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# Modelling an Imperfect Market

## I Introduction

Financial markets usually consist in trades of commodities and currencies. However, one can easily find cases in other types of human endeavour that parallel the activities observed in financial markets. For example, a politician may select the standpoints in his/her platform in exchange for votes in the coming election. Also, scientists may trade ideas in order to generate citations. However, the easiest quantifiable marketplace is the financial one, where the existence of money allows a direct measure of value.

There have been several proposals to model such markets. A recent review was presented by Farmer . Bak, Paczuski and Shubik  have proposed a model where they consider the price fluctuations of a single product traded by many agents, all of which use the same strategy. In that model fat tails and anomalous Hurst exponents appear when global correlation between agents are introduced. An alternative model, presented by Lux and Marchesi , is driven by exogenous fluctuations in “fundamental” values of a single good, with induced non-gaussian fluctuations in price assessment of this good arising from switching of strategies (trend followers and fundamentalists) by the agents.

Below we give a few considerations that had led us in the development of a model where the dynamics arises solely from the interaction of agents trying to exchange several types of goods.

Financial markets exhibit a dynamical behavior that, even in the absence of production, allow people to become either wealthy or poor. If in these markets there were some sort of equilibrium, e.g. due to complete rationality of the players, this would not be possible. In order to create wealth or bankruptcy, people have to outsmart each other. This means that each trader attempts to buy as cheaply and sell as expensively as possible. This demands that an agent should find a seller which sells at a low price, and later another one that is willing to buy the same product at a higher one. Thus different agents price differently the same product. In this work we demonstrate that it is possible to devise a simple model for such a non-equilibrium market. We call it the Fat Cat (FC) model, as it functions on greed (each agent buys to optimize his own assets) and creates a market with large fluctuations, i.e. fat tails. In Sect. II we present this model and show examples of its dynamical evolution. We show that it leads to an ever fluctuating market. In the following Sect. III, the time series generated by this model is analyzed and it is shown that it exhibits persistency in the fluctuations of the wealth of individual agents. In the final section we summarize the work and present suggestions for generalizing the model to let individual agents evolve their individual trading strategies.

## II Description of the FC model

Consider a market with $`N_{ag}`$ agents, each having initially a stock of $`N_{un}`$ units of products selected among $`N_{pr}`$ different types of products. In a previous work  we have shown that, for the case of agents having memory of past transactions, such a market spontaneously selects one of the products as the most adequate as a means of exchange. The product so chosen acts as money in the sense that it is accepted even when the agent does not need it, because through the memory of past requests of products the agent knows it is in high demand, and therefore it will be useful to have it to trade for other products. The selection of a product as an accepted means of exchange is not indefinite: after some time another one substitutes it as the favorite currency. The time scale for these currency substitutions is large when measured in number of exchanges between individual agents.

In the present model we consider that each of the agents initially has $`N_{mon}`$ units of money. According to the discussion in the preceding paragraph, in principle money could be viewed as one of the products, but here we consider it a separate entity in order to quantify prices. The $`N_{un}`$ products given initially to each agent are selected randomly. Later, during the time evolution of the system, each agent $`i`$ has, at each time step, an amount of money $`M(i),i=1,\mathrm{},N_{ag}`$, and a stock of the different products $`j`$, $`S(i,j)`$, where $`j=1,\mathrm{},N_{pr}`$. Since the model uses money as means of exchange, agents assign different prices to the different products in their possessions. The prices of the different items in the stock of agent $`i`$, $`P(i,j)`$, are taken initially to be integers uniformly distributed in the interval $`[1,5]`$. We have verified that the evolution of the system does not depend on this particular choice.

How do we picture such a market? We may imagine antique collectors trying to buy objects directly from each other, using their own estimates for the prices of the different stock. When two agents meet, one of them, the buyer, checks the seller’s price list, and compares it with his own price list. We have chosen the antique collector market as an example because few other markets show spatial price fluctuations at such a high level. The decision to buy or not, and the changes in the value of the agents’ products are given by some strategy, which for now assume is the same for all agents in the system. Among all the products that the buyer considers to be possible buys (having a price set by the seller which is lower than the one he would sell the same product for), he will single out the best one, and will then attempt to buy it. But, if the buyer finds no products that he considers as good buys, the seller will consider that he has overpriced his goods and will as a consequence tend to lower his prices. At the same time, the buyer will think that his price estimate was too low, and as a consequence raise his price estimate.

This is the basis for our computer simulation for such a market place. In it, we assume that at each time step the following procedure takes place:

1. Buyer ($`b`$) and seller ($`s`$) are selected at random among the $`N_{ag}`$ agents. If the seller has no products to offer, then another seller is chosen.
2. The buyer selects the product $`j`$ in the seller’s stock which maximizes $`P(b,j)P(s,j)`$ (i.e. his profit). The corresponding $`j`$, we call $`j_{bb}`$ (best buy).
3. If the buyer does not have enough money, (i.e. if $`M(b)<P(b,j_{bb})`$), we go back to the first step, choosing a new pair of agents.
4. If the buyer has enough money we proceed.
If $`P(s,j_{bb})<P(b,j_{bb})`$, the transaction is performed at the seller’s price. This means that we adjust: $`S(b,j_{bb})S(b,j_{bb})+1`$, $`S(s,j_{bb})S(s,j_{bb})1`$,

$`M(b)M(b)P(s,j_{bb})`$, $`M(s)M(s)+P(s,j_{bb})`$.
5. If $`P(s,j_{bb})P(b,j_{bb})`$, the transaction is not performed.
In this case, the seller lowers his price by one unit,

$`P(s,j_{bb})\mathrm{max}(P(s,j_{bb})1,0)`$,

and the buyer raises his price by one unit,

$`P(b,j_{bb})P(b,j_{bb})+1`$.

We see that, according to these rules, buyer and seller decide on a transaction based only on their local information, i.e. their estimates of the prices for the different products they possess. These prices are always non-negative integers. Also note that since, as defined in step 3 above, the price offered by the buyer cannot be higher than the amount of money he has, we are not allowing for the agents to get in debt. Further, the model tends to equilibrize large price differences, according to step 5, but induces price differences when buyer and seller agree on the price of the most tradeable product. This non-equilibrizing step is essential to induce dynamics in a model like the present one, where all agents follow precisely the same strategy. Without it the system would freeze into a state where all agents agree on all prices.

The rules given above are just one possible set of rules for transactions. We have found other sets that lead to a behavior qualitatively similar to the one shown below for the present rules. §§§A quote from Marx is appropriate here: “These are my principles. If you do not like them, I have others” . We now show that, under this set of local rules, the distribution of wealth organizes itself into a dynamically stable pattern, and the same phenomenon takes place with the prices.

One should emphasize that there is not an accepted market value for the products. Indeed, due to the price adjustments performed in unsuccessful encounters, the prices never reach equilibrium, and different agents may assign different prices for the same product. In Fig. 1 we illustrate this point, showing the price assigned by two different agents to the same product, as a function of time. Time is defined here in terms of the number of encounters between agents, and one time unit is the average time between events where a given agent acts as a buyer. We note that during a considerable fraction of the time there is a relatively large difference between the prices assigned by the agents. This shows that there is a margin for making profit in such a market, i.e. arbitrage is possible. We have verified that the average market price of a good fluctuates with a Hurst exponent of $`0.5`$.

In Fig. 2 we show, for the same time interval, an example of the evolution of key quantities in the model associated to Agent 1 in Fig. 1. The total wealth of an agent $`i`$ is the amount of money plus the value of all goods in the agent’s possession:

$$w(i)=M(i)+G(i).$$
(1)
Here the value of product $`j`$ is defined as the average of what all agents consider its value to be:

$$P_{ave}(j)=\frac{1}{N_{ag}}\underset{i=1}{\overset{N_{ag}}{}}P(i,j),$$
(2)
and the value of all agent $`i`$’s goods $`G(i)`$ is then defined as

$$G(i)=\underset{j}{}S(i,j)P_{ave}(j).$$
(3)
We note that there are considerable fluctuations in the wealth of this agent. The study of these fluctuations is essential to the understanding of the properties of the model, and we develop this in the following section.

