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# The Future of Radio Astronomy: Options for Dealing with Human Generated Interference

## 1. Telescope Sensitivity

Moore’s law for the growth of computing power with time (ie a doubling every 18 months) is often quoted as being vitally important for the success of the next generation of radio telescopes (working at cm wavelengths) such as the Square Kilometre Array (SKA). It is worth noting that radio astronomy has enjoyed a Moore’s law of it own, having a exponentially improvement in sensitivity with time as shown in Figure 1. In fact the doubling time is approximately 3 years, and has been in progress since 1940, giving an overall improvement in sensitivity of $`10^5`$. However, we are approaching the fundamental limits of large mechanical dishes and noise limits of broad band receivers systems. We need to look to other means of extending this growth into the future.

Why do we want to be on this exponential growth curve ? Fields of research continue to produce scientific advances while they maintain and exponential growth in some fundamentally limiting parameter. For radio astronomy sensitivity is definitely fundamentally limiting. An interesting question is whether there are other parameters for which as exponential growth could be maintained for a period of time. The first and most obvious point about exponential growth is that it cannot be sustained indefinitely. Can we maintain it for sometime into the future ? There are 2 basic ways to stay on the exponential curve: 1) Spend more money, 2) Take advantage of technological advances in other areas.

### 1.1. International Mega Science Projects

International cooperation is now needed for dramatic improvements in sensitivity, because no one country can afford to do it alone. ALMA, the Atacama Large MM Array being developed by the USA, Europe and Japan is an example. It will cost around $US700M spread over 1999-2007 and will provide an unprecedented opportunity to study redshifted molecular lines. The Square Kilometre Array (SKA) which will work at centimetre wavelengths is likely to be a collaboration of 10 or more nations, spending $US500M over 2008 to 2015.

There are 2 basic approaches to funding such large projects: 1) User pays, where member countries pay for slice of the time, or 2) The member countries build the facility and make it openly accessible to all. Optical astronomy has moved very much down path 1) as the Keck, VLT, Gemini type facilities demonstrate. Radio astronomy has traditionally followed path 2) as have projects like CERN. For future facilities there may be pressure to move more into the user pays regime, possibly bringing about substantial change in the dynamics of the radio astronomy community.

In the past considerable extensibility was attained by each country learning from the last one to build a telescope. That evolution is very clear from Figure 1. Since we are likely to be moving to internationally funded projects, that path to extensibility is much more restricted and designers must think very carefully about designing extensibility into the next generation telescopes.

### 1.2. Extensibility Through Improved Technologies

For a given telescope, past and present extensibility has been achieved by improvements in 3 main areas:

System Temperature: Reber started out with a 5000 K system temperature. Modern systems now run at around 20 K, meaning that if everything else was kept constant, Reber’s telescope would now be 250 times more sensitive than when first built. There are possibilities of some improvements in future, but nothing like what was possible in the past.

Band Width: Telescopes like the GBT (Green bank Telescope) having bandwidths some 500 times greater than Reber’s, will give factors of 20–25 improvement in sensitivity. Some future improvements will be possible, but again they will not be as large as in the past.

Multiple Beams: Whether in the focal or aperture plane, multiple beam systems provide an excellent extensibility path, allowing vastly deeper surveys than were possible in the past. Although multiple beam systems have been used for a number of experiments in the past, the full potential of this approach is yet to be exploited. A notable example that has made a stride forward in this direction is the Parkes L band system (Stavely-Smith et al. 1996, PASA, 13, 243). The fully sampled focal plane phased array system being developed at NRAO by Fisher and Bradley highlights the likely path for the future.

Using these three methods, a small telescope like the Parkes 64m has remained on the exponential curve and the forefront of scientific discovery for 35 years (shown in Figure 1 in 1962 and in 1997). Other telescopes have of course undergone similar evolution and we only high light Parkes as an example. Scope for continuing this evolution looks good for the next decade, but beyond that more collecting area will be needed. A 64 beam system installed in 2010, would allow Parkes to stay on the curve for some time. The technology to do this is probably only 3-4 years away from having a realisable system, making it possible to jump well ahead of the curve. Putting a 100 beam system on Arecibo by 2005 is possible and would allow Arecibo to jump way out in front of the curve as it did when first built in 1964.

The relevance of Moore’s law in this context, is that if it continues to hold true for the next 1-2 decades, it will provide the necessary back end computational power to realise the gains possible with multiple beams.

## 2. Key Technologies, driving future developments:

HEMT receivers which are wide band, cheap, small, reliable, and low noise systems with many elements.

Focal plane arrays giving large fully sampled fields of view will allow rapid sky coverage for survey applications and great flexibility for targetted observations, including novel possibilities for calibration and interference excision.

Interference rejection allowing passive use of spectrum, outside the bands allocated to passive uses. High dynamic range linear systems, coupled with high temperature superconducting or photonic filters will allow use of the spectrum between communication signals. Adaptive techniques may allow some cochannel experiments, by removing the undesired signals, so that astronomy signals can be seen behind them.

More computing capacity may result in much more of the system being defined in software rather than hardware. This may lead to a very different expenditure structure, where software is a capital expense and computing harware is a considered as a consumable or running cost.

Fibre/photonic based beamforming and transmission of recorded signals will revolutionise bandwidths and signal quality, especially for high resolution science.

Software radio and smart antenna techniques which will allow great flexibilty in signal processing and signal selection.

## 3. Summary of New Facilities

## 4. Interference Sources and Spectrum Management

It is important to be clear of what we mean when we talk about interference. Radio astronomers make passive use of many parts of the spectrum legally allocated to communication and other services. As a result, many of the unwanted signals are entirely legal and legitimate. We will adopt the working definition that interference is any unwanted signal, getting into the receiving system.

If future telescopes like the SKA are developed with sensitivities up to 100 times greater than present sensitivities, it is quite likely that current regulations will not provide the necessary protection. There is also a range of experiments (eg redshifted hydrogen or molecular lines) which require use of the whole spectrum, but only from a few locations, and at particular times, suggesting that a very flexible approach may be beneficial. Other experiments require very large bandwidths, in order to have enough sensitivity. presently only 1-2% of the spectrum in the metre and centimetre bands is reserved for passive uses, such as radio astronomy. In the millimetre band, much larger pieces of the spectrum are available for passive use, but the existing allocations are not necessarily at the most useful frequencies.

### 4.1. Terrestrial Sources of Interference

Interference can arise from a wide variety of terrestrial sources, including communications signals and services, electric fences, car ignitions, computing equipment, domestic appliances and many others. All of these are regulated by national authorities and the ITU (International Telecommunications Union). In the case of Australia, there is a single communcations authority for whole country and therefore for the whole continent. As a result there is a single database containing information on the frequency, strength, location, etc of every licensed transmitter. This makes negotiations over terrestrial spectrum use simpler in principle.

### 4.2. Space & Air Borne Sources of Interference

Radio astronomy could deal with most terrestrial interfering signals, by moving to a remote location, where the density and strength of unwanted signals is greatly reduced. However with the increasing number of space borne telecom and other communications systems in low (and mid) Earth orbits, a new class of interference mitigation challenges are arising - radio astronomy can run, but it cant hide ! The are several new aspects introduced to the interference mitigation problem by this and they include: rapid motion of the transmitter, more strong transmitters in dish sidelobes and possibly in primary beam, and different spectrum management challenges.

There is an upside to the space borne communication systems in that they help to develop the technology that make space VLBI possible, which leads to the greatest possible resolution.

A classic example of the problems that can arise is provided by Irridium mobile communications system, which has a constellation of satellites transmitting signals to every point on the surface of the Earth. Unfortunately in this case, there is some leakage into the passive band around 1612 MHz, with signals levels up to $`10^{11}`$ times as strong as signals from early universe.

### 4.3. Radio Quiet Reserves

Radio quiet reserves have been employed in a number of places, with Green Bank being a notable success. For future facilties such as the SKA and ALMA, the opportunity exists to set radio quiet reserve planning in process a deceade before the instruments are actully built. Radio quiet reserves of the future may take advantage not only of spatial and frequency orthogonality to human generated signals, but also time, coding and other means of multiplexing. These later parameters may be particularly important for obtaining protection from space borne undesired signals, a number of which illuminate most of the Earths surface.

## 5. Radio Wavelength Fundamentals

Undesired interfering signals and astronomy signals can differ (be orthogonal) in a range of parameters:

$``$ Frequency
$``$ Time
$``$ Position
$``$ Polarisation
$``$ Distance
$``$ Coding

It is extremely rare that interfering and astronomy signals do not possess some level of orthogonality in this 6 dimensional parameter space. We therefore need to develop sufficiently flexible back end systems to take advantage of the orthogonality and separate the signals. This is of course very similar to the kinds of problems faced by mobile communication services, which are being addressed with smart antennas and software radio technologies.

## 6. Interference Excision Approaches

There is no silver bullet for detecting weak astronomical signals in the presence of undesired human generated signals. Spectral bands allocated for passive use, provide a vital window, which cannot be achieved in any other way. There are a range of techniques that can make some passive use of other bands possible and in general these need to be used in combined or complimentary way.

Screening to prevent signals entering the primary elements of receivers.

Front end filtering (possibly using high temperature super conductors) to remove strong signals as soon as they enter the signal path.

High dynamic range linear receivers to allow appropriate detection of both astronomy (signals below the noise) and interfering signals.

Notch filters (digital or ananlog) to excise particularly bad spectral regions.

Decoding to remove multiplexed signals. Blanking of period or time dependent signals is a very succesful but simple case of this more general approach.

Calibration to provide the best possible characterisation of interfering and astronomy signals.

Cancellation of undesired signals, before correlation using adaptive filters and after taking advantage of phase closure techniques (Sault et al. 1997)

Adaptive beam forming to steer nulls onto interfering sources. Conceptually, this is equivalent to cancellation, but it provides a way of taking advantage of the spatial orthogonality of astronomy and interfering signals.

### 6.1. Adaptive Systems

Of all the approaches listed above, the nulling or cancellation systems (may be adaptive) are the most likely to permit the observation of weak astronomy signals that are coincident in frequency with undesired signals. These techniques have been used extensively in military, communications, sonar, radar, medicine and others (Widrow & Stearns 1985, Haykin 1995). Radio astronomers have not kept pace with these developments and in this case need to infuse rather diffuse technology in this area. A prototype cancellation system developed at NRAO (shown in Figure 2) has demonstrated 70dB of rejection on the lab bench and 30dB of rejection on real signals when attached to the 140 foot at Green Bank (Barnbaum & Bradley 1998). Adaptive Nulling systems are being prototyped by NFRA in the Netherlands. However their application in the presence of real radio astronomy signals is yet to be demonstrated and their toxicity to the weak astronomy signals needs to be quantified. The best prospect for doing this in the near future is recording baseband data from exisiting telescope, containing both interferring and astronomy signals (Bell et al. 1999). A number of algorithms can then be implemented is software and assessed relative to each other.

