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# A Broad 22 𝜇m Emission Feature in the Carina Nebula H II Region Based on observations with ISO, an ESA project with instruments funded by ESA members states (especially the PI countries France, Germany, the Netherlands, and the United Kingdom) and with the participation of ISAS and NASA.

## 1 Introduction

Supernovae have been suggested besides evolved stars as one of the major sources of interstellar dust (see Gehrz 1989, Jones and Tielens 1994, Dwek 1998 for review). Supporting evidence includes observations of dust condensation in the ejecta of SN 1987A (Moseley et al. 1989, Whitelock et al. 1989, Dwek et al. 1992, Wooden et al. 1993), and those of the newly synthesized dust in the Cassiopeia A (Cas A) supernova remnant (Arendt, Dwek, & Moseley 1999). The dust formation mechanism and the amount of dust that is formed in supernovae are still poorly known. Observations of SN 1987A and Cas A showed that the mass of the newly formed dust is much less than expected, and the discrepancy may be due to the fact that most of the dust is cold and cannot be detected in the far-infrared (Dwek 1998, Arendt et al. 1999). Finding an abundant dust component in the interstellar medium (ISM) which is formed only in supernovae will support the hypothesis that supernovae are a major source of interstellar dust. Furthermore, since the amount of this specific grain is proportional to the number of supernova, its total mass in the ISM can be used as a tracer of the supernova rate or star formation rate in external galaxies. In this Letter we report the detection of a broad 22 $`\mu `$m emission dust feature in the Carina nebula H II region by the ISO guaranteed time observations. We found that the shape of the present 22 $`\mu `$m emission dust feature is similar to the 22 $`\mu `$m emission feature observed in Cas A. We also found a similar emission feature in two starburst galaxies from the ISO archival data.

## 2 Observations

The observations were made as part of the ISO guaranteed time program (TONAKA.WDISM1) using the Short Wavelength Spectrometer (SWS; de Graauw et al. 1996). All the observations were made with the SWS AOT01 mode with scan speed of 1, which provided full grating spectra of 2.38 to 45.2 $`\mu `$m with a resolution of $`\lambda `$/$`\mathrm{\Delta }`$$`\lambda `$ = 300. The data have been processed through the Off-Line Processing (OLP) 8.4, and reduced with the SWS Interactive Analysis (IA) package developed by the SWS Instrument Dedicated Team. We observed the Car I H II region in the Carina nebula and regions away from it to the nearby molecular clouds (see de Grauuw et al. 1981 for discussions of molecular clouds in the Carina nebula). The Car I H II region is excited by the Trumpler 14, an open cluster containing numerous O-type stars. Totally four positions were observed. Pos 1 is at the Car I H II region with $`l`$ = 287.399 and $`b`$ = –0.633. Pos 2 ($`l`$ = 287.349 and $`b`$ = –0.633), Pos 3 ($`l`$ = 287.299 and $`b`$ = –0.633), and Pos 4 ($`l`$ = 287.249 and $`b`$ = –0.633) are at a distance of 2.4, 4.7, and 7.1 pc away from Pos 1, respectively. Throughout our Letter, we adopt a Sun-to-Carina nebula distance of 2.7 kpc (Grabelsky et al. 1988). Since the SWS aperture size varies across the wavelength ranges, we adjusted the difference in fluxes at the SWS band boundaries by scaling the spectra to the shortest band. The above adjustment does not affect the results presented here.

## 3 Results

Figure 1a shows the observed SWS spectrum of the Carina nebula at Pos 1. A broad feature from $``$ 18 to 28 $`\mu `$m is clearly seen in the spectrum. The adjustment of the observed fluxes due to the different aperture sizes of SWS has no effect on this feature, since the SWS has the same aperture size from 12 – 27.5 $`\mu `$m. It is difficult, however, to derive the spectral shape of this feature correctly since the underlying continuum emission is very strong. We derived the feature shape by assuming the feature starts at 18 $`\mu `$m and ends at 28 $`\mu `$m. Then the assumed underlying continuum emission, as shown in Figure 1a by the dashed line, is subtracted from the observed spectrum. The continuum emission comprises grains of graphite with temperature of 157 K and silicate with temperature of 40 K. Dust optical constants are adopted from Draine (1985). The resultant feature shape is shown in Figure 1b, in which a peak around 22 $`\mu `$m is clearly seen. This new 22 $`\mu `$m feature is distinctly different than the 21 $`\mu `$m feature that was discovered by Kwok, Volk, & Hrivnak (1989). The 21 $`\mu `$m feature, which was only observed in carbon-rich post asymptotic giant branch stars, has a much narrow feature width of $``$ 4 $`\mu `$m (Volk, Kwok, & Hrivnak 1999) compared to that of the present 22 $`\mu `$m feature (with width of $``$ 10 $`\mu `$m). This suggests that the 21 and 22 $`\mu `$m emission features are arising from different kinds of dust grain. Figure 2a shows another Carina nebula spectrum at Pos 2. The broad feature from 18 to 28 $`\mu `$m is also seen in this spectrum. The continuum emission comprising graphite with temperature of 135 K and silicate with temperature of 42 K is assumed (the dashed line in Fig. 2a) and subtracted from the observed spectrum. The excess emission is shown in Figure 2b. The unidentified infrared (UIR) emission features become stronger at Pos 2, a position farther away from the Car I H II region compared to Pos 1. The slight difference in feature shape between figures 1b and 2b is probably due to the dust temperature effect. The 22 $`\mu `$m emission feature is also seen in Pos 3 and Pos 4 (not shown) but in weaker intensity.

The same broad feature has been reported in the SWS spectra of M17–SW H II region by Jones et al. (1999). They found in their spectra that the intensity of this emission feature decreases with distance from the exciting stars, the same phenomenon we see in the present four observed spectra. The decrease of feature intensity may be due to: (1) dilution by the cool dust emission from the nearby molecular clouds; (2) emission of the feature requiring very high UV radiation intensity to be excited; and/or (3) decrease in the abundance of this specific grain with distance from the exciting stars. Identification of the carrier of the feature will help us to understand the observed decrease in the feature intensity.

Very recently, a broad emission dust feature with peak at 22 $`\mu `$m was reported in Cas A (Arendt et al. 1999). We compare this 22 $`\mu `$m feature and the present feature to see whether there is a similarity in feature shape. The comparison is shown in Figure 3. The Cas A spectrum was observed in the optical knot called N3 (see Arendt et al. 1999 for details), and is obtained from the ISO archival data. In order to obtain a better fit at wavelengths longer than 28 $`\mu `$m, we choose a new continuum emission, as shown in Figure 1a by the dotted line, to give the 22 $`\mu `$m feature more long wavelength emission. The new continuum emission comprises graphite with temperature of 160 K and silicate with temperature of 45 K. In Figure 3 we can see that the feature present in the Carina nebula shows a good agreement with that observed in Cas A. The origin of the excess emission around 13 $`\mu `$m is unknown. It should be noted, however, that the emission in Cas A at wavelengths between 20 and 50 $`\mu `$m may arise mostly from a warm ($``$ 90 K) silicate component that originates from the diffuse shell (see Tuffs et al. 1999 for discussions of the spectral energy distribution of Cas A). If this warm silicate component is subtracted from the Cas A N3 spectrum, the resultant 22 $`\mu `$m feature (without emission at wavelengths longer than 30 $`\mu `$m) will give a good fit to our observed 22 $`\mu `$m feature shown in Figure 1b.

## 4 Discussion

Evolved stars and supernovae have been suggested as the major production sources of interstellar dust. Past observations of evolved stars have found a number of dust features in the near to far-infrared ranges (see Waters et al. 1999 for a recent review). However, the broad 22 $`\mu `$m emission feature that we found in Carina nebula H II region has never been reported in evolved stars. On the other hand, the present broad 22 $`\mu `$m emission feature is quite similar to the emission feature of newly synthesized dust observed in Cas A, suggesting that both of these features arise from the same dust grain, and that supernovae are probably the major production source of this new interstellar grain. The non-detection of the 22 $`\mu `$m feature in SN 1987A (Moseley et al. 1989) does not make the latter suggestion less convincing, since the infrared emission in SN 1987A probably arises from optically thick clumps. Lucy et al. (1991) and Wooden et al. (1993) suggest that the infrared emission in SN 1987A is dominated by the dust in the optically thick clumps, and the low density small grains in the interclump medium contribute to the visual extinction. With this model, the infrared emission in SN 1987A is a graybody emission, but the visual extinction is not.

We would expect to find the 22 $`\mu `$m dust feature in astronomical sources with high supernova rate if supernovae are the major production source of this new interstellar grain. Starburst galaxies are an ideal place to search for. From the ISO archival data we found that two starburst galaxies, M82 and NGC7582, show a similar 22 $`\mu `$m emission feature. Figure 4 shows the SWS spectrum of the nuclear region of NGC7582, a narrow-line X-ray galaxy with strong starburst in the central kpc (Radovich et al. 1999, and references therein). The 20 to 30 $`\mu `$m emission is mostly or completely arising from the broad 22 $`\mu `$m emission feature. The spectrum of NGC7582 was taken by the SWS AOT01 with the speed of 2. We processed the data through the OLP 8.4 and reduced with the SWS IA package in a way similar to the Carina nebula spectra. The feature intensity in M82 (not shown) is much weaker, about 10$`\%`$ of the 18 – 28 $`\mu `$m emission if the continuum is assumed to pass through the 18 and 28 $`\mu `$m data points. Two other starburst galaxies, NGC253 and Circinus may also have a 22 $`\mu `$m feature, but they are further weak in intensity and more observations are needed to confirm it.

The findings of the 22 $`\mu `$m dust feature in H II regions and starburst galaxies suggest that this new grain could be an abundant component of interstellar dust. If the amount of this interstellar grain in the ISM is supposed to be proportional to the number of supernovae, its total mass in the ISM can be used as a tracer of the supernova rate or star formation rate in external galaxies. Studies of a large sample of starburst galaxies are required to confirm the above relationship. Only a limited number of galaxies have been observed by the SWS full grating scan mode, and a statistically useful sample of starburst galaxies for this study is not available at present. Future space missions like the Space InfraRed Telescope Facility (SIRFT) and Infrared Imaging Surveyor (IRIS), and the Stratospheric Observatory for Infrared Astronomy (SOFIA) are expected to provide the necessary data base.

The existence of this broad 22 $`\mu `$m emission feature complicates the dust model used in the study of the spectral energy distribution of starburst galaxies. Dust grains like graphite, amorphous carbon, silicates, and polycyclic aromatic hydrocarbons may not be representative of all the dust properties in starburst galaxies. Particularly, this broad 22 $`\mu `$m emission feature could have significant effects in the derivation of the dust color temperature based on the 20 – 30 $`\mu `$m photometric flux (e.g., the Infrared Astronomical Satellite 25 $`\mu `$m data) as well as the number counts of deep surveys in the infrared spectral range to be carried out by SIRTF and IRIS observations, and must be taken into account appropriately.