## III Fluctuations in the FC model

In order to quantify the fluctuations in wealth, we show in Fig. 3 the RMS fluctuations of the wealth of a selected agent as function of time. The figure illustrates that the wealth fluctuations can be characterized by a Hurst exponent  $`H0.7`$. We have examined variants of both model parameters and rules to check the stability of this result. We found it to be stable, as long as one keeps greed in the model. For example, if one reduces the number of product types to only $`N_{pr}=2`$ (keeping $`N_{ag}=100`$, $`N_{mon}=500`$ and $`N_{un}=100`$ initially) the Hurst exponent remains unchanged although the scaling regime shrinks. Similarly setting $`N_{un}=2`$ (with $`N_{pr}=100`$ $`N_{ag}=100`$ and $`N_{mon}=500`$) resembling antique dealing where each agents owns a few of many possible products, also lets the Hurst exponent unchanged. On the other hand, if greed is removed from the model, e.g. the buyer selects a product at random from the sellers store, without consideration to the profit margin, the Hurst exponent drops to $`0.5`$, signaling that no correlations develop in such a case.

Thus, the optimization of product selection expressed by step 2 in the procedure is closely related to the persistent fluctuations seen in our model. We have checked that other optimization procedures, as e.g. selecting the cheapest product or the product the buyer has the least of in stock also give similar persistent fluctuations. Oppositely, random selection reflect an economy where different products do not interact significantly with each other, and where our market of $`N_{pr}`$ different types of products nearly decouples into $`N_{pr}`$ different markets. With random selection, the only interaction between products is indirect; it appears due to the constraint of the agents’ money take only non-negative values. Overall, the random strategy gives a less fluctuating market where agents agree more on prices. Greed indeed makes our model world both richer and more interesting (which is not to say better.).

We now try to quantify these wealth fluctuations. Fig. 4 displays the changes in the value of $`w`$ for several time intervals $`\mathrm{\Delta }t`$. The three curves are histograms of wealth changes for respectively $`\mathrm{\Delta }t=10`$, $`\mathrm{\Delta }t=100`$ and $`\mathrm{\Delta }t=1000`$. One observes fairly broad distributions with a tendency to asymmetry in having bigger probability for large losses than for large gains. Similar skewness is seen in real stock market data. Furthermore, the tails are outside the Gaussian regime . In the upper panel of Fig. 5, this is investigated further by plotting the histograms as function of the logarithmic changes in $`w`$, $`r_{\mathrm{\Delta }t}=\mathrm{log}_2w(t+\mathrm{\Delta }_t)\mathrm{log}_2w(t)`$ (log-returns), for the same three time intervals. In that figure we have collapsed the curves onto each other by rescaling them using the Hurst exponent $`H=0.69`$, consistent with the one found in Fig. 3. For the two short time intervals the collapse is nearly perfect, even in the non-Gaussian fat tails. For larger time intervals the distribution changes from a steep power law or stretched exponential, to an exponential, and finally becomes Gaussian for very large intervals (not shown as it is very narrow on the scale of this figure). We think it is interesting to notice that our model is consistent with the empirical observation that in real markets the probability for large negative fluctuations is larger than that for large positive ones.

In the lower panel of Fig. 5 we examine in details the fluctuations for $`\mathrm{\Delta }t=1`$, and compare the fat tails with truncated power law decays $`P(r)1/r^4\mathrm{exp}(|r|/R)`$ which for such small time intervals is nearly symmetrical. The $`1/r^4`$ is consistent with the fat tail observed on 5-minute interval trading of stocks . The cut off size $`R=0.8`$ corresponds to cut offs when price changes are about a factor 2 from the original price, a regime which is not addresses in the short time trading analysis of . We stress that our analysis of fat tails includes a wide distribution of wealth, thus large relative changes of wealth are presumably mostly associated to poor agents. Thus the seemingly good fit to fat tails observed for stock market fluctuations in the 1000 largest US companies  may be coincidental.

## IV Summary and Discussion

The appearance of fat tails  and Hurst exponents larger than 0.5 in the distribution of monetary value appears to be a characteristic of real markets. The present model is, as it was the case with the previous version , qualitatively consistent with these features. We stress that here, as for the previous model, we are not including any development of strategy by the agents that might force the emergence of cooperativity . A more important difference to game theoretic models is that the minority game, as well as the evolving Boolean network of Paczuski, Bassler and Corral  evolves on basis on a global reward function. With the present model we would like to open for models which evolve with imperfect information, preferably in a form which allows direct comparison with financial data. The present model does this, and in a setting where there are many products and thus possibilities for making arbitrage along different “coordinates”.

Compared to models with fat tails or persistency arising from boom-burst cycles, as the trend enhancing model of Delong  or the trend following model of Lux and Marchesi , the present model discuss anomalous scaling in a market where no agent has a precise knowledge of the global or average value of a product. There is only local optimization of utility (estimated market value) and all trades are done locally without the effects of a global information pool. This imperfect information gives a possibility for arbitrage and opens for a dynamic and evolving market.

The model we propose is for a market composed of agents, goods and money. We have demonstrated that such a market easily shows persistent fluctuations of wealth, and seen that this persistency is closely related to having a market with several products which influence each others trading. As seen in Fig. 2, wealth increase of an agent is associated with active trading of few products. This may be understood as follows: when the number of options a seller presents is small, it is hard for the buyer to find a bargain, so if a transaction is performed it will probably be at a good price for the seller.

The simpler model of Ref. , had persistency in the fluctuations in the demand for different products, whereas, as mentioned above, the persistence here is in the fluctuations in the wealth of the different agents. It is interesting to mention that the Hurst exponents in the two models take very similar values, and this for a wide variety of the respective parameters. There is a kind of duality in that in the simpler model a product increased in value when it was held by relatively few agents, whereas in the present model the agents increase their wealth by specializing to few products.

The setup proposed here with agents and products with individual local prices allows for also different individual strategies of the agents. For example both the selection of greed versus random strategy under step 2, and the particular adjustment of values defined under step 4-5 could be defined differently from agent to agent. One may accordingly have different strategies for different agents, and each agent could change its strategy in order to improve his performance. The evolution of these strategies would then become an inherent part of the dynamics. This opens for evolution of strategies as part of the financial market, and will be discussed in a separate publication.

We thank F.A. Oliveira and H.N. Nazareno for warm hospitality and the I.C.C.M.P. for support during our stay in Brasí lia. R.D., A.H. and S.R.S thank NORDITA for support during our stay in Copenhagen. R.D. and S.R.S. thank MCT/FINEP/CNPq (PRONEX) under contract number 41.96.0886.00 for partial financial support.


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# The RR Lyrae U Com as a test for nonlinear pulsation models

## 1 Introduction

Variable stars play a key role in many astrophysical problems, since their pulsation properties do depend on stellar parameters, and therefore they can supply valuable and independent constraints on a large amount of current evolutionary predictions. In particular, the empirical evidence found long time ago in Magellanic Cepheids of the correlation between period and luminosity was the initial step for a paramount theoretical and observational effort aimed at using variable stars as standard candles to estimate cosmic distances. The current literature is still hosting a vivid debate on the intrinsic accuracy of the Cepheid distance scale (Bono et al. 1999; Laney 2000) and on the use of RR Lyrae variables to evaluate the distance -and the age- of Galactic globulars (Caputo 1998; Gratton 1998, G98).

Theoretical insights into the problem of radial stellar pulsations came from the linearization of local conservation equations governing the dynamical instability of stellar envelopes. Linear, nonadiabatic models typically supply accurate pulsation periods and plausible estimates (necessary conditions) on the modal stability of the lowest radial modes. However, a proper treatment of radial pulsations does require the solution of the full system of hydrodynamic equations, including a nonlocal and time-dependent treatment of turbulent convection (TC) to account for the coupling between radial and convective motions (Castor 1968; Stellingwerf 1982, S82).

The development of nonlinear, convective hydrocodes (S82; Gehmeyr 1992; Bono & Stellingwerf 1994, BS; Wuchterl & Feuchtinger 1998) gave the opportunity to provide plausible predictions on the properties of radial variables, and in particular on the topology of the instability strip, as well as on the time behavior of both light and radial velocity curves. This new theoretical scenario allowed to investigate, for the first time, the dependence of pulsation amplitudes and Fourier parameters on stellar mass, luminosity and effective temperature (see e.g. Kovacs & Kanbur 1997; Brocato et al. 1996; Feuchtinger 2000, F20). However, all these investigations dealt with parameters related to the light curve, whereas nonlinear computations supply much more information, as given by the detailed predictions of the light variation along a full pulsation cycle. Therefore, the direct comparison between observed and predicted light curves appears as a key test only partially exploited in the current literature (Wood, Arnold, & Sebo 1997, WAS).