## 7. The Telecommunications Revolution

We cannot (and dont want to) impede this revolution, but we can try to minimise its impact on passive users of the radio spectrum and maximise the benefits of technological advances. The deregulation of this industry has had some impact on the politics. Major companies now play a prominent (dominate ?) role in the ITU (International Telecommunications union). Protection of the bands for passive use must therefore addressed and promoted by government.

## 8. Spectrum Pricing

There may be some novel ways in which spectrum pricing could evolve in order to provide incentives for careful use of a precious resource. Radio astronomy and other passive users cannot in general afford commercial rates and therefore need government support. One possibility would be to have a green tax which could be used to fund interference management and research.

Such strategies do not come without cost. While the long term economic cost may be relatively small, upfront R&D costs to an individual company may compromise their competitiveness. This issue must therefore be addressed at national or international policy level.

Unlike many other environmental resource use problems, spectrum over use is both reversible and possible to curtail. This leads to certain political advantages because politicians like to have problems which they can solve and this is a more soluble problem than many other environemntal problems.

## 9. Remedies

Siting Radio Telescopes Choose remote sites with natural shielding helps but doesn’t protect against satellite interference. Establish radio quiet zones, using National government regulations. This is easier for fixed than mobile transmitters. Far side of moon or L2 Lagrangian point are naturally occurring radio quite zones but are very expensive to use.

OECD Mega Science Forum: Task Force on Radio Astronomy The goals of the OECD mega science forum are complimentary to IAU efforts, providing a path for top down influence of governments which would otherwise not be possible. This task force aims to promote constructive dialog between: regulatory bodies, international radio astronomy community, telecommunications companies, and government science agencies. It will investigate three approaches favoured by Megascience Forum: Technological solutions, regulation, and radio quiet reserves.

Environmental Impact In the meter and cm band $`<`$1% is allocated to passive use! 99% already used, resource use has been extravagant. Almost all the spectrum at wavelenghts $`>`$ 1cm are now polluted, and situation is rapidly deteriorating at shorter wavelengths. It is reversable and sheareable in more creative ways! in contrast to most other pollution problems.

## 10. Funding of radio astronomy

University based radio astronomy research in the USA has suffered relative to other wavelengths for 2 reasons: 1) The centralised development at NRAO has made it difficult for many universities to remain involved in technical developments. 2) Space based programs in infrared, optical, UV, X-ray, and Gamma ray bands have a rather different funding structure, where access to research funds is based on successful observing proposals. Radio astronomy has no access to such funds and therefore is a relatively uneconomical pursuit for astronomers. This method of funding is being taken up in other countries and radio astronomy needs to find a way to join the scheme. More globally, radio astronomy has suffered relative to other wavelengths, because data acquisition, reduction and analysis is unnecessarily complex. Researchers have to spend a lot more effort in data processing than other areas of astronomy. For example, in many other bands, fully calibrated data lands on the researchers desk a few days after the observations were taken. Radio astronomy needs to finds ways to move into this regime (as Westerbork have done to some degree), but at the same time preserve the vast flexibility that can be derived from measuring the electric field at the aperture.

## 11. Conclusions

The possibilities for the future of radio astronomy are good, but there are some challenges issues for the community to consider and address:

$``$ Whole of radio spectrum needed for redshifted lines
$``$ About 2% of spectrum is reserved for passive use by regulation so must develop other approaches
$``$ We cannot (and don’t want to) impede the telecommunications revolution
$``$ Radio astronomy has low credibility until we use advanced techniques
$``$ Essential to influence government policy
$``$ Astronomers should have a uniform position
$``$ Threatening language doesn’t help
$``$ Is interference harmful?

## References

Barnbaum, c. & Bradley, R., 1998, AJ, 116, 2598.

Bell J. F., et al. 1999 ”Software radio telescope: interference mitigation atlas and mitigation strategies”, in Perspectives in Radio Astronomy: Scientific Imperatives at cm and m Wavelengths (Dwingeloo: NFRA), Edited by: M.P. van Haarlem & J.M. van der Hulst.

Haykin, S., 1995, “Adaptive Filter Theory” Prentice Hall.

Sault, B., Ekers, R., Kewley, L. 1997 “Cross-correlation approaches to interference mitigation” Sydney SKA workshop http://www.atnf.csiro.au/SKA/WS/

Smolders, A. B., 1999, “Phased-array system for the next generation of radio telescopes”, in Perspectives in Radio Astronomy: Scientific Imperatives at cm and m Wavelengths (Dwingeloo: NFRA), Edited by: M.P. van Haarlem & J.M. van der Hulst.

Staveley-Smith L. et al. 1996, PASA, 13, 243 ”The Parkes 21cm Multibeam Receiver”. An overview of the science and overall system design of the multibeam receiver.

Widrow, B. & Stearns, S., 1985, “Adaptive Signal Processing” Prentice Hall

Interference Mitigation Web pages http://www.atnf.csiro.au/SKA/intmit/

AN SKA web site http://www.atnf.csiro.au/SKA/


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# References

CERN-TH/2000-013

math-th/0001—

SOLUTIONS OF $`D_\alpha `$ = 0
FROM HOMOGENEOUS INVARIANT FUNCTIONS

F. Buccella 111On leave of absence from Dipartimento di Scienze Fisiche, Università di Napoli.

Theoretical Physics Division, CERN

CH - 1211 Geneva 23

Abstract

We prove that the existence of a homogeneous invariant of degree $`n`$ for a representation of a semi-simple Lie group guarantees the existence of non-trivial solutions of $`D_\alpha =0`$: these correspond to the maximum value of the square of the invariant divided by the norm of the representation to the $`n^{th}`$ power.

CERN-TH/2000-013

January 2000

The search of solutions of the equation:

$$D_\alpha =0$$
(1)
is a necessary tool for the classification of non-trivial supersymmetric vacua . Several years ago a sufficient condition was proposed for the validity of (1), namely the existence of an invariant $`F(z)`$, such that:

$$(\frac{\delta F}{\delta z_a})_{z_a}=kz_a^{}$$
(2)
with $`k0`$ . On the basis of absence of known counterexamples the condition has been conjectured to be also necessary  and the proof has been given by Procesi and Schwarz . Here we want to show that a sufficient condition for the existence of non-trivial solutions of (1) is the existence of a homogeneous invariant $`F^n(z)`$ of degree $`n`$. The proof goes as follows.
Be $`F(z_a)`$ a homogeneous invariant of degree $`n`$; let us consider the function:

$$G(z_a,z_a^{})=\frac{F(z_a)F(z_a^{})}{N(z_a)^n}$$
(3)
where:

$$N(z_a)=\mathrm{\Sigma }_az_az_a^{}.$$
(4)
Let us look for the maxima of $`G`$, which is real, positive and homogeneous of degree 0 in the domain:

$$\frac{1}{2}N(z_a)1.$$
(5)
A maximum certainly exists, since $`G`$ is a continuous function of the real variables $`x_a=\frac{z_a+z_a^{}}{2}`$ and $`y_a=\frac{z_az_a^{}}{2i}`$ defined on a closed and limited set (Weierstrass theorem). Since $`G`$ is a homogeneous function of degree 0, it is constant along the intersection of the radii, which start from the origin, with the set defined by (5). Therefore the maximum will occur also on an internal point $`z_a^0`$ of the domain, where:

$$\frac{\delta G}{\delta z_a}_{z_a=z_a^0}=\left(\frac{\frac{\delta F}{\delta z_a}F(z_a^{})N(z_a)nz_a^{}F(z_a)F(z_a^{})}{N(z_a)^{n+1}}\right)_{z_a=z_a^0}$$
(6)
should vanish. At that point, $`F(z_a)`$ and $`F(z_a^{})`$ are different from zero, since the maximum of a positive function, which is not identically zero, is positive. $`N(z)`$ is also positive, so from (6) we get:

$$\frac{\delta F}{\delta z_a}_{z_a=z_a^0}=kz_a^0$$
(7)
with $`k=\frac{nF(z_a)}{N(z_a)}0`$, which guarantees  the vanishing of the $`D`$ term for $`z_a^{()}=z_a^{0()}`$. To give some application of the theorem just shown, let us consider an irreducible representation $`\varphi `$ of a semi-simple Lie group $`G`$. We may decompose the symmetric product of two $`\varphi `$’s along irreducible representations of $`G`$:

$$(\varphi \times \varphi )_S=\mathrm{\Sigma }_l\varphi _l$$
(8)
The number of independent quartic invariants, bilinear in $`\varphi `$ and its complex conjugate $`\varphi ^{}`$, is given by the number of terms in the r.h.s. of (8). More precisely they are:

$$I_l=N(\varphi \times \varphi )_l.$$
(9)
Also the invariant:

$$I_\alpha =N(\varphi ^{}\times \varphi )_{adjoint},$$
(10)
which is proportional to $`D_\alpha D^\alpha `$, is a combination of the $`I_l`$’s. If the sum in (8) has only one term, there is only one independent quartic invariant, bilinear in $`\varphi `$ and $`\varphi ^{}`$, $`I_\alpha `$ is proportional to $`N(\varphi )^2`$ and there is no non-trivial solution to (1). In that case we can conclude that we cannot write an invariant, which depends only on $`\varphi `$. Let us now consider three cases, where there is a cubic invariant built in terms of an irreducible complex representation of a simple group: according to the theorem just shown, there will be solutions of (1). We shall consider the 6 of $`SU(3)`$, the 15 of $`SU(6)`$ and the 27 of $`E(6)`$ and their symmetric products:

$`(6\times 6)_S`$ $`=`$ $`15+\overline{6}`$
$`(15\times 15)_S`$ $`=`$ $`105+\overline{15}`$
$`(27\times 27)_S`$ $`=`$ $`351+\overline{27}`$ (11)
So there are two independent quartic invariants bilinear in the 6 (or the 15 or the 27) and in the $`\overline{6}`$ (or the $`\overline{15}`$ or the $`\overline{27}`$), and one has:

