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# The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash

## 1 Introduction

A series of recent papers  have presented increasing evidence that market crashes as well as large corrections are often preceded by speculative bubbles with two main characteristics: a power law acceleration of the market price decorated with log-periodic oscillations. Here, “log-periodic” refers to the fact that the oscillations are periodic in the logarithm of the time-to-crash. Specifically, it has been demonstrated that the equation

$`F\left(t\right)=A+B\left(t_ct\right)^z+C\left(t_ct\right)^z\mathrm{cos}\left(\omega \mathrm{ln}\left(t_ct\right)\varphi \right)`$ (1)
remarkably well quantifies the time-evolution of the bubble in terms of the price ending with a crash or large correction at a time close to $`t_c`$. This equation corresponds to a first order Fourier expansion of the general power law solution to a “renormalization equation”

$`{\displaystyle \frac{dF\left(t\right)}{d\mathrm{ln}\left(t_ct\right)}}=z+i\omega `$ (2)
around the “critical point” $`t_c`$. Quite remarkable, for all the bubbles in the most liquid markets, e.g., U.S.A., Hong-Kong and the Foreign Exchange Market, the log-frequency $`\omega /2\pi `$ have consistently been close to $`1`$. Within the framework of power laws with complex exponents, or equivalently discrete scale invariance , this corresponds to a prefered scaling ratio $`\lambda e2.7`$: the local period of the log-periodic oscillations decreases according to a geometrical series with the ratio $`\lambda `$. For a range of emergent markets, larger fluctuations were seen in the value of $`\lambda `$, but the statistics resulting from over twenty bubbles were quite consistent with that of the larger markets . In contrast, the “universality” of the value of the real part of the exponent quantifying the acceleration in the price has not been established. From a theoretical view point, this is not surprising: a rational expectation model of bubbles and crashes show that depending on whether the size of the crash is proportional to the price itself or that of the increase due to the bubble, either the logarithm of the price or the price itself is the correct quantity characterising the bubble . Another more technical reason for the larger fluctuations in the exponent $`z`$ comes from the well-known sensitivity in the determination of critical exponents due to finite-size-effects as well as errors in the determination of the value of the critical point $`t_c`$.

The question is whether we, in an objective and non-arbitrary manner, can define a crash and hence when we should expect eq. (1) to be a good description of the preceding bubble? This is the subject of the next section.

## 2 Crashes are Outliers

It is well-known that the distributions of stock market returns exhibit “fat tails”. For example, a $`5\%`$ daily loss in the Dow Jones Industrial Average occurs approximately once every two years while the Gaussian framework would predict one such loss in about a thousand year. Furthermore, the unconditional volatility on various emergent markets is much higher than on developed equity markets . These empirical observations has led to the development of more sophisticated models than the Gaussian, for instance involving power law tails  or stretched exponentials  as well as models allowing for non-stationary of volatility such as ARCH and GARCH models , which better reproduces the statistics of the market fluctuations. Crashes on the other side are the most extreme events and there are two possibilities to describe them :

1. The distribution of returns is stationary and the extreme events can be extrapolated as lying in its far tail. Within this point of view, recent works in finance and insurance have recently investigated the relevance of the body of theory known as Extreme Value Theory to extreme events and crashes .
2. Crashes cannot be accounted for by an extrapolation of the distribution of smaller events to the regime of extremes and belong intrinsically to another regime, another distribution, and are thus outliers.

In order to see which one of these two descriptions is the most accurate, a statistical analysis of market fluctuations  was performed. Instead of looking at the usual “one-point statistics” in terms of the distribution of returns, higher order correlations were included by instead considering so-called draw downs. A draw down is defined as a persistent decrease in the index over consecutive days. Specifically, the daily closing of the Dow Jones was considered disregarding occasional single upwards movements of less than 1%. It was established that the distribution of draw downs of the Dow Jones Average daily closing from 1900 to 1993 is well approximated by an exponential distribution with a decay constant of about $`2\%`$. (As we will soon see the decay is actually slower than that of an exponential). This exponential distribution holds only for draw downs smaller than about $`15\%`$. In other words, this means that all draw downs of amplitudes of up to approximately $`15\%`$ are well approximated by the same exponential distribution with characteristic scale $`2\%`$. This characteristic decay constant means that the probability of observing a draw down larger than $`2\%`$ is about $`37\%`$. Following hypothesis 1 and extrapolating this description to, e.g., the three largest crashes on the USA market in this century (1914, 1929 and 1987) yields a recurrence time of about $`50`$ centuries for each single crash. In reality, the three crashes occurred in less than one century.

As an additional null-hypothesis, $`10.000`$ synthetic data sets, each covering a time-span close to a century hence adding up to about $`10^6`$ years, have been generated using a GARCH(1,1) model estimated from the true index with a t-student distribution with four degrees of freedom . This model includes both non-stationarity of volatilities and fat tail nature of the price returns. In conclusion, our analysis  showed that in approximately one million years of heavy tail “Garch-trading”, with a reset every century, never did three crashes similar to the three largest observed in the true Dow Jones Index occur in a single “Garch-century”. Of course, these simulations do not prove that our model is the correct one, only that one of the standard models of the “industry” (which makes a reasonable null hypothesis) is utterly unable to account for the stylized facts associated to large financial crashes. What it suggests is that different mechanisms are responsible for large crashes and that hypothesis 2 is the correct description of crashes.

A similar picture has been found for the Nasdaq Composite. In figure 2, we see the rank ordering plot of “pure” draw downs, i.e., no threshold (see  for a brief discussion of the effect of thresholds), since the establishment of the index in 1971 until 18 April 2000. Recall that the rank ordering plot, which is the same as the (complementary) cumulative distribution with axis interchanged, puts emphasis on the largest events. Again, we see that the four largest events are not situated on a continuation of the distribution of smaller events: the jump between rank 4 and 5 in magnitude is $`>33\%`$ whereas the corresponding jump between rank 5 and 6 is $`<1\%`$ and this remains true for higher ranks. This means that, for draw downs less than $`12.5\%`$, we have a more or less “smooth” curve and then a $`>33\%`$ gap(!) to rank 3 and 4. The four events are according to rank the crash of April 2000 analysed here, the crash of Oct. 1987, a $`>17\%`$ “after-shock” related to the crash of Oct. 1987 and a $`>16\%`$ drop related to the “slow crash” of Aug. 1998.

In order to quantify the cumulative distribution of draw downs $`N(x)`$, we compare it with a stretched exponential

$$N(x)a\mathrm{exp}(bx^c)$$
(3)
as null-hypothesis , see figure 2 and caption. Confirming the result from the rank ordering, we see that the stretched exponential captures well the distribution except for the four largest events. Furthermore, it is clear from figure 2 that the distribution is not that of a power law which would be qualified as a straight line in this log-log plot. One could perhaps argue that the tail of the cumulative distribution tends to become linear in this log-log representation; however, this observation is based on an interval smaller than half-a-decade. In addition, in the case of the Dow Jones data shown in figure 4, the tail is even fatter than a power law with an upward convexity in the log-log representation. The principle of parsimony leads us to prefer not to assume any distribution in the tail and only conclude about the fact that the few largest events are clearly taken from a different distribution. Indeed, if we extrapolate the curve to larger events, we get that, in the $`30`$ years of the existence of the Nasdaq Composite, we should have observed $`0.09`$ draw downs above $`24\%`$, whereas in reality we have observed $`2`$.

To further establish the statistical confidence with which we can conclude that the four largest events are outliers, we have reshuffled the daily returns 1000 times and hence generated 1000 synthetic data sets. This procedure means that the synthetic data will have exactly the same distribution of daily returns. However, higher order correlations apparently present in the largest draw downs are destroyed by the reshuffling. This surrogate data analysis of the distribution of draw downs has the advantage of being non-parametric, i.e., independent of the quality of fits with a model such as the stretched exponential or the power law. We will now compare the distribution of draw downs both for the real data and the synthetic data. With respect to the synthetic data, this can be done in two complementary ways. In figure 4, we see the distribution of draw downs in the Nasdaq Composite compared with the two lines constructed at the $`99\%`$ confidence level for the entire ensemble of synthetic draw downs, i.e. by considering the individual draw downs as independent: for any given draw down, the upper (resp. lower) confidence line is such that $`5`$ of the synthetic distributions are above (below) it; as a consequence, 990 synthetic times series out of the 1000 are within the two confidence lines for any draw down value which define the typical interval within which we expect to find the empirical distribution.

Two features are apparent on figure 4. First, the distribution of the true data breaks away from the $`99\%`$ confidence intervals at $`15\%`$, showing that the four largest events are indeed outliers in this sense. In addition, the empirical distribution of draw downs is systematically found close to the upper confidence boundary, with an upward curvature described by the apparent stretched exponential eq. (3), for values less than $`15\%`$. In contrast, the median value between the two confidence lines is approximately linear in this semi-logarithmic representation, qualifying an exponential distribution as expected for uncorrelated daily returns (see appendix 1 of ). The upward curvature of the distribution of draw downs and its closeness to the upper confidence line thus signals a subtle dependence between consecutive returns.

