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# Black Diamonds at Brane Junctions

## Abstract:

We discuss the properties of black holes in brane-world scenarios where our universe is viewed as a four-dimensional sub-manifold of some higher-dimensional spacetime. We consider in detail such a model where four-dimensional spacetime lies at the junction of several domain walls in a higher dimensional anti-de Sitter spacetime. In this model there may be any number $`p`$ of infinitely large extra dimensions transverse to the brane-world. We present an exact solution describing a black $`p`$-brane which will induce on the brane-world the Schwarzschild solution. This exact solution is unstable to the Gregory-Laflamme instability, whereby long-wavelength perturbations cause the extended horizon to fragment. We therefore argue that at late times a non-rotating uncharged black hole in the brane-world is described by a deformed event horizon in $`p+4`$ dimensions which will induce, to good approximation, the Schwarzschild solution in the four-dimensional brane world. When $`p=2`$, this deformed horizon resembles a black diamond and more generally for $`p>2`$, a polyhedron.

preprint: hep-th/0002076

Motivated by phenomenological considerations, there has recently been an enormous amount of interest in the possibility that there may exist extra dimensions of space which are quite large. In this framework the universe would be a brane embedded in some higher dimensional spacetime. In particular, this is the basic assumption underlying the models of Randall and Sundrum . Their second model involves a thin “distributional” static flat domain wall, or three-brane, separating two regions of five-dimensional anti-de-Sitter (AdS) spacetime. They solve for the linearized graviton perturbations and find a square integrable bound state representing a gravitational wave confined to the domain wall. They also find the linearized bulk or “Kaluza-Klein” graviton modes, and argue that they decouple from the brane and make negligible contributions to the gravitational force between two sources in the brane, so that this force is due primarily to the bound state. In this way they recover an inverse square law attraction rather than the inverse cube law one might naïvely have anticipated in five dimensions. Thus, their work demonstrates that it is possible to localize gravity on a three-brane when there is just one infinitely large extra dimension of space, so that the three-brane is a domain wall. There are many papers which serve as background for this work; for a comprehensive list of references see .

The localization of gravity on a domain wall is rather striking and raises various questions. For example, is it possible to localize gravity on a brane or brane intersection when there is more than one large extra dimension of space? In fact, Arkani-Hamed et al.  have shown in a simple generalization of the Randall-Sundrum scenario that this is indeed possible (see also ). Their model may be outlined as follows: since it is possible to localize gravity on a domain wall in AdS, consider $`p`$ different domain walls (each with world-volume space dimension $`d2`$) in a $`d=(p+4)`$-dimensional background spacetime. These branes can intersect at a four-dimensional junction. If the bulk spacetime between the branes consists of $`2^p`$ patches of $`(p+4)`$-dimensional AdS, then it turns out that on the four-dimensional intersection there is a normalizable graviton mode and so four-dimensional gravity is localized on the brane junction. This intersecting brane scenario is not the only possible way to localize gravity in higher dimensions. For example, four-dimensional gravity can also be localized on a three-brane in higher dimensions  although in this case the relevant geometry is not AdS.

If matter trapped on a brane undergoes gravitational collapse then a black hole will form. Such a black hole will have a horizon that extends into the dimensions transverse to the brane: it will be a genuinely $`d`$-dimensional object. Within the context of any brane-world scenario, we need to make sure that the metric on the brane-world, which is induced by the higher-dimensional metric describing the gravitational collapse, is simply the Schwarzschild solution, up to some corrections that are negligible small so as to be consistent with current observations. In this way we shall recover the usual astrophysical properties of black holes and stars (e.g. perihelion precession, light bending, etc.). The study of the problem of gravitational collapse in the second Randall-Sundrum model was initiated in a recent paper  (see also ). There, the authors proposed that what would appear to be a four-dimensional black hole from the point of view of an observer in the brane-world, is really a five-dimensional “black cigar” which extends into the extra fifth dimension (or more accurately a “black cigar butt”, or equivalently a “pancake” , because the object only extends a small proper distance in the transverse space compared with its extent on the brane). If this cigar were to extend all the way down to the AdS horizon, then we would recover the metric for a black string in AdS. However, such a black string is unstable near the AdS horizon. This instability, known as the “Gregory-Laflamme” instability, basically means that the string will want to fragment in the region near the AdS horizon. However, the solution is stable far from the AdS horizon near the domain wall. Thus, these authors concluded that the late time solution describes an object which looks like the black string far from the AdS horizon (so the metric on the domain wall is approximately Schwarzschild) but has a horizon that closes off before reaching the AdS horizon forming the “tip” of the black cigar. In the analogous situation in one dimension lower (where the domain wall localizes three-dimensional gravity in a larger four-dimensional $`AdS_4`$ background) the exact metric describing the situation is known  since it is an example of the C-metric in $`AdS_4`$. Unfortunately, the generalization of this metric to $`AdS_{p+4}`$ is not known at present and so we have to proceed in a more intuitive fashion to arrive at a consistent picture.

In this paper, we extend the analysis of gravitational collapse on the brane-world to general situations. In particular, for the purposes of illustration we will consider in detail the model where the brane-world universe is actually a brane-junction : a region where multiple domain walls intersect. However, our formalism can easily be used to describe smoothings of the original Randall-Sundrum scenario, where the three-brane is smeared in the extra dimension  and also other higher-dimensional situations; for instance a three-brane embedded in $`d>5`$ dimensions . As we proceed we shall work as far as possible in a general framework with a $`d`$-dimensional background which has a four-dimensional Poincaré symmetry (the restriction to four dimensions is unnecessary, but is the case most relevant for phenomenology):

$$ds^2g_{\mu \nu }(z)dx^\mu dx^\nu =e^{A(z)}\eta _{ab}dx^adx^b+g_{ij}(z)dz^idz^j.$$
(1)
Here, $`x^\mu =(x^a,z^i)`$, where $`x^a`$, for $`a=0,\mathrm{},3`$, are the usual coordinates of four-dimensional Minkowski space and $`z^i=x^{i+3}`$, for $`i=1,\mathrm{},p`$, are the coordinates on the $`p=(d4)`$-dimensional transverse space.222In our conventions the metric $`g_{\mu \nu }`$ has signature $`(,+,+,+,\mathrm{})`$. The metric (1) has the form of a “warped product” which under certain conditions is responsible for the localization of gravity. In the general case, the localization of gravity in four-dimensions depends on the normalizability, or otherwise, of a certain fluctuating mode in the transverse space representing the four-dimensional graviton. The explicit requirement for normalizability just depends upon the metric and is

$$d^pzg^{00}(z)\sqrt{g(z)}<\mathrm{},$$
(2)
where $`g(z)=|\mathrm{det}g_{\mu \nu }(z)|`$. In , it was further shown that under very general conditions the normalizability of the four-dimensional mode also implies the decoupling of the associated Kaluza-Klein modes.

In particular, for purposes of illustration, we will be interested in a simple example of the general situation described by (1) corresponding to the intersecting brane scenario of . In this example, we glue $`2^p`$ patches of $`AdS_{p+4}`$ together along $`p`$ surfaces which play the rôle of $`p`$ domain walls. Once we have performed this cutting and pasting, the metric of the multi-dimensional patched AdS spacetime which describes the domain wall junction can be written :

$$ds^2=\frac{1}{\left(1+k_{i=1}^p|z^i|/\sqrt{p}\right)^2}\left(\eta _{ab}dx^adx^b+dz^idz^i\right),$$
(3)
where we have included the factor of $`\sqrt{p}`$ for convenience so that $`k^1`$ is the conventional length scale of the AdS bulk. This metric represents $`p=d4`$ intersecting $`(d1)`$-branes, located at $`z^i=0`$, for each $`i`$, which mutually intersect in a four-dimensional junction located at $`z^i=0`$.

We want to know how to describe the endpoint of gravitational collapse in our four-dimensional world. Following the work of , a natural guess is simply to replace the (3+1) Minkowski metric appearing in (1) with the (3+1) Schwarzschild metric. Indeed, shortly, we shall prove that the following metric is still a solution of the bulk Einstein equations with the requisite source term:

$$ds^2=e^{A(z)}\left(U(r)dt^2+U(r)^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)\right)+g_{ij}(z)dz^idz^j.$$
(4)
where $`U(r)=12G_4M_4/r`$. Clearly, this metric describes a black hole horizon which is extended in $`p`$ extra dimensions. In other words, this is the metric of a “black $`p`$-brane” in the higher-dimensional spacetime. Naïvely, it follows that if we wish to describe a black hole on the four-dimensional brane-world all we have to do is replace the Minkowski metric $`\eta _{ab}`$ in (1) with the four-dimensional Schwarzschild metric.

We now show that we can generalize the metric (1) to

$$ds^2g_{\mu \nu }dx^\mu dx^\nu =e^{A(z)}\stackrel{~}{g}_{ab}(x)dx^adx^b+g_{ij}(z)dz^idz^j,$$
(5)
where $`\stackrel{~}{g}_{ab}(x)`$ is any four-dimensional Ricci flat metric, and still satisfy Einstein’s equations. First of all, let us compute the change in the Einstein tensor when we replace the four-dimensional Minkowski metric by the Ricci-flat metric: $`\eta _{ab}\stackrel{~}{g}_{ab}`$. It is convenient to use the the general form of the Einstein tensor for metrics of the form $`g_{\mu \nu }=e^A\stackrel{~}{g}_{\mu \nu }`$ (see for example ):

$$G_{\mu \nu }=\stackrel{~}{G}_{\mu \nu }+\frac{d2}{2}\left[\frac{1}{2}\stackrel{~}{}_\mu A\stackrel{~}{}_\nu A+\stackrel{~}{}_\mu \stackrel{~}{}_\nu A\stackrel{~}{g}_{\mu \nu }\left(\stackrel{~}{}_\rho \stackrel{~}{}^\rho A\frac{d3}{4}\stackrel{~}{}_\rho A\stackrel{~}{}^\rho A\right)\right].$$
(6)
The new metric

$$d\stackrel{~}{s}^2\stackrel{~}{g}_{\mu \nu }dx^\mu dx^\nu =\stackrel{~}{g}_{ab}(x)dx^adx^b+e^{A(z)}g_{ij}(z)dz^idz^j.$$
(7)
now represents a genuine (unwarped) product of a four-dimensional space with metric $`\stackrel{~}{g}_{ab}(x)`$ and $`p`$-dimensional space with metric $`\stackrel{~}{g}_{ij}(z)=e^{A(z)}g_{ij}(z)`$. Using (6), it is easy to see that the only components of the Einstein tensor which change when we replace $`\eta _{ab}\stackrel{~}{g}_{ab}`$ are $`G_{ab}`$. Using the fact that $`\stackrel{~}{g}_{ab}`$ is Ricci flat, so $`\stackrel{~}{G}_{ab}(\stackrel{~}{g}_{ab})=0`$, the change is easily computed:333Notice that since $`G_{ab}^{(0)}\eta _{ab}`$ and $`T_{ab}^{(0)}\eta _{ab}`$ the following expressions in (8) and (9) are symmetric in $`a`$ and $`b`$.