$`18N(6\times 6)_{\overline{6}}`$ $`+`$ $`15N(6\times \overline{6})_8=8N(6)^2`$
$`9N(15\times 15)_{\overline{15}}`$ $`+`$ $`12N(15\times \overline{15})_{35}=8N(15)^2`$
$`15N(27\times 27)_{\overline{27}}`$ $`+`$ $`9N(27\times \overline{27})_{78}=2N(27)^2`$ (12)
where the second terms in the l.h.s.’s of (12) are just proportional to $`D_\alpha D^\alpha `$. The two terms in the l.h.s.’s of (12) have the intriguing property that one vanishes when the other takes its maximum. The vanishing of the second term when the second takes its maximum is a consequence of the theorem we have just shown. In fact, when $`\varphi _a`$ is on a critical orbit of an irreducible representation $`\varphi `$, the invariants:

$$\frac{N(6\times 6)_{\overline{6}}}{N(6)^2}\mathrm{and}\frac{N(6\times 6\times 6)_1}{N(6)^3}$$

are both proportional to $`(C_{\phi _a\phi _a\phi _a^{}}^{66\overline{6}})^2`$, which implies that, if $`\varphi _a`$ is a maximum for the first one, it is a maximum for the second one as well. (The implication in the opposite direction does not hold for a non-critical orbit, since in that case $`N(\varphi \times \varphi )_\varphi ^{}`$ receives contributions also from $`\varphi ^{}\varphi _a^{}`$.) A similar property holds for the 15 of $`SU(6)`$ and the 27 of $`E(6)`$. The $`D`$ term vanishes in the $`SO(3)`$, $`Sp(6)`$ or $`F(4)`$ invariant direction respectively. From the other side the first terms in (12) vanish in the $`SU(2)`$, $`SU(4)\times SU(2)`$ or $`SO(10)`$ invariant direction, respectively. This is not surprising, because, when $`\phi _a`$ correspond to the maximal weight of the representation, as in the cases just mentioned, $`(\phi _a\times \phi _a)`$ has components only along the representation with the highest maximal weight. The necessity of the existence of an invariant for the existence of solutions of (1), already proved in , implies that no invariant can be constructed with a representation unable to supply non-trivial solutions to (1). It applies to the case with only one term in the r.h.s. of (8) and $`D_\alpha D^\alpha `$ proportional to $`N(\varphi )^2`$, but also to cases with more than one term present in (8). As an example, let us consider the 16 spinorial representation of $`SO(10)`$, for which:

$`(16\times 16)_S=126+10`$
$`32N(16\times 16)_{10}+16N(16\times \overline{16})_{45}=5N(16)^2.`$ (13)
While the maximum of the second term in the l.h.s. of (13) in the $`SU(5)`$ invariant direction corresponds to the vanishing of the first term , the maximum of the first term in the $`SO(7)`$ invariant direction corresponds to a minimum, but not to a vanishing value for $`D_\alpha D^\alpha `$. In fact no $`SO(10)`$ invariant can be built only with a 16.

For semi-simple groups we shall consider the bifundamental $`(N,\overline{M})`$ representation of $`SU(N)\times SU(M)`$. For $`M=N`$, the existence of the invariant:

$$ϵ_{\beta _1\mathrm{}\beta _N}^{\gamma _1\mathrm{}\gamma _N}\varphi _{\alpha _1}^{\beta _1}\mathrm{}\varphi _{\gamma _N}^{\beta _N}$$
(14)
implies the existence of a solution of (1), namely the singlet under the sum of the two $`SU(N)`$. If $`N>M`$ the contribution $`\phi _M^2`$ to $`D_\alpha D^\alpha `$ from $`SU(N)`$ cannot vanish, since

$$\frac{(D_\alpha D^\alpha )_{SU(N)}}{g_N^2}>\frac{(D_\alpha D^\alpha )_{SU(M)}}{g_M^2}$$
(15)
and the r.h.s. of (15) is non-negative: in fact no invariant can be built in that case. For $`N=3,M=2`$ one has

$$(\varphi \times \varphi )_s=(6,3)+(\overline{3},1)$$
(16)
and $`N(\varphi \times \varphi )_{(\overline{3},1)}`$ takes its maximum in the direction where the contribution to $`D_\alpha D^\alpha `$ from $`SU(2)`$ (but not from $`SU(3)`$) vanishes.

Acknowledgements

Instructive and inspiring discussions with Prof. S. Ferrara are gratefully acknowledged.


text:
# Deriving 𝑁-soliton solutions via constrained flows

## 1. Introduction

In recent years much work has been devoted to the constrained flows of soliton equations (see, for example, \[1-7\]). It was shown in \[1-3\] that (1+1)-dimensional soliton equation can be factorized by $`x`$\- and $`t`$-constrained flow which can be transformed into two commuting $`x`$\- and $`t`$-finite-dimensional integrable Hamiltonian systems. The Lax representation for constrained flows can be deduced from the adjoint representation of the auxiliary linear problem for soliton equations . By means of the Lax representation, the standard method in \[8-10\] enables us to introduce the separation variables for constrained flows \[11-15\] and to establish the Jacobi inversion problem \[13-15\]. Finally, the factorization of soliton equations and separability of the constrianed flows allow us to find the

Jacobi inversion problem for soliton equations \[13-15\]. By using the Jacobi inversion technique , the $`N`$-gap solutions in term of Riemann theta functions for soliton equations can be obtained, namely, the constrained

flows can be used to derive the $`N`$-gap solution for soliton equations. It has been believed that the constrained flows can also been used directly to derive the $`N`$-soliton solutions for soliton equations. However this case remains a challenging problem.

It is well known that trere are several methods to derive the $`N`$-soliton solution of soliton equations, such as the inverse scattering method, the Hirota method, the dressing method, the Darboux transformation, etc.

(see, for example, \[18-20\] and references therein). In present paper, we

propose a method to construct directly $`N`$-soliton solution from two commuting $`x`$\- and $`t`$-constrained flows. We will illustrate the method by KdV equation. The method can be applied to other soliton equations.

## 2. Constrained flows

We first recall the constrained flows and factorization of soliton equations by using KdV equation. Let consider the Schr$`\ddot{\text{o}}`$dinger spectral problem

$$\varphi _{xx}+u\varphi =\lambda \varphi .$$
$`2.1`$
The KdV hierarchy associated with (2.1) can be written in infinite-dimensional integrable Hamiltonian system \[18-20\]

$$u_{t_n}=_x\frac{\delta H_n}{\delta u},n=1,2,\mathrm{},$$
$`2.2`$
where

$$\frac{\delta H_n}{\delta u}=L^nu,L=_x^2+4u2_x^1u_x,_x^1_x=_x_x^1=1.$$
$`2.3`$
The well known KdV equation reads

$$u_t6uu_x+u_{xxx}=0.$$
$`2.4`$
For KdV equation (2.4), the time evolution equation of $`\varphi `$ is given by

$$\varphi _t=4\lambda \varphi _x+2u\varphi _xu_x\varphi .$$
$`2.5`$
The compatibility condition of (2.1) and (2.5) gives rise to (2.4).

It is known that

$$\frac{\delta \lambda }{\delta u}=\varphi ^2.$$
$`2.6`$
The constrained flows of the KdV hierarchy consists of the equations obtained from the spectral problem (2.1) for $`N`$ distinct real numbers $`\lambda _j`$ and the restriction of the variational

derivatives for the conserved quantities $`H_{k_0}`$ (for any fixed $`k_0`$) and $`\lambda _j`$ \[2-4\]

$$\varphi _{j,xx}+u\varphi _j=\lambda _j\varphi _j,j=1,\mathrm{},N,$$
$`2.7a`$
$$\frac{\delta H_{k_0}}{\delta u}\underset{j=1}{\overset{N}{}}\alpha _j\frac{\delta \lambda _j}{\delta u}=0.$$
$`2.7b`$
The system (2.7) is invariant under all the KdV flows (2.2).

For $`k_0=0`$, in order to obtain $`N`$-soliton solution, we take

$$\lambda _j<0,\zeta _j=\sqrt{\lambda _j},\alpha _j=4\zeta _j,j=1,\mathrm{},N,$$

one gets from (2.7b)

$$u=4\underset{j=1}{\overset{N}{}}\zeta _j\varphi _j^2=4\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi },$$
$`2.8`$
where

$$\mathrm{\Phi }=(\varphi _1,\mathrm{},\varphi _N)^T,\mathrm{\Theta }=diag(\zeta _1,\mathrm{},\zeta _N),\mathrm{\Lambda }=diag(\lambda _1,\mathrm{},\lambda _N).$$

By substituting (2.8), (2.7a) becomes

$$\varphi _{j,xx}+4\underset{i=1}{\overset{N}{}}\zeta _i\varphi _i^2\varphi _j=\lambda _j\varphi _j,j=1,\mathrm{},N,$$

or equivalently

$$\mathrm{\Phi }_{xx}=\mathrm{\Lambda }\mathrm{\Phi }+4\mathrm{\Phi }\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }.$$
$`2.9`$
After inserting (2.8), (2.5) reads

$$\mathrm{\Phi }_t=4\mathrm{\Lambda }\mathrm{\Phi }_x+8\mathrm{\Phi }_x\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }8\mathrm{\Phi }\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }_x.$$
$`2.10`$
The compatibility of (2.7), (2.10) and (2.4) ensures that if $`\mathrm{\Phi }`$ satisfies two compatible systems (2.9) and (2.10), simultaneously, then $`u`$ given by (2.8) is a solution of KdV equation (2.4), namely, the KdV equation (2.4) is factorized by the $`x`$-constrained flow (2.9) and $`t`$-constrained flow (2.10).

The Lax representation for the constrained flows (2.9) and (2.10), which

can be deduced from the adjoint representation of the spectral problem (2.1) by using the method in , is given by

$$Q_x=[\stackrel{~}{U},Q],$$

where $`\stackrel{~}{U}`$ and the Lax matrix $`Q`$ are of the form

$$\stackrel{~}{U}=\left(\begin{array}{cc}0& 1\\ \lambda +4\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }& 0\end{array}\right),M=\left(\begin{array}{cc}A(\lambda )& B(\lambda )\\ C(\lambda )& A(\lambda )\end{array}\right),$$

$$A(\lambda )=2\underset{j=1}{\overset{N}{}}\frac{\zeta _j\varphi _j\varphi _{j,x}}{\lambda \lambda _j},B(\lambda )=1+2\underset{j=1}{\overset{N}{}}\frac{\zeta _j\varphi _j^2}{\lambda \lambda _j},$$

$$C(\lambda )=\lambda +2\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }2\underset{j=1}{\overset{N}{}}\frac{\zeta _j\varphi _{j,x}^2}{\lambda \lambda _j}.$$

Then $`\frac{1}{2}TrM^2(\lambda )=A^2(\lambda )+B(\lambda )C(\lambda )`$, which is a generating function of integrals of motion for the system (2.9) and

(2.10), gives rise to

$$A^2(\lambda )+B(\lambda )C(\lambda )=\lambda 2\underset{j=1}{\overset{N}{}}\frac{F_j}{\lambda \lambda _j},$$

where $`F_j,j=1,\mathrm{},N,`$ are $`N`$ independent integrals of motion for the systems (2.9) and (2.10)

$$F_j=\varphi _{j,x}^2+(\lambda _j2\underset{i=1}{\overset{N}{}}\zeta _i\varphi _i^2)\varphi _j^2+2\underset{kj}{}\frac{\zeta _k(\varphi _{j,x}\varphi _k\varphi _j\varphi _{k,x})^2}{\lambda _j\lambda _k},j=1,\mathrm{},N.$$
$`2.11`$
## 3. Deriving $`N`$-soliton solution