A more sophisticated analysis is to consider each synthetic data set separately and calculate the conditional probability of observing a given draw down given some prior observation of draw downs. This gives a more precise estimation of the statistical significance of the outliers, because the previously defined confidence lines neglect the correlations created by the ordering process which is explicit in the construction of a cumulative distribution.

Out of the 10.000 synthetic data sets, 776 had a single draw down larger than $`16.5\%`$, 13 had two draw downs larger than $`16.5\%`$, 1 had three draw downs larger than $`16.5\%`$ and none had 4 (or more) draw downs larger than $`16.5\%`$ as in the real data. This means that given the distribution of returns, by chance we have a $`8\%`$ probability of observing a draw downs larger than $`16.5\%`$, a $`0.1\%`$ probability of observing two draw downs larger than $`16.5\%`$ and for all practical purposes zero probability of observing three or more draw downs larger than $`16.5\%`$. Hence, the probability that the largest four draw downs observed for the Nasdaq could result from chance is outside a $`99.99\%`$ confidence interval. As a consequence we are lead to conclude that the largest market events are to be characterised by the presence of higher order correlations in contrast to what is observed during “normal” times.

Performing a fit with a stretched exponential on the cumulative distribution of “pure” draw downs in the Dow Jones index since 1900 until May 2000, i.e., no threshold as for the Nasdaq Composite, gives a remarkably similar result as that of the Nasdaq Composite, see figure 4 and caption, both with respect to the exponent as well as the point were the data “breaks away” from the fit. If we again extrapolate the fit to the largest events, we get that $`0.12`$ draw downs above $`23.5\%`$ should have occured in the last century whereas we in fact have observed $`3`$.

This analysis confirms the conclusion from the previous analysis of the Dow Jones that draw downs larger than $`15`$% are to be considered as outliers with high probability. It is interesting that the same amplitude of $`15`$% is found for both markets considering the much larger daily volatility of the Nasdaq Composite. This may result from the fact that, as we have shown, very large draw downs are more controlled by transient correlations than by the amplitude of daily returns.

The presented statistical analysis of the Dow Jones Average and the Nasdaq Composite suggests that large crashes are special and that precursory patterns may exist decorating the speculative bubble preceding the crash. As we have discussed in the preceding section, such precursory patterns do exist prior to these outliers and can be quantified by eq. (1). It is the subject of the next section to quantify these precursory patterns for the Nasdaq bubble starting in spring 1997 and ending April 2000 and to compare with the results previously obtained for large crashes.

## 3 The current crash

With the low of 3227 on the 17 April, the Nasdaq Composite lost over $`37\%`$ of its all-time high of 5133 reached on the 10’th of March this year. The Nasdaq Composite consists mainly of stock related to the so-called “New Economy”, i.e., the Internet, software, computer hardware, telecommunication … A main characteristic of these companies is that their price-earning-ratios (P/E’s), and even more so their price-dividend-ratios, often come in three digits***VA LINUX to be discussed below actually has a negative Earning/Share of -1.68. Yet they are currently traded around $40 per share which is close to the price of Ford in early March 2000.. Opposed to this, so-called “Old Economy” companies, such as Ford, General Motors and DaimlerChrysler, have P/E $`10`$. The difference between “Old Economy” and “New Economy” stocks is thus the expectation of future earnings as discussed in : investors expect an enormous increase in for example the sale of Internet and computer related products rather than in car sales and are hence more willing to invest in Cisco rather than in Ford notwithstanding the fact that the earning-per-share of the former is much smaller than for the later. For a similar price per share (approximately $60 for Cisco and $55 for Ford), the earning per share is $0.37 for Cisco compared to $6.0 for Ford (Cisco has a total market capitalisation of $395 billions (close of April, 14, 2000) compared to $63 billions for Ford). In the standard fundamental valuation formula, in which the expected return of a company is the sum of the dividend return and of the growth rate, “New Economy” companies are supposed to compensate for their lack of present earnings by a fantastic potential growth. In essence, this means that the bull market observed in the Nasdaq the last three years until recently is fueled by expectations of increasing future earnings rather than economic fundamentals: the price-to-dividend ratio for a company such as Lucent Technologies (LU) with a capitalization of over $`\$300`$ billions prior to its crash on the 5 Jan. 2000 is over $`900`$ which means that you get a higher return on your checking account(!) unless the price of the stock increases. Opposed to this, an “Old Economy” company such as DaimlerChrysler gives a return which is more than thirty times higher. Nevertheless, the shares of Lucent Technologies rose by more than $`40\%`$ during 1999 whereas the share of DaimlerChrysler declined by more than $`40`$% in the same period. Truly surrealistic is the fact that the recent crashes of IBM, LU and Procter & Gamble (P&G) correspond to a loss equivalent to many countries state budget! And this is usually attributed to a “business-as-usual” corporate statement of a slightly revised smaller-than-expected earnings!

These considerations makes it clear that it is the expectation of future earnings that motivates the average investor rather than present economic reality, thus creating a speculative bubble. History provides many examples of bubbles driven by unrealistic expectations of future earnings followed by crashes . The same basic ingredients are found repeatedly: fueled by initially well-founded economic fundamentals, investors develop a self-fulfilling enthusiasm by an imitative process or crowd behavior that leads to the building of “castles in the air”, to paraphrase Malkiel . Furthermore, the causes of the crashes on the U.S. markets in 1929, 1987, 1998 and present belongs to the same category, the difference being mainly in which sector the bubble was created: in 1929, it was utilities; in 1987, the bubble was supported by a general deregulation of the market with many new private investors entering the market with very high expectations with respect to the profit they would make; in 1998, it was an enormous expectation to the investment opportunities in Russia that collapsed; as for the present, it is the extremely high expectations to the Internet, telecommunication etc. that has fueled the bubble. The IPO’s (initial public offerings) of many Internet and software companies has been followed by a mad frenzy where the price of the share has soared during the first few hours of trading. An excellent example is VA LINUX SYSTEMS whose $$`30`$ IPO price increased a record 697 percent to close at $$`239.25`$ on its opening day 9 Dec. 1999, only to decline to $$`28.94`$ on the 14 April 2000.

In figure 6, we see the logarithm of the Nasdaq Composite fitted with eq. (1). The data interval to fit was identified using the same procedure as for the other crashes: the first point is the lowest value of the index prior to the onset of the bubble and the last point is that of the all-time high of the index. There exists some subtelty with respect to identifying the onset of the bubble, the end of the bubble being objectively defined as the date where the market reached is maximum. A bubble signifies an acceleration of the price. In the case of Nasdaq, it tripled from 1990 to 1997. However, the increase was a about factor 4 in the 3 years preceding the current crash thus defining an “inflection point” in the index. In general, the identification of such an “inflection point” is quite straightforward on the most liquid markets whereas this is not the case for the emergent markets. With respect to details of the methodology of the fitting procedure, we refer the reader to .

Three fits were obtained with similar parameter values for the best and third best fit, whereas the second best fit had a rather small value for $`z0.08`$ and a rather high value for $`\omega 7.9`$ compared with previous results and is not shown. The values obtained for the best and third best fit are $`\omega 7.0`$ and $`\omega 6.5`$, $`z0.27`$ and $`z0.39`$, $`t_c2000.34`$ and $`t_c2000.25`$, respectively. These results pointed to a crash occuring between the 31 of March 2000 and 2 May 2000 and have now been confirmed by the recent market event.

## 4 Prediction

An obvious question concerns the predictive power of eq. (1). In the present case, the last point used in the fitted data interval was that of March 10, 2000. The predicted time of the crash was as mentioned 2 May for the best fit and and 31 March for the third best fit. Except for slight gains on 31 March and 5, 6 and 7 April, the closing of the Nasdaq Composite has been in continuous decline since the 24 March and lost over $`25`$ % in the week ending on Friday the 14 April. Consequently, the crash occured approximately in between the predicted date of the two fits. The corresponding dates for the 1929, 1987 and 1998 crashes on Wall Street and the 1987, 1994 and 1997 crashes on the Hong-Kong stock exchange as well as the collapse of the US$ in 1985 are shown in table 1 for comparison.

We see that, in all 9 cases, the market crash started at a time between the date of the last point and the predicted $`t_c`$. And with the exception of the Oct. 1929 crash and using the third best fit of the present crash (this fit had $`\omega /2\pi 1`$) in all cases the market ended its decline less than approximately one month after the predicted $`t_c`$. These results indeed suggest that predictions of crashes with eq. (1) is indeed possible.

Furthermore, the crashes of the shares of IBM, LU and P&G, i.e., three of the largest U.S. companies, may be taken as precursors of a pending crash signifying how unstable the market actually was in the months preceding the current crash. Quite remarkably, two of these three company crashes were also preceded by a speculative bubble with the same characteristics as previously seen on the market as a whole, see figures 7, 6 and table 1.

Of course, the results presented here does not mean that we have publicly predicted the April 2000 crash of the Nasdaq Composite. This has neither been the purpose. What the analysis presented above shows is that eq. (1) has predictive power. Furthermore, from a purely scientific point of view, it is the observation and the comparison between the observation and the predictions of the model which carry meaning.