Arendt et al. (1999) suggested that the carrier of the 22 $`\mu `$m feature observed in Cas A is Mg protosilicate based on the good agreement between the observed feature shape and the laboratory spectrum of the Mg protosilicate taken by Dorschner et al. (1980). They found that FeO can also give a good fit to their observed 22 $`\mu `$m feature, but the required dust temperature higher than expected and the deficient of emission at wavelegths longer than 30 $`\mu `$m led them to rule it out as a promising candidate. If the identification of Mg protosilicate is true, it is the second silicate grain besides the astronomical silicates found in the ISM. More observations are needed to confirm (or test) the suggested identification. Observing the 22 $`\mu `$m feature in a variety of astronomical environments will provide useful information in studies on chemical composition and emission mechanism of the carrier.

The major results of this Letter are: (1) a broad 22 $`\mu `$m emission dust feature is detected in H II regions and starburst galaxies; (2) the 22 $`\mu `$m emission feature is similar in shape with the emission feature of newly synthesized dust observed in the ejecta of Cas A, and both of these features arise from the same carrier; and (3) supernovae are probably the major production source of this new interstellar dust.

We would like to thank the SWS IDT for providing the SWS IA software, and ISO project members for their efforts and help. We thank Robert Gehrz for useful comments. We also thank Issei Yamamura for useful discussions on the data reduction, and K. Kawara, Y. Satoh, H. Okuda, and the Japanese ISO team for their continuous help and encouragement. K. W. C. is supported by the JSPS Postdoctoral Fellowship for Foreign Researchers. This work was supported in part by Grant-in-Aids for Scientific Research from JSPS.


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# Thick domain walls and singular spaces

## I Introduction

Domain walls have recently attracted renewed attention, after it was pointed out in  that four-dimensional gravity can be realized on a thin wall connecting two slices of $`AdS`$ space. From the point of view of a four-dimensional observer on the domain wall the spectrum of gravity consists of a massless graviton and a tower of Kaluza-Klein modes with continuous masses. It was shown in  that the KK modes give a subleading correction to the gravitational interaction between two test masses on the domain wall. In the thin wall setup there is only gravity in the bulk, and the only five-dimensional space that can appear is $`AdS`$***Of course one can also consider slices of $`dS`$ or Minkowski space, but they do not yield a four-dimensional graviton.. On the other hand, in supergravity or string theory one expects to have other bulk fields including scalars.

The original proposal of  has been generalized in several directions. One generalization involves turning on a cosmological constant on the domain wall , which results in time-dependent cosmological scenarios. Other extensions include higher dimensional embeddings , models with a mass gap for the continuum modes , and realizations of domain walls in gravity coupled to scalars . There is also an extensive literature on supergravity domain walls , but so far the construction of  has not been realized in supergravity. In fact it was shown to be impossible in any of the known five-dimensional supergravities .

The thin wall construction of  has the disadvantage that the curvature is singular at the location of the wall. This problem can be avoided if gravity is coupled to a scalar field. By choosing a suitable potential for the scalar, we can readily generate smooth domain wall solutions  that interpolate between two $`AdS`$ spaces. However, once we have a scalar in the bulk, other space-times besides $`AdS`$, $`dS`$, and Minkowski space can appear. In this note we will study some examples of such spaces. Specifically, we consider a class of thick domain walls in gravity coupled to scalars, that interpolate between spaces with naked singularities instead of regular $`AdS`$ horizons. Normally such spaces would be discarded as unphysical, but in this context there are reasons to believe that considering these spaces may be meaningful.

One reason for thinking so comes from the recent proposal  (see also ) that five-dimensional bulk gravity in the thin domain wall case  has an equivalent description in terms of a cut-off four-dimensional CFT on the domain wall, very much in the spirit of the $`AdS`$/CFT correspondence . The details of this correspondence are rather unclear at present. For instance, it is not clear how to identify the CFT in the non-supersymmetric purely five-dimensional setup of , or how to match operators and KK modes. It is also unclear how to impose a sharp cutoff on the CFT that preserves four-dimensional Poincare invariance. However, leaving these considerations aside, we can freely borrow results from the $`AdS`$/CFT literature on RG flows in five-dimensional supergravity . In RG flows to non-conformal theories (see e.g. ) the $`AdS`$ horizon gets replaced with a naked singularity. This singularity is physical in the sense that the singular behavior corresponds to strong coupling effects like confinement or screening in the boundary theory. Since the non-conformal boundary theory makes sense in the infrared, the singular behavior of the metric must be resolved, either by lifting to ten dimensions  or via string theory. Unfortunately we are not aware of any criterion that tells us exactly which type of naked singularity has a physical interpretation. We will simply assume that the singularities in the space we consider can appear in RG flows to non-conformal theories. In the last section we will discuss the validity of this assumption. If our singularities are physical, we can think of our five-dimensional space-times as four-dimensional gravity coupled to a non-conformal field theory. Such theories are well defined, which provides a justification for considering this type of singular space. We will give a more detailed discussion of these ideas in the last section.

A second argument for considering spaces that end in singularities comes from analyzing the spectrum of gravity from a four-dimensional point of view. In the original setup  there was a single massless graviton and a continuous tower of KK states. The KK states couple to matter on the thin domain wall and cause small violations of four-dimensional energy and momentum conservation. This violation of conservation laws also occurs in the presence of a naked singularity. The traditional point of view  posits that spaces with naked singularities are physically acceptable only if one imposes boundary conditions that guarantee four-dimensional energy and momentum conservation. These boundary conditions are usually referred to as unitary boundary conditions. Note that this point of view is rather different than the $`AdS`$/CFT inspired approach described above. In the latter case we want energy and momentum to leak out into either the $`AdS`$ horizon in the setup of , or into the naked singularities we discuss here. This leakage corresponds to four-dimensional gravitation exciting the degrees of freedom of the non-conformal field theory. Nonetheless, we can impose unitary boundary conditions and analyze the spectrum of the KK modes in that case. It turns out that these boundary conditions remove the continuum part of the KK spectrum for the models discussed here and in . The theory of the discrete part of the spectrum is unitary, because these modes die off rapidly enough as we approach the singularity.

The discussion so far involved only flat domain walls with four-dimensional Poincare invariance. Some of the solutions we study in this note can accommodate a constant curvature on the four-dimensional slice, turning it into four-dimensional de Sitter or anti-de Sitter space. Such bent domain walls have appeared previously in cosmological thin wall solutions  and similar thick domain walls in four dimensions were discussed in . Our solution can be viewed as a non-singular analog of the cosmological thin wall solutions. The ambient space of bent domain walls generically has horizons or singularities. We analyze a domain wall interpolating between two singular spaces in some detail and also give an example of a thick domain wall which interpolates between spaces with regular horizons. The purpose of the second example is merely to show that such solutions exist. Unfortunately it is too complicated for an analytical treatment.

Apart from their relevance for cosmology, bent domain walls are interesting because they are generic solutions of five-dimensional gravity coupled to scalars. By generic we mean that the supersymmetry inspired first order formalism of  cannot be used to generate a solution. In  it was shown that even for flat domain walls where this “superpotential” formalism is applicable, there is no simple supersymmetric extension of the $`AdS`$ domain wall solutions. Since the bent domain wall solutions cannot be obtained from any known first order formalism, they are probably non-supersymmetric and therefore, in a sense, generic.

This paper is organized as follows. In section II we briefly review gravity coupled to a scalar, and discuss a class of solutions for both flat and bent domain walls. These domain walls interpolate between spaces with naked singularities. Our solutions are simple enough that we can solve the quantum mechanics problem exactly for flat domain walls. In section III we analyze the spectrum of metric fluctuations by studying the equivalent quantum mechanics problem with and without imposing unitary boundary conditions. In section IV we discuss possible implications of our results, including various speculations on the role of thick domain walls and singular spaces in the light of the $`AdS`$/CFT correspondence.

## II Gravity coupled to scalars

The action for five-dimensional gravity coupled to a single real scalar reads

$$S=d^4x𝑑r\sqrt{g}\left(\frac{1}{4}R+\frac{1}{2}(\varphi )^2V(\varphi )\right),$$
(1)
We will consider metrics of the form

$$ds^2=e^{2A(r)}\left(dx_0^2e^{2\sqrt{\overline{\mathrm{\Lambda }}}x_0}\underset{i=1}{\overset{3}{}}dx_i^2\right)dr^2$$
(2)
or

$$ds^2=e^{2A(r)}\left(e^{2\sqrt{\overline{\mathrm{\Lambda }}}x_3}(dx_0^2dx_1^2dx_2^2)dx_3^2\right)dr^2,$$
(3)
where the four-dimensional slices are de Sitter and anti-de Sitter respectively. The equations of motion following from the action and the ansatz for the metric are

$`\varphi ^{\prime \prime }+4A^{}\varphi ^{}`$ $`=`$ $`{\displaystyle \frac{V(\varphi )}{\varphi }}`$ (4)
$`A^{\prime \prime }+\overline{\mathrm{\Lambda }}e^{2A}`$ $`=`$ $`{\displaystyle \frac{2}{3}}\varphi ^2`$ (5)
$`A^2\overline{\mathrm{\Lambda }}e^{2A}`$ $`=`$ $`{\displaystyle \frac{1}{3}}V(\varphi )+{\displaystyle \frac{1}{6}}\varphi ^2.`$ (6)
The prime denotes differentiation with respect to $`r`$, and we have assumed that both $`\varphi `$ and $`A`$ are functions of $`r`$ only. The equations of motion above were obtained using the metric Eq. (2). Reversing the sign of $`\overline{\mathrm{\Lambda }}`$ yields the corresponding equations of motion for Eq. (3).

If $`\overline{\mathrm{\Lambda }}=0`$ the four-dimensional slices in Eqs. (2,3) are Minkowski, and we can use the first order formalism of  to generate solutions. The fields and the potential can be parametrized by a single function $`W(\varphi )`$ as

$$\varphi ^{}=\frac{1}{2}\frac{W(\varphi )}{\varphi },A^{}=\frac{1}{3}W(\varphi ),V(\varphi )=\frac{1}{8}\left(\frac{W(\varphi )}{\varphi }\right)^2\frac{1}{3}W(\varphi )^2.$$
(7)
For $`\overline{\mathrm{\Lambda }}0`$ there is no know first order formalism, so we need to solve the equations of motion directly. In general it is difficult to find tractable solutions, because highly non-linear combinations of $`A(r)`$ and its derivatives appear in the equations of motion.

For domain walls with four-dimensional de Sitter slices, the equations of motion provide some model independent information. Assuming we have a reflection symmetric domain wall we can choose $`A(0)=1`$ and $`A^{}(0)=0`$. The second equation in Eq. (4) then implies that $`A^{\prime \prime }`$ is negative and $`A(r)`$ diverges to $`\mathrm{}`$ faster than for $`\overline{\mathrm{\Lambda }}=0`$. For $`\overline{\mathrm{\Lambda }}=0`$ such symmetric domain walls interpolate between $`AdS`$ spaces which have regular horizons infinitely far away from $`r=0`$. For $`\overline{\mathrm{\Lambda }}0`$ we expect a horizon or a singularity at a finite distance $`r=r^{}`$. For domain walls with $`AdS_4`$ slices there does not seem to be a similar argument. We discuss an example with a naked singularity at $`r=r^{}`$ first.