In order to perform a detailed test of the predictive capability of our nonlinear, convective models we focused our attention on the photometric data collected by Heiser (1996, H96) for the field, first overtone -$`RR_c`$\- variable U Com . The reason for this choice relies on the detailed coverage of the U, B, and V light curves, as well as on the characteristic shape of the light curve, with a well-defined bump close to the luminosity maximum. This secondary feature provides a tight observational constraint to be nailed down by theory. Since the period of the variable strongly depends on the structural parameters (mass, luminosity, and radius) of the pulsator, the problem arises whether or not nonlinear pulsation models account for the occurrence of similar pulsators, and in affirmative how precisely the observed light curves can be reproduced by theoretical predictions.

In §2 we present the comparison between theory and observations, while in §3 we discuss the calibration of the TC model. Finally, in §4 we briefly outline the observables which can further validate this theoretical scenario.

## 2 Comparison between theory and observations

On the basis of spectroscopic measurements Fernley & Barnes (1997, FB97) estimated for U Com a metallicity $`[Fe/H]=1.25\pm 0.20`$, while Fernley et al. (1998, FB98) found a negligible interstellar extinction ($`E(BV)=0.015\pm 0.015`$). According to these empirical evidence and to a well-established evolutionary scenario, we expect for a metal-poor RR Lyrae a stellar mass of the order of 0.6 $`M_{}`$ and a luminosity ranging from log $`L/L_{}`$=1.6 to 1.7. At the same time, pulsation predictions on double-mode pulsators suggest similar mass values (Cox 1991; Bono et al. 1996). As a consequence, we computed a sequence of nonlinear models at fixed chemical composition (Y=0.24, Z=0.001) and pulsation period $`P_{FO}0.29`$ d. Along such an iso-period sequence the individual models were constructed at fixed mass value ($`M/M_{}`$= 0.60), while both the luminosity and the effective temperature were changed according to the pulsation relation given by Bono et al. (1997, BCCM). Both linear and nonlinear models were computed by adopting the input physics, and physical assumptions already discussed in BS, BCCM, and in Bono, Marconi & Stellingwerf (1999). According to S82, current models were computed by assuming a vanishing efficiency of turbulent overshooting in the region where the superadiabatic gradient attains negative values. This means that the convective flux can only attain positive or vanishing values ($`F_c0`$). In the next section we show that the assumption adopted in our previous investigations -i.e. $`F_c`$ can attain both positive and negative values- marginally affects the topology of the instability strip, but the predicted light curves are somewhat at variance with empirical ones.

The top panels of Fig. 1 show that at fixed stellar mass ($`M/M_{}`$=0.60), the double peak feature appears in models characterized by luminosities approximately equal to log $`L/L_{}`$$``$1.61, and effective temperatures ranging from 6950 to 7150 K. These models also present B amplitudes in reasonable agreement with empirical estimates ($`A_B=0.64`$ mag). The bottom panels of Fig. 1 display the light curves of models along the iso-period sequence constructed by adopting a fixed effective temperature ($`T_e=7100`$ K) but different assumptions on stellar mass and luminosity. A glance at these curves shows that the luminosity amplitude is mainly governed by the stellar mass, whereas the shape of the light curve is only marginally dependent on this parameter.

We find that the best fit to the observed B light curve is obtained for $`M/M_{}`$=0.6, log $`L/L_{}`$=1.607, $`T_e=7100`$ K, $`P_{FO}=0.290`$ d, together with a distance modulus $`(m_BM_B)=11.01`$ mag. The fit -though not perfect- appears rather satisfactory, thus suppling a substantial support to the predictive impact of the adopted theoretical scenario. On the basis of this finding, we are now interested in testing the accuracy of theoretical predictions in different photometric bands. Fig. 2 shows from left to right the comparison between predicted light curves (solid lines) and empirical data (open circles) in the U, B, V, and K band respectively. The comparison was performed by adopting the same distance modulus, i.e. by neglecting the interstellar extinction, and the agreement between theory and observations seems even better than for the B light curve. Thus suggesting that nonlinear models account for luminosity amplitudes which are a long-standing problem of pulsation theory.

Not surprisingly, we also find that the time average colors predicted by our model appear, within current uncertainty on both reddening and photometry, in very good agreement with empirical estimates (see Table 1). This result supports the evidence that nonlinear models, at least in this case, can constrain stellar colors by best fitting the light curve in a single photometric band. At the same time, this agreement suggests that the pulsational constraints on the temperature of the pulsator, as derived by the B light curve, are consistent with the theoretical light curves in the other photometric bands.

| TABLE 1. U Com: theoretical and empirical colorsa | | | |
| --- | --- | --- | --- |
| Color | Theory | Observ. | Observ. |
| mag |  | $`E\left(BV\right)=0`$ | $`E\left(BV\right)=0.015`$ |
| $`<U><B>`$ | $`0.06\pm 0.01`$ | $`0.11\pm 0.02`$ | $`0.09\pm 0.02`$ |
| $`<B><V>`$ | $`0.23\pm 0.01`$ | $`0.21\pm 0.02`$ | $`0.19\pm 0.02`$ |
| $`<V><K>`$ | $`0.77\pm 0.01`$ | $`0.81\pm 0.07`$ | $`0.77\pm 0.07`$ |

a Empirical estimates are based on photometric data collected by H96 and by FB97. Theoretical colors refer to the best fit model, and the errors were estimated by assuming an uncertainty of 50 K in the temperature of this model.

However, we note that on the basis of both the period and the shape of the B light curve we predicted the effective temperature, the intrinsic luminosity, and in turn the distance modulus of this object. The plausibility of the theoretical constraints can be further tested by comparing them with independent evaluations available in the literature. We find that the effective temperature predicted by nonlinear models -$`T_e=7100\pm 50`$ K- is in remarkable agreement with the empirical temperature -$`T_e=7100\pm 150`$ K- derived by adopting the true intensity mean color $`(<V><K>)_0=0.77\pm 0.07`$ provided by FB97 and the CT relation by Fernley (1989). The same outcome applies by assuming E(B-V)=0, and indeed $`(<V><K>)=0.81\pm 0.07T_e=7050\pm 150`$ K, while the semi-empirical estimate provided by H96 suggests $`T_e=7250\pm 150`$ K. We also note that the effective gravity of the best fit model (log $`g3.0`$) is also in very good agreement with both the photometric estimate obtained by H96 (log $`g=3.1\pm 0.2`$) and the spectroscopic measurements for field RR Lyrae variables provided by Clementini et al. (1995) and by Lambert et al. (1996).

As far as the distance modulus is concerned, Fig. 3 shows the comparison of our pulsational estimates (filled circles) with empirical and theoretical U Com absolute magnitudes obtained by adopting different methods. The top and the bottom panel refer to absolute magnitudes based on visual and NIR magnitudes respectively. Data plotted in this figure show that our estimates appear in satisfactory agreement with distances based on the Baade-Wesselink method, on the statistical parallax method, on Hipparcos trigonometric parallaxes and proper motions, and on RR Lyrae K band PL relation.

However, one also finds that the distance determination based on HB evolutionary models constructed by including the most recent input physics (Cassisi et al. 1999, C99) seems to overestimate the distance modulus by approximately 0.18 mag when compared with the current pulsation determination. A disagreement between evolutionary and pulsation predictions concerning the luminosities of RR Lyrae stars was brought out by Caputo et al. (1999), and more recently by Castellani et al. (2000) who found that up-to-date He-burning models seem too bright when compared with Hipparcos absolute magnitudes. Data plotted in Fig. 3 confirm this discrepancy between evolutionary and pulsational predictions, possibly due to an overluminosity of HB models. Part of this discrepancy might be due to the higher temperature of U Com when compared with the mean temperature of RR Lyrae gap ($`T_e=6800`$ K) adopted in evolutionary estimates.

Finally, we also constructed several sequences of models by increasing or decreasing the metal abundance by a factor of two. We find that the bump becomes more (less) evident at lower (higher) metal contents, and that this change does not allow us to obtain a good fit between theory and observations. This result is in satisfactory agreement with the spectroscopic estimate by FB97 and supports the evidence that the shape of the light curve can also be used to constrain the $`RR_c`$ metallicity (Bono, Incerpi, & Marconi 1996).

