-dimensional bosonic fields describing the transverse oscillations of the world sheet with fixed b. c.: $$W(R,L)e^{\sigma RLp(R+L)}\left[\frac{\sqrt{R}}{\eta (\tau )}\right]^{\frac{d2}{2}},\tau =i\frac{L}{R},$$ (1) where $`d`$ is the spacetime dimension, $`\sigma `$ the string tension, $`p`$ the perimeter term and $`\eta `$ is the Dedekind function $$\eta (\tau )=q^{1/24}\underset{n=1}{\overset{\mathrm{}}{}}(1q^n),q\mathrm{exp}(2\pi i\tau ).$$ (2) This in turn gives the static potential $$V(R)=\underset{L\mathrm{}}{lim}\frac{1}{L}\mathrm{log}W(R,L)=\sigma R\frac{(d2)\pi }{24R}+\mathrm{}$$ (3) where dots indicate subleading terms. These predictions have been tested to high accuracy for the $`Z_2`$ gauge model in $`d=3`$ in . Good agreement with the string model predictions was also found for $`SU(N)`$ gauge theories in $`d=3`$ and for $`SU(3)`$ in $`d=4`$ . Similar considerations apply to the confining phase of finite temperature gauge theories. Here the relevant observable is the correlator of Polyakov loops. Since the lattice is finite and periodic in the time direction, the Polyakov loop correlation will be described by the partition function of $`d2`$ free bosons on a cylinder with periodic b.c. in the time direction and fixed b.c. on the two loops. The partition function is therefore: $$P(0)P^+(R)Z_{DD}(R,L_t)\frac{e^{\sigma _0RL_t}}{\eta (\tau )^{d2}}$$ (4) where $`\sigma _0`$ is the zero temperature string tension at the same coupling, $`L_t`$ is the lattice extension in the time direction, that is the inverse temperature, and now $`\tau =i\frac{L_t}{2R}`$. Sec. 4 will be devoted to a comparison of Eq. (4) with lattice quenched QCD data at finite temperature. We have seen in Section 2 that in presence of dynamical matter the Polyakov correlator contains an additional term $`[Z_{DN}(R_o,L_t)]^2`$, where $`Z_{DN}`$ is the partition function on a cylinder with fixed b.c. on the Polyakov loop side and free b.c. on the other side, corresponding to a dynamically generated loop. The functional form of $`Z_{DN}`$ is similar to that of Eq. (4), but now the the $`\eta `$ function is replaced by the function $$\stackrel{~}{\eta }(\tau _o)=q^{1/48}\underset{n=1}{\overset{\mathrm{}}{}}(1q^{n\frac{1}{2}}),\tau _o=\frac{iL_t}{2R_o},q\mathrm{exp}(2\pi i\tau _o).$$ (5) The form af the two functions $`\eta `$ and $`\stackrel{~}{\eta }`$ can be simply understood as the inverse of the partition function of the normal modes of vibration of the string. When both ends are fixed the allowed frequencies are $`\omega _n=\frac{\pi }{R}n`$ and these generate the infinite product of Eq. (2); if one end is free we have instead $`\stackrel{~}{\omega }_n=\frac{\pi }{R}(n\frac{1}{2})`$ which generate the infinite product of Eq. (5). The prefactor $`q^{\frac{1}{24}}`$ in Eq. (2) is directly related to the zero point energy $`E_o`$ of the string $$E_o=\underset{n=1}{\overset{}{}}\frac{\mathrm{}\omega _n}{2}=\frac{\mathrm{}\pi }{2R}\underset{n}{\overset{}{}}n=\frac{\mathrm{}\pi }{2R}\zeta (1)=\frac{\mathrm{}\pi }{24R},$$ (6) where $`^{}`$ denotes the $`\zeta `$-function regularized sum. It is known that within such a regularization one can safely handle the series as they were finite sums, then we can write $$\underset{n=1}{\overset{}{}}n=\underset{n=1}{\overset{}{}}2n+\underset{n=1}{\overset{}{}}(2n1)=2\zeta (1)+2\underset{n=1}{\overset{}{}}(n\frac{1}{2});$$ (7) hence $$\underset{n=1}{\overset{}{}}\frac{\mathrm{}\stackrel{~}{\omega }_n}{2}=\frac{\mathrm{}\pi }{2R}\underset{n=1}{\overset{}{}}(n\frac{1}{2})=\frac{\mathrm{}\pi }{48R}.$$ (8) This gives in turn the prefactor of $`\stackrel{~}{\eta }`$. The identity $`\stackrel{~}{\eta }(\tau )=\frac{\eta (\tau )}{\eta (\tau /2)}`$ allows us to write $$Z_{DN}(R_o,L_t)=e^{\sigma _0R_oL_t}\left[\frac{\eta (\tau _o)}{\eta (\tau _o/2)}\right]^{d2}.$$ (9) Thus, assuming that the world sheet is in the normal phase, we would expect that the Polyakov loop correlation function in presence of dynamical quarks has the following effective string description: $`P(0)P^+(R)`$ $`=c_1Z_{DD}(R_o,L_t)+c_2\left[Z_{DN}(R_o,L_t)\right]^2`$ (10) $`=`$ $`c_1{\displaystyle \frac{e^{\sigma _0RL_t}}{\eta (\tau )^{d2}}}+\left(N_cN_f\right)^2c_2e^{2\sigma _0R_oL_t}\left[{\displaystyle \frac{\eta (\tau _o)}{\eta (\tau _o/2)}}\right]^{2(d2)}`$ where $`N_c`$ and $`N_f`$ are respectively the number of colors and flavors of light quarks. The constants $`c_1`$ and $`c_2`$ and the length scale $`R_o`$ are not predicted by the model and will have to be determined numerically. Notice that the second term in Eq. (10) is just a constant at any fixed temperature: therefore the actual predictions of the model concern the temperature dependence of the potential. In Sec. 5 we will compare these predictions with lattice QCD data. ## 4 The static potential in quenched QCD at finite temperature If no dynamical quarks are present, the effective string prediction for the Polyakov loop correlation is given by Eq. (4). For the static potential we have in $`d=4`$ $$V(R)=\frac{1}{L_t}\mathrm{log}P(0)P^+(R)=\sigma _0R+\frac{2}{L_t}\mathrm{log}\eta \left(\frac{iL_t}{2R}\right)$$ (11) We will be interested in the $`2R>L_t`$ region, in which Eq. (11) is conveniently rewritten in the equivalent form $$V(R)=\sigma _0R\frac{\pi R}{3L_t^2}+\frac{1}{L_t}\mathrm{log}\frac{2R}{L_t}+\frac{2}{L_t}\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{log}\left(1e^{4\pi nR/L_t}\right)$$ (12) Therefore at fixed temperature $`1/L_t`$ and asymptotically for large $`R`$ we have a temperature dependent string tension $$\sigma (L_t)=\sigma _0\frac{\pi }{3L_t^2}$$ (13) and a logarithmic term, plus exponentially suppressed subleading terms. It is perhaps worth stressing that there is no $`1/R`$ term in this regime <sup>3</sup><sup>3</sup>3The Lüscher term $`\pi /12R`$ appears in the opposite limit $`2RL_t`$, as can be seen by rewriting Eq. (11) in the other equivalent form $$V(R)=\sigma _0R\frac{\pi }{12R}+\frac{2}{L_t}\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{log}\left(1e^{\pi nL_t/R}\right)$$ . We want to compare the prediction Eq. (12) with Monte Carlo data for quenched QCD at finite temperature. First let us stress some important points: 1. The free string picture we are using is an effective infrared description: we expect it to describe the long distance behavior of the potential (for a detailed discussion of this point in the zero temperature case see Ref. ). Therefore we expect to find a minimum distance $`R_{\mathrm{string}}`$ above which Eq. (12) describes the data accurately. Obviously there will be a distance $`R_{\mathrm{linear}}`$ above which the data are well described also by the simple linear behavior $`V\sigma R`$. The string model will be confirmed if $`R_{\mathrm{string}}`$ is sensibly smaller than $`R_{\mathrm{linear}}`$. 2. The string model gives the finite temperature potential in terms of the zero temperature string tension $`\sigma _0`$. Therefore the result of the fit of the finite temperature potential should be compared to the zero temperature string tension to confirm the string picture. 3. The free string picture must break down at temperatures near the deconfinement point where string interactions are believed to become important (see e.g. Ref. ). Therefore we need to use lattice data at temperatures not too close to the critical one. 4. The main effect of string interactions is to renormalize the value of the string tension $`\sigma _0`$ while leaving the functional form Eq. (12) approximately unchanged. Therefore we expect string interactions to introduce a systematic error in the evaluation of the zero temperature string tension from finite $`T`$ data. Very precise data were obtained by the authors of Ref. at three temperatures, with $`T/T_c0.8,0.88\mathrm{and}0.94`$. The first of these data samples is ideal for our purpose. We fitted those data to Eq. (11) and, for comparison, to a simple linear behavior $`V\sigma R`$. Notice that these are both two parameter fits: the string contribution to the potential does not contain any adjustable parameters. Let us define $`R_{\mathrm{string}}`$ as the value of $`R`$ above which the reduced $`\chi ^2`$ of the fit is $`<1`$, and $`R_{\mathrm{linear}}`$ as the corresponding distance for the linear fit. The data are taken at $`\beta =3.95`$ and $`L_t=4`$. We obtain, in terms of the lattice spacing $`a`$, $$R_{\mathrm{string}}=3.3a$$ (14) with $`\chi ^2=0.74`$, and $$R_{\mathrm{linear}}=4.5a$$ (15) If we tried to fit the data for $`R>R_{\mathrm{string}}`$ to $`V=\sigma R`$ we would obtain $`\chi ^2=8.6`$. The fit with the string model potential and $`R>R_{\mathrm{string}}`$ gives $$\sigma _0=0.22a^2$$ (16) This should be compared with the string tension at zero temperature at the same value of the coupling $`\beta =3.95`$. Extrapolating the data of Ref. to our $`\beta `$ we find $`\sigma _0=0.24(1)a^2`$: we conclude that the systematic error discussed above is still rather small at $`T/T_c=0.8`$ (the statistical error on $`\sigma _0`$ given by our fit is two order of magnitude smaller and hence not very meaningful). It is interesting to express $`R_{\mathrm{string}}`$ in physical units: using $$\sigma _0=(420\mathrm{MeV})^2=4.41\mathrm{fm}^2$$ (17) we obtain $$R_{\mathrm{string}}0.75\mathrm{fm}$$ (18) while using the string tension as the length scale $$\sigma _0R_{\mathrm{string}}^22.4$$ (19) If one studies the data samples closer to the critical temperature, at $`T/T_c0.88`$ and $`0.94`$, one clearly sees the effect of string interactions discussed above: while the fit of the potential with the free string model potential is always very good, the systematic error in the determination of $`\sigma _0`$ increases: At $`T/T_c0.88`$ the fit to Eq. (12) gives $`\sigma _00.18a^2`$ when the Wilson loop value is $`0.197(8)a^2`$, and for $`T/T_c0.94`$ we obtain $`\sigma _00.13a^2`$ instead of $`0.173(5)a^2`$. ## 5 String breaking In this section we compare the prediction Eq. (10) to lattice data taken by the authors of Ref. in finite temperature QCD with two flavors of staggered dynamical quarks. For the static potential Eq. (10) predicts, for $`d=4`$, $`V(R)`$ $`=`$ $`{\displaystyle \frac{1}{L_t}}\mathrm{log}P(0)P^+(R)=`$ (20) $``$ $`{\displaystyle \frac{1}{L_t}}\mathrm{log}\left\{c_1{\displaystyle \frac{e^{\sigma _0RL_t}}{\eta (\tau )^2}}+\left(N_cN_f\right)^2c_2e^{2\sigma _0R_oL_t}\left[{\displaystyle \frac{\eta (\tau _o)}{\eta (\tau _o/2)}}\right]^4\right\}`$ $`=`$ $`\mathrm{log}\left[{\displaystyle \frac{e^{\sigma _0RL_t}}{\eta (\tau )^2}}+\left(N_cN_f\right)^2c(R_o,L_t)\right]+A`$ where $`A=\frac{1}{L_t}\mathrm{log}c_1`$ and $$c(R_o,L_t)=\frac{c_2}{c_1}e^{2\sigma _0R_oL_t}\left[\frac{\eta (\tau _0)}{\eta (\tau _0/2)}\right]^4$$ (21) The predictive content of the model lies in the dependence of $`c`$ on $`L_t`$. To verify this prediction we fit the Monte Carlo data for the static potential to the expression $$V(R)=\mathrm{log}\left[\frac{e^{\sigma _0RL_t}}{\eta (\tau )^2}+\left(N_cN_f\right)^2c\right]+A$$ (22) and verify that the dependence of $`c`$ on $`L_t`$ is actually described by Eq. (21). We used data taken by the authors of Ref. at $`L_t=4`$ and four values of $`\beta `$ ranging from $`\beta =5.1`$ to $`\beta =5.28`$. The results of the fits of the four data samples to Eq. (21) are reported in Tab. 1, in lattice units: To verify Eq. (21) we need to trade the $`\beta `$ dependence at fixed $`L_t`$ for a temperature dependence, by determining the $`\beta `$–dependent lattice spacing $`a(\beta )`$. We chose to use the values of $`\sigma _0`$ derived from our fit to evaluate $`a(\beta )`$ (remember that $`\sigma _0`$ in Eq. (10) is the zero temperature string tension). Therefore fixing $`\sigma _0`$ using Eq. (17) we obtain the lattice spacing at the four $`\beta `$ values and therefore the inverse temperature in fm<sup>-1</sup>. Using $`T_c/\sqrt{\sigma _0}=0.436(8)`$ we can then determine the ratio $`T/T_c`$ for each $`\beta `$. These values are reported in Tab. 2. With the exception of the highest temperature, for which we cannot trust the free string picture for the reasons mentioned in the previous section, the values of $`T/T_c`$ are in good agreement with the ones quoted in Ref. . Now we can compare our results with Eq. (21). The latter contains two free parameters, namely the length scale $`R_o`$ and the ratio $`c_2/c_1`$. It is clearly safer to disregard the highest temperature point; unfortunately in this way we have to perform a two parameter fit of three data. Therefore the best we can hope at present is to show that the Monte Carlo data are compatible with our model, while more data at temperatures not too close to $`T_c`$ would be needed for a more conclusive test of the model The fit of the three values of $`c`$ with Eq. (21) gives a satisfactory reduced $`\chi ^2`$ of 0.64. The length scale $`R_o`$ is $$R_o=0.71(16)\mathrm{fm}$$ (23) The fact that this length scale turns out of the same order of magnitude as the typical string breaking scale is of course encouraging. The constant $`\frac{c_2}{c_1}`$ is affected by an error which is bigger than the value of the constant itself: $`\frac{c_2}{c_1}=4.2(6.4)`$. If we push the model beyond its natural limits and use the parameters given by our fit to predict the value of $`c`$ at the highest temperature, we obtain for $`\beta =5.28`$ the value $`\left(N_fN_c\right)^2c=0.20`$, again in good agreement with the numerical result. Even if this last result must be taken with all the necessary caution, it is nevertheless a significant hint that the model is realistic. We can conclude that the free string model of string breaking Eq. (10) is compatible with lattice result for finite temperature QCD, and certainly reproduces at least the qualitative features of the phenomenon. More data at moderate temperatures are certainly needed to draw a definite conclusion about the correctness of the model. ## 6 Concluding remarks In this paper we conjectured that the world sheet swept by the confining string in presence of matter fields belongs to the normal phase, characterized by a large number of microscopic holes produced by the matter fields, whose net effect is just to renormalize the string tension. This must be contrasted with the tearing phase, in which large holes dominate and drive the string tension between static sources to zero. This conjecture has two main consequences, both amenable to numerical verification: * String breaking cannot be detected by studying the large distance behavior of Wilson loops: even in presence of dynamical matter fields the Wilson loop expectation value should behave at large distance like in the quenched case, that is according to Eq. (1). * On the contrary, when one considers operators made of disjoint static sources a simple topological argument shows that even if the world sheet is in the normal phase string breaking can be easily detected. Both of these are in agreement with most of the rather large body of lattice data on the subject that has been published recently -. The only exception is (2+1)-dimensional $`SU(2)`$ theory with two flavors of staggered fermions, where string breaking effects in the Wilson loop have been observed . We suggest that the mass of the quarks used in Ref. is large enough to make the world sheet belong to the tearing phase. Indeed, the very same theory does not show any sign of string breaking in the adjoint Wilson loop where the “matter” is massless by definition. Based on this conjecture, we have proposed an effective string model of string breaking for the simplest example of an operator constructed out of disjoint sources: the correlator of Polyakov loops in finite temperature QCD. While the predictions of this model appear to be compatible with the lattice data, more data would be needed for a conclusive assessment of its validity. One can envisage a number of numerical experiments to further check the above conjecture and the effective string model. Perhaps the simplest could be the analysis of the Polyakov correlator in the adjoint representation at finite temperature. In this case one can work directly in the pure Yang Mills model and test accurately Eq. (10) as we did for Eq. (4) in the quenched case. Also, it would be interesting to verify that the Wilson loop in presence of dynamical quarks actually behaves like in the quenched case, that is according to Eq. (1). It is however important to note that fuzzed Wilson loops should be avoided in this kind of check, because the string quantum fluctuations produce a strong shape dependence which is out of control in fuzzed loops. The $`\eta `$ function of Eq. (1) accounts for these fluctuations only in the case of a rectangular shape. Likewise, analyses based only on the asymptotic form of the potential given in Eq. (3) should be taken with caution, because the logarithmic correction generated by the $`\sqrt{R}`$ term is of the same order of magnitude as the Lüscher term within the lattice size of current simulations. Acknowledgements We would like to thank the authors of Ref. for kindly providing us with their data, and M. Caselle, M. Hasenbusch, A. Lerda and S. Vinti for useful discussions.
no-problem/9903/cond-mat9903040.html	ar5iv	text	# Influence of magnetic fields on the spin reorientation transition in ultra-thin films ## 1 Introduction Experimentally it became possible in recent years to grow epitaxial thin films of ferromagnetic materials on non-magnetic substrates with a very high quality. This offers the possibility to stabilize crystallographic structures which are not present in nature, and which may exhibit new properties of high technological impact. To understand the magnetic structure of these systems is a challenging problem both experimentally and theoretically. One of the very interesting effects one observes in ultra-thin ferromagnetic films is a reorientation of the spontaneous magnetization by varying either the film thickness or the temperature. For not too thin films the magnetization generally is in-plane due to the dipole interaction (shape anisotropy). On the other hand in very thin films this may change due to various competing anisotropy energies in these materials. At the surfaces of the film due to the broken symmetry uniaxial anisotropy energies which may favor a perpendicular magnetization may develop or in the inner layers of the film due to strain induced distortion bulk anisotropy energies may occur absent or very small in the ideal crystal. A perpendicular anisotropy has been observed for instance for ultra-thin Fe-films grown on Ag(100) where in the ground state the magnetization is perpendicular to the film. Increasing the temperature or the film thickness the magnetization stays perpendicular until at a certain temperature it starts canting reaching finally an in-plane orientation for temperatures well below the ordering temperature $`T_c`$. A different type of spin reorientation transition (SRT) occurs in Ni grown on Cu(001). Very thin films then show a tetragonal distortion resulting in a stress-induced uniaxial anisotropy energy in the inner layers with its easy axis perpendicular to the film. If this is strong enough the magnetization is in-plane in the ground state but switches to an orientation perpendicular to the film for higher temperature or film thickness. Phenomenologically in order to describe the SRT the energy (or the free energy at finite temperatures) is expanded in terms of the orientation of the magnetization vector relative to the film introducing temperature dependent anisotropy coefficients $`K_i(T)`$ compatible with the underlying symmetry of the film. The temperature dependence of these coefficients is then studied experimentally (for a review see). Theoretically, it has been shown by various groups that the physics of the SRT can be understood quite well within the framework of statistical spin models. Note that both types of SRTs observed experimentally can be explained within the same approach and that the anisotropy coefficients $`K_i(T)`$ can be calculated. ## 2 The model In the present paper we focus on the dependence of the SRT on external magnetic fields. The calculations are done in the framework of a classical ferromagnetic Heisenberg model on a simple cubic lattice consisting of $`L`$ two-dimensional layers with the $`𝐳`$-direction normal to the film. The Hamiltonian reads $``$ $`=`$ $`{\displaystyle \frac{J}{2}}{\displaystyle \underset{ij}{}}𝐬_i𝐬_j{\displaystyle \underset{i}{}}D_{\lambda _i}(s_i^z)^2{\displaystyle \underset{i}{}}𝐁𝐬_i`$ (1) $`+`$ $`{\displaystyle \frac{\omega }{2}}{\displaystyle \underset{ij}{}}r_{ij}^3𝐬_i𝐬_j3r_{ij}^5(𝐬_i𝐫_{ij})(𝐫_{ij}𝐬_j),`$ where $`𝐬_i=(s_i^x,s_i^y,s_i^z)`$ are spin vectors of unit length at position $`𝐫_i=(r_i^x,r_i^y,r_i^z)`$ in layer $`\lambda _i`$ and $`𝐫_{ij}=𝐫_i𝐫_j`$. $`J`$ is the nearest-neighbor exchange coupling constant, $`D_\lambda `$ is the local uniaxial anisotropy which depend on the layer index $`\lambda =1\mathrm{}L`$, $`𝐁`$ denotes the external magnetic field with the effective magnetic moment $`\mu `$ of the spins incorporated, and $`\omega =\mu _0\mu ^2/4\pi a^3`$ is the strength of the long range dipole interaction on a lattice with lattice constant $`a`$ ($`\mu _0`$ is the magnetic permeability). All energies and temperatures are measured in units of $`\omega `$, and we set $`k_\mathrm{B}=1`$. Assuming translational invariance of the Hamiltonian the local magnetization in mean field theory only depends on the layer index, i.e. $`𝐬_i=𝐦_\lambda `$ if $`𝐬_i`$ is a spin in layer $`\lambda `$. A molecular field approximation for the Hamiltonian (1) results in $`L`$ effective one particle Hamiltonians from which the free energy functional can be obtained. For more details the reader is referred to Ref.. For appropriate sets of parameters a SRT in zero magnetic field from perpendicular orientation at low temperatures to in-plane orientation at high temperatures is found. In this contribution we will investigate the influence of an applied field on this transition, which has only been addressed in the framework of a phenomenological approach until now. ## 3 Results Figure 1 shows the magnetization components of the total magnetization $`𝐦=(𝐦_1+𝐦_2)/2`$ as function of reduced temperature for an applied field $`𝐁/\omega =0.6\widehat{𝐳}`$ ($`\widehat{𝐳}`$ is the unit vector normal to the film). A bilayer is considered with an exchange interaction $`J/\omega =60`$ and uniaxial anisotropies $`D_1/\omega =12`$ in the first layer and $`D_2/\omega =3`$ in the other layer. This system has already been studied in zero magnetic field and it is sufficient to describe the continuous transition. With this set of parameters a SRT from perpendicular orientation at low temperature to in-plane orientation at high temperatures is obtained in zero magnetic field (thin lines in figure 1). In a perpendicular magnetic field $`𝐁\widehat{𝐳}`$ the component of the magnetization $`m^z`$ parallel to the field is finite for all temperatures. Nevertheless, at a temperature $`\tau _r^{xy}(𝐁)>\tau _r^{xy}(\mathrm{𝟎})`$ an in-plane spontaneous magnetization $`m^{xy}`$ appears as in the field free case. This in-plane phase $`\mathrm{FM}_{xy}`$ is not suppressed by the perpendicular external magnetic field. We observe a quite interesting reentrant phase transition: a spontaneous in-plane magnetization appears when increasing the temperature, and it vanishes at a higher temperature $`\tau _c(𝐁)`$ sightly below the Curie temperature of the field free case $`\tau _c(\mathrm{𝟎})=1`$. The corresponding phase diagram is depicted in figure 2. Within the area encircled by the broken line there exists an ordered phase $`\mathrm{FM}_{xy}`$ with in-plane component of the magnetization $`m^{xy}>0`$. The sketches of the magnetization with respect to the film show how the magnetization rotates from $`𝐦=m^z\widehat{𝐳}`$ inside the paramagnetic regime $`\mathrm{PM}`$ via remanence at $`𝐦=m^{xy}\widehat{𝐲}`$ to $`𝐦=m^z\widehat{𝐳}`$ when the applied field is increased from negative to positive values at a fixed temperature $`\tau >\tau _r^z(\mathrm{𝟎})`$. The phase transition at the boundary is of second order. It is important to note that this phase boundary continuously connects the reorientation temperature $`\tau _r^{xy}(𝐁)`$ and the Curie temperature $`\tau _c(𝐁)`$ for all perpendicular magnetic fields with $`\|B^z\|<B_c^z`$ ($`B_c^z/\omega 1.81`$ for our set of parameters). As we do not find any multi-critical points on this boundary at least in mean field theory, the critical behavior should be the same at the whole boundary and should belong to the universality class of the two dimensional dipolar Heisenberg model. The ordered phase $`\mathrm{FM}_z`$ in which the perpendicular magnetization $`m^z`$ shows spontaneous order is only stable at $`B^z=0`$ for temperatures below the second order critical point $`\tau _r^z(\mathrm{𝟎})`$. A first order transition is obtained when crossing this phase in a perpendicular magnetic field. This phase is similar to the ordered phase in the two-dimensional ferromagnetic Ising model. Due to the uniaxial anisotropy $`D_\lambda `$ it very likely will belong to the same universality class. In figure 3 we depict the field dependence of the magnetization for several temperatures below $`\tau _c(\mathrm{𝟎})`$. Note that this diagram is symmetric with respect to the origin. For $`\tau <\tau _r^{xy}(\mathrm{𝟎})`$ we find a jump in $`m^z`$ at zero field as we cross the phase $`\mathrm{FM}_z`$. This jump is still present for $`\tau _r^{xy}(\mathrm{𝟎})<\tau <\tau _r^z(\mathrm{𝟎})`$, but now the zero-field state is canted, and with increasing field we get a transition into the paramagnetic phase where $`𝐦𝐁`$. At $`\tau _r^z(\mathrm{𝟎})`$ the $`zz`$-component of the static zero-field susceptibility tensor $`\chi _0^{\mu \nu }=dm^\mu /dB^\nu \|_{𝐁=\mathrm{𝟎}}`$ diverges (note that the same holds at $`\tau _r^{xy}(\mathrm{𝟎})`$ for the in-plane components $`\chi _0^{xx}`$ and $`\chi _0^{yy}`$),. For $`\tau >\tau _r^z(\mathrm{𝟎})`$ the perpendicular remanence is zero, nevertheless the magnetization curve has a kink when we leave the ordered phase $`\mathrm{FM}_{xy}`$. Finally, for $`\tau >\tau _c(\mathrm{𝟎})`$ we find the usual paramagnetic behavior (not displayed). A different scenario is obtained in a parallel magnetic field $`𝐁=B^y\widehat{𝐲}`$. Figure 4 shows the corresponding magnetization components. Due to the in-plane field the in-plane ordered phase $`\mathrm{FM}_{xy}`$ is completely suppressed, the critical points $`\tau _r^{xy}(𝐁)`$ and $`\tau _c(𝐁)`$ are not defined anymore. Nevertheless, the $`z`$-component of the magnetization $`m^z`$ shows spontaneous order at temperatures below $`\tau _r^z(𝐁)<\tau _r^z(\mathrm{𝟎})`$, where it vanishes continuously with a second order phase transition. Above this temperature no spontaneous order is present in the system. The corresponding phase diagram for this situation is shown in figure 5. To the left of the solid line we find an ordered phase $`\mathrm{FM}_z`$ with order parameter $`m^z>0`$. The phase boundary is of second order and ends at $`\tau =0`$ and $`𝐁=\pm B_c^y\widehat{𝐲}`$ with $`B_c^y/\omega 2.24`$ for our set of parameters. The in-plane phase $`\mathrm{FM}_{xy}`$ is only stable at $`B^y=0`$, it starts at $`\tau _r^{xy}(\mathrm{𝟎})`$ and ends at $`\tau _c(\mathrm{𝟎})`$ in analogy to figure 2. Again we sketched the orientation of the magnetization relative to the film. In general we find that the behavior with in-plane magnetic field is similar to the case with perpendicular magnetic field if one exchanges both in-plane and perpendicular directions and reverses the temperature. To make this symmetry even clearer, in figure 6 we depict a three dimensional phase diagram of the system. The two phases with spontaneous magnetization intersect along the line $`𝐁=\mathrm{𝟎},\tau _r^{xy}(\mathrm{𝟎})<\tau <\tau _r^z(\mathrm{𝟎})`$. In this range we find spontaneous canted magnetization. As shown in Ref. , a bilayer and thicker films may show both second order and first order SRTs at zero field depending on the distribution of uniaxial anisotropies $`D_\lambda `$: If in the bilayer the deviation $`\mathrm{\Delta }=\|D_1D_2\|`$ approaches the critical value $`\mathrm{\Delta }_c\omega `$, the critical points $`\tau _r^{xy}(\mathrm{𝟎})`$ and $`\tau _r^z(\mathrm{𝟎})`$ merge into one multi-critical point where the order of the SRT in zero field changes from second to first order. If we apply these former results to this work, we conclude that the intersection width of the phases $`\mathrm{FM}_z`$ and $`\mathrm{FM}_{xy}`$ is finite for $`\mathrm{\Delta }>\mathrm{\Delta }_c`$ and zero for $`\mathrm{\Delta }\mathrm{\Delta }_c`$. ## 4 Summary For the Heisenberg model with dipole interaction and uniaxial anisotropy in an external magnetic field, we calculated magnetization curves as function of both temperature and magnetic fields in the mean field approximation and determined phase diagrams in the temperature-field parameter space. We find that the spin reorientation transition present in this model is not suppressed completely by an external magnetic field, as the magnetization component perpendicular to the field may show spontaneous order. The phase diagrams reveil that the field dependent transition point $`T_r^{xy}(𝐁)`$, where a canted magnetization occurs with increasing temperature, and the field dependent Curie temperature $`T_c(𝐁)`$ are connected by a continuous phase boundary. Hence both transitions should be in the same universality class. ### Acknowledgment This work was supported by the Deutsche Forschungsgemeinschaft through Sonderforschungsbereich 166.
no-problem/9903/cond-mat9903254.html	ar5iv	text	# Infrared properties of exotic superconductors. ## A INTRODUCTION The discovery of high temperature superconductivity (HTSC) by Bednorz and Müller raised the question of the relationship between these materials and other, previously known unconventional superconductors such as the organic conductors, the bismuthates and the heavy Fermion materials. Since 1987 other novel superconductors such as the borocarbides and the alkali fullerines have been discovered. The aim of this review is to examine, from the point of view of one experimental technique, infrared spectroscopy, several of these families of unconventional superconductors. Optical spectroscopy has several advantages over other techniques for the analysis of the transport properties of a broad range of conducting systems. First, it is not surface sensitive since electromagnetic radiation penetrates a hundreds of nanometers into the crystal. Second, relatively small lateral sample dimensions of the order of 500 $`\mu `$m are enough to yield high quality spectra in the interesting 200 – 1000 cm<sup>-1</sup> frequency region, a region relevant to the excitations in most superconductors. In contrast, more powerful techniques such as angle resolved photoemission or vacuum tunneling demand ultrahigh-vacuum cleaved, virgin surfaces and as a result have been applied to only a few systems. Magnetic neutron scattering, another powerful technique, due to the weak interaction of the neutron with matter, demands large centimeter size crystals which are simply not available for most new materials. As a result, optical spectroscopy has become the spectroscopic technique of choice for the investigation of the low lying excitations of a large range of new materials and doping levels. Reflectance spectroscopy, combined with Kramers Kronig analysis, yields the real and imaginary parts of the optical conductivity. In systems with s-wave, dirty limit superconductivity, optical methods were first used to study the energy gap and later the spectrum of excitations.. It can also be used to determine the superconducting penetration depth tensor. And unlike the dc conductivity which becomes infinite in the superconducting state and shorts out all parallel channels of conductivity, infrared techniques can be used to measure the optical conductivity of quasiparticles below $`T_c`$. Even better results are obtained with the closely related technique, microwave absorption. In what follows we review the optical properties in the infrared of a range of unconventional superconductors as revealed by reflectance spectroscopy. We start by setting the stage with the discussion of conventional BCS superconductors and then move to several families of less and less conventional superconductors starting with materials that seem to be almost conventional but show clear signatures of deviation from familiar behaviour. There is a grey area in all classification schemes. For unconventional superconductors it includes materials that are distinguished by high transition temperatures and where relatively little reliable infrared data exists. This includes materials such as the A15 compounds, the borocarbides, and the doped fullerines. Some of these materials are discussed by other contributors to this conference. ## B BCS SUPERCONDUCTORS IN THE INFRARED One of the pioneering experiments in conventional superconductors was the measurement of the energy gap by far infrared reflectance spectroscopy by Tinkham and his collaborators. The gap in the excitation spectrum of magnitude $`2\mathrm{\Delta }`$ leads to a region of unit reflectance for $`h\nu <2\mathrm{\Delta }`$. Above the gap frequency absorption sets in and the reflectance drops to the normal state value. Reflectance experiments in conventional metals are difficult since, in a good metal, the normal state absorption is very weak, typically $`1R=0.005`$. To overcome the weak absorption, sensitive calorimetric techniques or multiple reflection cavities are used. The disadvantage of these methods is the difficulty of getting an absolute calibration. The second important early contribution of infrared spectroscopy was the discovery of Joyce and Richards of phonon structure resulting from strong coupling effects, similar to the structure seen in tunnelling spectra. Fig 1. shows, from the work of Farnworth, the difference in the absorption of a lead film between the superconducting and normal states. A magnetic field was used to destroy the superconductivity. The rise in absorption at 22 cm<sup>-1</sup> is due to the onset of normal state absorption at the gap energy at $`h\nu =2\mathrm{\Delta }`$. The double-peak structure above the gap energy is due the interaction of the superconducting carriers with transverse and longitudinal acoustic phonons. The dashed curve is a theoretical calculation by Swihart and Shaw of the absorption ratio using a full Eliashberg theory including vertex corrections. The phonon spectrum of lead as determined by neutron scattering was used. It is clear from these data that it is possible to identify all the important features of a BCS superconductor with infrared reflectance spectroscopy: an infrared signature of BCS superconductivity is a region of unit reflectance that occurs below $`T_c`$ followed by phonon structure that reflects the electron phonon density of states which is directly responsible for superconducting pairing. As we will see in what follows, the unconventional superconductors do not show this simple behavior, but even in BCS superconductors there are many complications that go beyond the simple strong coupling behavior shown in Fig 1. For example, it is not always possible to see a gap signature and a phonon spectrum in the same sample. The onset of absorption at the gap frequency is due to the presence of impurities that allow for momentum conservation. In a clean superconductor absorption does not start at $`2\mathrm{\Delta }`$ but at frequencies where inelastic processes such as phonons can take up the momentum of the photon. Lead films such as those shown in Fig. 1 have some impurities that allow for a gap to be seen but not enough to dominate the scattering processes and suppress the electron phonon scattering. A gap signature and phonons appear together in 3D metals where surface scattering processes result in apparent dirty limit behavior in pure crystals. Furthermore, in pure 3D metals, there are surface scattering processes that result in apparent dirty limit behavior and allow a gap signature and phonons to appear in the same sample as shown in Fig. 1. ## C BKBO AN UNCONVENTIONAL OXIDE SUPERCONDUCTOR. Ba<sub>1-x</sub>K<sub>x</sub>BiO<sub>3</sub> (BKBO), along with its cousin BaPb<sub>x</sub>Bi<sub>1-x</sub>O<sub>3</sub>, form a family of superconductors with cubic perovskite structure in the superconducting phase where $`x0.3`$. The transition temperature of BKBO is quite high (31 K) in relation to its low density of states at the Fermi level, and it has been suggested that the material is closely related to cuprate high $`T_c`$ superconductors. However the optical properties suggest that they are in fact closer to the conventional BCS superconductors than to the exotic cuprates. Fig. 2 shows the optical conductivity at low frequency, at four temperatures, for Ba<sub>0.6</sub>K<sub>0.4</sub>BiO<sub>3</sub> with $`T_c=31`$ K from the work of Puchkov et al. Apart from a temperature independent background, indicated by a dashed line, the temperature behavior is that of a conventional BCS, slightly dirty, superconductor. The normal state is well fit by a Drude peak with a width of $`230`$ cm<sup>-1</sup> plus some direct transverse optical phonon absorption lines at about 200 and 500 cm<sup>-1</sup>. A gap-like depression develops precisely at $`T_c`$ and a gap opens as the temperature is reduced. The superconducting gap is $`2\mathrm{\Delta }=90\pm 10`$ cm<sup>-1</sup> and as $`T_c`$ is varied with doping, the gap to $`T_c`$ ratio is constant at $`2\mathrm{\Delta }/k_BT_c=4.2\pm 0.3`$. This simple behavior should be contrasted with what is seen in the cuprates: there the gap develops already in the normal state (except in the limit of large overdoping), there is no $`2\mathrm{\Delta }`$ gap signature and the gap ratio is not constant—in the underdoped range the gap decreases as $`T_c`$ is increased with doping. In BKBO, at 10 K, the conductivity below the gap frequency drops to a background conductivity shown as a dashed line. This background absorption level has been obtained by extrapolation from high frequencies. Puchkov et al. interpret the data in terms of two channels of conductivity, a Drude channel that undergoes a conventional superconducting transition and a second, possibly polaronic, channel that remains non-superconducting and is responsible for the broad temperature independent background. The two channel picture has also been advanced to explain the temperature dependence of the dc resistivity. Thus the infrared conductivity of BKBO is that of dirty s-wave superconductor, a behavior that is quite different from what is seen in a dirty d-wave superconductor as we will see below. Despite the development of a conventional gap structure below $`T_c`$, the BKBO spectrum does not show all the signatures of a conventional BCS phonon coupled superconductor, which in view of the large transition temperature is expected to be a strong coupling system. A detailed calculation, based on Eliashberg theory with phonons by Marsiglio et al., bears this out yielding electron-phonons coupling $`\lambda =1`$ and a transition temperature of 31 K. As Fig. 3 shows, the imaginary part of the optical conductivity cannot be fit with this large value of $`\lambda `$ but is fit well with $`\lambda =0.2`$, a number that is clearly inconsistent with the large transition temperature and the assumed phonon spectrum taken from tunneling. Sharif et al. have found a similar low value of $`\lambda `$ based on tunneling measurements. They also conclude that BKBO is not an electron-phonon superconductor. This weak coupling to phonons is consistent with the absence of Holstein phonon structure below $`T_c`$ and as Fig. 2 shows there is no evidence of such structure in BKBO. ## D Sr<sub>2</sub>RuO<sub>4</sub> and URu<sub>2</sub>Si<sub>2</sub> TWO FERMI LIQUID SUPERCONDUCTORS In this section we discuss two materials that, at first sight appear unrelated, URu<sub>2</sub>Si<sub>2</sub> a typical intermetallic compound showing heavy Fermion behavior at low temperature and Sr<sub>2</sub>RuO<sub>4</sub> an oxide of Ru that is isostructural with the high $`T_c`$ superconductor La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> with the ruthenium replacing copper. However, a closer examination shows a surprising number of common elements of the two ruthenium containing materials. Both materials are superconductors with a rather low $`T_c`$ of the order of 1 K. Infrared spectroscopy has not been used to investigate the gap structure in these two materials since the gap is expected to occur in the difficult submillimeter region and the normal state absorption will be very weak at these frequencies at low temperature. However, infrared can be used to study the normal state transport properties. While the inplane resistivity of Sr<sub>2</sub>RuO<sub>4</sub> is metallic, normal to the planes the resistivity (in the c-direction) shows a ”semiconducting” temperature dependence above 130 K and a metallic one at low temperatures. Similar behavior is seen in the resistivity of URu<sub>2</sub>Si<sub>2</sub> in all directions with a maximum at 80 K . Both materials become good conductors at low temperature with a $`T^2`$ dependence of the resistivity expected for a pure metal when the phonon scattering is frozen out. Superconductivity sets in at about 1 K. The two ruthenium materials are very different in their electronic properties: URu<sub>2</sub>Si<sub>2</sub> gets its poor metallic behaviour from strong incoherent scattering which freezes out for $`k_BT<k_BT_K`$ where $`k_BT_K`$ is a Kondo energy scale characteristic of magnetic scattering. Sr<sub>2</sub>RuO<sub>4</sub> on the other hand is very anisotropic in its crystal structure with weak coupling between the current carrying RuO<sub>2</sub> planes. However at low temperature where $`k_BT<t_{}`$ the planes couple coherently and the material becomes a very anisotropic 3D conductor. In agreement with these ideas both systems develop sharp Drude peaks at low temperature which are signatures of good metals. Fig. 4 shows the optical conductivity of URu<sub>2</sub>Si<sub>2</sub>. At 90 K, well above the coherence temperature $`T_K`$ the conductivity is flat and frequency independent. As the temperature is lowered, a Drude peak develops at low frequency, borrowing spectral weight from a frequency band that is a few times $`k_BT_K`$. As the temperature is lowered further, the peak sharpens. A detailed analysis of the spectrum in terms of a frequency dependent mass formalism shows that the carriers are massive with $`m=50m_e`$ consistent with specific heat data in this heavy Fermion system. A similar onset of coherence is seen in the c-axis conductivity of the quasi two-dimensional material Sr<sub>2</sub>RuO<sub>4</sub>. Fig. 5 shows data of Katsufuji et al. of the c-axis conductivity. The conductivity, apart from a few strong transverse phonon peaks, consists of a flat band with a slight Drude-like peak below 0.02 eV (160 cm<sup>-1</sup>). Spectral weight is lost in the 100 to 200 cm<sup>-1</sup> region to a narrowing Drude peak. The author’s data does not extend low enough in frequency to resolve the peak but the dashed lines, fit to the increasing dc conductivity with decreasing temperature, show the expected conductivity. As in the case of URu<sub>2</sub>Si<sub>2</sub> the area under the Drude peak is a small fraction of the total infrared spectral weight suggesting a large mass for c-axis motion. This is verified by magneto oscillation experiments. The two ruthenium containing systems behave in a very conventional way at low temperature, in that they are 3-D Fermi liquids, but at high temperature one shows effects of magnetism and the other of highly anisotropic transport properties. As we will see in the next two sections, combining both ingredients results in truly exotic behavior of the cuprates and the organic conductors. ## E THE CUPRATES While the high superconducting transition temperature is the defining property of the HTSC cuprates, several properties set the cuprate family apart from the conventional BCS superconductors. These include the anomalous normal state resistivity as emphasized early by Anderson, the d-wave superconducting order parameter, the magnetism, the two-dimensional transport, and finally the presence of a normal state pseudogap. There is an extensive literature on the optical conductivity of the cuprates which has been reviewed recently by Basov and Timusk. Here we focus on those features of the optical conductivity that make the cuprates unique: the lack of the $`2\mathrm{\Delta }`$ gap signature in the optical conductivity, the crucial role played by the two-dimensional nature of the transport and finally the the normal state pseudogap. The absorption and the optical conductivity of a typical HTSC cuprate, YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub>, is shown in Fig. 6. The normal state shows a Drude-like peak. Below $`T_c`$ the spectral weight of the peak is transferred to the condensate delta function at $`\omega =0`$ but there is no signature of a superconducting gap as seen in BKBO. Instead, there remains a weak continuous conductivity at all frequencies including in the region where one expects to see the superconducting gap. Careful study of the optical conductivity by various techniques shows that the width of the Drude peak diminishes by several orders of magnitude just below $`T_c`$ which suggests that a gap is formed in the spectrum of excitations responsible for the scattering of the carriers. This behaviour is in striking contrast to electron-phonon superconductors where there are no major changes to the phonon spectrum at the superconducting transition. In the cuprates the excitations are electronic and as a gap develops in these excitations a dramatic decrease in scattering takes place. The optical properties of the cuprates are those of a clean limit superconductor where the $`2\mathrm{\Delta }`$ transitions are forbidden because of momentum conservation. In this respect the cuprates behave exactly the same as the BCS superconductors. An obvious experiment to try would be to introduce impurities to approach the dirty limit. Fig 7 shows the effect of defects on the optical conductivity of radiation damaged YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> from the work of Basov et al. As the defect concentration rises, a Drude-like peak, displaced slightly from zero frequency, grows. There is no sign of a peak at $`2\mathrm{\Delta }`$, expected to be in the neighborhood of 600 cm<sup>-1</sup>. This behavior is seen in a number of cuprate systems containing either doped impurities or other forms of disorder such as partial occupancy at oxygen sites or radiation damage. Recent work of Basov et al. shows similar effects in Zn doped YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub>: there is no $`2\mathrm{\Delta }`$ gap signature and, in the superconducting state there is a Drude-like conductivity peak, shifted slightly from zero to finite frequencies. A BCS s-wave superconductor is relatively insensitive to disorder where the main result of strong impurity scattering is the erasure of any gap anisotropy and the removal of the clean limit restriction on momentum conservation resulting in the familiar $`2\mathrm{\Delta }`$ gap signature. In contrast, in a d-wave superconductor impurity scattering has the effect of restoring part of the Fermi surface near the nodes and the optical conductivity acquires a low frequency component, very similar to a Drude peak. The second fundamental property of the cuprates is an intrinsic anisotropy of electronic transport that goes beyond the simple anisotropic effective mass seen for example in doped semiconductors or in the Sr<sub>2</sub>RuO<sub>4</sub> system discussed above. Here we have a qualitative difference in the properties along the planes where the conductivity is coherent and metallic and perpendicular to the planes, in the c-direction, where the conductivity is incoherent down to the lowest temperatures and frequencies. Fig 8 shows the c-axis conductivity of a YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7-δ</sub> crystal that is slightly underdoped. Like the Sr<sub>2</sub>RuO<sub>4</sub> discussed in the last section, at high temperature there is a broad, essentially frequency independent, absorption band and no coherent Drude peak. Since the material shown is underdoped it shows a depressed conductivity below 300 cm<sup>-1</sup> due to the normal state pseudogap at low temperature that will be discussed below. But down to the lowest frequency and temperature, there is no evidence of a Drude peak. The arrows denote the values of the dc resistivity and it clear that, at least above 70 K, there is no coherent conduction in this system. It is not possible to measure the dc resistivity below this temperature since the material becomes superconducting. Recent microwave measurements show that the conductivity remains incoherent down to 22 GHz and 1.2 K. Recent work using a variety of experimental probes, most strikingly angle resolved photoemission, shows that the normal state of the high temperature superconductors is dominated by a partial gap, or a pseudogap. The experimental evidence has been reviewed recently by Timusk and Statt. The pseudogap forms at a temperature $`T^{}`$ which is substantially above the superconducting transition temperature in most underdoped samples. $`T^{}`$ approaches $`T_c`$ in YBCO near optimal doping. Just as infrared spectroscopy can show the collapse of scattering associated with the development of superconductivity, it also shows the loss of electron-electron scattering on formation of the pseudogap. As shown first by Basov et al. and illustrated in Fig. 9, from a recent paper of Homes et al. there is a loss of ab plane scattering associated with the formation of the pseudogap for frequencies below about 660 cm<sup>-1</sup>. Fig 8 shows a depression in the conductivity associated with the pseudogap that develops in this underdoped sample. There is a gaplike region of flat conductivity that fills in as the temperature is increased but there appears to be no change in the overall frequency scale of the conductivity as the temperature is raised – the gap fills in rather than closing. These measurements of the c-axis pseudogap by Homes et al. were the first to yield spectroscopic evidence of the pseudogap. The c-axis pseudogap has since been observed in several other HTSC systems where samples of sufficient thickness are available as well as in the ladder cuprates. In summary, infrared spectroscopy has revealed several exotic properties of the cuprates, the electronic coupling mechanism, possibly associated with magnetism, the intrinsic anisotropy and finally the presence of a pseudogap in the normal state. In what follows we will see that organic low-dimensional superconductors share some of these properties and that they are the properties that can be used to define exotic superconductivity. ## F THE ORGANIC SUPERCONDUCTORS There are two main families of organic superconductors: conductors based on the two-dimensional (BEDT-TTF) organic molecule with a $`T_c`$ in the neighborhood of 10 K, and the family of one-dimensional materials, the Bechgaard salts, based on the TMTSF molecule with a $`T_c`$ just over 1 K. There is surprisingly little known about the electronic properties of organic conductors largely because of the small size and fragility of the available crystals. Thus magnetic neutron scattering and angle resolved photoemission, powerful, momentum sensitive techniques, have not proven to be as useful here as they have been in the cuprates. While there is a considerable body of infrared spectroscopy, the strong mid-infrared absorption seen in the organics by all investigators is in clear contradiction with the extensive low temperature magnetic transport data. These contradictions in the interpretation of the experiments have lead to two completely opposing views of the normal state transport particularly in the Bechgaard materials where most of the work has been done. Magnetic transport measurements have generally been interpreted in terms of Fermi liquid models with extraordinarily long scattering times. In agreement with this picture it is found that Kohler’s rule holds except for the conductivity component along the conducting chains. Various oscillatory phenomena have been seen in high fields and these have been interpreted in terms of electrons moving in quasi two-dimensional orbits. This interpretation of the data has been summarized by Greene and Chaikin. Specific heat data also suggest a superconducting transition from a normal metallic state. The infrared community takes a diametrically opposed stand on the transport properties. Measurements of the frequency dependent conductivity at low temperature shows that the very large dc conductivity of $`200,000`$ ($`\mathrm{\Omega }`$cm)<sup>-1</sup> retains its large value well into the microwave region but then drops dramatically in the 300 GHz range to a low value of $`1000`$ ($`\mathrm{\Omega }`$cm)<sup>-1</sup>. The reflectance of such a system is expected to show a prominent plasma edge in the 300 GHz region, a difficult experimental region to work in with small needle like samples. Nevertheless, early far infrared work of Tanner’s group as well as recent backward wave oscillator data from Grüner’s group has shown evidence of this edge experimentally. A clear observation of this edge confirms the picture of two component conductivity, a narrow Drude peak, presumably caused by a density wave followed by a very broad incoherent band due to a strongly correlated Luttinger liquid. Fig. 10 shows recent conductivity data of (TMTSF)<sub>2</sub>ClO<sub>4</sub> from Cao et al. for light polarized along the conducting chains. We see, at room temperature, a broad incoherent band very similar to what is seen in the c-direction of the cuprates where the carriers are confined to the planes. The dc conductivity is not much larger than the infrared conductivity although there appears to be an incipient pseudogap already at room temperature. As the temperature is lowered the dc conductivity increases and spectral weight is shifted to lower frequencies. A clear, gap-like depression, can be seen below 300 cm<sup>-1</sup>. This behavior has also been seen in the charge density wave system TTF-TCNQ. These data have been interpreted in terms of transport by charge density wave fluctuations. Several characteristics point to this picture. First, there is a growth in the intensity of phonon lines as the temperature is lowered, behavior that is usually associated with sliding density waves interacting with the lattice. Secondly, estimates of the spectral weight associated with the narrow low frequency mode of $`500m_e`$ suggest that phonons are involved as well. In this picture the peak in the far-infrared would correspond to direct transitions across the charge density wave gap. The picture of transport along the chain axis by charge density wave fluctuations rests mainly on the assumption that strong infrared absorption is due to intrinsic bulk effects. It has been suggested that surface defects such as cracks may be responsible for the absorption and there is indeed scatter in the infrared data from various laboratories suggesting that sample quality may be a problem. However it should be noted that the simple picture of cracks predicts that the absorption should continue well into the microwave range as long as the penetration depth is smaller than the crack depth. There are several ways of investigating this problem. One of course is the use of samples with better controlled surfaces to see if the strong mid-infrared absorption is intrinsic. Assuming that it is, then reflectance measurements in high magnetic fields should be made to determine if sufficiently strong fields will break up the density waves and turn the materials into quasi one dimensional metals. There is preliminary evidence that this might be the case. Because of the low transition temperature and the low frequency range of the expected superconducting gap, little is known about the optical properties of the organic conductors in the superconducting state. It is hoped however, that when larger crystals become available, far infrared and microwave techniques will be used to investigate the issue of the superconducting gap as well as the transition region between the high dc and microwave conductivity and the strongly absorbing pseudogap range. We finally touch briefly on the question of transport normal to the conducting chains. Fig 11 shows the infrared conductivity of (TMTSF)<sub>2</sub>ClO<sub>4</sub> in the b direction where there is considerable overlap between the chains (the third direction has even lower coupling between the chains). We again see a flat conductivity, similar to the case of the c-axis cuprates. There is some evidence of a collective mode since the dc conductivity is considerably higher than the infrared conductivity. However, the discrepancy is much smaller than what is observed in the chain direction. If one were to assign a scattering rate to this flat conductivity it would be of the order of 500 cm-1 (40 meV). This is to be compared with the estimated $`t_{}=40`$ meV, the transfer matrix element normal to the chains. In terms of a Fermi liquid picture, one would then expect that below a crossover temperature of $`T=40`$ meV $`=460`$ K coherence would develop and the material would become a 2D Fermi liquid. It is clear that down to 2 K there is completely incoherent transport between the chains. In summary the organic superconductors display very anomalous properties in the infrared. There is no evidence of simple metallic transport in any direction. Along the chains the currents are carried by collective modes, possibly sliding charge density waves while normal to the chains there is complete incoherence similar to what is seen in interplane transport in the cuprates. ## G CONCLUSIONS We have discussed in this review an infrared view of the transport properties of a variety of superconductors, from the conventional BCS strong coupling superconductor lead, to the exotic cuprates and organic charge transfer materials. The focus has been on several markers of deviation from classic phonon-coupled systems: 1) the collapse of scattering at $`T_c`$, a signature of an electronic mechanism since phonon scattering is unaffected, to first order, by the formation of a gap in the electronic system, 2) the growth of a Drude peak in the superconducting state of dirty samples and absence of a $`2\mathrm{\Delta }`$ gap feature, both signatures of an order parameter with nodes 3) the role of intrinsic dimensionality that goes beyond simple anisotropy where we find that the carriers are confined to planes and chains and interplane/chain conductivity is incoherent down to the lowest temperatures and frequencies, 4) the presence of a pseudogap in the normal state associated with charge transport by complex objects. For a true classification of all superconductors into anomalous and exotic varieties, as opposed to conventional ones, one needs data from all experimental techniques. Nevertheless the infrared is a good initial tool for this task since it can be applied to a wide range of materials being relatively modest in the demands it places on the crystal growers, who are of course responsible for much of the past progress in our understanding of unconventional superconductivity. Acknowledgements. I would first like to acknowledge Georgorgios Varelogiannis for the suggestion to undertake this survey of the infrared properties of unconventional superconductors and Jules Carbotte for valuable discussions on all aspects of superconductivity. The results described in this paper come in most part from the work of D.N. Basov, D.B. Bonn, N. Cao, B.F. Farnworth, C.C. Homes, H.K. Ng, R. Hughes, J.J. McGuire, A. Puchkov, M. Reedyk, T. Rõõm T. Strach and T. Startseva at McMaster. I thank Y. Tokura for permission to use Fig. 5. The crystal growers responsible for these results are K. Bechgaard, D. Colson, B. Dabrowski, S. Doyle, P. Fournier, J.D. Garrett, P.D. Han, A.M. Hermann, N. T. Kimura, K. Kishio, N.N. Koleshnikov, H.A. Mook, M. Okuya, R. Liang, W.D. Mosley and D.A. Payne. To them the experimentalists owe much.
no-problem/9903/cond-mat9903267.html	ar5iv	text	# Generation of short and long range temporal correlated noises ## I Introduction In stochastic process simulations, the generation of noise with some specific statistical properties has been of great importance. In most cases, the required noise is Gaussian and white (delta correlated); in many other cases, as in noises of real systems, a specific correlation is needed and an appropriate noise generation has to be implemented which can be carried out in standard computer facilities. Despite the extensive work in developing algorithms to generate noises with particular correlations, there is still a lag concerning those noises with any given temporal, spatial or spatiotemporal correlation. Some algorithms have been proposed in the last few years for noises which have been proved to obey a linear Langevin equation with a linear, Gaussian, white, noise term. A formal integration of this linear equation is enough to generate a random process with a very particular time correlation. Examples of this approach are the so called Ornstein-Uhlenbeck (O-U) and Wiener (W) processes. The physical meaning of the O-U process is the velocity of a Brownian particle under the influence of friction and immersed in a heath bath. W-process is the archetype for the dynamical behavior of change in position of a free Brownian particle in the high friction limit. The correlations of these two processes are well known and can be obtained analytically and numerically by standard methods of stochastic processes. Nevertheless, quite often in numerical stochastic simulations, we are faced with processes characterized by a Gaussian noise with a specific correlation and an unknown Langevin-like equation dynamics. Therefore, a more general algorithm that only depends on the knowledge of the temporal correlation is necessary . The purpose of this work is to present the implementation of an algorithm which allows to simulate Gaussian noises with almost any given temporal correlation function. The only requirement for the algorithm to work is that the Fourier transform of the temporal correlation function should be known. In cases where the Fourier transform of the required temporal correlation function can not be properly defined, the algorithm can be used with a suitable cutoff. In Section II, algorithms based in Langevin equations are revised and the new algorithm of noise generation is presented in practical terms. The algorithm has the property of simulating different correlation regimes, from short to long ranged. Section III considers different applications for which the dynamics of the system are very sensitive to the noise correlation. A summary of results and some conclusions are presented in the last section. ## II Algorithms to Generate Gaussian Noises ### A The Linear Langevin Equation Method For the sake of comparison with the method we want to present here, let us revise briefly the main points of the generation of a Gaussian noise which follows a linear Langevin equation in terms of a Gaussian white noise. The stochastic discretized trajectories are generated by formally integrating the corresponding Langevin equation and using a set of Gaussian random numbers for a given realization. The statistical properties are calculated from many realizations of these trajectories (“an ensemble”). In the case of Gaussian noise, only two moments are necessary to characterize the statistical properties of the random process. Due to the linear character of the Langevin equation the Gaussian property of the white noise is transmitted to the generated noise. The simplest case is the W-process, which follows the Langevin equation $$\dot{\eta }=\xi (t),$$ (1) where $`\xi (t)`$ is a Gaussian white noise of zero mean and delta correlation: $$\xi (t)\xi (t^{})=2ϵ\delta (tt^{}).$$ (2) Here, $`ϵ`$ is the noise intensity. The statistical properties are easily evaluated and a trajectory for this type of noise can be obtained by formally integrating Eq.(1) over time: $$\eta (t+\mathrm{\Delta }t)=\eta (t)+_t^{t+\mathrm{\Delta }t}\xi (t^{})𝑑t^{}=\eta (t)+X(t),$$ (3) where the noisy term $`X(t)`$, is constructed from $$X(t)=\sqrt{2ϵ\mathrm{\Delta }t}\alpha (t).$$ (4) Here, $`\alpha (t)`$ is a set of Gaussian independent random numbers of zero mean and variance equal to unity, obtained from any reliable Gaussian random generator . As a second example, we consider the O-U process. This process contains a temporal memory and obeys the Langevin equation $$\dot{\eta }=\frac{\eta }{\tau }+\frac{\xi (t)}{\tau },$$ (5) where $`\tau `$ is the characteristic time memory. As in the former case, a formal integration gives: $$\eta (t+\mathrm{\Delta }t)=\eta (t)e^{\frac{\mathrm{\Delta }t}{\tau }}+\frac{ϵ}{\tau }_t^{t+\mathrm{\Delta }t}e^{\frac{tt^{}}{\tau }}\xi (t^{})𝑑t^{}.$$ (6) Studying the statistical properties of the noisy term, the algorithm reads, $$\eta (t+\mathrm{\Delta }t)=\eta (t)e^{\frac{\mathrm{\Delta }t}{\tau }}+\sqrt{\frac{ϵ}{\tau }(1e^{\frac{2\mathrm{\Delta }t}{\tau }})}\alpha (t).$$ (7) In this way, a time stochastic trajectory is generated step by step as in the former example. Moreover, in the algorithm we introduce below, the whole trajectory is constructed in a single calculation step. ### B Spectral method As we noted in the introduction, this method starts from the knowledge of the time correlation function. Probably the basis of this algorithm has been rediscovered and implemented several times, but now, due to the actual high speed and large storage space in computers, the algorithm can be implemented rather easily. Here we follow the main ideas of Ref. and first introduce some steps that simplify the calculations. We want to generate a Gaussian, random correlated, noise, $`\eta (t)`$, whose correlation function $`\gamma (t)`$, is defined by: $$\eta (t)\eta (t^{})=\gamma (\|tt^{}\|),$$ (8) and its Fourier transform, $$\gamma (\omega )=e^{i\omega t}\gamma (t)𝑑t.$$ (9) is known (to some extent). In the $`\omega `$-Fourier space, this correlation reads: $$\eta (\omega )\eta (\omega ^{})=2\pi \delta (\omega +\omega ^{})\gamma (\omega ),$$ (10) where $`\eta (\omega )`$ is the Fourier transform of $`\eta (t)`$. With this initial information in mind, the algorithm could be summarized as follows. First we discretize the time in $`N=2^n`$ intervals of mesh size $`\mathrm{\Delta }t`$, and note that this time interval has be much smaller than any other characteristic time of the system for our method to work. Every one of these intervals will be denoted by a Roman-index in real space (time) and by a Greek-index in Fourier space (frequency). In the discrete Fourier space, the noise has a correlation given by: $$\eta (\omega _\mu )\eta (\omega _\mu ^{}^{})=N\mathrm{\Delta }t\delta _{\mu +\mu ^{},0}\gamma (\omega _\mu ).$$ (11) Now, $`\eta (\omega _\mu )`$ can be constructed from $`\eta (\omega _\mu )=\sqrt{N\mathrm{\Delta }t\gamma (\omega _\mu )}\alpha (\omega _\mu ),`$ (12) $`\mu =0\mathrm{}N,\eta (\omega _0)=\eta (\omega _N),\omega _\mu ={\displaystyle \frac{2\pi \mu }{N\mathrm{\Delta }t}},`$ (13) where $`\alpha (\omega _\mu )\alpha _\mu `$ are Gaussian random numbers with zero mean and correlation, $$\alpha _\mu \alpha _\nu =\delta _{\mu +\nu ,0}.$$ (14) This type of delta-anticorrelated noise can be generated rather easily if the symmetry properties of real periodic series in the Fourier space ($`\alpha _i`$) are used . Thus, we avoid the extra work involved in Fourier transforming real random numbers. Consider for example a system of size $`N`$, the Fourier components of a periodic series are then related by: $$\alpha _\mu =\alpha _{\mu +pN}\alpha _\mu =\alpha _\mu ^{},$$ (15) where $`p`$ is an integer number. Since $`\alpha _{\mu =0}`$is real and $`Im(\alpha _{\mu >0})=Im(\alpha _{\mu <0})`$, as can be seen in figure 1, the requested anticorrelated complex random numbers (14) can be constructed as $$\alpha _\mu =a_\mu +ib_\mu ,b_0=0,$$ (16) where $`a_\mu `$ and $`b_\mu `$ represent Gaussian random numbers with zero mean and a variance of one half: $$a_\mu ^2=b_\mu ^2=\frac{1}{2},\mu 0,a_0^2=1.$$ (17) The discrete inverse transform of $`\eta (\omega _\mu )`$ is then numerically calculated by a Fast Fourier Transform algorithm . The result is a string of N numbers, $`\eta (t_i)`$, which by construction, have the proposed time correlation (8). However, due to the symmetries of the Fourier Transform, only $`N/2`$ of these values are actually independent and the remaining numbers are periodically correlated with them. In order to check the suitability of the procedure, the time correlation of Equation (8) is numerically evaluated by an independent (non Fourier based) method, namely, $$\gamma (t_i)=\frac{_{j=0}^{N_{max}}\eta (t_j+i\mathrm{\Delta }t)\eta (t_j)}{N_{max}+1}.$$ (18) Here, $`N_{max}`$ is a number smaller than $`N/2`$ (in the examples that follow, it is taken equal to $`N/4`$). We now present several examples where this approach is implemented. Since the number of applications making use of temporal random noises is quite large we have chosen applications with rather different correlation properties in order to illustrate the power of the method. The same procedure has already been used for spatial correlated noises . ### C Short range correlated noises a.1. A Gaussian Correlation. Let us consider a noise with a Gaussian correlation function defined as $$\eta (t)\eta (t^{})=\gamma (\|tt^{}\|)=\frac{2ϵ}{\tau \sqrt{2\pi }}e^{\frac{\|tt^{}\|^2}{2\tau ^2}},$$ (19) where $`ϵ`$ and $`\tau `$ are the noise intensity and correlation time, respectively. The correlation is normalized in such a way that $$ϵ=_0^{\mathrm{}}\gamma (t)𝑑t.$$ (20) Setting $`\tau 0`$, the white noise limit is recovered. The Fourier transform of this Gaussian correlation(19) is given by: $$\gamma (\omega )=2ϵe^{\frac{\tau ^2\omega ^2}{4}}.$$ (21) According to the prescription (13), we now generate the discrete field $`\eta (\omega _\mu )`$ as: $$\eta (\omega _\mu )=\left(N\mathrm{\Delta }t2ϵe^{\frac{\tau ^2}{\mathrm{\Delta }t^2}(cos(2\pi \mu /N)1)}\right)^{1/2}\alpha _\mu .$$ (22) In Fig 2, an explicit comparison between the numerical results and the expected theoretical prediction is presented. a.2. The Ornstein-Uhlenbeck process. The Ornstein-Uhlenbeck process simulates the behavior of the velocity of a Brownian particle under friction and immersed in a thermal bath. Quite often, it is used to represent a real noise with memory, whose intensity is $`ϵ`$ and whose correlation time (or memory intensity) is $`\tau `$. This is a well known Gaussian, Markovian, and stationary noise, which obeys a linear Langevin equation (5). Its well known correlation is given by: $$\eta (t)\eta (t^{})=\gamma (\|tt^{}\|)=\frac{ϵ}{\tau }e^{\frac{\|tt^{}\|}{\tau }},$$ (23) with the same normalization used for the previous example. Since this noise obeys a linear Langevin equation, which was not the case for the first example, a realization of this noise could be simulated using the formal solution of the stochastic differential equation given by Eq.(7). Instead, we present in this subsection the results obtained following our spectral method. The Fourier transform of this particular correlation function is: $$\gamma (\omega )=\frac{2ϵ}{1+(\tau \omega )^2}.$$ (24) According to the prescription (13), we generate a discrete field $`\eta (\omega _\mu )`$ as: $$\eta (\omega _\mu )=\left(\frac{N\mathrm{\Delta }t2ϵ}{1+(\frac{2\tau }{\mathrm{\Delta }t}sin(\pi \mu /N))^2}\right)^{1/2}\alpha _\mu .$$ (25) In Fig. 2, we compare the numerical and theoretical results. The discretization of the $`\omega `$–variable using either the function $`\mathrm{cos}(\frac{2\pi \mu }{N})`$ as in Eq.(22) or the function $`\mathrm{sin}(\frac{\pi \mu }{N})`$ as in Eq. (25) does not make any difference. We have seen that in the short range correlated noises considered here, the agreement between the statistical properties of the noise generated from the spectral method and the statistical properties required from the noise are quite good. ### D Long range correlated noises A more dificult noise, in the sense that it can not be obtained from any known linear Langevin equation, is the one characterized by a power-law decaying correlation function, $$\gamma (\|tt^{}\|)\frac{ϵ}{\|tt^{}\|^\beta },0<\beta <1.$$ (26) This correlation is not well defined in Fourier space (it has a singularity at $`\|tt^{}\|=0`$). Therefore, in order to implement the spectral method, we start with a guess for $`\gamma (\omega _\mu )`$, and then we look at the dynamics of $`\gamma (t)`$ in real space. The Fourier values of the noise are now discretely generated according to the expression, $$\eta (\omega _\mu )=\frac{N\mathrm{\Delta }tϵ}{\left[\frac{2\tau }{\mathrm{\Delta }t}\mathrm{sin}(\pi \mu /N)+\omega _0\right]^{(\beta 1)/2}}\alpha _\mu ,$$ (27) where $`\omega _0`$ is a predefined cut-off. In Ref. modified Bessel functions are used for the correlation in Fourier space but they have the same long range decay. In our case, we assume the following form for the correlation function in real space, $$\gamma (t)=\frac{Aϵ}{\pi \beta (t+t_0)^\beta },0<\beta <1.$$ (28) where $`t_0=\mathrm{\Delta }t/\pi `$, $`\beta `$ is the parameter describing the power law decay, $`ϵ`$ is the noise intensity, and $`A`$ is a parameter to be fitted from a correlation average. Fig. 3, presents two examples of the power-law Gaussian noise with $`\beta =1/3`$ and $`\beta =2/3`$. It can be seen that the numerical results are fitted very well by the expected power laws. The existence of power law noises has been predicted and discussed for quite some time in the literature. Many examples arise from theoretical as well as from experimental studies. A recent reported case is the examination of the temperature fluctuations in climatological data , where a power law functional form is found for the correlation of these fluctuations. In this particular case, the analysis is carried over a temperature autocorrelation function as defined by Eq. ( 18), and it is found that the distribution of temperature fluctuations is well described by a Gaussian distribution with the long-ranged decaying auto-correlation function: $`C(s)s^\gamma `$. The exponent found for their data is around $`2/3`$. Noises with these properties can be generated using our procedure and can be implemented in modelling processes similar to the one reported in this climatological anylisis. Fig. 4 shows a realization of a particular noise trajectory generated with our method for a power law noise with $`\beta =2/3`$. The variations of the data generated with the algorithm look very similar to figures 1.b, 6.a and 6.b in ref. . The persistence of the series is evident from our simulation where the stochastic trajectory appears as “packets”. ## III Applications We proceed now to present and discuss two different non-trivial examples in non-equilibrium statistical physics where our algorithm can be applied: (i) the dispersion process of a Brownian particle and (ii) the decay from an unstable state, both cases under the influence of long range noises generated through the spectral method. In the first case the noise is additive whereas in the second case it appears multiplicatively. ### A Superdiffusive motion In this section we want to focus our attention on the random motion of a Brownian particle which obeys the Langevin equation $$\frac{dx}{dt}=\eta (t),$$ (29) where $`\eta `$ is a Gaussian noise with a given correlation function. We consider three different cases, a short range and two long range noises. The solution for the relative dispersion is well known: $$\delta x(t)^2=2_0^t_0^t^{}\gamma (s)𝑑s𝑑t^{}.$$ (30) For large times, this expression is either $`t`$ (diffusion) for short range noises, or $`t^{2\beta }`$ (super–diffusion) for long range noises. The explicit form of the time dependence of this quantity appears in Fig. 5, where we also show the variance of the three different examples in which our algorithm is applied. Two super–diffusive cases are clearly seen, with dispersion exponents $`1.75`$ and $`1.25`$, corresponding to noise decay power laws, $`\beta =0.25`$ or $`0.75`$, respectively. A short range noise (exponential) is also included for comparison. We see that in this last case the behavior is ballistic (deterministic) $`t^2`$ for $`t<\tau `$, but diffusive for $`t\tau `$ as predicted by Eq. (30). ### B Decay of an unstable state The decay of an unstable state is one of many interesting problems which appear in nonequilibrium phenomena and nonlinear relaxation process. The switch-on process of a dye laser has been a prototype of a nonequilibrium situation in which the influence of several sources of noise have been tested. The dynamics of this system can discriminate the effects of both additive or multiplicative noises . It has been established that additive noise is responsible for the short time dynamics but multiplicative noise effects appear in the medium and long term dynamics. In previous studies, white or short range, colored noises have been used, but long range noises have never been considered. Here we will present several numerical simulation results for the decay of an unstable state under the influence of long range multiplicative noises. In order to simplify the analysis, let us illustrate the situation with the following Langevin equation, $$\frac{dx}{dt}=axbx^3+x\eta (t),$$ (31) where $`\eta `$ is a Gaussian noise whose correlation function is to be specified. For $`a`$ and $`b`$ positive parameters, the initial value $`x(0)=0`$ is an unstable state which does need small perturbation to start relaxing towards its steady state. To trigger this process we need either the additive noise of Eq. (31) or an initial distribution for $`x(0)`$. We have chosen this last assumption and the initial values of $`x(0)`$ are Gaussian distributed with statistical moments $`x(0)=0`$ and $`x(0)^2=\sigma ^2`$. Due to the symmetries of the problem, the mean value is $`x(t)=0`$, and hence we look at the dynamical evolution of the second moment. To get a precise idea of the short time behavior, it is enough to study Eq. (31) in a linear approximation. Formal integration of this equation gives, $$x(t)=x(0)exp\left(at+_0^t\eta (t^{})𝑑t^{}\right).$$ (32) Using Gaussian properties through the calculation, we obtain for the second moment $$x^2(t)=\sigma ^2exp\left(2at+4\mathrm{\Omega }(t)\right),$$ (33) where $`\mathrm{\Omega }(t)`$ is defined by: $$\mathrm{\Omega }(t)=_0^t_0^t^{}\gamma (s)𝑑s𝑑t^{}.$$ (34) For the deterministic case, $`ϵ=0`$, and the multiplicative white noise case, we have: $$x^2(t)=\sigma ^2exp\left(2at\right),$$ (35) $$x^2(t)=\sigma ^2exp\left(2at+4ϵt\right),$$ (36) respectively. As in the superdiffusion case, we get for long range noises a power time dependence $`t^{2\beta }`$ in the exponential; we therefore expect a larger rate for the relaxation of the initial state. In Fig. 6 we see how the decay of the unstable initial state is influenced in the different cases discussed. For the values of the parameters we have used, Eqs.(35) and (36) predict that the multiplicative white noise should decay six times faster than that the deterministic case. For long range correlated noises we expect that the smaller the exponent $`\beta `$ is, the faster it will decay. Within statistical errors, these points are actually seen in the simulation data presented in the figure . It is interesting to note that for intermediate and long times no analytical results can be obtained. However, figure 6 is telling us that the final steady state also depends on the correlation of the noise, taking larger values for smaller $`\beta `$’s. This is not an easy problem and it would need further theoretical analysis. ## IV Summary and Conclusions We have presented a method to generate Gaussian noises with a prescribed time correlation function which does not depend on any type of dynamics. The algorithm herein incorporates whithin the same framework the generation of long and short ranged noises. In particular, the need for a good algorithm is manifest when long range noises representing physical dynamical process with unknown or very complicated dynamical equations are required. In this sense, this method can numerically simulate the influence of long and short ranged noises in physical systems in a very reliable and controlled way. With the prescription given, many problems with long range realizations can be simplified and the possibility of some kind of analytical approach to specific problems increases (such is the case for the examples we have presented). The generalization of the algorithm to spaciotemporal noises is straight forward for any number of dimensions. Since by construction, the noise generation is finite, the upper time limit of the simulation has to be selected in advance, but it does not constitute a serious limitation for the algorithm. ## V Acknowledgment The work was supported in part by the U.S. Department of Energy under Grant No. DE-FG03-86ER13606, and in part by the Comisión Interministerial de Ciencia y Tecnología (Spain) Project No. DGICYT PB96-0241. A.R. thanks K. Lindenberg and A. Sarmiento for support and helpful comments.
no-problem/9903/quant-ph9903094.html	ar5iv	text	# Cooling of a mirror by radiation pressure ## Abstract We describe an experiment in which a mirror is cooled by the radiation pressure of light. A high-finesse optical cavity with a mirror coated on a mechanical resonator is used as an optomechanical sensor of the Brownian motion of the mirror. A feedback mechanism controls this motion via the radiation pressure of a laser beam reflected on the mirror. We have observed either a cooling or a heating of the mirror, depending on the gain of the feedback loop. PACS : 42.50.Lc, 04.80.Nn, 05.40.Jc Thermal noise is a basic limit for many very sensitive optical measurements such as interferometric gravitational-wave detection. Brownian motion of suspended mirrors can be decomposed into suspension and internal thermal noises. The latter is due to thermally induced deformations of the mirror surface and constitutes the major limitation of gravitational-wave detectors in the intermediate frequency domain. Observation and control of this noise have thus become an important issue in precision measurements. In order to reduce thermal noise effects, it is not always possible to lower the temperature and other techniques have been proposed such as feedback control. In this letter we report the first experimental observation of the cooling of a mirror by feedback control. The principle of the experiment is to detect the Brownian motion of the mirror with an optomechanical sensor and then to freeze the motion by applying an electronically controlled radiation pressure on the mirror. Mechanical effects of light on macroscopic objects have already been observed, such as the dissipative effects of electromagnetic radiation, the optical bistability and mirror confinement in a cavity induced by radiation pressure, or the regulation of the mechanical response of a microcantilever by feedback via the photothermal force. In our experiment the radiation pressure is driven by the feedback loop in such a way that a viscous force is applied to the mirror. It thus plays a role somewhat similar to the one in optical molasses for atoms. The cooling mechanism can be understood from the experimental setup shown in figure 1. The mirror is used as the rear mirror of a single-ended Fabry-Perot cavity. The phase of the field reflected by the cavity is very sensitive to changes in the cavity length. For a resonant cavity, a displacement $`\delta x`$ of the rear mirror induces a phase shift $`\delta \phi _x`$ of the reflected field on the order of $$\delta \phi _x\frac{8}{\lambda }\delta x\text{,}$$ (1) where $``$ is the cavity finesse and $`\lambda `$ is the optical wavelength. This signal is superimposed to the quantum phase noise of the reflected beam. Provided that the cavity finesse is high enough, this quantum noise is negligible and the Brownian motion of the mirror can be detected by measuring the phase of the reflected field. To cool the mirror we use an auxiliary laser beam reflected from the back on the mirror. This beam is intensity-modulated by an acousto-optic modulator driven by the feedback loop so that a modulated radiation pressure is applied to the mirror. The resulting motion can be described by its Fourier transform $`\delta x\left[\mathrm{\Omega }\right]`$ at frequency $`\mathrm{\Omega }`$ which is proportional to the applied forces $$\delta x\left[\mathrm{\Omega }\right]=\chi \left[\mathrm{\Omega }\right]\left(F_T\left[\mathrm{\Omega }\right]+F_{rad}\left[\mathrm{\Omega }\right]\right)\text{,}$$ (2) where $`\chi \left[\mathrm{\Omega }\right]`$ is the mechanical susceptibility of the mirror. If we assume that the mechanical response is harmonic, this susceptibility has a lorentzian shape $$\chi \left[\mathrm{\Omega }\right]=\frac{1}{M\left(\mathrm{\Omega }_M^2\mathrm{\Omega }^2i\mathrm{\Gamma }\mathrm{\Omega }\right)}\text{,}$$ (3) characterized by a mass $`M`$, a resonance frequency $`\mathrm{\Omega }_M`$ and a damping $`\mathrm{\Gamma }`$ related to the quality factor $`Q`$ of the mechanical resonance by $`\mathrm{\Gamma }=\mathrm{\Omega }_M/Q`$. The force $`F_T`$ in eq. (2) is a Langevin force responsible for the Brownian motion of the mirror. At thermal equilibrium its spectrum $`S_{F_T}\left[\mathrm{\Omega }\right]`$ is related to the mechanical susceptibility by the fluctuation-dissipation theorem $$S_{F_T}\left[\mathrm{\Omega }\right]=\frac{2k_BT}{\mathrm{\Omega }}Im\left(\frac{1}{\chi \left[\mathrm{\Omega }\right]}\right)=2M\mathrm{\Gamma }k_BT\text{,}$$ (4) where $`T`$ is the temperature. The resulting thermal noise spectrum $`S_x^T\left[\mathrm{\Omega }\right]`$ of the mirror motion has a lorentzian shape centered at frequency $`\mathrm{\Omega }_M`$ and of width $`\mathrm{\Gamma }`$. The second force $`F_{rad}`$ in eq. (2) is the radiation pressure exerted by the auxiliary laser beam and modulated by the feedback loop. Neglecting the quantum phase noise in the control signal, this force is proportional to the displacement $`\delta x`$ of the mirror (eq. 1). We choose the feedback gain in such a way that the radiation pressure is proportional to the speed $`v=i\mathrm{\Omega }\delta x`$ of the mirror $$F_{rad}\left[\mathrm{\Omega }\right]=iM\mathrm{\Omega }g\delta x\left[\mathrm{\Omega }\right]\text{,}$$ (5) where $`g`$ is related to the electronic gain. The radiation pressure exerted by the auxiliary laser beam thus corresponds to an additional viscous force for the mirror. The resulting motion is given by $$\delta x\left[\mathrm{\Omega }\right]=\frac{1}{M\left[\mathrm{\Omega }_M^2\mathrm{\Omega }^2i\left(\mathrm{\Gamma }+g\right)\mathrm{\Omega }\right]}F_T\left[\mathrm{\Omega }\right]\text{.}$$ (6) This equation is similar to the one obtained without feedback (eq. 2 with $`F_{rad}=0`$) except that the radiation pressure changes the damping without adding any fluctuations. The noise spectrum $`S_x^{fb}\left[\mathrm{\Omega }\right]`$ of the mirror motion still has a lorentzian shape but with a different width $`\mathrm{\Gamma }_{fb}=\mathrm{\Gamma }+g`$ and a different height. The variation of height can be characterized by the amplitude noise reduction $``$ at resonance frequency $$=\sqrt{\frac{S_x^T\left[\mathrm{\Omega }_M\right]}{S_x^{fb}\left[\mathrm{\Omega }_M\right]}}=\frac{\mathrm{\Gamma }_{fb}}{\mathrm{\Gamma }}=\frac{\mathrm{\Gamma }+g}{\mathrm{\Gamma }}\text{.}$$ (7) The resulting motion is then equivalent to a thermal equilibrium at a different temperature $`T_{fb}`$ which can be either reduced or increased depending on the sign of the gain $`g`$ $$\frac{T_{fb}}{T}=\frac{\mathrm{\Gamma }}{\mathrm{\Gamma }_{fb}}=\frac{\mathrm{\Gamma }}{\mathrm{\Gamma }+g}\text{.}$$ (8) We now describe our experiment. The mirror is coated on the plane side of a small plano-convex mechanical resonator made of silica (figure 1). The coating has been made at the Institut de Physique Nucléaire de Lyon on a 1.5-mm thick substrate with a diameter of 14 mm and a curvature radius of the convex side of 100 mm. Internal acoustic modes correspond to gaussian modes confined around the central axis of the resonator. The fundamental mode studied in this paper is a compression mode with a waist equal to 3.4 mm and a resonance frequency close to 2 MHz. The front mirror of the cavity is a Newport high-finesse SuperMirror (curvature radius = 1 m, transmission = 50 ppm) held at 1 mm from the back mirror. We have measured the following parameters of the cavity : free spectral range = 141 GHz, cavity bandwidth = 1.9 MHz, beam waist = 90 $`\mu `$m. These values correspond to a finesse $``$ of 37000. The light entering the cavity is provided by a titane-sapphire laser working at 810 nm and frequency-locked to a stable external cavity which is locked to a resonance of the high-finesse cavity by monitoring the residual light transmitted by the rear mirror. The beam is intensity-stabilized and spatially filtered by a mode cleaner. One gets a 100-$`\mu `$W incident beam on the high-finesse cavity with a mode matching of 98%. The phase of the field reflected by the cavity is measured by homodyne detection. The reflected field is mixed with a 10-mW local oscillator and a servoloop monitors the length of the local oscillator arm so that we measure the phase fluctuations of the reflected field. This signal is sent both to the feedback loop and to a spectrum analyzer. The feedback loop consists of an amplifier with variable gain and phase which drives the acousto-optic modulator. The 500-mW auxiliary beam is uncoupled from the high-finesse cavity by a frequency shift of the acousto-optic modulator (200 MHz) and by a tilt angle of 10 with respect to the cavity axis. We have checked that this beam has no spurious effect on the homodyne detection. A band-pass filter centered at the fundamental resonance frequency of the mirror is also inserted in the feedback loop to reduce its saturation. For large gains, the radiation pressure $`F_{rad}`$ can become of the same order as the Langevin force $`F_T`$ and it must be restricted in frequency in order to get a finite variance. The electronic filter has a quality factor of 200 and limits the efficiency of the feedback loop to a bandwidth of 9 kHz around the fundamental resonance frequency. Figure 2 shows the phase noise spectrum of the reflected field obtained by an average of 1000 scans of the spectrum analyzer with a resolution bandwidth of 10 Hz. Curve (a) is obtained at room temperature without feedback. It reproduces the thermal noise spectrum $`S_x^T\left[\mathrm{\Omega }\right]`$ of the mirror which is concentrated around the fundamental resonance frequency (1858.9 kHz) with a width $`\mathrm{\Gamma }/2\pi `$ of 45 Hz (mechanical quality factor $`Q40000`$). The spectrum is normalized to the shot-noise level and it clearly appears that the thermal noise is much larger than the quantum phase noise. Curves (b) to (d) are obtained with feedback for increasing electronic gains. The phase of the amplifier is adjusted to maximize the correction at resonance. From eqs. (5) and (6) this corresponds to a global imaginary gain for the loop and to a purely viscous radiation pressure force. The control of the mirror motion is clearly visible on those curves. The thermal peak is strongly reduced while its width is increased. The amplitude noise reduction $``$ at resonance is larger than 20 for large gains. The effective temperature $`T_{fb}`$ can be deduced from the variance $`\mathrm{\Delta }x^2`$ of the mirror motion which is equal to the integral of the spectrum $`S_x^{fb}\left[\mathrm{\Omega }\right]`$. From eqs. (4), (6) and (8) one gets the usual relation for a harmonic oscillator at thermal equilibrium $$\frac{1}{2}M\mathrm{\Omega }_M^2\mathrm{\Delta }x^2=\frac{1}{2}k_BT_{fb}\text{.}$$ (9) The decrease of the area of the thermal peak observed in figure 2 thus corresponds to a cooling of the mirror. Figure 3 shows the effect of feedback for a reverse gain ($`g<0`$). Noise spectra are obtained by an average of 500 scans with a resolution bandwidth of 1 Hz. Curve (b) exhibits a strong increase of the thermal peak which now corresponds to a heating of the mirror. The feedback also reduces the damping from $`\mathrm{\Gamma }`$ to $`\mathrm{\Gamma }\left\|g\right\|`$, thus increasing the quality factor of the resonance. We have obtained a maximum effective quality factor of $`2.2\times 10^6`$ ($`\mathrm{\Gamma }_{fb}\mathrm{\Gamma }/50`$), limited by the saturation of the feedback loop. It is instructive to study the efficiency of the cooling or heating mechanism with respect to the gain of the feedback loop. Figure 4 shows the variation of the damping $`\mathrm{\Gamma }_{fb}/\mathrm{\Gamma }`$, of the amplitude noise reduction $``$ at resonance and of the cooling factor $`T/T_{fb}`$, as a function of the feedback gain. These parameters are derived from the experimental spectra by lorentzian fits which give the width and the area of the thermal peak, the latter being related to the effective temperature by eq. (9). To measure the feedback gain, we detect the intensity of the auxiliary beam after reflection on the mirror. The ratio between the modulation spectrum of this intensity at frequency $`\mathrm{\Omega }_M`$ and the noise spectrum $`S_x^{fb}\left[\mathrm{\Omega }_M\right]`$ is proportional to the gain $`g`$. This measurement takes into account any nonlinearity of the gain due to a possible saturation of the acousto-optic modulator. As expected from eqs. (6) and (7), the damping and the amplitude noise reduction $``$ have a linear dependence with the gain, as well for cooling ($`g>0`$) as for heating ($`g<0`$). The straight line in figure 4 is in excellent agreement with experimental data and allows to normalize the gain $`g`$ to the damping $`\mathrm{\Gamma }`$, as this has been done in the figure. This figure also shows that large cooling factors $`T/T_{fb}`$ can be obtained. This cooling factor does not however evolve linearly with the gain as it would be expected from eq. (8). This is due to the presence of a background thermal noise visible in figure 2. This noise is related to all other acoustic modes of the mirror and to the thermal noise of the coupling mirror of the cavity. The feedback loop has not the same effect on this noise and on the fundamental thermal peak. The solid curve in figure 4 corresponds to a theoretical model in which the background noise is assumed to be unchanged by the feedback. As a consequence, only the fondamental mode is cooled at a temperature $`T_{fb}`$ whereas all other modes stay in thermal equilibrium at the initial temperature $`T`$. The resulting cooling factor $`T/T_{fb}`$ is in excellent agreement with experimental data. The cooling mechanism is not limited to the mechanical resonance frequencies. Figure 5 shows the cooling obtained at frequencies well below the fundamental resonance frequency. The electronic filter is now centered around 800 kHz and the feedback loop reduces the background thermal noise (curve a). The width of the noise reduction (curve b) is related to the filter bandwidth. The phase and the gain of the feedback loop has been adjusted since the electronic gain $`g`$ has now to be compared to the real part $`M\mathrm{\Omega }_M^2`$ of the inverse of the mechanical susceptibility at low frequency (eq. 6). Note that the amplitude of the radiation pressure exerted by the auxiliary laser beam is however approximately the same as in the resonant case. Large noise reduction is actually obtained when the radiation pressure $`F_{rad}`$ is on the order of the Langevin force $`F_T`$ whose amplitude is independent of frequency (eq. 2). In conclusion, we have observed a thermal noise reduction by a factor 20 near the fundamental resonance frequency. The radiation pressure exerted by the feedback loop corresponds to a viscous force which increases the damping of the mirror without adding thermal fluctuations. For large gains, the thermal peak of the fundamental mode becomes of the same order as the background thermal noise and no global thermal equilibrium is reached. As far as an effective temperature can be defined for the fundamental mode, we have obtained a reduction of this temperature by a factor 40. We have also observed a heating of the mirror for reverse feedback gains, and a cooling of the background thermal noise at low frequencies. The cooling mechanism demonstrated in this paper may be useful to increase the sensitivity of gravitational-wave interferometers. The main difficulty is to freeze the thermal noise without changing the effect of the signal. We propose in figure 6 a possible scheme to control the thermal noise of one mirror of the interferometer. A cavity performs a local measurement of the mirror motion which is fed back to the mirror via the radiation pressure of a laser beam. The coupling mirror of the cavity is a small plano-convex mirror with a high mechanical resonance frequency and a low background thermal noise at low frequency. As a consequence the cavity measures the thermal noise of the mirror of the interferometer. For a short cavity, this measurement is not sensitive to a gravitational wave and the cooling can reduce the background thermal noise at the gravitational-wave frequencies without changing the response of the interferometer.
no-problem/9903/math9903062.html	ar5iv	text	# Parallel spinors and holonomy groups ## 1 Introduction The present study is motivated by two articles (, ) which deal with the classification of non–simply connected manifolds admitting parallel spinors. In , Wang uses representation–theoretic techniques as well as some nice ideas due to McInnes () in order to obtain the complete list of the possible holonomy groups of manifolds admitting parallel spinors (see Theorem 3.2). We shall here be concerned with the converse question, namely: (Q) Does a spin manifold whose holonomy group appears in the list above admit a parallel spinor ? The first natural idea that one might have is the following (cf. ): let $`M`$ be a spin manifold and let $`\stackrel{~}{M}`$ its universal cover (which is automatically spin); let $`\mathrm{\Gamma }`$ be the fundamental group of $`M`$ and let $`P_{\mathrm{Spin}_n}\stackrel{~}{M}P_{\mathrm{SO}_n}\stackrel{~}{M}`$ be the unique spin structure of $`\stackrel{~}{M}`$; then there is a natural $`\mathrm{\Gamma }`$–action on the principal bundle $`P_{\mathrm{SO}_n}\stackrel{~}{M}`$ and the lifts of this action to $`P_{\mathrm{Spin}_n}\stackrel{~}{M}`$ are in one–to–one correspondence with the spin structures on $`M`$. This approach seems to us quite unappropriated in the given context since it is very difficult to have a good control on these lifts. Our main idea was to remark that the question (Q) above is not well–posed. Let us, indeed, consider the following slight modification of it: (Q’) If $`M`$ is a Riemannian manifold whose holonomy group belongs to the list above, does $`M`$ admit a spin structure with parallel spinors? It turns out that the answer to this question is simply ”yes”, (see Theorem 4.2 below). The related question of how many such spin structures may exist on a given Riemannian manifold is also completely solved by our Theorem 4.3 below. In particular, we obtain the interesting result that every Riemannian manifold with holonomy group $`\mathrm{SU}_m_2`$ ($`m0(4)`$), (see explicit compact examples of such manifolds in Section 5), has exactly two different spin structures with parallel spinors. The only question which remains open is the existence of compact non–simply connected manifolds with holonomy $`\mathrm{Sp}_m\times _d`$ ($`d`$ odd and dividing $`m+1`$). We remark that our results correct statements of McInnes given in (see Sections 4 and 5 below). The topic of this paper was suggested to us by K. Galicki. We acknowledge useful discussions with D. Kotschick, A. Dessai and D. Huybrechts. The second named author would like to thank the IHES for hospitality and support. ## 2 Preliminaries A spin structure on an oriented Riemannian manifold $`(M^n,g)`$ is a $`\mathrm{Spin}_n`$ principal bundle over $`M`$, together with an equivariant 2–fold covering $`\pi :P_{\mathrm{Spin}_n}MP_{\mathrm{SO}_n}M`$ over the oriented orthonormal frame bundle of $`M`$. Spin structures exist if and only if the second Stiefel–Whitney class $`w_2(M)`$ vanishes. In that case, they are in one–to–one correspondence with elements of $`H^1(M,_2)`$. Spinors are sections of the complex vector bundle $`\mathrm{\Sigma }M:=P_{\mathrm{Spin}_n}M\times _\rho \mathrm{\Sigma }_n`$ associated to the spin structure via the usual spin representation $`\rho `$ on $`\mathrm{\Sigma }_n`$. The Levi–Civita connection on $`P_{\mathrm{SO}_n}M`$ induces canonically a covariant derivative $``$ acting on spinors. Parallel spinors are sections $`\varphi `$ of $`\mathrm{\Sigma }M`$ satisfying the differential equation $`\varphi 0`$. They obviously correspond to fixed points (in $`\mathrm{\Sigma }_n`$) of the restriction of $`\rho `$ to the spin holonomy group $`\stackrel{~}{\mathrm{Hol}}(M)\mathrm{Spin}_n`$. The importance of manifolds with parallel spinors comes from the fact that they are Ricci–flat: ###### Lemma 2.1 () The Ricci tensor of a Riemannian spin manifold admitting a parallel spinor vanishes. Proof. Applying twice the covariant derivative to the parallel spinor $`\varphi `$ gives that the curvature of the spin–connection $``$ vanishes in the direction of $`\varphi `$. A Clifford contraction together with the first Bianchi identity then show that $`\mathrm{Ric}(X)\varphi 0`$ for every vector $`X`$, which proves the claim. $`\mathrm{}`$ We will be concerned in this paper with irreducible Riemannian manifolds, i.e. manifolds whose holonomy representation is irreducible. By the de Rham decomposition theorem, a manifold is irreducible if and only if its universal cover is not a Riemannian product. Simply connected irreducible spin manifolds carrying parallel spinors are classified by their (Riemannian) holonomy group in the following way: ###### Theorem 2.2 (, ) Let $`(M^n,g)`$ be a simply connected irreducible spin manifold $`(n2)`$. Then $`M`$ carries a parallel spinor if and only if the Riemannian holonomy group $`Hol(M,g)`$ is one of the following : $`G_2`$ $`(n=7)`$; $`\mathrm{Spin}_7`$ $`(n=8)`$; $`\mathrm{SU}_m`$ $`(n=2m)`$; $`\mathrm{Sp}_k`$ $`(n=4k)`$. Proof. If $`M`$ carries a parallel spinor, it cannot be locally symmetric. Indeed, $`M`$ is Ricci–flat by the Lemma above, and Ricci–flat locally symmetric manifolds are flat. This would contradict the irreducibility hypothesis. One may thus use the Berger–Simons theorem which states that the holonomy group of $`M`$ belongs to the following list: $`G_2`$ $`(n=7)`$; $`\mathrm{Spin}_7`$ $`(n=8)`$; $`\mathrm{SU}_m`$ $`(n=2m)`$; $`\mathrm{Sp}_k`$ $`(n=4k)`$; $`\mathrm{U}_m`$ $`(n=2m)`$; $`\mathrm{Sp}_1\mathrm{Sp}_k`$ $`(n=4k)`$; $`\mathrm{SO}_n`$. On the other hand, if $`M`$ carries a parallel spinor then there exists a fixed point in $`\mathrm{\Sigma }_n`$ of $`\stackrel{~}{\mathrm{Hol}}(M)`$ and hence a vector $`\xi \mathrm{\Sigma }_n`$ on which the Lie algebra $`\stackrel{~}{𝔥𝔬𝔩}(M)=𝔥𝔬𝔩(M)`$ of $`\stackrel{~}{\mathrm{Hol}}(M)`$ acts trivially. It is easy to see that the spin representation of the Lie algebras of the last three groups from the Berger–Simons list has no fixed points, thus proving the first part of the theorem (cf. ). Conversely, suppose that $`\mathrm{Hol}(M)`$ is one of $`G_2`$, $`\mathrm{Spin}_7`$, $`\mathrm{SU}_m`$ or $`\mathrm{Sp}_k`$. In particular, it is simply connected. Let $`\pi `$ denote the universal covering $`\mathrm{Spin}_n\mathrm{SO}_n`$. Since $`\mathrm{Hol}(M)`$ is simply connected, $`\pi ^1\mathrm{Hol}(M)`$ has two connected components, $`H_0`$ (containing the unit element) and $`H_1`$, each of them being mapped bijectively onto $`\mathrm{Hol}(M)`$ by $`\pi `$. Now, it is known that $`\pi :\stackrel{~}{\mathrm{Hol}}(M)\mathrm{Hol}(M)`$ is onto (, Ch. 2, Prop. 6.1). Moreover, $`\stackrel{~}{\mathrm{Hol}}(M)`$ is connected (, Ch. 2, Thm. 4.2) and contains the unit in $`\mathrm{Spin}_n`$, so finally $`\stackrel{~}{\mathrm{Hol}}(M)=H_0`$. The spin representation of the Lie algebra of $`H_0`$ acts trivially on some vector $`\xi \mathrm{\Sigma }_n`$, which implies that $`h(\xi )`$ is constant for $`hH_0`$. In particular $`h(\xi )=1(\xi )=\xi `$ for all $`hH_0`$, and one deduces that $`\xi `$ is a fixed point of the spin representation of $`H_0`$. $`\mathrm{}`$ Remark. In the first part of the proof one has to use some representation theory in order to show that the last three groups in the Berger–Simons list do not occur as holonomy groups of manifolds with parallel spinors. The non–trivial part concerns only $`\mathrm{U}_m`$ and $`\mathrm{Sp}_k`$, since the spin representation of $`𝔰𝔬_n=𝔰𝔭𝔦𝔫_n`$ has of course no fixed point. An easier argument which excludes these two groups is the remark that they do not occur as holonomy groups of Ricci–flat manifolds (see ). It is natural to ask in this context whether there exist any simply connected Ricci–flat manifolds with holonomy $`\mathrm{SO}_n`$. Our feeling is that it should be possible to construct local examples but it seems to be much more difficult to construct compact examples. Related to this, it was remarked by A. Dessai that a compact irreducible Ricci–flat manifold with vanishing first Pontrjagin class must have holonomy $`\mathrm{SO}_n`$ (c.f. ). ## 3 Wang’s holonomy criterion In this section we recall the results of Wang (cf. ) concerning the possible holonomy groups of non–simply connected, irreducible spin manifolds with parallel spinors. By Lemma 2.1, every such manifold $`M`$ is Ricci–flat. The restricted holonomy group $`\mathrm{Hol}_0(M)`$ is isomorphic the full holonomy group of the universal cover $`\stackrel{~}{M}`$, so it belongs to the list given by Theorem 2.2. Using the fact that $`\mathrm{Hol}_0(M)`$ is normal in $`\mathrm{Hol}(M)`$, one can obtain the list of all possible holonomy groups of irreducible Ricci–flat manifolds (see ). If $`M`$ is compact this list can be considerably reduced (see ). The next point is the following simple observation of Wang (which we state from a slightly different point of view, more convenient for our purposes). It gives a criterion for a subgroup of $`\mathrm{SO}_n`$ to be the holonomy group of a $`n`$–dimensional manifold with parallel spinors: ###### Lemma 3.1 Let $`(M^n,g)`$ be a spin manifold admitting a parallel spinor. Then there exists an embedding $`\varphi :\mathrm{Hol}(M)Spin_n`$ such that $`\pi \varphi =\mathrm{Id}_{\mathrm{Hol}(M)}`$. Moreover, the restriction of the spin representation to $`\varphi (\mathrm{Hol}(M))`$ has a fixed point on $`\mathrm{\Sigma }_n`$. Finally, a case by case analysis using this criterion yields ###### Theorem 3.2 () Let $`(M^n,g)`$ be a irreducible Riemannian spin manifold which is not simply connected. If $`M`$ admits a non–trivial parallel spinor, then the full holonomy group $`\mathrm{Hol}(M)`$ belongs to the following table: \| $`\mathrm{Hol}_{}(M)`$ \| $`dim(M)`$ \| $`\mathrm{Hol}(M)`$ \| $`N`$ \| conditions \| \| --- \| --- \| --- \| --- \| --- \| \| $`\mathrm{SU}_m`$ \| $`2m`$ \| $`\mathrm{SU}_m`$ \| 2 \| \| \| \| \| $`\mathrm{SU}_m_2`$ \| 1 \| $`m0(4)`$ \| \| \| \| $`\mathrm{Sp}_m`$ \| $`m+1`$ \| \| \| $`\mathrm{Sp}_m`$ \| $`4m`$ \| $`\mathrm{Sp}_m\times _d`$ \| $`(m+1)/d`$ \| $`d>1,d\text{odd},d\text{divides}m+1`$ \| \| \| \| $`\mathrm{Sp}_m\mathrm{\Gamma }`$ \| see \| $`m0(2)`$ \| \| $`\mathrm{Spin}_7`$ \| 8 \| $`\mathrm{Spin}_7`$ \| 1 \| \| \| $`G_2`$ \| 7 \| $`G_2`$ \| 1 \| \| Table 1. where $`\mathrm{\Gamma }`$ is either $`_{2d}(d>1)`$, or an infinite subgroup of $`\mathrm{U}(1)_2`$, or a binary dihedral, tetrahedral, octahedral or icosahedral group. Here $`N`$ denotes the dimension of the space of parallel spinors. If, moreover, $`M`$ is compact, then only the following possibilities may occur: \| $`\mathrm{Hol}_{}(M)`$ \| $`dim(M)`$ \| $`\mathrm{Hol}(M)`$ \| $`N`$ \| conditions \| \| --- \| --- \| --- \| --- \| --- \| \| $`\mathrm{SU}_m`$ \| $`2m`$ \| $`\mathrm{SU}_m`$ \| 2 \| $`m`$ odd \| \| \| \| $`\mathrm{SU}_m_2`$ \| 1 \| $`m0(4)`$ \| \| $`\mathrm{Sp}_m`$ \| $`4m`$ \| $`\mathrm{Sp}_m\times _d`$ \| $`(m+1)/d`$ \| $`d>1,d\text{odd},d\text{divides}m+1`$ \| \| $`G_2`$ \| 7 \| $`G_2`$ \| 1 \| \| Table 2. ## 4 Spin structures induced by holonomy bundles We will now show that the algebraic restrictions on the holonomy group given by Wang’s theorem are actually sufficient for the existence of a spin structure carrying parallel spinors. The main tool is the following converse to Lemma 3.1: ###### Lemma 4.1 Let $`M`$ be a Riemannian manifold and suppose that there exists an embedding $`\varphi :\mathrm{Hol}(M)\mathrm{Spin}_n`$ which makes the diagram $$\begin{array}{ccccc}& & & & \mathrm{Spin}_n\\ & & \varphi & & \\ & & & & \\ & & & & \\ & \mathrm{Hol}(M)& & & \mathrm{SO}_n\end{array}$$ commutative. Then $`M`$ carries a spin structure whose holonomy group is exactly $`\varphi (\mathrm{Hol}(M))`$, hence isomorphic to $`\mathrm{Hol}(M)`$. Proof. Let $`i`$ be the inclusion of $`\mathrm{Hol}(M)`$ into $`\mathrm{SO}_n`$ and $`\varphi :\mathrm{Hol}(M)\mathrm{Spin}_n`$ be such that $`\pi \varphi =i`$. We fix a frame $`uP_{\mathrm{SO}_n}M`$ and let $`PP_{\mathrm{SO}_n}M`$ denote the holonomy bundle of $`M`$ through $`u`$, which is a $`\mathrm{Hol}(M)`$ principal bundle (see , Ch.2). There is then a canonical bundle isomorphism $`P\times _i\mathrm{SO}_nP_{\mathrm{SO}_n}M`$ and it is clear that $`P\times _\varphi \mathrm{Spin}_n`$ together with the canonical projection onto $`P\times _i\mathrm{SO}_n`$ defines a spin structure on $`M`$. The spin connection comes of course from the restriction to $`P`$ of the Levi–Civita connection of $`M`$ and hence the spin holonomy group is just $`\varphi (\mathrm{Hol}(M))`$, as claimed. $`\mathrm{}`$ Now, recall that Table 1 was obtained in the following way: among all possible holonomy groups of non–simply connected irreducible Ricci–flat Riemannian manifolds, one selects those whose holonomy group lifts isomorphically to $`\mathrm{Spin}_n`$ and such that the spin representation has fixed points when restricted to this lift. Using the above Lemma we then deduce at once the following classification result, which contains the converse of Theorem 3.2. ###### Theorem 4.2 An oriented non–simply connected irreducible Riemannian manifold has a spin structure carrying parallel spinors if and only if its Riemannian holonomy group appears in Table 1 (or, equivalently, if it satisfies the conditions in Lemma 3.1). There is still an important point to be clarified here. Let $`G=\mathrm{Hol}(M)`$ be the holonomy group of a manifold such that $`G`$ belongs to Table 1 and suppose that there are several lifts $`\varphi _i:G\mathrm{Spin}_n`$ of the inclusion $`G\mathrm{SO}_n`$. By Lemma 4.1 each of these lifts gives rise to a spin structure on $`M`$ carrying parallel spinors, and one may legitimately ask whether these spin structures are equivalent or not. The answer to this question is given by the following (more general) result. ###### Theorem 4.3 Let $`G\mathrm{SO}_n`$ and let $`P`$ be a $`G`$–structure on $`M`$ which is connected as topological space. Then the enlargements to $`\mathrm{Spin}_n`$ of $`P`$ using two different lifts of $`G`$ to $`\mathrm{Spin}_n`$ are not equivalent as spin structures. Proof. Recall that two spin structures $`Q`$ and $`Q^{}`$ are said to be it equivalent if there exists a bundle isomorphism $`F:QQ^{}`$ such that the diagram $$\begin{array}{ccccc}Q& & \stackrel{F}{}& & Q^{}\\ & & & & \\ & & & & \\ & & & & \\ & & P_{\mathrm{SO}_n}M& & \end{array}$$ commutes. Let $`\varphi _i:G\mathrm{Spin}_n`$ $`(i=1,2)`$ be two different lifts of $`G`$ and suppose that $`P\times _{\varphi _i}\mathrm{Spin}_n`$ are equivalent spin structures on $`M`$. Assume that there exists a bundle map $`F`$ which makes the diagram $$\begin{array}{ccccc}P\times _{\varphi _1}\mathrm{Spin}_n& & \stackrel{F}{}& & P\times _{\varphi _2}\mathrm{Spin}_n\\ & & & & \\ & & & & \\ & & & & \\ & & P\times _i\mathrm{SO}_n& & \end{array}$$ commutative. This easily implies the existence of a smooth mapping $`f:P\times \mathrm{Spin}_n_2`$ such that $$F(u\times _{\varphi _1}a)=u\times _{\varphi _2}f(u,a)a,uP,a\mathrm{Spin}_n.$$ (1) As $`P`$ and $`\mathrm{Spin}_n`$ are connected we deduce that $`f`$ is constant, say $`f\epsilon `$. Then (1) immediately implies $`\varphi _1=\epsilon \varphi _2`$, hence $`\epsilon =1`$ since $`\varphi _i`$ are group homomorphisms (and both map the identity in $`G`$ to the identity in $`\mathrm{Spin}_n`$), so $`\varphi _1=\varphi _2`$, which contradicts the hypothesis. $`\mathrm{}`$ Using the above results, we will construct in the next section the first examples of (compact) Riemannian manifolds with several spin structures carrying parallel spinors. Remark. Let us also note that a simple check through the list obtained by McInnes in shows that the holonomy group of a compact, orientable, irreducible, Ricci–flat manifold of non–generic holonomy and real dimension not a multiple of four is either $`G_2`$ or $`\mathrm{SU}_m`$ ($`m`$ odd) (there are two other possibilities in the non–orientable case). Theorem 2 of (which states that the above manifolds have a unique spin structure with parallel spinors) follows thus immediately from our results above. ## 5 Examples and further remarks Theorem 4.2 is not completely satisfactory as long as we do not know whether for each group in Tables 1 or 2, Riemannian manifolds having this group as holonomy group really exist. This is why we will show in this section that most of the concerned groups have a realization as holonomy groups. We will leave as an open problem whether there exist compact non–simply connected manifolds with holonomy $`\mathrm{Sp}_m\times _d`$ ($`d`$ odd and $`m+1`$ divisible by $`d`$). We also remark that the problem which we consider here is purely Riemannian, i.e. does not make reference to spinors anymore. 1. $`M`$ compact. Besides the above case which we do not treat here, it remains to construct examples of compact non–simply connected manifolds with holonomy $`G_2`$, $`\mathrm{SU}_m`$ and $`\mathrm{SU}_m_2`$ (as these are the only cases occurring in Wang’s list in the compact case). The first one is obtained directly using the work of Joyce (), who has constructed several families of compact non–simply connected manifolds with holonomy $`G_2`$ for which he computes explicitly the fundamental group. For the second we have to find irreducible, non–simply connected Calabi–Yau manifolds of odd complex dimension. Such examples can be constructed in arbitrary high dimensions. For instance, one can take the quotient of a hypersurface of degree $`p`$ in $`P^{p1}`$ by a free $`_p`$ action, where $`p5`$ is any prime number (see for details). Finally, we use an idea of Atiyah, Hitchin and McInnes to construct manifolds with holonomy group $`\mathrm{SU}_m_2`$. Let $`a_{ij}`$, ($`i=1,\mathrm{},m+1,j=0,\mathrm{},2m+1`$) be (strictly) positive real numbers and $`M_i`$ be the quadric in $`P^{2m+1}`$ given by $$M_i=\{[z_0,\mathrm{},z_{2m+1}]\|\underset{j}{}a_{ij}z_j^2=0\}.$$ We define $`M`$ to be the intersection of the $`M_i`$’s, and remark that if the $`a_{ij}`$’s are chosen generically (i.e. such that the quadrics are mutually transversal), then $`M`$ is a smooth complex $`m`$–dimensional manifold realized as a complete intersection. By Lefschetz’ hyperplane Theorem () $`M`$ is connected and simply connected (for $`m>1`$). Moreover, $`M`$ endowed with the metric inherited from $`P^{2m+1}`$ becomes a Kähler manifold. The adjunction formula (see ) shows that $`c_1(M)=0`$. Consequently $`M`$ is a Calabi–Yau manifold, and there exists a Ricci–flat Kähler metric $`h`$ on $`M`$ whose Kähler form $`\mathrm{\Omega }_h`$ lies in the same cohomology class as the Kähler form $`\mathrm{\Omega }_g`$ of $`g`$. We now consider the involution $`\sigma `$ of $`M`$ given by $`\sigma ([z_i])=[\overline{z}_i]`$, which has no fixed points on $`M`$ because of the hypothesis $`a_{ij}>0`$. ###### Lemma 5.1 The involution $`\sigma `$ is an anti–holomorphic isometry of $`(M,h,J)`$. Proof. It is easy to see that $`\sigma `$ is actually an isometry of the Fubini–Study metric on $`P^{2m+1}`$, hence $`\sigma ^{}\mathrm{\Omega }_g=\mathrm{\Omega }_g`$. On the other hand, $`\sigma ^{}h`$ is a Ricci–flat Kähler metric, too, whose Kähler form is $`\mathrm{\Omega }_{\sigma ^{}h}=\sigma ^{}\mathrm{\Omega }_h`$. At the level of cohomology classes we have thus $`[\mathrm{\Omega }_{\sigma ^{}h}\mathrm{\Omega }_g]=\sigma ^{}[\mathrm{\Omega }_g\mathrm{\Omega }_h]=0`$ and by the uniqueness of the solution to the Calabi–Yau problem, we deduce that $`\sigma ^{}h=h`$, as claimed. $`\mathrm{}`$ We now remark that the manifold $`M`$ is irreducible. Indeed, from the Lefschetz hyperplane theorem also follows $`b_2(M)=1`$. On the other hand, if $`M`$ would be reducible, the de Rham decomposition theorem would imply that $`M=M_1\times M_2`$ where $`M_i`$ are simply connected compact Kähler manifolds, hence $`b_2(M)=b_2(M_1)+b_2(M_2)2`$, a contradiction. ###### Corollary 5.2 The quotient $`M/\sigma `$ is a $`2m`$–dimensional Riemannian manifold with holonomy $`\mathrm{SU}_m_2`$. Note that this manifold is oriented if and only if $`m`$ is even. For $`m0(4)`$, $`\mathrm{SU}_m_2`$ has two different lifts to $`\mathrm{Spin}_{2m}`$, each of them satisfying the conditions of Lemma 3.1. We thus deduce (by Theorem 4.3) that (for $`m0(4)`$) the above constructed manifold $`M`$ is a compact Riemannian manifold with exactly two different spin structures carrying parallel spinors. Remark. This result is a counterexample to McInnes’ Theorem 1 in , which asserts that a compact, irreducible Ricci–flat manifold of non–generic holonomy and real dimension $`4m`$ admits a parallel spinor if and only if it is simply connected. The error in McInnes’ proof comes from the fact that starting from a parallel spinor on a manifold with local holonomy $`\mathrm{SU}_{2m}`$, the ’squaring’ construction does not always furnish the whole complex volume form. In some cases one only obtain its real or complex part, which is of course not sufficient to conclude that the whole holonomy group is $`\mathrm{SU}_{2m}`$. 2. $`M`$ non–compact. We now give, for each group in Table 1, examples of (non–compact, non–simply connected) oriented Riemannian manifolds having this group as holonomy group. Of course, we will not consider here the holonomy groups of the compact manifolds constructed above, since it suffices to remove a point from such a manifold to obtain a non compact example. All our examples for the remaining groups in Table 1 will be obtained as cones over manifolds with special geometric structures. Recall that if $`(M,g)`$ is a Riemannian manifold the cone $`\overline{M}`$ is the product manifold $`M\times _+`$ equipped with the warped product metric $`\overline{g}:=r^2gdr^2`$. Note that $`\overline{M}`$ is always a non–complete manifold, and by a result of Gallot (), the cone over a complete manifold is always irreducible or flat as Riemannian manifold. Using the O’Neill formulas for warped products, it is easy to relate the different geometries of a manifold and of its cone in the following way (see for example , or for the definitions). ###### Theorem 5.3 () Let $`M`$ be a Riemannian manifold and $`\overline{M}`$ the cone over it. Then $`\overline{M}`$ is hyperkähler or has holonomy $`\mathrm{Spin}_7`$ if and only if $`M`$ is a 3–Sasakian manifold, or a weak $`G_2`$–manifold respectively. There is an explicit natural correspondence between the above structures on $`M`$ and $`\overline{M}`$. This directly yields examples of oriented, non–simply connected Riemannian manifolds with holonomy $`\mathrm{Spin}_7`$ and $`\mathrm{Sp}_m`$, as cones over non–simply connected weak $`G_2`$–manifolds (cf. or for examples), and non–simply connected 3–Sasakian manifolds respectively (cf. for examples). Let now $`M`$ be a regular simply connected 3–Sasakian manifold other than the round sphere (all known examples of such manifolds are homogeneous). It is a classical fact that $`M`$ is the total space a $`\mathrm{SO}_3`$ principal bundle over a quaternionic Kähler manifold, such that the three Killing vector fields defining the 3–Sasakian structure define a basis of the vertical fundamental vector fields of this fibration. For $`d>1`$ odd, let $`\mathrm{\Gamma }`$ be the image of $`_d\mathrm{U}(1)\mathrm{SU}_2`$ through the natural homomorphism $`\mathrm{SU}_2\mathrm{SU}_2/_2\mathrm{SO}_3`$. It is clear that $`\mathrm{\Gamma }_d`$ and by the above $`\mathrm{\Gamma }`$ acts freely on $`M`$. On the other hand, for every $`x\pm 1`$ in $`\mathrm{SU}_2`$, the right action of $`x`$ on $`\mathrm{SO}_3`$ preserves a one–dimensional space of left invariant vector fields and defines a non–trivial rotation on the remaining 2–dimensional space of left invariant vector fields on $`\mathrm{SO}_3`$. This means that if $`\gamma 1`$ is an arbitrary element of $`\mathrm{\Gamma }`$, its action on $`M`$ preserves exactly one Sasakian structure and defines a rotation on the circle of Sasakian structures orthogonal to the first one. The following classical result then shows that the holonomy group of the cone over $`M/\mathrm{\Gamma }`$ has to be $`\mathrm{Sp}_m\times _d`$. ###### Proposition 5.4 Let $`(M,g)`$ be a Riemannian manifold with universal cover $`\stackrel{~}{M}`$. If the natural surjective homomorphism $`\pi _1(M)\mathrm{Hol}/\mathrm{Hol}_0`$ is not bijective, then there exists a subgroup $`K\pi _1(M)`$ such that $`\stackrel{~}{M}/K`$ is a manifold with $`\mathrm{Hol}=\mathrm{Hol}_0`$. The group $`K`$ is actually the kernel of the homomorphism above. Similarly one may construct examples of manifolds with holonomy $`\mathrm{Sp}_m\mathrm{\Gamma }`$ for every group $`\mathrm{\Gamma }`$ listed in Theorem 3.2. (A. Moroianu) Centre de Mathématiques, Ecole Polytechnique, UMR 7640 du CNRS, Palaiseau, France (U. Semmelmann) Mathematisches Institut, Universität München, Theresienstr. 39, 80333, München, Germany.
