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# A strong jet/cloud interaction in the Seyfert galaxy IC 5063: VLBI observations

## 1 Introduction

The study of the effects of interactions between the radio plasma ejected from an active nucleus and the interstellar medium (ISM) of the hosting galaxy is presently attracting a lot of interest. In particular, Seyfert and high-redshift radio galaxies appear to be the kind of objects where the effects of such interactions can be very important. They can range from shaping the morphology of the gas in the ISM (with the radio plasma sweeping up material as it advances in the ISM), to the ionisation of the gas itself. While there is little doubt on the presence of such interactions in objects like Seyferts or high-$`z`$ radio galaxies, the actual importance of these effects in determining the overall characteristics of these sources is still a matter of debate.

In some Seyfert galaxies the morphological association between the radio plasma and the optical line-emitting clouds, as well as the presence of disturbed kinematics in these clouds, is striking. In particular, the narrow-line regions (NLR) in Seyfert galaxies (i.e. regions of highly ionised, kinematically complicated gas emission that occupy the central area – up to $`1`$ kpc from the nucleus) often appears to form a ‘cocoon’ around the radio continuum emission (see e.g. Wilson 1997 for a review; Capetti et al. 1996; Falcke, Wilson & Simpson (1998) and references therein). Moreover, outflow phenomena are observed in the warm gas of several Seyfert galaxies (see Aoki et al. 1996 for a summary). Thus, the NLRs represent some of the best examples of regions where interaction between the local ISM and the radio plasma takes place and can be studied in detail.

The situation appears to be different for the atomic hydrogen. Observations of the H I 21-cm line, in absorption, can trace the distribution of this gas in front of the brightest radio components, that are usually observed in the central region of Seyferts (of kpc or sub-kpc size, i.e. co-spatial with the NLRs). Thus, the study of the distribution and kinematics of the cold component of the circumnuclear ISM can nicely complement the optical data. Although H I absorption has been detected in a number of Seyfert galaxies (e.g. NGC 4151 Pedlar et al. 1992; NGC 5929, Cole et al. 1998; Mkn 6, Gallimore et al. 1998 ; see also Brinks & Mundell 1996 and Gallimore et al. 1999 and references therein), most of the investigated objects show single localised H I absorption components that can be explained as rotating, inclined disks or rings aligned with the outer galaxy disk (Gallimore et al. 1999) and only very seldom with gas in a parsec-scale circumnuclear torus (NGC 4151, Mundell et al. 1995). These components are therefore originated by gas that is not in interaction with the radio plasma.

However, more complex H i absorption profiles that cannot be explained by the above mechanism have been observed in at least one Seyfert galaxy, IC 5063. Australia Telescope Compact Array (ATCA) observations of this galaxy (Morganti, Oosterloo & Tsvetanov 1998, hereafter M98) have revealed a very interesting absorption system with velocities up to $`700`$ km s-1 blue-shifted with respect to the systemic velocity. In this object, unlike in other Seyfert galaxies, at least some of the observed H I absorption is originating from regions of interaction between the radio plasma and the ISM, producing an outflow of the neutral gas. This object, therefore, poses a number of interesting questions as: where is the interaction occurring, what are the physical conditions, why such interaction is not seen more often in neutral gas in other Seyfert galaxies?

Previous H I observations were limited by low spatial resolution. In this paper we present the results from new VLBI observations aimed at investigating in more detail its nuclear radio structure and locating where the complex H I absorption observed with ATCA is really occurring.

Throughout the paper we adopt a Hubble constant of $`H_{}=50`$ km s-1, so that 1 arcsec corresponds to 0.32 kpc at the redshift of IC 5063.

## 2 Summary of the properties of IC 5063

IC 5063 is a nearby ($`z=0.0110`$) early-type galaxy that hosts a Seyfert 2 nucleus that emits particularly strong at radio wavelengths ($`P_{1.4\mathrm{GHz}}=6.3\times 10^{23}`$ W Hz-1). This object has been recently studied, both in radio continuum at 8 GHz and in the 21-cm line of H i, using the ATCA (M98). In the continuum, on the arcsecond scale, we find a linear triple structure (see Fig. 1) of about 4 arcsec size ($`1.3`$ kpc), that shows a close spatial correlation with the optical ionised gas, very similar in nature to what is observed in several other Seyfert galaxies (see e.g. Wilson 1997) and indicating that the radio plasma is important in shaping the NLR.

In the H I 21-cm line, apart from detecting the emission from the large-scale disk of IC 5063, very broad ($`700`$ km s-1), mainly blue-shifted absorption was detected against the central continuum source. These line observations could only be obtained with $`7`$ arcsec resolution, the highest resolution achievable with the ATCA at this wavelength. This resolution is too low to resolve the linear continuum structure detected in the 8-GHz continuum image. However, and what makes this absorption particularly interesting is that we were able to conclude (by a careful analysis of the data, see M98 for the detailed discussion) that at least the most blue-shifted absorption is likely to originate against the western (and brighter) radio knot and not against the central radio feature seen at 8 GHz. The large, blue-shifted velocities observed in the absorption profile make it very unlikely that these motions have a gravitational origin (the most blue-shifted H I emission associated with the large-scale H I disk occurs at roughly $`300`$ km s-1with respect to the systemic velocity), and are more likely to be connected to a fast outflow of the ISM caused by an interaction with the radio plasma.

The identification of the central radio feature as the core, and hence that the absorption is occurring against the western lobe, is an important element in interpreting the nature of the absorption detected in IC 5063. In the literature, the core of this galaxy has sometimes been identified with the bright western knot (Bransford et al. 1998), however in our opinion there is compelling evidence that the identification of M98 is correct.

The superposition of the 8-GHz radio image with an optical WFPC2 image available from the HST public archive and with a ground based narrow-band \[O III\] image suggests that the nucleus coincides with the central radio knot (see Figs 3 and 4 from M98). Although, as usual, there is some freedom in aligning the WFPC2 image with the 8-GHz radio image, aligning the western radio knot with the nucleus would require too large a shift. Given that the WFPC2 image was taken through the F606W filter, it contains the bright emission lines of \[O III\]$`\lambda 5007`$, H$`\alpha `$ and \[N II\]$`\lambda \lambda 6548,6584`$, and it gives a good idea of the morphology of the ionised gas. By aligning the nucleus with the central radio knot, a good overall correspondence between the radio morphology and the bright region of optical emission lines is obtained, both in the WFPC2 image and the ground-based \[O III\] image, similar in nature to what is observed in many other Seyfert galaxies. Choosing this alignment, the western radio knot falls right on top of a very bright, unresolved, spike in the WFPC2 image, i.e. the western radio knot would also have a counterpart in the WFPC2 image. The filamentary morphology of the ionised gas of the region just around this spike is suggestive of an interaction between the radio plasma and the ISM and the identification of the western radio lobe with this feature seems natural. Using optical spectroscopy, Wagner & Appenzeller (1989) found off-centre blue-shifted broad emission lines with similar widths as the detected H I absorption at a position 1-2 arcsec west of the nucleus, i.e. coincident with the spike seen in the WFPC2 image. This also suggests that at this position a violent interaction is occurring.

The identification of the core with the central radio knot has been recently confirmed by Kulkarni et al. (1998) from NICMOS images. Three well resolved knots were detected in the emission lines of \[Fe II\], Pa$`\alpha `$ and H2. This emission-line structure shows a direct correspondence with the radio continuum structure. In broad band near IR images they detected a very red point source coincident with the central source seen in the emission lines, consistent with previous suggestions of a dust-obscured active nucleus. The strong \[Fe II\] and H2 emission are usually interpreted as evidence for fast shocks and the direct correspondence between these regions and the radio emission suggest that shocks associated with the radio jet play a role in the excitation of the emission-line knot.

By the same authors, an asymmetry in the H2 distribution was found, with the eastern lobe showing a much weaker emission than the western lobe. This asymmetry can be explained, e.g, if an excess of molecular gas is present on the western side (for example, if the radio jet has struck a molecular cloud).