In order to constructing $`N`$-soliton solution, we have to set $`F_j=0`$. It follows from (2.9) that

$$\frac{\varphi _{j,x}\varphi _k\varphi _j\varphi _{k,x}}{\lambda _j\lambda _k}=_x^1(\varphi _j\varphi _k).$$
$`3.1`$
Then one gets

$$F_j=\varphi _{j,x}^2+(\lambda _j2\underset{i=1}{\overset{N}{}}\zeta _i\varphi _i^2)\varphi _j^22\underset{k=1}{\overset{N}{}}\zeta _k(\varphi _{j,x}\varphi _k\varphi _j\varphi _{k,x})_x^1(\varphi _j\varphi _k)=0,j=1,\mathrm{},N.$$
$`3.2`$
The integrals of motion $`F_j`$ can be used to reduce the order of system (2.9). By multiplying (2.9) by $`\varphi _j`$ and adding it to (3.2), one obtains

$$\varphi _j[\varphi _{j,x}2\underset{k=1}{\overset{N}{}}\zeta _k\varphi _k_x^1(\varphi _j\varphi _k)]_x+\varphi _{j,x}[\varphi _{j,x}2\underset{k=1}{\overset{N}{}}\zeta _k\varphi _k_x^1(\varphi _j\varphi _k)]=0,j=1,\mathrm{},N,$$

which results to

$$\varphi _{j,x}2\underset{k=1}{\overset{N}{}}\zeta _k\varphi _k_x^1(\varphi _j\varphi _k)=\gamma _j\varphi _j,\gamma _j=\gamma _j(t),j=1,\mathrm{},N,$$

or equivalently

$$\mathrm{\Phi }_x=\mathrm{\Gamma }\mathrm{\Phi }+2_x^1(\mathrm{\Phi }\mathrm{\Phi }^T)\mathrm{\Theta }\mathrm{\Phi },$$
$`3.3`$
where $`\mathrm{\Gamma }=diag(\gamma _1,\mathrm{},\gamma _N).`$ Set

$$R=2_x^1(\mathrm{\Phi }\mathrm{\Phi }^T)\mathrm{\Theta },$$
$`3.4`$
Eq. (3.3) can be rewritten as

$$\mathrm{\Phi }_x=\mathrm{\Gamma }\mathrm{\Phi }+R\mathrm{\Phi }.$$
$`3.5`$
Notice that

$$2\mathrm{\Phi }\mathrm{\Phi }^T=R_x\mathrm{\Theta }^1,\mathrm{\Theta }R=R^T\mathrm{\Theta },$$
$`3.6`$
it follows from (3.4) and (3.5)that

$$R_x=2_x^1(\mathrm{\Phi }_x\mathrm{\Phi }^T+\mathrm{\Phi }\mathrm{\Phi }_x^T)\mathrm{\Theta }$$

$$=2_x^1(\mathrm{\Gamma }R_x+RR_xR_x\mathrm{\Gamma }+R_xR)=\mathrm{\Gamma }RR\mathrm{\Gamma }+R^2.$$
$`3.7`$
We now show that

$$\gamma _j^2=\lambda _j,\text{or}\mathrm{\Gamma }^2=\mathrm{\Lambda }.$$
$`3.8`$
In fact, it is found from (3.5), (3.6) and (3.7) that

$$\mathrm{\Phi }_{xx}=\mathrm{\Gamma }\mathrm{\Phi }_x+R\mathrm{\Phi }_x+R_x\mathrm{\Phi }=\mathrm{\Gamma }^2\mathrm{\Phi }+(\mathrm{\Gamma }RR\mathrm{\Gamma }+R^2)\mathrm{\Phi }+R_x\mathrm{\Phi }$$

$$=\mathrm{\Gamma }^2\mathrm{\Phi }+2R_x\mathrm{\Phi }=\mathrm{\Gamma }^2\mathrm{\Phi }+4\mathrm{\Phi }\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi },$$

which together with (2.9) leads to (3.8). Therefore, we can take $`\mathrm{\Gamma }=\mathrm{\Theta }`$, (3.5) and (3.7) can be rewritten as

$$\mathrm{\Phi }_x=\mathrm{\Theta }\mathrm{\Phi }+R\mathrm{\Phi },$$
$`3.9`$
and

$$R_x=\mathrm{\Theta }RR\mathrm{\Theta }+R^2,$$
$`3.10`$
$$2\mathrm{\Phi }\mathrm{\Phi }^T=R_x\mathrm{\Theta }^1=\mathrm{\Theta }R\mathrm{\Theta }^1R+R^2\mathrm{\Theta }^1.$$
$`3.11`$
To solve (3.9), we first consider the linear system

$$\mathrm{\Psi }_x=\mathrm{\Theta }\mathrm{\Psi }.$$
$`3.12`$
It is easy to see that

$$\mathrm{\Psi }=(c_1(t)e^{\zeta _1x},\mathrm{},c_N(t)e^{\zeta _Nx})^T.$$
$`3.13`$
Take the solution of (3.9) to be of the form

$$\mathrm{\Phi }=\mathrm{\Psi }M\mathrm{\Psi },$$

then $`M`$ has to satisfy

$$M_x=\mathrm{\Theta }M+M\mathrm{\Theta }R+RM.$$
$`3.14`$
Comparing (3.14) with (3.10), one finds

$$M=\frac{1}{2}R\mathrm{\Theta }^1=_x^1(\mathrm{\Phi }\mathrm{\Phi }^T).$$
$`3.15`$
So we have

$$\mathrm{\Phi }=(IM)\mathrm{\Psi }=[I_x^1(\mathrm{\Phi }\mathrm{\Phi }^T)]\mathrm{\Psi },$$
$`3.16`$
which leads to

$$\mathrm{\Psi }=\underset{n=0}{\overset{\mathrm{}}{}}M^n\mathrm{\Phi }.$$
$`3.17`$
By using (3.15) and (3.17), it is found from that

$$_x^1(\mathrm{\Psi }\mathrm{\Psi }^T)=_x^1\underset{n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{n}{}}M^l\mathrm{\Phi }\mathrm{\Phi }^TM^{nl}$$

$$=_x^1\underset{n=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{n}{}}M^lM_xM^{nl}=\underset{n=1}{\overset{\mathrm{}}{}}M^n.$$
$`3.18`$
Set

$$V=(v_{ij})=_x^1(\mathrm{\Psi }\mathrm{\Psi }^T),v_{ij}=\frac{c_i(t)c_j(t)}{\zeta _i+\zeta _j}e^{(\zeta _i+\zeta _j)x}.$$
$`3.19`$
One obtain

$$(I+V)\mathrm{\Phi }=\mathrm{\Psi },\text{or}\mathrm{\Phi }=(IM)\mathrm{\Psi }=(I+V)^1\mathrm{\Psi }.$$
$`3.20`$
By inserting (3.9) and (3.11), (2.10) becomes

$$\mathrm{\Phi }_t=[4\mathrm{\Theta }^34\mathrm{\Theta }^2R+8(\mathrm{\Theta }+R)\mathrm{\Phi }\mathrm{\Phi }^T\mathrm{\Theta }8\mathrm{\Phi }\mathrm{\Phi }^T\mathrm{\Theta }(\mathrm{\Theta }+R)]\mathrm{\Phi }$$

$$=4\mathrm{\Theta }^3\mathrm{\Phi }4R\mathrm{\Theta }^2\mathrm{\Phi }.$$
$`3.21`$
Let $`\mathrm{\Psi }`$ satisfy the linear system

$$\mathrm{\Psi }_t=4\mathrm{\Theta }^3\mathrm{\Psi },$$
$`3.22`$
then

$$\mathrm{\Psi }=(c_1(t)e^{\zeta _1x},\mathrm{},c_N(t)e^{\zeta _Nx})^T,c_i(t)=\beta _je^{4\zeta _j^3t},j=1,\mathrm{},N.$$
$`3.23`$
We now show that $`\mathrm{\Phi }`$ determined by (3.20) and (3.23) satisfy (3.21). In fact, we have

$$\mathrm{\Phi }_t=(I+V)^1V_t(I+V)^1\mathrm{\Psi }+(I+V)^1\mathrm{\Psi }_t$$

$$=4\mathrm{\Theta }^3\mathrm{\Phi }4M\mathrm{\Theta }^3\mathrm{\Phi }4(IM)V\mathrm{\Theta }^3\mathrm{\Phi }$$

$$=4\mathrm{\Theta }^3\mathrm{\Phi }8M\mathrm{\Theta }^3\mathrm{\Phi }=4\mathrm{\Theta }^3\mathrm{\Phi }4R\mathrm{\Theta }^2\mathrm{\Phi }.$$

Therefore $`\mathrm{\Phi }`$ given by (3.20) and (3.23) satisfies (2.9) and (2.10) simultaneously and $`u=4\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi }`$ is the solution of KdV equation (2.4). It is easy

to show that this solution is just the $`N`$-soliton solution. Notice that

$$2_x(\mathrm{\Psi }^T\mathrm{\Phi })=2\mathrm{\Psi }^T\mathrm{\Theta }\mathrm{\Phi }+2\mathrm{\Psi }^T(\mathrm{\Theta }+R)\mathrm{\Phi }$$

$$=4\mathrm{\Phi }^T(I+V)(IM)\mathrm{\Theta }\mathrm{\Phi }=4\mathrm{\Phi }^T\mathrm{\Theta }\mathrm{\Phi },$$

namely

$$u=2_x\underset{i=1}{\overset{N}{}}c_i(t)e^{\zeta _ix}\varphi _i.$$
$`3.24`$
Formulas (3.20), (3.23) and (3.24) are just that obtained from the Gelfand-Levintan-Marchenko equation for determining the $`N`$-soliton solution for KdV equation  and finally results to the well-known expression for $`N`$-soliton solution of KdV equation (2.4)

$$u=2_x^2\text{ln}(\text{det}(I+V)).$$

## 4. Conclusion

The factorization of the KdV equation into two compatible $`x`$\- and $`t`$-constrained flows enables us to derive directly the $`N`$-soliton solution via the $`x`$\- and $`t`$-constrained flows. The method presented in this paper can be applied to other soliton equations for directly obtaining $`N`$-soliton solutions from constrained flows.

## Acknowledgments

This work was supported by the Chinese Basic Research Project ”Nonlinear Sciences”.