$$\mathrm{\Delta }G_{ab}=G_a^{(0)c}\mathrm{\Delta }\stackrel{~}{g}_{cb},$$
(8)
where $`\mathrm{\Delta }\stackrel{~}{g}_{ab}=\stackrel{~}{g}_{ab}\eta _{ab}`$ and $`G_{\mu \nu }^{(0)}`$ is the original Einstein tensor for the metric (1). The remaining part of the proof requires us to show that the stress-tensor changes in a similar fashion: i.e. the only components of $`T_{\mu \nu }`$ (where we include any cosmological constant term in $`T_{\mu \nu }`$) that change are

$$\mathrm{\Delta }T_{ab}=T_a^{(0)c}\mathrm{\Delta }\stackrel{~}{g}_{cb}.$$
(9)
The proof of (9) requires a little work and depends upon what kind of sources are being considered. The first situation which is relevant to the original Randall-Sundrum as well as the intersecting brane scenarios, is when the sources are static external sources. In these cases it is a simple matter to show that the stress-tensor, including the cosmological constant term, is linear in components of the background metric: in these cases (9) follows immediately. The second case that is simple to consider is when the branes are produced by a scalar field with the Lagrangian

$$=\sqrt{g}\left[\frac{1}{2}_\mu \varphi ^\mu \varphi 𝒱(\varphi )\right].$$
(10)
In this case, following the discussion in  it is also straightforward to show that the stress-tensor is linear in the four-dimensional components of the metric. The point is that $`\varphi =\varphi (z)`$ only and so the only components of the stress-tensor that are altered by $`\eta _{ab}\stackrel{~}{g}_{ab}(x)`$ are $`T_{ab}`$ and these are linear in $`\stackrel{~}{g}_{ab}(x)`$:

$$T_{ab}=e^{A(z)}\stackrel{~}{g}_{ab}(x)\left[\frac{1}{2}_i\varphi (z)^i\varphi (z)𝒱(\varphi )\right].$$
(11)
Furthermore, the background scalar field satisfies an equation-of-motion that does not depend on the components of the metric $`\stackrel{~}{g}_{ab}`$ and so the field itself is not changed by $`\eta _{ab}\stackrel{~}{g}_{ab}`$. Hence, in this case also (9) is recovered and furthermore the scalar field background remains unchanged. Finally, we could consider the case when the brane is produced by more complicated tensor fields; for instance this is the situation in string theory. After some analysis one finds a similar picture in this case as for the scalar field; the point is that $`T_{\mu \nu }`$ is linear in components of the metric with coefficients that are in general functions of $`det\stackrel{~}{g}_{ab}(x)`$. When Minkowski space is replaced by the Schwarzschild solution $`det\stackrel{~}{g}_{ab}(x)`$ is unchanged and so the change in the stress tensor is linear as in (9). Furthermore, the equations-of-motion of the tensor field are also not modified and so the tensor field background remains unchanged . Hence we have established our goal in a very general setting; namely, we may replace the background (1) by (4) and still solve Einstein’s equations with the same background fields.

We now wish to examine the causal structure of the black $`p`$-brane metric (4). Our aim is to show that in the background (4), there are generically singularities in the transverse space, in addition to the usual singularity of the black hole itself. In order to show this we have to show that (i) these singularities can be reached by a freely falling observer in finite proper time and (ii) that the tidal forces experienced by such an observer will diverge; that is, for each causal geodesic we should work out the frame components of the Weyl tensor which are calculated relative to a frame which is parallelly propagated along the geodesic. Our philosophy is that once we have demonstrated the existence of these singularities then this indicates that the spacetime (4) is pathological and that some other metric should describe the Schwarzschild solution on the brane. We will then proceed to intuit the properties of this solution.

Before we calculate the geodesics in detail, however, we can glean some information from the curvature invariants of the spacetime. Indeed, it is easy to show that the square of the Riemann tensor includes the term

$$R_{\mu \nu \rho \sigma }R^{\mu \nu \rho \sigma }=R_{abcd}^{(4)}R^{(4)abcd}e^{2A}+\mathrm{}=\frac{48M^2}{r^6}e^{2A}+\mathrm{},$$
(12)
where the ellipsis stands for terms with fewer powers of $`e^{A(z)}`$. In a generic scenario, we expect that the warp-factor $`e^{A(z)}\mathrm{}`$ in some regions in the transverse space. For instance, in the intersecting-brane case, just as in the original Randall-Sundrum picture, this is indeed the case: from (3) the warp factor $`e^{A(z)}`$ goes to infinity at the “horizon” of AdS.444The horizon of the patched AdS space is at $`_{i=1}^p|z^i|=\mathrm{}`$. Hence the curvature invariant (12) will generically diverge as we approach the horizon of AdS and also as we approach the singular core of the black $`p`$-brane ($`r=0`$). Thus, we suspect that inertial observers will see infinite tidal forces as they approach these regions. In order to confirm this suspicion, we turn to an analysis of the space of causal geodesics.

To begin, let us consider geodesics in the general background (5). At this stage we do not have to specify a form for the four-dimensional metric $`\stackrel{~}{g}_{ab}`$. The geodesic equation is

$$\ddot{x}^\mu +\mathrm{\Gamma }_{\nu \rho }^\mu \dot{x}^\nu \dot{x}^\rho =0,$$
(13)
where the derivatives are with respect to the affine parameter $`\tau `$ (taken to be the proper time for time-like geodesics). These equations imply

$$\frac{d}{d\tau }\left(g_{\mu \nu }\dot{x}^\mu \dot{x}^\nu \right)=0,$$
(14)
or on integrating

$$g_{\mu \nu }\dot{x}^\mu \dot{x}^\nu e^A\stackrel{~}{g}_{ab}\dot{x}^a\dot{x}^b+g_{ij}\dot{z}^i\dot{z}^j=\sigma ,$$
(15)
where we can take $`\sigma =1`$ for a time-like geodesic, and $`\sigma =0`$ for a null geodesic.

Using the form (5) for the metric we find that (13) for $`\mu i`$ yields

$$\ddot{z}^i+\mathrm{\Gamma }_{jk}^i\dot{z}^j\dot{z}^k\frac{1}{2}g^{il}(_le^A)\stackrel{~}{g}_{ab}\dot{x}^a\dot{x}^b=0,$$
(16)
which can be simplified by using (15), to an equation involving only the $`\{z^i\}`$ coordinates:

$$\ddot{z}^i+\mathrm{\Gamma }_{jk}^i\dot{z}^j\dot{z}^k\frac{1}{2}g^{il}_lA\left(\sigma +g_{jk}\dot{z}^j\dot{z}^k\right)=0.$$
(17)
We now contract this equation with $`g_{il}\dot{z}^l`$ to arrive at

$$\frac{d}{d\tau }\left[e^A\left(\sigma +g_{jk}\dot{z}^j\dot{z}^k\right)\right]=0,$$
(18)
and so

$$\sigma +g_{jk}\dot{z}^j\dot{z}^k=\xi ^2e^A,$$
(19)
where $`\xi `$ is a constant of integration. Now we can return to (15) and use (19) to eliminate the $`z^i`$-derivatives to arrive at

$$\stackrel{~}{g}_{ab}\dot{x}^a\dot{x}^b=\xi ^2e^{2A}.$$
(20)
This equation has a remarkably simple interpretation. Firstly, let us define a new affine parameter $`\nu `$ via

$$\frac{d\nu }{d\tau }=e^A.$$
(21)
Then (20) is simply

$$\stackrel{~}{g}_{ab}\frac{dx^a}{d\nu }\frac{dx^b}{d\nu }=\xi ^2,$$
(22)
i.e. the equation for a four-dimensional time-like geodesic in the metric $`\stackrel{~}{g}_{ab}`$ with an affine parameter related to the higher-dimensional one by the warp factor (21). It should not be surprising that a null geodesic in $`(p+4)`$-dimensions is equivalent to a time-like geodesic in four-dimensions: the non-trivial motion in the transverse dimensions gives rise to a mass in four dimensions. What is gratifying is the simple relation between the four- and higher-dimensional affine parameters (21).

For the intersecting brane scenario, we can be more specific about the geodesics. In a given patch define $`z=_{i=1}^p|z^i|/\sqrt{p}`$. The metric (3) in this patch is then

$$ds^2=\frac{1}{(1+kz)^2}\left(g_{ab}dx^adx^b+dz^2+dz_{}^idz_{}^i\right),$$
(23)
where $`z_{}^i`$ represent the $`p1`$ remaining transverse coordinates. It is straightforward to find the geodesics in this case. The null geodesics are straight lines:

$$z=c/(k\tau )1/k,z_{}^i=c_{}^i/(k\tau )+a_{}^i,$$
(24)
for constants $`c`$, $`c_{}^i`$ and $`a_{}^i`$. The time-like geodesics are, correspondingly, curved:

$$z=c/\mathrm{sin}(k\tau )1/k,z_{}^i=c_{}^i/\mathrm{tan}(k\tau )+a_{}^i.$$
(25)
The affine parameter has been defined in both cases so that the geodesics approach the horizon $`z=\mathrm{}`$ as $`\tau 0^{}`$. Notice that the geodesics reach the horizon of the AdS space, $`z=\mathrm{}`$, after a finite elapse of affine parameter. The four-dimensional motion of the geodesics is now determined by (20) with

$$\xi ^2=\frac{c^2+c_{}^ic_{}^i}{k^2c^4}.$$
(26)
Returning to the more general case, we now take the four-dimensional metric $`\stackrel{~}{g}_{ab}`$ to be the Schwarzschild metric of a black hole. In that case we can specify the behaviour of the geodesics in four dimensions. Firstly, the metric (4) has two Killing vectors: $`k=/t`$ and $`m=/\varphi `$ which give rise to the conserved quantities $`E=ku`$ and $`L=mu`$, where $`u=\dot{x}^\mu `$ is the velocity along a geodesic. Rearranging gives

$$\dot{t}=\frac{Ee^A}{U},\dot{\varphi }=\frac{Le^A}{r^2\mathrm{sin}^2\theta }.$$
(27)
Since there are two conserved quantities and we may consider motion in the equatorial plane $`\theta =\pi /2`$, the effective equation for radial motion may be deduced from (22):

$$\dot{r}^2+e^{2A}\left[\left(\xi ^2+\frac{L^2}{r^2}\right)U(r)E^2\right]=0.$$
(28)
By introducing the new affine parameter $`\nu `$ in (21) and rescaling $`\stackrel{~}{r}=r/\xi `$, $`\stackrel{~}{E}=E/\xi `$, $`\stackrel{~}{L}=L/\xi ^2`$ and $`\stackrel{~}{M}=M/\xi `$, this can be written as

$$\left(\frac{d\stackrel{~}{r}}{d\nu }\right)^2+\left(1+\frac{\stackrel{~}{L}^2}{\stackrel{~}{r}^2}\right)\left(1\frac{2\stackrel{~}{M}}{\stackrel{~}{r}}\right)=\stackrel{~}{E}^2,$$
(29)
which is precisely the radial geodesic equation for a four-dimensional Schwarzschild black hole of mass $`\stackrel{~}{M}`$. Note that $`\nu `$ is the proper time along this four-dimensional geodesic.