In the optical, IC5063 shows a very high-excitation emission line spectrum (including \[Fe VII\]$`\lambda \lambda `$5721, 6087; Colina, Spark & Macchetto 1991). The high-excitation lines are detected within 1 - 1.5 arcsec on both sides of the nucleus, about the distance between the radio core and both the lobes. These lines indicate the presence of a powerful and hard ionising continuum in the general area of the nucleus and the radio knots in IC 5063. We have estimated (M98) the energy flux in the radio plasma to be an order of magnitude smaller than the energy flux emitted in emission lines. The shocks associated with the jet-ISM interaction are, therefore, unlikely to account for the overall ionisation and the NLR must be, at least partly, photoionised by the nucleus, unless the lobe plasma contains a significant thermal component (Bicknell et al. 1998).

## 3 VLBI observations

IC 5063 was observed with the Australian Long Baseline Array (LBA) initially in continuum at 13 cm (2.3 GHz), followed by spectral-line observations at the frequency corresponding to the redshifted H I.

The 13-cm observations in June 1996 comprised five stations; Parkes (64 m), Mopra (22 m), the Australia Telescope Compact Array (5$`\times `$22-m dishes as tied-array), the Mount Pleasant 26-m antenna of the University of Tasmania and the Tidbinbilla 70-m antenna of the Canberra Deep Space Communications Complex (CDSCC) near Canberra. The observations used the S2 recording system to record a single 16 MHz band in right-circular polarisation and were correlated at the LBA S2 VLBI correlator of the Australia Telescope National Facility at Marsfield, Sydney.

The 13-cm data were edited and calibrated using the AIPS processing system. After this, the data were exported to DIFMAP (Sheperd 1997) for model fitting and imaging. The final image is presented in Fig. 2 and was made with uniform weighting.

Although the observations were not phase-referenced, absolute position calibration for the 13-cm LBA image was extracted from the delay and rate data, allowing the radio image to be fixed at the $``$0.1 arcsec level in each coordinate, adequate for registration with other images.

The 21-cm observations were made in September 1997 at the redshifted H I frequency of 1407 MHz, recording 16 MHz bandwidths in each circular polarisation. The same array was used, except for the Tidbinbilla 70-m antenna, which has no 21 cm capability. Correlation was in spectral-line mode with 256 spectral channels on each baseline and polarisation.

The editing and part of the calibration of the 21-cm line data was done in AIPS and then the data were transfered to MIRIAD (Sault, Teuben & Wright 1995) for the bandpass calibration. The calibration of the bandpass was done using additional observations of the strong calibrators PKS 1921–293 and PKS 0537–441.

Problems were encountered at Mopra which limited the usefulness of those data. It proved not possible to image the source from the final dataset and instead a simpler analysis using the time-averaged baseline spectra was employed.

## 4 The sub-kpc structure

### 4.1 The radio continuum morphology

The final 13-cm image, shown in Fig. 2, has a beam of $`56\times 15`$mas in position angle (p.a.) $`40^{}`$. The r.m.s. noise is $`0.7`$ mJy beam-1. The total flux is 210 mJy. Because of the high accuracy of the astrometry of this VLBI image, we know that the observed structure corresponds (as expected) to the brighter, western, lobe observed in the 8-GHz ATCA image (see Fig. 2). It is therefore situated at about 0.6 kpc from the nucleus.

The image shows that the lobe appears to have a relatively bright peak ($`77`$ mJy beam-1) and some extended emission to the north-east in p.a. $`40^{}`$ of total size of about 50 mas (or $`16`$ pc). The p.a. is quite different from the p.a. of the arcsecond sized structure seen in the ATCA 8-GHz data (p.a. $`295^{}`$), so there appears to be structure perpendicular to the main radio structure. These kind of distortions are often seen in the radio structure of Seyfert galaxies (e.g. Falcke et al. 1998) and could perhaps result from the interaction of the radio plasma with the environment.

From our data, a brightness temperature of $`\mathrm{T}_\mathrm{B}10^7`$K can be inferred for the VLBI source. This brightness temperature is several orders of magnitude less than the typical values seen in milliarcsecond AGN cores or inner (pc-scale) jets that typically have brightness temperatures between $`10^9`$ and $`10^{11}`$K. However, this temperature is quite commonly found for radio knots detected in Seyfert galaxies (e.g. knot C in NGC 1068, Roy et al. 1998). Unfortunately, we do not have a spectral index of this region on the VLBI scale. The overall spectral index inferred from the ATCA 8.6 and 1.4-GHz images is steep, $`\alpha 1`$, and indeed consistent with a radio lobe or jet. However, unless a detailed multi-frequency spectral index study can be carried out, it is difficult to derive conclusions from this result alone given the complexity often observed in the spectral index of the central regions of Seyfert galaxies.

In summary, we can conclude that the radio morphology, the spectrum and the brightness temperature of the VLBI source are consistent with what expected in a radio lobe.

### 4.2 The H I absorption

As mentioned above, because from the 21-cm line observations useful data could only be obtained on the Parkes-ATCA baseline, we will present only an time-integrated spectral profile of the H I on this baseline. These data correspond to a spatial scale of about 0.1 arcsec.

Fig. 3 shows the continuum-weighted H I absorption profile. Heliocentric, optical velocities are used. For comparison, the spectrum obtained from the previous ATCA observations (with much lower spatial resolution) is superimposed (dashed line). In Fig. 3 we have also indicated the range of the velocities observed as measured for the H I emission of the large-scale disk of IC 5063, as well as the systemic velocity of the galaxy of $`3400`$ km s-1 as derived from the kinematics of the H I emission. The r.m.s. limit to the optical depth is $`0.3`$%.

Fig. 3 shows that a strong absorption signal is detected against the VLBI source. Since from the 13-cm data it followed that the VLBI source corresponds to the western radio lobe, these data now confirm what was believed to be the case from the ATCA data, namely that the absorption is occurring against the western radio lobe. Fig. 4 shows the same data as in Fig. 3, except that both profiles have been normalised to the same optical depth for the most blue-shifted component.

Figs 3 and 4 show quite clearly that the shape of the absorption profile obtained at the high resolution of the VLBI data is quite different in character than that obtained with the ATCA. While in the ATCA data the absorption is relatively uniform in velocity, in the VLBI spectrum the most blue-shifted component is clearly the dominant one. This shows that the most blue-shifted absorption is occurring against a compact radio source, while the absorption at lower velocities is against a more diffuse source. Component ($`A`$) has a central velocity of 2786 km s-1, over 600 km s-1 blue-shifted with respect to the systemic velocity (3400 km s-1), with its bluest wing extending to about 2650 km s-1, or –750 km s-1 relative to the systemic velocity. Component $`A`$ corresponds to the most blue-shifted component found in the ATCA profile, as is illustrated in Fig. 4. At slightly less blue-shifted velocities, but still outside the range of velocities observed in emission, the VLBI data show a second component ($`B`$). The absorption with velocities within the range of the H I emission, as detected in the ATCA profile, is only partly detected in the VLBI spectrum with component $`C`$. No absorption is detect in the velocity range 3000-3200 km s-1. Hence, the absorption seen in the ATCA data at velocities above 3000 km s-1 has become much less prominent compared to the more blue-shifted absorption. Note that this effect is probably even stronger than the data shows, since the low resolution of the ATCA will have caused some filling of the absorption with emission of the H I disk and the ‘true’ absorption is likely to be stronger at these velocities. The ATCA spectrum also showed a faint red-shifted absorption component that is perhaps also detected in the VLBI spectrum.