A class of solutions with naked singularities is given by $`A(r)=n\mathrm{log}(d\mathrm{cos}(cr))`$. Unfortunately the expressions for the scalar field and the potential are simple only if $`n=1`$, so we will focus on that case. Other choices for $`n`$ are equally valid, but there is no closed from expression for $`\varphi `$ and the potential. Nevertheless these cases can be analyzed numerically. By picking suitable units for $`\overline{\mathrm{\Lambda }}`$ we can set $`d=1`$. The complete solution to the equations of motion is then given by

$`A(r)`$ $`=`$ $`\mathrm{log}(\mathrm{cos}(cr))`$ (8)
$`\varphi (r)`$ $`=`$ $`{\displaystyle \frac{1}{c}}\sqrt{{\displaystyle \frac{3}{2}}(c^2\overline{\mathrm{\Lambda }})}\mathrm{log}\left({\displaystyle \frac{1+\mathrm{tan}\left(\frac{cr}{2}\right)}{1\mathrm{tan}\left(\frac{cr}{2}\right)}}\right)`$ (9)
$`V(\varphi )`$ $`=`$ $`{\displaystyle \frac{3}{4}}\mathrm{cosh}^2\left({\displaystyle \frac{c\varphi }{\sqrt{\frac{3}{2}(c^2\overline{\mathrm{\Lambda }})}}}\right)\left(3\overline{\mathrm{\Lambda }}+c^24c^2\mathrm{tanh}^2\left({\displaystyle \frac{c\varphi }{\sqrt{\frac{3}{2}(c^2\overline{\mathrm{\Lambda }})}}}\right)\right).`$ (10)
This solution has only two adjustable parameters, $`c,\overline{\mathrm{\Lambda }}`$, which determine the location of the singularities, the curvature of the four-dimensional slice, and the thickness of the wall. The metric with this choice of $`A(r)`$ has a naked singularity at $`r^{}=\pm \pi /2c`$. However, the singularity is very similar to the one encountered in the $`AdS`$ flow to $`N=1`$ SYM . This may indicate that it can be resolved either by lifting the five-dimensional geometry to ten dimensions, or by string theory. The scalar diverges at the singularity. If we think of it as a modulus from some compactification manifold, this divergence can indicate that the compactification manifold shrinks to zero size or becomes infinitely large, so that the five dimensional truncation becomes invalid. There are some examples where singularities in five dimensions actually correspond to non-singular ten dimensional geometries .

In the limit $`c^2=\overline{\mathrm{\Lambda }}`$ our solution simplifies dramatically. The scalar vanishes and the potential becomes constant. In fact, this limit of our solution is $`dS_5`$ written in unusual coordinates. Note that our solution is valid only for $`c^2\overline{\mathrm{\Lambda }}`$. The curvature of the four dimensional slice imposes the constraint $`r^{}\pi /2\sqrt{\overline{\mathrm{\Lambda }}}`$ on the location of the horizon.

By changing the sign of $`\overline{\mathrm{\Lambda }}`$ we obtain a solution for a domain wall with $`AdS_4`$ slices. In that case there is no constraint on the location of the horizons, or conversely the value of $`\overline{\mathrm{\Lambda }}`$.

Finally we should point out that the first order formalism of  does not apply here. For instance, using Eq. (7) we can compute $`W(\varphi )`$ from the expression for $`\varphi `$. The potential computed from $`W`$ has the same form as the potential above, but the coefficients do not agree. It would be very interesting to either find a first order formalism for $`\overline{\mathrm{\Lambda }}0`$ or show that it does not exist.

The solution above has the virtue that we can solve the equations of motion analytically, but as we pointed out, it has naked singularities at a finite distance from the center of the domain wall. This behavior is not generic. It is easy to pick $`A(r)`$ such that we get regular horizons instead of singularities. On such example with three free parameters is

$$e^{A(r)}=(r^2r^2)\left(\frac{\sqrt{\overline{\mathrm{\Lambda }}}}{2r^{}}\left(1+\frac{1}{4r^2}(r^2r^2)\right)+c(r^2r^2)^2\right),$$
(11)
but the solutions for $`\varphi (r)`$ and the potential have to be obtained numerically. We simply mention this example to show that such solutions exist, but we will not investigate it further in this paper.

In the limit $`\overline{\mathrm{\Lambda }}=0`$ four-dimensional Poincare invariance is restored and we can write down the solution for all $`n`$.

$`A(r)`$ $`=`$ $`n\mathrm{log}(\mathrm{cos}(cr))`$ (12)
$`\varphi (r)`$ $`=`$ $`\sqrt{{\displaystyle \frac{3n}{2}}}\mathrm{log}\left({\displaystyle \frac{1+\mathrm{tan}\left(\frac{cr}{2}\right)}{1\mathrm{tan}\left(\frac{cr}{2}\right)}}\right)`$ (13)
$`V(\varphi )`$ $`=`$ $`{\displaystyle \frac{3nc^2}{4}}\left(\mathrm{cosh}^2\left(\sqrt{{\displaystyle \frac{2}{3n}}}\varphi \right)4n\mathrm{sinh}^2\left(\sqrt{{\displaystyle \frac{2}{3n}}}\varphi \right)\right)`$ (14)
Note that in this case the solution can be parametrized by $`W(\varphi )`$, so we could have found it using the first order formalism of . Since the form of $`A(r)`$ is the same as in the previous example, this solution also has naked singularities at $`r^{}=\pm \pi /2c`$, but unlike in the previous example there is no limit in which they disappear. If $`n=1/4`$ the potential is constant and near the singularity we have $`g_{00}=e^{2A}\sqrt{r^{}r}`$. This is the behavior found in  for general flows assuming that the potential can be neglected near the singularity.

Since this solution has four-dimensional Poincare invariance, we expect to find a massless graviton and a tower of KK excitations. This solution is simple enough that we can give a complete solution of the equivalent quantum mechanics problem for $`n=1`$. The $`n=2`$ case is also tractable at the level of the example in . We will comment on the differences between these two examples in Section IV.

## III Graviton Fluctuations

The solutions in the previous section provide backgrounds in which the fluctuations of the metric exhibit interesting behavior. It is difficult to analyze the metric fluctuations in general, since they couple to fluctuations of the scalar field. However, it was shown in  that there is a sector of the metric fluctuations that decouples from the scalar and satisfies a simple wave equation. Strictly speaking this is true only if the four-dimensional slice is Minkowski space. If the four-dimensional space is curved, there can be an extra curvature term in the equations of motion for the metric fluctuations. We will ignore these subtleties in this section and study solutions to the scalar wave equations. If the four-dimensional space is flat, the agruments of  indicate that we are computing the mass spectrum of metric fluctuations. For curved four-dimensional slices we assume that the solutions of the scalar wave equation have qualitatively the same features as the metric fluctuationsWe thank C. Kennedy for pointing out an incorrect statement in the previous version of this section..

A general metric fluctuation takes the form

$$ds^2=e^{2A(r)}(g_{ij}+h_{ij})dx^idx^jdr^2,$$
(15)
where we have made a gauge choice, and $`g_{ij}`$ is the four-dimensional $`dS`$, $`AdS`$ or Minkowski metric. The fluctuation $`h_{ij}`$ is taken to be small, so the linearized Einstein equation provides the equation of motion for it. As shown in  the transverse traceless part of the metric fluctuation, $`\overline{h}_{ij}`$, satisfies the same equation of motion as a five-dimensional scalar. It turns out that transforming to conformally flat coordinates simplifies this wave equation considerably. In terms of $`z=𝑑re^{A(r)}`$ the metric takes the form

$$ds^2=e^{2A(z)}\left(g_{ij}dx^idx^jdz^2\right),$$
(16)
and if the four-dimensional slices are $`dS_4`$, the transverse traceless parts of the metric fluctuation satisfy

$$\left(_z^2+3A^{}(z)_z_{x_0}^23\sqrt{\overline{\mathrm{\Lambda }}}_{x_0}+e^{2\sqrt{\overline{\mathrm{\Lambda }}}x_0}\underset{a=1}{\overset{3}{}}_{x_a}\right)\overline{h}_{ij}=0.$$
(17)
This equation can be simplified further by rewriting the metric fluctuation as $`\overline{h}_{ij}=e^{3(A+\sqrt{\overline{\mathrm{\Lambda }}}x_0)/2}\rho _k(x)\psi _{ij}(z)`$, where $`\rho _k(x)`$ satisfies $`g^{ij}_i_j\rho _k(x)=k^2\rho _k(x)`$. Dropping the indices on $`\psi `$ we finally find

$$\left(_z^2+V_{QM}k^2\right)\psi =0$$
(18)
with

$$V_{QM}=\frac{9\overline{\mathrm{\Lambda }}}{4}+\frac{9}{4}A^2(z)+\frac{3}{2}A^{\prime \prime }(z).$$
(19)
Note that for $`\overline{\mathrm{\Lambda }}0`$ there is an extra constant piece in the potential. This implies that the quantum mechanics problem does not factorize as in . The argument given there now constrains $`k^2+9\overline{\mathrm{\Lambda }}/4`$ to be positive. We will come back to this point when we analyze the solutions of this Schrödinger equation.

These equations were written assuming that the four-dimensional slice is $`dS_4`$. The analogous equation for $`AdS_4`$ slices can be obtained by the analytic continuation $`x_0ix_3`$, $`x_3ix_0`$, and $`\sqrt{\overline{\mathrm{\Lambda }}}i\sqrt{\overline{\mathrm{\Lambda }}}`$. We are now ready to turn to specific examples.

The metric for the solution in Eq. (8) can be transformed to the conformally flat form, Eq. (16), with $`A(z)=\mathrm{log}(\mathrm{cosh}(cz))`$. Using Eq. (19), we find for the potential

$$V_{QM}=\frac{9(c^2\overline{\mathrm{\Lambda }})}{4}\frac{15c^2}{4}\frac{1}{\mathrm{cosh}^2(cz)}.$$
(20)
The shape of this potential is rather different than the one found in  for a thick domain wall interpolating between $`AdS`$ spaces. The most important differences are that our potential asymptotes to a non-zero constant for $`z\pm \mathrm{}`$ and that there is no potential barrier separating the asymptotic region from the interior of the domain wall. Since the potential asymptotes to a constant we will find plane wave solutions for sufficiently large $`k^2`$, but these solutions are separated from the discrete modes by a mass gap. These general observations can be made precise. The Schrödinger equation with this potential has a general solution