no-problem/9903/astro-ph9903242.html	ar5iv	text	# Dynamics of the star S0-1 and the nature of the compact dark object at the Galactic center ## 1 Introduction The determination of the mass distribution near the center of our Galaxy and the question, whether it harbours a supermassive black hole (BH) or not, have been long-standing issues (Oort 1977; Genzel and Townes 1987; Genzel et al. 1994 and Ho 1998 for a recent review). Various techniques have been used to find the mass of this supermassive compact dark object which is usually identified with the radio source Sagittarius A\* (Sgr A) at or near the Galactic center. The most detailed information to date comes from the statistical analysis of the dynamics of stars moving in the gravitational field of the central mass distribution (Sellgren et al. 1987; Rieke and Rieke 1988; McGinn et al. 1989; Sellgren et al. 1990; Lindqvist et al. 1992; Haller et al. 1996; Eckart and Genzel 1996; Genzel et al. 1996; Eckart and Genzel 1997; Genzel et al. 1997; Ghez et al. 1998). Genzel et al. 1997 have established that the central dark object has a mass of $`(2.61\pm 0.76)\times 10^6M_{}`$, concentrated within a radius of 0.016 pc and located very close to Sgr A. In the most recent observations, Ghez at al. 1998 confirm a mass of $`(2.6\pm 0.2)\times 10^6M_{}`$, enclosed within a radius of 0.015 pc. In the latter observations, the accuracy of the velocity measurements in the central arcsec<sup>2</sup> has been improved considerably, and thus the error bar on the central mass has been reduced by about a factor of 4. In both data sets, the presence of a supermassive compact dark object is revealed by the fact that several stars are moving within a projected distance of less than 0.01 pc from the central radio source Sgr A at projected velocities in excess of 1000 km/s. For completeness, we mention here that the mass distribution at the Galactic center could also be studied through the motion of gas clouds and streamers (Lacy et al. 1980; Genzel & Townes 1987; Lacy et al. 1991). However, gas flows may be easily perturbed by non-gravitational forces such as shocks, radiation pressure, winds, magnetic fields,etc., and hence this probe is considered to be less reliable for determining the mass of the compact dark object at the Galactic center. The non-thermal spectrum of Sgr A (Serabyn et al. 1997), that has been shown to originate from a very compact source (Rogers et al. 1994; Genzel et al. 1997; Ghez et al. 1998), and the low proper motion of Sgr A (Backer 1996) have led many (e.g. Lynden-Bell and Rees 1971) to suggest that Sgr A may be a supermassive BH of mass $`2.6\times 10^6M_{}`$. Supermassive BHs have also been inferred for several other galaxies such as M87 (Ford et al. 1994; Harms et al. 1994; Macchetto et al. 1997) and NGC 4258 (Greenhill et al. 1995; Myoshi et al. 1995). Taking this suggestion seriously, one is immediately faced with fundamental issues such as the prevalence of supermassive BHs in the nuclei of normal galaxies and the nature of the accretion mechanism that makes Sgr A so much fainter than typical active galactic nuclei (Melia 1994; Narayan et al. 1995). However, as the best current observations probe the gravitational potential at radii $`4\times 10^4`$ larger than the Schwarzschild radius of a BH of mass $`2.6\times 10^6M_{}`$ (Ghez et al. 1998), it is perhaps prudent not to focus too much on the BH scenario, without having explored alternative scenarios for the supermassive compact dark object. One alternative to the BH scenario is a very compact stellar cluster (Haller et al. 1996, Sanders, 1992). However, based on the evaporation and collision time stability criteria, it is doubtful that such clusters could have survived up to the present time (see Moffat 1997 for an alternative point of view). Indeed, in the case of our Galaxy and NGC 4258, Maoz (1995,1998) has found that even the lower limits to the half-mass densities of such compact clusters ($`1\times 10^{12}M_{}\mathrm{pc}^3`$ for NGC 4258 and $`6\times 10^{11}M_{}\mathrm{pc}^3`$ for our Galaxy) are too large that they could be due to stable clusters of stellar or substellar remnants. The estimated maximal lifetimes for such dense clusters are about $`10^8`$ years for our Galaxy and a few $`10^8`$ years for the NGC 4258, i.e. much shorter than the age of the Universe. This seems to rule out the existence of dense clusters at the centers of the above mentioned galaxies, unless we are prepared to believe that we happen to live in a privileged epoch of the lifetime of the Universe. Note, however, that for other galaxies, such as M31, M32, M87, NGC 3115, NGC 3377, NGC 4261, NGC 4342, NGC 4486B and NGC 4594, maximal lifetimes of dense stellar clusters are in excess of $`10^{11}`$ years. Moreover, it should be acknowledged that the uncertainties in the understanding of the core collapse process of such dense clusters still leave some room for speculation about a possible interpretation of the supermassive compact dark objects at the centers of galaxies (including both, our Galaxy and NGC 4258) in terms of e.g. core-collapsed clusters (Maoz 1998). But, apart from a cluster of very low mass BH’s that is free of stability problems, the most attractive alternative to a dense stellar cluster is a cluster of elementary particles. In fact, in the recent past, an alternative model for the supermassive compact dark objects in galactic centers has been developed (Viollier et al. 1992, 1993; Viollier 1994; Tsiklauri and Viollier 1996, 1998a,b, 1999; Bilić et al. 1998; Bilić et al. 1999). The cornerstone of this model is that the dark matter at the center of galaxies is made of nonbaryonic matter in the form of massive neutrinos that interact gravitationally forming supermassive neutrino balls in which the degeneracy pressure of the neutrinos balances their self-gravity. Such neutrino balls could have been formed in the early Universe during a first-order gravitational phase transition (Bilić and Viollier 1997,1998,1999a,b). In fact, it has been recently shown that the dark matter concentration observed through stellar motion at the Galactic center (Eckart & Genzel 1997; Genzel et al. 1996) is consistent with a supermassive object of $`2.5\times 10^6`$ solar masses made of self-gravitating, degenerate heavy neutrino matter (Tsiklauri & Viollier 1998a). Moreover, it has been shown that an acceptable fit to the infrared and radio spectrum above 20 GHz , which is presumably emitted by the compact dark object, can be reproduced in the framework of standard accretion disk theory (Tsiklauri & Viollier 1999; Bilić et al. 1998), in terms of a baryonic disk immersed in the shallow potential of the degenerate neutrino ball of $`2.5\times 10^6`$ solar masses. The purpose of this paper is to compare the predictions of these two models for the supermassive compact dark object at the center our Galaxy, i.e. (i) the black hole scenario and (ii) the degenerate neutrino ball scenario as an example of an extended object. Both these models are not in contradiction with the technologically challenging proper motions observations and their statistical interpretation (Genzel et al. 1997; Ghez et al. 1998) . It is therefore desirable to have an additional independent dynamical test, in order to distinguish between these two possible scenarios describing the compact dark object at the center of our Galaxy. In the recent past, mainly statistical arguments involving many stars have been used to determine the gravitational potential at the Galactic center. However, in this paper, we would like to demonstrate that it is also possible to draw definite conclusions from the motion of individual stars, in particular, in the immediate vicinity of the Galactic center, where statistical arguments cannot be easily applied due to the low density of stars. To this end, we have recently calculated the orbits (Munyaneza , Tsiklauri and Viollier 1998) of the fastest moving infrared source S1 using the Genzel et al. 1997 data for a supermassive BH or a neutrino ball mass of $`2.61\times 10^6`$ solar masses. We have shown that tracking the orbits of S1 offers a good opportunity to distinguish in a few years time between the two scenarios for the supermassive compact dark object. Here we perform a full analysis of the orbits of the same star S0-1 based on the most recent Ghez et al. 1998 data, including all the error bars of the measurements. A distance to the Galactic center of 8 kpc has been assumed throughout this paper. This paper is organized as follows: In section 2, we present the equations that describe degenerate neutrino balls and we establish some constraints on the neutrino mass based on Ghez et al. 1998 data. In section 3, we study the dynamics of S0-1 and conclude with the discussion in section 4. ## 2 The compact dark object as a neutrino ball Dark matter at the Galactic center can be described by the gravitational potential $`\mathrm{\Phi }(r)`$ of the neutrinos and antineutrinos that satisfies Poisson’s equation $$\mathrm{\Delta }\mathrm{\Phi }=4\pi G\rho _\nu ,$$ (1) where $`G`$ is Newton’s gravitational constant and $`\rho _\nu `$ is the mass density of the neutrinos and antineutrinos. Neutrino matter will interact gravitationally to form supermassive neutrino balls in which self-gravity of the neutrinos is being balanced by their degeneracy pressure $`P_\nu (r)`$ according to the equation of hydrostatic equilibrium $$\frac{dP_\nu }{dr}=\rho _\nu \frac{d\mathrm{\Phi }}{dr}.$$ (2) In order to solve equation (1) , one needs a relation between the pressure $`P_\nu `$ and the density $`\rho _\nu `$. To this end we choose the polytropic equation of state of degenerate neutrino matter, i.e. $$P_\nu =K\rho _\nu ^{5/3},$$ (3) where the polytropic constant $`K`$ is given by (Viollier, 1994) $$K=\left(\frac{6}{g_\nu }\right)^{2/3}\frac{\pi ^{4/3}\mathrm{}^2}{5m_\nu ^{8/3}}.$$ (4) Here, $`m_\nu `$ denotes the neutrino mass, $`g_\nu `$ is the spin degeneracy factor of the neutrinos and antineutrinos, i.e. $`g_\nu =2`$ for Majorana and $`g_\nu =4`$ for Dirac neutrinos and antineutrinos. We now introduce the dimensionless potential and radial variable, $`v`$ and $`x`$ , by $$\mathrm{\Phi }(r)=\frac{GM_{}}{a_\nu }\left(v^{}(x_0)\frac{v(x)}{x}\right),$$ (5) $$r=a_\nu x,$$ (6) where $`x_0`$ is the dimensionless radius of the neutrino ball, and the scale factor $`a_\nu `$ which plays here the role of a length unit is given by $$a_\nu =2.1376\mathrm{lyr}\times \left(\frac{17.2\mathrm{keV}}{m_\nu c^2}\right)^{8/3}g_\nu ^{2/3}.$$ (7) Assuming spherical symmetry, we finally arrive at the non-linear Lané-Emden equation $$\frac{d^2v}{dx^2}=\frac{v^{3/2}}{x^{1/2}},$$ (8) with polytropic index 3/2. The boundary conditions are chosen in such a way that $`v`$ vanishes at the boundary $`x_0`$ of the neutrino ball. The mass $`M_B`$ of a (pointlike) baryonic star at the center of the neutrino ball is fixed by $`v(0)=M_B/M_{}`$. The case $`M_B=0`$ corresponds to a pure neutrino ball without a pointlike source at the center. The mass enclosed within a radius $`r`$ in a pure neutrino ball can be written in terms of $`v(x)`$ and its derivative $`v^{}(x)`$ as $$M(r)=_0^r4\pi \rho _\nu r^2𝑑r=M_{}\left(v^{}(x)xv(x)\right).$$ (9) In order to describe the compact dark object at the Galactic center as a neutrino ball and constrain its physical parameters appropriately, it is worthwhile to use the most recent observational data by Ghez et al. 1998, who established that the mass enclosed within 0.015 pc at the Galactic center is $`(2.6\pm 0.2)\times 10^6`$ solar masses. Following the analysis of Tsiklauri & Viollier 1998a, we choose the minimal neutrino mass $`m_\nu `$ to reproduce the observed matter distribution, as can be seen from Fig. 1, where we have added the Ghez et al. 1998 and Genzel et al. 1997 data points with error bars. In Fig. 1 we include only the neutrino ball contribution to the enclosed mass, as the stellar cluster contribution is negligible by orders of magnitude at these radii. For a $`M=2.4\times 10^6M_{}`$ neutrino ball, the constraints on the neutrino mass are $`m_\nu 17.50`$ keV$`/c^2`$ for $`g_\nu =2`$ and $`m_\nu 14.72`$keV$`/c^2`$ for $`g_\nu =4`$, and the radius of the neutrino ball is $`R1.50\times 10^2\mathrm{pc}`$. Using the value of $`M=2.6\times 10^6M_{}`$, the bounds on the neutrino mass are $`m_\nu 15.92`$ keV$`/c^2`$ for $`g_\nu =2`$ or $`m_\nu 13.39`$ keV$`/c^2`$ for $`g_\nu =4`$ and the radius of the neutrino ball turns out to be $`R1.88\times 10^2\mathrm{pc}`$ . Finally, for a $`M=2.8\times 10^6M_{}`$ neutrino ball, the range of neutrino mass is $`m_\nu 15.31`$keV$`/c^2`$ for $`g_\nu =2`$ and $`m_\nu 12.87`$keV$`/c^2`$ for $`g_\nu =4`$ and the corresponding neutrino ball radius $`R2.04\times 10^2`$ pc. ## 3 Dynamics of S0-1 We investigate the motion of S0-1 that is the star closest to the Galactic center, and at the same time, also the fastest of the 15 stars in the central arcsec<sup>2</sup> around Sgr A. We study the motion of S0-1 in the gravitational potential near Sgr A, assuming that the central object is either a BH of mass $`M`$ or a spatially extended object represented by a neutrino ball of mass $`M`$, that consists of self-gravitating degenerate heavy neutrino matter. The BH or neutrino ball mass $`M`$ will be taken to be 2.4, 2.6 and 2.8 $`\times 10^6`$ solar masses which corresponds to the range allowed by the Ghez et al. 1998 data. We use Newtonian dynamics, as the problem is essentially nonrelativistic, because the mass of the neutrino ball is much less than the Oppenheimer-Volkoff limit corresponding to this particular neutrino mass (Bilić, Munyaneza & Viollier 1999). Consequently, we can write Newton’s equations of motion as $$\ddot{x}=\frac{GM(r)}{(x^2+y^2+z^2)^{3/2}}x,$$ (10) $$\ddot{y}=\frac{GM(r)}{(x^2+y^2+z^2)^{3/2}}y,$$ (11) $$\ddot{z}=\frac{GM(r)}{(x^2+y^2+z^2)^{3/2}}z,$$ (12) where $`x`$, $`y`$, $`z`$ denote the components of the radius vector of the star S0-1 and $`r=\sqrt{x^2+y^2+z^2}`$, Sgr A being the origin of the coordinate system. We thus assume that the center of the neutrino ball and the BH is at the position of Sgr A. The dot denotes of course the derivative with respect to time. In the case of a BH, $`M(r)=M`$ is independent of $`r`$, while in the neutrino ball scenario, $`M(r)`$ is given by Eq. (9) and it reaches $`M(R)=M`$ at the radius of the neutrino ball $`R`$. The initial positions and velocities for this system of equations are taken to be those of S0-1 in 1995.4, when the coordinates of S0-1 were $`\mathrm{RA}=0.107^{\prime \prime }`$ and $`\mathrm{DEC}=0.039^{\prime \prime }`$. The $`x`$ and $`y`$ components of the projected velocity are $`v_x=470\pm 130`$ km/s and $`v_y=1330\pm 140`$ km/s (Ghez et al. 1998), respectively. Here $`x`$ is opposite to the RA direction and $`y`$ is in the DEC direction. In Fig. 2 we plot two typical orbits of S0-1 corresponding to a BH and neutrino ball mass of $`M=2.6\times 10^6M_{}`$. The input values for $`v_x`$ and $`v_y`$ are 470 km/s and -1330 km/s, respectively. The z-coordinate of the star S0-1 is assumed to be zero and the velocity component in the line-of-sight of the star S0-1, $`v_z`$, has also been set equal to zero in this graph. The filled square labels denote the time in years from 1990 till 2015. In the case of a BH, the orbit of S0-1 is an ellipse, with Sgr A being located in one focus (denoted by the star in the figure). The period of S0-1 is 12.7 years and the minimal and maximal distances from Sgr A are 1.49 and 7.18 light days, respectively. In the case of a neutrino ball, the orbit will be bound but not closed, with minimal and maximal distances from Sgr A of 3.98 and 42.07 light days, respectively. It can be seen from Fig. 2 that, in the case of a neutrino ball, S0-1 is deflected much less than for a BH, as the gravitational force at a given distance from Sgr A is determined by the mass enclosed within this distance. Using Eq. (9) we can estimate the mass enclosed within a radius corresponding to the projected distance of S0-1 from Sgr A ($`4.41\times 10^3`$ pc ) to be $`1.8\times 10^5M_{}`$. Thus, in the case of a neutrino ball, the force acting on S0-1 is about 14 times less than in the case of a BH. This graph can serve to establish, whether Sgr A is a BH or an extended object, due to the fact that the positions of S0-1 will differ as time goes on in the two scenarios. However, this conclusion is perhaps too optimistic, as we have not yet considered (i) the uncertainties in $`v_x`$ and $`v_y`$, (ii) the error bars in the total mass of the BH or neutrino ball, (iii) the complete lack of information on $`z`$ and $`v_z`$. As a next step, we investigate the dependence of the orbits on the uncertainties in the velocity components. The results of this calculation are presented in Fig. 3 where we have set $`z=v_z=0`$. In the case of a BH, the orbits of S0-1 are ellipses , while the other 5 thick lines are bound orbits of S0-1 for the neutrino ball scenario. The spread of the orbits induced by the error bars in $`v_x`$ and $`v_y`$ is small compared to that of the recent analysis based on the Genzel et al. 1997 data (Munyaneza, Tsiklauri & Viollier 1998). The time labels, represented by filled squares on the orbits, are placed in intervals of 5 years: starting from 1995.4 up to 2005 in the case of a BH, and up to 2015 in the case of a neutrino ball. The periods of S0-1 for different orbits vary between 10 and 17 years for the BH scenario. We thus see that the error bars in $`v_x`$ and $`v_y`$ do not alter the predictions of Fig. 1 in substance. We now would like to study, how the orbits are changed if we let the mass of the neutrino ball or the BH vary within the estimated error bars (Ghez et al. 1998). In Fig. 4 and 5, we present the results of our calculations, for both scenarios, with central masses of $`M=2.4\times 10^6M_{}`$ and $`M=2.8\times 10^6M_{}`$, respectively. The neutrino masses consistent with the Ghez et al. (1998) data are are $`m_\nu 17.50`$ keV$`/c^2`$ for a $`M=2.4\times 10^6M_{}`$ neutrino ball and $`m_\nu 15.31`$ keV$`/c^2`$ for a $`M=2.8\times 10^6M_{}`$ neutrino ball. The filled squares represent the time labels spaced by 5 year intervals as in Fig. 3. In the BH scenario, the periods of S0-1 with $`M=2.4\times 10^6M_{}`$ vary between 11 years and 20 years, while in the case of a $`M=2.8\times 10^6M_{}`$, the periods vary between 9.5 and 15 years. Comparing the orbits of S0-1 in Fig. 4 and 5 with those in Fig. 3, we conclude that the errors bars in the total mass of the BH or neutrino ball make no qualitative difference for the motion of S0-1. In both scenarios of the supermassive compact dark object, all the orbits considered for three different values of the BH or neutrino ball mass are bound for $`z=v_z=0`$, as can be seen from Fig. 6 and 7, where the escape and circular velocities are plotted as functions of the distance from Sgr A. In these graphs, we have also included the Ghez et al. (1998) data with error bars, for the 15 stars in the central arsec<sup>2</sup>, assuming that the velocity component and distance from Sgr A in the line-of-sight are both zero, i.e. $`v_z=0`$ and $`z=0`$. Thus, the data points are lower bounds on the true circular or escape velocity and radius, and the real values lie in the quarter-plane to the right-and-up of the measured data point. For instance, the innermost data point describing the star S0-1 is in both scenarios, consistent with a bound orbit if $`\|z\|`$ and $`\|v_z\|`$ are not too large, as can be seen from the escape velocity in Fig. 6. However, S0-1 cannot be interpreted as a virialized star in the neutrino ball scenario, as is evident from the plot of the circular velocity in Fig 7; it thus would have to be an intruder star. If the projected velocity of a star at a given projected distance from Sgr A is larger than the escape velocity at the same distance (assuming $`z=0`$), the neutrino ball scenario is virtually ruled out, since the kinetic energy of the star would have to be very large at infinity. We now turn to the investigation of the dependence of the orbits on the $`z`$ coordinate and $`z`$ component of the velocity of the star S0-1. The two quantities, $`z`$ and $`v_z`$, are the major source of uncertainty in determining the exact orbit of the star S0-1. However, this shortcoming will not substantially affect the predictive power of our model, as we will see below. In Fig. 8 we show the results of a calculation of the dependence of the orbit on $`z`$ for a $`M=2.6\times 10^6M_{}`$ neutrino ball or BH. The input values for $`v_x`$ and $`v_y`$ are fixed at 470 km/s and -1330 km/s, respectively, and $`v_z`$ is assumed to be zero. The $`z`$-coordinate is varied from zero up to the radius of the neutrino ball, i.e. the distance from Sgr A beyond which there is obviously no difference between the BH and the neutrino ball scenarios. In this case, the radius of the neutrino ball $`1.88\times 10^2`$ pc or 0.485 <sup>′′</sup>. The top panel represents the orbits in the case of a BH, for different values of $`z`$, while the lower panel describes the dependence of the orbit on $`z`$ in the neutrino ball scenario. We conclude from this plot that, increasing $`\|z\|`$ has the effect of shifting the orbits towards the lower right corner of the graph. This is, obviously, due to the fact that increasing $`\|z\|`$ means going further away from the scattering center, thus yielding less deflection of the orbit. Moreover, in the neutrino ball scenario, the dependence on $`z`$ is relatively insignificant, as long as $`\|z\|`$ is smaller than the radius of the neutrino ball. This is in accordance with the fact that for small distances from the center, the potential of a neutrino ball can be approximated by a harmonic oscillator-type potential, where the Newtonian equations of motion decouple in Cartesian coordinates. The dependence of the orbits of S0-1 on $`v_z`$ has a similar effect as in the previous graph.Here, we have fixed $`z`$ to zero and $`v_z`$ has been varied as an input parameter. Increasing $`\|v_z\|`$ yields a greater velocity of the star and, obviously, a fast moving star will be deflected less than a star with smaller $`\|v_z\|`$. The results of this calculation are summarized in Fig. 9. ## 4 Conclusion and discussion We have demonstrated that the orbits of S0-1 differ substantially for the BH and neutrino ball scenarios of the Galactic center, especially with the new Ghez et al. (1998) data. We have shown that using these data, the error bars in velocities of S0-1 and mass of the central object do not change the pattern of the orbits of S0-1. In the case of a BH, the orbit of S0-1 is much more curved than in the neutrino ball scenario, as long as $`\|z\|`$ is smaller than the radius of the neutrino ball. Increasing $`\|z\|`$ and $`\|v_z\|`$ shifts the orbits to the lower right corner of the graph, and this gives us a key to establish the allowed regions of S0-1 depending on whether it is a BH or a neutrino ball, irrespective of the values of the parameters $`z`$ and $`v_z`$. In Fig. 10 three orbits are plotted: the upper-leftmost orbit of S0-1 corresponding to the neutrino ball scenario (actually, line 9 of Fig. 4) and two orbits in a BH scenario with the smallest minimal and maximal distances from Sgr A (ellipses 2 and 4 from Fig.5). This figure serves as a test to distinguish the supermassive BH scenario from the neutrino ball model of the Galactic center. It is clear that, as the observations proceed within the next year, one might be able to tell the difference between the two models of the supermassive compact dark object at the center of our Galaxy. If the star is found in the region $`F`$ inside the ellipses, this will rule out both the BH and the neutrino ball scenario of Sgr A, as seen in Fig. 10. We can estimate the minimal distance of approach to Sgr A to be 0.909 light days. If the orbit of S0-1 ends up in the upper-left zone of the thick line, this will clearly rule out the neutrino ball scenario for the chosen lower limit of the neutrino mass. However, if S0-1 is found in the lower right corner of the same line (i.e. below the thick line), then the supermassive object can be interpreted as either a neutrino ball or a BH with a large $`z`$ or $`v_z`$ parameter. One can of course repeat this analysis for several stars in the central arcsec<sup>2</sup> and use some statistical arguments: should there be no stars in the black hole zone, and many stars found in the zone for black holes and neutrino balls, the black hole interpretation of the supermassive compact dark object at the Galactic center would become less attractive, as some of the stars should be moving close to the plane perpendicular to the line-of-sight, i.e. they should have small $`\|v_z\|`$ and $`\|z\|`$. The neutrino masses used for the neutrino ball are lower limits. We note that increasing the neutrino mass will make the radius smaller (the neutrino ball radius scales as $`m_\nu ^{8/3}`$) and, when it reaches the mass corresponding to the Oppenheimer-Volkoff limit, there will be little difference between the two scenarios. ## 5 Acknowledgements One of us (F. Munyaneza) gratefully acknowledges funding from the Deutscher Akademischer Austauschdienst and the University of Cape Town. This work is supported by the Foundation for Fundamental Research (FFR). Figure captions: Fig. 1: The mass enclosed within a distance of the center of a neutrino ball of 2.4, 2.6, 2.61 and 2.8 millions solar masses. Based on the Ghez et al. 1998 data, the bounds on the neutrino mass are $`m_\nu 17.50`$ keV$`/c^2`$ for $`g_\nu =2`$ or $`m_\nu 14.72`$ keV$`/c^2`$ for $`g_\nu =4`$ and $`M=2.4\times 10^6M_{}`$. For $`M=2.6\times 10^6M_{}`$ the bounds on the neutrino mass are $`m_\nu 15.92`$ keV$`/c^2`$ for $`g_\nu =2`$ and $`m_\nu 13.39`$ keV$`/c^2`$ for $`g_\nu =4`$. Finally, a neutrino mass range of $`m_\nu 15.31`$ keV$`/c^2`$ for $`g_\nu =2`$ or $`m_\nu 12.87`$ keV$`/c^2`$ for $`g_\nu =4`$ is consistent with a supermassive object of $`M=2.8\times 10^6M_{}`$. The Ghez et al. 1998 and Genzel et al. 1997 data points with error bars are also shown in this graph. Fig.2: Projected orbits of the star S0-1 for BH and neutrino ball scenarios with $`M=2.6\times 10^6M_{}`$ and $`v_z=z=0`$. The velocity components of S0-1 are taken to be $`v_x=470`$ km/s and $`v_y=1330`$ km/s. The filled squares denote the time labels. The period of S0-1 in a the BH scenario is 12.7 years and the minimal and maximal distances from Sgr A are 1.49 and 7.18 light days. The orbit of S0-1 in the neutrino ball scenario is bound with minimal and maximal distances from Sgr A of 3.98 and 42.07 light-days, respectively. Fig.3: Projected orbits of the star S0-1 in the case of a BH or a neutrino ball of $`M=2.6\times 10^6M_{}`$ taking into account the error bars in the velocity components. The labels for the different orbits are: 1: $`v_x=470`$ km/s and $`v_y=1330`$ km/s (median values), 2: $`v_x=340`$ km/s and $`v_y=1190`$ km/s, 3: $`v_x=340`$ km/s and $`v_y=1470`$ km/s, 4: $`v_x=600`$ km/s and $`v_y=1190`$ km/s, 5: $`v_x=600`$ km/s and $`v_y=1470`$ km/s. The periods of S0-1 for different orbits in the BH scenario vary between 10 and 17 years. The thick lines 6 to 10 correspond to the orbits in the neutrino ball scenario with the following description: 6: $`v_x=470`$ km/s and $`v_y=1330`$ km/s (median values), 7: $`v_x=340`$ km/s and $`v_y=1190`$ km/s, 8: $`v_x=340`$ km/s and $`v_y=1470`$ km/s, 9: $`v_x=600`$ km/s and $`v_y=1190`$ km/s, 10: $`v_x=600`$ km/s and $`v_y=1470`$ km/s. All the orbits in both scenarios are bound. The time labels (filled squares) on the orbits are placed in intervals of 5 years, up to the year 2005 in the case of a BH and up to 2015 in the case of a neutrino ball. Fig.4: Projected orbits of the star S0-1 in the case of a BH or neutrino ball with $`M=2.4\times 10^6M_{}`$. In this graph we explore how the orbits are affected by the uncertainty in the mass of the BH or neutrino ball. The orbits are calculated for $`z=v_z=0`$ . The description of the orbits are the same as Fig. 3. The periods of S0-1 in the BH scenario vary between 11 and 20 years and all the orbits are bound in both scenarios. Fig.5: Projected orbits of the star S0-1 for $`M=2.8\times 10^6M_{}`$. All the orbits are bound and calculated for different values of the velocity components as in Fig. 3. The periods of S0-1 vary between 9.5 years and 14.7 years in the BH scenario. Fig. 6: The escape velocity as a function of the distance from Sgr A for BH and neutrino ball scenarios. The value of the mass of the central object is varied as indicated on the graph. The data points with error bars of 15 stars in the central arcsec<sup>2</sup> are taken from Ghez et al. 1998 assuming that the projected velocity and distance from Sgr A are equal to the true velocity and distance, respectively, i.e. $`z=0`$ and $`v_z=0`$. This graph shows that S0-1 is bound in both scenarios for different values of the mass of the central object. Fig. 7: The circular velocity as a function of the distance from Sgr A for BH and neutrino ball scenarios. The mass of the central object is varied as indicated on the graph. The data points with error bars of 15 stars in the central arcsec<sup>2</sup> are taken from Ghez et al. 1998 assuming that the projected velocity and distance from Sgr A are equal to the true velocity and distance, respectively, i.e. $`z=0`$ and $`v_z=0`$. This graph shows that the orbits of S0-1 are almost circular in the case of the BH scenario (see text for the discussion concerning the innermost data point). Fig. 8: Projected orbits of the star S0-1 in the case of a supermassive BH (top panel) and in the case of a neutrino ball (lower panel) with $`M=2.6\times 10^6M_{}`$. In this graph we explore how the orbits are affected by the uncertainty in the $`z`$-parameter. The labels for the orbits are given in the graph. Note, that for $`z=0.4849^{\prime \prime }`$, which corresponds to the radius of the neutrino ball for the assumed distance to the Galactic center, the orbits for a BH and neutrino ball are identical, as it should be. In this graph $`v_x=470`$ km/s, $`v_y=1330`$ km/s and $`v_z=0`$. Fig.9: Projected orbits of the star S0-1 in the case of a supermassive BH (top panel) and in the case of a neutrino ball (lower panel) of $`M=2.6\times 10^6M_{}`$. In this graph we explore how the orbits are affected by the uncertainty in $`v_z`$. The labels for the orbits are given in the graph. Here, $`v_x=470`$ km/s, $`v_y=1330`$ km/s and $`z=0`$. Fig.10: Prediction regions for the supermassive central object. This graph combines line 9 from Fig. 4 and lines 2 and 4 from Fig. 5. If the star S0-1 will be found inside the ellipses (region $`F`$), this will rule out both the BH and the neutrino ball models . If the star S0-1 will eventually be found in the upper-left zone of the graph, i.e. up and left of the thick orbit, this will rule out the neutrino ball interpretation for the chosen neutrino mass. Finally, if S0-1 will be found to the right and below the thick line, then the supermassive central object should be interpreted either as a BH with large $`z`$ or as a neutrino ball.
no-problem/9903/cond-mat9903058.html	ar5iv	text	# Mass enhancement of two-dimensional electrons in thin-oxide Si-MOSFET’s \[ ## Abstract We wish to report in this paper a study of the effective mass ($`m^{}`$) in thin-oxide Si-metal-oxide-semiconductor field-effect-transistors, using the temperature dependence of the Shubnikov-de Haas (SdH) effect and following the methodology developed by J.L. Smith and P.J. Stiles, Phys. Rev. Lett. 29, 102 (1972). We find that in the thin oxide limit, when the oxide thickness $`d_{ox}`$ is smaller than the average two-dimensional electron-electron separation $`r`$, $`m^{}`$ is still enhanced and the enhancement can be described by $`m^{}/m_B=0.815+0.23(r/d_{ox})`$, where $`m_B=0.195m_e`$ is the bulk electron mass, $`m_e`$ the free electron mass. At $`n_s=6\times 10^{11}`$/cm<sup>2</sup>, for example, $`m^{}0.25m_e`$, an enhancement doubles that previously reported by Smith and Stiles. Our result shows that the interaction between electrons in the semiconductor and the neutralizing positive charges on the metallic gate electrode is important for mass enhancement. We also studied the magnetic-field orientation dependence of the SdH effect and deduced a value of $`3.0\pm 0.5`$ for the effective $`g`$ factor in our thin oxide samples. \] Over two and a half decades ago, Smith and Stiles reported their observation of effective-mass enhancement in the two-dimensional electron system (2DES) in silicon metal-oxide-semiconductor field-effect transistors (Si-MOSFET’s). Following an earlier experiment by Fang and Stiles on effective $`g`$ factor enhancement, they were able to take advantage of the continuous density tunability of the device and carefully investigated the 2D electron density dependence of mass enhancement. Their finding that the effective mass $`m^{}`$, in the unit of free electron mass $`m_e`$, continuously increases from $``$ 0.21 to 0.225 for electron density ($`n_s`$) decreasing from $`3\times 10^{12}`$/cm<sup>2</sup> to $`0.6\times 10^{12}`$/cm<sup>2</sup> demonstrates unambiguously the electron-electron ($`ee`$) interaction origin of the enhancement. Their experimental result was soon confirmed by theory and stimulated a great deal of theoretical interest in many-body effects in low dimensional electron systems. Subsequently, Fang, Fowler, and Hartstein also investigated the influence of oxide charge and interface states on effective-mass measurement. One question that was not addressed in these pioneering works is how the oxide thickness influences the mass enhancement. In particular, as the oxide thickness decreases, screening of the $`ee`$ interaction by the metallic gate will become important. In the limit when the average $`ee`$ separation is larger than the oxide thickness and the gate screening prevails, the $`ee`$ interaction induced mass enhancement can be expected to diminish. In other words, if there is no other mechanism for enhancement, the mass as a function of $`n_s`$ should show a decrease with decreasing $`n_s`$ in this low density limit. We wish to report in this paper a study of the effective mass in thin-oxide Si-MOSFET’s, using the temperature dependence of the Shubnikov-de Haas (SdH) effect and following the methodology developed by Smith and Stiles . We find that in the low-density limit, when the oxide thickness $`d_{ox}`$ is smaller than the average 2D $`ee`$ separation $`r`$, defined by $`r=1/\sqrt{n_s}`$, $`m^{}`$ is still enhanced and the enhancement can be described by $`m^{}/m_B=0.815+0.23(r/d_{ox})`$, where $`m_B`$ is the bulk electron mass equal to $`0.195m_e`$. At $`n_s=0.6\times 10^{12}`$/cm<sup>2</sup>, for example, $`m^{}=0.25m_e`$, an enhancement doubles that previously reported by Smith and Stiles. We also studied the magnetic-field orientation dependence of the SdH effect and deduced a value of $`3.0\pm 0.5`$ for the effective $`g`$ factor in our thin oxide samples. The samples are $`n`$-type inverted silicon(100) surfaces on $`p`$-type substrates with peak mobility 1700 cm<sup>2</sup>/V s at 4.2 K. The thickness of the oxide ($`d_{ox}`$) is 60 Å, The channel length ($`L`$) is 2 $`\mu `$m and the channel width ($`W`$) 12 $`\mu `$m. Since $`W/L1`$, the edge effect is not important in our experiments. The leakage current between the gate and the channel is virtually zero and much smaller than the drain-to-source current ($`I_{DS}`$). A drain voltage ($`V_D`$) not larger than 20 $`\mu `$V is applied throughout the experiment to ensure that the measurements are done in the Ohmic regime and there is no hot-electron effect. Transconductance, $`G_m`$ = $`dI_{DS}/dV_G`$, is measured at a fixed magnetic field (here $`V_G`$ is the gate voltage). The magnetic field ($`B`$) is chosen according to the following: (1) It has to be small enough so that the experiment is done in the SdH oscillation regime. (2) The $`B`$ field has to be sufficiently large so that the SdH oscillations are clearly observed. The experiments are performed in a $`{}_{}{}^{3}He`$ system, with a base temperature ($`T`$) of 0.3 K. The temperature uncertainty generally is smaller than $`\pm 0.005`$ K. The measurements are done by employing a standard low-frequency lock-in technique, typically at 7 Hz. The results are reproducible from run to run after the same cool down. As many as ten samples of the same type are studied. All the samples give the same results within our experimental error. In Fig. 1, we plot $`G_m`$ as a function of $`V_G`$ for one of the samples (sample A). The SdH oscillations are observed in electron densities down to $`0.6\times 10^{12}`$/cm<sup>2</sup>. $`G_m`$ has been measured at many temperatures, and here three different temperature traces are shown to illustrate the temperature dependence of the oscillation amplitude. After the nonoscillatory background is subtracted, the oscillations are found to be sinusoidal with a single period, which proves that all electrons occupy one subband. The period of the oscillations is the change in $`V_G`$ which produces a change in $`n_s`$ equal to the number of electrons needed to fill a Landau level. This number is $`4eB/h`$ (here, $`e`$ is the electronic charge, $`h`$ is Planck’s constant). Consequently, the minima in $`G_m`$ vs. $`V_G`$ occur whenever $`V_G`$ satisfies $$V_G=N(4e^2/hC_{ox})B+V_{th},$$ (1) where $`V_{th}`$ is the threshold voltage, $`C_{ox}`$ is the oxide capacitance, and $`N`$ is an integer. Thus, if we label the minima (maxima) in $`G_m`$ vs $`V_G`$ from left to right by integer (half-integer) number $`N`$, a plot of $`N`$ against $`V_G`$ at which the minima (maxima) occur should yield a straight line. The inset of Fig. 1 shows such a plot, where the filled dots are the minima of the oscillations and the open dots the maxima. It is clear that the data points lie on a straight line and $`N`$ follows a strictly linear dependence on $`V_G`$. The rate of change of $`n_s`$ with respect to $`V_G`$, i.e., $`dn_s/dV_G=C_{ox}/e`$, obtained from the slope of the straight line is $`3.4\times 10^{12}`$ /cm<sup>2</sup> V, in good agreement with that calculated from the oxide thickness. The intercept with the $`x`$ axis at $`N=0`$ gives $`V_{th}=0.57`$ V for this sample. The SdH formalism is used to derive the effective mass . The absolute amplitude ($`A`$) of the SdH oscillations is obtained by subtracting the non-oscillatory background and drawing the envelope on the oscillatory part of the $`G_m`$ traces. At each $`V_G`$, a set of amplitudes is then obtained from a set of temperature dependence data. The amplitude is fitted by a non-linear least-squares technique according to the equation $$A\frac{\xi }{sinh(\xi )},$$ (2) where $`\xi =2\pi ^2k_BT/\mathrm{}\omega _c=2\pi ^2k_BTm^{}/e\mathrm{}B`$, $`\omega _c`$ is cyclotron frequency, and $`m^{}`$ is the effective mass. All other symbols have their usual meanings. In the fitting, it has been assumed that the relaxation time $`\tau `$ is independent of temperature. In Fig. 2(a), a plot of $`m^{}`$ vs $`n_s`$ is shown for two samples. The solid symbols represent the results from sample A, and the open ones from sample B. The effective mass shows an unexpectedly strong increase at low densities, up to 0.25$`m_e`$ at $`0.6\times 10^{12}`$/cm<sup>2</sup>, even larger than what was reported by Smith and Stiles (0.225$`m_e`$ at the same density) , which is shown as the dashed line. The data cover the density range from $`0.6\times 10^{12}`$/cm<sup>2</sup> to $`2.0\times 10^{12}`$/cm<sup>2</sup>, corresponding to an average $`ee`$ separation varying from $`r`$ = 130 Å to 70 Å. For $`n_s<0.6\times 10^{12}`$/cm<sup>2</sup>, the absolute amplitude of the SdH oscillations is quite small while the nonoscillatory background is relatively large and steep. This fact makes the determination of the oscillation amplitude and the data fitting unreliable. As we have mentioned above, in a thin-oxide Si-MOSFET, the effective mass is expected to decrease with decreasing density in the low electron density limit where the screening of the $`ee`$ interaction by the metallic gate prevails. The observed strong mass enhancement, therefore, must originate from another mechanism, which becomes important in the low $`n_s`$ limit. First, we want to point out that unavoidable charges in the oxide can not be the origin. The electron mass is known to show an opposite $`n_s`$ dependence when a high concentration of charges is incorporated in the oxide. Also, we recall that a MOSFET is simply a capacitor with the metallic gate and the semiconductor its two plates. The application of a gate voltage changes the amount of charge on the capacitor plates. With a positive $`V_G`$ applied, electrons are transferred from the metallic gate electrode onto the silicon and are stored in the 2DES at the silicon surface. The metallic gate electrode, in turn, attains a sheet of positive charges, which can be conveniently viewed as mobile holes. Their influence on the dynamics of the 2DES is through the Coulomb screening , the strength of which is controlled by $`r/d_{ox}`$. In Fig. 2(b), $`m^{}`$ is replotted as a function of $`r/d_{ox}`$. We find that $`m^{}`$ shows a linear dependence on $`r/d_{ox}`$. In fact, within experimental error, all our data can be fitted by $`m^{}/m_B=0.815+0.23(r/d_{ox})`$. This empirical fit obviously breaks down in the $`rd_{ox}`$ limit, where $`m^{}`$ is known to equal the bulk band mass $`m_B=0.195m_e`$. In the $`r/d_{ox}\mathrm{}`$ limit, binding of the 2D electrons and the neutralizing holes on the metallic gate electrode is expected to form a 2D dipole gas and $`m^{}`$, then, should be the mass of the electric dipole. The mass enhancement due to the presence of the mobile holes on the gate electrode can be viewed as resulting from the Coulomb drag effect — an interlayer Coulomb coupling between the electron layer in the semiconductor and the hole layer on the metallic gate electrode. In such a two layer system, when a current is driven through the electron layer, the interlayer $`eh`$ interaction creates a frictional drag force that can modify the electron self-energy and change the effective mass. Several recent experiments measured the interlayer scattering rate in bilayer parallel electron and parallel hole systems. Sivan, Soloman, and Shtrikman studied the bilayer $`eh`$ system in a GaAs/Al<sub>1-x</sub>Ga<sub>x</sub>As heterostructure and found that the scattering rate increases with decreasing $`n_s`$, similar to the $`n_s`$ dependence of the mass enhancement observed in our experiment. The magnetic-field orientation ($`\theta `$) dependence of the SdH effect is also studied, from which an effective $`g`$ factor is deduced by the coincidence method developed by Fang and Stiles. Figure 3 shows two $`G_m`$ traces at different tilt angles, $`\theta =0^{}`$ and $`\theta =68.0^{}`$. The total $`B`$ field is different for the two cases ($`B`$ = 3.75 and 10.0 T respectively), but the perpendicular $`B`$ field ($`B_{}=3.75`$ T) is kept the same. The phase of the two traces is roughly $`180^{}`$ different, or reversed . For example, the minimum at $`V_G=1.02`$ V in the $`\theta =0^{}`$ trace becomes a maximum in the $`\theta =68.0^{}`$ trace. The phase reversal can be understood from the fact that, while the Landau level separation ($`\mathrm{}\omega _c`$) depends only on $`B_{}`$, the spin splitting ($`g\mu _BB`$) depends on the total $`B`$ field. As illustrated in the inset of Fig. 3, at $`\theta =0^{}`$, two spin-degenerate $`N`$th, ($`N+1`$)th Landau levels give rise to the maxima at $`V_G=0.96`$ and $`1.09`$ V. By increasing $`\theta `$, the spin degeneracy of Landau levels is lifted. The spin-up $`N`$th Landau level goes up while the spin-down ($`N+1`$)th Landau level moves down. At $`\theta =68.0^{}`$, $`g\mu _BB=\mathrm{}\omega _c`$ and the two levels cross to form the spin-degenerate Landau level giving rise to the maximum at $`V_G=1.02`$ V. The effective $`g`$ factor can be estimated from $`g\mu _BB=\mathrm{}\omega _c`$ and we found for our samples $`g=3.0\pm 0.5`$. The large error bar is mainly due to the large Landau-level broadening and nonzero spin splitting at zero angle. Within this large experimental error, $`g`$ factor shows no density dependence. Finally, similar large $`g`$ factor enhancement was observed by Van Campen who studied the magnetoconductance in high-$`B`$ fields where the spin splitting is resolved. By fitting the line width of the magnetoconductance oscillations, he obtained a $`g`$ factor from 2.5 to 3.6 at different densities in his sample with $`d_{ox}=44`$ Å and peak mobility 6300 cm<sup>2</sup>/V s. In conclusion, we have observed an unexpected mass enhancement in the low-density limit in thin-oxide Si-MOSFET’s. The enhancement is attributed to the presence of the positive neutralizing charges on the metallic gate electrode at a distance smaller than the average $`ee`$ separation. The effective $`g`$ factor is also measured. Its value, $`3.0\pm 0.5`$, is larger than the bulk value and shows no dependence on the electron density within our experimental resolution. We acknowledge help from J.P Lu and useful discussions with Harry Weaver and Kun Yang. The work done at Sandia was supported by the U.S. Dept. of Energy (DOE). Sandia National Laboratories is operated for DOE by Sandia Corporation, a Lockheed Martin Company, under Contract No. DE-AC04-94AL85000. The work at Princeton University was supported by the NSF.
no-problem/9903/cond-mat9903287.html	ar5iv	text	# On the electron-energy loss spectra and plasmon resonance in cuprates \[ ## Abstract The consequences of the non-Drude charge response in the normal state of cuprates and the effect of the layered structure on electron-energy loss spectra are investigated, both for experiments in the transmission and the reflection mode. It is shown that in the intermediate doping regime the plasmon resonance has to be nearly critically damped as a result of the anomalous frequency dependence of the relaxation rate. This also implies an unusual low-energy dependence of the loss function. Both facts are consistent with experiments in cuprates. Our study based on the $`t`$-$`J`$ model shows good agreement with measured plasmon frequencies. \] In metals the investigation of the plasmon resonance is used as a standard tool to extract the information about charge carriers. As several other electronic properties also the plasmon response is quite unusual in cuprates. This can be realized from the dielectric measurements which reveal a very broad plasmon resonance in the electron-energy loss (EEL) function and hence a poorly defined plasma frequency $`\omega _p`$. One of the experimental approaches to measure the plasmon dispersion $`\omega _p(𝐪)`$ is the electron-energy loss spectroscopy (EELS) . So far the EELS has not been employed very frequently in cuprates, also due to the ambiguities in the interpretation. The EELS in the transmission mode has been performed mostly for Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> (BSCCO) , showing an optic plasmon with a quadratic dispersion. Similar spectra, restricted to $`q=0`$, have been obtained for La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub> (LSCO) by analysing the dielectric reflectivity . Recently higher-resolution EELS spectra have been measured for BSCCO in the reflection mode, displaying an acoustic-like plasmon at small wavevectors $`𝐪`$. In both experiments the plasmon resonance appears heavily damped, although not overdamped. So far there have been only few theoretical studies of EEL, i.e. relevant to the quite specific electronic structure of cuprates. It is has been realized early, in analogy with the layered electron gas , that weakly coupled layers of mobile electrons in CuO planar structures can lead in addition to optic plasmons also to acoustic plasmon branches . Recently, an important relation of the EEL function and the related dielectric function $`ϵ(𝐪,\omega )`$ to the mechanism of the superconductivity in cuprates has also been stressed . Another important aspect follows from the observation that the charge dynamics in the normal state of cuprates is anomalous and not consistent with the Drude-type relaxation. Charge as well as spin fluctuations have been instead phenomenologically described within the marginal-Fermi-liquid (MFL) scenario . In particular, the latter has been shown to apply in the optimum-doping regime to the optical conductivity $`\sigma (\omega )`$, which can be expressed within a generalized Drude form with an effective (MFL-type) relaxation rate $`\tau ^12\pi \lambda (\omega +\xi T)`$ . More recently, the same anomalous dynamical behavior has been found in numerical studies within the $`t`$-$`J`$ model at intermediate doping , revealing a more precise form of this novel diffusion behavior. Closely related to the dielectric function $`ϵ(𝐪,\omega )`$ and the EELS in cuprates are calculations of the density fluctuations $`N(𝐪,\omega )`$, studied within the $`t`$-$`J`$ model both analytically and numerically . The aim of this contribution is to discuss the consequences of the established non-Drude planar optical conductivity for the loss function and EELS experiments, both in the transmission and in the reflection mode. In particular we shall investigate the intrinsic damping of the plasmon mode. The microscopic models, such as the Hubbard model and the $`t`$-$`J`$ model , studied in connection with electronic properties of cuprates and other materials with strongly correlated electrons do not incorporate the long-range Coulomb interaction. The latter is necessary for the appearance of plasmon oscillations. It is quite straightforward to include the long-range interaction within the random-phase approximation (RPA), where the dielectric function $`ϵ(𝐪,\omega )`$ and the dynamical density susceptibility $`\chi (𝐪,\omega )`$ can be represented as $`ϵ(𝐪,\omega )`$ $`=`$ $`1+V_𝐪\chi _0(𝐪,\omega ),`$ (1) $`\chi (𝐪,\omega )`$ $`=`$ $`{\displaystyle \frac{\chi _0(𝐪,\omega )}{1+V_𝐪\chi _0(𝐪,\omega )}},`$ (2) where $`\chi _0(𝐪,\omega )`$ is the electron density suceptibility which includes the short-range correlations. In cuprates the hopping-matrix element for electrons between layers is rather small, as e.g. manifested in the large resistivity anisotropy, so that $`\chi _0(𝐪,\omega )`$ should depend only on the planar component $`𝐪_{}`$, i.e. $`\chi _0(𝐪_{},\omega )`$. On contrary, the Coulomb matrix element $`V_𝐪`$ still depends on the 3D wave vector $`𝐪=(𝐪_{},q_z)`$. The general expression for $`V_𝐪`$ has been given in Refs.. For simplicity we restrict our discussion to small $`𝐪`$, i.e. $`q_zd<1,q_{}a<1`$, where $`d,a`$ denote the interlayer distance and the planar cell dimension, respectively. In this regime one gets $$V_𝐪=e^2/ϵ_0(ϵ_{}q_{}^2+ϵ_{}q_z^2),$$ (3) where $`ϵ_{}`$ and $`ϵ_{}`$ are planar and interlayer $`\omega \mathrm{}`$ dielectric constants, respectively, due to screening of non-conduction electrons. The loss function is given by $$I(𝐪,\omega )=\mathrm{Im}\frac{1}{ϵ(𝐪,\omega )}=V_𝐪\mathrm{Im}\chi (𝐪,\omega ).$$ (4) In the following we shall focus on the long-wavelength limit $`q0`$ and on the regime of higher frequencies $`\omega \omega _p`$. Here it follows from the continuity equation, $$\chi _0(𝐪_{},\omega )=\frac{iq_{}^2\stackrel{~}{\sigma }(\omega )}{\omega e^2},$$ (5) where $`\stackrel{~}{\sigma }(\omega )`$ is the (complex) planar conductivity, which includes short-range correlation effects. The optical conductivity $`\sigma (\omega )=\mathrm{Re}\stackrel{~}{\sigma }(\omega )`$ in cuprates has been studied extensively , revealing anomalous behavior consistent with the MFL scenario . There have been also numerous theoretical calculations of $`\sigma (\omega )`$ at $`T=0`$, using exact diagonalization of finite-size models for strongly correlated electrons in cuprates . Here we restrict our attention to the $`t`$-$`J`$ model , which incorporates the interplay between antiferromagnetic (AFM) spin correlations governed by the exchange $`J`$ and the motion of electrons governed by the hopping parameter $`t`$, and the exclusion of double occupation of sites. Note that within this model the only relevant parameters are $`J/t`$ and the concentration $`c_h`$ of holes introduced by doping. It is expected that the $`t`$-$`J`$ model can represent (even quantitatively) quite realistic low-energy properties of electrons in cuprates . Similar results should also follow for the Hubbard model, provided that the strong correlation regime $`Jt,Ut`$ is considered. For a number of observables it is established that the inclusion of the next-nearest neighbor hopping $`t^{}`$ can improve the agreement with experiments . However there are indications that the qualitative behavior of $`\sigma (\omega )`$ is less sensitive to the introduction of $`t^{}`$ , therefore we omit such terms in this study. Recent numerical studies using the finite-temperature Lanczos method (for a review see ) of the $`t`$-$`J`$ model with realistic parameters $`J/t=0.3`$ reveal results for $`\sigma (\omega )`$, which are quite consistent with experiments in the normal state of cuprates. In particular, it has been found in the intermediate doping regime, $`0.1<c_h<0.3`$, that in a broad frequency range $`\omega <\omega ^{}3t`$ $`\sigma (\omega )`$ follows a novel universal law , $$\sigma (\omega )=C_0\frac{1e^{\omega /T}}{\omega },\omega <\omega ^{}.$$ (6) This anomalous diffusion has its origin in the fast decay of current-current correlations within a disordered spin background and seems to be generic for correlated systems , at least at intermediate temperatures $`T>T^{}`$. On the other hand, in a tight-binding model one can always express the complex conductivity $`\stackrel{~}{\sigma }(\omega )`$ in terms of a memory function $`M(\omega )`$ as $$\stackrel{~}{\sigma }(\omega )=\frac{ie^2𝒦t/d}{\omega +M(\omega )},𝒦=\frac{E_{kin}}{2Nt},$$ (7) where $`𝒦`$ is the dimensionless kinetic energy density (per cell) at given $`T`$. For the case of a weak scattering $`\|M(\omega _p)\|\omega _p`$, Eqs.(2,3,5,7) yield the plasma frequency $$\omega _p=\sqrt{\frac{e^2𝒦t}{ϵ_0ϵ_{}d}}.$$ (8) $`E_{kin}=H_{kin}`$ is quite well established at $`T=0`$ from small-system studies , and it is expected to vary only slightly at low $`T<J`$ . Note that at very low doping, e.g. $`c_h<0.05`$, assuming independent holes one expects $`E_{kin}c_h`$. For higher doping the behavior remains qualitatively similar, although the slope $`d\|E_{kin}\|/dc_h`$ is reduced. Taking into account our numerical values for $`E_{kin}`$ obtained for $`J=0.3t`$ and systems with $`N=16,18,20`$ sites as well as the corresponding number of holes $`0<N_h<5`$, we get the results for $`\omega _p(c_h=N_h/N)`$ shown in Fig. 1. In the evaluation of Eq.(8) we assume $`t0.4`$eV and use parameters relevant for LSCO, i.e. $`ϵ_{}=4`$ and $`d=0.66`$ nm . It is evident that Eq.(6) cannot be modelled with small $`M(\omega )`$. It is useful to present $`\stackrel{~}{\sigma }(\omega )`$ in the generalized Drude form , $$\stackrel{~}{\sigma }(\omega )=\frac{i\omega _p^2}{\eta (\omega )[\omega +i\gamma (\omega )]}.$$ (9) with an effective relaxation rate (inverse relaxation time) $`\gamma (\omega )`$ and the mass renormalization $`\eta (\omega )`$, $$\gamma (\omega )=\frac{M^{\prime \prime }(\omega )}{\eta (\omega )},\eta (\omega )=1+\frac{M^{}(\omega )}{\omega }.$$ (10) Since $`\eta (\omega _p)1`$, it would be more appropriate to define $`\omega _p^{}=\omega _p/\sqrt{\eta (\omega _p^{})}`$, which should more directly apply to the $`q_z=0`$ plasmon resonance, relevant for optical mesurements and for the transmission EELS. Our numerical $`T>0`$ results for $`\sigma (\omega )`$ and consequently for $`M(\omega )`$ reveal however quite consistently for doping concentrations $`0.05<c_h<0.3`$ that $`\eta (\omega _p)1`$, hence $`\omega _p^{}\omega _p`$. A peculiar feature of the charge dynamics in cuprates is the non-Drude behavior of $`\sigma (\omega )`$, as e.g. represented by the MFL scenario , or more specifically by Eq.(6), which should be valid at least near optimal doping. Within the broader MFL concept the dependence $`\gamma (\omega ,T)`$ is given by, $$\gamma =\stackrel{~}{\lambda }(\omega +\xi T),\stackrel{~}{\lambda }=2\pi \lambda .$$ (11) This behavior is obeyed in cuprates up to $`\omega \omega _p`$. The dimensionless constant $`\stackrel{~}{\lambda }`$ obtained from numerical studies is not small. Estimates for various compounds fall in the range $`0.5<\stackrel{~}{\lambda }<0.9`$ . Although $`\stackrel{~}{\lambda }`$ appears as a free parameter within the MFL proposal, this is not the case with Eq.(6), which also exhibits the MFL variation, Eq.(11), apart from logarithimic corrections. Assuming that $`\sigma (\omega >\omega ^{})=0`$, one can analytically evaluate $`\stackrel{~}{\sigma }(\omega )`$ and consequently $`M(\omega )`$. It is easy to express $`\gamma `$ in two regimes: a) For $`\omega T\omega ^{}`$ the expansion in $`\omega `$ yields $$\stackrel{~}{\lambda }=\frac{\pi }{3+2\mathrm{l}\mathrm{n}T/\omega },\xi =2,$$ (12) b) while for $`T\omega \omega ^{}`$ we get $$\stackrel{~}{\lambda }=\frac{\pi }{2(1+\mathrm{ln}\omega /T)}.$$ (13) For the relevant range of $`T`$ in the normal state of cuprates and the experimental range of $`\omega `$ (with reliable results), Eq.(13) should apply to experiments. The best overall fit of the numerical results for $`Tt`$ and $`\omega <t`$ is achieved with $`\stackrel{~}{\lambda }0.6`$ and $`\xi 2.7`$, also quite consistent with experiments . If we insert the generalized Drude expression (9) and Eq.(3), into Eqs.(5,2), we get $$ϵ(𝐪,\omega )=1\frac{\stackrel{~}{\omega }_p^2(𝐪)}{\eta (\omega ^2+i\omega \gamma )},$$ (14) where $`\stackrel{~}{\omega }_p(𝐪)`$ is the effective plasmon frequency for a layered system, $$\stackrel{~}{\omega }_p(𝐪)=\omega _p\frac{q_{}}{\sqrt{q_{}^2+(ϵ_{}q_z/ϵ_{})^2}}.$$ (15) Note that for $`q_{}<q_z`$ the plasmon shows an acoustic dispersion, i.e. $`\stackrel{~}{\omega }_p=\omega _pq_{}ϵ_{}/q_zϵ_{}q_{}`$ . With Eq.(14) the EEL function (4) can be written as $$I(\omega )=\frac{\gamma \eta \omega \stackrel{~}{\omega }_p^2}{(\eta \omega ^2\stackrel{~}{\omega }_p^2)^2+\gamma ^2\eta ^2\omega ^2}.$$ (16) Let us restrict our attention again to the intermediate doping regime where relations (6,11) apply. In the range $`\omega >T`$, mostly relevant to experiments and for the study of the plasma resonance in particular, we insert $`\gamma \stackrel{~}{\lambda }\omega `$ and assume $`\eta (\omega )1`$. Note that these simplifications could be possibly violated in the extreme acoustic limit $`\stackrel{~}{\omega }_p(𝐪)0`$. The result is $$I(\omega )=\frac{\stackrel{~}{\lambda }x^2}{(x^21)^2+\stackrel{~}{\lambda }^2x^4},x=\frac{\omega }{\stackrel{~}{\omega }_p}.$$ (17) It is evident from expression (17) that the width of the plasmon resonance is entirely determined by $`\stackrel{~}{\lambda }`$, i.e. the resonance width is $`\mathrm{\Delta }\omega /\stackrel{~}{\omega }_p\stackrel{~}{\lambda }`$. A further characteristic feature is the anomalous variation below the resonance, i.e. $`I(\omega <\stackrel{~}{\omega }_p)\omega ^2`$. Figure 2 presents $`I(\omega )`$ for three different values of $`\stackrel{~}{\lambda }`$. For a typical value $`\stackrel{~}{\lambda }1`$ this implies that the plasmon resonance is necessarily very broad, i.e. the halfwidth of the peak of $`I(\omega )`$ is of the order of the plasma frequency itself. This seems to be a new aspect of the anomalous behavior of strongly correlated electrons in doped AFM and cuprates. In addition, there is a noticeable downward shift of the peak position with respect to $`\stackrel{~}{\omega }_p`$. Let us turn to the discussion of experimental results of cuprates. The loss function $`I(𝐪,\omega )`$ has been determined directly by EELS measurements for BSCCO and for YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub>. The characteristic asymmetric shape of $`I(\omega )`$ and the strong damping of the plasmon peak, emerging from our analysis, appears to be consistent with these experiments The determination of the loss function $`I(\omega )`$ from optical $`q0`$ data turns out to be also difficult, in particular because of the limited spectral range of the reflectivity data which makes the Kramers-Kronig transformation less reliable. However the use of ellipsometric data appears to provide highly accurate results, which are fully consistent with the existing EELS data . $`I(\omega )`$ determined for a number of high-T<sub>c</sub> superconductors show a single broad peak in the energy range below 2 eV. A characteristic measure for the width of the peak, which can be easily compared with experimental data, is the half-width $`\mathrm{\Gamma }`$ taken at the low-energy side of the peak at $`x_0`$. For $`\stackrel{~}{\lambda }=1.0`$ we obtain $`\mathrm{\Gamma }/x_00.31`$ (see inset of Fig. 2). Typical values extracted from experimental loss function data are 0.35 for BSCCO, 0.40 for YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub>, and 0.45 for Tl<sub>2</sub>Ba<sub>2</sub>Ca<sub>2</sub>Cu<sub>3</sub>O<sub>10</sub>, i.e. consistent with the theoretical values for $`\mathrm{\Gamma }/x_0`$. Furthermore it has been noted that the low-energy part of the loss function of all systems is quadratic in frequency, i.e. $`I(\omega )\omega ^2`$, nearly up to the plasma frequency. It has been conjectured that this quadratic frequency dependence is universally obeyed in all high-T<sub>c</sub> superconductors , although at lowest frequencies ($`\omega <0.2`$ eV) the dependence seems to be linear. We note that $`I(\omega <\omega _p)`$, as given by Eq.(16), shows indeed an approximative quadratic dependence, which is due to the anomalous damping, Eq.(11), while at low frequency the $`\omega `$-dependence becomes linear, because of the $`T`$-scale in Eq. (11). As we have assumed equidistant planes, we shall focus here on the single-layer material LSCO for a quantitative comparison between theory and experiment. For moderate doping the plasmon peak in the loss function is found at 0.80 (0.83) eV for $`x=0.10(0.20)`$, respectively . These values and $`\mathrm{\Gamma }/x_00.3`$ are in reasonable agreement with our numerical results. It is surprising, however, that the experimental plasma frequency is not monotonous in its doping dependence. For $`x=0.34`$ Uchida et al. report $`\omega _p=0.77`$ eV. This discrepancy may be related to the interplay with interband excitations in the highly doped material, which are not contained in the $`t`$-$`J`$ model. Yet it is remarkable that in a model where the physics scales with the hole-concentration (which is rather small) also the correct scale of the plasma oscillation can be obtained. In summary we have shown, that the anomalous damping of the optical conductivity, as obtained within the $`t`$-$`J`$ model, explains the universal line shape of the loss function observed in the optimal doping range. In this regime the width of the plasmon peak is of the order of the plasmon energy itself. Model results give besides the qualitative also a good quantitative description of EEL and the plasmon resonance in cuprates, at least in the intermediate doping regime.
no-problem/9903/cond-mat9903242.html	ar5iv	text	# 1 Introduction ## 1 Introduction Loop models appear in various contexts in statistical physics, not only as models of various phases of polymers but also in the high-temperature expansion of the O($`n`$) spin model , in surface growth models , in efficient cluster-flipping Monte Carlo methods , and in the study of quantum spin systems . They have deep connections with other well-studied statistical models, such as the eight-vertex, colouring and Potts models , and they can be viewed as toy models for the study of string theories. One of their main interests is that they provide examples of systems involving extended degrees of freedom, rather than local ones as in spin systems, for which many exact results have been obtained in $`d=2`$ using Bethe ansatz , Coulomb gas and conformal invariance methods . The basic O($`n`$) loop model is defined through the partition function $$Z(n,t)=\underset{𝒞}{}n^Pt^V,$$ (1.1) where $`n`$ is the loop fugacity, which controls the number $`P`$ of different loops (“paths”) in the configuration $`𝒞`$, and $`t`$ is a temperature-like variable which controls the number $`V`$ of empty sites (“voids”) not covered by any loop, the total number of sites on the lattice being $`N`$.<sup>2</sup><sup>2</sup>2This is the standard definition of the O($`n`$) model on the honeycomb latttice . On lattices with higher coordination number a given site may be visited by more than one loop, necessitating the introduction of further weights in Eq. (1.1) . We shall come back to this point later on. For non-crossing loops on the honeycomb and square lattices a phase transition occurs at $`n=n_\mathrm{c}=2`$, for all temperatures below a lattice-dependent $`t_\mathrm{c}`$ . That transition is very weak and is reminiscent of the Kosterlitz-Thouless transition for the XY spin model, as the free energy only has an essential singularity. The geometrical interpretation is simple: For $`n>n_\mathrm{c}`$ the configurations contributing to $`Z`$ only contain finite loops in the thermodynamic limit, whilst for $`nn_\mathrm{c}`$ there appear “infinite” loops whose extent diverges with the lattice size. This is analogous to what happens in lattice percolation models, where an infinite cluster appears when the site (or bond) occupation probability is above a threshold value $`p_\mathrm{c}`$ , and indeed the perimeters of percolation clusters can be viewed as special cases of loops . Explicit formulae for the free energy per site, defined as $$F(n,t)=\underset{N\mathrm{}}{lim}\frac{1}{N}\mathrm{log}Z(n,t),$$ (1.2) can be obtained along certain critical lines in the $`(n,t)`$ plane for the honeycomb lattice, but the distribution of loop lengths cannot be inferred from the partition function, and information about it is obtained numerically or through scaling and conformal invariance methods (see the lectures by Cardy for an introduction to the geometric properties of loop models). We show in the first part of the present work that a simple relation, first derived by Kast at $`t=0`$ in the honeycomb O($`n`$) model , can be generalised to finite temperatures and to a variety of other loop models. It gives the average loop length $`\overline{L}`$ from the knowledge of the free energy and its derivatives with respect to $`n`$ and $`t`$ only. In the second part we use the exactly known results for $`F(n,t=0)`$ to calculate analytically that average length at the fugacity where a transition occurs, $`n_\mathrm{c}=2`$. We present next very accurate numerical calculations of the average loop length, using a transfer matrix method and our relation, at finite temperatures and for the zero-temperature O($`n`$) model on the square lattice. For both the $`t=0`$ (fully packed) model on the honeycomb lattice and for the 4-state Potts model on the square lattice we find the exact result $$\overline{L}=3L_{\mathrm{min}},$$ (1.3) where $`L_{\mathrm{min}}`$ is the minimal loop length allowed by the given lattice. Contrary to what was suggested in Ref. on the basis of numerical results, the average length thus remains finite for $`n=n_\mathrm{c}`$, and indeed for all non-zero $`n`$. This is a priori counter-intuitive, as one would naively expect the appearance of infinite loops below $`n_\mathrm{c}`$ to be reflected in a diverging average length, but we show in the last part of the paper that this result is not in contradiction with the predictions of conformal invariance. ## 2 Average loop length and the free energy The average length of non-crossing loops in a given configuration $`𝒞`$ on the honeycomb lattice is given by $$L(𝒞)=\frac{NV}{P},$$ (2.1) since a given site belongs to at most one loop, and its ensemble average with respect to Eq. (1.1) is $$\overline{L}=\frac{1}{Z}\underset{𝒞}{}\frac{NV}{P}n^Pt^V.$$ (2.2) Introducing the partial derivatives $`_n`$ and $`_t`$ with respect to $`n`$ and $`t`$ one has: $`_n(Z\overline{L})`$ $`=`$ $`{\displaystyle \frac{1}{n}}{\displaystyle \underset{𝒞}{}}(NV)n^Pt^V,`$ (2.3) $`_tZ`$ $`=`$ $`{\displaystyle \frac{1}{t}}{\displaystyle \underset{𝒞}{}}Vn^Pt^V.`$ (2.4) Eliminating the average number of voids between these two relations gives $$_n(Z\overline{L})=\frac{1}{n}\left[NZt_tZ\right],$$ (2.5) or, in terms of the free energy, $$\frac{_n\overline{L}}{N}+\overline{L}_nF=\frac{1}{n}\left[1t_tF\right].$$ (2.6) Now, if $`_n\overline{L}`$ remains finite the first term on the left-hand side of Eq. (2.6) becomes negligible in the thermodynamic limit, and we obtain a simple relation between $`\overline{L}`$ and the partial derivatives of $`F(n,t)`$, $$\overline{L}=\frac{1t_tF}{n_nF},$$ (2.7) which generalizes Kast’s relation to non-zero temperature. Several remarks are in order here: * The validity of relation (2.7) relies on the finiteness of $`_n\overline{L}`$, which in turn, as is seen from Eq. (2.7), holds as long as $`_n_tF`$ and $`_n^2F`$ remain finite, and $`n`$ and $`_nF`$ do not vanish. As we shall see below, these conditions can be shown explicitly to be fulfilled for fully packed ($`t=0`$) loops on the honeycomb lattice, for all $`n>0`$. * The knowledge of $`F(n,t)`$ along a critical line in the $`(n,t)`$ plane is not sufficient to obtain the average length $`\overline{L}`$, as it provides only one relation between $`_nF`$ and $`_tF`$, through the total derivative $`\mathrm{d}_nF`$, and in general it is not possible to express $`\overline{L}`$ as a function of $`\mathrm{d}_nF`$ alone. * One can also write relations for $`\overline{P}`$, the ensemble average number of loops : $$\overline{P}=\frac{1}{Z}\underset{𝒞}{}P(𝒞)n^Pt^V.$$ (2.8) One has from Eqs. (1.1) and (1.2) $$\overline{P}=\frac{n}{Z}_nZ=Nn_nF.$$ (2.9) Taking now the derivative of Eq. (2.9) with respect to $`n`$, one finds $$_n\overline{P}=\frac{_nZ}{Z}+n\left[\frac{_n^2Z}{Z}\left(\frac{_nZ}{Z}\right)^2\right]=\frac{1}{n}\left(\overline{P^2}\overline{P}^2\right),$$ (2.10) which yields an explicit expression for the fluctuations in the loop number: $$\frac{1}{N}\left(\overline{P^2}\overline{P}^2\right)=n_nF+n^2_n^2F.$$ (2.11) Relations (2.9) and (2.11) show that the average number of loops is extensive (except for $`n=0`$) and that its fluctuations become negligible in the thermodynamic limit, as long as $`_nF`$ and $`_n^2F`$ remain finite. It is also interesting to note that for a perfect gas at fixed chemical potential the fluctuations in the number $`M`$ of particles in a given volume are given by $$\overline{M^2}\overline{M}^2=\overline{M},$$ (2.12) so the second term on the right-hand side of Eq. (2.11) may be viewed as a correction with respect to the fluctuations in a “perfect gas” of loops, induced by the non-overlapping condition. Before leaving this Section we briefly comment on the appropriate form of the relation (2.7) for lattices with higher coordination number. As an example, consider the O($`n`$) model on the square lattice, for which the partition function has a slightly more complicated form than the one given in Eq. (1.1), since each vertex can be visited by the loops in several ways that are unrelated by rotational symmetry. Following Ref. we define $$Z_{\mathrm{O}(n)}=\underset{𝒞}{}t^{N_t}u^{N_u}v^{N_v}w^{N_w}n^P,$$ (2.13) where $`N_t`$, $`N_u`$, $`N_v`$ and $`N_w`$ are the number of vertices visited by respectively zero, one turning, one straight, and two mutually avoiding loop segments. The relation (2.1) must be replaced by $$L(𝒞)=\frac{NN_t+N_w}{P},$$ (2.14) and under assumptions on the higher derivatives identical to those given above the generalisation of Eq. (2.7) finally reads $$\overline{L}_nF=\frac{1}{n}\left(1t_tF+w_wF\right).$$ (2.15) ## 3 Zero-temperature case: Fully packed loops At $`t=0`$ configurations containing voids do not contribute to $`Z`$, and on the honeycomb lattice every site must belong to one and only one loop. The system of loops is then called fully packed or “compact”, to distinguish it from the “dense” phase with a finite density of voids found at non-zero $`t`$. A necessary condition for the $`t=0`$ line to be stable (in the RG sense) is that $`Z(n,t)`$ is invariant under the replacement of $`t`$ by $`t`$ .<sup>3</sup><sup>3</sup>3Negative values of $`t`$ correspond to an antiferromagnetic interaction in the spin language. This symmetry criterion is fulfilled because the honeycomb lattice is bipartite and hence only allows for loops of even length. For the model at hand the condition is also sufficient (see Ref. for an example where this is not the case), and as a consequence, the $`t=0`$ line is critical for $`n2`$ and fully packed loops are in a different universality class than dense loops . The relation (2.7) reduces for $`t=0`$ to the form obtained by Kast : $$\overline{L}(n)=\frac{1}{nF_0^{}(n)},$$ (3.1) where $`F_0(n)=F(n,t=0)`$, and it is particularly interesting as explicit expressions are known for the free energy in that case, thanks to the work of Baxter , Reshetikhin , Batchelor et al. , and Kast himself . One has for the free energy per site of the honeycomb lattice * for $`n<2`$: $$F_0(n)=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}dx\frac{\mathrm{sinh}^2\lambda x\mathrm{sinh}(\pi \lambda )x}{x\mathrm{sinh}\pi x\mathrm{sinh}3\lambda x},$$ (3.2) where $`\lambda >0`$ and $`n=2\mathrm{cos}\lambda `$. * for $`n>2`$: $$F_0(n)=\frac{1}{2}\mathrm{log}\left[q^{1/3}\underset{m=1}{\overset{\mathrm{}}{}}\frac{(1q^{6m+2})^2}{(1q^{6m+4})(1q^{6m})}\right],$$ (3.3) where $`q=\mathrm{e}^\gamma `$ and $`n=2\mathrm{cosh}\gamma `$. Analytically it is known that at the critical point $`n_\mathrm{c}=2`$, $`F_0(n)`$ takes the value <sup>4</sup><sup>4</sup>4Note that there is a misprint in Eq. (7) of Ref. . $`F_0(2)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}u}{u}}{\displaystyle \frac{\mathrm{sinh}^2u}{\mathrm{sinh}3u}}\mathrm{e}^u={\displaystyle \frac{1}{2}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\mathrm{log}\left[1{\displaystyle \frac{1}{(3m1)^2}}\right]`$ (3.4) $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}\left[{\displaystyle \frac{3\mathrm{\Gamma }^3(1/3)}{4\pi ^2}}\right]=0.18956\mathrm{}.`$ The analytic calculation can be pushed further, noting that for $`n<2`$ Eq. (3.2) can be reexpressed as $`F_0(\lambda )F_0(\lambda =0)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}du{\displaystyle \frac{\mathrm{sinh}^3u}{u\mathrm{sinh}3u}}\left[1{\displaystyle \frac{1}{\mathrm{tanh}(\pi u/\lambda )}}\right]`$ (3.5) $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}v}{v}}{\displaystyle \frac{\mathrm{sinh}^3(\lambda v/\pi )}{\mathrm{sinh}(3\lambda v/\pi )}}\left[{\displaystyle \frac{1}{\mathrm{tanh}v}}1\right].`$ This expression can then be expanded in powers of $`\lambda `$. To lowest order this reads: $$F_0(\lambda )F_0(\lambda =0)\frac{\lambda ^2}{3\pi ^2}_0^{\mathrm{}}dvv\frac{\mathrm{e}^v}{\mathrm{sinh}v}=\frac{2\lambda ^2}{3\pi ^2}_0^{\mathrm{}}dv\frac{v}{\mathrm{e}^{2v}1}=\frac{\lambda ^2}{36}.$$ (3.6) In terms of the loop fugacity $`n`$, this yields $$\frac{\mathrm{d}F_0}{\mathrm{d}n}\|_{n2^{}}=\frac{\mathrm{d}F_0}{\mathrm{d}\lambda }\frac{\mathrm{d}\lambda }{\mathrm{d}n}\|_{\lambda 0^+}=\frac{1}{36},$$ (3.7) so we obtain an unexpectedly simple result for the average length of the fully packed loops at the critical point $$\overline{L}_0(n=2)=18.$$ (3.8) A similar analysis can be performed for $`n>2`$, rewriting for example Eq. (3.3) as $$F_0(n)F_0(2)=\frac{\gamma }{6}\frac{1}{2}\underset{m=1}{\overset{\mathrm{}}{}}f_m,$$ (3.9) with $$f_m=\mathrm{log}\left[\frac{g\left(6m\gamma \right)g\left([6m4]\gamma \right)}{g^2\left([6m2]\gamma \right)}\right]$$ (3.10) and $`g(x)=\frac{1}{x}\left(1\mathrm{e}^x\right)`$. The terms in Eq. (3.9) have been grouped so as to make it more convenient to use the Taylor-McLaurin summation formula $$\underset{m=1}{\overset{\mathrm{}}{}}f_m=_0^{\mathrm{}}dyf(y)\frac{1}{2}f(0)\frac{1}{12}f^{}(0)+\frac{1}{720}f^{\prime \prime \prime }(0)+\mathrm{}.$$ (3.11) The evaluation of Eq. (3.9) for small $`\gamma `$ then yields for $`\mathrm{d}F_0/\mathrm{d}n\|_{n2^+}`$ the same value as Eq. (3.7). The calculation of $`\mathrm{d}^2F_0/\mathrm{d}n^2`$ proceeds along similar lines, and the end result reads $$\frac{\mathrm{d}^2F_0}{\mathrm{d}n^2}=\frac{1}{1080}\text{ for }n=2,$$ (3.12) the same value being obtained on both sides of the transition (more generally, one expects all derivatives of $`F_0(n)`$ to be continuous for $`n=2`$). As $`\lambda =0`$ ($`n=2`$) is the only point where Eq. (3.2) may have a singularity, we conclude that Kast’s relation (2.7) remains valid in the whole region $`n<2`$, which was not a priori obvious from his derivation. As a by-product one also obtains from Eqs. (2.9) and (2.11) the average number of fully packed loops for $`n=2`$: $$\overline{P_0}\|_{n=2}=\frac{N}{18}$$ (3.13) and its fluctuations: $$\overline{P_0^2}\overline{P_0}^2\|_{n=2}=N\left(\frac{1}{18}+\frac{1}{270}\right)$$ (3.14) Another interesting case is the limit of $`n0`$. This is the compact polymer (Hamiltonian cycle) limit, when a single loop covers all the lattice sites (with adequate boundary conditions). The derivative of Eq. (3.2) can now be evaluated directly: $$\frac{\mathrm{d}F_0}{\mathrm{d}\lambda }\|_{\lambda =\pi /2}=\frac{4}{\pi }_0^{\mathrm{}}du\frac{1\mathrm{cosh}2u}{(1+2\mathrm{cosh}2u)^2}=\frac{1}{\pi }\frac{2}{3\sqrt{3}}.$$ (3.15) Thus $$\frac{\mathrm{d}F_0}{\mathrm{d}n}\|_{n=0}=\frac{\mathrm{d}F_0}{\mathrm{d}\lambda }\frac{\mathrm{d}\lambda }{\mathrm{d}n}\|_{\lambda =\pi /2}=\frac{1}{3\sqrt{3}}\frac{1}{2\pi },$$ (3.16) and invoking once again Eq. (3.1) the average loop length $`\overline{L}_0(n)`$ diverges as $$\overline{L_0}(n)=\frac{30.0344\mathrm{}}{n}+𝒪(1).$$ (3.17) One can also show that the second derivative $`F^{\prime \prime }(0)=0.00684676\mathrm{}`$ is finite. ## 4 Numerical results on the honeycomb lattice ### 4.1 Zero temperature We have checked numerically the analytical expressions given in the literature for the free energy of the O($`n`$) model at $`t=0`$, using a previously developed transfer matrix method to compute the partition function for strips of finite width, up to $`W_{\mathrm{max}}=15`$. The results can be further analysed by exploiting that the dominant finite-size corrections are known from conformal invariance arguments $$F_0(W)=F_0(\mathrm{})\frac{\pi c(n)}{6W^2}+\mathrm{},$$ (4.1) where $`c(n)`$ is the central charge of the model. The latter has been inferred from the Bethe ansatz solution of the model $$c(n)=2\frac{6e^2}{1e}\text{ with }n=2\mathrm{cos}(\pi e).$$ (4.2) Carrying out the numerical differentiation on $`F_0(\mathrm{})`$ obtained from Eq. (4.1), rather than on the $`F_0(W)`$ which are related to the leading eigenvalue of the transfer matrix spectra, we were able to obtain sufficient accuracy to calculate the derivative $`\mathrm{d}F_0/\mathrm{d}n`$, and hence $`\overline{L_0}(n)`$, using formula (2.7). In Fig. 1 we plot $`\overline{L_0}(n)`$ in units of $`L_{\mathrm{min}}=6`$, which is the shortest possible loop length on the honeycomb lattice. To emphasize the fact that the average loop length does not exhibit any singularity at $`n_\mathrm{c}=2`$ these data are shown without the central charge correction. We point out that it would not have been possible to produce this plot by a direct numerical differentiation of the analytic results, Eqs. (3.2) and (3.3), as these expressions in their present form converge extremely slowly close to the critical fugacity $`n_\mathrm{c}=2`$. Actually we suspect that it was these difficulties that led Kast to the erroneous conjecture that $`\overline{L}(n2^+)`$ diverges. Turning now on the correction (4.1) we find the finite-size values of $`F_0^{}(n)`$ given in Table 1. Results are only shown for $`W`$ a multiple of three, since otherwise the equivalent interfacial representation will be subject to height defects, leading to the introduction of non-trivial twist-like operators in the continuum theory . An extrapolation to the thermodynamic limit $`W\mathrm{}`$ can be performed by fitting the residual size dependence to a $`1/W^4`$ term . The result is $$\frac{1}{F_0^{}(n=0)}=30.034(3),$$ (4.3) in excellent agreement with the analytical result (3.17). In the same manner we find for $`n=n_\mathrm{c}`$ that $$\frac{1}{F_0^{}(n=2)}=35.96(3),$$ (4.4) confirming Eq. (3.7). We have also evaluated numerically $`F_0^{\prime \prime }(n=0)=0.00686(2)`$, whereas an attempt to compute $`F_0^{\prime \prime }(n=2)`$ did not lead to a sufficiently accurate result to permit a comparison with Eq. (3.12). The reason for this is a combination of the logarithmic corrections to the scaling form (4.1) and the singularity arising in Eq. (4.2) when taking the second derivative with respect to $`n`$ at $`n=n_\mathrm{c}`$. ### 4.2 Non-zero temperature: Dense and dilute loops As discussed earlier, explicit expressions for $`F(n,t)`$ are known only along two other special critical lines in the $`(n,t)`$ plane, for which Bethe ansatz solutions were given in Ref. . These lines, or branches, are given by the relation $$t^2=2\pm \sqrt{2n},$$ (4.5) where the upper sign corresponds to the “dilute” branch and the lower sign to the “dense” branch. We have already remarked that this knowledge is not sufficient to obtain analytically the average loop length from Eq. (2.7). However, an accurate numerical determination of the partial derivatives $`_nF`$ and $`_tFt`$ is possible, using the same transfer matrix approach as for $`t=0`$ so the variation of $`\overline{L}`$ along these lines can be studied in detail. The central charge values used in the extrapolation procedure are now $$c(n)=1\frac{6e^2}{1e}\text{ with }n=2\mathrm{cos}(\pi e).$$ (4.6) The resulting values of $`\overline{L}(n)`$ are displayed in Fig. 2. Only the data for strip width $`W=9`$ are displayed, since employing the correction (4.6) renders the residual finite-size effects indistinguishable on the figure. Extrapolating to $`W=\mathrm{}`$ we obtain for $`n=n_\mathrm{c}=2`$ $$\overline{L}(n_\mathrm{c},t_\mathrm{c}=\sqrt{2})=19.417(1),$$ (4.7) which is slightly larger than the corresponding value at $`t=0`$. The same is true for the asymptotic $`n0`$ behaviour on the dense branch, for which the numeric result is $$\overline{L}_{\mathrm{dense}}(n)=\frac{35.70(2)}{n}+𝒪(1).$$ (4.8) At first sight this finding may seem odd, since the geometrical scaling dimension $$x_2=\frac{1}{2}(1e)\frac{e^2}{2(1e)}$$ (4.9) coincides for the dense and the compact branch , implying that the asymptotic distributions of large loops are identical in the two models . However the dense phase has fewer short loops than the compact one, since it is always energetically favourable to trade a length-six loop for some empty space: $$\frac{t^6}{n}=\frac{(2\sqrt{2n})^3}{n}1\text{ (identity at }n=1\text{)}.$$ (4.10) Since a length-six loop necessarily has a fixed shape of its perimeter there is no extensive entropy involved in the argument, and our simple energetical consideration suffices. Another remark pertains to the fact that $`\overline{L}(n)`$ is an increasing function of $`n`$ on the dilute branch (and in particular it does not diverge as $`n0`$). This has a quite elementary explanation in terms of $`x_2`$ to which we shall come back in Section 6. ## 5 Loops on the square lattice Many results have also been obtained for systems of loops on the square lattice , but now there are several possible definitions of the models, depending on whether one allows the non-overlapping loops to cross at the vertices or not, if there is only one kind of loops or two, and exactly how the loop segments are allowed to turn at the vertices. Following Refs. , we consider a model with two kinds (“flavours”) of loops, with respective fugacities $`n_1`$ and $`n_2`$, which both cover all $`N`$ vertices of the square lattice and can intersect but not overlap. This can be considered as a particular zero-temperature limit of the O($`n`$) model on the square lattice . The partition function and the free energy are given by $`Z_0(n_1,n_2)`$ $`=`$ $`{\displaystyle \underset{𝒞}{}}n_1^{P_1}n_2^{P_2},`$ (5.1) $`F_0(n_1,n_2)`$ $`=`$ $`\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{N}}\mathrm{log}Z_0(n_1,n_2),`$ (5.2) where the summation is performed over all doubly compact configurations. The constraint that both types of loops cover all $`N`$ sites implies that for each configuration the average length of type-1 loops is just $`L_1(𝒞)=N/P_1`$, and its ensemble average is given by $$\overline{L_1}=\frac{1}{Z_0}\underset{𝒞}{}\frac{N}{P_1}n_1^{P_1}n_2^{P_2}.$$ (5.3) Repeating the calculation of Section 2 one obtains $$_{n_1}(Z_0\overline{L_1})=N\frac{Z_0}{n_1}$$ (5.4) and $$\frac{1}{N}_{n_1}\overline{L_1}+\overline{L_1}_{n_1}F_0=\frac{1}{n_1}.$$ (5.5) Now, if $`_{n_1}\overline{L_1}`$ remains finite, the first term in the left-hand side of Eq. (5.5) is negligible in the thermodynamic limit, and we obtain $$\overline{L_1}=\frac{1}{n_1_{n_1}F_0}.$$ (5.6) A similar relation holds for the average length $`\overline{L_2}`$ of the second kind of loops, with $`n_2`$ replacing $`n_1`$, and when $`n_1=n_2`$ both reduce to Kast’s relation (3.1). One can also define the average length $`\overline{L}`$ of any loop, regardless of flavour. Following the above line of reasoning this is easily shown to fulfill the relation $$\overline{L}=2\frac{\overline{L_1}\overline{L_2}}{\overline{L_1}+\overline{L_2}}.$$ (5.7) For $`n_1=n_2`$ the above statement is trivial. Taking however the limit $`\overline{L_2}\mathrm{}`$ we obtain the curious result that $$\overline{L}=2\overline{L_1}\text{ for }n_20,$$ (5.8) regardless of the value of $`n_1`$. Since the model (5.1) has as yet defied a Bethe ansatz solution, no analytical expressions for $`F_0(n_1,n_2)`$ are available (apart from the conjecture $`F_0(0,0)=\frac{1}{2}\mathrm{log}2`$ ). We have therefore studied numerically the relation (5.6) as a function of $`n_1`$, for different values of $`n_2=0,1`$ and $`2`$. Transfer matrix computations were performed for strips of even width, up to $`W_{\mathrm{max}}=12`$, exploiting that $$c(n_1,n_2)=3\frac{6e_1^2}{1e_1}\frac{6e_2^2}{1e_2}.$$ (5.9) Extrapolating as usual to $`W=\mathrm{}`$ we find for the average loop lengths at $`n_1=2`$: $$\overline{L_1}(n_1=2,n_2)=\{\begin{array}{ccc}15.74(5)\text{ for }n_2=0\hfill & & \\ 13.95(3)\text{ for }n_2=1\hfill & & \\ 11.99(2)\text{ for }n_2=2\hfill & & \end{array}$$ (5.10) and for its divergence when $`n_10`$: $$\overline{L_1}(n_10,n_2)=\frac{A}{n_1}+𝒪(1)\text{ with }\{\begin{array}{ccc}A=21.97(6)\text{ for }n_2=0\hfill & & \\ A=20.35(3)\text{ for }n_2=1\hfill & & \\ A=18.96(3)\text{ for }n_2=2\hfill & & \end{array}.$$ (5.11) A striking fact is that for the symmetric case $`n_1=n_2=n_\mathrm{c}=2`$, which corresponds to the four-colouring model introduced in Ref. , the numerical value of the average length of either kind of loops is $$\overline{L_\mathrm{c}}/L_{\mathrm{min}}=2.997(4),$$ (5.12) where we have normalised with respect to the length of the shortest possible loop on the square lattice, $`L_{\mathrm{min}}=4`$. The ratio (5.12) is extremely close to 3, which by Eq. (3.8) is the exact result for the zero-temperature O($`n`$) model on the honeycomb lattice. In order to see if this could be more than a coincidence, we have looked at another model on the square lattice, describing the $`q`$-state Potts model at its selfdual point . We briefly recall how the Potts model is transformed into a loop model : In a first step the spin model (with coupling constant $`K`$) is turned into a random cluster model . Each state is now a bond percolation graph in which each connected cluster is weighed by $`q`$ and each coloured bond carries a factor of $`(\mathrm{e}^K1)`$. Next, the clusters are traded for loops on the medial graph (the lattice formed by the mid-points of the bonds on the original lattice). By the Euler relation each closed loop is weighed by $`\sqrt{q}`$, and the bond weights are $`(\mathrm{e}^K1)/\sqrt{q}`$ . At the selfdual point the latter equals one by duality, and the exact correspondence is $$Z_{\mathrm{Potts}}=q^{N/2}\underset{𝒞}{}\sqrt{q}^Pq^{N/2}Z_{\mathrm{Loop}},$$ (5.13) where $`N`$ is the number of sites of the original lattice. Defining $`F`$ as the free energy per medial site with respect to $`Z_{\mathrm{Loop}}`$, one has * for $`n<2`$: $$F(n)=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}dx\frac{\mathrm{sinh}\lambda x\mathrm{sinh}(\pi \lambda )x}{x\mathrm{sinh}\pi x\mathrm{cosh}\lambda x},$$ (5.14) where $`\lambda >0`$ and $`n=\sqrt{q}=2\mathrm{cos}\lambda `$. * for $`n>2`$: $$F(n)=\frac{\lambda }{2}+\underset{m=1}{\overset{\mathrm{}}{}}\frac{\mathrm{e}^{m\lambda }}{m}\mathrm{tanh}m\lambda ,$$ (5.15) where $`n=\sqrt{q}=2\mathrm{cosh}\lambda `$. The value at the critical point $`n_\mathrm{c}=2`$ is also known: $$F(n=2)=_0^{\mathrm{}}\frac{\mathrm{d}u}{u}\mathrm{tanh}u\mathrm{e}^u=0.78318\mathrm{},$$ (5.16) and as in Section 3 we can evaluate the derivative $`\mathrm{d}F/\mathrm{d}n\|_{n2^{}}`$ by examining the difference $$F(\lambda )F(\lambda =0)=_0^{\mathrm{}}\frac{\mathrm{d}v}{v}\mathrm{sinh}(\lambda v/\pi )\mathrm{tanh}(\lambda v/\pi )\left[\frac{1}{\mathrm{tanh}v}1\right].$$ (5.17) At the bottom line we obtain $$\overline{L}(n=2)=12,$$ (5.18) or $`\overline{L_\mathrm{c}}/L_{\mathrm{min}}=3`$, the same result being found also for $`n2^+`$. For $`n0`$ the average loop length diverges as $$\overline{L}(n)=\frac{16}{n}+𝒪(1).$$ (5.19) Both these results are in excellent agreement with numerical estimates produced by the transfer matrices described in Ref. . Our computations for the Potts model suggest that the result (1.3) is not a mere coincidence, and we feel confident in conjecturing that $`\overline{L}/L_{\mathrm{min}}=3`$ is also exactly true for the four-colouring model, cf. Eq. (5.12). It would be quite surprising if this ratio were a new universal quantity, like for instance the ratio of the average loop area to the average square gyration radius, calculated by Cardy . Rather it is reminiscent of the “quasi-invariants” found in percolation theory: For a large variety of lattices, the percolation thresholds are observed to be little lattice-dependent, for a fixed dimensionality, once they are properly normalised taking into account the coordination number . ## 6 Discussion and contact with conformal invariance predictions The most striking aspect of the results presented above is that the average loop length remains finite, even inside the critical phase where the correlation length, which is roughly the size of the largest loop in a typical configuration, diverges. In fact, a little thought shows that the apparent paradox comes from the definition of “average length”: In our calculations all loops are equally weighted, irrespective of their length. This is called the “number average” in polymer theory, to distinguish it from the “weight average”, where each polymer contributes with a weight proportional to its length. Depending on the quantity being measured, these and still other averages are relevant in order to compare theoretical predictions with experiments (see, e.g., the treatise by des Cloizeaux and Jannink for a detailed discussion). An analogous situation arises in percolation theory, when one defines the “average cluster size” : If one means “the average size of the cluster on which an ‘ant’ lands at random”, the weight average has to be taken, which is different from the average size obtained by simply giving every cluster the same weight. In practice these various averages may be very different when the quantity considered has a power law distribution, as the result may be dominated in one case by the few largest polymers or clusters, and in another case by the numerous small ones. This is precisely what happens in the loop systems considered here: In the critical phase ($`n2`$) the (ensemble averaged) probability distribution of loop lengths (unweighted) is expected to be of the form $$\mathrm{\Pi }(L)L^\tau ,$$ (6.1) where the exponent $`\tau `$ is related to the geometrical (string) scaling dimension $`x_2`$ by $$\tau 1=\frac{2}{2x_2}.$$ (6.2) Conformal invariance arguments have permitted the exact evaluation of $`x_2`$ for all loop models discussed in this paper. These are $$x_2=\frac{1}{2}(1e)\frac{e^2}{2(1e)}\text{ with }n=2\mathrm{cos}(\pi e),$$ (6.3) where the upper sign holds for any one of the compact or dense phases, and the lower sign for the dilute O($`n`$) phase (see Ref. for a discussion of this kind of universality). In particular $`3>\tau >2`$ for all $`0<n<2`$. This implies that the number averaged loop length $$\overline{L}=\left(\underset{L=L_{\mathrm{min}}}{\overset{L_{\mathrm{max}}}{}}L\mathrm{\Pi }(L)\right)/\left(\underset{L=L_{\mathrm{min}}}{\overset{L_{\mathrm{max}}}{}}\mathrm{\Pi }(L)\right)$$ (6.4) converges, as we have shown explicitly. On the other hand, one can pick a point at random on the lattice and ask what is the average length of the loop to which it belongs. That weight averaged length is given by $$L^{}=\left(\underset{L=L_{\mathrm{min}}}{\overset{L_{\mathrm{max}}}{}}L^2\mathrm{\Pi }(L)\right)/\left(\underset{L=L_{\mathrm{min}}}{\overset{L_{\mathrm{max}}}{}}L\mathrm{\Pi }(L)\right)$$ (6.5) and it diverges like $`L_{\mathrm{max}}^{3\tau }`$ for large system sizes. In these equations $`L_{\mathrm{max}}`$ is not the largest loop that can be placed on the $`N`$-site lattice (a Hamiltonian cycle of length $`N`$), but rather loop size up to which the scaling law (6.1) is valid. On an $`\mathrm{}\times \mathrm{}`$ lattice this is given by $`L_{\mathrm{max}}\mathrm{}^{D_\mathrm{f}}`$, where $$D_\mathrm{f}=2x_2$$ (6.6) is the fractal dimension of the loop. Using Eq. (6.2) we then find $$L^{}(\mathrm{}^2)^{D_\mathrm{f}1}N^{D_\mathrm{f}1}.$$ (6.7) For the four-colouring model Kondev and Henley have confirmed this picture in detail using Monte Carlo simulations with non-local loop updates. In particular the power-law distribution of loop lengths (6.1) was confirmed very accurately, with the expected value $`\tau =7/3`$. However, these authors did not examine the finite-size dependence of $`L^{}`$. In order to verify the validity of Eq. (6.7) we have performed Monte Carlo simulations along the lines of Ref. on several lattice sizes, up to $`\mathrm{}_{\mathrm{max}}=200`$. In each case the system was equilibrated by means of $`10^5`$ loop flips, whereafter the lengths of a further $`10^6`$ loop updates were registered. (A detail of a typical loop configuration is shown in Fig. 3.) We found that $$L^{}\mathrm{}^{1.03\pm 0.04},$$ (6.8) in good agreement with Eq. (6.7), since the fractal dimension is known to be exactly $`D_\mathrm{f}=3/2`$ . Unfortunately, it is not possible to relate $`L^{}`$ directly to the partition function and to obtain relations analogous to those holding for $`\overline{L}`$. Let us end by commenting on the divergence of $`\overline{L}`$ as $`n0`$. By naively integrating Eq. (6.1) with a lower cut-off $`L_{\mathrm{min}}`$ and using scaling relations one finds $$\overline{L}(n)\frac{2L_{\mathrm{min}}}{x_2}.$$ (6.9) Since from Eq. (4.9) $`x_20`$ as $`n0`$, it is not surprising that $`\overline{L}`$ is found to diverge for compact and dense loops. On the other hand, for the dilute phase $`x_2`$ as given by Eq. (6.3) does not vanish as $`n0`$, in accordance with Fig. 2. In fact one has the rough estimate $$\frac{\overline{L}(n=2)}{\overline{L}(n=0)}\frac{3}{4}$$ (6.10) which is not too far off the numerical value of $`0.72`$. Acknowledgments We thank B. Derrida, E. Domany, V. Hakim, J. Kondev and especially B. Nienhuis for discussions and encouragements during the course of this work. JLJ is supported by CNRS through a position as chercheur associé.
no-problem/9903/physics9903046.html	ar5iv	text	# References Rohrlich argued recently that the Lorentz-(Abraham)-Dirac (LAD) equation for a point charge moving with four-velocity $`v^\mu (\tau )`$ along its world line, $$m\dot{v}^\mu =\frac{2e^2}{3}(\ddot{v}^\mu v^\mu \dot{v}^\nu \dot{v}_\nu )+F_{\mathrm{in}}^{\mu \nu }v_\nu ,$$ $`(1)`$ be invariant under time reversal. Here, $`m`$ is the renormalized (physical) mass, while $`F_{\mathrm{in}}^{\mu \nu }`$ is an external Maxwell field. Rohrlich’s claim may appear surprising, since this equation contains terms proportional to the velocity and to the first time derivative of the acceleration, both of which change sign under time reversal — similar to the terms responsible for friction in the equation of motion for a mass point. These two terms describe the loss of energy that must balance the emission of radiation (Dirac’s radiation reaction) and the ill-defined self-acceleration that leads to exponentially increasing velocity. Both terms arise from the presumed retardation (the absence of the advanced fields of the point charge). It may appear even more surprising when Rohrlich also insists that the Caldirola-Yaghjian (CY) equation for a charged sphere of radius $`a`$, $$m_0\dot{v}^\mu (\tau )=\frac{2e^2}{3a}\frac{v^\mu (\tau 2a)+v^\mu (\tau )v^\nu (\tau )v_\nu (\tau 2a)}{2a}+F_{\mathrm{in}}^{\mu \nu }v_\nu (\tau ),$$ $`(2)`$ with bare mass $`m_0=m2e^2/3a`$, be asymmetric, even though the former equation can be obtained from the latter in the limit $`a0`$ under a time-symmetric though divergent mass renormalization. Apparently, the idea underlying these claims is that only the retarded self-forces within the sphere create an asymmetry, which must then disappear in the point limit. I will now argue that this picture is wrong. What Rohrlich does in fact prove in the first part of his paper (and also in his book) is the invariance of the LAD equation under time reversal provided this is defined to include a simultaneous interchange of incoming and outgoing fields. However, this symmetry of the global situation merely reflects that of the complete theory; it does not represent the behavior under time reversal of a point charge that would always be allowed freely to create its retarded radiation. Although the claim is then formally correct, it is based on a very unusual and misleading definition of time reversal for an equation of motion. This becomes obvious when the definition is correspondingly applied to friction, which would also be time reversal invariant if the second law were simultaneously reversed (that is, if dissipated heat were replaced with heat focussing on the mass point instead of the retarded fields being replaced with advanced ones in the case of the charge). In the same sense, the Lorentz force is symmetric under time reversal if its magnetic fields are simultaneously reflected in space. These three situations differ only in the complexity of their “environments”, and hence in the practical difficulties of time-reversing them for this Loschmidt-type argument. Their symmetry is thus trivial (as Rohrlich correctly points out for the LAD equation), but essentially of mere theoretical importance in the first two cases. Rohrlich’s symmetry of the LAD equation is based on the general equivalence of the two familiar representations of an arbitrary field, viz. either as a sum of incoming and retarded fields (of the sources in the considered spacetime volume) or of outgoing and advanced fields. Their essential difference is that it is easy to control incoming fields, but hard to manipulate outgoing ones. Moreover, fields often vanish before sources are turned on, while they do not after the sources are turned off. This familiar fact is a consequence of the general presence of absorbers (such as laboratory walls) with their thermodynamical arrow of time. This equivalence of different representations may also be applied to the nonsingular case of a charged sphere of finite size. One may either add its retarded field to a given incoming field or the advanced field to the outgoing one in order to satisfy the Maxwell equations. The first choice leads to the CY equation (2), while the second one would mean that the retarded arguments $`\tau 2a`$ in (2) have to be replaced with $`\tau +2a`$ because of the advanced self-forces that are now required to act within the charged sphere. Instead of this replacement, Rohrlich leaves this expression in its retarded form in spite of his definition of time reversal, since “advanced interactions are never observed” and “should not be possible”. However, the interchange of incoming and outgoing fields required in his definition of time reversal should then neither be possible. (In practice, one would have to prepare the complete though time-reversed retarded field coherently as an incoming field.) Retardation or advancement are here a consequence of the chosen representation — not of the empirical situation in our world. When formally fixing outgoing fields, one has to use advanced fields of the considered sources everywhere. Advanced external fields would be inconsistent in conjunction with retarded internal fields. One may then consider the limit $`a0`$ in the CY equation by using the Taylor expansion $`v^\mu (\tau 2a)=v^\mu (\tau )2a\dot{v}^\mu (\tau )+2a^2\ddot{v}^\mu (\tau )+\mathrm{}`$ and the condition $`v^\mu v_\mu =1`$ together with its time derivatives (that is, $`v^\mu \dot{v}_\mu =0`$ and $`v^\mu \ddot{v}_\mu =\dot{v}^\mu \dot{v}_\mu `$). The first order of this Taylor expansion gives the mass renormalization $`\mathrm{\Delta }m=3e^2/2a`$, while the second one leads precisely to the LAD equation, with signs of the retardation differing in the two cases. The limit $`a+0`$ is thus nontrivially different from the limit $`a0`$. (This is related to the well known fact that master equations are trivial in first order of the interaction.) Therefore, the LAD equation and the CY equation possess the same asymmetry under time reversal in the usual sense, and the same symmetry in the sense of Rohrlich. Equivalent concepts of time reversal are valid for other equations of motion. They can also be applied to the master equation of a mass point described quantum mechanically under the effect of decoherence, $$i\frac{\rho (x,x^{},t)}{t}=\frac{1}{2m}\left(\frac{^2}{x_{}^{}{}_{}{}^{2}}\frac{^2}{x^2}\right)\rho i\lambda (xx^{})^2\rho ,$$ $`(3)`$ where $`\rho `$ is the density matrix. This equation is again asymmetric in the usual sense, since it reflects the formation of retarded entanglement (quantum correlations). All these equations of motion are asymmetric if regarded by themselves, since their dynamical objects (such as mass points) are strongly coupled to a time-directed environment, while they would be symmetric if they were time-reversed together with their environment. In the case of decoherence, time reversal of the environment would require recoherence, that is, the conspiratorial presence of previously unobserved but presicely matching Everett components (“parallel worlds”). However, a fundamental collapse of the wave function (if it existed as a dynamical law) would not even theoretically allow the environment to be time-reversed. While all these situations may reflect the same master arrow of time (that is, the same cosmic initial condition), it remains open whether there is a boundary somewhere that separates reversible from irreversible physics in a fundamental (law-like) way. Most physicists appear ready to accept such a boundary in conjunction with equation (3), that is, for quantum mechanical measurements or related “probabilistic quantum events” — wherever the precise boundary between this collapse of the wave function and the realm of the Schrödinger equation may be located.
no-problem/9903/astro-ph9903189.html	ar5iv	text	# Multiwavelength Properties of Blazars ## 1 The Blazar Paradigm ### 1.1 SEDs and variability The spectral energy distributions (SEDs) of blazars have two components, with peaks (in the usual $`\nu F_\nu `$ representation) separated by $`810`$ decades in frequency, as discussed by and several authors in this volume. The lower frequency component has peak frequency, $`\nu _p`$, in the IR-X-ray energy range, and is generally believed to be due to synchrotron radiation, so the peak can be identified with a characteristic electron energy $`\gamma _{peak}\sqrt{\nu _{peak}/B}`$. Typically blazars<sup>1</sup><sup>1</sup>1We use the term blazar as the collective name for BL Lac objects and flat-spectrum radio-loud quasars (also known in most cases as HPQs, or highly polarized quasars). All are highly variable, polarized, and have strong radio emission from compact flat-spectrum cores. are more variable — more rapidly and with larger amplitude — at or above the spectral peak, certainly in the synchrotron component and plausibly in the gamma-ray component, although here the data are much more sparse. The variability in the two blazar spectral components is correlated, with wavelength-dependent lags, between approximately corresponding points on the two curves (). This has led to the suggestion that a single population of electrons could be responsible for the bulk of the emission in both components, via synchrotron radiation in the low energy bump and via Compton scattering of local soft photons in the high energy bump. (Other components contribute to the extended radio emission and to an optical/UV bump, if present.) For the remainder of the talk, I refer to “synchrotron” and “Compton” spectral components, but recognize that for the high-energy emission at least, there are other still-plausible models. As others discuss at this conference, the origin of the seed photons for the Compton-scattered gamma-rays has been a subject of some speculation. Different possibilities include local synchrotron photons produced by the same electron population (the SSC model, ), or sources external to the jet, such as accretion disk photons () or reprocessed photons from the broad-line region (). Quite possibly the relative importance of these possibilities changes from one source to the next, or between active and quiescent periods in a given source, as the intrinsic source properties change (). There are clues in the trends in blazar properties with luminosity. Rita Sambruna showed in her Ph.D. thesis that synchrotron peak frequencies and overall spectral shapes differed among X-ray-selected BL Lac objects, radio-selected BL Lac objects, and flat-spectrum radio quasars (), in a way that could not be explained simply by beaming. Instead, the SEDs changed shape systematically with luminosity, such that high luminosity BL Lac objects and quasars have synchrotron peaks in the IR-optical, while lower luminosity BL Lacs peak at higher energies, typically UV-X-ray. We refer to these as LBL (for low-frequency peaked blazars) and HBL (for high-frequency peaked blazars), respectively (see for exact definition), or more descriptively, as “red” and “blue” blazars. BL Lacs found in the first X-ray surveys were generally HBL/blue; BL Lacs found in classical radio surveys were generally LBL/red, as were most FSRQ (flat-spectrum radio-loud quasars), though “bluer” FSRQ are now being identified in multiwavelength surveys designed not to exclude them (). Taking a synthetic view of the origin of the SEDs, it seems the bright EGRET blazars, which have peak gamma-ray emission near $`1`$ GeV, are much like the few known TeV blazars, which peak $`\stackrel{>}{}100`$ times higher in energy. This is important because many more “GeV” blazars are known and have been studied than “TeV” blazars. With appropriate scaling, we should be able to use the observed behavior of the GeV blazars (see ) to inform our multiwavelength studies of TeV blazars (discussed below and see ). ### 1.2 Compton cooling The SED trends support a simple paradigm () in which electrons in higher luminosity blazars suffer more cooling because of larger external photon densities in the jet (as indicated by the higher $`L_{\mathrm{emission}\mathrm{line}}`$ characteristic of this group). This leads naturally to lower characteristic electron energies, as well as larger ratios of inverse Compton to synchrotron luminosity ($`L_C/L_s`$) because of the “external Compton” (EC) contribution. In contrast, lower luminosity blazars are dominated by (weaker) SSC cooling, and so have electrons with higher $`\gamma _{peak}`$. The correlation of $`\gamma _{peak}`$ with energy density may even suggest that electron acceleration in blazars is independent of luminosity, and that only the cooling differs (). A similar luminosity-linked scheme, with a somewhat more physical motivation, was developed by Markos Georganopoulos in his Ph.D. thesis (). In any case, the current view is that the EC process dominates the gamma-ray production in high-luminosity blazars, while the SSC process dominates in low-luminosity blazars. The X-rays from either high- or low-luminosity blazars are likely dominated by SSC (). The similarity of $`\nu _C/\nu _s`$ in HBL and FSRQ/LBL is somewhat puzzling in this picture, and will be physically important if it persists when (if?) further TeV observations define the HBL Compton peaks well (this is complicated by the effect of the Klein-Nishina cross section at TeV energies). In a simple homogeneous SSC model, $`\nu _C/\nu _s\gamma _{peak}^2`$, whereas in the simplest EC models $`\nu _C/\nu _s\nu _E/B`$, where $`\nu _E`$ is the characteristic frequency of the external seed photons. If $`\nu _C/\nu _s`$ changes little from SSC-dominated to EC-dominated blazars, then perhaps energy is distributed so that the typical electron energy, which depends on acceleration, cooling, and escape, maintains the appropriate relation to the magnetic field energy density. ### 1.3 Caveats Two caveats to this scheme bear mentioning, as both can lead to higher observed $`L_C/L_s`$ in high-luminosity blazars, even when there are no significant intrinsic differences. First, Dermer has pointed out that EC gamma-rays are more tightly beamed than SSC. Therefore, if the EC process dominates the gamma-ray emission in high-luminosity blazars but the SSC process dominates in low-luminosity blazars, the increase of $`L_C/L_s`$ with luminosity will be exaggerated (and could even be spurious). Second is a sort of “variability bias” (see ). Given the limited sensitivity of EGRET, which typically had to integrate for one or more weeks to detect a blazar, this bias arises if two plausible assumptions hold: (1) high-luminosity sources are larger than low-luminosity sources, and their intrinsic variability time scales are proportionately longer, and (2) blazar gamma-ray light curves are characterized by flares separated by quiescent periods, as suggested by the long-term EGRET light curve of 3C 279 (). Scaling from 3C 279, even as slowly as $`L^{1/2}`$, a typical EGRET observation would span several flares in a low-luminosity blazar, sampling an average flux close to the quiescent value, hence implying a weak gamma-ray source. In contrast, a high-luminosity source like 3C 279 would be observed either during a flare, in which case it would appear quite luminous, or else tend to be undetected. Indeed, many bright LBLs have never been detected with EGRET. (Note that high-luminosity blazars have a higher average redshift than low-luminosity blazars, due to their lower space density, and so are less likely to be close enough to detect during quiescent periods.) The net effect of measuring systematically much-higher-than-average gamma-ray luminosities in high-luminosity blazars, and roughly-average-quiescent gamma-ray luminosities in low-luminosity blazars, is to produce the observed trend of $`L_C/L_s`$ with $`L_{bol}`$, at least qualitatively. In the well-known multi-epoch SED of 3C 279 (e.g., ), this is seen explicitly: during the highest state, the Compton ratio is between 10 and 100, while during the lowest state, it is 1 or perhaps less (it is poorly determined because the synchrotron peak for this source is in the far-IR and was seldom observed in the key multiwavelength campaigns). Thus both biases, the greater beaming for EC compared to SSC, and the tendency to detect single flares versus multiple flares depending on luminosity, lead in the same direction, toward higher Compton ratios in high-luminosity sources. Whether these biases can explain the observed trend quantitatively is not yet clear, but they need to be evaluated in within the context of any blazar paradigm (necessarily in a model-dependent way). ## 2 Properties of TeV-Bright Blazars ### 2.1 What is known so far What then are the general properties of the TeV-bright blazars? So far, only two, Mkn 421 and Mkn 501, have been studied in detail, and few additional sources have been reported (1ES 2344+514, ; PKS 2155–304, ; 1ES 1959+050, ). With only two sources reported more than once in the literature, we know little about TeV blazars as a class. The SEDs of the two well-studied TeV-bright blazars have the usual shape for blue blazars. For Mkn 421, the synchrotron peak is at or slightly above 10<sup>17</sup> Hz, and the Compton peak (including the effect of the Klein-Nishina cross section, which suppresses the Compton component at lower frequencies than would be the case in the Thomson limit) occurs just below 1 TeV. The observed Compton ratio is $`\stackrel{>}{}1`$ (). Mkn 501 is slightly different, with a typically lower Compton ratio, although this impression is strongly influenced by the bright flare in spring 1997, when the synchrotron peak increased to $`100`$ keV (). Note that, as shows so clearly, the TeV emission comes largely from low-energy electrons scattering low-energy photons (below the synchrotron peak), with high-energy electrons (those with $`\gamma _e>\gamma _{peak}`$) contributing to a hard tail above the Compton peak. This means the TeV emission reflects closely the electron spectrum and variability, and is relatively insensitive to changes in the seed photon flux (which changes slowly at frequencies below the synchrotron peak; ). ### 2.2 HEGRA survey Following the general paradigm, we expect blazars with high-energy synchrotron peaks, the HBL/blue blazars, to be bright at TeV energies. Accordingly, we undertook a survey with HEGRA of likely TeV candidates (with Ron Remillard and Felix Aharonian), starting from a list of X-ray-peaked, X-ray-bright, nearby BL Lacs. (A few LBL, typically well-known BL Lacs, were also observed.) Because these sources are X-ray bright, they are detectable with the RXTE All Sky Monitor (ASM), at least in their higher states. If these objects are like Mkn 421, then the 2-10 keV X-ray emission is near the peak synchrotron output and the TeV emission is near the peak Compton output; thus, the HEGRA measurements are a probe of the Compton ratio. Our goal was to measure this ratio, or a limit to it, for blazars generally. In the end, we observed 10 sources, including 7 HBL and 3 LBL. None were detected and there are only upper limits for the TeV flux (). Because HEGRA sensitivity is $`10^{11}`$ ergs cm<sup>-2</sup> s<sup>-1</sup> and ASM sensitivity is $`10^{10}`$ ergs cm<sup>-2</sup> s<sup>-1</sup>, we can in principle, using simultaneous ASM observations, probe an interesting regime in Compton ratio, as low as $`L_C/L_s1/10`$. Unfortunately, six of the sources were also below the ASM detection limit at the epoch of the HEGRA observations, thus we have only four estimates of the Compton ratio, from 3 HBL and 1 LBL (see Fig. 1). The best estimates of the ratios all lie well below 1, closer to 0.1 or 0.2. The 95% confidence upper limits range from 0.35 down to 0.18. Either the typical ratios in blazars are below 1, or the spectra of these four objects differ from Mkn 421. Specifically, if the 2-10 keV ASM band is near the peak of the synchrotron component but the 1-10 TeV HEGRA band lies above the peak of the Compton component, then the measured limit underestimates the Compton ratio. From this limited survey we infer that the typical Compton ratios of TeV-bright blazars may be closer to $`L_C/L_s0.1`$ than $`1`$. This implies different source parameters than for Mkn 421, for which $`L_C/L_s`$ is usually $`1`$. For example, derived constraints on the magnetic field and the Doppler factor of Mkn 421 in the context of a simple homogeneous emitting volume. If the value of $`L_C/L_s`$ is lower by a factor of $`10`$, the magnetic field and/or the Doppler factor must be higher by a factor of a few. ### 2.3 Directions for future TeV surveys Our TeV survey was limited not by the lack of HEGRA detections but by the lack of simultaneous X-ray detections (the ASM is a factor of a few less sensitive than required). In the future, in order to estimate the Compton ratio in an unbiased way, the most fruitful approach would be to dedicate pointed RXTE or SAX or ASCA observations to a well-chosen HBL sample, observing simultaneously in the TeV. X-ray detection would be assured, so that any TeV limit would be significant, and the X-ray spectra would allow determination of the synchrotron peak, so the TeV limits could be interpreted with less ambiguity. Alternatively, to improve the chances of a TeV detection, one could make the plausible link between X-ray flaring and TeV flaring, as observed explicitly in Mkn 421 and Mkn 501, and thus try to trigger on X-ray flares. From the ASM data (http://space.mit.edu/XTE/ASM\_lc.html) it is clear that many blazars have relatively short-lived high states. Thus one would need to trigger with very little delay, perhaps responding within 1 day to ASM detections of bright states. With the automated state of data processing in the ASM, such rapid notification to TeV observers should be routinely possible. ### 2.4 New observations of Mkn 421 in spring 1998 Since Mkn 421 is a very bright source at X-ray and TeV energies, it is an obvious target for monitoring, even recognizing that the results are likely biased toward the flaring state. When RXTE ASM data indicated that Mkn 421 was flaring in February 1997, we triggered a Target of Opportunity (TOO), observing roughly every 10 days with the RXTE PCA through July 1998, with a few additional observations in August 1998. Daily less-sensitive X-ray observations are available from the ASM. During much of this time HEGRA (and other TeV telescopes) were also observing, except during bright time. Figure 2 shows the X-ray and TeV light curves. In the X-ray, the PCA (filled circles) detects short time scale variability, while the light curve of daily ASM averages (open circles) samples the longer time scale variability; the two agree well. In early June 1998 (around MJD 50970), the PCA light curve shows a steep decline in X-ray flux, by more than a factor of 2 in 5 hours. The TeV and X-ray fluxes appear well correlated, consistent with the zero lag (within 1 day) found from more extensive X-ray and TeV light curves of Mkn 421 (). With additional TeV data from the June 1998 flare, it should be possible to comment on lags at shorter time scales. This is certainly in accord with the blazar paradigm discussed above, where a single electron population produces the X-rays via synchrotron radiation and the TeV emission via Compton scattering of soft photons (probably low-frequency synchrotron radiation). ### 2.5 Multiwavelength observations of the well-studied BL Lac object PKS 2155–304 Only a handful of blazars have been well-monitored simultaneously in multiple spectral bands, the GeV-bright blazar 3C 279 and a few others, and the TeV-bright blazars Mkn 421 and PKS 2155–304. While Mkn 421 has also been monitored at TeV energies (and presumably PKS 2155–304 will be as well now that southern Cerenkov telescopes are coming on line), PKS 2155–304 has probably the best simultaneous data at optical through X-ray energies, which is to say at the high energy end of the synchrotron component. There have been four extensive multiwavelength campaigns to observe PKS 2155–304 with multiple satellites. In November 1991 (), Rosat (soft X-ray) and IUE (UV and optical) light curves showed closely correlated variations of modest, wavelength-independent amplitude ($`\stackrel{<}{}30`$%), with the X-rays leading the UV by a few hours. A second campaign in May 1994 using ASCA, Rosat, EUVE, IUE (without the optical data), and ground-based telescopes showed altogether different results: a strong isolated flare in each band, with much larger amplitude at shorter wavelengths, and with 1-day delays between X-ray and EUV, and between EUV and UV wavelengths (). While such disparate behavior might intuitively suggest quite different properties in the emitting plasma, in fact, explain much of the observed multiwavelength behavior starting from the same underlying jet and varying only the electron injection event. A third multiwavelength monitoring campaign in May 1996, involving RXTE, Rosat, and EUVE (and lacking IUE because of a spacecraft failure a few weeks earlier) shows yet another result (), shown in Figure 3. The RXTE PCA and Rosat PSPC light curves are well correlated in the second half of the 12-day observation, with little or no lag, but near the beginning, a large flare in the RXTE data is not seen in the Rosat data (although there is a small gap in the ROSAT data). A fourth campaign, in November 1996, with RXTE and Rosat, again shows good correlation as far as the more limited data allow (). These disparate results illustrate the danger of drawing strong conclusions from single-epoch multiwavelength campaigns, not to mention the danger of extrapolating from one or two sources to all blazars. ### 2.6 The unusual spectral behavior of Mkn 501 Others have referred to the extraordinary flaring of Mkn 501 in April 1997, with strong TeV flux and X-ray spectrum hardening in a previously unobserved way (). Pian and collaborators observed Mkn 501 again with BeppoSAX in April 1998, and found that while the X-ray flux remained quite high and was similar to that seen in April 1997, the synchrotron peak was at $`10`$-20 keV, still harder than typical but a factor of $`10`$ lower in energy than at the peak of the 1997 flare (). Thus the characteristic electron energy is somewhat lower but there is clearly ongoing acceleration, sustained over more than one year, as evidenced by the continuous RXTE ASM light curves. Apparently the time scales in Mkn 501 are longer than in Mkn 421, at least at the present epoch, despite their similar luminosities and spectral properties. ## 3 What Kind of Jets Does Nature Make? ### 3.1 The extrema of jet physics We have described how the spectral energy distributions of blazars differ markedly between the low-luminosity sources discovered primarily in X-ray surveys and the high-luminosity sources discovered primarily in radio surveys. Whether the origin of the SED differences is due to electron cooling or something else, inevitably the jet physics in the two types of blazar must differ. In fact, given the selection biases, there must be a distribution of SEDs, and therefore a range of typical electron energies and/or jet physics, as indeed has been found recently in surveys selected to favor intermediate objects (). Clearly nature makes jets with a range of properties. Perhaps the process of jet formation varies, or the effect of circumnuclear environment affects the eventual jet properties, or some combination of the two (e.g., ). Since jet formation is a fundamental question, it is of considerable interest to understand the IMF, as it were, of jets. ### 3.2 Number densities of red and blue blazars In fact, the relative number of red blazars and blue blazars is very poorly known (). X-ray surveys, which find the blue blazars because of their high-frequency synchrotron peaks, span a large range in flux but a relatively small range in luminosity. Radio surveys, which pick out red blazars because of their low-frequency peaks, span a small range in flux but a rather larger range in luminosity. Both are undoubtedly biased, but to find the absolute numbers of blue or red blazars requires correcting either type of survey for the kind of objects not found in that survey. Deriving the relative density of types of blazars is inevitably a model-dependent process. Figure 4 illustrates the dilemma with two extreme cases. If one assumes that X-ray surveys are unbiased, then the numbers of X-ray sources is reflected in the source counts, here taken from a number of surveys at different flux limits (left panel). To compare the density of red blazars, we convert the radio counts to X-ray counts via the average value of $`\alpha _{rx}`$ appropriate to this sample (), and plot these also in the left panel of Figure 4. The values of $`\alpha _{rx}`$ are quite steep (the X-ray fluxes are low) so the radio counts lie on the low-flux left side of the plot. This representation of the source counts suggests red blazars are 10 times less numerous than blue blazars. This is certainly the case for a given X-ray flux but would be true in a bolometric sense only if the SEDs of red and blue blazars were the same, which we know very well they are not. Alternatively, one can assume the radio survey is unbiased, and compare surface densities of red and blue blazars starting from the 1 Jy and S4 surveys. In this case, the X-ray samples are converted to radio fluxes using the average $`\alpha _{rx}`$ appropriate to this sample (quite flat, so leading to low radio fluxes). Here the flux ranges do not overlap at all, but using the extrapolation implied by the best-fit beaming model (; solid line in both panels), we would conclude that the radio-selected red blazars are 10 times less numerous than the X-ray-selected blue blazars. The truth probably lies between these two extreme views, but at present it is not constrained. This has of course been explored in much greater detail, starting from luminosity functions that agree with observation, making some assumptions, and calculating absolute numbers (). We can say that the simple picture wherein blue blazars are seen at larger angles to the line of sight than red blazars, on average () does not explain the full range of SEDs (cf. ), and thus the implication that blue blazars are more numerous (due to their larger solid angle) does not seem to be correct. On the other hand, the assumption that the radio is unbiased () and that there is a distribution of spectral cutoffs does explain the observed X-ray and radio counts, but the calculation is entirely symmetric with respect to wavelength. One can equally well assume that the X-ray is unbiased, and that there is a range of spectral cutoffs toward longer wavelengths, and again the X-ray and radio counts can be matched. This ambiguity results because present samples are small and, particularly in the radio, have relatively high flux limits. Even slightly more sensitive radio surveys should be able to verify or disprove these two contradictory hypotheses. ## 4 Summary A viable blazar paradigm can be constructed from the observed multiwavelength properties of blazars. All blazars would have synchrotron and inverse-Compton-scattered components, with external seed photons dominating the gamma-ray component in high-luminosity sources (the EC model) and synchrotron seed photons dominating in low-luminosity sources (the SSC model). In both cases, the X-rays are likely to be dominated by Compton-scattered synchrotron (SSC) photons. Empirical relations between source parameters and luminosity suggest electron acceleration may be universally the same independent of luminosity, whereas cooling is strongly luminosity-dependent. The more luminous sources, with their high ambient photon densities, have much greater cooling and therefore lower average electron energies, and therefore lower frequency synchrotron and Compton peaks, as well as higher ratios of Compton to synchrotron radiation. Several selection effects could exaggerate this trend, however. The multiwavelength properties of TeV-bright blazars are beginning to be well studied. However, the average properties of blue blazars may be different from those of the well-studied TeV blazars Mkn 421 and Mkn 501. For example, a small survey with HEGRA suggests the typical Compton ratio may be closer to $`L_C/L_s0.1`$ than 1. Further TeV observations, combined with more sensitive simultaneous X-ray observations, are needed to confirm this suggestion. In addition, X-ray monitoring can be used to pick out flaring blazars as potentially strong TeV sources; however the trigger times needed are quite short, less than 1 day. Certainly in Mkn 421 and Mkn 501, the TeV and X-ray light curves are well correlated, with delays $`\stackrel{<}{}`$ day. PKS 2155–304, perhaps the best observed blazar at UV-X wavelengths, illustrates the complexity of blazar variability and the danger of strong conclusions from limited data sets. Mkn 501 continues to be in a high state but $`\gamma _{peak}`$ has decreased, judging from synchrotron peak frequency, which is a factor of $`10`$ lower than one year earlier. Finally, jet demographics are an interesting and not yet well understood issue. Whether nature forms more high-luminosity jets than low-luminosity jets, as implied if red blazars are more numerous, or the opposite, is unclear and is of fundamental physical significance. This problem can be approached with deeper samples of flat-spectrum radio sources. Acknowledgements — It is a pleasure to thank my blazar colleagues, particularly those with whom I have worked most closely in the past year, Riccardo Scarpa, Rita Sambruna, Ron Remillard, Elena Pian, Laura Maraschi, Gabriele Ghisellini, Giovanni Fossati, Annalisa Celotti, and Felix Aharonian, and to acknowledge the warm hospitality of the Center for Astrophysical Sciences at the Johns Hopkins University and the Brera Observatory of Milan during my sabbatical. We thank the HEGRA collaboration for permission to use the Mkn 421 data in advance of publication. This work was supported in part by NASA grants NAG5-3313 and NAG5-3138.
no-problem/9903/astro-ph9903040.html	ar5iv	text	# Large stellar disks in small elliptical galaxies ## 1 Introduction Elliptical galaxies occupy only a small volume in the stable parameter space defined by mass, luminosity, compactness, and rotational support (e.g. Kormendy and Djorgovski 1989; de Zeeuw and Franx 1991). This means that their present-day structure is not determined by stability, but by their formation history, specifically by the relative importance and the time ordering of dissipative processes vs. merging. Yet, the actual role of gas dissipation, resulting in gaseous and stellar disks, and of violent relaxation, leading to spheroidal systems with largely random stellar motions, is still under debate for ellipticals of different luminosity classes. Observationally it has been established that “low-luminosity” ellipticals ($`L<\frac{1}{2}L_{}`$) show more rotation and photometric diskiness than the brighter systems (e.g., Davies et al. 1983; Bender et al. 1989). Yet, taken alone, these results cannot constrain uniquely their formation history, as there are many paths towards systems with modest rotation. For example, N-body simulations of dissipationless major mergers can produce rotating remnants $`(V/\sigma )_{max}<1`$ with disky isophotes (e.g., Heyl, Hernquist & Spergel 1996; Weil & Hernquist 1996). On the basis of statistics, Rix & White (1990) argued that most of the so-called faint ellipticals are not just “disky” objects, but are rather the face-on counterparts of S0 galaxies, implying that they contain dynamically-cool stellar disks that make up an appreciable fraction of the total mass. If confirmed kinematically, the presence of an outer stellar disk in the majority of these systems would strongly support gas dissipation as the last significant step in their formation history. For individual objects, detailed photometric and kinematic studies have shown indeed that dynamically fragile stellar disks are present in several elliptical galaxies (e.g. Rix & White 1992; Scorza & Bender 1995). In this paper we attempt to move beyond questions of individual misclassification of galaxies, by asking whether there is any significant fraction of “faint elliptical galaxies” that have reached their present state through largely dissipationless merging as the last formation step? To this end we present and discuss kinematic measurements (to $`R>R_e`$) for a photometrically selected sample of seven bona-fide ellipticals with $`M_B19.5`$. ## 2 Sample and Observations Our seven galaxies are a random sub-sample of the RC3 catalog (de Vaucouleurs et al. 1991), with Hubble types $`T4`$ and luminosities below $`M_B=19.5`$. No prior kinematic information was used, and nothing, save the luminosity cut, should have biased the selection process towards rapidly rotating objects. We added three S0 galaxies ($`T=2,3`$) for comparison. The spectra were obtained during two different runs (February 11-14, 1997, and September 29 – October 2, 1997) at the KPNO 4-m telescope, using the RC spectrograph with the KPC-24 grating in second order. In February 1997 the detector was T2KB CCD with $`2048^2`$ pixels of $`24\mu `$m<sup>2</sup>, which were binned along the slit to yield $`1.38^{\prime \prime }`$/pixel. In the September 1997 run we used a 3k$`\times `$1k F3KB CCD with $`15\mu `$m<sup>2</sup> pixels binned to $`0.86^{\prime \prime }`$/pixel along the slit. With a $`2.5^{\prime \prime }`$ wide slit and on-chip binning by two in the spectral direction the effective instrumental resolution was $`\sigma _{instr}50`$ km/s. The spectra were centered on 5150$`\AA `$, covering H$`\beta `$ $`\lambda `$4861$`\AA `$, \[OIII\] $`\lambda `$5007$`\AA `$, Mg<sub>b</sub> $`\lambda `$5175$`\AA `$, Fe $`\lambda `$5270$`\AA `$ and Fe $`\lambda `$5335. Table 1 lists relevant properties of the sample members and the observations, including the adopted major axis position angle and the exposure times. Spectra of several K giants were acquired with the same instrumental setup, and used as kinematic templates. The basic data reduction (bias and dark subtraction, flat-fielding, correction for slit-vignetting, wavelength calibration, airmass and Galactic extinction corrections, correction for instrumental response) was performed using IRAF and MIDAS software. The stellar kinematics were obtained with the template fitting method, described in Rix & White (1992), after the data were binned along the slit to constant signal-to-noise. Then the best fit mean velocity $`V`$ and dispersion $`\sigma `$ were determined by $`\chi ^2`$-minimization, along with the best fitting composite stellar template. The resulting error bars are the formal uncertainties based on the known sources of noise. External tests on this and other data sets demonstrate that they are a good approximation to the true uncertainties. ## 3 Results and Discussion Figure 1 shows the major and minor axis kinematics for the sample galaxies. Similar to S0 galaxies, the velocity dispersions in these ellipticals are found to drop from a central peak to near our instrumental resolution at large radii. Most sample members exhibit little - if any - rotation along the minor axis, in contrast to their strong rotation along the major axis. Their kinematics suggest that these systems are nearly axisymmetric and likely have a rather simple dynamical structure. Only NGC1588 shows considerable minor axis rotation over the same radial region where the photometry shows isophotal twisting; this is possibly due to the interaction with its close companion (NGC1589). In Figure 2 we quantify the degree of rotational support in these galaxies, by plotting $`V/\sigma `$ as a function of the galactocentric distance along the major axis. As a diagnostic of the dynamical state beyond the effective radius, we adopt the maximum, $`(V/\sigma )_{max}`$, and the outermost value $`(V/\sigma )_{out}`$, of each $`V/\sigma `$ curve \[see Table 1\]. In terms of these quantities, Figure 3 re-states the main result: for four out of seven ellipticals, $`(V/\sigma )_{max}>\mathrm{\hspace{0.25em}2}`$; two additional ellipticals have $`(V/\sigma )_{max}>\mathrm{\hspace{0.25em}1.5}`$. As a benchmark, we compare the observed $`(V/\sigma )_{max}`$ \[and $`(V/\sigma )_{out}`$\] values to maximally rotating, oblate “Jeans models.” We consider models where the residual velocities are isotropic in the co-rotating frame. The models are built following the method outlined in Binney, Davies, & Illingworth (1990; see also Carollo & Danziger 1994 for particulars), assuming a Jaffe (1983) law. The curves in Figure 3 represent maximum $`V/\sigma `$ within $`2R_e`$, as a function of projected axis ratio (or inclination). We considered intrinsic axis-ratios of $`c/a=0.6`$ and $`c/a=0.4`$ and models with and without dark halos (which are three times more extended and more massive than the luminous component). As Figure 3 illustrates, no model can reproduce values of $`(V/\sigma )_{max}2`$ for any viewing angle, unless it has $`c/a<0.4`$! This implies that all sample galaxies are intrinsically very flat. A possible exception is the one distorted galaxy, NGC1588, for which our kinematics are compatible with $`c/a<0.6`$, if $`(V/\sigma )_{out}`$ is considered instead of $`(V/\sigma )_{max}`$. The probability that 6 out of 7 ellipticals are that flat is vanishing ($`2.4\times 10^6`$) on the basis of the expected shape distribution of low-luminosity oblate spheroidals (Tremblay & Merritt 1996). Dissipationless simulations of equal mass galaxy mergers mostly produce remnants with $`(V/\sigma )_{max}<1`$ inside $`2R_e`$ (e.g. Heyl, Hernquist and Spergel, 1996). In addition, for most spin-orbit geometries major mergers also produce significant kinematic misalignment, which would be reflected in minor axis rotation. Neither property is consistent with our sample galaxies, ruling out formation through mergers of nearly equal mass. Unequal mass mergers ($`3:1`$) can produce remnants with rather disk-like shapes and kinematics (Barnes, 1996; Bekki 1998; Barnes 1998). Barnes (1998) finds remnants to be close to axisymmetric with little minor axis rotation, in this respect consistent with our sample properties. He quantifies the rotational support of the merger remnants by the parameter $`\lambda ^{}`$, the total angular momentum of the most tightly bound half of the stars, normalized by the value for perfect spin alignement. For Barnes’ eight 3:1 mergers $`\lambda _{sim}^{}=0.38`$ with a scatter of $`0.04`$. As $`\lambda _{sim}^{}`$ is not observable, we attempt to construct an analogous quantity $`\lambda ^{}_{obs}`$ for our sample members (see Table 1), by estimating the azimuthal velocity, normalized by the local circular velocity and averaged over the inner 50% of the light. For this estimate we had to make the following assumptions: (i) the overall potential is logarithmic; (ii) the velocity dispersions are isotropic; (iii) the galaxy is axisymmetric with an intrinsic axis ratio of $`0.4`$ (or $`0.6`$; see above); (iv) the circular velocity is estimated as $`v_c\sqrt{v_\varphi ^2+2\sigma ^2}`$, which is both correct for non-rotating systems in logarithmic potentials and in the “asymmetric drift” limit for $`\rho _{}r^2`$; (v) the stars are on average 30 from the mid-plane. With this, we find $`\lambda ^{}_{obs}=0.55`$ with a scatter of $`0.06`$ (see Table 1): every observed sample galaxy has considerably more ordered motions than any of the 3:1 mergers. We checked that plausible changes in the above model assumptions will alter not $`\lambda ^{}_{obs}`$ by $`\lambda ^{}_{obs}\lambda _{sim}^{}`$. The degree of streaming motion found in our sample galaxies is nearly that of the dominant disks of S0 galaxies \[e.g. Fisher 1997 and the $`(V/\sigma )_{max}`$ values for the S0s of our sample\]. Without exception the sample members appear even more rotationally supported than simulated unequal mass (3:1) mergers (Barnes 1998). This strongly suggests that the dissipative formation of a massive and extended stellar disk has been the last major step in building these galaxies. This inference does not preclude, however, that for some fraction this disk has been heated considerably by subsequent gravitational interactions. Our data, therefore allow us to push the long-known result that rotation is important in low-luminosity ellipticals (Davies et al. 1982) one step further: most of these “elliptical” galaxies in an effectively luminosity-limited sample, actually contain stellar disks at large radii, comparable in mass and size to S0s. These kinematic results, combined with earlier photometric evidence ( e.g., Rix & White 1990 and references therein), now put this idea on solid observational grounds. Perhaps these results imply that at smaller mass scales the epoch of mergers ended before the epoch of star-formation. HWR is supported by the Alfred P. Sloan Foundation. CMC is supported by NASA through the grant HF-1079.01-96a awarded by the Space Telescope Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555.