The column density $`N_{\mathrm{HI}}`$ of the obscuring neutral hydrogen is given by $`N_{\mathrm{HI}}=1.823\times 10^{18}T_s\tau 𝑑v`$ cm -2 where $`T_\mathrm{s}`$ is the spin temperature of the electron. Assuming a spin temperature of 100 K we derive a column density of $`1.7\times 10^{21}`$ atoms cm-2 for the components $`A`$ and $`B`$ and a column density of $`2.5\times 10^{20}`$ atoms cm-2 for the component $`C`$. The main source of uncertainty for the derived column density comes from the assumption in the value of the spin temperature. The presence of a strong continuum source near the H I gas can make the radiative excitation of the H I hyperfine state to dominate over the, usually more important, collisional excitation (see e.g. Bahcall & Ekers 1969). Gallimore et al. (1999) argue that the H I causing the absorption against Seyferts jets is in general at too high densities ($``$$`10^5`$ cm-3) for these effects to be relevant. However, the argument used by Gallimore et al. applies to H I in pressure equilibrium with the NLR, while the absorbing gas in Seyferts in general is not co-spatial with the NLR, but is at larger radii. Because of this the density of the absorbing gas is lower, but the regions are also further removed from the central engine and the spin temperature approaches the kinetic temperature at much lower densities. In our model for IC 5063, the H I causing the most blue-shifted absorption is the skin of a molecular cloud that is being stripped off by the jet (see also §5). Given that typical densities in molecular clouds are in the range $`10^4`$ \- $`10^6`$ cm-3, this is an upper limit to the density of the absorbing gas. But given the large velocities involved, the actual density of the blue-shifted gas could be substantially lower.

The effects on the excitation of the fine-structure line by the local radiation field were already discussed by M98 for the case of IC 5063, where it was concluded that these effects are perhaps important. The column density derived by Kulkarni et al. from the NICMOS observation ($`N_{\mathrm{HI}}5\times 10^{21}`$ atoms cm-2) is slightly higher than our estimate based on a $`T_{\mathrm{spin}}`$ of 100 K, also suggesting that perhaps the spin temperature is somewhat higher than 100 K. For $`T_{\mathrm{spin}}=100`$ K the derived column density is much lower than the value of $`10^{23}`$atoms cm-2 found from X-ray data (Koyama et al. 1992).

## 5 H I, H2 and radio plasma: a possible scenario for the interaction

Summarising, the main result from our new observations is that with the improved spatial resolution, the absorption at velocities outside the range allowed by the rotational kinematics of the large-scale H I disk has become much stronger, while the absorption in the range of velocities of the H I disk has become much less prominent.

From the 13-cm radio continuum VLBI data we have been able to image only the western part of the source observed by the ATCA, while the remaining structure is resolved out.

Thus, all this confirms and completes the picture we derived from the ATCA data, namely that a strong interaction between the radio plasma and the ISM is occurring at the position of the western radio lobe.

Fig. 5 gives a schematic diagram of what we believe is happening in the western lobe of IC 5063. Following the results from NICMOS (Kulkarni et al. 1998), it is likely that the asymmetry observed in the brightness of the H2 (western side brighter than the eastern side) may be explained by an excess of molecular gas on the western side. Thus, the radio plasma ejected from the nucleus appears to interact directly with such a molecular cloud. Because of this interaction, the jet is drilling a hole in the dense ISM, sweeping up the gas and forming a cocoon-like structure around the radio lobe where the gas is moving at high speed and an outflow of gas is created. The increased ultraviolet radiation due to the presence of shocks generated from the interaction, can dissociate part of the molecular gas. This creates neutral hydrogen or even ionised gas if the UV continuum produced by the shocks is hard and powerful enough. The region of ionised gas would correspond to the part of the cocoon closer to where the interaction is occurring, possibly corresponding to both the shocked gas and to the precursor. The complex kinematics of the emission lines in this region observed from the optical emission lines (Wagner & Appenzeller 1989) is consistent with this.

As for the neutral gas, we will observe only the component in front of the radio continuum and therefore, as effect of the outflow produced by the interaction, we will observe only the blue-shifted component. The most blue-shifted component will be seen against the hot spot where the interaction is most intense. Somewhat away from this location, the H I will driven out by the expanding cocoon, but since this is away from the hot spot, this will occur at lower velocities. Moreover, the radio continuum emission from this region is also more extended compared to the small-sized hot spot. Hence the VLBI observation do not detect the absorption at lower velocities, but only the highest velocities against the hot spot (as illustrated in Fig.5).

The origin of the H2 emission can be related to UV or shocks (Draine, Roberge & Dalgano 1983, Sternberg & Dalgano 1989). Although we are not able to distinguish between these two mechanisms, this scenario suggest that there should be in IC 5063 a strong shock component. The H2 emission observed by NICMOS would therefore come from the very dense region (again due to the compression of the gas associated with the interaction) of the molecular cloud.

As we noticed above, not all the components observed in the ATCA data are also visible in the VLBI data. A possible explanation for this is that the components that are missing from the VLBI H I absorption are against continuum emission that is resolved out in our VLBI data, indicating that the cocoon of shocked gas is quite extended and cover at least all the western radio lobe. Alternatively, part of the absorption undetected in the VLBI spectrum can be due to the large-scale disk associated with the dust-lane and also seen in H I in emission, although the continuity of the ATCA absorption profile does not suggest this.

By looking at the velocity field derived for this disk from the H I emission observations (see Fig. 5 in M98) we can see as the western side is the approaching side, therefore showing a blue-shifted velocity relative to the systemic. This means that the large-scale disk being in front of the hot spot could be responsible for component $`C`$, but that it cannot explain the weak red-shifted component unless non circular motions are present in the foreground gas associated with the dust lane. In M98 we hypothesised that the red-shifted component could be associated with a nuclear torus/disk. This was motivated by the fact that the width of the red-shifted component appeared to be similar to the width of the CO profile as observed by Wiklind et al. (1995). However, there seems to be no indication of detection of the nuclear component from the visibility of the continuum associated with the 21-cm data (and by extrapolating the arcsec data, the core flux is probably too weak to be detected and, even more, to produce an absorption) so this hypothesis has to be ruled out. A final possibility is that, apart from the bulk outflow, turbulent motions produced in the shocked region can give rise to clouds with red-shifted velocity.

## 6 Comparison with other Seyfert galaxies

How does IC 5063 compare with other Seyferts galaxies? The results on IC 5063 confirm the more general results obtained by Gallimore et al. (1999) on a sample of Seyfert galaxies, that the H I absorption is not occurring against the core and that the absorbing gas in Seyferts does not trace (except for NGC 4151) the pc-scale gas. In the galaxies studied by Gallimore et al., the absorption is occurring at a few hundred parsec from the core and is caused by the inner regions of, or gas associated with, the large-scale H I disks. This is also happening in IC 5063. The important difference is that in IC 5063 the jet is physically strongly interacting with this H I disk, causing the fast outflow observed for the absorbing material. This makes IC 5063 unique. Only component $`C`$ would exactly fit the scenario proposed by Gallimore et al. It is quite likely a gas cloud at large radius (given its column density), unrelated to the interaction, projected in front of the radio hot spot.

One obvious question is why such kind of absorption (i.e. broad blue-shifted absorption) is so rare. Are the physical conditions in IC 5063 rare, or is there an observational bias?

Some arguments suggest that IC 5063 is a special case. IC 5063 is a very strong radio emitter compared to other Seyfert galaxies. Most of the strong radio flux of IC 5063 is produced in the western radio knot, indicating that the interaction is particularly strong. Also the fact that the western radio knot is much brighter than the eastern one indicates that the conditions near the western lobe are special. It has been noted that IC 5063 belongs to a group of ”radio-excess infrared galaxies” (Roy & Norris 1997), objects that could represent active galactic nuclei hosted in an unusual environment or perhaps dust-enshrouded quasars or their progenitors. It appears that the jet-cloud interaction in IC 5063 is particularly strong. This would make IC 5063 a very suitable object for further detailed studies of jet-cloud interactions in Seyfert galaxies.

One factor is of course that in order to create the strong interaction and the very broad absorption, the jet has to lie more or less in the plane of the H I disk. Only then can the jet have a strong interaction with the ISM. The orientation of the AGN in Seyferts is not correlated with that of the large-scale disk, so the effects seen in IC 5063 should then only occur in a minority of cases.