$`\psi `$ $`=`$ $`a{}_{2}{}^{}F_{1}^{}(ϵ{\displaystyle \frac{3}{2}},1ϵ+{\displaystyle \frac{3}{2}},1ϵ,{\displaystyle \frac{1}{2}}(1x))(1x^2)^{ϵ/2}`$ (22)
$`+b{}_{2}{}^{}F_{1}^{}(ϵ{\displaystyle \frac{3}{2}},1+ϵ+{\displaystyle \frac{3}{2}},1+ϵ,{\displaystyle \frac{1}{2}}(1x))(1x^2)^{ϵ/2},`$
where $`x=\mathrm{tanh}(cz)`$ and $`ϵ^2=k^2/c^2+9(c^2\overline{\mathrm{\Lambda }})/4c^2`$. To find the discrete part of the spectrum we set $`a=0`$ to ensure that $`\psi `$ is regular at $`z=\mathrm{}`$ ($`x=1`$). If $`ϵ3/2=n𝐙_0^+`$, the solution is also finite as $`z\mathrm{}`$ ($`x=1`$), so the discrete part of the spectrum is given by $`ϵ_n=3/2n`$, $`n=0,1`$, or

$$k_n^2=\frac{9(c^2\overline{\mathrm{\Lambda }})}{4}c^2\left(\frac{3}{2}n\right)^2,$$
(23)
and the corresponding wave functions are

$$\psi _0(z)\frac{1}{\mathrm{cosh}^{3/2}(cz)},\psi _1(z)\frac{\mathrm{sinh}(cz)}{\mathrm{cosh}^{3/2}(cz)}.$$
(24)
For $`\overline{\mathrm{\Lambda }}=0`$ we find the expected massless graviton with $`k^2=0`$ and an excited state with $`k^2=2c^2`$. For $`\overline{\mathrm{\Lambda }}>0`$ the four-dimensional slice is $`dS`$ and at least the lowest $`k^2`$ is negative. If the four-dimensional metric is $`AdS`$ ($`\overline{\mathrm{\Lambda }}<0`$), all $`k^2`$ are positive. These results may appear surprising at first sight. However, we should keep in mind that the notion of mass is somewhat murky in $`AdS`$ and $`dS`$ spaces. In both of these cases, $`k^2`$ is a constant that appears in the separation of variables. It should not be confused with a four-dimensional mass. If we put $`\psi _0`$ and $`\rho _k`$ for the lowest $`k^2`$ into the expression for $`\overline{h}_{ij}`$ we find that the metric fluctuation always satisfies the four-dimensional wave equation $`D_lD^lh_{ij}=0`$, $`l=0,1,2,3`$. There are several definitions of mass in $`dS`$ and $`AdS`$, so it is not clear if these fields are massless, but fields that satisfy this wave equation never signal an instability. It is worth mentioning that the negative values of $`k^2`$ are possible because the factorization argument of  constrains the combination $`k^2+9\overline{\mathrm{\Lambda }}/4`$ to be positive.

The solutions of the Schrödinger equation, Eq. (18), also include a continuous spectrum of eigenfunctions with $`ϵ^20`$ that asymptote to plane waves as $`z\pm \mathrm{}`$. Formally these solutions can be obtained from Eq. (22) by substituting $`ϵi\kappa `$. For $`x1`$ ($`z\mathrm{}`$) we find the asymptotic behavior $`\psi (z)ae^{ic\kappa z}+be^{ic\kappa z}`$, plane waves as expected. It is easy to show that Eq. (22) also asymptotes to a plane wave for $`x1`$. To summarize, the solutions to the Schrödinger equation, Eq. (18), consist of two normalizable states with discrete eigenvalues, and a continuum of states that asymptote to plane waves at infinity.

To proceed in our discussion, we will now specialize to the case $`\overline{\mathrm{\Lambda }}=0`$, so we can interpret $`k^2`$ as a four-dimensional mass. In this limit our solution describes a thick domain wall interpolating between two spaces with naked singularities. As mentioned in the introduction, we can appeal to the $`AdS`$/CFT correspondence and think of modes propagating in the fifth direction as excitations of some non-conformal field theory, which should render the four-dimensional theory unitary. We will comment on this relation in the last section.

This is in harmony with the approach of , which is to accept small violations of unitarity in the theory on the four-dimensional slice at $`z=0`$. In our case this theory contains a massless graviton, one massive state, and a continuum of modes with a mass gap of size $`m_{gap}=3c/2`$. At very low energies, none of these massive modes can be excited, and an observer at $`z=0`$ sees pure four-dimensional gravity. At higher energies the massive state can be excited, giving some corrections to Newton’s law, and finally at energies larger than the gap the whole continuum of modes can be excited. Since there is a mass gap in the theory, the corrections to Newton’s law will always be negligible at sufficiently long distances. Violations of unitarity occur only if modes that can travel out to the singularities can be excited, i.e. only at energies above the mass of the lightest continuum mode. Both the corrections to Newton’s law and the way unitarity is violated is rather different in the thin wall scenario of . There the contribution of the KK modes is suppressed because in the quantum mechanics description they need to tunnel through a potential barrier. The resulting suppression of these modes at $`z=0`$ turns out to be sufficient to make the violations of unitarity too small to detect in present day experiments.

Another way of dealing with the violations of various conservation laws in the four-dimensional theory is to impose unitary boundary conditions . These boundary conditions ensure that no supposedly conserved quantities disappear into the singularity. This approach was used in  to render a specific naked singularity harmless.

We will simplify our discussion by introducing a new massless scalar field, $`\mathrm{\Phi }`$, that satisfies the same equation of motion as the metric fluctuation. This scalar field should not be confused with the scalar in the solutions in the previous section. We will discuss the unitary boundary conditions in terms of this scalar because that simplifies the argument somewhat. Since the metric fluctuations and the scalar satisfy the same equation of motion, the results should carry over to metric fluctuations.

For $`\overline{\mathrm{\Lambda }}=0`$ the metric Eq. (2) has a number of Killing vectors. It will be sufficient for our purposes to consider only the ones generating four-dimensional translations. These Killing vectors are given by $`\xi _i^\mu =\delta _i^\mu `$, where $`i`$ is a four-dimensional index. To construct currents from these Killing vectors we need the stress tensor for a massless scalar

$$T_{\mu \nu }=\frac{1}{2}_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }\frac{1}{2}g_{\mu \nu }\left(\frac{1}{2}_\alpha \mathrm{\Phi }^\alpha \mathrm{\Phi }\right).$$
(25)
The currents $`J^\mu =T^{\mu \nu }\xi _\nu ^i`$ satisfy conservation laws of the form

$$\frac{1}{\sqrt{g}}_\mu \left(\sqrt{g}J^\mu \right)=0,$$
(26)
which express the conservation of four-dimensional energy and momentum. To ensure that these quantities are conserved in the presence of a singularity, we demand that the flux into the singularity vanishes

$$\underset{z\mathrm{}}{lim}\sqrt{g}J^z=\underset{z\mathrm{}}{lim}\sqrt{g}g^{zz}\frac{1}{2}_i\mathrm{\Phi }_z\mathrm{\Phi }=0.$$
(27)
The solution for $`\mathrm{\Phi }`$ take the same form as the solutions for $`\overline{h}_{ij}`$, i.e., $`\mathrm{\Phi }e^{3A(z)/2}\psi (z)`$ with $`\psi `$ given in Eq. (22). Using the asymptotic form $`\psi (z)a\mathrm{sin}(c\kappa z)+b\mathrm{cos}(c\kappa z)`$, we find for the flux

$$\underset{z\mathrm{}}{lim}e^{3A(z)/2}\psi (z)_z\left(e^{3A(z)/2}\psi (z)\right)\psi (z)\left((3b+2a\kappa )\mathrm{cos}(c\kappa z)+(3a2b\kappa )\mathrm{sin}(c\kappa z)\right),$$
(28)
which does not vanish for any choice of $`a,b,\kappa `$ except $`a=b=0`$. This implies that that the unitary boundary conditions eliminate all continuum modes from the spectrum. It is easy to check that the two discrete modes do not generate any flux into the singularity, so the unitary spectrum consists of these two modes. We expect similar results if we impose unitary boundary conditions in either the thin wall setup of  or the thick wall versions in . In those cases only the four-dimensional massless graviton survives, and the continuum of KK states are projected out.

This situation should be contrasted with the example encountered in . In that case the potential in the quantum mechanics problem diverges near the singularity. This results in an infinite tower of eigenfunctions with discrete eigenvalues. The potential in our example asymptotes to a constant near the singularity, so we get a continuum of plane wave states. It turns out to be impossible to satisfy the no flux condition with these solutions, which implies that all of these states are projected out.

We close this section with a brief comment on the solutions with $`\overline{\mathrm{\Lambda }}=0`$ and $`n>1`$. For $`n=2`$ the transformation to conformally flat coordinates is given by $`z=\mathrm{tan}(cr)/c`$ and the conformal factor reads $`A(z)=\mathrm{log}(1+c^2z^2)`$. The potential in the quantum mechanics problem is given by

$$V_{QM}=3c^2\frac{14c^2z^2}{(1+c^2z^2)^2}.$$
(29)
This potential appeared previously in  and a similar potential was discussed in detail in . Unlike the $`n=1`$ potential, this potential asymptotes to zero for large $`z`$. There is one discrete bound state at threshold and a continuum of states that asymptote to plane waves as $`z\pm \mathrm{}`$. We can repeat the analysis above for this potential with essentially the same result. Imposing unitary boundary conditions eliminates the continuous spectrum, leaving only the four-dimensional graviton, while invoking the $`AdS`$/CFT correspondence allows us to retain the continuum. In that case the entire fifth dimension gets reinterpreted as a non-conformal field theory on the four-dimensional slice, and any bulk excitations should be viewed as excitations of this field theory.

## IV Discussion and speculations

In this note we worked out an example of a thick domain wall that interpolates between two spaces with naked singularities. Our example is simple enough that we can compute the spectrum of the graviton KK modes exactly. It is possible to extend this solution to domain walls with cosmological constants in the four-dimensional slices. These domain walls can be viewed as non-singular analogs of the bent thin domain walls that appeared in the literature as cosmological extensions of the setup in .

There are other reasons for considering this type of thick wall. Thick walls with four-dimensional Minkowski slices can be obtained from a first order “superpotential” formalism, but to find bent solutions one needs to solve the non-linear equations of motion directly. In this sense the bent walls are more generic than the flat examples.

The traditional approach to rendering naked singularities harmless consists of imposing unitary boundary conditions on modes propagating in the bulk. If we take this approach for our solution, or for solutions of the type studied in , we project out all continuum modes, leaving only the four-dimensional graviton and other discrete modes if any exist.

The $`AdS`$/CFT correspondence offers another point of view. Most of this section will be devoted to comments and speculations about this correspondence in domain wall settings of the type studied here and in . We would like to emphasize that unlike in the original $`AdS`$/CFT correspondence , there is at present no precise recipe for relating five-dimensional gravity to a boundary field theory in domain wall space-times of the type studied in . Without such a recipe, our comments are necessarily of a very speculative nature, but we hope that some of them may lead to a firmer understanding of this correspondence in time.

Before discussing the thick domain walls studied here and in , let us briefly review how the $`AdS`$/CFT correspondence is expected to work in the scenario of . The setup in  consists of a thin domain wall separating the horizon parts of two $`AdS`$ spaces. Usually the $`𝐙_2`$ symmetry of this space-time is gauged, so that the two slices of $`AdS`$ are identified. The location of the domain wall cuts off the $`AdS`$ space at some finite radial distance. Gravity in the slice of $`AdS`$ is expected to have a dual description as a strongly coupled cutoff CFT on the domain wall.