no-problem/9903/cond-mat9903238.html	ar5iv	text	# Metal-insulator transition in CMR materials \[ ## Abstract We report on resistivity measurements in La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> thin films in order to elucidate the underlying mechanism for the CMR behavior. The experimental results are analyzed in terms of quantum phase transition ideas to study the nature of the metal-insulator transition in manganese oxides. Resistivity curves as functions of magnetization for various temperatures show the absence of scaling behavior expected in a continuous quantum phase transition, which leads us to conclude that the observed metal-insulator transition is most likely a finite temperature crossover phenomenon. PACS number(s): 75.30.Vn; 72.15.Gd; 71.30.+h; 72.80.-r. \] The mixed-valence perovskite manganese oxides R<sub>1-x</sub>A<sub>x</sub>MnO<sub>3</sub> (where R = La, Nd, Pr, and A = Ca, Sr, Ba, Pb) have been the materials of intense experimental and theoretical studies over the past few years . These materials show colossal magnetoresistance (CMR) in samples with $`0.2<x<0.5`$. In such a doping region, the resistivity exhibits a peak at a temperature $`T=T_p`$. The system is metallic ($`d\rho /dT>0`$) below $`T_p`$ and is insulating ($`d\rho /dT<0`$) above $`T_p`$. Under an external magnetic field $`B`$, $`\rho `$ is strongly suppressed and the peak position $`T_p`$ shifts to a higher temperature. Thus, a huge magnetoresistance may be produced around $`T_p`$ to give rise to the CMR phenomenon. It is widely believed that the CMR behavior in these mixed-valence oxides is closely related to their magnetic properties. This is supported by the fact that $`T_p`$ is very close to the Curie temperature $`T_c`$, the transition temperature from the ferromagnetic (FM) to the paramagnetic (PM) phase. Despite intensive investigations of the CMR phenomenon, the nature of the metal-insulator (M-I) transition remains an open question. The manganese-oxides are usually modeled by the double exchange Hamiltonian, which describes the exchange of electrons between neighboring Mn<sup>3+</sup> and Mn<sup>4+</sup> ions with strong on-site Hund’s coupling. As pointed out by Millis et al., however, the double exchange model alone does not explain the sharp change in the resistivity near $`T_c`$ and the associated CMR phenomenon. Based on the strong electron-phonon coupling in these materials, Millis et al. proposed that the M-I transition involves a crossover from a high $`T`$ polaron dominated magnetically disordered regime to a low $`T`$ metallic magnetically ordered regime. On the other hand, some authors have argued the possible importance of the quantum localization effect (caused presumably by the strong magnetic disorder fluctuations in the system around and above the magnetic transition), and proposed that the M-I transition in the CMR materials is the Anderson localization transition - a quantum phase transition driven by magnetic disorder. It will be interesting to examine the consequences of these Anderson localization theories against experimental results. In this paper, we report resistivity measurements in La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> thin films, and analyze the results to compare with the scaling behavior expected from an Anderson localization transition. Assuming the M-I transition in manganese oxides is of Anderson localization type, the resistivity curves as functions of magnetization (or more precisely the magnetic moment correlation of the neighboring Mn-ions) for different temperatures should cross at a single point and show scaling behavior associated with quantum criticality. Our experimental results, however, clearly demonstrate the absence of this scaling behavior. We conclude that the Anderson localization is not the cause of the M-I transition in the CMR materials. We start with a brief review of a well-known case, which exhibits the scaling properties of the Anderson localization transition, namely the M-I transition in thin Bi-films . In this case the disorder effect is solely controlled by the thickness of the thin films, $`d`$. One of the most basic scaling properties is the existence of a critical value of the film thickness $`d_c`$, and a critical value of the resistivity $`\rho _c`$. The resistivity is metallic for $`d>d_c`$, and insulating for $`d<d_c`$. Scaling laws are established for physical quantities with parameters near these critical values. Absence of these critical values would imply the absence of scaling behavior, incompatible with the theory of the Anderson transition which is a continuous quantum phase transition manifesting scaling behavior. If we assume the M-I transition in manganese oxides to be an Anderson localization, the question then naturally arises about what would be the physical quantity or the tuning parameter which corresponds to the layer thickness in the Bi-thin films describing the disorder strength. We believe that the tuning parameter in the CMR M-I transition should be the magnetization of the system. To make the discussion more concrete, let us consider a model discussed in Ref. 9 to describe the possible Anderson transition in Mn-oxides, $$H_{eff}=\underset{ij}{}t_{ij}^{}d_i^+d_j+\underset{i}{}ϵ_id_i^+d_i+c.c$$ (1) Here the first term is the effective double-exchange Hamiltonian in which $`t_{ij}^{}=t\{\mathrm{cos}(\theta _i/2)\mathrm{cos}(\theta _j/2)+\mathrm{sin}(\theta _i/2)\mathrm{sin}(\theta _j/2)\mathrm{exp}[i(\varphi _i\varphi _j)]\}`$, with $`t`$ the hopping integral in the absence of the Hund’s coupling and the polar angles $`(\theta _i,\varphi _i)`$ characterizing the orientation of local spin $`\stackrel{}{S}_i`$. The second term in Eq.(1) represents an effective on-site disorder Hamiltonian (which should lead to the M-I Anderson transition in this model) which includes all possible diagonal disorder terms in the system, such as the local potential fluctuations due to the substitution of R<sup>3+</sup> with A<sup>2+</sup>. Here $`ϵ_i`$ stands for random on-site energies distributed within the range $`[W/2,W/2]`$. For a given sample, the diagonal disorder, namely $`\{ϵ_i\}`$, or $`W`$, is fixed, but the bandwidth is controlled by the double exchange hopping integral. Therefore the effective strength of the disorder is determined by $`t^{}`$. Experimentally the disorder strength may be tuned by introducing an external magnetic field $`B`$ and/or by changing the temperature $`T`$. For instance, as $`B`$ increases, the magnetic ions tend to align along the same direction so that the magnitude of $`t^{}`$, hence the bandwidth, increases. As $`T`$ is lowered below $`T_c`$, there is spontaneous magnetization, which can also increase the bandwidth to reduce the disorder strength. Note that the role of temperature in this localization model is somewhat indirect in the sense that it only controls the disorder strength - the usual role of finite temperature in quantum phase transition is the introduction of a dynamical exponent $`z`$ which would not play an explicit role in the discussion and analysis of the experimental data presented in this paper. The hopping integral $`<t_{ij}^{}>`$ in the double exchange model depends on the magnetic moment correlation between the neighboring Mn-ions, $`\chi =<\stackrel{}{M}_i\stackrel{}{M}_j>`$, where $`<\mathrm{}>`$ denotes the thermal average. $`\chi `$ can be divided into a static part and a fluctuation part, $`\chi =M^2\mathrm{\Delta }M^2`$, where $`M`$ is the magnetization, which can be measured directly, and $`\mathrm{\Delta }M^2=\chi M^20`$ for ferromagnetic interacting systems including the present case. Sufficiently away from the magnetic transition point ($`T=T_c`$ and magnetic field $`B=0`$), the fluctuation part can be dropped, and the bandwidth is controlled by the magnetization. In what follows, we first neglect the fluctuation effect, and focus on the static part to discuss the scaling behavior. This approximation is equivalent to the mean field approximation made in Ref. 9. The fluctuation effect does not alter our qualitative conclusion. The effect of off-diagonal disorder (arising, for example, from a random $`t^{}`$) was previously discussed by Varma for the paramagnetic phase . In that work, the core-spin fluctuation was treated in the adiabatic approximation and the primary effect of the magnetic field was argued to alter the localization length. A more detailed calculation by Li et al. , including both random hopping and on-site disorder, showed that random hopping alone is not sufficient to induce Anderson localization at the Fermi level relevant to the observed CMR phenomenon. We believe the main effect of the magnetic field in the high field limit is to partially polarize the electron spins, thus to increase the electron bandwidth. Our analyses should apply to the experimental situation reported in this paper, where the magnetization is as high as a fraction of the saturated value. Similar to the layer thickness in the Bi-thin films, we would thus expect a critical value in magnetization, $`M_c`$, in the CMR materials, i.e., $`M`$ is the control or the tuning parameter for the quantum phase transition. For $`M<M_c`$, the system is an insulator and $`\rho `$ decreases with increasing temperature. For $`M>M_c`$, the system is a metal and $`\rho `$ increases with increasing temperature. In Fig. 1, we schematically illustrate the expected resistivity as functions of $`M`$ for three temperatures $`T_1`$, $`T_2`$ and $`T_3`$ with $`T_1<T_2<T_3`$. All $`T_i`$ ($`i=1,2,3`$) are above the Curie temperature $`T_c`$ and the peak temperature $`T_p`$. These different temperature curves should cross at a single value $`M_c`$ if the transition is of Anderson type. The reason for the crossing is as follows. A given temperature gives an effective cut-off length scale. The resistivity depends on the ratio of this length scale to the localization length. At the critical point, the localization length diverges, thus the resistivity is independent of temperature. Below we first present our resistivity and magnetization measurements at various external field $`B`$ for different $`T`$. We then analyze our results and discuss the magnetization dependence of the resistivity for various $`T`$. These data will be shown to be incompatible with the critical scaling requirement of an Anderson localization transition. The samples used in this study are epitaxial thin films of La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> grown by pulsed laser deposition on LaAlO<sub>3</sub> substrate. The film thickness is 1200 Å for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and 2100 Å for Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> samples. The deposition conditions are: laser fluence 2 J/cm<sup>2</sup>, substrate temperature 820C, oxygen partial pressure in the growth ambient 400 mTorr. Following deposition, films were cooled down to room temperatures in an oxygen ambient 400 Torr. The samples were subjected to post-deposition thermal annealing at 850C in oxygen for 10 hours. X-ray studies were used to ensure good structural quality of the samples. Resistivity was measured by a standard four-probe technique. Magnetization was measured with a commercial SQUID magnetometer. The magnetic field was applied parallel to the film plane in order to minimize the demagnetization factor. The diamagnetic contribution of the substrate was measured separately and subtracted. The Curie temperature of the samples was determined from the temperature dependence of magnetization at low magnetic field, and is found to be 270 K ($`T_c`$) for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and 205 K for Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub>. At zero field the resistance has a peak around $`T_p275`$ K for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> (Fig.2, inset) and $`T_p217`$ K for Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub>, which is close to the corresponding Curie temperatures. The peak values of resistivity are $``$ 10 mOhm-cm for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and $`145`$ mOhm-cm for Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> and the residual low temperature resistivity values are 170 $`\mu `$Ohm-cm for La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> and 550 $`\mu `$Ohm-cm for, which are typical values for good quality epitaxial films of these compositions. We now discuss our experimental results. All the results are from La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> films except those in Fig. 4(b). In Fig. 2, we show resistance $`R`$ as a function of magnetic field for $`B=0`$ to 5 T for the temperatures just above $`T_p`$. At zero field, $`R`$ has a peak around $`T_p275`$ K, above which the sample is an insulator. At $`B=5`$ T, the insulating phase has been eliminated by the applied field, and $`R(B,T)/T>0`$ within the measured temperature region $`275`$ K$`<T<300`$ K. In Fig. 3, we show the measured magnetization $`M`$ as a function of magnetic field for a temperature range between $`T=282`$ K and $`T=298`$ K. The main result of this paper is shown in Fig. 4. In Fig. 4(a) the resistance $`R`$ is plotted as a function of magnetization $`M`$ for several temperatures ranging between $`T=282`$ K to $`298`$ K. These curves were obtained by combining the data from Figs. 2 and 3. The $`R(M)`$ curves appear to be approximately crossing with each other at the magnetization value about $`3\times 10^4`$ emu. This crossing might appear to indicate localization due to the reduction of the bandwidth, represented by $`M`$ here. However, there is no single crossing point for all these curves, as shown in the inset to Fig. 4(a). Intersections of the curves occur from $`M=2.6\times 10^4`$ emu to $`M=3.6\times 10^4`$ emu. This interval is about 15$`\%`$ of the studied magnetization range, which could hardly be defined as a single point. Besides, at higher magnetization values $`R(M)`$ curves converge again. This result is manifestly incompatible with the Anderson M-I transition behavior in Fig. 1 or equivalently, with the general behavior of a continuous quantum phase transition. Therefore, we conclude that Anderson localization is not the mechanism for the M-I transition in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> thin films. In addition, we have explicitly verified that our $`R(M,T)`$ data do not exhibit quantum scaling behavior and cannot be collapsed into one effective curve by choosing suitable localization and dynamical exponents. To determine whether our results from the La<sub>0.67</sub>Ca<sub>0.33</sub>MnO<sub>3</sub> samples are generic, we have carried out measurements on Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> films. In Fig. 4(b) the resistance $`R`$ is plotted as a function of magnetization $`M`$ for several temperatures ranging between 217 K to 245 K. Different curves from different temperatures do not even cross for the Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> film which is inconsistent with the behavior of Fig. 1, expected for a quantum phase transition. Our main experimental conclusion, as shown in Figs. 2 - 4, is that the measured thin film resistivity $`R(M,T)`$ of CMR manganite materials plotted as a function of the measured magnetization $`(M)`$ at different temperatures $`(T)`$ does not exhibit any simple quantum criticality around the measured M-I transition temperature $`T_p`$. This is manifestly obvious from Fig. 4 since $`R(M)`$ for different temperatures around $`T_p`$ do not cross through a single critical magnetization value $`(M_c)`$ as they should if the underlying cause is a continuous quantum phase transition as in Anderson localization. Our analysis has been based on the assumption that the magnetization is the appropriate tuning parameter for the localization quantum phase transition in manganites (i.e. the transition is driven by magnetic fluctuations). Magnetization as the tuning parameter is entirely reasonable for quenched disorder which we have implicitly assumed in our analysis. If the disorder is arising entirely from temperature dependent (intrinsic) magnetic fluctuations, then the relevant disorder is annealed, and recent detailed numerical work shows that such intrinsic annealed disorder is unlikely to lead to localization without additional strong quenched magnetic disorder arising from, for example, structural disorder. Our experimental results indicate that a continuous quantum phase transition is unlikely to be the underlying cause for the CMR M-I transition, and the observed phenomenon is most likely a rapid crossover behavior at $`T_p`$. We cannot, however, comment on the nature of this crossover behavior based only on our experimental results. One issue requiring some elaboration in the context of metal-insulator transitions in CMR materials is the fact that phenomenologically this M-I transition is thought to occur at a transition temperature ($`T_p275`$ K, 217 K for the La<sub>0.67</sub>Ca <sub>0.33</sub>MnO<sub>3</sub>, Nd<sub>0.7</sub>Sr<sub>0.3</sub>MnO<sub>3</sub> materials respectively in our experiments) with the system being “metallic” (also ferromagnetic) for $`T<T_p`$ and “insulating” (paramagnetic) for $`T>T_p`$. The effective “metallic” and “insulating” phases in this CMR M-I transition are defined entirely by the temperature dependence of $`\rho (T)`$ with $`d\rho /dT>0`$ (for $`T<T_p`$) defining an effective metal whereas $`d\rho /dT<0`$ (for $`T>T_p`$) defining the effective insulator. The true M-I localization transition is a $`T=0`$ quantum phase transition with the insulating phase having zero conductivity and the metallic phase having finite conductivity. The sign of $`d\rho /dT`$ is not always a good indicator for a M-I transition. In our analyses of the data (as well as in the current discussion on M-I transitions in CMR materials) one assumes the temperature to be a parameter affecting the magnitudes of the physical quantities (e.g. magnetic behavior) defining the M-I transition. It may actually be more natural to think of the CMR M-I transition as a temperature-induced crossover behavior, and any critical discussion of a true M-I transition in CMR materials should await an experimental observation of a M-I transition at a fixed low temperature as a function of a system parameter (e.g. disorder, magnetic impurities, sample thickness, composition). All of the current activity on the nature of the M-I transition in CMR materials may thus be premature unless one can experimentally induce a low temperature transition by varying a system parameter. In that context the most important experimental result produced by our investigation is the finding that the resistivity $`R(M,T)`$ in CMR materials around the M-I “transition” temperature $`T_p`$ cannot be written simply as $`R(M(T))`$ as has been almost universally assumed in prior work on the subject. We find, as is obvious from Figs. 2-4, that the measured resistance $`R`$ is not just a function of the system magnetization $`M(T)`$ at that particular temperature, but is also a function of temperature $`T`$ directly (i.e. $`R`$ at a fixed $`M`$, but different $`T`$ values, takes on different values as can be seen in Fig. 4). Thus $`R`$ is a two parameter function $`R(M,T)`$ with $`M(T)`$ depending also on $`T`$. While the direct temperature dependence of $`R`$ is not extremely strong, it is clear that $`R`$ cannot be expressed as a simple one parameter function $`R(M(T))`$. We believe that this finding should have important implications for the CMR phenomena which far transcends the specific issue of whether the observed CMR M-I transition is a continuous quantum phase transition or a crossover behavior. We emphasize that the non-existence of a critical $`M_c`$ (at which $`R`$ for different $`T`$ values cross, indicating the existence of a single M-I transition point), which is the main factual finding of our work, implies that there is no magnetization independent M-I transition in CMR materials induced only by temperature - the measured resistance always depend on both $`M`$ and $`T`$. We also note that our measured resistance can be approximately fitted by an exponential function in $`M/M_{sat}`$, but such fits are manifestly approximate since the measured resistance always depends on both $`M`$ and $`T`$ independently. One may question our choice of the magnetization as the control parameter in driving the M-I transition in contrast to, for example, the applied magnetic field, which superficially may appear to be the tuning parameter for the Anderson localization. We believe the appropriate tuning parameter to be the magnetization (at least with the double exchange Hamiltonian defined in Eq. (1)), since it determines the effective hopping integral $`t^{}`$, and hence the disorder strength in the Hamiltonian. We have of course studied the resistivity as a function of the magnetic field in the temperature range $`T=282`$ K to $`298`$ K, as shown in Fig. 2. No single transition point and/or quantum scaling can be defined from the magnetic field study in Fig. 2, leading to the same conclusion about the non-existence of a continuous M-I transition. A more appropriate quantity to characterize the disorder strength in the manganese oxides would perhaps be the magnetic moment correlation $`\chi `$ of the neighboring Mn-ions, which is difficult to measure directly. A quantitative experimental study of resistivity as a function of $`\chi `$ for various $`T`$ would be very difficult. We can, however, make a general statement that a measurement of $`R(\chi ,T)`$ is unlikely to exhibit quantum critical scaling because our $`R(M,T)`$ data manifest non-scaling behavior in Figs. 2-4. We believe that our measured $`R(T,M)`$ behavior is exhibiting the intrinsic metal-insulator crossover in the system, and there is no continuous metal-insulator phase transition in the problem. In conclusion, we have carried out resistivity measurements in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> and Nd<sub>1-x</sub>Sr<sub>x</sub>MnO<sub>3</sub> thin films to study the possible Anderson metal-insulator transition. An external magnetic field is applied to induce the paramagnetic to ferromagnetic transition. As a function of magnetization, the resistivity curves for different temperatures are found not to cross at a single point, establishing the non-existence of a quantum critical point. This result is incompatible with theoretical expectations from Anderson metal-insulator transition. Thus, we conclude that the Anderson localization is not the cause of the metal-insulator transition in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> thin films. The precise nature of the metal-insulator transition in CMR materials requires further experimental and theoretical investigations. The present experiments seem to be consistent with the picture that the transition is a crossover from a metal to a magnetically disordered polaronic insulator. Acknowledgment: This work is supported by the NSF-MRSEC, NSF and ONR at Maryland. X.C. Xie and F.C. Zhang are also supported by DOE under the contract number DE-FG03-98ER45687.
no-problem/9903/cond-mat9903095.html	ar5iv	text	# Universality in the off-equilibrium critical dynamics of the 3⁢𝑑 diluted Ising model ## Abstract We study the off-equilibrium critical dynamics of the three dimensional diluted Ising model. We compute the dynamical critical exponent $`z`$ and we show that it is independent of the dilution only when we take into account the scaling-corrections to the dynamics. Finally we will compare our results with the experimental data. PACS numbers: 05.50.+q, 75.10.Nr, 75.40.Mg The issue of Universality in disordered systems is a controversial and interesting subject. Very often in the past it has been argued that critical exponents change with the strength of the disorder . While, on a deeper analysis, it has turned out that those exponents were “effective” ones, i.e. they are affected by strong scaling corrections. So, when one studies the critical behavior of a disordered system it is mandatory to control the leading correction-to-scaling in order to avoid these effects that could modify the dilution-independent values of the critical exponents. For instance, in Ref. the equilibrium critical behavior of the three dimensional diluted Ising model was studied. The authors showed that taking into account the corrections-to-scaling it was possible to show that the static critical exponents (e.g. $`\nu `$ and $`\eta `$) and cumulants were dilution-independent. These numerical facts supports the (static) perturbative renormalization group picture: all the points of the critical line (with $`p<1`$) belong to the same Universality class (with critical exponents given by the random fixed point) . Their final values of the exponents were in very good agreement with the experimental figures (see below). We will show that an analogous effect also happens in the off-equilibrium dynamics of the diluted ferromagnetic model and we will take it into account in our data analysis, in order to get the best estimate of the critical dynamical exponent. The critical dynamics of the diluted Ising model has been studied experimentally in Ref. using neutron spin-echo inelastic scattering on samples of $`\mathrm{Fe}_{0.46}\mathrm{Zn}_{0.54}\mathrm{F}_2`$ (antiferromagnetic diluted model) and has been compared with the results obtained in pure samples ($`\mathrm{FeF}_2`$. For the pure model a dynamical critical exponent $`z=2.1(1)`$ was found (in good agreement with the theoretical predictions based on one-loop perturbative renormalization group (PRG) ) whereas in the diluted case the exponent $`z=1.7(2)`$ was computed (three standard deviations away of the analytical prediction based on (one-loop) PRG that provides $`z2.34`$ ). Furthermore, the dynamical exponent was computed in the framework of the PRG up to two loops and it was obtained $`z=2.237`$ and $`z=2.180`$ (the experimental value is at 2.5 standard deviation of the two loops analytical result). In the experiment were measured critical amplitudes 100 times smaller than those computed in the pure case. It is clear that a more precise experiment on this issue will be welcome. We should point out that the critical dynamics of a diluted antiferromagnet is the same as of a diluted ferromagnet. A numerical study of the on-equilibrium dynamics in diluted systems was performed in 1993 by Heuer . He measured the equilibrium autocorrelation functions for different concentrations and lattice sizes. The autocorrelation time ($`\tau `$) depends on the lattice size ($`L`$) via the formula $`\tau L^z`$ (neglecting scaling corrections). He found that all the data, for concentrations not too close to 1, were compatible, for large $`L`$, with the assumption of a single dynamical exponent, different from the one of the pure fixed point and similar to the analytical estimate of Ref. ($`z2.3`$). The final value reported by Heuer was $`z=2.4(1)`$. The main goal of this work is to check Universality in the critical dynamics of diluted models (i.e. whether the dynamical critical exponent is dilution independent) in the off-equilibrium regime . To do this we monitor scaling corrections in the same way it was done in the static simulations . Therefore we will also obtain the value of the corrections-to-scaling exponent for the dynamics. Our motivation to study the off-equilibrium dynamics instead of the equilibrium one is based on two reasons. The more important reason is that the experimental data was obtained in the off-equilibrium regime and the second one is that (in general) it is easier to simulate systems in the off-equilibrium regime. Moreover it will be possible to confront our $`z`$ computed in the off-equilibrium regime with that obtained at equilibrium . The relevance of the corrections-to-scaling is twofold. The first one is that the scaling-corrections are very important in the right determination of the static (equilibrium simulation) critical exponents . In some models the corrections-to-scaling change the anomalous dimension of the order of 10 % (see for example Ref. ). The second one is that the correction-to-scaling exponent can be (and it has been) computed in a real experiment . We have studied the three dimensional diluted Ising model defined on a cubic lattice of size $`L`$ and with Hamiltonian $$=\underset{<ij>}{}ϵ_iϵ_jS_iS_j,$$ (1) where $`S_i`$ are Ising spin variables, $`<ij>`$ denotes sum over all the nearest-neighbor pairs and $`ϵ_i`$ are uncorrelated quenched variables which are 1 with probability $`p`$ and zero otherwise. We have measured, at the infinite volume critical point and for several concentrations $`p`$, the non-connected susceptibility, defined by $$\chi =\frac{1}{L^3}\underset{ij}{}\overline{S_iS_j},$$ (2) where the brackets stand for the average over different thermal histories or initial configurations and the horizontal bar for an average over the disorder realizations. The indices $`i`$ and $`j`$ run over all the points of the cubic lattice. In practice we use a large number of disorder realizations ($`N_S=512`$) each with a single thermal history, what amounts to neglect the angular brackets in Eq.(2). This procedure is safe and does not introduce any bias. With the notation of the book of Ma we can write, for instance, the following equation for the response function, under a transformation of the dynamical renormalization group (RG) with step $`s`$, $`G(𝒌,\omega ,𝝁)=`$ (3) $`s^{2\eta }G(s𝒌,s^z\omega ,𝝁^{}\pm \left({\displaystyle \frac{s}{\xi }}\right)^{y_1}𝒆_1+O(s^{y_2})),`$ (4) where $`\omega `$ is the frequency, $`𝒌`$ is the wavelength vector, $`z`$ is the dynamical critical exponent, by $`𝝁`$ we denote all the parameters of the Hamiltonian, $`𝝁^{}`$ is the fixed point of the renormalization group transformation, $`\xi `$ is the static correlation length and finally $`y_1`$ is the relevant eigenvalue (equals to $`1/\nu `$: $`y_1`$ is the scaling exponent associated with the reduced temperature), $`𝒆_1`$ is its associate eigenvector and $`y_2`$ is the greatest irrelevant eigenvalue ($`y_2<0`$) of the renormalization group transformation (we have assumed that the system posses only one relevant operator). Using Eq.(4) and considering the leading scaling-corrections for a very large system at the critical temperature, we can write the dependence of the susceptibility on the Monte Carlo time as $$\chi (t,T_c(p))=A(p)t^{\frac{\gamma }{\nu z}}+B(p)t^{\frac{\gamma }{\nu z}\frac{w}{z}},$$ (5) where $`t`$ is the Monte Carlo time, $`T_c(p)`$ is the critical temperature, $`A(p)`$ and $`B(p)`$ are functions that depend only on the spin concentration, $`\gamma `$ is the exponent of the static susceptibility, $`\nu `$ is the exponent of the static correlation length, $`z`$ is the dynamical critical exponent and finally $`wy_2`$ is the correction-to-scaling exponent. Hereafter we denote $`w_dw/z`$. We recall that $`w`$ corresponds with the biggest irrelevant eigenvalue of the RG in the dynamics, in principle $`w`$ will be different from the leading correction in the static (that we will denote by $`w_s`$. In addition, an analytical correction-to-scaling comes from the non singular part of the free energy and gives us a background to add to Eq.(5). In our numerical simulations we can neglect this background term (i.e. we will show that $`\gamma /(\nu z)\omega /z0.50`$). Moreover, Eq.(5) is valid for times larger than a given “microscopic” time and for times (in a finite lattice) less than the equilibration time (that is finite in a finite lattice). To study numerically the present issue we have simulated $`L=100`$ systems for different spin concentrations $`p=1.0,0.9,0.8,0.65,0.6,0.5`$ and $`0.4`$ at the critical temperatures reported in Ref. . The Metropolis dynamics provides our local dynamics. We have checked in all the simulations that we were in an off-equilibrium situation: for the volumes and times we have used, the non-connected susceptibility is far from reaching its equilibrium plateau (in a finite system). For completeness we also report the numerical estimate of the critical exponents for the random fixed point, where all the systems with $`p<1`$ should converge for large length scales : $`\gamma =1.34(1)`$, $`\nu =0.6837(53)`$, $`\eta =0.0374(45)`$ and $`w_s=0.37(6)`$ (Ref. , using PRG, provides $`\omega =0.372(5)`$ in the massive scheme and $`\omega =0.39(4)`$ in the minimal subtraction one). It is worth noting that experimentally the best estimate of the susceptibility exponent is $`\gamma =1.33(2)`$ . At this point we can recall the one-loop prediction of the PRG for the $`\nu `$ and $`\eta `$ exponents: $`\nu =\frac{1}{2}+\frac{1}{4}\sqrt{\frac{6ϵ}{53}}`$ and $`\eta =ϵ/106`$ , where $`ϵ=4d`$, $`d`$ being the dimensionality of the space. If we substitute $`ϵ=1`$ we obtain the following (“naive”) estimates: $`\eta =0.0094`$ and $`\nu =0.5841`$. Obviously the previous naive estimates are far from the numerical and experimental values of the critical exponents. This would also imply that even the one-loop PRG estimate of the dynamical critical exponents will stay far from the true value. Notice also that the anomalous dimension exponent ($`\eta `$) takes near the same value either at the pure and at the random fixed point. One can argue that this holds using the arguments provide in Ref. using a $`ϵ^{}`$-expansion (where $`d2+ϵ^{}`$. This fact, assuming the naive dynamical theory (Van Hove theory or conventional theory) , implies that the dynamical critical exponent $`z=\gamma /\nu =2\eta `$ is the same for both, diluted and pure system, to first order in $`ϵ^{}`$. We will show that this is not the case for our diluted model. The Van Hove theory was used in to interpret the experimental data. An analytical estimate of the value of the dynamical critical exponent has been taken from Ref. where a dynamical $`\sqrt{ϵ}`$-expansion ($`ϵ4d`$) was done: $`z=2+\sqrt{6ϵ/53}+O(ϵ)`$, that in three dimension becomes $`z2.34`$, where we have neglected the terms $`O(ϵ)`$. We can recall the two loops computation: $`z=2.237`$ and $`z=2.180`$ . One of the results of this work should be about the reliability of the previous estimates of $`z`$ (the first and second term of an $`\sqrt{ϵ}`$-expansion). With all these ingredients we can analyze our numerical data for the dynamical non-connected susceptibility and check whether or not the Universality, based on renormalization group arguments, holds. In the first plot (Fig. 1) we show the numerical data in a double logarithm scale. The slope gives, neglecting the corrections-to-scaling, the ratio $`\gamma /(\nu z)`$. It seems that all the lines behave in a power law but with different slopes \[i.e. different exponents $`\gamma /(\nu z)`$\]. This fact could call for non universality in this model (i.e. critical exponents vary along the critical line). In addition, if we take into account the main result from the static which states that the static critical exponents (e.g. $`\nu `$ and $`\eta `$) do not depend on the dilution degree, we obtain a dynamical exponent that depends on the dilution, violating the prediction of the dynamical perturbative renormalization group . In fact, following the RG flow (for $`p<1`$) we should always end at the same random fixed point and so, for large scales (in time and space) $`z`$ is not expected to depend on the dilution degree. In the previous analysis we have not taken into account the scaling corrections. However, we are able to monitor the leading scaling-corrections given by the exponent $`w`$. We succeeded in fitting (using the MINUIT routine ) all our numerical data to Eq.(5) for $`0.5p0.8`$. We have 10 parameters to fit : $`A(p)`$ and $`B(p)`$ for four dilutions ($`p=0.8`$, $`0.65`$, $`0.6`$, $`0.5`$), $`\gamma /(\nu z)`$ and $`\omega /z`$, these last exponents assumed dilution independent. In this way we have computed the functions $`A(p)`$ and $`B(p)`$ in Eq.(5) and $`\gamma /(\nu z)`$ and $`\omega /z`$. By fitting the data using $`t4`$ we have obtained a very good fit (with $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}=33.8/34`$, where d.o.f stands for degrees of freedom) and the following values for the dynamical critical exponent and the leading dynamical scaling-corrections $$z=2.62(7),\omega =0.50(13),$$ (6) where we have used the value of the static critical exponents $`\gamma =1.34(1)`$ and $`\nu =0.6837(53)`$ . In order to check the stability of the previous fit we have tried a new fit using only times $`t8`$. The fit again is very good (with $`\chi ^2/\mathrm{d}.\mathrm{o}.\mathrm{f}=29.7/30`$) and $$z=2.58(7),\omega =0.72(16),$$ (7) Clearly the fit is very stable since both exponents are compatible inside the error bars (one half standard deviation in $`z`$ and one standard deviation in $`\omega `$). Therefore we take, as our final values, $`z=2.62(7)`$ and $`\omega =0.50(13)`$. In Fig. 2 we show our results for the amplitudes $`A(p)`$ and $`B(p)`$ (using the results of the fit with $`t4`$; $`t=4`$ plays the role of the microscopic time for this model and algorithm, see the previous discussion). The main result of these fits is that the numerical data can be well described using dilution independent exponent (both dynamical and static), while the value of the dilution only enters in the non-universal amplitudes, $`A(p)`$ and $`B(p)`$. This fact clearly supports Universality in this model. From Fig. 2 we can compute the value of the dilution in which there is not (leading) scaling-corrections (one kind of “perfect Hamiltonian” for this dynamical problem). For $`p0.63`$ we obtain $`B(p)0`$ and so with this dilution it is possible to measure dynamical critical exponents \[e.g. $`\gamma /(z\nu )`$ from the growth of the susceptibility, $`(d1/\nu )/(z\nu )`$ from the relaxation of the energy, etc.\] neglecting the underlying (leading) scaling-corrections. This dilution could be a good starting point in order to monitor the sub-leading scaling-corrections. Systems with spin concentrations $`p=0.9`$ have also been simulated, but the data from these runs are not been included in the previous analysis, because they can not be well fitted with the formula of Eq.(5). We can explain this fact assuming that for this dilution the system is in the cross-over region, for the lattice and times we used. Also in the static studies a similar effect was found and only for $`p0.8`$ was possible to obtain final values (for exponents and cumulants) dilution independent . In order to convince the reader of the goodness of our fits we plot in Fig. 3 the non-connected susceptibility divided by just the correction-to-scaling factor $`[A(p)+B(p)t^{w_d}]`$. If universality holds (i.e. all the critical exponents, dynamical and static, are dilution independent) all the data points (corresponding to four dilution degrees) should collapse on a straight line in a double logarithm scale. It is clear from this figure that it is what happens. The equation of the curve is $`t^{\frac{\gamma }{\nu z}}`$ with $`\frac{\gamma }{\nu z}=0.748`$. We have shown that it is possible to describe the off-equilibrium numerical data assuming critical exponents (dynamical as well as static) independent on the dilution for a wide range of dilutions. This supports the predictions of the (perturbative) renormalization group for the statics as well as for the dynamics. So, the (perturbative) RG scenario that predicts that all the points on the critical line (for $`p<1`$) belong to the same Universality class is very well supported by numerical simulations. We have found that our estimate of the dynamical critical exponent $`z=2.62(7)`$ is incompatible with the experimental value $`z=1.7(2)`$. Further numerical and experimental studies should be done in order to clarify this discrepancy. We can compare the value of the dynamical critical exponent computed off- and on-equilibrium. The Heuer’s estimate was $`z=2.4(1)`$ and the difference with our estimate $`z=2.62(7)`$ is $`z_{\mathrm{off}\mathrm{eq}}z_{\mathrm{eq}}=0.22(12)`$, i.e. $`1.8`$ standard deviations. The conclusion is that both estimations are compatibles in the error bars. In any case, it will be interesting to compute $`z`$ on-equilibrium by controlling the scaling corrections. Moreover, our estimate is not compatible with that of PRG to order $`\sqrt{ϵ}`$ in the $`\sqrt{ϵ}`$-expansion ($`z=2.34`$). The comparison with the two loops estimates of $`z`$ is still worse. One possible explanation for this disagreement could be the lack of Borel summability the diluted model shows . We remark again that the one loop PRG estimates of the static critical exponents was very bad (see below). Another interesting issue is to compare the dynamical scaling-corrections and the static ones. Unfortunately our statistical precision is unable to solve this issue. For instance, taking the values of the $`t4`$ we obtain $`\omega \omega _d=0.13(6)`$ that is compatible with zero assuming two standard deviations. If we take the values of the $`t8`$ fit we obtain $`\omega \omega _d=0.35(17)`$. We will devote further work (analytical and numerical) in order to discern if the leading dynamical scaling-correction corresponds to the leading static scaling-correction. We wish to thank H. G. Ballesteros, D. Belanger, L. A. Fernández, Yu. Holovatch, V. Martín Mayor and A. Muñoz Sudupe for interesting discussions.
no-problem/9903/hep-ph9903339.html	ar5iv	text	# Large-order trend of the anomalous-dimensions spectrum of trilinear twist-3 quark operators ## Abstract The anomalous dimensions of trilinear-quark operators are calculated at leading twist $`t=3`$ by diagonalizing the one-gluon exchange kernel of the renormalization-group type evolution equation for the nucleon distribution amplitude. This is done within a symmetrized basis of Appell polynomials of maximum degree $`M`$ for $`M1`$ (up to order 400) by combining analytical and numerical algorithms. The calculated anomalous dimensions form a degenerate system, whose upper envelope shows asymptotically logarithmic behavior. preprint: WUB 99-6 RUB-TPII-03/99 The anomalous dimensions of field operators are crucial ingredients in determining the scale dependence of hadronic wave functions in QCD. Though the calculation of the bound-state wave function at the initial (low-momentum) scale cannot be determined within perturbative QCD and requires nonperturbative methods (for a review, see, ), its evolution is governed by a renormalization-group type evolution equation which in leading order reduces to the one-gluon-exchange kernel. Bilinear quark operators of lowest twist ($`t=2`$) are representations of the collinear conformal group and therefore their anomalous dimensions (to first order in $`\alpha _\mathrm{s}`$) are completely determined by collinear conformal invariance (see, e.g., ). Therefore, the eigenvalue problem of twist-2 quark operators with an arbitrary number of total derivatives is exactly solvable. In contrast, the anomalous-dimensions matrix of trilinear quark operators of leading twist-3 cannot be diagonalized completely by collinear conformal invariance . As a result, neither the eigenfunctions nor the eigenvalues (alias the anomalous dimensions) of the nucleon evolution equation are known explicitly. Hence one has to diagonalize the anomalous dimensions matrix order by order within an appropriate operator basis. While operators involving total derivatives do not contribute to forward scattering amplitudes, like deep-inelastic scattering, exclusive processes receive contributions from non-forward matrix elements, and consequently the mixing with trilinear quark operators of twist-3 containing total derivatives cannot be neglected. Given that the baryon (hadron) distribution amplitudes are determined at low normalization scales, of the order of 1 GeV or less, , the knowledge of anomalous dimensions is indispensable in confronting calculated observables, like the proton form factor, with experimental data at larger values of the momentum transfer. In this letter we present a systematic treatment of the nucleon evolution equation, focusing on the large-order, i.e., quasi-asymptotic, behavior of the spectrum of the anomalous dimensions of twist-3 multiplicatively renormalizable baryonic $`I_{1/2}`$-operators with the number $`M`$ of total derivatives acting on these fields tending to infinity. More precisely, we consider operators of the following form $$𝒱_\gamma ^{\left(n_1n_2n_3\right)}(0)\left(izD\right)^{n_1}u(0)\left[C\gamma _\mu z_\mu \right]\left(izD\right)^{n_2}u(0)\left(izD\right)^{n_3}\gamma _5d_\gamma (0)$$ (1) with $`n_1+n_2+n_3=M`$, and where $`z`$ is an auxiliary lightlike vector (i.e., $`z^2=0`$) to project out the leading twist contribution . Note that since there are $`M+1`$ independent operators at each order, one has to diagonalize a $`(M+1)\times (M+1)`$ matrix in order to determine the corresponding eigenvectors and eigenvalues. This is done here within a basis of trilinear quark operators in terms of appropriately symmetrized Appell polynomials (see below) by analytically diagonalizing the nucleon evolution equation up to order 7, and proceeding beyond that order up to a maximum order of 400 numerically. We have already elaborated on these issues in a series of papers , and the present work complements and generalizes our previous results, establishing in particular that the upper envelope of the spectrum for very large order $`M`$ follows a logarithmic law given by the fit $$\gamma _n(M)=0.638+0.8882\mathrm{ln}(M+1.91)$$ (2) for any member of the spectrum labeled by the index $`n`$. Before proceeding with the presentation of our analysis, let us first mention a very recent alternative approach by Braun and collaborators , based on the observation that the eigenvalues of a helicity $`\lambda =3/2`$ baryon, (say, the $`\mathrm{\Delta }^{++}`$) can be determined exactly because the corresponding Hamiltonian $`_{3/2}`$ is integrable and can be formally treated as a one-dimensional XXX Heisenberg spin magnet of noncompact spin $`s=1`$. Though the Hamiltonian $`_{1/2}`$ (relevant for the nucleon) is not integrable and consequently the corresponding eigenvalue problem is not exactly sovable, these authors argue that the helicity-flip terms can be treated as a small perturbation, so that the spectrum of anomalous dimensions can be determined by calculating the mixing matrix elements of these terms in the basis of the exact eigenfunctions of $`_{3/2}`$. This is an attractive mathematical framework, and we shall compare our results with theirs at the end of the paper. Let us now enter our approach in more detail. The evolution equation is given by $$x_1x_2x_3\left[\frac{}{\xi }\stackrel{~}{\mathrm{\Phi }}(x_i,Q^2)+\frac{3}{2}\frac{C_\mathrm{F}}{\beta _0}\stackrel{~}{\mathrm{\Phi }}(x_i,Q^2)\right]=\frac{C_\mathrm{F}}{\beta _0}_0^1[dy]V(x_i,y_i)\stackrel{~}{\mathrm{\Phi }}(y_i,Q^2),$$ (3) where $$\xi \frac{\beta _0}{4\pi }_{\mu ^2}^{Q^2}\frac{dk_{}^2}{k_{}^2}\alpha _\mathrm{s}(k_{}^2)=\mathrm{ln}\frac{\alpha _\mathrm{s}(\mu ^2)}{\alpha _\mathrm{s}(Q^2)}=\mathrm{ln}\frac{\mathrm{ln}Q^2/\mathrm{\Lambda }_{\mathrm{QCD}}^2}{\mathrm{ln}\mu ^2/\mathrm{\Lambda }_{\mathrm{QCD}}^2}$$ (4) is the evolution “time” parameter, $`\beta _0=11\frac{2}{3}n_\mathrm{f}=9`$ for three flavors, $`\mathrm{\Phi }=x_1x_2x_3\stackrel{~}{\mathrm{\Phi }}`$ denotes the full nucleon distribution amplitude, $`\{\stackrel{~}{\mathrm{\Phi }}\}`$ its eigenfunctions, and $`C_\mathrm{F}=\left(N_\mathrm{c}^21\right)/2N_\mathrm{c}`$, with the integration measure defined by $`[dy]=dy_1dy_2dy_3\delta \left(1y_1y_2y_3\right)`$. The kernel $`V(x_i,y_i)=V(y_i,x_i)`$ is the sum over one-gluon interactions between quark pairs $`\{i,j\}`$ at order $`\alpha _\mathrm{s}`$ and is not a function but a distribution from which infrared divergences at $`x_i=y_i`$ have been removed. We propose to solve this evolution equation by employing factorization of the dependence on longitudinal momentum fractions from that on the external (large) momentum scale $`Q^2`$, the latter being controlled by $$\frac{}{\xi }\stackrel{~}{\mathrm{\Phi }}_n(x_i,Q^2)=\gamma _n\stackrel{~}{\mathrm{\Phi }}_n(x_i,Q^2)$$ (5) with solutions $$\stackrel{~}{\mathrm{\Phi }}_n(x_i,Q^2)=\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)\left[\frac{\alpha _\mathrm{s}\left(Q^2\right)}{\alpha _\mathrm{s}\left(\mu ^2\right)}\right]^{\gamma _n}\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)\left(\mathrm{ln}\frac{Q^2}{\mathrm{\Lambda }_{\mathrm{QCD}}^2}\right)^{\gamma _n}.$$ (6) This allows us to write the full nucleon distribution amplitude in the form $$\mathrm{\Phi }(x_i,Q^2)x_1x_2x_3\underset{n=0}{\overset{\mathrm{}}{}}B_n\left(\mu ^2\right)\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)\left(\mathrm{ln}\frac{Q^2}{\mathrm{\Lambda }_{\mathrm{QCD}}^2}\right)^{\gamma _n},$$ (7) where $`\stackrel{~}{\mathrm{\Phi }}_n(x_i)`$ are appropriate but not tabulated polynomials, and the expansion coefficients $`B_n`$ encode the nonperturbative input of the bound-states dynamics at the factorization scale $`\mu `$. From the factorized form of $`\stackrel{~}{\mathrm{\Phi }}_n(x_i,Q^2)`$ in Eq. (6), it follows that the evolution equation for the $`x`$-dependence reduces to the characteristic equation $$x_1x_2x_3\left[\frac{3}{2}\frac{C_\mathrm{F}}{\beta _0}\gamma _n\right]\stackrel{~}{\mathrm{\Phi }}\left(x_i\right)=\frac{C_\mathrm{B}}{\beta _0}_0^1[dy]V(x_i,y_i)\stackrel{~}{\mathrm{\Phi }}\left(y_i\right)$$ (8) with $`C_\mathrm{B}=\left(N_\mathrm{c}+1\right)/2N_\mathrm{c}`$. To proceed, it is convenient to consider the kernel $`V(x_i,y_i)`$ as being an operator expanded on the polynomial basis $`\|x_1^kx_3^l\|kl`$ (recall that because of momentum conservation, only two out of three $`x_i`$ variables are linearly independent), i.e., to write $$\widehat{V}_0^1[dy]V(x_i,y_i)$$ (9) and convert Eq. (8) into the algebraic equation $$\left[\frac{3}{2}\frac{C_\mathrm{F}}{\beta _0}2\frac{C_\mathrm{B}}{\beta _0}\frac{\widehat{V}}{2w\left(x_i\right)}\right]\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)=\gamma _n\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right),$$ (10) where $`w\left(x_i\right)=x_1x_2x_3=x_1\left(1x_1x_3\right)x_3`$ is the weight function of the orthogonal basis. In this way, the action of the operator $`\widehat{V}`$ can be completely determined by a matrix, namely: $$\frac{\widehat{V}\|kl}{2w\left(x_i\right)}=\frac{1}{2}\underset{i,j}{\overset{i+jM}{}}\|ijU_{ij,kl}.$$ (11) The corresponding eigenvalues are then determined by the roots $`\eta _n`$ of the characteristic polynomial that diagonalizes the matrix $`U`$: $$\widehat{V}\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)=\eta _nw\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right),$$ (12) so that the anomalous dimensions are given by $$\gamma _n(M)=\frac{1}{\beta _0}\left(\frac{3}{2}C_\mathrm{F}+2\eta _n(M)C_\mathrm{B}\right),$$ (13) with the orthogonalization prescription $$_0^1[dx]w\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_m\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_n\left(x_i\right)=\frac{1}{N_m}\delta _{mn},$$ (14) where $`N_m`$ are appropriate normalization constants (see Table 1). Within the basis $`\|kl`$, the matrix $`U`$ can be diagonalized to provide eigenfunctions, which are polynomials of degree $`M=k+l=0,1,2,3\mathrm{}`$, with $`M+1`$ eigenfunctions for each $`M`$. This will be done within a basis of symmetrized Appell polynomials defined by $`\stackrel{~}{}_{mn}(x_1,x_3)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[_{mn}(x_1,x_3)\pm _{nm}(x_1,x_3)\right]`$ (15) $`=`$ $`{\displaystyle \underset{k,l=0}{\overset{k+lm+n}{}}}Z_{kl}^{mn}\|kl,`$ (16) where $`+`$ refers to the case $`mn`$ and $``$ to the case $`m<n`$, and the Appell polynomials are defined in terms of special hypergeometric functions, according to $$_{mn}(x_1,x_3)_{mn}^{(M)}(5,2,2;x_1,x_3).$$ (17) These polyomials constitute an orthogonal set on the triangle $`T=T(x_1,x_3)`$ with $`x_1>0`$, $`x_3>0`$, $`x_1+x_3<1`$ and provide a very suitable basis to solve the eigenvalue equation for the nucleon because $`\widehat{V}`$ (i) is blockdiagonal for different polynomial orders, and (ii) commutes with the permutation operator $`P_{13}=[321]`$, i.e., $`[P_{13},\widehat{V}]=0`$. Hence $`\widehat{V}`$ becomes, in addition, blockdiagonal within each sector of permutation-symmetry eigenfunctions at fixed order $`M`$. As a result, the kernel $`\widehat{V}`$ can be analytically diagonalized up to order seven, providing a total of $`n_{\mathrm{max}}(M)=\frac{1}{2}(M+1)(M+2)=36`$ eigenvectors and eigenvalues (alias eigenfunctions and anomalous dimensions). Beyond that order, the evolution equation has to be solved numerically because the roots of the characteristic polynomial of matrices with rank four cannot be determined analytically. From the practical point of view, such a large set of eigenfunctions surely exceeds the number of theoretical constraints on the nonperturbative input coefficients $`B_n`$ that can be derived from QCD sum rules , lattice simulations , or by fitting experimental data . However, yet much larger orders are necessary in order to extract the asymptotic behavior of the anomalous-dimensions spectrum. For this purpose, let us express all nucleon eigenfunctions as linear combinations of symmetrized Appell polynomials of the same order $`M`$ $$\stackrel{~}{\mathrm{\Phi }}_k\left(x_i\right)=\underset{m,n=0}{\overset{m+n=M}{}}c_{mn}^k_{mn}(5,2,2;x_1,x_3)$$ (18) and rearrange $`\stackrel{~}{}_{mn}`$ (cf. Eq. (16)), which belongs to a definite symmetry class $`S_n=\pm 1`$ within order $`M`$, in the form of an (arbitrary) vector to read $$\stackrel{~}{}_{mn}(x_1,x_3)\stackrel{~}{}_q(x_1,x_3).$$ (19) Then Hilbert-Schmidt orthogonalization yields a basis $$\|\stackrel{~}{}_q^{}=\underset{k,l}{}Z_{kl}^q\|kl$$ (20) with $$_0^1[dx]w\left(x_i\right)\stackrel{~}{}_q^{}\stackrel{~}{}_q^{}^{}\delta _{qq^{}},$$ (21) so that $$\frac{\widehat{V}\|\stackrel{~}{}_q^{}}{2w\left(x_i\right)}=\frac{1}{2}\underset{i,j,k,l}{}Z_{kl}^qU_{ij,kl}\|ij.$$ (22) Note that the construction of polynomials depending on two variables via the Hilbert-Schmidt method has no unique solution, but depends on the order in which the orthogonalization is performed. Since beyond order $`M=3`$, neither the eigenvalues nor the normalization factors are rational numbers, one has to find which representation is more convenient for calculations. The last step in determining the eigenfunctions and eigenvalues of $`\widehat{V}`$ is to define the matrix $$_{q^{}q}=_0^1[dx]w(x_1,(1x_1x_3),x_3)\stackrel{~}{}_q^{}^{}(x_1,x_3)\widehat{V}(x_1,x_3)\stackrel{~}{}_q^{}(x_1,x_3)$$ (23) and calculate the roots of the characteristic polynomial $$𝒫(\eta )=det\left[_{q^{}q}\eta I_{q^{}q}\right].$$ (24) Consequently, in terms of the eigenvectors $`𝒎_q=(m_q^1,\mathrm{}m_q^q^{})`$ of $`_{q^{}q}`$, the eigenfunctions of the evolution equation are given by $`\stackrel{~}{\mathrm{\Phi }}_q(x_1,x_3)`$ $``$ $`{\displaystyle \underset{q^{}}{}}m_q^q^{}\stackrel{~}{}_q^{}^{}(x_1,x_3)`$ (25) $`=`$ $`{\displaystyle \underset{k,l}{}}a_{kl}^q\|kl.`$ (26) For every order $`M`$, there are $`M+1`$ eigenfunctions of the same order with an excess of symmetric terms by one for even orders. A compedium of the results up to order $`M=4`$, yielding a total of 15 eigenfunctions and associated anomalous dimensions, is given in Table 1. The precision of orthogonality is at least $`10^8`$. It turns out that the eigenfunctions $`\{\stackrel{~}{\mathrm{\Phi }}_n\}`$ of the nucleon evolution equation satisfy a commutative algebra subject to the triangular condition $`\|𝒪(k)𝒪(l)\|𝒪(m)𝒪(k)+𝒪(l):`$ $$\stackrel{~}{\mathrm{\Phi }}_k\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_l\left(x_i\right)=\underset{m=0}{\overset{\mathrm{}}{}}F_{kl}^m\stackrel{~}{\mathrm{\Phi }}_m\left(x_i\right)$$ (27) with structure coefficients $`F_{kl}^m`$ given by $$F_{kl}^m=N_m_0^1[dx]x_1x_3(1x_1x_3)\stackrel{~}{\mathrm{\Phi }}_m\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_k\left(x_i\right)\stackrel{~}{\mathrm{\Phi }}_l\left(x_i\right),$$ (28) $`𝒪(k)`$ being defined by $$𝒪(k)=\{\begin{array}{cc}0\hfill & k=0\hfill \\ 1\hfill & 1k2\hfill \\ 2\hfill & 3k5\hfill \\ 3\hfill & 6k9\hfill \\ 4\hfill & k=10,11\hfill \\ \mathrm{}\hfill & \mathrm{}\hfill \end{array}$$ (29) Note that the structure coefficients are symmetric, i.e., $`F_{kl}^m=F_{lk}^m.`$ Furthermore, $`F_{kk}^0=\frac{N_0}{N_k}`$. The utility of this algebra derives from the fact that once the structure coefficients have been computed, they can be used to express any function $`f(x_1,x_3)`$ in terms of the nucleon eigenfunctions. The values of $`F_{lk}^m`$ up to $`𝒪(k)=11`$ are tabulated in . Unfortunately, it is not that easy to identify the proper group (and physical symmetry) underlying this algebra. Work in this direction is still in progress. Next, we present the results obtained for the anomalous-dimensions spectrum. An impression of the detailed structure of the spectrum is provided by fig. 1. Both symmetry classes under the permutation $`P_{13}`$ are shown: open circles stand for values belonging to $`S_n=1`$ (antisymmetric sector) and black dots for those belonging to $`S_n=1`$ (symmetric sector). As the order $`M`$ increases, the degeneracy of the spectrum also increases because more and more operators with the same quantum numbers contribute and the density of eigenvalues becomes very high. Because all $`\gamma _n`$ are positive fractional numbers increasing with the counting index $`n`$, higher terms in the eigenfunctions decomposition of the nucleon distribution amplitude are gradually suppressed (cf. Eq. 7). At very large order a different picture for the large-order behavior of the spectrum of anomalous dimensions develops, namely one of logarithmic rise. Indeed, while the low-order spectrum with $`M3`$ can be reproduced by the empirical power-law $`\gamma _n(M)=0.37M^{0.565}`$, the inclusion of large orders seems to be better described by a logarithm. Extending the calculation up to a maximum order of $`M=400`$, we finally obtain the spectrum displayed in fig. 2. The anomalous-dimensions spectrum can be reproduced by the logarithmic fit $$\gamma _n(M)=c+d\mathrm{ln}(M+b).$$ (30) Up to order 150 both sectors of eigenvalues are included, i.e., $`S_n=\pm 1`$. Beyond that order, for reasons of technical convenience, only the antisymmetric ones have been taken into account. However, since the spacings become very dense asymptotically, this poses no restrictions on the validity of the calculation. The upper envelope of the spectrum is best described by the following values of the parameters with their errors: $`b=1.90989\pm 0.00676`$, $`c=0.637947\pm 0.000634`$, and $`d=0.88822\pm 0.000119`$. For the lower envelope, the corresponding values are $`b=3.006\pm 0.483`$, $`c=0.3954\pm 0.0290`$, and $`d=0.59691\pm 0.00545`$. The spacing of eigenvalues at very large order is reproduced by the values $`b=0.027\pm 0.728`$, $`c=0.2460\pm 0.0248`$, and $`d=0.291883\pm 0.00475`$. It is worth remarking that the previous logarithmic fit $`\gamma _n(M)=\left[\mathrm{log}_{10}(2.13M+1.4)\right]^{1.48}`$, given in , which takes into account all orders up to 150, deviates from that in Eq. (30) only by an amount less than $`5\%`$ at order 400. Hence, we conclude that the calculated spectrum shows already asymptotic behavior, rendering the inclusion of still higher orders superfluous. In particular, as one observes from fig. 3, the exponent $`d`$ for the upper envelope shows scaling behavior for $`M200`$, approaching fast the value $`0.8882`$. Physically, the logarithmic rise of the spectrum is due to the enhanced emission of soft gluons, reflecting the fact that the probability for finding bare quarks decreases . Let us now turn to the recent work by Braun et al. . These authors claim that the lowest two eigenvalues of the spectrum decouple, being separated from the others by a gap, which they interpret as resulting from the formation of a diquark state. Let us see whether our exact large-order calculation confirms their finding. Fig. 4 shows the gap at each particular order between the lowest two anomalous dimensions and the 3rd one as a function of the order $`M`$ (marked by black dots) in comparison with the gap between the 7th and 8th anomalous dimensions (denoted by crosses), which we found to be the largest gap after the 3rd one. One observes that indeed beyond order 50, the gap of the two lowest anomalous dimensions remains constant (up to the maximum considered order 150), whereas the gap of the higher ones decreases logarithmically like $`0.267133/\mathrm{ln}M`$ (solid line), where the first four shown values were fitted. Note that beyond order 200 only the antisymmetric values were used, so that the calculated gaps in this sector lie slightly higher than the gaps between the combined set of values of anomalous dimensions. This behavior can indeed be interpreted as supporting the results of , though our exact calculation gives for that gap a somewhat higher value (cf. fig. 4) than their approximate calculation. In summary, we have provided convincing evidence that the large-order behavior of the anomalous-dimensions spectrum of trilinear twist-3 quark operators with total derivatives tends to grow logarithmically with order. The exponent for the upper envelope of the spectrum was determined with high precision and found to have the asymptotic value 0.8882. The lowest two levels of the spectrum seem to be separated from higher ones by a gap – as found by Braun et al. – possibly indicating the formation of a binary quark system (diquark cluster) inside the nucleon. Yet, scepticism remains whether this finding will survive the inclusion to the kernel of the nucleon evolution equation of higher-order contributions which comprise gluon self-interactions. We have presented explicit results for a set of 15 orthonormalized eigenfunctions of the nucleon evolution equation, employing a symmetrized basis of Appell polynomials, whereas still higher states can be readily constructed by the means developed and used in this work. These results suggest that the objections raised in against the use of Appell polynomials in solving the nucleon evolution equation are not really justified. Acknowledgments We would like to thank Dieter Müller, Pavel Pobylitsa, Maxim Polyakov, and Prof. Grigoris Tsagas for useful discussions.
no-problem/9903/cond-mat9903369.html	ar5iv	text	# The statistical properties of the volatility of price fluctuations ## I Introduction Physicists are increasingly interested in economic time series analysis for several reasons, among which are the following: (i) Economic time series, such as stock market indices or currency exchange rates, depend on the evolution of a large number of interacting systems, and so is an example of complex evolving systems widely studied in physics. (ii) The recent availability of large amounts of data allows the study of economic time series with a high accuracy on a wide range of time scales varying from $`1`$ minute up to $`1`$year. Consequently, a large number of methods developed in statistical physics have been applied to characterize the time evolution of stock prices and foreign exchange rates . Previous studies show that the stochastic process underlying price changes is characterized by several features. The distribution of price changes has pronounced tails in contrast to a Gaussian distribution. The autocorrelation function of price changes decays exponentially with a characteristic time of approximately $`4`$min. However, recent studies show that the amplitude of price changes, measured by the absolute value or the square, shows power law correlations with long-range persistence up to several months. These long-range dependencies are better modeled by defining a “subsidiary process” , often referred to as the volatility in economic literature. The volatility of stock price changes is a measure of how much the market is liable to fluctuate. The first step is to construct an estimator for the volatility. Here, we estimate the volatility as the local average of the absolute price changes. Understanding the statistical properties of the volatility also has important practical implications. Volatility is of interest to traders because it quantifies the risk and is the key input of virtually all option pricing models, including the classic Black and Scholes model and the Cox, Ross, and Rubinstein binomial models that are based on estimates of the asset’s volatility over the remaining life of the option . Without an efficient volatility estimate, it would be difficult for traders to identify situations in which options appear to be under-priced or overpriced. We focus on two basic statistical properties of the volatility—the probability distribution function and the two-point autocorrelation function. The paper is organized as follows. In Section 2, we briefly describe the databases used in this study, the S&P 500 stock index and individual company stock prices. In Section 3, we discuss the quantification of volatility. In Section 4, the probability distribution function is studied, and in Section 5, the volatility correlations are studied. The appendix briefly describes a recently-developed method, called detrended fluctuation analysis (DFA) that we use to quantify power-law correlations. ## II Data analyzed ### A S&P 500 stock index The S&P 500 index from the New York Stock Exchange (NYSE) consists of 500 companies chosen for their market size, liquidity, and industry group representation in the US. It is a market-value weighted index, i.e., each stock is weighted proportional to its stock price times number of shares outstanding. The S&P 500 index is one of the most widely used benchmarks of U.S. equity performance. We analyze the S&P 500 historical data, for the 13-year period Jan 1984 to Dec 1996 (Fig. 1(a)) with a recording frequency of $`15`$ seconds intervals. The total number of data points in this 13-year period exceed 4.5 million, and allows for a detailed statistical analysis. ### B Individual company stocks We also analyze the Trades and Quotes (TAQ) database which documents every trade for all the securities listed in the three major US stock markets—the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), and the National Association of Securities Dealers Automated Quotation (NASDAQ)—for the 2-year period from Jan. 1994 to Dec. 1995 . We study the market capitalizations for the 500 largest companies, ranked according to the market capitalization on Jan. 1 1994. The S&P500 index at anytime is approximately the sum of market capitalizations of these 500 companies. The total number of data points analyzed exceed 20 million. ## III Quantifying Volatility The term volatility represents a generic measure of the magnitude of market fluctuations. Thus, many different quantitative definitions of volatility are use in the literature. In this study, we focus on one of these measures by estimating the volatility as the local average of absolute price changes over a suitable time interval $`T`$, which is an adjustable parameter of our estimate. Fig. 1(a) shows the S&P 500 index $`Z(t)`$ from 1984 to 1996 in semi-log scale. We define the price change $`G(t)`$ as the change in the logarithm of the index, $$G(t)\mathrm{ln}Z(t+\mathrm{\Delta }t)\mathrm{ln}Z(t)\frac{Z(t+\mathrm{\Delta }t)Z(t)}{Z(t)},$$ (1) where $`\mathrm{\Delta }t`$ is the sampling time interval. In the limit of small changes in $`Z(t)`$ is approximately the relative change, defined by the second equality. We only count time during opening hours of the stock market, and remove the nights, weekends and holidays from the data set, i.e., the closing and the next opening of the market is considered to be continuous. The absolute value of $`G(t)`$ describes the amplitude of the fluctuation, as shown in Fig. 1(b). In comparison to Fig. 1(a), Fig. 1(b) does not show visible global trends due to the logarithmic difference. The large values of $`\|G(t)\|`$ correspond to the crashes and big rallies. We define the volatility as the average of $`\|G(t)\|`$ over a time window $`T=n\mathrm{\Delta }t`$, i.e., $$V_T(t)\frac{1}{n}\underset{t^{}=t}{\overset{t+n1}{}}\|G(t^{})\|,$$ (2) where $`n`$ is an integer. The above definition can be generalized by replacing $`\|G(t)\|`$ with $`\|G(t)\|^\gamma `$, where $`\gamma >1`$ gives more weight to the large values of $`\|G(t)\|`$ and $`0<\gamma <1`$ weights the small values of $`\|G(t)\|`$. There are two parameters in this definition of volatility, $`\mathrm{\Delta }t`$ and $`n`$. The parameter $`\mathrm{\Delta }t`$ is the sampling time interval for the data and the parameter $`n`$ is the moving average window size. Note that the definition of the volatility has an intrinsic error associated with it. In principle, the larger the choice of time interval $`T`$, the more accurate the volatility estimation. However, a large value of $`T`$ also implies poor resolution in time. Fig. 2 shows the calculated volatility $`V_T(t)`$ for a large averaging window $`T=8190`$min (about 1 month) with $`\mathrm{\Delta }t=30`$min. The volatility fluctuates strongly during the crash of ’87. We also note that periods of high volatility are not sparse but tend to “cluster”. This clustering is especially marked around the ’87 crash. The oscillatory patterns before the crash could be possible precursors (possibly related to the oscillatory patterns postulated in ). Clustering also occurs in other periods, e.g. in the second half of ’90. There are also extended periods where the volatility remains at a rather low level, e.g. the years of ’85 and ’93. ## IV Volatility distribution ### A Volatility distribution of the S&P 500 index #### 1 Center part of the distribution Fig. 3(a) shows the probability density function $`P(V_T)`$ of the volatility for several values of $`T`$ with $`\mathrm{\Delta }t=30`$min. The central part shows a quadratic behavior on a log-log scale (Fig. 3(a)), consistent with a log-normal distribution . To test this possibility, the appropriately-scaled distribution of the volatility is plotted on a log-log plot (Fig. 3(b)). The distributions of volatility $`V_T`$, for various choices of $`T`$ (from $`T=120`$ min up to $`T=900`$ min), collapse onto one curve and are well fit in the center by a quadratic function on a log-log scale. Since the central limit theorem holds also for correlated series , with a slower convergence than for non-correlated processes , in the limit of large values of $`T`$, one expects that $`P(V_T)`$ becomes Gaussian. However, a log-normal distribution fits the data better than a Gaussian, as is evident in Fig. 4 which compares the best log-normal fit with the best Gaussian fit for the data . The apparent scaling behavior of volatility distribution could be attributed to the long persistence of its autocorrelation function (Section 5). #### 2 Tail of the distribution Although the log-normal seems to describe well the center part of the volatility distribution, Fig. 3(a) suggests that the distribution of the volatility has quite different behavior in the tail. Since our time window $`T`$ for estimating volatility is quite large, it is difficult to obtain significant statistics for the tail. Recent studies of the distribution for price changes report power law asymptotic behavior . Since the volatility is the local average of the absolute price changes, it is possible that a similar power law asymptotic behavior might characterize the distribution of the volatility. Hence we reduce the time window $`T`$ and focus on the “tail” of the volatility. We compute the cumulative distribution of the volatility. Eq. (2) for different time scales, Fig. 5(a). We find that the cumulative distribution of the volatility is consistent with a power law asymptotic behavior, $$P(V_T>x)\frac{1}{x^\mu }.$$ (3) Regression fits yield estimates $`\mu =3.10\pm 0.08`$ for $`T=32`$min with $`\mathrm{\Delta }t=1`$min, well outside the stable Lévy range $`0<\mu <2`$. For larger time scales the asymptotic behavior is difficult to estimate because of poor statistics at the tails. In view of the power law asymptotic behavior for the volatility distribution, the drop-off of $`P(V_T)`$ for low values of the volatility could be regarded as a truncation to the power law behavior, as opposed to a log-normal. ### B Volatility distribution for individual companies In this section, we extend the investigation of the nature of this distribution to the individual companies comprising the S&P 500, where the amount of data is much larger, which allows for better sampling of the tails. From the TAQ data base, we analyze 500 time series $`S_i(t)`$, where $`S_i`$ is the market capitalization of company $`i`$ (i.e., the stock price multiplied with the number of outstanding shares), $`i=1,\mathrm{},500`$ is the rank in descending order of the company according to its market capitalization on 1 Jan. 1994 and the sampling time is 5 min.The basic quantity studied for individual stocks is the change in logarithm of the market capitalization for each company, $$G_i(t)\mathrm{ln}S_i(t+\mathrm{\Delta }t)\mathrm{ln}S_i(t)\frac{S_i(t+\mathrm{\Delta }t)S_i(t)}{S_i(t)},$$ (4) where the $`S_i`$ denotes the market capitalization of stock $`i=1,\mathrm{},500`$ and $`\mathrm{\Delta }t=5`$min. As before, we estimate the volatility at a given time by averaging $`\|G_i(t)\|`$ over a time window $`T=n\mathrm{\Delta }t`$, $$V_T^iV_T^i(t)\frac{1}{n}\underset{t^{}=t}{\overset{t+n1}{}}\|G_i(t^{})\|.$$ (5) A normalized volatility is then defined for each company, $$v_T^iv_T^i(t)\frac{V_T^i}{\sqrt{[V_T^i]^2V_T^i^2}},$$ (6) where $`\mathrm{}`$ denotes the time average estimated by non-overlapping windows for different time scales $`T`$. Fig. 6(a) shows the cumulative probability distribution of the normalized volatility $`v_T^i`$ for all 500 companies with different averaging windows $`T`$, where the sampling interval $`\mathrm{\Delta }t=5`$min. We observe a power law behavior, $$P(v_T^i>x)\frac{1}{x^\mu },$$ (7) Regression fits yield $`\mu =3.10\pm 0.11`$ for $`T=10`$ min. This behavior is confirmed by the probability density function shown in Fig. 6(b), $$P(v_T)\frac{1}{v_T^{\mu +1}}.$$ (8) with a cutoff at small values of the volatility. Regression fits yield the estimate $`1+\mu =4.06\pm 0.10`$ for $`T=10`$ min, in good agreement with the estimate of $`\mu `$ from the cumulative distribution. Both the probability density and the cumulative distribution, Figs. 7 and 8, show that the volatility distribution for individual companies are consistent with power-law asymptotic exponent $`\mu 3`$, in agreement with the asymptotic behavior of the volatility distribution for the S&P 500 index. In summary, the asymptotic behavior of the cumulative volatility distribution is well described by a power law behavior with exponent $`\mu 3`$ for the S&P 500 index. This power law behavior also holds for individual companies with similar exponent $`\mu 3`$ for the cumulative distribution, with a drop-off at low values. ## V Correlations in the volatility ### A Volatility correlations for S&P 500 stock index Unlike price changes that are correlated only on very short time scales (a few minutes), the absolute values of price changes show long-range power-law correlations on time scales up to a year or more . Previous works have shown that understanding the power-law correlations, specifically the values of the exponents, can be helpful for guiding the selection of models and mechanisms . Therefore, in this part we focus on the quantification of power-law correlations of the volatility. To quantify the correlations, we use $`\|G(t)\|`$ instead of $`V_T(t)`$, i.e. time window $`T`$ is set to $`1`$min with $`\mathrm{\Delta }t=1`$min for the best resolution. #### 1 Intra-day pattern removal It is known that there exist intra-day patterns of market activity in the NYSE and the S&P 500 index . A possible explanation is that information gathers during the time of closure and hence traders are active near the opening hours. And many liquidity traders are active near the closing hours . We find a similar intra-day pattern in the absolute price changes $`\|G(t)\|`$ (Fig. 7). In order to quantify the correlations in absolute price changes, it is important to remove this trend, lest there might be spurious correlations. The intra-day pattern $`A(t_{day})`$, where $`t_{day}`$ denotes the time in a day, is defined as the average of the absolute price change at time $`t_{day}`$ of the day for all days. $$A(t_{day})\frac{_{j=1}^N\|G^j(t_{day})\|}{N},$$ (9) where the index $`j`$ runs over all the trading days $`N`$ in the $`13`$-year period ($`N=3309`$ in our study) and $`t_{day}`$ denotes the time in the day. In order to avoid the artificial correlation caused by this daily oscillation, we remove the intra-day pattern from $`G(t)`$ which we schematically write as: $$g(t)G(t_{day})/A(t_{day}),$$ (10) for all days. Each data point $`g(t)`$, denotes the normalized absolute price change at time $`t`$, which is computed by dividing each point $`G(t_{day})`$ at time $`t_{day}`$ of the day by $`A(t_{day})`$ for all days. Three methods—correlation function, power spectrum and detrended fluctuation analysis (DFA)— are employed to quantify the correlation of the volatility. The pros and cons of each method and the relations between them are described in the Appendix. #### 2 Correlation quantification Fig. 8(a) shows the autocorrelation function of the normalized price changes, $`g(t)`$, which shows exponential decay with a characteristic time of the order of 4 min. However, we find that the autocorrelation function of $`\|g(t)\|`$ has power law decay, with long persistence up to several months, Fig. 8(b). This result is consistent with previous studies on several economic time series . More accurate results are obtained by the power spectrum (Fig. 9(a)), which shows that the data fit not one but rather two separate power laws: for $`f>f_\times `$, $`S(f)f^{\beta _1}`$, while for $`f<f_\times `$, $`S(f)f^{\beta _2}`$, where $`\beta _1=0.31\pm 0.02`$ $`f>f_\times `$ (11) $`\beta _2=0.90\pm 0.04`$ $`f<f_\times `$ (12) and $$f_\times =\frac{1}{570}\mathrm{min}^1,$$ (13) where $`f_\times `$ is the crossover frequency. The DFA method confirms our power spectrum results (Fig. 9(a)). From the behavior of the power spectrum, we expect that the DFA method will also predict two distinct regions of power law behavior, $`F(t)t^{\alpha _1}`$ for $`t<t_\times `$ with exponent $`\alpha _1=0.66`$ and $`F(t)t^{\alpha _2}`$ for $`t>t_\times `$ with $`\alpha _2=0.95`$, where the constant time scale $`t_\times 1/f_\times `$, where we have used the relation , $$\alpha =(1+\beta )/2.$$ (14) Fig. 9(b) shows the results of the DFA analysis. We observe two power law regions, characterized by exponents, $`\alpha _1=0.66\pm 0.01`$ $`t<t_\times `$ (15) $`\alpha _2=0.93\pm 0.02`$ $`t>t_\times `$ (16) in good agreement with the estimates of the exponents from the power spectrum. The crossover time is close to the result obtained from the power spectrum, with $$t_\times 1/f_\times 600\mathrm{min}$$ (17) or approximately 1.5 trading days. ### B Volatility correlations for individual companies The observed correlations in the price changes and the absolute price changes for the S&P 500 index raises the question if similar correlations are present for individual companies which comprise the S&P 500 index . In the absolute price changes of the individual companies, there is also a strongly marked intra-day pattern, similar to that of the S&P 500 index. We compute the intra-day pattern for single companies in the same sense as before, $$A_i(t_{day})\frac{_{j=1}^N\|G_i^j(t_{day})\|}{N},$$ (18) where time $`t_{day}`$ refers to the time in the day, the index $`i`$ denotes companies, and the index $`j`$ runs over all days—504 days. In Fig. 7 we show the intra-day pattern, averaged over all the 500 companies and contrast it with that of the S&P 500 stock index. In order to avoid the intra-day pattern in our quantification of the correlations, we define a normalized price change for each company, $$g_i(t)G_i(t_{day})/A_i(t_{day}).$$ (19) The average autocorrelation function of $`g_i(t)`$, $`i=1,2,\mathrm{}500`$, shows weak correlations up to 10 min, after which there is no statistically significant correlation. The average autocorrelation function for the absolute price changes shows long persistence. We quantify the long-range correlations by two methods—power spectrum and DFA. In Fig. 10(a), we show the power spectral density for the absolute price changes for individual companies and contrast it with the S&P 500 index for the same 2-year period. We also observe a similar crossover phenomena as that observed for the S&P 500 index. The exponents of the two observed power laws are, $`\beta _1=0.20\pm 0.02`$ $`f>f_\times `$ (20) $`\beta _2=0.50\pm 0.05`$ $`f<f_\times `$ (21) where the crossover frequency is $$f_\times =\frac{1}{700}\mathrm{min}^1.$$ (22) In Fig. 10(b), we confirm the power spectrum results by the DFA method. We observe two power law regimes with $`\alpha _1=0.60`$ $`\pm `$ $`0.01\text{ }t<t_\times `$ (23) $`\alpha _2=0.74`$ $`\pm `$ $`0.03\text{ }t>t_\times `$ (24) with a crossover $$t_\times 1/f_\times 700\mathrm{min}.$$ (25) The exponents characterizing the correlations in the absolute price changes for individual companies are on average smaller than what is observed for the S&P 500 price changes. This might be due to the cross-dependencies between price changes of different companies. A systematic study of the cross-correlations and dependencies will be the subject of future work . ### C Additional remarks on power-law volatility correlations Even though several different methods give consistent results, the power-law correlation of the volatility needs to be tested. It is known that the power-law correlation could be caused by some artifacts, e.g. anomaly of the data or the peculiar shape of the distribution etc. #### 1 Data shuffling Since we find the volatility to be power-law distributed at the tail, to test that the power-law correlation is not a spurious artifact of the long-tailed probability distribution, we shuffled each point of the $`\|g(t)\|`$ randomly for the S&P500 data. The shuffling operation keeps the distribution of $`\|g(t)\|`$ unchanged, but destroys the correlations in the time series totally if there are any. DFA measurement of this randomly shuffled data does not show any correlations and gives exponent $`\alpha =0.50`$ (Fig. 9)—confirming that the observed long-range correlation is not due to the heavy-tailed distribution of the volatility. #### 2 Outliers removal As an additional test, we study how the outliers (big events) of the time series $`\|g(t)\|`$ affect the observed power-law correlation. We removed the largest $`5\%`$ and $`10\%`$ events of the $`\|g(t)\|`$ series and applied the DFA method to them respectively, the results are shown in Fig. 11. Removing the outliers does not change the power-law correlations for the short time scale. However, that the outliers do have an effect on the long time scale correlations, the crossover time is also affected. #### 3 Subregion correlation The long range correlation and the crossover behavior observed for the S&P500 index are for the entire 13-year period. Next, we study whether the exponents characterizing the power-law correlation are stable, i.e. does it still hold for periods smaller than 13 years. We choose a sliding window (with size 1 y) and calculate both exponents $`\alpha _1`$ and $`\alpha _2`$ within this window as the window is dragged down the data set with one month steps. We find (Fig. 12(b)) that the value of $`\alpha _1`$ is very “stable” (independent of the position of the window), fluctuating slightly around the mean value 2/3. However, the variation of $`\alpha _2`$ is much greater, showing sudden jumps when very volatile periods enter or leave the time window. Note that the error in estimating $`\alpha _2`$ is also large. ## VI Conclusion In this study, we find that the probability density function of the volatility for the S&P 500 index seems to be well fit by a log normal distribution in the center part. However, the tail of the distribution is better described by a power law, with exponent $`1+\mu 4`$, well outside the stable Lévy range. The power law distribution at the tail is confirmed by the study of the volatility distribution of individual companies, for which we find approximately the same exponent. We also find that the distribution of the volatility scales for a range of time intervals. We use the Detrended fluctuation analysis and the power spectrum to quantify correlations in the volatility of the S&P 500 index and individual company stocks. We find that the volatility is long-range correlated. Both the power spectrum and the DFA methods show two regions characterized by different power law behaviors with a cross-over at approximately 1.5 days. Moreover, the correlations show power-law decay, often observed in numerous phenomena that have a self-similar or “fractal” origin. The scaling property of the volatility distribution, its power-law asymptotic behavior, and the long-range volatility correlations suggest that volatility correlations might be one possible explanation for the observed scaling behavior for the distribution of price changes . ## Acknowledgments We thank L. A. N. Amaral, X. Gabaix, S. Havlin, R. Mantegna, V. Plerou, B. Rosenow and S. Zapperi for very helpful discussions through the course of this work, and DFG, NIH, and NSF for financial support. ## Appendix A: Methods to calculate correlations ### A Correlation function The direct method to study the correlation property is the autocorrelation function, $$C(t)\frac{g(t_0)g(t_0+t)g(t_0)^2}{g^2(t_0)g(t_0)^2},$$ (26) where $`t`$ is the time lag. Potential difficulties of the correlation function estimation are the following: (i) The correlation function assumes stationarity of the time series. This criterion is not usually satisfied by real-world data. (ii) The correlation function is sensitive to the true average value, $`g(t_0)`$, of the time series, which is difficult to calculate reliably in many cases. Thus the correlation function can sometimes provide only qualitative estimation . ### B Power spectrum A second widely used method for calculating correlation properties is the power spectrum analysis. Note that the power spectrum analysis can only be applied to linear and stationary (or strictly periodic) time series. ### C Detrended fluctuation analysis The third method we use to quantify the correlation properties is called detrended fluctuation analysis (DFA) . The DFA method is based on the idea that a correlated time series can be mapped to a self-similar process by integration . Therefore, measuring the self-similar feature can indirectly tell us information about the correlation properties. The advantages of DFA over conventional methods (e.g. spectral analysis and Hurst analysis) are that it permits the detection of long-range correlations embedded in a non-stationary time series, and also avoids the spurious detection of apparent long-range correlations that are an artifact of non-stationarities. This method has been validated on control time series that consist of long-range correlations with the superposition of a non-stationary external trend . The DFA method has also been successfully applied to detect long-range correlations in highly complex heart beat time series , and other physiological signals . A description of the DFA algorithm in the context of heart beat analysis appears elsewhere . For our problem, we first integrate $`\|g(i)\|`$ time series (with $`N`$ total data points, Fig. 13), $$y(t^{})\underset{i=1}{\overset{t^{}}{}}\|g(i)\|.$$ (27) Next the integrated time series is divided into boxes of equal length $`t`$. In each box, a least squares line is fit to the data (representing the trend in that box). The $`y`$ coordinate of the straight line segments is denoted by $`y_t(t^{})`$. Next we de-trend the integrated time series, $`y(t^{})`$, by subtracting the local trend, $`y_t(t^{})`$, in each box. The root-mean-square fluctuation of this integrated and detrended time series is calculated $$F(t)=\sqrt{\frac{1}{N}\underset{t^{}=1}{\overset{N}{}}[y(t^{})y_t(t^{})]^2}.$$ (28) This computation is repeated over all time scales (box sizes) to provide a relationship between $`F(t)`$, the average fluctuation, and the box size $`t`$. In our case, the box size $`t`$ ranged from $`10`$min to $`10^5`$min (the upper bound of $`t`$ is determined by the actual data length). Typically, $`F(t)`$ will increase with box size $`t`$ (Fig. 13(b)). A linear relationship on a double log graph indicates the presence of power law scaling. Under such conditions, the fluctuations can be characterized by a scaling exponent $`\alpha `$, the slope of the line relating $`\mathrm{log}F(t)`$ to $`\mathrm{log}t`$ (Fig. 13(b)). In summary, we have the following relationships between above three methods: * For white noise, where the value at one instant is completely uncorrelated with any previous values, the integrated value, $`y(t^{})`$, corresponds to a random walk and therefore $`\alpha =0.5`$, as expected from the central limit theorem . The autocorrelation function, $`C(t)`$, is 0 for any $`t`$ (time-lag) not equal to 0. The power spectrum is flat in this case. * Many natural phenomena are characterized by short-term correlations with a characteristic time scale, $`\tau `$, and an autocorrelation function, $`C(t)`$ that decays exponentially, \[i.e., $`C(t)\mathrm{exp}(t/\tau )`$\]. The initial slope of $`\mathrm{log}F(t)`$ vs. $`\mathrm{log}t`$ may be different from $`0.5`$, nonetheless the asymptotic behavior for large window sizes $`t`$ with $`\alpha =0.5`$ would be unchanged from the purely random case. The power spectrum in this case will show a crossover from $`1/f^2`$ at high frequencies to a constant value (white) at low frequencies. * An $`\alpha `$ greater than $`0.5`$ and less than or equal to $`1.0`$ indicates persistent long-range power-law correlations, i.e., $`C(t)t^\gamma `$. The relation between $`\alpha `$ and $`\gamma `$ is $$\gamma =22\alpha .$$ (29) Note also that the power spectrum, $`S(f)`$, of the original signal is also of a power-law form, i.e., $`S(f)1/f^\beta `$. Because the power spectrum density is simply the Fourier transform of the autocorrelation function, $`\beta =1\gamma =2\alpha 1`$. The case of $`\alpha =1`$ is a special one which has long interested physicists and biologists—it corresponds to $`1/f`$ noise ($`\beta =1`$). * When $`0<\alpha <0.5`$, power-law anti-correlations are present such that large values are more likely to be followed by small values and vice versa . * When $`\alpha >1`$, correlations exist but cease to be of a power-law form. The $`\alpha `$ exponent can also be viewed as an indicator of the “roughness” of the original time series: the larger the value of $`\alpha `$, the smoother the time series. In this context, $`1/f`$ noise can be interpreted as a compromise or “trade-off” between the complete unpredictability of white noise (very rough “landscape”) and the much smoother landscape of Brownian noise .
no-problem/9903/hep-lat9903033.html	ar5iv	text	# A Novel Gauge Invariant Multi-State Smearing Technique ## I Introduction Smearing is a technique that has been used for some time in Lattice QCD simulations in order to improve the quality of the results obtained for a given computational expense by reducing the extent of excited state contamination. The choice of operator used to represent a state in any given simulation is essentially free within the constraint that it must have the appropriate quantum numbers of the desired state, which (usually) guarantees non-zero overlap with the groundstate of those quantum numbers. In Euclidean space, all such operators asymptotically behave as the lowest lying state with quantum numbers matching those of the operator <sup></sup><sup></sup>Ignoring questions such as scalar glueball mixing in quenched simulations, and as we shall see special cases where the overlap is fine tuned to be near zero.. We consider the two point correlation function of a set of operators $`𝒪_k`$ with some definite $`J^{PC}`$ in a Euclidean lattice of temporal extent $`T`$. Inserting a complete set of physical intermediate states of the same quantum numbers we find the same asymptotic behaviour for all operators $`𝒪_k(x)𝒪_k^{}(0)`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{0\|𝒪_k\|nn\|𝒪_k^{}\|0}{2E_n}}e^{E_n\frac{T}{2}}\mathrm{cosh}E_n(t{\displaystyle \frac{T}{2}})`$ (1) $`=`$ $`{\displaystyle \underset{n}{}}C_{kn}C_{kn}^{}{\displaystyle \frac{e^{E_n\frac{T}{2}}}{2E_n}}\mathrm{cosh}E_n(t{\displaystyle \frac{T}{2}})`$ (2) $`\stackrel{t\mathrm{}}{}`$ $`\|C_{k0}\|^2{\displaystyle \frac{e^{E_n\frac{T}{2}}}{2E_0}}\mathrm{cosh}E_0(t{\displaystyle \frac{T}{2}})`$ (3) This somewhat egalitarian situation is the principal reason why lattice calculations have traditionally had difficulty extending their scope to radially excited states. However, some choices of operators turn out to be more equal than others, depending on the relative values of the $`C_{nk}`$. For ground state phenomenology we would like $`C_{0k}C_{nk}n1`$. To this end it is common to construct extended operators which project more predominantly onto the groundstate of the desired system; it is this extension procedure that has been dubbed smearing. Typically we require that the smearing procedure be parity and charge positive, and possess at least cubic symmetry There are two different schools of thought on how to construct smeared operators - gauge invariant smearing and gauge fixed smearing. ### A Gauge Invariant Smearing Explicit gauge invariance is one of the most attractive features of non-perturbative simulation techniques, and remains to this day a necessary (but sadly insufficient) condition for correct operation of simulation code. Further the gauge fixing process may be multiply defined due to Gribov ambiguities of some gauge fixing conditions , and one has to assume that the ambiguity does not cause any bias in the quantities being measured. For these reason many people are unwilling to use gauge fixing, and proceed with one of a number of gauge invariant techniques. The most commonly used gauge invariant techniques are Wuppertal , Jacobi , and fuzzed smearing . Wuppertal smearing covariantly smears the quark fields with a spatial distribution which is the solution of the scalar Klein Gordon equation on a given gauge configuration, while Jacobi smearing is a numerically efficient way to approximate this. In order to preserve gauge invariance both the first two methods iteratively apply a gauge invariant nearest neighbour operator to smear out a quark field, with limiting behaviour to weight sites in a “bell shaped” distribution. Given the extended nature of the physical states, and the wavefunction picture in the non-relativistic limit one would expect smeared operators to more accurately project onto the ground state, and indeed this is borne out by simulations. However these gauge invariant techniques give little control over the precise functional form of the smearing beyond a basic radius parameter. The cost of iteratively applying, say, the Jacobi operator $`N`$ times on a propagator is somewhat prohibitive. Lacock and Michael suggested the use of a covariantly transported “cross” using low noise fuzzed* links. The fuzzing prescription iterates $$U_j^{}(x)=cU_j(x)+\underset{ij}{}\left[U_i^{\mathrm{Staple}}(x,x+\widehat{j})+U_i^{\mathrm{Staple}}(x,x+\widehat{j})\right],$$ (4) $$U_j(x)=𝒫U_j^{}(x),$$ (5) where $`𝒫`$ is a projection onto SU(3) (not closed under addition) by Cabibbo Marinari maximisation of $`\mathrm{Tr}[U_j^{}U_j^{}]`$ with six hits on each SU(2) subgroup. Typically $`c`$ is set to 2.0, and there are 5 iterations performed. These fuzzed links are used to transport the quark field by some number of sites $`N`$ along each of the spatial axes. $$\psi ^{}(x)=\underset{i=x,y,z}{}\left[\underset{n=1}{\overset{r}{}}U_i(x+(n1)\widehat{i})\right]\times \psi (x+r\widehat{i})+\left[\underset{n=1}{\overset{r}{}}U_i^{}(xn\widehat{i})\right]\times \psi (xr\widehat{i})$$ (6) The fuzzing radius, $`r`$, is chosen to minimise the contamination of the ground state operator. ### B Gauge Fixed Smearing Gauge fixed smearing (either Coulomb or Landau gauge) allows complete freedom for the functional form of the smearing; in a fixed gauge we are freed from the need to iterate local covariant transport to space fill, and convolve quark fields with arbitrary smearing functions using fast Fourier transforms. In particular, the use of smearing functions with nodes has allowed reliable extraction of excited state energies from NRQCD through the use of multi-exponential fits . Neither the cost of Fourier transforming the data set multiple times to implement this smearing on a massively parallel machine nor the loss of gauge invariance are desirable features, and there is clearly a need for a gauge invariant smearing technique with free radial functional form. In order to proceed, we consider the non-relativistic interpretation of $`q\overline{q}`$ systems in terms of spatial wavefunctions. This is certainly appropriate to heavy-heavy mesons, however, we can apply this technique in heavy-light and light-light systems without needing to worry about its relevance. ## II Smearing In A Non-relativistic Potential We consider smearing in the context of a non-relativistic potential model with spherical symmetry. The solutions may be written as $`\psi _{nlm}(r,\theta ,\varphi )=R_{nl}(r)P_{lm}(\theta ,\varphi )`$ where $`P_{lm}(\theta ,\varphi )`$ are the usual spherical harmonics. The orthogonality relation of the wavefunctions is then $$𝑑V\psi _{mko}^{}\psi _{nlp}=\delta _{kl}\delta _{op}\underset{r=0}{\overset{\mathrm{}}{}}R_{ml}^{}(r)R_{nl}(r)r^2𝑑r$$ (7) $$\underset{r=0}{\overset{\mathrm{}}{}}R_{ml}^{}(r)R_{nl}(r)r^2𝑑r=\delta _{mn}$$ (8) We shall ignore the $`l`$ and $`m`$ indices from here, and consider spherically symmetric functions. Suppose we construct non-local meson operators $$𝒪_n(x)=d^3y\overline{\psi }(y)S_n(y,x)\psi (x)$$ (9) where the smearing function $`S_n(y,x)=S_n(yx)`$ is thought of as a spatial wavefunction defined on lattice sites $$S_n(y,0)S_n(y)\underset{i,j,k}{}\delta ^3(yi\widehat{x}j\widehat{y}k\widehat{z})$$ (10) Note we have dropped the colour indices since in our wavefunction approximation the gauge degrees of freedom are represented by a colour singlet potential. The operator $`𝒪`$ will have an overlap with each physical state $`\|\psi _m`$ of the relevant $`J^{PC}`$ $$C_{nm}=\psi _m^{}(x)S_n(x)𝑑V=\underset{i,j,k}{}\psi _m^{}(i\widehat{x}+j\widehat{y}+k\widehat{z})S_n(i\widehat{x}+j\widehat{y}+k\widehat{z})$$ (11) Now if $`S_n(x)`$ is chosen to well approximate the state $`\psi _n(x)`$ and the lattice is sufficiently fine that the sum (11) is close to the integral $$C_{nm}=\psi _m^{}S_n(x)𝑑V\psi _m^{}(x)\psi _n(x)𝑑V=\delta _{nm}$$ (12) Thus with a well chosen set smearing functions $`S_n`$ we can write $$C_{nm}=\delta _{nm}+\eta _{nm}$$ (13) where $`\eta _{nm}`$ is a small contamination to the signal, giving a set of correlation functions corresponding to each of the physical radial excitations. In fact $`\eta _{nm}0m<n`$ guarantees the lowest state significantly contributing to the correlation function of the $`n`$th radially excited operator is in fact the $`n`$th state, and the effective mass will not decay to the ground state of the $`J^{PC}`$ on a finite lattice. If we choose a non-space-filling smearing function of the form $$S_n(\stackrel{}{x},0)\underset{r=0}{\overset{N}{}}r^2\varphi _n(r)\underset{\widehat{\mu }=\widehat{x},\widehat{y},\widehat{z}}{}\left(\delta ^3(\stackrel{}{x}r\widehat{\mu })+\delta ^3(\stackrel{}{x}+r\widehat{\mu })\right)$$ (14) where $`\varphi _n`$ is some arbitrary modulating function that is chosen to approximate the true solution $`\psi _n`$, and the factor $`r^2`$ compensates for the non-space-filling nature of the smearing, then the overlap is $`C_{nm}`$ $`=`$ $`{\displaystyle \psi _m^{}(\stackrel{}{x})S_n(\stackrel{}{x},0)𝑑V}`$ (15) $`=`$ $`{\displaystyle \underset{r=0}{\overset{N}{}}}r^2\varphi _n(r)\psi _m^{}(r)`$ (16) $`\stackrel{a0}{}`$ $`{\displaystyle \underset{r=0}{\overset{\mathrm{}}{}}}r^2\psi _m^{}\varphi _n𝑑r`$ (17) $``$ $`\delta _{nm}.`$ (18) Thus if we choose the $`\varphi _m`$ correctly (i.e. to be $`\psi _n`$) then we establish the orthogonality relation required without the need for space filling. The new smearing technique proposed is a generalisation of the above form to incorporate colour: $$\psi (x)\underset{r=0}{\overset{N}{}}\left(r+{\scriptscriptstyle \frac{1}{2}}\right)^2\varphi _n(r)\underset{i=x,y,z}{}\left\{\left[\underset{n=1}{\overset{r}{}}U_i(x+\left(n1\right)\widehat{i})\right]\psi (x+r\widehat{i})+\left[\underset{n=1}{\overset{r}{}}U_i^{}(xn\widehat{i})\right]\psi (xr\widehat{i})\right\}$$ (19) where the links are fuzzed links, c.f. Section I A. We use the factor $`(r+\frac{1}{2})^2`$ as opposed to $`r^2`$ so that there is a non-zero contribution from the local current, since this was observed to improve the statistical noise. The procedure is very similar in cost to fuzzing with a radius $`N`$, since all the terms can be formed as part of the process of fuzzing to the largest radius. The technique therefore eliminates the two main problems with implementing gauge-invariant multi-state smearing, namely that gauge invariance requires expensive iterative space filling techniques, and that it restricts the functional form. Here we have a low-cost gauge invariant technique with an arbitrary functional form, allowing the insertion of both ground and radially excited wavefunctions. We shall consider the case when the physical solutions are approximately hydrogenic wavefunctions. ## III Optimising the Smearing We consider the correlation function with a smeared source denoted $`R`$ and a local sink denoted $`L`$, and restrict the argument to one contaminating excited state, and ignore the periodicity of the lattice $$C_t=Ae^{E_1t}+Be^{E_2t}$$ (20) where $`AC_{L1}C_{R1}^{}`$ and $`BC_{L2}C_{R2}^{}`$. The effective mass of this correlator is loosely the negative of the derivative of the log: $$M_t\frac{d}{dt}\mathrm{log}C_t=\frac{E_1+\frac{B}{A}E_2e^{(E_2E_1)t}}{1+\frac{B}{A}e^{(E_2E_1)t}}.$$ (21) By inspection it can be seen that there are two distinct cases for the approach to the plateau: * $`\frac{B}{A}>0`$ approach from above * $`\frac{B}{A}<0`$ approach from below, vertical asymptote at $`t=\frac{\mathrm{log}\|\frac{B}{A}\|}{E_2E_1}`$ Suppose the physical wave functions are well described by the hydrogenic wavefunctions, $`\psi _n`$, with some Bohr radius, $`r_1`$. We wish to approximate these solutions with a trial wavefunction, which we choose to be the hydrogenic solutions $`\varphi _m`$ with Bohr radius $`r_2`$. Consider the overlap of the trial excited state with the physical groundstate, $`C_{10}`$ $`=`$ $`{\displaystyle r^2\psi _0\varphi _1𝑑r}`$ (22) $``$ $`{\displaystyle r^2(1\frac{r}{2r_2})e^{\frac{r}{2r_2}}e^{\frac{r}{r_1}}𝑑r}`$ (23) $`=`$ $`c^3\left[\mathrm{\Gamma }(3){\displaystyle \frac{c}{2r_2}}\mathrm{\Gamma }(4)\right]`$ (24) $``$ $`2c^3{\displaystyle \frac{\delta }{r_2}}`$ (25) where $`c=\frac{2r_1r_2}{r_1+2r_2}`$, $`\delta =r_2r_1`$, and the last step is made for small $`\delta `$. Thus the overlap of the excited state smearing with the physical state is proportional to the error in the Bohr radius. The overlap is positive for smearing radii that are too large, and negative for radii that are too small, and so the effective mass of the smeared - local correlation function will have a vertical asymptote for radii that are too small, and a smooth form for radii that are too large. This dramatic change of behaviour may be used to tune the Bohr radius on very small statistical samples. In fact it should always be possible to orthogonalise the first radially excited smearing with respect to the physical groundstate by tuning the Bohr radius parameter even when the physical states are not hydrogenic. One choice for the radius will not, however, simultaneously minimise the overlaps $`C_{10}`$ and $`C_{01}`$. The better the ansatz for the smearing functions, the closer together we expect the optimal radii for the groundstate and excited state correlators to lie. Where the ansatz is better we also expect there to be less contamination from the higher excited states, since the physical wavefunctions are all mutually orthogonal. In order to demonstrate the applicability of this smearing technique, a feasibility study was carried out on a small sample, with a large number of smearing radii, in the light-light, heavy-light and heavy-heavy sectors. ## IV Feasibility Study We use the notation $`R_{nl}`$ to denote smearing with the corresponding hydrogenic wavefunction with some Bohr radius. Fourteen quenched configurations of a $`24^3\times 48`$ lattice at $`\beta =6.2`$ were used with non-perturbatively $`O(a)`$ improved quarks (i.e. $`C_{sw}=1.61377`$). Kappa values 0.13460 and 0.12300 were used, corresponding to quarks near the strange and charm masses respectively. The lighter quark propagators had local sources, and both local and $`R_{10}`$ sources were generated for the heavy propagator with Bohr radii of 2.4, 2.5, 2.6, 2.75, 2.8, 2.9, 3.0, 3.1, 3.25, 4.0, and 5.5 in lattice units. This allowed the smearing combinations in Table I to be generated for each Bohr radius. The correlation functions were analysed using uncorrelated fits, because the small statistical sample caused the correlation matrix to be too noisy for reliable inversion in correlated fits. As such the estimates of $`\chi ^2`$ are probably unreliable. Of primary interest is the simultaneous two exponential fit to the $`R_{10}`$ and $`R_{20}`$ source smeared - local sink correlation functions. We show the fitted effective masses for various Bohr radius for the heavy-heavy, heavy-light and light-light sectors in Figures 1 through 6. The effective mass for the radially excited smearing demonstrates the expected transition in behaviour, and appears to be forming a plateau for $`r_0=2.6(3.0,3.1)`$ in the heavy-heavy (heavy-light, light-light) sector. While the formation of an excited state plateau is clearly strongly dependent on the selection of $`r_0`$ to within about $`0.1`$ (this is possible to do using only one configuration by looking for vertical asymptote in the effective mass plot), we do not wish the fitted values to be dependent on the smearing. To investigate this we study the stability of the fitted masses with the input parameters to the fitting procedure, namely the Bohr radius, and the timeslice range of the fit. ### A Stability Analysis of Fitted Masses The fitted values for the ground state and excited state masses are given in Table II to Table V, and are found to be remarkably stable in the fit range typically agreeing within statistical error for all values of $`t_{min}3`$. The level of statistical error on the excited state mass is also particularly pleasing. The error on the excited light-light state is typically between only 5 and 10 times larger than that on the ground state. In order to study the stability of the fits with respect to the chosen Bohr radius, I tabulate the fitted mass values corresponding to $`t_{min}=4`$ for all the simulated Bohr radii in Table VI, Table VII, and Table VIII. They are stable within the statistical error over almost the entire range of radii simulated. ### B Selecting the Bohr Radius From inspection of the effective mass plots presented, we can see that the optimal values of the Bohr radius parameter (at least for the $`R_{20}`$ correlator) were about 2.6 for the heavy-heavy state, 3.0 for the heavy-light and 3.1 for the light-light. Using the discussion in Section III we plot the fitted amplitudes of the local-smeared correlation functions versus Bohr radius, looking for the zero of the overlap of the $`R_{20}`$ correlator with the groundstate. Figure 7, Figure 8 and Figure 9 present the dependence of the four fitted amplitudes on the Bohr radius used in the heavy-heavy, heavy-light and light-light systems respectively. The linear fits are a good approximation, producing the optimal values for the smearing radii given in Table IX. While the effective mass plots presented were on fourteen configurations, it is clear that following the pole on the plot gave very accurate optimisation of the Bohr radius, as demonstrated by later fits to the amplitudes. It was anticipated in Section III that, since our smearing function basis is not the physical one, the radius for minimal contamination of the groundstate by the excited state would differ slightly from the radii which gave minimal contamination of the excited state. This is not apparent from the data presented in Figure 7, Figure 8 and Figure 9, where there is no minimum of the $`R_{10}`$ \- excited state amplitude. We must bear in mind however that the contamination of the $`R_{10}`$ correlator is measured at early times, whereas the contamination of the $`R_{20}`$ correlator is found from its asymptotic time dependence, leaving the determination of the optimal Bohr radius from the $`R_{10}`$ correlator much more subject to contamination from higher excited states. For this reason, it is dangerous to look only at the local-smeared amplitude, since cancelling contributions from the higher states can cause a seemingly flat effective mass. Instead we study the smeared-smeared correlators, which have positive definite contaminating contributions, and minimise the amplitude for the contamination of the $`R_{10}`$ \- $`R_{10}`$ correlator. These correlation functions were only generated for the heavy-heavy combination, and Figure 10 presents a sample fit to the pseudoscalar data. Here the contamination below timeslice 5 is apparent, as well as a weaker drift to the plateau beyond this point. It is this ultimate drift we must study. Figure 11 plots the fitted contaminating amplitude for this correlator versus radius; we expect from Section III a quadratic dependence on the smeared-smeared correlator. We obtain a minimising radius of $`r_0=2.1(4)`$ with a quadratic fit. ### C Use of Doubly Smeared Correlation Functions In this section I demonstrate that the signal obtained from doubly smeared correlators is useful. The double smearing is created by constructing the meson propagator from two propagators which are each source smeared, while, for the purposes of this demonstrate, we use local sinks. The double exponential fit to the double $`R_{10}`$ and single $`R_{20}`$ smeared correlation functions are presented in Figure 12 and Figure 13 for the heavy-heavy and light-light systems respectively. Clearly this smearing combination, while not tailored for any particular state constitutes a valid signal that can be included in multi-channel multi-exponential fits, which is always of use, especially for the p-states. ## V Comparison With Fuzzing In order to fairly compare the level of statistical error with traditional techniques, I present double exponential fits to the $`R_{10}`$ sink and the fuzzed sink, both with the optimal radius in Figure 14, Figure 15 and Figure 16 for the heavy-heavy, heavy-light and light-light systems respectively, on the same set of local source propagators. It can be seen that the statistical error from the $`R_{10}`$ correlator is much reduced with respect to the fuzzed data. Admittedly the fuzzed data does appear to plateau earlier, with a caveat however; the noise on the fuzzed data is such that there is quite possibly a “double approach” to the plateau, due to contributions from more than one excited state, as seen in the large statistics fuzzed data at $`\beta =6.2`$ in Figure 17, so that with higher statistics the plateau may well not survive. It has also been found that the fuzzed-fuzzed combination tends to plateau after the fuzzed-local, indicating opposing contributions from excited states, and meaning that the plateau at early times is a misleading balance between contaminations of opposite sign (at least until after the fuzzed-fuzzed correlator has reached a plateau), c.f. Figure 17. ## VI Conclusions This smearing method provides, for the first time, a gauge invariant technique for inserting arbitrary radial wavefunctions in a smeared operator. So far results have only been presented using hydrogenic wavefunctions, though in principle any form could be used. Excellent stability of fits to both the ground and radially excited states was demonstrated, and the level of statistical error was significantly smaller than traditional techiques on the same ensemble. Tuning the radius of the wavefunctions allowed a clear plateau for the radially excited state to be isolated. An understanding of the dependence of the fitted amplitudes on the radius of the smearing was obtained, which can be used to determine more accurately the optimal radius. The feasibility study did not include a sufficient number of quark masses to extrapolate to the physical spectrum, however a rudimentary comparison of the $`2S1S`$ splittings with experiment is made in Table X, and can be seen to be plausible. The main source of error, particularly in the light-light system, is expected to be finite volume effects, since the Bohr radius required suggests the extent of the wavefunction is significantly bigger than the lattice used. Since the technique allows a free choice for the wavefunction it would be interesting to try to find a better basis than the hydrogenic wavefunctions. Harmonic oscillator wavefunctions have been tried and found to be inferior to hydrogenic. Other possible options are numerically solving the Cornell potential and inserting the solution as the smearing function, as has been performed by the SESAM collaboration in the gauge fixed context , or alternatively measuring the wavefunction within a lattice calculation and re-inserting this. It would be interesting to compute the $`R_{20}`$ smeared correlators on a large volume for light quarks since we expect finite volume effects on the current volume. ## VII Acknowledgements The work of this paper was carried out under the supervision of Richard Kenway, Ken Bowler and Brian Pendleton, whom I wish to thank for many useful conversations. I also wish to thank Christine Davies for proof reading this work. The calculations were performed on the Cray T3D at the EPCC using UKQCD computer time. I wish to acknowledge the support of EPSRC grant GR/K41663 and PPARC grant GR/K55745. The author was funded by the Carnegie Trust for the Universities of Scotland while this work was carried out at the University of Edinburgh, and is grateful for PPARC grant PP/CBA/62, and to the University of Glasgow for support while writing this paper.
no-problem/9903/cond-mat9903022.html	ar5iv	text	# On the Coulomb interaction in chiral-invariant one-dimensional electron systems ## Abstract We consider a one-dimensional electron system, suitable for the description of the electronic correlations in a metallic carbon nanotube. Renormalization group methods are used to study the low-energy behavior of the unscreened Coulomb interaction between currents of well-defined chirality. In the limit of a very large number $`n`$ of subbands we find a strong renormalization of the Fermi velocity, reminiscent of a similar phenomenon in the graphite sheet. For small $`n`$ or sufficiently low energy, the Luttinger liquid behavior takes over, with a strong wavefunction renormalization leading to a vanishing quasiparticle weight. Our approach is appropriate to study the crossover from two-dimensional to one-dimensional behavior in carbon nanotubes of large radius. 71.27.+a, 73.20.D, 05.30.Fk The recent experimental availability of single-walled fullerene nanotubes has renewed the interest in the study of one-dimensional electron systems. In one spatial dimension the Luttinger liquid concept replaces the Fermi liquid picture, and provides the paradigm of a system with strong electronic correlations. The investigation of the generic electronic instabilities of metallic nanotubes has been accomplished in Refs. and . There have been also recent attempts to look for signatures of Luttinger liquid behavior in single-walled nanotubes that are packed in the form of ropes. Another interesting instance that seems to be feasible from the experimental point of view is that of nanotubes in the absence of external screening charges or, at least, with a screening length much larger than the typical transverse dimension. The phenomenology of these systems has been studied in Refs. . Anyhow, as long as the description of the Luttinger liquid behavior is usually made under the assumption of a short-range interaction, the carbon nanotubes with unscreened Coulomb interaction should deserve further theoretical analysis, devoted to ascertain possible deviations from the standard Luttinger liquid picture. In the particular case of the metallic carbon nanotubes , the Coulomb interaction is also special in that the long-range potential does not lead to the hybridization between left- and right-moving electrons in the nanotube. At half-filling, the metallic nanotubes have two Fermi points, characterized respectively by the large momenta $`K_F`$ and $`K_F`$, with the typical band structure shown in Fig. 1. The underlying lattice is such that it allows to arrange the modes of the two linear branches at each Fermi point into a Dirac-like spinor, whose components stand for the respective amplitudes in the two sublattices of the honeycomb lattice. The kinetic part of the hamiltonian can be approximated as $`H_{kin}=ta\delta k_x\sigma _1`$, where $`a`$ is the lattice spacing and $`t`$ is the hopping parameter. This means that the right-movers have an amplitude $`\mathrm{\Psi }(𝐫)`$ that alternates sign from one sublattice to the other, while the left-movers keep the same sign on both of them. When projecting the Coulomb interaction to the longitudinal dimension of the tube, one has to sum over the points of the two transversal rings of the tube $`𝒞_x`$ and $`𝒞_x^{}`$ $$\mathrm{\Psi }_\alpha (x)\mathrm{\Psi }_\beta (x^{})\left\|V(xx^{})\right\|\mathrm{\Psi }_\gamma (x)\mathrm{\Psi }_\delta (x^{})=\underset{i𝒞_x,j𝒞_x^{}}{}\mathrm{\Psi }_\alpha ^+(𝐫_i)\mathrm{\Psi }_\gamma (𝐫_i)\frac{1}{\left\|𝐫_i𝐫_j^{}\right\|}\mathrm{\Psi }_\beta ^+(𝐫_j^{})\mathrm{\Psi }_\delta (𝐫_j^{})$$ (1) It becomes clear that, for a distance $`xx^{}`$ much greater than the lattice spacing, the matrix element is only nonvanishing when $`\alpha `$ and $`\gamma `$, as well as $`\beta `$ and $`\delta `$, have the same (left or right) chirality. Thus, the relevant interaction in the study of the metallic carbon nanotubes turns out to be the long-range Coulomb interaction between currents of well-defined chirality. In this work we study the genuine effects due to the $`1/\|x\|`$ interaction in this kind of one-dimensional systems, focusing on the physics at each of the Fermi points. We disregard in this way backscattering processes and residual short-range interactions mixing chiralities, as they have a smaller nominal strength ($`0.1e^2/n`$, in terms of the number $`n`$ of subbands) and they stay small down to extremely low energies ($`t\mathrm{exp}(75)`$ ). Our present purpose is to discern the low-energy properties of the system and, in particular, whether the long-range interaction remains unscreened to arbitrarily large distances. It is known that the bosonization approach yields divergent results for some of the observables like, for instance, the plasmon velocity at vanishing momentum. This shortcoming is remedied in practice by introducing some infrared cutoff dictated by the external environment of the one-dimensional system. Anyhow, it is worthwhile to analyze to what extent the singular interaction may be renormalized in the infrared by means of a dynamical screening effect. This problem may be also relevant when studying the properties of nanotubes of large radius, since in those systems a crossover from two-dimensional to one-dimensional behavior is to be expected when taking the infrared limit. It is known that the Coulomb interaction is strongly renormalized on the graphite sheet, what points again at the question about the nature of the screening effects in carbon nanotubes with large number of subbands. In this Letter we use renormalization group (RG) methods to find the low-energy effective theory of the $`1/\|x\|`$ interaction. To be more precise, we pose the problem of a one-dimensional model with an interaction hamiltonian $$H_{int}=\frac{e^2}{8\pi }𝑑x𝑑x^{}\left(\mathrm{\Psi }_L^+(x)\mathrm{\Psi }_L(x)+\mathrm{\Psi }_R^+(x)\mathrm{\Psi }_R(x)\right)\frac{1}{\|xx^{}\|}\left(\mathrm{\Psi }_L^+(x^{})\mathrm{\Psi }_L(x^{})+\mathrm{\Psi }_R^+(x^{})\mathrm{\Psi }_R(x^{})\right)$$ (2) where $`\mathrm{\Psi }_L(x)`$ and $`\mathrm{\Psi }_R(x)`$ are the electron field operators for the left and the right branch of the linear dispersion relation, respectively. The RG method is a sensible approach to deal with this problem since the $`1/\|x\|`$ interaction potential (as well as the $`\delta (x)`$ potential) gives rise to a marginal four-fermion interaction. The scaling dimension of the electron field $`\mathrm{\Psi }(x)`$ is $`1/2`$ , in length units. This means that the interaction hamiltonian in (2) scales appropriately, with a dimensionless coupling constant $`e^2`$ (in units in which $`\mathrm{}=c=1`$), as the energy scale is reduced down to the Fermi level. However, the drawback in dealing with (2) is that it contains a highly nonlocal operator, which makes unclear the applicability of RG methods, usually devised to deal with a set of local operators. This problem can be circumvented by introducing a local auxiliary field to propagate the Coulomb interaction. The hamiltonian can be written in the form $$H=iv_F𝑑x\left(\mathrm{\Psi }_R^+(x)_x\mathrm{\Psi }_R(x)\mathrm{\Psi }_L^+(x)_x\mathrm{\Psi }_L(x)\right)+e𝑑x\left(\mathrm{\Psi }_L^+(x)\mathrm{\Psi }_L(x)+\mathrm{\Psi }_R^+(x)\mathrm{\Psi }_R(x)\right)\varphi (x)$$ (3) where the $`\varphi (x)`$ field propagates the interaction $$iT\varphi (x,t)\varphi (x^{},t^{})=\frac{1}{4\pi }\delta (tt^{})\frac{1}{\|xx^{}\|}.$$ (4) We may think of $`\varphi (x)`$ as the scalar potential in three-dimensional quantum electrodynamics. However, the differences with that theory in the present case are notorious since the propagation of $`\varphi (x)`$ is that of a genuine field in three spatial dimensions, while the electrons are confined to one dimension. In general, one may expect a better infrared behavior in the present model. The propagator of the $`\varphi (x)`$ field in momentum space can be read from the relativistic expression, after sending the speed of light to infinity, $$iT\varphi (x,t)\varphi (x^{},t^{})=\frac{dqd\omega }{(2\pi )^2}\frac{dq_ydq_z}{(2\pi )^2}\frac{e^{iq(xx^{})}\text{ }e^{i\omega (tt^{})}\text{ }}{q^2+q_y^2+q_z^2iϵ}$$ (5) The usual one-dimensional propagator $`\mathrm{log}(\|q\|/\mathrm{\Lambda })`$ is recovered from (5) upon integration of the dummy variables $`q_y`$ and $`q_z`$. We remark that the ultraviolet cutoff $`\mathrm{\Lambda }`$ for excitations along the $`y`$ and $`z`$ transverse directions is needed when projecting the three-dimensional interaction down to the one-dimensional system. The usefulness of the representation (5) can be appreciated in the renormalization of the model at the one-loop level. We study the scaling behavior of the irreducible functions as the bandwidth cutoff $`E_c`$ is sent towards the Fermi level, $`E_c0`$. The self-energy to the one-loop order is $$i\mathrm{\Sigma }(k,0)=ie^2_{E_c}^{E_c}\frac{dp}{2\pi }_{\mathrm{}}^+\mathrm{}\frac{d\omega _p}{2\pi }\frac{v_F(p+k)}{\omega _p^2+v_F^2(p+k)^2}\frac{dp_ydp_z}{(2\pi )^2}\frac{1}{p^2+p_y^2+p_z^2}$$ (6) The limit $`k0`$ has to be taken carefully in this expression, by first combining the two denominators with the use of Feynman parameters. Finally we get $`i\mathrm{\Sigma }(k,0)`$ $`=`$ $`{\displaystyle \frac{i}{4\pi }}{\displaystyle \frac{e^2}{v_F}}{\displaystyle _0^1}𝑑u{\displaystyle \frac{1}{\sqrt{u}}}{\displaystyle _{E_c}^{E_c}}{\displaystyle \frac{dp}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\omega _p}{2\pi }}{\displaystyle \frac{v_Fk}{\omega _p^2+p^2+v_F^2k^2u(1u)}}`$ (7) $``$ $`i{\displaystyle \frac{e^2}{4\pi ^2}}k\mathrm{log}E_c`$ (8) The term linear in $`k`$ in $`\mathrm{\Sigma }(k,0)`$ represents a renormalization of the Fermi velocity, which grows upon integration of the high-energy modes. Obviously, there is no correction linear in $`\omega _k`$ renormalizing the electron wavefunction at the one-loop level. This is consistent with the fact that the integration of high-energy modes at $`E_c`$ does not renormalize the three-point vertex $`\mathrm{\Gamma }`$ . We stress the difference of the logarithmic renormalization of $`v_F`$ with respect to the usual finite corrections due to a short-range interaction. The nontrivial scaling of $`v_F`$ is a genuine effect of the long-range Coulomb interaction, which also takes place in higher dimensions. Incidentally, the above computation exemplifies how the Ward identity that ensures the integrability of the Luttinger model does not hold in the present case. The Ward identity is a relation between the electron Green function $`G(p,\omega _p)`$ and the three-point vertex $`\mathrm{\Gamma }(p,\omega _p;k,\omega _k)`$ at a given branch. For the right-handed modes, for instance, it is $$\mathrm{\Gamma }(p,\omega _p;k,\omega _k)=\frac{G^1(p,\omega _p)G^1(pk,\omega _p\omega _k)}{\omega _kv_Fk}$$ (9) By focusing on the singular dependences on the bandwidth cutoff $`E_c`$, one can check that (9) is already violated in our model to first order in perturbation theory. Actually, the dependence of the vertex $`\mathrm{\Gamma }`$ on the variables $`(k,\omega _k)`$ of the external interaction line is $$\mathrm{\Gamma }(p,\omega _p;k,\omega _k)1\frac{e^2}{4\pi ^2}\frac{k\mathrm{log}\mathrm{\Lambda }}{\omega _kv_Fk}+\mathrm{}$$ (10) We notice that the Ward identity would be satisfied if the scaling could be implemented simultaneously in the transverse ultraviolet cutoff $`\mathrm{\Lambda }`$ and the bandwidth cutoff $`E_c`$, that is, by taking $`\mathrm{\Lambda }=E_c`$. However, in a real system the scaling in $`\mathrm{\Lambda }`$ gets locked by the finite cross section of the wire, while only the scaling in the longitudinal direction operated by $`E_c`$ is allowed. In this respect, the gauge invariance of quantum electrodynamics is broken by the anisotropy of the electron system, as felt by the propagation of the three-dimensional electromagnetic field. The renormalization of $`v_F`$ at the one-loop level is not, in general, a sensible effect from the physical point of view, since the propagator of the $`\varphi (x)`$ field is drastically modified by the quantum corrections. In what follows we implement a GW approximation in order to take into account the dynamical screening due to plasmons. The suitability of this approximation in the study of one-dimensional systems has been recently shown in Ref. . The same approach has been also tested in the study of the crossover from Fermi liquid to Luttinger liquid behavior, as well as in the study of singular interactions in dimension $`1<d2`$ . The self-energy $`\mathrm{\Pi }(k,\omega _k)`$ of the $`\varphi (x)`$ field is given at the one-loop level by the sum of particle-hole diagrams with modes in the left and the right branch of the dispersion relation. The number of contributions depends on the number $`n`$ of different Dirac fermions, so that $$i\mathrm{\Pi }(k,\omega _k)=in\frac{e^2}{\pi }\frac{\stackrel{~}{v}_Fk^2}{\stackrel{~}{v}_F^2k^2\omega _k^2}$$ (11) In the case of carbon nanotubes we have $`n=4`$, taking into account the two Fermi points and the spin degeneracy , but it is also conceivable that in the process of renormalization $`n`$ is given effectively by the number of subbands within the energy cutoff $`E_c`$. In the spirit of the GW approximation, we consider $`\stackrel{~}{v}_F`$ as a free parameter that has to match the Fermi velocity in the fermion propagator after self-energy corrections. We recall that the result (11) turns out to be the exact polarization operator in the model with short-range interactions, with an unrenormalized Fermi velocity $`\stackrel{~}{v}_F=v_F`$ . In the present case, though, the violation of the Ward identity (9) already signals that we do not have at work the precise cancellation between electron self-energy insertions and vertex corrections characteristic of the Luttinger model. The relevant remnant is actually the renormalization (8) of $`v_F`$, and it can be taken into account self-consistently by replacing $`\stackrel{~}{v}_F`$ in (11) by the renormalized value of the Fermi velocity. The particle-hole processes lead to a modified propagator of the $`\varphi (x)`$ field $$i\varphi (k,\omega )\varphi (k,\omega )=1/\left(\frac{2\pi }{\mathrm{log}(\|k\|/\mathrm{\Lambda })}+\mathrm{\Pi }(k,\omega )\right)$$ (12) The expression (12) provides a sensible approximation for the scalar propagator, as it incorporates the effect of plasmons in the model. Thus, our approach is that of using the scalar propagator (12) in the renormalization of the Fermi velocity and the electron wavefunction. We compute the electron self-energy by replacing the Coulomb potential by the dressed interaction (12) $$i\mathrm{\Sigma }(k,i\omega _k)=i\frac{e^2}{2\pi }_{E_c}^{E_c}\frac{dp}{2\pi }_{\mathrm{}}^+\mathrm{}\frac{d\omega _p}{2\pi }\frac{1}{i(\omega _p+\omega _k)v_F(p+k)}\frac{\mathrm{log}(\|p\|/\mathrm{\Lambda })}{1n\frac{e^2}{2\pi ^2}\frac{\stackrel{~}{v}_Fp^2}{\stackrel{~}{v}_F^2p^2+\omega _p^2}\mathrm{log}(\|p\|/\mathrm{\Lambda })}$$ (13) Alternatively, one can think of the diagrammatics encoded in Eq. (13) as the leading order in a $`1/n`$ expansion, in a model with $`n`$ different electron flavors. It can be shown that this approximation reproduces the exact anomalous dimension of the electron field in the Luttinger model with conventional short-range interaction. In our case, such approximation to the self-energy is also justified since it takes into account, at each level in perturbation theory, the most singular contribution at small momentum transfer of the interaction. Due to the cancellation of fermion loops with more than two interaction vertices which still takes place in the same way as in the Luttinger model, the representation (13) for the self-energy only misses the effects of vertex and electron self-energy corrections, which may be incorporated consistently in the RG framework by an appropriate scaling of the renormalized parameters. The only contributions in (13) depending on the bandwidth cutoff are terms linear in $`\omega _k`$ and $`k`$. In this respect, it is worth mentioning that, although the usual perturbative approach gives rise to poles of the form $`k^2/(\omega _kv_Fk)`$ in the self-energy, these do not arise in the GW approximation. There is no infrared catastrophe at $`\omega _kv_Fk`$, because of the correction in the slope of the plasmon dispersion relation with respect to its bare value $`v_F`$. The result that we get for the renormalized electron propagator is $`G^1(k,\omega _k)`$ $`=`$ $`Z_\mathrm{\Psi }^1(\omega _kv_Fk)\mathrm{\Sigma }(k,\omega _k)`$ (14) $``$ $`Z_\mathrm{\Psi }^1(\omega _kv_Fk)+Z_\mathrm{\Psi }^1(\omega _kv_Fk){\displaystyle \frac{1}{n}}{\displaystyle ^{E_c}}{\displaystyle \frac{dp}{\|p\|}}r^2{\displaystyle \frac{(1f(p))^2}{2\sqrt{f(p)}\left(1+r\sqrt{f(p)}\right)^2}}`$ (16) $`Z_\mathrm{\Psi }^1k{\displaystyle \frac{e^2}{4\pi ^2}}{\displaystyle ^{E_c}}{\displaystyle \frac{dp}{\|p\|}}{\displaystyle \frac{f(p)^{3/2}+(4r/3+r^3/3)f(p)+r^2\sqrt{f(p)}+r/3}{f(p)^{3/2}\left(1+r\sqrt{f(p)}\right)^3}}`$ where $`f(p)1ne^2\mathrm{log}(\|p\|/\mathrm{\Lambda })/(2\pi ^2\stackrel{~}{v}_F),r\stackrel{~}{v}_F/v_F`$ and $`Z_\mathrm{\Psi }^{1/2}`$ is the scale of the bare electron field compared to that of the cutoff-independent electron field $$\mathrm{\Psi }_{bare}(E_c)=Z_\mathrm{\Psi }^{1/2}\mathrm{\Psi }.$$ (17) In the RG approach, we require the cutoff-independence of the renormalized Green function, since this object leads to observable quantities in the quantum theory. For this purpose, the quantities $`Z_\mathrm{\Psi }`$ and $`v_F`$ have to be promoted to cutoff-dependent effective parameters, that reflect the behavior of the quantum theory as $`E_c0`$ and more states are integrated out from high-energy shells of the band. Regarding the problem of self-consistency for the renormalized value $`\stackrel{~}{v}_F`$ of the Fermi velocity, we find two possible solutions leading to different physical pictures: i) large-n limit solution. In this limit we know that the expression (11) gives the exact result for the polarization operator, since any vertex or self-energy correction makes any diagram subdominant from the point of view of the $`1/n`$ expansion. Then the correct choice for $`\stackrel{~}{v}_F`$ has to be the fixed-point value of the Fermi velocity. Self-consistency is therefore attained by requiring that the solution of the scaling equation $$E_c\frac{d}{dE_c}v_F(E_c)=\frac{e^2}{4\pi ^2}\frac{f(E_c)^{3/2}+(4r/3+r^3/3)f(E_c)+r^2\sqrt{f(E_c)}+r/3}{f(E_c)^{3/2}\left(1+r\sqrt{f(E_c)}\right)^3}$$ (18) matches the fixed-point $`\stackrel{~}{v}_F`$ in the limit $`E_c0`$. It can be checked, however, that any finite value of $`\stackrel{~}{v}_F`$ in the right-hand-side of (18) does not lead to a strong enough flow to reach $`\stackrel{~}{v}_F`$ at $`E_c=0`$. The only self-consistent solution is found for $`\stackrel{~}{v}_F=\mathrm{}`$. For this value the right-hand-side of (18) has a finite limit, which produces the asymptotic scaling of the Fermi velocity $`v_F(E_c)e^2/(12\pi ^2)\mathrm{log}(E_c)`$. ii) one-band solution. If we stick to the picture in which we only pay attention to the left and right linear branches of the dispersion relation, we have to assume that (11) only provides an approximate expression for the polarization operator. The incomplete cancellation between electron self-energy and vertex corrections to that object arises from the mismatch between $`E_c`$ and the transverse cutoff $`\mathrm{\Lambda }`$. As a consequence of that, the renormalized Fermi velocity in (11) gets an effective dependence on the variable $`\mathrm{log}(E_c/\mathrm{\Lambda })`$ and $`\stackrel{~}{v}_F`$ is to be taken as the scale dependent Fermi velocity, $`\stackrel{~}{v}_F=v_F(E_c)`$. With regard to the carbon nanotubes, this is consistent with the regime in which the scaling has progressed to distances larger than the radius of the nanotube. The RG flow equations then turn out to be $`E_c{\displaystyle \frac{d}{dE_c}}\mathrm{log}Z_\mathrm{\Psi }(E_c)`$ $`=`$ $`{\displaystyle \frac{\left(1\sqrt{f(E_c)}\right)^2}{8\sqrt{f(E_c)}}}`$ (19) $`E_c{\displaystyle \frac{d}{dE_c}}v_F(E_c)`$ $`=`$ $`{\displaystyle \frac{e^2}{4\pi ^2}}{\displaystyle \frac{\sqrt{f(E_c)}4/3+1/\left(3f(E_c)^{3/2}\right)}{\left(1f(E_c)\right)^2}}`$ (20) Eq. (20) is now the requirement of self-consistency, with $`\stackrel{~}{v}_F=v_F(E_c)`$. As mentioned before, the three-point vertex only gets the cutoff dependence given by the wavefunction renormalization in (19). This means that the electron charge is not renormalized at low energies in our field theory framework. The behavior of the effective interaction is therefore completely encoded in Eq. (20), which can be rewritten for the effective coupling constant $`ge^2/(4\pi ^2v_F)`$ in the form $$E_c\frac{d}{dE_c}g(E_c)=\frac{1}{64(\mathrm{log}E_c)^2}\left(\sqrt{f(E_c)}\frac{4}{3}+\frac{1}{3f(E_c)^{3/2}}\right)$$ (21) The right-hand-side of Eq. (21) vanishes as $`e^2/(4\pi ^2v_F)0`$ and it could still admit a solution of the form $`gg_0/\mathrm{log}E_c`$, but this is not realized in the present regime as the equation $`8g_0=\sqrt{1+g_0}4/3+1/(3\sqrt{(1+g_0)^3})`$ does not have any real solution. The flow of $`g(E_c)`$ given by (21) quickly approaches some fixed-point value, after which it becomes little sensitive to further scaling in the infrared. A plot of the flow for different values of the bare coupling constant at $`E_c=\mathrm{\Lambda }`$ is given in Fig. 2, which includes for comparison the scaling behavior of the large-$`n`$ solution. The existence of two different regimes in the model is not surprising, since the dependence on the number $`n`$ of subbands is the way in which the system keeps memory of the finite transverse dimension in the carbon nanotube. A nanotube of very large radius, for instance, leads to a picture in which a large number of subbands are stacked above and below the linear branches in Fig. 1. This system falls into the description of the model with a very large $`n`$ value. On the other hand, there is always a sufficiently small value of $`E_c`$ for which all the subbands, but those contributing to the gapless part of the spectrum, become higher in energy than the RG cutoff. At that point, one proceeds paying attention to the linear branches crossing at the Fermi points alone, what leads to the one-band regime of the model. ¿From the point of view of the real space, the above transition in the number $`n`$ of subbands represents the crossover from the two-dimensional regime to the effective one-dimensional description of a nanotube of large radius. Actually, in the limit of a very large $`n`$ we recover the scaling behavior of the effective coupling constant in the graphite layer, which flows towards the free fixed-point. This scaling of the coupling constant is actually what makes consistent the linear quasiparticle decay rate recently measured with the metallic properties of graphite. In a carbon nanotube, the scaling appropriate for the graphite regime has to be followed up to a distance scale of the order of the diameter of the nanotube. The value of the coupling constant at that scale is what dictates the bare value for the one-dimensional regime ii). The one-dimensional effective field theory contains the explicit dependence on the ultraviolet cutoff $`\mathrm{\Lambda }`$, that is actually needed to fix the conditions at the crossover between the two regimes. The issue of the renormalization of $`v_F`$ we have discussed is important, since it implies a reduction in the strength of additional interactions in the system, whether short or long-range, as the effective couplings are all given by the couplings in the interaction hamiltonian divided by $`v_F`$. We stress that this renormalization of the Fermi velocity is the relevant effect for a phenomenology at realistic energies, because the short-range interactions like umklapp or backscattering are nominally tiny and their RG flow only becomes appreciable at extremely small energies. Incidentally, such a renormalization of $`v_F`$ affecting every effective interaction in the model may also be present in small chains, contributing to explain the insulator-metal transition by the effect of the Coulomb interaction observed in the exact diagonalization of finite rings. The study of low-dimensional systems carried out in Ref. also indicates a reduction of the electron correlations similar to our findings in the RG framework. The reason for the distinctive behavior of the Coulomb interaction in the fullerene tubules is the preservation of the chiral invariance in such systems. This comes from the different symmetry properties that characterize the left and the right modes at each Fermi point, leading to the selection rule that forbids their hybridization by the interaction. Thus, although it has been proposed that in a generic one-dimensional electron system the $`2k_F`$ and higher harmonics may lead to strong correlation effects in the presence of the Coulomb interaction, the absence of such hybridization makes the carbon nanotubes fall into the more conventional Luttinger liquid regime. As stated above, the wavefunction renormalization (19) is just the generalization for the long-range interaction of the expression giving the anomalous dimension of the electron field in the Luttinger model. The important point is the existence of a stable fixed-point for the effective coupling constant in the infrared. All the properties of the Luttinger liquid universality class are then expected to hold in the metallic carbon nanotubes, with a sensible renormalization of the effective interaction strength depending on the radius of the tubule. We thank C. Castellani for useful discussions. This work has been partially supported by a CICYT-INFN exchange program and by the spanish Ministerio de Educación y Cultura Grant No. PB96-0875.