From here, the analysis is very similar to that performed in . To wit, there are two distinct classes of time-like geodesics which experience infinite affine parameter $`\nu `$: those which are bound states (ones that orbit in a restricted finite range of $`\stackrel{~}{r}`$), and those which are not (ones which make it to $`\stackrel{~}{r}=\mathrm{}`$). For the orbits which escape to $`\stackrel{~}{r}=\mathrm{}`$ the late time behaviour is

$$\stackrel{~}{r}\nu \sqrt{\stackrel{~}{E}^21}$$
(30)
and consequently we recover the integral

$$r\sqrt{E^2\xi ^2}^\tau e^A𝑑\tau .$$
(31)
In the intersecting-brane scenario, consider a time-like geodesic (25) with $`z_{}^i=`$ constant and so $`z=c/\mathrm{sin}(k\tau )1/k`$. In this case $`\nu =(1/\xi ^2k)\mathrm{cot}(k\tau )`$. So along such a geodesic, which is a bound state in four-dimensions (so that $`r`$ remains finite) it is easy to see that the curvature invariant (12) diverges at the horizon of AdS. So for such geodesics there is a genuine singularity there. However, for the second type of geodesics which escape to $`r=\mathrm{}`$ we have from (31) $`r\mathrm{cot}(k\tau )`$ and so along these geodesics the curvature invariant (12) remains finite. In order to establish the existence of a singularity at the horizon along these geodesics, we should examine the frame components of the Riemann tensor in an orthonormal frame which has been parallelly propagated along the geodesic. These frame components will measure the tidal forces experienced by the free-falling observer who moves along the geodesic.

We may calculate that the tangent vector to such a non-bound state geodesic (for $`L=0`$) is given as555Where we are using the $`(t,r,\theta ,\varphi ,z^i)`$ ordering for the components.

$$u^\mu =(e^AE/U(r),e^A\sqrt{E^2\xi ^2U(r)},0,0,\dot{z}^i).$$
(32)
A parallelly propagated unit normal to the geodesic is likewise given as

$$n^\mu =(e^{A/2}\sqrt{E^2\xi ^2U(r)}/(\xi U(r)),e^{A/2}E/\xi ,0,0,0).$$
(33)
Using just these two orthonormal vectors we can see a potential divergent tidal force. Indeed, one of the frame components is calculated to be

$$R_{(u)(n)(u)(n)}=R_{\mu \nu \rho \sigma }u^\mu n^\nu u^\rho n^\sigma =\frac{2M\xi ^2}{r^3}e^{2A}+\mathrm{},$$
(34)
where the ellipsis represents less singular terms. In the intersecting-brane scenario this behaves as $`1/(\mathrm{sin}^4(k\tau )\mathrm{cot}(k\tau )^3)`$ which does diverge at the AdS horizon. It follows that the black $`p`$-brane is singular all the way along the AdS horizon.

It is well known that black strings and $`p`$-branes in asymptotically flat space are unstable to long-wavelength perturbations—the “Gregory-Laflamme instability” . A black hole horizon is entropically preferred to a sufficiently large “patch” of $`p`$-brane horizon. Thus, a black $`p`$-brane horizon will generically want to fragment and form an array of black holes. The argument is worth recalling. The relevant situation to consider in the present context is a four-dimensional Schwarzschild black hole embedded in flat $`(p+4)`$-dimensional spacetime; i.e. a $`p`$-brane in $`p+4`$ dimensions. Let $`R_4`$ be the radius of the horizon of the black $`p`$-brane which is related to the associated four-dimensional Schwarzschild mass of the solution by $`R_4=2G_4M_4`$. Hence the entropy for a portion of such an object with “area” $`L^p`$, in the $`p`$-dimensional transverse space, is $`L^pR_4^2`$. This object has an effective $`(p+4)`$-dimensional mass of $`M_{}=L^pR_4/G_{}`$, where $`G_{}`$ is the $`(p+4)`$-dimensional Newton constant. Let us compare this to a a $`(p+4)`$-dimensional black hole carrying the same mass. Such an object would have a horizon radius $`R_{}=2(G_{}M_{})^{1/(p+1)}`$ and hence an entropy $`R_{}^{p+2}=(G_{}M_{})^{(p+2)/(p+1)}=(L^pR_4)^{(p+2)/(p+1)}`$. So when $`(L^pR_4)^{(p+2)/(p+1)}L^pR_4^2`$, i.e. $`LR_4`$, we expect that the black $`p`$-brane becomes unstable with respect to the hyperspherical black hole. Another way to say this is that there will be a destabilizing mode of wavelength $`L`$, i.e. with a wavelength $`\lambda R_4`$.

One might suspect that a similar instability occurs for black $`p`$-branes in spacetimes that are asymptotically AdS. In  the authors argued that a black string (or 1-brane) in AdS will generically have to pinch off down near the AdS horizon. This is because at large $`z`$ the string is so “skinny” that it does not see the curvature scale of the ambient AdS space, and so the argument of Gregory and Laflamme goes through as it would for a string in flat space. Generalizing to the intersecting-brane scenario, the $`p`$-brane is very thin at large $`z`$ because the proper radius of its horizon gets warped:

$$R_4(z)=e^{A(z)/2}R_4=\frac{R_4}{1+kz}.$$
(35)
Hence using the logic of the Gregory-Laflamme instability, at a given $`z`$ the $`p`$-brane is unstable to a mode of wavelength $`\lambda (z)R_4(z)`$. The important point is that AdS acts like a box of size $`k^1`$ and so can only allow unstable perturbations of wavelength $`k^1`$. Hence, there exists a critical value for the warp-factor when the wavelength of the destabilizing mode can just fit inside the AdS box:

$$e^{A(z_{\mathrm{crit}})/2}R_4k^1,$$
(36)
or in this case

$$z_{\mathrm{crit}}R_4k^1.$$
(37)
This corresponds to a proper distance

$$r_{\mathrm{crit}}k^1\mathrm{log}(kR_4)k^1\mathrm{log}(2kG_4M_4),$$
(38)
from the junction. Thus, at sufficiently large $`z`$ any large perturbation will fit inside the AdS “box”, and so an instability will occur near the AdS horizon. On the other hand, when $`z`$ is small enough the potential instability occurs at wavelengths much larger than $`k^1`$ and so the instability will not occur in this region. Just as for the black string in AdS, a black $`p`$-brane in AdS is unstable near the AdS horizon but stable far from it.

After the black $`p`$-brane fragments, a stable portion of horizon will remain “tethered” to the boundary of AdS. Of course, if we are in the intersecting brane scenario then the boundary of AdS has been cut away and so this stable remnant of horizon will envelop the brane junction. The detached pieces of horizon will presumably fall into the bulk of AdS.666Since we do not actually know the explicit form of a metric which can describe the dynamics of such a situation, we have to use our intuition here. The stable remnant of $`p`$-brane horizon acts as if it has a tension, balancing the force pulling it towards the center of AdS. This remnant portion of horizon, far from being a spherically symmetric black hole, will be a highly deformed black object in $`(p+4)`$ dimensions. It is amusing to think about the gross properties of this object. In , the authors argued that after the black string fragments, the stable object left behind would resemble a “black cigar” (or more realistically a “pancake” because $`R_4k^1`$ implying that the object only extends a small proper distance in the transverse space compared with the brane ).

When $`p=2`$, we see that the black membrane will tend to fragment at some surface where $`z=(|z^1|+|z^2|)/\sqrt{2}=`$ constant given by (37). In other words, the black 2-brane will tend to fragment along a diamond shaped surface. After fragmentation, the force balance between the horizon tension and the AdS potential and the symmetry of the problem will preserve this basic shape. In other words, a black hole at the junction of two domain walls in $`AdS_6`$, far from being spherically symmetric, will be deformed into the shape of a “black diamond” as illustrated in Figure 1. In general, for an arbitrary number $`p`$ domain walls, the horizon will be deformed towards the shape of a polyhedron with $`2^p`$ sides. Each side will be a portion of horizon corresponding to a given “patch” of $`AdS_{p+4}`$ used to construct the domain wall junction.

In this paper we have studied aspects of gravitational collapse in certain brane-world scenarios, where gravity is localized on some four-dimensional submanifold of a higher dimensional space. If this scenario is to be phenomenologically viable, then a brane-world observer should see that the endpoint of the gravitational collapse of uncharged non-rotating matter trapped on the brane is, at least to a good approximation, the Schwarzschild solution. In other words, there should exist a metric in the higher-dimensional bulk spacetime which induces an approximation to the Schwarzschild solution on the brane up to corrections that are small for $`rk^1`$. We have shown that when one intersects the four-dimensional world with a black $`p`$-brane, the induced metric at the junction is exactly the Schwarzschild solution. However, in a concrete example corresponding to the intersecting branes, we have analyzed the causal structure of this solution, and found that the AdS horizon is singular. In fact, we found that the horizon region is a “pp-curvature” singularity , which simply means that parallelly propagated frame components of the curvature tensor diverge as the region is approached along causal geodesics, whereas scalar curvature invariants do not necessarily diverge. This singularity will be visible from the brane-world, and one might regard this as a pathology of the model.777However, as in , we would argue that anything emerging from the singularity at the AdS horizon will be heavily red-shifted by the time it reaches the brane, and therefore it will likely be heavily suppressed. At any rate, we have argued that the black $`p`$-brane solution is unstable, and that the brane horizon will want to fragment near the AdS horizon. Presumably, the portions of the brane horizon which break away from the brane-world might fall into the bulk of AdS and form a bulk black hole. We have suggested that at late times this system settles down to a deformed horizon which intersects the brane-world in such a way that the metric induced at the domain wall junction will still be approximately the Schwarzschild solution. While we do not know the exact metric describing this configuration, we conjecture that this metric exists and that it is the unique stable vacuum solution that describes a non-rotating uncharged black hole on the domain wall junction.

Our analysis can easily be extended to other cases. For instance, we may consider smoothed versions of the Randall-Sundrum scenario where the domain wall is created by some matter field . We have shown that in this case also the brane can be intersected by a black string without changing the matter field background. In this case, far from the brane the geometry approaches that of $`AdS_5`$ and so the analysis of the singularities at the AdS horizon that we have presented is equally valid in this case. We can also easily apply our analysis to higher-dimensional cases that do not correspond to intersecting branes; for instance three-branes embedded in dimension $`d>5`$ .

Finally, it would clearly be desirable to find the exact form of the metric describing the end-point of gravitational collapse on the brane junction and hence determine the corrections to the Schwarzschild metric.

###### Acknowledgments.

We thank Sean Carroll for a stimulating conversation. A.C. is supported in part by funds provided by the U.S. Department of Energy under cooperative research agreement DE-FC02-94ER40818. A.C. thanks the T-8 group at Los Alamos for hospitality while this project was initiated. C.C. is an Oppenheimer Fellow at the Los Alamos National Laboratory. C.C., J.E. and T.J.H. are supported by the US Department of Energy under contract W-7405-ENG-36.


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# Metric Unification of Gravitation and Electromagnetism Solves the Cosmological Constant Problem

## Abstract

We first review the cosmological constant problem, and then mention a conjecture of Feynman according to which the general relativistic theory of gravity should be reformulated in such a way that energy does not couple to gravity. We point out that our recent unification of gravitation and electromagnetism through a symmetric metric tensor has the property that free electromagnetic energy and the vacuum energy do not contribute explicitly to the curvature of spacetime just like the free gravitational energy. Therefore in this formulation of general relativity, the vacuum energy density has its very large value today as in the early universe, while the cosmological constant does not exist at all.