## 3 Calibration of the TC model

The first set of models we constructed for fitting the empirical light curves was characterized by an unpleasant feature: the peak of the bump was, in contrast with empirical evidence, brighter than the ”true” luminosity maximum. According to Bono & Stellingwerf (1993) the bump along the rising branch presents a strong dependence on the free parameters adopted in the TC model. However, in the calibration of the TC model suggested by BS both the eddy viscosity and the diffusion scale lengths (see their equ. 4 and 9) were scaled to the value of the mixing length parameter. We performed several numerical experiments by changing along each sequence only one of the three free parameters. As a result, we find that full amplitudes models constructed by adopting plausible changes of the free parameters do not simultaneously account for the pulsation amplitude, the shape of the light curve, and the temperature width of first overtone instability region.

Due to the lack of a self-consistent theory of time-dependent, nonlocal, convective transport, current investigations were mainly aimed at calibrating the free parameters adopted for treating the coupling between pulsation and convection (Yecko et al. 1998; F20). This is not a trivial effort, since the observables and the comparison between theory and observations are affected by the thorny problem of the transformation into the observational plane and/or by systematic deceptive errors such as reddening and distance estimates. In order to overcome some of these difficulties, F20 calibrated the TC model by performing a detailed comparison between theoretical and observed luminosity amplitudes of field RR Lyrae variables. On the basis of the fine tuning of both mixing length and turbulent viscosity length, F20 found that the Fourier parameters of fundamental light curves agree with observational data. The same outcome did not apply to $`RR_c`$ variables, and indeed predicted values appear, at fixed period, smaller than the empirical ones. A detailed comparison with the convective structure of RR Lyrae models constructed by F20 is not possible because he adopted a convective flux limiter in the turbulent source function and in the convective flux enthalpy, and neglected both the turbulent pressure and the turbulent overshooting. As a consequence, we decided to test the dependence of full amplitude models on the last two ingredients.

Interestingly enough, we find that the models constructed by assuming a vanishing overshooting efficiency satisfy empirical constraints i.e. the bump is dimmer than the luminosity maximum, the luminosity amplitudes attain values similar to the observed ones and the temperature width of the region in which the first overtone is unstable agrees with BCCM findings for cluster $`RR_c`$ variables. Fig. 4 shows the B light curve of two models constructed by adopting the same input parameters, but different assumptions on the efficiency of turbulent overshooting. It is noteworthy the simultaneous change in the pulsation amplitude and in the shape of the light curve. The dependence of the convective structure on both overshooting and turbulent pressure will be investigated in a forthcoming paper.

## 4 Discussion and Conclusions

The comparison between theory and observations, namely the period and the shape of the B light curve of U Com, allowed us to supply tight constraints on the structural parameters such as stellar mass, effective temperature, and gravity, as well as on the distance of this variable. We also found that the occurrence of a well-defined bump close to the luminosity maximum can be safely adopted for constraining the metallicity of this object and for calibrating the TC model adopted for handling the coupling between convection and pulsation.

The approach adopted in this investigation seems quite promising since it only relies on nonlinear, convective models and on stellar atmosphere models. In fact, the best fit model to the empirical data was found by constructing sequences of iso-period models in which the stellar mass, the luminosity and the effective temperatures were not changed according to HB models but to the pulsation relation (BCCM). The comparison between theory and observations shows that both the structural parameters and the distance are in very good agreement with estimates available in the literature. No evidence for a systematic discrepancy was found in pulsation estimates, thus supporting the evidence that the individual fit to light curves can supply independent and firm constraints on the actual parameters and distances of variable stars. This finding confirms the results of a similar analysis on a LMC Bump Cepheid by WAS.

Accurate radial velocity data for U Com are not available in the literature and therefore we could not constrain the accuracy of the velocity variation along the pulsation cycle. The three radial velocity points collected by FB98 agree quite well with the predicted curve. However, the radial velocity curve is a key observable for constraining the consistency of the adopted TC model (F20), and therefore new spectroscopic measurements of U Com would be of great relevance for assessing the predictive impact of nonlinear, convective models. Theoretical observables of the best fit model discussed in this paper, as well as both radius and radial velocity variations are available upon request to the authors.

It is a pleasure to thank M. Groenewegen for providing us the U Com distances based on the reduced parallax method and on the modified Lutz-Kelker correction, as well as for insightful discussions on their accuracy. We are indebted to R. Garrido for sending us radial velocity data and to T. Barnes for useful suggestions on current data. We also acknowledge an anonymous referee for some useful suggestions that improved the readability of the paper. This work was supported by MURST -Cofin98- under the project ”Stellar Evolution”. Partial support by ASI and CNAA is also acknowledged.


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# Untitled Document

Inertia in the Structure of Four-dimensional Space

A.M. Gevorkian111e-mail: dealing51@hotmail.com , R. A. Gevorkian\*

Institute of Physical Research, 378410, Ashtarak-2, Republic of Armenia

\*Institute of Radiophisics and Electronics, 378410, Ashtarak-2, Republic of Armenia

Abstract

1. Following Rimman, Minkowski and Einstein, for the first time equations of the inert filed in the covariant form are found geometrically.

2. In the approximation of a weak field for the first time the Law of Inertia in a material space (as opposed to the absolute space) is received. A consequence is the formulation of Mach’s principle.

3. Analogous to Einstein’s expression for the gravitational field $`c=c_0\left(1{\displaystyle \frac{2GM}{r}}\right),`$ Compton’s formula is received for the inert field $`r={\displaystyle \frac{h}{mc}}\left(1l_0\mathrm{cos}\theta \right)`$.

4. For the first time transcendental equations are received, one of the solutions of which corresponds to the value of the magnetic charge by Dirack, or to the constant of fine structure.

Minkowski’s work  for the first time led the solution of physical problems to geometrical problems.

1. Such physical theorem as kinematics and theory of inertial systems is obtained on the basis of flat space through equation

$$R_{iklm}=0$$
(1)
for three-dimensional Euclidean as well as for four-dimensional pseudo-Euclidean spaces.

2.

$$G_{ik}=R_{ik}\frac{1}{2}Rg_{ik}$$
(2)
is presented as an object of four-dimensional pseudo-Rimman geometry (Einstein) and is determined by formula

$$K=\frac{G_{ik}\xi ^i\xi ^k}{\xi ^i\xi _i}$$
(3)
where $`K`$ is the mean scalar crookedness of three-dimensional subspace, which is orthogonal to an arbitrarily determined vector $`\xi ^i`$. Tensor $`G_{ik}`$ is called the conservative tensor of Gilbert-Einstein and plays a fundamental role in the structure of the field equation of the General Theory of Relativity (GTR).

Let us discuss formula

$$G_{ik}=0$$
(4)
Einstein  predicted that this equation might be a basis for a more general physical theory in case it described electromagnetic fields along with gravitational fields. It is true that this equation is insufficient for describing all physical fields. It describes only gravitational fields outside of the source. From the point of view of geometry this equation is a necessary but not sufficient condition for flat space.

For a precise description of the flat space along with equation (4) we will try to introduce one more geometric equation. The starting point of the unified field theory222Inert field is included with the fieled of gravitation is the fact that equation (4) alone is insufficient for describing all phenomena. Therefore the problem of finding a mathematical object occurs which, after being added to $`G_{ik}`$ , will allow to obtain the structure of space describing the physical situation completely.

Gravitation can be described either by introducing the gravitational field into the flat space, or by discussing a geometrical object in crooked four-dimensional space without the gravitational field. The last simulation is the geometric interpretation of gravitation. Hence if the deformation, which creates crookedness is excluded, we will obtain the flat space.

*Mathematical Part*

Let us introduce tensor $`\overline{G}_{ik}`$, $`P_{ik}`$ in the following way:

$$G_{ik}+\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}=P_{ik}$$

$$\overline{G}_{ik}\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}=P_{ik}$$
(5)
$`\overline{G}_{ik}`$ is the counter-tensor of $`G_{ik}`$ , which describes the counter-space in relation to space determined by $`G_{ik}`$. $`\eta _{ik}`$, $`g_{ik}`$ are metric tensors of flat and crooked spaces respectively, and $`\xi ^i`$ is the vector determined initially.