no-problem/9903/astro-ph9903165.html	ar5iv	text	# Time Evolution of Galaxy Formation and Bias in Cosmological Simulations ## 1 Motivation Recent observations of the evolution of galaxy clustering have explored both the regime $`z\mathrm{¡}\mathrm{}1`$, and have probed the distribution of galaxies at $`z3`$. The low-redshift works include a wide-field ($`4^{}\times 4^{}`$) $`I`$-selected angular sample (Postman et al. (1998)), Canada-France Redshift Survey galaxies with redshifts between $`0<z<1.3`$ (Le Fèvre et al. (1996)), the Hubble Deep Field (Connolly, Szalay, & Brunner (1998)), field galaxies from the Canadian Network for Observational Cosmology (CNOC) survey (Shepherd et al. (1997)), the Hawaii $`K`$-selected redshift survey (Carlberg et al. (1997)), and a redshift survey performed on the Palomar 200-inch telescope (Small et al. (1999)). The results of these surveys are still rather discrepant; they don’t yet give a consistent picture for how galaxy clustering evolves with time. The evolution of the relative clustering of old and and young galaxies is also of interest, because it yields direct information on where galaxy formation occurs as a function of redshift. Le Fèvre et al. (1996) made a simple attempt at measuring this evolution by separating their sample by color. They found that red and blue galaxies have comparable correlation amplitudes at $`z>0.5`$, although red galaxies are more clustered today, by a factor of about 1.5 (in agreement with other local estimates, such as Davis & Geller (1976), Giovanelli, Haynes, & Chincarini (1986), Santiago & Strauss (1992), Loveday et al. (1995), Loveday et al. (1996), Hermit et al. (1996), and Guzzo et al. (1997)). The evolution of the density-morphology relation in clusters also contains information about where galaxies form as a function of redshift, showing that at $`z0.5`$ there is significantly more star formation in clusters than there is today (Butcher & Oemler 1978, 1984; Couch & Sharples (1987); Dressler & Gunn (1992); Couch et al. (1994); Oemler, Dressler, & Butcher (1997); Dressler et al. (1997); Poggianti et al. (1999)). Measurements of the clustering of Lyman-break objects (LBOs) at $`z3`$ (Steidel et al. (1998)) give a more unambiguous indication of the evolution in clustering. In particular, measurements of the amplitude of counts-in-cells fluctuations (Adelberger et al. (1998)) or the angular autocorrelation function (Giavalisco et al. (1998)) suggest that galaxies were as strongly clustered in comoving coordinates at $`z3`$ as they are today. If the LBOs are unbiased tracers of the mass density field, these results contradict the widely accepted gravitational instability (GI) model for the formation of large-scale structure, unless one assumes an unacceptably low value of $`\mathrm{\Omega }_0`$ in order to prevent the growth of the clustering of galaxies between $`z=3`$ and today. Therefore, the objects observed at high redshift are probably more highly “biased” tracers of the mass density field than are galaxies today. That is, they have a high value of $`b_g\sigma _g/\sigma `$, where $`\sigma _g\delta _g^2^{1/2}`$ is the rms galaxy density fluctuation and $`\sigma \delta ^2^{1/2}`$ is the rms mass fluctuation. The counts-in-cells analysis of Adelberger et al. (1998) suggests that at $`z=3`$ the bias of LBOs is $`b_g2b_0`$ (for $`\mathrm{\Omega }_0=0.2`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$), $`b_g4b_0`$ (for $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$), or $`b_g6b_0`$ (for $`\mathrm{\Omega }_0=1`$), where $`b_0`$ is the bias of galaxies today. How does the observed clustering since $`z3`$ relate to the underlying mass density fluctuations? From a theoretical perspective, the bias decreases with time because of three effects. First, at early times, collapsed objects are likely to be in the highest peaks of the density field, since one needs a dense enough clump of baryons in order to start forming stars. Such high-$`\sigma `$ peaks are highly biased tracers of the underlying density field (Doroshkevich (1970); Kaiser (1984); Bardeen et al. (1986); Bond et al. (1991); Mo & White (1996)). As time progresses, lower peaks in the density field begin to form galaxies, which are less biased tracers of the mass density field. Second, the very densest regions soon become filled with shock-heated, virialized gas which does not easily cool and collapse to form galaxies (Blanton et al. (1999)). These two effects cause a shift of galaxy formation to lower density regions of the universe. This shift is evident in the real universe: young galaxies are not found in clusters at $`z=0`$. To keep track of these effects, we define the bias $`b_{}`$ and correlation coefficient $`r_{}`$ of galaxy formation as $$b_{}\frac{\delta _{}^2^{1/2}}{\delta ^2^{1/2}}\mathrm{and}r_{}\frac{\delta _{}\delta }{\delta _{}^2^{1/2}\delta ^2^{1/2}},$$ (1) where $`\delta \rho /\rho 1`$ is the overdensity of mass and $`\delta _{}\rho _{}/\rho _{}1`$ is the overdensity field of “recently formed” galaxies, each defined at some smoothing scale. By “recently formed,” we mean material that has collapsed and formed stars within the last 0.5 Gyrs. Alternatively, one can consider $`\delta _{}`$ as the overdensity field of galaxies weighted by the star formation rate in each — for the purposes of this paper we consider the formation of a galaxy equivalent to the formation of stars within it. As functions of redshift, $`b_{}(z)`$ and $`r_{}(z)`$ are essentially differential quantities which keep track of where stars are forming at each epoch. They both decrease with time for the reasons stated above. Predictions of $`b_{}(z)`$ and $`r_{}(z)`$ are complementary to predictions of the star formation rate as a function of redshift (Madau et al. (1996); Nagamine, Cen & Ostriker (1999); Somerville & Primack (1998); Baugh et al. (1998)); whereas those studies examine when galaxies form, we examine where they form. The third effect is that after galaxies form, they are subject to the same gravitational physics as the dark matter; thus, the two distributions become more and more alike, debiasing the galaxies gravitationally (Fry (1996); Tegmark & Peebles (1998); see Section 4). The history of $`b_{}(z)`$ and $`r_{}(z)`$ convolved with effects of gravitational debiasing determines the history of the bias of all galaxies, quantified as $$b_g\frac{\delta _g^2^{1/2}}{\delta ^2^{1/2}}\mathrm{and}r_g\frac{\delta _g\delta }{\delta _g^2^{1/2}\delta ^2^{1/2}},$$ (2) where $`\delta _g\rho _g/\rho _g1`$ is the overdensity of galaxies. Here, $`b_g(z)`$ and $`r_g(z)`$ are integral quantities, which refer to the entire population of galaxies. Until recently, most papers on this subject have considered only the effect of bias ($`b_g`$) on large-scale structure statistics. However, observational and theoretical arguments suggest that scatter in the relationship between galaxies and mass may also be important (Tegmark & Bromley (1998); Blanton et al. (1999)); treating the relationship as purely deterministic when analyzing peculiar velocity surveys or redshift-space distortions of the power spectrum can produce observational inconsistencies (Pen (1998); Dekel & Lahav (1998)). Thus, even at lowest order, these treatments need to include consideration of the correlation coefficient $`r_g`$. Finally, we will also define the cross-correlation of all galaxies and of young galaxies as $$b_g\frac{\delta _{}^2^{1/2}}{\delta _g^2^{1/2}}\mathrm{and}r_g\frac{\delta _{}\delta _g}{\delta _{}^2^{1/2}\delta _g^2^{1/2}}.$$ (3) These quantities are important because they are potentially observable, by comparing number-weighted and star-formation weighted galaxy density fields. Previous theoretical efforts have focused on the evolution of the clustering of all galaxies, or equivalently, the evolution of the integral quantities $`b_g(z)`$ and $`r_g(z)`$. There has been notable success in this vein in explaining the nature of the LBOs. In the peaks-biasing formalism, the halo mass of collapsed objects determines both their number density and their clustering strength (Doroshkevich (1970); Kaiser (1984); Bardeen et al. (1986); Bond et al. (1991); Mo & White (1996)); interestingly, halos with masses $`>10^{12}M_{}`$ at $`z=3`$ have both a number density and clustering strength similar to those of LBOs, in reasonable cosmologies (Adelberger et al. (1998)), a result verified by $`N`$-body simulations (Wechsler et al. (1998); Kravtsov & Klypin (1998)). This fact is reflected in the results for high-redshift clustering of semi-analytic galaxy formation models, which also find that galaxies at $`z3`$ are highly biased (Kauffmann, Nusser, & Steinmetz (1997); Kauffmann et al. (1999); Somerville, Primack & Faber (1998); Baugh et al. (1998)). Furthermore, hydrodynamic simulations using simple criteria for galaxy formation (Evrard, Summers, & Davis (1994); Katz, Hernquist, & Weinberg (1998); Cen & Ostriker 1998a ) find that the distribution of galaxies at $`z=3`$ is indeed biased with respect to the mass distribution, and that the clustering strength of galaxies depends only weakly on redshift. While the issue of $`b_g(z)`$ and $`r_g(z)`$ is the one which observations are currently best-suited to address, perhaps other statistics can constrain the nature of galaxy formation more powerfully. After all, the fundamental prediction of theories for galaxy formation, such as ours and such as the semi-analytic models mentioned above, is the location of star formation as a function of time. Important information about galaxy formation may be lost if one examines only the integral quantities, which have been affected by the entire history of galaxy formation convolved with their subsequent gravitational evolution. Therefore, we focus here on the evolution of the large-scale clustering of galaxy formation, defined as the formation of the galaxy’s constituent stars — that is, the evolution of $`b_{}`$ and $`r_{}`$. Now is an opportune time to investigate such questions, since large redshift and angular surveys which can examine this and related properties of galaxies are imminent. In this paper, we measure the clustering of galaxy formation in the hydrodynamical simulations of Cen & Ostriker (1998a), which we describe in Section 2. In Section 3, we consider the properties of galaxy formation in these simulations as a function of time, studying the first two effects discussed above and the redshift dependence of $`b_{}`$ and $`r_{}`$. In Section 4, we discuss the gravitational debiasing, the third effect mentioned above. In Section 5, we discuss observable effects of the trends in galaxy formation found in the simulations. Especially important is the strong evolution of the cross-correlation between the star-formation weighted density field and the galaxy density field; this evolution should be observable with surveys such as the Sloan Digital Sky Survey (SDSS; Gunn & Weinberg (1995)). In addition, the evolution of the location of galaxy formation in the universe may be related to the observed Butcher-Oemler effect and may affect the mass-to-light ratios of clusters. We conclude in Section 6. ## 2 Simulations The work of Ostriker & Steinhardt (1995) motivated the choice of a flat cold dark matter cosmology for the simulation used in this paper, with $`\mathrm{\Omega }_0=0.37`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.63`$, and $`\mathrm{\Omega }_b=0.049`$. Recent observations of high redshift supernovae have lent support to the picture of a flat, low-density universe (Perlmutter et al. (1997); Garnavich et al. (1998)). Great uncertainty remains, however, and future work along the lines of this paper will need to address different cosmologies. The Hubble constant was set to $`H_0=100`$ $`h`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, with $`h=0.7`$. The primordial perturbations were adiabatic and random phase, with a power spectrum slope of $`n=0.95`$ and amplitudes such that $`\sigma _8=0.8`$ for the dark matter at $`z=0`$, at which time the age of the universe is 12.7 Gyrs. We use a periodic box 100 $`h^1`$ Mpc on a side, with $`512^3`$ grid cells and $`256^3`$ dark matter particles. Thus, the dark matter mass resolution is about $`5\times 10^9`$ $`h^1`$ $`M_{}`$ and the grid cell size is $``$ 0.2 $`h^1`$ Mpc. The smallest smoothing length we consider is a 1 $`h^1`$ Mpc radius top hat, which is considerably larger than a cell size. On these scales and larger, the relevant gravitational and hydrodynamical physics are correctly handled. On the other hand, subgrid effects such as the fine grain structure of the gas and star formation may influence large-scale properties of the galaxy distribution. As we describe here, we handle these effects using crude, but plausible, rules. Cen & Ostriker (1998a) describe the hydrodynamic code in detail; it is similar to but greatly improved over that of Cen & Ostriker (1992a,b). The simulations are Eulerian on a Cartesian grid and use the Total Variation Diminishing method with a shock-capturing scheme (Jameson (1989)). In addition, the code accounts for cooling processes and incorporates a heuristic galaxy formation criterion, whose essence is as follows: if a cell’s density is high enough, if the cooling time of the gas in it is shorter than its dynamical time, if it contains greater than the Jeans mass, and if the flow around that cell is converging, it will have stars forming inside of it. The code turns the baryonic fluid component into collisionless stellar particles (hereafter “galaxy particles”) at a rate proportional to $`m_b/t_{\mathrm{dyn}}`$, where $`m_b`$ is the mass of gas in the cells and $`t_{\mathrm{dyn}}`$ is the local dynamical time. These galaxy particles subsequently contribute to metal production and the background ionizing UV radiation. This algorithm is essentially the same as that used by Katz, Hernquist, & Weinberg (1992) and Gnedin (1996a,b). The masses of these galaxy particles range from about $`10^6`$ to $`10^9`$ $`M_{}`$. Thus, many galaxy particles are contained in what would correspond to a single luminous galaxy in the real universe. However, rather than grouping the particles into galaxies, in this paper we simply define a galaxy mass density field from the distribution of galaxy particles themselves. More details concerning the galaxy formation criteria and their consequences are given in Appendix A. We will examine the results of the simulations at four output times: $`z=3`$, $`z=1`$, $`z=0.5`$ and $`z=0`$. At each output time, we will consider the properties both of all the galaxy particles and of those galaxy particles formed within the previous 0.5 Gyrs. We will take these “recently” formed particles to be representative of the properties of galaxy formation at that output time, and label their overdensity field $`\delta _{}\rho _{}/\rho _{}1`$, the “galaxy formation density field.” ## 3 Time dependence of Galaxy Formation In this section, we study the relationship between the mass density, the gas temperature, and the galaxy formation density fields at each epoch. We will show the evolution of the the quantities $`b_{}`$ and $`r_{}`$ with redshift, and demonstrate that this evolution is largely due to the changing relationship between mass density and temperature. Let us begin by considering the evolution of the temperature and mass density fields as a function of redshift. At each of our four output times, we smooth the fields with a top hat of 1 $`h^1`$ Mpc comoving radius. In Figure 1 we show the joint distribution of $`1+\delta `$, the normalized mass density, and $`T`$, the gas temperature, as a function of redshift. We could instead have considered the distribution of $`1+\delta _b`$, the baryonic density; the results would have been nearly identical, because the dark matter and baryonic overdensities are closely related on these scales. Most of the gas, that is, does not cool, fall to the central parts of galaxies, and form stars, but instead follows the same distribution as the dark matter (Cen & Ostriker 1998b ). As the universe evolves, the variance in density increases. In addition, as gas falls into the potential wells, it shocks and heats up to the virial temperature necessary to support itself in the potential well, raising the average temperature of gas in the universe. Thus, volume elements above the mean density move up and to the right on this diagram. These results are consistent with previous work with the same code (for instance, Cen, Gnedin, & Ostriker (1993)) and with other codes (for a summary, see Kang et al. (1994)). Note that on 1 $`h^1`$ Mpc scales, the importance of cooling physics to the gas temperature is not immediately apparent; in Appendix A, we show this same figure at the scale of a single cell, which shows quite clearly the effects of including the radiative physics of the gas. We now consider the equivalent plot for the galaxy formation density field. Figure 2 shows the conditional mean of the galaxy formation density field $`1+\delta _{}`$ as a function of $`1+\delta `$ and $`T`$: $`1+\delta _{}\|1+\delta ,T`$. At any fixed density, the star formation rate declines as temperature rises. It is clear that the densest regions cannot cool and collapse at late times because they are too hot. To illustrate what Figure 2 implies about the relationship between galaxy formation and mass density, Figure 3 shows the conditional probability $`P(1+\delta _{}\|1+\delta )`$ as the logarithmic grey scale and the conditional mean $`1+\delta _{}\|1+\delta `$ as the solid line. The dashed lines are 1$`\sigma `$ limits around the mean. At high redshift, the high density regions are still cool enough to have clumps of gas in them cooling quickly; in this sense, the temperature on these scales is not particularly important, making the relationship between galaxy formation and mass density close to deterministic. At low redshift, many regions become too hot to form new galaxies; in particular, galaxy formation is completely quenched in the densest regions, causing a turnover in $`1+\delta _{}\|1+\delta `$. In addition, at low redshifts, the galaxy formation rate depends strongly on temperature, adding scatter to the relationship between galaxy formation and mass (Blanton et al. (1999)). The most obvious consequence of this evolution is that the bias of galaxy formation is a strong function of time. Figure 4 shows $`b_{}`$ and $`r_{}`$ (defined in Section 1) as a function of redshift for top hat smoothing radii of $`R=1`$ and $`R=8`$ $`h^1`$ Mpc. The bias of galaxy formation $`b_{}`$ is clearly a strong function of redshift, especially at small scales. The decrease in the bias is due to the fact that the galaxy formation has moved to lower $`\sigma `$ peaks and out of the hottest (and densest) regions of the universe, as described in Section 1. We can compare these results to those of the peaks-bias formalism for the bias of dark matter haloes. If we assume that the distribution of galaxy formation is traced by $`M>10^{12}`$ $`M_{}`$ halos (that is, halos with typical bright galaxy masses) which have just collapsed, then according to the peaks-bias formalism (Doroshkevich (1970); Kaiser (1984); Bardeen et al. (1986); Bond et al. (1991); Mo & White (1996)), the bias of mass in such halos with respect to the general mass density field is: $$b_{}(z)=1+\frac{\delta _c}{\sigma ^2(M,z)},$$ (4) where $`\delta _c1.7`$ is the linear overdensity of a sphere which collapses exactly at the redshift of observation, and $`\sigma (M,z)`$ is the rms mass fluctuation on scales corresponding to mass $`M`$, again at the redshift of the observations. Note that this formula differs from the standard one for the bias of all halos which have collapsed before redshift $`z`$. The dotted line in the upper panel of Figure 4 shows the resulting bias. Thus, the prediction for $`b_{}`$ of the pure halo bias model is not much different from that of our hydrodynamic model on large scales, even though the former does not include all the physical effects of the latter. That is, measuring $`b_{}(z)`$ alone cannot easily distinguish the two models. More interesting is the evolution of the correlation coefficient $`r_{}`$ as a function of redshift, shown in the lower panel of Figure 4. At all scales, the correlation coefficient falls precipitously for $`z<1`$, when the densest regions become too hot to form new galaxies. On the other hand, in the case of peaks-biasing, Mo & White (1996) find a scaling between the halo and mass cross- and autocorrelations that implies $`r_{}1`$ on large scales at all redshifts<sup>1</sup><sup>1</sup>1On scales of 1 $`h^1`$ Mpc, things are more complicated, because $`10^{12}`$ $`M_{}`$ halos so close together actually overlap in Lagrangian space — see Sheth & Lemson (1998).. This is an important difference between the predictions of the models of Mo & White (1996) and ours, which is presumably due to the more realistic physics used in our model. Semi-analytic models can predict the evolution of $`r_{}`$; it will be interesting to see how dependent this statistic is to the details of the galaxy formation model. We discuss a way to get a handle on $`r_{}`$ observationally in Section 5. ## 4 Gravitational Evolution of Bias After galaxies form, they fall into potential wells under the influence of gravity. Because the acceleration on galaxies is the same as that on the dark matter, this gravitational evolution after formation will tend to bring both the bias $`b_g`$ and the correlation coefficient $`r_g`$ closer to unity, as described by Fry (1996) and Tegmark & Peebles (1998). The evolution of the bias, then, is determined by the properties of forming galaxies (outlined in the previous section) and how those properties evolve after formation. Here we investigate this process and show that the linear approximations of Fry (1996) and Tegmark & Peebles (1998) describe this evolution well, even in the nonlinear regime. ### 4.1 Evolution of the Clustering of Coeval Galaxies Fry (1996) and Tegmark & Peebles (1998) rely on the continuity equation to study the evolution of the density field of galaxies formed at a given epoch. In this subsection, subscript $`c`$ will refer to this coeval set of galaxies. Both galaxies and mass satisfy the same equation, which is to first order $$\dot{\delta }+𝐯=0,$$ (5) assuming that galaxies are neither created nor destroyed. Since we are dealing with a coeval set of galaxies, they cannot be created by definition. Although it is possible to disrupt or merge galaxies in dense regions (Kravtsov & Klypin (1998)), we are following the stellar mass density in this paper, not the galaxy number density, and thus do not consider these effects. Assuming that there is no velocity bias between the volume-weighted velocity fields of mass and of galaxies (which is borne out by the simulations), it follows that $`\dot{\delta }=\dot{\delta }_c`$. This statement means that on linearly scaled plots of $`\delta _c`$ against $`\delta `$, volume elements are constrained to evolve along $`45^{}`$ lines. We test this prediction on 30 $`h^1`$ Mpc top hat scales, which should be close to linear, in Figure 5. Here we consider a burst of galaxies formed at $`z=1`$. The solid lines are $`\delta _c\|\delta `$ at $`z=1`$, $`z=0.5`$ and $`z=0`$. The dashed lines are the predictions extrapolated from $`z=1`$ as above, to $`z=0.5`$ and $`z=0`$, respectively. Notice use the growth factor of mass, $`\sigma (z=0)/\sigma (z=1)`$, which on these scales is close to its linear theory value, to determine $`\mathrm{\Delta }\delta `$, and assume that $`\mathrm{\Delta }\delta _c`$ is the same. Evidently the linear continuity equation works on these scales. We also test this prediction on the nonlinear scale of 1 $`h^1`$ Mpc in Figure 6. We find that it works extremely well in the range $`3<\delta <100`$; in higher and lower density regions, nonlinear corrections to Equation (5) are clearly important. Tegmark & Peebles (1998) use the continuity equation to make further predictions about the bias properties of coeval galaxies. In particular, given a “bias at birth” of $`b_c(z_0)`$ and a “correlation coefficient at birth” of $`r_c(z_0)`$, one can express $`b_c(z)`$ and $`r_c(z)`$ in terms of the linear growth factor relative to the epoch of birth $`D(z)/D_0`$: $`b_c(z)r_c(z)`$ $`=`$ $`1+{\displaystyle \frac{b_c(z_0)r_c(z_0)1}{D(z)/D_0}}`$ (6) $`b_c^2(z)`$ $`=`$ $`{\displaystyle \frac{\left[(1D(z)/D_0)^22(1D(z)/D_0)b_c(z_0)r_c(z_0)+b_c^2(z_0)\right]}{(D(z)/D_0)^2}}`$ (7) In Figure 7 we show as the solid lines the values of $`b_c`$ and $`r_c`$ for the burst of galaxies at $`z=1`$, at each output time. The dashed lines are the predictions based on $`z=1`$ for the results at $`z=0.5`$ and $`z=0`$. Notice that on small scales, the prediction for $`b_c`$ remains extremely good. For $`r_c`$, the linear prediction underestimates the degree to which galaxies and mass become correlated on small scales; essentially, nonlinearities enhance the rate at which initial conditions are forgotten. We can compare the effects of debiasing to the decline in the correlation between galaxy formation and mass with redshift. In Figure 8 we show $`b_{}(z)`$ and $`r_{}(z)`$ at 8 $`h^1`$ Mpc scales, from Figure 4, as the solid lines. The dotted lines originating at each output redshift show how the galaxies formed at that redshift would evolve according the continuity equation. Naturally, $`b_c(z)`$ declines while $`r_c(z)`$ rises. Note that $`b_{}(z)`$ falls more quickly than debiasing can occur, which is why old galaxies at redshift zero are still more highly biased than young galaxies (Blanton et al. (1999)), despite having had more time to debias. ### 4.2 Evolution of the Clustering of the Full Galaxy Population These results show that the decrease in the bias of the galaxy density field with time found by Cen & Ostriker (1998a) must be partly due to gravitational debiasing (described in this section) as well as the decrease in $`b_{}`$ (described in Section 3). We investigate this process here by showing the evolution of the bias of all the galaxies in Figure 9 as the solid lines, for a tophat smoothing of 8 $`h^1`$ Mpc. The evolution of the bias of galaxy formation, from Figure 4, is shown as the dashed lines. Notice that $`b_g(z)`$ and $`b_{}(z)`$ are nearly the same, even though $`r_g(z)`$ and $`r_{}(z)`$ differ considerably; $`r_{}(z)`$ plummets after $`z=1`$, while $`r_g(z)`$ remains close to unity. About half the star formation in the simulation occurs at $`z<1`$. Although this recent star formation has a low $`r_{}`$, and is thus poorly correlated with the mass distribution, this has little effect on $`r_g`$, partly due to the gravitational debiasing. Using the approximations of Tegmark & Peebles (1998), we can reconstruct $`b_g(z)`$ and $`r_g(z)`$ from the properties of galaxy formation as a function of redshift. We get equations similar to those of equation (6), now integrated over the star formation history: $`b_g(z)r_g(z)`$ $`=`$ $`1+{\displaystyle \frac{1}{D(z)G(z)}}{\displaystyle 𝑑z^{}\left[b_{}(z^{})r_{}(z^{})1\right]D(z^{})\frac{dG}{dz^{}}},`$ (8) $`b_g^2(z)`$ $`=`$ $`b_g^2(z)r_g^2(z)+{\displaystyle \frac{s^2}{\sigma ^2}},`$ (9) where $`D(z)`$ is the linear growth factor, $`G(z)`$ is the cumulative mass of stars formed by redshift $`z`$, and $`\sigma `$ is the rms mass fluctuation. Calculating $`b_g(z)`$ requires first evaluating $`b_g(z)r_g(z)`$ substituting it into the expression given. In the second term, the quantity $`s^2`$ is defined as: $$s^2\frac{1}{G^2(z)}𝑑z^{}\frac{dG^{}}{dz^{}}𝑑G^{\prime \prime }\frac{dG^{\prime \prime }}{dz^{\prime \prime }}\delta _{}(z^{})\delta _{}(z^{\prime \prime }),$$ (10) where $`\delta _{}\delta _{}b_{}r_{}\delta `$ is the component of the galaxy formation field which is uncorrelated with the local density.<sup>2</sup><sup>2</sup>2Note that the definition of $`b_{}`$ in Tegmark & Peebles (1998) is equivalent to our quantity $`b_{}r_{}`$. These equations are simply a result of applying the continuity equation (Equation 5) to the case of continuous star formation, rather than an instantaneous burst, as in Equation (6). Figure 9 shows $`b_g(z)`$, $`r_g(z)`$, and $`b_g(z)r_g(z)`$ for all galaxies reconstructed from the properties of our galaxy formation fields. $`b_g(z)r_g(z)`$ represents the linear regression of the galaxy density on the mass density. Note that the reconstruction of this quantity is quite accurate; on the other hand, the reconstructions of $`b_g(z)`$ and $`r_g(z)`$ separately, which require knowledge of $`\delta _{}(z^{})\delta _{}(z^{\prime \prime })`$, have significant errors. These errors are mostly due to the poor time resolution of our output.<sup>3</sup><sup>3</sup>3The results of these simulations take large amounts of disk space, and thus when they were run we did not attempt to store more than a handful of output times. It would be impractical to rerun the simulations again for the sole purpose of obtaining more output redshifts. The continuity equation will prove useful to future theoretical and observational work, as we discuss in Section 6. ## 5 Observing the Evolution of Galaxy Formation Here we discuss the observational consequences of the evolution of the spatial distribution of galaxy formation. First, we consider observable properties of the star formation density field. Second, we consider the resulting properties of galaxy clusters. ### 5.1 Star Formation Density Field We noticed in the last section that the correlation coefficient between star forming galaxies and mass should decrease considerably with time. We cannot currently observe this decrease directly in the real universe.<sup>4</sup><sup>4</sup>4Weak lensing studies (Mellier (1999)) and peculiar velocity surveys (Strauss & Willick (1995)) do probe the mass distribution and may prove useful for studying the evolution of $`b_g(z)`$ and $`r_g(z)`$ directly. However, from Figure 9 we note that the galaxy distribution as a whole does correlate well with the mass, in the sense that $`r_g(z)1`$ at all redshifts. Therefore, we should be able to detect the evolution of $`r_{}(z)`$ by cross-correlating galaxy formation with the distribution of all galaxies. In Figure 10 we plot $`b_g\sigma _{}/\sigma _g`$ and $`r_g\delta _{}\delta _g/\sigma _{}\sigma _g`$ between the galaxy formation density field and all galaxies as a function of redshift, at 8 $`h^1`$ Mpc scales. While the evolution in $`b_g`$ is rather weak, the evolution in $`r_g`$ is striking, and should be observable. Observationally, measuring this correlation will require mapping the density field of star formation in the universe, which has not yet been done. Given that the fundamental prediction of galaxy formation models is the location of star formation as a function of time, such a map would be extremely useful. The spectral coverage of the Las Campanas Redshift Survey (LCRS) includes a star formation indicator (\[OII\] equivalent widths; Schectman et al. (1996); Hashimoto et al. (1998)); thus, one can measure this correlation at low redshift using this data. Using the LCRS, Tegmark & Bromley (1998) have addressed a related question by measuring the correlation between the distributions of early and late spectral types (as classified by Bromley et al. (1998)); they found $`r0.4`$$`0.7`$, in qualitative agreement with our findings here, if one makes a correspondence between spectral type and star formation rate. They can calculate $`r`$ because they understand the properties of their errors, which are due to Poisson statistics; however, in the case of measuring spectral lines to determine the star formation rate in a galaxy, the errors are much greater and more poorly understood. Therefore, since $`\delta _g`$ is likely to be much better determined than $`\delta _{}`$, the quantity of interest will not be $`r_g`$, but the combination $`b_gr_g=\delta _{}\delta _g/\sigma _g^2`$, which is the linear regression of star formation density on galaxy density and is independent of $`\sigma _{}`$. Future redshift surveys such as the SDSS will probe redshifts as high as $`z0.2`$$`0.3`$ and will have spectral coverage which will include measures of star formation such as \[OII\] and H$`\alpha `$. Figure 9 indicates that $`b_gr_g0.35`$ at $`z=0`$ and $`b_gr_g0.5`$ at $`z=0.25`$ (linearly interpolating between $`z=0`$ and $`z=0.5`$), a difference that should be measureable. A cautionary note is that the linear interpolation in this range may not be accurate, and that simulations with finer time resolution are necessary to make more solid predictions. In addition, the SDSS photometric survey will probe to even higher redshift. Using the multiband photometry, one will be able to produce estimates both of redshift and of spectral type. These measurements will allow a calculation of the angular cross-correlation of galaxies of different types or colors as a function of redshift out to $`z0.5`$$`1`$; Figure 10 shows that this evolution should be strong. The drawback to this approach is that one cannot make a quantitative comparison between our models and the cross-correlations of galaxies of different colors, because we can not yet reliably identify individual galaxies in the simulations and because there is not a one-to-one correspondence between galaxy color and ages. Needless to say, the observational question is still worth asking, because quantitative comparisons will be possible in the future using hydrodynamical simulations at higher resolution, and are even possible today using semi-analytic models (Kauffmann et al. (1999); Somerville, Primack & Faber (1998); Baugh et al. (1998)). ### 5.2 Clusters of Galaxies The measurement of $`b_g`$ and $`r_g`$ directly in the field is not possible given current data. However, the observed evolution of galaxy properties in clusters does give us a handle on the evolution of the distribution of galaxy formation. Here, we investigate cluster properties in the simulations. First, we describe the effect of the clustering of galaxy formation on cluster mass-to-light ratios, and how that subsequently affects estimates of $`\mathrm{\Omega }`$ based on mass-to-light ratios. Second, we discuss the Butcher-Oemler (1978, 1984) effect. We select the three objects in the simulation with the largest velocity dispersions, whose properties are listed in Tables 1 and 2 at redshifts $`z=0.5`$ and $`z=0`$. This number of clusters of such masses in the volume of the simulations is roughly consistent with observations (Bahcall (1998)). Clusters #2 and #3 are about 5 $`h^1`$ Mpc away from each other at $`z=0`$, and have a relative velocity of 1000 km s<sup>-1</sup> almost directly towards each other; thus, they will merge in the next 5 Gyrs. To calculate mass-to-light ratios, we must calculate the luminosity associated with each galaxy particle. There are two steps: first, we assign a model for the star formation history to each particle; then, given that star formation history, we use spectral synthesis results provided by Bruzual & Charlot (1993, 1998) to follow the evolution of their rest-frame luminosities in $`B`$, $`V`$, and $`K`$. The simplest model for the star formation history of a single particle is that its entire mass forms stars immediately, the instantaneous burst (IB) approximation. However, it is unrealistic to expect that all of the star formation will occur immediately; at minimum, it will at least a dynamical time for gas to collapse from the size of a resolution element to the size of a galaxy. Thus, we also consider an alternative model based on the work of Eggen, Lynden-Bell, & Sandage (1962; hereafter ELS), which spreads the star formation out over the local dynamical time. We assign a star formation rate of $$\frac{dm_{}}{dt}=\frac{m_p}{t_{\mathrm{dyn}}}\frac{t}{t_{\mathrm{dyn}}}e^{t/t_{\mathrm{dyn}}},$$ (11) to each particle, where $`m_p`$ is the mass of the galaxy particle and $`t_{\mathrm{dyn}}`$ is the local dynamical time at the location of the particle at the time it was formed. The evolution of the mass-to-light ratios of clusters are qualitatively the same for both the IB and ELS models; the evolution of the $`BV`$ colors of cluster galaxies does differ somewhat between the models, as described below. We can calculate the mass-to-light ratios of these clusters in the $`B`$-band, $`\mathrm{{\rm Y}}_B(M/L_B)/(M_{}/L_{,B})`$, and compare them to the critical mass-to-light ratio $`\mathrm{{\rm Y}}_{B,c}`$ necessary to close the universe. We do the same in the $`V`$ and $`K`$-bands, and show the results in Tables 1 and 2 at redshifts $`z=0`$ and $`z=0.5`$, respectively. An observer in the simulated universe would thus estimate $`\mathrm{\Omega }_{\mathrm{est}}(z=0)\mathrm{{\rm Y}}_B/\mathrm{{\rm Y}}_{B,c}0.4`$$`0.5`$ based on cluster mass-to-light ratios, not far from the correct value for the simulation ($`\mathrm{\Omega }_0=0.37`$). The galaxy bias, which causes $`\mathrm{\Omega }_{0,\mathrm{est}}`$ to underestimate $`\mathrm{\Omega }_0`$ by a factor of about 1.6, is partially cancelled by the relative fading of the light of the older cluster galaxies with respect to the younger field galaxies. The bias effect (as we have shown above) increases in importance with redshift, while the differential fading of cluster galaxies decreases in importance. Thus, in the simulations, the cluster mass-to-light ratio estimates of $`\mathrm{\Omega }_{\mathrm{est}}(z)`$ decrease with redshift, even though $`\mathrm{\Omega }(z)`$ itself increases. We find similar results for analyses performed in $`V`$ and $`K`$, which we also list in Tables 1 and 2. For the ELS star formation model, the mass-to-light ratios are all higher, but the estimated values for $`\mathrm{\Omega }`$ and their redshift dependence do not change substantially. Carlberg et al. (1996) studied 16 X-ray selected clusters between $`z0.2`$ and $`0.5`$, in the K-corrected $`r`$-band. Their estimate of $`\mathrm{\Omega }(z0.3)=0.29\pm 0.06`$ is not far from what observers in our simulation would conclude for that redshift, $`\mathrm{\Omega }(z0.3)0.38`$, using $`V`$-band luminosities. However, the correct value in the simulations is $`\mathrm{\Omega }(z=0.3)=0.56`$. Carlberg et al. (1996) found no statistically significant dependence of either $`\mathrm{{\rm Y}}_r`$ or $`\mathrm{{\rm Y}}_{r,c}`$ on redshift, but their errors are large enough to be consistent with the level of evolution of these quantities seen in the simulations. We caution, therefore, that estimates of $`\mathrm{\Omega }_0`$ from cluster mass-to-light ratios can be affected by bias, by the differential fading between the cluster galaxies and the field galaxies, and by the evolution of both these quantities with redshift. As an aside, Tables 1 and 2 also show that $`\mathrm{\Omega }_0`$ estimated from the baryonic mass in each cluster, $`\mathrm{\Omega }_bM_{\mathrm{tot}}/M_{\mathrm{baryons}}`$, is biased slightly high. This effect occurs because of the slight antibias (5 – 10%) of baryons with respect to mass at low redshift (due, presumably, to shocking and outflows in the gas which prevent baryons from flowing into the potential wells as efficiently as dark matter does). This result is consistent with previous work (Evrard (1990); Cen & Ostriker (1993); White et al. (1993); Lubin et al. (1996)). Measuring $`M_{\mathrm{baryons}}`$ is possible in the clusters because the gas is hot enough to be visible in X-rays; the main difficulty is in measuring $`\mathrm{\Omega }_b`$, which is generally based on high-redshift deuterium abundance measurements (e.g., Burles & Tytler (1998)) and Big Bang nucleosynthesis calculations (e.g., Schramm & Turner (1998)). The fact that the baryon mass in clusters is closely related to the total mass makes this method of estimating $`\mathrm{\Omega }_0`$ less prone to the complications of hydrodynamics, galaxy formation, and stellar evolution than using mass-to-light ratios. From the results of Section 3, we expect that cluster galaxies at $`z=0.5`$ should be younger and bluer than cluster galaxies at $`z=0`$. Does this account for the Butcher-Oemler effect — the existence of a blue tail in the distribution of $`BV`$ colors of cluster galaxies at $`z0.5`$ (Butcher & Oemler 1978, 1984)? The simplest approach to this question is to ask whether the mass ratio of recently formed galaxies to all galaxies in the cluster changes from $`z=0`$ to $`z=1`$. Figure 11 shows the distribution of formation times of galaxy particles in each cluster at $`z=0`$ and at $`z=0.5`$, assuming the IB model of star formation. For comparison, the thick histogram shows the star formation history of the whole box. At both $`z=0`$ and at $`z=0.5`$, there has been no star formation in the previous 1 Gyr in any cluster. On the other hand, the more realistic ELS model allows star formation to persist somewhat longer. Figure 12 illustrates this effect by showing the fraction of the stars in the clusters formed in the previous 0.5, 1. and 2 Gyrs at $`z=0`$, $`z=0.5`$, and $`z=1`$, now using the ELS model. For comparison, we show the same curves for the whole box. Clearly, the fraction of young stars increases with redshift more quickly in the clusters than in the field. This is qualitatively in agreement with the observed Butcher-Oemler effect. We can look at the problem in a more observational context by calculating the $`BV`$ colors of cluster galaxies as a function of redshift. Following Butcher & Oemler (1978, 1984), we define the quantity $`f_b`$ (the “blue fraction” of galaxies) to be the fraction of mass in galaxy particles whose colors are more than 0.2 mag bluer than the peak in the $`BV`$ distribution. Observationally, $`f_b0.05`$ at $`z=0`$, but at redshift $`z=0.5`$, $`f_b0.1`$$`0.25`$ (Butcher & Oemler 1978, 1984; Oemler, Dressler, & Butcher (1997)). We consider both the IB and ELS approximations. Under the IB approximation, the colors redden as the galaxy populations evolve (about 0.1 mag between $`z=0.5`$ and $`z=0`$), but the shape of the $`BV`$ distribution changes little; for all the clusters at both $`z=0`$ and $`z=0.5`$, $`f_b0.05`$ for the IB approximation. However, using the ELS model improves the situation considerably; we find $`f_b0.05`$ at $`z=0`$ and $`f_b0.1`$$`0.15`$ at $`z=0.5`$, in good agreement with observations. Thus, these simulations may be revealing the mechanism behind the Butcher-Oemler effect. It is worth noting that the astrophysics involved in the star formation history of cluster galaxies is clearly much more complicated than that which we model here. First, the star formation history inside each galaxy particle we create is surely more complicated than any the models discussed in the beginning of this section. Second, star-burst mechanisms such as ram-pressure induced star formation, which would affect galaxies falling into clusters (Dressler & Gunn (1990)), or merger-induced star formation, which would affect galaxies in dense environments, could be important. These mechanisms are not modelled by these simulations. Third, as stressed by Kauffmann (1995), the population of clusters observed at $`z=0.5`$ in an $`\mathrm{\Omega }=1`$ universe necessarily contains rarer peaks than the population of clusters observed at $`z=0`$ (Andreon & Ettori (1999)), and the differences in the formation histories of such different objects may account for the Butcher-Oemler effect. On the other hand, this effect should be unimportant for a low-density universe, in which structure forms relatively early. ## 6 Conclusions We have examined the spatial distribution of galaxy formation as a function of redshift in a cosmological hydrodynamic simulation of a $`\mathrm{\Lambda }`$CDM universe with $`\mathrm{\Omega }_0=0.37`$. We quantified the evolution of the clustering of galaxy formation with the bias $`b_{}(z)`$ and the correlation coefficient $`r_{}(z)`$ of galaxy formation. In our simulations, $`r_{}(z)`$ evolves considerably, whereas in the peaks-biasing formalism it remains unity at all redshifts. The time history of these quantities, combined with the gravitational debiasing, causes the evolution of $`b_g(z)`$ and $`r_g(z)`$ of all galaxies. As described in Section 5, this history of galaxy formation could be probed observationally by examining the evolution of $`b_gr_g`$, the linear regression of the star formation weighted galaxy density fields on the number-weighted galaxy density field. The mass-to-light ratios of clusters are also profoundly affected by this history, with the effect that while $`\mathrm{\Omega }(z)`$ increases with redshift, the estimated $`\mathrm{\Omega }_{\mathrm{est}}(z)`$ actually decreases. Finally, the evolution of the distribution of galaxy formation in the simulation bears a qualitative relation to the Butcher-Oemler (1978, 1984) effect, and under certain assumptions about the star formation history of each galaxy particle can even quantitatively account for it. Understanding these results completely will require future work. First, the low resolution of these hydrodynamic simulations (relative to state-of-the-art $`N`$-body calculations) calls into question the accuracy with which we can follow the process of galaxy formation, and makes us unable to identify individual galaxies in high-density regions. Thus we cannot follow adequately the effects of the merging and destruction of halos, especially in clusters. This fact was the basis of our decision to examine the stellar mass density field rather than the galaxy number density field. Observationally, it is possible to trace the stellar mass density crudely by weighting the galaxy density field by luminosity, especially at longer wavelengths. The evolution of bias in the luminosity-weighted galaxy density field is dominated by the three mechanisms described in Section 1. The evolution of bias in the number-weighted galaxy density field is additionally affected by the process of merging in dense regions. We do not have the resolution to treat this effect here; Kravtsov & Klypin (1998) explore this using a high-resolution $`N`$-body code. Equally important is to explore the dependence of the evolution of $`b_{}(z)`$ and $`r_{}(z)`$ on cosmology. As we saw in Section 3, their evolution was dominated by the evolution of the density-temperature relationship; as this relationship and its time-dependence varies from cosmology to cosmology, we expect $`b_{}(z)`$ and $`r_{}(z)`$ to vary as well. Just as important is the uncertainty in the star formation model used, whose properties are evidently rather important in determining the clustering and correlation properties of the galaxies. Furthermore, understanding the statistical properties of galaxy clusters in the simulations will require more realizations than the single one we present. Finally, larger volumes than we simulate will be necessary to compare our results to the large redshift surveys, such as the SDSS, currently in progress. Since these simulations are expensive and time-consuming to run, we would like to find less expensive ways of increasing the volume of parameter space and real space which we investigate. It may be possible to capture the important aspects of the hydrodynamic code by using much less expensive $`N`$-body simulations. One way to do so is to determine the relationship between galaxy density, mass density, and velocity dispersion at $`z=0`$, and simply apply that relation to the output of an $`N`$-body code at redshift zero, as suggested by Blanton et al. (1999). However, the final relationship between galaxies, mass, and temperature will depend both on the time evolution of the mass-temperature relationship, and the gravitational debiasing. For instance, if all galaxies form at high redshift, galaxies will have had time to debias completely. To take into account such effects explicitly, we want to apply a galaxy formation criterion at each time step, and follow the gravitational evolution of the resulting galaxies to find the final distribution at $`z=0`$. If one could do so, one could run large volume dark matter simulations, in which one formed galaxies in much the same way as they form here. Motivated by Figure 2, we propose applying our measured $`\delta _{}\|\delta ,T`$ on 1 $`h^1`$ Mpc scales in order to form galaxies in such an $`N`$-body simulation, using the local dark-matter velocity dispersion or the local potential as a proxy for temperature. This approach assumes only that the dependence of galaxy formation on local density and local temperature is not a strong function of cosmology. This method would be similar in spirit to, but simpler than, the semi-analytic models which have been implemented in the past. The results of Section 4 suggest a simple way of exploring the effects of changing the galaxy formation criteria in such $`N`$-body simulations, or for that matter in the hydrodynamical simulations themselves, as long as one is content with studying second moments and with ignoring the effects of the feedback of star formation. Given more output times than we have available from these simulations, one can simply determine the location of galaxy formation at each time step – after the fact – and use Equation (8) to propagate the results to $`z=0`$, or to whichever redshift one wants. Thus, one could easily examine the effects that varying the galaxy formation criteria would have. Compared to rerunning the full simulation, it is computationally cheap to determine the properties of $`\delta _{}`$ at each redshift (given the galaxy formation model) and then to reconstruct the evolution of $`b_g(z)`$ and $`r_g(z)`$. The continuity equation may also prove useful in comparing observations to models. For instance, large, deep, angular surveys in multiple bands, such as the SDSS, will permit the cross-correlation of different galaxy types as a function of redshift, using photometry to estimate both redshift and galaxy type (Connolly, Szalay, & Brunner (1998)). If one properly accounts for the evolution of stellar colors, one will be able to test the hypothesis that two galaxy types both obey the continuity equation. The sense and degree of any discrepancy will shed light on whether one type of galaxy merges to form another, or whether new galaxies of a specific type are forming. Estimates of the star formation rate as a function of redshift are now possible (Madau et al. (1996)). Perhaps the next interesting observational goal is to study the evolution of the clustering of star formation. The Butcher-Oemler effect tells us something about the evolution of star formation in dense regions, but it is necessary to understand the corresponding evolution in the field, as well. The correlation of star-forming galaxies at different redshifts with the full galaxy population may be a more sensitive discriminant between galaxy formation models than measures of the clustering of all galaxies. This work was supported in part by the grants NAG5-2759, NAG5-6034, AST93-18185, AST96-16901, and the Princeton University Research Board. MAS acknowledges the additional support of Research Corporation. MT is supported by the Hubble Fellowship HF-01084.01-96A from STScI, operated by AURA, Inc., under NASA contract NAS5-26555. We would like to thank James E. Gunn, Chris McKee, Kentaro Nagamine, and David N. Spergel for useful discussions, as well as Stéphane Charlot for kindly providing his spectral synthesis results. ## Appendix A Understanding Galaxy Formation in the Simulation The conditions required for galaxy formation in each cell of the simulation are: $`\delta `$ $`>`$ $`5.5,`$ (A1) $`m_\mathrm{b}`$ $`>`$ $`m_\mathrm{J}G^{3/2}\rho _\mathrm{b}^{1/2}C^3\left[1+{\displaystyle \frac{\delta _d+1}{\delta _b+1}}{\displaystyle \frac{\mathrm{\Omega }_d}{\mathrm{\Omega }_b}}\right]^{3/2},`$ (A2) $`t_{\mathrm{cool}}`$ $`<`$ $`t_{\mathrm{dyn}}\sqrt{{\displaystyle \frac{3\pi }{32G\rho }}},\mathrm{and}`$ (A3) $`𝐯`$ $`<`$ $`0.`$ (A4) The subscript $`b`$ refers to the baryonic matter; the subscript $`d`$ refers to the collisionless dark matter. In words, these criteria say that the overdensity must be reasonably high, the mass in the cell must be greater than the Jeans mass, the gas must be cooling faster than the local dynamical time, and the flow must be converging. Assuming that the time scale for collapse is the dynamical time, we transfer mass from the gas to collisionless particles at the rate: $$\frac{\mathrm{\Delta }m_{}}{\mathrm{\Delta }t}=\frac{m_b}{t_{}}.$$ (A5) where $`t_{}=t_{\mathrm{dyn}}`$ if $`t_{\mathrm{dyn}}>100`$ Myrs and $`t_{}=100`$ Myrs if $`t_{\mathrm{dyn}}>100`$ Myrs. To understand the effects of these criteria, consider Figure 13, which shows the distribution of $`1+\delta `$ and $`T`$ at the scale of a single cell at each redshift. We show the Jeans mass criterion as the diagonal grey line (points to the left are Jeans unstable), and the cooling criterion (for one-percent solar metallicity gas) as the curved grey lines (points in between the lines can cool efficiently). For these purposes we have assumed $`\delta _b=\delta `$, $`\gamma =5/3`$, and $`\mu =m_H`$. Note that at high densities, satisfying the Jeans criterion automatically satisfies the cooling criterion. At high redshifts, there is a fair amount of gas which appears to have cooled into this regime, at $`10^4`$$`10^5`$ K and at relatively high densities. As the density fields evolve, the densest regions become hotter, making it more difficult for the gas there to cool enough to allow galaxy formation.
no-problem/9903/astro-ph9903395.html	ar5iv	text	# X-ray Nova XTE J1550-564: RXTE Spectral Observations ## 1 Introduction The X-ray nova and black hole candidate XTE J1550–564 was discovered (Smith et al. 1998) with the All Sky Monitor (ASM; Levine et al. 1996) aboard the Rossi X-ray Timing Explorer (RXTE) just after the outburst began on 1998 September 6. The position quickly led to the identification of the counterparts in the optical (Orosz, Bailyn, & Jain 1998) and radio (Campbell-Wilson et al. 1998) bands. Early observations of the source with BATSE (Wilson et al. 1998) revealed an X-ray photon index in the range of 2.1–2.7; on one occasion the source was detected at energies above 200 keV. The X-ray light curve of XTE J1550–564 from the ASM is shown in Figure 1. The source is the brightest transient yet observed with RXTE: the flare of 1998 September 19-20 reached 6.8 Crab (or 1.6 $`\times 10^7`$ erg s<sup>-1</sup> cm<sup>-2</sup>) at 2–10 keV. The overall profile of the outburst, with its slow 10-day rise, dominant X-ray flare, 30-day intensity plateau, and relatively rapid $``$10-day decay timescale (after MJD 51110), is different from the outbursts of classical X-ray novae like A0620–00 (see Chen, Shrader, & Livio 1997). The apparent optical and X-ray brightness of XTE J1550–564, and even its X-ray light curve, are roughly similar to that of X-ray Nova Oph 1977, a black hole binary, for which there is a distance estimate of $``$ 6 kpc (Watson, Ricketts, & Griffiths 1978; Remillard et al. 1996). The discovery of XTE J1550–564 prompted a series of pointed RXTE observations with the Proportional Counter Array (PCA; Jahoda et al. 1996) and the High-Energy X-ray Timing Experiment (HEXTE; Rothschild et al. 1998) instruments. These were scheduled almost daily for the first 50 days of the outburst and roughly every two days during the following two months. The first 14 RXTE observations were part of a guest observer program with results reported by Cui et al. (1998). They found that during the initial X-ray rise (0.7–2.4 Crab at 2–10 keV), the source exhibited very strong QPOs in the range 0.08–8 Hz. The rapid variability and the characteristics of the X-ray spectrum suggested that XTE J1550–564 is powered by an episode of accretion in a black hole binary system (see Tanaka & Lewin 1995). The possible presence of a $`B22`$ mag counterpart (Jain et al. 1999) is especially important since this may allow radial velocity studies in quiescence that could confirm the black hole nature of the primary. Herein we present 60 X-ray spectral observations spanning 71 days of the 1998 outburst of XTE J1550–564. These observations include all of our RXTE guest observer program (#30191) and the first five public observations of this source. A timing study based on these same RXTE observations and observations of the optical counterpart are presented in companion papers (Remillard et al. 1999 and Jain et al. 1999; hereafter Paper II and Paper III, respectively). ## 2 Spectral Observations and Analysis We present 60 observations of XTE J1550–564 (see Fig. 1) obtained using the PCA instrument onboard RXTE. The PCA consists of five xenon-filled detector units (PCUs) with a total effective area of $``$ 6200 cm<sup>-2</sup> at 5 keV. The PCA is sensitive in the range 2–60 keV, the energy resolution is $``$17% at 5 keV, and the time resolution capability is 1 $`\mu `$sec. The HEXTE data are not presented here due to uncertainty in the PCA/HEXTE cross calibration. The PCA data were taken in the “Standard 2” format and the response matrix for each PCU was obtained from the 1998 January distribution of response files. The pulse height spectrum from each PCU was fit over the energy range 2.5–20 keV, using a systematic error in the countrates of 1%, and background subtracted using the standard background models. Only PCUs 0 & 1 were used for the spectral fitting reported here and both PCUs were fit simultaneously using XSPEC. The PCA spectral data were fit to the widely used model consisting of a multicolor blackbody accretion disk plus power-law (Tanaka & Lewin 1995; Mitsuda et al. 1984; Makishima et al. 1986). The fits were significantly improved by including a smeared Fe aborption edge near 8 keV (Ebisawa et al. 1994; Inoue 1991) and an Fe emission line with a central energy around 6.5 keV and a fixed width of 1.2 keV (FWHM). The fitted equivalent width of the Fe emission line was $`100`$ eV. Interstellar absorption was modeled using the Wisconsin cross-sections (Morrison & McCammon 1983). The fitted hydrogen column density varied from 1.7 to 2.2 $`\times 10^{22}`$ cm<sup>-2</sup> and was fixed at $`2.0\times 10^{22}`$ cm<sup>-2</sup> in the analysis presented here, resulting in a total of eight free parameters. Three representative spectra are shown in Figures 2a–c. These spectra illustrate the range of X-ray spectra for XTE J1550–564, in which an intense power-law component dominates a hot disk (a), a strong power-law dominates a warm disk (b), or the disk dominates a weak power-law (c). The addition of the Fe emission & absorption components is motivated in Figures 3a & b, which show the ratio of a typical spectrum to the model without and with the Fe emission & absorption. The addition of the Fe emission & absorption components reduces the $`\chi _\nu ^2`$ from 7.9 to 0.9 in this example. The fitted temperature and radius of the inner accretion disk presented here ($`T_{in}`$ & $`R_{in}`$) are actually the color temperature and radius of the inner disk, which are affected by spectral hardening due to Comptonization of the emergent spectrum (Shakura & Sunyaev 1973). The corrections for constant spectral hardening are discussed in Shimura & Takahara (1995), Ebisawa et al. (1994), and Sobczak et al. (1999), but are not applied to the spectral parameters presented here. The physical interpretation of these parameters remains highly uncertain. The model parameters and component fluxes (see Table 1) are plotted in Figures 4a–e. All uncertainties are given at the $`1\sigma `$ level. ## 3 Discussion of Spectral Results The spectra from MJD 51074 to 51113 are dominated by the power-law component which has photon index $`\mathrm{\Gamma }=`$ 2.35–2.86 (Fig. 4c, Table 1). The source also displays strong 3–13 Hz QPOs during this time (Paper II), whenever the power-law contributes more than 60% of the observed X-ray flux. This behavior is consistent with the very high state of Black Hole X-ray Novae (BHXN) (See Tanaka & Lewin (1995) and references therein for further details on the spectral states of BHXN). After MJD 51115, the power-law component weakens rapidly, with $`\mathrm{\Gamma }`$ 2.0–2.4, and the disk component begins to dominate the spectrum (see Fig. 2c). The source generally shows little temporal variability during this time (Paper II). We identify this period with the high/soft state. However, during this time the source occasionally exhibits QPOs at $``$ 10 Hz (Table 1) and we identify those observations with the intermediate state. The low state was not observed and the intensity increased again after MJD 51150. From Figure 4b, it appears that the inner radius of the disk does not remain fixed at the last stable orbit throughout the outburst cycle. From Table 1, we see that the intense flare on MJD 51075 is accompanied by a dramatic decrease in the inner disk radius from 33 to 2 km (for zero inclination ($`\theta =0`$) and $`D=6`$ kpc) over one day. Similar behavior was observed for GRO J1655–40 during its 1996-97 outburst: the observed inner disk radius decreased by almost a factor of four during periods of increased power-law emission in the very high state and was generally larger in the high/soft state (Sobczak et al. 1999). The physical radius of the inner disk may vary in these systems, by as much as a factor of 16 in the case of XTE J1550–564. Another possibility, however, may be that the apparent decrease of the inner disk radius observed during intense flares from these two sources is caused by the failure of the multicolor disk model at these times. This failure could occur when spectral hardening becomes significant in the inner disk, causing the color temperature to assume a steep radial profile (Shimura & Takahara 1995). In such a case, fitting the multicolor disk model (which assumes $`Tr^{3/4}`$) to the resulting spectrum yields an inner disk radius which is smaller than the physical value (Sobczak et al. 1999). Thus the actual physical radius of the inner disk may remain fairly constant in the presence of these intense flares. The peak luminosity (bolometric disk luminosity plus 2–100 keV power-law luminosity) observed during the flare on MJD 51075 is $`L=1.2\times 10^{39}(D/6kpc)^2`$ erg s<sup>-1</sup>, which corresponds to the Eddington luminosity for $`M=9.6M_{}`$ at 6 kpc. ## 4 Conclusion We have analyzed RXTE data obtained for the X-ray Nova XTE J1550–564. Satisfactory fits to all the PCA data were obtained with a model consisting of a multicolor disk, a power-law, and Fe emission and absorption components. XTE J1550–564 is observed in the very high, high/soft, and intermediate canonical outburst states of BHXN. The source exhibited an intense (6.8 Crab) flare on MJD 51075, during which the inner disk radius appears to have decreased dramatically from 33 to 2 km (for zero inclination and $`D=6`$ kpc). However, the apparent decrease of the inner disk radius observed during periods of increased power-law emission may be caused by the failure of the multicolor disk and the actual physical radius of the inner disk may remain fairly constant. This work was supported, in part, by NASA grant NAG5-3680. Partial support for J.M. and G.S. was provided by the Smithsonian Institution Scholarly Studies Program. C.B. acknowledges support from an NSF National Young Investigator award.
no-problem/9903/hep-ph9903296.html	ar5iv	text	# A Unified Treatment of High Energy Interactions ## 1 The Universality Hypothesis Our ultimate goal is the construction of a model for interactions of two nuclei in the energy range between several tens of GeV up to several TeV per nucleon in the center-of-mass system. Such nuclear collisions are very complex, being composed of many components, and therefore some strategy is needed to construct a reliable model. The central point of our approach is the hypothesis, that the behavior of high energy interactions is universal (universality hypothesis). So, for example, the hadronization of partons in nuclear interactions follows the same rules as the one in electron-positron annihilation; the radiation of off-shell partons in nuclear collisions is based on the same principles as the one in deep inelastic scattering. The structure of nucleus-nucleus scattering is expected to be as follows: there are elementary interactions between individual nucleons, realized via parton ladders, where the same nucleon may participate in several of these elementary interactions. Although such diagrams can be calculated in the framework of perturbative QCD, there are quite a few problems : important cut–offs have to be chosen, one has to choose the appropriate evolution variables, one may question the validity of the “leading logarithmic approximation”, the coupling of the parton ladder to the nucleon is not known, the hadronization procedure is not calculable from first principles and so on. So there are still many unknowns, and a more detailed study is needed. Our starting point is the universality-hypothesis, saying that the behavior of high-energy interactions is universal \[wer97\]. In this case all the details of nuclear interactions can be determined by studying simple systems in connection with using a modular structure for modeling nuclear scattering. One might think of proton-proton scattering representing a simple system, but this is already quite complicated considering the fact that we have in general already several “elementary interactions”. ## 2 The semihard Pomeron Let us call an elementary interaction in proton-proton scattering at high energies “semihard Pomeron”. In order to investigate the structure of the semihard Pomeron, we turn to an even simpler system, namely deep inelastic lepton-nucleon scattering (DIS). In figure 1 we show the cut diagram representing lepton-proton scattering: a photon is exchanged between the lepton and a quark of the proton, where this quark represents the last one in a “cascade” of partons emitted from the nucleon. So the hadronic part of the diagram is essentially a parton ladder. In the leading logarithmic approximation (LLA) the virtualities of the partons are ordered such that the largest one is close to the photon \[rey81, alt82\]. Let us first investigate the so-called structure function $`F_2`$, representing the hadronic part of the DIS cross section, i.e. the diagram of fig. 1 but without the lepton and photon lines. In DGLAP approximation, we may write $`F_2`$ as $$F_2(x,Q^2)=\underset{j}{}e_j^2xf^j(x,Q^2)$$ (1) with $$f^j=\underset{i}{}\phi ^iE_{\mathrm{QCD}}^{ij}.$$ Here, $`E_{\mathrm{QCD}}^{ij}(x,Q_0^2,Q^2)`$ is the QCD evolution function, representing the evolution of a parton cascade from scale $`Q_0^2`$ to $`Q^2`$, being calculated based on the DGLAP evolution equation. We solve this equation numericly in an iterative fashion. The function $`\phi ^i`$ is the initial parton distribution (at scale $`Q_0^2`$), assumed to be of the form $$\phi ^i=C_{\mathrm{IP}}E_{\mathrm{softIP}}^i+C_{\mathrm{IR}}E_{\mathrm{softIR}}^i.$$ So we have two contributions, represented by a soft Pomeron and a Reggeon respectively. In any case we adopt a form $`CE_{\mathrm{soft}}`$, where $`E_{\mathrm{soft}}`$ represents the soft Pomeron/Reggeon, and where $`C`$ is the coupling between the Pomeron/Reggeon and the nucleon. So the parton ladder is coupled to the nucleon via a soft Pomeron or Reggeon, see fig. 2. Here, we regard the soft Pomeron (Reggeon) as an effective description of a parton cascade in the region, where perturbative methods are inapplicable. A similar construction was proposed in \[tan94, lan94\], where a t-channel iteration of soft and perturbative Pomerons was considered. We call $`E_{\mathrm{soft}}`$ also the soft evolution, to indicate that we consider this as simply a continuation of the QCD evolution, however, in a region where perturbative techniques do not apply any more. Some results of our calculations for $`F_2(x,Q^2)`$ are shown in fig. 3 together with experimental data from H1 \[h1-96a\], ZEUS \[zeus96\] and NMC \[nmc95\]. We are now in a position to write down the expression $`G_{\mathrm{semi}}`$ for a cut semihard Pomeron, representing an elementary inelastic interaction in $`pp`$ scattering. We can divide the corresponding diagram into three parts: we have the process involving the highest parton virtuality in the middle, and the upper and lower part representing each an ordered parton ladder coupled to the nucleon. According to the universality hypothesis, the two latter parts are known from studying deep inelastic scattering, representing each the hadronic part of the DIS diagram, as shown in fig. 4. For given impact parameter $`b`$ and given energy squared $`s`$, the complete diagram is therefore given as $$𝑑x^+𝑑x^{}G_{\mathrm{semi}}(x^+,x^{}),$$ (2) with $`G_{\mathrm{semi}}(x^+,x^{})=`$ $`{\displaystyle \underset{IJ}{}}C_I(x^+)C_J(x^{})`$ $`{\displaystyle \underset{ijkl}{}}{\displaystyle 𝑑u^+𝑑u^{}𝑑Q^2[E_{\mathrm{soft}I}^kE_{\mathrm{QCD}}^{ki}](u^+)}`$ (3) $`[E_{\mathrm{soft}J}^lE_{\mathrm{QCD}}^{lj}](u^{}){\displaystyle \frac{d\sigma _{\mathrm{Born}}^{ij}}{dQ^2}}(u^+u^{}x^+x^{}s,Q^2).`$ The variables $`I`$ and $`J`$ may take the values IP and IR. This is the expression corresponding to a $`semihard`$ $`Pomeron`$. In addition to the semihard Pomeron, one has to consider the expression representing the purely soft contribution $`G_{\mathrm{soft}}`$ \[hla98\]. The complete contribution is then the sum $`G=G_{\mathrm{semi}}+G_{\mathrm{soft}}`$. ## 3 Multiple Scattering in Nucleus-Nucleus collisions We define a consistent multiple scattering theory for nucleus-nucleus scattering (including proton-proton) as follows: * Any pair of nucleons may interact via the exchange of any number of cut or uncut Pomerons of any kind (Reggeons, soft Pomerons, semihard Pomerons). * The total cross section is the sum of all such “Pomeron configurations”. As usual, cut Pomerons represent contributions of partial nucleon-nucleon interactions into real particle production, whereas uncut ones are the corresponding virtual processes (screening corrections) \[agk73, wer93\]. With each cut Pomeron contributing a factor $`G`$, each uncut one a factor $`(G)`$(the Pomeron amplitude is assumed to be imaginary), and each remnant contributing a factor $`F_{\mathrm{proj}}`$ or $`F_{\mathrm{targ}}`$, one gets $`\sigma _{\mathrm{inel}}`$ $`=`$ $`{\displaystyle 𝑑T_{AB}\underset{m_1l_1}{}\mathrm{}\underset{m_{AB}l_{AB}}{}\underset{k=1}{\overset{AB}{}}\left\{\frac{1}{m_k!}\frac{1}{l_k!}\right\}𝑑X}`$ (4) $`{\displaystyle \underset{k=1}{\overset{AB}{}}}\left\{{\displaystyle \underset{\mu =1}{\overset{m_k}{}}}G(x_{k,\mu }^+,x_{k,\mu }^{}){\displaystyle \underset{\lambda =1}{\overset{l_k}{}}}G(\stackrel{~}{x}_{k,\lambda }^+,\stackrel{~}{x}_{k,\lambda }^{})\right\}`$ $`{\displaystyle \underset{i=1}{\overset{A}{}}}F_{\mathrm{proj}}\left(x_i^{\mathrm{R}+}\right){\displaystyle \underset{j=1}{\overset{B}{}}}F_{\mathrm{targ}}\left(x_j^\mathrm{R}\right)`$ where $`𝑑T_{AB}`$ represents the integration over impact parameters of projectile and target nucleons with the appropriate weight given by the so-called thickness functions, $`𝑑X`$ represents the integration over all momentum fraction variables, and $`x_i^{\mathrm{R}+}`$and $`x_j^\mathrm{R}`$represent remnant momentum fractions. Equation (4) should be considered symbolic, in reality, there appear also transverse momentum variables and one has to take into account the fact that the case of zero cut Pomerons is somewhat complicated: one has elastic and diffractive interactions as well as cuts between nucleons. All this is taken into account in the numerical calculations \[hla98\]. Eq. (4) is the basic formula of our approach, it serves not only to generate Pomeron configurations (how many Pomerons of which type are exchanged), it serves also as basis to generate partons. The final step amounts to transform partons into hadrons (hadronization). This is done according to the so-called kinky string method, which has been tested very extensively for electron-positron annihilation. As an example, we present in fig. 5 multiplicity and $`x_p`$ distributions at 29 and 91 GeV together with data from \[der86\] and \[ale96\], where $`x_p`$ is the momentum fraction of a particle. In a similar fashion, we reproduce data concerning inclusive spectra for individual hadrons. ## 4 Results Let us now discuss some results concerning particle production, first in deep inelastic lepton-nucleon scattering. In fig. 6, we present pseudo-rapidity distributions and transverse momentum spectra for $`1.5<\eta <2.5`$. We compare our simulations (lines) with H1 data (points). We applied the same acceptance cuts as done in the experiment. We are now going to discuss a few results for $`pp`$ scattering. In fig. 7, we present on the left-hand-side rapidity spectra of charged particles (upper curve) and negatively charged particles (lower curve) at a center-of-mass energy of 19.4 GeV. On the right-hand-side, we show pseudorapidity spectra of charged particles at 200 GeV. In order to treat nucleus-nucleus collisions, one needs to include secondary interactions. This cannot be done within the theoretical framework discussed for far. So we proceed in two steps: * We first treat the “primary interactions”, according to the procedures discussed above. This is a consistent multiple scattering approach, fully compatible with proton-proton scattering and deep inelastic lepton-nucleon scattering. * We then reconsider the event, to perform the “secondary interactions”, i.e. to check whether at least three particles are close to each other to form droplets, or if two particles are close to each other to perform a hadron-hadron interaction. It goes beyond the scope of this paper to discuss the details of “secondary scattering”, this will be left to a future publication, where we also are going to present a detailed comparison with data. In fig. 8, we show rapidity distributions of negatives for Pb+Pb and for S+S, S+Ag, S+Au at SPS. In general, we obtain an agreement with the data on the level of 5 - 10 %. ## 5 Summary Based on the universality hypothesis, we constructed a theoretically consistent approach to high energy interactions as different as deep inelastic lepton-nucleon scattering, proton-proton scattering and nucleus-nucleus scattering. Both, interactions of nucleons or nuclei, are complex in the sense that the cut Feynman diagrams contributing to the total cross section are composed of “subdiagrams” representing elementary interactions between nucleons. These subdiagrams are called semihard Pomerons, they are parton ladders coupled to the nucleons. Each subdiagram can be divided into two parts, each one representing a diagram, which can be studied via deep inelastic lepton-nucleon scattering. This is very important, because in this way we can study the soft coupling of the parton ladder to the nucleon, not being known from QCD calculations, fit the parameters of parameterizations by comparing to lepton scattering data, and have in this way no freedom any more in proton-proton or nucleus-nucleus scattering. This work has been funded in part by the IN2P3/CNRS (PICS 580) and the Russian Foundation of Fundamental Research (RFFI-98-02-22024).
no-problem/9903/physics9903022.html	ar5iv	text	# A simple formula for the L-gap width of a face-centered-cubic photonic crystal ## I Introduction The propagation of light in a periodic dielectric medium has recently attracted much attention due to the possibility of opening a gap in the spectrum of electromagnetic waves for both polarizations and all directions of the incident waves . In such a medium, the density of states (DOS) can be, in a certain frequency interval, either reduced down to zero (photonic band gap) or enhanced with respect to the vacuum case. The changes in the DOS affect various physical quantities. The most transparent is the change in the spontaneous emission rate of embedded atoms and molecules which may have applications for semiconductor lasers, heterojunction bipolar transistors, and thresholdless lasers or to create new sources of light for ultra-fast optical communication systems. Existence of the full photonic band gap was first demonstrated at microwaves . Recently, thanks to the intense experimental effort, we have witnessed a significant progress in fabrication of complete photonic-bandgap structures at near-infrared . In two dimensions, complete photonic-bandgap structures have been fabricating for TM polarization . In three dimensions, a promissing structure has been fabricated by Sandia’s group . Nevertheless, in one direction this structure extends less than two unit cells and there is ongoing experimental search to improve its properties. One of the most promising candidates to achieve a complete photonic bandgap at optical wavelengths and fabricate large enough structures at near-infrared wavelengths are collodial systems of microspheres. Indeed, the latter can self-assemble into three-dimensional crystals with excellent long-range periodicity with the lattice constant well below infrared scale . This long-range periodicity gives rise to strong optical Bragg’s scattering clearly visible by the naked eye and already described in 1963 . Monodisperse collodial suspensions of microspheres crystalize either in a face-centered-cubic (fcc) or (for small sphere filling fraction) in a body-centered-cubic (bcc) lattice . Using suspensions of microspheres of different sizes one can also prepare crystals with a complex unit cell (containing more than one scatterer). Both the case of “dense spheres” and “air spheres” when the dielectric constant of spheres $`\epsilon _s`$ is greater and smaller than the dielectric constant $`\epsilon _b`$ of the background medium, respectively, can be realized experimentally. There is a significant difference between the two cases, since, according to numerical calculations, simple dielectric lattices of homogeneous spheres in air do not exhibit a full photonic band gap, while for air spheres a full band gap can open for a simple fcc lattice . Unfortunately, the required dielectric contrast $`\delta =\mathrm{max}(\epsilon _s/\epsilon _b,\epsilon _b/\epsilon _s)`$ for opening the full band gap, either $`\stackrel{>}{}8.4`$ obtained using the plane wave method , or, $`\stackrel{>}{}8.13`$ obtained by the photonic analoque of the Korringa-Kohn-Rostocker (KKR) method , is currently out of experimental reach at optical and near-infrared frequencies for photonic colloidal structures. The absence of a full gap in this frequency range in currently available collodial crystals of homogeneous and single size spheres does not mean the absence of interesting physics in this weak photonic region. For example, the change in the spontaneous emission rate of dye molecules in an fcc collodial crystal can be observed already at a relatively low $`\delta 1.2`$ . In contrast to the full gap, Bragg’s reflection can be observed for arbitrarily small $`\delta `$ as long as a sample has sufficient long-range periodicity. Analysis of Bragg’s scattering might not only be useful to understand the physics of photonic crystals, but it has already found practical application in distributed feedback lasers in the visible region of the spectrum . The first Bragg’s peak can be characterized by the width of the (lowest) stop gap (gap at a fixed direction of the incident light) at a certain point on the boundary of the Brillouin zone. We focus here on the case of a simple fcc lattice of air spheres , which is among the most promising candidates to achieve a full photonic band gap. For an fcc lattice, it is convenient to consider Bragg’s scattering in the (111) direction which corresponds to the L direction of the Brillouin zone (see for the classification of special points of three-dimensional lattices). Apart from numerous experimental data now available , there are at least two other reasons for this choice. First, the width of the first stop gap takes on its maximum at the L point and, second, experimental techniques make it possible to allow one to grow collodial crystals such that the L direction corresponds to normal incidence on the crystal surface. Let $`\epsilon (𝐫)`$ be the dielectric constant of an fcc photonic crystal. One has $`\epsilon (𝐫)=\epsilon _s`$ if $`𝐫`$ is inside the sphere and $`\epsilon (𝐫)=\epsilon _b`$ otherwise. Let $`f`$ be the sphere filling fraction, i.e., volume of the sphere(s) in the unit cell per unit cell volume. Once $`f`$ is fixed, the spectrum is only a function of the dielectric contrast $`\delta `$. By a suitable rescaling, one can always set $`\epsilon _s=1`$ for the case of “air” spheres ($`\epsilon _b=1`$ for the case of “dense” spheres). As $`\delta `$ and $`f`$ are varied, both the absolute L-gap width $`\mathrm{}_L`$ and the L-midgap frequency $`\nu _c`$ change. As a function of $`\delta `$, $`\mathrm{}_L(\delta )`$ takes on its maximum at some $`\delta =\delta _m(f)`$ while $`\nu _c(\delta )`$ monotonically decreases. We address the question of whether the width $`\mathrm{}_L`$ can be understood in terms of simple quantities, namely, the volume averaged dielectric constant, $$\overline{\epsilon }=f\epsilon _s+(1f)\epsilon _b,$$ the volume averaged $`\epsilon ^2(𝐫)`$, $$\overline{\epsilon ^2}=[f\epsilon _s^2+(1f)\epsilon _b^2],$$ and the effective dielectric constant $`\epsilon _{eff}`$. The latter characterizes optical properties of the crystal in the long-wavelength limit and is (theoretically) determined by the slope of the linear part of the band structure, $`\epsilon _{eff}^{1/2}=lim_{k0}d\omega /(cdk)`$. Note that due to the vector character of electromagnetic waves, $`\epsilon _{eff}`$ differs from $`\overline{\epsilon }`$, in contrast to the scalar case where $`\epsilon _{eff}=\overline{\epsilon }`$ . One can show that for any $`f`$, $`\epsilon _b`$, and $`\epsilon _s`$, $$\epsilon _{eff}\overline{\epsilon }\sqrt{\overline{\epsilon ^2}}.$$ (1) Equality in (1) occurs if and only if either $`f=0`$ or $`f=1`$, or, if $`\delta =1`$, i.e., if $`\epsilon _b=\epsilon _s`$. The effective dielectric constant can be well approximated by Maxwell-Garnett’s formula , $$\epsilon _{eff}\epsilon _{eff}^{MG}=\epsilon _b(1+2f\alpha )/(1f\alpha ),$$ (2) where, for a homogeneous sphere, the polarizability factor $`\alpha =(\epsilon _s\epsilon _b)/(\epsilon _s+2\epsilon _b)`$. Note, however, that in the case of air (dense) spheres $`\epsilon _{eff}^{MG}`$ slightly overestimates (underestimates) the exact value of $`\epsilon _{eff}`$ as calculated from the band structure . ## II Results Obtaining exact analytic results for dielectric lattices turns out to be notoriously difficult and numerics has been the main tool to understand photonic gaps so far . A simple analytical formula, if any, may be a good starting point for obtaining a better insight into the problem. It was rather surprising to find out that such a formula can be found for the L-gap width $`\mathrm{}_L`$. Namely, in the case for air spheres, $`\mathrm{}_L`$ can be approximated by the formula (see Fig. 1) $$\mathrm{}_LCg=C\left(\sqrt{\overline{\epsilon ^2}}\epsilon _{eff}\right)^{1/2}/\overline{\epsilon }.$$ (3) For a given filling fraction $`f`$, the constant $`C=C(f)`$ was determined by taking the average over $`\mathrm{}_L/g`$ where $`\mathrm{}_L`$ is the L-gap width calculated numerically using a photonic analogue of the KKR method . The latter method gives results which are in excellent agreement with experimental values . Apparently, for sufficiently high $`\delta \delta _m(f)`$, our formula captures the asymptotic behaviour of the absolute gap width $`\mathrm{}_L`$ exactly. The standard deviation $`\sigma `$ steadily decreases well below $`1\%`$ as one investigates region $`\delta \delta _c`$ for higher and higher $`\delta _c`$. For $`\delta 20`$ one has $`\sigma <0.1\%`$ for $`f=0.2`$, $`\sigma <0.4\%`$ for $`f=0.1`$, and $`\sigma <0.3\%`$ for $`f=0.4`$ (see, for example, Fig. 1). For $`\delta 36`$ and $`f=0.6`$, $`\sigma <0.5\%`$, while for the close-packed case, $`\sigma 1\%`$. If, however, in the latter case $`\delta 50`$, $`\sigma `$ drops below $`0.7\%`$. For $`\delta (1,100]`$, our formula (3) still describes $`\mathrm{}_L`$ with a reasonable accuracy ranging from $`3.3\%`$ to $`6.5\%`$ (depending on the filling fraction). The values of $`C`$, their standard quadratic deviation $`\sigma `$, and the relative error $`\sigma _r=\sigma /C`$ are shown in Tab. I. Approximately thirty values of the dielectric contrast within the interval $`\delta (1,100]`$ were taken for every filling fraction considered. For a given filling fraction, the main part of the error is picked up TABLE I. The values of $`C`$, their standard quadratic deviation $`\sigma `$, and the relative error $`\sigma _r=\sigma /C`$ for different filling fractions and $`\delta (1,100]`$. \| \| $`f=0.1`$ \| $`f=0.2`$ \| $`f=0.4`$ \| $`f=0.6`$ \| $`f=0.74`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`C`$ \| 0.762 \| 0.868 \| 0.875 \| 0.808 \| 0.736 \| \| $`\sigma `$ \| $`0.031`$ \| $`0.03`$ \| $`0.029`$ \| $`0.038`$ \| $`0.048`$ \| \| $`\sigma _r`$ \| $`4.1\%`$ \| $`3.4\%`$ \| $`3.3\%`$ \| $`4.7\%`$ \| $`6.5\%`$ \| around $`\delta =\delta _m(f)`$ for which $`\mathrm{}_L`$ takes on its maximum. At the maximum of the L-gap width $`\mathrm{}_L`$ our formula (3) gives persistently a slightly lower value for $`\mathrm{}_L`$. Note that for moderate $`\delta `$ Maxwell-Garnett overestimates $`\epsilon _{eff}`$ for the case of air spheres . Therefore, using the exact $`\epsilon _{eff}`$ may reduce errors further. According to Tab. I, the quantity $`C`$ shows a weak dependence on $`f`$ which can be approximated with high accuracy (relative error 2.5%) by the formula $$C(f)=C_0+0.14f(2f_mf)/f_m^2.$$ (4) Here $`C_00.74`$ is the minimal value of $`C`$ and $`f_m`$ is the filling fraction for which $`C`$ takes on its maximal value. Table I indicates that $`C`$ takes on its minimal value $`C_0`$ at the extreme filling fractions $`f=0`$ and $`f=0.74`$, and its maximal value is $`C_m0.88`$ at $`f_m0.74/2`$. The factor $`0.14`$ in the interpolation formula (4) is the difference $`C_mC_0`$. Using $`C(f)`$ in (3) does not raise the relative error $`\sigma _r`$ more than $`0.4\%`$ for intermediate filling fractions. Fig. 1 shows approximations to the L-gap width for $`f=0.4`$ using formula (3) with optimized $`C`$ taken from Tab. I and with $`C(f)`$ given by the formula (4). As the dielectric contrast $`\delta `$ increases, $`\mathrm{}_L`$ first increases to its maximal value and then slowly decreases as $`\delta ^{1/2}`$. This behavior is well reflected by our formula (3) which in the limit $`\delta 1`$ yields $$\mathrm{}_LC(f)\frac{2}{\sqrt{(1f)(2+f)}}\left(\frac{2+f}{2\sqrt{1f}}1\right)^{1/2}\delta ^{1/2}.$$ (5) Since the L-midgap frequency $`\nu _c`$ changes as $`f`$ and $`\delta `$ are varied, an invariant characteristic of Bragg’s scattering is provided by the relative L-gap width $$\mathrm{}_L^r=\mathrm{}_L/\nu _c.$$ $`\mathrm{}_L^r`$ increases monotonically as $`\delta `$ increases (see Fig. 3) and saturates very fast for $`\delta >\delta _m`$. Our observation here is that the L-midgap frequency $`\nu _c`$ can be well approximated by $$\nu _cck_L/(2\pi n_{eff}^{MG}),$$ (6) where $`n_{eff}^{MG}=\sqrt{\epsilon _{eff}^{MG}}`$ and $`k_L`$ is the length of the Bloch vector at the L point. In units where the length of the side of the conventional unit cell of the cubic lattice is $`A=2`$, one has $`k_L/\pi =\sqrt{0.75}`$. Recent measurements of $`\nu _c`$ for moderate $`\delta `$ agree well with formula (6) (see also Fig. 2). For all filling fractions considered $`\delta `$ within the range and $`1\delta 100`$, the maximal deviation of the L-midgap frequency given by formula (6) is less than $`8\%`$ with respect to the exact value. Therefore, the formula $$\mathrm{}_L^r2\pi n_{eff}^{MG}\mathrm{}_L/k_L$$ (7) is a natural candidate to describe $`\mathrm{}_L^r`$. However, as shown in Fig. 2, formula (6) systematically overestimates the exact value of $`\nu _c`$ by a little bit. This systematic error is also apparent from Fig. 4. Due to the systematic error, the relative L-gap width $`\mathrm{}_L^r`$ is described by the formula (7) with a slightly larger relative error than is $`\mathrm{}_L`$ by the formula (3). There are now two main contributions to the errors, one around the maximum of $`\mathrm{}_L`$ and the other due to the systematic error. However, in the asymptotic region $`\delta \delta _m`$ the first contribution disappears whereas the systematic error saturates (see Fig. 2). As a result, in the asymptotic region, the relative error $`\stackrel{~}{\sigma }_r`$ is still within $`1\%`$. Fig. 4 shows that even at $`\delta =100`$ the error in $`\mathrm{}_L^r`$ is less than $`2\%`$. For $`\delta (1,100]`$, our formula (3) still describes $`\mathrm{}_L`$ with a reasonable accuracy ranging from 4.1% to 8% (depending on the filling fraction) For a given filling fraction, the relative error $`\stackrel{~}{\sigma }_r=\stackrel{~}{\sigma }/\overline{R}`$ was determined by calculating the standard quadratic deviation $`\stackrel{~}{\sigma }`$ of the average value $`\overline{R}`$ of the ratio $`R=\mathrm{}_L^{r;exact}/\mathrm{}_L^{r;approx}`$, where $`\mathrm{}_L^{r;exact}`$ is the exact value of $`\mathrm{}_L^r`$ calculated numerically and $`\mathrm{}_L^{r;approx}`$ is its approximation calculated using Eq. (7). The values of $`\overline{R}`$, $`\stackrel{~}{\sigma }`$, and $`\stackrel{~}{\sigma }_r`$ are collected in Table II. TABLE II. The average value $`\overline{R}`$, the standard quadratic deviation $`\stackrel{~}{\sigma }`$, and the relative error $`\stackrel{~}{\sigma }_r`$ for $`\mathrm{}_L^r`$ approximated by Eq. (7) for different filling fractions and $`\delta (1,100]`$. \| \| $`f=0.1`$ \| $`f=0.2`$ \| $`f=0.4`$ \| $`f=0.6`$ \| $`f=0.74`$ \| \| --- \| --- \| --- \| --- \| --- \| --- \| \| $`\overline{R}`$ \| $`1.004`$ \| $`1.012`$ \| $`1.025`$ \| $`1.030`$ \| $`1.031`$ \| \| $`\stackrel{~}{\sigma }`$ \| $`0.044`$ \| $`0.042`$ \| $`0.052`$ \| $`0.068`$ \| $`0.082`$ \| \| $`\stackrel{~}{\sigma }_r`$ \| $`4.37\%`$ \| $`4.17\%`$ \| $`5.05\%`$ \| $`6.61\%`$ \| $`7.95\%`$ \| One expects a deviations \[of the order $`5\%`$ from the behavior described by the formula (7)\] only in a rare case when a Mie resonance crosses the edge of the L-gap . ## III Discussion Formulas (3) \[together with (4)\], (6), and (7) are the main results of this work. They fit nicely experimental data on Bragg’s scattering in fcc photonic crystals of air spheres . Note that $`\mathrm{}_L`$ also characterizes the transmission of light through such a crystal (see for microwaves). The fact that such simple relations can describe one of the photonic gaps has been completely unexpected. Indeed, the numerical calculation of photonic band structures is a great deal more involved than that in the case of scalar waves (including the case of electrons) where no analog of formulas (3) and (7) is known. Numerics has been the main tool to understand photonic gaps . This is also the case of two recent discussions of Bragg’s scattering in the (111) direction . A previous attempt to understand Bragg’s scattering in photonic crystals involved an introduction of a “photonic strength” parameter $`\mathrm{\Psi }=3f\alpha `$ . It was shown that the dynamical diffraction theory , which is well known in x-ray diffraction, already fails to describe Bragg’s scattering in a photonic crystal for $`\mathrm{\Psi }0.5`$ . Formulas (3) and (7) immediately raise questions whether one can understand and derive them analytically. The L-gap width for fcc structures is a natural measure to characterize their scattering strength, because, in contrast to the full band gap, $`\mathrm{}_L0`$ for arbitrarily small $`f`$ and $`\delta `$. The latter suggests to take $`\mathrm{}_L^r`$ given by Eq. (7) as a natural “photonic strength” parameter for the air spheres case. Neither the parameter $`\mathrm{\Psi }`$ , nor the parameter $`\epsilon _r=\left(\overline{\epsilon ^2}\overline{\epsilon }^2\right)^{1/2}/\overline{\epsilon },`$ introduced in , are directly related to a gap width. However, it turns out that formulas (3) and (7) cannot be applied to the case of dense spheres. The simple fcc lattices of air and dense spheres have for the same dielectric contrast rather different behavior with respect to the full photonic band gap and to the first Bragg’s peak . Our numerical calculation shows that, for dense spheres, $`\mathrm{}_L^r`$ does not increase monotonically with $`\delta `$ as in the case of air spheres. Instead $`\mathrm{}_L^r`$ first reaches a local maximum, then it returns to zero and only afterwards starts to increase monotonically . This behavior is reminiscent to that of the relative X-gap width $`\mathrm{}_X^r`$ (X is another special point of the Brillouin zone of an fcc lattice ) in the case of air spheres . It has been argued that the vanishing of $`\mathrm{}_X^r`$ is due to the vanishing of the scattering form-factors . Also, if $`\mathrm{}_L^r`$ is plotted against the filling fraction, one observes that the maximum of $`\mathrm{}_L^r`$ shifts to lower $`f`$ for dense spheres and towards close-packing for air spheres . It would be interesting to understand what causes this different behavior. The latter can be partially attributed to the fact that, for a lattice of spheres, $`\epsilon _b`$ no longer describes the dielectric constant of the surrounding medium, which is instead described by the effective dielectric constant $`\epsilon _{eff}`$. Therefore, the bare dielectric contrast $`\delta `$ is renormalized to $`\delta _{eff}=\mathrm{max}(\epsilon _s/\epsilon _{eff},\epsilon _{eff}/\epsilon _s)`$, where $`1<\epsilon _{eff}<\delta `$ for $`\epsilon _s\epsilon _b`$. Given the bare dielectric contrast $`\delta `$, one finds that the renormalized dielectric contrast $`\delta _{eff}^d=\epsilon _s/\epsilon _{eff}`$ in the case of dense spheres is always smaller than the renormalized dielectric contrast $`\delta _{eff}^a=\epsilon _{eff}`$ in the case of air spheres . The latter is easy to verify in the limit when the bare dielectric contrast $`\delta `$ tends to infinity, where the Maxwell-Garnett equation (2) implies $$\delta _{eff}^d\delta (1f)/(1+2f)<\delta _{eff}^a\delta (1f)/(1+f/2).$$ (8) Nevertheless, a full understanding of the differences between the lattices of air and dense spheres still remains a theoretical challenge. ## IV Conclusion To conclude we have found that, despite of the complexity of the problem of propagation of electromagnetic waves in a periodic dielectric medium, the absolute and the relative width of the first Bragg’s peak in the (111) direction for an fcc lattice of air spheres can be accurately described by the simple empirical formulas (3) and (7), respectively. Apparently, for sufficiently high $`\delta 1`$, our formula (3) captures the asymptotic behaviour of $`\mathrm{}_L`$ exactly. Indeed, the relative error $`\sigma _r`$ steadily decreases as one investigates region $`\delta \delta _c`$ for higher and higher $`\delta _c`$. For all filling fractions $`\sigma _r`$ falls well below $`1\%`$ if sufficciently high $`\delta `$ is taken. For example for $`\delta 20`$ one obtains $`\sigma _r<0.1\%`$ for $`f=0.2`$ and $`\sigma _r<0.3\%`$ for $`f=0.4`$. For $`\delta (1,100]`$ formula (3) still describes $`\mathrm{}_L`$ with a reasonable precision, namely, with the relative error ranging from 3.3% to 6.5% (depending on the filling fraction). The main contribution to the error is picked up around $`\delta =\delta _m(f)`$ for which $`\mathrm{}_L`$ takes on its maximum. At $`\delta =\delta _m`$, our formula (3) gives persistently a slightly lower value for $`\mathrm{}_L`$. The relative L-gap width $`\mathrm{}_L^r`$ is described by the formula (7) with a slightly larger relative error ranging from 4.1% to 8% (depending on the filling fraction). The reason is that there are now two main contributions to the error, that around the maximum of $`\mathrm{}_L`$ and the second systematic error due to the overestimation of the L-midgap frequency $`\nu _c`$ when using Eq. (6). All the formulas only involve the effective dielectric constant of the medium $`\epsilon _{eff}`$ approximated by Maxwell-Garnett’s formula (2), and volume averaged $`\epsilon (𝐫)`$ and $`\epsilon ^2(𝐫)`$ over the lattice unit cell. Since $`\overline{\epsilon }`$, $`\overline{\epsilon ^2}`$, and $`\epsilon _{eff}`$ have well-defined meaning for any lattice, this suggests that a similar gap behavior may occur for other lattices. It would be interesting to find out if the same is true for the width of the full photonic band gap . I would like to thank A. van Blaaderen, A. Tip, and W. L. Vos for careful reading of the manuscript and useful comments, and other members of the photonic crystals interest group for discussion. This work is part of the research program by the Stichting voor Fundamenteel Onderzoek der Materie (Foundation for Fundamental Research on Matter) which was made possible by financial support from the Nederlandse Organisatie voor Wetenschappelijk Onderzoek (Netherlands Organization for Scientific Research). SARA computer facilities are also gratefully acknowledged.
no-problem/9903/astro-ph9903046.html	ar5iv	text	# 1 Introduction ## 1 Introduction Bars in galaxies are frequently found to be off-centered, so that the center of the bar does not coincide with the center of rotation, with a difference which typically amounts to several tens of parsecs. This is clearly seen in the distribution of the gas and the rotation curves at the center of the Milky Way, and in nearby barred galaxies (Blitz, these proceedings, and del Burgo et al., these proceedings). We propose here a new dynamical mechanism to account for the bar off-centering. It is based on the presence of an $`m=1`$ density wave, whose first manifestation will be the off-centering of the central region of the galaxy (see also Miller and Smith, 1992, Combes, these proceedings, and Junqueira and Combes, 1996). The mechanism we propose is a non-linear excitation of the $`m=1`$ perturbation by the strong $`m=2`$ due to the linearly unstable bar and $`m=3`$ mode. ## 2 Non-linear coupling If two spiral waves coexist in a disk, we expect them to excite beat waves at the sum and difference frequencies and wavenumbers: thus in particular an $`m=2`$ and an $`m=3`$ spirals, with frequencies $`\omega _2`$ and $`\omega _3`$ create a beat wave with $`m=1`$ and $`\omega _1=\omega _3\omega _2`$. If at this frequency and wavenumber the beat wave obeys the dispersion relation, i.e. can propagate in the disk, it can very efficiently exchange energy and angular momentum with the parent waves. We have already found (see Masset and Tagger, 1997a, and references therein), from analytical and numerical work, a number of examples where this non-linear coupling can play an important role in the evolution of spirals and warps. Thus we expect that, in disks where the $`m=2`$ and $`m=3`$ spirals are linearly unstable by the classical Swing mechanism, they can excite an $`m=1`$ wave which could explain the off-centering of the central region of the disk. In order to check this, we have performed numerical simulations with a polar Particle-Mesh code, whose small grid size in the central region allows precise physics and diagnostics. ## 3 Results We show above the amplitude spectra (Masset and Tagger, 1997b) of the $`m=1`$, $`m=2`$ and $`m=3`$ relative perturbed densities for a typical simulation. We see the signature of the bar on the $`m=2`$ plot, at the frequency $`\omega _2=30`$ km/s/kpc; on the $`m=3`$ we see a well defined mode at $`\omega _3=80`$ km/s/kpc, and on the $`m=1`$ plot the expected beat wave at $`\omega _1=8030=50`$ km/s/kpc. This wave corresponds to a 60 pc deviation of the center of gravity of the inner regions. In order to specify the energy transfer between waves we have redone the simulation by setting to zero at each timestep the $`m=1`$ potential component, and hence inhibiting possible $`m=1`$ linear modes. We still see the $`m=3`$ mode, which proves that it is not excited by the non-linear coupling. When we redo the simulation by setting to zero the $`m=3`$ potential component, we do not see the $`m=1`$: this shows that it needs the other modes to be excited, and hence that it is non-linearly excited by the linearly unstable bar and $`m=3`$ modes. As a conclusion, this mechanism naturally leads to an $`m=1`$ perturbation (i.e. an off-centering) whose amplitude is sufficient to explain the asymmetries typically observed. Work is in progress to include self-gravitating gas and a live bulge in the simulations, for a more detailed description. References Junqueira, S. and Combes, F., 1996 : A&A, 312, 703 Masset, F. and Tagger, M., 1997a : A&A, 318, 747 Masset, F. and Tagger, M., 1997b : A&A, 322, 442. Miller, R.H. and Smith, B.F., 1992 : ApJ, 393,508
no-problem/9903/math9903057.html	ar5iv	text	# Untitled Document ON KNOT INVARIANTS WHICH ARE NOT OF FINITE TYPE Theodore Stanford <sup></sup><sup></sup>Author partially supported by the Naval Academy Research Council. and Rolland Trapp <sup>\</sup><sup>\</sup>Author partially supported by CSUSB Junior Faculty Support Grant. Abstract. We observe that most known results of the form “$`v`$ is not a finite-type invariant” follow from two basic theorems. Among those invariants which are not of finite type, we discuss examples which are “ft-independent” and examples which are not. We introduce $`(n,q)`$-finite invariants, which are generalizations of finite-type invariants based on Fox’s $`(n,q)`$ congruence classes of knots. 1. How not to be of finite type. Vassiliev defined a family of knot invariants based on the study of singular knots. Gusarov independently described the same family of invariants using very different methods and these invariants, now often called finite-type invariants, have been derived and analyzed from a number of different points of view. There is now quite a large body of literature. The widespread interest is due mostly to the following theorem, various parts of which were proved by various authors. See Birman for an exposition and general proof. See also Bar-Natan , Birman and Lin , and Gusarov . By “quantum knot polynomial” we mean the Jones polynomial or one of its many generalizations. Theorem A. Let $`P_K(t)`$ be a quantum knot polynomial, and let $`a_n(K)`$ be the $`x^n`$ coefficient of the power series obtained by substituting $`t=e^x`$ into $`P_K(t)`$. Then $`a_n`$ is a finite-type invariant of order $`n`$. The invariants in Theorem A will all be rational-valued. However, we take “finite-type invariant” to mean any knot invariant $`v`$ taking values in an abelian group $`A`$, such that there exists a positive integer $`n`$ with $`v(K)=0`$ for any singular knot $`K`$ with more than $`n`$ singularities. The value of $`v`$ on a singular knot is determined by taking the difference between the positive and negative resolutions of the singularity in the standard way. Theorem A gives us many finite-type invariants, and an immediate and natural question becomes whether there are invariants which are not of finite type. It is well-known that all finite-type invariants are determined by those which take values in $`Z`$ and those which take values in $`Z_m`$ (for all $`m`$), though in fact all known examples are determined by the $`Z`$-valued invariants. The set of finite-type invariants taking values in all these abelian groups is easily seen to be countable, whereas the set of all $`Z`$-valued knot invariants is uncountable. So in fact there are many invariants which are not of finite type. One could also ask whether there are invariants which are not determined by finite-type invariants. This is the same question as whether there exists a pair of knots, all of whose finite-type invariants are equal. The answer to this question is unknown. Along similar lines, one may ask whether a particular known and studied knot invariant is of finite type. A number of standard knot invariants have been shown not to be of finite type by different authors using various techniques. See Altschuler , Birman and Lin , Dean , Eisermann , Ng , and Trapp . Most of these results follow from one or both of the following two theorems: Theorem B. No invariant taking a unique value on the unknot is of finite type. That is, if $`v(K)=v(\mathrm{unknot})`$ implies that $`K`$ is the unknot, then $`v`$ is not a finite-type invariant. Proof: There are now a number of constructions yielding nontrivial knots with trivial invariants up to any fixed order $`n`$. See for example Gusarov , Lin , Ohyama , Stanford . It follows from Theorem B that none of the following are finite-type invariants: crossing number, unknotting number, bridge number, tunnel number, braid index, genus, free genus, Seifert genus, stick number, and crookedness. Theorem C. Any knot invariant $`v`$ for which connected sums cannot cancel is not of finite type. That is, if $`v`$ is a knot invariant such that there exists a knot $`K`$ with $`v(K\mathrm{\#}K^{})v(\mathrm{unknot})`$ for all knots $`K^{}`$, then $`v`$ is not a finite-type invariant. Proof: Gusarov showed that for any knot $`K`$ and any integer $`n`$, there exists a knot $`K^{}`$ such that $`v(K\mathrm{\#}K^{})=v(\mathrm{unknot})`$ for any finite-type invariant of order $`<n`$. Other proofs of this result may be found in Habiro , Ng , and Stanford . Let $`P_K(t)`$ be any knot polynomial with integer coefficients which has the property that $`P_{K\mathrm{\#}K^{}}=CP_K(t)P_K^{}(t)`$, where $`CZ[t^{\pm 1}]`$ is some fixed constant. (Most of the quantum knot polynomials fit this description.) Then by Theorem C none of the following are finite-type invariants: $`P_K(t)`$ as an element of the abelian group of Laurent polynomials; $`P_K(n)`$, where $`n`$ is any integer such that there exists a knot $`K`$ with $`P_K(n)\pm 1`$; $`P_K(\alpha )`$, for any non-algebraic $`\alpha C`$; the span of $`P_K(t)`$; the first and last coefficients of $`P_K(x)`$; the degrees of the first and last coefficients of $`P_K(t)`$. Let $`G`$ be a nonabelian group, and let $`v`$ be a knot invariant with some value $`a`$ such that $`v(K)=a`$ implies the existence of an nonabelian homomorphism from the fundamental group of the complement of $`K`$ into $`G`$. By Theorem C, $`v`$ is not a finite-type invariant, because if such a homomorphism exists for $`K`$ then it is easy to see that it exists for $`K\mathrm{\#}K^{}`$ no matter what $`K^{}`$ is. If $`G`$ is finite, then the number of homomorphisms from the group of $`K`$ into $`G`$ is not a finite-type invariant. Nor is the determinant of a knot (the Alexander polynomial evaluated at $`t=1`$), since if this is not $`1`$ then there exist nontrivial representations of the group of $`K`$ into some dihedral group. 2. Ft independence. A well-known invariant which is not covered by either Theorem B or Theorem C is the signature of a knot. The signature was originally shown not to be of finite type by Dean and Trapp . Ng has proved a much more general theorem: Theorem D. The only knot concordance invariant which is also of finite type is the Arf invariant. In fact, for any knots $`K_1`$ and $`K_2`$ with equal Arf invariant, and for any positive integer $`n`$, there exists a knot $`K_3`$ with the same concordance class as $`K_1`$, and such that $`v(K_2)=v(K_3)`$ for any finite-type invariant of order $`<n`$. Theorem D inspires a definition: we shall say that a knot invariant $`v`$ is ft-independent if for any set of finite-type invariants $`v_1,v_2,\mathrm{}v_m`$, the values of $`v_i(K)`$ put no restrictions on the values of $`v(K)`$. More precisely, $`v`$ is ft-independent if for any knots $`K_1`$ and $`K_2`$ and for any positive integer $`n`$ there exists a knot $`K_3`$ such that $`w(K_3)=w(K_2)`$ for any finite-type invariant $`w`$ of order $`<n`$, and such that $`v(K_3)=v(K_1)`$. Thus, by Theorem D, any knot concordance invariant which is independent of the Arf invariant is ft-independent. However, many of the invariants that we have listed as being not of finite-type as a result of Theorems B and C are also clearly not ft-independent. Crossing number, for example, is not ft-independent. Choose a positive integer $`m`$ and a finite-type invariant $`v`$. If $`v(K)v(K^{})`$ for all knots $`K^{}`$ of crossing number $`m`$, then clearly the crossing number of $`K`$ is greater than $`m`$. Thus the value of $`v`$ places some restrictions on the possible crossing number of a knot. Another invariant which is neither finite-type nor ft-independent is the degree of the Conway polynomial. If the $`(2n)`$th coefficient is nonzero then the degree of the Conway polynomial is at least $`2n`$. The coefficients of the Conway polynomial are themselves finite-type invariants (Bar-Natan ), the $`t=e^x`$ substitution being unnecessary because the Conway polynomial doesn’t have terms of negative degree. Hence nonzero values for these invariants place lower bounds on the degree of the Conway polynomial. Since the degree of the Conway polynomial (divided by $`2`$) is a lower bound for the genus of a knot, it follows that the genus is also not ft-independent. Clearly, if $`P_K(t)`$ is a quantum knot polynomial, then, as an invariant taking values in the abelian group of Laurent polynomials with integer coefficients, it is not ft-independent because of Theorem A. One example of an ft-independent invariant which is not a concordance invariant is the number of prime factors of a knot. Given a knot $`K`$ and a positive integer $`n`$, one can form the connected sum of $`K`$ with any number of knots whose invariants are trivial up to order $`n`$ so as to produce a $`K^{}`$ with an arbitrarily large number of prime factors. Going the other way, it was shown in Stanford that given a knot $`K`$ and a positive integer $`n`$, there exists a prime knot $`K^{}`$ such that $`v(K)=v(K^{})`$ for every finite-type invariant of order $`n`$. 3. $`(n,q)`$-finite invariants. In this section we use Fox’s notion of $`(n,q)`$ congruence of knots to generalize finite-type invariants. Before defining $`(n,q)`$-finite invariants, however, we recall the definition of $`(n,q)`$-congruence classes of links (see Fox , Nakanishi and Suzuki , Przytycki ). We consider only links in $`𝐒^3`$, and follow the definition given in Przytycki . Given a link $`L`$ and a disk $`D^2`$ which $`L`$ intersects transversely, let $`U=D^2`$ and $`q=\|lk(L,U)\|`$. Note that the complement of $`U`$ in $`𝐒^3`$ is a solid torus $`T`$ with meridinal disk $`D^2`$. A $`t_{2,q}`$ move on $`L`$ is the restriction to $`L`$ of a Dehn twist in $`T`$ on the disk $`D^2`$. Thus a $`t_{2,q}`$ move has the effect of cutting $`L`$ along $`D^2`$, inserting a full twist and reglueing. A $`t_{2n,q}`$ move is just the result of $`n`$ Dehn twists on $`D^2`$, i.e. $`t_{2n,q}=t_{2,q}^n`$. Two links $`L_1,L_2`$ are then called congruent modulo $`(n,q)`$, denoted $`L_1L_2(\mathrm{mod}n,q)`$, if one can obtain $`L_2`$ from $`L_1`$ by a sequence of $`t_{2n,q^{}}^{\pm 1}`$ moves together with isotopies, where the $`q^{}`$ can vary but are required to be multiples of $`q`$. The Alexander Module is a good tool for constructing invariants of $`(n,q)`$ congruence, and this is done by Fox as well as Nakanishi and Suzuki. In Przytycki , the $`t_{2n,q}`$ moves are considered as generalizations of crossing changes. Generalized unknotting numbers are defined, and lower bounds for these unknotting numbers are given. Analogously, we will define generalized finite-type invariants by replacing the crossing changes in the Vassiliev skein relation by the more general $`t_{2n,q}`$ moves. Recall the diagramatic definition of finite-type invariants. A link invariant $`f`$ is of order $`m`$ if for each link diagram $`D`$ and every collection $`(a_1,\mathrm{},a_{m+1})`$ of $`m+1`$ crossings, the alternating sum $$\underset{\stackrel{}{i}}{}(1)^{\|\stackrel{}{i}\|}f(D_\stackrel{}{i})$$ $`(3.1)`$ vanishes, where $`\stackrel{}{i}`$ is in $`Z_2^{m+1}`$, $`\|\stackrel{}{i}\|`$ is the number of nonzero coordinates in $`\stackrel{}{i}`$, and $`D_\stackrel{}{i}`$ is the diagram $`D`$ with crossing $`a_j`$ changed whenever the $`j^{th}`$ coordinate of $`\stackrel{}{i}`$ is one. Thinking of $`t_{2n,q}`$ moves as generalized crossing changes, we define $`f`$ to be $`(n,q)`$-finite of order $`m`$ if for all links $`L`$ and collections $`D_1^2,\mathrm{},D_{m+1}^2`$ of mutually disjoint disks, with $`D_i^2=U_i`$, satisfying $`q_j=\mathrm{lk}(U_j,L)0\mathrm{mod}q`$, the alternating sum $$\underset{\stackrel{}{i}}{}(1)^{\|\stackrel{}{i}\|}f(L_\stackrel{}{i})$$ $`(3.2)`$ vanishes, where $`L_\stackrel{}{i}`$ is obtained by $`t_{2n,q_j}`$ moves on each $`U_j`$ for which the $`j^{th}`$ coordinate of $`\stackrel{}{i}`$ is one. Theorem E. Let $`q0`$. If $`f`$ is a finite-type invariant of order $`m`$, then $`f`$ is an $`(n,q)`$-finite invariant of order $`m`$. If $`f`$ is $`(1,q)`$-finite of order $`m`$, then $`f`$ is finite-type of order $`m`$. Proof. Let $`f`$ be a $`(1,q)`$-finite invariant of order $`m`$. In our definition of $`(n,q)`$-finite, the $`q_j`$ are allowed to be $`0`$. Since crossing changes can be obtained by a Dehn twist on a disk whose boundary has linking number zero with the link, any sum (3.1) can be written in the form of (3.2) (with $`n=1`$). Thus $`f`$ is of finite type. Now suppose that $`f`$ is a finite-type invariant of order $`m`$. Note that the difference $`f(L)f(t_{2,q}(L))`$ can be realized as a sum of values of $`f`$ on singular links. This follows directly from Theorem 3.1 of Stanford , but the intuitive idea is that the full twist in $`t_{2,q}(L)`$ can be undone by crossing changes, and thus any sum (3.2) may be written as a sum of expressions (3.1). This argument works for $`t_{2n,q}`$ as well, or else one can note that an $`(n,q)`$-finite invariant is $`(kn,q)`$-finite for all $`kZ^+`$, because $`t_{2kn,q}=t_{2n,q}^k`$. Thus $`(n,q)`$-finite invariants include finite-type invariants. It remains to show that the inclusion is proper. It is easy to see that invariants of $`(n,q)`$-congruence classes of links are exactly the $`(n,q)`$-finite invariants of order $`0`$ (in the same way that the only finite-type invariants of order $`0`$ are those which are invariant under crossing changes, namely, anything which depends only on the number of components in the link). Thus we need only find an invariant of $`(n,q)`$-congruence which is not of finite type. The following is a direct result of Lemma 2.6b of Przytycki , which states that the number of $`2n`$-colorings of a link is invariant under certain $`t_{2n,q}`$ moves, and of Theorem C above, which implies that the number of colorings of a knot is not a finite-type invariant: Theorem F. The number of $`2n`$ colorings of a link is an order $`0`$ $`(n,q)`$-finite invariant for any even $`q`$. Thus there are order $`0`$ $`(n,q)`$-finite invariants which are not of finite type. Remark: Nakanishi and Suzuki define two links to be $`qcongruentmodulon`$ if they are related by a sequence of $`t_{2n,q}^{\pm 1}`$ moves, thus making the restriction that $`lk(U,L)=q`$. One can similarly refine the definition of $`(n,q)`$-finite invariants. Lemma 2.6a of Przytycki can be applied to this refined notion of finite invariants. The reason it doesn’t apply directly to $`(n,q)`$-finite invariants as defined above is that one could have $`lk(U,L)=0`$. This implies that the geometric linking number is even and violates the hypotheses of Lemma 2.6a in . References. Daniel Altschuler, Representations of knot groups and Vassiliev invariants, Journal of Knot Theory and its Ramifications 5 (1996), no. 4, 421–425. D. Bar-Natan, On the Vassiliev knot invariants, Topology 34 (1995) no. 2, 423–472. J. S. Birman, New points of view in knot theory, Bulletin of the American Mathematical Society 28 (1993) no. 2, 253–287. J.S. Birman and X.-S. Lin, Knot polynomials and Vassiliev’s invariants, Inventiones mathematicae 111 (1993) no. 2, 225–270. J. Dean, Many classical knot invariants are not Vassiliev invariants, Journal of Knot Theory and its Ramifications 3 (1994) no. 1, 7–10. Michael Eisermann, The number of knot group representations is not a Vassiliev invariant, Preprint. R. H. Fox, Congruence Classes of Knots, Osaka Math. J. 10 (1958), 37–41. M.N. Gusarov, A new form of the Conway-Jones polynomial of oriented links, Topology of manifolds and varieties, 167–172. Advances in Soviet Mathematics 18, American Mathematical Society, 1994. M.N. Gusarov, On $`n`$-equivalence of knots and invariants of finite degree, Topology of manifolds and varieties, 173–192, Advances in Soviet Mathematics 18, American Mathematical Society, 1994. K. Habiro, Claspers and the Vassiliev skein modules, preprint, University of Tokyo. X.-S. Lin, Finite type link invariants of $`3`$-manifolds, Topology 33 (1994), no. 1, 45–71. Y. Nakanishi and S. Suzuki, On Fox’s Congruence Classes of Knots, Osaka J. Math 24 (1987), 217–225. K.Y. Ng, Groups of ribbon knots, Topology 37 (1998), no. 2, 441–458. Y. Ohyama, Vassiliev invariants and similarity of knots, Proceedings of the American Mathematical Society 123 (1995) no. 1, 287–291. J. Przytycki, 3-Coloring and Other Elementary Invariants of Knots. J. Przytycki, $`t_k`$-moves on links, Contemporary Mathematics, Volume 78 (1988), 615–655. T. Stanford, The Functorality of Vassiliev-Type Invariants of Links, Braids, and Knotted Graphs, Random knotting and linking (Vancouver, BC, 1993). Journal of Knot Theory and its Ramifications 3 (1994), no. 3, 15–30. T. Stanford, Braid commutators and Vassiliev invariants, Pacific Journal of Mathematics 174 (1996) no. 1, 269–276. T.B. Stanford, Vassiliev invariants and knots modulo pure braid subgroups, Preprint GT/9805092 available from front.math.ucdavis.edu. R. Trapp, Twist sequences and Vassiliev invariants, Random knotting and linking (Vancouver, BC, 1993). Journal of Knot Theory and its Ramifications 3 (1994), no. 3, 391–405. V. A. Vassiliev, Cohomology of knot spaces, Theory of Singularities and Its Applications, 23–69, Advances in Soviet Mathematics 1, American Mathematical Society, 1990. Mathematics Department United States Naval Academy 572 Holloway Road Annapolis, MD 21402 stanford@nadn.navy.mil Mathematics Department California State University, San Bernardino San Bernardino, CA 92407 trapp@math.csusb.edu
no-problem/9903/cond-mat9903376.html	ar5iv	text	# On A Local Carnot Engine ## I Introduction Within the classical equilibrium thermodynamics the Carnot cycle had been considered as the standard example for studying the efficiency of heat devices acting between two heat bathes. The analysis is restricted to reservoirs with fixed temperatures and furthermore to the reversible limit. Consequently Carnot’s engine works only with a fixed rate of heat provided from the reservoirs. Recently, Velasco et al studied a finite time Carnot refrigerator to get an upper bound for the coefficient of performance of endoreversible refrigerators. They found an upper bound for the mentioned coeffcient depending on the ratio between the temperature of the cold and the hot reservoir. There is a general interest in nonequilibrium systems with two temperatures . The analysis is motivated by searching for some generic features of nonequilibrium steady states. In particular, the question appears for a universal behavior under nonequilibrium conditions. As an example, a two-temperature, kinetic Ising model is investigated extended to a diffusive kinetic system in . The authors found a bicritical point where two nonequilibrium critical lines meet. The analysis is strongly supported by Monte Carlo simulations in two dimensions. Recently, a similar simulation has been performed studying a two-temperature lattice gas model with repulsive interactions . A complete different approach is used in where a thermally driven ratchet is studied under periodic, dichotomous temperature changes. The behavior of the engine is significant different from a quasistatically working one. In the author used a local heat conduction operator to study the corresponding thermal processes observed in complex fluids. Another approach consists of the analysis of a cyclic working thermodynamic devise driven by an external applied steady flow . A nonlinear oscillator coupled to various heat batheshad been considered as a simple toy model . Here we are interested in a ‘local Carnot engine‘ on a lattice gas, i.e. each point of a lattice will be contacted with two heat bathes at local different temperatures. A particle taken away from a reservoir is created at a lattice point $`i`$ where the creation rate depends on the local temperature related to this lattice point. In the same way a particle is annihiliated from the neighboring point $`j`$. This particle is removed to a reservoir on a different temperature. As the result we consider the hopping of particles from a lattice point to its neighboring one wheras both points are in contact to heat bathes on different temperatures. Alternatively, a model is studied where a particle at a certain lattice point is able to change its state, may be from spin up to spin down, however this flip process is organized by coupling to local bathes. As before the up and down states are also coupled to reservoirs at different temperatures. As a useful method to study such situations we apply the quantum formalism for nonequilibrium processes based upon spin variables. ## II Quantum Approch to Nonequilibrium The analysis is based on a master equation $$_tP(\stackrel{}{n},t)=L^{}P(\stackrel{}{n},t)$$ (1) where $`P(\stackrel{}{n},t)`$ is the probability that a certain configuration characterized by a state vector $`\stackrel{}{n}=(n_1,n_2\mathrm{}n_N)`$ is realized at time $`t`$. In a lattice gas description each point is either empty or single occupied $`n_i=0,1`$. These numbers can be considered as the eigenvalues of the particle number operator. The dynamics is determined completely by the form of the evolution operator $`L^{}`$, specified below, and the commutation relations of the Pauli-operators. Thus, the problem is to formulate the dynamics in such a way that this restrictions in the occupation number are taken into account explictly. The situation in mind can be analyzed in a seemingly compact form using the master equation in a quantum Hamilton formalism , for a recent review see . Within that approach the probability distribution $`P(\stackrel{}{n},t)`$ is related to a state vector $`F(t)`$ in a Fock-space according to $`P(\stackrel{}{n},t)=\stackrel{}{n}F(t)`$. The basic vectors $`\stackrel{}{n}`$ are composed of Pauli-operators. Using the relation $$F(t)=\underset{n_i}{}P(\stackrel{}{n},t)\stackrel{}{n}$$ (2) the master Eq. (1) can be transformed into an equivalent one in a Fock-space $$_tF(t)=LF(t)$$ (3) where the operator $`L^{}`$ in (1) is mapped onto the operator $`L`$ in Eq.(3). It should be emphasized that the procedure is up to now independent on the realization of the basic vectors. Originally, the method had been applied for the Bose case . Recently, an extension to restricted occupation numbers (two discrete orientations) was proposed . Further extensions to p–fold occupation numbers as well as to models with kinetic constraints are possible . As shown by Doi the average of an arbitrary physical quantity $`B(\stackrel{}{n})`$ can be calculated by the average of the corresponding operator $`B(t)`$ $$B(t)=\underset{n_i}{}P(\stackrel{}{n},t)B(\stackrel{}{n})=sBF(t)$$ (4) with the state function $`s=\stackrel{}{n}`$. The evolution equation for an operator $`B(t)`$ reads now $$_tB=s[B(t),L]F(t)$$ (5) As the result of the procedure, all the dynamical equations govering the classical problem are determined by the structure of the evolution operator $`L`$ and the commutation rules of the operators. In our case the dynamics will be realized either by spin-flip or by exchange processes, respectively. ## III Coupling To Heat Bathes The evolution operator for a local flip–process reads $$L_i=\lambda (d_i^{}d_id_i^{})+\gamma (d_id_i^{}d_i)$$ (6) where $`\lambda `$ and $`\gamma `$ are independent flip–rates. The occupation number operator $`n_i=d_i^{}d_i`$ is related to the spin due to the relation $`S_i=12n_i`$. A generalization to processes under the influence of a heat bath with a fixed temperature $`T`$ is discussed in . As demonstrated in the evolution operator has to be replaced by $`L`$ $`=`$ $`\nu {\displaystyle \left[(1d_i)\mathrm{exp}(\beta H/2)d_i^{}\mathrm{exp}(\beta H/2)\right]}`$ (7) $`+`$ $`\left[(1d_i^{})\mathrm{exp}(\beta H/2)d_i\mathrm{exp}(\beta H/2)\right]`$ (8) where $`\nu `$ is a the flip-rate defined on a microscopic time scale; $`\beta =T^1`$ is the inverse temperature of the heat bath and $`H`$ is the Hamiltonian responsible for the static interaction. ### A Flip-dynamics Whereas by Eq.(8) the coupling to a global heat bath is realized we discuss now a further generalization by introducing two local heat bathes with different temperatures $`T`$ and $`T^{}`$, respectively. The two reservoirs are coupled directly to each lattice point. This situation can be described by an evolution operators $$L_{(f)}=\nu \underset{i}{}\left((1d_i^{})e^{\mu n_i/2T^{}}d_ie^{\mu n_i/2T}+(1d_i)e^{\mu n_i/2T^{}}d_i^{}e^{\mu n_i/2T}\right)$$ (9) Here $`\mu `$ is a characteristic energy which is necessary to remove a particle from the heat bath or to give it back to the bath. The approach reminds of using a grand canonical ensemble in equilibrium statistics. Therefore, the quantity $`\mu `$ plays the role of the chemical potential assumed to be identically for both processes under consideration. The potential $`\mu `$ can be positive or negative. Taking into account that the occupation operator $`n_i`$ has the eigenvalues $`0`$ or $`1`$ we get $$e^{\mu n_i/2T^{}}d_ie^{\mu n_i/2T}=d_ie^{\mu /2T}e^{\mu n_i/2T^{}}d_i^{}e^{\mu n_i/2T}=d_i^{}e^{\mu /2T^{}}$$ (10) Thus, the operator $`d_i`$ annihiliates a particles at the temperature $`T`$ independently on the temperature $`T^{}`$ of the other bath. Contrary, the operator $`d_i^{}`$ creates a particles at the temperature $`T^{}`$. The evolution operator $`L_{(f)}`$ describes the process of annihiliation and creation of particles within the system at different temperatures. Using the Eq.(5) and the algebraic properties of Pauli–operators, the evolution equation for the averaged densitiy reads $$\nu ^1_tn_i=\mathrm{exp}(\mu /(2T^{}))1n_i\mathrm{exp}(\mu /(2T))n_i$$ (11) This equation can be solved easily. It results a stationary state at an effective temperature $`T_e`$ $$n_s=\frac{1}{1+\mathrm{exp}(\mu /T_e)}\text{with}\frac{1}{T_e}=\frac{1}{2}(\frac{1}{T}+\frac{1}{T^{}})$$ (12) In a spin representation we obtain $$S_s=\frac{e^{\mu /2T}e^{\mu /2T^{}}}{e^{\mu /2T}+e^{\mu /2T^{}}}$$ (13) In the special case that $`T=T^{}`$ the stationary solution coincides with the conventional equilibrium solution $$S_s=\mathrm{tanh}\frac{\mu }{2T}n_s=\frac{1}{e^{\mu /T}+1}$$ (14) If the temperature of one of the heat bathes tends to infinity (for instance $`T^{}\mathrm{}`$) the stationary solution is $$S_s=\mathrm{tanh}\frac{\mu }{4T}$$ When both temperatures $`T`$ and $`T^{}`$ are infinitesimal different from each other $`T^{}=T+\mathrm{\Delta }T`$ the averaged occupation number is $$n_s=\frac{1}{e^{\mu /T}+1}+\frac{\mu (T^{}T)}{4T^2}\mathrm{tanh}\frac{\mu }{2T}[\frac{1}{e^{\mu /T}+1}+\frac{1}{e^{\mu /T}1}]$$ (15) The Fermi–distribution as the equilibrium solution is modified in lowest order in $`\mathrm{\Delta }T`$ by an additonal term proportional to the Bose–distribution. The relaxation time $`\tau `$ related to the Eq.(11) is simply given by $$(\nu \tau )^1=\mathrm{exp}(\frac{\mu }{2T})+\mathrm{exp}(\frac{\mu }{2T^{}})$$ (16) The relaxation time for $`T^{}T`$ is either enhanced for $`T^{}<T`$ or diminished in the opposite case. ### B Exchange Process Up to now we have analysed the case of independent flip processes (annihiliation-creation-processes) at different temperatures without an internal coupling between the active particles. In the following, we discuss the situation that the particles can exchange their mutual position; with other words hopping processes are allowed between neigbored sites under the influence of the coupling to local heat bathes. The evolution operator reads $$L_{ex}=\nu \underset{<ij>}{}\left[(1d_id_j^{})e^{\frac{\mu }{2}[\frac{n_i}{T_i}+\frac{n_j}{T_j}]}d_i^{}d_je^{\frac{\mu }{2}[\frac{n_i}{T_i}+\frac{n_j}{T_j}]}\right]$$ (17) It describes the exchange process between two adjacent neighboring sites, where the lattice site $`i`$ is coupled to the bath at the temperature $`T_i`$ and the site $`j`$ is related to $`T_j`$, repectively. The evolution equation for the averaged density can be written in the form $`\nu ^1_tn_r`$ $`=`$ $`{\displaystyle \underset{j(r)}{}}n_j\mathrm{exp}[(\mu /2)({\displaystyle \frac{1}{T_r}}{\displaystyle \frac{1}{T_j}})]n_r\mathrm{exp}[(\mu /2)({\displaystyle \frac{1}{T_j}}{\displaystyle \frac{1}{T_r}})]`$ (18) $``$ $`2n_rn_j\mathrm{sinh}[(\mu /2)({\displaystyle \frac{1}{T_j}}{\displaystyle \frac{1}{T_r}})]`$ (19) In the special case of fixed temperatures $`T_j=T_r=T`$ the last equation is reduced to the conventional diffusion equation in a discrete representation. Here, the case will be studied assuming a small temperature gradient. Moreover, Eq.(19) is investigated in the continuous limit leading to the evolution equation for the density $`n(\stackrel{}{x},t)=n_r(t)l^d`$ (we set the lattice size $`l=1`$) $$\nu ^1_tn=^2n+\mu n^2\frac{1}{T}+\mu \left(n(\frac{1}{T})\right)$$ (20) To derive this equation we have neglected the bilinear terms in Eq.(19) which give only rise to higher order corrections in the density. Due to the conservation of the spins within the exchange model the evolution equation can be rewritten as a continuous equation with the current $`\stackrel{}{j}(\stackrel{}{x},t)`$ $$\stackrel{}{j}=\nu n\nu \mu n(1/T)$$ (21) In contrast to the conventional nonequilibrium thermodynamics a bilinear coupling between the density and the temperature gradient is included in the current. Such a nonlinear coupling may change the physical behavior. Using natural boundary conditions the stationary solution is $$n(\stackrel{}{x})=n_0\mathrm{exp}(\frac{\mu }{T(\stackrel{}{x})})$$ (22) That means, the local density is determined by the local temperature in accordance with the local temperature attached to each lattice site. Let us consider the special case assuming that $$(\frac{1}{T})=2\stackrel{}{c}$$ where $`\stackrel{}{c}`$ is a constant vector leading to a decreasing temperature profile $$T(\stackrel{}{x})=\frac{T_0}{2T_0(\stackrel{}{c}\stackrel{}{x})+1}$$ (23) where $`T_0`$ is an arbitrary initial temperature. Eq.(20) can be solved making the ansatz $`n(\stackrel{}{x},t)=\mathrm{\Phi }(\stackrel{}{x})\psi (\stackrel{}{x},t)`$. Chosing $$\mathrm{\Phi }=\mathrm{\Phi }_0\mathrm{exp}[\mu (\stackrel{}{c}\stackrel{}{x})]$$ $`\psi (\stackrel{}{x},t)`$ obeys $$\dot{\psi }=[\nu ^2+\nu (\mu \stackrel{}{c})^2]\psi $$ (24) which is nothing else as the Schrödinger equation for a free particle. The relaxation time is the inverse eigenvalue of the Hamiltonian $`\widehat{H}=\nu ^2+\nu (\mu \stackrel{}{c})^2`$ defined in Eq.(24): $$\tau _k=\frac{1}{\nu (k^2+(\mu \stackrel{}{c})^2)}=\frac{1}{\nu \left(k^2+\mu ^2((1/T))^2/4\right)}$$ (25) where $`\stackrel{}{k}`$ is the wave vector. There is a gap in the quasi-continuous relaxation spectrum for $`\stackrel{}{k}0`$. Moreover, the relaxation time depends on the temperature gradient. The solution for the density is $$n(\stackrel{}{x},t)=n_0\mathrm{exp}\left[(\mu \stackrel{}{c}+i\stackrel{}{k})\stackrel{}{x}\frac{t}{\tau _k}\right]$$ (26) Let us consider the further solvable case $$(\frac{1}{T})=2b\stackrel{}{x}$$ which leads to a quadratically decreasing temperature profile, b is a constant. $$T(\stackrel{}{x})=\frac{T_0}{T_0b\stackrel{}{x}^2+1}$$ The same procedure as used before yields the Hamiltonian $`\widehat{H}`$ of the d-dimensional harmonic oszillator $$\widehat{H}=\nu ^2+\nu (\mu b)^2\stackrel{}{x}^2\nu \mu bd$$ It results a discrete relaxation time spectrum where the ground state energy of the harmonic oscillator is cancelled due to the last term in $`\widehat{H}`$. $$\tau =\frac{1}{2\nu \mu b(m_1+m_2+\mathrm{}+m_d)}$$ (27) where the $`m_i`$ are integer numbers. Obviously, the analysis can be extended to other static temperature profiles such as an arbitrary radial symmetric one without changing the results substantially. A temperature flow is allowed if the heat bathes are coupled. This process leads to an equalization of temperatures. Assuming that this process follows the conventional heat conduction equation $$T(\stackrel{}{x},t)=\frac{1}{(4\pi \lambda t)^{d/2}}\mathrm{exp}(\frac{\stackrel{}{x}^2}{4\lambda t})\lambda \text{heat conduction}$$ we conclude that Eq.(20) can also be transformed into a Schrödinger-like equation $$_t\psi (\stackrel{}{x},t)=[\nu ^2+V(\stackrel{}{x},t)]\psi (\stackrel{}{x},t)$$ (28) where the potential $`V(\stackrel{}{x},t)`$ is known. The procedure yields a similar result for an arbitrary temperature distribution of the form $`T(\stackrel{}{x},t)=t^\alpha g(x^2/t)`$. ## IV Conclusions Here we have considered a generalization of the well known Carnot cycle with open flow. Each point of a lattice is related to a local heat bath hold on different temperatures. Introducing the conventional temperature means that the system is not too far from equilibrium. Consistently with this assumption is the consideration of small gradients in temperature leading to a heat transport. Such a temperature gradient is coupled to the creation and annihiliation of particles or to an exchange process where a particle is created at a certain lattice point at a fixed temperature and annihiliated at another point with another but fixed temperature. Using a quantum formalism for the master equation we can derive an evolution equation for the density which offers already in a mean field like approximation a bilinear coupling between density and temperature gradients. This leads to a stationary state where the local density is related to a local temperature. The dynamics is studied for some special cases with a static temperature profile. The relaxation time spectrum offers a different behavior depending on the realization of the temperture field. Moreover, the relation time depnds also on the temperature field.