On the other hand, interactions between the radio plasma and the ISM are common in Seyferts, given that in many Seyfert galaxies, very large velocity widths of the optical emission lines are observed in the NLR (e.g. Aoki et al. 1996 and references therein). Perhaps the high sensitivity in $`\tau `$ of our observations also plays a role. IC 5063 is a strong radio source compared to other Seyfert galaxies that are between 10 and 100 times weaker at radio wavelengths. Therefore only H I absorption with much higher optical depth can be observed against those objects. For example, the Seyfert 2 galaxy NGC 5929 shows a striking morphological similarity (both in the optical and radio) with IC 5063. However, the peak of the radio emission in NGC 5929 is only 24 mJy beam-1, so in this object absorption of a few percent would not be detectable with the noise level of the current observations (Cole et al. 1998). For almost all the galaxies in the sample studied by Gallimore et al. (1999) is the sensitivity not enough to have been able to detect faint, broad absorption like in IC 5063. Moreover, in order to detect broad profiles of the level as in IC 5063 even in strong sources, good spectral dynamic range is required, which is not always easy to obtain (e.g. NGC 1068; Gallimore et al. 1999). It is quite well possible that more cases like IC 5063 will be found if more sensitive observations are performed.

## 7 Conclusions

Using the Australian Long Baseline Array, we have detected a compact radio source of about of 50 mas (or $`16`$ pc) in size (at 13 cm) in the Seyfert galaxy IC 5063. Because of the high positional accuracy of these measurements, we can unambiguously identify this radio knot with the western radio lobe. The hot spot is extended in a direction almost perpendicular to the radio jet.

In 21-cm line observations, we detect absorption very much blue-shifted ($``$700 km s-1) with respect to the systemic velocity. Together with the 13-cm observations, this confirms that the H I absorption is not taking place against the core, but that it is against the western radio knot. At the position of the western radio knot a very strong interaction must be occurring between the radio jet and the ISM. Various arguments suggest that this interaction is particularly strong compared to other Seyfert galaxies. This makes IC 5063 a good candidate for studying the physics of jet-cloud interactions in Seyfert galaxies.

The HI absorption characteristics of IC 5063 are only partially consistent with other absorption studies of Seyfert galaxies. The major absorption component is occuring against the bright radio knot offset a few hundred parsecs from the core. While there are indication that the absorbing material is associated with the large scale H I disk, it is clearly (and violently) disturbed by the passage of the jet. We suspect that more sensitive observations may reveal similar absorption profiles in other Seyfert galaxies with fainter radio sources.

We wish to thank the referee, Jack Gallimore, for his useful comments.


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# Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999.

## Abstract

In January 1999, the authors published a quantitative prediction that the Nikkei index should recover from its 14 year low in January 1999 and reach $`20500`$ a year later. The purpose of the present paper is to evaluate the performance of this specific prediction as well as the underlying model: the forecast, performed at a time when the Nikkei was at its lowest (as we can now judge in hindsight), has correctly captured the change of trend as well as the quantitative evolution of the Nikkei index since its inception. As the change of trend from sluggish to recovery was estimated quite unlikely by many observers at that time, a Bayesian analysis shows that a skeptical (resp. neutral) Bayesian sees her prior belief in our model amplified into a posterior belief $`19`$ times larger (resp. reach the $`95\%`$ level).

keywords: Stock market; Log-periodic oscillations; scale invariance; prediction; Gold; Nikkei; Herding behaviour.

Following the general guidelines proposed in , the authors made in January 1999 public through the Los Alamos preprint server  a quantitative prediction stating that the Nikkei index should recover from its 14 year low (actually 13232.74 on 5 Jan 1999) and reach $`20500`$ a year later corresponding to an increase in the index of $`50\%`$. Furthermore, this prediction was mentioned in a wide-circulation journal which appeared in May 1999 .

Specifically, based on a third-order “Landau” expansion

$$\frac{dF\left(\tau \right)}{d\mathrm{log}\tau }=\alpha F\left(\tau \right)+\beta |F\left(\tau \right)|^2F\left(\tau \right)+\gamma |F\left(\tau \right)|^4F\left(\tau \right)\mathrm{}$$
(1)
in terms of $`\tau ttc`$, where $`t_c=`$ 31 Dec. 1989 is the time of the all-time high of the Nikkei index, the authors arrived at the equation

$$\mathrm{log}\left(p(t)\right)A^{}+\frac{\tau ^\alpha }{\sqrt{1+\left(\frac{\tau }{\mathrm{\Delta }_t}\right)^{2\alpha }+\left(\frac{\tau }{\mathrm{\Delta }_t^{}}\right)^{4\alpha }}}$$

$$\left\{B^{}+C^{}\mathrm{cos}\left[\omega \mathrm{log}\tau +\frac{\mathrm{\Delta }_\omega }{2\alpha }\mathrm{log}\left(1+\left(\frac{\tau }{\mathrm{\Delta }_t}\right)^{2\alpha }\right)+\frac{\mathrm{\Delta }_\omega ^{}}{4\alpha }\mathrm{log}\left(1+\left(\frac{\tau }{\mathrm{\Delta }_t^{}}\right)^{4\alpha }\right)+\varphi \right]\right\},$$
(2)
describing the time-evolution of the Nikkei Index $`p(t)`$. Equation (2) was then fitted to the Nikkei index in the time interval from the beginning of 1990 to the end of 1998, i.e., a total of 9 years. Extending the curve beyond 1998 thus provided us with a quantitative prediction for the future evolution of the Index. In figure 2, we compare the actual and predicted evolution of the Nikkei over 1999. We see that not only did the Nikkei experience a trend reversal as predicted, but it has also followed the quantitative prediction with rather impressive precision, see figure 2. It is important to note that the error between the curve and the data has not grown after the last point used in the fit. This tells us that the prediction has performed well so far. Furthermore, since the relative error between the fit and the data is within $`\pm 2\%`$ over a time period of 10 years, not only has the prediction performed well, but also the underlying model. This analysis represents the correct quantitative evaluation of the performance of the model as well as its predictive power on the Nikkei Index over a quite impressive time-span of 10 years.

We wish to stress that the fulfilling of our prediction is even more remarkable than the comparison between the curve and the data indicates. This, since it included a change of trend: at the time when the prediction was issued, the market was declining and showed no tendency to increase. Many economists were at that time very pessimistic and could not envision when Japan and its market would rebounce. For instance, the well-known economist P. Krugman  wrote July 14, 1998 in the Shizuoka Shimbun at the time of the banking scandal “the central problem with Japan right now is that there just is not enough demand to go around - that consumers and corporations are saving too much and borrowing too little… So seizing these banks and putting them under more responsible management is, if anything, going to further reduce spending; it certainly will not in and of itself stimulate the economy… But at best this will get the economy back to where it was a year or two ago - that is, depressed, but not actually plunging.” Then, in the Financial Times, January, 20th, 1999, P. Krugman wrote in an article entitled “Japan heads for the edge” the following: “…the story is starting to look like a tragedy. A great economy, which does not deserve or need to be in a slump at all, is heading for the edge of the cliff – and its drivers refuse to turn the wheel.” In a poll of thirty economists performed by Reuters (the major news and finance data provider in the world) in October 1998 , only two economists predicted growth for the fiscal year of 1998-99. For the year 1999-2000 the prediction was a meager 0.1% growth. This majority of economists said that “a vicious cycle in the economy was unlikely to disappear any time soon as they expected little help from the government’s economic stimulus measures… Economists blamed moribund domestic demand, falling prices, weak capital spending and problems in the bad-loan laden banking sector for dragging down the economy.”

Nevertheless, we predicted a $`50\%`$ increase of the market in the next 12 months assuming that the Nikkei would stay within the error-bars of the fit. At the time of writing (3rd February 2000), the market is up by $`49.5\%`$ and the error between the prediction and the curve has not increased, see figure 2. Predictions of trend reversals is noteworthy difficult and unreliable, especially in the linear framework of auto-regressive models used in standard economic analyses. The present nonlinear framework is well-adapted to the forecasting of change of trends, which constitutes by far the most difficult challenge posed to forecasters. Here, we refer to our prediction of a trend reversal within the strict confine of equation (2): trends are limited periods of times when the oscillatory behavior shown in figure 2 is monotonous. A change of trend thus corresponds to crossing a local maximum or minimum of the oscillations.