The mysterious cosmological constant111See references  for a nontechnical and  for technical reviews. has been with us for more than eighty years ever since Einstein introduced it in 1917  to obtain a static universe by modifying his field equations to

$$R_{\mu \nu }\frac{1}{2}Rg_{\mu \nu }+\lambda _bg_{\mu \nu }=\frac{8\pi G}{c^4}T_{\mu \nu },$$
(1)
where $`\lambda _b`$ is the (bare) cosmological constant, $`R_{\mu \nu }`$ is the Ricci tensor, $`R=R_\mu ^\mu `$ is the curvature scalar, $`G`$ is Newton’s gravitational constant and $`c`$ is the speed of light. Here $`T_{\mu \nu }`$ is the energy-momentum tensor which represents the energy content of space to which all forms of energy such as matter energy, radiation energy, electromagnetic energy, thermal energy, etc. contribute. Gravitational energy, however, is not included in $`T_{\mu \nu }`$ because it is already included (implicitly) on the left of eq.(1). For a homogeneous and isotropic universe $`T_{\mu \nu }`$ necessarily takes the form of the energy-momentum tensor of a perfect fluid

$$T_{\mu \nu }=\left(\rho +\frac{p}{c^2}\right)U_\mu U_\nu +\frac{p}{c^2}g_{\mu \nu },$$
(2)
where $`\rho `$, $`p`$, and $`U_\mu `$ are respectively the energy density, pressure and four-velocity of the fluid. When the field equations (1) are applied to the Robertson-Walker metrics

$$ds^2=c^2dt^2+a(t)^2\left[\frac{dr^2}{1kr^2}+r^2(d\theta ^2+sin^2\theta d\varphi ^2)\right]$$
(3)
the Friedmann equation ensues:

$$\left(\frac{\dot{a}}{a}\right)^2=\frac{8\pi G}{c^4}\rho +\frac{\lambda _bc^2}{3}\frac{kc^2}{a^2},$$
(4)
where $`a(t)`$ is the scale factor of the universe and $`k=1,0,+1`$ for a universe that is respectively spatially open, flat, and closed.

Be it defined as ‘empty space’ or ‘the state of lowest energy’ of a theory of particles, the vacuum has a lot of energy associated with it. The energy of the vacuum per unit volume, the vacuum energy density, has numerous sources. Virtual fluctuations of each quantum field corresponding to a particle and the potential energy of each field contribute to it. Stipulating that the vacuum be Lorentz invariant entails the energy-momentum tensor for it to be

$$T_{\mu \nu }^{vac}=\rho _{vac}g_{\mu \nu },$$
(5)
because $`g_{\mu \nu }`$ is the only $`4\times 4`$ tensor that is invariant under Lorentz transformations. Comparing eq.(5) with eq.(2) reveals that the vacuum has the equation of state $`p_{vac}/c^2=\rho _{vac}`$ . According to our current understanding, the value of the density of energy that resides in the vacuum has no relevance in nongravitational physics both at the classical and quantum levels. However, being a form of energy density, $`\rho _{vac}`$ takes its place in the field equations (1), thus modifying $`T_{\mu \nu }`$ to

$$T_{\mu \nu }=T_{\mu \nu }^M+T_{\mu \nu }^{vac},$$
(6)
where now $`T_{\mu \nu }^M`$ is the total energy-momentum tensor of the space other than that of the vacuum. With $`T_{\mu \nu }^{vac}`$ included, the Friedmann equation (4) changes to

$$\left(\frac{\dot{a}}{a}\right)^2=\frac{8\pi G}{c^4}\rho +\frac{8\pi G}{c^4}\rho _{vac}+\frac{\lambda _bc^2}{3}\frac{kc^2}{a^2},$$
(7)
from which the ‘effective cosmological constant’ is defined to be

$`\lambda ^{eff}`$ $`=`$ $`\lambda _b+\lambda _{vac}`$ (8)
$`=`$ $`\lambda _b+{\displaystyle \frac{8\pi G}{c^4}}\rho _{vac}`$
$`=`$ $`{\displaystyle \frac{8\pi G}{c^4}}\left({\displaystyle \frac{c^4\lambda _b}{8\pi G}}+\rho _{vac}\right)`$
$`=`$ $`{\displaystyle \frac{8\pi G}{c^4}}\rho _{vac}^{eff}.`$
This means that even if the bare cosmological constant $`\lambda _b`$ is zero, the effective cosmological constant is not. Anything that contributes to the energy density of the vacuum is tantamount to a cosmological constant. The present value of $`\rho _{vac}^{eff}`$ can be estimated from astronomical observations. The Hubble constant at the present epoch is $`H_0=(\dot{a}/a)_0=5080kms^1Mpc^1`$. The critical energy density of the universe, $`\rho _c`$, in the absence ov $`\rho _{vac}^{eff}`$ is defined by

$$\rho _c=\frac{3H_0^2c^2}{8\pi G}$$
(9)
and has the value $`4.7\times 10^{27}kgm^3c^2=2\times 10^{47}GeV^4`$ for $`H_0=50kms^1Mpc^1`$. In terms of the present values of the density parameters $`\mathrm{\Omega }_0=\rho _0/\rho _c`$ and $`\mathrm{\Omega }_{vac}^{eff}=\rho _{vac}^{eff}/\rho _c`$ eq.(7) can be cast into

$$1=\left(\mathrm{\Omega }_0+\mathrm{\Omega }_{vac}^{eff}\frac{kc^2}{a_0^2H_0^2}\right).$$
(10)
Since no effects of the spatial curvature are seen, the curvature term in eq.(10) can be safely neglected. Observations give us that $`\mathrm{\Omega }_0=0.10.4`$, with dark matter included, from which $`\mathrm{\Omega }_{vac}^{eff}0.60.9`$ follows from eq.(10). Hence, we conclude that today

$`\rho _{vac}^{eff}<\rho _c10^{47}GeV^4`$
$`\lambda ^{eff}<10^{52}m^2.`$ (11)
As well known, this is in great disagreement with the values predicted by gauge field theories, of which the best example and the experimentally well established one is the electroweak theory . In this theory, as a result of spontaneous symmetry breaking with a Higgs doublet $`\varphi `$, the minimum of the potential of $`\varphi `$ contributes to the vacuum energy density and hence to the cosmological constant by

$`\rho _{vac}`$ $`=`$ $`V_{min}={\displaystyle \frac{1}{8}}M_H^2v^22\times 10^8GeV^4`$
$`\lambda _{vac}`$ $`=`$ $`{\displaystyle \frac{8\pi G}{c^4}}\rho _{vac}10^3m^2,`$ (12)
where it is assumed that the potential vanishes at $`\varphi =0`$, and a Higgs particle of mass $`M_H150GeV`$ together with $`v=246GeV`$ have been used. These are larger than the present bounds on $`\rho _{vac}^{eff}`$ and $`\lambda ^{eff}`$ by a factor of $`10^{55}`$. The two terms in $`\rho _{vac}^{eff}=c^4\lambda _b/8\pi G+\rho _{vac}`$ must cancel to at least 55 decimal places so as to reduce $`\rho _{vac}^{eff}`$ and hence $`\lambda ^{eff}`$ to their small values today. So, in the context of Einstein’s general relativity theory, the cosmological constant problem is to understand through what natural mechanism the vacuum energy density $`\rho _{vac}`$ got reduced to its small value today. It is not why it was always small. Many different approaches to the problem, none being entirely satisfactory, have been tried . The idea which triggered the solution that we shall present here belongs to Feynman. In an interview on Superstrings, while talking about gravity he said : ‘In the quantum field theories, there is an energy associated with what we call the vacuum in which everything has settled down to the lowest energy; that energy is not zero-according to the theory. Now gravity is supposed to interact with every form of energy and should interact then with this vacuum energy. And therefore, so to speak, a vacuum would have a weight-an equivalent mass energy-and would produce a gravitational field. Well, it doesn’t! The gravitational field produced by the energy in the electromagnetic field in a vacuum-where there’s no light, just quiet, nothing-should be enermous, so enermous, it would be obvious. The fact is, it’s zero! Or so small that it’s completely in disagreement with what we’d expect from the field theory. This problem is sometimes called the cosmological constant problem. It suggests that we’re missing something in our formulation of the theory of gravity. It’s even possible that the cause of the trouble-the infinities-arises from the gravity interacting with its own energy in a vacuum. And we started off wrong because we already know there’s something wrong with the idea that gravity should interact with the energy of a vacuum. So I think the first thing we should understand is how to formulate gravity so that it doesn’t interact with the energy in a vacuum. Or maybe we need to formulate the field theories so there isn’t any energy in a vacuum in the first place.’

The purpose of this letter is to point out that (i) such a formulation of gravity in which the free electromagnetic and vacuum energy does not disturb the emptiness of space, just like the free gravitational energy, in the sense that their effects are already implicitly included on the left side of the field equations has recently been formulated by us  and (ii) there does not exist a cosmological constant problem in this formulation. This new formulation, however, is not only a formulation of gravity but also a unified description of gravity and electromagnetism through a symmetric metric tensor. The impossibility of describing the motion of charged particles with different charge-to-mass ratios in an electromagnetic field by a single geometry leads us to consider classes of geometries corresponding to different charge-to-mass ratios. This way the electromagnetic force on a given charged test particle can be geometrized . Consider an object with a distribution of charged matter with total mass $`M_o`$ and charge $`Q_o`$. Let there be another distribution of matter $`M`$ and charge $`Q`$ external to the object. Let also a test particle of mass $`m`$ and charge $`q`$ be moving in the charge distribution external to the object. The modified field equations are

$$R_{\mu \nu }\frac{1}{2}Rg_{\mu \nu }=\frac{8\pi G}{c^4}T_{\mu \nu }^M+\frac{k_e}{c^4}\frac{q}{m}T_{\mu \nu }^{CC},$$
(13)
as opposed to the Einstein field equations

$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R=\frac{8\pi G}{c^4}\left[T_{\mu \nu }^M+T_{\mu \nu }^{EM}(Q)+T_{\mu \nu }^{EM}(Q_o)+T_{\mu \nu }^{vac}\right]$$
(14)
where $`k_e`$ is the (Coulomb) electric constant, $`T_{\mu \nu }^M`$ is the matter energy-momentum tensor of the distribution outside the object. $`T_{\mu \nu }^{EM}(Q_o)`$ and $`T_{\mu \nu }^{EM}(Q)`$ are the energy-momentum tensors due to the electromagnetic fields of the object and the charge distribution outside it, respectively. $`T_{\mu \nu }^{CC}`$ is the so called charged-current tensor, given by

$$T_{\mu \nu }^{CC}=\frac{1}{3}v_\alpha 𝒥^\alpha \left(\frac{1}{c^2}U_\mu U_\nu +g_{\mu \nu }\right),$$
(15)
where $`v^\alpha =(\gamma _vc,\gamma _v\stackrel{}{v})`$ is the four velocity of the test particle, $`𝒥^\alpha =(c\rho _Q,\stackrel{}{J}+\stackrel{}{J}_D)`$ with $`\rho _Q`$, $`\stackrel{}{J}`$, and $`\stackrel{}{J}_D`$ being respectively the charge density, current density, and the displacement current density of the charge distribution outside the object, $`U^\mu =(\gamma _uc,\gamma _u\stackrel{}{u})`$ is the four-velocity of the charge distribution, and $`\gamma _{v(u)}=(1v^2(u^2)/c^2)`$. $`T_{\mu \nu }^{CC}`$ is not an energy momentum tensor. The right-hand side of eq.(13) does not contain the energy- momentum tensor of the electromagnetic field due to the charge distribution of the object. For example, the field equations describing a spherical distribution of mass $`M`$ and charge $`Q`$ located at $`r=0`$ are

$$R_{\mu \nu }=0$$
(16)
and has the solution

$`ds^2=\left(12{\displaystyle \frac{GM}{c^2r}}+2{\displaystyle \frac{q}{m}}{\displaystyle \frac{k_eQ}{c^2r}}\right)c^2dt^2+\left(12{\displaystyle \frac{GM}{c^2r}}+2{\displaystyle \frac{q}{m}}{\displaystyle \frac{k_eQ}{c^2r}}\right)^1dr^2`$
$`+r^2d\theta ^2+r^2sin^2\theta d\varphi ^2.`$ (17)
Whereas in Einstein’s general relativity, one has

$$R_{\mu \nu }=\frac{8\pi G}{c^4}T_{\mu \nu }^{EM}$$
(18)
instead of eq.(15), where $`T_{\mu \nu }^{EM}`$ is the energy-momentum tensor of the electromagnetic field of the charged sphere. Einstein’s general relativity is a theory of gravitation. Our general relativity is a theory of gravitation and electromagnetism. As well known, the solution of eq.(17) is the Reissner-Nordstrøm solution

$`ds^2=\left(12{\displaystyle \frac{GM}{c^2r}}+{\displaystyle \frac{Gk_eQ^2}{c^4r^2}}\right)c^2dt^2+\left(12{\displaystyle \frac{GM}{c^2r}}+{\displaystyle \frac{Gk_eQ^2}{c^4r^2}}\right)^1dr^2+`$
$`r^2d\theta ^2+r^2sin^2\theta d\varphi ^2,`$ (19)
To sum up, this new formulation of general relativity describes gravitation and electromagnetism as an effect of the curvature of spacetime produced by matter energy and electric charge. We have suggested a very simple deflection of electrons by a spherical charge distribution experiment in ref. to distinguish between the two theories.