no-problem/9903/math9903065.html	ar5iv	text	# 1 Introduction ## 1 Introduction The triangular Hopf algebras and twists (they preserve the triangularity ) play an important role in quantum group theory and applications . Very few types of twists were written explicitly in a closed form. The well known example is the jordanian twist ($`𝒥𝒯`$) of the Borel algebra $`B(2)`$ ($`\{H,E\|[H,E]=E\}`$) with $`r=HE`$ where the triangular $`R`$–matrix $`=(_j\text{ })_{21}_j\text{ }^1`$ is defined by the twisting element $$_j\text{ }=\mathrm{exp}\{H\sigma \},$$ (1.1) with $`\sigma =\mathrm{ln}(1+E)`$. In it was shown that there exist different extensions ($`𝒯`$’s) of this twist. Using the notion of factorizable twist the element $`_{}\text{ }𝒰(sl(N))^2`$, $$_{}\text{ }=\mathrm{\Phi }_e\mathrm{\Phi }_j=\mathrm{exp}\{2\xi \underset{i=2}{\overset{N1}{}}E_{1i}E_{iN}e^{\stackrel{~}{\sigma }}\}\mathrm{exp}\{H\stackrel{~}{\sigma }\},$$ (1.2) was proved to satisfy the twist equation, where $`E=E_{1N}`$, $`H=E_{11}E_{NN}`$ is one of the Cartan generators $`Hh(sl(N))`$, $`\stackrel{~}{\sigma }=\frac{1}{2}\mathrm{ln}(1+2\xi E)`$ and $`\{E_{ij}\}_{i,j=1,\mathrm{}N}`$ is the standard $`gl(N)`$ basis. Studying the family $`\{𝐋(\alpha ,\beta ,\gamma ,\delta )_{\alpha +\beta =\delta }\}`$ of carrier algebras for extended jordanian twists $`_{(\alpha ,\beta ,\gamma ,\delta )}`$ it is sufficient to consider the one-dimensional set $`=\{𝐋(\alpha ,\beta )_{\alpha +\beta =1,}\}`$ (for different nonzero $`\gamma `$’s and $`\delta `$’s the Hopf algebras $`𝐋_{}`$, obtained by the corresponding twistings, are equivalent). The connection of the Drinfeld–Jimbo ($`𝒟𝒥`$) deformation of a simple Lie algebra g with the jordanian deformation was already pointed out in . The similarity transformation of the classical $`r`$–matrix $$r_{𝒟𝒥}=\underset{i=1}{\overset{\mathrm{rank}(\text{g})}{}}t_{ij}H_iH_j+\underset{\alpha \mathrm{\Delta }_+}{}E_\alpha E_\alpha $$ performed by the operator $`\mathrm{exp}(v\mathrm{ad}_{E_{1N}})`$ turns $`r_{𝒟𝒥}`$ into the sum $`r_{𝒟𝒥}+vr_j`$ where $`r_j=v\left(H_{1N}E_{1N}+2{\displaystyle \underset{k=2}{\overset{N1}{}}}E_{1k}E_{kN}\right).`$ (1.3) Hence, $`r_j`$ is also a classical $`r`$–matrix and defines the corresponding deformation. A contraction of the quantum Manin plane $`xy=qyx`$ of $`𝒰_{𝒟𝒥}(sl(2))`$ with the mentioned above similarity transformation in the fundamental representation $`M=1+v(1q)^1\rho (E_{12})`$ results in the jordanian plane $`x^{}y^{}=y^{}x^{}+vy_{}^{}{}_{}{}^{2}`$ of $`𝒰_j(sl(2))`$ . Thus, the canonical extended jordanian twisted algebra $`U_{(1/2,1/2)}`$, which corresponds in our notation to the carrier subalgebra $`𝐋_{(1/2,1/2)}`$, can be treated as a limit case for the parameterized set of Drinfeld–Jimbo quantizations. Contrary to this fact other extended twists of $`U(sl(N))`$ do not reveal such properties with respect to the standard deformation. In particular, the $`U_𝒫(sl(4))`$ algebra twisted by the so-called peripheric twist ($`𝒫𝒯`$) was found to be disconnected with the Drinfeld–Jimbo deformation $`U_{𝒟𝒥}(sl(4))`$. In this paper we study the properties of the deformations induced in $`U(sl(3))`$ by the set of extended twists $`_{(\alpha ,\beta )}`$. We consider the deformations of simple Lie algebras. So, the parameters $`\alpha `$ and $`\beta `$ (arising from the reparametrization of the root space) can be treated as belonging to $`𝐑^1`$. The same is true for other parameters $`(\lambda ,\theta ,\mathrm{})`$ appearing in this study. In the twist equivalence transformations they can be considered as belonging to $`𝐂^1`$. But in the present approach it is sufficient to treat them as real numbers. We show that to any Hopf algebra $`U_{(\alpha ,\beta )}`$ one can apply additional Reshetikhin twist $`_{\stackrel{~}{}(\lambda )}`$ whose (abelian) carrier subalgebra is generated by $`Kh(sl(N))`$ and $`E𝐋`$: $$U_{(\alpha ,\beta )}\stackrel{_{\stackrel{~}{}(\lambda )}}{}U_{\stackrel{~}{}(\alpha ,\beta ,\lambda )}.$$ (1.4) However, the carrier subalgebra of $`_{\stackrel{~}{}(\lambda )}_{(\alpha ,\beta )}`$ is the same as for $`_{(\alpha ,\beta )}`$ because of the isomorphism: $$U_{\stackrel{~}{}(\alpha ,\beta ,\lambda )}U_{(\alpha +\lambda ,\beta \lambda )}.$$ (1.5) Twists $`_{\stackrel{~}{}(\lambda )}`$ act transitively on the set $`\{U_{(\alpha ,\beta )}\}`$. Simultaneously we consider the canonical Reshetikhin twist $`_{(\theta )}=e^{\theta H_1H_2}`$ that performs the transition from $`U_{𝒟𝒥}(sl(3))`$ to the parametric quantization: $$U_{𝒟𝒥}\stackrel{_{(\theta )}}{}U_{𝒟𝒥(\theta )}.$$ (1.6) It is worth mentioning that in the case of $`U_{𝒟𝒥}(gl(3))`$ such kind of transformations can be used to obtain possibilities for additional twistings . Finally, the two sets of parameterized Lie algebras are formed: $`\{\text{g}_{}^{}\text{ }(\lambda )\}`$ and $`\{\text{g}_{𝒟𝒥}^{}\text{ }(\theta )\}`$. The elements of both of them are dual to $`sl(3)`$. Using the technique elaborated in we prove a one-to-one correspondence between the members of these sets: for any $`\lambda _0`$ fixed there is one and only one $`\theta _0`$ such that $`\text{g}_{}^{}\text{ }(\lambda _0)`$ and $`\text{g}_{𝒟𝒥}^{}\text{ }(\theta _0)`$ are the first order deformations of each other. This means that for any $`U_{(\alpha ,\beta )}(sl(3))`$ there exists one and only one such $`U_{𝒟𝒥(\theta )}(sl(3))`$ that these two Hopf algebras can be connected by a smooth sequence of quantized Lie bialgebras. In Section 2 we present a short list of basic relations for twists. The general properties of extended twists for $`U(sl(3))`$ are displayed in Section 3. There we construct explicitly the peripheric extended twisted algebra $`U_𝒫^{}(sl(3))`$. In Section 4 the special kind of Reshetikhin twist for $`U_𝒫^{}(sl(3))`$ is composed and as a result the family $`\{U_{𝒫^{}\stackrel{~}{}(\lambda )}(sl(3))\}`$ is obtained. We prove that this solves the problem of finding the whole set $`\{U_{}(sl(3))\}`$ of extended twists. The relations between the multiparametric $`𝒟𝒥`$ quantizations and twisted algebras $`\{U_{}(sl(3))\}`$ are studied in Section 5, and their one-to-one correspondence is established. The defining relations for the canonically extended twisted algebra $`U_{}^{\mathrm{can}}(sl(3))`$ are presented in the Appendix. ## 2 Basic definitions In this section we remind briefly the basic properties of twists. A Hopf algebra $`𝒜(m,\mathrm{\Delta },ϵ,S)`$ with multiplication $`m:𝒜𝒜𝒜`$, coproduct $`\mathrm{\Delta }:𝒜𝒜𝒜`$, counit $`ϵ:𝒜C`$, and antipode $`S:𝒜𝒜`$ can be transformed by an invertible (twisting) element $`𝒜𝒜`$, $`=f_i^{(1)}f_i^{(2)}`$, into a twisted one $`𝒜_{}(m,\mathrm{\Delta }_{},ϵ,S_{})`$. This Hopf algebra $`𝒜_{}`$ has the same multiplication and counit but the twisted coproduct and antipode given by $$\mathrm{\Delta }_{}(a)=\mathrm{\Delta }(a)^1,S_{}(a)=VS(a)V^1,$$ (2.1) with $$V=f_i^{(1)}S(f_i^{(2)}),a𝒜.$$ The twisting element has to satisfy the equations $`(ϵid)()=(idϵ)()=1,`$ (2.2) $`_{12}(\mathrm{\Delta }id)()=_{23}(id\mathrm{\Delta })().`$ (2.3) The first one is just a normalization condition and follows from the second relation modulo a non-zero scalar factor. If $`𝒜`$ is a Hopf subalgebra of $``$ the twisting element $``$ satisfying (2.1)–(2.3) induces the twist deformation $`_{}`$ of $``$. In this case one can put $`a`$ in all the formulas (2.1). This will completely define the Hopf algebra $`_{}`$. Let $`𝒜`$ and $``$ be the universal enveloping algebras: $`𝒜=U(\text{l})=U(\text{g})`$ with $`\text{l}\text{g}`$. If $`U(\text{l})`$ is the minimal subalgebra on which $``$ is completely defined as $`U(\text{l})U(\text{l})`$ then l is called the carrier algebra for $``$ . The composition of appropriate twists can be defined as $`=_2_1`$. Here the element $`_1`$ has to satisfy the twist equation with the coproduct of the original Hopf algebra, while $`_2`$ must be its solution for $`\mathrm{\Delta }__1`$ of the algebra twisted by $`_1`$. If the initial Hopf algebra $`𝒜`$ is quasitriangular with the universal element $``$ then so is the twisted one $`𝒜_{}(m,\mathrm{\Delta }_{},ϵ,S_{},_{})`$ with $`_{}=_{21}^1.`$ (2.4) Most of the explicitly known twisting elements have the factorization property with respect to comultiplication $$(\mathrm{\Delta }id)()=_{23}_{13}\text{or}(\mathrm{\Delta }id)()=_{13}_{23},$$ and $$(id\mathrm{\Delta })()=_{12}_{13}\text{or}(id\mathrm{\Delta })()=_{13}_{12}.$$ To guarantee the validity of the twist equation, these identities are to be combined with the additional requirement $`_{12}_{23}=_{23}_{12}`$ or the Yang–Baxter equation on $``$ . An important subclass of factorizable twists consists of elements satisfying the equations $`(\mathrm{\Delta }id)()=_{13}_{23},`$ (2.5) $`(id\mathrm{\Delta }_{})()=_{12}_{13}.`$ (2.6) Apart from the universal $`R`$–matrix $``$ that satisfies these equations for $`\mathrm{\Delta }_{}=\mathrm{\Delta }^{op}`$ ($`\mathrm{\Delta }^{op}=\tau \mathrm{\Delta }`$, where $`\tau (ab)=ba`$) there are two more well developed cases of such twists: the jordanian twist of a Borel algebra $`B(2)`$ where $`_j`$ has the form (1.1) (see ) and the extended jordanian twists (see and for details). According to the result by Drinfeld skew (constant) solutions of the classical Yang–Baxter equation (CYBE) can be quantized and the deformed algebras thus obtained can be presented in a form of twisted universal enveloping algebras. On the other hand, such solutions of CYBE can be connected with the quasi-Frobenius carrier subalgebras of the initial classical Lie algebra . A Lie algebra $`\text{g}(\mu )`$, with the Lie composition $`\mu `$, is called Frobenius if there exists a linear functional $`g^{}\text{g}^{}`$ such that the form $`b(g_1,g_2)=g^{}(\mu (g_1,g_2))`$ is nondegenerate. This means that g must have a nondegenerate 2–coboundary $`b(g_1,g_2)B^2(\text{g},𝐊)`$. The algebra is called quasi-Frobenius if it has a nondegenerate 2–cocycle $`b(g_1,g_2)Z^2(\text{g},𝐊)`$ (not necessarily a coboundary). The classification of quasi-Frobenius subalgebras in $`sl(n)`$ was given in . The deformations of quantized algebras include the deformations of their Lie bialgebras $`(\text{g},\text{g}^{})`$. Let us fix one of the constituents $`\text{g}_1^{}(\mu _1^{})`$ (with composition $`\mu _1^{}`$) and deform it in the first order $$(\mu _1^{})_t=\mu _1^{}+t\mu _2^{},$$ its deforming function $`\mu _2^{}`$ is also a Lie product and the deformation property becomes reciprocal: $`\mu _1^{}`$ can be considered as a first order deforming function for algebra $`\text{g}_2^{}(\mu _2^{})`$. Let $`\text{g}(\mu )`$ be a Lie algebra that form Lie bialgebras with both $`\text{g}_1^{}`$ and $`\text{g}_2^{}`$. This means that we have a one-dimensional family $`\{(\text{g},(\text{g}_1^{})_t)\}`$ of Lie bialgebras and correspondingly a one dimensional family of quantum deformations $`\{𝒜_t(\text{g},(\text{g}_1^{})_t)\}`$ . This situation provides the possibility to construct in the set of Hopf algebras a smooth curve connecting quantizations of the type $`𝒜(\text{g},\text{g}_1^{})`$ with those of $`𝒜(\text{g},\text{g}_2^{})`$. Such smooth transitions can involve contractions provided $`\mu _2^{}B^2(\text{g}_1^{},\text{g}_1^{})`$. This happens in the case of $`𝒥𝒯,𝒯`$ and some other twists (see and references therein). ## 3 Extended twist for $`U(sl(3))`$ Extended jordanian twists are associated with the set $`\{𝐋(\alpha ,\beta ,\gamma ,\delta )_{\alpha +\beta =\delta }\}`$ of Frobenius algebras , $$\begin{array}{c}[H,E]=\delta E,[H,A]=\alpha A,[H,B]=\beta B,\hfill \\ [A,B]=\gamma E,[E,A]=[E,B]=0,\alpha +\beta =\delta .\hfill \end{array}$$ (3.1) For limit values of $`\gamma `$ and $`\delta `$ the structure of $`𝐋`$ degenerates. For the internal (nonzero) values of $`\gamma `$ and $`\delta `$ the twists associated with the corresponding $`𝐋`$’s are equivalent. It is sufficient to study the one-dimensional subvariety $`=\{𝐋(\alpha ,\beta )_{\alpha +\beta =1}\}`$, that is to consider the carrier algebras $$\begin{array}{c}[H,E]=E,[H,A]=\alpha A,[H,B]=\beta B,\hfill \\ [A,B]=E,[E,A]=[E,B]=0,\alpha +\beta =1.\hfill \end{array}$$ (3.2) The corresponding group 2–cocycles (twists) are $$_{(\alpha ,\beta )}=\mathrm{\Phi }_{(\alpha ,\beta )}\mathrm{\Phi }_j$$ (3.3) or $$_{^{}(\alpha ,\beta )}\text{ }=\mathrm{\Phi }_{^{}(\alpha ,\beta )}\mathrm{\Phi }_j$$ (3.4) with $$\begin{array}{ccc}\mathrm{\Phi }_j\hfill & =& \hfill _j\text{ }=\mathrm{exp}\{H\sigma \},\\ \mathrm{\Phi }_{(\alpha ,\beta )}\hfill & =& \hfill \mathrm{exp}\{ABe^{\beta \sigma }\},\\ \mathrm{\Phi }_{^{}(\alpha ,\beta )}\hfill & =& \hfill \mathrm{exp}\{BAe^{\alpha \sigma }\}.\end{array}$$ (3.5) Twists (3.3) and (3.4) define the deformed Hopf algebras $`𝐋_{(\alpha ,\beta )}`$ with the co-structure $$\begin{array}{ccc}\mathrm{\Delta }_{(\alpha ,\beta )}(H)\hfill & =& He^\sigma +1HABe^{(\beta +1)\sigma },\hfill \\ \mathrm{\Delta }_{(\alpha ,\beta )}(A)\hfill & =& Ae^{\beta \sigma }+1A,\hfill \\ \mathrm{\Delta }_{(\alpha ,\beta )}(B)\hfill & =& Be^{\beta \sigma }+e^\sigma B,\hfill \\ \mathrm{\Delta }_{(\alpha ,\beta )}(E)\hfill & =& Ee^\sigma +1E;\hfill \end{array}$$ (3.6) and $`𝐋_{^{}(\alpha ,\beta )}`$ defined by $$\begin{array}{ccc}\mathrm{\Delta }_{^{}(\alpha ,\beta )}(H)\hfill & =& He^\sigma +1H+BAe^{(\alpha +1)\sigma },\hfill \\ \mathrm{\Delta }_{^{}(\alpha ,\beta )}(A)\hfill & =& Ae^{\alpha \sigma }+e^\sigma A,\hfill \\ \mathrm{\Delta }_{^{}(\alpha ,\beta )}(B)\hfill & =& Be^{\alpha \sigma }+1B,\hfill \\ \mathrm{\Delta }_{^{}(\alpha ,\beta )}(E)\hfill & =& Ee^\sigma +1E.\hfill \end{array}$$ (3.7) The sets $`\{𝐋_{(\alpha ,\beta )}\}`$ and $`\{𝐋_{^{}(\alpha ,\beta )}\}`$ are equivalent due to the Hopf isomorphism $`𝐋_{(\alpha ,\beta )}𝐋_{^{}(\beta ,\alpha )}`$: $$\{𝐋_{}(\alpha ,\beta )\}\{𝐋_{^{}}(\alpha ,\beta )\}\{𝐋_{}(\alpha \beta )\}\{𝐋_{^{}}(\alpha \beta )\}.$$ (3.8) So, it is sufficient to use only one of the extensions either $`\mathrm{\Phi }_{(\alpha ,\beta )}`$ or $`\mathrm{\Phi }_{^{}(\alpha ,\beta )}`$, or a half of the domain for $`(\alpha ,\beta )`$. The set $`=\{𝐋(\alpha ,\beta )_{\alpha +\beta =1,}\}`$ is just the family of 4-dimensional Frobenius algebras that one finds in $`U(sl(3))`$ . It was mentioned in that complicated calculations are needed to write down all the defining coproducts for the canonical extended twisted $`U_{}^{\mathrm{can}}(sl(3))`$. Here we shall show how to overcome partially this difficulty and to get all the defining relations in the explicit form. First we shall construct the simplest member of the family $`\{U_{(\alpha ,\beta )}(sl(3))\}`$ — one of the peripheric twisted algebras $`U_𝒫^{}(sl(3))`$. Then, the additional parameterized twist will be applied and finally we shall prove that the whole set $`\{U_{(\alpha ,\beta )}(sl(3))\}`$ is thus obtained. Consider the subalgebra $`𝐋(0,1)sl(3)`$ with generators $$\begin{array}{c}H=\frac{1}{3}(H_{13}+H_{23})=\frac{1}{3}(E_{11}+E_{22}2E_{33}),\hfill \\ A=E_{12},B=E_{23},E=E_{13},\hfill \end{array}$$ (3.9) and the compositions $$\begin{array}{c}[H,E_{13}]=E_{13},[H,E_{12}]=0,[H,E_{23}]=E_{23},\hfill \\ [E_{12},E_{23}]=E_{13},[E_{12},E_{13}]=[E_{23},E_{13}]=0.\hfill \end{array}$$ (3.10) According to the results obtained in (see formulas (3.4) and (3.5)) one of the peripheric twists attributed to this algebra has the form $$_𝒫^{}\text{ }=\mathrm{\Phi }_𝒫^{}\mathrm{\Phi }_j=e^{E_{23}E_{12}}e^{H\sigma }.$$ (3.11) Applying to $`U(sl(3))`$ the twisting procedure with $`_𝒫^{}`$ we construct the Hopf algebra $`U_𝒫^{}(sl(3))`$ with the usual multiplication of $`U(sl(3))`$ and the coproduct defined by the relations: $$\begin{array}{ccc}\mathrm{\Delta }_𝒫^{}\text{ }(H_{12})\hfill & =& H_{12}1+1H_{12}+H(e^\sigma 1)+E_{23}E_{12}e^\sigma ,\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(H_{13})\hfill & =& H_{13}1+1H_{13}+2H(e^\sigma 1)+2E_{23}E_{12}e^\sigma ,\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{12})\hfill & =& E_{12}1+e^\sigma E_{12},\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{13})\hfill & =& E_{13}e^\sigma +1E_{13},\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{21})\hfill & =& E_{21}1+1E_{21}HE_{23}e^\sigma E_{23}H_{12}\hfill \\ & & E_{23}E_{12}E_{23}e^\sigma +HE_{23}(1e^\sigma )E_{23}^2E_{12}e^\sigma ,\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{23})\hfill & =& E_{23}1+1E_{23},\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{31})\hfill & =& E_{31}e^\sigma +1E_{31}+HH_{13}\hfill \\ & & +(1H)H(e^\sigma e^{2\sigma })\hfill \\ & & +(1H)E_{23}E_{12}(e^\sigma 2e^{2\sigma })E_{21}E_{12}e^\sigma \hfill \\ & & +E_{23}E_{32}+E_{23}H_{13}E_{12}e^\sigma +E_{23}^2E_{12}^2e^{2\sigma },\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(E_{32})\hfill & =& E_{32}e^\sigma +1E_{32}+(HH_{23})E_{12}e^\sigma .\hfill \end{array}$$ (3.12) The universal $``$–matrix for this algebra is $$_𝒫^{}=e^{E_{12}E_{23}}e^{\sigma H}e^{H\sigma }e^{E_{23}E_{12}},$$ (3.13) and the classical $`r`$–matrix can be written in the form $$r_𝒫^{}=E_{23}E_{12}+\frac{1}{3}E_{13}(E_{11}+E_{22}2E_{33}).$$ (3.14) By means of this $`r`$–matrix (or directly from the coproducts (3.12)) the following Lie compositions for $`\text{g}_𝒫^{}^{}`$ (the algebra dual to $`sl(3)`$ in this quantization) can be obtained $$\begin{array}{cccccc}[X_{11},X_{13}]\hfill & =& \frac{1}{3}(X_{11}X_{33}),\hfill & \hfill [X_{12},X_{23}]& =& (X_{11}X_{33}),\hfill \\ [X_{22},X_{13}]\hfill & =& \frac{1}{3}(X_{11}X_{33}),\hfill & \hfill [X_{12},X_{13}]& =& X_{12},\hfill \\ [X_{33},X_{13}]\hfill & =& +\frac{2}{3}(X_{11}X_{33}),\hfill & \hfill [X_{12},X_{21}]& =& X_{31},\hfill \\ [X_{11},X_{23}]\hfill & =& +\frac{2}{3}X_{21},\hfill & \hfill [X_{13},X_{31}]& =& X_{31},\hfill \\ [X_{22},X_{23}]\hfill & =& \frac{4}{3}X_{21},\hfill & \hfill [X_{23},X_{32}]& =& X_{31},\hfill \\ [X_{33},X_{23}]\hfill & =& +\frac{2}{3}X_{21},\hfill & \hfill [X_{13},X_{32}]& =& +X_{32},\hfill \\ [X_{11},X_{33}]\hfill & =& +\frac{1}{3}X_{31},\hfill & \hfill [X_{22},X_{33}]& =& \frac{1}{3}X_{31},\hfill \\ [X_{11},X_{12}]\hfill & =& +\frac{1}{3}X_{32},\hfill & \hfill [X_{12},X_{33}]& =& \frac{1}{3}X_{32},\hfill \\ [X_{11},X_{22}]\hfill & =& \frac{1}{3}X_{31},\hfill & \hfill [X_{12},X_{22}]& =& +\frac{2}{3}X_{32}.\hfill \end{array}$$ (3.15) ## 4 Reshetikhin twist action on $`U_{}(sl(3))`$ The main observation with respect to our present aim is that besides the primitive element $`\sigma `$ the twisted algebra $`U_𝒫^{}(sl(3))`$ contains the primitive Cartan generator $`K`$ $$K=\frac{1}{3}(H_{12}H_{23}).$$ (4.1) The element $`K^{}`$ dual to $`K`$ is orthogonal to the root $`E^{}`$ of $`E𝐋(\alpha ,\beta )`$, that is, $`K`$ commutes with $`\sigma `$. So $`U_𝒫^{}(sl(3))`$ contains the Abelian subalgebra $$\begin{array}{ccc}\mathrm{\Delta }_𝒫^{}\text{ }(K)\hfill & =& K1+1K,\hfill \\ \mathrm{\Delta }_𝒫^{}\text{ }(\sigma )\hfill & =& \sigma 1+1\sigma .\hfill \end{array}[K,\sigma ]=0,$$ (4.2) Thus, the additional Reshetikhin twist $$_{\stackrel{~}{}(\lambda )}=e^{\lambda K\sigma }$$ (4.3) is applicable to the previously obtained Hopf algebra, $$U_𝒫^{}(sl(3))\stackrel{_{\stackrel{~}{}(\lambda )}}{}U_{𝒫^{}\stackrel{~}{}(\lambda )}(sl(3)).$$ (4.4) The new twisted algebra $`U_{𝒫^{}\stackrel{~}{}(\lambda )}(sl(3))`$ is defined by the relations: $$\begin{array}{ccc}\mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(H_{12})\hfill & =& H_{12}1+1H_{12}+(\lambda K+H)(e^\sigma 1)\hfill \\ & & +E_{23}E_{12}e^{(\lambda +1)\sigma },\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(H_{13})\hfill & =& (H_{13}2(\lambda K+H))1+2(\lambda K+H)e^\sigma \hfill \\ & & +1H_{13}+2E_{23}E_{12}e^{(\lambda +1)\sigma },\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{12})\hfill & =& E_{12}e^{\lambda \sigma }+e^\sigma E_{12},\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{13})\hfill & =& E_{13}e^\sigma +1E_{13},\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{21})\hfill & =& E_{21}e^{\lambda \sigma }+1E_{21}\hfill \\ & & E_{23}H_{12}e^{\lambda \sigma }(\lambda K+H)E_{23}e^\sigma \hfill \\ & & +(\lambda K+H)E_{23}(e^{\lambda \sigma }e^{(\lambda +1)\sigma })\hfill \\ & & E_{23}^2E_{12}e^{(2\lambda +1)\sigma }E_{23}E_{12}E_{23}e^{(\lambda +1)\sigma },\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{23})\hfill & =& E_{23}e^{\lambda \sigma }+1E_{23},\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{31})\hfill & =& E_{31}e^\sigma +1E_{31}+(\lambda K+H)H_{13}e^\sigma \hfill \\ & & +E_{23}E_{32}e^{\lambda \sigma }\hfill \\ & & +(1\lambda KH)(\lambda K+H)(e^\sigma e^{2\sigma })\hfill \\ & & E_{21}E_{12}e^{(\lambda +1)\sigma }\hfill \\ & & +(1\lambda KH)E_{23}E_{12}e^{\lambda \sigma }(e^\sigma 2e^{2\sigma })\hfill \\ & & +E_{23}H_{13}E_{12}e^{(\lambda +1)\sigma }+E_{23}^2E_{12}^2e^{2(\lambda +1)\sigma },\hfill \\ \mathrm{\Delta }_{𝒫^{}\stackrel{~}{}(\lambda )}(E_{32})\hfill & =& E_{32}e^{(\lambda 1)\sigma }+1E_{32}+(\lambda +1)KE_{12}e^\sigma .\hfill \end{array}$$ (4.5) According to the associativity of twisting transformations the same parameterized set of algebras could be obtained directly from $`U(sl(3))`$ using the composite twist $$_{𝒫^{}\stackrel{~}{}(\lambda )}=_{\stackrel{~}{}(\lambda )}\mathrm{\Phi }_{^{}}\mathrm{\Phi }_j=e^{\lambda K\sigma }e^{E_{23}E_{12}}e^{H\sigma }.$$ (4.6) This twisting element can be written in the form $$_{𝒫^{}\stackrel{~}{}(\lambda )}=e^{E_{23}E_{12}e^{\lambda \sigma }}e^{(H+\lambda K)\sigma }.$$ (4.7) The latter is the extended twist for the Lie algebra $$\begin{array}{c}[H+\lambda K,E_{13}]=E_{13},[H+\lambda K,E_{12}]=\lambda E_{12},[H+\lambda K,E_{23}]=(1\lambda )E_{23},\hfill \\ [E_{12},E_{23}]=E_{13},[E_{12},E_{13}]=[E_{23},E_{13}]=0.\hfill \end{array}$$ (4.8) The relations (4.7) and (4.8) signify that the family $`\{U_{𝒫^{}\stackrel{~}{}(\lambda )}(sl(3))\}`$ is the complete set of twisted Hopf algebras related to the Frobenius subalgebras $`\{𝐋_{(\alpha ,\beta )}sl(3)\}`$ and that $`\lambda =\alpha `$. It must be also stressed that the appropriate Reshetikhin twist of the type $`_{\stackrel{~}{}(\lambda )}`$ can be constructed for any algebra $`U_{(\alpha ,\beta )}(sl(3))`$ — there always exists a Cartan element whose dual is orthogonal to the root $`\nu _E`$. Note that any triple of roots $`\{\alpha ,\beta ,\gamma \alpha +\beta =\gamma \}`$ of the $`sl(3)`$ root system can play the role of the triple $`\{\nu _{12},\nu _{23},\nu _{13}\}`$ that was selected in our case to form the carrier subalgebra. The formulas above are irrelevant to this choice, only the interrelations of roots are important. In $`sl(3)`$ there always exists the equivalence transformation of the root system that identify any such triple with the fixed one. The obtained set of Hopf algebras corresponds to the parameterized family $`r_{^{}(\theta )}`$ of $`r`$–matrices $$r_{^{}(\theta )}=E_{23}E_{12}+\frac{1}{2}E_{13}H_{13}+\frac{1}{2}\theta E_{13}(H_{12}H_{23}),$$ (4.9) where we use the parameter $`\theta =\frac{1}{3}(2\lambda 1)`$ measuring the deviation of the extended twist from the canonical rather than from the peripheric one. Algebras $`U_{𝒫^{}\stackrel{~}{}(\lambda )}(sl(3))`$ are the quantizations of the Lie bialgebras $`(sl(3),\text{g}_{^{}(\theta )}^{})`$. The compositions of $`\text{g}_{^{}(\theta )}^{}`$ are easily derived with the help of (4.9): $$\begin{array}{cccccc}[X_{11},X_{12}]\hfill & =& \frac{1}{2}(1+\theta )X_{32},\hfill & \hfill [X_{11},X_{22}]& =& \theta X_{31},\hfill \\ [X_{11},X_{23}]\hfill & =& \frac{1}{2}(1\theta )X_{21},\hfill & \hfill [X_{11},X_{13}]& =& \frac{1}{2}(\theta +1)(X_{11}X_{33}),\hfill \\ [X_{11},X_{33}]\hfill & =& \theta X_{31},\hfill & \hfill [X_{12},X_{13}]& =& \frac{1}{2}(3\theta 1)X_{12},\hfill \\ [X_{12},X_{21}]\hfill & =& X_{31},\hfill & \hfill [X_{12},X_{23}]& =& (X_{11}X_{33}),\hfill \\ [X_{12},X_{22}]\hfill & =& (\theta +1)X_{32},\hfill & \hfill [X_{12},X_{33}]& =& \frac{1}{2}(\theta +1)X_{32},\hfill \\ [X_{13},X_{21}]\hfill & =& \frac{1}{2}(3\theta +1)X_{21},\hfill & \hfill [X_{13},X_{22}]& =& \theta (X_{11}X_{33}),\hfill \\ [X_{13},X_{23}]\hfill & =& \frac{1}{2}(3\theta +1)X_{23},\hfill & \hfill [X_{13},X_{31}]& =& X_{31},\hfill \\ [X_{13},X_{32}]\hfill & =& \frac{1}{2}(13\theta )X_{32},\hfill & \hfill [X_{13},X_{33}]& =& \frac{1}{2}(\theta 1)(X_{11}X_{33}),\hfill \\ [X_{22},X_{23}]\hfill & =& (\theta 1)X_{21},\hfill & \hfill [X_{22},X_{33}]& =& \theta X_{31},\hfill \\ [X_{23},X_{32}]\hfill & =& X_{31},\hfill & \hfill [X_{23},X_{33}]& =& \frac{1}{2}(\theta 1)X_{21}.\hfill \end{array}$$ (4.10) ## 5 Multiparametric Drinfeld–Jimbo and $`𝒯`$ quantizations The twisting element for the Reshetikhin twist for $`U_{𝒟𝒥}(sl(3))`$, $$_{}\text{ }=e^{\eta H_{23}H_{12}},$$ (5.1) converts $`U_{𝒟𝒥}(sl(3))`$ into the twisted algebra $`U_{𝒟𝒥}(sl(3))`$ with the $`r`$–matrix of the form $$r_{𝒟𝒥}=r_{𝒟𝒥}+r_{}=r_{𝒟𝒥}+\eta H_{12}H_{23}=r_{𝒟𝒥}+\eta (E_{11}E_{33}E_{11}E_{22}E_{22}E_{33}).$$ (5.2) This signifies that the corresponding dual Lie algebra $`\text{g}_{𝒟𝒥}^{}`$ is the first order deformation of $`\text{g}_{𝒟𝒥}^{}`$ by $`\text{g}_{}^{}`$ and $`\eta `$ can be viewed as a deformation parameter. The nonzero compositions of $`\text{g}_{}^{}`$ are the following ones : $$\begin{array}{cccccc}[X_{11},X_{12}]\hfill & =& X_{12},\hfill & \hfill [X_{11},X_{21}]& =& X_{21},\hfill \\ [X_{22},X_{12}]\hfill & =& X_{12},\hfill & \hfill [X_{22},X_{21}]& =& X_{21},\hfill \\ [X_{33},X_{12}]\hfill & =& 2X_{12},\hfill & \hfill [X_{33},X_{21}]& =& 2X_{21},\hfill \\ [X_{11},X_{13}]\hfill & =& X_{13},\hfill & \hfill [X_{11},X_{31}]& =& X_{31},\hfill \\ [X_{22},X_{13}]\hfill & =& 2X_{13},\hfill & \hfill [X_{22},X_{31}]& =& 2X_{31},\hfill \\ [X_{33},X_{13}]\hfill & =& X_{13},\hfill & \hfill [X_{33},X_{31}]& =& X_{31},\hfill \\ [X_{11},X_{23}]\hfill & =& 2X_{23},\hfill & \hfill [X_{11},X_{32}]& =& 2X_{32},\hfill \\ [X_{22},X_{23}]\hfill & =& X_{23},\hfill & \hfill [X_{22},X_{32}]& =& X_{32},\hfill \\ [X_{33},X_{23}]\hfill & =& X_{23},\hfill & \hfill [X_{33},X_{32}]& =& X_{32}.\hfill \end{array}$$ (5.3) The compositions $`\mu _{𝒟𝒥}^{}`$ of the algebra $`\text{g}_{𝒟𝒥}^{}`$ that was deformed in the first order by $`\mu _{}^{}`$ are: $$\begin{array}{cccccc}[X_{11},X_{12}]\hfill & =& X_{12}\eta X_{12},\hfill & \hfill [X_{11},X_{21}]& =& X_{21}+\eta X_{21},\hfill \\ [X_{11},X_{13}]\hfill & =& X_{13}+\eta X_{13},\hfill & \hfill [X_{11},X_{31}]& =& X_{31}\eta X_{31},\hfill \\ [X_{11},X_{23}]\hfill & =& 2\eta X_{23},\hfill & \hfill [X_{11},X_{32}]& =& 2\eta X_{32},\hfill \\ [X_{22},X_{12}]\hfill & =& X_{12}\eta X_{12},\hfill & \hfill [X_{22},X_{21}]& =& X_{21}+\eta X_{21},\hfill \\ [X_{22},X_{13}]\hfill & =& 2\eta X_{13},\hfill & \hfill [X_{22},X_{31}]& =& 2\eta X_{31},\hfill \\ [X_{22},X_{23}]\hfill & =& X_{23}\eta X_{23},\hfill & \hfill [X_{22},X_{32}]& =& X_{32}+\eta X_{32},\hfill \\ [X_{33},X_{12}]\hfill & =& 2\eta X_{12},\hfill & \hfill [X_{33},X_{21}]& =& 2\eta X_{21},\hfill \\ [X_{33},X_{13}]\hfill & =& X_{13}+\eta X_{13},\hfill & \hfill [X_{33},X_{31}]& =& X_{31}\eta X_{31},\hfill \\ [X_{33},X_{23}]\hfill & =& X_{23}\eta X_{23},\hfill & \hfill [X_{33},X_{32}]& =& X_{32}+\eta X_{23},\hfill \\ [X_{12},X_{23}]\hfill & =& 2X_{13},\hfill & \hfill [X_{21},X_{32}]& =& 2X_{31}.\hfill \end{array}$$ (5.4) According to the lemma proved in the necessary and sufficient condition for the existence of a smooth transition connecting two quantized Lie bialgebras $`U_q(\text{g},\text{g}_1^{})`$ and $`U_q(\text{g},\text{g}_2^{})`$ is the existence of the first order deformation of $`\mu _1^{}`$ by $`\mu _2^{}`$ (and vice versa). In our case this is the combination of compositions (4.10) and (5.4), $$\mu ^{}(s,t)=s\mu _{𝒟𝒥}^{}(\eta )+t\mu _{^{}}^{}(\theta ),$$ (5.5) that must be checked. The direct computations show that $`\mu ^{}(s,t)`$ is a Lie composition if and only if $`\eta =\theta `$. Thus we have proved that for any $`U_{(\alpha ,\beta )}(sl(3))`$ there exists one and only one twisted Drinfeld–Jimbo deformation $`U_{𝒟𝒥(\lambda )}(sl(3))`$ that can be connected with the twisted algebra by a smooth path whose points are the deformation quantizations. Remember that both $`\mu _{𝒟𝒥}^{}(\eta )`$ and $`\mu _{^{}}^{}(\theta )`$ are the linear combinations of Lie compositions ($`\mu _{𝒟𝒥}^{}`$ and $`\mu _{}^{}`$, $`\mu _𝒫^{}^{}`$ and $`\mu _\stackrel{~}{}^{}`$). So, we have a four-dimensional space of compositions with two fixed planes of Lie compositions containing correspondingly $`\mu _{𝒟𝒥}^{}(\eta )`$ and $`\mu _{^{}}^{}(\theta )`$. From these two planes only the correlated lines (with $`\eta =\theta `$) belong to the Lie subspaces that intersect both planes. ## 6 Conclusions The $`r`$–matrix $`r_{𝒟𝒥}(\eta )`$ can be transformed into the mixed $`r`$–matrix $`r_{𝒟𝒥}(\eta )+vr_{(\eta )}`$ with the help of an operator $`\mathrm{exp}\{v\mathrm{ad}_E\}`$ similarly to the ordinary case when $`r_{𝒟𝒥}`$ is transformed into $`r_{𝒟𝒥}+vr_{}^{\mathrm{can}}`$ . We want to note that the element $`E`$ may correspond to any root $`\nu `$ of the $`sl(3)`$ root system. Varying the roots one shall arrive at the $`r`$–matrices attributed to different (though equivalent) sets of extended twisted algebras. The canonically extended twisted algebra $`U_{}^{\mathrm{can}}(sl(3))`$ introduced in is a special case of extended twisted algebras $`\{U_{^{}(\alpha ,\beta )}(sl(3))\}`$. It corresponds to the situation when the functional $`H^{}`$ is parallel to the root $`\nu _E`$. For the Lie algebras of $`A_n`$ series this means that $`\alpha =\beta =1/2`$. In the Appendix we present the full table of the defining relations for this Hopf algebra. The peripheric twists helped us to obtain the explicit form of the comultiplication for all the extended twisted Hopf algebras originated from $`U(sl(3))`$. In the set $`\{U_{(\alpha ,\beta )}(sl(3))\}`$ algebras produced by peripheric twists were not distinguished by their relations neither with Drinfeld–Jimbo twists ($`\{U_{𝒟𝒥}(sl(3))\}`$) nor with Reshetikhin twists. We want to note that the situation changes when one studies the specific properties of extensions for peripheric twisted algebras. The construction presented in this paper can be performed for any two-dimensional sublattice of the root lattice of any simple Lie algebra. For any highest root of the “triple” there exists the Cartan generator whose dual is orthogonal to this root. This means that the corresponding special Reshetikhin twist can always be constructed. The same is true also for the so called special injections of $`\text{g}`$. In this case the “triple” will be realized in the root space submerged in that of the initial simple algebra. Whatever the injection is an ordinary Reshetikhin twist can be applied to the $`U_{𝒟𝒥}(\text{g})`$ to coordinate the properties of $`U_{𝒟𝒥}(\text{g})`$ and $`U_{}(\text{g})`$. The extended twists for different injections and the role of the peripheric twists will be studied in detail in a forthcoming publication. ## Acknowledgments The authors are thankful to Prof. P.P.Kulish for his important comments. V. L. would like to thank the DGICYT of the Ministerio de Educación y Cultura de España for supporting his sabbatical stay (grant SAB1995-0610). This work has been partially supported by DGES of the Ministerio de Educación y Cultura of España under Project PB95-0719, the Junta de Castilla y León (España) and the Russian Foundation for Fundamental Research under grant 97-01-01152. ## Appendix In the $``$-twisted algebra $`U_{}^{\mathrm{can}}(sl(3))`$ was introduced and some of its comultiplications where presented explicitly. In the family $`\{U_{^{}(\alpha ,\beta )}(sl(3))\}`$ it corresponds to the case $`\alpha =1/2`$. The involution $$\begin{array}{cccccc}E_{12}\hfill & & E_{23},\hfill & E_{32}\hfill & & E_{21},\hfill \\ E_{23}\hfill & & E_{12},\hfill & H_{12}\hfill & & H_{23},\hfill \\ E_{21}\hfill & & E_{32},\hfill & H_{23}\hfill & & H_{12},\hfill \end{array}$$ (6.1) transforms $`U_{^{}(1/2,1/2)}(sl(3))`$ into $`U_{(1/2,1/2)}(sl(3))`$. The full list of defining coproducts for $`U_{}^{\mathrm{can}}(sl(3))`$ can be thus obtained: $$\begin{array}{ccc}\mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(H_{23})\hfill & =& H_{23}1+1H_{23}+\frac{1}{2}H_{13}(e^{2\stackrel{~}{\sigma }}1)2\xi E_{12}E_{23}e^{3\stackrel{~}{\sigma }},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(H_{13})\hfill & =& H_{13}e^{2\stackrel{~}{\sigma }}+1H_{13}4\xi E_{12}E_{23}e^{3\stackrel{~}{\sigma }},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{23})\hfill & =& E_{23}e^{\stackrel{~}{\sigma }}+e^{2\stackrel{~}{\sigma }}E_{23},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{13})\hfill & =& E_{13}e^{2\stackrel{~}{\sigma }}+1E_{13},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{32})\hfill & =& E_{32}e^{\stackrel{~}{\sigma }}+1E_{32}+2\xi E_{12}H_{23}e^{\stackrel{~}{\sigma }}+\xi H_{13}E_{12}e^{2\stackrel{~}{\sigma }}\hfill \\ & & \xi H_{13}E_{12}(e^{\stackrel{~}{\sigma }}e^{3\stackrel{~}{\sigma }})4\xi ^2E_{12}^2E_{23}e^{4\stackrel{~}{\sigma }}\hfill \\ & & 4\xi ^2E_{12}E_{23}E_{12}e^{3\stackrel{~}{\sigma }},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{12})\hfill & =& E_{12}e^{\stackrel{~}{\sigma }}+1E_{12},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{31})\hfill & =& E_{31}e^{2\stackrel{~}{\sigma }}+1E_{31}+\xi H_{13}H_{13}e^{2\stackrel{~}{\sigma }}\hfill \\ & & +\xi (1\frac{1}{2}H_{13})H_{13}(e^{2\stackrel{~}{\sigma }}e^{4\stackrel{~}{\sigma }})2\xi E_{32}E_{23}e^{3\stackrel{~}{\sigma }}\hfill \\ & & +2\xi E_{12}E_{21}e^{\stackrel{~}{\sigma }}\hfill \\ & & 4\xi ^2(1\frac{1}{2}H_{13})E_{12}E_{23}e^{\stackrel{~}{\sigma }}(e^{2\stackrel{~}{\sigma }}2e^{4\stackrel{~}{\sigma }})\hfill \\ & & 4\xi ^2E_{12}H_{13}E_{23}e^{3\stackrel{~}{\sigma }}+8\xi ^3E_{12}^2E_{23}^2e^{6\stackrel{~}{\sigma }},\hfill \\ \mathrm{\Delta }_{}^{}{}_{}{}^{\mathrm{can}}(E_{21})\hfill & =& E_{21}e^{\stackrel{~}{\sigma }}+1E_{21}+\xi (H_{12}H_{23})E_{23}e^{2\stackrel{~}{\sigma }}.\hfill \end{array}$$ (6.2) Note that the deformation parameter $`\xi `$ and $`\stackrel{~}{\sigma }=\frac{1}{2}\mathrm{ln}(1+2\xi E)`$ had been introduced here to make the correlations with the previous results more transparent.
no-problem/9903/solv-int9903002.html	ar5iv	text	# References JINR preprint E2-98-348 Nambu–Poisson reformulation of the finite dimensional dynamical systems Dumitru Baleanu<sup>1</sup><sup>1</sup>1 Permanent address : Institute of Space Sciences, P.O.BOX, MG-36, R 76900,Magurele-Bucharest, Romania,E-Mail address: baleanu@thsun1.jinr.ru,baleanu@venus.ifa.ro Bogoliubov Laboratory of Theoretical Physics Joint Institute for Nuclear Research Dubna, Moscow Region, Russia and Nugzar Makhaldiani<sup>2</sup><sup>2</sup>2e-mail address: mnv@cv.jinr.ru Laboratory of Computing Techniques and Automation Joint Institute for Nuclear Research Dubna, Moscow Region, Russia ## Abstract In this paper we introduce a system of nonlinear ordinary differential equations which in a particular case reduces to Volterra’s system. We found in two simplest cases the complete sets of the integrals of motion using Nambu–Poisson reformulation of the Hamiltonian dynamics. In these cases we have solved the systems by quadratures. 1. Introduction The Hamiltonian mechanics (HM) is in the ground of mathematical description of the physical theories, . But HM is in a sense blind, e.g., it does not make difference between two opposites: the ergodic Hamiltonian systems (with just one integral of motion) and integrable Hamiltonian systems (with maximal number of the integrals of motion). By our proposal, Nambu’s mechanics (NM) is proper generalization of the HM, which makes difference between dynamical systems with different numbers of integrals of motion explicit. In this paper we introduce a system of nonlinear ordinary differential equations which in a particular case reduces to Volterra’s system, and integrate this system using Nambu–Poisson formalism, . In Sec.2 of this paper we introduce the dynamical system. In Sec.3 and Sec.4 we construct a complete set of integrals of motion in two particular cases for which we found the general solutions in quadratures. In Sec.5 we found some integrals of motion in the general case and present our conclusions. 2. The system In this section we introduce the following dynamical system $`\dot{x}_n=\gamma _n{\displaystyle \underset{m=1}{\overset{p}{}}}(e^{x_{n+m}}e^{x_{nm}}),`$ (1) $`1nN,1p[(N1)/2],3N,`$ (2) $`x_{n+N}=x_n,`$ (3) where $`\gamma _n`$ are real numbers, and $`[a]`$ means the integer part of a. The system, (1) for $`\gamma _n=1`$, $`p=1`$ and $`x_n=lnv_n`$, becomes Voltera’s system $$\dot{v}_n=v_n(v_{n+1}v_{n1}),$$ (4) then it is connected also to the Toda’s lattice system, $`\dot{y}_n=e^{y_{n+1}y_n}+e^{y_ny_{n1}}.`$ Indeed if $`x_n=y_ny_{n1},`$ then $`\dot{x}_n=e^{x_{n+1}}e^{x_{n1}}.`$ If $`\gamma _n=1`$ and $`p1`$, the system (1) reduces to the so-called Bogoiavlensky lattice system, $$\dot{v}_n=v_n\underset{m=1}{\overset{p}{}}(v_{n+m}v_{nm}).$$ (5) For $`N=3`$, $`p=1`$ and arbitrary $`\gamma _n`$, (1) is connected to the system of three vortexes of two-dimensional ideal hydrodynamics, . 3. The case of $`N=3,p=1`$ It is well known that the system of $`N`$ vortexes can be described by the following system of differential equations, $$\dot{z}_n=i\underset{mn}{\overset{N}{}}\frac{\gamma _m}{z_n^{}z_m^{}},$$ (6) where $`z_n=x_n+iy_n`$ are complex coordinate of the centre of n-th vortex. For $`N=3,`$ it is easy to verify that the quantities $`x_1=ln\|z_2z_3\|^2,`$ (7) $`x_2=ln\|z_3z_1\|^2,`$ $`x_3=ln\|z_1z_2\|^2`$ satisfy the following system $`\dot{x}_1=\gamma _1(e^{x_2}e^{x_3}),`$ (8) $`\dot{x}_2=\gamma _2(e^{x_3}e^{x_1}),`$ (9) $`\dot{x}_3=\gamma _3(e^{x_1}e^{x_2}),`$ (10) after change of the time parameter as $$dt=\frac{e^{(x_1+x_2+x_3)}}{4S}d\tau =e^{(x_1+x_2+x_3)/2}Rd\tau ,$$ (11) where $`S`$ is the area of the triangle with vertexes in the centres of the vortexes and $`R`$ is the radius of the circle with the vortexes on it. The system (8) has two integrals of motion $`H_1={\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \frac{e^{x_i}}{\gamma _i}},`$ (12) $`H_2={\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \frac{x_i}{\gamma _i}}`$ and can be presented in the Nambu–Poisson form, $`\dot{x}_i=\omega _{ijk}{\displaystyle \frac{H_1}{x_j}}{\displaystyle \frac{H_2}{x_k}}`$ (13) $`=\{x_i,H_1,H_2\}=\omega _{ijk}{\displaystyle \frac{e^{x_j}}{\gamma _j}}{\displaystyle \frac{1}{\gamma _k}},`$ where $`\omega _{ijk}=ϵ_{ijk}\rho ,`$ (14) $`\rho =\gamma _1\gamma _2\gamma _3`$ and the Nambu–Poisson bracket of the functions $`A,B,C`$ on the three-dimensional phase space is $`\{A,B,C\}=\omega _{ijk}{\displaystyle \frac{A}{x_i}}{\displaystyle \frac{B}{x_j}}{\displaystyle \frac{C}{x_k}}.`$ (15) The fundamental bracket is $`\{x_1,x_2,x_3\}=\omega _{ijk}.`$ (16) Then we can again change the time parameter as $`du=\rho d\tau `$ (17) and obtain Nambu’s mechanics, $`\dot{x}_i=ϵ_{ijk}{\displaystyle \frac{H_1}{x_j}}{\displaystyle \frac{H_2}{x_k}}.`$ 4. The next important case is $`N=4`$ and $`p=1`$, $`\dot{x}_1=\gamma _1(e^{x_2}e^{x_4}),`$ (18) $`\dot{x}_2=\gamma _2(e^{x_3}e^{x_1}),`$ (19) $`\dot{x}_3=\gamma _3(e^{x_4}e^{x_2}),`$ (20) $`\dot{x}_4=\gamma _4(e^{x_1}e^{x_3}).`$ (21) Like as $`N=3,p=1`$ case, for (18) we have two integrals of motion $$H_1=\frac{e^{x_1}}{\gamma _1}+\frac{e^{x_2}}{\gamma _2}+\frac{e^{x_3}}{\gamma _3}+\frac{e^{x_4}}{\gamma _4},$$ (22) $$H_2=\frac{x_1}{\gamma _1}+\frac{x_2}{\gamma _2}+\frac{x_3}{\gamma _3}+\frac{x_4}{\gamma _4}.$$ (23) For the integrability of the system (18), we need one more integral of motion, $`H_3`$. To find that integral let us take Nambu’s form of the system (18) $$\dot{x}_n=\{x_n,H_1,H_2,H_3\}=\gamma _1\gamma _2\gamma _3\gamma _4ϵ_{nmkl}\frac{H_1}{x_m}\frac{H_2}{x_k}\frac{H_3}{x_l}.$$ (24) We found from (24) a solution for $`H_3`$ $$H_3=\frac{1}{2}(\frac{x_1}{\gamma _1}\frac{x_2}{\gamma _2}+\frac{x_3}{\gamma _3}\frac{x_4}{\gamma _4}).$$ (25) Because we already have three integrals of motion, we can integrate the system (18). From (23) and (25) we get $`x_4=\gamma _4({\displaystyle \frac{H_2+2H_3}{2}}{\displaystyle \frac{x_2}{\gamma _2}}),`$ (26) $`x_3=\gamma _3({\displaystyle \frac{H_22H_3}{2}}{\displaystyle \frac{x_1}{\gamma _1}})`$ (27) and (22) gives us $$\frac{e^{x_1}}{\gamma _1}+\frac{e^{x_2}}{\gamma _2}+e^{x_1\frac{\gamma _3}{\gamma _1}}\frac{e^{\frac{\gamma _3}{2}(H_22H_3)}}{\gamma _3}+e^{x_2\frac{\gamma _4}{\gamma _2}}\frac{e^{\frac{\gamma _4}{2}(H_2+2H_3)}}{\gamma _4}=H_1.$$ (28) So $`x_2`$ is an implicit function of $`x_1`$, $`x_2=n_1(x_1,H_1,H_2,H_3)`$. When $$\frac{\gamma _4}{\gamma _2}=\pm 1,\pm 2,\pm 3,4,$$ (29) the function $`n_1`$ reduces to the composition of the elementary functions. When $$\frac{\gamma _3}{\gamma _1}=\pm 1,\pm 2,\pm 3,4,$$ (30) we have $`x_1`$ as a superposition of elementary functions of $`x_2`$. Similarly we can consider the cases for the ratios $`\frac{\gamma _3}{\gamma _2}`$ and $`\frac{\gamma _4}{\gamma _1}`$. Now we can solve the equation for $`x_1`$, $$\dot{x}_1=\gamma _1(e^{x_2}e^{x_4})=n_2(x_1),$$ (31) by one quadrature, $$N(x_1)=_0^{x_1}\frac{dx}{n_2(x)}=tt_0.$$ (32) 5. Conclusions As is well known, Nambu mechanics is a generalization of classical Hamiltonian mechanics introduced by Yoichiro Nambu, . In it was demonstrated that several Hamiltonian systems possessing dynamical symmetries can be realized in the Nambu formalism of generalized mechanics. In this paper we invented the system (1) and investigate the integrability properties of the particular cases of the system by elementary methods using Nambu–Poisson reformulation of Hamiltonian mechanics. For the general case we have two integrals of motion for the system (1) $$H_1=\underset{n=1}{\overset{N}{}}\frac{e^{x_n}}{\gamma _n},$$ (33) $$H_2=\underset{n=1}{\overset{N}{}}\frac{x_n}{\gamma _n}.$$ (34) For even N, $`N=2M`$, we found a third integral of motion $$H_3=\frac{1}{2}\underset{n=1}{\overset{2M}{}}\frac{(1)^nx_n}{\gamma _n},$$ (35) but when $`N5`$, for integrability, we need extra integrals of motion. The integrability properties of the system (1) in the general case are under investigation, .
no-problem/9903/astro-ph9903333.html	ar5iv	text	# On the High–Velocity Ejecta of the Type Ia Supernova 1994D ## 1 Introduction SN 1994D, in the Virgo cluster galaxy NGC 4526, was discovered two weeks before the time of maximum brightness (Treffers et al. 1994) and became the best observed Type Ia supernova (Richmond et al. 1995; Patat et al. 1996; Meikle et al. 1996; Vacca & Leibundgut 1996; Filippenko 1997a,b). The high–quality early–time spectra of SN 1994D, beginning 12 days before maximum brightness, present us with an opportunity to look for spectral lines produced by “primordial” matter, i.e., heavy elements that were already present in the progenitor white dwarf before it exploded, as well as to probe the nature of the nuclear burning front in the outer layers of the ejected matter. In this paper we report some results of a “direct analysis” of photospheric–phase spectra of SN 1994D using the parameterized supernova spectrum–synthesis code SYNOW (Fisher et al. 1997, 1999; Millard et al. 1999; Fisher 1999). Here we concentrate mainly on spectra obtained before maximum light. An analysis of the post–maximum photospheric–phase spectra will be presented in another paper. ## 2 Previous Studies of SN 1994D Spectra Numerous optical spectra of SN 1994D have been published by Patat et al. (1996), Meikle et al. (1996), and Filippenko (1997a,b). Patat et al. emphasized that in spite of some photometric peculiarities such as being unusually blue, SN 1994D had the spectral evolution of a normal SN Ia, especially like that of SN 1992A (Kirshner et al. 1993). Meikle et al. also emphasized the spectral resemblance to SN 1992A, and presented some near–infrared spectra. Höflich (1995) calculated light curves and detailed non–local–thermodynamic–equilibrium (NLTE) spectra for a series of delayed–detonation hydrodynamical models and found that one particular model — M36, which contained 0.60 $`M_{}`$ of freshly synthesized <sup>56</sup>Ni — gave a satisfactory representation of the light curves and spectra of SN 1994D. Synthetic spectra for model M36 were compared to observed SN 1994D spectra at epochs of $`10,5,0,11`$, and 14 days. (We cite spectrum epochs in days with respect to the date of maximum brightness in the $`B`$ band, 1994 March 21 UT \[Richmond et al. 1995\].) The good agreement between the calculated and observed spectra and light curves indicated that the composition structure of SN 1994D resembled that of model M36 at least in a general way. Patat et al. (1996) compared their observed $`4`$ day spectrum to a Monte Carlo synthetic spectrum calculated for the carbon–deflagration model W7 (Nomoto, Thielemann, & Yokoi 1994), which has a composition in its outer layers that differs significantly from model that of M36. This calculated spectrum also agreed reasonably well with the observed spectrum. Meikle et al. (1996) concentrated on identifying an infrared P Cygni feature that appeared in their pre–maximum–light spectra. They considered He I $`\lambda 10830`$ and Mg II $`\lambda 10926`$, and found that in parameterized synthetic spectra either transition could be made to give a reasonable fit, but then other transitions of these ions produced discrepancies elsewhere in the spectrum. Mazzali & Lucy (1998) also focused on identifying the infrared feature. They found that either He I or Mg II could be made to give a reasonable fit, but that neither could explain the rapid disappearance of the observed feature after the time of maximum brightness. Wheeler et al. (1998) favored the Mg II identification and concluded that within the context of delayed–detonation models the feature blueshift provides a sensitive diagnostic of the density at which the deflagration switches to a detonation. ## 3 Spectrum Synthesis Procedure We have been using the fast, parameterized, supernova spectrum–synthesis code SYNOW to make a direct analysis of photospheric–phase spectra of SN 1994D. The goal has been to establish line identifications and intervals of ejection velocity within which the presence of lines of various ions are detected, without adopting any particular hydrodynamical model. In our work on SN 1994D we have made use of the results of Hatano et al. (1999), who presented plots of LTE Sobolev line optical depths versus temperature for six different compositions that might be expected to be encountered in supernovae, and also presented SYNOW optical spectra for 45 individual ions that can be regarded as candidates for producing identifiable spectral features in supernovae. (Electronic data for the Hatano et al. paper, now extended to include the near infrared, can be obtained at www.nhn.ou.edu/$``$baron/papers.html). For comparison with each observed spectrum, we have calculated many synthetic spectra with various values of the fitting parameters. These include $`T_{bb}`$, the temperature of the underlying blackbody continuum; $`T_{exc}`$, the excitation temperature; and $`v_{phot}`$, the velocity of matter at the photosphere. For each ion that is introduced, the optical depth of a reference line also is a fitting parameter, with the optical depths of the other lines of the ion being calculated for LTE excitation at $`T_{exc}`$. We also can introduce restrictions on the velocity interval within which each ion is present; when the minimum velocity assigned to an ion is greater than the velocity at the photosphere, the line is said to be detached from the photosphere. The radial dependence of all of the line optical depths is taken to be exponential with e–folding velocity $`v_e=3000`$ km s<sup>-1</sup>, and the line source function is taken to be that of resonance scattering. All of the adopted fitting parameters are given in Tables 1-3. The most interesting parameters are $`v_{phot}`$, which as expected is found to decrease with time, and the individual ion velocity restrictions, which constrain the composition structure. ## 4 Results ### 4.1 Twelve Days Before Maximum The $`12`$ day observed spectrum appears in both the upper and lower panels of Figure 1. The upper panel also contains a SYNOW synthetic spectrum based on what could be called the conventional interpretation of early–time SN Ia spectra (Filippenko 1997 and references therein). The adopted value of $`v_{phot}`$ is 15,000 km s<sup>-1</sup>. The ions that are certainly required to account for certain spectral features are Ca II, Si II, S II, and Fe II. In an attempt to improve the fit we also have introduced weaker contributions from C II, Na I, Mg II, Si III, Fe III, Co II, and Ni II, some with minimum and maximum velocities as listed in Table 1. (Ions for which no minimum velocity is listed are undetached, i.e., their listed optical depths refer to the velocity at the photosphere, 15,000 km s<sup>-1</sup>.) In spite of having a considerable number of free parameters at our disposal, we are left with two serious discrepancies: the observed absorption minima near 4300 and 4700 Å are not accounted for. (The discrepancy from 3900 Å to 4200 Å is not very troubling because SYNOW spectra often are underblanketed in the blue due to the lack of weak lines of unused ions.) We have been unable to remove the 4300 and 4700 Å discrepancies by introducing any additional ions that would be plausible under these circumstances, according to the LTE calculations of Hatano et al. (1999). The lower panel of Figure 1 shows what we consider to be the most plausible way to improve the fit. The only difference in the synthetic spectrum is that we have introduced a high–velocity Fe II component, from 22,000 km s<sup>-1</sup> to 29,000 km s<sup>-1</sup>. Note that this leaves a gap from 17,000 to 22,000 where the adopted Fe II optical depth is zero. Introducing the high–velocity component of Fe II accounts rather well for the 4300 and 4700 Å absorptions (and it also improves the 3900–4200 Å region). For later reference we mention here that the apparent blue edge of the Ca II H&K absorption feature reaches to 40,000 km s<sup>-1</sup> (or 32,000 km s<sup>-1</sup> if formed by Si II $`\lambda `$3858, or 27,000 km s<sup>-1</sup> if formed by Si III $`\lambda `$3801); the blue edge of the red Si II feature formed by $`\lambda `$6355 reaches to 25,000 km s<sup>-1</sup>. ### 4.2 Eight and Two Days Before Maximum In the upper panel of Figure 2 an observed $`8`$ day spectrum is compared with a synthetic spectrum that has $`v_{phot}`$ = 12,000 km s<sup>-1</sup>. The other fitting parameters are listed in Table 2. Here, we use only a weak contribution from high–velocity Fe II, from 20,000 to 25,000 km s<sup>-1</sup>, and without it the fit would be only slightly worse. But now, in this synthetic spectrum, we use two components of Ca II. A high–velocity (25,000 to 40,000 km s<sup>-1</sup>) component of Ca II is the only plausible way we have found to account for the observed absorption from 7800 to 8000 Å. This feature is present in other spectra at similar epochs and therefore is definitely a real feature; we attribute it to the Ca II infrared triplet, forming in the high–velocity component. In the lower panel of Figure 2 an observed $`2`$ day spectrum is compared with a synthetic spectrum that has $`v_{phot}=11,000`$ km s<sup>-1</sup>. The other fitting parameters are listed in Table 3. In the synthetic spectrum we still are using two components of Ca II, one extending from the photosphere to 16,000 km s<sup>-1</sup>, and the other from 20,000 to 23,000 km s<sup>-1</sup>. This two–component calcium leads to good agreement with the observed “split” of the Ca II H&K feature. Other ways to account for the H&K split might be to invoke Si II $`\lambda 3858`$ or Si III $`\lambda 3801`$ (Kirshner et al. 1993; Höflich 1995; Nugent et al. 1997; Lentz et al. 1999) but at this epoch of SN 1994D we find that in LTE, at least, other Si II or Si III lines would have to be made too strong compared with the observations. Our main reason for preferring the two–component Ca II at this epoch, however, is that it can account for the observed absorption near 8000 Å. (As we will discuss in a future paper, we find strong support for this interpretation in Figure 4 of Meikle & Hernandez (1999), which compares spectra of SNe 1981B, 1994D, and 1998bu. In SNe 1994D and 1998bu both the H&K and the infrared–triplet absorption features are split, while in SN 1981B neither is split.) At present we have no explanation for the general difference between the levels of the observed and synthetic spectra from 6500 to 7900 Å, other than to note that we are inputting a simple blackbody continuum from the photosphere. The inset in the lower panel of Figure 2 compares the observed spectrum near the 1.05 $`\mu `$m IR absorption to a synthetic spectrum that is an extension of the optical synthetic spectrum. We see that at this epoch Mg II, with the same reference–line optical depth we use to fit the optical features, accounts nicely for the IR absorption. Thus we, like Wheeler et al. (1998), favor the Mg II identification for the infrared absorption. The inset also illustrates the possibility that O I may be affecting the spectrum near 1.08 $`\mu `$m; here, in order not to mutilate the Mg II feature, we have had to reduce the O I reference–line optical depth by a factor of three compared to the value we used for the optical spectrum, which we would have to attribute to NLTE effects. ### 4.3 Evolution of the Ca II H&K Feature Figure 3 shows the evolution of the Ca II H&K feature. If, as we suspect, the whole profile at $`12`$ and $`11`$ days is dominated by Ca II, then some Ca II must be present throughout the interval 15,000 – 40,000 km s<sup>-1</sup>. At later times, from 21 to 74 days, the Ca II absorption forms only at velocities less than about 15,000 km s<sup>-1</sup>. (The weak absorption near 3650 Å is probably produced by an iron–peak ion rather than by Ca II.) However, between $`9`$ and $`3`$ days the profile undergoes a complex evolution. While the highest–velocity absorption ($`>22,000`$ km s<sup>-1</sup>) fades away, and the low–velocity absorption ($`<15,000`$ km s<sup>-1</sup>) develops, a dip appears near 19,000 km s<sup>-1</sup> and a peak develops near 16,000 km s<sup>-1</sup>. The 19,000 km s<sup>-1</sup> dip is the bluer component of the split discussed above for $`2`$ days. As explained in the previous section we suspect that the 19,000 km s<sup>-1</sup> minimum is caused by Ca II (rather than by Si II or Si III) mainly because of the Ca II IR triplet. If this is so, then at these phases there must be a local minimum in the Ca II radial optical depth profile around 16,000 km s<sup>-1</sup>. This is not necessarily inconsistent with the smooth H&K profiles at $`12`$ and $`11`$ days if at those early times the line optical depth was high throughout the 15,000 to 40,000 km s<sup>-1</sup> interval. ## 5 Discussion Assuming that our line identifications are correct, what is the cause of this complex spectral behavior? One part that seems clear is that all of the matter detected at velocities lower than about 16,000 km s<sup>-1</sup> represents freshly synthesized material. And the highest–velocity matter — calcium up to 40,000 km s<sup>-1</sup>, iron up to 30,000 km s<sup>-1</sup>, and silicon up to 25,000 km s<sup>-1</sup>(from the blue edge of the red Si II line), is likely to be primordial. This would be consistent with the predictions of Hatano et al. (1999), for a composition in which hydrogen and helium have been burned to carbon and oxygen and the mass fractions of heavier elements are just solar; in this case the ions that are most likely to produce detectable spectral features from the primordial abundances are just the three that do appear to be detected at high velocity — Ca II, Fe II, and Si II. However, what is the cause of the optical–depth minima of Ca II and Fe II, somewhere around 16,000 km s<sup>-1</sup>? One possibility is that the ionization and excitation structure is such that the Ca II and Fe II lines, which decrease in strength with increasing temperature, have optical–depth minima around 16,000 km s<sup>-1</sup>. Some weak support for this comes from the fact that in the $`12`$ day spectrum we found Fe III lines, forming just between 19,000 and 20,000 km s<sup>-1</sup>, to be helpful in fitting the spectrum. In addition, in detailed atmosphere calculations for model W7 with various primordial metallicities, Lentz et al. (1999) find a temperature maximum for low metallicity (see also Höflich 1995). SN 1994D had an unusually negative value of $`UB`$ for a Type Ia supernova, which could be an indication of low metallicity. Another possibility is that there is a local minimum in the radial density profile around 16,000 km s<sup>-1</sup>. Delayed–detonation models have smoothly decreasing densities in their outer layers, and deflagration models tend to have only low–amplitude density peaks and dips. Pulsating–detonation and tamped–detonation models have more pronounced density minima, but at least in published models they occur at velocities that are lower than 16,000 km s<sup>-1</sup> (Khoklov, Müller, & Höflich 1993). A third possibility is a nuclear explanation. Detailed nucleosynthesis calculations in delayed–detonation models recently have been carried out by Iwamoto et al. (1999). As we will discuss more thoroughly in another paper, the composition structures of some of their models are generally consistent with most of the constraints that we have inferred for SN 1994D. In their model CS15DD1, for example, the fractional abundances of freshly synthesized silicon, sulfur, calcium, and iron begin to drop sharply above about 15,000 km s<sup>-1</sup>, consistent with what we find for SN 1994D. It is interesting that in CS15DD1 the fractional abundances of sulfur and argon have pronounced minima around 16,000 km s<sup>-1</sup>. Perhaps a delayed–detonation model could be constructed to have a minimum in the fractional abundance of freshly synthesized calcium around 16,000 km s<sup>-1</sup>, although it seems unlikely that such could be the case for iron. It should be noted that the synthesis of calcium and iron depends on the initial metallicity (Höflich et al. 1998). Iwamoto et al. did not include primordial metals in their models. Perhaps when primordial metals are included, models will be found in which both calcium and iron have fractional abundance minima near 16,000 km s<sup>-1</sup>, if nuclear reactions can reduce the levels of calcium and iron below the primordial levels at this velocity. These possibilities appear to be plausible and they are being investigated (F.–K. Thielemann, personal communication). ## 6 Conclusion Based on our interpretation of the pre–maximum–brightness spectra of SN 1994D, it appears that given high–quality spectra obtained at sufficiently early times, it should be possible to probe the primordial composition of the SN Ia progenitor (see also Lentz et al. 1999). This will be important in connection with using high–redshift SNe Ia as distance indicators for cosmology (Branch 1998; Perlmutter et al. 1998; Riess et al. 1998), for testing the predicted dependence of hydrodynamical models on primordial composition (Höflich et al 1998), and for testing the prediction that low metallicity inhibits the ability of white dwarfs to produce SNe Ia (Kobayashi et al. 1998). It also appears that early spectra of SNe Ia can be used to place useful constraints on the nature of the nuclear burning front in the outer layers of the ejected matter. Transforming the present somewhat qualitative indications into reliable quantitative results will require (1) further parameterized spectrum calculations, as part of a detailed comparative study of early–time spectra of SNe Ia (Hatano et al., in preparation); (2) detailed NLTE calculations for SN Ia hydrodynamical models before the time of maximum light (Nugent et al. 1997; Höflich et al. 1998; Lentz et al. 1999); (3) further detailed calculations of nucleosynthesis in parameterized hydrodynamical explosion models (Iwamoto et al. 1999); and (4) many more high–quality observed spectra of SNe Ia before the time of maximum brightness. We are grateful to Dean Richardson and Thomas Vaughan for assistance, to Friedel Thielemann for discussions of nucleosynthesis in hydrodynamical models, and to Ferdinando Patat and Peter Meikle for making their observed spectra available in electronic form. This work was supported by NSF grants AST-9417102 to D.B., AST-9731450 to E.B., AST-9417213 to A.V.F., and NASA grant NAG5-3505 to E.B. and D.B.
no-problem/9903/astro-ph9903294.html	ar5iv	text	# Diffuse Background Radiation ## 1 Introduction We have recently reported (Murthy, Hall, Earl, Henry, and Holberg 1998) a new, and sharply lower, value for the upper limit to the background radiation from the universe at $``$110 $`nm`$. Here, I place our new measurement into the context of diffuse background measurements that have been made at all frequencies from radio to gamma ray, in this way bringing out the potential significance of the new measurement. I also gather other new diffuse background measurements that have been reported recently — in the microwave, in the far infrared, in the visible, and in the $`\gamma `$-ray spectral regions. The visible background, in particular, may be directly related in its origin to a mechanism that is strongly suggested by our new ultraviolet background upper limit. Display of the broad spectrum of the cosmic background radiation apparently began with Longair and Sunyaev (1969), who unfortunately chose a display method (the plotting of log I<sub>ν</sub>, with $`I_\nu `$ expressed in $`ergs`$ $`s^1cm^2sr^1Hz^1`$) that exaggerates the importance, in terms of energy per decade of frequency, of the radio background (compared with the $`\gamma `$-ray background) by a factor of as much as $`10^{17}`$. This inferior method of plotting was also used by Henry (1991), and a similar plot appears as Figure 5.5 of Kolb and Turner (1990), which is taken from the comprehensive review by Ressell and Turner (1990). If one is interested in energy content, the most meaningful units in which to display the spectrum of diffuse radiation are, remarkably enough, $`photons`$ $`s^1cm^2sr^1nm^1`$. If there is an equal amount of energy present in every logarithmic interval of frequency, then these units have the virtue of assuming constant value — as I now demonstrate: For clarity, I omit “$`cm^2s^1sr^1`$” from the units. I use constants $`h=6.6261\times 10^{27}`$ $`erg`$ $`s`$ and $`c=2.9979\times 10^{10}`$ $`cm`$ $`s^1`$. If we have N $`photons`$ $`nm^1`$, then in a 1 $`nm`$ passband we have $`Nhc/\lambda _{nm}\mathrm{\hspace{0.17em}10}^7`$ ergs. But $$\mathrm{\Delta }\nu _{Hz}=\frac{c}{\lambda _{nm}^210^7}\mathrm{\Delta }\lambda _{nm}$$ So N $`photons`$ $`nm^1`$ corresponds to $$Nphotonsnm^1=Nh\lambda _{nm}ergsHz^1=\frac{Nhc}{\nu 10^7}ergsHz^1I_\nu ergsHz^1$$ $$=N\mathrm{\hspace{0.17em}1.9864}\times 10^9\frac{ergsHz^1}{\nu }\frac{N}{5\times 10^8}\frac{ergsHz^1}{\nu }$$ If N is independent of frequency (a flat spectrum) then $$_\nu ^{}^{b\nu ^{}}Nphotonsnm^1𝑑\nu =_\nu ^{}^{b\nu ^{}}\frac{Nhc}{\nu \mathrm{\hspace{0.17em}10}^7}ergsHz^1𝑑\nu =\frac{Nhc}{10^7}ln(b)ergs$$ This demonstrates that, whatever the frequency from which we integrate, as long as we integrate over a specified factor $`b`$ in frequency we will obtain the same amount of energy. Note that it does not matter what you plot your value against — constant is constant. It would be most consistent to plot your values against the natural logarithm of the frequency; however, in Fig. 1 logarithms to base 10 are used. If you wish the area of paper on your graph to be proportional to energy, you must create a plot that is linear in the proposed units, against the logarithm of the frequency (or energy). It was recognized during the 1960’s that some truer method than the plotting of $`I_\nu `$ is needed for the display of spectra. The method adopted, however, was not the use of the presently advocated units ; instead, it was in effect reasoned that, if the spectrum is N $`photons`$ $`nm^1`$, then $`I_\nu =Nhc/\nu 10^7`$ $`ergs`$ $`Hz^1`$, and if N is independent of $`\nu `$ (meaning, as we see above, constant energy per decade), then $`\nu I_\nu =Nhc/10^7`$ $`ergs`$ is independent of $`\nu `$: so, one should plot that , because it is flat! Gehrels (1997) points to many recent references that employ such plots, showing that use of plots of $`\nu I_\nu `$ may be on its way to becoming an unfortunate new standard. Clearly, instead, one should simply plot N $`photons`$ $`nm^1`$ (or, in full, N $`photonss^1cm^2sr^1nm^1`$) which I do, in Figure 1, for the background radiation spectrum of the universe. This plotting method has the great advantage that what is plotted is the detected “quantity”, “per passband,” that is, it is a spectrum; whereas $`\nu I_\nu `$ is simply energy. Note that the first and last parts of the last equation can be written $$_\nu ^{}^{b\nu ^{}}Nphotonsnm^1𝑑\nu =\nu I_\nu \times ln(b)ergs$$ and note the presence, on the right hand side, of the factor $`ln(b)`$. It has been emphasized by Gehrels (1997) that none of those who use the increasingly ubiquitous plots of $`\nu I_\nu `$ (versus, “whatever”) include that factor, which is therefore unity by implication, and so the “constant quantity” that is plotted is energy per natural logarithmic frequency, again by implication. Gehrels points out that frequently authors incorrectly state in such papers that what is plotted is energy per decade, or energy per octave. Gehrels also points out that integration of $`\nu I_\nu `$ is tricky, which is hardly surprising, considering that it is an already-integrated quantity itself. Now, none of these considerations is present, if instead what is plotted, is what I have advocated be plotted, namely, the integrand in the first part of the last equation. In view of its many defects, the use of $`\nu I_\nu `$ should be permanently abandoned. None of what I say should be taken to suggest that it is not sometimes appropriate to plot diffuse background (or other) spectra in other units. Mather et al. (1990) display the 2.7 K background spectrum in units that, entirely appropriately, exaggerate the highest energy part of the spectrum, which is where they made their brilliant measurements. Figure 6.2 of Peebles (1993) offers a complementary example of constructive display. ## 2 The Background Spectrum I have assembled the background radiation spectrum of the universe in Figure 1. The various contributions are discussed below. ### 2.1 Radio Background The radio background spectra shown are from the Galactic Pole and the Galactic Plane, from Allen (1973). The curvature of the spectra is due (Yates and Wielebinski 1967) to free-free absorption of the synchrotron radiation by the partially-ionized Galactic disk. ### 2.2 Microwave Background The microwave background is shown for a temperature of 2.714K (Fixen et al. 1994). ### 2.3 FIRAS Excess The spectrum (Fixsen et al. 1998), with $`\pm 1\sigma `$ error range, of the extragalactic microwave background in excess of the 2.714K black body background is shown. This represents a major discovery, comprising as it does about 20% of the total intensity expected from the energy release from nucleosynthesis throughout the history of the universe. ### 2.4 Infrared (DIRBE) I present the infrared background (detections at $`140\mu `$ and $`240\mu `$ are shown with error bars; the other points are all upper limits) of Hauser et al. (1998). The two highest upper limits are at $`25\mu `$ and $`60\mu `$, where the interplanetary dust is brightest. As just mentioned, these positive detections represent a major discovery for cosmology. The fact that these DIRBE detections, and the FIRAS detections previously mentioned, are in agreement, is of course very satisfactory. ### 2.5 Optical Background The optical background as evaluated by Bernstein (1998) is shown as solid circles with error bars. Bernstein points out the the level she finds is “at least a factor 2 or 3” above the Hubble Deep Field integrated brightness of galaxies, which is shown in Figure 1 as the line below Bernstein’s points. She suggests undetected outer envelopes of galaxies as a possible explanation for the excess radiation, but this is ruled out by the important finding of Vogeley (1997) that the background of the Hubble Deep Field is smooth and cannot be made up of the integrated light of fainter galaxies. The thin solid line through Bernstein’s observational points is the extrapolation of the ultraviolet background radiation to longer wavelengths, as we discuss next. ### 2.6 Ultraviolet Background The ultraviolet background radiation has been reviewed by Henry (1991), and a figure giving the detailed spectral observations appears in Henry and Murthy (1994). The new Voyager upper limit of Murthy et al., of $`300photons`$ $`s^1cm^2sr^1nm^1`$, is shown in our Figure 1 as a solid triangle, joined to the ultraviolet observations longward of Lyman $`\alpha `$ by a vertical line at 121.6 nm. The ultraviolet observations longward of Lyman $`\alpha `$ (Henry and Murthy 1994) are summarized here simply by a solid line. That line is the model of Henry and Murthy (1994), which is the spectrum of redshifted Lyman $`\alpha `$ recombination radiation from ionized intergalactic clouds. These clouds must be substantially clumped, and their ionization must be maintained by unknown means (although the suggestion by Sciama (1997) that neutrinos decay with the emission of an ionizing photon would do the job.) The horizontal “error bar” at $`10^{14}Hz`$ is identified by Gnedin and Ostriker (1997) as the redshifted Lyman $`\alpha `$ frequency interval ($`z`$ = 10 to 20) where maxiumum Lyman $`\alpha `$ emission is expected due to the re-heating (leading to the re-ionization) of the universe. ### 2.7 Extreme Ultraviolet: Optical Depth In the extreme ultraviolet the interstellar medium is very opaque, and instead of showing the observed background, which is entirely local, I choose to show (right hand scale in Figure 1) the logarithm of the photoionization optical depth (for hydrogen columns of $`10^{19}cm^2`$, $`10^{18}cm^2`$, and $`10^{17}cm^2`$), obtained using the cross-sections of Morrison and McCammon (1983). ### 2.8 Soft X-Ray Background The soft X-ray background has been reviewed by McCammon and Sanders (1990); their reports of the measurements are shown as the seven small boxes that are at lowest intensities. The width of each box has no meaning, while the height of each box is the range of observed values, from low to high Galactic latitudes (excluding special regions). Above these seven boxes are plotted the earliest observations of the soft X-ray background. The highest box is that of Bowyer, Field, and Mack (1968) which shows their extrapolation to extragalactic intensity, which, they stated, may reasonably be interpreted as a continuation of the background spectrum already observed above 1 keV. Below their box is the observed intensity of Henry et al. (1968), which they correctly identified as a new component of X-ray emission, but which they incorrectly attributed to emission from intergalactic gas. At slightly higher energy is the observation (very small filled box) of Henry et al. (1971): the emission was again attributed to emission from intergalactic gas, this time, perhaps, correctly (Wang and McCray 1993). The box contiguous below is the confirming observation of Davidsen et al. (1972), which is in reasonable agreement with that reported by McCammon and Sanders. ### 2.9 High Energy Background From log $`\nu `$ = 18, I plot the X-ray background spectrum of Boldt (1987), in addition extrapolating his spectrum to longer wavelengths (dashed line) to make clear how extraordinary is the excess, that was first recognized by Henry et al. (1968), that occurs in the soft X-ray region. Superimposed on Boldt’s spectrum, and extending to higher energy, is the fit to the data of Gruber that is quoted by Fabian and Barcons (1992). Finally, above log $`\nu =19.6`$ I have plotted the high-energy background data and upper limits that are presented by Sreekumar et al. (1998); the famous “MeV bump” (Fichtel et al. 1978) has now vanished. ## 3 Discussion A virtue of having the entire background radiation spectrum of the universe presented in a single diagram, in units that allow comparison of relative energy content, is that the parts may be seen in relation to the whole, and possible connections may be examined. The X-ray background that was discovered by Giacconi et al. (1962), has, very slowly, been revealed as largely due to the integrated radiation of faint point sources (Ueda et al. 1998). The background below $`10^{18}Hz`$ is clearly of independent origin. Henry et al. (1968) failed to focus on the most important aspect of their observation, the detection of strong soft X-ray emission at low Galactic latitudes. That no such radiation existed was sufficiently strongly believed, at that time, that Bowyer, Field, and Mack (1968) subtracted out all of their low-latitude signal as particle contamination. The main focus of the present paper is the relation of the soft X-ray background to the ultraviolet and visible backgrounds. Note the very large jump in background intensity from $`10^{17}Hz`$ to $`10^{15}Hz`$. Where exactly this jump occurs is unclear, but the fact that our observed intensity between 91.2 nm and 121.6 nm is only an upper limit may be revealing. The sharp jump precisely at 121.6 nm is clearly extremely important if real, as we believe it to be. ## 4 Conclusion I conclude that a new possible origin for the diffuse visible background has been identified, the extention of the observed ultraviolet background. A new upper limit to the background shortward of 121.6 nm reveals the ultraviolet (and visible) backgrounds to perhaps be redshifted Lyman $`\alpha `$ recombination radiation from an ionized intergalactic medium. If this is so, additional support is provided for the idea of Sciama (1997) that much of the non-baryonic dark matter is massive neutrinos that decay with the emission of an ionizing photon. While intriguing, none of these ideas can be accepted, yet, as facts; definitive measurement of the diffuse ultraviolet background radiation spectrum is called for, before any secure conclusions can be adopted. This work was supported by NASA grant NAG53251 to the Johns Hopkins University.
no-problem/9903/astro-ph9903003.html	ar5iv	text	# Limits on Sparticle Dark Matter ## The Lightest Supersymmetric Particle in the MSSM The motivation for supersymmetry at an accessible energy is provided by the gauge hierarchy problem hierarchy , namely that of understanding why $`m_Wm_P`$, the only candidate for a fundamental mass scale in physics. Alternatively and equivalently, one may ask why $`G_Fg^2/m_W^2G_N=1/m_P^2`$, where $`M_P`$ is the Planck mass, expected to be the fundamental gravitational mass scale. Or one may ask why the Coulomb potential inside an atom is so much larger than the Newton potential, which is equivalent to why $`e^2=𝒪(1)m_pm_e/m_P^2`$, where $`m_{p,e}`$ are the proton and electron masses. One might think it would be sufficient to choose the bare mass parameters: $`m_Wm_P`$. However, one must then contend with quantum corrections, which are quadratically divergent: $$\delta m_{H,W}^2=𝒪\left(\frac{\alpha }{\pi }\right)\mathrm{\Lambda }^2$$ (1) which is much larger than $`m_W`$, if the cutoff $`\mathrm{\Lambda }`$ representing the appearance of new physics is taken to be $`𝒪(m_P)`$. This means that one must fine-tune the bare mass parameter so that it is almost exactly cancelled by the quantum correction (1) in order to obtain a small physical value of $`m_W`$. This seems unnatural, and the alternative is to introduce new physics at the TeV scale, so that the correction (1) is naturally small. At one stage, it was proposed that this new physics might correspond to the Higgs boson being composite technicolour . However, calculable scenarios of this type are inconsistent with the precision electroweak data from LEP and elsewhere. The alternative is to postulate approximate supersymmetry susy , whose pairs of bosons and fermions produce naturally cancelling quantum corrections: $$\delta m_W^2=𝒪\left(\frac{\alpha }{\pi }\right)\|m_B^2m_F^2\|$$ (2) that are naturally small: $`\delta m_W^2<m_W^2`$ if $$\|m_B^2m_F^2\|<1\mathrm{T}\mathrm{e}\mathrm{V}^2.$$ (3) There are many other possible motivations for supersymmetry, but this is the only one that gives reason to expect that it might be accessible to the current generation of accelerators and in the range expected for a cold dark matter particle. The minimal supersymmetric extension of the Standard Model (MSSM) has the same gauge interactions as the Standard Model, and the Yukawa interactions are very similar: $$\lambda _dQD^cH+\lambda _{\mathrm{}}LE^cH+\lambda _uQU^c\overline{H}+\mu \overline{H}H$$ (4) where the capital letters denote supermultiplets with the same quantum numbers as the left-handed fermions of the Standard Model. The couplings $`\lambda _{d,\mathrm{},u}`$ give masses to down quarks, leptons and up quarks respectively, via distinct Higgs fields $`H`$ and $`\overline{H}`$, which are required in order to cancel triangle anomalies. The new parameter in (4) is the bilinear coupling $`\mu `$ between these Higgs fields, that plays a significant rôle in the description of the lightest supersymmetric particle, as we see below. The gauge quantum numbers do not forbid the appearance of additional couplings $$\lambda LLE^c+\lambda ^{}LQD^c+\lambda U^cD^cD^c$$ (5) but these violate lepton or baryon number, and we assume they are absent. One significant aspect of the MSSM is that the quartic scalar interactions are determined, leading to important constraints on the Higgs mass, as we also see below. Supersymmetry must be broken, since supersymmetric partner particles do not have identical masses, and this is usually parametrized by scalar mass parameters $`m_{0_i}^2\|\varphi _i\|^2`$, gaugino masses $`\frac{1}{2}M_a\stackrel{~}{V}_a\stackrel{~}{V}_a`$ and trilinear scalar couplings $`A_{ijk}\lambda _{ijk}\varphi _i\varphi _j\varphi _k`$. These are commonly supposed to be inputs from some high-energy physics such as supergravity or string theory. It is often hypothesized that these inputs are universal: $`m_{0_i}m_0,M_aM_{1/2},A_{ijk}A`$, but these assumptions are not strongly motivated by any fundamental theory. The physical sparticle mass parameters are then renormalized in a calculable way: $$m_{0_i}^2=m_0^2+C_im_{1/2}^2,M_a=\left(\frac{\alpha _a}{\alpha _{GUT}}\right)m_{1/2}$$ (6) where the $`C_i`$ are calculable coefficients renorm and MSSM phenomenology is then parametrized by $`\mu ,m_0,m_{1/2},A`$ and $`\mathrm{tan}\beta `$ (the ratio of Higgs v.e.v.’s). Precision electroweak data from LEP and elsewhere provide two qualitative indications in favour of supersymmetry. One is that the inferred magnitude of quantum corrections favour a relatively light Higgs boson LEPEWWG $$m_h=66_{39}^{+74}\pm 10\mathrm{GeV}$$ (7) which is highly consistent with the value predicted in the MSSM: $`m_h<`$ 150 GeV susymh as a result of the constrained quartic couplings. (On the other hand, composite Higgs models predicted an effective Higgs mass $`>`$ 1 TeV and other unseen quantum corrections.) The other indication in favour of low-energy supersymmetry is provided by measurements of the gauge couplings at LEP, that correspond to $`\mathrm{sin}^2\theta _W0.231`$ in agreement with the predictions of supersymmetric GUTs with sparticles weighing about 1 TeV, but in disagreement with non-supersymmetric GUTs that predict $`\mathrm{sin}^2\theta _W0.21`$ to 0.22 sintheta . Neither of these arguments provides an accurate estimate of the sparticle mass scales, however, since they are both only logarithmically sensitive to $`m_0`$ and/or $`m_{1/2}`$. The lightest supersymmetric particle (LSP) is expected to be stable in the MSSM, and hence should be present in the Universe today as a cosmological relic from the Big Bang EHNOS . This is a consequence of a multiplicatively-conserved quantum number called $`R`$ parity, which is related to baryon number, lepton number and spin: $$R=(1)^{3B+L+2S}$$ (8) It is easy to check that $`R=+1`$ for all Standard Model particles and $`R=1`$ for all their supersymmetric partners. The interactions (5) would violate $`R`$, but not a Majorana neutrino mass term or the other interactions in $`SU(5)`$ or $`SO(10)`$ GUTs. There are three important consequences of $`R`$ conservation: (i) sparticles are always produced in pairs, e.g., $`pp\stackrel{~}{q}\stackrel{~}{g}X`$, $`e^+e^{}\stackrel{~}{\mu }^+\stackrel{~}{\mu }^{}`$, (ii) heavier sparticles decay into lighter sparticles, e.g., $`\stackrel{~}{q}q\stackrel{~}{g}`$, $`\stackrel{~}{\mu }\mu \stackrel{~}{\gamma }`$, and (iii) the LSP is stable because it has no legal decay mode. If such a supersymmetric relic particle had either electric charge or strong interactions, it would have condensed along with ordinary baryonic matter during the formation of astrophysical structures, and should be present in the Universe today in anomalous heavy isotopes. These have not been seen in studies of $`H`$, $`He`$, $`Be`$, $`Li`$, $`O`$, $`C`$, $`Na`$, $`B`$ and $`F`$ isotopes at levels ranging from $`10^{11}`$ to $`10^{29}`$ Smith , which are far below the calculated relic abundances from the Big Bang: $$\frac{n_{relic}}{n_p}>\mathrm{\hspace{0.33em}10}^6\text{to}\mathrm{\hspace{0.33em}10}^{10}$$ (9) for relics with electromagnetic or strong interactions. Except possibly for very heavy relics, one would expect these primordial relic particles to condense into galaxies, stars and planets, along with ordinary bayonic material, and hence show up as an anaomalous heavy isotope of one or more of the elements studied. There would also be a ‘cosmic rain’ of such relics Nussinov , but this would presumably not be the dominant source of such particles on earth. The conflict with (9) is sufficiently acute that the lightest supersymmetric relic must presumably be electromagnetically neutral and weakly interacting EHNOS . In particular, I believe that the possibility of a stable gluino can be excluded. This leaves as scandidates for cold dark matter a sneutrino $`\stackrel{~}{\nu }`$ with spin 0, some neutralino mixture of $`\stackrel{~}{\gamma }/\stackrel{~}{H}^0/\stackrel{~}{Z}`$ with spin 1/2, and the gravitino $`\stackrel{~}{G}`$ with spin 3/2. LEP searches for invisible $`Z^0`$ decays require $`m_{\stackrel{~}{\nu }}>\mathrm{\hspace{0.17em}43}\text{GeV}`$ EFOS , and searches for the interactions of relic particles with nuclei then enforce $`m_{\stackrel{~}{\nu }}>`$ few TeV Klap , so we exclude this possibility for the LSP. The possibility of a gravitino $`\stackrel{~}{G}`$ LSP has attracted renewed interest recently with the revival of gauge-mediated models of supersymmetry breaking GR , and could constitute warm dark matter if $`m_{\stackrel{~}{G}}1\text{keV}`$. In this talk, however, I concentrate on the $`\stackrel{~}{\gamma }/\stackrel{~}{H}^0/\stackrel{~}{Z}^0`$ neutralino combination $`\chi `$, which is the best supersymmetric candidate for cold dark matter. The neutralinos and charginos may be characterized at the tree level by three parameters: $`m_{1/2}`$, $`\mu `$ and tan$`\beta `$. The lightest neutralino $`\chi `$ simplifies in the limit $`m_{1/2}0`$ where it becomes essentially a pure photino $`\stackrel{~}{\gamma }`$, or $`\mu 0`$ where it becomes essentially a pure higgsino $`\stackrel{~}{H}`$. These possibilities are excluded, however, by LEP and the FNAL Tevatron collider EFOS . From the point of view of astrophysics and cosmology, it is encouraging that there are generic domains of the remaining parameter space where $`\mathrm{\Omega }_\chi h^20.1`$ to $`1`$, in particular in regions where $`\chi `$ is approximately a $`U(1)`$ gaugino $`\stackrel{~}{B}`$, as seen in Fig. 1 EFGOS . Purely experimental searches at LEP enforce $`m_\chi >30`$ GeV, as seen in Fig. 2 LEPC . This bound can be strengthened by making various theoretical assumptions, such as the universality of scalar masses $`m_{0_i}`$, including in the Higgs sector, the cosmological dark matter requirement that $`\mathrm{\Omega }_\chi h^20.3`$ and the astrophysical preference that $`\mathrm{\Omega }_\chi h^20.1`$. Taken together as in Fig. 3, we see that they enforce $$m_\chi >42\text{GeV}$$ (10) and LEP should eventually be able to establish or exclude $`m_\chi `$ up to about 50 GeV. As seen in Fig. 4, LEP has already explored almost all the parameter space available for a Higgsino-like LSP, and this possibility will also be thoroughly explored by LEP LEPC . ## What is the “Natural” Relic LSP Density? Should one be concerned that no sparticles have yet been seen by either LEP or the FNAL Tevatron collider? One way to quantify this is via the amount of fine-tuning of the input parameters required to obtain the physical value of $`m_W`$ fine : $$\mathrm{\Delta }_o=Max_i\frac{a_i}{m_W}\frac{m_W}{a_i}$$ (11) where $`a_i`$ is a generic supergravity input parameter. As seen in Fig. 5, the LEP exclusions impose CEOP $$\mathrm{\Delta }_o>8$$ (12) Although fine-tuning is a matter of taste, this is perhaps not large enough to be alarming, and could in any case be reduced significantly if a suitable theoretical relation between some input parameters is postulated CEOP . It is interesting to note that the amount of fine-tuning $`\mathrm{\Delta }_o`$ is minimized when $`\mathrm{\Omega }_\chi h^20.1`$ as preferred astrophysically, as seen in Fig. 6 CEOPO . This means that solving the gauge hierarchy problem naturally leads to a relic neutralino density in the range of interest to astrophysics and cosmology. I am unaware of any analogous argument for the neutrino or the axion. ## Is our Electroweak Vacuum Stable? For certain ranges of the MSSM parameters, our present electroweak vacuum is unstable against the development of vev’s for $`\stackrel{~}{q}`$ and $`\stackrel{~}{l}`$ fields, leading to vacua that would break charge and colour conservation. Among the dangerous possibilities are flat directions of the effective potential in which combinations such as $`L_iQ_3D_3,H_2L_i,LLE,H_2L`$ acquire vev’s. Avoiding these vacua imposes constraints that depend on the soft supersymmetry breaking parameters: they are weakest for $`Am_{1/2}`$. Figure 7 illustrates some of the resulting constraints in the $`(m_{1/2},m_0)`$ plane, for different values of $`\mathrm{tan}\beta `$ and signs of $`\mu `$ AF . We see that they cut out large parts of the plane, particularly for low $`m_0`$. In combination with cosmology, they tend to rule out large values of $`m_{1/2}`$, but this aspect needs to be considered in conjunction with the effects of co-annihilation, that are discussed in the next section. ## Co-Annihilation Effects on the Relic Density As $`m_\chi `$ increases, the LSP annihilation cross-section decreases and hence its relic number and mass density increase. How heavy could the LSP be? Until recently, the limit given was $`m_\chi <300`$ GeV limit . However, it has now been pointed out that there are regions of the MSSM parameter space where co-annihilations of the $`\chi `$ with the stau slepton $`\stackrel{~}{\tau }`$ could be important, as seen in Fig.8 EFO . These co-annihilations would suppress $`\mathrm{\Omega }_\chi `$, allowing a heavier neutralino mass, and we now find that EFO $$m_\chi <\mathrm{\hspace{0.33em}600}\text{GeV}$$ (13) is possible if we require $`\mathrm{\Omega }_\chi h^20.3`$. In the past, it was thought that all the cosmologically-preferred region of MSSM parameter space could be explored by the LHC Abdullin , as seen in Fig. 9, but it now seems possible that there may be a delicate region close to the upper bound (13). This point requires further study. ## Current LEP Constraints The LEP constraints on MSSM particles have recently been updated LEPC , constraining the parameter space and hence the LSP. The large luminosity accumulated during 1998 has enabled the lower limit on the chargino mass to be increased essentially to the beam energy: $`m_{\chi ^\pm }>`$ 95 GeV, except in the deep Higgsino region, where the limit decreases to about 90 GeV because of the small mass difference between the chargino and the LSP, which reduces the efficiency for detecting the $`\chi ^\pm `$ decay products. There are also useful limits on associated neutralino production $`e^+e^{}\chi \chi ^{}`$, which further constrain the LSP. Without further theoretical assumptions, the purely experimental lower limit on the neutralino mass has become $$m_\chi >32\mathrm{GeV}$$ (14) for large values of $`m_0`$ whatever the value of $`\mathrm{tan}\beta `$, decreasing to a minimum of 28 GeV for small $`m_0`$. There are other new LEP limits that come into play with supplementary theoretical assumptions. These include a lower limit on the slepton mass, assuming universality $`(m_{\stackrel{~}{l}}m_{\stackrel{~}{e}}=m_{\stackrel{~}{\mu }}=m_{\stackrel{~}{\tau }})`$: $$m_{\stackrel{~}{l}}>90\mathrm{GeV}$$ (15) for $`m_{\stackrel{~}{l}}m_\chi >`$ 5 GeV. There is also a new lower limit $$m_{\stackrel{~}{t}}>85\mathrm{GeV}$$ (16) assuming the dominance of $`\stackrel{~}{t}c\chi `$ decay, for $`m_{\stackrel{~}{t}}m_\chi >`$ 10 GeV. Most important, however, is the new lower limit on the mass of the lightest Higgs boson in the MSSM. The L3 collaboration reports $$m_h>95.5\mathrm{GeV}$$ (17) for $`\mathrm{tan}\beta <3`$. Combining all four LEP experiments, the lower limit (17) would probably be increased to 98 GeV, corresponding to the kinematic limit $`\sqrt{s}`$ (= 189 GeV) - $`m_Z`$. The MSSM Higgs and other limits now appear to effectively exclude the possibility of Higgsino dark matter. Moreover, for $`\mu <0`$, we now find $`\mathrm{tan}\beta >`$ 3.0, whereas a slightly smaller value is allowable if $`\mu >0`$. For values of $`\mathrm{tan}\beta `$ close to these lower limits, the lower limit on $`m_\chi `$ increases sharply, qualitatively as in Fig. 6 but now shifted to the right. The valley in Fig. 6a for $`\mu <0`$ is now filled in, so, pending a more complete evaluation, we estimate that $$m_\chi >50\mathrm{GeV}$$ (18) for either sign of $`\mu `$. ## Summary We have seen that current experimental constraints impose $`m_\chi >`$ 50 GeV if universal soft supersymmetry breaking mass parameters are assumed, and that $`m_\chi <`$ 600 GeV if we require $`\mathrm{\Omega }_\chi h^20.3`$. Values of $`m_\chi `$ close to the lower limit may be explored by forthcoming runs of LEP in 1999 and 2000: the searches for the Higgs boson will be particularly interesting to follow. Thereafter, Run II of the Tevatron collider has the best accelerator chances to find supersymmetry, until the LHC comes along. In the mean time, non-accelerator searches looking directly for LSP-nucleus scattering or indirectly at LSP annihilation products will be offering stiff competition. There is already one direct search that does not claim not to have observed LSP-nucleus scattering DAMA . The possible signal would correspond to a domain of MSSSM parameter space close to the present limits. The LSP interpretation of the signal is not yet generally accepted, since a complete annual modulation cycle has not yet been reported. However, healthy scepticism should not obscure the fact that it is consistent with the limits on sparticle dark matter reported here. Time only will tell whether accelerator or non-accelerator experiments will win the race to discover supersymmetry.
no-problem/9903/astro-ph9903381.html	ar5iv	text	# An X-ray Selected Galaxy Cluster at 𝑧=1.26 Based in part on observations obtained at the W.M. Keck Observatory Based in part on observations obtained at the Kitt Peak National Observatory ## 1 Introduction Over the last few years significant progress has been made in the search for distant galaxy clusters as well as in the study of their galaxy populations. The existence of massive, virialized systems at very high redshifts has a direct bearing on theories of structure formation (e.g., Eke et al. 1996). Finding clusters at redshift $`z>0.5`$ has become routine in serendipitous searches in the X-ray, based on deep ROSAT-PSPC observations. Near-infrared surveys are now reaching the necessary depth and area to push these searches to redshifts $`z>1`$ (e.g., Stanford et al. 1997). These studies have provided new constraints on both the evolution of the cluster abundance out to $`z0.8`$ (see Rosati 1998 for a review) and the evolution of early-type galaxies over a substantial look-back time (e.g., Stanford 1998). The study of the spectrophotometric properties of cluster galaxies at large redshifts provides a powerful means of discriminating between scenarios for the formation of elliptical galaxies. Predictions of the color-magnitude distribution of cluster early-types based on hierarchical models of galaxy formation (Kauffmann 1996; Kauffmann & Charlot 1998) differ at $`z>1`$ from models in which ellipticals formed at high-$`z`$ in a monolithic collapse (Eggen et al. 1962). This is the result of different star formation histories predicted in the two scenarios. In the former, star formation activity is modulated by interactions and merging up to relatively late times, whereas in the single burst scenario the original stellar population evolves passively for a large fraction of the Hubble time. The evolution of the IR-optical colors, the slope of the color-magnitude relation, and the amount of its scatter are important diagnostics for constraining the mode and epoch of formation of the E/S0 galaxies (Bower, Lucey, & Ellis 1992; Kodama & Arimoto 1997; Ellis et al. 1997; Stanford, Eisenhardt, & Dickinson 1998). All these studies, which to date have mainly concentrated on clusters at $`z1`$, suggest that early-type galaxies form at $`z_f>3`$, with a high degree of synchronism in their initial epoch of star formation activity. Identifying clusters at $`z>1`$ provides a valuable sample of galaxies at early cosmic epoch. The rest frame ultraviolet spectra can be used to age date the stellar populations, providing another measure of the formation epoch of early-type galaxies (e.g., Dunlop et al. 1996; Spinrad et al. 1997). Near-infrared imaging is essential at these large redshifts to compensate the k-correction which significantly dims the dominant population of early-type cluster galaxies at observed optical wavelengths. Stanford et al. 1997 (hereafter S97) have shown that optical-infrared colors can be used to considerably enhance the contrast of the cluster galaxies against the field galaxy population and, at the same time, to estimate the cluster redshift. By using this method S97 detected a red clump of galaxies with a narrow $`JK`$ color distribution in a field galaxy survey covering $`100`$ arcmin<sup>2</sup> (Elston et al. 1999). Follow-up spectroscopy with the Keck telescope secured 10 galaxy redshifts at $`<z>=1.273`$ with a velocity dispersion of $`640\pm 90`$ km/s. An a posteriori analysis of a deep ROSAT-PSPC archival pointing revealed a corresponding low-surface brightness X-ray emission at the cluster position, most likely the result of hot intra-cluster gas with an X-ray luminosity of $`L_X[0.52.0\mathrm{keV}]=(0.8\pm 0.3)\times 10^{44}\mathrm{erg}\mathrm{s}^1`$, i.e. typical of a moderately rich cluster. This system, ClG J0848+4453, is currently the most distant X-ray emitting cluster found serendipitously in a field survey. Targeted searches for clusters around high-redshift AGN have led to several positive identifications (e.g., Crawford & Fabian 1996; Pascarelle et al. 1996; Dickinson 1997; Hall & Green 1998). Follow-up deep ROSAT imaging has also revealed the existence of diffuse X-ray emission around several 3CR sources out to $`z1.8`$ (Dickinson et al. 1999). The rarity of powerful radio galaxies, however, make these studies unsuitable for assessing the cluster abundance, and perhaps unrepresentative of normal cluster environments. X-ray imaging is also a well established method to search for bona-fide distant clusters (e.g., Gioia et al. 1990, Gioia & Luppino, 1994). With the advent of the ROSAT-PSPC, with its unprecedented sensitivity and spatial resolution, archival searches for extended X-ray sources have become a very efficient method to construct large, homogeneous samples of galaxy clusters out to at least $`z0.8`$ (e.g., Rosati et al. 1995, 1998; Scharf et al. 1997; Collins et al. 1997; Vihklinin et al. 1998). The ROSAT Deep Cluster Survey (RDCS) (Rosati et al. 1998 (R98)), has shown no evidence of a decline in the space density of galaxy clusters of X-ray luminosity $`L_XL_X^{}`$ over a wide redshift range, $`0.2<z<0.8`$. The fact that the bulk of the X-ray cluster population is not evolving significantly out to this large redshift increases the chances of finding clusters beyond redshift one, since $`L_X^{}`$ clusters ($`4\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ in the \[0.5-2.0\] keV band, roughly the Coma cluster) can be detected at $`z>1`$ as extended X-ray sources in deep ROSAT pointed observations, provided that the X-ray surface brightness profile does not evolve significantly (see also Hasinger et al. 1999). To improve the success rate of identifying very high redshift clusters from deep X-ray surveys, we have begun a program of near-IR imaging of unidentified faint candidates in the RDCS. In this paper, we describe the imaging and spectroscopic follow-up observations of the first of these X-ray faint candidates, RXJ0848.9+4452, which has led to the discovery of a cluster at $`z=1.261`$. The corresponding X-ray source is located in the same PSPC field (the “Lynx field”) as the cluster discovered by S97, and lies only 4.2 arcmin away from ClG J0848+4453 at $`z=1.273`$. By combining these new data with the spectrophotometric data of S97, we find strong evidence for the existence of a superstructure at $`z1.265`$ consisting of two collapsed, possibly virialized clusters. Unless otherwise stated, we adopt the parameters $`H_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, $`q_0=0.5`$. ## 2 The X-ray Selection and Analysis The RDCS was designed to compile a large, X-ray flux-limited sample of galaxy clusters, selected via a serendipitous search for extended X-ray sources in ROSAT-PSPC deep pointed observations (Rosati et al. 1995, 1998). The depth and the solid angle of the survey were chosen to probe an adequate range of X-ray luminosities over a large redshift baseline. Approximately 160 candidates were selected down to the flux limit of $`f_{14}=1`$ (where $`f_{14}=F_X(0.52.0\mathrm{keV})/10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$), over a total area of 50 deg<sup>2</sup>, using a wavelet-based detection technique. This technique is particularly efficient in discriminating between point-like and extended, low surface brightness sources (Rosati et al. 1995). Optical follow-up observations for the cluster candidates consisted primarily of optical imaging in the $`I`$-band, followed by multi-object spectroscopy with 4m class telescopes at NOAO and ESO. To date, more than 100 new clusters or groups have been spectroscopically confirmed, and about a quarter of these lie at $`z>0.5`$. The spectroscopic identification is 85% complete to $`f_{14}=3`$. To this limiting flux the completeness level and the selection function are well understood. At fainter fluxes the effective sky coverage pregressively decreases. In addition, the X-ray identification becomes more difficult due to the increasing confusion and the low signal-to-noise ratio of the X-ray sources which makes it more difficult to discriminate between point-like and extended sources. Below $`f_{14}=2`$ the completeness level can be as low as 50%. However, it is in these lowest flux bins that the most distant clusters of the survey are expected to lie. If one assumes that the evolutionary trend in the cluster population continues past $`z=1`$, the observed X-ray luminosity function, $`N(L_X,z)`$, of R98 can be extrapolated to predict that up to a dozen clusters at $`z1`$ remain to be identified in the RDCS, which covers about 15 deg<sup>2</sup> at $`f_{14}=3`$. This prediction conservatively takes into account the evolution of the bright end ($`L_X>L_X^{}`$), in keeping with the results of Henry et al. (1992), and the survey incompleteness near the flux limit. To date, moderately deep $`I`$-band imaging of several candidates with $`f_{14}<3`$ has shown only marginally significant galaxy overdensities in the best cases. Some of these candidates could be X-ray sources of a different nature, rather than galaxy clusters. To increase the efficiency of cluster identification, we have initiated a program of $`J`$ and $`K`$-band imaging of these faint unidentified candidates in the deepest archival fields of the RDCS. The Lynx field, centered at $`\alpha =08^h49^m12\stackrel{\mathrm{s}}{\mathrm{.}}0,\delta =+44\mathrm{°}50\mathrm{}24\mathrm{}`$ (J2000), was observed for 64.3 ksec with the PSPC in two pointings (rp90009A00,A01). The X-ray data were processed as described in Rosati et al. 1995. The object detection and classification yielded 3 cluster candidates in the central area of the detector ($`\theta <15\mathrm{}`$) (see Table 1). The brightest one was identified as a cluster at $`z=0.571`$, using the CryoCam spectrograph at the KPNO 4m telescope. A 1200 second $`I`$ band image of the two faint remaining candidates, obtained at the KPNO 4m prime focus, failed to show a strong enhancement in the projected galaxy density at either of the peaks of the X-ray emission. A 28 arcmin<sup>2</sup> region in the Lynx field was also part of a deep multicolor optical-IR survey by Elston et al. (1999). The faintest source in Table 1, RXJ0848.6+4453, was identified by S97 as the X-ray counterpart of ClG J0848+4453 at $`z=1.273`$. In the following, we will focus on RXJ0848.9+4452, the cluster candidate which lies at the extreme southeast corner of the Lynx field in the Elston et al. near-IR survey. In Figure 1, we show a comparison between the bidimensional and radial cumulative X-ray surface brightness of RXJ0848.9+4452 with a nearby point-like source scaled down by a factor 1.8 to account for the flux ratio of the two sources. The latter is located 2 arcmin north ($`\theta <4.9\mathrm{}`$) and has been identified as a QSO at $`z=0.575`$ in spectroscopic observations carried out at the KPNO 4m telescope. We use this point-like source to register the PSPC X-ray image onto the optical images. This resulted in a 10″ shift from the nominal position, which is not unusual for aspect solution errors of the PSPC. The statistical $`1\sigma `$ residual error in the position of the X-ray centroid is about 5″ . The conversion factor from counts to unabsorbed X-ray flux was calculated using the galactic HI column density in the Lynx field, $`N_H=3\times 10^{20}\mathrm{cm}^2`$, and assuming a thermal spectrum with $`T=6`$ keV for the source. The source counts are integrated over an aperture of $`2\mathrm{}1h_{50}^1`$ Mpc radius. This aperture encircles $`86\%`$ of the total flux for the profile parameters given below. The first and second top panels in Figure 1 are cut-outs extracted from the PSPC image in the \[0.5-2.0\] keV band with 8″ pixels. The third panel shows a simulated cluster which has been obtained assuming a King profile with core radius of 200 kpc, $`\beta =0.7`$, and the observed X-ray flux of $`1.8\times 10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. The X-ray surface brightness count distribution is then redshifted to $`z=1.26`$ and overlaid onto the measured Poissonian background in the Lynx field of 0.37 counts/pixel. This simulation shows that, within the errors due to the low signal-to-noise, typical cluster parameters match the surface brightness distribution of RXJ0848.9+4452. Furthermore, the growth curves show that the cluster candidate source is clearly extended when compared with a nearby point-like source, as also revealed by the statistical characterization provided by the wavelet algorithm (Table 1). Given the limited resolution of the PSPC and the faintness of the X-ray source, we cannot rule out the possibility from the X-ray properties alone that the X-ray emission is the result of source confusion, or is partially contaminated by one or more AGN. The X-ray spectral information on the X-ray source is very poor, although no emission is detected below 0.5 keV, consistent with a thermal cluster spectrum. As we will discuss below, however, the optical-IR imaging and spectroscopic follow-up observations suggest that the diffuse X-ray emission is most likely due to hot intracluster gas trapped in a gravitationally bound structure. ## 3 Imaging and Spectroscopy Deep optical imaging of the Lynx field in $`BRIz`$ bands was carried out by Elston et al. (1999) at the 4m telescope of the Kitt Peak National Observatory using the PFCCD/T2KB which covers $`16\times 16`$ arcmin with 0.48″ pixels. A deep $`I`$-band image, taken as part of this survey, is shown in Figure 2 with the X-ray contours overlaid. Although an overdensity of galaxies with $`I=2123`$ is visible around the X-ray peak ($`1\sigma `$ significant above the background counts), optical data alone cannot distinguish between possible cluster galaxies and the field galaxy population. ### 3.1 Followup IR imaging Since the area around RXJ0848.9+4452 was only partially covered by the near-IR survey of Elston et al., we obtained $`J`$ and $`K_s`$ imaging at the Palomar 200” telescope with the Prime-Focus Infrared Camera (Jarrett et al. 1994). This camera provides a 2.1′ field of view with 0.494″ pixels. The source was observed on 23 March 1998 through cirrus and in photometric conditions on 24 March 1998. The flux scale was calibrated using observations of three UKIRT standard stars at similar airmass which bracketed the RXJ0848.9+4452 observations on 24 March 1998. The data were taken using a sequence of dither motions in both axes with a typical amplitude of 15″, and a dwell time between dithers of 40 seconds at $`J`$ and from 15 to 30 seconds at $`K_s`$. The data were linearized using an empirically measured linearity curve taken during the observing run, and reduced using DIMSUM<sup>1</sup><sup>1</sup>1 Deep Infrared Mosaicing Software, a package of IRAF scripts available at ftp://iraf.noao.edu/contrib/dimsumV2. The total integration times and FWHM’s of the resulting images are 3360 s and 1.1” at $`J`$, and 5600 s and 0.9” at $`K_s`$. The $`K_s`$ image of the RXJ0848.9+4452 field is shown in Figure 3. A catalog of objects in the $`K`$-band image was obtained using FOCAS (Valdes et al. 1982), as revised by Adelberger (1996). The $`K`$-band image was smoothed by a small amount to match the 1.1 arcsec seeing in the $`J`$-band image. Objects were detected with the requirement that contiguous pixels covering an area of 0.94 arcsec<sup>2</sup> must be 3 $`\sigma `$ above the background. All detected objects were inspected visually to eliminate false detections. The catalog is 90% complete to $`K=21.5`$ in a 2 arcsec aperture. The catalog was then applied to the $`RIJ`$ band images, which had been geometrically transformed to the $`K`$-band image, to obtain matched aperture photometry in those bands. Figure 4 shows the resulting color-magnitude diagrams for all objects in a 2 arcmin<sup>2</sup> area around RXJ0848.9+4452. The top panel shows that the $`JK`$ color distribution of objects falling within a circular area of 35″ radius, centered on the X-ray source, is significantly skewed toward the red, with a maximum at $`JK1.85`$. This spatial segregation of red objects around the X-ray centroid is more evident in Figure 3, where the objects belonging to the red sequence, $`1.8<JK<2.1`$, are marked on the $`K`$ band image of the central area. This overdensity of red objects is comparable with that found by S97 around ClG J0848+4453. There are 21 objects with $`1.8<JK<2.1`$ down to $`K=20`$ which fall within a circular area of radius 60″ around RXJ0848.9+4452, i.e a density of 6.7 arcmin<sup>-2</sup>, in contrast to the average density of 3.3 arcmin<sup>-2</sup> over the entire $`100`$ arcmin<sup>2</sup> area of the Elston et al. survey (Eisenhardt et al. 1998). The $`JK`$ vs $`K`$ diagram for ClG J0848+4453 is shown for comparison in the bottom panel of Fig. 4. A zeropoint error that results in the $`JK`$ colors of ClG J0848+4453 becoming bluer by 0.1 mag was recently discovered in the JK photometry reported in S97. This error has been corrected in the lower panel of Fig. 4. ### 3.2 Keck Spectroscopy Spectroscopic observations of selected galaxies in a 2′ region around RXJ0848.9+4452 were obtained using the Low Resolution Imaging Spectrometer (LRIS; Oke et al. 1995) on the Keck II telescope. Objects were assigned slits based on their $`JK`$ colors and optical-IR magnitudes. Spectra were obtained using the 400 l mm<sup>-1</sup> grating which is blazed at 8500Å, covering the $`60009800`$ Å region. The dispersion of $``$1.8 Å pixel<sup>-1</sup> resulted in a spectral resolution of 9 Å as measured by the FWHM of emission lines in arc lamp spectra. Usually each mask was observed for 5-6 1800 s exposures, with small spatial offsets along the long axis of the slitlets. Three slitmasks in the Lynx field were used to obtain spectra on 20-21 January 1998 UT, 18 February 1998 UT, and 28-29 March 1998 UT. The slitmask data were separated into individual slitlet spectra and then reduced using standard longslit techniques. The exposures for each slitlet were reduced separately and then coadded. One–dimensional spectra were extracted for each of the targeted objects. Wavelength calibration of the 1-D spectra was obtained from arc lamp exposures taken immediately after the object exposures. A relative flux calibration was obtained from a longslit observation of the standard stars HZ 44 and G191B2B (Massey et al. 1988, 1990) with the 400 l mm<sup>-1</sup> grating. While these spectra do not straightforwardly yield an absolute flux calibration of the slit mask data, the relative calibration of the spectral shapes is accurate. Redshifts were calculated by cross-correlating the spectra with an E template from Kinney et al. (1996) using the IRAF Package RVSAO/XCSAO (Kurtz et al. 1991). The redshift measurement was based on matching major absorption features, such as Ca II H+K, Mg I $`\lambda `$ 3830 and $`\lambda `$ 2852, and Mg II $`\lambda 2800`$. The cross correlation is also sensitive to spectral breaks such as D4000 and B2900. Only one object (ID #4) shows weak \[OII\] emission, and the remaining galaxies have spectra similar to the local E template. Two examples of spectra (ID #1,#4), rebinned by a factor of 9, are shown in Figure 5. Five galaxies were found to have redshifts in the range $`1.257<z<1.267`$ (an additional galaxy, ID #248, has a less certain redshift), i.e. a relative velocity $`\mathrm{\Delta }v1300`$ km/s. This range covers twice the velocity dispersion estimated by S97 for ClG J0848+4453. ## 4 Discussion The spectrophotometric properties of all the targets around RXJ0848.6+4453 are summarized in Table 2. Two additional galaxies (not listed in the Table, one visible in fig. 2) found by S97 at $`z=1.268`$ and $`z=1.265`$ lie within 2′ of the central condensation (marked by object #1). Our spectrophotometric data, combined with the evidence of a significant enhancement in the density of red galaxies against the field, coinciding with the diffuse X-ray emission, strongly suggest the presence of a gravitationally bound structure at $`z=1.261\pm 0.005`$. Assuming that the X-ray emission is not contaminated by faint AGN and is entirely due to hot intra-cluster gas trapped in the potential well of this structure, we obtain an X-ray luminosity of $`1.5\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ in the rest frame \[0.5–2.0\] keV band (the k-correction amounts to 1.25 for a thermal spectrum at $`T=6`$ keV), typical of a moderately rich cluster. ### 4.1 A Superstructure at $`z1.27`$ We show in Figure 6 a map of the identified X-ray sources in a 40 arcmin<sup>2</sup> area of the Lynx field, as well as the galaxies with spectroscopic redshifts in the range $`1.25<z<1.28`$, which include the spectroscopic data presented by S97. A composite $`BIK`$ image of the same area is shown in Fig. 7. The redshift histogram of all the spectroscopic members in the two clusters is shown in Figure 8. RXJ0848.9+4452 lies only 4.2′ away from ClG J0848+4453 (alias RXJ0848.6+4453), i.e. at a projected physical distance of $`2.2\mathrm{h}_{50}^1`$ Mpc at that redshift ($`5.0\mathrm{h}_{50}^1`$ comoving Mpc). These data provide evidence for the presence of a superstructure at $`z1.27`$ consisting of two collapsed systems, which are likely in an advanced dynamical state, considering that X-ray emitting gas had the time to thermalize in their potential wells. Inspection of Figure 6 also shows some evidence of a kinematical segregation of the spectroscopic members in the two systems, which requires confirmation with additional spectroscopy. A relative radial velocity of $`1000`$ km/s has been found in similar X-ray clusters pairs found at $`z=0.55`$ (Hughes et al. 1995, Connolly et al. 1996) and in the RDCS at lower redshifts. The X-ray properties of the two systems are similar, although the new cluster has an X-ray luminosity about twice that of ClG J0848+4453 (Table 1). If the estimate of the X-ray fluxes are not affected by source confusion, the higher X-ray luminosity of RXJ0848.9+4452, together with its near-IR appearance showing a more compact distribution of red galaxies compared with its $`z=1.27`$ companion, suggests that it may be in a more advanced dynamical state. Detailed analysis of the morphology of the X-ray emission is not possible with the current ROSAT-PSPC data and signal-to-noise. A deep ACIS exposure scheduled with AXAF in A01 will be able to unambiguously establish the presence of X-ray emitting gas, characterize the thermal state of these two clusters, and permit a measurement of the gas temperatures and metal abundances. Without these additional data it is difficult to obtain a reliable estimate of the cluster mass. Using a larger number of spectroscopic members, S97 estimated the velocity dispersion of ClG J0848+4453 to be $`640`$ km/s, which translates into a mass $`M(r<3\mathrm{h}_{50}^1\mathrm{Mpc})5\times 10^{14}h_{50}^1M_{\mathrm{}}`$. If the mass of RXJ0848.9+4452 is not less than the latter (based on its higher $`L_X`$), one would conclude that the mass of the supercluster is $`10^{15}h_{50}^1M_{\mathrm{}}`$. This estimate is very uncertain however, because we do not know the virialization state of the two systems. The existence of a superstructure at such large look-back times, when compared with recent results of strong clustering of galaxies at much higher redshift (Steidel et al. 1997), can provide some clues on the epoch of cluster formation. Strong concentrations of Lyman break galaxies (LBG) are now found to be ubiquitous in the field at $`z3`$ (Steidel et al. 1998a), with one prominent peak in the redshift distribution every $`100`$ arcmin<sup>2</sup> (Steidel et al. 1998a; Giavalisco, private communication). Galaxies belonging to these peaks are not spatially concentrated on the sky and hence are believed to be non-virialized structures prior to collapse. Using the effective survey volume of the LBG survey (Steidel et al. 1998b), we can then estimate the comoving space density of these concentrations at $`z3`$ to be $`5\times 10^7\mathrm{h}_{50}^3\mathrm{Mpc}^3`$ and $`2\times 10^6\mathrm{h}_{50}^3\mathrm{Mpc}^3`$ for $`\mathrm{\Omega }=0.2`$ and 1 respectively ($`\mathrm{\Lambda }=0`$). The comoving volume explored by our X-ray cluster search in the Lynx field (0.2 deg<sup>2</sup>) for clusters of $`L_X10^{44}\mathrm{erg}\mathrm{s}^1`$ is $`(12)\times 10^6\mathrm{Mpc}^3\mathrm{h}_{50}^3`$ and thus, it is reasonable to argue that the cluster pair we have identified at $`z=1.27`$ is the evolved version of two (or more) LBG concentrations at $`z3\pm 0.4`$, well after the collapse, and possibly in the process of merging. Several clusters identified at $`z0.8`$ in the RDCS or other X-ray surveys (e.g., Gioia et al. 1998) show a filamentary structure, often with two cores (both in optical and X-ray) separated by approximately 1 Mpc comoving. By comparing the space density of LBG concentrations with the local cluster abundance, Steidel et al. (1997), and Governato et al. (1998) on more quantitative grounds, have argued that these high redshift concentrations are likely the progenitors of local rich clusters. In this respect, we note that the space density of local X-ray clusters more luminous than the Lynx clusters is $`N(L_X>10^{44}\mathrm{erg}\mathrm{s}^1)3\times 10^7\mathrm{h}_{50}^3\mathrm{Mpc}^3`$ (e.g., Ebeling et al. 1997). ### 4.2 The cluster galaxy population The color-magnitude diagrams in Figure 4 show the presence of a red envelope which in lower $`z`$ clusters is dominated by early-type galaxies (SED98). Also plotted in the panels are estimates of the no–evolution color–magnitude locus for early–type galaxies. The dashed lines were calculated as described in SED98 using photometry of early–type galaxies from a $`UBVRIzJHK`$ dataset covering the central $``$1 Mpc of the Coma cluster (Eisenhardt et al. 1999). These data enable us to determine, by interpolation, the colors that Coma galaxies would appear to have if the cluster could be placed at $`z=1.26`$ and observed through the $`RIJK`$ filters used on RXJ0848.9+4452. The same physical apertures were used to measure colors in Coma and in the two distant clusters. The colors of the spectroscopic members are broadly similar to those member galaxies in ClG J0848+4453, with the exception of ID#3 which is considerably bluer in the observed colors. As discussed in S97, the optical-IR colors are consistent with a passively evolving elliptical model constructed from a 0.1 Gyr burst population with solar metallicity and a Salpeter IMF formed at $`z=5`$ for $`h=0.65`$, $`\mathrm{\Omega }_0=0.3`$. The colors of the red sequences as well as the spectral energy distributions of the galaxies in the two clusters are also similar, as would be expected if the constituent stellar populations formed at such high redshifts with little subsequent activity either due to merging or starbursts. To more fully address the evolution of galaxy popoulations at these high redshifts, a larger sample of member galaxies which is complete to a given K-band magnitude is needed, along with morphological information. This would extend the sample to include bluer, star-forming galaxies which are found to be numerous in clusters at $`z0.9`$ (Postman et al. 1998), and which are within reach of optical and near-IR spectrometers on 8-10m class telescopes. ## 5 Conclusions Near-infrared imaging of a faint extended X-ray source (RXJ0848.9+4452) detected in a deep ROSAT-PSPC observation of the Lynx field has revealed a significant overdensity of red objects with $`RK`$ and $`JK`$ colors typical of ellipticals at $`z>1`$. Spectroscopic observations with Keck-LRIS have secured redshifts for 6 galaxies in the range $`z=1.262\pm 0.005`$ within a 35″ radius region around the peak of the X-ray emission. These data indicate the presence of a moderately rich galaxy cluster at $`<z>=1.261`$ with rest frame X-ray luminosity $`L_X1.5\times 10^{44}`$ ergs s<sup>-1</sup> (0.5–2.0 keV band). RXJ0848.9+4452 is the highest redshift X-ray selected cluster found to date. An interesting circumstance is that this system lies only 4.2 arcmin away from ClG J0848+4453, an IR-selected cluster previously discovered by Stanford et al. (1997) at $`<z>=1.273`$, also known to be X-ray luminous with half the $`L_X`$ of RXJ0848.9+4452. Ten spectroscopic members are known to date in ClG J0848+4453 and several others have been found in a 28 arcmin<sup>2</sup> field surrounding these two systems. We therefore find evidence of a high redshift superstructure, consisting of two separate systems, in an advanced stage of collapse as elucidated by the X-ray data. The two cluster cores are separated by $`5\mathrm{h}_{50}^1`$ comoving Mpc. Furthermore, the redshift distribution of all the spectroscopic members suggests a velocity difference between the two clusters $`c\mathrm{\Delta }z/(1+z)1500`$ km/s, leading us to speculate that these systems are in the process of merging. The member galaxies in the two clusters form a homogeneous population with similar colors, the difference in the median value of $`JK`$ being less than 0.05 mag. This supports the conclusion of S97 and SED98 who found that the spectrophotometric properties of these red galaxies are consistent with passively-evolving ellipticals formed at high redshift. This work shows that the combination of near-IR imaging and the X-ray selection from deep X-ray pointings can lead to the identification of bona-fide clusters at $`z>1`$. The additional advantage of this approach is that the X-ray selection allows the search volume to be estimated and thus the cluster space density to be effectively evaluated, along with the cluster mass function once the cluster mass is measured. The current limitation of this approach is due to the limited resolution and sensitivity of current X-ray observations which require pushing these studies to flux levels where confusion becomes important and the effective sky coverage becomes very small. With the advent of AXAF and XMM, the use of this strategy for cluster searches at $`z>1`$ promises to be extremely effective, possibly with a success rate of identification as high as the one obtained with the ROSAT-PSPC at $`z<1`$. A census of galaxy clusters at $`1<z<1.5`$ will be a major breakthrough toward our understanding of the formation of both clusters and their constituent galaxy populations. PR aknowledges partial support from NASA ADP grant NAG 5-3537 and thanks Roberto Della Ceca, Riccardo Giacconi and Colin Norman for their continuous support on the RDCS work. We thank Tom Jarrett for supporting observations with the Palomar Prime Focus Infrared Camera, which was a pleasure to use. Portions of this work were carried out by the Jet Propulsion Laboratory, California Institute of Technology, under a contract with NASA. Part of the observational material presented here was obtained at the W. M. Keck Observatory, which is a scientific partnership between the University of California and the California Institute of Technology, made possible by a generous gift of the W. M. Keck Foundation. The work by SAS at LLNL was performed under the auspices of the U.S. Department of Energy under Contract No. W-7405-ENG-48. AD acknowledges the support of NASA HF-01089.01-97A.