We report one case. In the standard “frequentist” approach to probability  and to the establishment of statistical confidence, this bears essentially no weight and should be discarded as story telling. We are convinced that the “frequentist” approach is unsuitable to assess the quality of such a unique experiment as presented here of the prediction of a global financial indicator and that the correct framework is Bayesian. Within the Bayesian framework, the probability that the hypothesis is correct given the data can be estimated, whereas this is excluded by construction in the standard “frequentist” formulation, in which one can only calculate the probability that the null-hypothesis is wrong, not that the alternative hypothesis is correct (see also  for recent introductory discussions).

Bayes’ theorem states that

$$P(H_i|D)=\frac{P(D|H_i)\times P(H_i)}{_jP(D|H_j)P(D_j)}.$$
(3)
where the sum in the denominator runs over all the different conflicting hypothesis. In words, equation (3) estimates that the probability, that hypothesis $`H_i`$ is correct given the data $`D`$, is proportional to the probability $`P(D|H_i)`$ of the data given the hypothesis $`H_i`$ multiplied with the prior belief $`P(H_i)`$ in the hypothesis $`H_i`$ divided with the probability of the data. In the present context, we use only the two hypotheses $`H_1`$ and $`H_2`$ that our prediction of a trend reversal is correct or that it is wrong. For the data, we take the change of trend from bearish to bullish. We now want to estimate whether the fulfillment of our prediction was a “lucky one”. We quantify the general atmosphere of disbelief that Japan would recover by the value $`P(D|H_2)=5\%`$ for the probability that the Nikkei will change trend while disbelieving our model. We assign the classical confidence level of $`P(D|H_1)=95\%`$ for the probability that the Nikkei will change trend while believing our model.

Let us consider a skeptical Bayesian with prior probability (or belief) $`P(H_1)=10^n`$, $`n1`$ that our model is correct. From (3), we get

$$P(H_1|D)=\frac{0.95\times 10^n}{0.9510^n+0.05\times (110^n)}.$$
(4)
For $`n=1`$, we see that her posterior belief in our model has been amplified compared to her prior belief by a factor $`7`$ corresponding to $`P(H_1|D)70\%`$. For $`n=2`$, the amplification factor is $`16`$ and hence $`P(H_1|D)16\%`$. For large $`n`$ (very skeptical Bayesian), we see that her posterior belief in our model has been amplified compared to her prior belief by a factor $`0.95/0.05=19`$. Alternatively, consider a neutral Bayesian with prior belief $`P(H_1)=1/2`$, i.e., a priori she considers equally likely that our model is correct or wrong. In this case, her prior belief is changed into the posterior belief equal to

$$P(H_1|D)=\frac{0.95\frac{1}{2}}{0.95\frac{1}{2}+0.05\frac{1}{2}}=95\%.$$
(5)
This means that this single case is enough to convince the neutral Bayesian.

We stress that this specific application of Bayes’ theorem only deals with a small part of the model, i.e., the trend reversal. It does not establish the significance of the quantitative description of 10 years of data (of which the last one was unknown at the time of the prediction) by the proposed model within a relative error of $`\pm 2\%`$.

A question that remains is how far into the future will the Japanese stock market continue to follow equation (2)? Obviously, the Nikkei Index must “break away” at some point in the future even if there are no changes in the overall behaviour and the underlying model thus remains valid. The reason is that the prediction was made using a third order expansion. This means that, as the parameter $`\tau =tt_c`$ in equation (2) continues to increase, this approximation becomes worse and worse and a fourth order term should be included. Presently, we are not ready to present the derivation of such an equation. Furthermore, we expect the numerical difficulties involved in fitting an even more complex equation than equation (2) to be considerable.

Last, we would like to bring to the attention of the reader that not only can bearish markets occasionally be described by the framework underlying equation (2). In fact, bullish markets exhibits such changes of regimes even more frequently, see .

Acknowledgement The authors wish to thank D. Stauffer for his encouragement both with respect to the original work of  as well as the present re-evaluation.


text:
# References

The $`q`$-state Potts model, defined by the lattice Hamiltonian

$$H=J\underset{x,y}{}\delta _{s(x),s(y)},$$

where the spin variable $`s(x)`$ assumes $`q`$ different values (colours), continues to be of fundamental importance in the description of a large variety of critical phenomena, ranging from ferromagnetism to percolation and adsorbed monolayers . It was shown by Baxter that in two dimensions the ferromagnetic model undergoes a phase transition which is continuous for $`q4`$ and first order otherwise . The Coulomb gas  and conformal field theory (CFT)  provided later a complete description of the second order phase transition line, which turned out to correspond to CFT’s with central charge $`c1`$, the value $`c=1`$ corresponding to the end point $`q=4`$. More recently, integrable field theory has lead to new results for the scaling limit of the off-critical model for $`q4`$ .

Concerning the first order transition for $`q>4`$, several exact lattice results – internal energy , magnetisation , correlation length  – are known, but progress through field theoretic methods is generally prevented by the absence of a scaling limit. When $`q`$ approaches 4 from above, however, the correlation length at $`T_c`$ diverges and a continuum description in terms of a massive quantum field theory should be possible. The identification and solution of the quantum field theory describing the limit $`q4^+`$ at $`T_c`$, as well as the determination of the universal critical quantities, are the subject of this note.

The correlation length at criticality of the lattice model is known to behave as

$$\xi ae^{\pi ^2/\sqrt{q4}}$$
(1)
as $`q4^+`$, where $`a`$ is proportional to the lattice spacing, so that the continuum limit corresponds to taking the limits $`a0`$, $`q4^+`$ in such a way that $`\xi `$ remains finite. The presence of an essential singularity rather than a power law divergence in Eq. (1) is characteristic of a perturbing operator which is only marginally relevant (scaling dimension 2) – except that in the original description of the Potts model $`q`$ is a parameter which should be invariant along RG trajectories and therefore such an interpretation needs to be treated with some care. In fact we know that at $`q=4`$ there is such a marginal field $`\psi `$: it was shown by Nienhuis et al.  to correspond to the fugacity for vacancies in the lattice model. When $`\psi <0`$ the transition is second order, with logarithmic modifications to scaling arising from the marginal irrelevance of $`\psi `$, but when $`\psi >0`$, the transition is first order with a correlation length at the transition which diverges as $`\psi 0^+`$ like

$$\xi ae^{1/b\psi }$$
(2)
where $`b`$ is a constant.

The main point is that the scaling limits in which $`a0`$ with $`\xi `$ fixed are identical in these two cases. This may be seen, for example, from the general structure of the RG equations near $`q=4`$ and $`\psi =0`$. Based on the analysis of Nienhuis et al. , Cardy, Nauenberg and Scalapino  argued that these have, to lowest order, the general form

$`d\psi /dl`$ $`=`$ $`b\psi ^2+a(q4)+O(\psi ^3,(q4)\psi ,(q4)^2)`$ (3)
$`dt/dl`$ $`=`$ $`(y_t+c_t\psi )t+O(\psi ^2t,(q4)t,t^2)`$ (4)
$`dh/dl`$ $`=`$ $`(y_h+c_h\psi )h+O(\psi ^2h,(q4)h,th)`$ (5)
where $`t`$ is the deviation from the critical temperature and $`h`$ is a symmetry-breaking field. $`a`$, $`b`$, $`c_t`$ and $`c_h`$ are all constants, certain combinations of which are universal . An important feature of (4,5) is that, to lowest nontrivial order, they do not involve $`q`$. This is because, as may be seen from the first equation, $`q4`$ is effectively $`O(\psi ^2)`$. Integrating (3) up to a value $`\stackrel{~}{l}`$ such that $`\psi (\stackrel{~}{l})=O(1)`$ then gives results for the correlation length $`\xi e^{\stackrel{~}{l}}`$ in agreement with (1,2) in the two cases $`q>4`$ and $`q=4`$, $`\psi >0`$. The various thermodynamic quantities are then found by integrating the other equations up to $`\stackrel{~}{l}\mathrm{ln}\xi `$. To the order stated, the results will be identical in the two cases, when expressed in terms of $`\xi `$. Therefore the scaling limits are identical.