Geometrically (5) means that two spaces of Einstein $`\overline{G}`$ and $`G`$ are called mutually counter if the following is realized: In each point of space the ratio of mean scalar crookednesses of the three-dimensional subspace orthogonal to initially determined vector $`\xi ^i`$ depends on the module of that vector only. Both spaces have a common coordination.

$$\frac{K}{\overline{K}}=\frac{e_ie^i}{\xi ^i\xi _i}$$
(6)
where $`e_i`$ is the unit vector of vector $`\xi _{i\text{.}}`$

The mean scalar crookedness of the three-dimensional subspace is determined by formula (3) and therefore (6) is written as

$$\xi ^i\xi _iG_{ik}\xi ^i\xi ^k=e_ie^i\overline{G}_{ik}\xi ^i\xi ^k$$
(7)
Hence we can determine

$$G_{ik}2\frac{g_{ik}}{\xi ^i\xi _i}=\overline{G}_{ik}2\frac{\eta _{ik}}{\xi ^i\xi _i}$$

$$G_{ik}+\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}=\overline{G}_{ik}\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}$$
(8)
Let us introduce operator $`()^n`$ which transforms space into counter-space, tensor $`G_{ik}`$ into tensor $`\overline{G}_{ik}`$, and the sign is changed into the opposite one. Even times of counter-operating transforms the space into itself, and odd times of counter-operating transforms the space into the counter-space. If the left side is noted as tensor $`P_{ik}`$ and the right side is noted as counter-tensor $`\left(1\right)P_{ik}`$, then equation (8) can be written as

$$P_{ik}=\left(1\right)P_{ik}$$
(9)
Theorem 1

For the space to be flat it is necessary and sufficient that tensor $`G_{ik}`$ and counter-tensor $`\overline{G}_{ik}`$ be equal.

Proof \- necessity: From equation system (5) we receive

$$G_{ik}\overline{G}_{ik}2\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}=0$$
(10)
Sufficiency: If $`G_{ik}\overline{G}_{ik}=0`$ is a flat space and vice versa $`\eta _{ik}g_{ik}=0`$, then $`G_{ik}=\overline{G}_{ik}`$. Theorem proved.

From system (5) follows equation

$$G_{ik}+\overline{G}_{ik}=2P_{ik}$$
(11)
If $`\overline{G}_{ik}=0`$, then we receive the already familiar structure of Einstein equation , only if we substitute $`2P_{ik}`$ by tensor of energy of impulse and tension.

Theorem 2

For the space to be flat, it is necessary and sufficient that $`P_{ik}=0`$.

Equation (5) is written as

$$G_{ik}+\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}=0$$
(12)
Based on the example of spherical symmetry, equation (12) has a flat solution (metrics of Minkowski).

Consequence: For flat space we have

$$G_{ik}\overline{G}_{ik}=0$$

$$G_{ik}+\overline{G}_{ik}=0$$

Hence, for the space to be flat, it is necessary and sufficient that

$$G_{ik}=0,\overline{G}_{ik}=0$$
(13)
or that space and counter-space coincide and be equal to zero.

Thus the condition of sufficiency of $`\overline{G}_{ik}=0`$ is added to the condition of necessity of flat space $`G_{ik}=0`$.

If we look at equation (11) from the mathematical point of view, then tensor $`2P_{ik}`$ is a source of crookedness or a source of deformation.

However!.. Expression (10) can be decomposed by two menas into two equivalent equations:

$$G_{ik}=2\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}\text{ }\overline{G}_{ik}=0\text{ (a) \hspace{1em}\hspace{1em}(first way)}$$

$$\overline{G}_{ik}=2\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}\text{ }G_{ik}=0\text{ (b) \hspace{1em}\hspace{1em}(second way)}$$
(14)
*Physical Part*

The first pair of equations (14,a) describes the internal problem of gravitation, or the external problem of inertia, and the second pair of equations (14,b) - vice versa. Based on the above, the full problem of gravitation can be formulated:

$$G_{ik}=0\text{ }$$

$$G_{ik}=2\frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}$$
(15)
where the first equation is the external problem, and the second equation is the internal problem. In the right side of the second equation of system (15), the tensor of energy, impulse and tension is substituted by $`T_{ik}=2{\displaystyle \frac{\left(\eta _{ik}g_{ik}\right)}{\xi ^i\xi _i}}`$ \- a tensor of geometric origin (magnitude of deformation of space). The solution of system (15) will be searched for spherical symmetry or for a centrally symmetric field.

The solution of the first equation (15) is the famous solution of Schwarzschild  and is expressed by metrics:

$$ds^2=\left(1\frac{r_{gr}}{r}\right)c^2dt^2r^2\left(\mathrm{sin}^2\theta d\phi ^2+d\theta ^2\right)\frac{dr^2}{1r_{gr}/r}$$
(16)
and the second equation of system (15), which describes gravitational filed inside the source, is expressed by the system of equations (is calculated by components of the tensor):

$$\mathrm{exp}\left(\lambda \right)\left(\frac{\lambda }{r}\frac{1}{r}\frac{1}{r^2}\right)\frac{1}{r^2}=0$$

$$\frac{\lambda }{t}=0$$
(17)
where

$$g_{00}=\mathrm{exp}\left(\lambda \right)$$

$$g_{33}=\mathrm{exp}\left(\lambda \right)$$

the solution of which is presented by metrics

$$ds^2=\left(1\frac{r}{r_k}\right)c^2dt^2r^2\left(\mathrm{sin}^2\theta d\phi ^2+d\theta ^2\right)\frac{dr^2}{1r/r_k}$$
(18)
For small distances it becomes the metrics of usual pseudo-Euclidean geometry. Another constant is determined from the condition of coincidence on the border of the internal and the external solutions. If in the solution of Schwarzschild that constant is expressed as gravitational radius and is a geometrical measure of the active gravitational mass, then for (18) that constant represents the inert radius and expresses the geometrical measure of the active inert mass. From the condition of coincidence on the border of the internal and the external solutions, we have

$$1\frac{r_{gr}}{r}=1\frac{r}{r_k},\text{ or }r_{gr}r_k=r^2=r_0^2,\text{ }\frac{Gm_{gr}}{c}r_k=r_0^2$$

If constant $`r_0`$ is the Plank distance (expressed through natural constants), then for $`r_k`$ we receive expression

$$r_k=\frac{\text{ }h}{mc}$$

Mass is introduced into physics with different notions: First as inert resistance, inert passive mass $`m_{PI}`$, and secondly, as a constant of association which shows how strongly the gravitational field $`\phi `$ affects the body. This is a constant of association, which is the passive gravitational mass $`m_{PG}`$ (as the mass of a test body). And finally, the third notion is the active gravitational mass $`m_{AG}`$, as gravitational charge or as intensity of the source of gravitational field. The first two notions are included in the equation of motion:

$$m_{PI}\frac{d^2x^i}{dt^2}=m_{PG}\frac{d\phi }{dx^i}$$

The third notion is included in the gravitational potential. The principle of equivalence assumes the universal law

$$m_{in}=m_{gr,}m_{PI}=m_{PG}\text{ (c)}$$

Note that in formulas where metric coefficients represent potentials of specific force fields, gravitational radius is included, which is determined by the active gravitational mass ($`m_{AG}`$). In the solution of Schwarzschild these are potentials of gravitational filed. Metrical coefficients of the counter-space are interpreted as potentials of the inert field.

Mass $`m_{AI}`$, included in the Compton radius, is the fourth notion of mass. It is the center of dispersion of light and is included in the structure of metrical tensor of the counter-space $`\overline{g}_{ik}`$. The fourth notion of mass is presented as the active inert mass. This was noted by Siama. .

The equality between the active gravitational and the active inert masses, which are present in formulas (16) and (18) respectively, is formulated as the active principle of equivalence.

$$m_{gr}=m_{in}$$

and as a consequence $`r_0={\displaystyle \frac{\left(Gh\right)^{1/2}}{c^3}}`$ is the formula expressing the fundamental meaning of length, only if $`r_{gr}=r_{in}=r_0`$.

From the condition of coincidence on the border of the internal and the external solutions, (16) and (18) coincide in point $`r_0`$ and are expressed as

$$ds^2=\left(1\frac{m}{m_0}\right)c^2dt^2r^2\left(\mathrm{sin}^2\theta d\phi ^2+d\theta ^2\right)\frac{dr^2}{1m/m_0}$$
(19)
where $`m_0=\left({\displaystyle \frac{\text{ }hc}{G}}\right)^{1/2}`$ is the fundamental meaning of mass.

Thus if the metrics of Schwarzschild describes the external gravitational filed with source $`r_{gr}`$, then metrics (18) describes the external inert filed with source $`r_k`$.

Gravitational and inert fields are linked through the active principle of equivalence in the counter-projection. Let us consider particular cases.