## 5 False alarms

Not all speculative bubbles end in a crash. Hence, the question about false alarms enters naturally. We have twice identified a log-periodic power law bubble signaling a crash where the market in fact did not crash according to the definition presented in section 2. The first attempt was in Oct. 1997 where the market dropped only $`7`$%  and quickly recovered (see also ). The second attempt was in October last year when the world markets were sent into turmoil by a speech by Alan Greenspan and the Dow Jones for the first time since 8 April 1999 dipped below 10.000 on the 15 and 18 Oct 1999. However, the market did not crash and instead quickly recovered. These two examples of bubbles landing more or less smoothly are completely consistent with the theory of rational bubbles and crashes developed in . This also illustrates the difficulties involved in a crash-prediction scheme using eq. (1): according to the theory, the critical time $`t_c`$ is not necessarily the time of the crash, only its most probable time; in addition, there is a finite probability that the bubble ends without crashing. We are currently investigating how to extend the methodology in order to increase the reliability of the model in terms of predictions.

## 6 Conclusion

Here, we have provided yet an example of a speculative bubble with power law acceleration and log-periodic oscillations ending in a crash/major correction, i.e., that of the Nasdaq Composite starting in spring 1997 ending in late March/early April 2000. The log-frequency of these oscillations is in remarkable agreement with what has been obtained previously on a wide range of markets .

The present analysis of these market phases emphasizes a collective behavior of investors, leading to a fundamental ripening of the markets towards an instability. This must be contrasted with the endeavor of economists and analysts who search for contemporary news to explain the events. For instance, the Aug. 1998 crash was often attributed to a devaluation of the ruble and to events on the Russian political scene. While we do not underestimate the effect of “news”, we observe that markets are constantly “bombarded” by news and it will always be possible to attribute the crash to a specific one, after the fact. In contrast, we view their reactions more often than not as reflecting their underlying stability (or instability). In the case of the Aug. 1998 crash, the market was ripe for a correction and the “news” made it occur. If nothing had occurred on the Russian scene, we have proposed  that other news would have triggered the event anyway, within a time scale of about a month, which seems to be the relevant lifetime of a market instability associated with the burst of a bubble. With respect to the present Nasdaq crash, undoubtedly, analysts will forge post-mortem stories linking it in part with the effect of the crash of Microsoft Inc. resulting from the breaking of negotiations during the week-end of April 1st with the US federal government on the antitrust issue. Again, we see the Nasdaq crash as the natural death of a speculative bubble, anti-trust or not, the results presented here strongly suggest that the bubble would have collapsed anyway.

However, according to our analysis (see the probabilistic model of bubbles in ), the exact timing of its death is not fully deterministic and allows for stochastic influences, but within the remarkably tight bound of about one month.

We have also discussed the possibility of using the proposed framework, specifically eq. (1), in order to predict when the market will exhibit a crash/major correction. Our analysis not only points to a predictive potential but also that false alarms are difficult to avoid due to the underlying nature of speculative bubbles.

A fundamental remaining question concerns the use of a reliable crash prediction scheme. Assume that a crash prediction is issued stating that a crash will occur $`x`$ weeks from now. At least three different scenarios are possible:

* Nobody believes the prediction which was then futile and, assuming that the prediction was correct, the market crashesOne may consider this as a victory for the “predictors” but as we have experienced in relation to our quantitative prediction of the change in regime of the Nikkei index , this would only be considered by some critics just another “lucky one” without any statistical significance (see  for an alternative Bayesian approach)..
* Everybody believes the warning, which causes panic and the market crashes as consequence. The prediction hence seems self-fulfilling.
* Enough believe that the prediction may be correct and the steam goes off the bubble. The prediction hence disproves itself.

None of these scenarios are attractive. In the first two, the crash is not avoided and in the last scenario the prediction disproves itself and as a consequence the theory looks unreliable. This seems to be the unescapable lot of scientific investigations of systems with learning and reflective abilities, in contrast with the usual inanimate and unchanging physical laws of nature. Furthermore, this touches the key-problem of scientific responsibility. Naturally, scientists have a responsibility to publish their findings. However, when it comes to the practical implementation of those findings in society, the question becomes considerably more complex.

Acknowledgements: We thank D. Stauffer for stimulating comments on the manuscript. D.S. also thanks B. Roehner for his comments.


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# 1 Introduction

## 1 Introduction

Supersymmetric quantum chromodynamics (SQCD) exhibits many of the features of QCD in that it is believed to be a confining theory with a mass gap and to exhibit spontaneous breaking of a discrete chiral symmetry. The chiral symmetry of SQCD is a residual $`Z_n`$ R-symmetry, which is broken by the non-vanishing expectation value of a gluino bilinear. For gauge group $`SU(n)`$ there are $`n`$ isolated supersymmetric vacua, which are permuted by the action of the $`Z_n`$ R-symmetry.

Domain walls can interpolate between the discrete vacua in SQCD and in  it was conjectured that they are BPS saturated. The mechanism for domain walls to be BPS saturated is the appearance of a topological central charge in the supertranslation algebra , and they were first found as BPS solutions of the Wess-Zumino (WZ) model . Whether SQCD domain walls are in fact BPS saturated is a subtle dynamical issue. Building on earlier work on the low-energy dynamics of SQCD , it was argued in  that in the large $`n`$ limit the BPS equations for SQCD domain walls reduce to those of a WZ model with a $`Z_n`$ invariant superpotential admitting $`n`$ isolated vacua permuted by the $`Z_n`$ symmetry. In a recent development it has been shown that, for $`n3`$, such WZ models also admit 1/4 supersymmetric configurations in which domain walls intersect on junctions  (see  for some subsequent developments). This suggests the existence of 1/4 supersymmetric domain wall junctions in $`SU(n)`$ SQCD for $`n3`$, for which evidence has been presented in .

Given these features of SQCD it would be natural to expect something similar for the closely related MQCD . This theory describes the fluctuations of a single M5-brane wrapped on a particular holomorphic 2-cycle in an $`S^1`$-compactified D=11 Minkowski spacetime. It was argued in  that MQCD admits 1/2 supersymmetric domain walls, which were identified as the MQCD M5-brane wrapped on an associative 3-cycle, and this was partially confirmed in subsequent work . An interesting feature of these walls is that they are D-branes for the MQCD string (which suggests that the SQCD domain walls are also D-branes for the SQCD string that is expected to govern the large $`n`$ dynamics). Here we shall argue that MQCD admits 1/4 supersymmetric intersecting domain wall configurations, which we identify as the MQCD M5-brane wrapped on Cayley-calibrated 4-cycles (although, as for the associative 3-cycles, the explicit construction of appropriate Cayley 4-folds will be left to future work). Intersecting domain walls thus provide a physical realization of the Cayley calibrations discussed (along with other cases) in various recent works .

The plan of this letter is as follows. We argue that MQCD domain wall junctions are realised via Cayley 4-folds in section 2. Section 3 discuss a number of dual formulations of the domain wall junctions. Section 4 comments on the relevance of associative and Cayley calibrations of M5-branes to D=3 supersymmetric field theories with N=1 supersymmetry.

## 2 Cayley calibrations and MQCD

Since $`SU(n)`$ MQCD has $`n`$ distinct vacua one would expect it to have domain walls for $`n2`$ and domain wall junctions for $`n3`$. We begin our investigation with a brief review of the essential features of MQCD. The vacua are identified as an M5-brane in an $`\text{𝔼}^{(1,9)}\times S^1`$ spacetime with an $`\text{𝔼}^{(3,1)}\times \mathrm{\Sigma }_2`$ worldvolume, where $`\mathrm{\Sigma }_2`$ is a holomorphic curve in a complex 3-dimensional subspace of $`\text{𝔼}^9\times S^1`$ of the form $`\text{}^2\times (\text{𝔼}^1\times S^1)`$. Such surfaces can be described by the zero locus of two holomorphic functions $`f_1(v,w,t)`$ and $`f_2(v,w,t)`$, where $`v,w`$ are complex coordinates for $`\text{}^2`$ and $`t`$ is a complex coordinate for the cylinder $`\text{𝔼}^1\times S^1`$. The choice of holomorphic functions that yields MQCD with gauge group $`SU(n)`$ is

$$f_1=vw\zeta ,f_2=v^nt$$
(1)
where $`\zeta `$ is a complex constant. Note that spatial infinity of the fivebrane has two components, $`v\mathrm{}`$ or $`w\mathrm{}`$ and that only $`\zeta ^n`$ appears in the description there. The $`n`$ values of $`\zeta `$ for a given $`\zeta ^n`$ correspond to the $`n`$ vacua of MQCD.