no-problem/9903/astro-ph9903447.html	ar5iv	text	# The contribution of faint AGN to the hard X-ray background ## 1 Introduction While it is now clear that the Cosmic X-ray Background (XRB) is made by the superposition of many discrete sources, and that the soft (0.5–2 keV) XRB is mostly produced by AGN (Hasinger et al. 1998, Schmidt et al. 1998), the nature of the sources making the energetically dominant hard (2–50 keV) XRB is still largely unknown. This is due to the lack, until recent years, of sensitive imaging instruments above 2–3 keV. Thanks to ASCA and BeppoSAX, the 2-10 keV band is now accessible to surveys (Boyle et al. 1998, Ueda et al. 1998, Giommi et al. 1998, Giommi, Fiore & Perri 1998, Fiore et al. 1998a,b). The hard X-ray sky poses major problems: no known large class of sources has an emission spectrum matching the kT$`40`$ keV thermal–like spectrum of the XRB; fluctuation analyses of Ginga data (Warwick & Stewart 1989), and ASCA (Georgantopoulos et al. 1997, Cagnoni et al. 1998) and BeppoSAX (Giommi et al. 1998, Giommi, Fiore & Perri 1998) 2–10 keV source counts, require 2–3 times as many sources as expected from ROSAT counts, if they have the steep power law spectrum typical of ROSAT sources ($`1<\alpha _E<2`$, $`F(E)E^{\alpha _E}`$). The leading suggestion to reconcile the source counts, based both on theoretical grounds (Setti & Woltjer 1989, Madau et al. 1994, Matt & Fabian 1994, Comastri et al. 1995) and high energy observations of bright nearby AGN (Zdziarski et al 1995, Smith & Done 1996), is that heavily obscured AGN, emerging strongly at high energies, are the main contributors to the hard XRB. (These AGN are probably not completely invisible at low X-ray energies, i.e. $`1`$ keV, because even if the nuclear emission is completely blocked, different components, like starburts, optically thin gas or scattering of the nuclear radiation, may still be detectable at the 1%–10% level, Giommi, Fiore & Perri 1998, Schachter et al. 1998). It is crucial to test these suggestions observationally in a band where the nucleus is directly visible and down to fluxes where the bulk of the hard XRB is produced. Hard X-ray selection would also help in distinguishing between different scenarios. For instance, if the bulk of the XRB is made by obscured luminous ‘quasar 2’, following the evolution of type 1 AGN, the peak of their activity should be at z=2–3 and then decrease quickly toward lower redshifts. On the other hand, the XRB could be mostly made by a large population of less luminous/active obscured AGN, spread in a broader interval of redshifts. The solution of these problems may have impact also on AGN unification schemes. The BeppoSAX MECS (Boella et al. 1997a,b) provides a good opportunity to investigate the hard X-ray sky, thanks to its good sensitivity above 5 keV (5-10 keV flux limit of $`0.002`$ mCrab in 100 ks), and improved point spread function (PSF). We have thus carried out the High Energy LLarge Area Survey (HELLAS). The survey has been performed in the hard 5-10 keV band because this is the band closest to the maximum of the XRB energy density that is reachable with the current imaging X-ray telescopes. Including the softer 1.5-5 keV range would only increase the background for faint, heavily absorbed sources, thus reducing the chances of their detection. Secondly, the BeppoSAX MECS PSF improves with energy, and in the 5-10 keV band provides error circles of 1 arcmin, 95% confidence radius, small enough to allow the optical identification of the X-ray sources. The HELLAS survey has so far cataloged 180 sources (Fiore et al. 1999, in preparation). The sky coverage is $`250`$ square degrees at $`F_{510keV}=550\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ respectively. At the fainter limit we find between 16 and 20 sources deg<sup>-2</sup> (Fiore et al. 1998a,b, Giommi, Fiore & Perri 1998, Comastri 1998), implying that about 30 % of the XRB is resolved. Cross-correlations of the HELLAS sample with catalogs of cosmic sources provides 18 coincidences (7 radio-loud AGN, 6 radio-quiet AGN, 3 clusters of galaxies, 1 CV and 1 normal star), suggesting that most of the HELLAS sources are AGN. However, the 13 AGN were discovered in radio, soft X-ray, and optical surveys, and so this sample is biased against highly obscured sources. To remove this bias we have started a program to spectroscopically identify the rest of the HELLAS sample. In this letter we report on the first results of this program. The sources studied have not been selected according to their X-ray or optical properties but solely because of visibility during our observing runs. As a result, they can be considered representative of the whole HELLAS sample. ## 2 Optical Identifications We carried out spectroscopic identification of optical candidates for the HELLAS sources using the RC spectrograph (RCSP) at the Kitt Peak 4m telescope for 9 sources, the FAST spectrograph at the Whipple 60” telescope for 1 source, the Hawaii 88” for 2 sources and EFOSC2 at the ESO 3.6m for 2 sources. Long-slit spectra have been obtained in the 3450-8500 $`\AA `$ range (RCSP) or 3800-8000 $`\AA `$ range (FAST, 88”, EFOSC2), with a resolution between 7 and 16 Å. Between 1 and 7 optical candidates were identified on APM or Cosmos scans of the E (R) POSS plates down to R$`20`$m, within a conservative (95 %) error-circle radius of 60<sup>′′</sup>. The complete set of spectra will be presented elsewhere (La Franca et al. 1999 in preparation). We identified the X-ray source with the more plausible object in the error box (if any), i.e. either sources with high hard X-ray to optical ratio (like AGN, Galactic binaries, clusters and groups of galaxies) or bright galaxies and stars. Unlike previous identification campaigns of ASCA sources, we decided not to take advantage of correlations with ROSAT source catalogs or Radio catalogs, to avoid selection biases against obscured objects. Instead, our basic strategy is to obtain spectra of all candidates down to the chosen R=20 magnitude limit. However, in 4 cases a few faint candidates still remain to be observed in each error-box. Their magnitude is fainter than that of the candidate identified as an AGN, and therefore the identification of the X-ray source with the AGN is rather secure. In twelve cases we obtained a unique identification (only one plausible candidate in the error-box). In one case we found 2 sources in the error-circles which could contribute to the detected hard X-ray flux (designated A,B in Table 1). In one case none of the 6 objects observed with $`17<R<20`$ were good candidates for being the X-ray source. All fields but one (0122.1-5845) have been observed with the VLA as part of the NVSS survey. No radio source brighter than 3 mJy is found within any of the HELLAS error-boxes. Given the sources’ optical magnitude this implies that all objects can be considered as radio-quiet. Table 1 gives, for each of the identified sources, the position of the optical counterpart and its distance from the X-ray centroid in arcsec, its redshift, R and B magnitudes, optical and X-ray luminosities and the classification. Broad emission line quasars with a normal blue continuum, $`1.3<\alpha <+0.1`$ ($`F(\nu )=\nu ^\alpha `$, $`0.17<`$z$`<1.28`$), were found in five error-boxes. Broad emission line quasars with a very ‘red’ continuum were found in two cases ($`\alpha (50008000\AA )3`$, consistent with their B-R color (see Table 1). Their spectra are dominated by starlight, based on the detection of the Calcium H and K and MgI absorption features and the small equivalent width of H$`\alpha `$ (90 Å) observed in 1SAXJ1353.9+1820. In this case we could estimate a lower limit to the extinction of A$`{}_{V}{}^{}\genfrac{}{}{0pt}{}{_>}{^{}}4.8`$, corresponding to log$`N_H>21.9`$ assuming a Galactic dust to gas ratio. So, this quasar appears ‘red’ both because the spectrum is dominated by starlight from the host galaxy and because of the large extinction to the nucleus. Narrow emission line galaxies were found in 6 error-boxes. To identify their nature we used the standard line ratios diagnostics (Tresse et al. 1996, see Table 2). Five sources show large \[OIII\]$`\lambda 5007`$/H$`\beta `$ ($`10`$) and/or large \[SII\]$`\lambda 6725`$/H$`\alpha `$ ratios. Two sources also show strong \[NeV\] lines, which unambiguously identify them as narrow line AGN (Schmidt et al. 1998). In all five sources H$`\alpha `$ or H$`\beta `$ have faint wings of FWZI 3000–5000 km s<sup>-1</sup>, broader than the typical value for AGN Narrow Line Region lines. We then classify these sources as intermediate 1.8-1.9 type AGN (Osterbrook 1981). In one error-boxes we found a narrow emission line galaxy, having \[SII\]$`\lambda 6725`$/H$`\alpha `$ and \[OII\]$`\lambda 3727`$/H$`\beta `$ ratios indicating a lower excitation than in Seyfert 1.8-2 galaxies but close to or higher than the value which separate HII galaxies from LINER (Tresse et al. 1996). We tentatively classify it as a LINER. Figure 1 shows two examples of HELLAS AGN. In summary, 12 of the 14 HELLAS error-boxes studied contain AGNs and 1 contains a LINER. We have checked how many of the optical sources lie within 30 arcsec from PSPC sources in the WGACAT. We found six coincidences: 0045.7-2515, 1118.2+4028, 1118.8+4026, 1117.8+4018, 1218.9+2958 (also visible in the ASCA GIS field of Mark766), and 2226.5+2111. Another 4 sources (0122.1-5845, 1353.9+1820, 1519.5+6535, 1134.7+7024) lie in PSPC fields but are not detected in the WGACAT. The surface density of quasars at R=20 (the magnitude of the faintest of our quasars) is 20–40 deg<sup>-2</sup> (Zitelli et al. 1992) and therefore the expected number of chance coincidences in our 14 error-boxes is 0.25-0.5. The surface density of galaxies at R$`\genfrac{}{}{0pt}{}{_<}{^{}}`$19 (the magnitude of the faintest of our Seyfert 1.8–1.9 galaxies and LINER) is about 500 deg<sup>-2</sup> (Lilly et al. 1995). Tresse et al. (1996) found that between 8 and 17 % of the galaxies with z$`<0.3`$ host Seyfert 1.8–2 or LINER nuclei. Hammer et al. (1997) found that $`11\%`$ of the higher redshift and luminosity CFRS galaxies host type 1.8–2 nuclei. The surface density of R$`\genfrac{}{}{0pt}{}{_<}{^{}}19`$ type 1.8–2 AGN and LINER is therefore 45–90 deg<sup>-2</sup>. The number of their chance coincidences in the total area covered by 14 error-boxes is so 0.5–1. We note that for the AGN this is actually an upper limit, since the distribution of the magnitudes of the type 1.8–1.9 AGN in Table 1 is different from a typical galaxy logN-logS, and because two of the type 1.8–1.9 AGN are also PSPC sources. We then conclude that the identification of the quasars and type 1.8-1.9 AGN is rather secure, while for the LINER we cannot exclude a chance coincidence. ## 3 X-ray and X-ray/optical colours Since for the sources in Table 1 we have redshifts, luminosities, optical spectroscopy and X-ray colours, we can start addressing the question of which kind of AGN populates the hard X-ray sky. X-ray hardness ratios can be used to estimate the X-ray spectrum. Assuming an absorbing column equal to the Galactic column along the line of sight, produces rather unlikely spectral indices for the 1.8-1.9 type AGN and the ‘red’ quasars ($`0.5<\alpha _E<0`$), harder than the $`\alpha _E=0.4`$ of the 3-15 keV XRB spectrum and of any known AGN. On the other hand, assuming a typical AGN power law spectrum of energy index $`\alpha _E=0.8`$ and the source redshift, we obtain the $`N_H`$ values given in Table 1. (For the unidentified source we assumed z=0 and so the relative $`N_H`$ is a lower limit to the true absorbing column.) The distribution of log$`N_H`$ is plotted in Figure 2, along with the distribution predicted by the Comastri et al. (1995) syntesis model in the 5-10 keV band and at the flux limit of our survey. The two distributions agree quite well. At a first sight the lack of heavily absorbed Compton thick (log$`N_H>24`$, i.e. the nuclear emission is completely blocked below 10 keV) sources in our survey is at variance with the recent findings of Maiolino et al. (1998) and Risaliti et al. (1999). However it should be noted that their results have been derived from an optically selected sample of bright, nearby Seyfert 1.8-2 galaxies, and thus the comparison with our survey is not straigthforward. The distribution in Figure 4 of Risaliti et al. (1999) is the expected one at the flux limit where most of the XRB is resolved. Our survey resolves only a fraction of the XRB and therefore it misses the sources in which large absorption (log$`N_H>24`$) reduces the 5-10 keV flux below our flux limit. The hard X-ray to optical ratio (X/O) of HELLAS AGN is similar to that of nearby Seyfert 1 and Compton thin Seyfert 1.8-1.9 galaxies (from the samples of Bassani et al. 1999, Matt et al 1999). The HELLAS sources can so be considered as their higher redshift (up to z=0.4) analogs. It is worth noticing that another intermediate type 1.9, Compton thin quasar has been discovered by Almaini et al (1995) and Georgantopoulos et al. (1998) at even higher redshift (z=2.35). Conversely, the X/O of the local Compton thick Seyfert 2 galaxies (Maiolino et al. 1998) with $`F_{510keV}=210\times 10^{13}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ is lower by a factor 30-100. The study of faint Compton thick Seyfert 2 (Maiolino et al. 1998) at z=0.2–0.4 and V$`19`$ (which should have $`F_{510keV}=10^{15}10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ ) must therefore await instruments with sensitivity higher than ASCA and BeppoSAX, like those on board AXAF and XMM. ## 4 Discussion and Conclusions Our results, obtained using a purely hard X-ray selected sample and based on new identifications as well as correlation of the HELLAS sample with catalogs of known sources, provide strong evidence that most of the sources resolved down to a 5-10 keV flux level of $`8\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ are AGN. The amount of absorption in these AGN is consistent with the prediction of AGN synthesis models of the XRB (Comastri et al. 1995) in the 5-10 keV band and at the above flux limit. However, the source breakdown is rather peculiar. In addition to five ‘blue’ continuum broad line quasars, which dominate optical and soft X-ray surveys, we found 7 “intermediate” AGN. These objects are “intermediate” both for their optical spectra which pose them between type 1 and type 2 AGN and because of their X-ray absorption, which is typically log$`N_H`$=22.5-23 (estimated from hardness ratios). ‘Red’ quasars have been selected in the past in the radio band (Smith & Spinrad 1980, Webster et al. 1995) or in soft X-rays (provided that the absorbing column is not too large, A$`{}_{V}{}^{}\genfrac{}{}{0pt}{}{_<}{^{}}2`$, log$`N_H<21.7`$, Kim & Elvis 1998). Their number density relative to ‘blue’ quasars is thought to be a few percent. In contrast, we found a fraction of $``$30%, showing that hard X-ray selection may be a more efficient and less biased way to search for ‘red’ quasars. The fraction of AGN showing evidence of extinction/absorption to the nucleus in optical/X-ray (7 out of 12 AGN) is $`0.58_{0.18}^{+0.17}`$ (Gehrels 1986, $`1\sigma `$ confidence level). The fraction of intermediate AGN + narrow line galaxies in the ROSAT 0.5-2 keV survey of the Lockman hole ($`F_{0.52keV}>5.5\times 10^{15}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ , Schmidt et al. 1998), and in the shallower Cambridge-Cambridge ROSAT Serendipity Survey (CRSS, $`F_{0.52keV}>2\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ , Boyle et al, 1995a,b) is 0.28$`\pm `$0.09 (11 objects out 39) and 0.15$`\pm `$0.05 (12 objects out of 80), respectively. The same fraction in the ASCA-ROSAT combined surveys of Boyle et al. (1998) and Akiyama et al. (1998) is 0.33$`\pm `$0.08 (20 objects out of 61). We calculated, using both the Fisher exact probability test (Siegel 1956) and the Barnes (1994) test on the difference of two proportions, the probability that the HELLAS and the Lockman hole, CRSS and ASCA-ROSAT samples differs in the proportion of obscured objects. This probability is $`95\%`$ for HELLAS/Lockman hole samples, $`99\%`$ for the HELLAS/CRSS samples and $`90\%`$ for the HELLAS/ASCA-ROSAT samples, for both statistical tests. While more HELLAS identifications will clearly be useful to strengthen this result, the above probabilities already indicate a difference between the HELLAS sample and at least the two ROSAT samples. Furthermore, while all HELLAS ‘blue’ quasars in PSPC fields are detected down to a typical WGACAT flux limit of $`15\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ , only three of the six ‘intermediate’ AGN in PSPC fields are detected at this flux limit (see Table 1 and Sect 2), again indicating that ROSAT surveys are more biased against faint highly obscured objects that our survey. We did not find any luminous ($`L_X>10^{44}`$ erg s<sup>-1</sup>, highly absorbed (log$`N_H>23`$) quasar 2. However, one of the ‘red’ quasar in our sample has an high X-ray luminosity and may have an absorbing column as high as log$`N_H`$=23. Almaini et al. (1995) discovered an highly obscured quasar at z=2.35, which has been classified as an intermediate 1.9 AGN by Georgantopoulos et al. 1998. Akiyama et al. (1998) report the discovery of 2 luminous broad line quasars with a very hard (possibly absorbed) X-ray spectrum. One of our ‘blue’ quasar may have absorption in excess of log$`N_H`$=22. Although the statistics are not yet good enough to reach firm conclusions, these few positive detections and the absence of even a single detection of a narrow line quasar 2 (Halpern et al. 1998) suggest that X-ray absorption in high luminosity objects may be associated more frequantly with intermediate type 1.5-1.9 AGN, ‘red’ quasars, or even normal ‘blue’ quasars, rather than with pure type 2 objects. The bulk of the hard XRB could be made by a large population of Seyfert 1.8–2 like galaxies and moderately absorbed ‘red’ and intermediate quasars (see also Kim & Elvis 1998). This is in line with scenarios where the absorption takes place in a starburst region surrounding the nucleus (Fabian et al. 1998). In this case the amount of the absorbing gas may depend on the nuclear mass (and luminosity), and then the evolution of the type 2 AGN luminosity function would also be strongly affected by the nuclear environment and may imply a link between AGN evolution and the history of star-formation as measured from optical and sub-mm surveys (see e.g. Madau et al. 1996, Lilly et al. 1998). In this regard, it is worth remarking that a sizeable population of low luminosity AGN (M<sub>B</sub> in the range –17; –20) may exist at very faint optical fluxes (V=26-27) in the Hubble Deep Field North (Jarvis & MacAlpine 1998). This conclusion will soon be tested by the deep and high spatial resolution surveys that will be performed by AXAF and XMM in the next few years. These deep surveys, together with the shallower but larger area surveys perfomed by ASCA and BeppoSAX, should be able to discriminate between different scenarios for the XRB and provide information on the connection between AGN and galaxy evolution. Acknowledgements We thank the BeppoSAX SDC, SOC and OCC teams for the successful operation of the satellite and preliminary data reduction and screaning, A. Matteuzzi for his work on MECS source position reconstruction, P. Massey for his help at the Kitt Peak 4m telescope, P. Berlind for the Whipple 60” spectra of the 1SAXJ1519.5+6535 field, G. C. Perola, M. Vietri and G. Zamorani for a careful reading of the manuscript and useful discussions.
no-problem/9903/nucl-th9903040.html	ar5iv	text	# Comment on “Determination of pion-baryon coupling constants from QCD sum rules” ## Abstract In this comment, we propose possible errors in constructing the continuum contribution in the sum rule studied by M. C. Birse and B. Krippa, Phys. Rev. C. 54 (1996) 3240. preprint: TIT/HEP-413/NP In Ref. , Birse and Krippa \[BK\] have calculated $`\pi NN`$, $`\pi \mathrm{\Sigma }\mathrm{\Sigma }`$, and $`\pi \mathrm{\Sigma }\mathrm{\Lambda }`$ coupling constants using QCD sum rules. In this comment, we want to point out that they might not treat the continuum contribution properly. If the continuum contribution is treated properly within their analysis, the results provided in Ref. need to be significantly modified. BK considered the two-point correlation function $`\mathrm{\Pi }(p)=i{\displaystyle d^4xe^{ipx}0\|T[\eta _p(x)\overline{\eta }_n(0)]\|\pi ^+(k)}.`$ (1) Here $`\eta _p`$ is the proton interpolating field of Ioffe and $`\eta _n`$ is the neutron interpolating field. For $`\pi \mathrm{\Sigma }\mathrm{\Sigma }`$ and $`\pi \mathrm{\Sigma }\mathrm{\Lambda }`$ couplings, they use the interpolating fields for $`\mathrm{\Sigma }^{+,0}`$ and $`\mathrm{\Lambda }`$ obtained from the nucleon interpolating field by using SU(3) rotation. They constructed the sum rules in the leading order of the pion momentum $`k`$ and considered the structure $`\overline{)}k\gamma _5`$. In the conventional QCD sum rules, the continuum contribution is modeled such that its spectral density is given by a step function which starts from a threshold, say $`S_\pi `$. According to the duality argument, the coefficient of the step function is obtained from the terms containing $`ln(p^2)`$ in the OPE. More specifically, the spectral density for the continuum is $`\rho _c^{phen}\rho ^{ope}(p^2)\theta (p^2S_\pi )`$, where $`\rho ^{ope}`$ is the spectral density of the OPE. The sum rule equation after the Borel transformation is given by $`{\displaystyle _0^{\mathrm{}}}𝑑se^{s/M^2}[\rho ^{ope}(s)\rho ^{phen}(s)]=0,`$ (2) where $`M`$ is the Borel mass. Within this approach, it is straightforward to construct the sum rule equations. Then it is easy to prove that $`E_2`$, $`E_1`$, and $`E_0`$ factors appearing in Eqs.(17),(28),(29) and in the numerator of Eq.(36) of Ref. should be replaced as follows, $`E_2E_1;E_1E_0;E_01.`$ (3) To be more specific, let’s consider the second term in Eq.(17) of Ref. and prove the replacement of $`E_1E_0`$. This term comes from Eq.(13) whose form can be written as $`C\mathrm{ln}(p^2)`$ where $`C`$ is a constant. The corresponding spectral density is $`C\theta (p^2)`$ which provides the continuum spectral density as $`C\theta (p^2S_\pi )`$. Then the integration over $`p^2`$ with the Borel weight, $`{\displaystyle _0^{\mathrm{}}}𝑑p^2e^{p^2/M^2}C\theta (p^2S_{\pi N})=CM^2e^{S_\pi /M^2}.`$ (4) And the corresponding integration for the OPE part yields $`CM^2`$. By moving the continuum part to the OPE side, one obtains the term $`CM^2(1e^{S_\pi /M^2}).`$ (5) Note that the factor $`(1e^{S_\pi /M^2})`$ is the definition of $`E_0`$, not $`E_1`$ ! This $`E_0`$ factor should appear in the second term of Eq.(17) instead of $`E_1`$. The third replacement, $`E_01`$, is easy to see because this $`E_0`$ factor in Ref. comes from the OPE term of $`1/p^2`$. Obviously, the spectral density of $`1/p^2`$ is just a delta function, $`\delta (p^2)`$, and it can not contribute to the continuum. Similarly, one can derive the replacement, $`E_2E_1`$. Then how these replacements affect their results ? In figure 1 of Ref. , after these replacements, the dashed line now varies from 13 to 30 the solid line varies from 7.5 to 5. Therefore, the curves one gets after the replacements are clearly different from what BK provided in Ref. , which of course changes their results substantially. Additional discussion on this sum rule using the correct continuum can be found in Ref. . According to Ref. We thank M. C. Birse for clarifying the steps leading to the factors in question, it is claimed that the use of a double dispersion relation is crucial in deriving those continuum factors in question. Within a double dispersion relation, the perturbative spectral density is claimed to be of the form, $`\rho (s_1,s_2)=b(s_1)\delta (s_1s_2).`$ (6) The function $`b(s)`$ in Eq.(6) is determined via the relation, $`{\displaystyle _0^{\mathrm{}}}𝑑s_1{\displaystyle _0^{\mathrm{}}}𝑑s_2{\displaystyle \frac{\rho (s_1,s_2)}{(s_1p^2)(s_2p^2)}}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{b(s)}{(sp^2)^2}}`$ (7) $`=`$ $`Cln(p^2)`$ (8) The second relation is satisfied for $`b(s)=Cs`$, up to some subtraction terms. According to Ref. , the continuum contribution from $`Cln(p^2)`$ is obtained by putting Eq.(6) (with $`b(s)=Cs`$) into the double dispersion integral, $`\mathrm{\Pi }(p^2){\displaystyle _{S_\pi }^{\mathrm{}}}𝑑s_1{\displaystyle _{S_\pi }^{\mathrm{}}}𝑑s_2{\displaystyle \frac{\rho (s_1,s_2)}{(s_1p^2)(s_2p^2)}}`$ $`=`$ $`{\displaystyle _{S_\pi }^{\mathrm{}}}{\displaystyle \frac{Cs}{(sp^2)^2}}`$ (9) $`=`$ $`C\left[ln(S_\pi p^2){\displaystyle \frac{S_\pi }{S_\pi p^2}}+\mathrm{}\right]`$ (10) Then BK performed a single Borel transformation, transfered this continuum to the OPE side, and obtained the factor, $`E_1`$. Similarly, one can get the factors, $`E_0`$ and $`E_2`$, by following the similar steps. However, in this derivation, it is important to note that the term, $`S_\pi /(S_\pi p^2)`$, in Eq. (10) is crucial in obtaining the $`E_1`$ factor. Without this, one would obtain $`E_0`$, the same factor that we have derived using the conventional method mentioned above. The situation is similar in producing the factors, $`E_0`$ and $`E_2`$, in BK sum rule. What is the physical meaning of this new term ? If one takes the discontinuity of the correlator, $`\mathrm{\Delta }\mathrm{\Pi }\mathrm{\Pi }(p^2+iϵ)\mathrm{\Pi }(p^2iϵ)`$, then the new term yields a pole at $`p^2=S_\pi `$ in addition to a step-like continuum coming from the term $`ln(S_\pi p^2)`$. The step-like continuum is well understood from the QCD duality but the pole at the continuum threshold does not have any physical meaning. This pole is produced by the mathematical way of constructing the continuum and therefore needs to be subtracted out. Otherwise, the duality of QCD in constructing the continuum in QCD sum rule can not be satisfied by the presence of this pole at the continuum threshold. Once the pole subtracted out, then the factors in question can be replaced as we suggested. ###### Acknowledgements. This work is supported by Research Fellowships of the Japan Society for the Promotion of Science.
no-problem/9903/astro-ph9903338.html	ar5iv	text	# The Circumstellar Envelope of 𝜋¹ Gru ## 1 Introduction Mass loss from stars on the Asymptotic Giant Branch (AGB) takes place as a cool, dusty, molecular wind at rates which are so high that they dominate the evolution of the star. The energy in these huge stars is produced in their very small cores, leading to the expectation that the structure of the star and of its circumstellar outflow will be spherically symmetric. However, a plethora of recent observations (e.g. Lucas lucas (1999); Monnier monnier (1999); Tuthill et al. tuthill (1999); Monnier et al. monnieretal (1999)) have shown that the outflows are far from smooth, steady, uniform and spherically symmetric, and that asymmetries can be seen on a wide range of size scales. This paper discusses molecular line observations of the envelope of $`\pi ^1`$ Gru, which is known to have complex structure and large-scale asymmetry from previous CO observations (Sahai sahai (1992), hereafter S92). $`\pi ^1`$ Gru is a nearby mass-losing S star, at a distance of 153 pc (Perryman et al. perryman (1997); van Eck et al. eck (1998)). S92 found that the CO line profiles have a very unusual shape: they are double-horned, and do not have the steep sides typical of molecular line emission from uniformly expanding stellar winds. Further, the envelope has north-south kinematic structure, and at least two velocity components; a “normal” outflow with an apparent speed of about 11 $`\mathrm{km}\mathrm{s}^1`$, and a faster outflow with a speed of $`38\mathrm{km}\mathrm{s}^1`$. The molecular line observations measure a mean mass loss rate of several $`\times 10^7\mathrm{M}_{}\mathrm{yr}^1`$, while the 60$`\mu \mathrm{m}`$ emission from circumstellar dust shows that the envelope is extended (Young et al. young (1993)), with a radius of about $`6\times 10^{17}`$ cm and a kinematic age of $`10^4`$ years. $`\pi ^1`$ Gru is the primary of a wide binary system, whose secondary, at a projected separation of $`2.7^{\prime \prime }`$, appears to be a solar-mass main sequence star (Proust et al. proust (1981); Ake & Johnston ake (1992)). The stars are thus at least $`6\times 10^{15}`$ cm apart and, since the system mass is at least 2 $`\mathrm{M}_{}`$, the orbital period is about 6000 years and the orbital velocity about 2 $`\mathrm{km}\mathrm{s}^1`$. Given the possible presence of a fast molecular wind and bipolar structure in the envelope of $`\pi ^1`$ Gru, plus the presence of its binary companion, we reobserved the envelope with improved sensitivity and modeled its line emission in an attempt to better define its geometry and kinematics. These observations are described in the next section, and the results are given in Section 3. Section 4 describes a model of the structure of the circumstellar envelope. These results are discussed in Section 5, and Section 6 contains the conclusions. ## 2 Observations The properties of $`\pi ^1`$ Gru from the literature, plus those derived in the present paper, are summarized in Table 1. The distance is from the Hipparcos parallax (Perryman et al. perryman (1997)), the luminosity from van Eck et al. (eck (1998)), and the variability type and period from Proust et al. (proust (1981)), and Kerschbaum & Hron (kerschbaum (1994)). The observations were made with the 10.4m Robert B. Leighton telescope of the Caltech Submillimeter Observatory on Mauna Kea, Hawai‘i, on September 4-6 1997. The southerly declination of the star means that it is always at a low zenith angle as observed from the CSO, and the consequent high air mass makes submillimeter observations, which have higher angular resolution, impractical. The star was observed in the relatively transparent 1.2 mm window, in the CO(2–1) line at 230.538 GHz and the SiO(6–5) line at 260.518 GHz. The telescope half-power beamwidth was measured to be $`30^{\prime \prime }`$, and the main beam efficiency to be 69%, using observations of Jupiter. The zenith atmospheric opacity $`\tau _\mathrm{o}`$ was $``$0.06. The observations used a liquid helium cooled SIS junction receiver with a double sideband system temperature of $``$100 K. The temperature scale and the atmospheric opacity were measured by comparison with a room temperature load. The temperature scale was corrected for the atmospheric opacity and for the main beam efficiency. The spectral lines were observed using two acousto-optic spectrographs with bandwidths of 500 MHz and 50 MHz respectively over 1024 channels. The spectrometer frequency, frequency scale and spectral resolution were calibrated using an internally generated frequency comb, and the velocity scale was corrected to the Local Standard of Rest (LSR). The velocity resolutions of the spectrometers were $`2.1\mathrm{km}\mathrm{s}^1`$ and $`0.21\mathrm{km}\mathrm{s}^1`$. The observations were made by chopping between the star position and an adjacent sky position with the secondary mirror, using a chop throw of $`120^{\prime \prime }`$ in azimuth at a rate of 1 Hz. Pairs of chopped observations were made with the star placed alternately in each beam. The spectral baselines resulting from this procedure are linear to within the r.m.s. noise for both spectrometers. We performed three observations of the $`\pi ^1`$ Gru envelope. First, we obtained a sensitive observation of the CO(2–1) line with both the 50 MHz (high resolution) and 500 MHz (large bandwidth) spectrometers. The high resolution observation was made to measure the detailed shape of the strong CO line emission close to the systemic velocity of the star, while the large bandwidth observation was made to measure the weak emission from the star’s high velocity molecular outflows. During these observations, the telescope pointing was checked roughly once per hour using the strong line emission. Second, we observed the SiO(6–5) line; because this line requires high density for excitation, and because much of the Si condenses onto dust close to the star, this emission arises from the inner regions of the envelope. The third observation was a map of the CO(2–1) emission from the envelope made on a $`100^{\prime \prime }\times 100^{\prime \prime }`$ square grid centered on the star’s position and sampled every $`10^{\prime \prime }`$. The observation was made using the ‘on-the-fly’ (OTF) technique. This method consists of scanning across the object’s position and accumulating spectra as the telescope moves. The grid is built up by a set of scans stepped in the orthogonal direction. The map of $`\pi ^1`$ Gru was made by executing several rapid complete OTF maps and summing them; this procedure minimizes errors due to pointing drifts. The OTF observations were made with the 500 MHz spectrometer only. Before each OTF map, the pointing was updated using the CO(2–1) line emission. ## 3 Results The individual observations of the SiO(6–5) line were examined for bad baselines, co-added, and multiplied by the main beam efficiency. The resulting total SiO(6–5) line profile is shown in Fig. 1 (where it is compared with the high resolution CO(2–1) line profile, see below). The observed properties: the integrated intensity in $`\mathrm{K}\times \mathrm{km}\mathrm{s}^1`$; the peak line temperature; the wind outflow speed $`\mathrm{V}_\mathrm{o}`$; and the central velocity $`\mathrm{V}_\mathrm{c}`$, are listed in Table 1. The central velocity and outflow velocity are in good agreement with the values found by S92 for the $`{}_{}{}^{13}\mathrm{CO}`$(1–0) line. The SiO(6–5) line, like the $`{}_{}{}^{13}\mathrm{CO}(10)`$ line observed by S92, is roughly parabolic in shape, although the signal-to-noise ratio is not sufficient to definitively rule out a more complicated shape, such as the presence of horns. The profile does, however, show that the outflow velocity of the dense gas in the inner envelope is about 13 $`\mathrm{km}\mathrm{s}^1`$. Fig. 1 also shows the high resolution CO(2–1) line profile. The shape of this line is quite different from that of the SiO(6–5) line profile: it has two horns and a non-parabolic Voigt profile shape with a larger velocity extent. The mean velocity of the horns is -11.8 $`\mathrm{km}\mathrm{s}^1`$, in good agreement with the central velocity of the SiO(6–5) and $`{}_{}{}^{13}\mathrm{CO}`$(1–0) lines. The horns are offset in velocity from the line center by $`\pm 5.1\mathrm{km}\mathrm{s}^1`$, about half the outflow velocity given by the SiO(6–5) line. Fig. 2 shows the broad-band CO(2–1) line profile. High velocity molecular line emission is seen, extending from about -100 $`\mathrm{km}\mathrm{s}^1`$ to at least +40 $`\mathrm{km}\mathrm{s}^1`$, and perhaps to +80 $`\mathrm{km}\mathrm{s}^1`$. This velocity range corresponds to -88 $`\mathrm{km}\mathrm{s}^1`$ to +52 $`\mathrm{km}\mathrm{s}^1`$ or + 92 $`\mathrm{km}\mathrm{s}^1`$ with respect to the central velocity. The total extent of $`140180\mathrm{km}\mathrm{s}^1`$ is twice that seen in the lower signal to noise ratio observations of S92, and is almost certainly a lower limit to the true velocity extent of the fast wind. Fig. 3 shows the CO(2–1) line profiles in a region $`\pm 50^{\prime \prime }`$ with respect to the star’s position. The emission is only slightly resolved by the $`30^{\prime \prime }`$ beam, but kinematic structure is clearly seen. This structure was examined by constructing a set of 11 $`\times `$ 11 pixel ($`10^{\prime \prime }`$ spacing) channel maps, i.e. maps of the emission at each velocity. The position of the emission peak in each map was measured using the routine IMFIT from the National Radio Astronomy Observatory’s AIPS data reduction package to fit a two-dimensional elliptical gaussian model. The results are shown in Fig. 4, which shows the declination and right ascension of the emission peak at each velocity. Near the systemic velocity, where the emission is strong, the data are plotted for every channel. At higher relative velocities, the data are averaged over 10 - 15 velocity channels. Also indicated in Figure 4 are the velocities of the emission horns determined from the central profile (Fig. 1) and the velocity range ($`\mathrm{V}_\mathrm{c}\pm \mathrm{V}_\mathrm{o}`$) of the SiO emission (Fig. 1). Fig. 4 reveals no resolvable kinematic structure in the EW direction, but shows velocity gradients in the NS direction, in agreement with S92. Fig. 4 shows that the two horns on the CO(2–1) line profile arise from different locations in the sky, separated by about $`10^{\prime \prime }`$. At higher velocities with respect to the line center, $`\pm (6\mathrm{to}12)\mathrm{km}\mathrm{s}^1`$, the declination - velocity curve turns over. At higher velocities yet, the position offsets are smaller still and decrease essentially to zero. There is a second, lower amplitude inflection point in the velocity - right ascension curve near the central velocity, with a velocity gradient of $`5\mathrm{km}\mathrm{s}^1`$ over a region a few arcseconds in diameter. ## 4 A Model of the $`\pi ^1`$ Gru Envelope First we use a simple model for the molecular envelope to estimate an approximate mass loss rate. The SiO(6–5) line profile suggests simple spherical outflow, and we calculated a model CO emission profile assuming spherical outflow at constant velocity and mass loss rate, with a relative abundance f = $`\mathrm{CO}/\mathrm{H}_2=6.5\times 10^4`$ (Lambert et al. lambert (1986)), $`\mathrm{V}_\mathrm{o}=10\mathrm{km}\mathrm{s}^1`$, and $`\dot{\mathrm{M}}=4.5\times 10^7\mathrm{M}_{}\mathrm{yr}^1`$. The model CO(2–1) line profile is parabolic and does not reproduce the observed line shape. We then investigated a model consisting of an expanding flattened system, or disk, tilted to the line of sight. The line profiles produced by this configuration were calculated from a model of the envelope geometry, with the line formation calculated by a Monte Carlo radiative transfer code based on that of Bernes (bernes (1979)) modified for axisymmetric geometries. The envelope is modeled by a set of concentric rings, with sufficiently fine radial spacing to approximate a smooth distribution in optical depth (see Crosas & Menten crosas (1997)). The rings have 30 radial and 30 height spacings. Within each of the 30 x 30 rings, the density and temperature are constant. The 3D components of the velocity vector are calculated at each photon step (cf. Bernes 1979). The level populations are solved for 30 rotational levels and for infrared pumping to the first vibrational state (v = 0$``$1 at 4.6 $`\mu \mathrm{m}`$) using the observed 4.6 $`\mu \mathrm{m}`$ flux density of $`\pi ^1`$ Gru (Gezari et al. gezari (1993)). The mass loss rate, radial expansion velocity, turbulent velocity, kinetic temperature distribution and disk radius are input parameters. The line profile along a given line of sight is calculated by rotating the structure, calculating the line emission across the structure and convolving the emission with a two-dimensional circular gaussian beam. The fast molecular wind was not included in this model. A model in which the bulk of the CO(2–1) emission arises from a tilted, expanding disk produced by constant mass loss fits the data well. This model is sketched in Fig. 5 and the model and observed line profiles are compared in Fig. 6. The northern part of the disk is tilted away from the observer at an angle of $`55^\mathrm{o}`$ to the line of sight. The temperature profile is approximated as a power law: T(r) = 300 K $`(r/10^{15}cm)^{0.7}`$, as found in detailed models of AGB star winds (Goldreich & Scoville (goldreich (1976)); Kwan & Linke (kwan (1982)). The best fit model has a disk radius of $`5\times 10^{16}`$ cm, a thickness of $`10^{16}`$ cm, and is produced by a constant mass loss rate of $`1.2\times 10^6\mathrm{M}_{}\mathrm{yr}^1`$. The radial expansion velocity in the plane of the disk is 15 $`\mathrm{km}\mathrm{s}^1`$, increasing slightly to 18 $`\mathrm{km}\mathrm{s}^1`$ at the poles, and the turbulent velocity is 1 $`\mathrm{km}\mathrm{s}^1`$. It was also found that better agreement with the data is obtained if the telescope pointing is offset from the center of the envelope by $`+5^{\prime \prime }`$ in declination (note that declination and zenith angle offsets are approximately equivalent for observations from Hawai‘i of objects which lie at very southern declinations). The outflow velocity in the disk agrees well with the value of $`13\pm 2\mathrm{km}\mathrm{s}^1`$ observed for gas in the dense inner regions as observed in the SiO(6–5) line (Table 1). ## 5 Discussion The model shown in Figures 5 and 6, of an expanding disk tilted in the north-south direction, reproduces the observations well, and also agrees with the higher spatial resolution observations of S92, which show that the emission from the envelope is elliptical with the major axis lying east-west. The difference between the discussion by S92 and that here is one of interpretation; S92 suggests that the spatially separated horn features arise from a bipolar flow perpendicular to the disk, while our model identifies them with the northern and southern halves of the tilted disk (cf. Figure 5) whose projected major axis lies east-west. While the fast wind from $`\pi ^1`$ Gru is not explicitly modeled, the observations suggest that it is likely to be a continuation of the velocity increase towards the poles. The model disk which reproduces most of the emission from the inner envelope is much smaller than the envelope extent of $`6\times 10^{17}`$ cm observed via 60 $`\mu \mathrm{m}`$ emission from dust (Young, Phillips and Knapp 1993), and the mass loss rate required to produce the observed emission from the disk is much higher ($`1.2\times 10^6\mathrm{M}_{}\mathrm{yr}^1`$) than the mean value ($`4\times 10^7\mathrm{M}_{}\mathrm{yr}^1`$) given by the CO line intensity and 60 $`\mu \mathrm{m}`$ flux density. The envelope may thus be roughly spherical, with a strong density increase towards the plane of the disk; alternatively, the mass loss rate of $`\pi ^1`$ Gru may have undergone a large increase in the last 1000 years. The model proposed here for the envelope of $`\pi ^1`$ Gru is similar to that suggested for the envelope of the carbon star V Hya by Knapp et al. (knapp (1997)). The molecular line emission from both envelopes is similar: the lines emitted from the inner envelope have simple parabolic shapes, the CO lines have complex, double horned shapes, and the velocity separation of the horns is significantly smaller than the velocity range of the “high density” emission. Also, both stars have fast ($`\mathrm{V}_\mathrm{o}>50\mathrm{km}\mathrm{s}^1`$) molecular winds. Fig. 7 reproduces the IRAS color-color diagram for evolved stars with fast molecular winds from Knapp et al. (1997) with the data for $`\pi ^1`$ Gru added Jorissen & Knapp (jk (1998)); the colors are plotted for the two epochs at which the star was observed. Like V Hya, and unlike all the other stars with fast molecular winds, $`\pi ^1`$ Gru still has the infrared colors of an AGB star. The structure of the $`\pi ^1`$ Gru envelope is remiscent of structure seen in some planetary nebulae. For example, Manchado et al. (manchado (1996)) have pointed out the existence of a class of quadrupolar planetary nebulae, which they attribute to the presence of two bipolar outflows ejected in different directions. Their proposed model for these flows (see also Livio & Pringle livio (1996); Guerrero and Manchado guerrero (1998)) is that the bipolar flow is intermittent and that the flow axis precesses due to the precession of a collimating disk. The similarity of this structure to that suggested from these observations of the $`\pi ^1`$ Gru envelope shows that this complex structure is already present in the pre-existing circumstellar envelope. Detailed observations of the molecular emission on angular scales of $`1^{\prime \prime }`$ will become possible before too long; it will be interesting to investigate the details of the complex ways in which stars end their lives, which are only dimly discernible in the present observations. ## 6 Conclusions 1. This paper describes molecular line observations of the envelope around the S star $`\pi ^1`$ Gru. We find that the envelope contains complex kinematic structure: 1. A fast molecular wind, with a maximum outflow speed of at least 70 $`\mathrm{km}\mathrm{s}^1`$ and perhaps as high as 90 $`\mathrm{km}\mathrm{s}^1`$. 2. A flattened, tilted disk expanding at 15 - 18 $`\mathrm{km}\mathrm{s}^1`$ with a mass loss rate of $`1.2\times 10^6`$ $`\mathrm{M}_{}\mathrm{yr}^1`$ and a kinematic lifetime a factor of 10 smaller than that found for the circumstellar dust distribution. 2. Our model of the molecular line emission from the $`\pi ^1`$ Gru envelope shows that the bulk of the emission arises from a disk (and this model also provides a good description of the envelope of the carbon star V Hya). It is of interest that the scale size of the velocity perturbation in the inner envelope (Figure 4) is similar to the projected distance of $`\pi ^1`$ Gru’s companion, since the separation of the stars is large enough that the companion is expected to have very little effect on a freely expanding wind (cf. the models of Mastrodemos & Morris 1998; see also Jorissen 1998). 3. The mass loss rate required to produce the flattened disk is several times higher than the mean mass loss rate inferred from the global CO profile or the 60 $`\mu \mathrm{m}`$ emission. The mass loss rate of $`\pi ^1`$ Gru may therefore have increased significantly in about the last 1000 years (the kinematic age of the disk). The star may be close to the end of its evolution on the AGB. If so, the present observations show that the production of a fast molecular wind, and of complex envelope structure, begins while the star is still on the AGB. ###### Acknowledgements. We thank the CSO for providing the observing time for these observations, the staff for their support, and Robert Lupton for help with the plotting program SM. We are grateful to the referee, Garrelt Mellema, for his prompt and very useful report. This research made use of the SIMBAD data base, operated at CDS, Strasbourg, France. Astronomical research at the CSO is supported by the National Science Foundation via grant AST96-15025. Support for this work from Princeton University and from the N.S.F. via grant AST96-18503 is gratefully acknowledged.
no-problem/9903/astro-ph9903071.html	ar5iv	text	# Ages And Metallicities For Stars In The Galactic Bulge ## 1 Introduction The structure and stellar content of the bulge of the Milky Way are often used as proxies in the study of other galactic bulges and of elliptical galaxies. However, out to a radius of about $`2^{}`$ along the minor axis, and considerably farther along the major axis, the visual extinction is great enough that optical observations are difficult to impossible along most lines of sight. A two degree radius corresponds to 5 to 10” for galaxies in Virgo. Thus, if we are to use the stellar content of the inner bulge as a starting point for delineating the global characteristics of the inner regions of nearby spiral bulges and spheroidal galaxies, we must turn to near-infrared observations. The brief review, then, will concentrate on summarizing a some of the recent studies in the near-IR of the inner bulge of the Milky Way. Further, it will specifically address two of the most important characteristics of the stars: their ages and metallicities. ## 2 Within A Few Arc Minutes Of The Galactic Center Krabbe et al. (1995) have identified more than 20 luminous blue supergiants and Wolf-Rayet stars in a region not more than a parsec in radius around the center of the Galaxy. The inferred masses of some of these stars approaches 100 M$``$. From this they conclude that between 3 and 7 Myr ago there was a burst of star formation in the central region. They also identified a small population of cool luminous AGB stars from which one can conclude that there was significant star formation activity a few 100 Myr ago as well. Blum et al. (1996a) carried out a K-band survey of the central 2 arc minutes of the Galaxy. They focused on the significant numbers of luminous ($`K_0<6`$) cool stars. These stars are considerably more luminous than would be expected from a typical old stellar population such as is found in Baade’s Window, for example. Most of these stars were found by Blum and others to be M stars. With K-band spectra, Blum et al. (1996b) were able to distinguish between M supergiants and AGB stars. Such a distinction is of importance because of the implications for the times of star formation. As first demonstrated quantitatively by Baldwin et al. (1973), M-type supergiants can be easily distinguished from ordinary giants of the same temperature (or color) via the strengths of the H<sub>2</sub>O and CO absorption bands in K- band spectra. Blum et al. (1996b) found only 3 out of 19 stars to be supergiants, one of which is the well known IRS 7. The remainder are AGB stars. From the spectra and the multi-color photometry they concluded that there have been multiple epochs of star formation in the central few parsecs of the Galaxy. The most recent epoch, less than 10 Myr ago, corresponds with that found by Krabbe et al. (1995). Other epochs of star formation identified by Blum et al. occurred about 30 Myr, between 100 and 200 Myr, and more than about 400 Myr in the past. The majority of stars are associated with the oldest epoch of star formation. Abundances for the red luminous stars in the region around the Galactic Center are being determined by Ramirez et al. (1998) from a full spectral synthesis analysis of high resolution K band spectra. It will be interesting to compare abundances values for the inner bulge with their results. Based on direct measurements of iron lines in 10 stars they derive a mean \[Fe/H\] of 0.0 with a dispersion comparable to their uncertainties, about 0.2 dex. This is only a few tenths of a dex greater than the mean \[Fe/H\] determined for Baade’s Window K giants (Sadler et al. 1996; McWilliam & Rich 1994). This small increase in the mean value of \[Fe/H\] compared with Baade’s Window is consistent with the \[Fe/H\] gradient in the bulge found by Tiede et al. (1995) and Frogel et al. (1999). The lack of a dispersion in \[Fe/H\] contrasts with a dispersion that of more than an order of magnitude for the K giants in Baade’s Window (Sadler et al. 1996; McWilliam & Rich 1994). It is, however, consistent with the lack of dispersion found for the M giants in Baade’s Window (Frogel & Whitford 1987; Terndrup et al. 1991). The fact that \[Fe/H\] is near solar at the Galactic Center with a star formation rate per unit mass that is considerably in excess of the solar neighborhood value suggests that the rate of chemical enrichment has been quite different at the two locations. ## 3 The Inner Galactic Bulge The inner $`3^{}`$ of the Galactic bulge, interior to Baade’s Window, will be referred to as the inner Galactic bulge. With the 2.5 meter duPont Telescope at Las Campanas Observatory I have obtained JHK images of 11 fields within the inner bulge, three of which are within $`1^{}`$ of the Galactic Center. The two questions to address are: What is the abundance of the stars in this region and is there any evidence for a detectable population of intermediate age or young stars? My collaborators and I are taking two approaches to the abundance question. The first is based on the fact that the giant branch of a metal rich globular cluster in a K, JK color magnitude diagram is linear over 5 magnitudes and has a slope proportional to its optically determined \[Fe/H\] (Kuchinski et al. 1995). Results from work will be summarized here. The second approach, which will give a better answer to the abundance question, is based on the analysis of K-band spectra of about one dozen M stars in each of 11 fields. This is a work in progress. ### 3.1 Abundances In The Inner Galactic Bulge The best fixed reference point in any measurement of abundances within the inner bulge is the determination by McWilliam & Rich (1994) of a mean abundance of \[Fe/H\] = 0.2 for a sample of K giants in Baade’s Window based on high resolution spectroscopy. Sadler et al.’s (1996) spectroscopy of several hundred K giants in Baade’s Window yielded a similar result. Both of these analyses measured a spread in \[Fe/H\] in Baade’s Window of between one and two orders of magnitude. The estimate of \[Fe/H\] for the Baade’s Window giants based on the near-IR slope method (Tiede et al. 1995) differed from previous near-IR determinations in that they found an \[Fe/H\] close to the value based on the optical spectra of K giants. My near-IR survey of inner bulge fields has yielded color- magnitude diagrams that, except for the fields with the highest extinction, reach as faint as the horizontal branch. Thus, with data for the entire red giant branch above the level of the HB we can apply the technique developed by Kuchinski et al. (1995) to determine \[Fe/H\] from the slope of the RGB above the HB. Although the calibration of this technique is based on observations of globular clusters, the applicability of this method to stars in the bulge was demonstrated by Tiede et al. (1995) in their analysis of stars in Baade’s Window. This method is reddening independent since it depends only on a slope measurement. Based on 7 fields on or close to the minor axis of the bulge at galactic latitudes between $`+0.1^{}`$ and $`2.8^{}`$ we derive a dependence of $``$\[Fe/H\]$``$ on latitude for $`b`$ between $`0.8^{}`$ and $`2.8^{}`$ of $`0.085\pm 0.033`$ dex/degree. When combined with the data from Tiede et al. we find for $`0.8^{}b10.3^{}`$ the slope in $``$\[Fe/H\]$``$ is $`0.064\pm 0.012`$ dex/degree. An extrapolation to the Galactic Center predicts \[Fe/H\] $`=+0.034\pm 0.053`$ dex, in close agreement with Ramrez et al. (1998). Also in agreement with Ramrez et al., we find no evidence for a dispersion in \[Fe/H\]. Details of this work are in Frogel et al. (1999). Analysis of the K-band spectra of the brightest M giants in each of the fields surveyed is nearing completion; the results appear to be consistent with those based on the RGB slope method, namely, an \[Fe/H\] for Baade’s Window M giants close to the McWilliam & Rich value but with little or no gradient as one goes into the central region. Also, the spectroscopic data show little or no dispersion in \[Fe/H\] within each field. In summary, several independent lines of evidence point to an \[Fe/H\] for stars within a few parsecs of the Galactic Center of close to solar. The gradient in \[Fe/H\] between Baade’s Window and the Center is small – not more than a few tenths of a dex. Exterior to Baade’s Window there is a further small decline in mean \[Fe/H\] (e.g. Terndrup et al. 1991, Frogel et al. 1990; Minniti et al. 1995). It remains to be seen whether this gradient arises from a change in the mean \[Fe/H\] of a single population or a change in the relative mix of two populations, one relatively metal rich and identifiable with the bulge, the other relatively metal poor and more closely associated with the halo. Support for the latter interpretation is found in the survey of TiO band strengths in M giants in outer bulge fields by Terndrup et al. (1990). For which they found a bimodal distribution. McWilliam & Rich (1994) proposed an explanation based on selective elemental enhancements as to why earlier abundance estimates of bulge M giants seemed to consistently yield \[Fe/H\] values in excess of solar. It remains to be understood why no dispersion is observed in measurements of the M giant abundances. It also remains to be determined if the indirect methods used for measuring \[Fe/H\] are really measuring iron rather than being sensitive to, for example, element enhancements. ### 3.2 Stellar Ages In The Inner Galactic Bulge If a stellar population has an age significantly younger than 10 Gyr then stars at the top of the AGB will be several magnitudes brighter than they would in an older population. After correction for extinction we found that our fields closer than $`1.0^{}`$ to the Galactic Center have significant numbers of bright, red stars implying the presence of a younger component to the stellar population, probably with an age of a few Gyr. This is consistent with Blumet al.’s work on the inner few arc minutes of the bulge. Beyond $`1.0^{}`$ from the center there is no evidence for such luminous stars. Details of this work are in Frogel et al. (1999) A second test applied to see if there is evidence for a young population in the Galactic bulge was a comparison of the luminosities and periods of bulge long period variables (LPVs) with those found in globular clusters (Frogel & Whitelock 1998). For LPVs of the same age, those with greater \[Fe/H\] will have longer periods. LPVs with longer periods also have higher mean luminosities. In the past claims have been made for the presence of a significant intermediate age population of stars in the bulge based on the finding of some LPVs with periods in excess of 500-600 days. It is necessary, however, to have a well defined sample of stars if one is going to draw conclusions based on the rare occurrence of one type of star. The M giants in Baade’s Window are just such a well defined sample (e.g. Frogel & Whitford 1987). Frogel & Whitelock (1998) demonstrated that with the exception of a few of the LPVs in Baade’s Window with the longest periods, the distribution in bolometric magnitudes of the LPVs from the bulge and from globular clusters overlap completely. Furthermore, because of the dependence of period and luminosity on \[Fe/H\] and the fact that there has been no reliable survey for LPVs in globulars with \[Fe/H\] $`>0.25`$, the brightest Baade’s Window LPVs could have the same age as the somewhat fainter ones but come from the higher \[Fe/H\] population. Finally, observations with the Infrared Astronomical Satellite (IRAS) at 12$`\mu `$m were used to estimate the integrated flux at this wavelength from the Galactic bulge as a function of galactic latitude along the minor axis (Frogel 1998). These fluxes were then compared with predictions for the 12 m bulge surface brightness based on observations of complete samples of optically identified M giants in minor axis bulge fields (Frogel & Whitford 1987; Frogel et al. 1990). No evidence was found for any significant component of 12$`\mu `$m emission in the bulge other than that expected from the optically identified M star sample plus normal, lower luminosity stars. Since these stars are themselves fully attributable to an old population, the conclusion from this study was, again, no detectable population of stars younger than those in Baade’s Window, i.e. of an age comparable to that of globular clusters.
no-problem/9903/gr-qc9903029.html	ar5iv	text	# Comment on the quantum modes of the scalar field on 𝐴⁢𝑑⁢𝑆_{𝑑+1} spacetime ## Abstract The problem of the quantum modes of the scalar free field on anti-de Sitter backgrounds with an arbitrary number of space dimensions is considered. It is shown that this problem can be solved by using the same quantum numbers as those of the nonrelativistic oscillator and two parameters which give the energy quanta and respectively the ground state energy. This last one is known to be just the conformal dimension of the boundary field theory of the AdS/CFT conjecture. Pacs 04.62.+v The recent interest in propagation of quantum scalar fields on anti-de Sitter (AdS) spacetime is due to the discovery of the AdS/Conformal field theory-correspondence . One of central points here is the relation between the field theory on the $`(d+1)`$-dimensional AdS ($`AdS_{d+1}`$) spacetime and the conformal field theory on its $`d`$-dimensional Minkowski-like boundary ($`M_d`$). There are serious arguments that the local operators of the conformal field theory on $`M_d`$ correspond to the quantum modes of the scalar field on $`AdS_{d+1}`$ . Actually, for $`d=3`$ as well as for any $`d`$ it is proved that the conformal dimension in boundary field theory is equal with the ground state energy on $`AdS_{d+1}`$ . Moreover, it is known that the energy spectrum is discrete and equidistant its quanta wavelength being just the hyperboloid radius of $`AdS_{d+1}`$. In these conditions the scalar field on $`AdS_{d+1}`$ can be seen as the relativistic correspondent of the nonrelativistic harmonic oscillator in $`d`$ space dimensions. This means that the radial motion of the relativistic field may be governed by the same quantum numbers as that of the nonrelativistic oscillator, namely the radial and the angular quantum numbers. In the case of $`d=3`$ we know that this is true but for $`d>3`$ the definition and the role of the angular quantum number are not completely elucidated. This is the motive why we would like to comment on this subject. Our aim is to present here the form of the normalized wave functions of the scalar field on $`AdS_{d+1}`$ in terms of the above mentioned quantum numbers and to establish the formula of the degree of degeneracy of the energy levels. This problem is not complicated but in arbitrary dimensions some interesting technical details are worth reviewing. For this reason, we start with the separation of spherical variables in the Klein-Gordon equation on any central chart with $`d`$ space coordinates and then turn to the $`AdS_{d+1}`$ problem. Let us consider a static local chart of a $`(d+1)`$-dimensional spacetime where the coordinates $`x^\mu `$, $`\mu =0,1,\mathrm{},d`$ are the time, $`x^0=t`$, and the Cartesian space coordinates $`𝐱(x^1,x^2,\mathrm{},x^d)`$, while the signature of the metric tensor $`g_{\mu \nu }(𝐱)`$ is $`(+,,,\mathrm{},)`$. The charged scalar quantum field, $`\varphi \varphi ^+`$, of mass $`M`$, minimally coupled with the gravitational field, obeys the Klein-Gordon equation $$\frac{1}{\sqrt{g}}_\mu \left(\sqrt{g}g^{\mu \nu }_\nu \varphi \right)+M^2\varphi =0,g=\|det(g_{\mu \nu })\|,$$ (1) written in natural units with $`\mathrm{}=c=1`$. Since the chart is static there is a conserved energy, $`E`$, and, consequently, Eq.(1) has particular solutions (of positive and negative frequency) of the form $$\varphi _E^{(+)}(t,𝐱)=\frac{1}{\sqrt{2E}}e^{iEt}U_E(𝐱),\varphi ^{()}=(\varphi ^{(+)})^{},$$ (2) which give us the one-particle quantum modes. These solutions may be even square integrable functions or tempered distributions on the domain $`D`$ of the space coordinates of the local chart. In both cases they must be orhonormal (in usual or generalized sense) with respect to the relativistic scalar product $$\varphi _E,\varphi _E^{}=i_Dd^dx\sqrt{g}g^{00}\varphi _{E}^{}{}_{}{}^{}\stackrel{}{_0}\varphi _E^{}=_Dd^dx\sqrt{g}g^{00}U_E^{}U_E^{},$$ (3) which reduces to that of the static wave functions $`U_E(𝐱)`$. In the following, we take into account only static central backgrounds that have static and spherically symmetric local charts where the line element is invariant under global rotations, $`RSO(d)`$, of the Cartesian coordinates, $`𝐱𝐱^{}=R𝐱`$. In these charts the metric is diagonal in generalized spherical coordinates, $`r,\theta _1,\mathrm{},\theta _{d1}`$, defined as $`x^1`$ $`=`$ $`r\mathrm{sin}\theta _1\mathrm{}\mathrm{sin}\theta _{d1},`$ $`x^2`$ $`=`$ $`r\mathrm{sin}\theta _1\mathrm{}\mathrm{cos}\theta _{d1},`$ (4) $`\mathrm{}`$ $`x^d`$ $`=`$ $`r\mathrm{cos}\theta _1.`$ such that the radial coordinate $`r=\|𝐱\|`$ be just the Euclidian norm of $`𝐱`$. These coordinates cover the domain $`D=D_r\times S^{d1}`$, i.e. $`rD_r`$ while $`𝐱/r`$ is on the sphere $`S^{d1}`$. In general, the line element, $$ds^2=g_{\mu \nu }dx^\mu dx^\nu =g_{00}(r)dt^2+g_{rr}(r)dr^2+g_{\theta \theta }(r)d\theta ^2,$$ (5) with the angular part $$d\theta ^2=d\theta _{1}^{}{}_{}{}^{2}+\mathrm{sin}^2\theta _1d\theta _{2}^{}{}_{}{}^{2}\mathrm{}+\mathrm{sin}^2\theta _1\mathrm{sin}^2\theta _2\mathrm{}\mathrm{sin}^2\theta _{d2}d\theta _{d1}^{}{}_{}{}^{2}$$ (6) depends on three arbitrary functions of $`r`$, $`g_{00}`$, $`g_{rr}`$ and $`g_{\theta \theta }g_{\theta _1\theta _1}`$. Hereby we find that $$\sqrt{g(𝐱)}=\sqrt{\widehat{g}(r)}(\mathrm{sin}\theta _1)^{d2}(\mathrm{sin}\theta _2)^{d3}\mathrm{}\mathrm{sin}\theta _{d2},$$ (7) where $$\widehat{g}=\|g_{00}g_{rr}g_{\theta \theta }^{}{}_{}{}^{d1}\|.$$ (8) Furthermore, with the help of the new function $$\rho =\widehat{g}^{1/4}\|g_{rr}\|^{1/2},$$ (9) we obtain the static Klein-Gordon equation $$\left[_r^2+2_r(\mathrm{ln}\rho )_r+g_{rr}g^{\theta \theta }\mathrm{\Delta }_S+g_{rr}M^2\right]U_E=g_{rr}g^{00}E^2U_E$$ (10) which concentrates all the angular derivatives in the angular Laplace operator $`\mathrm{\Delta }_S`$ . We observe that this equation becomes an energy squared eigenvalue problem in a special holonomic frame defined such that $`g_{rr}=g_{00}`$. This condition can be achieved anytime with the help of an appropriate transformation of the radial coordinate of the central chart. The spherical variables of Eq.(10) can be separated by using generalized spherical harmonics, $`Y_{l(\lambda )}^{d1}(𝐱/r)`$. These are eigenfunction of the angular Lalpace operator , $$\mathrm{\Delta }_SY_{l(\lambda )}^{d1}(𝐱/r)=l(l+d2)Y_{l(\lambda )}^{d1}(𝐱/r),$$ (11) corresponding to eigenvalues depending on the angular quantum number $`l`$ which take the values $`0,1,2,\mathrm{}.`$ . The notation $`(\lambda )`$ stands for a collection of quantum numbers giving the multiplicity of these eigenvalues , $$\gamma _l=(2l+d2)\frac{(l+d3)!}{l!(d2)!}.$$ (12) Starting with particular solutions of the form $$U_{E,l(\lambda )}(𝐱)=\frac{1}{\rho (r)}R_{E,l}(r)Y_{l(\lambda )}^{d1}(𝐱/r),$$ (13) after a few manipulation, we find the radial equation in a special frame $$\left(\frac{d^2}{dr^2}+g_{rr}g^{\theta \theta }l(l+d2)g_{rr}M^2+\frac{1}{\rho }\frac{d^2\rho }{dr^2}\right)R_{E,l}=E^2R_{E,l}$$ (14) and the radial scalar product $$R_{E,l},R_{E^{},l}=_{D_r}𝑑rR_{E,l}(r)^{}R_{E^{},l}(r).$$ (15) Here we have considered that the generalized spherical harmonics are normalysed to unity with respect to their own angular scalar product defined on the sphere $`S^{d1}`$. Thus we obtain an independent radial problem in a special frame where the radial scalar product is of the simplest form. This is the starting point for finding analytical solutions of the Klein-Gordon equation on concrete central backgrounds. Let us consider now the problem of the scalar field on $`AdS_{d+1}`$. This is a hyperboloid in the $`(d+2)`$-dimensional flat spacetime of coordinates $`Z^1,Z^0,Z^1,\mathrm{},Z^d`$ and metric $$\eta _{AB}=\mathrm{diag}(1,1,1,\mathrm{},1),A,B=1,0,1,\mathrm{}d.$$ (16) The hyperboloid equation reads $$(Z^1)^2+(Z^0)^2(Z^1)^2\mathrm{}(Z^d)^2=R^2$$ (17) where $`R=1/\omega `$ is its radius. In a special frame the coordinates (4) satisfy $`Z^1`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}\mathrm{sec}\omega r\mathrm{cos}\omega t`$ $`Z^0`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}\mathrm{sec}\omega r\mathrm{sin}\omega t`$ (18) $`𝐙`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}\mathrm{tan}\omega r{\displaystyle \frac{𝐱}{r}},`$ giving the line element $$ds^2=\eta _{AB}dZ^AdZ^B=\mathrm{sec}^2\omega r\left(dt^2dr^2\frac{1}{\omega ^2}\mathrm{sin}^2\omega rd\theta ^2\right).$$ (20) on the radial domain $`D_r=[0,\pi /2\omega )`$. From Eqs.(18) it results that the time of $`AdS_{d+1}`$ must satisfy $`t[\pi /\omega ,\pi /\omega )`$. We remind that $`t(\mathrm{},\mathrm{})`$ defines the universal covering spacetime of $`AdS_{d+1}`$ ($`CAdS_{d+1}`$) . Now from (20) we identify the components of the metric tensor and we find $$\rho (r)=\left(\frac{1}{\omega }\mathrm{tan}\omega r\right)^{\frac{d1}{2}}.$$ (21) With these ingredients and by using the notations $`ϵ=E/\omega `$ and $`\mu =M/\omega `$ (i.e. $`ϵ=E/\mathrm{}\omega `$ and $`\mu =Mc^2/\mathrm{}\omega `$ in usual units), we obtain the radial equation $$\left[\frac{1}{\omega ^2}\frac{d^2}{dr^2}+\frac{2s(2s1)}{\mathrm{sin}^2\omega r}+\frac{2p(2p1)}{\mathrm{cos}^2\omega r}\right]R_{E,l}=ϵ^2R_{E,l}$$ (22) where $$2s(2s1)=\left(l+\frac{d}{2}1\right)^2\frac{1}{4},2p(2p1)=\mu ^2+\frac{d^21}{4}.$$ (23) It is well-known that the solutions of Eq.(22) can be expressed in terms of hypergeometric functions , up to normalization factors, as $$R_{E,l}(r)\mathrm{sin}^{2s}\omega r\mathrm{cos}^{2p}\omega rF(s+p\frac{ϵ}{2},s+p+\frac{ϵ}{2},2s+\frac{1}{2},\mathrm{sin}^2\omega r).$$ (24) These radial functions can have good physical meaning only as polynomials selected by a suitable quantization condition. This is because the above hypergeometric functions are so strongly divergent for $`\mathrm{sin}^2\omega r1`$ that $`R_{E,l}`$ can not be interpreted as tempered distributions corresponding to a continuous energy spectrum. Therefore, we introduce the radial quantum number $`n_r`$ and impose $$ϵ=2(n_r+s+p),n_r=0,1,2,\mathrm{}$$ (25) In addition, we choose the positive solutions of Eqs.(23) in order to avoid singularities in $`r=0`$ and $`r=\pi /2\omega `$. These are $$2s=l+\frac{d1}{2},2p=k\frac{d1}{2},$$ (26) where we have denoted by $$k=\sqrt{\mu ^2+\frac{d^2}{4}}+\frac{d}{2}$$ (27) the conformal dimension of the field theory on $`M_d`$ . We note that (25) is the quantization condition on $`CAdS_{d+1}`$ while the $`AdS_{d+1}`$ one requires, in addition, $`k`$ to be an integer number too . The last step is to define the main quantum number, $`n=2n_r+l`$, which take the values, $`0,1,2,\mathrm{}`$, giving the energy levels $$E_n=\omega (k+n)$$ (28) If $`n`$ is even then $`l=0,2,4,\mathrm{},n`$ while for odd $`n`$ we have $`l=1,3,5,\mathrm{},n`$. In both cases we can demonstrate that the degree of degeneracy of the level $`E_n`$ is $$\gamma _n=\underset{l}{}\gamma _l=\frac{(n+d1)!}{n!(d1)!}.$$ (29) Now it is a simple exercise to express (24) in terms of Jacobi polynomials and to normalize them to unity with respect to (15). Then by using (21) and (13) we restore the final form of the solutions (2), $$\varphi _{n,l(\lambda )}^{(+)}(t,𝐱)=N_{n,l}\mathrm{sin}^l\omega r\mathrm{cos}^k\omega rP_{n_r}^{(l+\frac{d}{2}1,k\frac{d}{2})}(\mathrm{cos}2\omega r)Y_{l(\lambda )}^{d1}(𝐱/r)e^{iE_nt},$$ (30) where $$N_{n,l}=\omega ^{\frac{d1}{2}}\left[\frac{n_r!\mathrm{\Gamma }(n_r+k+l)}{\mathrm{\Gamma }(n_r+l+\frac{d}{2})\mathrm{\Gamma }(n_r+k+1\frac{d}{2})}\right]^{\frac{1}{2}}.$$ (31) Thus we have shown that the problem of the one-particle quantum modes of the scalar field on $`CAdS_{d+1}`$ can be solved by using the quantum numbers $`n/n_r,l,(\lambda )`$ and parameters with precise physical interpretation, i.e. the frequency of the energy quanta, $`\omega =1/R`$, and the conformal dimension, k, which gives the ground state energy. We must specify that these results coincide with those of Refs. for $`d=3`$ but in the general case of any $`d`$ these are similar (up to notations) to those of Ref. only for $`l=0`$ while for $`l0`$ there are some differences. Finally we note that the parameter $`k`$ we use instead of $`M`$ could play an important role in the supersymmetry and shape invariance of the radial problem as well as in the structure of the dynamic algebra. The argument is that the radial problems for arbitrary $`d`$ are of the same nature as that with $`d=1`$ for which we have recently shown that $`k`$ determines the shape of the relativistic potential and, in addition, represents the minimal weight of the irreducible representation of its $`so(1,2)`$ dynamic algebra .
no-problem/9903/hep-th9903083.html	ar5iv	text	# 1 Introduction ## 1 Introduction It was found in Refs. and that the spectra of bosons and fermions emitted by an accelerated mirror in 1 + 1 space coincide with the spectra of photons and scalar quanta emitted by electric and scalar charges in 3 + 1 space when the latter move along the same trajectory as does the mirror. Namely, the Bogolyubov coefficients $`\beta _{\omega ^{}\omega }^{B,F}`$ that describe the spectra of the Bose and Fermi radiations of an accelerated mirror and the Fourier transforms of the density of the 4-current $`j_\alpha (k_+,k_{})`$ and the scalar charge density $`\rho (k_+,k_{})`$ that describe the spectra of the photons and scalar quanta emitted by electric and scalar charges are connected by the relationships $$\|\beta _{\omega ^{}\omega }^B\|^2=\frac{1}{e^2}\|j_\alpha (k_+,k_{})\|^2,\|\beta _{\omega ^{}\omega }^F\|^2=\frac{1}{e^2}\|\rho (k_+,k_{})\|^2.$$ (1) It is assumed here that the components $`k_\pm =k^0\pm k^1`$ of the wave 4-vector $`k^\alpha `$ of the quantum emitted by the charge are identified with the doubled frequencies $`\omega `$ and $`\omega ^{}`$ of the quanta emitted by the mirror: $$2\omega =k_+,2\omega ^{}=k_{},$$ (2) and $`e`$ is the electrical or scalar charge in Heaviside units. However, there is a substantial physical difference between the right-hand and left-hand quantities in Eqs. (1), i.e., between the radiation spectra of the charges and of the mirror. Whereas the former are the distribution of the mean number of radiated quanta over the two independent components $`k_+`$ and $`k_{}`$ of the wave vector of the quantum (as a consequence of the azimuthal symmetry of the radiation, there is no dependence on the third independent variable), the latter have a more complex interpretation. Actually, they will be the spectra of the mean number of quanta emitted by the mirror to the right only after integration over frequency $`\omega ^{}`$ : $$d\overline{n}_\omega =\frac{d\omega }{2\pi }\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega ^{}}{2\pi }\|\beta _{\omega ^{}\omega }\|^2.$$ (3) If the mirror is two-sided and infinitely thin, then, besides the quanta emitted to the right with the spectrum given by Eq. (3), it will (as we shall see) also emit quanta to the left with the spectrum $$d\overline{n}_\omega ^{}^{}=\frac{d\omega ^{}}{2\pi }\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }\|\beta _{\omega ^{}\omega }\|^2.$$ (4) The thought naturally arises whether it is not possible to regard the quantity $$\|\beta _{\omega ^{}\omega }\|^2\frac{d\omega d\omega ^{}}{(2\pi )^2}$$ (5) as the mean number of pairs of quanta, one of which, with frequency $`\omega `$ in the interval $`d\omega `$, is emitted by the mirror to the right, while the other, with frequency $`\omega ^{}`$ in the interval $`d\omega ^{}`$, is emitted to the left. In this case, two frequencies $`\omega `$ and $`\omega ^{}`$ would be observable, characterizing one event: the emission of a pair of quanta by the mirror, in the same way as two components $`k_+`$ and $`k_{}`$ also characterize one event: the emission of one quantum by a charge. As we can see, with certain nontrivial complications, such a treatment is actually valid. In any case, the mirror emits quanta in pairs. It is elucidated that this circumstance helps to understand another difference between the coincident spectra of a charge and a mirror. While the bosons and fermions emitted by a mirror have a spin of 0 and 1/2, the photons and scalar quanta emitted by electrical and scalar charges have a spin of 1 and 0. Even though the quanta have different spin, the radiation spectra of the charges coincide with the boson and fermion spectra of the mirror. This coincidence is explained by the fact that, unlike charges, the mirror emits particles in pairs, and a pair of spinless bosons can have a total moment of 1, while a pair of fermions can have a total moment of 0. Then the moment of the pair emitted by the mirror coincides with the spin of the particle emitted by the charge. The fact that, upon reflection, $`\beta _{\omega ^{}\omega }^B`$ behaves like a pseudoscalar while $`\beta _{\omega ^{}\omega }^F`$ behaves like a scalar can serve as an indirect confirmation of this (see Sections 2 and 4). It is shown in Section 2 that the system of Bogolyubov coefficients obtained for a right-sided mirror (i.e., for the field to the right of a mirror with a boundary condition on it), because of the properties of mirror symmetry, also describes the processes in the field to the left of a mirror with the same boundary condition. In other words, the same system of Bogolyubov coefficients characterizes the behavior of the field in all of space—both to the right and to the left of a two-sided mirror. Section 3 describes the connection between the integral quantities that characterize the radiation of a two-sided mirror, their behavior under certain space–time transformations, and the symmetry (or asymmetry) of the space–time regions where they are formed. The symmetry of the Bogolyubov coefficients reflects the symmetry of two inequivalent complete systems of solutions of wave equation, definite and smooth in all of 1 + 1 space, satisfying inside it—on the trajectory of the mirror—a single condition and characterized by propagation of a monochromatic component of each solution toward the right in one system and toward the left in the other. When the field is quantized and when the usual comparison of monochromatic plane waves to particles is made, these two systems of solutions form in and out systems for the field to the right of the trajectory and out and in systems for the field to the left of it. Therefore, the quantum processes in the field to the right and to the left of the mirror are independent, even though they are described by a single system of Bogolyubov coefficients. In particular, the particle-production amplitudes to the right and to the left of the mirror, the single-particle scattering amplitudes in these regions, etc. are connected with transformation (12). Such amplitudes, certain frequency distributions, and also the distribution of pair-production probabilities over the number of pairs, which is invariant relative to transformation (12), are computed in Section 4. It is shown that $`\beta _{\omega ^{}\omega }^{}`$ plays the role of the source amplitude of a pair of particles potentially emitted to the right and to the left with frequencies $`\omega `$ and $`\omega ^{}`$, with the spin of a boson pair equaling 1, while that of the fermion pair equals 0. In the last section, Sec. 5, a similar method is used to treat the emission by an accelerated mirror of pairs the particle and antiparticle of which are not identical. A system of units in which $`\mathrm{}=c=1`$ is used in this article. To simplify the formulas in Sections 4 and 5, the frequencies are considered discrete, integration over $`d\omega /2\pi `$ is replaced by summation over $`\omega `$, and the delta function $`2\pi \delta (\omega \omega ^{\prime \prime })`$ is replaced by the Kronecker symbol $`\delta _{\omega \omega ^{\prime \prime }}`$. ## 2 Symmetry of the Bogolyubov coefficients and radiation of accelerated two-sided mirror Let us consider the connection between radiation spectra and other quantities in two problems in which the mirror trajectories $`x=\xi _1(t)`$ and $`x=\xi _2(t)`$ differ by reflection: $`\xi _1(t)=\xi _2(t)`$. Then, if the first trajectory is described on the plane of variables $`u=tx`$, $`v=t+x`$ by the function $`v=v_1=f(u)`$, the second trajectory will be described by the function inverse to it $`v=v_2=g(u)`$, $`g\mathbf{(}f(u)\mathbf{)}=u`$. The Bogolyubov coefficients, defined as in Refs. and for the field to the right of the mirror \[see also Eqs. (33) and (34)\], $$\alpha _{\omega ^{}\omega }^B[f],\beta _{\omega ^{}\omega }^B[f]=\pm \sqrt{\frac{\omega }{\omega ^{}}}_{\mathrm{}}^{\mathrm{}}𝑑u\mathrm{exp}[i\omega u+i\omega ^{}f(u)]=$$ (6) $$=\sqrt{\frac{\omega ^{}}{\omega }}_{\mathrm{}}^{\mathrm{}}𝑑v\mathrm{exp}[i\omega ^{}v\omega g(v)],$$ (7) being functionals of the trajectory, when $`f(u)`$ is replaced by $`g(u)`$ and consequently $`g(v)`$ is replaced by $`f(v)`$, transform to $$\alpha _{\omega ^{}\omega }^B[g]=\alpha _{\omega \omega ^{}}^B[f],\beta _{\omega ^{}\omega }^B[g]=\beta _{\omega \omega ^{}}^B[f].$$ (8) Similarly, the Bogolyubov coefficients for a fermion field $$\alpha _{\omega ^{}\omega }^F[f],\beta _{\omega ^{}\omega }^F[f]=_{\mathrm{}}^{\mathrm{}}𝑑u\sqrt{f^{}(u)}\mathrm{exp}[i\omega u+i\omega ^{}f(u)]=$$ (9) $$=_{\mathrm{}}^{\mathrm{}}𝑑v\sqrt{g^{}(v)}\mathrm{exp}[i\omega ^{}vi\omega g(v)],$$ (10) when the trajectory is replaced by its mirror reflection, transform to $$\alpha _{\omega ^{}\omega }^F[g]=\alpha _{\omega \omega ^{}}^F[f],\beta _{\omega ^{}\omega }^F[g]=\beta _{\omega \omega ^{}}^F[f].$$ (11) The matrix notations for the Bogolyubov coefficients make it possible to write the transformations of Eqs. (8) and (11), i..e, the transition from trajectory $`f(u)`$ to $`g(u)`$, in the form $$\alpha \alpha ^+,\beta \stackrel{~}{\beta },$$ (12) where the upper and lower signs here and subsequently correspond to Bose and Fermi fields. At the same time, according to the expansions given by Eqs. (33) and (34), $`\alpha _{\omega ^{}\omega }`$ and $`\beta _{\omega ^{}\omega }`$ are the amplitudes of the waves with frequencies $`\omega ^{}`$ and $`\omega ^{}`$ contained in the incident part of the out wave with frequency $`\omega `$, while $`\alpha _{\omega ^{}\omega }^{}`$ and $`\beta _{\omega ^{}\omega }`$ are the amplitudes of the waves with frequencies $`\omega `$ and $`\omega `$ contained in the reflected part of the in wave with frequency $`\omega ^{}`$. Therefore, amplitudes $`\alpha _{\omega ^{}\omega }^{}[g]`$ and $`\beta _{\omega ^{}\omega }[g]`$ describe the generation by a right-sided mirror on trajectory $`g(u)`$ of waves escaping to the right with frequencies $`\omega `$ and $`\omega `$ when wave with frequency $`\omega ^{}`$ incident from right to left is absorbed. From purely geometrical considerations, they must coincide with the amplitudes for the mirror-symmetric process—the generation by a left-sided mirror on trajectory $`f(u)`$ of waves escaping to the left with frequencies $`\omega `$ and $`\omega `$ when a wave incident from left to right with frequency $`\omega ^{}`$ is absorbed. Then, according to Eqs. (8) and (11), these last are also equal to $`\alpha _{\omega \omega ^{}}[f]`$ and $`\beta _{\omega \omega ^{}}[f]`$ or equal to $`\alpha _{\omega ^{}\omega }[f]`$ and $`\beta _{\omega ^{}\omega }[f]`$ if the frequencies of the monochromatic waves propagating to the right and to the left are denoted as $`\omega `$ and $`\omega ^{}`$, as was assumed for the field to the right of the trajectory. Thus, for the field to the left of a mirror moving along trajectory $`f(u)`$, $`\alpha _{\omega ^{}\omega }[f]`$ and $`\beta _{\omega ^{}\omega }[f]`$ are the amplitudes of waves with frequencies $`\omega ^{}`$ and $`\omega ^{}`$ contained in the reflected part of the in wave with frequency $`\omega `$, while $`\alpha _{\omega ^{}\omega }^{}[f]`$ and $`\beta _{\omega ^{}\omega }[f]`$ are the amplitudes of waves with frequencies $`\omega `$ and $`\omega `$ contained in the incident part of the out wave with frequency $`\omega ^{}`$. Therefore, the matrix that connects the in and out waves of the field to the left of the mirror differs from the analogous matrix for the field to the right of it by transformation (12). So the transition from trajectory $`f(u)`$ to the mirror-symmetric $`g(u)`$ is equivalent to considering the field on the part of the Minkowski plane not to the right but to the left of trajectory $`f(u)`$ with the previous boundary condition on the mirror. The mean number of particles formed by a two-sided infinitely thin mirror on the left part of the Minkowski plane is the same as on the right, since the integral $$N=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega d\omega ^{}}{(2\pi )^2}\|\beta _{\omega ^{}\omega }\|^2$$ (13) does not change when $`\beta _{\omega ^{}\omega }`$ is replaced by $`\beta _{\omega ^{}\omega }`$. At the same time, the energy $$^{}=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega d\omega ^{}}{(2\pi )^2}\omega ^{}\|\beta _{\omega ^{}\omega }\|^2,$$ (14) emitted by the mirror to the left, generally speaking, is not equal to the energy $$=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega d\omega ^{}}{(2\pi )^2}\omega \|\beta _{\omega ^{}\omega }\|^2,$$ (15) emitted to the right. The equality of the mean numbers of particles emitted by a two-sided accelerated mirror to the right and to the left suggests that the particles are generated in pairs and fly off in opposite directions. Quantity (5) is usually considered as the mean number of actual quanta with frequency $`\omega `$ in the interval $`d\omega `$, emitted to the right when a quantum with frequency $`\omega ^{}`$ in the interval $`d\omega ^{}`$ is absorbed from the vacuum from the right. The question arises whether it is not possible to regard the same quantity as the mean number of pairs of quanta emitted to the right and to the left with frequencies $`\omega `$ and $`\omega ^{}`$ in the intervals $`d\omega `$ and $`d\omega ^{}`$, respectively. In other words, is $`N^1\|\beta _{\omega ^{}\omega }\|^2`$ the two-dimensional probability distribution of frequencies $`\omega `$ and $`\omega ^{}`$ of two quanta escaping to the right and to the left with momenta $`\omega `$ and $`\omega ^{}`$? Such an interpretation of the frequency distribution of bosons (fermions) emitted by a mirror in 1 + 1 space would make the coincidence of this distribution with the radiation spectrum of an electric (scalar) charge in 3 + 1 space detected in Refs. and less formal. Although, in the case of mirror emission, the random quantities are the frequencies $`\omega `$ and $`\omega ^{}`$ of two bosons (fermions) escaping in different directions, while in the case of charge emission, the random quantities are the components $`k_+`$ and $`k_{}`$ of the wave vector of one vector (scalar) quantum emitted to the right or to the left, corresponding to the sign of $`k_+k_{}>0`$ or $`<0`$. Let us give two more evidences of left–right symmetry of the wave field of an accelerated mirror that are reflected by the Bogolyubov coefficients. First, Eqs. (6) and (7) or (9) and (10), obtained for the field to the right of the mirror for the Bogolyubov coefficients, represent $`\|\beta _{\omega ^{}\omega }\|^2`$ by a double integral over the entire $`uv`$ plane, as shown by Ref. . Thus $$\|\beta _{\omega ^{}\omega }^B\|^2=\text{Re}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑u𝑑v\text{exp}[i\omega u+i\omega ^{}f(u)i\omega ^{}vi\omega g(v)],$$ (16) while $`\|\beta _{\omega ^{}\omega }^F\|^2`$ differs from Eq. (16) by an additional factor of $`\sqrt{f^{}(u)g^{}(v)}`$ under the integral. Similarly, in the double integral for the mean number of particles emitted to the right, $$N^{B,F}=\frac{1}{4\pi ^2}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑uK^{B,F}(u),$$ $$K^B(u)=\text{P}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\frac{dv}{vf(u)}\left[\frac{1}{g(v)u}\frac{f^{}(u)}{vf(u)}\right],$$ (17) $$K^F(u)=\sqrt{f^{}(u)}\underset{\mathrm{}}{\overset{\mathrm{}}{}}\frac{dv}{vf(u)}\left[\frac{\sqrt{g^{}(v)}}{g(v)u}\frac{\sqrt{f^{}(u)}}{vf(u)}\right],$$ (18) the integration is carried out over the entire $`uv`$ plane, i.e., over all of Minkowski space, and not over the part of it lying to the right of the trajectory. The wave fields to the right and to the left of the trajectory that satisfy the same condition on it are described by a single analytical function and therefore are not independent. Therefore, the frequencies of the quanta emitted to the right and to the left are also not independent. Second, the mean energies $``$ and $`^{}`$ emitted to the right and to the left, according to Ref. , can be represented as integrals over the proper time $`\tau `$ of the mirror: $$^B=\frac{1}{12\pi }\underset{\mathrm{}}{\overset{\mathrm{}}{}}[d\tau a^2\sqrt{f^{}}d(a\sqrt{f^{}})],$$ (19) $$^B=\frac{1}{12\pi }\underset{\mathrm{}}{\overset{\mathrm{}}{}}\left[d\tau \frac{a^2}{\sqrt{f^{}}}+d\left(\frac{a}{\sqrt{f^{}}}\right)\right],$$ (20) Here $`a`$ is the acceleration of the mirror in its proper system. The first terms under the integral in Eqs. (19) and (20) represent the energy irreversibly emitted by the mirror respectively to the right and to the left of the section $`d\tau `$ of the trajectory. In the mirror’s proper system, these portions of the energy are identical and equal $`a^2d\tau /12\pi `$, whereas the portions of irreversibly emitted momentum equal $`\pm a^2d\tau /12\pi `$. In the laboratory system, these portions of the energy, because of the opposite directions of their motion with respect to the velocity $`\beta `$ of the source, acquire Doppler factors $`\sqrt{f^{}}`$ and $`1/\sqrt{f^{}}`$. We recall that $`\sqrt{f^{}}=\sqrt{(1+\beta )/(1\beta )}`$. The second, Schott terms under the integrals in Eqs. (19) and (20) “smear” the formation region of radiation, as a result of which, for the formation of radiation of energy, such intervals $`\mathrm{\Delta }\tau `$ on which the irreversibly emitted energy exceeds the change of the Schott energy are substantial; i.e., $$\mathrm{\Delta }\tau a^2\sqrt{f^{}}>\|a\sqrt{f^{}}\|,\mathrm{\Delta }\tau \frac{a^2}{\sqrt{f^{}}}>\|\frac{a}{\sqrt{f^{}}}\|,$$ (21) or $`\mathrm{\Delta }\tau >a^1`$; the proper time interval must be greater than the inverse proper acceleration. The proper acceleration determines the characteristic frequency of the radiation in the proper system and its scatter: $`\omega \mathrm{\Delta }\omega a`$. Therefore, the condition $`\mathrm{\Delta }\tau a>1`$ is equivalent to the indeterminacy relation $`\mathrm{\Delta }\tau \mathrm{\Delta }\omega >1`$. ## 3 Symmetry and the relations of certain integral quantities The following representations for the mean number $`N`$ of emitted particles and the mean emitted energies $`=_+`$ and $`^{}=_{}`$ are convenient for explaining their properties with respect to certain space–time transformations: $$N^B=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑u𝑑vS(u,v),N^F=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑u𝑑v\sqrt{f^{}(u)g^{}(v)}S(u,v),$$ (22) $$_\pm ^B=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑u𝑑vA_\pm (u,v),_\pm ^F=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑u𝑑v\sqrt{f^{}(u)g^{}(v)}A_\pm (u,v),$$ (23) where $`S`$ and $`A_\pm `$ are singular functions $`(\epsilon ,\delta +0)`$: $$S(u,v)=\frac{1}{8\pi ^2}\left[\frac{1}{(vf(u)i\epsilon )(g(v)ui\delta )}+\text{c.c.}\right],$$ (24) $$A_+(u,v)=\frac{1}{8\pi ^2i}\left[\frac{1}{(vf(u)i\epsilon )(g(v)ui\delta )^2}\text{c.c.}\right],$$ (25) $$A_{}(u,v)=\frac{1}{8\pi ^2i}\left[\frac{1}{(vf(u)i\epsilon )^2(g(v)ui\delta )}\text{c.c.}\right].$$ (26) 1. Lorentz transformations. The quantities $`S(u,v)`$, $`\sqrt{f^{}(u)g^{}(u)}`$, and $`dudv`$ are scalars with respect to the Lorentz transformations, while $`A_\pm (u,v)`$ transform as the $`\pm `$ components of a vector. Therefore, $`N^{B,F}`$ are Lorentz invariants, while $`_\pm ^{B,F}`$ are the $`\pm `$ components of a vector. 2. Mirror symmetry. When the trajectory is replaced by a mirror-symmetric trajectory, $`f(u)g(u)`$, $`g(v)f(v)`$, the integrals $`N[f]`$ and $`_\pm [f]`$ transform, respectively, to $$N[g]=N[f],_\pm [g]=_{}[f],$$ (27) since, for such a replacement, $$S(u,v)S(v,u),A_\pm (u,v)A_{}(v,u),\sqrt{f^{}(u)g^{}(v)}\sqrt{g^{}(u)f^{}(v)},$$ after which the transformed integrals $`N`$ and $`_\pm `$ differ from the untransformed $`N`$ and $`_{}`$ only in the designation of the variables of integration. Thus, the mean numbers of particles emitted from the same trajectory to the right and to the left are identical and do not change when the trajectory is replaced by the mirror-symmetric one, while the mean energies emitted to the right and to the left are different and transform into each other when such replacement is made. 3. Synchromirror transformation. This discrete transformation consists of replacing coordinates $`u`$ and $`v`$ with the coordinates $$\stackrel{~}{u}=g(v),\stackrel{~}{v}=f(u),\mathrm{so}\mathrm{that}u=g(\stackrel{~}{v}),v=f(\stackrel{~}{u}),$$ (28) Points $`(u,v)`$ and $`(\stackrel{~}{u},\stackrel{~}{v})`$, which are related by transformation (28), lie on the Minkowski plane on different sides of the trajectory of the mirror on the intersection of the light cones whose vertices are found on the trajectory at points $`A\mathbf{(}u,f(u)\mathbf{)}`$ and $`B\mathbf{(}g(v),v\mathbf{)}`$. The points of any compact region lying to the right of the trajectory are mapped one-to-one into the points of a compact region lying to the left of the trajectory. Functions $`S(u,v)`$ and $`A_\pm (u,v)`$ are form-invariant relative to transformation (28); i.e., their functional dependences on the new and old variables are identical: $$S(u,v)S(g(\stackrel{~}{v}),f(\stackrel{~}{u}))=S(\stackrel{~}{u},\stackrel{~}{v}),A_\pm (u,v)=A_\pm (\stackrel{~}{u},\stackrel{~}{v}).$$ (29) Since the area element $`dudv\sqrt{f^{}(u)g^{}(v)}`$ appearing in the Fermi integrals $`N^F`$ and $`_\pm ^F`$ is also form-invariant relative to transformation (28); i.e., $$dudv\sqrt{f^{}(u)g^{}(v)}=d\stackrel{~}{u}d\stackrel{~}{v}\sqrt{f^{}(\stackrel{~}{u})g^{}(\stackrel{~}{v})},$$ (30) the contributions to the Fermi intervals from any two regions on the $`uv`$ plane related by symmetry transformation (28) are identical. In particular, the contributions from the entire region to the right and the entire region to the left of the trajectory are identical. In the Bose integrals $`N^B`$ and $`_\pm ^B`$, the contributions of the right-hand and left-hand regions related by transformation (28) are, generally speaking, different, since the area element $`dudv`$ that appears in these integrals, unlike the functions $`S`$ and $`A_\pm `$ being integrated, is mapped by transformation (28) into the unequal element $`d\stackrel{~}{u}d\stackrel{~}{v}`$: $$dudv=d\stackrel{~}{u}d\stackrel{~}{v}f^{}(\stackrel{~}{u})g^{}(\stackrel{~}{v}),d\stackrel{~}{u}d\stackrel{~}{v}=dudvf^{}(u)g^{}(v).$$ (31) Therefore, the contributions to the Bose integrals from these two elementary areas are proportional to their areas; i.e., their ratio equals the Jacobian of the transformation. Transformation (28) of the variables of integration of course does not change the values of the integrals $`N`$ and $`_\pm `$. Its meaning is that the local contributions to $`N`$ and $`_\pm `$ from any pair of right-hand and left-hand regions associated by transformation (28) have a definite symmetry or asymmetry. Namely, for Fermi integrals, this symmetry consists of the equality of such contributions, whereas, for Bose integrals, it consists of left–right asymmetry of the contributions, determined by the Jacobian of the transformation. ## 4 Radiation of two-sided mirror, quantum approach For a consistent description of the quantum wave field lying both to the right and to the left of the mirror and satisfying a single condition on the mirror, it is convenient to use the two complete sets $`\{\varphi _{out\omega },\varphi _{out\omega }^{}\}`$ and $`\{\varphi _{in\omega ^{}},\varphi _{in\omega ^{}}^{}\}`$ of solutions of the wave equation, given in Refs. and . Possessing in the right-hand Minkowski plane the physical meaning of the out and in sets and satisfying the boundary condition on the mirror, these solutions can be smoothly extended into the left half-plane with no change of their functional form. However, in the left half-plane, these sets acquire the physical meaning of the in and out sets, respectively, and they must be designated as $`\{\varphi _{in\omega },\varphi _{in\omega }^{}\}`$ and $`\{\varphi _{out\omega ^{}},\varphi _{out\omega ^{}}^{}\}`$. Each such solution is actually unambiguously characterized by the frequency $`\omega `$ or $`\omega ^{}`$ of its monochromatic component travelling to the right or to the left and by the condition on the mirror. For a Lorentzian transformation with velocity $`\beta `$ along the $`x`$ axis, the frequencies $`\omega `$ and $`\omega ^{}`$ transform into $`\stackrel{~}{\omega }`$ and $`\stackrel{~}{\omega }^{}`$ according to the mutually inverse laws $$\stackrel{~}{\omega }=D^1(\beta )\omega ,\stackrel{~}{\omega }^{}=D(\beta )\omega ^{},D(\beta )=\sqrt{\frac{1+\beta }{1\beta }},$$ (32) where $`D(\beta )`$ is the Doppler factor. $`\omega `$ and $`\omega ^{}`$ thus possess the opposite covariance. Below, frequencies that transform like $`\omega `$ will be equipped with an even number of primes, while those that transform like $`\omega ^{}`$ will have an odd number. Then the subscript in or out, in addition to the frequency, will simply indicate the side of the Minkowski plane on which the solution is considered. The expansion of the solutions of the first set in the solutions of the second set and the inverse expansion have been written by us (in the right-hand half-plane) in the form $$\varphi _{out\omega }=\alpha _{\omega ^{}\omega }\varphi _{in\omega ^{}}+\beta _{\omega ^{}\omega }\varphi _{in\omega ^{}}^{},$$ (33) $$\varphi _{in\omega ^{}}=\alpha _{\omega ^{}\omega }^{}\varphi _{out\omega }\beta _{\omega ^{}\omega }\varphi _{out\omega }^{},$$ (34) or, if matrix notation is used, $$\left(\begin{array}{c}\varphi _{out}\\ \varphi _{out}^{}\end{array}\right)=\left(\begin{array}{cc}\stackrel{~}{\alpha }& \stackrel{~}{\beta }\\ \beta ^+& \alpha ^+\end{array}\right)\left(\begin{array}{c}\varphi _{in}\\ \varphi _{in}^{}\end{array}\right),\left(\begin{array}{c}\varphi _{in}\\ \varphi _{in}^{}\end{array}\right)=\left(\begin{array}{cc}\alpha ^{}& \beta \\ \beta ^{}& \alpha \end{array}\right)\left(\begin{array}{c}\varphi _{out}\\ \varphi _{out}^{}\end{array}\right).$$ (35) As a consequence of the orthogonality and normalization of the solutions in both sets, the matrices that appear in Eqs. (35) are mutually inverse. This means that the Bogolyubov coefficients satisfy four independent matrix relations: $$\begin{array}{cc}\alpha ^+\alpha \beta ^+\beta =1,& \beta ^+\alpha ^{}\alpha ^+\beta ^{}=0,\\ \alpha \alpha ^+\beta ^{}\stackrel{~}{\beta }=1,& \alpha \beta ^+\beta ^{}\stackrel{~}{\alpha }=0.\end{array}$$ (36) On the left-hand half-plane, Eqs. (33)–(35) are conserved, but a new physical meaning requires the interchange of the subscripts $`inout`$ in the functions, which is equivalent to transformation (12). For a quantized field in the right half-plane, the connection of the in and out absorption and creation operators $`a`$ and $`a^+`$ is given by the Bogolyubov transformations $$\left(\begin{array}{c}a_{in}\\ a_{in}^+\end{array}\right)=\left(\begin{array}{cc}\alpha & \beta ^{}\\ \beta & \alpha ^{}\end{array}\right)\left(\begin{array}{c}a_{out}\\ a_{out}^+\end{array}\right),\left(\begin{array}{c}a_{out}\\ a_{out}^+\end{array}\right)=\left(\begin{array}{cc}\alpha ^+& \beta ^+\\ \stackrel{~}{\beta }& \stackrel{~}{\alpha }\end{array}\right)\left(\begin{array}{c}a_{in}\\ a_{in}^+\end{array}\right).$$ (37) For a field in the left-hand half-plane, an interchange of the subscripts $`inout`$ is required on operators $`a`$ and $`a^+`$ in transformations (37). This again is equivalent to transformation (12). Following DeWitt’s paper and its notation, we represent the vector of the vacuum state of the field in the distant past in the form of an expansion in the vectors of the $`n`$-particle states of the field in the distant future: $$\|in=e^{iW}\underset{n=0}{\overset{\mathrm{}}{}}\frac{i^{n/2}}{n!}\underset{i_1i_2\mathrm{}i_n}{}V_{i_1i_2\mathrm{}i_n}\|i_1i_2\mathrm{}i_nout.$$ (38) In our case, by the quantum numbers $`i_1i_2\mathrm{}i_n`$ of the out states of the individual particles should be understood frequencies that transform like $`\omega `$ or like $`\omega ^{}`$ if one is dealing with the field, respectively, to the right or to the left of the mirror. Using the equation $`a_{in}\|in=0`$, transformations (37), and the expansion given by Eq. (38), it is easy to show that the relative production amplitudes $`V_{i_1i_2\mathrm{}i_n}`$ of $`n`$ particles equal zero for odd $`n`$, whereas, for even $`n`$, they are expressed in terms of the production amplitude of a pair of particles: $$V_{i_1i_2\mathrm{}i_n}=\underset{p}{}\delta _pV_{i_1i_2}V_{i_3i_4}\mathrm{}V_{i_{n1}i_n}.$$ (39) Here $`\underset{p}{}`$ denotes summation over $`n!/2^{n/2}(n/2)!`$ different pairings of subscripts $`i_1i_2\mathrm{}i_n`$, while $`\delta _p=1`$ for bosons and $`\delta _p=\pm 1`$ for fermions when the permutation leading to the given pairing is, respectively, even or odd. The production amplitudes of a pair of particles with frequencies $`\omega ^{\prime \prime }`$ and $`\omega `$ in the right-hand region and frequencies $`\omega ^{\prime \prime \prime }`$ and $`\omega ^{}`$ in the left-hand region equal $$V_{\omega ^{\prime \prime }\omega }=i(\alpha ^1\beta ^{})_{\omega ^{\prime \prime }\omega },V_{\omega ^{\prime \prime \prime }\omega ^{}}=i(\beta \alpha ^1)_{\omega ^{\prime \prime \prime }\omega ^{}}^{}.$$ (40) They are related to each other by transformation (12), which is symmetric for a Bose field and antisymmetric for a Fermi field, as follows from Eqs. (36). The indicated number of terms in the amplitude of Eq. (39) appears in connection with its symmetrization (antisymmetrization) and equals the number $`n!`$ of permutations of its subscripts, reduced by a factor of $`2^{n/2}`$ because of the already existing symmetry (antisymmetry) of the two-particle amplitudes and by a factor of $`(n/2)!`$ because of the inessentiality of permutations of these amplitudes. Particle production in pairs is explained by the linearity of the Bogolyubov transformations in the operators $`a`$ and $`a^+`$. Operator $`a_{in}`$, when it acts on the $`n`$-particle out state, transforms it into a superposition of $`n1`$-particle and $`n+1`$-particle out states. Therefore, in the expansion of the null vector $`a_{in}\|in`$ in the $`n`$-particle out states, the expansion coefficients equal to zero represent the linear relation between the amplitudes of the $`n+1`$-particle and $`n1`$-particle creations. Since $`n0`$, the amplitude of the single-particle production $`V_{i_1}`$ is equal to zero, and, along with it, all the formation amplitudes of an odd number of particles. The absolute amplitudes of the $`n`$-particle production are determined and are related to the relative amplitudes by $$outi_1i_2\mathrm{}i_n\|inout\|a_{outi_n}\mathrm{}a_{outi_2}a_{outi_1}\|in=e^{iW}i^{n/2}V_{i_1i_2\mathrm{}i_n}.$$ (41) The vacuum-conservation amplitude $`out\|in=e^{iW}`$ is determined to within a phase factor by the fact that the total probability of the transition from the initial vacuum state is equal to one: $$1=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\underset{i_1i_2\mathrm{}i_n}{}\|outi_1i_2\mathrm{}i_n\|in\|^2=e^{2\mathrm{Im}W}\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\underset{i_1i_2\mathrm{}i_n}{}\|V_{i_1i_2\mathrm{}i_n}\|^2.$$ (42) The sum of the relative probabilities $$q_n=\frac{1}{n!}\underset{i_1i_2\mathrm{}i_n}{}\|V_{i_1i_2\mathrm{}i_n}\|^2$$ (43) of the production of $`n`$ particles (or of $`n/2`$ pairs) on the right-hand side of Eq. (42) we shall call the statsum. It can be shown that, in the case considered here, in which pairs of identical particles and antiparticles are formed, the statsum equals $$\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}\underset{i_1i_2\mathrm{}i_n}{}\|V_{i_1i_2\mathrm{}i_n}\|^2=det(1M)^{1/2}=\mathrm{exp}\left(\frac{1}{2}\text{tr}\mathrm{ln}(1M)\right),$$ (44) where $`M=VV^+`$ is a Hermitian positive-semidefinite matrix formed from the matrices in Eqs. (40). In particular, the first three terms of the statsum, determined by the relative amplitudes $$1,V_{i_1i_2},V_{i_1i_2}V_{i_3i_4}\pm V_{i_1i_3}V_{i_2i_4}+V_{i_1i_4}V_{i_2i_3},$$ (45) and by Eq. (43), are equal, respectively, to $$q_0=1,q_2=\frac{1}{2}\text{tr}M,q_4=\frac{1}{8}(\text{tr}M)^2\pm \frac{1}{4}\text{tr}M^2.$$ (46) The absolute probabilities of forming $`n`$ pairs are equal to $`p_{2n}=p_0q_{2n}`$, where $`p_0`$ is the vacuum-conservation probability: $$p_0=e^{2\mathrm{Im}W},2\mathrm{Im}W=\frac{1}{2}\text{tr}\mathrm{ln}(1M).$$ (47) Since the relative probabilities $`q_{2n}(M)`$ of producing $`n`$ pairs are homogeneous functions of degree $`n`$, $`q_{2n}(\lambda M)=\lambda ^nq_{2n}(M)`$, it is convenient to compute the mean number of pairs from $$\overline{n}=\underset{n=0}{\overset{\mathrm{}}{}}np_{2n}=p_0\lambda \frac{}{\lambda }\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^nq_{2n}(M)\|_{\lambda =1}=\lambda \frac{}{\lambda }2\text{Im}W(\lambda M)\|_{\lambda =1}=\frac{1}{2}\text{tr}\frac{M}{1M}.$$ (48) Matrices $`M`$ are different for the right-hand and left-hand regions: $$M=VV^+=\beta ^+\beta (1\pm \beta ^+\beta )^1,$$ (49) $$M=VV^+=\beta ^{}\stackrel{~}{\beta }(1\pm \beta ^{}\stackrel{~}{\beta })^1,$$ (50) but are related to each other by transformation (12). However, the positive-definite quantities $`\mathrm{tr}M^n`$, $`n=1,2,\mathrm{}`$, are invariants of this transformation. Therefore, the total probabilities given above for conservation of the vacuum, $`p_0`$, and of the production of $`n`$ pairs, $`p_{2n}`$, and the mean number of pairs, $`\overline{n}`$, are identical for the right-hand and left-hand regions. In particular, the quantities $$p_0=e^{2\mathrm{Im}W},2\mathrm{Im}W=\pm \frac{1}{2}\text{tr}\mathrm{ln}(1\pm \beta ^+\beta ),$$ (51) $$p_2=e^{2\mathrm{Im}W}\frac{1}{2}\text{tr}\beta ^+\beta (1\pm \beta ^+\beta )^1,$$ (52) $$\overline{n}=\frac{1}{2}\text{tr}\beta ^+\beta $$ (53) do not change under transformation (12) or $`\beta ^+\beta \beta \beta ^+`$. Nevertheless, the frequency distributions of the probabilities and of the mean number of particles possess no left–right symmetry. Thus, the production probability of one pair, one particle of which has a definite frequency while the other has any frequency, equals $$p_{2\omega }=e^{2\mathrm{Im}W}\left(\frac{\beta ^+\beta }{1\pm \beta ^+\beta }\right)_{\omega \omega },$$ (54) for the right-hand region and equals $$p_{2\omega ^{}}^{}=e^{2\mathrm{Im}W}\left(\frac{\beta \beta ^+}{1\pm \beta \beta ^+}\right)_{\omega ^{}\omega ^{}}.$$ (55) for the left-hand region. The frequency distributions of the mean number of particles emitted by the mirror to the right and to the left are also functionally different from each other: $$N_\omega =(\beta ^+\beta )_{\omega \omega },N_\omega ^{}^{}=(\beta \beta ^+)_{\omega ^{}\omega ^{}}.$$ (56) Along with the amplitudes given by Eq. (41) for particle production from vacuum by the mirror, it is necessary to consider the amplitudes of single-particle scattering by the mirror $$out\omega \|\omega ^{}in=out\|a_{out\omega }a_{in\omega ^{}}^+\|in=e^{iW}\alpha _{\omega \omega ^{}}^1,$$ (57) $$out\omega ^{}\|\omega in=out\|a_{out\omega ^{}}a_{in\omega }^+\|in=e^{iW}\alpha _{\omega \omega ^{}}^1,$$ (58) for the right-hand and left-hand regions, respectively. These amplitudes differ only in their phases. Of course, they are related to each other by transformation (12), but we shall be interested in their relation to the corresponding pair-production amplitudes: $$out\omega ^{\prime \prime }\omega \|in=e^{iW}(\alpha ^1\beta ^{})_{\omega ^{\prime \prime }\omega }=\underset{\omega ^{}}{}out\omega ^{\prime \prime }\|\omega ^{}in\beta _{\omega ^{}\omega }^{},$$ (59) $$out\omega ^{}\omega ^{\prime \prime \prime }\|in=e^{iW}(\beta \alpha ^1)_{\omega ^{}\omega ^{\prime \prime \prime }}^{}=\underset{\omega }{}\beta _{\omega ^{}\omega }^{}out\omega ^{\prime \prime \prime }\|\omega in.$$ (60) Since the pair-production amplitudes and the single-particle scattering amplitudes are quantities that can in principle be experimentally measured from the corresponding probabilities, Eqs. (59) and (60) make it possible to experimentally measure $`\beta _{\omega ^{}\omega }^{}`$. Moreover, these relationships make it possible to regard $`\beta _{\omega ^{}\omega }^{}`$ as the amplitude of the source of a pair of particles potentially emitted to the right and to the left with frequencies $`\omega `$ and $`\omega ^{}`$, respectively. In this case, if a particle with frequency $`\omega `$ actually escaped to the right, a particle with frequency $`\omega ^{}`$ does not escape to the left, but experiences an internal reflection and is actually emitted to the right with altered frequency $`\omega ^{\prime \prime }`$. Conversely, if a particle with frequency $`\omega ^{}`$ actually escaped to the left, a particle with frequency $`\omega `$ cannot escape to the right, but, after internal reflection, is actually emitted to the left with another frequency $`\omega ^{\prime \prime \prime }`$. For fermions, amplitude $`\beta _{\omega ^{}\omega }^F`$ is diagonal in the projection of the spin of the in and out waves (see Ref. ). But one of the waves forming $`\beta _{\omega ^{}\omega }^F`$ has a negative frequency and therefore describes an antiparticle with frequency and spin projection opposite in sign to the frequency and spin projection of this wave (see $`\mathrm{\S }26`$ in Ref. or $`\mathrm{\S }9`$ of chap. 2 in Ref. ). Thus, the spin of a pair of generated fermions equals zero. This is confirmed by the scalar nature of the identically equal integrals in Eqs. (9) and (10), in which $`du\sqrt{f^{}(u)}`$ and $`dv\sqrt{g^{}(v)}`$ are elements of proper time $`d\tau `$, and by their coincidence, $$\beta _{\omega ^{}\omega }^F=\frac{1}{e}\rho (k_+,k_{})$$ (61) with the Fourier component of the scalar-charge density in 3 + 1 space. Amplitude $`\beta _{\omega ^{}\omega }^B`$ of the source of a boson pair, according to Eqs. (6) and (7), is linearly expressed in terms of the Fourier components $`j_\pm (k)`$ of the current density of an electric charge in 3 + 1 space: $$\beta _{\omega ^{}\omega }^B=\sqrt{\frac{k_+}{k_{}}}\frac{j_{}}{e}=\sqrt{\frac{k_{}}{k_+}}\frac{j_+}{e},$$ (62) $$j_{}=e_{\mathrm{}}^{\mathrm{}}𝑑u\mathrm{exp}\left[\frac{i}{2}(k_+u+k_{}f(u))\right],j_+=e_{\mathrm{}}^{\mathrm{}}𝑑v\mathrm{exp}\left[\frac{i}{2}(k_{}v+k_+g(v))\right],$$ (63) see also Eqs. (1) and (2) in this paper and Eqs. (43) and (44) in Ref. . The last equality in Eq. (62) is none other than the current-transverseness condition, $`k_+j_{}+k_{}j_+=0`$. It can also be seen from Eq. (62) that $`\beta _{\omega ^{}\omega }^B`$ is a pseudoscalar, since, at the reflection $`k_\pm k_{}`$, $`j_\pm j_{}`$, and $`\beta ^B`$ changes sign. Vector $`j_\alpha (k)`$ is spacelike and, in a system where $`k_+=k_{}`$ (or $`\omega =\omega ^{}`$), has only a spatial component, precisely equal to $`e\beta _{\omega ^{}\omega }^B`$. In covariant form, $$e\beta _{\omega ^{}\omega }^B=\epsilon _{\alpha \beta }k^\alpha j^\beta /\sqrt{k_+k_{}}.$$ Thus, the source of a boson pair is the conserved current vector given by Eqs. (63), and this means that the spin of a pair equals 1, see . The fact that the spin of a boson pair equals 1 while that of a fermion pair equals 0 is essential for understanding the coincidence of the spectra of a mirror and of a charge. If $`\beta _{\omega ^{}\omega }^{}`$ is small, i.e., if the mean number of emitted quanta is small, then, as is easy to obtain from Eqs. (6) and (9), $$\alpha _{\omega ^{}\omega }2\pi \delta (\stackrel{~}{\omega }^{}\stackrel{~}{\omega }),\alpha _{\omega \omega ^{}}^12\pi \delta (\stackrel{~}{\omega }\stackrel{~}{\omega }^{}),$$ (64) where $`\stackrel{~}{\omega }`$ and $`\stackrel{~}{\omega }^{}`$ are related to $`\omega `$ and $`\omega ^{}`$ by transformation (32), in which $`\beta `$ is the effective velocity of the mirror on the emission section. In this approximation, the emission amplitudes given by Eqs. (59) and (60) for pairs of particles with frequencies $`\omega `$ and $`\omega ^{\prime \prime }`$ to the right and pairs of particles with frequencies of $`\omega ^{}`$ and $`\omega ^{\prime \prime \prime }`$ to the left equal, respectively, $$out\omega ^{\prime \prime }\omega \|ine^{iW}D^1(\beta )\beta _{\omega ^{}\omega }^{},\omega ^{}=D^2(\beta )\omega ^{\prime \prime },$$ (65) $$out\omega ^{}\omega ^{\prime \prime \prime }\|ine^{iW}D(\beta )\beta _{\omega ^{}\omega }^{},\omega =D^2(\beta )\omega ^{\prime \prime \prime }.$$ (66) These formulas, including the connection between the frequencies of the waves incident on the mirror and reflected from it, confirm the interpretation of $`\beta _{\omega ^{}\omega }^{}`$ given above. We now turn our attention to interference effects in the production of Bose and Fermi particles. They become most substantial when matrices $`M`$ for bosons and fermions satisfy the conditions $$\frac{1}{2}\text{tr}\mathrm{ln}(1M)=\mathrm{ln}\left(1\frac{1}{2}\text{tr}M\right),$$ i.e., $$\frac{1}{2}\text{tr}M^n=\left(\frac{1}{2}\text{tr}M\right)^n,n=2,3,\mathrm{}.$$ (67) Then the statsum given by Eq. (44) for Bose and Fermi particles reduces, respectively, to $$\left(1\frac{1}{2}\text{tr}M\right)^1\mathrm{and}1+\frac{1}{2}\text{tr}M.$$ (68) This means that the probabilities of producing $`n`$ pairs of bosons form the geometrical progression $$p_{2n}^B=p_0^Bq_2^{Bn},p_0^B=1\frac{1}{2}\text{tr}M,q_2^B=\frac{1}{2}\text{tr}M,$$ (69) while the probabilities of emitting two or more pairs of fermions disappear; i.e., only the production of one fermion pair is possible: $$p_0^F=\left(1+\frac{1}{2}\text{tr}M\right)^1,p_2^F=p_0^F\frac{1}{2}\text{tr}M,p_{2n}^F=0,n2.$$ (70) In other words, the conditions given by Eqs. (67) denote the most constructive interference of bosons and the most destructive interference of fermions. In these cases, the mean-square fluctuation of number of boson pairs is always greater than $`\overline{n}^B`$, while that of the fermion pairs is less than $`\overline{n}^F`$, being equal to $`\overline{n}(1\pm \overline{n})`$, where $$0<\overline{n}^B=\frac{\frac{1}{2}\text{tr}M}{1\frac{1}{2}\text{tr}M}<\mathrm{},0<\overline{n}^F=\frac{\frac{1}{2}\text{tr}M}{1+\frac{1}{2}\text{tr}M}<1.$$ (71) We are less interested in the case in which interference effects can be neglected. In this case, $$\text{tr}M^k\text{tr}M,\mathrm{\hspace{0.33em}1};k2,$$ (72) and the probability distribution over the number of generated pairs coincides with the Poisson distribution: $$p_{2n}=e^{\overline{n}}\frac{(\overline{n})^n}{n!},\overline{n}=\frac{1}{2}\text{tr}\beta ^+\beta .$$ (73) ## 5 Emission of pairs consisting of nonidentical particles and antiparticles In the case of pair production of nonidentical particles and antiparticles ($`ab`$ pairs), the direct and inverse Bogolyubov transformations (37) are replaced by $$\left(\begin{array}{c}a_{in}\\ b_{in}^+\end{array}\right)=\left(\begin{array}{cc}\alpha _{aa}& \beta _{ab}^{}\\ \beta _{ba}& \alpha _{bb}^{}\end{array}\right)\left(\begin{array}{c}a_{out}\\ b_{out}^+\end{array}\right),\left(\begin{array}{c}a_{out}\\ b_{out}^+\end{array}\right)=\left(\begin{array}{cc}\alpha _{aa}^+& \beta _{ba}^+\\ \stackrel{~}{\beta }_{ab}& \stackrel{~}{\alpha }_{bb}\end{array}\right)\left(\begin{array}{c}a_{in}\\ b_{in}^+\end{array}\right).$$ (74) These transformations contain not two but four matrices $`\alpha _{aa},\alpha _{bb},\beta _{ab}`$, and $`\beta _{ba}`$, which satisfy not the four Eqs.(36) but the six equations $$\begin{array}{cc}\alpha _{aa}^+\alpha _{aa}\beta _{ba}^+\beta _{ba}=1,& \beta _{ba}^+\alpha _{bb}^{}\alpha _{aa}^+\beta _{ab}^{}=0,\\ \alpha _{bb}^+\alpha _{bb}\beta _{ab}^+\beta _{ab}=1,& \alpha _{aa}\alpha _{aa}^+\beta _{ab}^{}\stackrel{~}{\beta }_{ab}=1,\\ \alpha _{bb}\alpha _{bb}^+\beta _{ba}^{}\stackrel{~}{\beta }_{ba}=1,& \alpha _{aa}\beta _{ba}^+\beta _{ab}^{}\stackrel{~}{\alpha }_{bb}=0.\end{array}$$ (75) However, these relationships can be written in the form of Eqs.(36) if $`\alpha `$ and $`\beta `$ stand for the 2$`\times `$2 matrices consisting of the indicated quarters: $$\alpha =\left(\begin{array}{cc}\alpha _{aa}& 0\\ 0& \alpha _{bb}\end{array}\right),\beta =\left(\begin{array}{cc}0& \beta _{ab}\\ \beta _{ba}& 0\end{array}\right).$$ (76) As can be seen from Eqs. (74), the interchange $`inout`$ is now equivalent to the interchange $$\alpha _{aa}\alpha _{aa}^+,\alpha _{bb}\alpha _{bb}^+,\beta _{ab}\stackrel{~}{\beta }_{ba},\beta _{ba}\stackrel{~}{\beta }_{ab},$$ (77) which can be represented in the form of the transformation (12) if $`\alpha `$ and $`\beta `$ stand for the matrices of Eqs.(76). Using for the in-vacuum state an expansion of the type of Eq.(38) and the equations $`a_{in}\|in=b_{in}\|in=0`$, it can be shown that all the emission amplitudes of an odd number of particles equal zero, while the production amplitudes of an even number of particles are products of the production amplitudes of $`ab`$ pairs: $$V_{\omega ^{\prime \prime }\omega }^{ab}=i(\alpha _{aa}^1\beta _{ab}^{})_{\omega ^{\prime \prime }\omega },V_{\omega ^{\prime \prime \prime }\omega ^{}}^{ab}=i(\beta _{ab}\alpha _{bb}^1)_{\omega ^{\prime \prime \prime }\omega ^{}}^{},$$ (78) respectively for the right-hand and the left-hand regions. As follows from Eqs. (75), the amplitudes given by Eqs. (78) possess intrinsic Bose symmetry or Fermi antisymmetry: $$V_{\omega ^{\prime \prime }\omega }^{ab}=\pm V_{\omega \omega ^{\prime \prime }}^{ba}\pm i(\alpha _{bb}^1\beta _{ba}^{})_{\omega \omega ^{\prime \prime }},V_{\omega ^{\prime \prime \prime }\omega ^{}}^{ab}=\pm V_{\omega ^{}\omega ^{\prime \prime \prime }}^{ba}i(\beta _{ba}\alpha _{aa}^1)_{\omega ^{}\omega ^{\prime \prime \prime }}^{}.$$ (79) Thus, the formation amplitude of an $`ab`$ pair can be denoted via $`V_{i_1i_2}`$, where the subscript $`i_1`$ characterizes the state of the particle and $`i_2`$ that of the antiparticle. The production of two $`ab`$ pairs is described by the amplitude $$V_{i_1i_2i_3i_4}=V_{i_1i_2}V_{i_3i_4}\pm V_{i_3i_2}V_{i_1i_4},$$ (80) symmetric (antisymmetric) separately with respect to states $`i_1`$ and $`i_3`$ of the particles and separately with respect to states $`i_2`$ and $`i_4`$ of the antiparticles. We also write the production amplitude of three pairs: $$V_{i_1i_2i_3i_4i_5i_6}=V_{i_1i_2}V_{i_3i_4}V_{i_5i_6}\pm V_{i_3i_2}V_{i_1i_4}V_{i_5i_6}+V_{i_3i_2}V_{i_5i_4}V_{i_1i_6}\pm $$ $$\pm V_{i_1i_2}V_{i_5i_4}V_{i_3i_6}+V_{i_5i_2}V_{i_1i_4}V_{i_3i_6}\pm V_{i_5i_2}V_{i_3i_4}V_{i_1i_6}.$$ (81) In the general case, the production amplitude of $`n/2`$ pairs has the form $$V_{i_1i_2\mathrm{}i_n}=\underset{p}{}\delta _pV_{i_1i_2}V_{i_3i_4}\mathrm{}V_{i_{n1}i_n},$$ (82) where the sum is taken over all $`(n/2)!`$ terms that differ by a permutation of the odd subscripts (or, what is the same thing, by a permutation of the even subscripts), with $`\delta _p=\pm 1`$ in the case of fermions for an even or odd permutation, respectively, while $`\delta _p=1`$ in the case of bosons. Then amplitude $`V_{i_1i_2\mathrm{}i_n}`$ will be symmetric (antisymmetric) both over particle states $`i_1i_3\mathrm{}i_{n1}`$ and over antiparticle states $`i_2i_4\mathrm{}i_n`$. The relative probability $$q_n=\frac{1}{(n/2)!(n/2)!}\underset{i_1i_2\mathrm{}i_n}{}\|V_{i_1i_2\mathrm{}i_n}\|^2$$ (83) of producing $`n/2`$ pairs consisting of nonidentical particles and antiparticles contains the factor $`1/(n/2)!(n/2)!`$, which, along with the symmetry (antisymmetry) of amplitude $`V_{i_1i_2\mathrm{}i_n}`$ separately for even and separately for odd subscripts, makes it possible to sum over the particle and antiparticle states, considering the ranges of variation of the quantum numbers of these states to be independent. Without this factor, the sum over $`i_1i_2\mathrm{}i_n`$ would have had to contain only physically different states. In our case, for example, it would be unambiguous that the frequencies of the particles must satisfy the condition $`\omega _1\omega _3\mathrm{}\omega _{n1}`$, while the frequencies of the antiparticles must satisfy the condition $`\omega _2\omega _4\mathrm{}\omega _n`$. It is easy to construct the first four terms of the statsum in terms of the relative amplitudes shown above: $$q_0=1,q_2=\mathrm{tr}M,q_4=\frac{1}{2}(\mathrm{tr}M)^2\pm \frac{1}{2}\mathrm{tr}M^2,$$ $$q_6=\frac{1}{6}(\mathrm{tr}M)^3\pm \frac{1}{2}\mathrm{tr}M\mathrm{tr}M^2+\frac{1}{3}\mathrm{tr}M^3.$$ (84) For the statsum as a whole, we get $$\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{(n/2)!(n/2)!}\underset{i_1i_2\mathrm{}i_n}{}\|V_{i_1i_2\mathrm{}i_n}\|^2=det(1M)^1=\mathrm{exp}(\mathrm{tr}\mathrm{ln}(1M)).$$ (85) Here, as in Eq. (44), $`M=VV^+`$ is a Hermitian positive-semidefinite matrix. It is given by Eqs. (49) and (50), in which by $`\beta `$ is meant, respectively, $`\beta _{ba}`$ and $`\beta _{ab}`$. Just as above, the absolute probabilities of the formation of $`n`$ pairs of nonidentical particles and antiparticles equal $`p_{2n}=p_0q_{2n}`$, where $`p_0`$ is the vacuum-conservation probability: $$p_0=e^{2\mathrm{Im}W},2\mathrm{Im}W=\mathrm{tr}\mathrm{ln}(1M).$$ (86) The mean number of pairs, computed according to the rule given in Eq. (48), equals $$\overline{n}=\mathrm{tr}\frac{M}{1M}.$$ (87) It can be seen that these formulas differ from the corresponding Eqs. (47) and (48) for pair production of identical particles by replacing (1/2)tr by tr in the latter equations. Because of the $`ab`$ symmetry in the matrices, under the tr sign, by $`\beta `$ can be understood both $`\beta _{ba}`$ and $`\beta _{ab}`$. It is easy to see that this rule connects all the formulas for the integral characteristics of pair production of identical particles with the formulas of the corresponding characteristics of $`ab`$-pair production. Thus, in order to obtain from Eqs. (51)–(53) and (67)–(73) the analogous expressions for $`ab`$-pair production, it is sufficient to replace (1/2)tr in these formulas with tr and by $`\beta `$ to understand $`\beta _{ba}`$ or $`\beta _{ab}`$. As far as the spectral characteristics shown, for example, in Eqs. (54)–(56) are concerned, they undergo no changes when the transition is made to the case under consideration, if by $`\beta `$ is understood $`\beta _{ba}`$ ($`\beta _{ab}`$) for the spectrum of particles (antiparticles) emitted to the right and $`\beta _{ab}`$ ($`\beta _{ba}`$) for the spectrum of particles (antiparticles) emitted to the left. In fact, for the differential probability $`p_{2\omega }`$ shown in Eq. (54), the original integral $$p_{2\omega }=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega ^{\prime \prime }}{2\pi }\|out\omega \omega ^{\prime \prime }\|in\|^2$$ (88) represents it as the sum of the probabilities of physically different events regardless of whether the particles are identical or not. However, the total pair-formation probability $`p_2`$ as a sum of probabilities of physically different events for identical particles is represented by the integral $$p_2=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }\underset{0}{\overset{\omega }{}}\frac{d\omega ^{\prime \prime }}{2\pi }\|out\omega \omega ^{\prime \prime }\|in\|^2=\frac{1}{2}\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }p_{2\omega }.$$ (89) since the states in this case differ only by the values of the large frequency $`\omega `$ and the small frequency $`\omega ^{\prime \prime }`$ of two identical particles. At the same time, for an $`ab`$ pair, $$p_2=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega ^{\prime \prime }}{2\pi }\|out\omega \omega ^{\prime \prime }\|in\|^2=\underset{0}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }p_{2\omega }.$$ (90) since the states differ in the frequencies $`\omega ^{\prime \prime }`$ and $`\omega `$ of the particle and antiparticle independently of each other, while the particle and antiparticle differ in turn in that they interact differently with the counters. Turning to the amplitude of $`ab`$-pair production, $$out\|b_{out\omega ^{\prime \prime }}a_{out\omega }\|inout\omega \omega ^{\prime \prime }\|in=e^{iW}(\alpha _{aa}^1\beta _{ab}^{})_{\omega \omega ^{\prime \prime }}=e^{iW}(\alpha _{bb}^1\beta _{ba}^{})_{\omega ^{\prime \prime }\omega },$$ (91) we note that it reduces to a product of the source amplitude $`\beta _{ab}^{}`$ or $`\beta _{ba}^{}`$ of oppositely directed $`a`$ and $`b`$ particles and the backscattering amplitude $`\alpha _{aa}^1`$ or $`\alpha _{bb}^1`$ of one of them, as a result of which both particles of the pair move in the same direction. The symmetry of Eqs. (79) makes it impossible to establish which of the particles of the $`ab`$ pair experiences backscattering. ## Acknoledgements The author is grateful to A. I. Nikishov for stimulating discussions. This work was carried out with the financial support of the Russian Fund for Fundamental Research (Grant No. 95-02-04219a).