Another way of understanding this is through the mapping of the lattice Potts model to a height model and thence to a Coulomb gas or sine-Gordon theory . From this point of view, $`q`$ is merely a parameter identified with a certain function of the coupling constant conventionally called $`\beta `$. $`q=4`$ corresponds to $`\beta ^2=8\pi `$ at which point the operator corresponding to $`\psi `$ becomes marginal. Within the standard RG picture of the sine-Gordon model, both $`\beta `$ and $`\psi `$ have non-trivial marginal flows. However the scaling limit, corresponding to the massive sine-Gordon theory at $`\beta ^2=8\pi `$, is unique, and therefore describes both the cases $`q4^+`$ and $`\psi 0^+`$ at $`q=4`$.

Having made this observation, we may take over the results of Ref. in which it was pointed out that the scaling limit of the massive $`q=4`$ theory is integrable, and in which the scattering theory and form factors were determined.

In our case, the construction of the scattering theory goes as follows. Along the first order phase transition line, $`q`$ ordered ground states are degenerate with the disordered ground state. The field theory describing the scaling limit $`q4^+`$ has 4 ordered vacuum states $`\mathrm{\Omega }_i`$, $`i=1,\mathrm{},4`$. Invariance under colour permutations implies that, in the order parameter space, they lie at the vertices of a tetrahedron having the disordered vacuum $`\mathrm{\Omega }_0`$ at its center. The elementary excitations of the scattering theory are stable kinks $`K_{0i}(\theta )`$, $`K_{i0}(\theta )`$ interpolating between the center of the tetrahedron and the $`i`$-th vertex, and vice versa. We denote by $`\theta `$ the rapidity variable parameterising the on-shell momenta as $`(p^0,p^1)=(m\mathrm{cosh}\theta ,m\mathrm{sinh}\theta )`$. The mass of the kinks $`m\xi ^1`$ measures the deviation from the conformal point $`q=4`$. The space-time trajectory of a kink on the plane draws a domain wall separating a coloured phase from the disordered one. The space of asymptotic states is made of multi-kink sequences in which adjacent vacuum indices belonging to different kinks have to coincide. For example, up to possible bound states, the lightest excitation interpolating between two ordered vacua is $`K_{i0}(\theta _1)K_{0j}(\theta _2)`$.

The factorisation of multi-kink processes reduces the scattering problem to the determination of the two-kink amplitudes. Colour permutation symmetry allows only for the four elementary processes depicted in Fig. 1. The four amplitudes can be determined as a solution of the requirements of unitarity (crucially simplified by the absence of particle production), crossing and factorisation. The scattering amplitudes of Fig. 1 are given in  and read

$`A_0(\theta )={\displaystyle \frac{e^{i\gamma \theta }}{2}}{\displaystyle \frac{2i\pi \theta }{i\pi \theta }}S_0(\theta ),`$ (6)
$`A_1(\theta )={\displaystyle \frac{e^{i\gamma \theta }}{2}}{\displaystyle \frac{\theta }{i\pi \theta }}S_0(\theta ),`$ (7)
$`B_0(\theta )=e^{i\gamma \theta }{\displaystyle \frac{i\pi +\theta }{i\pi \theta }}S_0(\theta ),`$ (8)
$`B_1(\theta )=e^{i\gamma \theta }S_0(\theta ),`$ (9)
where $`\theta `$ is the rapidity difference of the two kinks, $`\gamma =\frac{1}{\pi }\mathrm{ln}2`$, and

$$S_0(\theta )=\frac{\mathrm{\Gamma }\left(\frac{1}{2}+\frac{\theta }{2i\pi }\right)\mathrm{\Gamma }\left(\frac{\theta }{2i\pi }\right)}{\mathrm{\Gamma }\left(\frac{1}{2}\frac{\theta }{2i\pi }\right)\mathrm{\Gamma }\left(\frac{\theta }{2i\pi }\right)}=\mathrm{exp}\left\{i_0^{\mathrm{}}\frac{dx}{x}\frac{e^{\frac{x}{2}}}{\mathrm{cosh}\frac{x}{2}}\mathrm{sin}\frac{x\theta }{\pi }\right\}.$$
(10)
The absence of poles in the physical strip Im$`\theta (0,i\pi )`$ ensures that there are no bound states and that the four amplitudes above completely determine the scattering theory. This $`S`$-matrix shares evident analytic similarities with that of the $`SU(2)`$-invariant Thirring model. As a matter of fact, the latter is a realisation of the same perturbed CFT on a different particle basis (an $`SU(2)`$ doublet rather than our kinks). The possibility for a single perturbed CFT to be invariant under different symmetry groups and to describe different universality classes is discussed, for example, in Ref. .

Making contact with the thermodynamics requires the computation of correlation functions. In our $`S`$-matrix framework these are obtained as spectral series summing over all multi-kink intermediate states. Neglecting terms of order $`e^{4m|x|}`$ in this large distance expansion, we will approximate the (connected) two-point correlator of a scalar operator $`\mathrm{\Phi }(x)`$ as

$$\mathrm{\Omega }_0|\mathrm{\Phi }(x)\mathrm{\Phi }(0)|\mathrm{\Omega }_0\underset{i=1}{\overset{4}{}}_{\theta _1>\theta _2}\frac{d\theta _1}{2\pi }\frac{d\theta _2}{2\pi }|F_{0i}^\mathrm{\Phi }(\theta _1\theta _2)|^2e^{|x|E_2},$$
(11)
in the disordered phase, and

$$\mathrm{\Omega }_i|\mathrm{\Phi }(x)\mathrm{\Phi }(0)|\mathrm{\Omega }_i_{\theta _1>\theta _2}\frac{d\theta _1}{2\pi }\frac{d\theta _2}{2\pi }|F_{i0}^\mathrm{\Phi }(\theta _1\theta _2)|^2e^{|x|E_2},$$
(12)
in the $`i`$-th ordered phase. Here $`E_2=m(\mathrm{cosh}\theta _1+\mathrm{cosh}\theta _2)`$ is the energy of the two-kink asymptotic state and we introduced the two-kink form factors

$`F_{0i}^\mathrm{\Phi }(\theta _1\theta _2)=\mathrm{\Omega }_0|\mathrm{\Phi }(0)|K_{0i}(\theta _1)K_{i0}(\theta _2),`$ (13)
$`F_{i0}^\mathrm{\Phi }(\theta _1\theta _2)=\mathrm{\Omega }_i|\mathrm{\Phi }(0)|K_{i0}(\theta _1)K_{0i}(\theta _2).`$ (14)
The operators of interest for us are the spin $`\sigma _j(x)=\delta _{s(x),j}1/q`$, and the energy $`\epsilon (x)=_y\delta _{s(x),s(y)}`$, whose scaling dimensions around the $`q=4`$ fixed point are $`X_\sigma =1/8`$ and $`X_\epsilon =1/2`$ .

Some consequences for the physics of the coexisting phases follow immediately from the structure of the scattering theory. The ‘true’ correlation length $`\xi `$ is determined by the large distance decay of the spin-spin correlator as $`\sigma _j(x)\sigma _j(0)e^{|x|/\xi }`$. Then it follows from (11,12) that

$$\xi _o=\xi _d=1/2m$$
(15)
(here and below the subscript $`o`$ ($`d`$) denotes quantities computed in the ordered (disordered) phase). Numerical simulations  and large $`q`$ expansions  suggest that the phase independence of $`\xi `$ holds true for all $`q>4`$.

Since the interfacial tension between two coexisting phases is given by the total mass of the lightest excitation interpolating between them, we also have $`\sigma _{od}=m`$ and $`\sigma _{od}=\sigma _{oo}/2`$. The latter result is known to hold for all for $`q>4`$ .