1. Approximation of a weak field

The expression of component $`g_{00}`$ of the metric tensor

$$g_{00}=1\frac{r}{r_k}$$

describes the potential of the filed, and the force is determined by formula

$$F=mc^2\frac{dg_{00}}{dr},\text{ }F=\frac{mc^2}{\text{ }h/Mc}=\frac{Mmc^3}{\text{ }h}\frac{\stackrel{}{r}_0}{\left|r_0\right|}$$
(20)
where $`M`$ is the active inert mass, $`m`$ is the mass of the test body, and $`\stackrel{}{r}_0`$ is the unit vector. In formula (20) force $`F`$ does not depend on the distance, which means that in the formation of that force all components and fragments of the Universe participate equally. And if the Universe is homogeneous and isotropic then due to $`M=0`$ (effective mass), this force $`F=0`$. Newton’s first law is obtained - the theory of inertial systems. By the way, in this approximation from Schwarzschild’s solution the Law of Terrestrial Gravitation is obtained.

The forces of inertia are so usual that it is very uncommon to think about such a problem. Despite this, a lot has been written and spoken about this. Here we would like to discuss sources of inertial forces. According to Newton , the source of inertial forces is the absolute space. This means that the absolute space can influence matter, and the opposite influence form the matter is excluded. Thus, the interaction between the absolute space and material bodies does not exist. This rather abstract point of view corresponds to the interpretation of physical interactions on the basis of the field theory. Therefore, a result of the proposed theory is that forces of inertia impacting on the body depend on physical qualities of space and all members filling the space.

Basically, Mach’s principle is formulated: Inert qualities of an object are determined by distribution of mass-energy in the whole space. On the basis of Mach’s principle and the active principle of equivalence, as well as on the basis of Rimman’s idea on geometry of space corresponding to physics and playing an essential role in it, we were able to build this theory.

Rotation of a body relative to the system of static stars is equivalent to the rotation of stars around the body. In both cases the relative motion is the same. This is relativity according to Mach and Berkley.

Let us imagine a body located inside of a massive sphere filled with members of Metagalaxy. If the body suddenly gets acceleration, then such acceleration will be similar to the acceleration of the whole Universe relative to the body. In this process all members of the Universe participate equally regardless of their distance. If the Universe is homogeneous and isotropic, then such acceleration for the body means distortion of local isotropness (rotation) or local homogeneity (uniform motion). Forces of inertia occur. Mach proposed a viewpoint similar to this ideology. A system is examined in the Universe , in which a big amount of matter exists on far distances.

Centrifugal forces occur due to real rotation around a real rotation axis, and thus the local isotropness is distorted in the system of the Universe. Forces of Coriolis occurring in a rotating system of coordinates are real forces and are created by the rotation of the whole Universe around the considered body.

2. Let us discuss a particular case when the metrics is given on a three-dimensional sphere and is determined by formula:

$$ds^2=r^2\left(\mathrm{sin}^2\theta d\phi ^2+d\theta ^2\right)$$
(21)
That is equivalent to the motion of a three-dimensional spherical surface in the radial direction in the four-dimensional pseudo-Rimman space (18).

$$\left(1\frac{r}{r_k}\right)c^2dt^2\frac{dr^2}{1r/r_k}=0$$

or

$$r=r_k\left(1\mathrm{cos}\theta \right),\text{ }r=\frac{h}{mc}\left(1\mathrm{cos}\theta \right)$$
(22)
Compton’s formula is received for dispersion of light on charged particles if $`{\displaystyle \frac{v}{c}}=\mathrm{cos}\theta `$, $`r_k={\displaystyle \frac{h}{mc}}`$ are the Compton or inertial radiuses. In Schwarzschild’s solution this particular case brings us to Einstein’s formula , which was obtained before the creation of GTR.

$$c=c_0\left(1\frac{2GM}{c^2r}\right)$$
(23)
The observed Compton effect on charged particles is an expression of the active inert mass. For big m this effect is not observed due to its small value.

In the metrics of Schwarzschild when $`rr_{gr}`$ all processes on the body in relation to the external observer are ”frozen”, and a collapse occurs which creates a frozen body, which does not send any signals to the surrounding environment and interacts with the external world only through its static gravitational field. Such a formation is called a gravitational black hall, or a gravitational collapse.

In metrics (18) when $`rr_k`$, all processes on the body in relation to the internal observer are frozen. A frozen inert black hall is formed, which interacts only through its inert filed. The source of the inert field is the equivalent mass of energy of gravitational field. Analogously, the source of the gravitational field is the equivalent mass of energy of the inert field.

Suppose $`rr_{gr},r_k`$, then the body will be within gravitational as well as within inertial radiuses. Such situation will occur only in point $`r_0=\left({\displaystyle \frac{GM}{c^3}}\right)^{1/2}`$, which is determined by the Plank distance. This point $`r_0`$ in the metrics of the four-dimensional pseudo-Rimman space seems to us to be an absolute and special point. A body determined in such a way may be considered both blind and deaf.

If gravitational and inert fields are created by spherical bodies, then their full mass is expressed as

$$m=\frac{4\pi }{c^3}P_0^0r^2𝑑r$$
(24)
For the gravitational field the tensor is determined by component

$$P_0^0=\frac{2r_0}{r^3}$$
(25)
and for the field of inertia

$$\overline{P}_0^0=\frac{2}{rr_0}$$
(26)
determining the limits of integration. The dead particle with radius $`r_0=\left({\displaystyle \frac{GM}{c^3}}\right)^{1/2}`$ and mass does not create any excitation in the space. The latter remains relativistically flat, although the space is like being filled up with dead mass (blind and deaf particles).

Such virtual particles are foundations, on which real particles are born by localizing equivalent energy in the given volume of space through exciting it. That is why it is assumed that during formation of the particle the limits of integration are changed from $`1`$ to $`r`$ on the one side, and from $`1`$ to $`1/r`$ on the other. Thus,

$$m=\underset{1/r}{\overset{r}{}}\frac{2r_0}{r^3}r^2𝑑r\text{ if }x=\frac{r_0}{r}$$

for the source of gravitational field

$$m=\underset{1/x}{\overset{x}{}}\frac{dx}{x}=2\mathrm{ln}\left|x^2\right|$$
(27)
for the source of the inert field

$$\overline{m}=\underset{1/x}{\overset{x}{}}x𝑑x=\frac{1}{2}\left(x^2\frac{1}{x^2}\right)$$
(28)
Using the active principle of equivalence again, we receive

$$x^41=4\left|x^2\right|\mathrm{ln}\left|x^2\right|$$
(29)
A transcendental algebraic equation is obtained, the roots of which are

$$\left|x_0\right|^2=1,\text{ }x_1=x_0\alpha ^{1/4}$$

and their reverse values.

We think that $`x_1^4=j`$ is the value of Dirack’s monopole, if the electric charge $`e^2=1`$, then $`2j^2=\alpha ^2`$ is the value of the constant of the fine structure.

To conclude, we would like to mention that physical consequences of this work, including cosmological consequences, are very interesting and will be discussed in a separate article.

Literature

1. H.Minkowski, The Principle of Relativity, Dovez Publications, New York (1952)

2. A. Einstein, Theorie unitaire de champ physique, Ann. Just. H. Poincare, 1. 1-24, (1930)

3. A. Einstein, Ann. Phys., 49, 769 (1916)

4. K. Schwarzshild, Sitrungsber. Preuss. Akad. Wiss., s.424, (1916)

5. D. W.Siama, Roy. Astron. Sos. Monthly Notices, 113, 34 (1953)

6. I. Newton, Philosophiae Naturalis Principia Mathematica, University of California Press, p. 546 (1966)

7. E. Mach, The Science of Mechanics 2nd ed., Open Court Pable. Co., (1893)

8. A. Einstein, Ann. Phys., 35, 898 (1911)


text:
# Cosmic Equation of State, Quintessence and Decaying Dark Matter

11institutetext: ESO, Schwarzchildstrasse 2, 85748, Garching b. München, Germany 111Present Address: 03, impasse de la Grande Boucherie, F-67000, Strasbourg, France. (Received ……; accepted ……)

## Abstract

If CDM particles decay and their lifetime is comparable to the age of the Universe, they can modify its equation of state. By comparing the results of numerical simulations with high redshift SN-Ia observations, we show that this hypothesis is consistent with present data. Fitting the simplest quintessence models with constant $`w_q`$ to the data leads to $`w_q1`$. We show that a universe with a cosmological constant or quintessence matter with $`w_q1`$ and a decaying Dark Matter has an effective $`w_q<1`$ and fits SN data better than stable CDM or quintessence models with $`w_q>1`$.