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text:
# REIONIZATION AND THE ABUNDANCE OF GALACTIC SATELLITES

## 1. Introduction

Cold Dark Matter (CDM) models with scale-invariant initial fluctuation spectra define an elegant and well-motivated class of theories with marked success at explaining most properties of the local and high-redshift universe. One of the few perceived problems of such models is the apparent overprediction of the number of satellites with circular velocities $`v_c1030\mathrm{km}\mathrm{s}^1`$ within the virialized dark halos of the Milky Way and M31 (Klypin et al. 1999a, hereafter KKVP99; Moore et al. 1999; see also Kauffmann et al. 1993 and Gonzales et al. 1998). The most recent of these investigations are based on dissipationless simulations, so the problem may be rephrased as a mismatch between the expected number of dark matter subhalos orbiting within the Local Group and the observed number of satellite galaxies. In order to overcome this difficulty, several authors have suggested modifications to the standard CDM scenario. These include (1) reducing the small-scale power by either appealing to a specialized model of inflation with broken scale invariance (e.g., Kamionkowski & Liddle 1999) or substituting Warm Dark Matter for CDM (e.g., Hogan 1999), and (2) allowing for strong self-interaction among dark matter particles, thereby enhancing satellite destruction within galactic halos (e.g., Spergel and Steinhardt 1999; but see the counter-argument by Miralda-Escudé 2000). In this paper, we explore a more conservative solution.

Many authors have pointed out that accretion of gas onto low-mass halos and subsequent star formation are inefficient in the presence of a strong photoionizing background (Ikeuchi 1986; Rees 1986, Babul & Rees 1992; Efstathiou 1992; Shapiro, Giroux, & Babul 1994; Thoul & Weinberg 1996; Quinn, Katz, & Efstathiou 1996). Motivated by these results, we investigate whether the abundance of satellite galaxies can be explained in hierarchical models if low-mass galaxy formation is suppressed after reionization, and we propose that the observable satellites correspond to those halos that accreted a substantial amount of gas before reionization. This solution is similar in some ways to the idea that supernova feedback ejects gas from low-mass halos (Dekel & Silk 1986), but it offers a natural explanation for why some satellite galaxies at each circular velocity survive, while most are too dim to be seen. In addition, the reionization solution seems physically inevitable, while the feedback mechanism may be inadequate in all but the smallest halos (Mac Low & Ferrara 1998).

Our approach to calculating the satellite abundance uses an extension of the Press-Schecter (1974) formalism to predict the mass accretion history of galactic halos and a simple model for orbital evolution of the accreted substructure. For our analysis, we adopt a flat CDM model with a non-zero vacuum energy and the following parameters: $`\mathrm{\Omega }_m=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7,h=0.7,\sigma _8=1.0`$, where $`\sigma _8`$ is the rms fluctuation on the scale of $`8h^1`$ Mpc, $`h`$ is the Hubble constant in units of $`100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, and $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ are the density contributions of matter and the vacuum respectively, in units of the critical density.

## 2. Method

### 2.1. Modeling the Subhalo Distribution

Because N-body simulations that resolve low-mass subhalos are computationally expensive, we develop an approximate analytic model for the accretion history and orbital evolution of satellite halos within a typical Milky Way-size dark halo. Our general procedure is to use the extended Press-Schechter method (Bond et al. 1991; Lacey & Cole 1993, hereafter LC93) to construct the subhalo accretion history for each galactic halo and then to determine which accreted subhalos are dragged to the center due to dynamical friction and which are tidally destroyed. The subhalos that survive at $`z=0`$ are used to construct the final velocity function of satellite halos.

We assume that the density profile of each halo is described by the NFW form (Navarro, Frenk, & White 1997): $`\rho _{\mathrm{NFW}}(x)x^1(1+x)^2`$, where $`x=r/r_s`$, and $`r_s`$ is a characteristic inner radius. Given a halo of mass $`M_{\mathrm{vir}}`$ at redshift $`z`$, the model of Bullock et al. (1999) supplies the typical $`r_s`$ value and specifies the profile completely. The circular velocity curve, $`v^2(r)GM(r)/r`$, peaks at the radius $`r_{\mathrm{max}}2.16r_\mathrm{s}`$. Throughout this paper, we use $`v_c`$ to refer to the circular velocity at $`r_{\mathrm{max}}`$.

We begin by constructing mass growth and halo accretion histories for an ensemble of galaxy-sized dark matter halos. This is done using the merger tree method of Somerville & Kolatt (1999, hereafter SK99). We modified the method slightly to require that at each time step the number of progenitors in the mass range of interest be close to the expected average. This modification significantly improves the agreement between the generated progenitor mass function and the analytic prediction. We start with halos of mass $`M_{\mathrm{vir}}=1.1\times 10^{12}h^1M_{}`$, at $`z=0`$, corresponding to $`v_c=220\mathrm{km}\mathrm{s}^1`$, and trace satellite accretion histories back to $`z=10`$ using time steps chosen as described in SK98. We track only accreted halos that are more massive than $`M_m=7\times 10^6h^1M_{}`$, which corresponds to $`v_c10\mathrm{km}\mathrm{s}^1`$ at $`z=10`$ and $`v_c4\mathrm{km}\mathrm{s}^1`$ at $`z=0`$, and treat the accretion of halos smaller than $`M_m`$ as diffuse mass growth.

For each step back in time, the merger tree provides a list of progenitors. The most massive progenitor is identified with the galactic halo and the rest of the progenitors (with $`M>M_m`$) are recorded as accreted substructure. We are left with a record of the mass growth for the galactic halo, $`M_{\mathrm{vir}}(z)`$, as well as the mass of each accreted subhalo, $`M_a`$, and the redshift of its accretion, $`z_a`$. For the results presented below, we use 300 ensembles of formation histories for galactic host halos. Our results do not change if the number of ensembles is increased.

Each subhalo is assigned an initial orbital circularity, $`ϵ`$, defined as the ratio of the angular momentum of the subhalo to that of a circular orbit with the same energy $`ϵJ/J_c`$. We choose $`ϵ`$ by drawing a random number uniformly distributed from 0.1 to 1.0, an approximation to the distribution found in cosmological simulations (Ghigna et al. 1998). Our results are not sensitive to the choice of the above range. To determine whether the accreted halo’s orbit will decay, we use Chandrasekhar’s formula to calculate the decay time, $`\tau _{DF}^c`$, of the orbit’s circular radius $`R_c`$, as outlined in Klypin et al. (1999b). The circular radius is defined as the radius of a circular orbit with the same energy as the actual orbit. Each subhalo is assumed to start at $`R_c=0.5R_{\mathrm{vir}}(z_a)`$, where $`R_{\mathrm{vir}}(z_a)`$ is the virial radius of the host halo at the time of accretion. This choice approximately represents typical binding energies of subhalos in simulations. The amplitude of the resulting velocity function is somewhat sensitive to this choice. If we adopt $`R_c=0.75R_{\mathrm{vir}}(z_a)`$ (less bound orbits), the amplitude increases by $`50\%`$. A change of this magnitude will not affect our conclusions, discussed in §4. Once $`\tau _{DF}^\mathrm{c}`$ is known, the fitting formula of Colpi et al. (1999) provides the appropriate decay time for the given circularity

$$\tau _{DF}=\tau _{DF}^\mathrm{c}ϵ^{0.4}.$$
(1)
If $`\tau _{DF}`$ is smaller than the time left between $`z_a`$ and $`z=0`$, $`\tau _{DF}t_0t_a`$, then the subhalo will not survive until the present, and it is therefore removed from the list of galactic subhalos.

If $`\tau _{DF}`$ is too long for the orbit to have decayed completely ($`\tau _{DF}>t_0t_a`$), we check whether the subhalo would have been tidally disrupted. We assume that the halo is disrupted if the tidal radius becomes smaller than $`r_{\mathrm{max}}`$. Such a situation means either a drastic reduction in the measured $`v_c`$ (quickly pushing $`v_c`$ below our range of interest) or that the halo (and any central baryonic component) should become unstable and rapidly dissolve (Moore, Katz & Lake 1996).

The tidal radius, $`r_t`$, is determined at the pericenter of the orbit at $`z=0`$, where the tides are the strongest. For an orbit that has decayed to a final circular radius $`R_c^0`$, the pericenter at this time, $`R_p`$, is given by the smaller of the roots of the bound orbit equation (e.g., van den Bosch et al. 1999)

$$\left(\frac{R_c^0}{r}\right)^2\frac{1}{ϵ^2}=\frac{2[\mathrm{\Phi }(R_c^0)\mathrm{\Phi }(r)]}{ϵ^2v^2(R_c^0)}.$$
(2)
Here, $`\mathrm{\Phi }(r)=4.6v_c^2\mathrm{ln}(1+x)/x`$ is the potential of the host halo. Once $`R_p`$ is known, we determine $`r_t`$ as outlined in Klypin et al. (1999b). If $`r_tr_{\mathrm{max}}`$ we declare the subhalo to be tidally destroyed and remove it from the list of galactic subhalos. Accreted halos that survive ($`\tau _{DF}>t_0t_a`$ and $`r_t>r_{\mathrm{max}}`$) are assumed to preserve the $`v_c`$ they had when they were accreted.

The resulting velocity function of surviving subhalos within the virial radius of the host ($`200h^1\mathrm{kpc}`$ at $`z=0`$), averaged over all merger histories, is shown by the thin solid line in Figure 1. The error bars reflect the measured dispersion among different merger histories. The thick straight line is the best fit to the corresponding velocity function measured in the cosmological N-body simulation of KKVP99. The upper dashed lines show the velocity function if the effects of dynamical friction and/or tidal disruption are ignored. The analytic model reproduces the N-body results remarkably well. We have not tuned any parameters to obtain this agreement, although we noted above that plausible changes in the assumed initial circular radius $`R_c`$ could change the analytic prediction by $`50\%`$. The good agreement suggests that our analytic model captures the essential physics underlying the N-body results. An interesting feature of the model is that the subhalos surviving at $`z=0`$ are only a small fraction of the halos actually accreted, most of which are destroyed by tidal disruption. We discuss implications of this satellite destruction in §4.

### 2.2. Modeling Observable Satellites

The second step in our model is to determine which of the surviving halos at $`z=0`$ will host observable satellite galaxies. The key assumption is that after the reionization redshift $`z_{\mathrm{re}}`$, gas accretion is suppressed in halos with $`v_c<v_T`$. We adopt a threshold of $`v_T=30\mathrm{km}\mathrm{s}^1`$, based on the results of Thoul & Weinberg (1996), who showed that galaxy formation is suppressed in the presence of a photoionizing background for objects smaller than $`30\mathrm{km}\mathrm{s}^1`$. This threshold was shown to be insensitive to the assumed spectral index and amplitude of the ionizing background (a similar result was found by Quinn et al. 1996). Shapiro et al. (1997; see also Shapiro & Raga 2000) and Barkana & Loeb (2000) have suggested that very low mass systems ($`v_c10\mathrm{km}\mathrm{s}^1`$) could lose the gas they have already accreted after reionization occurs, but we do not consider this possibility here.