A holomorphic curve $`\mathrm{\Sigma }_2`$ describing an MQCD vacuum is a 2-surface calibrated by an $`SU(3)`$-Kähler calibration. It is a general feature of such calibrated surfaces that they preserve $`\nu =1/8`$ supersymmetry of the M-theory vacuum111We will usually use the letter ‘$`\nu `$’ to denote supersymmetry fractions relative to the M-theory vacuum. These fractions should not be confused with the fraction of supersymmetry preserved by objects in the vacuum of an N=1 D=4 theory. The fraction $`\nu =1/8`$ corresponds to unbroken N=1 D=4 supersymmetry.. Such calibrations can be represented by the array of orthogonally intersecting fivebranes

$$\begin{array}{cccccccccccc}M5:\hfill & 1& 2& 3& |& 4& 5& & & & & \\ M5:\hfill & 1& 2& 3& |& & & 6& 7& & & \\ M5:\hfill & 1& 2& 3& |& & & & & 8& 9& \end{array}$$
(2)
Such arrays serve two purposes. Firstly, they easily allow one to recover associated string theory arrays of orthogonally intersecting branes upon dimensional reduction. Indeed if we assume that the 9 direction is a circle then we get the configuration corresponding to D4-branes suspended between the Neveu-Schwarz fivebranes. Secondly, they allow us to use some of the technology developed for orthogonal intersections as a guide to MQCD. The reason that this is possible is that one can consider arrays like the one above as a code for the constraints on the Killing spinors associated to the supersymmetries preserved by the fivebrane, since these constraints depend only on the type of calibration and not on its detailed form. In the present case, three M5-branes intersecting according to the above array defines an $`SU(3)`$-Kähler calibration, just as does the vacuum of MQCD222As an aside we note that if the vacuum spacetime is taken to be $`\text{𝔼}^{(1,10)}`$ instead of $`\text{𝔼}^{(1,9)}\times S^1`$ then the three complex variables $`(v,w,t)`$ can be taken to be coordinates on a $`\text{}^3`$ subspace of $`\text{𝔼}^{10}`$, and a choice of holomorphic functions corresponding to the intersecting fivebranes can be taken to be $`f_1=vwt`$, $`f_2=vw+wt+tv`$, which is invariant under the $`U(1)`$ symmetry group acting by simultaneous rotation in the $`v,w,t`$ complex planes.. With this in mind, the first three columns have been separated from the rest to indicate that we interpret the first three directions as the spatial directions of an effective 3+1 dimensional field theory.

As shown in , the surface defined by (1) has a $`Z_n\times Z_2\times U(1)`$ invariance group. The $`U(1)`$ symmetry group acts by phase rotation on the complex variables $`v,w`$ and $`t`$, but this symmetry does not act on the fields of the effective D=4 N=1 super Yang-Mills (SYM) theory. The $`Z_2`$ symmetry flips $`v`$ and $`w`$ and corresponds to charge conjugation. The $`Z_n`$ group is, as in SQCD, an R-symmetry group permuting the $`n`$ supersymmetric vacua. By analogy with SQCD one therefore expects domain walls interpolating between adjacent vacua. Witten has argued persuasively that the M-theory realization of such a domain wall is an M5-brane wrapped on an associative 3-cycle in $`\text{𝔼}^6\times S^1`$. Evidence for this interpretation is that associative 3-cycles preserve $`\nu =1/16`$ of the supersymmetry of the M-theory vacuum and are thus naturally associated with 1/2 supersymmetric configurations of the effective D=4 N=1 field theory. Associative 3-cycles are also realized by four M5-branes intersecting according to the array

$$\begin{array}{cccccccccccc}M5:\hfill & 1& 2& 3& |& 4& 5& & & & & \\ M5:\hfill & 1& 2& 3& |& & & 6& 7& & & \\ M5:\hfill & 1& 2& 3& |& & & & & 8& 9& \\ \hfill & & & & |& & & & & & & \\ M5:\hfill & 1& 2& & |& 4& & 6& & 8& & \end{array}$$

This array suggests the domain wall interpretation, with the normal to the wall along the $`3`$-axis; the gap between the first three rows and the fourth one is meant to facilitate this interpretation. More precisely , the 3 surface should degenerate to $`R\times \mathrm{\Sigma }_2`$ and $`R\times \mathrm{\Sigma }_2^{}`$ as $`x_3\pm \mathrm{}`$ where $`\mathrm{\Sigma }_2`$ and $`\mathrm{\Sigma }_2^{}`$ are the surfaces corresponding to a given $`\zeta `$ and $`exp(2\pi i/n)\zeta `$, respectively.

Consider now the following array of five intersecting M5-branes:

$$\begin{array}{cccccccccccc}M5:\hfill & 1& 2& 3& |& 4& 5& & & & & \\ M5:\hfill & 1& 2& 3& |& & & 6& 7& & & \\ M5:\hfill & 1& 2& 3& |& & & & & 8& 9& \\ \hfill & & & & |& & & & & & & \\ M5:\hfill & 1& 2& & |& 4& & 6& & 8& & \\ M5:\hfill & 1& & 3& |& 4& & 6& & & 9& \end{array}$$

This configuration is a $`\nu =1/32`$ supersymmetric configuration, corresponding to 1/4 supersymmetry of an effective D=4 N=1 field theory. The format of the array has been chosen to remind us of this interpretation, and from it we see that it is naturally interpreted as the intersection along the 1-axis of two domain walls. As shown in  this configuration defines a Cayley calibrated 4-cycle in $`\text{𝔼}^7\times S^1`$ (the directions 2 to 9). Note that we could add an M-wave in the 1-direction while preserving supersymmetry, in accordance with the observation in  that one can add momentum along the intersection of domain walls in the WZ model.

The natural conclusion to be drawn from the above analysis is that 1/4 supersymmetric configurations of intersecting MQCD walls are to be identified with M5-branes for which the worldvolume has the form $`\text{𝔼}^{(1,1)}\times C_4`$ with $`C_4`$ a Cayley calibrated 4-cycle in an $`\text{𝔼}^7\times S^1`$ subspace of the $`\text{𝔼}^{1,9}\times S^1`$ M-theory vacuum. In order to have the MQCD interpretation we propose, this 4-cycle should degenerate in three or more directions in the 2,3 plane to a product of the form $`\text{}\times A_3`$ where $`A_3`$ is an associative 3-cycle in $`\text{𝔼}^6\times S^1`$; in these directions we recover an MQCD domain wall. As discussed in , this should further degenerate, as we move away from the wall, into a product of the form $`\text{}\times \mathrm{\Sigma }_2`$ where $`\mathrm{\Sigma }_2`$ is a holomorphic 2-cycle. Tracing such a path in $`\text{𝔼}^7\times S^1`$, the M5-brane worldvolume would be seen to pass through the sequence of 5-spaces

$$\text{𝔼}^{(1,1)}\times C_4\text{𝔼}^{(1,2)}\times A_3\text{𝔼}^{(1,3)}\times \mathrm{\Sigma }_2,$$
(3)
but there must be several such paths. In fact, there must be a minimum of three different endpoint 2-cycles $`\mathrm{\Sigma }_2`$, corresponding to three distinct vacua because with only two distinct vacua we would have only one type of domain wall and no possibility of intersections. In other words, intersecting domain walls are possible, in principle, for $`SU(n)`$ MQCD with $`n3`$ but they are not possible for $`SU(2)`$ MQCD. This state of affairs is reminiscent of the 1/4 supersymmetric string-junction dyons in the N=4 D=4 SYM theory with gauge group $`SU(n)`$ on $`n`$ parallel D3-branes; one again needs $`n3`$. We will briefly discuss a connection between the Cayley array and IIB string junctions in the next section.

We will leave the explicit construction of the Cayley 4-folds to future work. It is interesting to note, however, that some properties of intersecting domain walls follow from the supersymmetry algebra alone . The D=4 N=1 supersymmetry algebra allows ‘electric’ and ‘magnetic’ domain wall charges, which form a doublet of the $`U(1)_R`$ automorphism group of the supersymmetry algebra. A given wall may be ‘electric’, ‘magnetic’ or ‘dyonic’ but it has a definite electric-magnetic charge vector. It was shown in  that intersections of 1/2 supersymmetric domain walls preserve 1/4 supersymmetry if the angle at which they intersect equals the angle between them in ‘electric-magnetic’ charge space. We can see this behaviour mirrored in the array (2) where the last two fivebranes are rotated in the 2,3 and 8,9 planes by 90 degrees, although the projections on the supersymmetry parameters coded by this array are actually valid for arbitrary rotation angle.

Although the supersymmetry algebra allows for the 1/4 supersymmetric intersection of domain walls at arbitrary angles, only certain angles will be allowed in any given model. In models such as $`SU(n)`$ SQCD or MQCD in which $`U(1)_R`$ is broken by anomalies to $`Z_{2n}`$ we can expect that all allowed configurations will be related by $`Z_n`$ rotations (only a $`Z_n`$ subgroup of $`Z_{2n}`$ acts on the bosonic fields). It is instructive to first consider the action of $`Z_n`$ for $`n=2`$ and $`n=3`$. In the $`n=2`$ case there are two vacua and one wall interpolating between them. The $`Z_2`$ R-symmetry permutes the vacua but leaves invariant the wall. In the $`n=3`$ case there are three vacua and three domain walls, which can meet at a $`Z_3`$-invariant domain-wall ‘Y’-junction. Although the junction is $`Z_3`$-invariant the $`Z_3`$ group permutes not only the three vacua that meet at the junction but also the three domain walls. In this case, the orientation of the walls that meet at a junction is fixed. For $`n>3`$ we can expect more than one type of junction, in the sense that more than one set of angles is likely to be possible, but these will presumably be related by $`Z_n`$ rotations of the walls meeting at the junction.

In the Wess-Zumino model it has been demonstrated that domain wall networks, or ‘domain wallpaper’, are only metastable , becoming longer lived as the widths of the domain wall decreases. Since the M5-brane action describes a structureless fivebrane, it seems possible that such networks could still be marginally stable in MQCD (whereas there is no obvious reason to suppose that they would be stable in SQCD). These configurations would be somewhat analogous to string networks in IIB string theory .