Having presented the salient features of our formulation, we can now present our solution to the cosmological constant problem: The vacuum energy today is as large as it can be. It has the same very large energy density today as it had in the early universe. The contribution of the vacuum to the cosmological constant is simply zero. This is because no form of energy-momentum tensor except for that of the matter is allowed on the right side of the modified field equations (13). The effect on the curvature of spacetime of any form of free energy like gravitational, electromagnetic, and vacuum is already included (implicitly) on the left of eq.(13). In Einstein’s general relativity the contribution of $`\rho _{vac}`$ to $`\lambda ^{eff}`$ is $`\lambda _{vac}=(8\pi G/c^4)\rho _{vac}`$, whereas in our formulation $`\lambda _{vac}=0\times \rho _{vac}=0`$. As for the bare cosmological constant $`\lambda _b`$ in eq.(1), one may mathematically include it in our eq.(13). But it cannot have the physical meaning of a some sort of bare contribution to the effective vacuum energy density. If, somehow, there is an unknown bare contribution $`\rho _b`$ to the (effective) vacuum energy density, then the corresponding bare cosmological constant is $`\lambda _b=0\times \rho _b=0`$ in our formulation.

In conclusion, if a metric unification of gravitation and electromagnetism is realized in nature, then gravitation is no different from other interactions so far as the effects of the vacuum energy are concerned. The vacuum energy density and the cosmological constant are not related; the former has a very large value while the latter does not exist at all. Immediate performance of the experiment of the deflection of electrons by a positive spherical charge distribution  cannot be overemphasized.


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# Gravitational waves from cosmological compact binaries

## 1 Introduction

Binaries with two compact stars are the most promising sources for gravitational radiation. The final phase of spiral in may be detected with ground-based (LIGO, VIRGO, GEO and TAMA) and space-borne laser interferometers (LISA). This has motivated researchers to model gravitational waveforms and to develop population synthesis codes to estimate the properties and formation rates of possible sources for gravitational wave radiation.

Since there is not yet a single prescription for calculating the gravitational emission from a compact binary system, it is customary to divide the gravitational waveforms in two main pieces: the inspiral waveform, emitted before tidal distortions become noticeable, and the coalescence waveform, emitted at higher frequencies during the epoch of distortion, tidal disruption and/or merger (Cutler et al. 1993).

As the binary, driven by gravitational radiation reaction, spirals in, the frequency of the emitted wave increases until the last 3 orbital cycles prior to complete merger.

With post-Newtonian expansions of the equations of motion for two point masses, the waveforms can be computed fairly accurately in the relatively long phase of spiral in (see, for a recent review, Rasio & Shapiro 2000 and references therein). Conversely, the gravitational waveform from the coalescence can only be obtained from extensive numerical calculations with a fully general relativistic treatment. Such calculations are now well underway (Brady, Creighton & Thorne 1998; Damour, Iyer & Sathyaprakash 1998; Rasio & Shapiro 1999).

In this paper, we consider the low frequency signal from the early phase of the spiral in, which is of interest for space-borne antennas, such as LISA. For this purpose, we use the leading order expression for the single source emission spectrum, obtained using the quadrupole approximation. Our analysis includes various populations of compact binary systems: black hole-black hole (bh, bh), neutron star-neutron star (ns, ns), white dwarf-white dwarf (wd, wd) as well as mixed systems such as (ns, wd), (bh, wd) and (bh, ns).

For some of these sources \[(ns, ns), (wd, wd) and (ns, wd)\], statistical information on the event rate can be inferred from electromagnetic observations. In particular, there are several observational estimates of the (ns, ns) merger rate obtained from statistics of the known population of binary radio pulsars (Narayan, Piran & Shemi 1991; Phinney 1991).

A rather large number of close white dwarf binaries have recently been found (see Maxted & Marsh 1999 and Moran 1999). However, it is customary to constrain the (wd, wd) merger rate from the observed SNIa rate (see Postnov & Prokhorov 1998). Also the population of binaries where a radio pulsar is accompanied by a massive unseen white dwarf may be considerably higher than hitherto expected (Portegies Zwart & Yungelson 1999).

Since most stars are members of binaries and the formation rate of potential sources of gravitational waves may be abundant in the Galaxy, the gravitational-wave signal emitted by such binaries might produce a stochastic background. This possibility has been explored by various authors, starting from the earliest work of Mironovskij (1965) and Rosi & Zimmermann (1976) until the more recent investigations of Hils, Bender & Webbink (1990), Lipunov et al. (1995), Bender & Hils (1997), Giazotto, Bonazzola & Gourgoulhon (1997), Giampieri (1997), Postnov & Prokhorov (1998), and Nelemans, Portegies Zwart & Verbunt (1999). This background, which acts like a noise component for the interferometric detectors, has always been viewed as a potential obstacle for the detection of gravitational wave backgrounds coming from the early Universe.

In this paper we extend the investigation of compact binary systems to extragalactic distances, accounting for the binaries which have been formed since the onset of galaxy formation in the Universe. Following Ferrari, Matarrese & Schneider (1999a, 1999b: hereafter referred as FMSI and FMSII, respectively), we modulate the binary formation rate in the Universe with the cosmic star formation history derived from observations of field galaxies out to redshift $`z5`$ (see e.g. Madau, Pozzetti & Dickinson 1998b; Steidel et al. 1999).

The magnitude and frequency distribution of the integrated gravitational signal produced by the cosmological population of compact binaries is calculated from the distribution of binary parameters (masses and types of both stars, orbital separations and eccentricities). These orbital parameters characterize the gravitational-wave signal which we observe on Earth.

Detailed information for the properties of the binary population may be obtained through population synthesis. We use the binary population synthesis code SeBa to simulate the characteristics of the binary population in the Galaxy (Portegies Zwart & Verbunt 1996; Portegies Zwart & Yungelson 1998). The characteristics of the extragalactic population are derived from extrapolating these results to the local Universe.

The paper is organized as follows: in Section 2 we describe the population synthesis calculations. Section 3 deals with the energy spectrum of a single source followed, in Section 4, by the derivation of the extragalactic backgrounds for the different binary populations. In Sections 3 and 4 we also give details on the adopted astrophysical and cosmological properties of the systems. In Section 5, we compute the spectral strain amplitude produced by each cosmological population and investigate its detectability with LISA. Finally, in Section 6 we summarize our main results and compare them with other previously estimated astrophysical background signals.

## 2 Population synthesis model

In order to characterize the main properties of different compact binary systems, we use the binary population synthesis program SeBa of Portegies Zwart & Yungelson (1998). Details of the code can be found in (Portegies Zwart & Yungelson 1998). Here, we simply recall the main assumptions of their adopted model B, which satisfactorily reproduces the properties of observed high-mass binary pulsars (with neutron star companions).

The following initial conditions were assumed: the mass of the primary star $`m_1`$ is determined using the mass function described by Scalo (1986) between 0.1 and 100 $`M_{}`$. For a given $`m_1`$, the mass of the secondary star $`m_2`$ is randomly selected from a uniform distribution between a minimum of 0.1 $`M_{}`$ and the mass of the primary star. The semi-major axis distribution is taken flat in $`\mathrm{log}a`$ (Kraicheva et al. 1978) ranging from Roche-lobe contact up to $`10^6`$ R (Abt & Levy 1978; Duquennoy & Mayor 1991). The initial eccentricity distribution is independent of the other orbital parameters, and is $`\mathrm{\Xi }(e)=2e`$.

Neutron stars receive a velocity kick upon birth. Following Hartman et al. (1997), model B assumes the distribution for isotropic kick velocities (Paczyński 1990),

$$P(u)du=\frac{4}{\pi }\frac{du}{(1+u^2)^2},$$
(1)
with $`u=v/\sigma `$ and $`\sigma =600\text{km}\text{s}^1`$.

The birthrate of the various compact binaries is normalized to the Type II+Ib/c supernova rate (see Portegies Zwart & Verbunt 1996). The supernova rate of 0.01 per year was assumed to be constant over the lifetime of the galactic disc ($`10`$ Gyr).

When computing the birth and merger-rates we account for the time-delay between the formation of the progenitor system and that of the corresponding degenerate binary, $`\tau _s`$. Its value is set by the time it takes for the least massive between the two companion stars to evolve on the main sequence. For (bh, bh), (ns, ns) and (bh, ns) systems $`\tau _s\stackrel{<}{}50`$ Myr and it is negligible compared to the assumed lifetime of the galactic disc. Conversely, (wd, wd), (ns, wd) and (bh, wd) binaries follow a slower evolutionary clock and $`\tau _s`$ can be considerably larger. The cumulative probability distribution, $`P(<\tau _s)`$, predicted by the population synthesis code is shown in Fig. 1. For these systems $`\tau _s`$ can be as large as 10 Gyr although all systems are predicted to have $`\tau _s10`$ Gyr.

After the degenerate binary has formed, its further evolution is determined by the time it takes to radiate away its orbital energy in gravitational waves. The time between the formation of the degenerate system and its final coalescence, $`\tau _m`$, depends on the orbital configuration and on the mass of the two companion stars. The predicted cumulative probability distribution is shown in Fig. 2 for the (wd, wd), (ns, ns) and (ns, wd) samples. We see from the figure that there is a significant fraction of systems which does not merge in 10 Gyr. For (bh, bh) binaries and mixed systems with one black hole companion the population synthesis code predicts very long merger times. In particular, all (bh, bh) systems appear to have $`\tau _m`$ greater than 15 Gyr. The reason for these large merger times is that binaries with a black hole companion are characterized by very large initial orbital separations (see e.g. Fig. 3). In fact, bh progenitors are very massive stars and have a very strong stellar wind. For this reason they do not easily reach Roche-lobe over-flow and rarely experience a phase of mass transfer, which is required to reduce the orbital separation of the stars. Unfortunately, the evolution (especially the amount of mass loss in the stellar winds) of high mass stars is rather uncertain (Langer et al. 1994). The result that we obtain at least indicates that it will be very rare to observe any of these bh mergers. Recently Portegies Zwart & McMillan (1999) however identified a new channel for producing black hole binaries which are eligible to mergers on a relatively short time scale.