The calculation of the halo velocity function in §2.1 is approximate but straightforward, and we have checked its validity by comparing to N-body simulations. Determining which of these halos are luminous enough to represent known dwarf satellites requires more uncertain assumptions about gas cooling and star formation. We adopt a simple model that has two free parameters: the reionization redshift $`z_{\mathrm{re}}`$ and the fraction $`f=M(z_{\mathrm{re}})/M_a`$ of a subhalo’s mass that must be in place by $`z_{\mathrm{re}}`$ in order for the halo to host an observable galaxy.

The value of $`z_{\mathrm{re}}`$ is constrained to $`z_{\mathrm{re}}5`$ by observations of high-$`z`$ quasars (e.g., Songaila et al. 1999) and to $`z_{\mathrm{re}}50`$ by measurements of small-angle CMB anisotropies, assuming typical ranges for the cosmological parameters (e.g., Griffiths, Barbosa, & Liddle 1999). The value of $`f`$ is constrained by the requirement that observable halos have mass-to-light ratios in the range of observed dwarf satellites. For the subset of (dwarf irregular) satellite galaxies with well-determined masses, the mass-to-light ratios span the range $`M/L_V530`$ (Mateo 1998); dwarf spheroidals have similar $`M/L_V`$, but with a broader range and larger observational uncertainties. We can estimate $`M/L_V`$ for model galaxies by assuming that they accrete a baryon mass $`fM_a(\mathrm{\Omega }_b/\mathrm{\Omega }_m)`$ before $`z_{\mathrm{re}}`$ and convert that accreted gas with efficiency $`ϵ_{}`$ into a stellar population with mass-to-light ratio $`M_{}/L_V`$, obtaining

$$\left(\frac{M}{L_V}\right)=f^1\left(\frac{\mathrm{\Omega }_m}{\mathrm{\Omega }_b}\right)\left(\frac{M_{}}{L_V}\right)ϵ_{}^1F_o.$$
(3)
The factor $`F_o`$ is the fraction of the halo’s virial mass $`M_a`$ that lies within its final optical radius (which may itself be affected by tidal truncation). For the $`M/L_V`$ values quoted above, the optical radius is typically $`2\mathrm{k}\mathrm{p}\mathrm{c}`$ (Mateo 1998), and representative mass profiles of surviving halos imply $`F_o(2\mathrm{k}\mathrm{p}\mathrm{c})0.5`$; however, this factor must be considered uncertain at the factor of two level. The value of $`ϵ_{}`$ is also uncertain because of the uncertain influence of supernova feedback, but by definition $`ϵ_{}1`$. Adopting a value $`M_{}/L_V0.7`$ typical for galactic disk stars (Binney & Merrifield 1998), $`\mathrm{\Omega }_m/\mathrm{\Omega }_b7`$ (based on $`\mathrm{\Omega }_m=0.3,`$ $`h=0.7`$, and $`\mathrm{\Omega }_bh^20.02`$ from Burles & Tytler ), $`ϵ_{}=0.5`$, and $`F_o=0.5`$, we obtain $`(M/L_V)5f^1`$. Matching the mass-to-light ratios of typical dwarf satellite galaxies then implies $`f0.3`$. With the uncertainties described above, a range $`f0.10.8`$ is plausible, and the range in observed $`(M/L_V)`$ could reflect in large part the variations in $`f`$ from galaxy to galaxy. Values of $`f0.1`$ would imply excessive mass-to-light ratios, unless the factor $`F_o`$ can be much smaller than we have assumed.

In sum, the two parameters that determine the fraction of surviving halos that are observable are $`z_{\mathrm{re}}`$ and $`f`$, with plausible values in the range $`z_{\mathrm{re}}550`$ and $`f0.10.8`$. For a given subhalo of mass $`M_a`$ and accretion redshift $`z_a`$, we use equation (2.26) of LC93 to probabilistically determine the redshift $`z_f`$ when the main progenitor of the subhalo was first more massive than $`M_f=fM_a`$. We associate the subhalo with an observable galactic satellite only if $`z_fz_{\mathrm{re}}`$.

## 3. Results

Figure 2 shows results of our model for the specific choices of $`z_{\mathrm{re}}=8`$ and $`f=0.3`$. The thin solid line is the velocity function of all surviving subhalos at $`z=0`$, reproduced from Figure 1. The thick line and shaded region shows the average and scatter in the expected number of observable satellites ($`z_f>z_{\mathrm{re}}`$). The solid triangles show the observed satellite galaxies of the Milky Way and M31 within radii of $`200h^1\mathrm{kpc}`$ from the centers of each galaxy (note that all results are scaled to a fiducial volume $`1h^3\mathrm{Mpc}^3`$). We see that the theoretical velocity function for visible satellites is consistent with that observed, and that the total number of observable systems is $`10\%`$ of the total dark halo abundance. The reason for this difference is that most of the halos form after reionization. The observable satellites are within halos that formed early, corresponding to rare, high peaks in the initial density field.

Other combinations of $`z_{\mathrm{re}}`$ and $`f`$ can provide similar results because the fraction of mass in place by the epoch of reionization is larger if reionization occurs later. We find that the following pairs of choices also reproduce the observed galactic satellite velocity function: $`(f,z_{\mathrm{re}})=(0.1,12)`$;$`(0.2,10)`$;$`(0.4,7)`$;$`(0.5,5)`$. It is encouraging that successful parameter choices fall in the range of naturally expected values. However, our model fails if reionization occurs too early ($`z_{\mathrm{re}}\text{ }>\text{ }12`$), since the value of $`f`$ required to reproduce the observed velocity function would imply excessively large $`M/L_V`$ ratios. We conclude that the observed abundance of satellite galaxies may be explained in the CDM scenario if galaxy formation in low-mass halos is suppressed after the epoch of reionization, provided that $`z_{\mathrm{re}}\text{ }<\text{ }12`$.

## 4. Discussion

The suppression of gas accretion by the photoionizing background offers an attractive solution to the dwarf satellite problem. The physical mechanism seems natural, almost inevitable, and requires no fine tuning of the primordial fluctuation spectrum or properties of the dark matter. Although, in principle, a similar explanation could be obtained with supernova feedback, reionization naturally explains why most subhalos are dark, while the fraction $`10\%`$ that accreted a substantial fraction of their mass before $`z_{\mathrm{re}}`$ remain visible today. With feedback, it is not obvious why any dwarf satellites would survive, and certainly not the specific number observed. Photoionization also naturally explains why the discrepancy with CDM predictions appears at $`v_c30\mathrm{km}\mathrm{s}^1`$, rather than at a higher or lower $`v_c`$. In contrast, studies of the feedback mechanism suggest that it is difficult to achieve the required suppression of star formation in halos with $`v_c\text{ }>\text{ }15\mathrm{km}\mathrm{s}^1`$ (Mac Low & Ferrara 1998).

In order to obtain a reasonable $`M/L`$ ratio for satellite galaxies in this scenario, the reionization redshift must be relatively low, $`z_{\mathrm{re}}\text{ }<\text{ }12`$. For higher $`z_{\mathrm{re}}`$, it is hard to understand how dwarf galaxies with $`v_c<30\mathrm{km}\mathrm{s}^1`$ could have formed at all, though a blue power spectrum or non-Gaussian primordial fluctuations could help, or perhaps dwarfs could form by fragmentation within larger proto-galaxies. Currently, the reionization redshift is constrained only within the rather broad range $`z_{\mathrm{re}}550`$, but it might be determined in the future by CMB experiments or by spectroscopic studies of luminous high-$`z`$ objects.

A clear prediction that distinguishes this model from models with suppressed small-scale power or self-interacting dark matter is that there should be a large number of low-mass subhalos associated with the Milky Way and similar galaxies. If we assume that the model presented in §2.2 applies in all cases, then the observed dwarf satellites should be just the low $`M/L`$ tail of the underlying population. For example, in our fiducial case (Figure 2, $`z_{\mathrm{re}}=8`$, $`f=0.3`$), reducing $`f`$ by a factor of 3 — corresponding to an increase in the average $`M/L`$ by a

factor of 3 — raises the predicted number of galaxies by a factor of 6. Reducing $`f`$ (increasing $`M/L`$) by a factor of 7 raises the predicted number of satellites by a factor of 10, and accounts for $`98\%`$ of the dark subhalos. Large area, deep imaging surveys may soon be able to reveal faint dwarf satellites that lie below current detection limits.

Dark halo satellites may also be detectable by their gravitational influence. For example, it may be possible to detect halo substructure via gravitational lensing. Mao & Schneider (1998) point out that at least in the case of the quadruply imaged QSO B 1422 + 231, substructure may be needed in order to account for the observed flux ratios. It is also plausible that a large number of dark satellites could have destructive effects on disk galaxies (Toth & Ostriker 1992; Ibata & Razoumov 1998; Weinberg 1998). Moore et al. (1999) used a simple calculation based on the impulse approximation to estimate the amount of heating that the subclumps in their simulations would produce on a stellar disk embedded at the halo center. They concluded that this type of heating is not problematic for galaxies like the Milky Way, but that the presence of galaxies with no thick disk, such as NGC 4244, may be problematic. Our results indicate that the variation in halo formation histories is substantial, suggesting that thin disks could occur in recently formed systems with little time for significant heating to have occurred, but a detailed investigation of this subject is certainly warranted.

It is tempting to identify some of these subhalos with the High Velocity Clouds (HVCs) (Braun & Burton 1999; Blitz et al. 1998). In our scenario, it would be possible to account for some of these objects provided we modify the model of §2.2. We currently assume that there is no accretion after reionization, and that most of the gas that accretes before $`z_{\mathrm{re}}`$ is converted into stars. However, it may be that accretion starts again at low redshift, after the level of the UV background drops (e.g., Babul & Rees 1992; Kepner, Babul & Spergel 1997), and these late-accreting systems might form stars inefficiently and retain their gas as HI. If this is the case, HVCs may be associated with subhalos that are accreted at late times. We find that, on average, $`60\%`$ of surviving subhalos fall into the host halo after $`z=1`$, and $`40\%`$ fall in after $`z=0.5`$.

Another prediction is that there should be a diffuse stellar distribution in the Milky Way halo associated with the disruption of many galactic satellites (see Figure 1). If we assume that the destroyed subhalos had the same stellar content as the surviving halos, then we can estimate the radial density profile of this component by placing the stars from each disrupted halo at the apocenter of its orbit, where they would spend most of their time. This calculation yields a density profile $`\rho _{}(r)r^\alpha `$, with $`\alpha =2.5\pm 0.3`$, extending from $`r10100h^1\mathrm{kpc}`$, which is roughly consistent with the distribution of known stellar halo populations such as RR Lyrae variables (e.g., Wetterer & McGraw 1996). The normalization of the profile is more uncertain, but for the parameters $`z_{\mathrm{re}}=8`$ and $`f=0.3`$, and with the assumption that each halo with $`z_f>z_{\mathrm{re}}`$ has a mass in stars of $`M_{}=f(\mathrm{\Omega }_b/\mathrm{\Omega }_0)ϵ_{}M_a`$, we find that the stellar mass of the disrupted component is $`M_{}5\times 10^8h^1M_{}`$. This diffuse distribution could make up a large fraction of the stellar halo, perhaps all of it. Observationally, it may be difficult to distinguish a disrupted population from a stellar halo formed by other means, but perhaps phase space substructure may provide a useful diagnostic (e.g., Johnston 1998; Helmi et al. 1999).