## 3 Dual formulations

The constraints on the supersymmetry spinor parameter $`ϵ`$ that are associated with any particular brane configuration, the ‘Killing spinors’, generally have other interpretations. For example, the constraints associated with the $`SU(3)`$-Kähler calibrated configuration of three orthogonally intersecting M5-branes are also those obtained as the constraints on the Killing spinors in Ricci flat spacetimes of $`G_2`$ holonomy. This is reflected in the fact that spacetimes of $`G_2`$ holonomy are dual to intersecting brane configurations in the sense that there are standard M-theory dualities which transform the intersecting M5-brane configuration into one involving three ‘intersecting’ Kaluza-Klein M-theory monopoles, each of which in isolation is a fibre bundle with fibre $`S^1`$ and base $`\text{𝔼}^3`$.

The same duality chain takes the additional two M5-branes that we previously interpreted as intersecting domain walls in an effective D=4 theory to an M2-brane intersecting (or ending on) an M5-brane. Specifically, if we interchange the 8 and 10 directions in the Cayley array (2), reduce on the 10 direction, T-dualise on the 4 and 6 directions and then uplift back to eleven dimensions we obtain the following M-theory array:

$$\begin{array}{cccccccccccc}KK:\hfill & & & & |& & & \times & o& o& o& \\ KK:\hfill & & & & |& \times & o& & & o& o& \\ KK:\hfill & & & & |& & o& & o& o& & \times \\ \hfill & & & & |& & & & & & & \\ M2:\hfill & 1& 2& & |& & & & & & & \\ M5:\hfill & 1& & 3& |& 4& & 6& & & 9& \end{array}$$

The notation is such that ‘$`o`$’ indicates a $`\text{𝔼}^3`$ direction and ‘$`\times `$’ indicates the $`S^1`$ fibre. The spacetime metric for the intersecting KK monopoles has been given in ; it is a singular 7-dimensional space of $`G_2`$ holonomy but the singularities are presumably removable. In any case, the Killing spinor constraints are those of an arbitrary 7-manifold of $`G_2`$ holonomy so we may interpret this array as that corresponding to an M2-brane and an M5-brane intersecting in a spacetime of the form $`\text{𝔼}^{(1,3)}\times J_7`$ where $`J_7`$ is a 7-manifold of $`G_2`$ holonomy.

It has been shown that an interesting class of N=1 supersymmetric field theories in four dimensions, including SQCD, can be geometrically engineered using singular manifolds . For field theories with discrete supersymmetric vacua we expect BPS domain walls and domain wall junctions. The above array makes it clear that, in general, there are electric and magnetic domain walls in accord with the discussion on the supersymmetry algebra in the last section. The details of which domain walls intersect and at what angles will depend on the details of which field theory model is being engineered.

Note that we can again add momentum along the intersection of the M2-brane with the M5-brane to the array without further reducing the fraction of supersymmetry preserved. Note also that M5 branes can wrap co-associative four-cycles in $`J_7`$. These would appear as strings in the effective 3+1-dimensional theory (they are dual to membranes in the original configuration, which were argued in  to decouple at low energy, but which are in the same homotopy class as the MQCD strings).

By reducing the above array (3) on the 6 direction and relabelling, we obtain the following IIA configuration:

$$\begin{array}{cccccccccccc}D6:\hfill & 1& 2& 3& |& 4& 5& 6& & & & \\ KK:\hfill & & & & |& \times & o& & & o& o& \\ KK:\hfill & & & & |& & o& \times & o& o& & \\ \hfill & & & & |& & & & & & & \\ D2:\hfill & 1& 2& & |& & & & & & & \\ D4:\hfill & 1& & 3& |& 4& & & & & 9& \end{array}$$

The first part of this array corresponds to the geometric engineering of N=1 supersymmetric theories obtained by wrapping D6-branes around special Lagrangian 3-cycles of Calabi-Yau 3-folds . When the theories admit BPS domain walls and domain wall junctions they will correspond to D2-branes and D4-branes. It is interesting to note that in the context of this kind of geometric engineering there are in fact more possibilities for domain walls. For example domain walls in the 12 direction can also come from D6-branes wrapping 4-cycles of the Calabi-Yau: in the array language we could add D6: 124567, for example, to the array without breaking more supersymmetry. Similarly there are two sources of domain walls in the 13 directions: NS-5branes wrapping 3-cycles (eg NS5: 13579) as well as D8-branes wrapping the whole of the Calabi-Yau (D8:13456789). The D8-brane is probably not relevant in the field theory limit. Note that the lift of the D6 brane in the 124567 directions gives rise to a KK configuration in the M-theory array (3) in the 3689 directions which also does not seem relevant in the field theory limit. It would be very interesting to find more detailed evidence for domain wall junctions from the geometric engineering point of view.

Finally, it is instructive to consider also the following IIB dual of the Cayley calibration array (2)

$$\begin{array}{ccccccccccc}KK:\hfill & & & |& o& & & o& \times & & o\\ KK:\hfill & & & |& & o& o& & \times & & o\\ KK:\hfill & & & |& & o& & o& & \times & o\\ \hfill & & & |& & & & & & & \\ D1:\hfill & 1& & |& & & & & & & \\ F1:\hfill & & 2& |& & & & & & & \end{array}$$

(For example, up to a relabelling, this array can be obtained from (3) by T-dualising on the 1 direction, S-dualising and then T-dualising on the 4 and 9 directions). We again take the first three rows to represent a 7-space of $`G_2`$ holonomy. This type of IIB compactification on a possibly singular manifold allows one in principle to geometrically engineer N=2 supersymmetric field theories in D=3. The electric and magnetic domain walls have now become a D-string orthogonally intersecting a fundamental IIB string, although the constraints are those associated with any 1/4 supersymmetric intersection of (p,q) strings; in other words, a IIB string junction.

## 4 D=3, N=1

Instead of interpreting an associative M5-brane calibration as a domain wall in MQCD, as in , we could interpret it as a vacuum of an N=1 D=3 SQFT. Cayley 4-folds with appropriate boundary conditions would then correspond to 1/2 supersymmetric domain walls in this effective theory (the possibility of such walls was demonstrated in ).

Here we shall analyse this possibility in terms of orthogonally intersecting M5-branes. When reformatted to reflect the change of interpretation, the associative M5-brane array is

$$\begin{array}{cccccccccccc}M5:\hfill & 1& 2& |& 3& 4& 5& & & & & \\ M5:\hfill & 1& 2& |& 3& & & 6& 7& & & \\ M5:\hfill & 1& 2& |& 3& & & & & 8& 9& \\ M5:\hfill & 1& 2& |& & 4& & 6& & 8& & \end{array}$$

If we compactify in the 9-direction and relabel the 10th direction as the 9th, then we obtain the array

$$\begin{array}{ccccccccccc}NS5:\hfill & 1& 2& |& 3& 4& 5& & & & \\ NS5^{}:\hfill & 1& 2& |& 3& & & 6& 7& & \\ D4:\hfill & 1& 2& |& 3& & & & & 8& \\ NS5^{\prime \prime }:\hfill & 1& 2& |& & 4& & 6& & 8& \end{array}$$

The first three rows recall the IIA superstring interpretation of MQCD as $`k`$ D4-branes suspended between a NS5 and a NS5’-brane separated in the 8-direction. The last row means that we can have, for example, two NS5′′-branes in the $`\{1,2,4,6,8\}`$ planes separated in the 3-direction. The D4-brane world-volume is now cutoff in the 3 and 4 directions and the effective field theory is an $`SU(k)`$ D=3 N=1 gauge theory. Note that the above projections imply that we can also add NS5-branes in the $`\{1,2,5,7,8\}`$ plane and D4-branes in the $`\{1,2,5,6\}`$ and $`\{1,2,4,7\}`$ planes without breaking more supersymmetry, leading to further generalisations. The addition of D6-branes in the $`\{1,2,3,4,5,9\}`$, $`\{1,2,5,7,8,9\}`$, $`\{1,2,3,6,7,9\}`$ or $`\{1,2,4,6,8,9\}`$ planes can also be achieved without breaking more supersymmetry and will give rise to matter multiplets. It would be interesting to analyse these models in more detail along the lines of Refs. . The observations here indicate that these models can in principle be “solved” by determining how the specific brane configuration can be lifted to an associative 3-fold. In the cases where there are discrete quantum vacua, we expect BPS domain walls (strings) and they will be realised as Cayley 4-folds.

We previously saw how intersecting domain walls of MQCD could have various dual interpretations. Here too, reducing the Cayley array (2) on the 10 direction, T-dualising on the 5 direction, uplifting back to eleven dimensions yields

$$\begin{array}{cccccccccccc}KK:\hfill & & & |& & & o& \times & & & o& o\\ KK:\hfill & & & |& & & o& \times & o& o& & \\ KK:\hfill & & & |& & o& & \times & & o& & o\\ KK:\hfill & & & |& o& & & \times & & o& o& \\ \hfill & & & |& & & & & & & & \\ M5:\hfill & 1& & |& 3& 4& 5& 6& & & & \end{array}$$

where we have relabelled coordinates and reordered the array. The first four rows can now be interpreted as an eight-space with Spin(7) holonomy. Appropriate spaces will then allow one to engineer D=3 N=1 supersymmetric field theories with N=1 supersymmetry. To preserve 1/2 supersymmetry of this effective theory the M5-brane in the array must wrap a Cayley four cycle, giving rise to a supersymmetric domain wall (string). Again, momentum can be added in the 1 direction without breaking supersymmetry.