There are at least two motivations for the existence of a Decaying Dark Matter (DDM). If R-parity in SUSY models is not strictly conserved, the LSP which is one of the best candidates of DM can decay to Standard Model particles Banks et al. banks (1995). Violation of this symmetry is one of the many ways for providing neutrinos with very small mass and large mixing angle.
Another motivation is the search for sources of Ultra High Energy Cosmic Rays (UHECRs)(see Yoshida & Dai crrev (1998) for review of their detection and Blandford stdsrc (1999) and Bhattacharjee & Sigl revorg (1998) respectively for conventional and exotic sources). In this case, DDM must be composed of ultra heavy particles with $`M_{DM}10^{22}10^{25}eV`$. In a recent work Ziaeepour wimpzilla (2000) we have shown that the lifetime of UHDM (Ultra Heavy Dark Matter) can be relatively short, i.e. $`\tau 10100\tau _0`$ where $`\tau _0`$ is the age of the Universe. Here we compare the prediction of this simulation for the Cosmic Equation of State (CES) with the observation of high redshift SN-Ia.
For details of the simulation we refer the reader to Ziaeepour wimpzilla (2000). In summary, the decay of UHDM is assumed to be like the hadronization of two gluon jets. The decay remnants interact with cosmic backgrounds, notably CMB, IR, and relic neutrinos, lose their energy and leave a high energy background of stable species e.i. $`e^\pm `$, $`p^\pm `$, $`\nu `$, $`\overline{\nu }`$, and $`\gamma `$. We solve the Einstein-Boltzmann equations to determine the energy spectrum of remnants. Results of Ziaeepour wimpzilla (2000) show that in a homogeneous universe, even the short lifetime mentioned above can not explain the observed flux of UHECRs. The clumping of DM in the Galactic Halo however limits the possible age/contribution. These parameters are degenerate and we can not separate them. For simplicity, we assume that CDM is entirely composed of DDM and limit the lifetime. Fig. 1 shows the evolution of energy density $`T^{00}(z)\rho (z)`$ at low and medium redshifts in a flat universe with and without a cosmological constant. As expected, the effect of DDM is more significant in a matter dominated universe i.e. when $`\mathrm{\Lambda }=0`$. For a given cosmology, the lifetime of DDM is the only parameter that significantly affects the evolution of $`\rho `$. For the same lifetime, the difference between $`M_{DM}=10^{12}eV`$ and $`M_{DM}=10^{24}eV`$ cases is only $`0.4\%`$. Consequently, in the following we neglect the effect of the DM mass.

For the same cosmological model and initial conditions, if DM decays, matter density at $`z=0`$ is smaller than when it is stable because decay remnants remain highly relativistic even after losing part of their energy. Their density dilutes more rapidly with the expansion of the Universe than CDM and decreases the total matter density. Consequently, relative contribution of cosmological constant increases. This process mimics a quintessence model i.e. a changing cosmological constant Peebles & Ratra quinorg (1988), Zlatev, Wang & Steinhardt tracker (1999) (see Sahni & Starobinsky quinrev (1999) for recent review). However, the equation of state of this model has an exponent $`w_q<1`$ which is in contrast with the prediction of scalar field models with positive potential (see appendix for an approximative analytical proof).
The most direct way for determination of cosmological densities and equation of state is the observation of SN-Ia’s as standard candles. It is based on the measurement of apparent magnitude of the maximum of SNs lightcurve Perlmutter et al. snmeasur (1997) snproj (1999), Riess A. et al. snmeasur1 (1998). After correction for various observational and intrinsic variations like K-correction, width-luminosity relation, reddening and Galactic extinction, it is assumed that their magnitude is universal. Therefore the difference in apparent magnitude is only related to difference in distance and consequently to cosmological parameters.
The apparent magnitude of an object $`m(z)`$ is related to its absolute magnitude $`M`$:

$$m(z)=M+25+5\mathrm{log}D_L$$
(1)
where $`D_L`$ is the Hubble-constant-free luminosity distance:

$$D_L=\frac{(z+1)}{\sqrt{|\mathrm{\Omega }_R|}}𝒮\left(\sqrt{|\mathrm{\Omega }_R|}_0^z\frac{dz^{}}{E(z^{})}\right)$$
(2)
$$𝒮(x)=\begin{array}{cc}\mathrm{sinh}(x)\hfill & \mathrm{\Omega }_R>0\text{,}\hfill \\ x\hfill & \mathrm{\Omega }_R=0\text{,}\hfill \\ \mathrm{sin}(x)\hfill & \mathrm{\Omega }_R<0\text{.}\hfill \end{array}$$
(3)
$`E(z)`$ $`=`$ $`{\displaystyle \frac{H(z)}{H_0}}.`$ (4)
$`H^2(z)`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3}}T^{00}(z)+{\displaystyle \frac{\mathrm{\Lambda }}{3}}.`$ (5)
Here we only consider flat cosmologies.
We use the published results of the Supernova Cosmology Project, Perlmutter et al. snproj (1999) for high redshift and Calan-Tololo sample, Hamuy et al. tololo (1996) for low redshift supernovas and compare them with our simulation. From these data sets we eliminate 4 SNs with largest residue and stretch as explained in Perlmutter et al. snproj (1999) (i.e. we use objects used in their fit B).
Minimum-$`\chi ^2`$ fit method is applied to the data to extract the parameters of the cosmological models. In all fits described in this letter we consider $`M`$ as a free parameter and minimize the $`\chi ^2`$ with respect to it. Its variation in our fits stays in the acceptable range of $`\pm 0.17`$, Perlmutter et al. snmeasur (1997).
We have restricted our calculation to a range of parameters close to the best fit of Perlmutter et al. snproj (1999) i.e. $`2.38\times 10^{11}\rho _\mathrm{\Lambda }\frac{\mathrm{\Lambda }}{8\pi G}3.17\times 10^{11}eV^4`$. The reason why we use $`\rho _\mathrm{\Lambda }`$ rather than $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is that the latter quantity depends on the equation of state and the lifetime of the Dark Matter. The range of $`\rho _\mathrm{\Lambda }`$ given here is equivalent to $`0.6\mathrm{\Omega }_\mathrm{\Lambda }^{eq}0.8`$ for a stable CDM and $`H_0=70`$ $`km`$ $`Mpc^1\mathrm{sec}^1`$ (we use $`\mathrm{\Omega }_\mathrm{\Lambda }^{eq}`$ notation to distinguish between this quantity and real $`\mathrm{\Omega }_\mathrm{\Lambda }`$).
Fig.2 shows the residues of the best fit to DDM simulation. Although up to $`1`$-$`\sigma `$ uncertainty all models with stable or decaying DM with $`5\tau _0\tau 50\tau _0`$ and $`0.68\mathrm{\Omega }_\mathrm{\Lambda }^{eq}0.72`$ are compatible with the data, a decaying DM with $`\tau 5\tau _0`$ systematically fits the data better than stable DM with the same $`\mathrm{\Omega }_\mathrm{\Lambda }^{eq}`$. Models with $`\mathrm{\Lambda }=0`$ are ruled out with more than $`99\%`$ confidence level.

In fitting the results of DM decay simulation to the data we have directly used the equation (5) without defining any analytical form for the evolution of $`T^{00}(z)`$. It is not usually the way data is fitted to cosmological models Perlmutter et al. snmeasur (1997)snmeasur1 (1998), Garnavich et al. coseq (1998). Consequently, we have also fitted an analytical model to the simulation for $`z<1`$ as it is the redshift range of the available data. It includes a stable DM and a quintessence matter. Its evolution equation is:

$$H^2(z)=\frac{8\pi G}{3}(T_{st}^{00}+\mathrm{\Omega }_q(z+1)^{3(w_q+1)}).$$
(6)
The term $`T_{st}^{00}`$ is obtained from our simulation when DM is stable. In addition to CDM, it includes a small contribution from hot components i.e CMB and relic neutrinos. For a given $`\mathrm{\Omega }_\mathrm{\Lambda }^{eq}`$ and $`\tau `$, the quintessence term is fitted to $`T^{00}T_{st}^{00}+\frac{\mathrm{\Lambda }}{8\pi G}`$. 222The exact equivalent model should have the same form as (7). However, it is easy to verify that in this case, the minimization of $`\chi ^2`$ has a trivial solution with $`w_q=1`$, $`\mathrm{\Omega }_q=0`$. Only one equation remains for non-trivial solutions and it depends on both $`w_q`$ and $`\mathrm{\Omega }_q`$. Consequently, there are infinite number of solutions.
The model we have used here generates a very good equivalent model to DDM with less than $`2\%`$ error (Because CDM and quintessence terms are not fitted together, $`\mathrm{\Omega }`$ is not exactly $`1`$). The results of this fit are $`\mathrm{\Omega }_q`$ and $`w_q`$ which characterize an equivalent quintessence model for the corresponding DDM. The analytical model fits the simulation extremely good and the absolute value of relative residues is less than $`0.2\%`$. Results for models in the $`1`$-$`\sigma `$ distance of the best fit is summarized in Table 1.