no-problem/9903/cond-mat9903258.html	ar5iv	text	# Evidence of Charge Density Wave Ordering in Half Filled High Landau Levels \[ ## Abstract We report on numerical studies of two-dimensional electron systems in the presence of a perpendicular magnetic field, with a high Landau level (index $`N2`$) half filled by electrons. Strong and sharp peaks are found in the wave vector dependence of both static density susceptibility and equal-time density-density correlation function, in finite-size systems with up to twelve electrons. Qualitatively different from partially filled lowest ($`N=0`$) Landau level, these results are suggestive of a tendency toward charge density wave ordering in these systems. The ordering wave vector is found to decrease with increasing $`N`$. \] Two-dimensional (2D) electron gas systems subject to a perpendicular magnetic field display remarkable phenomena, reflecting the importance of electronic correlations. The most important among them is the fractional quantum Hall effect (FQHE), which was found in the strong field limit, where the electrons are confined to the lowest ($`N=0`$) or the second ($`N=1`$) Landau levels. The physics of FQHE is reasonably well understood: the kinetic energy of the electrons are quenched by the strong perpendicular magnetic field and the Coulomb interaction dominates the physics of the partially filled Landau level; at certain Landau level filling factors ($`\nu `$, defined to be the ratio of the number of electrons to the number of Landau orbitals in each Landau level) the electrons condense into a highly-correlated, incompressible quantum fluid, giving rise to quantized Hall resistivity ($`\rho _{xy}`$) and thermally activated longitudinal resistivity ($`\rho _{xx}`$). Experimentally, the FQHE has never been found at filling factors $`\nu >4`$, when the partially filled Landau level has Landau level index $`N2`$ (taking into account the two spin species of the electrons). Nevertheless, recent experiments on high quality samples have revealed remarkable transport anomalies for $`\nu >4`$, especially when $`\nu `$ is near a half integer, which means the partially filled Landau level is nearly half filled. Such anomalies include a strong anisotropy and nonlinearity in $`\rho _{xx}`$. They reflect intriguing correlation physics at work in these systems that is qualitatively different from the FQHE and yet to be completely understood. It was argued, before the discovery of the FQHE, that the ground state of a 2D electron gas in a strong magnetic field may possess charge density wave (CDW) order. Recent Hartree-Fock (HF) calculations find that single-Slater determinant states with CDW order have energies lower than the Laughlin-type liquid states for $`N2`$. The CDW state with 1D stripe order, or stripe phase, which is predicted to be stable near half filling for the partially filled Landau level, can in principle give rise to transport anisotropy as the orientation of the stripe picks out a special direction in space. Questions remain, however, with regard to the stability of the HF states against quantum fluctuations as well as disorder, especially when $`N`$ is not too large. In this paper we report on results of numerical studies of partially filled Landau levels with $`N2`$, in finite size systems with up to $`N_e=12`$ electrons and torus geometry. The torus is ideal for this study, because, while it maintains translational and rotational invariance in the plane for the infinite system, it does break them for finite sizes and therefore produces a preferred direction that allows for the CDW state to be aligned in one direction. The spherical geometry (which is another popular geometry for finite size studies), on the other hand, will rotationally average the state and necessarily introduce defects. We assume the magnetic field is sufficiently strong so that the filled Landau levels are completely inert and mixing between different Landau levels can be neglected. We calculate numerically the energy spectra, the wave vector dependence of the static density susceptibility ($`\chi (q)`$) and the density-density correlation in the ground state ($`S_0(q)`$). We find strong and sharp peaks in both $`\chi (q)`$ and $`S_0(q)`$. These results are strongly suggestive of a tendency toward charge density wave ordering in the ground state. In accordance with this, we find nearly degenerate low-energy states that are separated by the ordering wave vector. The methods used in the present study are identical to those used in numerical studies of the partially filled lowest Landau level. Since the kinetic energy is quenched by the magnetic field, the Hamiltonian contains the Coulomb interaction alone, which, after projecting onto the $`N`$th Landau level, takes the form $$H=\underset{i<j}{}\underset{𝐪}{}e^{q^2/2}[L_N(q^2/2)]^2V(q)e^{i𝐪(𝐑_i𝐑_j)},$$ (1) where $`𝐑_i`$ is the guiding center coordinate of the $`i`$th electron, $`L_N(x)`$ are the Laguerre polynomials, and $`V(q)=2\pi e^2/q`$ is the Fourier transform of the Coulomb interaction. The magnetic length $`\mathrm{}`$ is set to be 1 for convenience. In this work we impose periodic boundary conditions in both $`x`$ and $`y`$ directions in the finite-size system under study, and the $`𝐪`$’s are wave vectors that are compatible with the size and geometry of the system. We diagonalize the above Hamiltonian exactly and calculate various correlation functions. In Fig. 1 we present the energy spectrum of half-filled $`N=2`$ Landau level with ten electrons, rectangular geometry, and aspect ratio 0.75. The spectrum is qualitatively different from the known incompressible FQHE states in the following aspects: i) the ground state is not separated from the excited states by a gap; instead, there are several nearly degenerate low energy states, separated by a characteristic wave vector $`𝐪^{}`$ (the physical importance of $`𝐪^{}`$ will be discussed later). This almost exact degeneracy is not specific to this particular geometry; in Fig. 2 we have plotted the energy levels (for all momenta) versus aspect ratio $`a`$, in which it is clear that the near degeneracy is present for $`0.7<a<1.0`$. A gap in the spectrum, on the other hand, is the most important property of a FQHE state that gives rise to incompressibility. ii) The momentum of the ground state is, in general, not related to any reciprocal lattice vectors and is sensitive to the geometry of the system; such sensitivity to boundary conditions is characteristic of compressible states. The known FQHE states, however, all have ground state momentum equal to one half of a reciprocal lattice vector and are independent of system geometry, reflecting intrinsic topological properties of the state. The spectra and quantum numbers of these ground states are also very different from the Fermi-liquid like compressible state at half filling in the lowest Landau level. In that case cluster-like ansatz variational wave functions have remarkably large overlaps with the exact ground state and, from the shape of the optimal cluster for a given geometry, predict the momentum of the ground state with remarkable accuracy. The momenta of the ground states here, however, do not match those of the optimal cluster states. Important differences are also seen in the response functions studied below. We thus conclude that these states are compressible and have properties that are qualitatively different from the Fermi-liquid like compressible state at half filling in the lowest Landau level. We now turn to the discussion of response functions. Here the fundamental quantity of interest is the dynamical structure factor, defined to be $$S_0(𝐪,\omega )=\frac{1}{N_e}\underset{n}{}\|0\|\underset{i}{}e^{i𝐪𝐑_i}\|n\|^2\delta (E_nE_0\omega ).$$ (2) The summation is over states in the given Landau level that is being studied. Various physically important quantities may be calculated from $`S_0(𝐪,\omega )`$; in particular, the projected static density response function is the inverse moment of $`S_0(𝐪,\omega )`$: $$\chi (𝐪)=_0^{\mathrm{}}𝑑\omega S_0(𝐪,\omega )/\omega ,$$ (3) and the projected equal time density-density correlation function is the $`0`$th moment of $`S_0(𝐪,\omega )`$: $$S_0(𝐪)=_0^{\mathrm{}}𝑑\omega S_0(𝐪,\omega ).$$ (4) In Figs. 3 and 4 we present the $`𝐪`$ dependence of $`\chi (𝐪)`$ and $`S_0(𝐪)`$ for half filled $`N=2`$ and $`N=3`$ Landau levels respectively. The data were taken from systems with 10 electrons and rectangular geometry, for several different aspect ratios. We see sharp and strong peaks in $`\chi (𝐪)`$ at $`𝐪^{}=(0.97,0)`$ and $`𝐪^{}=(0.84,0)`$ for $`N=2`$ and $`N=3`$ Landau levels respectively. At the scale of the peak value of $`\chi `$, the response at different $`𝐪`$’s are indistinguishable from zero, except for a secondary peak positioned at exactly $`3𝐪^{}`$, the height of which is much smaller but quite noticeable. This is strongly suggestive of a tendency toward CDW ordering, as an (unpinned) CDW responds strongly to an external potential modulation with a wave vector that matches one of its reciprocal lattice vectors. The fact that secondary peaks appear only at integer multiples of the primary wave vector ($`𝐪^{}`$) suggests that the CDW has 1D (stripe) structure. The absence of response at $`2𝐪^{}`$ (and any other even multiples) is consistent with the presence of particle-hole (PH) symmetry in the underlying Hamiltonian at half filling: the PH transformation of the CDW state is equivalent to translation by half a period. Consistent with the stripe CDW picture, sharp peaks are also observed in $`S_0(𝐪)`$ at $`𝐪=𝐪^{}`$, indicating strong density-density correlation in the ground state at the ordering wave vector. Similar behavior is also seen at higher Landau levels and other filling factors. Again, these results are in sharp contrast with FQHE states (like $`\nu =1/3`$ in the lowest Landau level), or the Fermi liquid-like state of the half filled lowest Landau level. In the former case, $`\chi `$ is small (below 20) for all $`q`$’s due to the large gap in the spectrum; while in the latter case although there are peaks in both $`\chi (q)`$ and $`S_0(q)`$, the peak position is tied to $`q=2k_F=2`$ and the height of the peak in $`\chi (q)`$ is in general much smaller than those seen here and the peaks are broader. The origin of the strong peaks in $`\chi `$ at $`𝐪^{}`$ may be traced to the almost exact degeneracy of the low energy states in the spectra that are separated by $`𝐪^{}`$. Since these states are connected by a potential modulation with wave vector $`𝐪^{}`$, an extremely small energy denominator ensures huge response from the system. We emphasize that such near degeneracy is a generic property of the system and not specific to a particular system size or geometry. This can be seen clearly in Fig. 1b, where we plot energy levels from different geometries together. If the system develops long-range CDW order in the thermodynamic limit, we would expect the number of nearly degenerate states to increase with system size; in the thermodynamic limit, there will be infinitely many of them, spaced in momentum by $`𝐪^{}`$, that become exactly degenerate. In this case a ground state that spontaneously breaks the translational symmetry may be constructed by taking linear combinations of these degenerate states, even though this is not possible (unless degeneracy is exact) in any finite system where all eigenstates must have a definite momentum. In Fig. 5 we plot the Landau level dependence of $`q^{}`$ for half filled Landau levels. For systems with a given number of electrons in a given Landau level, we define $`q^{}`$ to be the modulus of the wave vector that gives the largest $`\chi (𝐪)`$ for all geometries (aspect ratios). Despite the small and non-systematic dependence on the number of electrons, it is clear that $`q^{}`$ decreases with increasing $`N`$. We are unable to accurately determine $`q^{}`$ beyond $`N=4`$, as in this case $`1/q^{}`$ becomes comparable to (and eventually exceeds) the linear size of the largest size system that we are able to study. This result is qualitatively consistent with the prediction of Hartree-Fock theory, which predicts that the period of the CDW is set by the scale of the cyclotron radius in a given Landau level. In units of inverse magnetic length, this implies $`q^{}1/\sqrt{2N+1}`$. We have also performed numerical studies away from half-filling, at filling factors $`\nu =1/4,1/3,2/5`$, etc, for Landau levels $`2N6`$. At all these filling factors, we have seen qualitatively similar behavior in $`\chi `$ and $`S_0`$, which are suggestive of a tendency toward CDW ordering. No evidence of incompressible FQHE states is found. This is consistent with Hartree-Fock theory, which predicts no FQHE for $`N2`$. Hartree-Fock theory also predicts that when sufficiently far away from half-filling, the stripe phase becomes unstable against a different type of CDW ordering, the “bubble phase”, which has a two-dimensional lattice structure. In our calculations we have seen some indication that this may be the case; however more work is needed to make a clear distinction between these two types of structures. We leave this to future investigation. As stated above, the physical properties of the systems that we have studied here are qualitatively consistent with predictions of Hartree-Fock theory. We also find that in the single Slater determinant basis for the wave functions, the Hartree-Fock single Slater determinant (with simple stripe structure) has the highest weight in the exact ground state. For example, in $`N=2`$ and $`N=3`$ Landau levels with ten electrons and rectangular aspect ratios of 0.75 and 0.56 respectively, the highest weight single Slater determinant has the occupation pattern (in Landau gauge) $`11111000001111100000`$ (and ones that may be obtained by translating this pattern), where $`1`$ stands for an occupied orbital and $`0`$ stands for an empty orbital. The maximum weights are 0.1463 and 0.1986 for $`N=2`$ and $`N=3`$ Landau levels; the next highest weight single Slater determinant has a weight that is approximately fifteen times smaller for $`N=2`$ and 1400 times smaller for $`N=3`$. However, by making a linear combination of the five nearly degenerate states we can single out the above occupation pattern and construct an approximate eigenstate that breaks translational symmetry. The overlaps (squared) with HF wave function then become 0.7338 for $`N=2`$ and 0.9930 for $`N=3`$. While there are still some fluctuations on top of HF states for $`N=2`$, these fluctuations are completely gone for $`N=3`$. Fradkin and Kivelson recently considered the effects of thermal and quantum fluctuations on the Hartree-Fock stripe phase, and predicted a number of novel phases. Due to the limited system sizes in numerical studies, we are unable to distinguish among these phases (whose distinctions show up at large distances only). We have benefited from discussions with Jim Eisenstein, Steve Girvin, and Mike Lilly. We thank Boris Shklovskii for helpful comments and for reminding us of Ref. . This work was started at ITP Santa Barbara during the Disorder and Interactions in Quantum Hall and Mesoscopic Systems workshop, which was supported by NSF PHY-9407194. EHR was supported by NSF DMR-9420560, FDMH by NSF DMR-9809483, and KY by the Sherman Fairchild foundation.
no-problem/9903/nucl-ex9903008.html	ar5iv	text	# Azimuthal Anisotropy of 𝜂 and 𝜋⁰ Mesons in Heavy-Ion Collisions at 2 AGeV ## Abstract Azimuthal distributions of $`\eta `$ and $`\pi ^0`$ mesons emitted at midrapidity in collisions of 1.9 AGeV <sup>58</sup>Ni+<sup>58</sup>Ni and 2 AGeV <sup>40</sup>Ca+<sup>nat</sup>Ca are studied as a function of the number of projectile-like spectator nucleons. The observed anisotropy corresponds to a negative elliptic flow signal for $`\eta `$ mesons, indicating a preferred emission perpendicular to the reaction plane. The effect is smallest in peripheral Ni+Ni collisions. In contrast, for $`\pi ^0`$ mesons, elliptic flow is observed only in peripheral Ni+Ni collisions, changing from positive to negative sign with increasing pion transverse momentum. Significant compression of nuclear matter achieved during relativistic heavy-ion collisions manifests itself in anisotropies of observed azimuthal distributions of baryons emerging from the collisions. In-plane emission of baryons in the direction of projectile-like (forward hemisphere) or target-like (backward hemisphere) spectator nucleons is designated as positive directed flow, while out-of-plane emission of baryons at midrapidity is designated as negative elliptic flow, see . Similar to baryons, negative elliptic flow was observed for high transverse momentum neutral and charged pions emitted at midrapidity in 1 AGeV Au+Au collisions at SIS (GSI). In contrast to positive directed flow of baryons, directed flow of charged pions was found to be negative . The origin of these anisotropies has not been attributed to the expansion of nuclear matter, rather to the final state interactions of pions with the spectator matter transiently concentrated in the reaction plane . Therefore, an increase in the magnitude of elliptic flow of pions with increasing size of spectator matter was predicted . However, recent detailed study of elliptic flow of charged pions in Bi+Bi collisions at 0.4-1.0 AGeV reports a very small variation of its magnitude with the change of the number of spectator nucleons, see . Hence, the origin of the observed azimuthal anisotropies of pions is still unclear. While the main source of pions in relativistic heavy-ion collisions is the decay of $`\mathrm{\Delta }`$(1232) resonances, $`\eta `$ mesons are produced mainly by the decay of N(1535) resonances. The absorption of pions in hot nuclear matter proceeds via the $`\mathrm{\Delta }`$(1232) resonance which decays dominantly by pion emission. However, only about 50$`\%`$ of all N(1535) resonances created by $`\eta `$-meson absorption will reemit $`\eta `$ mesons. Therefore, a comparison of the $`\eta `$\- and $`\pi ^0`$ azimuthal anisotropy may yield information on the propagation of these mesons, as well as on the dynamics of the parent baryon resonances. Below we present results of the first experimental study of azimuthal distributions of $`\eta `$ mesons emitted in collisions of 1.9 AGeV <sup>58</sup>Ni+<sup>58</sup>Ni and 2 AGeV <sup>40</sup>Ca+<sup>nat</sup>Ca nuclei, and compare them with azimuthal distributions of $`\pi ^0`$ mesons in the same colliding systems. The experiments were performed at the Heavy-Ion Synchrotron SIS at GSI Darmstadt. In the first experiment a 1.9 AGeV <sup>58</sup>Ni beam with an intensity of $`6.5\times 10^6`$ particles per spill (spill duration 8 s and repetition rate 15 s) was incident on a <sup>58</sup>Ni target (502 mg/cm<sup>2</sup>). In the second experiment, a <sup>nat</sup>Ca target (320 mg/cm<sup>2</sup>) was bombarded by a <sup>40</sup>Ca beam with kinetic energy 2 AGeV and an intensity of $`5\times 10^6`$ particles per spill (spill duration 10 s and repetition rate 14 s). Photon pairs from the neutral-meson decay were detected in the Two-Arm Photon Spectrometer (TAPS) . This detector system consisted of 384 BaF<sub>2</sub> scintillators arranged in 6 blocks of 64 modules with individual Charged Particle Veto detectors (CPV) in front of each module. The blocks were mounted in two towers positioned at 40 with respect to the beam direction at the distance of 150 cm. Three blocks were positioned in each tower at +21, 0 and -21 with respect to the horizontal plane. In this setup, only neutral mesons around mid-rapidity $`y_{cm}`$ were detected. The geometrical acceptance of TAPS for the $`\pi ^0`$ and $`\eta `$ detection was of an order $`1\times 10^3`$. The reaction centrality was determined by the hit multiplicity of charged particles (M<sub>react</sub>) in a reaction detector. This detector, comprising 40 small plastic scintillators, was positioned close to the target and covered the polar angles from 14 to 30. Most of the particles emitted in this angular range are participant nucleons . The plastic Forward Wall (FW) of the KaoS collaboration, see , comprising 320 plastic scintillators was positioned 520 cm downstream of the target and covered the polar angles from $`0.7^{}`$ to $`10.5^{}`$. Particles emitted in this angular range are predominantly projectile-like spectator nucleons bounced off in the reaction plane. The FW provided the information on emission angle, charge and time-of-flight of protons and light charged fragments up to Z=8. The total charge Z<sub>FW</sub> of particles detected by the FW allowed us to estimate the average number of projectile-like spectators $`A_{sp}`$ for each studied bin in multiplicity M<sub>react</sub>, determined by the reaction detector. We used the relation $`A_{sp}=Z_{FW}A_{proj}/Z_{proj}`$, where $`A_{proj}`$ and $`Z_{proj}`$ are mass and charge of the projectile, respectively. The resulting distributions of the total charge $`Z_{FW}`$ for studied bins in M<sub>react</sub> are shown in the left column of Fig.1, both for the Ni+Ni and Ca+Ca collisions. The systematic error of the values $`A_{sp}`$ was found to be less than 4 units, see . The reaction plane for each event was defined by the incident beam direction and the vector $$\stackrel{}{Q}=\underset{i=1}{\overset{n}{}}Z_i\stackrel{}{x}_i/\stackrel{}{x}_i,$$ (1) where the sum runs over all $`n`$ particles detected by the FW in the event. $`\stackrel{}{x}_i`$ is the position vector of particle $`i`$ in the x-y plane in the FW and $`Z_i`$ is its charge. The unbiased azimuthal-angle distribution of the vector $`\stackrel{}{Q}`$ was found to be flat after introducing a correction, which takes into account the shift of the beam position with respect to the geometrical center of the FW. The required corrections were below 1 cm. Because of finite multiplicity fluctuations, the azimuthal angle $`\varphi `$ of the vector $`\stackrel{}{Q}`$ can differ from the azimuthal angle of the true reaction plane $`\varphi _{true}`$ by a deviation $`\mathrm{\Delta }\varphi _{pl}`$. To estimate the width $`\sigma _{pl}`$ of the distribution $`N(\mathrm{\Delta }\varphi _{pl})`$ we randomly divided the hits in each event into two subgroups containing each one half of the number of particles, see . For each subevent one can construct two independent vectors $`\stackrel{}{Q_1}`$ and $`\stackrel{}{Q_2}`$, according to Eq.(1) and extract the angle $`\mathrm{\Delta }\varphi _{12}`$=$`\varphi _1\varphi _2`$ between the two vectors. The width $`\sigma _{12}`$ of the resulting distribution $`N(\mathrm{\Delta }\varphi _{12})`$ is a measure of the precision of the reaction-plane determination. In the approximation of a Gaussian distribution of $`N(\mathrm{\Delta }\varphi _{pl})`$ one has $`\sigma _{pl}=\sigma _{12}/2`$. Our analysis was restricted to a sufficient vector length $`\stackrel{}{Q}`$ in order to reject the most central events with no spectator flow. This selection removes 25$`\%`$ of all registered events. The resolution $`\sigma _{pl}`$ varies between $`43^{}`$ and $`55^{}`$ depending on the reaction centrality and the colliding system, see Table I. These values agree with published data from studies of charged-baryon flow in similar colliding systems . Photon-particle discrimination has been performed in TAPS as described in . For each pair of detected photons in a given event we calculated the invariant mass $`M_{pair}`$ and the momenta $`\stackrel{}{p}_{pair}`$ using the following relations: $`M_{pair}^2=2E_1E_2(1cos\mathrm{\Theta }_{12})`$ and $`\stackrel{}{p}_{pair}=\stackrel{}{p}_1+\stackrel{}{p}_2`$ , where $`E_1`$, $`\stackrel{}{p}_1`$ and $`E_2`$, $`\stackrel{}{p}_2`$ are the energies and momenta of the corresponding photons, $`\mathrm{\Theta }_{12}`$ is the opening angle of the photon pair. We analyzed only neutral mesons in a narrow rapidity window ($`\|yy_{cm}\|`$ 0.1). The combinatorial background, due to uncorrelated photon pairs, was deduced by the method of event mixing from experimental data, i.e. combining photons from different events with the same overall event characteristics . The resolution in $`M_{pair}`$ was 15 MeV/$`c^2`$ and 45 MeV/$`c^2`$ (FWHM) for the $`\pi ^0`$ and $`\eta `$ peaks, respectively . We found that only the magnitude of the combinatorial background is dependent on the azimuthal angle $`\mathrm{\Delta }\phi =\varphi _{pair}\varphi `$ of meson emission relative to the reaction plane . Therefore, the shape of the combinatorial background deduced by the method of event mixing for each bin in $`M_{react}`$ and transverse momenta $`p_t`$ of the photon pair was scaled to the experimental data for each bin in azimuthal angle $`\mathrm{\Delta }\phi `$ separately and subtracted from the data. We present in Fig.1 the resulting azimuthal yields of $`\eta `$ mesons, soft $`\pi ^0`$ ( 0$`p_t200`$ MeV/c ) and hard $`\pi ^0`$ ( 600$`p_t800`$ MeV/c ) for different bins in M<sub>react</sub> for both systems studied. We fitted the azimuthal yields of $`\eta `$ and $`\pi ^0`$ mesons both by assuming a constant ( isotropic distribution ) and by the first two terms of a Fourier expansion in the azimuthal angle: $$N(\mathrm{\Delta }\phi )=\frac{N_0}{2\pi }\left(\begin{array}{c}1+2v_1cos(\mathrm{\Delta }\phi )+2v_2cos(2\mathrm{\Delta }\phi )\end{array}\right),$$ (2) which are used to parametrize the directed ($`v_1`$) and elliptic ($`v_2`$) flow . The standard $`F`$-test rejects the fit of azimuthal yields of $`\eta `$ mesons by a constant with a confidence level of 95$`\%`$. The extracted values of $`v_1`$ are zero within the error bars, as should be expected since we study symmetric colliding systems at midrapidity, see . The resulting values of the parameter $`v_2`$ for $`\eta `$ and $`\pi ^0`$ mesons are given in Table I. The parameter $`v_2`$ is negative for $`\eta `$ mesons, indicating a preferred emission perpendicular to the reaction plane (negative elliptic flow). In contrast to previous studies of heavy systems at 1 AGeV the elliptic-flow signal $`v_2`$ for $`\pi ^0`$ mesons is pronounced in peripheral ($`A_{sp}=51`$) Ni+Ni collisions only. The measured azimuthal distributions are affected by the resolution in the determination of the reaction plane. Therefore, it is necessary to correct the $`v_2`$ coefficients for the fluctuation $`\mathrm{\Delta }\varphi _{pl}=\varphi _{true}\varphi `$ of the azimuthal angle of the estimated reaction plane with respect to the true one. Averaging over many events, one obtains the following relation between the measured $`v_2`$ coefficients and the true $`v_2^{true}`$ coefficients: $`v_2^{true}`$= $`v_2`$/$`cos2\mathrm{\Delta }\varphi _{pl}`$ . In our analysis we used the method described in detail in , which allows to directly extract the values $`cos2\mathrm{\Delta }\varphi _{pl}`$ by means of an analytical expression from the experimental distribution of $`N(\mathrm{\Delta }\varphi _{12})`$ (see above). The obtained values of $`cos2\mathrm{\Delta }\varphi _{pl}`$ are given in Table I for each bin in reaction centrality. The systematic error of the values $`cos2\mathrm{\Delta }\varphi _{pl}`$ was found to be less than 15$`\%`$ . The dependence of $`v_2^{true}`$ on the average number of projectile-like spectator nucleons $`A_{sp}`$ is shown in Fig.2 for $`\eta `$ mesons and for two bins in $`p_t`$ of $`\pi ^0`$ mesons for both Ni+Ni and Ca+Ca collisions. As it was already mentioned above, microscopic calculations associate elliptic flow of pions with the assumption of their ”shadowing” by spectators. Guided by this we attempt to describe our data by a geometrical model assuming absorption of the mesons in the spectator blobs. We calculate the parameter $`v_2^{true}`$ as function of the number of spectators A<sub>sp</sub> from the equation $$v_2^{true}=0.5(1R)/(1+R)$$ (3) with $`R=exp(L/\lambda )`$, where $`\lambda `$ is the mean free path for mesons in cold spectator matter and $`L=2A_{sp}^{1/3}`$ fm is the mean thickness of spectator matter. The mean free path in cold spectator matter for $`\eta `$ mesons is $`\lambda _\eta `$ 1-2 fm for the momentum range $`p_\eta `$ 50-200 MeV/c , and for $`\pi ^0`$ mesons $`\lambda _{\pi ^0}`$ 1-6 fm . The dash-dotted lines in Fig.2 present the results of these calculations for two different values of $`\lambda `$: $`\lambda `$=2 fm and $`\lambda `$=6 fm. It is obvious, that the simple scenario assuming final-state interactions with spectators alone can not describe the strong difference between the $`\eta `$ and $`\pi ^0`$ azimuthal anisotropies. The observed dependence of the magnitude of the azimuthal anisotropy for $`\eta `$ mesons on the number of spectator nucleons seems to contradict the model, too. The $`\eta `$ mesons are solely produced by the decay of the heavy N(1535) resonances which can only be excited in the early stage of the collision. Consequently, most of the $`\eta `$ mesons are emitted after rescattering in the early phase of the collision, while most of the $`\pi ^0`$ mesons are emitted after the spectators have passed the collision zone. This may explain the much stronger azimuthal anisotropy observed for $`\eta `$ mesons. However, for a quantitative explanation microscopic model calculations are needed. In summary, we have studied simultaneously azimuthal angular distributions of $`\pi ^0`$ mesons and of $`\eta `$ mesons emitted at midrapidity in the two colliding systems <sup>58</sup>Ni+<sup>58</sup>Ni at 1.9 AGeV and <sup>40</sup>Ca+<sup>nat</sup>Ca at 2 AGeV. We observed a strong out-of-plane elliptic flow of $`\eta `$ mesons. The elliptic flow of $`\pi ^0`$ mesons is very weak in contrast to data obtained for heavy colliding systems at 1 AGeV. This work was supported in part by the Granting Agency of the Czech Republic, by the Dutch Stichting FOM, the French IN2P3, the German BMBF, the Spanish CICYT, by GSI, and the European Union HCM-network contract ERBCHRXCT94066.
no-problem/9903/astro-ph9903355.html	ar5iv	text	# ROSAT observations of the dwarf starforming galaxy Holmberg II (UGC 4305) ## 1 INTRODUCTION Dwarf starforming galaxies have been extensively studied in X-rays during the last few years. Their X-ray luminosities range from around $`10^{38}`$ $`\mathrm{erg}\mathrm{s}^1`$(eg NGC1569; Della Ceca et al. 1996) up to few times $`10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$(eg Mrk 33; Stevens & Strickland 1998) more than the whole X-ray luminosity of the Local Group. Many objects appear to be extended in soft X-rays (0.5-2 keV): eg NGC1569 (Heckman et al. 1995), NGC4449 (Della Ceca et al. 1997), He 2-10 (Hensler, Dickow & Junkes 1997), NGC1705 (Hensler et al. 1998), IC2574 (Walter et al. 1998). This gave support to a ’superwind’ model for the origin of the X-ray emission. According to this model the numerous supernovae in the starburst drive a galactic scale outflow. Such superwinds are observed in other star-forming galaxies such as M82 (Strickland, Ponman & Stevens 1997) and NGC253 (Fabbiano and Trinchieri 1984). However, in the case of dwarf galaxies where the gravitational potential is low the effects of such superwind can be catastrophic as the hot gas may eventually escape from the galaxy ceasing the star formation. The spectrum of these regions is soft (kT$``$0.8 keV) (eg Stevens & Strickland 1998) although much softer values have also been reported (eg NGC1705, Hensler et al. 1997). Even in cases where the emission does not appear to be extended the X-ray emission is usually attributed to a superbubble (eg NGC5408, Fabian & Ward 1993; Mrk 33, Stevens & Strickland 1998). In one case so far, (IC 10, Brandt et al. 1997) the X-ray emission, which remains unresolved by the ROSAT HRI, probably originates in an X-ray binary, proving that there are multiple origins for the origin of the X-ray emission in dwarf star-forming galaxies. In contrast to the situation for the soft X-rays, hard X-ray observations of dwarf star-forming galaxies are scarce. Della Ceca et al. (1996) and Della Ceca, Griffiths & Heckman (1997) observed NGC1569 and NGC4449 respectively with ASCA . Their X-ray spectrum appears to be complex. It can be represented by at least two thermal components: the soft with kT$``$0.8 keV, probably originating from the superwind, while the harder component (kT$``$4 keV) which is spatially unresolved by the ASCA SIS, has an unknown origin. The ASCA observations clearly demonstrate the complexity of the X-ray emission mechanisms in dwarf star-forming galaxies again emphasizing that the origin of the X-ray emission in these objects is still an open question. ### 1.1 Holmberg II (UGC 4305) Holmberg II is one of the most luminous dwarf irregular galaxy in the sample of Moran et al. (1996), with an X-ray luminosity of $`10^{40}\mathrm{erg}\mathrm{s}^1`$ in the 0.5-2.0 keV band. The above sample comes from the cross-correlation of the IRAS Point Source catalogue with the the ROSAT All-Sky Survey (RASS). The Moran et al. sample contains mostly AGN but also luminous starburst galaxies. Holmberg II is also one of the most X-ray luminous dwarf starburst for its mass. The ratio of $`L_X/M_{gal}`$ is about $`4\times 10^{30}\mathrm{erg}\mathrm{s}^1\mathrm{M}_{}^1`$, almost an order of magnitude higher than that of other dwarf starbursts (eg Stevens & Strickland 1998, Hensler 1997). H$`\alpha `$ observations (Hodge et al. 1994) clearly demonstrate that there is intense star-forming activity in this galaxy. It is composed of many HII regions (their size ranging from 96 pc up to 525 pc) which appear as bright knots in optical images. The star-formation rate per unit area in Holmberg II is found to be $`1.32\times 10^3\mathrm{M}_{}\mathrm{yr}^1\mathrm{kpc}^1`$ (Hunter et al. 1998). Most of the HII regions are coincident with ‘holes’ found in the surface density of atomic hydrogen with VLA observations at 21cm (Puche et al. , 1992). This suggests that the HII regions excavate the interstellar medium of the galaxy forming these ’holes’. VLA radio continuum observations (Tongue and Westpfahl 1995) again show that most of the bright HII regions emit intense radio emission. Some regions have typical (non-thermal) supernova remnant spectrum while others display a thermal bremsstrahlung spectrum. The powerful X-ray luminosity, $`L_x10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$, in combination with the proximity of Holmberg II (3.2 Mpc), make it an ideal case for the study of the X-ray emission mechanisms in dwarf star-forming galaxies. In this paper, we report the imaging (section 3), timing (section 4) as well as spectral analysis (section 5) results of Holmberg-II based on four ROSAT PSPC and HRI observations. ## 2 OBSERVATIONS AND DATA REDUCTION ### 2.1 The ROSAT PSPC Observations Holmberg II has been observed on three occasions with the Position Sensitive Proportional Counter (PSPC, Pfefferman et al. 1987) on board ROSAT (Trümper et al. 1984). All the data are now publically available and were retrieved from the LEDAS archive in Leicester. The details of the observations are given in table 1. For the reduction of the two datasets we have followed the standard procedure, using the ASTERIX package. We excluded data with Master Veto rate higher than 170 counts per second. This gives a net on-source exposure time of 16 ksec in total. Then we extracted a PSPC spectral image cube. In the spectral fits we have excluded all the channels below 10 and above 201 due to the low effective area of the PSPC at these energies as well as to its large uncertainties. In order to obtain the spectrum we have extracted data from a circular region of $`2.0\mathrm{}`$ radius. The background was estimated from an annular region between radii of $`15\mathrm{}`$ and $`8.8\mathrm{}`$ from the centroid, after exclusion of the discrete sources found with the PSS algorithm (Allen 1992) down to the $`4.5\sigma `$ level. ### 2.2 The ROSAT HRI Observations Holmberg II has also been observed with the High Resolution Imager (David et al. 1997) on board ROSAT . The FWHM of the Point Spread Function of the XRT+HRI assembly is $`5\mathrm{}`$. Again for the reduction of the data we have used the ASTERIX package. In the screening process we have rejected all the data with aspect error greater than 2. ## 3 SPATIAL ANALYSIS In order to study the spatial distribution of the X-ray emission, we have extracted PSPC and HRI images with pixel size of 5.0 and 1.5 arcseconds respectively. Figure 1 shows the HRI map overlaid on an O-band PASS image retrieved from the Digitised Sky Survey database located at Leicester. The HRI map was created from the original $`1.5\mathrm{}`$ pixel image after smoothing with a gaussian ($`3.5\mathrm{}`$ FWHM). The contours correspond to levels of 0.09, 0.13, 0.18, 0.22, 0.44, 1.11, 2.22, 6.67, 8.0 $`\mathrm{counts}\mathrm{arcsec}^2`$. As there are no other X-ray sources in the HRI field, the registration of the X-ray contour on to the POSS image was achieved by assuming that errors in the pointing accuracy and the aspect solution of the HRI are negligible. In reality, there is a scatter of $`6\mathrm{}`$ in the difference between the HRI and optical positions of SIMBAD sources, probably originating in residual star-tracker errors (Briel et al. 1997). As a check of the pointing accuracy we have compared the coordinates of the centroids of the point source from the different PSPC and HRI pointings. We found that the coordinates were the same to within $`3.8\mathrm{}`$ apart from the shortest PSPC exposure where the distance between the centroids was $`10\mathrm{}`$. The most striking result is that the X-ray image shows only one source. Comparing the radial profile of the source with the radial profile of a point source (in this case the star AR-Lac, see figure 2) we see that it is slightly extended. Actually, the source appears elongated in the South East - North West direction. However, the satellite wobbles in order to smooth the efficiency variations on the microchannel plates (see Briel et al. 1997). The wobble is not always appropriately taken into account in the aspect solution and thus some residual extent is possible. In order to check this possibility, we extracted the HRI image in detector coordinates. It appears that the elongation is along the wobble direction and therefore we conclude that most probably our source is unresolved by the HRI. In order to search for low surface brightness extended X-ray emission, we have smoothed the PSPC image using a $`1.5\mathrm{}`$ two-dimensional gaussian. The PSPC has the advantage of having a low internal background and thus it can detect large-scale, low surface brightness structures like tenuous hot gas. Again there is just one point source in the field, as confirmed after comparing its radial profile with the radial profile of Mrk 509 which we used as a model point source (Hasinger et al. 1995). The X-ray source is coincident with one of the most luminous HII regions of Holmberg II ($`\mathrm{L}_{\mathrm{H}\alpha }=3\times 10^{38}\mathrm{erg}\mathrm{s}^1`$). Its diameter is $`0.5\mathrm{}`$, which at the galaxy’s distance (3.2 Mpc) corresponds to 352pc (Hodge et al. , 1994). Using the $`logNlogS`$ relation in the soft X-ray band (0.5-2.0keV) from Georgantopoulos et al. (1996), we expect $`0.07\mathrm{sources}\mathrm{deg}^2`$ to be brighter than $`10^{12}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, which is the soft X-ray flux of this galaxy. In the area covered by the HII region we expect to find $`10^5`$ X-ray sources brighter than $`10^{12}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ by chance, giving us confidence that a confusing foreground or background source is improbable. ## 4 VARIABILITY In order to further investigate the nature of the X-ray source, we have constructed a long-term light curve from all five observations of Holmberg II (figure 3). We have used the background subtracted count rates and assumed a power-law model with $`\mathrm{\Gamma }=2.7`$ and absorbing column density $`\mathrm{N}_\mathrm{H}=1.2\times 10^{21}\mathrm{cm}^2`$ as found from our spectral fits (see table 2 below). The points are in chronological order; the first point corresponds to the RASS while the last to the HRI detection. All errors plotted correspond to the $`1\sigma `$ level. The errors on the PSPC observations are based on counting statistics only. In contrast, the error on the HRI observation includes the $`1\sigma `$ uncertainty on the absorbing column density (see section below). This is necessary in order to compare PSPC and HRI fluxes as the derived HRI flux is very sensitive on the assumed column density owing to the soft energy response of the HRI. From this figure it is clear that this source is variable by approximately a factor of two. Next we extracted light curves from the four pointed observations in order to check for short term variability. We have extracted the background subtracted source light-curves using the FTOOLS package. The light curves were created by accumulating photons in 800 seconds bins in order to increase the signal to noise ratio and smooth the effect of wobble. All four light-curves are presented in figure 4. We clearly detect short term variability, but without any obvious periodicity. Using a $`\chi ^2`$ test in order to check the non-variability hypothesis we find reduced $`\chi ^2`$ of 41.3/11, 74.5/17, 9.4/5 and 35.1/14 for the three PSPC and the one HRI dataset respectively. The null hypothesis probability is then $`2\times 10^5,4\times 10^9,0.09`$ and 0.001 for each dataset respectively. ## 5 SPECTRAL ANALYSIS For the fitting of the two PSPC spectra we used the XSPEC package, after binning-up the spectra in order to obtain at least 20 counts in each bin. We have fitted the three spectra from the pointed PSPC observations simultaneously (the normalizations were allowed to vary freely between the observations) using various models. The results are presented in table 2 . All the single model fits with absorbing column density fixed at the Galactic value, $`3.42\times 10^{20}\mathrm{cm}^2`$, (Stark et al. 1992) were rejected at above the 99 per cent confidence level. However, a power-law fit with free absorbing column density gave a good fit with a very steep slope ($`\mathrm{\Gamma }=2.68_{0.13}^{+0.17}`$) and a high column density of $`12.0_{2.0}^{+1.0}\times 10^{20}\mathrm{cm}^2`$. An even lower reduced $`\chi ^2`$ was achieved with a Raymond-Smith thermal plasma with free abundances and absorption. However, when compared to the power-law model, this improvement is statistically significant at less than the 90 per cent confidence level. The best-fit power law model along with the residuals are presented in figure 5. We have also tried double component models of Raymond Smith thermal plasma (R-S) combined with another R-S or a power-law model. These give the same or slightly better reduced $`\chi ^2`$ compared to the single component models. The addition of a power-law component to the R-S (free abundance) spectrum is only marginally statistically significant at a level of confidence less than $`90`$ per cent. ## 6 DISCUSSION The most striking result is that the X-ray emission originates from a single point source. Therefore, it cannot be emission from a superbubble as in the case of NGC1569 and NGC4449. The X-ray emission of these two galaxies is clearly extended although these are situated at distances 2-5 Mpc comparable to Holmberg II. The X-ray emission of Holmberg II is reminiscent of the point-like X-ray source in the nearby star-forming galaxy IC10 (Brandt et al. 1997). According to Brandt et al. the X-ray emission ($`L_x4\times 10^{38}`$ $`\mathrm{erg}\mathrm{s}^1`$) arises from an X-ray binary. The unabsorbed luminosity of the X-ray source in Holmberg II is $`3\times 10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$, well above the luminosities of sources detected in our Galaxy and comparable with the most luminous off-nuclear sources detected in nearby galaxies: for example Marston et al. (1995) and Ehle et al. (1995) report sources with luminosities of few times $`10^{39}`$ $`\mathrm{erg}\mathrm{s}^1`$in the spiral arms of M51. Using ASCA Reynolds et al. (1997) detect an off-nuclear X-ray point source with $`L_x10^{39}`$ $`\mathrm{erg}\mathrm{s}^1`$in the nearby spiral galaxy Dwingeloo-1, and Makishima et al. (1994) report a luminous off-nuclear source in IC342, detected again using ASCA . Point-like sources have also been observed in NGC 4961 and NGC 5408 (Fourniol et al. 1996, Fabian and Ward, 1993) with PSPC, having luminosities $`10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$. These highly luminous X-ray sources are believed to be associated with supernova remnants, superbubbles or X-ray binaries (Fabbiano 1995). Single supernovae in a dense environment can reach high luminosities. Fabian & Terlevich (1996) report the detection of SN1988Z with a luminosity of $`L_x10^{41}`$ $`\mathrm{erg}\mathrm{s}^1`$. Our source is spatially coincident with one of the largest HII regions in Holmberg II, a region which is also a strong source of radio emission (Tongue & Westpfahl 1995). The spectral index of the radio emission is typical of supernovae remnants. However, the presence of significant long-term (years) and short term variability (days) in X-rays rules out the possibility that the bulk of the X-ray emission comes from diffuse hot gas either in a supernova or in a superbubble. Hence, most probably our source is associated with an accreting compact object. The X-ray spectrum of this source adds further clues to the origin of the X-ray emission. The spectrum is well-fit either by a single power-law with an absorption ($`N_H1\times 10^{21}`$ $`\mathrm{cm}^2`$) well above the Galactic values ($`N_H4\times 10^{20}`$ $`\mathrm{cm}^2`$) or a Raymond-Smith spectrum with relatively low temperature (kT$``$ 0.8 keV), very low metallicity and absorption again in excess of the Galactic. The spectrum of the source is much harder than the typical ROSAT spectra of supernova remnants in nearby spiral galaxies, which have temperatures of $`0.36`$keV with a dispersion of 0.2keV (Read et al. 1997). On the other hand, the temperature is softer than that of the luminous sources detected in M51, kT$``$1.3-1.7keV (Marston et al. 1995) and of X-ray binary sources detected in other nearby spiral galaxies, kT$``$1.8keV with a dispersion of 0.13 keV (Read et al. 1997). Interestingly, the spectrum of Holmberg II is very similar to that observed in nearby Wolf-Rayet galaxies (young star-forming galaxies) by Stevens & Strickland (1998). Their X-ray spectra have kT$``$0.5-1 keV, with luminosities ranging from few times $`10^{38}`$ up to $`10^{41}`$ $`\mathrm{erg}\mathrm{s}^1`$while the metallicities of the X-ray gas are very low, typically $`Z=0.01`$. Most of these galaxies have the X-ray emission unresolved by the ROSAT PSPC observations. According to Stevens & Strickland (1998) the emission originates in a superbubble. As there are no timing observations of these galaxies, we consider it possible that a large fraction of the X-ray emission, at least in the cases of the compact dwarf galaxies, may originate from the same process as in Holmberg II. As Strickland & Stevens (1997) point out, the ultrasoft components of some black hole candidates have roughly similar spectral characteristics (Inoue 1991) to Wolf-Rayet galaxies and consequently to Holmberg II. The same result is also found for galaxies in the sample of Fourniol et al. (1996), but they cannot distinguish between a binary or a hot gas origin of the X-ray emission in the absence of timing data. Assuming that the putative binary accretes at its Eddington limit, the mass of the central object must be $`200\mathrm{M}_{}`$, well in excess of the mass limit for a black hole formed by the collapse of a normal star. It is difficult to envisage how these high mass off-nuclear black holes formed. However, there are several ways to reduce the required mass. Firstly, accretion at a rate in excess of the Eddington limit: strong magnetic fields may channel the mass onto the accreting object and thus may reduce the mass by a factor of a few. Secondly, the emission may be anisotropic as proposed by Reynolds et al. (1997) for Dwingeloo-X1: one candidate class of objects could be the transient X-ray sources with radio jets displaying superluminal motion (eg GRS1915+105). Finally, the low metallicities derived could result in the increase in the X-ray luminosity of an X-ray binary by as much as an order of magnitude eg. van Paradijs & McClintock (1995). ## 7 CONCLUSIONS We have used ROSAT PSPC and HRI observations to investigate the X-ray properties of the nearby (3.2 Mpc) dwarf irregular galaxy Holmberg II. This is one of the most X-ray luminous (unabsorbed $`L_x3\times 10^{40}`$ $`\mathrm{erg}\mathrm{s}^1`$) dwarf galaxies in the local Universe. Our main result is that the X-ray emission is unresolved by the HRI with our X-ray source being one of the brightest off-nuclear sources in nearby galaxies. Therefore, the X-ray emission of Holmberg II does not appear similar to other irregular galaxies like NGC1569 and NGC4449, in which the soft X-ray emission has been resolved and is believed to come from large superbubbles of hot gas. Instead the X-ray morphology is more similar to that of the small irregular galaxy IC 10 where the emission comes from a single point source, albeit with much lower luminosity. Our source shows strong variability (by about a factor of two) on both long (year) and short (days) timescales. The variability together with the absence of spatial extent clearly favour a X-ray binary scenario for the origin of the X-ray emission. However, the X-ray spectrum also requires interpretation. The data can be well fit by a thermal spectrum with very low metallicity and a temperature of $``$0.8 keV, somewhat lower than the temperature of known X-ray binaries in nearby spiral galaxies. This discrepancy can be alleviated if the emission comes from a black hole candidate which exhibit similar soft spectra, or if the X-ray emission is contaminated by thermal emission from hot gas. Our analysis demonstrates the diversity of the X-ray emission mechanisms in dwarf galaxies. Future high spatial resolution and high energy observations with AXAF and XMM are necessary in order to unravel the complex X-ray properties of these objects. ## 8 Acknowledgments This research has made use of data obtained through the LEDAS online service, provided by the University of Leicester.
no-problem/9903/astro-ph9903178.html	ar5iv	text	# The AGN contribution to deep submillimetre surveys and the far-infrared background ## 1 Introduction Deep submillimetre observations offer the potential to revolutionise our understanding of the high redshift Universe. Longward of 100$`\mu `$m, both starburst galaxies and AGN show a very steep decline in their continuum emission, which leads to a large negative K-correction as objects are observed with increasing redshift. This effectively overcomes the ‘inverse square law’ to pick out the most luminous objects in the Universe to very high redshift (Blain & Longair 1993). Since the commissioning of the SCUBA array at the James Clerk Maxwell Telescope a number of groups have announced the results from deep submillimetre surveys, all of which find a high surface density of sources at $`850\mu `$m (Smail et al. 1997, Hughes et al 1998, Barger et al. 1998, Eales et al. 1998, Blain et al. 1999b). The implication is the existence of a large population of hitherto undetected dust enshrouded galaxies. In particular, the implied star-formation rate at high redshift ($`z>2`$) could be significantly higher than that deduced from uncorrected optical-UV observations (Hughes et al. 1998). The recent detections of the far-infrared/submillimetre background by the DIRBE and FIRAS experiments (Puget et al. 1996; Fixsen et al. 1998; Hauser et al. 1998) provide further constraints, representing the integrated far-infrared emission over the entire history of the Universe (Dwek et al. 1998). Since most of this background has now been resolved into discrete sources by SCUBA, the implication is that most high redshift star-forming activity occurred in rare, exceptionally luminous systems. In this paper we investigate the possible contribution from AGN to both the far-infrared/submillimetre background and the SCUBA source counts at $`850\mu `$m. The deep SCUBA sources in particular are believed to be the high redshift equivalents to local Ultra-Luminous Infrared Galaxies (ULIRGs; Sanders & Mirabel 1996) and hence a large AGN fraction may not be a surprise. Our strategy is to predict faint submillimetre counts based on our knowledge of the AGN luminosity function and its evolution, together with an assumed spectral energy distribution (SED). We take account of the likely population of obscured AGN, using models which reproduce the spectrum of the hard X-ray background (XRB). ## 2 Obscured AGN and the X-ray background Locally it is clear that a large fraction of AGN are obscured by gas and dust. Obscured (e.g. narrow-line) AGN are believed to outnumber unobscured (e.g. broad-line) objects by a factor of $``$ a few, with significant uncertainties depending on the selection techniques and the assumptions made (Lawrence 1991; Huchra & Burg 1992; Osterbrock & Martel 1993). It is now important to understand whether this ratio continues to high redshifts and luminosities. Radio emission is unaffected by obscuration, and among radio-loud objects at least there is clear evidence that narrow-line radio galaxies are common to very high powers and redshifts. Furthermore, recent deep X-ray surveys using ROSAT, ASCA and Beppo-SAX have detected substantial numbers of ‘narrow-line X-ray galaxies’, many of which show very clear evidence for obscured AGN activity (Boyle et al. 1995; Almaini et al. 1995; Ohta et al. 1996; Iwasawa et al. 1997; Boyle et al. 1998; Schmidt et al. 1998, Fiore et al. 1999). It seems likely that this is the ‘tip of the iceberg’ of a large population of obscured AGN, full confirmation of which will soon be possible with the next generation of X-ray satellites (e.g. AXAF and XMM). There is increasing evidence that these obscured AGN are responsible for the production of the hard XRB. At soft X-ray energies (below 2keV) almost all of the XRB has been resolved into discrete sources, most of which turn out to be broad-line QSOs (Shanks et al. 1991), but the X-ray spectra of ordinary QSOs are too steep to explain the XRB at higher energies. The energy density of the XRB actually peaks at $`30`$keV, where ordinary broad-line QSOs can account for only $`20`$ per cent (Fabian et al. 1998). Obscured AGN provide a very natural explanation, since photoelectric absorption allows only the hard X-rays to penetrate (Setti & Woltjer 1989). Models have been developed which provide very good fits to the XRB spectrum, X-ray source counts and the local distribution of absorbing columns (Comastri et al. 1995; Miyaji et al. 1998). The implication is that most of the energy density generated by accretion in the Universe takes place in obscured AGN. As outlined by Fabian & Iwasawa (1999) this hidden population could explain the apparent discrepancy between predicted present day black hole densities and the observations of Magorrian et al. (1998). ## 3 The AGN luminosity function ### 3.1 Type 1 AGN Our predictions are based on the X-ray Luminosity Function (XLF) of Boyle et al (1994), which we take to represent the baseline population of unobscured (Type 1) AGN. Since the optical/UV spectra of these AGN all show broad emission lines, and the X-ray spectra show no evidence for photoelectric absorption (Almaini et al. 1996) we can safely assume that this sample includes only relatively unobscured objects (e.g. $`N_H<10^{22}`$cm<sup>-1</sup>). This luminosity function was modelled with a broken power law of the form: $$\mathrm{\Phi }_X(L_X)=\{\begin{array}{cc}\mathrm{\Phi }_X^{}L_{44}^{\gamma _1}\hfill & L_X<L_X^{}\hfill \\ & \\ \frac{\mathrm{\Phi }_X^{}}{L_{44}^{(\gamma _1\gamma _2)}}L_{44}^{\gamma _2}\hfill & L_X>L_X^{}\hfill \end{array}$$ (1) where $`\gamma _1`$ and $`\gamma _2`$ represent the faint and bright end slopes of the XLF respectively and $`L_{44}`$ is the $`0.33.5`$keV luminosity expressed in units of $`10^{44}`$erg s<sup>-1</sup>. A good fit to the evolution of this luminosity function was obtained with a Pure Luminosity Evolution (PLE) model out to a maximum redshift $`z_{max}`$: $$L_X^{}(z)=\{\begin{array}{cc}L_X^{}(0)(1+z)^k\hfill & z<z_{max}\hfill \\ & \\ L_X^{}(z_{max})\hfill & z>z_{max}\hfill \end{array}$$ (2) The best fitting parameters were $`z_{max}=1.6(1.79)`$, $`k=3.25(3.34)`$, $`\gamma _1=1.36(1.53)`$, $`\gamma _2=3.37(3.38)`$, $`L_X^{}=10^{43.57(43.70)}`$, and $`\mathrm{\Phi }_X^{}=1.59(0.63)\times 10^6`$ Mpc<sup>-3</sup> for a cosmology with $`q_0=0.5(0.0)`$ and $`H_0=50`$km s<sup>-1</sup>Mpc<sup>-1</sup>. Further details can be found in Boyle et al. (1994) (models S & T). ### 3.2 Correction for obscured AGN To constrain the relative fractions of obscured and unobscured objects we use the Comastri et al. (1995) population synthesis model for the XRB. In this model a population of obscured AGN with a range of column densities is added to the unobscured population in order to obtain good fits to the XRB spectrum and the X-ray source count distribution. Excellent fits to the hard XRB were obtained by assuming a simple model in which the space density of obscured objects and the distribution in obscuring column densities are free parameters. The best fit was obtained with a ratio of obscured to unobscured AGN ($`N_H<10^{22}`$cm<sup>-1</sup>) in the range $`2.43.7`$, in very good agreement with local observations (see Section 2). Although the affects of the photoelectric absorption on the X-ray source counts are complicated, in the submillimetre regime the gas and dust is transparent. We therefore simply scale the unobscured QSO luminosity function as follows: $$\mathrm{\Phi }_{obscured}=3\times \mathrm{\Phi }_{unobscured}$$ (3) ### 3.3 The high redshift evolution At the highest redshifts ($`z>z_{max}`$) the X-ray luminosity function of Boyle et al. (1994) is formally consistent with being constant, but beyond $`z=3`$ there are very few QSOs in this survey. Optical surveys for bright QSOs find evidence for an exponential $`\mathrm{d}\mathrm{e}\mathrm{c}\mathrm{l}\mathrm{i}\mathrm{n}\mathrm{e}`$ in the QSO space density towards high $`z`$, parameterised as follows by Schmidt, Schneider & Gunn (1995): $$\mathrm{\Phi }(z)=\mathrm{\Phi }(2.7)e^{(2.7z)}z>2.7$$ (4) Similar results were found by Hewett et al. (1993). The reality of this exponential decline is unclear, however. We note that these optically derived surveys may be seriously underestimating the high redshift QSO population because of intervening absorption along the line of sight. This is discussed further in Section 5. We therefore consider two models for the high redshift evolution. For Model A we use the exponential decline given by Equation 4, while for Model B we consider the possibility that the space density of QSOs is constant to $`z=5`$ (with an exponential decline thereafter), in good agreement with the findings of the Ultra-Deep X-ray Survey by Hasinger (1998). ## 4 The thermal far-infrared spectral template In radio-quiet AGN there is significant evidence that the far-infrared/submillimetre emission is dominated by thermal re-radiation from dust (Carleton et al. 1987, Hughes et al. 1993). To model this spectrum, we use the best fitting spectral energy distribution obtained by Hughes, Davies & Ward (1999), who have obtained the largest collection of far-infrared and submillimetre observations of local AGN. They find that the $`501300\mu `$m emission is consistent with thermal re-radiation from dust at a temperature of $`3540`$K. This can be modelled by an isothermal grey-body curve: $$f\nu \frac{\nu ^{3+\beta }}{\mathrm{exp}(h\nu /kT)1}\lambda >50\mu m$$ (5) in which $`T`$ is the temperature of the dust and $`\beta `$ is the emissivity index, derived by assuming that the grey-body is transparent to its own emission. Best fitting values were found to be $`\beta =1.7\pm 0.3`$ and $`T=37\pm 5`$K (see Hughes, Davies & Ward 1999 for full details). We note that strikingly similar temperatures have recently been reported for high redshift AGN by Benford et al. (1998). At mid-infrared wavelengths they approximate the spectrum with a power law of the form $`f\nu \nu ^{1.3}`$. In order to normalise these SEDs to our X-ray luminosity function, we use the mean far-infrared to X-ray relationship determined for a large sample of broad-line, radio-quiet quasars by Green, Anderson & Ward (1992). Similar ratios were found by Carleton et al. (1987). $$f_{100\mu m}=3.2\times 10^5f_{1keV}$$ (6) We note however that locally there is a large scatter in this X-ray to far-infrared ratio. To allow for this we adopt a Gaussian distribution in the log of the flux ratio given above with a dispersion $`\sigma =0.19`$, as observed by Green, Anderson & Ward (1992). A major source of uncertainty in our method is clearly the extrapolation of these local SEDs to AGN at high redshift. Accurate far-infrared and submillimetre photometry of high redshift, X-ray selected QSOs would help to resolve this issue, which will certainly be possible with SCUBA and future submillimetre detectors. If these AGN contain more isotropically distributed dust they may well turn out to be brighter at these wavelengths, which could boost the source predictions significantly. ## 5 The submillimetre count predictions Using the SED defined above, combined with the evolving X-ray luminosity function from Section 3, one can predict the AGN submillimetre counts at $`850\mu `$m. The results are shown in Figure 1 for two different cosmologies, where we compare with the total SCUBA detections from recent deep surveys. We note that a more recent model for the XRB has recently been produced by Miyaji et al. (1998), based on the Ultra-Deep Lockman Hole survey of Hasinger (1998). In this survey they find that a Luminosity Dependent Density Evolution (LDDE) model provides a better fit to the evolution of the AGN luminosity function then a PLE model. Using model parameters provided by Miyaji (private communication) we find submillimetre counts predictions which are approximately $`40`$ per cent higher than shown in Figure 1 at the flux densities of the SCUBA surveys. In using these luminosity functions, we integrate over the luminosity range $`10^{42}<L_X<10^{48}`$ erg s<sup>-1</sup>. Integrating to higher luminosities make no significant difference, due to the very low space density of such sources. There is, of course, significant evidence that AGN activity continues to fainter luminosities (e.g. Ho, Filippenko & Sargent 1997) but this also makes no difference to our predictions. At an $`850\mu `$m limit of 1mJy there is no significant contribution from QSOs below a luminosity of $`L_x10^{43}`$ erg s<sup>-1</sup>. A major source of uncertainty in determining these predictions is the space density of AGN at high redshift ($`z>3`$). For Model $`A`$ we adopt the conservative assumption that $`\mathrm{\Phi }`$ declines exponentially above redshift $`z=2.7`$, in the same manner as determined for bright optical QSOs (Schmidt, Schneider & Gunn 1995). To illustrate the importance of the high redshift space density, we also plot the extreme case where $`\mathrm{\Phi }`$ does not decline beyond $`z=2.7`$, but instead remains constant out to a maximum redshift of $`z=5`$ (Model B). The exact behaviour in the QSO space density at high redshift makes little difference to the XRB but due to the negative K-correction the predictions in the submillimetre waveband are altered considerably. As discussed in Fall & Pei (1993), because of dust along the line of sight in damped Ly$`\alpha `$ absorption systems, existing optical QSO surveys may be seriously incomplete at high redshift, with possibly up to $`90`$ per cent missing at $`z=4`$. Radio emission is unaffected by such absorption, and the high redshift decline seen in the radio-loud population would seem to argue against any serious incompleteness (Shaver et al. 1996, Dunlop 1997). We note, however, that recent results from the deepest X-ray surveys seem to suggest that the space density of QSOs remains $`\mathrm{c}\mathrm{o}\mathrm{n}\mathrm{s}\mathrm{t}\mathrm{a}\mathrm{n}\mathrm{t}`$ out to $`z5`$ (Hasinger 1998). We conclude that the exact form of high redshift evolution remains uncertain, but the reality is likely to lie somewhere between Models A and B. It is worth noting that the $`n(z)`$ distribution of submillimetre selected quasars will in principle allow a very sensitive discriminant between these competing models (see also Blain et al. 1999a). It is clear from Figure 1 that a sizeable fraction of the existing submillimetre sources can be explained by AGN. Taking the $`1`$mJy detection by Blain et al. (1999b), for example, the $`q_0=0.0`$ Models A and B account for 9 and 19 per cent of the sources respectively. The $`q_0=0.5`$ models give very similar source counts at brighter fluxes but flatten considerably at the faint end, accounting for only 7 and 13 per cent of the counts at $`1`$mJy. The uncertainties in our method could account for a factor of $``$ a few in either direction, but nevertheless we conclude that a significant (though not dominant) fraction of the recent SCUBA detections will contain an AGN. As discussed in Section 7, however, these predictions are almost certainly lower limits since they do not include Compton-thick AGN. ## 6 AGN and the far-infrared/submillimetre background As discussed in Section 2, there is now growing evidence that AGN could account for the majority of the X-ray background. Recent analysis of COBE FIRAS data has also led to the first detections of an extragalactic component to the far-infrared/submillimetre background ($`1001000\mu `$m; Puget et al. 1996, Fixsen et al. 1998). At present there are considerable uncertainties involved in the subtraction of galactic emission, zodiacal light and the cosmological microwave background, but by a variety of independent techniques Fixsen et al. (1998) find a mean spectrum for the far-infrared background which can be parameterised by the following function: $$I_\nu =1.3\pm 0.4\times 10^5(\nu /\nu _o)^{0.64\pm 0.12}P_\nu (18.5\pm 1.2K)$$ (7) where $`\nu _o=100`$cm<sup>-1</sup> and $`P_\nu `$ is the Planck function. The nature of this radiation is still unclear, but at $`850\mu `$m most of the background has now been resolved into discrete sources by SCUBA (e.g. see Blain et al. 1999b). Using the models outlined above we can explicitly calculate the potential contribution from galaxies containing bright AGN. Extrapolating down to an $`850\mu m`$ flux limit of $`0.01`$mJy the resulting background contributions are shown in Figure 2. With a conservative estimate for the space density of AGN, one can explain $`10`$ per cent of the far-infrared/submillimetre background. With a higher space density of AGN (Model B) the contribution increases, particularly towards longer wavelengths, with $`20`$ per cent of the background at $`850\mu `$m. ## 7 Compton-thick AGN In the arguments above, we constrain the relative contributions of obscured and unobscured AGN using population synthesis models which reproduce the spectrum of the XRB. Above a critical column density of $`10^{2425}`$ atom cm<sup>-2</sup>, however, the obscuring medium can become optically thick to X-rays by Compton scattering, leading to almost total absorption. Recent BeppoSAX hard X-ray observations of a well defined sample of Seyfert 2 galaxies have revealed that the absorbing columns are in general very much higher than previously thought, and that $`\mathrm{m}\mathrm{o}\mathrm{s}\mathrm{t}`$ appear to be Compton-thick (Maiolino et al 1998). The contribution of such objects to the XRB will be negligible, and hence the space density of AGN required to fit the X-ray background will always be a lower limit. Hence the predictions shown in Figures 1 & 2 could be substantially higher, by $`50`$ per cent if we adopt the distribution found by Maiolino et al. (1998). We note that Compton-thick AGN appear to be very common among local AGN-dominated ULIRGs (Sanders & Mirabel 1996) which show very high central gas densities. ## 8 Conclusions There is growing evidence that obscured AGN are responsible for most of the cosmic XRB. Using models for the XRB to constrain the relative fractions of obscured and unobscured AGN, combined with recent measurements of their far-infrared and submillimetre SEDs, we estimate the contribution of AGN to the far-infrared and submillimetre background. We also explicitly calculate the predicted source counts at $`850\mu m`$, where a lot of excitement has been generated recently from the results of deep SCUBA surveys. Several lines of argument lead to the conclusion that a significant fraction of the SCUBA detections will contain bright AGN. The very high far-infrared luminosities implied for these sources suggest that they are high redshift equivalents to local ULIRGs. At the luminosities of the recently discovered SCUBA sources ($`L10^{12}L_{}`$) we note that $`2030`$ per cent of local ULIRGs show clear evidence for an AGN (e.g. Seyfert 1 or Seyfert 2), with a further similar fraction showing more ambiguous LINER activity (Sanders & Mirabel 1996). Our explicit calculations suggest that the AGN contribution in recent SCUBA surveys is likely to be at least $`1020`$ per cent, with the exact contribution depending on the assumed cosmology and the space density of AGN at high redshift. This estimate is constrained by the requirement that we fit the spectrum of X-ray background, and hence the fraction could be much higher if a large population of AGN are Compton-thick, as recently observed by BeppoSAX for local Seyferts (Maiolino et al. 1998). Such AGN will may not be revealed even by AXAF or XMM. If the dust in these AGN is heated by accretion processes, a significant AGN contribution may help to explain the apparent contradiction implied by the recent SCUBA surveys, namely that such massive star-formation at early epochs could very easily over-predict the abundance and metallicity of low-mass stars in the local Universe (Blain et al. 1999a). In many other ways a large AGN fraction is not a surprise. Of the very few high redshift submillimetre sources with good optical spectra, at least 3 show clear evidence for the presence of an AGN (e.g. Ivison et al. 1998, Irwin et al. 1998, Serjeant et al. 1998). The most puzzling question is the origin of the far-infrared emission in AGN themselves, even if they do explain a large fraction of the SCUBA sources. At these wavelengths the relative roles of AGN and starburst activity remain controversial, both in IR selected ULIRGs (Sanders & Mirabel 1996) and in quasars (Lawrence 1997). Is the dust heated by the AGN or a nuclear starburst? Both energy sources are clearly present in a large fraction of these objects. At mid-infrared wavelengths the AGN probably dominates but at $`100\mu `$m the situation remains unclear (Sander & Mirabel 1996). Hence the emission seen in the far-infrared/submillimetre background, and from the recently detected SCUBA sources, could be entirely due to star forming activity, albeit with the interesting implication that a large fraction of the star formation in the early Universe took place in the cores of galaxies containing active quasars. ## ACKNOWLEDGMENTS We thank Jim Dunlop, Dave Hughes, Andy Fabian and John Peacock for useful discussions. We are also indebted to Guenther Hasinger and Takamitsu Miyaji for their comments and for providing us with details of their luminosity function prior to publication.
no-problem/9903/cond-mat9903405.html	ar5iv	text	# Anisotropic Transport of Two-Dimensional Holes in High Landau Levels ## Abstract Magnetoresistance data taken along $`[\overline{2}33]`$ and $`[01\overline{1}]`$ directions in a GaAs/AlGaAs two-dimensional hole sample with van der Pauw geometry exhibit significant anisotropy at half-integer filling factors. The anisotropy appears to depend on both the density and symmetry of the hole charge distribution. Keywords: Quantum Hall Effect, Anisotropy A remarkable magnetotransport anisotropy at half-integer fillings was recently reported in high-mobility GaAs/AlGaAs two-dimensional electron systems (2DESs) . In particular, at half fillings in the third and higher Landau levels ($`\nu \frac{9}{2}`$), the in-plane longitudinal magnetoresistance ($`R_{xx}`$) in one direction was observed to be much larger than in the perpendicular direction. We present here qualitatively similar anomalies in a high-mobility GaAs/AlGaAs 2D hole system (2DHS). The 2DHS data, however, provide an intriguing twist to this problem as they exhibit the anomaly at fillings as small as $`\nu =\frac{5}{2}`$. Figure 1 highlights our data which were taken with the magnetic field $`B`$ perpendicular to the 2DHS. The sample is a GaAs quantum well flanked by AlGaAs barriers, grown on a GaAs (311)A substrate, and modulation-doped with Si. The van der Pauw geometry of the sample and the measurement configurations are shown as insets to the main figure. The anisotropy of $`R_{xx}`$ at half filling $`\nu =\frac{5}{2}`$ is most pronounced: the resistance along the $`[01\overline{1}]`$ direction (solid trace) exhibits a maximum which is about 15 times larger than the resistance minimum observed along $`[\overline{2}33]`$ (dashed trace). Note in Fig. 1 that, as $`B`$ decreases, the strength of the anisotropy diminishes in an alternating fashion: larger anisotropies are observed at $`\nu =\frac{5}{2}`$, $`\frac{9}{2}`$, and $`\frac{13}{2}`$ compared to $`\frac{7}{2}`$, $`\frac{11}{2}`$, and $`\frac{15}{2}`$. This is similar to the case of 2DESs . In Fig. 1, the transport anisotropy persists down to $`B=0`$, implying a higher mobility (by a factor of about two) along $`[\overline{2}33]`$ compared to $`[01\overline{1}]`$. This is typical of 2DHSs grown on GaAs (311)A substrates . The origin of this mobility anisotropy can be traced to corrugations, aligned along $`[\overline{2}33]`$, which are present at the GaAs/AlGaAs (311)A interface . Such interface morphology anisotropy, however, cannot by itself explain the much larger and alternating transport anisotropy observed at high $`B`$. Both Refs. and suggest that the anisotropy observed at half fillings is intrinsic to very high mobility 2DESs and may signal the formation of a new, correlated, striped phase of the 2D electrons. They also conclude that, in the absence of a parallel $`B`$, such a state forms exclusively in the higher Landau levels (LLs), namely $`N=2`$ and higher, since they observe the transport anisotropy only at half-fillings $`\nu \frac{9}{2}`$. If so, why does the 2DHS exhibit the anisotropy at $`\nu `$ as small as $`\frac{5}{2}`$? The origin of this difference is not obvious. We propose here three possibilities: (i) The (311)A interface corrugations may help stabilize the anisotropic state in 2DHSs. (ii) It may be related to the nonlinear LL fan diagram for 2D holes and, in particular to the mixing and crossings of the spin-split LLs . The exact sequence and spin-character of the 2DHS LLs, however, depend on the 2D density as well as the shape and symmetry of the confinement potential and the hole wavefunction, so that a quantitative assesment of this hypothesis requires further work. (iii) The larger effective mass of GaAs holes renders the 2DHS effectively more dilute . At a given filling, such diluteness favors crystalline states of the 2D system over the fractional quantum Hall (FQH) liquid states . It is therefore possible that a striped phase is favored in the 2DHS at $`\nu =\frac{5}{2}`$ while in the 2DESs the ground state is a FQH liquid. Such a scenario is consistent with the very recent data in 2DESs which reveal that applying an in-plane $`B`$-field destroys the $`\nu =\frac{5}{2}`$ FQH state and stabilizes an anisotropic state. Figure 2 illustrates the evolution with density of $`R_{xx}`$ for the 2DHS of Fig. 1. The density obtained by cooling the sample in the dark, $`p_0=2.17\times 10^{11}`$ cm<sup>-2</sup> was lowered via successive illumination at low temperature by a red light-emitting diode. At all densities the transport is highly anisotropic at half-integer fillings. At the highest density however, $`R_{xx}`$ along $`[01\overline{1}]`$ exhibits a clear minimum along $`\nu =\frac{5}{2}`$. The minimum is accompanied by a weak feature in the Hall resistance , suggestive of a developing FQH state. As the density is lowered, this minimum vanishes and is replaced by a maximum. This evolution with decreasing density has some resemblance to the 2DES data where increasing the in-plane $`B`$ leads to the destruction of the $`\nu =\frac{5}{2}`$ FQH state . It is also consistent with the above interpretation (iii) that diluteness (lower density) favors the anisotropic state over the FQH state. Finally, in Fig. 3 we show data taken on an L-shaped Hall bar sample from a different wafer . The two arms of the Hall bar are aligned along the $`[\overline{2}33]`$ and $`[01\overline{1}]`$ directions, and the sample has front and back gates which are used to tune the symmetry of the hole wavefunction while keeping the density fixed . The data overall exhibit much less transport anisotropy, confirming that the van der Pauw geometry exagerates anisotropy because of the non-uniform current distribution . Moreover, only the data of Fig 3b, taken with an asymmetric charge distribution, show significant anisotropy at half-integer fillings for $`\nu \frac{9}{2}`$; note also that the magnitude of the anisotropy alternates with decreasing $`B`$. The data for the symmetric charge distribution (Fig. 3a), on the other hand, exhibit a smaller size anisotropy which appears to be monotonic with $`B`$. While we do not understand the origin of these differences, we mention that the LL fan diagrams for the two charge distributions are likely to be different and also the 2DHS becomes more sensitive to interface corrugations when the charge distribution is made asymmetric. This work was supported by the National Science Foundation.
no-problem/9903/astro-ph9903433.html	ar5iv	text	# On the nature of the GRB-SGRs blazing jet ## 1 Introduction Gamma Ray Bursts as recent GRB990123 and GRB990510 emit, for isotropic explosions, energies as large as two solar masses annihilation. These energies are underestimated because of the neglected role of comparable ejected MeV (Comptel signal) neutrinos bursts. These extreme power cannot be explained with any standard spherically symmetric Fireball model. A too heavy black hole or Star would be unable to coexist with the shortest millisecond time structure of Gamma ray Burst. Beaming of the gamma radiation may overcome the energy puzzle. However any mild explosive beam $`(\mathrm{\Omega }>10^2)`$ would not solve the jet containment at the corresponding disruptive energies. Only extreme beaming $`(\mathrm{\Omega }<10^8)`$, by a slow decaying, but long-lived precessing jet, it may coexist with characteristic Supernova energies, apparent GRBs output, the puzzling GRB980425 statistics as well as the GRB connection with older,nearer and weaker SGRs relics. GRBs were understood as isotropic Fireball and SGRs are still described by isotropic galactic explosions (Magnetars). However early and late Jet models (Fargion 1994-1998,Blackmann et all 1996) for GRBs are getting finally credit. Will be possible to accept a jet model for GRBs while keeping alive a mini fireball for SGRs? Indeed the strong SGR events (SGR1900+14, SGR1642-21) shared the same hard spectra of classical GRBs. One should notice the GRB-SGR similar spectra, morphology and temporal evolution within GCN/BATSE trigger 7172 GRB981022 and 7171 GRB981022. Nature would be perverse to mimic two very comparable events at same detector, same day, by same energy spectra and comparable time structures by two totally different processes: a magnetar versus Jet GRBs. We argue here that, apart of the energetics, both of them are blazing of powerful jets (NS or BH); the jet are spinning and precessing source in either binary or in accreting disk systems. The optical transient OT of GRB might be the coeval SN-like explosive birth of the jet related to its maximal intensity; the OT is absent in older relic Gamma jets, the SGRs. Their explosive memory is left around their relic nebula or plerion injected by the Gamma Jet which is running away. The late GRB OT,days after the burst, is related to the explosion intensity; it is enhanced only by a partial beaming $`(\mathrm{\Omega }10^2)`$. The extreme peak OT during GRB990123 (at a million time a Supernova luminosity) is the beamed $`(\mathrm{\Omega }10^5)`$ Inverse Compton optical tail, responsible of the same extreme gamma (MeV) extreme beamed $`(\mathrm{\Omega }10^8)`$ signal. The huge energy bath (for a fireball model) on GRB990123 imply a corresponding neutrino burst. As in hot universe, if entropy conservation holds, the energy density factor to be added to the photon $`\gamma `$ GRB990123 budget is at least $`((21/8)\times (4/11)^{4/3})`$. If entropy conservation do not hold the energy needed is at least a factor $`[21/8]`$ larger than the gamma one. The consequent total energy-mass needed for the two cases are respectively 3.5 and 7.2 solar masses. No fireball by NS may coexist with it. Jet could. Finally Fireballs are unable to explain the key questions related to the association GRB980425 and SN1998bw (Galama et all1998): (1) Why nearest “local” GRB980425 in ESO 184-G82 galaxy at redshift $`z_2=0.0083`$ and the farest “cosmic” GRB971214 (Kulkarni et al. 1998) at redshift $`z_2=3.42`$ exhibit a huge average and peak intrinsic luminosity ratio? $`\frac{<L_{1\gamma }>}{<L_{2\gamma }>}\frac{<l_{1\gamma }>}{<l_{2\gamma }>}\frac{z_1^2}{z_2^2}210^5;\frac{L_{1\gamma }}{L_{2\gamma }}\|_{peak}10^7`$. Fluence ratios $`E_1/E_2`$ are also extreme $`410^5`$. (2) Why GRB980425 nearest event spectrum is softer than cosmic GRB971214 while Hubble expansion would imply the opposite by a redshift factor $`(1+z_1)4.43`$?(3) Why, GRB980425 time structure is slower and smoother than cosmic one,against Hubble law? (4) Why we observed so many (even just one) nearby GRBs? Their probability to occur, with respect to a cosmic redshift $`z_13.42`$ must be suppressed by a severe volume factor $`\frac{P_1}{P_2}\frac{z_1^3}{z_2^3}710^7`$. New GRB fireballs classes are ad hoc and fine-tuned solutions. We proposed since 1993 (Fargion 1994) that spectral and time evolution of GRB are made up blazing beam gamma jet GJ. The GJ is born by ICS of ultrarelativistic (tens GeV) electrons (pairs) on source IR, or diffused companion IR, BBR photons (Fargion,Salis 1995-98).The target thermal photons number density may reach a few hundreds to billions $`cm^3`$. The thin beamed electron pair jet produce a coaxial gamma jet. It solves the GRBs energetic by the geometrical enhancement . Relativistic kinematic would imply $`\theta \frac{1}{\gamma _e}`$, where $`\gamma _e`$ is found to reach $`\gamma _e10^3÷10^4`$ (Fargion 1994,1998). Unique impulsive GRB jet burst (Wang & Wheeler 1998) increases the apparent luminosity by $`\frac{4\pi }{\theta ^2}10^7÷10^9`$ but face a severe obvious probability puzzle.In particular we considered (Fargion 1998) an unique scenario where primordial GRB jets decaying in hundred and thousand years become the observable nearby SGRs. The ICS on BBR leads to GRBs spectrum (Fargion,Salis 1995,1996,1998): $`\frac{dN_1}{dt_1dϵ_1d\mathrm{\Omega }_1}`$ is $$ϵ_1\mathrm{ln}\left[\frac{1\mathrm{exp}\left(\frac{ϵ_1(1\beta \mathrm{cos}\theta _1)}{k_BT(1\beta )}\right)}{1\mathrm{exp}\left(\frac{ϵ_1(1\beta \mathrm{cos}\theta _1)}{k_BT(1+\beta )}\right)}\right]\left[1+\left(\frac{\mathrm{cos}\theta _1\beta }{1\beta \mathrm{cos}\theta _1}\right)^2\right]$$ (1) scaled by a proportional factor $`A_1`$ related to the electron jet intensity. The adimensional photon number rate as a function of the observational angle $`\theta _1`$ responsible for peak luminosity becomes $`\theta ^3`$ . The consequent total fluence at minimal impact angle $`\theta _{1m}`$ responsible for the average luminosity is $`(\theta _{1m})^2`$. Assuming a beam jet intensity $`I_1`$ comparable with maximal SN luminosity, $`I_110^{45}ergs^1`$, and replacing this value in adimensional $`A_1`$ in equation 1 we find a maximal apparent GRB power for beaming angles $`10^3÷3\times 10^5`$, $`P4\pi I_1\theta ^210^{52}÷10^{55}ergs^1`$ within observed ones. We also assume a power law jet time decay as follows $`I_{jet}=I_1\left(\frac{t}{t_0}\right)^\alpha 10^{45}\left(\frac{t}{310^4s}\right)^1ergs^1`$ where ($`\alpha 1`$) able to reach, at 1000 years time scales, the present known galactic microjet (as SS433) intensities powers: $`I_{jet}10^{38}ergs^1`$. We used the model to evaluate if April precessing jet might hit us once again. ## 2 GRBs 980425-980712 and SGRs-GRBs links Therefore the jet model answers to the puzzles (1-4): the GRB980425 has been observed off-axis by a cone angle wider than $`\frac{1}{\gamma }`$ thin jet by a factor $`a_2500`$ (Fargion 1998),i.e few degree wide; we observed only the peripheral cone jet whose spectrum is softer and whose time structure is slower (larger impact parameter angle) and intensity strongly reduced. A simple statistics favored a repeater hit. GRB980712 trigger 6917 was within $`1.6\sigma `$ angle away from April event. Trigger 6918, repeated making the combined probability to occur quite rare ($`10^3`$). Because the July event has been sharper in times ($`4s`$) than the April one ($`20s`$), the July impact angle was smaller:$`a_3100`$. This value is compatible with the expected peak-average luminosity flux evolution : $`\frac{L_{04\gamma }}{L_{07\gamma }}\frac{I_2\theta _2^3}{I_3\theta _3^3}\left(\frac{t_3}{t_2}\right)^\alpha \left(\frac{a_2}{a_3}\right)^{\mathrm{\hspace{0.17em}3}}3.5`$ where $`t_378day`$ while $`t_2210^5s`$. The predicted fluence are comparable with the observed ones $`\frac{N_{04}}{N_{07}}\frac{<L_{04\gamma }>}{<L_{07\gamma }>}\frac{\mathrm{\Delta }\tau _{04}}{\mathrm{\Delta }\tau _{07}}\left(\frac{t_3}{t_2}\right)^\alpha \left(\frac{a_2}{a_3}\right)^2\frac{\mathrm{\Delta }\tau _{04}}{\mathrm{\Delta }\tau _{07}}3`$. Last year 1998 SGR1900+14 and SGR1627-41 events did exhibit at peak intensities spectra comparable with classical hard GRBs. We proposed their nature as the late stages of jets fueled by a disk or a companion (WD,NS) star. Their binary angular velocity $`\omega _b`$ reflects the beam evolution $`\theta _1(t)=\sqrt{\theta _{1m}^2+(\omega _bt)^2}`$ or more generally a multiprecessing angle $`\theta _1(t)`$ (Fargion & Salis 1996) which keeps memory of the pulsar jet spin ($`\omega _{psr}`$), precession by the binary $`\omega _b`$ and additional nutation due to inertial momentum anisotropies or beam-accretion disk torques ($`\omega _N`$). The complicated spinning and precessing jet blazing is responsible for the wide morphology of GRBs and SGRs as well as their internal periodicity. The different geometrical observational angle might compensate the April 1998 low peak gamma luminosity ($`10^7`$) by a larger impact angle which compensates, at the same time, its statistical rarity ($`10^7`$) its puzzling softer nature and longer timescales. Such precessing jets may explain (Fargion & Salis 1995) the external twin rings around SN1987A. We predicted its relic jet to be found in the South-East due to off-axis beaming acceleration. Jets may propel and inflate plerions as the observed ones near SRG1647-21 and SRG1806-20. Optical nebula NGC6543 (“Cat Eye”) and its thin jets fingers (as Eta Carina ones), the double cones sections in Egg Nebula CRL2688 are the most detailed and spectacular lateral view of such jets. Their blazing in-axis would appear as SGRs or, at maximal power at their SN birth, as GRBs.
no-problem/9903/cond-mat9903305.html	ar5iv	text	# Evolution of the Potential Energy Surface with Size for Lennard-Jones Clusters ## I Introduction The relationship between dynamics and the potential energy surface (PES), or potential energy ‘landscape’, holds the key to understanding a wide range of phenomena, including protein folding, global optimization and the properties of glasses. For example, what are the topographical features of the PES that enable a protein to fold to its native state? What sort of PES renders global optimization tractable, and how can it be transformed to make global optimization easier? Which features of the PES produce good glass formers, and what distinguishes ‘strong’ from ‘fragile’ liquids? Stillinger and Weber first showed the utility of partitioning configuration space into basins of attraction surrounding each local minimum. The thermodynamics of the system can then be formulated in terms of the properties of these local minima. However, the minima alone contain no dynamic information. Therefore, to obtain insight into the dynamics it is necessary to locate the transition states which connect the local minima. This information can then be incorporated into a master equation that describes the flow of probability between minima as the system evolves towards equilibrium. As well as providing a picture of the relationship between the dynamics and the PES, this approach can probe time scales much longer than those accessible in conventional simulations. We also wish to relate the thermodynamics and dynamics to general features of the PES in a qualitative manner. Disconnectivity graphs are a recently-developed tool that provide a helpful visualization of the PES. These graphs have now been calculated for a number of polypeptides and various clusters. They show which of the minima in a sample are connected by pathways lying below a series of energy thresholds, and so provide a picture of the hierarchy of energy barriers in a system. In this paper we present disconnectivity graphs for a series of Lennard-Jones (LJ) clusters. Our aims are to gain more insight into the potential energy landscapes of these clusters and to explore systematically how the graphs evolve with size. LJ clusters provide an ideal test case because their dynamics and thermodynamics have been thoroughly studied and they have been used in the development of global optimization algorithms. As the size of the cluster increases the number of minima and transition states is expected to grow at least exponentially, even when permutational isomers are not included. Furthermore, cluster properties do not vary smoothly with the number of atoms in this size regime, and we have chosen to examine sizes which should illustrate particularly interesting features. Due to the exponential increase in the number of stationary points with size it is difficult for a disconnectivity graph to retain a global picture of the PES. We have therefore explored the use of monotonic sequence basins as the fundamental topographical unit rather than minima (Section III B). Finally, in Section III C we use disconnectivity graphs to probe the transformed energy landscape that is searched by the Monte Carlo minimization or basin-hopping algorithm. ## II Methods The atoms interact via a Lennard-Jones potential: $$E_c=4ϵ\underset{i<j}{}\left[\left(\frac{\sigma }{r_{ij}}\right)^{12}\left(\frac{\sigma }{r_{ij}}\right)^6\right],$$ (1) where $`ϵ`$ is the pair well depth and $`2^{1/6}\sigma `$ is the equilibrium pair separation. To examine the topography of the PES, we need to locate its minima and the network of transition states and pathways that connect them. Transition states can be found efficiently using eigenvector-following, in which the energy is maximized along one direction and simultaneously minimized in all the others. The minima connected to a transition state are defined by the two steepest-descent paths which begin parallel and antiparallel to the unique Hessian eigenvector whose corresponding eigenvalue is negative. The steepest-descent paths were calculated using a method which employs analytic second derivatives. The samples of minima and transition states were generated using an approach which has also been described before. The elementary step in this process is to perform a transition state search after stepping away from a minimum along one of the Hessian eigenvectors and then, if this search finds a transition state, to generate the corresponding pathway. If the transition state is connected to the minimum from which the search was started, we add it to our database along with the connected minimum. Occasionally we find that the transition state is not connected to the starting minimum. In this case we only add it to the database if it is connected to a minimum that is already present. At each step we start from the lowest-energy minimum from which fewer than a specified number, 2$`n_{\mathrm{ev}}`$, of transition state searches have been performed. Searches are carried out in positive and negative directions along each eigenvector in order of increasing eigenvalue. The value chosen for $`n_{\mathrm{ev}}`$ determines how thoroughly the PES is searched in the vicinity of a given minimum. By repeating this process until no new minima are found we can obtain a nearly exhaustive catalogue of the minima. This approach was used for the 13-atom cluster, LJ<sub>13</sub>, but for the larger clusters it is impossible to find all the minima. We therefore stopped searching once we were confident that we had obtained an accurate representation of the low-energy regions of the PES. For LJ<sub>75</sub> an alternative strategy was required due to the double-funnel character of the landscape; this approach is described in the following section. ## III Results We now characterize the PES’s of LJ<sub>13</sub>, LJ<sub>19</sub>, LJ<sub>31</sub>, LJ<sub>38</sub>, LJ<sub>55</sub> and LJ<sub>75</sub>. To explain this selection of cluster sizes, and as a background to the interpretation of the disconnectivity graphs, we briefly review some of the structural properties of small LJ clusters. Comparisons of particularly stable sequences of clusters indicate that structures based on Mackay icosahedra (e.g. 13.1 and 55.1 in Figure 1) are dominant up to $`N1600`$. Therefore, as can be seen from Figure 2, most of the clusters in the size range that we are considering have a global minimum based on icosahedral packing. The sizes at which complete Mackay icosahedra are geometrically possible ($`N`$=13, 55,$`\mathrm{}`$) are particularly stable compared to other sizes, leading to particularly low-energy global minima (Figure 2). For these clusters, there is a large energy gap between the two lowest-energy minima ($`2.85ϵ`$ and $`2.64ϵ`$ for LJ<sub>13</sub> and LJ<sub>55</sub>, respectively) and we expect the PES to have a single deep funnel. The term ‘funnel’ was introduced in the protein folding literature to describe the situation where a collection of downhill pathways converge on the native structure of the protein. As a result of this PES topography the protein is ‘funnelled’ towards the native structure on relaxation. We use the term here in a similar manner except that, instead of converging on the native structure of the protein, the funnel should converge on a single low-energy minimum, or possibly to a collection of structurally-related low-energy minima. Between $`N`$=13 and 55 the energy first increases relative to an energy function interpolated between the Mackay icosahedra as an overlayer is added to the 13-atom icosahedron, and then decreases as the overlayer approaches completion at $`N`$=55 (Figure 2). Of course, there are smaller features superimposed on this broad maximum. At certain sizes particularly stable overlayers with no low-coordinate atoms can be formed, giving rise to subsidiary minima in Figure 2. For example, at $`N`$=19 a six-atom cap on the 13-atom icosahedron leads to the relatively stable double icosahedron shown in Figure 1. We would expect LJ<sub>19</sub> to exhibit a single-funnel PES but to relax less efficiently to the global minimum than LJ<sub>13</sub> or LJ<sub>55</sub>. We also chose to study a size, $`N`$=31, from near the top of the broad maximum in Figure 2, where there are a large number of low-energy minima associated with the various ways that the atoms of the overlayer on the 13-atom icosahedron can be arranged. Moreover, for this size the lowest-energy decahedral cluster is only a little higher in energy than the icosahedral structures. For most sizes the global minimum has icosahedral character, but there are a few clusters for which this is not the case. For $`N`$=38 the global minimum is the face-centred-cubic (fcc) truncated octahedron (38.1 in Figure 1) and for $`75N77`$ the global minima are based on the Marks decahedron (75.1 in Figure 1). We chose to study $`N`$=38 and 75 where the global minimum is structurally very different from the second lowest-energy minimum, which in each case is icosahedral. The two lowest-energy minima are therefore rather distant in configuration space, and they are separated by large potential energy and free energy barriers. Therefore, we expect these surfaces to have two funnels: one which leads to the low-energy icosahedral minima and one which leads to the global minimum. Details of the samples of minima and the transition states that we found for each of the clusters are given in Table I. For LJ<sub>13</sub>, we were able to gauge how close the samples were to convergence by following the number of minima and transition states as $`n_{\mathrm{ev}}`$ was increased. The number of minima seemed close to reaching an asymptote, but the number of transition states was still increasing at $`n_{\mathrm{ev}}`$=15. ### A Disconnectivity graphs The conceptual basis for the disconnectivity graph approach is as follows. At a given total energy, $`E`$, minima can be grouped into disjoint sets, called superbasins, whose members are mutually accessible at that energy. In other words, each pair of minima in a superbasin are connected directly or through other minima by a path whose energy never exceeds $`E`$, but would require more energy to reach a minimum in another superbasin. At low energy there is just one superbasin—that containing the global minimum. At successively higher energies, more superbasins come into play as new minima are reached. At still higher energies, the superbasins coalesce as higher barriers are overcome, until finally there is just one containing all the minima (provided there are no infinite barriers). To construct a disconnectivity graph, the superbasin analysis is performed at a series of energies. At each energy, a superbasin is represented by a node, and lines join nodes in one level to their daughter nodes in the level below. The horizontal position of a node has no significance, and is chosen for clarity. Every line terminates at a local minimum. The disconnectivity graphs produced using this procedure are shown in Figure 3. For $`N`$=13 it is possible to include all the minima that we have found in the disconnectivity graph, which therefore provides a practically complete global picture of the PES. The graph has the form expected for an ideal funnel: there is a single stem, representing the superbasin of the global minimum, with branches sprouting directly from it at each level, indicating the progressive exclusion of minima as the energy is decreased. The form of this graph implies that all the minima are directly connected to the superbasin associated with the global minimum. In fact, 99% of the minima are within two rearrangements of the global minimum and none are further than three steps away. Furthermore, there are 911 structurally distinct transition states connecting 535 minima directly to the global minimum. If the reaction path degeneracy is taken into account, there are $`\mathrm{108\hspace{0.17em}967}`$ transition states (some of which are permutational isomers) connected to each permutational isomer of the global minimum. If we examine the distance of a minimum from the global minimum as a function of its potential energy, for LJ<sub>13</sub> the resulting plot (Figure 4a) has the form we would expect of a funnel: the distance from the global minimum increases as the potential energy of the minimum increases. It is also worth noting that the slope of the funnel is steeper than for any of the other clusters. Hence it is no surprise that relaxation down the PES to the global minimum is relatively easy for this cluster. However, relaxation is hindered somewhat by the fairly large barriers (1–2$`ϵ`$) that exist for escaping from some of the minima into the superbasin of the global minimum (Figure 3a). For all the other clusters it is not computationally feasible to obtain a nearly complete set of minima. Moreover, if we attempt to represent all the minima of our samples on a disconnectivity graph, the density of lines simply becomes too great. Instead we only represent those branches that lead to a specified number of the lowest-energy minima, both for clarity and because our samples of minima and transition states are likely to be most complete for the low-energy regions of the PES. We should note that the minima that are not represented can still contribute to the appearance of the graph if they mediate low barrier paths between minima that are included. However, this approach does have the consequence that, as the size increases, the graphs increasingly focus on a smaller and smaller proportion of the surface. We can see this effect if we examine the graph of LJ<sub>55</sub> for which we also expect the PES to exhibit a single funnel. Although there is more fine structure, the form is similar to that of LJ<sub>13</sub>. However, all the minima represented in the disconnectivity graph have relatively ordered structures and so, unlike the graph for LJ<sub>13</sub>, this representation does not tell us whether there is a funnel leading from the disordered liquid-like minima to the global minimum Mackay icosahedron. Instead, it only shows that the low-energy region of the PES associated with structures based on the Mackay icosahedron is funnel-like. The graph probably only represents the bottom of a larger funnel leading down from the huge number of disordered minima. The plot of the distance from the global minimum as a function of potential energy shows a glimpse of this larger funnel (Figure 4e). It is easy to understand the differences between the graphs for LJ<sub>13</sub> and LJ<sub>55</sub>. The energy gap between the global minimum and the disordered liquid-like minima is an extensive quantity, whereas the energy gap between two ordered structures, where a few atoms have changed position, is related to the change in the number of nearest-neighbour contacts and is independent of size. Furthermore, the number of possible ways of arranging surface atoms and vacancies in an ordered structure becomes increasingly large. Therefore, the number of ordered minima which lie below the liquid-like band of minima increases rapidly with the number of atoms. The fine structure of the LJ<sub>55</sub> disconnectivity graph reveals some interesting features. The minima separate into bands related to the number of defects present in the Mackay icosahedron. For example, all the minima in the first band above the global minimum are Mackay icosahedra with a missing vertex and an atom on the surface. The eleven minima in this band correspond to the eleven possible sites for this atom that are unrelated by symmetry. Of these minima the four lowest in energy have the atom located over the centre of one of the faces of the Mackay icosahedron, and the other seven have the atom off-centre. In the disconnectivity graph these minima split into four groups corresponding to the four symmetry-unrelated faces on which the adatom can be located. The splitting occurs because the barriers for rearrangements in which the adatom passes between faces are larger than the barriers for changing the position of the adatom on a face. Therefore, in the disconnectivity graph the minima first become connected to the other (one or two) minima with the adatom on the same face before they are connected to the stem associated with the global minimum. The second band of minima consists of Mackay icosahedra with two missing vertices and two surface atoms. The lower-lying minima in this band have the two adatoms in contact, either on the same face or bridging an edge. The minima with the two adatoms unpaired give rise to a repeated motif, an example of which is illustrated in the inset. This feature is repeated over ten times on the left-hand side of the graph with the top node always at $`273.0ϵ`$. The minima split into these sets because of the lower barriers for an adatom moving between sites on the same face. If the two faces with adatoms are unrelated by symmetry, there are sixteen distinct ways of arranging the atoms on the two faces. The lowest-energy minimum of these sixteen has the two adatoms in the central sites. Slightly higher in energy are the six minima with one adatom central and one off-centre. Higher still are the nine minima with both adatoms off-centre. The features noted above are reflected in the dynamics of LJ<sub>55</sub>. Just below the melting point the cluster passes between the Mackay icosahedron and states with one and two defects, residing in each state for periods of the order of nanoseconds (using potential parameters appropriate to argon). While in one of these states, the surface atoms and vacancies diffuse across the surface. This time scale separation between diffusive motion and the formation and annihilation of defects is a consequence of the higher barriers for the latter processes and the distances over which a surface atom and vacancy must diffuse to recombine. The latter is reflected in the wide range of distances that minima in this second band are away from the global minima. The two minima (55.13 and 55.149) in Figure 3e that must overcome the highest barriers to reach the superbasin containing the global minimum do not have icosahedral structures. Both have $`D_{5h}`$ point group symmetry and are depicted in Figure 1. The lower-energy of the two is actually the thirteenth lowest-energy minimum and was recently discovered by Wolf and Landman. The other minimum has previously been noted by Wales. Both can be converted into a Mackay icosahedron by a single cooperative rearrangement in which parts of the structure twist around the fivefold axis. As a significant number of nearest-neighbour contacts are broken in these rearrangements, the barriers are higher than those for the localized rearrangements by which the defective Mackay icosahedra interconvert. The disconnectivity graph for LJ<sub>19</sub> shows that the PES is again funnel-like (Figure 3b), as expected. The branches for most of the minima connect directly to the superbasin containing the global minimum. Although our graph only shows branches leading to the lowest 250 minima, Figure 4b reveals that the funnel continues up to higher energies. The PES of LJ<sub>19</sub> has been analysed previously in several studies. The profiles of the downhill pathways to the global minimum were described as ‘sawtooth-like’ rather than ‘staircase-like’ because the barrier heights are relatively large compared to the energy differences between the minima. On this basis Ball et al. concluded that LJ<sub>19</sub> has topographical features typical of a glass-former. The disconnectivity graph also shows that some of the downhill barriers are quite large. However, as the global minimum is at the bottom of a funnel the barriers only slow down the rate of relaxation towards the double icosahedron, rather than preventing it. Lowering the energy does not take the system away from the global minimum, but rather towards it (Figure 4b). The appearance of $`N=19`$ as a magic number in mass spectra of rare gas clusters confirms that the global minimum is kinetically accessible. The disconnectivity graph for LJ<sub>31</sub> (Figure 3c) is fundamentally different from those we have considered so far. The energetic bias towards the global minimum is smaller (Figure 4a). In fact there are a number of minima with energies close to that of the global minimum which are separated from it by fairly large energy barriers. This situation is partly the result of competition between two distinct types of overlayer. In the first type, the anti-Mackay overlayer, atoms are added to the faces and vertices of the underlying 13-atom icosahedron (giving rise, for example, to the double icosahedron, 19.1). In the second type, the Mackay overlayer atoms are added to the edges and vertices. The completion of the Mackay overlayer leads to the next Mackay icosahedron. LJ<sub>31</sub> is the first size for which a cluster with the Mackay overlayer is the global minimum. It can be seen from Figure 1 that minimum 31.1 is a fragment of the 55-atom Mackay icosahedron. The second lowest-energy minimum, 31.2, has an anti-Mackay overlayer. There are also some low-energy decahedral minima for LJ<sub>31</sub>. For example, minimum 31.9 (Figure 1) is separated by a large energy barrier from the global minimum, because not only must there be a change in morphology from decahedral to icosahedral, but the cluster must also change shape. Some of the decahedra with more spherical shapes are connected to the superbasin associated with the global minimum by smaller barriers. We can deduce something of the relaxation behaviour of LJ<sub>31</sub> from its disconnectivity graph. Once the cluster has reached a low-energy configuration, presumably by rapid descent of a funnel from the liquid, subsequent relaxation towards the global minimum may be considerably slower. There is little energetic bias at the bottom of the PES to guide the system towards the global minimum and the barriers for interconversion of the low-energy minima can be relatively large. Therefore, it is not surprising that the time required to find the global minimum using the basin-hopping global optimization algorithm shows a maximum at $`N`$=31. The effects of competing structures that we noted for LJ<sub>31</sub> appear in a more extreme form for LJ<sub>38</sub> and LJ<sub>75</sub>. For both these clusters the disconnectivity graph clearly separates the low-energy minima into two main groups, namely those associated with the global minimum and those with icosahedral structure. These two groups of minima are separated by a large energy barrier, so the graph splits into two stems at high energy which lead down to two structurally distinct sets of low-energy minima. This splitting is characteristic of a multiple funnel PES. The separation is particularly dramatic for LJ<sub>75</sub>, where the decahedral to icosahedral barrier is over $`3ϵ`$ larger than any of the other barriers between the 250 lowest-energy minima. Although the disconnectivity graphs clearly show only the bottom of the PES, these two groups of minima can be associated with separate funnels, and give rise to distinct thermodynamic states. The double funnel structure is also apparent from the plots in Figure 4d and f. Passing from the global minimum to the icosahedral funnel, the energy first increases as the primary funnel is ascended and then decreases during the descent into the second funnel. From the relative numbers of minima associated with each funnel it is clear that the icosahedral funnel is much wider. This is one of the reasons why relaxation is much more likely to lead to the icosahedral minima. There are also thermodynamic effects: the region containing the icosahedral minima becomes lowest in free energy at low temperature ($`T`$$``$$`0.12ϵk^1`$ for LJ<sub>38</sub> and $`T`$$``$$`0.09ϵk^1`$ for LJ<sub>75</sub>) because of the entropy that arises from the large number of low-energy icosahedral minima. Between this transition temperature and the melting point there is therefore a thermodynamic driving force towards the icosahedral structures. Moreover, for LJ<sub>38</sub> we have shown that the free energy barrier for entering the icosahedral region of configuration space is lower than for entering the fcc funnel. Once the cluster enters the icosahedral funnel it is likely to be trapped because of the large energy and free energy barriers to passing between the two funnels. The energy barriers are $`4.22ϵ`$ and $`3.54ϵ`$ for LJ<sub>38</sub> and $`8.69ϵ`$ and $`7.48ϵ`$ for LJ<sub>75</sub>. At higher temperatures the entropy of the intermediate states reduces the free energy barriers from these zero temperature limits. For the above reasons LJ<sub>38</sub> and LJ<sub>75</sub> provide relatively difficult test cases for any unbiased global optimization algorithm. It is only relatively recently that algorithms have begun to find the truncated octahedron, and only one unbiased method and one method that involves seeding have reported finding the Marks decahedron. The difficulty in finding the global minimum for these clusters is illustrated by statistics for the basin-hopping algorithm. The time required to find the global minimum for LJ<sub>38</sub> is a maximum with respect to neighbouring sizes and for LJ<sub>75-77</sub> the time is so long that good statistics for the first passage time have not yet been obtained. Global optimization is an order of magnitude more difficult for LJ<sub>75</sub> than LJ<sub>38</sub> for a combination of reasons. First, LJ<sub>75</sub> has a much larger search space and a much greater number of minima than LJ<sub>38</sub>. Second, the temperature at which the global free energy minimum becomes associated with the global potential energy minimum lies further below the melting point ($`T_\mathrm{m}`$$``$$`0.17ϵk^1`$ for LJ<sub>38</sub> and $`T_\mathrm{m}`$$``$$`0.29ϵk^1`$ for LJ<sub>75</sub>). Third, the path between the global minimum and the lowest-energy icosahedral structure is also longer, more complicated and higher in energy than for LJ<sub>38</sub>. The transition involves not only a change in morphology, but also a change in shape—the Marks decahedron is oblate whereas the icosahedral structures are prolate. The pathway therefore involves both cooperative rearrangements, where the structure twists around a quasi-fivefold axis, and surface diffusion steps. The lowest-energy pathway that we found between the two lowest-energy minima is depicted in Figure 5a. It passes through sixty-five transition states. There are significantly shorter paths between the same two minima (the shortest is $`41.5\sigma `$), but these all involve higher barriers. There is also a significant difference in the character of the pathways between the minima at the bottom of the two funnels for LJ<sub>38</sub> and LJ<sub>75</sub>. All the structures along the LJ<sub>75</sub> pathway are ordered and solid-like, whereas at its highest points the LJ<sub>38</sub> pathway passes through disordered structures. For LJ<sub>75</sub> the highest-energy minimum on the lowest-energy interfunnel path lies at position $`\mathrm{10\hspace{0.17em}909}`$ in terms of an energy ranking of the minima in our sample, where 1 is the global minimum. Many more low-lying minima could have been found if we had searched the icosahedral region of configuration space more intensively. Therefore, if we had simply performed consecutive transition state searches from minima in order of their energetic rank it is unlikely that a pathway between the two funnels could have been found—rather the search would have most likely been stuck in one of the funnels cataloguing the multitude of ordered structures with that morphology. To find a pathway connecting the two lowest-energy minima we therefore had to bias the search to probe intermediate structures. We first constructed a series of decahedral minima which were decreasingly prolate and then increasingly oblate. We then started searching the PES around these structures with the aim of finding pathways connecting them both to the Marks decahedron and to the low energy icosahedral structures. Once we had found a pathway between the two structures, we only performed transition state searches from those minima that were connected to either of the two lowest-energy minima by a pathway that had no transition states higher than the highest-energy transition state on the lowest-energy path between structures 75.1 and 75.2. Moreover, this search concentrated on those minima in the set that had an intermediate value of the bond-order parameter, $`Q_6`$. By this procedure, increasingly low-energy paths were found between the two funnels. There is, of course, no guarantee that we have found the lowest-energy pathway, but we doubt if a significantly lower one exists. From Figure 5b we can see how the bond-order parameter can separate the minima into various groups. The group with $`Q_6`$$``$0.02 correspond to icosahedral minima with an anti-Mackay overlayer (such as 75.2), whereas $`Q_6`$=0.306 for the Marks decahedron. The decahedral minima based upon 75.1 have similar values, these being generally lower for structures that are less oblate. There are also bands of minima at intermediate values of $`Q_6`$. For example, icosahedral structures with a Mackay overlayer have $`Q_6`$$``$0.15. Some of the other minima with intermediate values have in part motifs similar to 55.13, and are connected to icosahedral or decahedral minima by rearrangements involving concerted twists around quasi-fivefold axes. This distribution of $`Q_6`$ values provides us with another way of visualizing the double-funnel structure of the LJ<sub>75</sub> PES. Figure 5c maps out the energy of the transition state at the top of the lowest-barrier pathway from each minimum to either 75.1 or 75.2, whichever is lower, as a function of $`Q_6`$ for the minimum. The plot shows that the barrier separating a decahedral minimum from the Marks decahedron increases as the value of $`Q_6`$ deviates further from the value for the global minimum. This trend continues until $`Q_6`$$``$0.16. Below this value some of the minima have lower barriers for paths to minimum 75.2, and the energies generally decrease as the value of $`Q_6`$ approaches that of 75.2 from above. The icosahedral minima with a Mackay overlayer stand out in the plot as they have both an intermediate value of $`Q_6`$ and low barriers connecting them to minimum 75.2. The transformations between the two types of icosahedral overlayer are usually achieved by a concerted twisting of the overlayer around one of the vertices of the underlying icosahedron. ### B Coarse-graining the PES As the size of the cluster increases our disconnectivity graphs focus on an increasingly small proportion of the whole PES to avoid being swamped by the rapidly increasing number of minima. However, it would be desirable to retain a more global picture of the PES. To do so, the disconnectivity graphs would need to be based not on the barriers between minima, but between larger topographical units. For example, Levy and Becker ‘diluted’ their sample of hexapeptide conformations by removing conformations that were energetically and structurally similar. However, this approach requires a meaningful measure of similarity, which is probably harder to devise for a cluster than a molecule with a bonded framework. Here, we explore the use of monotonic sequences, a concept introduced by Berry and coworkers, to produce a more coarse-grained picture of the PES. Monotonic sequences are series of connected minima where the potential energy decreases with every step. The collection of sequences leading to a particular minimum defines a ‘basin’. To avoid confusion with the various other ‘basins’ that have been defined, we will always refer to such a set as a monotonic sequence basin (MSB). The MSB leading to the global minimum is termed ‘primary’, and is separated from neighbouring ‘secondary’ MSB’s by transition states lying on a ‘primary divide’, and so on. It is important to realise that, above such a divide, it is possible for a minimum to belong to more than one MSB through different monotonic sequences. For the division of the PES provided by a monotonic sequence analysis to be useful in an analysis of the dynamics, transitions between minima in an MSB must be more rapid than transitions between different MSB’s. Kunz and Berry found evidence for this in a simplified model of LJ<sub>19</sub>. However, there is no guarantee that this separation will always hold, because MSB’s are defined by the connections between minima without reference to the size of the barriers between them. Disconnectivity graphs that only include the minima at the bottom of each MSB can be produced by excluding all the minima directly connected to a lower-energy minimum. In the resulting graphs, branches are joined by a node at the energy of the lowest transition state on the divide between the MSB’s. For the clusters we consider here, the number of MSB’s is small enough (Table I) for all of them to be represented on the graph. Two examples are shown in Figure 6. One implication of the method we use to generate our samples of stationary points is that higher-energy minima that were not used as starting points for transition state searches are unlikely to lie at the bottom of an MSB. These minima lie at the higher end of a pathway that was found in a search from a lower-energy minimum. Therefore, most of these minima are directly connected to a lower-energy minimum, and so cannot be at the bottom of an MSB. Occasionally, the pathways do not connect back to the starting minimum but to another unsearched minimum in the sample. Only in these rare instances can an unsearched minimum be at the bottom of an MSB in our sample. Therefore, although the disconnectivity graphs based upon MSB’s provide a more global picture of the PES than the graphs in the previous section, they are still limited by the incompleteness of our samples. The graphs only provide a reliable picture of the PES around the $`n_{\mathrm{search}}`$ lowest-energy minima, where $`n_{\mathrm{search}}`$ is the number of minima from which transition state searches have been performed. For LJ<sub>13</sub> there is only one MSB, reflecting its ideal funnel character and the remarkable degree of connectivity. For LJ<sub>19</sub> there are only a few MSB’s, and these are all directly connected to the primary MSB, again reflecting the single funnel character of the PES that we noted earlier. The double-funnel character of the LJ<sub>38</sub> PES is still apparent in the MSB disconnectivity graph, but now we get a better impression of the overall shape of the PES (Figure 6a). There is a wide, gently sloping funnel down from the higher-energy minima towards the low-energy icosahedral funnel, whereas the funnel down to the global minimum is much narrower. 2292 of the minima lie on monotonic sequences to the lowest-energy icosahedral minimum, whereas only 518 lie on sequences leading to the global minimum. Only 12 of the minima lie on sequences to both, showing that there is little overlap between the two MSB’s. For LJ<sub>55</sub> the MSB analysis leads to a remarkable simplification of the disconnectivity graph (Figure 6b). The single-defect minima produce just one MSB, and the fine structure of the two-defect minima collapses onto the band of MSB’s that branch off at $`273ϵ`$ and $`272ϵ`$. The remaining branches are mostly three-defect minima with the three surface atoms close together. The graph clearly shows the single-funnel character of the PES. ### C Transforming the PES One approach to global optimization is to transform the PES to a form for which it is easier to find the global minimum. One efficient approach of this type is the Monte Carlo minimization or basin-hopping algorithm. This unbiased method succeeded in finding the global minimum for all the clusters considered in this paper. In this approach the transformed potential energy $`\stackrel{~}{E}_c`$ is given by $$\stackrel{~}{E}_c(𝐗)=\mathrm{min}\left\{E_c(𝐗)\right\}.$$ (2) Hence, the potential energy at any point in configuration space is assigned to that of the local minimum obtained by a minimization starting from that point, and the PES is mapped onto a set of interpenetrating staircases with steps corresponding to the basins of attraction surrounding a particular local minimum. Figure 8 illustrates the transformation for a simple one-dimensional example. Note that the transformation does not change the identity of the global minimum, nor the relative energies of any of the minima, but it does remove the downhill barriers between directly connected minima. This latter change has a significant effect on the dynamics and thermodynamics. Due to our PES search strategy virtually all the unsearched higher-energy minima are directly connected to lower-energy minima. As the transformation removes the downhill barriers, in the disconnectivity graphs these unsearched minima would be directly connected to the stem associated with the superbasin which contains the relevant lower-energy minimum. This connectivity makes the higher-energy regions of the PES look funnel-like irrespective of their actual character. Therefore, in the graphs we only depict branches which lead to the lowest $`n_{\mathrm{search}}`$ steps. The two examples shown in Figure 7 illustrate the effects of the staircase transformation on the disconnectivity graphs. It removes the barriers to progress down a funnel, and the disconnectivity graph for LJ<sub>19</sub> is therefore transformed into that for an ideal funnel. The long, dangling branches that are indicative of large barriers have disappeared, and so relaxation is now easier. However, barriers to interfunnel passage remain because the major component of such barriers usually arises from the high energy minima that the system has to pass through to go between funnels. (Figure 5a). For example, the transformation reduces the potential energy barriers for interfunnel passage by only $`0.68ϵ`$ for LJ<sub>38</sub> and $`0.86ϵ`$ for LJ<sub>75</sub>. Therefore, the splitting of the LJ<sub>38</sub> disconnectivity graph into two funnels is still clear, and perhaps even more obvious because many of the other barriers have been removed (Figure 7b). As for LJ<sub>19</sub>, the icosahedral region of configuration space now looks much more funnel-like. The retention of the energy barriers for interfunnel passage in LJ<sub>38</sub> and LJ<sub>75</sub> means that the global minima of these clusters are still hard to find even on the transformed PES. In fact, the success of the basin-hopping algorithm for these clusters lies in the changes to the thermodynamics caused by the transformation. The thermodynamic transitions are broadened, thus providing a temperature window where both the states at the top of the paths for interfunnel passage and the states at the bottom of the two funnels have a significant probability of being occupied, making passage between funnels easier. On the transformed PES any pathway that is monotonically decreasing in energy (albeit a stepped rather than a smooth one) must end at the step corresponding to the bottom of an MSB. Therefore, an MSB on the transformed PES is analogous to a basin of attraction surrounding a minimum on the original PES. Figure 8 illustrates this point: on the transformed PES the two MSB’s are like ‘stepped’ minima. However, the analogy breaks down in one respect. A basin of attraction surrounding a minimum is defined as the set of points from which steepest-descent paths lead down to that minimum. The use of the steepest-descent path ensures that each point in configuration space is mapped uniquely to a minimum even when a point is higher in energy than the lowest transition state connected to that minimum. However, on a step on the transformed PES the gradient is zero and so no steepest-descent direction is defined. Therefore, the mapping of a point in configuration space to a MSB bottom may not be unique if it lies above the divide between two MSB’s, and so MSB’s, unlike basins of attraction, can overlap. In Figure 7c we show the disconnectivity graph for the transformed PES of LJ<sub>38</sub> with only the branches leading to the bottoms of MSB’s displayed. It has a similar structure to Figure 7b but the density of branches is greatly reduced. ## IV Conclusions In this paper we have shown that disconnectivity graphs can provide a valuable tool for visual representation of a PES, and that they can provide clear physical insights into structure, dynamics and thermodynamics. The exponential increase in the number of minima with system size means that disconnectivity graphs with branches representing individual minima must, as the size increases, inevitably focus on low-energy regions of the PES which represent a decreasing proportion of the whole configuration space. By taking monotonic sequences basins as the basic topographical unit, we have extended the cluster size for which a disconnectivity graph can represent the full sample of minima. However, these graphs still cannot provide a truly global picture of the PES because of the incompleteness of our samples of stationary points. We have also used disconnectivity graphs to probe the transformed PES that is searched by the Monte Carlo minimization or ‘basin-hopping’ global optimization algorithm. The transformation removes downhill barriers, making relaxation down a funnel much easier. For example, the algorithm can find the global minimum of LJ<sub>55</sub>, which has a single-funnel PES, in on average fewer than 150 steps when started from a random geometry. However, the barriers between funnels remain, and so the success of basin-hopping for double-funnel PES’s must be explained in terms of the different thermodynamics for the transformed landscape. ###### Acknowledgements. J.P.K.D. is the Sir Alan Wilson Research Fellow at Emmanuel College, Cambridge. D.J.W. is grateful to the Royal Society and M.A.M. to the Engineering and Physical Sciences Research Council for financial support. We would also like to thank Dr David Manolopoulos for his suggestion that disconnectivity graphs could be used to probe the transformed energy landscape used by the basin-hopping algorithm.
no-problem/9903/cond-mat9903090.html	ar5iv	text	# Barkhausen avalanches in anisotropic ferromagnets with 180^∘ domain walls ## Abstract We show that Barkhausen noise in two-dimensional disordered ferromagnets with extended domain walls is characterized by the avalanche size exponent $`\tau _s=1.54`$ at low disorder. With increasing disorder the characteristic domain size is reduced relative to the system size due to nucleation of new domains and a dynamic phase transition occurs to the scaling behavior with $`\tau _s=1.30`$. The exponents decrease at finite driving rate. The results agree with recently observed behavior in amorphous Metglas and Fe-Co-B ribbons when the applied anisotropic stress is varied. Barkhausen noise measured in disordered ferromagnets at low temperatures under the condition of slow driving by an external field through the hysteresis loop exhibits scaling behavior without tuning of any parameter . The scaling properties of Barkhausen avalanches obtained in various alloys can be grouped in three distinct universality classes differentiated by the value of the avalanche size exponent as $`\tau _s1.3`$, $`\tau _s1.5`$, and $`\tau _s1.7`$. However, the origin of the scaling of Barkhausen noise (BN) and the occurrence of different universality classes is still not fully understood. The above mentioned measurements are done mostly on thin ribbon samples (thickness $`d<200\mu m`$). The variety of measured scaling exponents can be attributed to the differences in the applied driving conditions and to the diversity of domain structures occurring in different samples. It was found that the exponents decrease continuously with increasing driving rate . The structure of domains in commercial alloys has been studied by variety of techniques (see for instance ). In thin ribbons of the amorphous Metglas Fe-B-Si and Fe-Co-B alloys which are annealed in a parallel field or under an applied anisotropic stress a structure with few domains occurs with $`180^{}`$ domain walls parallel to the anisotropy axis. The demagnetizing fields, which depend on the form of the sample, and the range of interactions play an important role for the equilibrium domain structure as well as for the domain-wall dynamics . It has been demonstrated that the domain structure in the amorphous Metglass and Fe-Co-B alloys can be controlled by varying tensile stress and that short-range interactions dominate over dipolar forces . In addition, in these systems the demagnetizing fields are minimized with longitudinal anisotropy . Hence, in our study we can neglect dipolar forces, but we take into account the existence of domain walls. Numerical studies of BN using short-range Ising models with various types of disorder (see also for more realistic type of interactions) usually start from a uniform ground state and nucleate a random pattern of clusters of reversed spins by increasing the external field, thus neglecting the preexisting domain structure. In this paper we simulate Barkhausen avalanches using a model with preexisting extended domain walls which are confined in two dimensions, motivated by the stress-induced anisotropy in realistic systems . Increasing the external magnetic field the domain wall may either move through a random medium or new domains may nucleate when this is energetically favorable . It has been suggested recently that interface depinning in a random medium is responsible for the scaling behavior of BN , however, models of an elastic interface yield scaling exponents which are lower than the measured ones . In this work we use a ferromagnetic model with short-range interactions and a random-field pinning and we show that the results compare well with two universality classes of measured scaling exponents. In addition, a dynamic phase transition between these two scaling behaviors appears when the strength of disorder (or size of the domains) is tuned. It has been recognized recently that disorder effects are enhanced leading to smaller domain sizes by decreasing either tensile stress or grain sizes . Motivated by these suggestions, here we study the influence of disorder on the scaling properties of Barkhausen noise. We expect that the results are relevant to realistic samples in which the domain size exceeds the sample thickness. We consider an Ising model on a square lattice of size $`L\times L`$ assuming that local random fields $`h_i`$ are generated by coarse-graining from an original disorder in the presence of the external magnetic field $`H`$: $$=\underset{<i,j>}{}J_{i,j}S_iS_j\underset{i}{}(h_i+H)S_i.$$ (1) Here we set $`J_{i,j}=1`$ to be a constant interaction between nearest-neighbor spins $`S_i=\pm 1`$. Hence, all fields and energies are measured in units of $`J_{i,j}`$. A Gaussian distribution of $`h_i`$ is assumed with zero mean and width $`f`$. We create an initial domain wall in $`11`$ direction by a rotation of the lattice by $`\pi /4`$ and setting all spins except of those in the first row opposite to the external field . Periodic boundaries in the direction of the interface and fixed boundaries in the perpendicular direction are applied. The dynamics consists of a spin alignment parallel to the external field when the local field $`h_i^{loc}_jJ_{i,j}S_j+H+h_i`$ exceeds zero. For the simulation of a hysteresis loop the field updates are adjusted to the minimum local field (infinitely slow driving), thus the driving field is uniform in space but fluctuates in time. We also briefly discuss the effects of finite driving rates. It should be stressed that at each time step we update all spins, which is suitable for a globally driven magnetic system. In this way new domains are nucleated when it is energetically allowed, in contrast to models of driven interfaces, where an update is restricted only to the sites located next to the interface, resulting in “percolation” growth even at high disorder . Another important feature of our model is the anisotropy due to the initial conditions: the threshold driving forces in the parallel and perpendicular directions appear to be different. This model has the following advantages: (1) In the limit of vanishing disorder the $`11`$ interface can be moved by an infinitesimally small field. This bypasses the problem of threshold energy $`2J`$, which occurs in an $`10`$ interface implying that a large lattice size have to be used in order to find a spin with a random field large enough to surmount the energy barrier. Therefore, here we can apply smaller lattice sizes and vary disorder configurations (we use up to $`2\times 10^3`$ configurations and up to $`L=400`$). (2) The $`11`$ interface depinns at infinitesimally small field at low disorder $`f0`$. Hence, an upper limit of disorder $`f^{}`$ exists at which depinning is no longer possible, and nucleation of new domains in the interior becomes favorable at large enough fields. This feature comprises an important difference compared to the model of Ref. , where nucleation of a single spanning cluster at $`f0`$ requires energy threshold $`4J`$, and thus becomes obscured by finite lattice size and large fields. Fig. 1 shows snapshots of simulated systems for high and low disorder. For low disorder only domain wall motion occurs. For values of $`f`$ that exceed a certain critical value $`f^{}`$ (determined below), domains nucleate inside the system, thus leading to the same structure of clusters as in systems without an initial domain wall . These two regions are shown in the phase diagram in Fig. 2 together with simulation results for the coercive fields $`H_0(f)`$ of the hysteresis and the critical fields $`H_c(f)`$ of the depinning transition (explained below). We apply the quasi-static driving described above (an example of time series of field increments is given in the inset to Fig. 2) and monitor the motion of domain walls. The number of flipped spins $`s`$ between two consecutive locally stable configurations of the wall determines the size of Barkhausen avalanche. The avalanche size distribution $`D(s,f)`$ is shown in Fig. 3 for various values of disorder $`f`$. Taking the avalanche statistics along the ascending part of the hysteresis loop (until eventually depinning occurs) and averaging over many disorder configurations we find the slopes according to $`D(s)s^{\tau _s}`$ as $`\tau _s=1.54`$ for $`f0.6`$, and $`\tau _s=1.30`$ above $`f^{}0.6`$. The cut-off also decreases with $`f`$. A similar behavior was found experimentally in Metglas 2605TCA in Refs. . With the stress $`\sigma `$ varying in the range from 0 – 525 MPa the slopes of the size distributions are reported to vary from 1.29 to 1.60, and the cut-offs increase . In $`\mathrm{Fe}_{64}\mathrm{Co}_{21}\mathrm{B}_{15}`$ the measured slope was 1.28 for $`\sigma `$ up to 140 MPa. The applied anisotropic stress stretches the domain walls, thus for the degree of disorder $`f`$ we have $`f1/\sigma ^x`$. We also measure the distributions of the linear extensions of avalanches in the directions parallel ($`w`$) and perpendicular ($`h`$) to the wall leading to the anisotropy exponent $`\zeta (\tau _w1)/(\tau _h1)=0.92`$. (See Table 1). In the low disorder region the domain wall depinns when the driving field exceeds a critical value $`H_c(f)`$. To investigate the depinning transition we start with a flat wall and apply a constant field $`H`$ measuring the long-time limit of the domain wall velocity $`v`$, which is defined as the number of flipped spins per internal time step relative to $`L`$. The velocity averaged over 2000 disorder realizations, $`[v]`$, is the order parameter of the depinning transition. Here $`[v]`$ and its fluctuations are obtained for $`L=`$100, 200, and 400 and the critical exponents and critical fields $`H_c(f)`$ (also shown in Fig. 2) are determined by a finite size scaling plot of the general form $$Y(X,L)=L^{Z_Y}𝒴(L^{1/\nu }X)$$ (2) with $`X(HH_c(f))/H_c(f)`$ (see Table 1, left side, and Ref. ). Here $`Z_Y\beta /\nu `$ for the analysis of the order parameter $`[v]`$, and $`Z_Y\gamma /\nu `$ for the analysis of the fluctuations of $`[v]`$. Our results are compatible with the correlation length exponent $`\nu =1.23\pm 0.04`$, $`\beta =0.43\pm 0.03`$, and $`\gamma =1.52\pm 0.06`$. The exponents are universal in the region $`0.35f0.6`$. Using the scaling relation $`\beta /\nu =z\zeta `$ valid for the depinning transition we find the dynamic exponent $`z=`$1.27. Then the relation $`D(\tau _s1)=z(\tau _t1)`$, where the fractal dimension of anisotropic avalanches is $`D=1+\zeta `$, leads to the duration exponent $`\tau _t=`$1.83. These results are in good agreement with universal criticality in a class of driven dynamical systems recently discussed in Ref. . The fraction of active sites at time $`t`$ scales as $`N(t)t^\kappa `$, with $`\kappa =D/z1=0.51`$, compared with 0.58 in . The value for the exponent $`\nu `$ compares well with one in . For the (local) roughness exponent $`\zeta `$ values in the literature ranging from 0.5 to 1.23 can be attributed to the influence of the anisotropy , elasticity of the interface , distribution of disorder , and driving conditions . Further analysis, e.g., by the dynamic renormalization group, is necessary in order to determine if the value $`\zeta =0.92`$ found in this work represents a new universal behavior or a crossover due to finite size effects. This value suggests closeness to the class of models with vanishing interface velocity and self-organized depinning . At low disorder lateral motion of the interface makes it possible to overcome strong pinning centers and to maintain the self-affine growth (see Fig. 1). However, at the transition we find $`\varphi 2\nu (1\zeta )\beta =0.23`$, thus $`\lambda _{eff}0`$ resulting in a different critical behavior compared to the case $`\lambda _{eff}\mathrm{}`$ studied in Refs. . In order to determine the largest disorder where depinning is still possible, $`f^{}`$, we can formally extend the above study of the domain wall velocity now averaged over hysteresis loop and disorder $`[<v>]`$, and the corresponding susceptibility. Applying then Eq. (2) with $`X(ff^{})/f^{}`$ (scaling collapse is shown in the inset to Fig. 3) we find $`f^{}=0.61\pm 0.02`$ and the exponents $`\beta `$, $`\gamma `$ and $`\nu `$ shown in Table 1, right side. In the region of high disorder $`f>f^{}`$ nucleation of new domains of finite size which are blocking each other’s spatial extent becomes the dominant feature which determines the scaling properties of BN (see Table 1 (right)). The section of power-law behavior of the distribution of avalanches increases with decreasing $`f`$, in qualitative agreement with increasing stress in experiments . In the inset to Fig. 4 the distribution of avalanche durations is shown for various values of $`f`$ above $`f^{}`$. The main Fig. 4 shows the scaling plot $`P(t,f)=(\delta f)^{z\nu \tau _t}𝒫(t(\delta f)^{z\nu })`$, where $`\delta f(ff^{})/f^{}`$, obtained by using $`f^{}=0.62`$ and the products of the exponents $`z\nu \tau _t=4.43`$ and $`z\nu =2.98`$. ¿From a similar scaling collapse of the size distribution we find $`D\nu \tau _s=5.61`$ and $`D\nu =4.30`$. Thus, these values together with the ones in Table 1 (right) lead to $`\nu =2.3\pm 0.1`$, $`\beta =0.12\pm 0.03`$, and $`\gamma =5.2\pm 0.1`$. Note that the value of $`f^{}=0.62`$ within statistical error bars $`\pm 0.03`$, which we estimated from two different types of scaling fits (see Figs. 3 and 4) is by no means definitive. (The error bars are expected to increase when more scaled quantities or wider range of system sizes are explored). However, since no exact results are available, this value can be regarded as a rough estimate of the critical disorder. By applying a finite driving rate $`r\mathrm{\Delta }H/H_{max}`$, where $`H_{max}`$ is the saturation field, the cut-offs of the distributions in the high disorder region increase (see also ). Whereas slopes of the distribution decrease with $`r`$ due to mainly the coalescence of avalanches. For the size of avalanches we find, for instance for $`f=0.88`$, $`\tau _s=1.18`$ for $`r=0.01`$, and $`\tau _s=1.10`$ for $`r=0.02`$. In conclusion, we have shown that the anisotropic 2-dimensional motion of domain walls pinned by quenched impurities and short-range interactions are relevant for the scaling behavior of Barkhausen noise in the presence of extended domain walls. We find two universality classes with $`\tau _s=1.54`$ and $`\tau _s=1.30`$, in a good agreement with experiments in amorphous Fe-B-Si and Fe-Co-B ribbons under anisotropic stress. By slow driving the scaling behavior is robust in a wide range of the driving field and disorder (or stress) values. These two universality classes correspond to the motion of extended domain walls (i.e., at low disorder or high stress), and many finite domains (high disorder or low stress), respectively. The scaling exponents decrease with finite driving rate. We find that the domain structure changes via a dynamic phase transition at a critical disorder, which can be directly monitored in experiments by tuning uniaxial stress. ###### Acknowledgements. This work was supported by the Ministry of Science and Technology of the Republic of Slovenia and by the Deutsche Forschungsgemeinschaft through Sonderforschungsbereich 166.