In Table 1, we summarize the results for all binary types that we have investigated.

## 3 Inspiral energy spectrum of single sources

Assuming that the orbit of the binary system has already been circularized by gravitational radiation reaction, the inspiral spectrum $`dE/d\nu `$ emitted by a single source can be obtained using the quadrupole approximation (Misner, Thorne & Wheeler 1995). The resulting expression, in geometrical units (G=c=1), can be written as,

$$\frac{dE}{d\nu }=\frac{\pi }{3}\frac{^{5/3}}{(\pi \nu )^{1/3}}$$
(2)
where $`=\mu ^{3/5}M^{2/5}`$ is the so-called chirp mass, $`M=m_1+m_2`$ stands for the total mass and $`\mu =m_1m_2/M`$ is the reduced mass.

The frequency $`\nu `$ at which gravitational waves are emitted is twice the orbital frequency and depends on the time left to the merger event through,

$$(\pi \nu )^{8/3}=(\pi \nu _{max})^{8/3}+\frac{256}{5}^{5/3}(t_ct)$$
(3)
where $`t_c`$ is the time of the final coalescence and we terminate the inspiral spectrum at a frequency $`\nu _{max}`$. When Post-Newtonian expansion terms are included, it is customary to consider the inspiral spectrum as a good approximation all the way up to $`\nu _{LSCO}`$, i.e. the frequency of the quadrupole waves emitted at the last stable circular orbit (LSCO) (see e.g. Flanagan & Hughes 1998). However, for the purposes of our study, we neglect post-Newtonian terms and we set the value of $`\nu _{max}`$ to correspond to the quadrupole frequency emitted when the orbital separation is roughly 3 times the separation at the LSCO.

The value of the orbital separation at the LSCO depends on the mass ratio of the two stellar components and varies between $`5M6M`$. The lower limit is obtained in the test particle approximation ($`m_1m_2`$), whereas the upper value corresponds to the equal-mass case ($`m_1m_2`$) (see Kidder, Will & Wiseman 1993). If we consider the equal-mass limit, which is more conservative for constraining the maximum frequency, $`\nu _{LSCO}0.022/M`$ and $`\nu _{max}0.19\nu _{LSCO}`$.

For (wd, wd) binaries and binaries with one wd companion, the maximum frequency, i.e. the minimum distance between the two stellar components, is set in order to cut-off the Roche-lobe contact stage. In fact, the mass transfer from one component to its companion transforms the original detached binary into a semi-detached binary. This process can be accompanied by the loss of angular momentum with mass loss from the system and the above description cannot be applied. Thus, for closed white dwarf binaries we require that the mimimum orbital separation is given by $`r_{wd}(m_1)+r_{wd}(m_2)`$ where

$$r_{wd}(m)=0.012R_{}\sqrt{\left(\frac{m}{1.44M_{}}\right)^{2/3}\left(\frac{m}{1.44M_{}}\right)^{2/3}}$$
(4)
is the approximate formula for the radius of a white dwarf from Nauenberg (1972) (see also Portegies Zwart & Verbunt 1996).

Consider now sources at cosmological distances. The locally measured average energy flux emitted by a source at redshift $`z`$ is,

$$f(\nu )=\frac{d\mathrm{\Omega }}{4\pi }\frac{dE}{d\mathrm{\Sigma }d\nu }(\nu )=\frac{(1+z)^2}{4\pi d_L(z)^2}\frac{c^3}{G}\frac{dE_e}{d\nu _e}[\nu (1+z)]$$
(5)
where $`d_L(z)`$ is the luminosity distance to the source, $`\nu =\nu _e(1+z)^1`$ is the observed frequency and the factor $`c^3/G`$ is needed in order to change from geometrical to physical units. Thus, the emission spectrum can be written as,

$$\frac{dE_e}{d\nu _e}[\nu (1+z)]=\frac{\pi }{3}\frac{^{5/3}}{[\pi \nu (1+z)]^{1/3}}$$
(6)
where $`\nu `$ is the observed frequency emitted by a system at time $`t(z)`$

$`(\pi \nu )^{8/3}=(\pi \nu _{max})^{8/3}(1+z)^{8/3}+{\displaystyle \frac{256}{5}}^{5/3}`$ (7)
$`\left[t(z_f)+\tau _mt(z)\right](1+z)^{8/3}`$
and we have written the time of the final coalescence $`t_c=t(z_c)`$ in terms of the time of formation $`t(z_f)`$ and of the merger-time $`\tau _m=t(z_c)t(z_f)`$.

## 4 Extragalactic backgrounds from different binary populations

Our main purpose is to estimate the stochastic background signal generated by different populations of compact binary systems at extragalactic distances.

These gravitational sources have been forming since the onset of galaxy formation in the Universe and for each binary type $`X`$ \[(ns, ns); (wd, wd); (bh, bh); (ns, wd); (bh, wd); (bh, ns)\] we should think of a large ensemble of unresolved and uncorrelated elements, each characterized by its masses $`m_1`$ and $`m_2`$ (or $`M`$ and $`\mu `$), by its redshift and by its time-delays $`\tau _s`$ and $`\tau _m`$ \[see eqns (6) and (7)\].

Thus, in order to consider all contributions from different elements of the ensemble $`X`$, we must integrate the single source emission spectrum over the distribution functions for the masses $`M`$ and $`\mu `$, for the time-delays and for the redshifts.

The distribution functions for $`\tau _s`$ and $`\tau _m`$ depend on the binary type $`X`$ and have been derived from the population synthesis code discussed in the previous section. The distribution function for $``$ can be similarly estimated.

However, $`\tau _s`$, $`\tau _m`$ and $``$ are not independent random variables. In particular, $`\tau _m`$ and $``$ are correlated because $``$ defines the rate of orbital decay, once the degenerate system has formed. Thus, for each binary population $`X`$, we consider the joint probability distribution for $`\tau _s`$, $`\tau _m`$ and $``$,

$$p_X(\tau _s,\tau _m,)d\tau _md\tau _sd.$$
(8)
Conversely, the redshift distribution function, i.e. the evolution of the formation rate for each binary type $`X`$, can be deduced from the observed cosmic star formation history out to $`z5`$.

In the following subsections, we illustrate the procedure we have followed to derive the birth and merger-rates for all binary populations and to compute the spectra of the corresponding stochastic gravitational backgrounds.

### 4.1 Cosmic star formation rate

In the last few years, the extraordinary advances attained in observational cosmology have led to the possibility of identifying actively star forming galaxies at increasing cosmological look-back times (see, for a thorough review, Ellis 1997). Using the rest-frame UV-optical luminosity as an indicator of the star formation activity and integrating on the overall galaxy population, the data obtained with the Hubble Space Telscope (HST Madau et al. 1996, Connolly et al. 1997, Madau et al. 1998a) Keck and other large telescopes (Steidel et al. 1996, 1999) together with the completion of several large redshift surveys (Lilly et al. 1996, Gallego et al. 1995, Treyer et al. 1998) have enabled, for the first time, to derive coherent models for the star formation rate evolution throughout the Universe.
A collection of some data obtained at different redshifts is shown in the left panel of Figure 4 for a flat cosmological background model with $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`h=0.5`$ and a Scalo (1986) IMF with masses in the range $`0.1100M_{}`$.

Although the strong luminosity evolution observed between redshift 0 and 1-2 is believed to be quite firmly established, the behaviour of the star formation rate at high redshift is still relatively uncertain. In particular, the decline of the star formation rate density implied by the $`<z>4`$ point of the Hubble Deep Field (HDF, see Fig. 4) is now contradicted by the star formation rate density derived from a new ground-based sample of Lyman break galaxies with $`z=4.13`$ (Steidel et al. 1999) which, instead, seems to indicate that the star formation rate density remains substantially constant at $`z>12`$. It has been suggested that this discrepancy might be caused by problems of sample variance in the HDF point at $`<z>=4`$ (Steidel et al. 1999).

Because dust extinction can lead to an underestimate of the real UV-optical emission and, ultimately, of the real star formation activity, the data shown in the left panel of Fig. 4 need to be corrected upwards according to specific models for the evolution of dust opacity with redshift. In the right panel of Fig. 4, the data have been dust-corrected according to factors obtained by Calzetti & Heckman (1999) and by Pei, Fall & Hauser (1999). Using different approaches, these authors have recently investigated the cosmic histories of stars, gas, heavy elements and dust in galaxies using as inputs the available data from quasar absorption-line surveys, optical and UV imaging of field galaxies, redshift surveys and the COBE DIRBE and FIRAS measurements of the cosmic IR background radiation. The solutions they obtain appear to reproduce remarkably well a variety of observations that were not used as inputs, among which the SFR at various redshifts from H$`\alpha `$, mid-IR and submm observations and the mean abundance of heavy elements at various epochs from surveys of damped Lyman-$`\alpha `$ systems.

As we can see from the right panel of Fig. 4, spectroscopic and photometric surveys in different wavebands point to a consistent picture of the low-to-intermediate redshift evolution: the SFR density rises rapidly as we go from the local value to a redshift between $`12`$ and remains roughly flat between redshifts $`23`$. At higher redshifts, two different evolutionary tracks seem to be consistent with the data: the SFR density might remain substantially constant at $`z\stackrel{>}{}2`$ (Calzetti & Heckman 1999) or it might decrease again out to a redshift of $`4`$ (Pei, Fall & Hauser 1999). Hereafter, we always indicate the former model as ’monolithic scenario’ and the latter as ’hierarchical scenario’ although this choice is only ment to be illustrative. In fact, preliminary considerations have pointed out that a constant SFR activity at high redshifts might not be unexpected in hiererachical structure formation models (Steidel et al. 1999).

Thus, we have updated the star formation rate model that we have considered in previous analyses (FMSI, FMSII), even though the gravitational wave backgrounds are more contributed by low-to-intermediate redshift sources than by distant ones. In addition, if a larger dust correction factor should be applied at intermediate redshifts, this would result in a similar amplification of the gravitational background spectra.

### 4.2 Birth and merger rate evolution

Following the method we have previously proposed (FMSI, FMSII), for each binary type $`X`$ the birth and merger-rate evolution could be computed from the observed star formation rate evolution. However, this procedure proves to be unsatisfactory because it fails to provide a fully consistent normalization. Its main weakness is that, even if we assume 100% of binarity, i.e. that all stars are in binary systems, the star formation histories that we have described above are not corrected for the presence of secondary stars. For the mass distributions that we have considered, secondary stars are expected to give a significant contribution to the observed UV luminosity as they account for $`1/3`$ of the fraction of mass in stars more massive than $`8M_{}`$.

In order to circumvent the necessity of extrapolating the UV luminosity indication of massive star formation to the full range of stellar masses predicted by the model, we could directly normalize to the rate of core-collapse supernovae. This is consistent with the adopted normalization for galactic rates.

The core-collapse supernova rate can be directly derived from the observed UV luminosity at each redshift, as stars which dominate the UV emission from a galaxy are the same stars which, at the end of the nuclear burning, explode as Type II+Ib/c SNae. Moreover, the supernova rate is observed independently of the SFR. Therefore it can be used as an alternative normalization.