We can adopt these arguments and apply them to thick domain walls. Let us first consider the domain wall discussed in . It can be viewed as a non-singular version of the setup in , since it interpolates between the horizon parts of two $`AdS`$ spaces. Unlike in the thin wall case, one usually does not mod out by the $`𝐙_2`$ symmetry of the geometry, so we have two independent physical $`AdS`$ spaces. Since the thick domain wall smoothly connects the two slices of $`AdS`$, there is no sharp cutoff as in the thin wall case. A possible interpretation of this is that a smooth domain wall corresponds to a soft (or softer) cutoff in the field theory. From the field theory perspective this is more desirable than the sharp cutoff imposed by a thin wall. While there is no known regularization scheme with a sharp cutoff that preserves four-dimensional Poincare invariance, we have a candidate for a soft cutoff. Dimensional Regularization preserves the desired invariances and corresponds to a soft cutoff in momentum space. Thick domain walls may be more appealing from the field theory point of view, but in gravity they pose additional challenges. For instance, it is not clear where the four-dimensional field theory is supposed to live, since the space does not have a boundary. This problem could potentially be cured by orbifolding the thick domain wall, which introduces a boundary at $`z=0`$. The geometry already has a $`𝐙_2`$ symmetry, so orbifolding it simply identifies the two $`AdS`$ spaces, but the derivative of the scalar does not vanish at $`z=0`$, so we need to put a source for it on the orbifold fixed point. Orbifolding the space should not affect our speculation that the thick domain wall corresponds to a soft cutoff in the CFT.

We now turn to the examples studied here. The main difference is that we are considering thick domain walls that interpolate between singular spaces. As mentioned before, such singular spaces appear in $`AdS`$ flows to non-conformal theories, so we speculate that we can replace our singular five-dimensional geometry by a non-conformal four-dimensional field theory with a soft cutoff. This speculation is even harder to make precise than the previous one, because five-dimensional gravity fails near the singularity and higher dimensional gravity or string theory has to come to the rescue. Nonetheless, we will forge ahead and offer some speculations on the field theory interpretations of the singularities we studied here.

We will discuss the $`\overline{\mathrm{\Lambda }}=0`$ solutions given in Eq. (12). For $`n=1`$ the spectrum consist of the massless four-dimensional graviton, an excited state with $`m=\sqrt{2}c`$, and a continuum of states with masses $`mm_{gap}=3c/2`$. If we assume that our singular space corresponds to a non-conformal theory such as SYM or QCD, we can attempt to interpret this KK spectrum. A confining theory will have a strong coupling scale, $`\mathrm{\Lambda }_{QCD}`$, which sets the mass scale for the light states in the theory. We can interpret the mass gap found in the KK modes as the energy needed to make the lightest particle in the non-conformal field theory. The presence of the mass gap in our solution at least does not automatically rule it out. Unfortunately we do not have a good interpretation for the single massive resonance in the spectrum. This state should not have a field theory counterpart, since it is localized on the domain wall and does not propagate out to the singularity. Luckily we can eliminate this state by imposing the orbifold projection discussed above for the $`AdS`$ domain wall. This provides us with a boundary and eliminates this unwanted state. If a version of the $`AdS`$/CFT correspondence can be formulated at all, it is likely to be in the orbifolded case.

We also briefly discuss the solution for $`n=2`$. The equivalent quantum mechanics problem in that case cannot be solved completely, but we can obtain enough information to discuss this case in the light of the $`AdS`$/CFT correspondence. The spectrum in this case is very much like that found in . We find a single massless graviton and a continuum of plane wave states with masses starting at zero. Unlike the case studied in  this space has naked singularities at a finite distance from the domain wall. These singularities imply that, if this space has a field theory interpretation, it should be in terms of a non-conformal theory. We have already discussed the confining case above. Since there is no mass gap in the $`n=2`$ case, we suggest that this space may correspond to a theory that is free in the infrared. Such a theory would have excitations with masses that are continuous from zero. From the original form of the $`AdS`$/CFT correspondence we expect the gravity description to break down completely if the field theory becomes weakly coupled. This makes it unlikely that the singularity for $`n=2`$ can be resolved by lifting to ten dimensions. The dual description should require string theory on some highly curved manifold.

Unfortunately all of our speculations follow from the assumption that we can use the $`AdS`$/CFT correspondence to gain some intuition about the domain wall space-times we studied here. To make any of our statements more precise we would need a formulation of the $`AdS`$/CFT correspondence along the lines of . This is clearly a necessary ingredient if we want to study domain walls in singular space-times in a more reliable and systematic way.

As this paper was nearing completion,  and  appeared. These papers have no direct overlap with the results here, but they provide another motivation for studying singular spaces. These papers discuss an intrinsically higher dimensional approach to solving the cosmological constant problem. In their analysis they naturally encounter spaces with singularities at finite distances. While it is not clear if the spaces we discussed here can be used in that context, their results provide another piece of evidence that singular spaces may play an important role in domain wall universe scenarios.

After this paper was submitted a first order formalism for bent thick domain walls appeared in the newest version of .

###### Acknowledgements.

It is a pleasure to thank Miguel Costa, Josh Erlich, Igor Klebanov, Lisa Randall, Yuri Shirman, and Kostas Skenderis for comments and helpful conversations. This work was supported in part by DOE grants #DF-FC02-94ER40818 and #DE-FC-02-91ER40671.


text:
# 1 Predicted abundance pattern 𝑃(𝑛) (probability for a taxon to have 𝑛 subtaxa) of the branching model with different values of 𝑚. The curves have been individually rescaled.

## Abstract

For taxonomic levels higher than species, the abundance distributions of number of subtaxa per taxon tend to approximate power laws, but often show strong deviationns from such a law. Previously, these deviations were attributed to finite-time effects in a continuous time branching process at the generic level. Instead, we describe here a simple discrete branching process which generates the observed distributions and find that the distribution’s deviation from power-law form is not caused by disequilibration, but rather that it is time-independent and determined by the evolutionary properties of the taxa of interest. Our model predicts—with no free parameters—the rank-frequency distribution of number of families in fossil marine animal orders obtained from the fossil record. We find that near power-law distributions are statistically almost inevitable for taxa higher than species. The branching model also sheds light on species abundance patterns, as well as on links between evolutionary processes, self-organized criticality and fractals.

Taxonomic abundance distributions have been studied since the pioneering work of Yule , who proposed a continuous time branching process model to explain the distributions at the generic level, and found that they were power laws in the limit of equilibrated populations. Deviations from the geometric law were attributed to a finite-time effect, namely, to the fact that the populations had not reached equilibrium. Much later, Burlando  compiled data that appeared to corroborate the geometric nature of the distributions, even though clear violations of the law are visible in his data also. In this paper, we present a model which is based on a discrete branching process whose distributions are time-independent and where violations of the geometric form reflect specific environmental conditions and pressures that the assemblage under consideration was subject to during evolution. As such, it holds the promise that an analysis of taxonomic abundance distributions may reveal certain characteristics of ecological niches long after its inhabitants have disappeared.

The model described here is based on the simplest of branching processes, known in the mathematical literature as the Galton-Watson process. Consider an assemblage of taxa at one taxonomic level. This assemblage can be all the families under a particular order, all the subspecies of a particular species, or any other group of taxa at the same taxonomic level that can be assumed to have suffered the same evolutionary pressures. We are interested in the shape of the rank-frequency distribution of this assemblage and the factors that influence it.

We describe the model by explaining a specific example: the distribution of the number of families within orders for a particular phylum. The adaptation of this model to different levels in the taxonomic hierarchy is obvious. We can assume that the assemblage was founded by one order in the phylum and that this order consisted of one family which had one genus with one species. We further assume that new families in this order are created by means of mutation in individuals of extant families. This can be viewed as a process where existing families can “replicate” and create new families of the same order, which we term daughters of the initial family. Of course, relatively rarely, mutations may lead to the creation of a new order, a new class, etc. We define a probability $`p_i`$ for a family to have $`i`$ daughter families of the same order (true daughters). Thus, a family will have no true daughters with probability $`p_0`$, one true daughter with probability $`p_1`$, and so on. For the sake of simplicity, we initially assume that all families of this phylum share the same $`p_i`$. We show later that variance in $`p_i`$ among different families does not significantly affect the results, in particular the shape of the distribution. The branching process described above gives rise to an abundance distribution of families within orders, and its probability distribution can be obtained from the Lagrange expansion of a nonlinear differential equation . Using a simple iterative algorithm  in place of this Lagrange expansion procedure, we can calculate rank-frequency curves for many different sets of $`p_i`$. It should be emphasized here that we are mostly concerned with the shape of this curve for $`n10^4`$, and not the asymptotic shape as $`n\mathrm{}`$, a limit that is not reached in nature.

For different sets of $`p_i`$, the theoretical curve can either be close to a power-law, a power law with an exponential tail or a purely exponential distribution (Fig. 1).

We show here that there is a global parameter that distinguishes among these cases. Indeed, the mean number of true daughters, i.e., the mean number of different families of the same order that each family gives rise to in the example above,

$`m={\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}ip_i`$ (1)
is a good indicator of the overall shape of the curve. Universally, $`m=1`$ leads to a power law for the abundance distribution. The further $`m`$ is away from $`1`$, the further the curve diverges from a power-law and towards an exponential curve. The value of $`m`$ for a particular assemblage can be estimated from the fossil record also, allowing for a characterization of the evolutionary process with no free parameters. Indeed, if we assume that the number of families in this phylum existing at one time is roughly constant, or varies slowly compared to the average rate of family creation (an assumption the fossil record seems to vindicate ), we find that $`m`$ can be related to the ratio $`R_o/R_f`$ of the rates of creation of orders and families—by

$`m=(1+{\displaystyle \frac{R_o}{R_f}})^1`$ (2)
to leading order .

In general, we can not expect all the families within an order to share the same $`m`$. Interestingly, it turns out that even if the $`p_i`$ and $`m`$ differ widely between different families, the rank-frequency curve is identical to that obtained by assuming a fixed $`m`$ equal to the average of $`m`$ across the families (Fig. 2), i.e., the variance of the $`p_i`$ across families appears to be completely immaterial to the shape of the distribution—only the average $`\mu m`$ counts.

In Fig. 3, we show the abundance distribution of families within orders for fossil marine animals , together with the prediction of our branching model. The theoretical curve was obtained by assuming that the ratio $`R_o/R_f`$ is approximated by the ratio of the total number of orders to the total number of families

$$\frac{R_o}{R_f}\stackrel{}{=}\frac{N_o}{N_f}$$
(3)
and that both are very small compared to the rate of mutations. The prediction $`\mu =0.9(16)`$ obtained from the branching process model by using (3) as the sole parameter fits the observed data remarkably well ($`P=0.12`$, Kolmogorov-Smirnov test, see inset in Fig. 3). Alternatively, we can use a best fit to determine the ratio $`R_o/R_f`$ without resorting to (3), yielding $`R_o/R_f=0.115(20)`$ ($`P=0.44`$). Fitting abundance distributions to the branching model thus allows us to determine a ratio of parameters which reflect dynamics intrinsic to the taxon under consideration, and the niche(s) it inhabits. Indeed, some taxa analyzed in Refs.  are better fit with $`0.5<\mu <0.75`$, pointing to conditions in which the rate of taxon formation was much closer to the rate of subtaxon formation, indicating either a more “robust” genome or richer and more diverse niches.