no-problem/9903/cond-mat9903020.html	ar5iv	text	# Diffusion of particles moving with constant speed ## I Introduction The propagation of light through a stochastic medium is traditionally described in the context of astrophysics by a Boltzmann transport equation for the specific intensity $`I(\stackrel{}{r},\stackrel{}{\mathrm{\Omega }},t)`$ in a heuristic Radiative transfer theory . However, since the general analytic solutions are unknown, one resorts to the diffusion approximation which can be shown to arise out of the Radiative transport equation in the limit of large length scales $`L>>l^{}`$, where $`l^{}`$ is the transport mean free path of light in the medium . Recently there has been considerable interest in the description of multiple light scattering at small length scales $`(Ll^{})`$ and small time scales ($`tt^{}`$ where $`t^{}`$ is the transport mean free time), both from the point of fundamental physics and from the point of medical imaging, where the early arriving ‘snake’ photons are used to image through human tissues . It has been experimentally shown that the diffusion approximation fails to describe phenomena at distances of $`L<8l^{}`$ . Moreover the diffusion approximation which is strictly a Wiener process for the spatial co-ordinates of a particle is physically unrealistic. It holds in the limit of the mean free path $`l^{}0`$ and the speed of propagation $`c\mathrm{}`$ while keeping the diffusion coefficient $`D_o=\frac{cl^{}}{3}`$ constant. Thus the diffusion approximation neither accounts for a finite mean free path nor for a finite and constant speed of the particle which is charecteristic of light propagation in a stochastic medium. While approximately describing light as a particle the constancy of speed should be preserved at the very least. Hence it is of importance to develop better and alternative schemes to the diffusion approximation and also address the difficult question of the process of randomization of a directional beam in such media. For a particle moving with fixed speed in a one-dimensional disordered medium, it has be shown that the probability distribution function $`P(x,t)`$ for the displacement satisfies the telegrapher equation exactly. However, generalizations of the telegrapher equation to higher dimensions have been shown not to yield better results than the diffusion approximation . Recently there have been a few attempts to overcome the shortcomings of the diffusion approximations and attack this problem using the concept of photon paths. In Ref., a Monte-Carlo approach was used to simulate photon paths and calculate their probabilities. An important advance was made in Refs., where the propagator for photons in highly forward scattering media was expressed as a Feynman path integral. However, this attempt has had only limited success in that it was possible to calculate the probability distribution subject to the constraint of constant photon speed only in the weaker (average) sense i.e., $`_0^t\left[(\frac{d\stackrel{}{r}}{dt})^2c^2\right]𝑑t=0`$. Moreover in addressing the backscattering from a semi-infinite medium and reflection/transmission from a finite slab , the absorbing boundary conditions have not been rigorously implemented and it would be inappropriate to compare these to experimental data. It should be mentioned here that the Ornstein-Uhlenbeck (O-U) theory of Brownian motion would also be able to incorporate the finiteness of the mean free path and a well defined root-mean-squared (rms) velocity but assuming, of course a distribution of speeds. This process has been compared with Monte-Carlo simulations and used to explain the lowering of the effective diffusion coefficient measured in pulse transmission experiments through thin slabs . It can be shown that the finite r.m.s speed defined by the fluctuation-dissipation theorem for the O-U process is a stronger global constraint than the average speed constraint imposed in Ref.. The next important step in describing these photon random walks with a constant speed was undertaken in Ref., where the authors describe this process as a non-Euclidean diffusion on the velocity sphere and intuitively put down a kind of a general Boltzmann equation for photons in a highly forward scattering medium. The solution to this equation was expressed as a path integral, which was then evaluated by a standard cumulant decomposition truncated after the second cumulant. This yields a gaussian distribution similiar to the Ornstein-Uhlenbeck process. More recently, an explicit derivation of the Feyman path integral representation for the propagator of the radiative transfer equation has been given . Here it was again evaluated by truncating the cumulant expansion after the second term. This was justified by declaring that photons are massless and non-interacting. However, the imposition of the speed constraint would not allow this gaussian approximation. In this paper, we describe the light propagation in stochastic media as the motion of a kind of Brownian particle on which the fluctuating forces act only perpendicular to the direction of its velocity. This is effective in strictly and dynamically preserving the speed of the particle. This process is shown to correspond to a diffusion in the angular co-ordinate in the velocity space for a white noise disorder. Exact expressions for the moments of the space variables are presented and the second cumulant approximation is shown to yield a gaussian expression similiar to the traditional Ornstein-Uhlenbeck theory of Brownian motion. An expression is derived for the probability distribution for large force strengths which preserves the light cone. The exact Fokker-Planck equation for the probability distribution is derived from the stochastic Langevin equations for a white noise process. Numerical solutions of this equation are presented . It is shown that the probability distribution in infinite media is strongly forward peaked for short times and randomizes only at times of about $`8t^{}`$ to $`10t^{}`$. We have also solved numerically the equation for a semi-infinite geometry and obtained the persistence exponent of $`0.435i\pm 0.005`$ in 2-dimensions for this process. Solutions for a finite geometry are also given, showing that the effective diffusion coefficient as measured in a pulse transmission experiment through very thin slabs ($`Ll^{}`$) would be lowered. The effect of light amplification in the slab is examined briefly. ## II The modified Ornstein Uhlenbeck process Light scattering in a stochastic medium is treated as a probabilistic process where each scattering event only changes the direction of the photon. The wave nature and polarization effects are ignored and light is treated as a particle in a medium which exerts transverse fluctuating forces on the particle. It should be remarked here that while the actual disorder is maybe in space (quenched disorder), all current treatments including ours, are in terms of a Brownian motion (temporal disorder i.e., a stochastic process). This is a valid approximation for incoherent transport in the weak scattering limit ($`kl^{}>>1`$ where $`k=\frac{2\pi }{\lambda }`$, $`\lambda `$ being the wavelength of light in the medium. The equation for the motion of a randomly accelerated particle with the special condition that the random forces always act only perpendicular to the velocity can be written as, $$\ddot{\stackrel{}{r}}=\dot{\stackrel{}{r}}\times \stackrel{}{f}(t)$$ (1) This we term as the modified Ornstein-Uhlenbeck process. We will consider two dimesions for simplicity, and write $`\ddot{x}`$ $`=`$ $`f(t)\dot{y}`$ (2) $`\ddot{y}`$ $`=`$ $`f(t)\dot{x}`$ (3) where the force term $`f(t)`$ is a random funtion of time. We will assume a delta-correlated force with gaussian distribution. i.e., $`f(t)`$ $`=`$ $`0`$ (4) $`f(t)f(t^{})`$ $`=`$ $`\mathrm{\Gamma }\delta (tt^{})`$ (5) and all higher moments of $`f(t)`$ being zero. This makes our treatment most valid for a very dense collection of highly forward scattering weak anisotropic scatterers. This set of stochastic Langevin equations yield on integration a first constant of integration $`\dot{x}^2+\dot{y}^2=c^2`$, where $`c`$ is the constant speed. So we can choose $`\dot{x}=c\mathrm{cos}\theta (t)`$ and $`\dot{y}=c\mathrm{sin}\theta (t)`$ where $`\theta (t)`$ is some function of $`t`$. $`\theta `$ is recognised to be the angular co-ordinate in the velocity space. Substituting these expressions back into equation(2,3), we obtain $`\dot{\theta }=f(t)`$ or $$\theta (t)\theta _0=_0^tf(t)𝑑t$$ (6) Hence $`\theta (t)`$ follows a Wiener process and we can write the probability for $`\theta (t)`$ as $$P_t(\theta )=\left(\frac{1}{2\pi \mathrm{\Gamma }t}\right)^{\frac{1}{2}}\mathrm{exp}\left\{\frac{(\theta \theta _0)^2}{2\mathrm{\Gamma }t}\right\}$$ (7) This is the result for a diffusion in $`\theta `$ the angular co-ordinate in the velocity space, and we recognise this modified O-U process to be a random walk on the circle of radius $`c`$ in the velocity space. Constraining $`\theta `$ to the range $`[0,2\pi ]`$, we get the marginal probability distribution for $`\theta `$. $$P_t(\theta )=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\left(\frac{1}{2\pi \mathrm{\Gamma }t}\right)^{\frac{1}{2}}\mathrm{exp}\left\{\frac{(\theta \theta _0+2n\pi )^2}{2\mathrm{\Gamma }t}\right\}$$ (8) The value of $`\theta _0`$ can be conveniently chosen to be zero. Now we will derive the probability distribution function in the phase space. Consider the system of Stochastic Langevin equations $`\dot{x}=u`$ (9) $`\dot{y}=v`$ (10) $`\dot{u}=f(t)v`$ (11) $`\dot{v}=f(t)u`$ (12) Let $`\mathrm{\Pi }(x,y,u,v)`$ be the phase space density of points for the given system and $`𝐔`$ be the vector $`(x,y,u,v)`$. Now, $`\mathrm{\Pi }`$ satisfies the stochastic Liouville equation. $$\frac{\mathrm{\Pi }}{t}+_𝐔\left(\dot{𝐔}\mathrm{\Pi }\right)=0$$ (13) where $`_𝐔=(\frac{}{x},\frac{}{y},\frac{}{u},\frac{}{v})`$. Substituting for $`𝐔`$ and averaging over all possible configurations of disorder, by the van Kampen Lemma , the probability distribution $`P(x,y,u,v)=\mathrm{\Pi }(x,y,u,v)`$ and satisfies, $$\frac{P}{t}+u\frac{P}{x}+v\frac{P}{y}v\frac{}{u}f(t)\mathrm{\Pi }+u\frac{}{v}f(t)\mathrm{\Pi }=0$$ (14) By the Novikov theorem for a white noise process $`f(t)`$, $`f(t)\mathrm{\Pi }[f(t)]`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}{\displaystyle \frac{\delta \mathrm{\Pi }[f]}{\delta f(t)}}`$ (15) $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}\left(v{\displaystyle \frac{P}{u}}u{\displaystyle \frac{P}{v}}\right)`$ (16) Using the above, we obtain for P(x,y,u,v) the differential equation $$\frac{P}{t}+u\frac{P}{x}+v\frac{P}{y}=\frac{\mathrm{\Gamma }}{2}\left(u\frac{}{v}v\frac{}{u}\right)^2P$$ (17) Now expressing u and v in terms of the angular co-ordinate $`\theta `$, we finally get $$\frac{P}{t}+c\mathrm{cos}\theta \frac{P}{x}+c\mathrm{sin}\theta \frac{P}{y}=2\mathrm{\Gamma }\frac{^2P}{\theta ^2}$$ (18) This differential equation explicitly preserves the constancy of the speed of the photon. This Fokker-Planck equation is the same equation (in two dimensions) which was written down in Ref.. It is rigorously proved therein that this has a path integral solution and the two approaches are equivalent. It appears that this equation has solutions in terms of Mathieu functions. However we have not been able to analytically solve the equation. The moments of the displacements can however be calculated analytically. The displacements can be written in terms of $`\theta `$ as $`xx_0`$ $`=`$ $`{\displaystyle _0^t}c\mathrm{cos}\theta d\theta `$ (19) $`yy_0`$ $`=`$ $`{\displaystyle _0^t}c\mathrm{sin}\theta d\theta `$ (20) Using these and a gaussian distribution for $`f(t)`$, we get $`xx_0`$ $`=`$ $`{\displaystyle \frac{2c}{\mathrm{\Gamma }}}\mathrm{cos}\theta _0\left(1e^{\frac{\mathrm{\Gamma }t}{2}}\right)`$ (21) $`yy_0`$ $`=`$ $`{\displaystyle \frac{2c}{\mathrm{\Gamma }}}\mathrm{sin}\theta _0\left(1e^{\frac{\mathrm{\Gamma }t}{2}}\right)`$ (22) $`(xx_0)^2`$ $`=`$ $`c^2\left[{\displaystyle \frac{2t}{\mathrm{\Gamma }}}{\displaystyle \frac{2}{3}}\left({\displaystyle \frac{2}{\mathrm{\Gamma }}}\right)^2\left(1e^{\frac{\mathrm{\Gamma }t}{2}}\right){\displaystyle \frac{1}{12}}\left({\displaystyle \frac{2}{\mathrm{\Gamma }}}\right)^2\left(1e^{\mathrm{\Gamma }t}\right)\right]`$ (23) $`(yy_0)^2`$ $`=`$ $`c^2\left[{\displaystyle \frac{2t}{\mathrm{\Gamma }}}{\displaystyle \frac{4}{3}}\left({\displaystyle \frac{2}{\mathrm{\Gamma }}}\right)^2\left(1e^{\frac{\mathrm{\Gamma }t}{2}}\right)+{\displaystyle \frac{1}{12}}\left({\displaystyle \frac{2}{\mathrm{\Gamma }}}\right)^2\left(1e^{\mathrm{\Gamma }t}\right)\right]`$ (24) $`(xx_0)(yy_0)`$ $`=`$ $`0`$ (25) This reproduces the result of the traditional Ornstein-Uhlenbeck process in that the first moment saturates at a mean free path $`l^{}`$ and the second moment increases linearly with time at long times ($`\mathrm{\Gamma }t/21`$). For short times ($`\mathrm{\Gamma }t/21`$), the longitudinal spread $`\mathrm{\Delta }x^2t^2`$ and the lateral spread $`\mathrm{\Delta }y^2t^3`$ which are considerably slower than the diffusive linear behaviour. From these relations, we identify the mean free time $`t^{}`$ to be $`\frac{2}{\mathrm{\Gamma }}`$ and the transport mean free path $`l^{}=ct^{}`$. The diffusion coefficient is identified as the coefficient of the linear term of the second moment i.e., $`\frac{c^2}{\mathrm{\Gamma }}`$ It is of interest to note that an analytic expression for moments of all orders for the displacements can be obtained. This expression is given in the Appendix. The marginal probability distribution function $`P(x,y,t;x_0,y_0,0)`$ can be written in terms of a cumulant expansion (See the Appendix). Truncation of the cumulant series after the second term yields the result of Ref. for the probability distribution. $`P(x,y,t;x_0,y_0,0)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi det(M)}}\mathrm{exp}\left\{{\displaystyle \frac{M_{ij}^1}{2}}(\stackrel{}{r}\stackrel{}{r_0}\stackrel{}{a})_i(\stackrel{}{r}\stackrel{}{r_0}\stackrel{}{a})_j\right\}`$ (26) $`\stackrel{}{a}`$ $`=`$ $`{\displaystyle \frac{2c}{\mathrm{\Gamma }}}(1e^{\mathrm{\Gamma }t/2})(\mathrm{cos}\theta _0,\mathrm{sin}\theta _0)`$ (27) $`M_{ij}`$ $`=`$ $`(\stackrel{}{r}\stackrel{}{r_0})_i(\stackrel{}{r}\stackrel{}{r_0})_j(\stackrel{}{r}\stackrel{}{r_0})_i(\stackrel{}{r}\stackrel{}{r_0})_j`$ (28) The distribution is gaussian in this approximation and similiar to the distribution for the traditional O-U process . Thus it does not exactly preserve the light cone and would appear to constrain the speed only in an average sense. Higher cumulants would be required to describe this feature of fixed speed. An approximate solution which preserves the light cone can be obtained under the assumption that $`\theta `$ is completely randomized in time $`t^{}`$, so that $`\theta `$ has a uniform distribution over $`[0,2\pi ]`$. This can be justified in the limit of large force strength ($`\mathrm{\Gamma }`$), when the scattering events change the momentum by a large amount. Now the time can be discretized on this time-scale and the probability distribution can be written as $$P(x,t;x_0,0)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\omega e^{i\omega (xx_0)}\mathrm{exp}[i\omega c\underset{j=1}{\overset{n}{}}\mathrm{cos}\theta _jt^{}]$$ (29) where we have used that at $`t=0`$, the angle $`\theta `$ was uniformly distributed. To evaluate the average, we will use the fact that in this approximation, each $`\theta _j`$ is independent of all others, giving $$\mathrm{exp}[i\omega c\underset{j=1}{\overset{n}{}}\mathrm{cos}\theta _jt^{}]=\left[J_0(\omega ct^{})\right]^n$$ (30) where $`J_0`$ is the ordinary Bessel’s function of order zero. Using $`n=t/t^{}`$, we have $$P(x,t;x_0,0)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\omega e^{i\omega (xx_0)}\left[J_0(\omega ct^{})\right]^{t/t^{}}$$ (31) Using the fact that the Fourier transform of $`J_0(\omega ct^{})`$ is zero for $`\left\|xx_0\right\|>ct^{}`$ and the fact that $`P(x,t,x_0,0)`$ is an $`n^{th}`$ convolution of $`J_0(\omega ct^{})`$, it is seen that $`P(x,t,x_0,0)`$ is zero for $`\left\|xx_0\right\|>nct^{}=ct`$. Thus the light cone is preserved. In fig-1, we plot the $`P(x,t,x_0,0)`$ obtained by numerical evaluation for different times. It is seen that for $`t=t^{}`$, the probability is accumulated at the light front, and all the curves show a cut-off at $`\left\|xx_0\right\|=ct`$. At long times, using the Laplace approximation, we have (for large $`n`$); $`\left[J_0(\omega ct^{})\right]^n`$ $``$ $`\mathrm{exp}\left\{{\displaystyle \frac{c^2t_{}^{}{}_{}{}^{2}\omega ^2n}{4}}\right\}`$ (32) $`P(x,t;x_0,0)`$ $``$ $`\left({\displaystyle \frac{1}{\pi c^2t^{}t}}\right)^{1/2}\mathrm{exp}\left\{{\displaystyle \frac{(xx_0)^2}{c^2t^{}t}}\right\}`$ (33) Thus we recover the diffusion limit at long times. ## III Numerical Solutions and Results In this section , numerical solutions for the differential equation (18) are presented. The particle is released in the $`xy`$ plane at the origin (generally) along an initial direction $`\theta _0`$. Here $`\theta `$ is the angle made by the velocity vector with the $`x`$-axis. Let us first further simplify by assuming invarience with respect to $`y`$ i.e., we have a line source along the $`y`$ axis. Then the derivative with respect to $`y`$ drops out and and we have a partial differential equation in three variables. This is essentially a parabolic equation with an advective term. To numerically propagate the probability distribution in time, we use an alternating direction implicit -explicit method for $`x`$ and $`\theta `$. A local von Neumann stability analysis shows that this differencing scheme is unconditionally stable. The initial condition is a $`\delta `$-function at $`x=0,\theta =0`$ which is approximated by a sharp gaussian for numerical purposes. For infinite media, the boundary condition $`P(x,t)=0`$ for $`\left\|x\right\|>ct`$ is used. For a semi-infinite medium $`\mathrm{}<x<L`$ with an absorbing boundary at $`x=L`$, the appropriate boundary condition is given by $`P(L,\theta ,t;x_0,\theta _0,0)=0`$ for $`\pi <\theta <\pi /2`$ and $`\pi /2<\theta <\pi `$, corresponding to no flux entering the medium from free space. Also, we can write the Fokker-Plank equation in the form of a continuity equation. $`{\displaystyle \frac{P}{t}}+\stackrel{}{ȷ}=0`$ (34) $`=\widehat{e}_x{\displaystyle \frac{}{x}}+\widehat{e}_\theta {\displaystyle \frac{}{\theta }}`$ (35) $`\stackrel{}{ȷ}=\widehat{e}_x\mathrm{cos}\theta P+\widehat{e}_\theta \mathrm{\Gamma }{\displaystyle \frac{P}{\theta }}`$ (36) Since $`\mathrm{\Gamma }=0`$ outside the medium, we can conclude that the current density $`\stackrel{}{ȷ}`$ in the real ($`x`$) space is conserved across the boundary in the forward direction $`(\pi /2<\theta <\pi /2)`$ while the current density in the velocity ($`\theta `$) space is not conserved. This explains why the output flux at the boundary is proportional to the value of the probability distribution function at the boundary itself ( rather than the space derivative of the probability distribution $`(\frac{P}{x})`$ given by Fick’s law ) as observed in experiments . For a finite slab we use a similiar boundary condition at the other boundary. In Fig-2, we show the probability distributions in an infinite medium with the initial condition, $`P(x,\theta ,t=0)=\delta (x)\delta (\theta )`$. It is clearly seen that the probability distribution for times upto $`5t^{}`$ is peaked in the forward direction $`\theta 0`$ for $`x>0`$, with a tail in the backward direction $`(\theta \pm \pi )`$ at $`x<0`$. There is also a clear cut off at $`\left\|x\right\|=ct`$, which is prominently noticeable for positive $`x`$. The small amount of tailing arises from the finite width of the gaussian by which the $`\delta `$-function was approximated. One can also note that the probability distribution becomes almost flat along the $`\theta `$-axis only at times of about eight times the mean free time ($`8t^{}`$). In Fig-3, the first and second moments of the $`x`$ co-ordinate are shown. The solid lines show the analytical results of equation(21 and 23) and the symbols($``$) represent the results of the numerical solutions. Excellent agreement is found between them. In Fig-4, we show the marginal probability distribution for $`x`$ i.e., $`P(x,t;x_0,\theta _0,0)=_\pi ^\pi 𝑑\theta P(x,\theta ,t;x_0,\theta _0,0)`$. At short times ($`t3t^{}`$), there is a clear ballistic peak, separate from the more randomized tail. The probability distribution for these times is also clearly forward-peaked. One can also note that the probability distribution randomizes and becomes almost gaussian, centred at $`xl^{}`$ only at times $`t8t^{}`$. As noted above, this is also the time by which the angular coordinate $`\theta `$ randomizes. This is when the diffusion approximation becomes valid. This can be understood by noting that, by equation(7), the time required for $`P_t(\theta )`$ to attain an angular width of $`2\pi `$ is $`T`$ where $`T`$ is given by $`\mathrm{\Delta }\theta ^2=(2\pi )^22\mathrm{\Gamma }T`$. This yields (using $`\mathrm{\Gamma }/2=t^{}`$) a value of $`T=\pi ^2t^{}10t^{}`$ for the randomization time. Thus we now have a clear picture of the reason for this long known experimental fact . This forward peaked behaviour at short times also illustrates the deficiency of the second cumulant approximation where the probability distribution is a Gaussian and symmetric about the first moment. Higher cumulants are clearly required to describe these asymmetric features. The probability distribution functions for a semi-infinite medium are shown in Fig-5. Here the particle is released at the origin inside the random medium and the initial direction is towards the boundary (in this case at $`x=4l^{}`$) For times lesser than $`4t^{}`$, there is no difference in the probability distribution from the case of the infinite medium. This is because the wave front has not propagated upto the boundary and the effect of the boundary is not felt. This is to be contrasted with the diffusion approximation where the effect of the boundary is felt everywhere simultaneously and causality is violated. At long times the probability distributions attain a typical shape with a long tail at negative $`x`$ within the medium and a sharp cut-off at the boundary. In Fig-6, we show the marginal probability distribution for $`x`$ i.e., $`P(x,t;x_0,\theta _0,0)=_\pi ^\pi 𝑑\theta P(x,\theta ,t;x_0,\theta _0,0)`$. The value of $`P(x,t;x_0,\theta _0,0)`$ is finite at the boundary and zero outside. As seen in Fig-6b, if the points near the boundary are linearly extrapolated outside the boundary, they all roughly cross the x-axis at about $`0.7l^{}`$ which is the value of the extrapolation length used in the diffusion approximation . In Fig-7, the surviving probability inside the medium $`P_s=𝑑x𝑑\theta P(x,\theta ,t;x_0,\theta _0,0)`$ is plotted with time. For long times, this quantity should scale as $`t^\vartheta `$ where $`\vartheta `$ is the persistence exponent for this process . We have performed these calculations for several source-boundary distances and obtained a value of $`0.435\pm 0.005`$ as the persistence exponent for this process in two dimensions. Finally we present solutions for a finite slab with absorbing boundaries at $`x=\pm L`$. The particle is released from the origin at $`t=0`$ along the positive $`x`$ direction. Fig-8a shows the first and second moments of the probability with time in a thin slab of thickness $`2l^{}`$. The first and second moments initially increase as in an unbounded medium until the photon-front hits the boundary and dip before increasing again and saturating at an almost constant value. The dips occur because just after the ballistic and near ballistic components exit the slab, only the photons which are effectively moving in the opposite directions are left behind. In fact, the first moment is seen to become negative, implying that the net transport is in the backward direction for some time. The dip in the second moment implies that the photon cloud is effectively expanding at a slower rate. This would cause a lowered ’effective diffusion coefficient’ to be measured in a pulse transmission measurement. This reinforces the conclusions reached in Ref. based on Monte-carlo simulations and explains the experimental results of Ref. on a more rigorous footing. Fig.8b shows the survival probability for the case of a finite slab. This decays considerably faster than the in case of the semi-infinite slab, though at early times ($`tt^{}`$) the decay rates are comparable. The initial rates of decay are comparable because of the forward peaked nature of the probability distribution at early times, when the effect of the boundary at the back is hardly felt. This is to be compared with the mirror-image solution in the diffusion approximation, where equal weightage is given to both boundaries at all times. Finally we turn to the case of an amplifying stochastic medium. The effect of medium gain can be incorporated straight forwardly by noting that in our treatment, the time of exit from the slab directly translates into path-length traversed within the medium because speed is kept absolutely fixed. In the presence of amplification in the medium therefore, the net gain is directly proportional to the time. Thus the output flux at the boundary in a given direction is simply $`P(L,\theta ,t)\mathrm{cos}\theta \mathrm{exp}(\alpha t)`$, where $`\alpha `$ is the gain coefficient in the medium. It is thus simple to obtain a picture of amplified emission from such a medium. In Fig-9, we show the total light emitted by slab with boundaries at $`x=\pm 2l^{}`$ for several amplification factors. The photon is released from the origin in the positive $`x`$ \- direction. For large times, the output increases exponentially because of the presence of a exponential gain in the medium with no saturation. It is seen that the ballistic part is only slightly amplified while the output in the tail regions are increased considerably. To obtain a more realistic picture of lasing in random media however, one would have to consider the lasing level population depletion and saturation effects. ## acknowledgement SAR would like to thank Prof. Rajaram Nityananda for very helpful discussions. ## Appendix : Expression for the moments $`x^n`$ The $`n^{th}`$ order moment is given by $$(xx_0)^n=c^n_0^t_0^t\mathrm{}_0^t𝑑t_n𝑑t_{n1}\mathrm{}𝑑t_1\mathrm{cos}\theta (t_1)\mathrm{cos}\theta (t_2)\mathrm{}\mathrm{cos}\theta (t_n)$$ (37) Writing $`\theta (t_i)`$ as $`\theta _i`$, the quantity within the angular brackets can be expressed as follows, $`\mathrm{cos}\theta _1\mathrm{cos}\theta _2\mathrm{}\mathrm{cos}\theta _n`$ $`=`$ $`2^n(e^{i\theta _1}+e^{i\theta _1})(e^{i\theta _2}+e^{i\theta _2})\mathrm{}(e^{i\theta _n}+e^{i\theta _n})`$ (38) $`=`$ $`2^n{\displaystyle \underset{\stackrel{\sigma _1,\sigma _2\mathrm{}\sigma _n}{\sigma _i=\pm 1}}{}}\mathrm{exp}[i{\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _j\theta _j]`$ (39) This can be expressed as a path integral using a gaussian distribution for $`f(t)`$. $`\mathrm{exp}[i{\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _j\theta _j]`$ $`=`$ $`{\displaystyle 𝒟[f(t)]\mathrm{exp}\left\{_0^t\left[\frac{f^2(t^{})}{2\mathrm{\Gamma }}+i\underset{j=1}{\overset{n}{}}\sigma _jf(t^{})\right]𝑑t^{}\right\}}`$ (40) $`=`$ $`exp\left\{{\displaystyle \frac{\mathrm{\Gamma }}{2}}{\displaystyle \underset{k=1}{\overset{n}{}}}\left({\displaystyle \underset{j=k}{\overset{n}{}}}\sigma _j\right)^2(t_kr_{k1})\right\}`$ (41) where $`t_0=0`$ and we assumed a time ordering of $`t_1<t_2<\mathrm{}<t_n`$. Thus, $$(xx_0)^n=c^n(n!)2^n_0^t𝑑t_n_0^{t_n}𝑑t_{n1}\mathrm{}_0^{t_2}𝑑t_1\underset{\stackrel{\sigma _1,\sigma _2\mathrm{}\sigma _n}{\sigma _i=\pm 1}}{}\mathrm{exp}\left\{\frac{\mathrm{\Gamma }}{2}\underset{k=1}{\overset{n}{}}\left(\underset{j=k}{\overset{n}{}}\sigma _j\right)^2(t_kr_{k1})\right\}$$ (42) A similiar expression can be obtained for the $`(yy_0)^n`$ by noting that $`\mathrm{sin}\theta =\mathrm{cos}(\pi /2\theta )`$. Now we can obtain the joint probability distribution of $`x`$ and $`y`$ as $$P(x,y,t;x_0,y_0,0)=\delta (xx_0c_0^t\mathrm{cos}\theta (t^{})𝑑t^{})\delta (yy_0c_0^t\mathrm{sin}\theta (t^{})𝑑t^{})$$ (43) Expressing the $`\delta `$-functions in terms of the Fourier transforms, $$P(x,y,t;x_0,y_0,0)=\left(\frac{1}{2\pi }\right)^2_{\mathrm{}}^{\mathrm{}}𝑑\omega _x_{\mathrm{}}^{\mathrm{}}𝑑\omega _ye^{i[\omega _x(xx_0)+\omega _y(yy_0)]}\mathrm{exp}\left[ic_0^t[\omega _x\mathrm{cos}\theta (t^{})+\omega _y\mathrm{sin}\theta (t^{})]𝑑t^{}\right]$$ (44) This statistical average can be evaluated by a cumulant expansion and since we have an expression for moments of all orders, we can in principle evaluate the cumulant expansion to any desired order. FIGURE CAPTIONS Figure-1 : The marginal probability distributions $`P(x,t;x_0,0)`$ predicted by the approximate solution given by equation(28) at different times indicated in the figure. There is a clear cut-off at the light front and initially the probability accumulates at the light front (for $`t=t^{}`$). Figure-2 : The Probability distributions in the phase space of a particle in an infinite medium at different times obtained by numerically propagating equation(17). The particle is released at $`x=0`$ along the positive $`x`$ direction($`\theta =0`$) at $`t=0`$. The probability distribution is clearly forward peaked and and becomes almost flat along the $`\theta `$-axis only at times of about $`8t^{}`$. Figure-3 : The first and second moments of the displacement for the probability distribution of a particle in an infinite medium. The solid lines show the anlytical result of equation(20) and equation(22) while the symbol ( $``$ ) show the result obtained from the numerical solutions. Figure-4 : The marginal probability distribution $`P(x,t;x_0,\theta _0,0)=_\pi ^\pi P(x,\theta ,t;x_0\theta _0,0)𝑑\theta `$ at different times. The marginal probability distribution becomes almost a Gaussian at times of $`8t^{}`$. Figure-5 : The Probability distributions in the phase space of a particle in a semi-infinite medium at different times. The particle is released at $`x=0`$ along the positive $`x`$ direction($`\theta =0`$) at $`t=0`$. The absorbing boundary is located at $`4l^{}`$. The probability distribution is zero in the range $`\pi <\theta <\pi /2`$ and $`\pi /2<\theta <\pi `$ at the boundary implying there is no incoming flux into the medium. Figure-6 : The marginal probability distributions in a semi-infinite medium with an absorbing boundary at $`x=4l^{}`$. The plot on the right shows an expanded view of the distributions near the boundary. The solid straight lines are the linear extrapolations of the behaviour near the boundary. All of them are seen to cross the $`x`$-axis roughly at $`0.7l^{}`$ outside the boundary. Figure-7 : The surviving probability of the particle inside the semi-infinite medium for an absorbing boundary at $`4l^{}()`$ and $`2l^{}()`$. The persistence exponent $`\vartheta `$ is obtained from the long time behaviour of the survival probability. The lines ($`\mathrm{}`$) and ($``$) show the linear fits and give a persistence exponent of 0.4309 and 0.4364 respectively. Figure-8 : The first moments of the displacement of a particle in a finite slab of thickness $`2l^{}`$ (left plot). The right plot shows the survival probability in a semi-infinite medium and a finite slab. The distance between the point where the particle is released and the boundary is same in both case. ($`2l^{}`$). Figure-9 : Total light emitted (from both sides) by a disordered slab with amplification for different values of the gain coefficient $`A`$ in the medium. The output increases exponentially at long times.
no-problem/9903/astro-ph9903491.html	ar5iv	text	# Temperature and Emission-Measure Profiles Along Long-Lived Solar Coronal Loops Observed with TRACE ## 1 Introduction The Transition Region and Coronal Explorer (TRACE) is producing a wealth of high-quality, high-cadence, high-resolution data for the solar corona in the extreme ultraviolet (Schrijver et al. (1996); Wolfson et al. (1997); Handy et al. (1999)) that allow us to probe the spatial and temporal structure of the corona in unprecedented detail. The detailed properties of the corona are central to solving the coronal heating puzzle. Coronal loops are the most basic coronal structure, as evidenced by Yohkoh and most recently by TRACE. Theoretical studies of coronal structure and heating have thus focused on understanding loops (Landini & Monsignori Fossi (1975); Vaiana & Rosner (1978); Serio et al. (1981); Raymond & Foukal (1982); Jordan (1992); Ciaravella, Peres, & Serio (1993)). Previous and current EUV studies have found isothermal, hydrostatic loop structure (Gabriel & Jordan (1975); Aschwanden et al. 1999a, 1999b), while broadband X-ray analysis and theoretical calculations have suggested that coronal loops have temperature maxima at their tops (Rosner, Tucker, & Vaiana (1978); Serio et al. (1981); Kano & Tsuneta (1996)). Here we report a first look at temperature and emission-measure structure along the axes of coronal loops observed with TRACE (Fig. 1). The temperature diagnostic we use is the 171 Å /195 Å filter ratio (Fig. 2a). The emission measure (EM) diagnostic is the 171 Å passband count rate (DN/s/pixel, DN$`=`$data number) (Fig. 2b), as calculated using the CHIANTI atomic database (Dere et al. (1997)). ## 2 Loop Observations The data consist of observations in the 171 Å (Fe IX) and 195 Å (Fe XII) TRACE filters of four loop systems observed at the limb of the Sun (Fig. 1). The instrument resolution is 1$`\stackrel{}{\mathrm{.}}`$0. We attempted to choose relatively isolated loops that extend above the limb of the Sun in order to minimize non-loop background flux and projection effects. Since we focus here on steady loop structures, the loops selected for measurement showed little morphological variation during the selected $`12`$ hour intervals (the loops were usually observed at high cadence for considerably longer times, up to six hours, but we restrict the time interval in an attempt to minimize effects of morphological evolution and of rotation onto and off of the limb). The data set for each loop thus consists of approximately one hour of high-cadence observations, each $`1040`$ seconds long. To investigate the variation of temperature along the loop, we then selected four subimages of each loop representing (1) an area near the base of the loop (roughly 1/5 of the distance to the loop top), (2) an area approximately 1/3 of the distance to the loop top, (3) an area approximately 2/3 of the distance to the loop top, and (4) an area roughly at the loop top. Rather than consider the entire loop length, we consider the half of each loop that shows the least overlap with adjacent structures. The subimage selection attempted to contain an adequate number of pixels from the loop of interest to spatially average, while excluding pixels from the background and/or adjacent coronal structure. Each subimage contains a few hundred to a few thousand pixels. Precise loop length determinations would require analysis of possible projection effects; however, approximate loop lengths can be inferred from Figure 1. Rough estimates of the loop semilengths are $`L=10^{10}`$ cm for loops (a), (b), and (d) and $`L=5\times 10^9`$ cm for loop (c). ### 2.1 Data Reduction The data were first inspected to remove rejection-quality images.<sup>1</sup><sup>1</sup>footnotemark: 1<sup>3</sup><sup>3</sup>footnotetext: Poor-quality images are usually attributed to image contamination by energetic electrons trapped in the earth’s magnetosphere. The temperature determination uses the 171/195 filter ratio (Fig. 2a), so a sequence of 171-195 image pairs was extracted from each data set under the somewhat arbitrary constraint that each pair of images was obtained no more than two minutes apart. The resulting data set for each loop typically contains about 50 image pairs. The resulting intensity ratios were then coadded over the subimage and over the time sequence to produce a single intensity ratio, with associated error, for each data set. The 171-Å passband counts were similarly coadded to produce a single count rate per pixel, with associated error, for each data set. Two types of errors result from this analysis. First, there are errors due to noise in the data, which we consider to be based on Poisson statistics of data with approximately 100 photons per data number. Second, there is an error associated with the width of the data distribution for each subimage; the distributions are approximately gaussian, and we take the corresponding error for each subimage to be one standard deviation of the data distribution for that subimage. For both the filter ratio and passband count diagnostics, the noise error and distribution error for each data set are on the order of fractions of a percent; we thus consider the errors to be negligible for the purposes of this study. ## 3 Results and Discussion We first note some cautions/limitations regarding this analysis. First, in using the filter ratios to determine temperatures, we implicitly assume that all the material through which we look (i.e., integrated along the line of sight) at each position along the loop is at the same density and temperature. For this reason, we restrict ourselves to loop systems on the limb and measure relatively isolated loops. Second, analysis of the density structure along loops is conceptually difficult because of the intricate loop substructure evident in the images (Fig. 1). The 171/195 filter ratios and 171-Å count rates for each loop as a function of fractional distance along the loop are given in Table 1. As inspection of Figure 2a indicates, the temperature as a function of the 171/195 filter ratio is multivalued in the coronal temperature range $`\mathrm{log}(T)`$ = $`57`$, so a definitive determination of the loop temperature is not possible based on these data alone (however, we note that the temperatures of maximum formation of the 171 and 195 lines are $`\mathrm{log}(T)`$ = 6.0 and 6.2, respectively, so it is tempting to conclude that the loop temperatures are around $`\mathrm{log}(T)=6.1`$). We note, however, that it is unlikely that the temperature profiles change along the loops, since transition from, e.g., $`\mathrm{log}(T)=6.1`$ to $`\mathrm{log}(T)=6.4`$ would result in observation of considerably lower intensity ratios at intermediate points along the loop than are observed. We thus conclude that there is no significant temperature variation along the loops we consider. Furthermore, Occam’s razor suggests that all the loops share the same temperature. Theoretical loop models that include energy considerations predict a steep temperature rise in the transition region and a small, but measurable, temperature rise to a maximum at the loop top in the coronal part of the loop (see, e.g., Rosner et al. 1978; Serio et al. (1981)). In contrast, our observations show no significant temperature variation. Figure 3 shows the temperatures and emission measures<sup>2</sup><sup>2</sup>footnotemark: 2<sup>4</sup><sup>4</sup>footnotetext: Observed emission measures are calculated using $$\text{EM}=\frac{\text{DN}/\text{s}/\text{pixel}}{\text{resp}_{171}(T)}\text{ cm}^5,$$ (1) where we use $`\text{resp}_{171}[\mathrm{log}(T)=6.1]=2\times 10^{27}`$ DN/s/pixel/EM (see Fig. 2b). Theoretical emission measures are calculated using $`\text{EM}=n_e^2D`$, where $`n_e`$ is the electron number density and $`D`$ is the line-of-sight depth. for the observed loops and for three model loops: (1) an isothermal, hydrostatic loop with $`T=1.34\times 10^6`$ K, $`L=10^{10}`$ cm, a base emission measure of $`6.25\times 10^{27}`$ cm<sup>-5</sup>, and uniform line-of-sight depth along the loop; (2) loop (1), but with a line-of-sight depth that increases gradually along the loop by a factor of 4; and (3) a static, steady-state, nonisothermal loop (cf. Serio et al. (1981)) that has $`L=10^{10}`$ cm, base pressure chosen such that the loop-top temperature agrees with that of the observed loops, and uniform line-of-sight depth of $`10^{10}`$ cm; for model loop (3), the base proton number density is $`2.4\times 10^{10}`$ cm<sup>-3</sup> and the base temperature is $`2\times 10^4`$ K. Figure 3a shows the near-constant observed loop temperatures and the slight rise in the temperature structure of model loop (3). Figure 3b indicates that the observed emission-measure structure agrees better in its shape with the nonisothermal model (3) and in its magnitude with the isothermal models (1) and (2). If the observations accurately reflect the temperature and emission-measure structure in the loop, it may be that physical process(es) not included in our assumptions and model calculations exist in the observed loops. For example, the calculation for model loop (3) assumes a uniform volumetric heating rate, which may not describe actual loop heating. Furthermore, flows may introduce denser material into the loops, and mixing may homogenize the overall structure; alternatively, the hydrostatic pressure balance may be strongly affected by wave interactions with the background fluid (Litwin & Rosner (1998)). The energetic requirements of the loops we have examined may range from $`10^55\times 10^6`$ erg s<sup>-1</sup> cm<sup>-2</sup>, corresponding to line-of-sight depths of $`10^{10}10^9`$ cm; “standard” values quoted in the literature are typically $`10^7`$ erg s<sup>-1</sup> cm<sup>-2</sup> (cf. Withbroe & Noyes (1977); Vaiana & Rosner (1978)). Smaller line-of-sight depths may be possible if the filling factor is small, as in the case of filamentary emission; such a configuration would correspond to a higher, localized (filamentary) energy input at the base, consistent with localized heating events such as microflares. We do not measure any filter ratios consistent with transition-region temperatures of $`10^410^5`$ K; hence we conclude that the “footpoint” regions we choose lie above the transition region, a reasonable conclusion given that the transition region occupies roughly 3 pixels per image, and is likely to be obscured by absorbing material along the line of sight (Daw, DeLuca, & Golub 1995). An earlier study of loop temperature distributions using Yohkoh X-ray data (Kano & Tsuneta (1996)) reports loop temperatures that increase from the footpoints to maxima at the loop tops by factors of $`1.2`$. The loop temperature profiles we find vary by factors of at most 1.05. The temperatures they measured are higher by a factor of $`35`$ than the temperatures we report here. The lack of temperature variation in the EUV loops considered here (see also Gabriel & Jordan (1975); Aschwanden et al. 1999a, 1999b) invites speculation that there is a class of such isothermal loops distinct from loops with a temperature maximum at the apex. Whether the difference is due to some fundamental physical difference among loops, to a difference in the X-ray and EUV properties of loops, or to some other effect warrants further investigation. The authors thank Daniel Brown, Vinay Kashyap, Rebecca McMullen, and Clare Parnell for assistance and helpful discussions. The paper benefited from helpful comments by the referee, Carole Jordan. This work was supported by a TRACE subgrant from Lockheed Martin to the University of Chicago and by Contract NAS5-38099 from NASA to LMATC.
no-problem/9903/astro-ph9903465.html	ar5iv	text	# The Origin of Primordial Dwarf Stars and Baryonic Dark Matter ## 1. Introduction The detection of microlensing in the direction of the Large Magellanic Cloud (Alcock et al 1993; Aubourg et al 1993) has stimulated investigations into the nature of baryonic dark matter. In particular, the lack of short timescale events (Alcock et al 1997; Aubourg et al 1995) appears to favour objects more massive than brown dwarfs. This mass limit, combined with direct observational constraints, favours white dwarfs more than main sequence stars (Bahcall et al 1994; Graff & Freese 1996; Hansen 1998). However the problems associated with the chemical pollution from prior evolutionary stages (e.g. Gibson & Mould 1997) makes attempts to salvage the brown dwarf hypothesis worthwhile. Some have invoked dark clusters of brown dwarfs (Carr & Lacey 1987; Kerins 1997, De Paolis et al 1998) or spatially varying mass functions (Kerins & Evans 1998) to explain the lack of short timescale events. In this letter I will address another possibility, namely the creation of a population of cold, degenerate dwarfs with masses $`0.10.3\mathrm{M}_{}`$, which do not burn hydrogen by virtue of their unusual construction. In section 2 I will describe the formation and evolution of said dwarfs and the possibilities for their detection. In section 3 I will present a cosmological context for their formation. ## 2. Building a bigger dwarf Traditionally, star formation occurs via the inside-out collapse of a gas cloud in which radiative cooling and ambipolar diffusion remove the pressure support, allowing rapid contraction to stellar dimensions. What determines the cessation of accretion (and thus the final mass) is a matter of some debate, be it the onset of nuclear fusion, competition for gaseous resources or back-reaction from protostellar outflows. At the end of this contraction, the protostar ignites nuclear burning in the core if the density and temperature are high enough. Otherwise it becomes a degeneracy-supported brown dwarf and cools rapidly to invisibility. The dividing line between these outcomes is a mass of $`0.08\mathrm{M}_{}`$ (Burrows et al 1993). However, Lenzuni, Chernoff & Salpeter (1992) & Salpeter (1992) demonstrated that one could raise the hydrogen burning limit by accreting material onto a brown dwarf ($`0.01\mathrm{M}_{}`$) at low enough ($`10^{11}10^9\mathrm{M}_{}\mathrm{yr}^1`$) rates that the material settles onto the dwarf with low entropy. In principle, this procedure is limited only by the pyconuclear burning rate, and the hydrogen burning limit could be raised to $`1\mathrm{M}_{}`$. However, the small but finite entropy of the accreted material is likely to limit this mass to somewhat less than this (Salpeter (1992) estimates a mass limit $`0.15\mathrm{M}_{}`$). The limiting entropy of accreted metal-free material in spherical geometry is determined by the opacity minimum in the settling layer above the star, at $`3000`$ K where the competition between $`\mathrm{H}^{}`$ and $`\mathrm{H}_2`$ opacity is approximately equal (Lenzuni et al 1992). The addition of metals will raise the opacity and will eventually lower the hydrogen burning limit to original levels. On the other hand, the accretion of material from a disk (possible if the accretion is from an inhomogeneous medium) may serve to increase the limiting mass, depending on conditions at the inner edge of the disk. To explore this scenario further than the semi-analytic analysis of Salpeter, I have constructed a sequence of brown dwarf models using the same atmospheric and evolution codes used to describe old white dwarfs (Hansen 1998, 1999) while incorporating the degeneracy corrections to the nuclear burning from Salpeter (1992). I do not model the accretion process onto the dwarf as done by Lenzuni et al (1992). Given the uncertainty in the state of material accreted from a disk, I prefer to address the question in another fashion, namely; how hot can a dwarf of given mass be before nuclear burning turns it into a star? For each mass, I have constructed a cooling sequence without including nuclear burning. I then consider the effect of switching on nuclear burning at various points on the cooling sequence. For each mass there is a transition point on the sequence above which there is a slow runaway and the dwarf becomes a normal hydrogen burning star. Below the transition, nuclear burning is not strong enough to overwhelm the cooling luminosity and the star fades as a brown dwarf. Thus, I determine the range of parameter space which can accommodate brown dwarfs of varying mass. This represents the range of dwarf configurations which can potentially be constructed by the slow accretion of low entropy material.<sup>1</sup><sup>1</sup>1Deuterium burning during construction may change the adiabat for a given object, but is not strong enough to change this bound (Salpeter 1992) The first important point to note is that, for dwarfs of primordial composition, the normal hydrogen burning limit is raised to $`0.1\mathrm{M}_{}`$ as noted by Nelson (1989), a consequence of the change in boundary condition resulting from the lower atmospheric opacity. As the mass increases, the transition temperature drops rapidly as we pass through the range of masses 0.13-0.17$`\mathrm{M}_{}`$. The effective temperatures for models at the transition point are $`1500`$ K. At masses $`>0.17\mathrm{M}_{}`$, electron degeneracy in the centre leads to formation of an isothermal core where energy transport by electron conduction dominates convection. This results in lower central temperatures than the adiabatic case and the effective temperature at the transition point remains essentially constant in the range $`12001500`$ K for masses $`0.170.3\mathrm{M}_{}`$. Thus, if we allow material to be accreted with entropies appropriate to $`T_{\mathrm{eff}}1500`$ K atmospheres, the mass limit can be raised considerably above the $`0.15\mathrm{M}_{}`$ estimated by Salpeter (1992). These stars represent a configuration containing elements of both brown dwarfs (in terms of composition and lack of nuclear burning) and white dwarfs (in terms of mass and internal structure). Thus, for the purposes of clarity later, I shall refer to these ($`>0.1\mathrm{M}_{}`$) objects as ‘Beige dwarfs’. Once formed, these dwarfs will fade slowly, radiating what little thermal energy they possess, just as brown and white dwarfs do. The cooling of the various models is shown in Figure 4. The watershed nature of the $`0.15\mathrm{M}_{}`$ model is apparent. For smaller masses, the evolution is similar to that of a traditional brown dwarf, with a rapid fading to insignificance within 5-6 Gyr. The $`0.15\mathrm{M}_{}`$ model retains a significant contribution from nuclear burning for several Gyr after birth, so that it takes longer to cool and therefore is the brightest model after $`15\mathrm{G}\mathrm{y}\mathrm{r}`$. For more massive models, the central transition temperatures are low enough that the dwarfs essentially begin life in a cool, white dwarf-like configuration and do not cool significantly further within a Hubble time. Also shown is a 0.6 $`\mathrm{M}_{}`$ Carbon/Oxygen white dwarf with hydrogen atmosphere from Hansen (1999). Thus, the larger radii of the beige dwarfs mean they are $`1`$ magnitude brighter (since they have similar effective temperatures to the white dwarfs). For masses $`0.3\mathrm{M}_{}`$ the beige dwarfs will be superficially similar in appearance to white dwarfs. Figure 4 shows the colours calculated for the HST WFPC bandpasses of Holtzmann et al (1995). Furthermore, a population of such objects can be distinguished from a white dwarf population by the very different cooling sequence. Beige dwarfs are born with effective temperatures $`15003000`$ K, in which molecular hydrogen is already a strong source of opacity (e.g. Borysow, Jorgensen & Zheng 1997), so that they cannot populate a region equivalent to the upper part of the white dwarf cooling sequence (i.e. the initial redward evolution of the white dwarf track), which occurs for temperatures $`>4000`$ K. ## 3. Cosmological Considerations This particular mode of star creation requires fairly special conditions to be important. The accretion rate must be in a narrow range $`10^{11}10^9\mathrm{M}_{}.\mathrm{yr}^1`$ to yield both significant mass accretion while allowing the accreted material to retain only low entropies (Lenzuni et al 1992). Furthermore, such rates are well above the $`10^{18}\mathrm{M}_{}\mathrm{yr}^1`$ experienced in the local ISM, implying that such rates must be related to the initial conditions for the formation of such objects. Let us assume that brown dwarfs form in small clusters. Unless the process is highly efficient, there will be a substantial amount of gas present as well. For a cluster of mass M and radius R, the ambient density $`\rho 0.25M/R^3`$ and velocity $`V^2GM/R`$ yield a Bondi-Hoyle accretion rate for a $`0.01\mathrm{M}_{}`$ brown dwarf of $$\dot{M}6.4\times 10^{11}\mathrm{M}_{}\mathrm{yr}^1\left(\frac{M}{10^2\mathrm{M}_{}}\right)^{1/2}\left(\frac{R}{0.1\mathrm{pc}}\right)^{3/2}$$ (1) Such an estimate lies within the acceptable range for transformation of brown dwarfs into beige dwarfs. But we need to know what size clusters and collapsed objects do we expect from primordial star formation. The formation of primordial stars is intricately tied to the cooling mechanisms of primordial gas and thus to the formation of molecular hydrogen, the dominant coolant in dense, metal-free media. In the traditional cosmological scenario of hierarchical gravitational collapse, gas falls into the potential well of a cold, non-baryonic dark matter component, is shock-heated to virial temperatures and cools to form the baryonic component of protogalaxies. Fall & Rees (1985) identified a thermal instability in such hot gaseous halos, in which the gas fragments into cold clumps surrounded by a hot, high pressure ambient medium. The isobaric collapse of the cold clumps was assumed to halt at $`10^4`$ K where the Lyman edge leads to inefficient cooling. The characteristic mass of such isobaric collapsing clumps was determined to be $`10^510^6\mathrm{M}_{}`$ and was thereby identified as a possible mechanism for forming globular clusters. However, non-equilibrium calculations of the cooling of shock-heated gas (Shapiro & Kang 1987 and references therein) indicate that cooling progresses faster than recombination, which leads to a residual electron fraction well above equilibrium levels, thereby promoting the formation of $`\mathrm{H}_2`$ and enhancing the cooling rate. The result of this process is that the isobaric collapse is able to continue down to temperatures $`3010^2`$ K. This conclusion is robust unless there is a strong, pre-existing source of ultra-violet radiation (such as an AGN) in the same protogalaxy (Kang et al 1990), i.e. cooling below $`10^4`$ K cannot be stopped by a UV background alone. The Bonner-Ebert critical mass (Ebert 1955; Bonner 1956) for gravitational instability in high pressure media is $$M_{crit}=1.18\left(\frac{k_bT_{\mathrm{cool}}}{\mu m_\mathrm{p}}\right)^2G^{3/2}p^{1/2}$$ (2) where $`pn_{\mathrm{hot}}kT_{\mathrm{vir}}`$ is the pressure in the hot, virialised gas phase. The density of the hot phase is such that the cooling time is comparable to the dynamical time (Fall & Rees 1985), so that the pressure is determined entirely by the virial temperature and cooling function. For virial temperatures appropriate to our galactic halo ($`10^6`$ K) the critical mass clusters will range from $`10^210^3\mathrm{M}_{}`$, depending on the final cooled temperature (assuming a variation between 30-100 K). The appropriate accretion rate is thus $$\dot{M}1.6\times 10^{11}\mathrm{M}_{}\mathrm{yr}^1\left(\frac{M_{\mathrm{bd}}}{10^2\mathrm{M}_{}}\right)^2\left(\frac{T_{\mathrm{cool}}}{30\mathrm{K}}\right)^{5/2}$$ (3) where we have assumed a velocity dispersion for the clump appropriate to the cooled gas temperature and $`M_{\mathrm{bd}}`$ is the mass of the accreting object. Note that the Bonner-Ebert mass in this situation is an lower limit on the collapsed mass. Larger clumps with lower accretion rates can form also, depending on the spectrum of perturbations in the hot gas phase. Nevertheless, this is exactly the kind of accretion rate we require, low enough to allow accretion of low entropy material but high enough to allow significant mass accretion on cosmological timescales. Figure 4 shows the expected accretion rates in such cold clumps as a function of halo velocity dispersion (i.e. the virial temperature of the hot confining medium). There is some variation allowed depending on the final temperature to which the clumps can cool and thus the fraction of molecular hydrogen is important. The diagram may be split into three parts, depending on the accretion rate. For rates $`>10^9\mathrm{M}_{}\mathrm{yr}^1`$, the accreted material is too hot for the dwarf to remain degenerate and normal hydrogen burning stars in the mass range $`0.10.2\mathrm{M}_{}`$ are formed (Lenzuni et al 1992). For rates $`<10^{11}\mathrm{M}_{}\mathrm{yr}^1`$, brown dwarfs will not accrete enough mass to change their character much in $`10^9`$ yrs, and so any brown dwarfs formed in such clusters will remain true brown dwarfs. However, between those two extremes, the conditions are appropriate for the transformation of brown dwarfs into the beige dwarfs described above in section 2. Furthermore, these conditions are applicable in the range of $`100300\mathrm{k}\mathrm{m}.\mathrm{s}^1`$ that describe the dark matter haloes of galaxies. Such conditions may also apply in the case of pregalactic cooling flows (Ashman & Carr 1988; Thomas & Fabian 1990). If one wished to extend this picture to the case of cluster cooling flows (e.g. Fabian 1994), the larger virial temperatures and higher pressures suggest higher accretion rates and thus low mass star formation rather than beige dwarfs. Thus, it appears that the formation of small gas clusters of appropriate density is a generic feature of gas collapse in CDM haloes at moderate to high redshifts. However, there is also a requirement that brown dwarfs be the most abundant initial collapsed object. Once again, the physics of $`\mathrm{H}_2`$ cooling in continued collapse provides the characteristic mass scale, a Jeans mass $`<0.1\mathrm{M}_{}`$ (Palla, Salpeter & Stahler 1983). Although the complexity of star formation prevents a conclusive answer, the preceding provide plausible conditions for our scenario, namely the copious production of brown dwarf mass objects in relatively dense media in which they may grow on timescales $`10^9\mathrm{yrs}`$. How long will such accretion episodes last? This is an important question, because Bondi-Hoyle accretion $`M_{\mathrm{bd}}^2`$ and is thus a runaway process. An obvious concern is that, if gas is too abundant, even accretion at rates initially $`<10^9\mathrm{M}_{}\mathrm{yr}^1`$ will eventually lead to sufficient accretion to create a star. The abundance of ambient gas will depend on the efficiency with which one forms brown dwarfs initially. If the efficiency of conversion of gas into $`0.01\mathrm{M}_{}`$ objects is $`10\%`$ then few objects will be able to grow by more than a factor of 10, providing a natural limiting mechanism. Furthermore, the formation of copious collapsed objects in a small cluster will result in two body relaxation on timescales $$t_{\mathrm{rel}}10^8\mathrm{yr}ϵ^1\left(\frac{M_{\mathrm{bd}}}{10^2\mathrm{M}_{}}\right)^1M_2^2\left(\frac{T_{\mathrm{cool}}}{30\mathrm{K}}\right)^{3/2}$$ (4) where $`ϵ`$ (in units of 0.1 here) is the efficiency of conversion of gas into $`0.01\mathrm{M}_{}`$ bound objects and $`M_2`$ is cluster mass in units of 100 $`\mathrm{M}_{}`$. In fact, $`ϵ`$ and $`M_{\mathrm{bd}}`$ may be regarded as dynamically evolving quantities as the characteristic collapsed object mass grows through accretion. Although cluster evaporation takes place on timescales $`300t_{\mathrm{rel}}`$ (e.g. Spitzer 1987), as more gas mass is incorporated into dwarfs, the cluster potential becomes ‘lumpier’ and two-body relaxation accelerates, so that the cluster disruption time is $`5t_{\mathrm{rel}}`$ as defined in (4) by the time all the gas mass has been accreted onto the original seeds. This is also approximately equal to the timescale for Bondi-Hoyle accretion runaway to infinite mass (this is not surprising, given that both accretion and two-body relaxation are intimately related to the gravitational focussing cross-section). Thus there is a finely balanced competition between mass accretion and cluster evaporation that may produce a very different mass spectrum than is usually assumed for primordial objects. ## 4. Conclusion In this paper I have considered the possibility that thermal instabilities in primordial gas collapse favour the creation of small ($`10^210^3\mathrm{M}_{}`$) gaseous clusters, which are ideal sites for the formation of massive brown (a.k.a. beige) dwarfs by the process of Lenzuni, Chernoff & Salpeter (1992). This offers a scenario for the formation of baryonic dark matter which meets the requirements of both the microlensing survey mass limits and those of limited chemical pollution of the interstellar medium and production of extragalactic light (two stringent constraints on the currently fashionable white dwarf scenario). The scenario predicts that baryonic dark matter lies predominantly in beige dwarfs $`0.10.3\mathrm{M}_{}`$ with probably some contribution from low mass stars ($`0.20.3\mathrm{M}_{}`$) as well. This mechanism is also peculiar to the early universe because it will become less efficient at constructing beige dwarfs once the accreted material contains significant metallicity (since greater opacity means material is accreted with more entropy). Thus, any present day analogue is more likely to produce low mass stars. As such, this scenario may also naturally account for the red stellar haloes of galaxies such as NGC 5907 (Sackett et al 1994). Indeed, Rudy et al (1997) find that the peculiar colours of this halo requires a population rich in red dwarfs ($`<0.25\mathrm{M}_{}`$), but of approximately solar metallicity (primordial metallicity stars are not red enough to explain these colours). Given the many uncertainties inherent in discussing primordial star formation and galaxy evolution from first principles, I have also constructed preliminary models for the evolution and appearance of such objects. Hopefully, deep proper motion surveys will be able to constrain this scenario directly. In particular, such beige dwarfs will be somewhat brighter than white dwarfs and should also occupy a restricted region of the Hertzsprung-Russell diagram, i.e. they will not display a cooling track like a white dwarf population would.
no-problem/9903/chao-dyn9903002.html	ar5iv	text	# Vibrating soap films: An analog for quantum chaos on billiards ## I INTRODUCTION In recent years, there has been increasing interest in the properties of quantum systems whose classical analogs are chaotic. Part of the work in this new field, called quantum chaos, refers to essentially two-dimensional cavities or wells of infinite potential called billiards. These billiards can take different forms, such as rectangles, circles and other more complicated geometries (see Fig. 1). The circle and the rectangle correspond to integrable systems. Furthermore, we include in Fig. 1 the so–called Bunimovich stadium and the Sinaï billiard which are completely chaotic. However, intermediate situations, i.e., systems with both integrable and chaotic behaviors, are the most common type of dynamical systems. The quantum analog of a classical billiard is called a quantum billiard and its eigenfunctions are closely related to the classical features of the billiard. Quantum billiards obey the Helmholtz equation with vanishing amplitude on the border (homogeneous Dirichlet boundary conditions). Such systems can be simulated as a drum or any other membrane vibrating in a frame. The principal purpose of this paper is to show that the quantum behavior of classically chaotic and integrable billiards can be modeled in a classroom with an analog experiment. The experimental setup basically contains a function generator and a mechanical vibrator and is based on the vibrations of a soap film. Thus, as Feynman said in 1963, “the same equations have the same solutions”. In the next section we briefly discuss classical and quantum billiards. In Sec. III we introduce our experimental setup and show the analogy with the quantum billiard. Other uses of our experimental setup are discussed in the same section. Some remarks are given in the conclusion. ## II CLASSICAL AND QUANTUM BILLIARDS In order to make a more explicit definition of the classical billiard we take a two-dimensional region denoted by $`R`$ and define the potential $`V`$ for the particle as $$V=\{\begin{array}{cc}0& \mathrm{in}R\\ \mathrm{}& \mathrm{otherwise}.\end{array}$$ (1) This means that inside $`R`$ the particle is free and moves in straight lines. When the particle collides with the boundary, it bounces following the law of reflection. Under this dynamics, the rectangle and circle billiards are regular. Typical trajectories inside are shown in Fig. 2. On the other hand, the dynamics of a particle in the stadium as well as in the Sinaï billiard, are chaotic. Almost all trajectories for these billiards are ergodic and exponentially divergent. Roughly speaking, this is so because in the Sinaï billiard, two very close trajectories are separated when one collides (or both) with the central circle. After some time, the separation between the trajectories (in phase space) is exponential. In the stadium two particles with very close initial conditions are focused when they collide with one semicircle. After this focusing, they began to separate until they bounce again but now on the other semicircle. The exponential divergence appears because the separation time is greater than the focusing time. Apart from these trajectories there also exist periodic orbits. These trajectories are unstable and typically isolated. Their number increases exponentially as function of their length, but they are of measure zero in phase space. We may find also families of unstable and non-isolated periodic orbits such as the “bouncing-ball” orbits in which the particle bounces between the two parallel segments of stadium. Some periodic orbits for the Bunimovich stadium are shown in Fig. 3. The time independent Schrödinger equation for the potential defined in Eq. (1) is $$\begin{array}{c}\hfill ^2\mathrm{\Psi }+k^2\mathrm{\Psi }=0\\ \hfill \mathrm{\Psi }=0\end{array}\begin{array}{cc}\mathrm{in}& R,\\ \mathrm{on}\mathrm{the}\mathrm{boundary}\mathrm{of}& R,\end{array}$$ (2) with the wave number $`k=(2mE/\mathrm{})^{1/2}`$. Here, $`E`$ and $`m`$ are the energy and mass of the particle and $`\mathrm{}`$ is the Planck constant. The homogeneous Dirichlet boundary condition is obtained because if $`V=\mathrm{}`$ the wave function vanishes. The Helmholtz equation in $`R`$ and the Dirichlet boundary condition define the quantum billiard. Note that this is just the equation for the normal modes of a membrane if we interpret the functions as vibration amplitudes. For classically integrable billiards, the eigenfunctions are well-known. For example the solutions for circular and rectangular billiards are Bessel functions and sinusoidal functions, respectively. On the other hand, the features of wave functions for classically chaotic billiards have been well studied numerically by Heller. Recently, experiments in microwave cavities have been performed. In Fig. 4 we show eigenfunctions of the Bunimovich stadium we calculated numerically using the finite element method. However they can alternatively be calculated by standard software. The eigenfunctions of figures 4(a)-(c) show certain similarities with the orbits of Fig. 3. Following Heller, we say that the eigenfunctions are “scarred” by the orbits. Fig. 4(d) shows what is called a “whispering gallery” state, because there exist certain galleries in which the sound travels inside them, following the border. This kind of state is associated with orbits also close to the boundary. The eigenfunction shown on Fig. 4(e) resembles noise when we see only a quarter of stadium. The appearance of the scars is quite well understood based on the theoretical work by Selberg, Gutzwiller and Balian. Due to the low density of the short periodic orbits they may well be seen in quantum experiments and simulations either as dominant features in the Fourier spectrum or as scars. While the Fourier analysis of experimental data in atomic and molecular physics is quite striking, direct demonstrations of scars are difficult even in microwave cavities. A simple explanation of scarring is based on de Broglie waves. Close to the periodic orbit there exist standing de Broglie waves whose wavelength $`\lambda `$ is associated to the length $`L`$ of the periodic orbit: $$2L=n\lambda ,n=1,2,3,\mathrm{}.$$ (3) These de Broglie waves are localized around periodic orbits due to the exponential divergence of nearing trajectories. In the next section we will show how a simple demonstration setup can display the most interesting features of the eigenfunctions on a soap film. ## III Soap Film Analogy The normal modes of a rectangular and circular soap film have been well studied. A textbook showing these eigenfunctions is French’s book entitled Vibrations and Waves. The governing equation is the time independent wave equation (Eq.2), but now with a different interpretation: $`\mathrm{\Psi }`$ is the membrane vibration amplitude and the wave number is now $`k=\omega /v`$, with $`\omega `$ the angular frequency and $`v`$ the speed of the transverse waves on the membrane. A problem arises for the experimental setup of this analog: At high frequencies (corresponding to the semiclassical limit), the damping is large. To solve this problem we feed energy into the system permanently with an external resonator of a well-defined but variable frequency. We chose to feed the external frequency into the system by vibrating the wire that delimits our soap film. We use a mechanical vibrator (PASCO Scientific model SF-9324, see Fig. 5) connected to a function generator (we used a generator Wavetek model 180) and used wires with different shapes (rectangle, circle, Bunimovich stadium, Sinaï billiard, and some other of interest) Alternatively a speaker could be used to transmit the frequency through the air. The chemical formula for a soap film with large duration is given by Walker, but can be made up with soap, water and glycerin by trial and error. We can now start the demonstration. In Fig. 6(a) we show a normal mode of the rectangle, in agreement with the known result. The Fig. 6(b) shows a normal mode for a circle displaying a Bessel function. Roughly speaking, the shining and dark zones establish a periodic pattern associated to the normal mode. Although the pattern established cannot give a quantitative measure of the amplitude, it is sufficient to give an idea of the form of the normal mode and to identify it. However, the more interesting normal modes are some of the classically chaotic billiards. In Fig. 6(c) we show a “bouncing–ball” state at low energies for a Bunimovich stadium. The alternating dark and shining zones in this and in the following figures make evident the presence of standing waves in the membrane. These waves are associated to de Broglie waves in the quantum billiard and at the same time they are associated with periodic orbits in the classical billiard. In Figs. 6(d) and (e) scarred eigenfunctions are displayed, the latter in the high-frequency regime. In order to show that they are scars and not some spurious effect of our very simple experimental setup, we calculate numerically the normal modes at frequencies near the experimental ones. We observe in Fig. 4 some of these eigenfunctions and the corresponding orbits in Fig. 3. We want to mention that the normal modes in soap films can also be used for other two-dimensional wave phenomena, such as the search of normal modes of the clay layer corresponding to the old Tenochtitlan lake, which plays a crucial role in the earthquake damage patterns of Mexico City. The application in this case comes from the fact that the upper clay layer of the Mexico Valley, as well as the soap films, are practically two-dimensional. A wire may readily be shaped to the corresponding boundary and the results are shown in Fig. 6(f). Moreover, the experimental setup which we present may be used to show other related wave phenomena. Typical examples are scars on liquids, Faraday waves –crystallographic patterns in large-amplitude waves–, cuasi-crystalline patterns on liquids, sand dynamics or normal modes of Chladni’s plates. These can be done by replacing the wire in our experimental setup with water containers or by thin plates. If we want to see scars on surface waves, we must put a stadium-shaped tank filled by water. Faraday waves can be obtained adding shampoo to the water and increasing the amplitude and frequency but decreasing the level of the liquid up to several millimeters. It is not necessary to use tanks with different shapes because the patterns do not depend on the boundary. If we want to observe quasi-crystalline patterns with this experimental setup, we must excite the mechanical vibrator with– at least –two frequencies. This is easily obtained by changing the sinusoidal time–dependence of the of the driving force to a triangular one. Another application is the demonstration of the modes of thin plates. In this case, as well as in the water tanks, the whispering gallery states are easily visible. We may use ellipses, pentagons or any other shape. All these plates are excited in a point in which the mechanical vibrator loads them. Figure 7(a) shows a whispering gallery state for a stadium-shaped iron plate. Fig. 7(b) shows a scarred pattern for the same plate. Finally, if we consider a tank with a layer of sand of variable thickness, we may study several topics on dynamics of granular media. As an example we can study “standing waves” on sand. ## IV Conclusions The analog model of soap films for the quantum billiard gives a demonstration of quantum chaos features. For integrable regions the normal modes correspond to the eigenfunctions of two-dimensional square box and circle. For classically chaotic billiards the normal modes correspond to scarred eigenfunctions in the semiclassical limit. The experimental setup presented here is particularly cheap, simple and elegant– i.e. the alternative experiments do not satisfy the Helmholtz equation and/or boundary condition. Microwave cavities are expensive and do not display the scars in a directly visible manner–. Thus the simplicity of the experimental setup and the facility to put any shape, makes it very suitable for the undergraduate laboratory. Furthermore the normal modes of soap films can be used to demonstrate other two-dimensional analog phenomena. Finally, we want to mention that the proposed experimental setup can be quickly changed to study other related wave phenomena. A wide variety of highly nontrivial wave-like phenomena can be displayed with minimal experimental requirements. ## V Acknowledgments We want to thank to T. H. Seligman, F. Leyvraz and J. A Heras, for their valuable comments. Also we would like to thank to the C. O. F., Física General and Física Moderna Laboratories of the Facultad de Ciencias U.N.A.M. and specially to Felipe Chávez. Finally we thank L. M. de la Cruz for his useful help with some of the figures. The numerical work was done in the Cray supercomputer of U.N.A.M. 1. E-mail: mendez@ce.ifisicam.unam.mx
no-problem/9903/hep-ph9903527.html	ar5iv	text	# 1 𝑅_𝐹₂ vs. 𝑅_𝐺 at 𝑄²=4 GeV2 for ²⁰⁷𝑃⁢𝑏. Non-equilibrium initial conditions from pQCD for RHIC and LHC N. Hammon, H. Stöcker, W. Greiner <sup>1</sup><sup>1</sup>1This work was supported by BMBF, DFG, and GSI Institut Für Theoretische Physik Robert-Mayer Str. 10 Johann Wolfgang Goethe-Universität 60054 Frankfurt am Main Germany Abstract We calculate the initial non-equilibrium conditions from perturbative QCD (pQCD) within Glauber multiple scattering theory for $`\sqrt{s}=200`$ AGeV and $`\sqrt{s}=5.5`$ ATeV. At the soon available collider energies one will particularly test the small $`x`$ region of the parton distributions entering the cross sections. Therefore shadowing effects, previously more or less unimportant, will lead to new effects on variables such as particle multiplicities $`dN/dy`$, transverse energy production $`d\overline{E}_T/dy`$, and the initial temperature $`T_i`$. In this paper we will have a closer look on the effects of shadowing by employing different parametrizations for the shadowing effect for valence quarks, sea quarks and gluons. Since the cross sections at midrapidity are dominated by processes involving gluons the amount of their depletion is particularly important. We will therefore have a closer look on the results for $`dN/dy`$, $`d\overline{E}_T/dy`$, and $`T_i`$ by using two different gluon shadowing ratios, differing strongly in size. As a matter of fact, the calculated quantities differ significantly. 1. Introduction One of the challenging goals of heavy ion physics is the detection of the quark-gluon plasma, a state in which the partons are able to move freely within a distance larger than the typical confinement scale $`r_{conf.}1/\mathrm{\Lambda }_{QCD}1/0.2`$ GeV $`1`$ fm. The build-up of this state should happen early in a heavy ion reaction when the two streams of initially cold nuclear matter pass through each other. Thereby first virtual partons are transformed to real ones and later on in the expansion phase the fragmentation of the partons into colorless hadrons takes place. When separating pQCD from non-perturbative effects at some semi-hard scale $`p_0=2`$ GeV the respective time scale of perturbative processes is thus of the order $`\tau 1/p_00.1`$ fm/c which approximately coincides with the lower bound of the initial formation time of the plasma in a local cell . Therefore all further evolution of the system is significantly influenced by the initial conditions of pQCD since macroscopic parameters, as e.g. the initial temperature $`T_i`$, directly enter into hydrodynamical calculations. We here will focus on the very early phase of an ultrarelativistic heavy ion collision and use pQCD above the semi-hard scale $`p_{sh.}=p_0=2`$ GeV. In a typical high energy $`pp`$ or $`p\overline{p}`$ event one measures distinct hadronic jets with a transverse momenta of several GeV ($`p_T5`$ GeV) . In contrast to the experimental very clean situation of hadronis jets at large $`p_T`$ one encounters the problem of detectability of low transverse momentum jets in heavy ion collisions. These so-called minijets contribute significantly to the transverse energy produced in AB collisions due to their large multiplicity . The major part of these set-free partons are gluons that strongly dominate the processes as their number is much larger for the relevant momentum fractions. In turn the shadowing effects are expected to be much larger for gluons than for the quark sea . Therefore the relative contribution of the gluons should decrease but still dominate the cross sections. The shadowing of the gluons has the peculiarity of not being known exactly due to the neutrality of the mediators of the strong interaction which makes it impossible to access $`R_G(x,Q^2)`$ directly in a deep inelastic $`e+A`$ event. Therefore we will here investigate two possible parametrizations of the shadowing ratio $`R_G=xG^A/AxG^N`$ for gluons as will be described below in detail. 2. Minijets As outlined above, we will here investigate the effects of shadowing on the minijet production cross sections. The production of a parton $`f=g,q,\overline{q}`$ can in leading order be described as $`{\displaystyle \frac{d\sigma ^f}{dy}}`$ $`=`$ $`{\displaystyle 𝑑p_T^2𝑑y_2\underset{ij,kl}{}x_1f_i(x_1,Q^2)x_2f_j(x_2,Q^2)}`$ (1) $`\times `$ $`\left[\delta _{fk}{\displaystyle \frac{d\widehat{\sigma }^{ijkl}}{d\widehat{t}}}(\widehat{t},\widehat{u})+\delta _{fl}{\displaystyle \frac{d\widehat{\sigma }^{ijkl}}{d\widehat{t}}}(\widehat{u},\widehat{t})\right]{\displaystyle \frac{1}{1+\delta _{kl}}}`$ The factor $`1/(1+\delta _{kl})`$ enters due to the symmetry of processes with two identical partons in the final state. The exchange term $`d\widehat{\sigma }(\widehat{t},\widehat{u})d\widehat{\sigma }(\widehat{u},\widehat{t})`$ accounts for the possible symmetries of e.g. having a quark from nucleon $`i`$ and a gluon from nucleon $`j`$ and vice versa, i.e. it handles the interchange of two of the propagators in the scattering process. The possible combinations of initial states are $$ij=gg,gq,qg,g\overline{q},\overline{q}g,qq,q\overline{q},\overline{q}q,\overline{q}\overline{q}$$ (2) The momentum fractions of the partons in the initial state are $$x_1=\frac{p_T}{\sqrt{s}}\left[e^y+e^{y_2}\right],x_2=\frac{p_T}{\sqrt{s}}\left[e^y+e^{y_2}\right]$$ (3) The integration regions are $$p_0^2p_T^2\left(\frac{\sqrt{s}}{2\mathrm{c}\mathrm{o}\mathrm{s}\mathrm{h}y}\right)^2,\mathrm{ln}\left(\frac{\sqrt{s}}{p_T}e^y\right)y_2\mathrm{ln}\left(\frac{\sqrt{s}}{p_T}e^y\right)$$ (4) with $$\left\|y\right\|\mathrm{ln}\left(\frac{\sqrt{s}}{2p_0}+\sqrt{\frac{s}{4p_0^2}1}\right)$$ (5) The mandelstam variables are defined as $$\widehat{s}=x_1x_2s,\widehat{t}=p_T^2\left[1+e^{(y_2y)}\right],\widehat{u}=p_T^2\left[1+e^{(yy_2)}\right]$$ (6) For the parton distributions entering the handbag graph we choose the GRV LO set for RHIC. Since at LHC one probes smaller momentum fractions we there use the newer CTEQ4L parametrization with $`N_f=4`$ and $`Q=p_T`$. The normalization is done so that one has two outgoing partons in one collision, i.e. $$𝑑y\frac{d\sigma ^f}{dy}=2\sigma _{hard}^f$$ (7) In the calculations the boundaries for the calculations are either over the whole rapidity range or $`\left\|y\right\|0.5`$ for the central rapidity region. To account for the higher order contributions at RHIC we choose a fixed K factor of K=2.5 from comparison with experiment as discussed in . In the range $`5.5`$ GeV $`p_T25`$ GeV a factor K=2.5 is needed to describe the UA1 data, and in the range $`30`$ GeV $`p_T50`$ GeV a factor of K=1.6 is needed. However the cross section has dropped so much at these large transverse momenta that we keep K=2.5 fixed for all $`p_T`$. For LHC energies the mean $`p_T`$ tends to be larger; so we choose K=1.5 for this case. By applying Glauber theory we calculate the mean number of events per unit of rapidity: $$\frac{dN^f}{dy}=T_{AA}(b)\frac{d\sigma _{hard}^f}{dy}$$ (8) where the nuclear overlap function $`T_{AA}(b)`$ for central events is given by $`T_{AA}(0)A^2/\pi R_A^2`$. For the nuclei in our calculation this gives $`T_{AuAu}(0)=29/mb`$ and $`T_{PbPb}(0)=32/mb`$. Again it should be emphasized that $`dN^f/dy`$ gives the number of collisions and that the total number of partons is as twice as high in a $`22`$ process. The necessary volume, needed to derive the densities from the absolute numbers, is calculated as $$V_i=\pi R_A^2\mathrm{\Delta }y/p_0,R_A=A^{1/3}\times 1.1fm$$ (9) Therefore we get $`V_i(Au+Au)=12.9fm^3`$ and $`V_i(Pb+Pb)=13.4fm^3`$. For the energy density at midrapidity we need the first $`E_T`$ moment: $`\sigma ^fE_T`$ $`=`$ $`{\displaystyle 𝑑E_T\frac{d\sigma ^f}{dE_T}E_T}`$ (10) $`=`$ $`{\displaystyle 𝑑p_T^2𝑑y𝑑y_2\underset{ij,kl}{}x_1f_i(x_1,Q^2)x_2f_j(x_2,Q^2)}`$ $`\times `$ $`\left[\delta _{fk}{\displaystyle \frac{d\widehat{\sigma }^{ijkl}}{d\widehat{t}}}(\widehat{t},\widehat{u})+\delta _{fl}{\displaystyle \frac{d\widehat{\sigma }^{ijkl}}{d\widehat{t}}}(\widehat{u},\widehat{t})\right]{\displaystyle \frac{1}{1+\delta _{kl}}}p_Tϵ(y)`$ Here the acceptance function $`ϵ(y)`$ is $`ϵ(y)=1`$ for $`\left\|y\right\|0.5`$ and $`ϵ(y)=0`$ otherwise. 3. Nuclear Shadowing In heavy ion collisions one has to account for an effect that does not appear for processes involving two nucleons only: nuclear shadowing. In the lab frame the deep inelastic scattering at small Bjorken $`x`$ ($`x0.1`$) proceeds via the vector mesons as described in the vector meson dominance model (VMD) where the handbag graph contribution becomes small. In VMD the interaction of the virtual photon with a nucleon or nucleus is described as a two step process: the photon fluctuation into a $`q\overline{q}`$ pair (the $`\rho ,\omega ,\varphi `$ mesons at small $`Q^2`$) within the coherence time $`l_c`$ and a subsequent strong interaction with the target . The coherence time arises in this picture from the longitudinal momentum shift between the photon and the fluctuation: $`l_c1/\mathrm{\Delta }k_z`$ where $`\mathrm{\Delta }k_z=k_z^\gamma k_z^h`$. The cross section is: $$\sigma (\gamma ^{}N)=_0^1𝑑zd^2r\left\|\psi (z,r)\right\|^2\sigma _{q\overline{q}N}(r)$$ (11) where the Sudakov variable $`z`$ gives the momentum fraction carried by the quark or the antiquark. The interaction of the fluctuation with the nucleon can be described in the color transparency model as $$\sigma _{q\overline{q}N}=\frac{\pi ^2}{3}r^2\alpha _s(Q^2)x^{}g(x^{},Q^2)$$ (12) where $`x^{}=M_{q\overline{q}}^2/(2m\nu )`$, $`r`$ is the transverse separation of the pair and $`Q^2=4/r^2`$. For the interaction of the fluctuation with a nucleus one makes use of Glauber-Gribov multiple scattering theory where the fluctuation interacts coherently with more than one nucleon in the nucleus when the coherence length exceeds the mean separation between two nucleons: $$\sigma _{q\overline{q}A}=d^2b\left(1e^{\sigma _{q\overline{q}N}T_A(b)/2}\right)$$ (13) When expanding for large nuclei and taking the dominating double scattering term only one finds $$\sigma _{hA}=A\sigma _{hN}\left[1A^{1/3}\frac{\sigma _{hN}}{8\pi a^2}+\mathrm{}\right]$$ (14) with $`a=1.1fm`$. Figures 1 and 2 show the results for $`{}_{}{}^{207}Pb`$ and $`{}_{}{}^{40}Ca`$ (for further details see ). A very different scenario is employed in parton fusion models. Here the process of parton parton fusion in nuclei can be understood as an overlapping of quarks and gluons that yields a reduction of number densities at small $`x`$ and a creation of antishadowing for momentum conservation at larger $`x`$ . The onset of this fusion process can be estimated to start at values of the momentum fraction where the longitudinal wavelength ($`1/xP`$) of a parton exceeds the size of a nucleon (or the inter-nucleon distance) inside the Lorentz contracted nucleus: $`1/xP2R_nM_n/P`$, corresponding to a value $`x0.1`$. Originally the idea of parton fusion was proposed in and later proven in to appear when the total transverse size $`1/Q`$ of the partons in a nucleon becomes larger than the proton radius to yield a transverse overlapping within a unit of rapidity, $`xG(x)Q^2R^2`$. The usual gluon distribution in the nucleon on the light cone in light-cone gauge ($`nA=A^+=0`$) is given by $$xG(x)=(n^{})^2\frac{d\lambda }{2\pi }P\left\|F^{+\mu }(0)F_\mu ^+(\lambda n)\right\|P$$ (15) The recombination is then described as the fusion of two gluon ladders into a single vertex. One finally arives at a modified Altarelli-Parisi equation where the fusion correction enters as a twist four light cone correlator. Typically the fusion correction in the free nucleon turns out to be significant only for unusually small values of $`x`$ or $`Q^2`$. As shown in the situation changes dramatically in heavy nuclei. Here the strength of the fusion for ladders coming from independent constituents increases and is of the same order as the fusion from non-independent constituents. Therefore, parton recombination is strongly increased in heavy nuclei of $`A200`$. Unfortunately the different models do not give the same results for the ratio $`R_G(x,Q^2)`$. We will therefore use two versions of parametrizations to investigate the effects of shadowing on the relevant variables. On the one hand we use a $`Q^2`$ dependent version of Eskola, Kolhinen, Salgado, and Ruuskanen, often referred to as ”’98 shadowing” (see figure 3), that tries to avoid any model dependence by using sum rules for baryon number and momentum and on the other hand we use a modified version of a $`Q^2`$ independent parametrization (see figure 4) given in which employs a much stronger gluon shadowing in accordance with the results of . Especially for RHIC, where the lower bound for the momentum fraction at midrapidity for $`p_T=p_0=2`$ GeV is given by $`x=2p_T/\sqrt{s}=0.02`$, the onset of the gluon shadowing, i.e. the transition region between shadowing and antishadowing, is of great importance. In the onset of gluon shadowing ($`R_G=1`$) is chosen at $`x0.029`$ for $`Q=2`$ GeV motivated by the results found in where the connection between the gluon distribution and the $`Q^2`$ dependence of $`F_2`$ via the DGLAP equations was employed: $$\frac{F_2}{\mathrm{ln}Q^2}\underset{i}{}e_i^2xG(2x,Q^2)$$ (16) By using the NMC data on deep inelastic scattering on a combination of $`Sn`$ and $`C`$ targets the ratio $`G^{Sn}(x)/G^C(x)`$ was derived in the range $`0.011x0.18`$. The cross over point can, despite the large errorbars, be guessed to be $`x0.03`$. However one should add here that the situation for $`R_G^{Pb}=xG^{Pb}(x)/xG^N(x)`$ can look rather different. Since this question of the onset of gluon shadowing is not yet settled we chose the same onset for quark and gluon shadowing in our modified parametrization to investigate the relevance of this point. We fixed $`R_{F_2}=R_G=1`$ at $`x0.07`$. In VMD as well as in parton fusion models the onset is treated on an equal footing: for the coherent scattering processes in VMD it should make no difference (at least for the onset) whether a $`q\overline{q}`$ or a $`gg`$ pair scatters from more than one nucleon at $`l_cr_{NN}`$. In the parton fusion model one treats the leaking out of the partons equally for sea quarks and for gluons since for both sea quarks and for gluons one has a spatial extent of $`1/xP`$ in the longitudinal direction and therefore the onset for $`R_G`$ and $`R_{F_2}`$ is essentially the same in this model. 4. Results In the following we will give the results for the different parton species $`f=g,q,\overline{q}`$ at RHIC and LHC including the different shadowing parametrizations or none shadowing, respectively. The results for the number of partons $`𝑑N^f/𝑑y`$ can easily be derived from $`𝑑y𝑑\sigma ^f/𝑑y`$ by the relation $`dN^f/dy=T_{AA}(0)d\sigma ^f/dy`$. All results include a K-factor of K=2.5 for RHIC and K=1.5 for LHC. On the one hand we give the results for the whole $`y`$-range and on the other hand we give the result for the central rapidity region which is of special interest, not only from the experimental setup point of view but also since it is the region where highest parton densities and the strongest shadowing effects are expected. Let us start by giving the results without shadowing corrections for RHIC. The first three tables give the unshadowed multiplicities integrated over the whole rapidity range and over the central region, respectively. Tables 4 through 6 give the first $`E_T`$ moments for the respective parton species. The rapidity distributions for the cross sections are depicted in figure 5. Table 1:$`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 920.8 384.3 1305.1 $`\left\|y\right\|0.5`$ 192.9 90.7 283.6 Table 2: $`𝑑y𝑑N^q/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL all $`y`$ 310.3 57.3 6.5 22.8 396.9 $`\left\|y\right\|0.5`$ 21.0 7.4 1.5 2.3 32.2 Table 3: $`𝑑y𝑑N^{\overline{q}}/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`g\overline{q}g\overline{q}`$ $`q\overline{q}q\overline{q}`$ $`ggq\overline{q}`$ $`\overline{q}\overline{q}\overline{q}\overline{q}`$ TOTAL all $`y`$ 74.2 22.8 6.5 2.2 105.7 $`\left\|y\right\|0.5`$ 12.5 5.3 1.5 0.4 19.7 Table 4:$`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 18.02 8.72 26.74 Table 5:$`\sigma ^qE_T`$ \[mb GeV\] range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 2.065 0.786 0.1398 0.22 3.2 Table 6:$`\sigma ^{\overline{q}}E_T`$ \[mb GeV\] range of $`y`$ $`g\overline{q}g\overline{q}`$ $`\overline{q}\overline{q}\overline{q}\overline{q}`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 1.206 0.51 0.139 0.004 1.896 For the strong gluon shadowing shown in figure 4 one finds the following multiplicities for the different parton species (the rapidity distributions are shown in figure 6): Table 7: $`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 581.5 249.4 830.9 $`\left\|y\right\|0.5`$ 122.6 60.2 182.8 Table 8: $`𝑑y𝑑N^q/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL all $`y`$ 196.5 48.6 3.6 18.1 266.8 $`\left\|y\right\|0.5`$ 15.9 5.9 0.9 1.7 24.4 Table 9: $`𝑑y𝑑N^{\overline{q}}/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`g\overline{q}g\overline{q}`$ $`q\overline{q}q\overline{q}`$ $`ggq\overline{q}`$ $`\overline{q}\overline{q}\overline{q}\overline{q}`$ TOTAL all $`y`$ 52.9 18.1 3.6 1.8 76.4 $`\left\|y\right\|0.5`$ 9.4 4.1 0.9 0.3 14.7 The first $`E_T`$ moments for the reactions including our modified strong gluon shadowing are given by: Table 10: $`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 11.87 5.93 17.8 Table 11: $`\sigma ^qE_T`$ \[mb GeV\] range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 0.64 0.25 0.04 0.072 1.002 Table 12: $`\sigma ^{\overline{q}}E_T`$ \[mb GeV\] range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 0.37 0.013 0.037 0.165 0.585 We also calculated the multiplicities and first $`E_T`$ moments by employing the newest available shadowing parametrization of Eskola et al of ref. shown in figure 3. As emphasized above one should note that the shadowing of gluons in this parametrization is smaller than the quark shadowing since it was tried to stay away from any model dependence and just stick to sum rules expressing the momentum and baryon number conservation but still assuming that at small $`x`$ ($`x10^4`$) the gluon ratio should coincide with the sea quark ratio. By employing this version we find the results listet in the following tables and shown in figure 7 : Table 13: $`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 969.5 350.2 1319.7 $`\left\|y\right\|0.5`$ 201.8 81.9 283.7 Table 14: $`𝑑y𝑑N^q/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL all $`y`$ 282.8 50.8 65.3 18.9 417.8 $`\left\|y\right\|0.5`$ 19.6 6.3 1.5 1.7 29.14 Table 15: $`𝑑y𝑑N^{\overline{q}}/𝑑y`$ for $`\sqrt{s}=200`$ AGeV range of $`y`$ $`g\overline{q}g\overline{q}`$ $`q\overline{q}q\overline{q}`$ $`ggq\overline{q}`$ $`\overline{q}\overline{q}\overline{q}\overline{q}`$ TOTAL all $`y`$ 66.8 18.7 65.3 16.7 167.5 $`\left\|y\right\|0.5`$ 10.9 4.1 1.5 0.3 16.9 In figure 8 we directly compared the strong gluon shadowed distributions (left figure) with the unshadowed one. The same was done for the comparison of the $`Q^2`$ dependent ’98 shadowing version with the unshadowed one (right figure). The solid lines give the total contribution, the dotted ones the contribution from the $`gg`$ subprocess and the dashed lines give the $`gq+g\overline{q}`$ contribution. The thick lines denote the unshadowed distributions and the thin ones the two shadowed ones. Note that due to the onset of gluon shadowing in the ’98 version at such small values of $`x`$ one even gets an enhancement for the $`gggg`$ subprocess at RHIC. We also calculated the $`p_T`$ distribution without and with the two shadowing versions at midrapidity (figure 9). Unlike the strong shadowing case the cross over point of the curves already happens at $`p_T2.5`$ GeV for the ’98 gluon shadowing version which immediately explains the enhancement in the rapidity distribution. For the first $`E_T`$ moment of the transverse energy we find with the shadowing parametrization of Eskola et al Table 16: $`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 19.2 8.05 27.25 Table 17: $`\sigma ^qE_T`$ \[mb GeV\] range of $`y`$ $`gqgq`$ $`qqqq`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 2.03 0.67 0.15 0.018 2.87 Table 18: $`\sigma ^{\overline{q}}E_T`$ \[mb GeV\] range of $`y`$ $`g\overline{q}g\overline{q}`$ $`\overline{q}\overline{q}\overline{q}\overline{q}`$ $`ggq\overline{q}`$ $`q\overline{q}q\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 1.123 0.032 0.148 0.423 1.726 From the results above we can calculate the total transverse energy $`E_T=\sigma <E_T>T_{AA}(0)`$ carried by the partons, the number and energy densities $`n_f`$ and $`\epsilon _f`$, and also derive the initial temperature $`T_i`$ if we assume the behavior of an ideal gas of partons. To do so we need the initial volume. With $`R_A=A^{1/3}1.1fm`$, $`T_{AuAu}(0)=29/mb`$, and $`R_{Au}=6.4fm`$ we find $`V_i=\pi R_A^2\mathrm{\Delta }y\tau =12.9fm^3`$. Therefore at RHIC without any shadowing and with K=2.5 we have at midrapidity a total number of 284 gluons, 32 quarks, and 20 antiquarks. These carry a transverse energy of 774 GeV (gluons), 93 GeV (quarks), and 55 GeV (antiquarks). It is then straight forward to derive the number densities by dividing by the initial volume to yield: $`𝐧_𝐠=\mathrm{𝟐𝟐}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_𝐪=\mathbf{2.5}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_{\overline{𝐪}}=\mathbf{1.5}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$. The energy densities can be derived in an analogous way to give: $`\epsilon _𝐠=\mathrm{𝟔𝟎}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`\epsilon _𝐪=\mathbf{7.2}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, and $`\epsilon _{\overline{𝐪}}=\mathbf{4.3}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$. If we assume total equilibrium we can derive the initial temperature from these numbers as $$\epsilon ^{ideal}=16\pi ^2\frac{3}{90}T_{eq}^4$$ (17) At this point some comments are appropriate: one could wonder whether the system can be in equilibrium since one has only hard $`22`$ parton scatterings in this Glauber approach. Also one often assumes global equilibrium to be established after, say 1$`fm/c`$. Now here we are mainly interested in local equilibrium as it is required for example for hydrodynamical calulcations. The equilibration of partons in a local cell happens to be much faster for the following reasons. The high $`Q^2`$ hard scatterings among the partons are absolutely unimportant for the equipartition of longitudinal and transverse degrees of freedom. It are the soft interactions that are responsible for this feature and there is a huge resource of soft partons available in the nucleons, even when assuming the parton distributions to be shadowed in heavy nuclei. The link to the short equilibration time is the fact that even though the nucleus is Lorentz contracted to $`L/coshy`$, the partons obey the uncertainty principle and are therefore smeared out to distances $`1/xP`$ in the infinite momentum frame and so the major part of the partons is outside the Lorentz contracted disk. Based on some basic priciples and by using the Fokker-Planck equation the time it takes to establish local equilibrium in a cell was estimated to have a lower bound of $`\tau _00.15fm/c`$. As noted above we introduced a lower momentum cut-off $`p_0=2GeV`$ corresponding to a proper time of about $`0.1fm/c`$. So therefore we may not be far from local equilibration and the calculation on the initial temperature from the initial energy densitiy could be rather justified. For the temperature we take into account only the gluons due to their large multiplicity and energy density that dominates the respective values for the quarks. We then find $`𝐓_𝐢=\mathbf{549.52}\mathrm{𝐌𝐞𝐕}`$ for RHIC. If we neglect all higher orders, i.e. take a K-factor of K=1 (which of course is wrong, but it is instructive to see the impact on $`T_i`$), we get $`T_i^{K=1}=437MeV`$. The same quantities were then calculated for the two different shadowing scenarios. For the calculations employing the strong gluon shadowing we found that there are 183 gluons, 25 quarks, and 15 antiquarks carrying transverse energies of 516 GeV (gluons), 29 GeV (quarks), and 17 GeV (antiquarks). The resulting number and energy densities are found to be $`𝐧_𝐠=\mathrm{𝟏𝟒}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_𝐪=\mathbf{1.9}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_{\overline{𝐪}}=\mathbf{1.2}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`\epsilon _𝐠=\mathrm{𝟒𝟎}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`\epsilon _𝐪=\mathbf{2.3}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, and $`\epsilon _{\overline{𝐪}}=\mathbf{1.3}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$. When we calculate the initial temperature for an ideal parton gas from these numbers we find that the initial temperature decreases due to the reduced number and energy densities having their origin in the shadowing of the parton distributions. We find $`𝐓_{𝐢,\mathrm{𝐬𝐡𝐚𝐝}}=\mathbf{496.5}\mathrm{𝐌𝐞𝐕}`$ for a K factor of 2.5 and when neglecting all higher order contributions we derive $`T_{i,shad}^{K=1}=394.9MeV`$. So what we can learn here ist the following: due to the reduced number of partons involved in the hard processes a reduction in the number densities and therefore in the energy densities entering the formula for the temperature of a thermalized parton gas results. One should note that the onset of shadowing in our modified shadowing parametrization was chosen same for quarks and gluons in accordance with the onset of coherent scattering of a quark antiquark or gluon gluon pair, respectively off a nucleus. Now in the second shadowing parametrization we employed one finds that the onset of shadowing for gluons starts at smaller momentum fractions from $`xG^{Sn}(x)/xG^C(x)`$ data. With a momentum cut-off $`p_0=2`$ GeV the momentum fractions involved in processes at midrapidity are bound from below at $`x=0.02`$. Therefore one is right on the edge of the onset of shadowing of the parametrizations and one should expect the very interesting case that one is on the edge to the antishadowing region for gluons in the ’98 parametrization of Eskola et al but not so for the parametrization employing the strong gluon shadowing. This behavior is immediately reflected in the number and energy densities. We found that for this specific shadowing parametrization one has 284 gluons, 29 quarks, and 17 antiquarks carrying transverse energies of 790 GeV (gluons), 83 GeV (quarks), and 50 GeV (antiquarks). We found the following densities: $`𝐧_𝐠=\mathrm{𝟐𝟐}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_𝐪=\mathbf{2.2}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`𝐧_{\overline{𝐪}}=\mathbf{1.3}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`\epsilon _𝐠=\mathbf{61.2}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, $`\epsilon _𝐪=\mathbf{6.43}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, and $`\epsilon _{\overline{𝐪}}=\mathbf{3.88}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$. These numbers result in an initial temperature of $`𝐓_{𝐢,\mathrm{𝐬𝐡𝐚𝐝}}=\mathbf{552.3}\mathrm{𝐌𝐞𝐕}`$ and $`T_{i,shad}^{K=1}=439.2MeV`$, respectively. We also went through the same program to investigate the impact of the different shadowing parametrizations at the higher LHC energy of $`\sqrt{s}=5.5`$ TeV. We here used the newer parton distributions of CTEQ4L since the involved momentum fractions are so small that any new information at small $`x`$ are valuable. When comparing GRV ’94 and CTEQ4L one finds a difference of about a factor of two at $`x10^5`$. At LHC energies the effect of shadowing should be much more relevant than at RHIC due to the region of smaller $`x`$ that gets probed. Because of the strong dominance of the gluon component in the nucleon we restricted ourself to the calculation of $`\sigma ^g`$, $`\overline{N}^g`$, and therefore on the transverse energy and temperature produced by the final state gluons only. Let us first begin with the unshadowed results. Table 19: $`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=5.5`$ ATeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 36822.7 6006.1 42828.8 $`\left\|y\right\|0.5`$ 4137.6 707.2 4844.8 Table 20: $`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 438.09 74.92 513.01 The rapidity distributions for unshadowed and shadowed gluons at LHC is depicted in figure 10. For the strong gluon shadowing we find the following results Table 21: $`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=5.5`$ ATeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 5968.9 1558.7 7527.6 $`\left\|y\right\|0.5`$ 504.9 129.3 634.2 Table 22: $`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 48.17 12.22 60.39 With the weaker gluon shadowing one finds Table 23: $`𝑑y𝑑N^g/𝑑y`$ for $`\sqrt{s}=5.5`$ ATeV range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL all $`y`$ 24919.1 3867.8 28786.9 $`\left\|y\right\|0.5`$ 2643.2 438.4 3081.6 Table 24: $`\sigma ^gE_T`$ \[mb GeV\] range of $`y`$ $`gggg`$ $`gqgq`$ \+ $`g\overline{q}g\overline{q}`$ TOTAL $`\left\|y\right\|0.5`$ 245.92 40.95 286.87 A direct comparison between the results for shadowed and unshadowed parton distribution functions is shown in figure 11 and the $`p_T`$ distributions for LHC are shown in figure 12. Therefore we find the following numbers at LHC: for unshadowed parton distributions one has at midrapidity 4845 gluons that carry a transverse energy of 16.4 TeV. The number density thus is $`𝐧_𝐠=\mathrm{𝟑𝟔𝟑}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$ and the energy density is given by $`\epsilon _𝐠=\mathbf{1229.7}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$. The initial temperature of an ideal gas derived with these numbers is $`𝐓_𝐢=\mathrm{𝟏𝟏𝟔𝟗}\mathrm{𝐌𝐞𝐕}`$ and $`T_i^{K=1.0}=1056.5MeV`$ for K=1. With the strong gluon shadowing we find 634 gluons carrying a transverse energy of 1.93 TeV. We therefore have $`𝐧_𝐠=\mathbf{47.5}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$ and $`\epsilon _𝐠=\mathbf{144.8}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$ resulting in $`𝐓_𝐢=\mathbf{684.9}\mathrm{𝐌𝐞𝐕}`$ for K=1.5 and $`𝐓_𝐢^{𝐊=\mathbf{1.0}}=\mathbf{618.9}\mathrm{𝐌𝐞𝐕}`$. With the shadowing version of we find 3082 gluons which carry a total transverse energy of 9.18 TeV, $`𝐧_𝐠=\mathbf{230.9}\mathrm{𝐟𝐦}^\mathrm{𝟑}`$, and $`\epsilon _𝐠=\mathbf{678.6}\mathrm{𝐆𝐞𝐕}/\mathrm{𝐟𝐦}^\mathrm{𝟑}`$ which results in a temperature $`𝐓_𝐢=\mathbf{1011.08}\mathrm{𝐌𝐞𝐕}`$ for K=1.5 and $`T_i^{K=1.0}=913.62MeV`$ for K=1. 5. Entropy production and $`\pi `$ multiplicities As is known, total entropy and entropy density, respectively, play a very important role in the formation of a quark-gluon plasma. Total entropy reaches its final value when the system equilibrates and can, if assuming an adiabatical further evolution, be related to the effective number of degrees of freedom in the quark-gluon and in a pure pion plasma via $$r=\frac{s^\pi (T_c)}{s^{qg}(T_c)}0.7\pm 0.2$$ (18) where $`s^\pi `$ and $`s^{qg}`$ are the entropy densities in the pion and quark-gluon plasma. The total entropy can then be related to the pion multiplicity as $$\frac{dS}{dy}=c^{qg}\left(\frac{dN^{qg}}{dy}\right)_{b=0}\frac{c^\pi }{r}\left(\frac{dN^\pi }{dy}\right)_{b=0}$$ (19) where $`c^{qg}=4.02`$ for $`N_f=4`$ and $`c^\pi 3.6`$. A note on the separation between hard and soft processes is appropriate at this point. As emphasized above we introduced a cut-off at $`p_0=2`$ GeV to ensure the applicability of perturbative QCD. Nevertheless there is always a soft component contributing to the production of transverse energy neglected in our studies so far. In it was shown that with $`p_0=2`$ GeV at SPS the hard partons only carry about $`4\%`$ of the total transverse energy $`E_T`$. At RHIC energies they carry $`50\%`$ and for $`\sqrt{s}=2`$ TeV the hard partons already carry $`80\%`$ of the total transverse energy. Since we here solely want to investigate the role of shadowing in hard reactions we will not calculate the pion multiplicity for RHIC where the soft contribution still is significant but restrict ourselves to the pion number at $`y0`$ for LHC energies. If we employ the numbers for the entropy densities in the different plasmas and use our findings on the contributions of shadowing to the number of minijets we find that at $`y=0`$ one has $`\left({\displaystyle \frac{dN^\pi }{dy}}\right)_{b=0}3786,`$ $`\left({\displaystyle \frac{dN^\pi }{dy}}\right)_{b=0}2413,`$ (20) $`\left({\displaystyle \frac{dN^\pi }{dy}}\right)_{b=0}330,`$ when employing no shadowing, the ’98 version of Eskola et al, and the strong gluon shadowing parametrization. 6. Conclusions In this paper we investigated the influence of nuclear shadowing on rapidity spectra, transverse energy production and on macroscopic quantities such as the initial temperature. We employed two different versions of parametrizations for the shadowing: one with a strong initial gluon shadowing and a model independent one recently published by Eskola et al . We found that the latter one gives an enhancement of minijet production at RHIC in contrast to the other case were a reduction to $`65\%`$ results. This difference directly manifests itself in the initial temperature $`T_i`$ which happens to be smaller only for the strong gluon shadowing. At LHC the situation changes since there also the weakly shadowed gluons finally result in lower spectra and $`T_i`$. Since the two shadowing parametrizations differ so drastically one finds a large difference in the results for the number of minijets at midrapidity: for the strong shadowing one has $`630`$ gluons whereas for the weaker shadowing one finds $`3000`$ gluons. Since there are so few gluons for the strong gluon shadowing we find that the initial temperature at LHC is not dramatically higher than at RHIC! Acknowledgements We would like to thank K.J. Eskola for many stimulating discussions on minijet production and nuclear shadowing.
no-problem/9903/gr-qc9903108.html	ar5iv	text	# Observational limit on gravitational waves from binary neutron stars in the Galaxy ## Abstract Using optimal matched filtering, we search 25 hours of data from the LIGO 40-meter prototype laser interferometric gravitational-wave detector for gravitational-wave chirps emitted by coalescing binary systems within our Galaxy. This is the first test of this filtering technique on real interferometric data. An upper limit on the rate $`R`$ of neutron star binary inspirals in our Galaxy is obtained: with $`90\%`$ confidence, $`R<0.5/\mathrm{hour}`$. Similar experiments with LIGO interferometers will provide constraints on the population of tight binary neutron star systems in the Universe. preprint: WISC-MILW-99-TH-05,LIGO-P990019-01 A world-wide effort is underway to test a fundamental prediction of physics (the existence of gravitational waves) using a new generation of gravitational-wave detectors capable of making astrophysical observations. These efforts include the US Laser Interferometer Gravitational-wave Observatory (LIGO) , VIRGO (French/Italian) , GE0-600 (British/German) , TAMA (Japanese) , and ACIGA (Australian) . The detectors are laser interferometers with a beam splitter and mirrors suspended on wires. A gravitational wave displaces the mirrors, and shifts the relative optical phase in two perpendicular paths. This causes a shift in the interference pattern at the beam splitter . Within the next decade, these facilities should be sensitive enough to observe gravitational waves from astrophysical sources at distances of tens to hundreds of megaparsecs (Mpc). During the past 15 years, the LIGO project has used a 40-meter prototype interferometer at Caltech to develop optical and control elements for the full scale detectors under construction in Hanford WA and Livingston LA . In 1994, this instrument was configured as a modulated Fabry-Perot interferometer: light returning from the two arms was independently sensed . In this configuration, the detector had its best differential displacement sensitivity of $`3.5\times 10^{19}\text{m}\text{Hz}^{1/2}`$ over a bandwidth of approximately a kHz centered at 600 Hz. A week-long test run of the instrument was made in November 1994 prior to a major reconfiguration. Fig. 1 shows the data-taking periods. The run yielded 44.8 hours of tape; both arms were in optical resonance for 39.9 hours (89% of the time). Although the data was taken for diagnostic purposes, it provides an excellent opportunity to obtain observational limits on gravitational-wave sources, and to examine analysis techniques. A major challenge arises because the real detector noise does not satisfy the usual simplifying assumptions: stationary and Gaussian. The 40-m data have the expected colored broad-band background but with significant deterministic components (spectral peaks), including $`10^2`$ sinusoidal components arising from vibration of the support wires and 60 Hz line harmonics. There are also transient features occurring every few minutes: bursts of noise with durations of $`1500\text{ms}`$ from accidental (natural or man-made) disturbances. These difficulties led us to develop data analysis techniques that make matched filtering methods perform well on real data. This Letter reports on a search of these data for binary inspiral chirps—the gravitational waveforms produced by pairs of orbiting stars or black holes. The search focuses on neutron star binaries in our Galaxy. On time scales of $`10^7`$ years a binary loses energy by emitting gravitational waves (primarily at twice the orbital frequency). As the orbit shrinks, it circularizes and the period decreases. We search for the gravitational waves that would be emitted during the final few seconds of this process; the stars orbit hundreds of times per second at separations of tens of km before plunging together. (See for results of preliminary searches.) The data stream was searched using matched filtering. This method uses linear filters constructed from the expected waveforms, computed using the second post-Newtonian approximation (2PN) . The 2PN waveform for a $`2\times 1.4M_{}`$ binary is a sweeping sinusoid which enters the detector pass-band around 120 Hz. The frequency and amplitude increase during the ensuing 255 cycles; after 1.35 seconds the frequency has increased to 1822 Hz and the waveform is cut off when the stars merge. The 2PN approximation results in a reduction of signal to noise ratio (SNR) $`<10\%`$ . The dimensionless strain $`h(t)`$ of the gravitational wave produces a differential change $`\mathrm{\Delta }L(t)=Lh(t)`$ in the lengths of the two perpendicular interferometer arms , where $`L=38.25\mathrm{m}`$ is the average arm length. For a binary system (circular orbits, no spin) with masses $`M=(m_1,m_2)`$ this strain is: $`h(t)={\displaystyle \frac{1\mathrm{Mpc}}{D}}\left[\mathrm{sin}\alpha h_s^M(tt_0)+\mathrm{cos}\alpha h_c^M(tt_0)\right].`$ (1) Here $`\alpha `$ is a constant determined by the orbital phase and orientation of the binary system, $`t_0`$ is the laboratory time when the chirp signal first enters the detector pass-band, and $`h_{s,c}^M(tt_0)`$ are the two polarizations of the gravitational waveform produced by an inspiraling binary system that is optimally oriented at $`1\text{Mpc}`$. If $`x`$,$`y`$-axes are defined by the two interferometer arms then an optimally oriented binary system is located on the $`z`$-axis with its orbital plane parallel to the $`x`$-$`y`$ plane. The effective distance $`D`$ depends on the distance to the source and on its orientation with respect to the detector. The detector has a non-uniform response over the sky due to its quadrupolar antenna pattern. If the source is not optimally oriented (i.e., not on the $`z`$-axis or the orbital plane is tipped), then $`D`$ is greater than the source-detector distance. The formulae for $`h_{s,c}^M`$ are Eqs. (2,3a,4a) of Ref. . The detector signal is the voltage applied to produce a feedback force on the mirrors to hold the interferometer in resonance; it is proportional to the differential-displacement $`\mathrm{\Delta }L(t)`$. This voltage $`v(t)`$ was recorded at a sample rate of 9868.42 Hz by a 12 bit analog-to-digital converter. Quantizing the data reduces the SNR by less than 0.9% . The instrument’s frequency and phase response $`\stackrel{~}{R}(f)`$ was determined at the beginning of each of eleven $`4`$ hour data runs by applying known perturbative forces to the interferometer . These eleven calibration curves differ by less than $`5\%`$. Because errors in calibration affect the SNR only at second order, we estimate the effects of any calibration errors or drifts on SNR to be less than $`0.3\%`$. The voltage output $`v_h(t)`$ that would be produced by a binary inspiral is given by $`v_h(t)`$ $`={\displaystyle _{\mathrm{}}^t}R(tt^{})h(t^{})𝑑t^{}`$ (4) $`={\displaystyle _{\mathrm{}}^{\mathrm{}}}\stackrel{~}{h}(f)\stackrel{~}{R}^{}(f)\mathrm{e}^{2\pi ift}𝑑f,`$ where $`Q(t)`$ and $`\stackrel{~}{Q}(f)`$ denote Fourier-transform pairs. We search for inspiral waveforms using (digital) matched filtering. Because the inspiral waveforms depend upon the source masses $`M=(m_1,m_2)`$ we use a “bank” of template waveforms with masses spaced closely enough to detect any signal in the mass range $`1.0M_{}<m_1,m_2<3.0M_{}`$ . The bank contains 687 filters $`M_k`$ and is designed so that no more than $`2\%`$ of SNR would be lost if the mass parameters $`M`$ of a signal did not exactly match one of the $`M_k`$. For each mass pair $`M_k`$ in the template bank two real signals are constructed: $$X_k^{s,c}(t)=N_k^{s,c}_{\mathrm{}}^{\mathrm{}}\frac{\stackrel{~}{v}(f)\stackrel{~}{h}_{s,c}^{M_k}\stackrel{~}{R}(f)}{S_v(\|f\|)}\mathrm{e}^{2\pi ift}𝑑f.$$ (5) These are the outputs of optimal filters matched to the waveform of the $`k`$th mass-pair $`M_k`$. The denominator $`S_v(\|f\|)`$ is (an estimate of) the one-sided power spectral density of $`v(t)`$; if the detector’s noise is stationary and Gaussian, then these filters are optimal. The normalization factor $`N_k^{s,c}`$ is chosen so that, in the absence of any signals, the mean value of $`[X_k^{s,c}(t)]^2`$ is unity. We define the SNR for the $`k`$th template waveform to be $`\rho _k(t)=\text{SNR}=\sqrt{\left[X_k^s(t)\right]^2+\left[X_k^c(t)\right]^2},`$ arrived at by maximizing over the phase $`\alpha `$ of the binary system. The effective distance $`D`$ at which coalescence of $`2\times 1.4M_{}`$ stars would yield an SNR of 10 in the interferometer is shown in Fig. 1. (The definition of the SNR follows Ref. and other literature. Its expected value for a source scales $`D^1`$. Its rms value for a single template is $`\sqrt{2}`$ in the presence of Gaussian noise alone.) The data was processed, using FFT methods, in overlapping $`26.6\text{s}`$ segments ($`2^{18}`$ samples). To avoid end effects, $`S_v^1(\|f\|)`$ in Eq. (5) was truncated at $`13.3\text{s}`$ in the time domain. The longest chirp signal was $`2.4\text{s}`$ long, so the data were overlapped by the total filter impulse response time of $`15.6\text{s}`$ ($`\mathrm{155\hspace{0.17em}072}`$ samples) giving a filter output duration of $`10.85\text{s/segment}`$. Since the process of bringing the optical cavities into resonance (lock) excites vibrations in the suspension wires, we discarded the first three minutes of data after each lock acquisition, allowing the vibrations to damp below other noise sources. Of the 39.9 locked hours of data, 8.8 hours were in intervals too short to analyze; 111 locked intervals remained. Discarding the startup transient impulse response of the filters and the first three minutes of lock yielded $`39.98.86.0=25.0`$ hours of data analyzed, in 8289 intervals of filter output (top of Fig. 1). Poorly understood, non-stationary noise events corrupt the data. However, these transient events do not have the time-frequency behavior of inspiral chirps, so we can use the broad-band nature of the interferometric detector to reject them. These events are discriminated from chirps by a $`\chi ^2`$ time-frequency test (Sec. 5.24 of Ref. ). The frequency band (DC to Nyquist) is divided into $`p`$ subintervals, chosen so that for a chirp superposed on Gaussian noise with the observed power spectrum the expected contribution to $`\rho `$ is equal for each subinterval. One forms a statistic $`\chi ^2`$ by summing the squares of the deviations of the $`p`$ signal values from the expected value for the two template polarizations. We choose $`p=20`$ so that Galactic signals that fall at the maximal template mismatch would not be rejected. In the presence of Gaussian noise plus chirp the statistic has a $`\chi ^2`$ distribution with $`2p2=38`$ degrees of freedom . Occasionally, there are short sections (i.e., glitches) in the data when the instrument’s output significantly exceeds the rms value. Some of these glitches were seismically-induced. These short sections cause the outputs of the optimal filters to ring, but do not resemble binary inspiral chirps and are uniformly rejected by the time-frequency technique described above. However these glitches bias $`S_v(\|f\|)`$ enough to create non-optimal filters. To prevent this problem we estimate the power spectrum by averaging it for the 8 glitch-free segments closest in time to the section being analyzed. The glitches were identified by seeing if too many samples fell outside a $`\pm 3\sigma `$ range or any fell outside a $`\pm 5\sigma `$ range. The number of segments (8) was chosen to reduce the variance of the spectrum while still tracking changes in instrument performance. The data was processed in about 32 hours of clock time on a 48 node Beowulf computer at UWM (29 Gflops peak). The output of the filtering process is a list of signals for each segment $`j`$: the maximum (over $`t`$) SNR obtained for each filter $`k`$ in the bank of 687 filters, the time $`t_j`$ at which that maximum occurred, the value of the $`\chi ^2`$ statistic for that filter, and $`N^{s,c}`$. In a given segment of data, we say that an event has occurred if the maximum SNR, over all filters for which the statistic $`\chi ^2`$ lies below some threshold $`\chi _{}^2`$, exceeds a threshold $`\rho _{}`$. The total number $`N`$ of events observed in the data set of Fig. 1 is plotted as a function of these thresholds in Fig. 2. Without operating two or more detectors in coinci- dence, it is impossible to characterize the non-Gaussian and non-stationary background well enough to state with confidence that an event has been detected. However one may estimate upper limits on the rate of Galactic neutron star binary inspirals (Poisson-distributed in time) using a method which requires minimal assumptions about detector noise. Our limit $`R_{90\%}`$ is based on the probability of a Galactic neutron star binary signal having an SNR as big as the largest SNR observed. If the actual inspiral rate is greater than $`R_{90\%}`$ then it is likely that we would have observed a larger SNR event. Fig. 1 shows that much of the time the detector was not pointing at the Galactic bulge; therefore the detector was only sensitive to a fraction of Galactic binary inspirals. Thus the event-rate bound depends on two numbers: (i) the efficiency $`ϵ_{\text{max}}`$ with which the instrument and filtering/analysis process can detect a binary inspiral in the Galaxy at the SNR $`\rho _{\text{max}}`$ of the largest observed event, and (ii) the total length $`T=25.0`$ hours of filtered data. We determined the efficiency $`ϵ`$ by Monte-Carlo simulation, doing additional runs through the data set, and adding simulated Galactic inspiral waveforms \[convolved with the detector response function $`\stackrel{~}{R}(f)`$\] at $`30\text{s}`$ intervals into the detector output $`v(t)`$. This allows us to characterize the detection process with the properties of the real instrument noise rather than an ad-hoc model. The inserted waveforms were drawn from a population of binary neutron stars with a spatial number distribution given by $`dNe^{𝒟^2/2𝒟_0^2}𝒟d𝒟\times e^{\|Z\|/h_Z}dZ`$ where $`𝒟`$ is Galactocentric radius, $`𝒟_0=4.8`$ kpc, $`Z`$ is height off the Galactic plane, and $`h_Z=1`$ kpc is the scale height. This distribution is similar to the one presented in Ref. . The detection efficiency $`ϵ`$ is the fraction of these simulated inspirals which registered as events in our filtering/analysis procedure; it increases as the SNR threshold $`\rho _{}`$ is decreased, or as $`\chi _{}^2`$ is increased, and is shown in Fig. 2 for the most-probable mass range of $`1.29`$ to $`1.45M_{}`$ (the results depend weakly on the mass). Our analysis gives an event rate bound. With $`90\%`$ confidence, the rate of binary inspirals in our Galaxy is less than $`R_{90\%}=3.89/[Tϵ(\rho _{\text{max}},\chi _{}^2)]`$ where $`\rho _{\text{max}}=8.34`$ is the largest SNR event observed, and the threshold $`\chi _{}^2=49.5`$ is chosen so that there is a $`10\%`$ chance of rejecting a real chirp signal in stationary Gaussian noise. (This is a Bayesian credible interval computed using a “uniform prior” for the event rate. The dimensionless numerator depends only on the confidence level.) The efficiency $`ϵ(8.34,49.5)=0.33`$ gives $`R_{90\%}=0.5/\mathrm{hour}`$. This is a $`90\%`$ confidence limit if the largest event is a real binary inspiral event. If the largest event is noise, the confidence is $`90\%`$. Thus, $`R_{90\%}`$ gives a conservative upper limit on the event rate when the detector noise is poorly understood. \[The on-site environmental monitors show that some of the larger events in Fig. 2 arise from seismic disturbances or laser power fluctuations, but the largest event (on which our rate limit is based) was detected during normal instrument operation.\] Let us compare our limit $`R_{90\%}=0.5/\mathrm{hour}`$, with the limit that could be obtained from the ideal analysis of an instrument that could detect every Galactic event. Operating for the same total time $`T=25.0\mathrm{hours}`$ with an efficiency $`ϵ=1`$, the limit obtained would be three times better: $`R_{90\%}=0.17/\mathrm{hour}`$. Using stellar population models , one can forecast an expected inspiral rate of $`R10^6\mathrm{yr}^1`$, far below our limit. However, unlike these model-based forecasts, our inspiral limit is based on direct observations of inspirals. Our study also demonstrates methods being developed to analyze data from the next generation of instruments. A previous search using 100 hours of coincident Glasgow/Garching interferometer data gave an upper limit on burst sources . The current generation of resonant-mass detectors has established upper limits on monochromatic signals and stochastic background, but neither search addressed the binary inspiral rate. A coincidence analysis of bar data for coalescing binaries might produce a stronger limit than ours. The full-scale 4-km LIGO interferometers will be much more sensitive than the 40-meter prototype. Comprehensive instrument monitoring will permit detailed characterization of instrument anomalies and removal of some environmental noise. Correlation between three independent instruments will provide lower false alarm rates and greater statistical confidence. This will augment the techniques used here and allow LIGO to detect sources, as well as set tight rate limits. For example, if the largest coincident event detected by the LIGO interferometers has a SNR $`\rho _{\mathrm{max}}=5.5`$, then we would obtain the limit $`_{90\%}=6\times 10^5\mathrm{Mpc}^3\mathrm{yr}^1\left({\displaystyle \frac{55\mathrm{M}\mathrm{p}\mathrm{c}}{r_{\mathrm{max}}}}\right)^3\left({\displaystyle \frac{1\mathrm{y}\mathrm{r}}{T_{\mathrm{obs}}}}\right),`$ on the rate of inspiral in the universe, where $`T_{\mathrm{obs}}`$ is the observation time, and $`r_{\mathrm{max}}`$ is the distance to an optimally oriented source with SNR $`\rho _{\mathrm{max}}=5.5`$. For the initial LIGO interferometers, the distance is $`r_{\mathrm{max}}=55\mathrm{Mpc}`$; it will be ten times larger for the enhanced interferometers, giving an expected rate limit of $`6\times 10^8\mathrm{Mpc}^3\mathrm{yr}^1`$. These limits should be compared to the best guess rate of $`8\times 10^8\mathrm{Mpc}^3\mathrm{yr}^1`$ given by Phinney . We thank the LIGO project for making their data and resources available, and A. Abramovici, R. Spero, and M. Zucker for their contributions. P.R.B. thanks the Sherman Fairchild Foundation for financial support. J.D.E.C. was supported in part by NSERC of Canada. B.A. thanks B. Mours and his VIRGO colleagues for their assistance, and B. Barish, A. Lazzarini, G. Sanders, K. Thorne, and R. Weiss for helpful advice. This work was supported by NSF grants PHY9210038, PHY9407194, PHY9424337, PHY9507740, PHY9514726, PHY9603177, PHY9728704, and PHY9900776.

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