The rates of core-collapse supernovae predicted by the models shown in Fig. 4 are shown in Fig. 5 assuming a flat cosmological background model with zero cosmological constant and $`h=0.5`$.

In the same figure, we have plotted the available observations for the core-collapse supernova frequency in the local Universe (Cappellaro et al. 1997, Tamman et al. 1994, Evans et al. 1989, see also Madau et al. 1998b).

The binary birthrate per entry per year and comoving volume $`\dot{\eta }(z)`$ can be related to the core-collapse supernova rate $`\dot{n}_{[SNaeII+Ib/c]}(z)`$ shown in Fig. 5 in the following way,

$$\dot{\eta }(z)=\frac{\dot{n}_{[SNaeII+Ib/c]}(z)}{N_{[SNaeII+Ib/c]}}$$
(9)
where $`N_{[SNaeII+Ib/c]}`$ is the total number of core-collapse supernovae that we find in the simulation.

In order to estimate, from $`\dot{\eta }(z)`$, the birth and merger-rate evolution of a degenerate binary population $`X`$, we need to multiply eq. (9) by the number of type $`X`$ systems in the simulated samples, $`N_X`$, and we also need to properly account for both $`\tau _s`$ and $`\tau _m`$.

We shall assume that the redshift at the onset of galaxy formation in the Universe is $`z_F=5`$ and that a zero-age main sequence binary forms at a redshift $`z_s`$. After a time interval $`\tau _s`$, the system has evolved into a degenerate binary. Then, the redshift of formation of the degenerate binary system, $`z_f`$, is defined as $`t(z_f)=t(z_s)+\tau _s`$. The system then evolves according to gravitational wave reaction until, after a time interval $`\tau _m`$, it finally merges. Thus, the redshift at which coalescence occurs, $`z_c`$, is given by $`t(z_c)=t(z_f)+\tau _m`$.

This simple picture implies that the number of $`X`$ systems formed per unit time and comoving volume at redshift $`z_f`$ is

$`\dot{n}_X(z_f)`$ $`=`$ $`{\displaystyle 𝑑\tau _m𝑑_0^{t(z_f)t(z_F)}𝑑\tau _sf_X}`$
$`{\displaystyle \frac{\dot{n}_{[SNaeII+Ib/c]}(z_s)}{(1+z_s)}}p_X(\tau _s,\tau _m,)`$
where $`f_X=N_X/N_{[SNaeII+Ib/c]}`$ and $`z_s`$ is defined by $`t(z_s)=t(z_f)\tau _s`$.

If we write,

$$p_X(\tau _s,\tau _m,)=\frac{1}{N_X}\underset{i}{\overset{N_X}{}}\delta (\tau _s\tau _{s,i})\delta (\tau _m\tau _{m,i})\delta (_i)$$
(11)
where $`\tau _{s,i}`$, $`\tau _{m,i}`$ and $`_i`$ indicate the time delays and the chirp mass for the $`i^{th}`$ element of the ensemble $`X`$, the birthrate reads,

$`\dot{n}_X(z_f)`$ $`=`$ $`{\displaystyle \frac{1}{N_{[SNaeII+Ib/c]}}}{\displaystyle \underset{i}{\overset{N_X}{}}}{\displaystyle \frac{\dot{n}_{[SNaeII+Ib/c]}(z_s)}{(1+z_s)}}`$
$`\mathrm{\Theta }[t(z_f)t(z_F)\tau _{s,i}]`$
where $`\mathrm{\Theta }(x)`$ is the step-function.

Similarly, the number of $`X`$ systems per unit time and comoving volume which merge at redshift $`z_c`$ is,

$`\dot{n}_X^{mrg}(z_c)={\displaystyle _0^{t(z_c)t(z_F)}}𝑑\tau _m{\displaystyle _0^{t(z_c)\tau _mt(z_F)}}𝑑\tau _sf_X`$ (13)
$`{\displaystyle \frac{\dot{n}_{[SNaeII+Ib/c]}(z_s)}{(1+z_s)}}{\displaystyle 𝑑p_X(\tau _s,\tau _m,)}`$
where $`z_s`$ is defined by $`t(z_s)=t(z_c)\tau _m\tau _s`$. If we apply eq. (11), we can write the merger-rate in a form similar to eq. (4.2), i.e.

$`\dot{n}_X^{mrg}(z_c)`$ $`=`$ $`{\displaystyle \frac{1}{N_{[SNaeII+Ib/c]}}}{\displaystyle \underset{i}{\overset{N_X}{}}}{\displaystyle \frac{\dot{n}_{[SNaeII+Ib/c]}(z_s)}{(1+z_s)}}`$
$`\mathrm{\Theta }[t(z_c)t(z_F)\tau _{s,i}\tau _{m,i}].`$
Using this procedure, we compute the birth and merger-rates for all the synthetic binary populations. The results are presented in Figs. 6, 7 and 8.

Due to their relatively small $`\tau _s`$ compared to the cosmic time, the birthrates of (bh, bh), (ns, ns) and (bh, ns) systems closely trace the UV-luminosity evolution, although with different amplitudes. Our simulation suggests that (bh, bh) systems are more numerous than (ns, ns) or (bh, ns) (see Fig. 6).

Conversely, Fig. 7 shows that the birthrates of (wd, wd), (ns, wd) and (bh, wd) systems misrepresent the original UV-luminosity evolution as a consequence of their large $`\tau _s`$. The largest is the characteristic time-delay $`\tau _s`$, the more the maximum is shifted versus lower redshifts because the intense star formation activity observed at $`z\stackrel{>}{}2`$, especially for monolithic scenarios, boosts the formation of degenerate systems at $`z\stackrel{<}{}2`$. For hierarchical scenarios, if the redshift at which significant star formation begins to occur is $`z_F5`$, the birthrate of degenerate systems at redshifts $`\stackrel{>}{}4`$ is almost negligible.

Finally, in Fig. 8, we have shown the predicted merger-rate for (wd, wd), (ns, ns) and (ns, wd) systems. In this case, the distortion of the original UV-luminosity evolution is even more apparent, particularly for monolithic scenarios. The redshift at which the maximum merger-rate occurs as well as the high redshift tail reflects the different $`\tau _m`$ distributions of these populations. We have not shown the merger-rates for (bh, bh), (bh, wd) and (bh, ns) binaries because, as we have discussed in the previous section, these systems are predicted to have merger-rates consistent with zero throughout the history of the Universe as a consequence of their very large initial orbital separations.

### 4.3 Stochastic backgrounds

Having characterized each ensemble $`X`$ by the distribution of chirp mass and time delays, $`p_X(\tau _s,\tau _m,)`$, and by the birthrate density evolution per entry $`\dot{\eta }(z)`$, we can sum up the gravitational signals coming from all the elements of the ensemble. The spectrum of the resulting stochastic background, for a binary type $`X`$ and at a given observation frequency $`\nu `$, is given by the following expression,

$`{\displaystyle \frac{dE}{d\mathrm{\Sigma }dtd\nu }}[\nu ]`$ $`=`$ $`{\displaystyle _0^{z_F}}𝑑z_f{\displaystyle _0^{t(z_f)t(z_F)}}𝑑\tau _s{\displaystyle \frac{N_X\dot{\eta }(z_s)}{(1+z_s)}}`$
$`{\displaystyle _0^{\mathrm{}}}𝑑𝑑\tau _mp_X(\tau _s,\tau _m,){\displaystyle \frac{dV}{dz_e^{}}}f[\nu ,z_e^{}]`$
where $`z_F`$ is the redshift of the onset of star formation in the Universe, $`z_f`$ is the redshift of formation of the degenerate binary systems, $`z_s`$ is the redshift of formation of the corresponding progenitor system defined by $`t(z_s)=t(z_f)\tau _s`$, $`f[\nu ,z_e^{}]`$ is given by eq. (5) and $`z_e^{}`$ is the redshift of emission that an element of the ensemble must have in order to contribute to the energy density at the observation frequency $`\nu `$.

It follows from eq. (7) that, for a given observation frequency $`\nu `$, $`z_e^{}`$ is a function of $`z_f`$, $`\tau _m`$, $``$ and $`\nu _{max}`$. In principle, an inspiraling compact binary system emits a continuous signal from its formation to its final coalescence thus, $`z_cz_ez_f`$. However, in eq. (4.3) we do not restrict to systems which reach their final coalescence at $`z_c0`$ as we are interested to any source between $`z=0`$ and $`z=z_F`$ emitting gravitational waves during its early inspiral phase. Therefore, the signals which contribute to the local energy density at observation frequency $`\nu `$ might be emitted anywhere between $`\text{sup}[0,z_c]z_e^{}z_f`$, provided that,

$`(\pi \nu )^{8/3}=(\pi \nu _{max})^{8/3}(1+z_e^{})^{8/3}+{\displaystyle \frac{256}{5}}^{5/3}`$ (16)
$`\left[t(z_f)+\tau _mt(z_e^{})\right](1+z_e^{})^{8/3}.`$
Substituting eq. (11) in eq. (4.3), we can write the background energy density generated by a population $`X`$ in the form,

$`{\displaystyle \frac{dE}{d\mathrm{\Sigma }dtd\nu }}[\nu ]`$ $`=`$ $`{\displaystyle _0^{z_F}}𝑑z_f{\displaystyle \underset{i}{\overset{N_X}{}}}{\displaystyle \frac{\dot{\eta }(z_s)}{(1+z_s)}}`$
$`\mathrm{\Theta }[t(z_f)t(z_F)\tau _{s,i}]{\displaystyle \frac{dV}{dz_e^{}}}f[\nu ,z_e^{}]`$
where $`z_e^{}`$ satisfies eq. (16).

The predicted spectral energy densities for the populations of degenerate binary types that we have considered are plotted in Fig. 9. For each binary type, we show the results obtained assuming both monolithic and hierarchical scenarios for the evolution of the underlying galaxy population.

The spectral energy densities are characterized by the presence of a sharp maximum which, depending on the binary population, has an amplitude spanning about two orders of magnitudes, in the frequency range $`[10^510^4]`$ Hz. In the following, we refer to this part of the signal as ’primary’ component. At higher frequencies, a ’secondary’ component appears for all but (bh, bh) systems. The frequency which marks the transition between primary and secondary components as well as their relative amplitudes depend sensitively on the population.

The reason why (bh, bh) systems do not show a secondary component is that this is entirely contributed by sources which merge before $`z=0`$. Conversely, the low-frequency part of the spectrum is dominated by systems with merger-times larger than a Hubble time. These sources are observed at very low frequencies because the value of the minimum frequency (which is emitted at formation, $`z_f`$) is set by the amplitude of the merger-time \[see eq. (16)\]. The larger is the merger-time, the smaller the minimum frequency at which the in-spiral waves are emitted. Moreover, eq. (6) shows that the flux emitted by each source decreases with frequency. This explains the larger amplitude of primary components with respect to secondary ones. For systems with merger-times larger than a Hubble time, the largest frequency is emitted at $`z=0`$ by binaries which form at $`z_fz_F`$. No contribution from such objects can be observed above this critical frequency and the primary component falls rapidly to zero.

The amplitude of secondary components reflects the number of systems with moderate merger-times. The maximum frequency which might be observed is emitted by systems which are very close to their coalescence at $`z=0`$. Since $`\nu _{max}`$ is larger for (ns, ns) than for (wd, wd), the secondary component produced by double neutron stars extends up to $`10^2`$ Hz.