In general, however, Burlando’s data  suggest that a wide variety of taxonomic distributions are fit quite well by power laws ($`\mu =1`$). This seems to imply that actual taxonomic abundance patterns from the fossil record are characterized by a relatively narrow range of $`\mu `$ near $`1`$. This is likely within the model description advanced here. It is obvious that $`\mu `$ can not remain above $`1`$ for significant time scales as this would lead to an infinite number of subtaxa for each taxon. What about low $`\mu `$? We propose that low values of $`\mu `$ are not observed for large (and therefore statistically important) taxon assemblages for the following reasons. If $`\mu `$ is very small, this implies either a small number of total individuals for this assemblage, or a very low rate of beneficial taxon-forming (or niche-filling) mutations. The former might lead to this assemblage not being recognized at all in field observations. Either case will lead to an assemblage with too few taxons to be statistically tractable. Also, since such an assemblage either contains a small number of individuals or is less suited for further adaptation or both, it would seem to be susceptible to early extinction.

The branching model can—with appropriate care—also be applied to species-abundance distributions, even though these are more complicated than those for higher taxonomic orders for several reasons. Among these are the effects of sexual reproduction and the localized and variable effects of the environment and other species on specific populations. Still, as the arguments for using a branching process model essentially rely on mutations which may produce lines of individuals that displace others, species-abundance distributions may turn out not to be qualitatively as different from taxonomically higher-level rank-frequency distributions as is usually expected.

Historically, species abundance distributions have been characterized using frequency histograms of the number of species in logarithmic abundance classes. For many taxonomic assemblages, this was found to produce a humped distribution truncated on the left—a shape usually dubbed lognormal . In fact, this distribution is not incompatible with the power-law type distributions described above. Indeed, plotting the fossil data of Fig. 3 in logarithmic abundance classes produces a lognormal (Fig. 4).

For species, $`\mu `$ is the mean number of children each individual of the species has. (Of course, for sexual species, $`\mu `$ would be half the mean number of children per individual.) In the present case, $`\mu `$ less than $`1`$ implies that extant species’ populations decrease on average, while $`\mu `$ equal to $`1`$ implies that average populations do not change. An extant species’ population can decline due to the introduction of competitors and/or the decrease of the size of the species’ ecological niche. Let us examine the former more closely. If a competitor is introduced into a saturated niche, all species currently occupying that niche would temporarily see a decrease in their $`m`$ until a new equilibrium was obtained. If the new species is significantly fitter than the previously existing species, it may eliminate the others. If the new species is significantly less fit, then it may be the one eliminated. If the competitors are about as efficient as the species already present, then the outcome is less certain. Indeed, it is analogous to a non-biased random walk with a possibility of ruin. The effects of introducing a single competitor are transient. However, if new competitors are introduced more or less periodically, then this would act to push $`m`$ lower for all species in this niche and we would expect an abundance pattern closer to the exponential curve as opposed to the power-law than otherwise expected. We have examined this in simulations of populations where new competitors were introduced into the population by means of neutral mutations—mutations leading to new species of the same fitness as extant species—and found that these are fit very well by the branching model. A higher rate of neutral mutations and thus of new competitors leads to distributions closer to exponential. We have performed the same experiment in more sophisticated systems of digital organisms (artificial life)  and found the same result .

If no new competitors are introduced but the size of the niche is gradually reduced, we expect the same effect on $`m`$ and on the abundance distributions. Whether it is possible to separate the effects of these two mechanisms in ecological abundance patterns obtained from field data is an open question. An analysis of such data to examine these trends would certainly be very interesting.

So far, we have sidestepped the difference between historical and ecological distributions. For the fossil record, the historical distribution we have modeled here should work well. For field observations where only currently living groups are considered, the nature of the death and extinction processes for each group will affect the abundance pattern. In our simulations and artificial-life experiments, we have universally observed a strong correlation between the shapes of historical and ecological distributions. We believe this correspondence will hold in natural distributions as well when death rates are affected mainly by competition for resources. The model’s validity for different scenarios is an interesting question, which could be answered by comparison with more taxonomical data.

Our branching process model allows us to reexamine the question of whether any type of special dynamics—such as self-organized criticality  (SOC)—is at work in evolution . While showing that the statistics of taxon rank-frequency patterns in evolution are closely related to the avalanche sizes in SOC sandpile models, the present model clearly shows that instead of a subsidiary relationship where evolutionary processes may be self-organized critical, the power-law behaviour of both evolutionary and sandpile distributions can be understood in terms of the mechanics of a Galton-Watson branching process . The mechanics of this branching process are such that the branching trees are probabilistic fractal constructs. However, the underlying stochastic process responsible for the observed behaviour can be explained simply in terms of a random walk . For evolution, the propensity for near power-law behaviour is found to stem from a dynamical process in which $`\mu 1`$ is selected for and highly more likely to be observed than other values, while the “self-tuning” of the SOC models is seen to result from arbitrarily enforcing conditions which would correspond to the limit $`R_o/R_f0`$ and therefore $`m1`$ .

Acknowledgments. We would like to thank J. J. Sepkoski for kindly sending us his amended data set of fossil marine animal families. Access to the Intel Paragon XP/S was provided by the Center of Advanced Computing Research at the California Institute of Technology. This work was supported by a grant from the NSF.

Correspondence and requests for materials should be addressed to C.A. (e-mail: adami@krl.caltech.edu).


text:
# High Velocity Star Formation in the LMC

## 1. Introduction

The Large Magellanic Cloud (LMC) shows a clear contrast between regular kinematics and irregular structure, with its offcenter bar and lack of any clear stellar spiral morphology. The velocities as traced by carbon star velocities (Graff et al. 2000; Hardy et al. 2000; Kunkel et al. 1997) and by H$`\alpha `$ emmision (Kim et al. 1999) are well fit by a rotating disk although there may be a non-disk component (Graff et al. 2000; Luks & Rohlfs, 1992). The overall velocity dispersion of the carbon stars $`20\mathrm{km}\mathrm{s}^1`$ is small compared to the rotational velocity of the LMC $`(6070\mathrm{km}\mathrm{s}^1)`$ indicating that the stellar component of the LMC is relatively flat and rotationally supported. Moreover, Graff et al. (2000) showed that the younger, metal rich carbon stars in the inner $`4^{}`$ of the LMC have a much lower velocity dispersion, only $`8\mathrm{km}\mathrm{s}^1`$. This contrast suggests that the LMC lies in a nearly face-on plane, but is irregular within that plane.

The three-dimensional structure of LMC dust was measured using the “light-echo” technique on SN1987A by Xu, Crotts & Kunkel (1996). They identified 12 seperate dust sheets. Most significantly, in this work and in a follow up spectroscopic study (Xu & Crotts 1999), they identified three components with the spherical shell N157C enclosing the OB association LH 90. This shell was found to lie 490 pc in front of SN1987A. Including the LMC inclination of $`30^{}`$, the component of this distance perpendicular to the LMC plane is 425 pc.

This distance is much greater than the virial thickness of the young stellar population of the LMC in the location of SN1987A $`90`$ pc (given the local surface density of 100 $`M_{}/\mathrm{pc}^2`$ which we determine below). Thus, it is difficult to imagine how these two young stellar populations came to be so separated. Xu et al. (1996) suggest that SN1987A is a “…runaway star behind the disk of the Large Magellanic Cloud”.

Classical runaway stars can be found high above the Milky Way plane (Conlon et al. 1990). The runaway O and B stars are thought to be ejected by one of two processes: supernova explosions in close binary systems (Blaauw 1961) and strong dynamical interactions in star clusters (Poveda, Ruiz, & Allen 1967; Gies & Bolton 1986). Indeed, Hipparcos measurements of O and B stars have found several runaways that can be identified as having been ejected from particular OB associations (de Zeeuw et al. 1999).

However, Efremov (1991) and Panagia et al. (2000) have identified SN1987A as belonging to KMK 80 (Kontizas, Metaxa & Kontizas 1988) “…a loose young cluster $`12\pm 2`$ Myr old….” (Panagia et al. 2000). Thus, it cannot be a classic runaway star; any of the violent ejection mechanisms discussed above would eject only the single star, and not its cluster.

In the next section, we solve for the initial kinematics of SN1987A and its associated cluster, KMK 80. We find that the cluster formed in the LMC plane, moving with a velocity of $`50\mathrm{km}\mathrm{s}^1`$ perpendicular to the LMC plane.

## 2. Kinematics of SN1987A

We begin by examining the velocities of these two young clusters relative to the LMC. The disk solution of Hardy et al. (2000) at the projected position of SN1987A is $`271\pm 1\mathrm{km}\mathrm{s}^1`$.

By comparison, SN1987A has a redshift of $`286\mathrm{km}\mathrm{s}^1`$ (Meaburn, Bryce & Holloway 1995) while the N157C complex containing LH 90 has a redshift of $`270\mathrm{km}\mathrm{s}^1`$ (Xu & Crotts 1999). Thus, the velocity of LH 90 is perfectly consistent with the LMC disk velocity at this point.

On the other hand, SN1987A is in two respects inconsistent with being a member of the cold population: first, it is moving $`15\mathrm{km}\mathrm{s}^1`$ relative to the disk, faster than the $`8\mathrm{km}\mathrm{s}^1`$ typical of the cold population. Secondly, and more importantly, it lies far above the scale height of the cold population (and even above the scale height of the hot population).

To take account of both effects simultaneously, we define the “verticle energy” of a star to be $`Ev_z^2/2+\mathrm{\Phi }(z)`$ and approximate the potential energy to be $`\mathrm{\Phi }(z)2\pi G\mathrm{\Sigma }|z|`$ for stars of height $`z150`$pc. An examination of the isophotal map of the LMC of de Vaucouleurs (1957) shows that the surface brightness of the LMC in the neigborhood of SN1987A is about 21.7 mag./arcsec2, or 56 $`L_{}\mathrm{pc}^2`$. Assigning a Population I mass-luminosity ratio of 1.7, we derive a mass surface density of roughly $`\mathrm{\Sigma }_{\mathrm{SN1987A}}100M_{}\mathrm{pc}^2`$. We derive a total energy of $`1300(\mathrm{km}\mathrm{s}^1)^2`$ corresponding to a midplane velocity of $`50\mathrm{km}\mathrm{s}^1`$. Thus, the total gravitational energy of the supernova is much too high for it to be a member of the cold population (and somewhat high even for the hot population).

We note that the age of the star cluster containing the supernova is about 12 Myr which is consitent with estimates of the age of the precursor to the supernova. If the star cluster was formed at the LMC plane 12 Myr ago, with a velocity perpendicular to the plane of $`50\mathrm{km}\mathrm{s}^1`$, and this velocity decreased with a gravitational acceleration of $`3\mathrm{km}\mathrm{s}^1\mathrm{Myr}^1`$, it would today be $`400`$pc above the plane moving at $`14\mathrm{km}\mathrm{s}^1`$, consitent with its measured distance of 425 pc above the plane and relative velocity of $`15kms`$.

## 3. Discussion

The match between these numbers is compelling, and we suggest that the entire KMK 80 star cluster was formed 12 Myr ago at the LMC plane, but with an extraordinarily high velocity of $`50\mathrm{km}\mathrm{s}^1`$ perpendicular to the plane. The agreement between age and flight time is typical of most runaway O and B stars in the halo of the Milky Way (Keenan, Brown & Lennon 1986).