In the next step, we fit an analytical model to the SN-Ia data. Its evolution equation is the following:

$$H^2(z)=\frac{8\pi G}{3}((1\mathrm{\Omega }_q)(z+1)^3+\mathrm{\Omega }_q(z+1)^{3(w_q+1)}).$$
(7)
The aim for this exercise is to compare DDM equivalent quintessence models with the data.
Fig.3 shows the $`\chi ^2`$ of these fits as a function of $`w_q`$ for various values of $`\mathrm{\Omega }_q`$. The reason behind using $`\chi ^2`$ rather than confidence level is that it directly shows the goodness-of-fit. As with available data all relevant models are compatible up to $`1`$-$`\sigma `$, the error analysis is less important than goodness-of-fit and its behavior in the parameter-space.
Models presented in Fig.3 have the same $`\mathrm{\Omega }_q`$ as equivalent quintessence models obtained from DDM and listed in Tab.1. These latter models are shown too. In spite of statistical closeness of all fits, the systematic tendency of the minimum of $`\chi ^2`$ to $`w_q<1`$ when $`\mathrm{\Omega }_q<0.75`$ is evident. The minimum of models with $`\mathrm{\Omega }_q>0.75`$ has $`w_q>1`$, but the fit is worse than former cases. Between DDM models, one with $`\mathrm{\Omega }_q=0.71`$ is very close to the best fit of (7) models with the same $`\mathrm{\Omega }_q`$. Regarding errors however, all these models, except $`\mathrm{\Omega }_q=0.8`$ are $`1`$-$`\sigma `$ compatible with the data.

One has to remark that $`\mathrm{\Omega }_q`$ and $`w_q`$ are not completely independent (see Footnote 2) and models with smaller $`\mathrm{\Omega }_q`$ and smaller $`w_q`$ has even smaller $`\chi ^2`$. In fact the best fit corresponds to $`\mathrm{\Omega }_q=0.5`$, $`w_q=2.6`$ with $`\chi ^2=61.33`$. The rejection of these models however is based on physical grounds. In fact, if the quintessence matter is a scalar field, to make such a model, not only its potential must be negative, but also its kinetic energy must be comparable to the absolute value of the potential and this is in contradiction with very slow variation of the field. In addition, these models are unstable against perturbations. It is however possible to make models with $`w_q<1`$, but they need unconventional kinetic term Caldwell negqw (1999).
These results are compatible with the analysis performed by Garnavich et al. coseq (1998). However, based on null energy condition Wald wald (1984), they only consider models with $`w_q1`$. This condition should be satisfied by non-interacting matter and by total energy-momentum tensor. As our example of a decaying matter shows, a component or an equivalent component of energy-momentum tensor can have $`w_q<1`$ when interactions are present.
In conclusion, we have shown that a flat cosmological model including a decaying dark matter with $`\tau 5\tau _0`$ and a cosmological constant or a quintessence matter with $`w_q1`$ at $`z<1`$ and $`\mathrm{\Omega }_q0.7`$ fits the SN-Ia data better than models with a stable DM or $`w_q>1`$.
The effect of a decaying dark matter on the Cosmic Equation of State (CES) is a distinctive signature that can hardly be mimicked by other phenomena, e.g. conventional sources of Cosmic Rays. It is an independent mean for verifying the hypothesis of a decaying UHDM. In fact if a decaying DM affects CES significantly, it must be very heavy. Our simulation of a decaying DM with $`M10^{12}eV`$ and $`\tau =5\tau _0`$ leads to an over-production by a few orders of magnitude of $`\gamma `$-ray background at $`E10^910^{11}eV`$ with respect to EGRET observation Sreekumar et al. egret (1998). Consequently, such a DM must have a lifetime much longer than $`5\tau _0`$. However, in this case it can not leave a significant effect on CES.
The only other alternative for making a quintessence term in CES with $`w_q`$ sightly smaller than $`1`$, is a scalar field with a negative potential. Nevertheless, as most of quintessence models originate from SUSY, the potential should be strictly positive. Even if a negative potential or unconventional models are not a prohibiting conditions, they rule out a large number of candidates.
Present SN-Ia data is too scarce to distinguish with high precision between various models. However, our results are encouraging and give the hope that SN-Ia observations will help to better understand the nature of the Dark Matter in addition to cosmology of the Universe.

Appendix: Here we use an approximative solution of (5) to find an analytical expression for the equivalent quintessence model of a cosmology with DDM and a cosmological constant. With a good precision the total density of such models can be written as the following:

$$\frac{\rho (z)}{\rho _c}\mathrm{\Omega }_M(1+z)^3\mathrm{exp}(\frac{\tau _0t}{\tau })+\mathrm{\Omega }_{Hot}(1+z)^4+\mathrm{\Omega }_M(1+z)^4\left(1\mathrm{exp}(\frac{\tau _0t}{\tau })\right)+\mathrm{\Omega }_\mathrm{\Lambda }.$$
(8)
We assume a flat cosmology i.e. $`\mathrm{\Omega }_M+\mathrm{\Omega }_\mathrm{\Lambda }=1`$ (ignoring the hot part). $`\rho _c`$ is the present critical density. If DM is stable and we neglect the contribution of HDM, the expansion factor $`a(t)`$ is:

$$\frac{a(t)}{a(\tau _0)}=\left[\frac{(B\mathrm{exp}(\alpha (t\tau _0))1)^2}{4AB\mathrm{exp}(\alpha (t\tau _0))}\right]^{\frac{1}{3}}\frac{1}{1+z}.$$
(9)
$`A`$ $``$ $`{\displaystyle \frac{\mathrm{\Omega }_\mathrm{\Lambda }}{1\mathrm{\Omega }_\mathrm{\Lambda }}},`$ (10)
$`B`$ $``$ $`{\displaystyle \frac{1+\sqrt{\mathrm{\Omega }_\mathrm{\Lambda }}}{1\sqrt{\mathrm{\Omega }_\mathrm{\Lambda }}}},`$ (11)
$`\alpha `$ $``$ $`3H_0\sqrt{\mathrm{\Omega }_\mathrm{\Lambda }}.`$ (12)
Using (9) as an approximation for $`\frac{a(t)}{a(\tau _0)}`$ when DM slowly decays, (8) takes the following form:

$`{\displaystyle \frac{\rho (z)}{\rho _c}}`$ $``$ $`\mathrm{\Omega }_M(1+z)^3C^{\frac{1}{\alpha \tau }}+\mathrm{\Omega }_{Hot}(1+z)^4+\mathrm{\Omega }_M(1+z)^4(1C^{\frac{1}{\alpha \tau }})+\mathrm{\Omega }_\mathrm{\Lambda }.`$ (13)
$`C`$ $``$ $`{\displaystyle \frac{1}{B}}\left(1+{\displaystyle \frac{4A}{(1+z)^3}}\sqrt{(1+{\displaystyle \frac{4A}{(1+z)^3}})^21}\right).`$ (14)
For a slowly decaying DDM, $`\alpha \tau >>1`$ and (13) becomes:

$`{\displaystyle \frac{\rho (z)}{\rho _c}}`$ $``$ $`\mathrm{\Omega }_M(1+z)^3+\mathrm{\Omega }_{Hot}(1+z)^4+\mathrm{\Omega }_q(1+z)^{3\gamma _q},`$ (15)
$`\mathrm{\Omega }_q(1+z)^{3\gamma _q}`$ $``$ $`\mathrm{\Omega }_\mathrm{\Lambda }(1+{\displaystyle \frac{\mathrm{\Omega }_M}{\alpha \tau \mathrm{\Omega }_\mathrm{\Lambda }}}z(1+z)^3\mathrm{ln}C).`$ (16)
Equation (16) is the definition of equivalent quintessence matter. After its linearization:

$$w_q\gamma _q1\frac{\mathrm{\Omega }_M(1+4A)(1\sqrt{2A})}{3\alpha \tau \mathrm{\Omega }_\mathrm{\Lambda }B}1.$$
(17)
It is easy to see that in this approximation $`w_q<1`$ if $`\mathrm{\Omega }_\mathrm{\Lambda }>\frac{1}{3}`$.