This disrupted population would not be present in models with suppressed small scale power or warm dark matter. However, it would be expected in the self-interacting dark matter scenario. In this case, the distribution would probably extend to a larger radius because dark matter interactions would disrupt the satellite halos further out.

There are other problems facing the CDM hypothesis, such as the possible disagreement between the predicted inner slopes of halo profiles and the rotation curves of dwarf and LSB galaxies (Moore et al. 1999; Kravtsov et al. 1998; Flores & Primack 1994; Moore 1994). The mechanism proposed here does not solve this problem, though more complicated effects of gas dynamics and star formation might do so. We have shown that one of the problems facing CDM can be resolved by a simple gas dynamical mechanism. If this solution is the right one, then the dark matter structure of the Milky Way halo resembles a scaled-down version of a typical galaxy cluster, but most of the low-mass Milky Way subhalos formed too late to accrete gas and become observable dwarf galaxies.

We thank Andrew Gould and Jordi Miralda-Escudé for useful discussions. This work was supported in part by NASA LTSA grant NAG5-3525 and NSF grant AST-9802568. Support for A.V.K. was provided by NASA through Hubble Fellowship grant HF-01121.01-99A from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.


text:
# 𝐼𝑍 photometry of L dwarfs and the implications for brown dwarf surveys

## 1 Introduction

Kirkpatrick et al. (1999) have recently identified and classified the first large sample of L dwarfs (objects cooler than M-dwarfs) from the 2-micron all sky survey (2MASS). The optical spectra of these objects are characterised by the disappearance of the TiO and VO bands which dominate late M dwarfs, and their replacement by metallic Hydrides and neutral alkali metals. This would be expected to affect the optical colours one observes for such objects. This is important as many surveys for low mass objects (specifically brown dwarfs) in clusters have relied on colours such as $`VI`$ (e.g. Stauffer, Hamilton & Probst 1994), $`RI`$ (e.g. Jameson & Skillen 1989, Hambly et al. 1999), and $`IZ`$ (e.g Pinfield et al. 1997, Cossburn et al. 1997, Zapatero Osorio et al. 1999). The $`IZ`$ colour has been particularly favoured of late, as it has been found to be an excellent method of picking late cluster M dwarfs from the field. The lowest mass object so far detected in the Pleiades using this technique is the $``$ L1V dwarf Roque 25 which was recently identified by Martin et al. (1998). It is therefore useful to see if the $`IZ`$ colour would remain useful as a method of picking out later $`L`$ dwarfs in cluster fields. For example at the distance of the Hyades an L3V dwarf would have $`I19`$ based on the pseudo-photometry (derived from flux calibrated spectra) presented by Kirkpatrick et al. (1999). This is easily obtained with 2-m class telescopes, and therefore an optical survey at $`I`$ and $`Z`$, at which wavelengths much larger fields of view are generally available than the near infrared $`JHK`$ bands, would appear to be an excellent way of finding such objects.

In order to address this question of applicability to cluster surveys, as well as the more general question of the use of $`IZ`$ as a temperature indicator we have carried out $`I_{\mathrm{Harris}}`$ (hereafter $`I_H`$) and $`Z_{RGO}`$ photometry of a small number of L dwarfs ranging in spectral type from L0.5V to L6V. This paper presents the results of that photometry, and discusses the results in the context set out above.

## 2 Observations

Our observations were obtained using the 1.0-m Jacobus Kapteyn Telescope (JKT), La Palma on the night of 1999 December 19. The photometric conditions were excellent, with relative humidity always below 5% (giving good stability, especially in the $`Z`$ band) and no cirrus or other cloud. The lunar phase was near full, however this does not affect the $`I`$ and $`Z`$ bands as much as the bluer optical bands. Through the course of the night the seeing was reasonable, slowly varying between 1.1 and 1.3 arcsec FWHM. This was sufficient to adequately resolve the two of our program objects (2MASSW J0147334+345411 and 2MASSs J0850359+105716) that are close ($`2`$ arcsec) binaries. Each object in the programme was observed three times through each filter, with an integration time of 600 seconds per observation (except for the faintest object, 2MASSs J0850359+105716, where the integrations were each 1200 seconds). The standard field PG0918 (Landolt 1992) was observed between each object (i.e. roughly once per 90 minutes) throughout the night.

The CCD employed was a SITE 2048x2048 pixel array, and the filters used were $`I_H`$ and $`Z_{RGO}`$. These filters are typically the ones used for the majority of $`IZ`$ surveys of clusters so far carried out. They have been calibrated using a TEK 1024x1024 CCD for a sample of Landolt (1992) standards and M-dwarfs by Cossburn et al. (2000). A comparison of the measured quantum efficiency curves of the two CCDs shows that they are identical to within $`2`$% over the range 6000 - 10000 Å. The standards and M-dwarfs from Cossburn et al. (2000) are therefore directly applicable to the newer SITE detector. It is important to note that the Cossburn et al. (2000) calibration is based on an assigned $`IZ`$ colour of 0.0 for an unreddened A0 star and that this is different to the Gunn $`z`$ and Sloan $`z^{}`$ systems.

Data reduction was carried out in the usual manner, using a combination of twilight fields and the median of the programme frames in the appropriate bands to flat field and defringe the data.

The results of our photometry are presented in Table 1. Errors were estimated from the dispersion of the measurements of each object. One object, 2MASSW J0918382+213406 has a very bright star roughly 1 arcminute SW, making background estimation difficult due to scattered light. This is reflected in the greater photometric errors for this object compared to the fainter 2MASSW J0913032+184150.

## 3 Discussion

In Figure 1 we plot $`I_HZ_{RGO}`$ (hereafter $`IZ`$) versus spectral type (Kirkpatrick et al. 1999) for our sample (circles). Also plotted as crosses are the M-dwarf data of Cossburn et al. (2000) and their observation of DENIS-P J1228.2-1547, which Kirkpatrick et al. (1999) classify as L5V. Based purely on their M dwarf sample Cossburn et al. (2000) made the reasonable claim that $`IZ`$ was a good temperature indicator down to $`2000K`$ (M9). However from the figure we see that between $``$ L1V and $``$ L5V the $`IZ`$ colour of the L dwarfs is bluer than the late M-dwarfs, and in fact overlaps with the mid-M dwarfs. $`IZ`$ is therefore not a good temperature indicator in the range $`0.51`$.

The reason for the relatively blue $`IZ`$ colour of the early-mid L dwarfs can be understood by examining the spectra of Kirkpatrick et al. (1999). A comparison of the L0V spectra with (for example) the L3V spectra shows that the TiO and VO band strengths are much reduced in the L3V objects. These opacity sources are especially strong between 7800-8000 Å (VO) and 8400-8600 Å (TiO), i.e. in the region where the $`I`$ band filter transmission is greatest. Overlaying the spectra normalized at the pseudo-continuum point at $`8250`$ Å shows that the regions longward of $`8600`$ Å (where the $`Z`$ band transmission is greatest) overlap well, but a significant flux excess for the L3V object shorter than this wavelength. Therefore such objects will appear bluer than earlier objects in $`IZ`$. For objects later than $``$ L5V $`IZ`$ again becomes a reasonable temperature indicator. Examination of the spectra shows that this is simply due to the extremely cool temperature giving a very steep spectral slope through $`I`$ and $`Z`$ which ‘overwhelms’ the effect of the lack of opacity in the $`I`$ band.

As stated previously, $`IZ`$ has recently become the favoured colour for cluster brown dwarf searches, often with considerable success (e.g. Cossburn et al. 1997, Zapatero Osorio et al. 1999). However from Figure 1 it appears that if we wish to find cluster L dwarfs (which compared with field objects have the advantage of known distance, age and metallicity, making mass derivations via. a comparison with isochrones feasible), the $`IZ`$ colour would not be appropriate. To confirm this in Figure 2 we plot the combined $`I,IZ`$ diagram for the four fields containing our L dwarfs. It is apparent that only the earliest and latest L dwarf would be identified from this diagram as a potentially interesting object, the middle two objects overlapping with the background objects (which may be distant M dwarfs, even more distant M giants or extragalactic) as would be expected from their bluer colours. It is therefore apparent that $`I,Z`$ searches for L dwarfs in clusters (and the field) will only be sensitive to objects earlier than $``$L1V and later than $``$L5V. Using the objects listed in Kirkpatrick et al. (1999) which have measured parallaxes to define an absolute $`I`$ magnitude, spectral type relation for the L dwarfs, this indicates that $`IZ`$ will not be a useful colour in the absolute magnitude range $`M_I1517`$. Assuming a Pleiades age of $`120`$Myr and using an extension (Baraffe, priv. comm.) of the Lyon Group absolute magnitude-mass relationship presented by Baraffe et al. (1998) this implies that for that cluster objects with masses lower than $`0.04M_{}`$ will be difficult to pick out with $`IZ`$ photometry. This is consistent with the lowest mass (spectroscopically confirmed) object so far found using that technique (Roque 25) which has a spectral type of $``$ L1V ($`M0.04M_{}`$) (Martin et al. 1998). For older clusters such as the Hyades and Praesepe (age $`1`$ Gyr), objects in the range $`0.0750.06M_{}`$ will be difficult to detect using the $`IZ`$ colour. This is consistent with the lowest mass objects detected in Praesepe with this technique having $`I21.5`$ (Pinfield et al. 1997, Magazzu et al. 1998), corresponding to $`M_I15`$.

## 4 Conclusions

We have presented observations that show that the $`IZ`$ colour is not a good temperature indicator for L dwarfs between L1V and L5V, these objects having $`IZ`$ colours which overlap with mid-late M dwarfs. We attribute this to the decreasing blanketing of the $`I`$ band flux in L dwarfs due to the absence of strong TiO and VO bands in their spectra. This imposes limits on the use of $`IZ`$ as an indicator of very cool objects in cluster brown dwarf searches at around $`0.04M_{}`$ for the Pleiades and $`0.075M_{}`$ for Praesepe and the Hyades. For objects of lower mass than this near infrared ($`JHK`$) surveys should be considered.