We do not know what mechanism could create a star cluster moving at such high velocities. As far as we know, there is no counterpart in the Milky Way. However, we can speculate on two possible mechanisms. First, the cluster might have formed as part of a galactic fountain pushed out of the LMC by supernovae or stellar winds. Such a mechanism was put forward by Xu & Crotts who suggested that SN1987A was formed on a shell of gas pushed out of the LMC by LH 90. These authors noted that SN1987A is on the outskirts of the extremely violent 30 Dor. region.

Second, a dense cloud of gas could have smashed through the LMC disk, triggering star formation in the process with the resulting stars carrying some of the initial momentum of the cloud. This cloud could have been fountain material raining back down onto the LMC disk, or it could have been a high velocity cloud orbiting either the LMC or the Milky Way.

There are a few systems in the Milky Way that might have been formed in processes similar to the KMK 80 cluster. In addition to runaway O stars, the Milky Way Halo also contains young, high velocity, high metallicity A stars (Perry 1969; Rodgers 1971). These stars are all roughly the same age, $`<650`$Myr (Lance 1988), which suggests that they were created from the collsion of a Magellanic Cloud sized galaxy with the Milky Way disk (Rodgers, Harding, & Sadler 1981; Lance 1988). A similar recent collision in the LMC might generate high velocity star formation without breaking up KMK 80.

Gould’s belt (Gould 1874; Pöppel 1997) contains several OB associations in a roughly planar region oriented $`18^{}`$ from the plane of the Milky Way. Comerón & Torra (1994) suggested that Gould’s belt arose from the glancing collision of a high velocity cloud with the Milky Way disk. Perhaps KMK 80 is part of a similar structure oriented more nearly perpendicular to the LMC plane.

Logically, there are only two alternatives to our interpretation that KMK 80 formed at high vertical velocity. First, KMK 80 may actually lie in the LMC plane while the progenitor of SN1987A is simply seen projected against this cluster, having been earlier ejected from a binary. This appears to us to be a priori unlikely and can in any event be tested by spectroscopic observations of KMK 80 members. In addition to confirming SN1987A as a radial-velocity member of this cluster, such measurements would yield the metallicity of the cluster and so of the SN1987A progenitor.

Second, SN1987A could actually lie in the LMC plane while N157C lies 490 pc closer to us. Then, either LH 90 would still be at the center of N157C, or it would lie in the LMC plane and be seen by chance projected against the center of this cloud. In the first case, one would still have the same problem of an OB association lying far from the LMC plane. As for the second case, the probability of a chance projection of two such naturally associated structures seems incredibly low. In either case, KMK 80 would have to have been born with a vertical energy at least equal to its present kinetical energy of $`(15\mathrm{km}\mathrm{s}^1)^2`$, which is still quite high. Moveover, the N157C cloud would have to have exactly the same radial velocity as the LMC plane despite the fact that it lies $`400`$pc from it. Hence, the various alternatives to our interpretation, while not actually ruled out, require extraordianry combinations of coincidences.

We thank Arlin Crotts, Yuri Efremov and David Weinberg for useful discussions. This work was supported in part by grant AST 97-27520 from the NSF.


text:
# Random triangle in square: geometrical approach

## I Intro

We call our approach geometrical as instead of considering 6-fold integral in abstract space we consider random triangle (RT) inside the plane rectangle when all possible cases are explicitly apparent.
Area of triangle with vertices p1=(x1,y1), p2=(x2,y2), p3=(x3,y3) is equal to
$`s=\frac{1}{2}(x1(y2y3)+x2(y1+y3)+x3(y1y2)).(1)`$
Let points p1, p2, p3 are randomly (with constant differential probability function) distributed over the rectangle with sides A, B. What is the mean area of triangles with vertices p1,p2,p3?
Answer is evident: zero, as any given triangle corresponds to 6 cases of full permutation of three points at vertices of the triangle. Mean area of this 6 triangles, as given by (1), is zero.
But if we take triangle as geometrical figure and if we consider an area of such a figure as positive value, then we must take absolute value of s in formula (1) and… calculation of relevant integrals become impossible even for Mathematica. So Michael Trott in his recent brilliant paper in Mathematica Journal  found 496 different integrals each over subregion with the same sign of $`s`$, and then used Mathematica to solve such an enormously difficult task. Needless to say that M.Trott’s stunning skill of using Mathematica is far out of scope of ordinary reader (as me, e.g.), so I’ve spend some three weeks in searching a more simple solution. The result is most easily get by the explicit geometrical approach.

## II Geometrical approach

Here we consider RT in square (=right rectangle) with side length $`A`$. First observation is that due to points symmetry we may simplify problem by considering particular relation between points. For example, as we will do here, we may consider only case $`x1<x2<x3`$ with due account of normalizing condition.
First point (p1) may take any position inside the square, so the region of integration over x1, y1 is $`0<x1<A;0<y1<A`$ at all cases considered further.
Now we should discriminate two cases of relation between ordinates of 1st and 2nd points: 1) $`y2>y1`$ and 2) $`y2<y1`$.

### A $`y2>y1`$

In this case, important is relation between two angular coefficients $`k1`$ and $`k2`$:
$`k1=(Ay1)/(Ax1);k2=(y2y1)/(x2x1)`$.
$`\mathrm{𝐤𝟐}>\mathrm{𝐤𝟏}`$. In this case the line $`(p1,p2)`$ crosses the upper side of square at the point $`(x31m,A)`$ with $`x31m=(Ay2)/k2+x2`$, see Fig.1 , panel 1A.

The region of integration over $`x2,y2`$ is:
$`x1<x2<A;y21m<y2<A,y21m=k1(x2x1)+y1.`$
The first region of integration over $`x3,y3`$ is : $`x2<x3<x31m;k2(x3x2)+y2<y3<A`$, region 1+, panel 1A, Fig. 1.
At this region formula (1) gives positive value as points $`(p1,p2,p3)`$ make right-handed system: moving in direction $`(p1p2p3p1)`$ we make counter-clockwise rotation.
Now we are ready to calculate first integral:

$$I1=_0^A𝑑x1_0^A𝑑y1_{x1}^A𝑑x2_{y21m}^A𝑑y2_{x2}^{x31m}𝑑x3_{k2(x3x2)+y2}^A(s)𝑑y3=\frac{A^8}{34560}.$$

Second integral appears from region ”under” the first integral’s region, region 2-, panel 1A, Fig. 1, and here formula (1) should be taken with negative sign:

$$I2=_0^A𝑑x1_0^A𝑑y1_{x1}^A𝑑x2_{y21m}^A𝑑y2_{x2}^{x31m}𝑑x3_0^{k2(x3x2)+y2}(s)𝑑y3=\frac{23A^8}{34560}.$$

Note that 2nd integral differs from 1st one only by integration boundaries over $`y3`$ (and by sign of $`s`$).
Also, the interesting exact relation occurs between numerical values of two considered integrals : $`I2=23I1.`$
Last integral at the case $`\mathrm{𝐤𝟐}>\mathrm{𝐤𝟏}`$, corresponding to region 3-, panel 1A, Fig. 1, is;

$$I3=_0^A𝑑x1_0^A𝑑y1_{x1}^A𝑑x2_{y21m}^A𝑑y2_{x31m}^A𝑑x3_0^A(s)𝑑y3=\frac{7A^8}{1728}=140I1.$$

Note that all three multiple integrals have the same first four particular integral regions and we may write down them in a more compact form, but we will not do this pure ”decorative” operation.
$`\mathrm{𝐤𝟐}<\mathrm{𝐤𝟏}`$. In this case and still at $`\mathrm{𝐲𝟏}<\mathrm{𝐲𝟐}`$, the line $`(p1,p2)`$ crosses the right side of square; now the region of integration over $`y2`$ is $`y1<y2<y21m,`$ and we have two different regions of integration over $`p3`$:
$`x2<x3<A,`$ $`k2(x3x2)+y2<y3<A,`$ with positive $`s`$, region 4+, panel 1B, Fig. 1,which gives $`I4`$, and
$`x2<x3<A,0<y3<`$ $`k2(x3x2)+y2,`$ with negative $`s`$, r. 5-. p. 1A, Fig. 1, which gives $`I5`$.
Therefore we have two additional integrals:

$$I4=_0^A𝑑x1_0^A𝑑y1_{x1}^A𝑑x2_{y1}^{y21m}𝑑y2_{x2}^A𝑑x3_{k2(x3x2)+y2}^A(s)𝑑y3=\frac{19A^8}{34560}=19I1.$$

$$I5=_0^A𝑑x1_0^A𝑑y1_{x1}^A𝑑x2_{y1}^{y21m}𝑑y2_{x2}^A𝑑x3_0^{k2(x3x2)+y2}(s)𝑑y3=\frac{37A^8}{34560}=37I1.$$

### B  $`y2<y1`$

Now important is relation between two coefficients $`k3`$ and $`k4:`$
$`k3=y1/(Ax1);k4=(y1y2)/(x2x1)`$.
$`\mathrm{𝐤𝟒}<\mathrm{𝐤𝟑}`$. If $`k4<k3,`$ then the line $`(p1,p2)`$ crosses the right side of square , see panel 1C, Fig. 1, and we have the case completely analogous to the case considered in the previous section (see also panel 1B) and two integrals, I6 with positive $`s`$ and I7 with negative $`s`$, are equal to I4 and I5 respectively. Here our geometrical approach is particularly explicitly demonstrate his power: it is sufficient to look at panels 1A - 1D of the Fig. 1 to be convinced that actually we have only two different cases, one case when line (p1,p2) crosses two opposite sides of square and second case when line (p1,p2) crosses two adjacent sides of square.
$`\mathrm{𝐤𝟒}>\mathrm{𝐤𝟑}`$. Now the line (p1,p2) crosses lower side of square, panel 1D, Fig. 1, and we have in essence the case coinciding with previous one, panel 1A, Fig. 1, so we have another three integrals with values actually found before: I8=I1, I9=I2, and I10=I3.
Now sum of all 10 integrals is equal to $`II=11A^8/864.`$ The normalizing coefficient is found by calculating a sum of abovementioned 10 integrals with (+/-s)=1 in all cases which gives $`JJ=A^6/6,`$ that is 1/6 of volume of hypercube with side A. So the mean area of random triangle inside the square is $`II/JJ=11/144`$ of host-figure’s square, $`A^2`$.