The relation of the other interesting thermodynamic quantities (spontaneous magnetisation $`M`$, latent heat $`L`$, susceptibility $`\chi `$, specific heat $`C`$, second moment correlation length $`\xi _{2nd}`$) with the connected correlators of $`\sigma _j`$ and $`\epsilon `$, and their behaviour as $`q4^+`$ are

$`M=\mathrm{\Omega }_j|\sigma _j|\mathrm{\Omega }_jB\xi ^{1/8},`$ (16)
$`L=\epsilon _d\epsilon _o\xi ^{1/2},`$ (17)
$`\chi ={\displaystyle d^2x\sigma _j(x)\sigma _j(0)}\mathrm{\Gamma }_{o,d}\xi ^{7/4},`$ (18)
$`C={\displaystyle d^2x\epsilon (x)\epsilon (0)}A_{o,d}\xi ,`$
$`\xi _{2nd}^2={\displaystyle \frac{1}{4\chi }}{\displaystyle d^2x|x|^2\sigma _j(x)\sigma _j(0)}(f_{o,d}\xi )^2.`$ (19)
For the ordered case, the two-point correlators of $`\sigma _j`$ entering $`\chi `$ and $`\xi _{2nd}`$ are computed on the vacuum $`|\mathrm{\Omega }_j`$. Since $`\epsilon (x)`$ is odd under the duality transformation exchanging the low- and high-temperature phases, we have

$$\epsilon _d=\epsilon _o,A_d=A_o.$$
(20)
The critical amplitudes are normalisation dependent but can be combined into a series of universal ratios characterising the scaling limit. We can evaluate the critical amplitudes by integrating the two-particle approximations (11,12) of the correlators. What we need to know are the two-kink form factors of the operators $`\epsilon `$ and $`\sigma _j`$. Once again the result is contained in Ref.  and reads

$`F_{i0,0i}^\epsilon (\theta )=iL{\displaystyle \frac{e^{\pm \frac{\gamma }{2}(\pi +i\theta )}}{\theta i\pi }}F_0(\theta ),`$ (21)
$`F_{i0,0i}^{\sigma _j}(\theta )=M{\displaystyle \frac{4\delta _{ij}1}{6\mathrm{{\rm Y}}_+(i\pi )}}{\displaystyle \frac{e^{\pm \frac{\gamma }{2}(\pi +i\theta )}}{\mathrm{cosh}\frac{\theta }{2}}}\mathrm{{\rm Y}}_\pm (\theta )F_0(\theta ),`$ (22)
with $`\mathrm{{\rm Y}}_{}(\theta )=\mathrm{{\rm Y}}_+(\theta +2i\pi )`$,

$$\mathrm{{\rm Y}}_+(\theta )=\mathrm{exp}\left\{2_0^{\mathrm{}}\frac{dx}{x}\frac{e^x}{\mathrm{sinh}2x}\mathrm{sin}^2\left[(2i\pi \theta )\frac{x}{2\pi }\right]\right\},$$
(23)
$$F_0(\theta )=i\mathrm{sinh}\frac{\theta }{2}\mathrm{exp}\left\{_0^{\mathrm{}}\frac{dx}{x}\frac{e^{\frac{x}{2}}}{\mathrm{cosh}\frac{x}{2}}\frac{\mathrm{sin}^2\left[(i\pi \theta )\frac{x}{2\pi }\right]}{\mathrm{sinh}x}\right\}.$$
(24)
The results we obtain for the universal amplitude ratios are given in Table 1 and compared with those following from the combination of the exact  and series  lattice results for the amplitudes.

|  | Field theory | Lattice |
| --- | --- | --- |
| $`f_d`$ | $`0.6744`$ | $`0.673(8)`$ |
| $`f_o/f_d`$ | $`0.9340`$ | $`0.935(5)`$ |
| $`\mathrm{\Gamma }_d/\mathrm{\Gamma }_o`$ | $`1.1406`$ | $`1.19(5)`$ |
| $`A_d/^2`$ | $`0.1047`$ | $`0.105(3)`$ |
| $`\mathrm{\Gamma }_d/B^2`$ | $`0.06607`$ | $`0.0656(15)`$ |

Table 1. Universal amplitude ratios for the $`q`$-state Potts model at $`T=T_c`$, $`q4^+`$. The field theoretical results are obtained within the two-particle approximation.

The accuracy exhibited by the two-particle approximation does not come as a surprise since it is known as a common feature of this kind of computations within integrable field theory. In the present case the accuracy is enhanced by the low scaling dimensions of the spin and energy operators which lead to mild singularities for their correlators and then to a small contribution of short distances to the integrals. We estimate that the errors on our values for the amplitude ratios do not exceed order 0.1%.

The scaling limit we discussed so far corresponds to $`q4^+`$. At $`q=5`$, however, the correlation length is still some 2500 times the lattice spacing and this suggests that our results for $`q4^+`$ could still provide the basis for an approximate description.

For a generic value of $`q>4`$, the model has $`q+1`$ degenerate ground states at the transition point and the elementary excitations are $`2q`$ kinks going from the disordered vacuum to the $`q`$ ordered vacua, and vice versa. If the correlation length is sufficiently large, an approximate scaling should still hold and then it makes sense to keep for the physical quantities the parameterisations (1619), namely a power of the correlation length times an amplitude. It is easy to see, however, that in the present case we have to allow for a $`q`$-dependence of the amplitudes. Consider in fact the correlator

$$G_{\alpha j}(x)=\mathrm{\Omega }_\alpha |\sigma _j(x)\sigma _j(0)|\mathrm{\Omega }_\alpha ,\alpha =0,i;i,j=1,\mathrm{},q.$$
(25)
Its two-particle approximation in the disordered phase is

$$G_{0j}(x)\underset{i=1}{\overset{q}{}}|F_{0i}^{\sigma _j}|^2e^{E_2|x|}=\frac{q}{q1}|F_{0j}^{\sigma _j}|^2e^{E_2|x|},$$
(26)
where integration over momenta is understood. The last equality follows from colour symmetry and $`_j\sigma _j=0`$ which imply

$$F_{0i,i0}^{\sigma _j}=(q\delta _{ij}1)/(q1)F_{0j,j0}^{\sigma _j}.$$
(27)
When integrating the correlator to obtain the amplitude of, say, the susceptibility in the disordered phase, the form factors computed at $`q=4`$ should give a good approximation as long as $`\xi `$ is large. The explicit factor $`q/(q1)`$ dictated by the number of intermediate states and symmetry, however, has to be taken into account and is expected to determine the main deviation from the $`q4^+`$ value of the amplitude. Following the same reasoning, the susceptibility amplitude in the ordered phase should be basically constant in $`q`$ since there is only one intermediate state. More generally, we are led to expect that the ratios listed in Table 2 are approximately constant in $`q`$ for $`\xi `$ large enough so that the continuum description is accurate. Their values determined from the results of the large $`q`$ expansion and reported in the Table seem to confirm our picture. Our field theory results for $`R_1`$ and $`R_2`$ as $`q4^+`$ are 0.855 and 0.0579, respectively.

| q | $`4^+`$ | 5 | 10 |
| --- | --- | --- | --- |
| $`\xi `$ (lattice units) |  | 2512.24 | 10.559 |
| $`\xi _{2nd}^{(d)}/\xi `$ | $`0.673(8)`$ | $`0.671(3)`$ | $`0.6587(1)`$ |
| $`\xi _{2nd}^{(o)}/\xi _{2nd}^{(d)}`$ | $`0.935(5)`$ | $`0.934(7)`$ | $`0.9579(2)`$ |
| $`R_1=(q1)/q\chi _d/\chi _o`$ | $`0.89(4)`$ | $`0.810(5)`$ | $`0.80399(1)`$ |
| $`R_2=\chi _o/(M\xi )^2`$ | $`0.0550(6)`$ | $`0.0589(2)`$ | $`0.05784(1)`$ |

Table 2. Values obtained combining the exact results of Refs.  and the large $`q`$ expansions of Ref. .

Let us conclude this note by considering the ‘transverse’ susceptibility $`\chi _T`$  obtained integrating $`G_{ij}(x)`$ rather $`G_{jj}(x)`$. From (27), in the two-particle approximation

$$\frac{\chi _T}{\chi _o}\frac{1}{(q1)^2}.$$
(28)
This result is basically a consequence of the nature of the elementary excitations and is expected to hold as a good approximation for all $`q>4`$ at $`T_c`$, as long as $`\xi a`$. We are not aware of lattice results on $`\chi _T`$ for comparison.