## Acknowledgements

Data reduction for this paper was carried out on the Liverpool John Moores STARLINK node. The JKT is operated by the ING on behalf of the UK Particle Physics and Astronomy Research Council (PPARC) at the ORM Observatory, La Palma. We are pleased to thank Rachel Curran and the technical staff of the ING for their assistance at the telescope. We gladly acknowledge the postscript genius of Andrew Newsam for the addition of error bars to Fig. 2. LH acknowledges a PPARC research studentship.


text:
# Band-theoretical prediction of magnetic anisotropy in uranium monochalcogenides

\[

## Abstract

Magnetic anisotropy of uranium monochalcogenides, US, USe and UTe, is studied by means of fully-relativistic spin-polarized band structure calculations within the local spin-density approximation. It is found that the size of the magnetic anisotropy is fairly large ($``$10 meV/unit formula), which is comparable with experiment. This strong anisotropy is discussed in view of a pseudo-gap formation, of which crucial ingredients are the exchange splitting of U $`5f`$ states and their hybridization with chalcogen $`p`$ states ($`f`$$`p`$ hybridization). An anomalous trend in the anisotropy is found in the series (US$``$USe$`<`$UTe) and interpreted in terms of competition between localization of the U $`5f`$ states and the $`f`$$`p`$ hybridization. It is the spin-orbit interaction on the chalcogen $`p`$ states that plays an essential role in enlarging the strength of the $`f`$$`p`$ hybridization in UTe, leading to an anomalous systematic trend in the magnetic anisotropy.

\]

Magnetic moments in solid originate in the spin and orbital components of electrons. Since electronic states responsible for the magnetism are normally localized in a particular atomic region, the moments can be regarded as site-selective quantities. Experimental techniques such as x-ray magnetic circular dichroism (XMCD) combined with the so-called spin and orbital sum rules  provide such separable information of the spin and orbital magnetic moments of ferro- and ferri-magnets. X-ray magnetic scattering  can also give us similar information.

Usually $`5f`$ electrons play major roles in magnetism of uranium compounds. Since the spin-orbit interaction (SOI) of the $`5f`$ electrons is relatively large, the size of the $`5f`$ orbital moment is often expected to be greater than the spin counterpart. Unlike the $`4f`$ orbitals in rare-earth element systems, the $`5f`$ states are more or less extended and may be possibly affected by their environmental effects, hybridization and crystal field. Thus, the magnetic moment in $`5f`$ systems must be strongly material-dependent. Magnetic anisotropy is another fundamental quantity in magnetism, which is often even more important for applications. However, the magnetic anisotropy energy is usually very small to be evaluated from first principles and furthermore its microscopic origins have never been clearly understood yet . It is, therefore, quite interesting to study such issues on the magnetism by using a state-of-the-art band-theoretical technique.

Uranium monochalcogenides, US, USe and UTe, have NaCl-type cubic crystal structure and show a ferromagnetic order at the Curie temperatures, 177K, 160K and 104K, respectively. It is well known that the monochalcogenides show strong magnetic anisotropy , where the  () direction is the easy (hard) axis. Interestingly, the saturation magnetic moment depends on the magnetization axis . The largest moment along the easy axis, the smallest along the hard axis. The total magnetic moment per uranium atom increases from sulfide through telluride with increasing lattice constant. As long as the sulfide is concerned, the $`5f`$ electrons are considered to be itinerant from photoemission  and other experiments .

In the present study, mechanism of the magnetic anisotropy in the uranium monochalcogenides is investigated by first-principles calculations and an anomalous trend in the size of the anisotropy in the series is predicted. Our method is based on the local spin-density approximation (LSDA) to the density functional theory. One-electron Kohn-Sham equations are solved self-consistently by using an iterative scheme of the full-potential linear augmented plane wave method  in a scalar-relativistic fashion. We include SOI as the second variation every self-consistent-field step. The improved tetrahedron method proposed by Blöchl  is used for the Brillouin-zone integration. More details about our methods and calculated results are published elsewhere .

Figure 1 shows calculated fully-relativistic spin-polarized band structure of ferromagnetic US with the  magnetization. Shallow core U $`6p`$ states form $`j=1/2`$ and $`3/2`$ bands split by large SOI. S $`3s`$ bands are located just above the U $`6p_{3/2}`$ bands and have relatively large dispersion. S $`3p`$ bands are situated from 7 to 3 eV below the Fermi energy ($`\epsilon _\mathrm{F}`$). Dispersive bands appearing just below $`\epsilon _\mathrm{F}`$ are made mostly of U $`d`$ states. Relatively narrow U $`5f`$ bands are pinned around $`\epsilon _\mathrm{F}`$. It is found that the largest contribution to the magnetic moments comes from U $`5f`$ states as expected. Calculated $`5f`$ moments of US are listed in Table I for three magnetization axes, ,  and .

The spin moments hardly change with the magnetization axis while the orbital moments show large dependence of the axis. Consequently, the total moments depend strongly on the magnetization axis, being in qualitatively good agreement with experiment . Comparing with the experimental data, the spin moment is slightly overestimated while the orbital moment is underestimated. Origins of the discrepancy in the magnetic moments have been already discussed in the previous Hartree-Fock type study . The total-energy difference shows that the  direction is the lowest while  is the highest. The difference of the total energy between the easy and hard axes is nothing but the magnetic anisotropy energy. The size of the magnetic anisotropy is comparable with experimental data  and is about $`10^3`$ times larger than that of $`3d`$ transition metals. Let us discuss mechanism of the magnetic anisotropy and its relation to the magnetic moments.

Because of large SOI of $`5f`$ electrons, $`j=5/2`$ and $`7/2`$ states are roughly well separated and the occupied states are composed mostly of the $`j=5/2`$ states. The $`j_z`$-projected density of states (DOS) in the $`j=5/2`$ states is plotted in Fig. 2. One can easily note that a clear pseudo-gap is formed at $`\epsilon _\mathrm{F}`$ in the  magnetization, while it becomes less apparent in the  direction. Relative stability of the  magnetization must come from the existence of the pseudo-gap.

In the case of , the plus and minus components are well separated. This is the exchange splitting of the bands and the pseudo-gap is considered to be a sort of the exchange gap. Only a small amount of mixing can be seen in the $`j_z=\pm 3/2`$ states. On the other hand, the pseudo-gap is almost diminished in the case of  because of larger mixing in $`j_z=\pm 3/2`$ and $`j_z=\pm 1/2`$. By counting the number of occupied electrons in each partial DOS, one can get the occupation of each $`j_z`$ state. For  $`\pm j_z`$ state are well exchange-polarized but for  the occupations in the $`j_z=\pm 1/2`$ bands are almost equal due to the mixing.

In order to get more intuitive insight into the occupations, a change-density plot of the $`5f`$ electrons around the U atom is depicted in Fig. 3.

In the  magnetization, the $`5f`$ electrons tend to point to the direction of neighboring-U atoms; hexagonal brim stretching out in the (111) U plane and triangular bell around  direction are clearly formed. As a result, the $`5f`$ electrons have less distribution in the neighboring-S directions and they can reduce the hybridization with the S $`p`$ states and gain the exchange splitting. The small mixing found in $`j_z=\pm 3/2`$ can be understood by the fact that the $`j_z=\pm 3/2`$ orbitals are extended to the S atoms with respect to the polar angle . In the  magnetization, on the other hand, the $`5f`$ electrons again try to point to the U-U bonds, twelve  directions. In the $`xy`$ plane gentle depression is formed in the nearest-neighboring-S directions, because the $`j_z=\pm 5/2`$ states which spread in the $`xy`$ plane can prevent from mixing with the S $`p`$ states by using their azimuthal degrees of freedom. However, no depression is seen in the \[$`00\pm 1`$\] directions. The $`j_z=\pm 1/2`$ states extending to the $`z`$ direction have no way to refuse the mixing with the S $`p`$ states because of less azimuthal degrees of freedom in its $`m=0`$ component. This hybridization of the $`j_z=\pm 1/2`$ states with the neighboring S $`p`$ orbits destroys the pseudo-gap in the corresponding partial band and makes the  magnetization unfavorable . This is the most important mechanism of the magnetic anisotropy found in the present study and leads to a very interesting variation in the series of the uranium monochalcogenide as we shall discuss below.

A variation in the calculated spin and orbital magnetic moments for USe and UTe as well as for US is shown in Fig. 4.

The spin and orbital moments increase as one goes from sulfide through telluride. This increase of the moments can be interpreted by narrowing of the U $`5f`$ bands due to increase of the lattice constant. Based on such theoretical observation on the $`5f`$-electron nature, we can expect a simple trend in the magnetic anisotropy. From sulfide to telluride, the lattice constant increases and the $`5f`$ band width is reduced. Accordingly the magnetic moments are enhanced, approaching to an atomic limit. Therefore, the magnetic anisotropy may show a monotonic decrease from sulfide through telluride with increasing free-atom nature. But the reality is not so simple and calculated magnetic anisotropy energy, plotted in Fig. 5, shows an anomalous behavior: decrease and increase with a minimum appearing at USe.

Calling that the strong magnetic anisotropy in the present compounds originates in the hybridization between the U $`5f`$ and chalcogen $`p`$ states ($`f`$$`p`$ hybridization), differences in the chalcogen $`p`$ states may be a clue to understand such an anomalous feature.

Hybridization depends upon spatial extension of the relevant orbitals via transfer integrals. Surprisingly, tails of the chalcogen $`p`$ orbitals are almost the same if we consider the nearest neighbor distance between the U and chalcogen atoms. The Te $`5p_{3/2}`$ orbital has the longest tail of the chalcogens but the difference is not so large. In addition to the orbital extension, the orbital energy is another factor to determine the hybridization. Generally, the orbital-energy difference between the U $`5f`$ and chalcogen $`p`$ states becomes smaller when going from sulfur through tellurium. Because of the large SOI, the Te $`5p_{3/2}`$ state raises up and its orbital-energy difference from the U $`5f`$ decreases substantially. Therefore, the $`f`$$`p`$ hybridization becomes very strong in the case of telluride. Basically, from sulfide through telluride, the U $`5f`$ electrons tend to be more localized due to enlargement of the lattice constant. But the $`f`$$`p`$ hybridization, which makes the  magnetization unfavorable, increases rapidly from selenide to telluride, resulting to large magnetic anisotropy in UTe. It should be noted that experimental data about the magnetic anisotropy have not been available for USe and UTe . Experimental efforts to examine our prediction are strongly desired.

In conclusion, we have carried out fully-relativistic LSDA calculations for uranium monochalcogenides, US, USe and UTe. The magnetic anisotropy can be well described by the LSDA calculations. The pseudo-gap formation stabilizes the  magnetization. We have emphasized important roles of the $`j_z=\pm 1/2`$ states, which make the  magnetization unfavorable significantly. Calculated magnetic moments show the monotonic increase in the series with increasing lattice constant. On the other hand, the magnetic anisotropy shows the anomalous systematic trend. This can be understood by considering the hybridization of the U $`5f`$ states with the chalcogen $`p`$, especially the $`p_{3/2}`$ components. Anyhow, SOI not only on U but also on the chalcogen sites is essential to realize such interesting nature in magnetism of the uranium chalcogenides.

We thank Takeo Jo for invaluable discussion. This work was supported in part by Japan Science and Technology Corporation.