## III RT in rectangle

Our geometrical approach allows easily to calculate also the mean area of random triangle when host-figure is rectangle. Being experienced with the square case we consider here only two cases leading to 5 integrals.
As result, we present a simple and transparent Mathematica’s code for calculating the mean area of random triangle in rectangle with sides A and B.

```
(* y2\,>\,y1 *)
k1=(B-y1)/(A-x1);k2=(y2-y1)/(x2-x1); Y2=k1*(x2-x1)+y1; Y3=k2*(x3-x1)+y1;
(* k2\,>\,k1 *)
X=(B-y2)/k2+x2;
I1:=Integrate[s,x1,0,A,y1,0,B,x2,x1,A,y2,Y2,B, x3,x2,X,y3,Y3,B];
(* I1=A^4*B^4/34560 *)
I2:=Integrate[-s,x1,0,A,y1,0,B,x2,x1,A,y2,Y2,B, x3,x2,X,y3,0,Y3];
(* I2=23*I1 *)
I3:=Integrate[-s,x1,0,A,y1,0,B,x2,x1,A,y2,Y2,B, x3,X,A,y3,0,B];
(* I3=140 I1 *)
(* k2\,<\,k1 *)
I4:=Integrate[s,x1,0,A,y1,0,B,x2,x1,A,y2,y1,Y2, x3,x2,A,y3,Y3,B];
(* I4=19*I1 *)
I5:=Integrate[-s,x1,0,A,y1,0,B,x2,x1,A,y2,y1,Y2, x3,x2,A,y3,0,Y3];
(* I5=37*I1 *)
I15=I1+I2+I3+I4+I5; (* I15=11*A^4*B^4/1728 *)
(*calculation of normalizing coefficient*)
s=1;J1=I1;(* J1=A^3*B^3/432 *);s=-1;J2=I2;(* J2=5*J1 *)
s=-1;J3=I3;(* J3=18*J1 *);s=1;J4=I4;(* J4=5*J1 *)
s=-1;J5=I5;(* J5=7*J1 *); J15=J1+J2+J3+J4+J5; (*J15=A^3*B^3/12*);
MeanSquareOfRandomTriangleInRectangle=I15/J15;(* = (11/144)*A*B *)
(*MeanSquareOfRandomTriangleInRectangle = 11/144 of rectangle’s square*)

```

## IV RT in square frame

Now we consider the related problem of random triangle in square frame. Let three points are randomly (with constant differential probability function) distributed along the sides of unit square (side length and square being 1). What is the mean area of triangles formed by these points as vertices?
The solution is elementary, but we consider it for pure pedagogical purposes. First observation is that due to symmetry of square and due to symmetry of points it is sufficient to assume that 1st particle is at bottom side of square. Then four different cases should be considered.
2nd particle is also at bottom side
Let 3rd particle moves with constant linear velocity along all sides of the the square. We are looking for value of integral over coordinates of 3rd particle and then over coordinates of 2nd particle which is allowed to move only along the bottom side of square.
In the Mathematica’s language we should calculate the following path integral:

```
s[x1_,y1_,x2_,y2_,x3_,y3_]:=(1/2)*Abs[(x1*(y2-y3)+
x2*(-y1+y3)+x3*(y1-y2))]:
I1:=Integrate[(Integrate[s[x1,0,x2,0,x3,0],{ x3,0,1}]+
Integrate[s[x1,0,x2,0,1,y3],{ x2, 0,1},{y 3,0,1}]+
Integrate[s[x1,0,x2,0,x3,1],{ x2, 0,1},{ x3,0,1}]+
Integrate[s[x1,0,x2,0,0,y3],{ x2, 0,1},{ y3,0,1}]),{x2,0,1}]

```

Result is $`I1=\frac{1}{2}x1+x1^2.`$
2nd particle is at the right side of the square
The relevant integral which we do not write down is equal to $`I2=\frac{118x1+3x1^2}{12}.`$
2nd particle is at the upper side of the square. $`I3=\frac{116x1+6x1^2}{12}.`$
2nd particle is at the left side of the square. $`I4=\frac{6+2x1+3x1^2}{12}.`$
Sum of these for integrals gives $`I14=I1+I2+I3+I4=\frac{17}{6}2x1+2x1^2.`$ Now `Integrate[I14,{x1,0,1}]` gives 5/2. The normalizing coefficient is evidently 16, as we calculate 4 path integrals (over 3rd particle) which of them has path length equal to 4. Final result is: the mean area of random triangle inscribed in unit square is 5/32.
Let us look at this value (and check it!) from another point of view. We divide all sides of unit square to 10 equal parts and let each of three particles take all mid-points of these 40 parts. Then we have 40x40x40x40=640,000 triangles with mean area (as calculated by Mathematica) equal to 249/1600=498/3200 that is very close to 5/32.
So we understand more vividly in what sense the mean area of random triangles inscribed in the square is 5/32.
It is very interesting to compare these two ”mean” values 11/144 and 5/32. First value is 22/45, that is almost exactly 1/2, of the second one. That is mean square of triangles with vertices randomly distributed all over the square is almost exactly half of mean square of triangles vertices of which are allowed to occur only at sides of square.
The reason of considering this last problem is originally related to my attempts to find simple solution of first problem. Is seemed to me that by solving the problem of inscribed triangles I could somehow solve the first problem also. Some hazy ideas about differentiation/integration connection between two problems unfortunately gave no yield and I solved these two problems separately.
What is left is the problem of mean volume of tetrahedron in the cube (M.Trott, personal communication ). I hope that geometrical approach will also help in this much more difficult problem. But if the geometrical approach managed to reduce the number of integrals from 496 cumbersome ones in original solution by M. Trott to 5 very simple integrals, hopefully it will help in tetrahedron-in-cube problem as well.
Numerical value get by Mathematica gives 1/72, but this is not exact value, this is value get by Mathematica’s command `Rationalize[NumericalValue,10^-4]`.

## Acknowledgement

The useful correspondence with M. Trott is highly appreciated.

## References

 M. Trott, Mathematica Journal, v7 i2, 189-197,1998.


text:
# The Detectability of Gamma-Ray Bursts and Their Afterglows at Very High Redshifts

## Introduction

We first show that the GRBs with well-established redshifts could have been detected out to very high redshifts (VHRs). Then, we show that their soft X-ray, optical, and infrared afterglows could also have been detected out to these redshifts.

## Detectability of GRBs

We first show that GRBs are detectable out to very high redshifts. The peak photon number luminosity is

$$L_P=_{\nu _l}^{\nu _u}\frac{dL_P}{d\nu }𝑑\nu ,$$
(1)
where $`\nu _l<\nu <\nu _u`$ is the band of observation. Typically, for BATSE, $`\nu _l=50`$ keV and $`\nu _u=300`$ keV. The corresponding peak photon number flux $`P`$ is

$$P=_{\nu _l}^{\nu _u}\frac{dP}{d\nu }𝑑\nu .$$
(2)
Assuming that GRBs have a photon number spectrum of the form $`dL_P/d\nu \nu ^\alpha `$ and that $`L_P`$ is independent of z, the observed peak photon number flux $`P`$ for a burst occurring at a redshift $`z`$ is given by

$$P=\frac{L_P}{4\pi D^2(z)(1+z)^\alpha },$$
(3)
where $`D(z)`$ is the comoving distance to the GRB. Taking $`\alpha =1`$, which is typical of GRBs , Equation (3) coincidentally reduces to the form that one gets when $`P`$ and $`L_P`$ are bolometric quantities.

Using these expressions, we have calculated the limiting redshifts detectable by BATSE and HETE-2, and by Swift, for the seven GRBs with well-established redshifts and published peak photon number fluxes. In doing so, we have used the peak photon number fluxes given in Table 1 of , taken a detection threshold of 0.2 ph s-1 for BATSE  and HETE-2  and 0.04 ph s-1 for Swift , and set $`H_0=65`$ km s-1 Mpc-1, $`\mathrm{\Omega }_m=0.3`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ (other cosmologies give similar results).

Figure 1 displays the results. This figure shows that BATSE and HETE-2 would be able to detect four of these GRBs (GRBs 970228, 970508, 980613, and 980703) out to redshifts $`2z4`$, and three (GRBs 971214, 990123, and 990510) out to redshifts of $`20z30`$. Swift would be able to detect the former four out to redshifts of $`5z15`$, and the latter three out to redshifts in excess of $`z70`$, although it is unlikely that GRBs occur at such extreme redshifts (see §3 below). Consequently, if GRBs occur at VHRs, BATSE has probably already detected them, and future missions should detect them as well.

## Detectability of GRB Afterglows

The soft X-ray, optical and infrared afterglows of GRBs are also detectable out to VHRs. The effects of distance and redshift tend to reduce the spectral flux in GRB afterglows in a given frequency band, but time dilation tends to increase it at a fixed time of observation after the GRB, since afterglow intensities tend to decrease with time. These effects combine to produce little or no decrease in the spectral energy flux $`F_\nu `$ of GRB afterglows in a given frequency band and at a fixed time of observation after the GRB with increasing redshift:

$$F_\nu (\nu ,t)=\frac{L_\nu (\nu ,t)}{4\pi D^2(z)(1+z)^{1a+b}},$$
(4)
where $`L_\nu \nu ^at^b`$ is the intrinsic spectral luminosity of the GRB afterglow, which we assume applies even at early times, and $`D(z)`$ is again the comoving distance to the burst. Many afterglows fade like $`b4/3`$, which implies that $`F_\nu (\nu ,t)D(z)^2(1+z)^{5/9}`$ in the simplest afterglow model where $`a=2b/3`$ . In addition, $`D(z)`$ increases very slowly with redshift at redshifts greater than a few. Consequently, there is little or no decrease in the spectral flux of GRB afterglows with increasing redshift beyond $`z3`$.

For example,  find in the case of GRB 980519 that $`a=1.05\pm 0.10`$ and $`b=2.05\pm 0.04`$ so that $`1a+b=0.00\pm 0.11`$, which implies no decrease in the spectral flux with increasing redshift, except for the effect of $`D(z)`$. In the simplest afterglow model where $`a=2b/3`$, if the afterglow declines more rapidly than $`b1.7`$, the spectral flux actually increases as one moves the burst to higher redshifts!

As another example, we calculate the best-fit spectral flux distribution of the early afterglow of GRB 970228 from , as observed one day after the burst, transformed to various redshifts. The transformation involves (1) dimming the afterglow,111Again, we have set $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$; other cosmologies yield similar results. (2) redshifting its spectrum, (3) time dilating its light curve, and (4) extinguishing the spectrum using a model of the Ly$`\alpha `$ forest. For the model of the Ly$`\alpha `$ forest, we have adopted the best-fit flux deficit distribution to Sample 4 of  from . At redshifts in excess of $`z=4.4`$, this model is an extrapolation, but it is consistent with the results of theoretical calculations of the redshift evolution of Ly$`\alpha `$ absorbers . Finally, we have convolved the transformed spectra with a top hat smearing function of width $`\mathrm{\Delta }\nu =0.2\nu `$. This models these spectra as they would be sampled photometrically, as opposed to spectroscopically; i.e., this transforms the model spectra into model spectral flux distributions.

Figure 2 shows the resulting K-band light curves. For a fixed band and time of observation, steps (1) and (2) above dim the afterglow and step (3) brightens it, as discussed above. Figure 2 shows that in the case of the early afterglow of GRB 970228, as in the case of GRB 980519, at redshifts greater than a few the three effects nearly cancel one another out. Thus the afterglow of a GRB occurring at a redshift slightly in excess of $`z=10`$ would be detectable at K $`16.2`$ mag one hour after the burst, and at K $`21.6`$ mag one day after the burst, if its afterglow were similar to that of GRB 970228 (a relatively faint afterglow).

Figure 3 shows the resulting spectral flux distribution. The spectral flux distribution of the afterglow is cut off by the Ly$`\alpha `$ forest at progressively lower frequencies as one moves out in redshift. Thus high redshift ($`1z5`$) afterglows are characterized by an optical “dropout” , and very high redshift ($`z5`$) afterglows by an infrared “dropout.”

In conclusion, if GRBs occur at very high redshifts, both they and their afterglows would be detectable.