It is interesting to note is that monolithic scenarios predict a maximum amplitude which is a factor $``$ 20-25% larger than the hierarchical case. This difference is much larger than what has been previously obtained for other extragalactic backgrounds (see e.g. FMSI), indicating that the energy density produced by extragalactic compact binaries is substantially contributed by sources which form at redshifts $`\stackrel{>}{}12`$. It is quite difficult to unveil the origin of this effect because of the large number of parameters which determine the appearance of the final energy density. However, a plausible explanation might be that, depending on its specific time-delays $`\tau _s`$ and $`\tau _m`$, each system emits the signal at redshifts which can be substantially smaller than the formation redshift of the corresponding progenitor system. Thus, although the background signal is mostly emitted at low-to-intermediate redshifts, the sources which produce these signals might have been formed at higher redshifts and reflect the state of the Universe at earlier times, when the differences among hierarchical and monolithic scenarios are more significant. Comparing the different panels of Fig. 9, we conclude that the background produced by (bh, bh) binaries has the largest amplitude but it is concentrated at frequencies below $`2\times 10^5`$ Hz. At higher frequencies, which are more interesting from the point of view of detectability, the dominant contribution comes from (wd, wd) systems. This is consistent with what has already been found for the galactic populations (Hils, Bender & Webbink 1990).

¿From the background spectrum it is possible to compute the closure density $`\mathrm{\Omega }_{gw}h^2`$ and the spectral strain amplitude of the signal $`S_h`$,

$`S_h(\nu )`$ $`=`$ $`{\displaystyle \frac{2G}{\pi c^3}}{\displaystyle \frac{1}{\nu ^2}}{\displaystyle \frac{dE}{dSdtd\nu }}(\nu ),`$ (18)
$`\mathrm{\Omega }_{gw}(\nu )`$ $`=`$ $`{\displaystyle \frac{\nu }{c^3\rho _{cr}}}{\displaystyle \frac{dE}{dtdSd\nu }}(\nu ).`$ (19)
The results are shown in Figs. 10 and 11 for all binary types within monolithic and hierarchical scenarios.

The strain amplitude of the backgrounds has a maximum amplitude between $`10^{18}\text{Hz}^{1/2}`$ and $`5\times 10^{17}\text{Hz}^{1/2}`$ at frequencies in the interval $`[5\times 10^65\times 10^5]`$ Hz. The function $`S_h`$ is more sensitive to the low frequency part of the energy density. Therefore, its shape reflects mainly the primary components of the corresponding energy density. In all but the (bh, bh) population, it is evident the presence of a tail at frequencies above the maximum which is the secondary component of the energy density: in the next section we compare this part of the background signal with the LISA sensitivity to assess the possibility of a detection. Still, it is clear that the prominent part of the background signals produced by extragalactic populations of degenerate binaries could be observed with a detector sensitive to smaller frequencies than LISA.

Conversely, $`\mathrm{\Omega }_{gw}h^2`$ is mostly dominated by secondary components. We can compare the predictions for (bh, bh), (wd, wd) and (ns, ns) systems. Contrary to what has been found for the spectral energy density or for the strain amplitude of the signal, the largest $`\mathrm{\Omega }_{gw}h^2`$ is produced by (ns, ns), as a consequence of the high amplitude of the secondary component. In particular, no significant contribution from the primary component appears. For (wd, wd), instead, the contribution of the primary component is relevant, although its amplitude is roughly half that of the secondary component. Finally, for (bh, bh) no secondary component is produced and thus the amplitude of the closure density is very low and at very low frequencies. Mixed binary types have different properties, depending on the relative importance of the above effect. For instance, (bh, wd) produce a secondary component but the amplitude is so small to be comparable with that of the primary.

We stress that the value of $`\nu _{max}`$ is quite uncertain as it defines the boundary between the early inspiral phase and the highly non-linear merger. Clearly, the more we get closer to this boundary, the less accurate is the Newtonian description of the orbit as post-Newtonian terms start to be relevant. Therefore, we believe that the most reliable part of the binary background signal is the low frequency part, i.e. the part which mostly contributes to the strain amplitude $`S_h`$.

## 5 Confusion noise level and detectability by LISA

To have some confidence in the detection of a stochastic gravitational background with LISA it is necessary to have a sufficiently large SNR. The standard choice made by the LISA collaboration is $`\text{SNR}=5`$ which, in turn, yields a minimum detectable amplitude of a stochastic signal of (see Bender 1998 and references therein),

$$h^2\mathrm{\Omega }_{gw}[\nu =1\text{mHz}]10^{12}.$$
(20)
This value already accounts for the angle between the arms ($`60^{}`$) and the effect of LISA motion. It shows the remarkable sensitivity that would be reached in the search for stochastic signals at low frequencies. Table 2 shows that the backgrounds generated by (wd, wd) and (ns, ns) extragalactic binary populations exceed this minimum value and LISA might be able to detect these signals.

We plot in Fig. 12 the predicted sensitivity of LISA to a stochastic background after 1 year of observation (Bender 1998). On the vertical axis it is shown $`h_{\text{rms}}`$, defined as,

$$h_{\text{rms}}=[2\nu S_n(\nu )]^{1/2}\left(\frac{\mathrm{\Delta }\nu }{\nu }\right)^{1/2}$$
(21)
where $`S_n(\nu )`$ is the predicted spectral noise density and the factor $`(\mathrm{\Delta }\nu /\nu )^{1/2}`$ is introduced to account for the frequency resolution $`\mathrm{\Delta }\nu =1/T`$ attained after a total observation time $`T`$.
On the same plot we show the equivalent $`h_{\text{rms}}`$ levels predicted for different extragalactic binary populations and for the galactic population of close white dwarfs binary considered by Bender & Hils (1997).

We see that the extragalactic backgrounds might be observable at frequencies between $`1`$ and $`10`$ mHz.

These background signals represent additional noise components to the LISA sensitivity curve when searching for signals from individual sources.

In particular, backgrounds from unresolved astrophysical sources represent a confusion limited noise. In fact, unless the signal emitted by an individual source has a much higher amplitude, the background signal prevents the individual source to be resolved. Clearly, the magnitude of this effect depends on the frequency resolution of the instrument, i.e. on the observation time. The $`h_{\text{rms}}`$ noise levels produced by extragalactic compact binaries shown in Fig. 12 have been computed assuming $`T=1`$ yr. For the same total observation time we show, in Fig. 13, the number of extragalactic (wd, wd) and (ns, ns) observed in each frequency resolution bin. At frequencies were these backgrounds might be relevant (between 1 and 10 mHz), the number of sources per bin is $`1`$, representing a relevant confusion limited noise component. The critical frequency above which the number of sources per bin is lower than 1 occurs at $`0.1`$ Hz for (wd, wd) and outside LISA sensitivity window for (ns, ns). However, at these frequencies the dominant noise component is the instrumental noise.

## 6 Conclusions

In this paper we have obtained estimates for the stochastic background of gravitational waves emitted by cosmological populations of compact binary systems during their early-inspiral phase.

Since we have restricted our investigation to frequencies well below the frequency emitted when each system approaches its last stable circular orbit, we have characterized the single source emission using the quadrupole approximation.

Our main motivation was to develop a simple method to estimate the gravitational signal produced by populations of binary systems at extragalactic distances. This method relies on three main pieces of information:

1. the theoretical description of gravitational waveforms to characterize the single source contribution to the overall background
2. the predictions of binary population synthesis codes to characterize the distribution of astrophysical parameters (masses of the stellar components, orbital parameters, merger times etc.) among each ensemble of binary systems
3. a model for the evolution of the cosmic star formation history derived from a collection of observations out to $`z5`$ to infer the evolution of the birth and merger rates for each binary population throughout the Universe.

As we have considered only the early-inspiral phase of the binary evolution, our predictions for the resulting gravitational signals are restricted to the low frequency band $`10^51`$ Hz. The stochastic background signals produced by (wd, wd) and (ns, ns) might be observable with LISA and add as confusion limited noise components to the LISA instrumental noise and to the signal produced by binaries within our own Galaxy. The extragalactic contributions are dominant at frequencies in the range $`110`$ mHz and limit the performances expected for LISA in the same range, where the previously estimated sensitivity curve was attaining its mimimum.

We plan to extend further this preliminary study and to consider more realistic waveforms so as to enter a frequency region interesting for ground-based experiments.

Finally, in Fig. 14 we show the spectral densities of the extragalactic backgrounds that have been investigated so far. The high frequency band appears to be dominated by the stochastic signal from a population of rapidly rotating neutron stars via the r-mode instability (see FMSII). For comparison, we have shown the overall signal emitted during the core-collapse of massive stars to black holes (see FMSI). In this case, the amplitude and frequency range depend sensitively on the fraction of progenitor star which participates to the collapse. The signal indicated with BH corresponds to the conservative assumption that the core mass is $`10\%`$ of the progenitor’s (see FMSI). Recent numerical simulations of core-collapse supernova explosions (Fryer 1999) appear to indicate that for progenitor masses $`>40M_{}`$ no supernova explosion occurs and the star directly collapses to form a black hole. The final mass of this core depends strongly on the relevance of mass loss caused by stellar winds (Fryer & Kalogera 2000). If massive black holes are formed the resulting background would have a larger amplitude and the relevant signal would be shifted towards lower frequencies, more interesting for ground-based interferometers (Schneider, Ferrari & Matarrese 1999).

In the low frequency band, we have plotted only the backgrounds produced by (bh, bh), (ns, ns) and (wd, wd) binaries because their signals largely overwhelm those from other degenerate binary types.

We find that both in the low and in the high frequency band, extragalactic populations generate a signal which is comparable to and, in some cases, larger than the backgrounds produced by populations of sources within our Galaxy (Giazotto, Bonazzola & Gourgoulhon 1997; Giampieri 1997; Postnov 1997; Hils, Bender & Webbink 1990; Bender & Hils 1997; Postnov & Prokhorov 1998; Nelemans, Portegies Zwart & Verbunt 1999). It is important to stress that even if future investigations reveal that the amplitude of galactic backgrounds might be higher than presently conceived, their signal could still be discriminated from that generated by sources at extragalactic distance. In fact, the signal produced within the Galaxy shows a characteristic amplitude modulation when the antenna changes its orientation with respect to fixed stars (Giazotto, Bonazzola & Gourgoulhon 1997; Giampieri 1997).

The same conclusions can be drawn when the extragalactic backgrounds are compared to the stochastic relic gravitational signals predicted by some classical early Universe scenarios. The relic gravitational backgrounds suffer of the many uncertainties which characterize our present knowledge of the early Universe. According to the presently conceived typical spectra, we find that their detectability might be severely limited by the amplitude of the more recent astrophysical backgrounds, especially in the high frequency band.

## Acknowledgments

We acknowledge Bruce Allen, Pia Astone, Andrea Ferrara, Sergio Frasca, Piero Madau and Lucia Pozzetti for useful conversations and fruitful insights in various aspects of the work.

SPZ thank Gijs Nelemans and Lev Yungelson for discussions and code developement. This work was supported by NASA through Hubble Fellowship grant HF-01112.01-98A awarded (to SPZ) by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555. Part of the calculations are performed on the Origin2000 SGI supercomputer at Boston University. SPZ is grateful to the University of Amsterdam (under Spinoza grant 0-08 to Edward P.J. van den Heuvel) for their hospitality.