## Acknowledgments

We would like to thank B. Acharya, N. Dorey, P. Saffin and D. Tong for discussions. JPG thanks the EPSRC for partial support. All authors are supported in part by PPARC through their SPG $`\mathrm{\#}`$613.


text:
# TESTING INTERMITTENCY OF THE GALACTIC STAR FORMATION HISTORY ALONG WITH THE INFALL MODEL

## 1 INTRODUCTION

In the field of the Galactic chemical evolution, Eggen, Lynden-Bell, & Sandage (1962) have inspired the modeling. From the correlation between the ultraviolet excess and orbital eccentricity of stars, they concluded that the Galaxy formed by collapse on a free-fall timescale from a single protogalactic cloud. An alternative picture of halo formation is proposed by Searle & Zinn (1978). They argued that Galactic system is formed from the capture of fragments such as dwarf galaxies over a longer timescale than that proposed by Eggen et al. In any case, determining the timescale of the infall of matter and the chemical enrichment is an important problem to resolve the formation mechanism of the Galactic system. Indeed, there have been a number of papers that investigated the formation and chemical evolution of the Galaxy (e.g., Matteucci & François 1989) and spiral galaxies (e.g., Lynden-Bell 1975; Sommer-Larsen 1996).

Many models of the star formation history (SFH) of the Galaxy includes the formation of the Galactic disk by gas infall. This scenario (so-called the infall model) is consistent with the age-metallicity relation of the disk stars (e.g., Twarog 1980), if a reasonable SFH is applied. Moreover, the infall model provides a physically reasonable way of solving the G-dwarf problem (e.g., Pagel 1997, p.236), contrary to the closed-box model which tends to overpredict the number of the low-metallicity stars.

One of the factors that determine the star formation rate (SFR) is the gas content of galaxies. Indeed, the SFR and the gas density is closely related to each other (Kennicutt, 1998), and this relation is generally called the Schmidt law (Schmidt, 1959). The SFR and the gas density, $`\rho `$, are related as $`\mathrm{SFR}\rho ^n`$, where $`n=12`$. In the one-zone model, the relation is simply assumed to be described with $`\mathrm{SFR}M_\mathrm{g}^n`$, where $`M_\mathrm{g}`$ is the gas mass in the galaxy.

Though the “classical” infall model is widely accepted, there are observational data that suggest the intermittent star formation activities in spiral galaxies. Kennicutt, Tamblyn, & Congdon (1994) showed the ratio of present-to-past SFR in spiral sample has a significant scatter. More recently, Tomita, Tomita & Saitō (1996) analyzed the far-infrared to $`B`$-band flux ratio $`f_{\mathrm{FIR}}/f_B`$ of 1681 spiral galaxies (see also Devereux & Hameed 1997). The indicator $`f_{\mathrm{FIR}}/f_B`$ also represents the ratio between the present SFR and the averaged SFR during the recent Gyr. They showed the order-of-magnitude spread of $`f_{\mathrm{FIR}}/f_B`$ and suggested the violent temporal variation of the SFR.

The intermittency of the SFH in the Galactic disk is recently suggested by Rocha-Pinto et al. (2000; hereafter R00). They derived the SFH of the Galactic disk from observed age distribution of the late-type stars and suggested that the star formation activity of the disk is intermittent or violently variable. They tested to show that the variation is of statistical significance. Their test are based on the null hypothesis that the SFR of the Galaxy is temporally “constant”, but their derived SFH indicates that the SFR around 10–15 Gyr ago is significantly smaller than that around 0–10 Gyr ago. This trend of the Galactic SFR can be interpreted along with the infall scenario of the Galactic disk formation: Gas-infall to the Galactic disk occurred in the first $``$ 5 Gyr. Thus it is an important work to interpret their data through the infall model and to examine whether the variation of SFR is still significant even in the infall scenario.

In this paper, we re-analyze the data by R00 in the context of the infall model. In the next section, we briefly review the derivation of the SFH in the Galactic disk by R00. Next, in §3, we present the formulation of the infall model, based on which we test the data by R00 statistically. In §4, we interpret the observed SFH by two components; underlying infall-model component and violently variable component. In the same section, possible physical mechanisms for the variation of star formation are also presented. Finally, we summarize the content in §5.

## 2 THE DATA

R00 provided the SFH of the Galaxy inferred from the stellar age of the solar neighborhood. They used 552 late-type stars. The age of each star is estimated from the chromospheric emission in the Caii H and K lines (Soderblom, Duncan, & Johnson, 1991). After metallicity-dependent age correction, completeness correction, and scale-height correction111The scale height is dependent on the age of stars., they derived the age distribution of the stars. Then, after correcting the stars that is not alive at present, they derived the SFH of the Galactic disk in their Figure 2. The discussion in this paper is based on Figure 2 of R00.

R00 concluded that the inferred SFH is representative of the SFH of the whole disk, since the timescale of the diffusion of stars to the kpc scale is $`0.2`$ Gyr, which is much shorter than the Galactic age. Thus, in the next section, we model the Galactic SFH by a one-zone model to extract the global property of the SFH. The difference between the one-zone and the multi-zone treatment is seen in Figure 6 of Sommer-Larsen (1996), where we see that the one-zone treatment is a good approximation.

## 3 SFH FROM INFALL MODEL

In this section, we give a physical interpretation of the SFH by R00. First, we adopt the infall model for the interpretation, since the model has been successful in reproducing the age-metallicity relation of stars in the solar neighborhood (e.g., Pagel 1997). Next, we infer the timescales of the following two processes; the infall of gas into the Galactic disk and the gas consumption to form stars. Finally, we examine whether the intermittent SFH proposed in R00 is of statistical significance.

### 3.1 Model Description

We assume the one-zone model: The gas mass in the Galaxy is treated as a function of time, $`M_\mathrm{g}(t)`$. The time evolution of the gas mass is determined by the infall from the halo, whose rate is described by $`F(t)`$, the consumption by star formation, $`\psi (t)`$, and the recycling from stellar mass loss. If the instantaneous recycling approximation is adopted (Tinsley, 1980), the time evolution of the gas mass in the Galaxy is described by

$`{\displaystyle \frac{\mathrm{d}M_\mathrm{g}}{\mathrm{d}t}}=(1R)\psi +F,`$ (1)
where $`R`$ is the returned fraction from stellar mass loss, described by

$`R={\displaystyle _{m_t}^{m_u}}(mw_m)\varphi (m)dm.`$ (2)
Here, $`\varphi (m)`$ is the initial mass function (IMF) of stars, $`m_t`$ is the present turnoff mass ($`1M_{}`$), $`m_u`$ is the upper cutoff of the stellar mass ($`100M_{}`$), and $`w_m`$ is the remnant mass (we assume $`w_m=0.7M_{}`$ for $`m<4M_{}`$ and $`w_m=1.4M_{}`$ for $`m>4M_{}`$). The IMF is normalized so that the integral of $`m\varphi (m)`$ in the full range of the stellar mass becomes unity. When the Salpeter IMF, $`\varphi (m)m^{2.35}`$ (Salpeter 1955) with the lower cutoff of $`0.1M_{}`$ and the upper cutoff of $`100M_{}`$ is assumed, $`R=0.32`$. Pagel (1997) derived a similar value for $`R`$ by using a different form of IMF and remnant mass ($`R=0.2`$$`0.3`$), and commented that the uncertainty in $`R`$ is $`0.1`$.

Since the normalization of the SFR and statistical test become much more complicated unless the SFR is presented by analytic function, we adopt the instantaneous recycling approximation for clarity in this section. The analytic form makes it significantly easy to perform the statistical test in §3.3. We examine the propriety of adopting the instantaneous recycling approximation to this problem in §4.2.