In summary, we have shown that the limit $`q4^+`$ in the Potts model defines an integrable massive field theory, whose $`S`$-matrix and form factors may be computed exactly. The results for integrated correlation functions are in excellent agreement with lattice-based numerical results. This shows how methods of continuum field theory are not restricted to the description of second-order transitions only.


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# Active-Sterile neutrino oscillations in the early Universe and the atmospheric neutrino anomaly

## 1 Severe BBN constraints in the two neutrino mixing scenario

The atmospheric neutrino data are nicely explained in terms of neutrino oscillations $`\nu _\mu \nu _\alpha `$. Even though recent results favour the solution $`\alpha =\tau `$, the possibility that $`\nu _\alpha `$ is a sterile neutrino is still not completely excluded by Earth experiments. In anycase it is an interesting issue to know whether the BBN bound is able to rule out the solution $`\nu _\mu \nu _s`$. Neutrino oscillations are potentially able to thermalize the sterile neutrino that would thus contribute as a fourth neutrino species to the expansion rate, modifying the Standard BBN results. The recent indications from quasar absorbers for low values of Deuterium abundance ($`D/H3.4\times 10^5`$) , suggest a BBN bound $`\mathrm{\Delta }N_\nu ^{\mathrm{eff}}<0.9(0.6)`$ at 99.7 % (95.4%) c.l. . In this case the solution $`\nu _\mu \nu _s`$ to the atmospheric neutrino data is definitely ruled out, as it is shown in the left panel of figure 1. In this figure the constraints in the $`\mathrm{sin}^22\theta _0|\delta m^2|`$ plane

have been calculated analytically  in the effective kinetic approach (static approximation) developed by Foot and Volkas . They are in a good agreement with the numerical calculations . Moreover they are valid when it is assumed that the effective total lepton number $`L2L_{\nu _\mu }+L_{\nu _\tau }+L_{\nu _e}(1/2)B_n`$ starts and remains negligible. The quantities $`Q_X(n_Xn_{\overline{X}})/n_\gamma `$ ($`Q=L`$ or $`B`$) are the asymmetries of the particle species $`X`$. For positive $`\delta m^2`$ this picture is correct, but for negative 111We define $`\delta m^2m_2^2m_1^2`$, with $`m_1(m_2)`$ the eigenvalue of the mass eigenstate coinciding with the active (sterile) neutrino interaction eigenstate for zero mixing. $`\delta m^2`$, even though one starts from a situation in which $`L`$ is initially negligible ($`L10^6`$), at a critical temperature $`T_c18\mathrm{MeV}|\delta m^2|^{1/6}`$ this can undergo a phase of rapid growth, first exponentially and afterwards as a power-law . The presence of a large lepton number suppresses the sterile neutrino production  and thus it is legitimate to suspect whether taking into account the generation of lepton number can relax the constraints. The answer is negative. First, the growth occurs only for very small mixing angles and thus in anycase the BBN bound for the atmospheric neutrino solution cannot be evaded and moreover, even for small mixing angles, it occurs too late, when sterile neutrinos have already mostly been produced: therefore the constraints cannot be significantly relaxed. The account of lepton number generation is thus uneffective in a simple two neutrino mixing scenario.

## 2 Three neutrino mixing mechanism to evade the BBN bound

Assuming that the sterile neutrino is also slightly mixed with a heavier tau neutrino, a lepton number $`L`$ can be generated during $`\nu _\tau \nu _s`$ oscillations and it can afterwards suppress the sterile neutrino production during the $`\nu _\mu \nu _s`$ oscillations . Neutrino oscillations are maximally active at $`T_c|\delta m^2|^{\frac{1}{6}}`$. In this case we have two different $`T_c`$, associated with the two different $`\delta m^2`$ that we indicate with $`\delta m_\mu ^2`$ and $`\delta m_\tau ^2`$. Therefore, to have a generation of lepton number before the sterile neutrino production, one has to impose that $`\delta m_\tau ^2>\delta m_\mu ^2`$. Moreover it is clear that one has also to impose that a significant sterile neutrino production does not occur already during the oscillations $`\nu _\tau \nu _s`$. Therefore the constraints discussed previously in the two neutrino mixing scenario must be imposed on the mixing parameters of tau neutrino (dotted line in right side of figure 1). These conditions are still not sufficient and things are made more complicate considering that the two different neutrino oscillations are mutually dependent. While the lepton number is produced from $`\nu _\tau \nu _s`$, it has also the effect of increasing the temperature $`T_c`$ for $`\nu _\mu \nu _s`$ oscillations that are anticipated and participate to the rate of growth of lepton number but with a destroying contribution. If this counter effect is dominant, first the lepton number stops its growth and then is completely destroyed. To avoid this situation the condition $`\delta m_\tau ^2>\delta m_\mu ^2`$ must be largely satisfied. However structure formation arguments do not allow a tau neutrino mass much higher than a few eV’s and thus the lower limit on the $`\delta m_\tau ^2`$ must not be much larger than about $`10\mathrm{eV}^2`$. This can be determined analitically  in the effective kinetic approach. The rate of the total lepton number $`L`$ is simply given by $`dL/dt=2dL_{\nu _\mu }/dt+dL_{\nu _\tau }/dt`$. The first term is the contribution from $`\nu _\mu \nu _s`$ and always destroys $`|L|`$, while the second is the contribution from $`\nu _\tau \nu _s`$ that at the critical temperature drive the growth of $`|L|`$. It is possible to show that $`|dL_{\nu _\alpha }/dt|=k_\alpha \mathrm{sin}^2\theta _\alpha |\delta m_\alpha ^2|`$ where $`k_\alpha `$ is a function of time and does not depend on the mixing parameters. The numerical analysis shows  that if the lepton number stops only once during its growth, then its fate is to be destroyed, otherwise it can grow up to a final value able to suppress the sterile neutrino production. In this way the condition that one has to impose for the lepton number to grow is simply that $`d|L|/dt>0`$ at any time. This is equivalent to impose the condition $`|\delta m_\tau ^2|>\sqrt{C}|\delta m_\mu ^2|/\sqrt{s_\tau ^2}`$ where $`C`$ is the maximum of the ratio $`k_\mu /k_\tau `$ during the evolution of the lepton number. In the right panel of figure 1 the the dot-dashed line corresponds to $`|\delta m_\mu ^2|=10^3\mathrm{eV}^2`$ and $`C=28`$, the value that gives the best fit of the numerical result obtained using the static approximation (dashed line). The thick solid line is the result of a numerical calculation in which the full quantum kinetic equations have been used .

## 3 Chaotical generation of lepton domains ?

The three neutrino mixing mechanism is independent on the final sign of the lepton number. If however the final sign is sensitive to small fluctuations, one can imagine that different points of the early Universe evolve a different sign and that a chaotical generation of lepton domains occurs . In this case one should calculate a further sterile neutrino production deriving from those neutrinos that, crossing the boundaries of lepton domains, encounter a new resonance. This additive production could spoil the evasion of the BBN bound . Is a chaotical generation of lepton domains possible ? A definitive answer to this difficult problem can be obtained only performing the full quantum kinetic calculations including momentum dependence . The results show that the sign is fully determined for a large choice of mixing parameters and only in a restricted region the numerical analysis cannot be conclusive at the present. This region is the thin solid line in the right panel of the figure. It is evident that even assuming that a chaotical generation of lepton domains occurs in this region, determining a sterile neutrino overproduction, the allowed region for the three neutrino mixing mechanism still includes values of $`\delta m^2100\mathrm{e}\mathrm{V}^2`$, corresponding to a tau neutrino mass of a few eV’s. Thus the conclusion is that cosmology cannot exclude the solution $`\nu _\mu \nu _s`$ to the atmospheric neutrino anomaly.

## Acknowledgments

I wish to thank Robert Foot, Paolo Lipari, Maurizio Lusignoli and Ray Volkas for the collaboration and the encouragement during the period of thesis; A.D. Dolgov, K. Enqvist, K. Jedamzik, K. Kainulainen, S. Pastor and A. Sorri for nice discussions during the meeting; the organizers for a great conference.