In this paper, the timescale of the gas infall onto the Galactic disk, $`t_{\mathrm{in}}`$, will be determined by a fitting to the observational data in §3.3. For the convenience of the fitting, we assume the infall rate is expressed by an analytic function. A natural form is the following exponential function (Pagel 1997, p.242):

$`F(t)={\displaystyle \frac{M_0}{t_{\mathrm{in}}}}\mathrm{exp}(t/t_{\mathrm{in}}),`$ (3)
where $`M_0`$ indicates the total mass that can fall into disk; in other words,

$`{\displaystyle _0^{\mathrm{}}}F(t)dt=M_0.`$ (4)
Normalizing the equation (1) by $`M_0`$ leads

$`{\displaystyle \frac{\mathrm{d}f_\mathrm{g}}{\mathrm{d}t}}=(1R){\displaystyle \frac{f_\mathrm{g}}{t_{\mathrm{sf}}}}+{\displaystyle \frac{1}{t_{\mathrm{in}}}}\mathrm{exp}(t/t_{\mathrm{in}}),`$ (5)
where

$`f_\mathrm{g}{\displaystyle \frac{M_\mathrm{g}}{M_0}}.`$ (6)
The Schmidt law of $`n=1`$1) is assumed as follows:

$`\stackrel{~}{\psi }\psi /M_0=f_\mathrm{g}/t_{\mathrm{sf}},`$ (7)
where $`t_{\mathrm{sf}}`$ indicates the timescale for the gas to be converted to stars (i.e., the gas consumption timescale). Then, we can express the solution of equation (5) analytically as

$`f_\mathrm{g}(t)`$ $`=`$ $`{\displaystyle \frac{\beta }{1\beta }}\left(e^{t/t_{\mathrm{in}}}e^{(1R)t/t_{\mathrm{sf}}}\right),`$ (8)
$`\beta `$ $``$ $`{\displaystyle \frac{t_{\mathrm{sf}}}{(1R)t_{\mathrm{in}}}}.`$ (9)
One of the goals in this paper is to infer the two timescales, $`t_{\mathrm{in}}`$ and $`t_{\mathrm{sf}}`$ from the SFH in R00. Thus, we define the SFR at the Galactic age of $`t`$, $`\stackrel{~}{\psi }`$, as

$`\stackrel{~}{\psi }=\stackrel{~}{\psi }(t;t_{\mathrm{in}},t_{\mathrm{sf}})f_\mathrm{g}/t_{\mathrm{sf}}.`$ (10)
For the following discussions it is convenient to define the averaged SFR for the normalization of $`\psi `$. The averaged SFR, $`\stackrel{~}{\psi }`$, is defined by

$`\stackrel{~}{\psi }{\displaystyle \frac{1}{T_\mathrm{G}}}{\displaystyle _0^{T_\mathrm{G}}}\stackrel{~}{\psi }dt.`$ (11)
Equations (8) and (10) lead the averaged SFR as

$`\stackrel{~}{\psi }={\displaystyle \frac{1}{T_\mathrm{G}}}{\displaystyle _0^{T_\mathrm{G}}}{\displaystyle \frac{\beta }{(1\beta )t_{\mathrm{sf}}}}\left(e^{t/t_{\mathrm{in}}}e^{(1R)t/t_{\mathrm{sf}}}\right)dt,`$ (12)
where $`T_\mathrm{G}`$ is the age of the Galactic disk and we take $`T_\mathrm{G}=15`$ Gyr following R00. Then we obtain

$`{\displaystyle \frac{\stackrel{~}{\psi }}{\stackrel{~}{\psi }}}={\displaystyle \frac{e^{\tau /\tau _{\mathrm{in}}}e^{(1R)\tau /\tau _{\mathrm{sf}}}}{\tau _{\mathrm{in}}\left(1e^{1/\tau _{\mathrm{in}}}\right){\displaystyle \frac{\tau _{\mathrm{sf}}}{(1R)}}\left(1e^{(1R)/\tau _{\mathrm{sf}}}\right)}}\mathrm{\Psi }(\tau ;\tau _{\mathrm{in}},\tau _{\mathrm{sf}}),`$ (13)
where $`\tau t/T_\mathrm{G}`$, $`\tau _{\mathrm{in}}t_{\mathrm{in}}/T_\mathrm{G}`$, and $`\tau _{\mathrm{sf}}t_{\mathrm{sf}}/T_\mathrm{G}`$. Here we note that

$`{\displaystyle _0^1}\mathrm{\Psi }(\tau )d\tau =1.`$ (14)
### 3.2 Trend Estimation

We extract the overall “trend” from the data of R00. We used the smoothing method developed in the field of the exploratory data analysis (EDA), as well as the ordinary moving average. The EDA smoothing is based on the moving median, which is is known to be quite robust against outliers in the datasets compared with the moving average (e.g., Hoaglin, Mosteller, & Tukey 1983). Since the SFH in R00 violently varies with time, the EDA procedure is expected to be suitable for the problem. Detailed procedures are summarized in the appendix. The smoothed results with the above two procedures are shown in Figure 1. The original data are depicted by the dotted histogram. In the upper panel, we show the smoothing results by moving average. Details of the moving average method is extensively discussed in e.g., Hart (1997). The dot-dot-dot-dashed line is the smoothed SFR with smoothing kernel width of 1.2 Gyr, strong dashed line is the smoothed SFR with 2.0 Gyr kernel, and dot-dashed line is the smoothed SFR with 2.8 Gyr kernel. In the lower panel, the dashed line represents the moving average of 2.0 Gyr kernel, and the solid line is the EDA smoothed SFH. We observe that the 1.2-Gyr kernel is not sufficient to smooth the varying SFH. This means that the timescale of the variation is less than $`2`$ Gyr. Possible mechanisms of the variation that works in less than 2 Gyr are listed in §4.4.

We see that the two results yield consistent trends, but the EDA result is not affected by the sudden jump of the values compared with the moving average as clearly seen at $`T_\mathrm{G}t=10`$ – 15 Gyr. We find the rise of the SFR in the early epoch. This is interpreted as being the gradual increase of gas by the infall. Thus we suggest that the overall SFH of the Galaxy is well described by the infall scenario. We statistically infer the infall timescale and the gas consumption timescale in the next section. We will also examine whether the ‘residual’ deviated from the trend is of statistical significance there.

### 3.3 Parameter Estimation and Statistical Test

In this subsection we perform a statistical test for the observed Galactic (normalized) SFR, $`\mathrm{\Psi }_{\mathrm{obs}}`$ (shown as $`\mathrm{SFR}/\mathrm{SFR}`$ in R00) with respect to that inferred from the infall model. The observed data are binned as $`\mathrm{\Psi }_{\mathrm{obs}}^{}{}_{i}{}^{}`$, $`i=1,2,\mathrm{},k`$. Once the parameter set $`(\tau _{\mathrm{in}},\tau _{\mathrm{sf}})`$ is fixed, we can estimate these parameters from the modified Pearson’s chi-square statistic, $`\chi _{0}^{}{}_{}{}^{2}`$ (see e.g., Rao 1973, p.352):

$`\chi _{0}^{}{}_{}{}^{2}`$ $``$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{(n_iN\mathrm{\Psi }_i^{\mathrm{int}})^2}{n_i}}=N{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{(\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}\mathrm{\Psi }_i^{\mathrm{int}})^2}{\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}}},`$ (15)
where $`n_i`$ is the raw number of stars in the $`i`$-th bin, $`N`$ is the sample size (in this case $`N=552`$), $`\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}`$ is the raw normalized SFR without completeness corrections, and $`\mathrm{\Psi }_i^{\mathrm{int}}`$ is the binned theoretical SFR which we would have observed under the same condition as $`\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}`$. However, since the SFR in Figure 2 of Rocha-Pinto et al. (2000a) is corrected for the selection biases when they have derived the value, we must include the effect of the incompleteness correction in the statistical analysis. We set $`n_{\mathrm{cor},i}=c_in_i`$, then we obtain

$`c_i={\displaystyle \frac{n_{\mathrm{cor},i}}{n_i}}={\displaystyle \frac{N_{\mathrm{cor}}\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}{N_{\mathrm{raw}}\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}}}={\displaystyle \frac{\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}{\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}}},`$ (16)
where $`\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}`$ is the corrected SFR as shown in R00. Here, we fix the data size as $`N_{\mathrm{cor}}=N_{\mathrm{raw}}=N`$. As long as $`N_{\mathrm{cor}}N_{\mathrm{raw}}`$, the statistical significance is not affected by this procedure. Therefore we have the model value

$`\mathrm{\Psi }_i=c_i\mathrm{\Psi }_i^{\mathrm{int}},`$ (17)
where

$`\mathrm{\Psi }_i{\displaystyle \frac{1}{\tau _{i+1}\tau _i}}{\displaystyle _{\tau _i}^{\tau _{i+1}}}\mathrm{\Psi }(\tau )d\tau .`$ (18)
In addition, R00 note that the error bar is a Poisson fluctuation, thus the $`i`$-th error bar, $`\sigma _i`$, can be described as

$`\sigma _i={\displaystyle \frac{c_i}{N}}\left(N\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{raw}}\right)^{1/2}=\left({\displaystyle \frac{c_i\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}{N}}\right)^{1/2}.`$ (19)
Considering the above, we observe

$`\chi _{0}^{}{}_{}{}^{2}`$ $`=`$ $`N{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{\left({\displaystyle \frac{\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}{c_i}}{\displaystyle \frac{\mathrm{\Psi }_i}{c_i}}\right)^2}{{\displaystyle \frac{\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}{c_i}}}}=N{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{(\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}\mathrm{\Psi }_i)^2}{c_i\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}}}`$ (20)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{k}{}}}{\displaystyle \frac{(\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}\mathrm{\Psi }_i)^2}{\sigma _{i}^{}{}_{}{}^{2}}}.`$
For the numerical convenience, we fix $`\mathrm{\Psi }_{\mathrm{obs},i}^{\mathrm{cor}}=\mathrm{\Psi }_i=0`$ at $`\tau =0`$, and the other 37 points are used for the inference (i.e., $`k=37`$).

As we will see later, $`\tau _{\mathrm{sf}}`$ and $`\tau _{\mathrm{in}}`$ are not determined independently. Thus, we will fix one of the parameters. Since $`\tau _{\mathrm{sf}}`$ is extensively investigated by Kennicutt et al. (1994), we first fix $`\tau _{\mathrm{sf}}`$. Then, $`\tau _{\mathrm{in}}`$ is determined by minimizing $`\chi _{0}^{}{}_{}{}^{2}`$. As representative values for the gas consumption timescale, $`\tau _{\mathrm{sf}}`$, we choose 0.4, 0.7 and 1.0 ($`t_{\mathrm{sf}}=6.0`$, 11, and 15 Gyr, respectively)222If we set $`\tau _{\mathrm{sf}}<0.4`$, we obtain an unreasonably large $`\tau _{\mathrm{in}}(2)`$ for the best fit parameter.. The best-fit $`\tau _{\mathrm{in}}`$ and $`\chi _{0}^{}{}_{}{}^{2}`$ for each $`\tau _{\mathrm{sf}}`$ are listed in Table 1. The best-fit $`\tau _{\mathrm{in}}`$’s are 1.5, 0.8, 0.6, respectively, and $`\chi _{0}^{}{}_{}{}^{2}=172`$. The three cases are presented in Figure 2. We see that the three parameter sets describes an almost identical SFH. This means that the two parameters, $`\tau _{\mathrm{sf}}`$ and $`\tau _{\mathrm{in}}`$ are strongly correlated and it is almost impossible to determine $`\tau _{\mathrm{sf}}`$ and $`\tau _{\mathrm{in}}`$ independently.

We are able to test the goodness of fit between $`\mathrm{\Psi }_{\mathrm{obs}}`$ and $`\mathrm{\Psi }_i`$ at the same time by evaluating $`\chi _{0}^{}{}_{}{}^{2}`$ with respect to the $`\chi ^2`$-statistics with $`(k2)`$ degrees of freedom. If $`\chi _{0}^{}{}_{}{}^{2}>\chi ^2(k2,\alpha )`$, then the hypothesis that the observed SFH is produced by the infall scenario is rejected with confidence level $`(1\alpha )`$. In fact, even if we set $`\alpha =0.01`$, $`\chi ^2(k2,\alpha )=60`$. Thus, we conclude that the data of R00 is not produced by the “classical” infall model. This clearly indicates the fact that the Galactic SFH is not continuous, but strongly intermittent or variable.

## 4 DISCUSSIONS

### 4.1 Metallicity and G-dwarf Problem

One of the prime motivation for infall models is that they provide a physically reasonable way of solving the G-dwarf problem (Pagel 1997 and references therein). Thus, in this section, we examine the chemical evolution of the Galaxy.

Under the one-zone treatment and the instantaneous recycling approximation, the time evolution of the abundance of the heavy element, whose species is labeled by $`i`$ ($`i=\mathrm{O}`$, C, Si, Mg, Fe, …), is expressed as

$`{\displaystyle \frac{\mathrm{d}M_i}{\mathrm{d}t}}=X_i\psi +E_i+X_i^\mathrm{f}F(t),`$ (21)
where $`M_i`$, $`X_i`$, $`E_i`$ and $`X_i^\mathrm{f}`$ are the total mass of heavy element $`i`$, the abundance of $`i`$ (i.e., $`X_iM_i/M_\mathrm{g}`$), the total injection rate of element $`i`$ from stars, and the abundance of the infalling gas, respectively (Tinsley, 1980). Here, $`E_i`$ is expressed as

$`E_i=(RX_i+Y_i)\psi ,`$ (22)
where $`R`$ is defined in equation (2) and $`Y_i`$ is the mass fraction of the element $`i`$ newly produced and ejected by stars; in other words,

$`Y_i={\displaystyle _{m_t}^{m_u}}mp_i(m)\varphi (m)dm,`$ (23)
where $`p_i(m)`$ is the fraction of mass converted into the element $`i`$ in a star of mass $`m`$. Adopting the Salpeter’s IMF and the stellar yield by Maeder (1992), $`Y_\mathrm{O}=1.8\times 10^2`$, where we adopt the oxygen as a tracer of heavy elements (i.e., $`i=\mathrm{O}`$; Lisenfeld & Ferrara 1998; Hirashita 1999). Combining equations (1), (3), (7), (21), and (22), we obtain

$`f_\mathrm{g}{\displaystyle \frac{\mathrm{d}X_i}{\mathrm{d}\tau }}={\displaystyle \frac{f_\mathrm{g}Y_i}{\tau _{\mathrm{sf}}}}{\displaystyle \frac{X_iX_i^\mathrm{f}}{\tau _{\mathrm{in}}}}e^{\tau /\tau _{\mathrm{in}}}.`$ (24)
Since the time-evolution of $`f_\mathrm{g}`$ is solved in equation (8), equation (24) can be integrated to obtain $`X_i`$ as a function of $`\tau (=t/T_\mathrm{G})`$. We hereafter choose oxygen as a tracer of the metallicity; i.e., $`i=\mathrm{O}`$ and assume $`X_\mathrm{O}^\mathrm{f}=0.01X_{\mathrm{O},}`$. For a more detailed modeling, we should include the metal enrichment within the Galactic halo (e.g., Ikuta & Arimoto 1999).

The result is shown in Figure 3 for the three parameter sets in Table 1, where $`X_{\mathrm{O},}=0.013`$ represents the solar oxygen abundance (Whittet 1992, p.42). The solid, dashed, and dash-dotted lines present the cases of $`(\tau _{\mathrm{sf}},\tau _{\mathrm{in}})=(0.4,1.5),(0.7,0.8),\text{ and }(1.0,0.6)`$, respectively. We also present the observational data of age-metallicity relation by Rocha-Pinto et al. (2000b) (see their Table 3), where we assume that $`0.7[\mathrm{Fe}/\mathrm{H}]=[\mathrm{O}/\mathrm{H}]\mathrm{log}(X_\mathrm{O}/X_{\mathrm{O},})`$ by using Edvardsson et al. (1993). The true parameter set which reproduce the observational data points seems to lie between the solid line $`(\tau _{\mathrm{sf}},\tau _{\mathrm{in}})=(0.4,1.5)`$ and $`(\tau _{\mathrm{sf}},\tau _{\mathrm{in}})=(0.7,0.8)`$, though the discrepancy at the lower-metallicity side is prominent. But if the infalling gas is more enriched than have been assumed, this discrepancy might be resolved. We should also note the large scatter of the relation (Fig. 13 of Rocha-Pinto et al. 2000b) and the uncertainty in the above relation between \[Fe/H\] and \[O/H\].

The infall timescale is larger than that in Sommer-Larsen & Antonuccio-Delogu (1993), who gave 3.4 Gyr. The difference comes not only from the different way of modeling but also from the no prominent decline of the recent SFR as presented in Figure 2.

The G-dwarf problem is also tested along with our model. The probability distribution function $`P(\mathrm{log}X_\mathrm{O})`$ of the metallicity is calculated from our model as

$`P(\mathrm{log}X_\mathrm{O})\mathrm{d}\mathrm{log}X_\mathrm{O}=\mathrm{\Psi }\mathrm{d}\tau .`$ (25)
Using equations (24) and (25), we obtain the following analytical expression for $`P`$:

$`P(\mathrm{log}X_\mathrm{O})=(\mathrm{ln}10)\mathrm{\Psi }(\tau )X_\mathrm{O}(\tau )\left[{\displaystyle \frac{Y_\mathrm{O}}{\tau _{\mathrm{sf}}}}{\displaystyle \frac{X_\mathrm{O}(\tau )X_\mathrm{O}^\mathrm{f}}{\tau _{\mathrm{in}}f_\mathrm{g}(\tau )}}e^{\tau /\tau _{\mathrm{in}}}\right]^1,`$ (26)
where $`\tau `$ is a function of $`X_\mathrm{O}`$ and the functional form is determined by solving equation (24). In comparing the distribution function with the observational data, we should take into account the scatter of the data. Here, we simply convolve $`P`$ with a Gaussian kernel as

$`P_{\mathrm{conv}}(\mathrm{log}X_\mathrm{O}){\displaystyle _{\mathrm{}}^{\mathrm{}}}P(u){\displaystyle \frac{1}{\sqrt{2\pi }\sigma }}\mathrm{exp}\left[{\displaystyle \frac{(\mathrm{log}X_\mathrm{O}u)^2}{2\sigma ^2}}\right]du,`$ (27)
where we adopt $`\sigma =0.1`$ to compare with Rocha-Pinto & Maciel (1996). We adopt these data because we would like to use a sample of G-dwarfs, whose lifetime is as long as the age of the universe. The result is shown in Figure 4. The solid, dashed, and dash-dotted lines present the cases of $`(\tau _{\mathrm{sf}},\tau _{\mathrm{in}})=(0.4,1.5),(0.7,0.8),\text{ and }(1.0,0.6)`$, respectively. The histogram shows the data by Rocha-Pinto & Maciel (1996), where $`0.7[\mathrm{Fe}/\mathrm{H}]=[\mathrm{O}/\mathrm{H}]`$ is assumed and the integrated number is normalized to unity. We see the same trend as Figure 3: Again we see that the true parameters lie between the solid line and the dashed line. As mentioned above, we should include the detailed enrichment process within the Galactic halo as e.g., in Ikuta & Arimoto (1999). However, since the aim of this paper is to examine the intermittent SFH proposed by R00, we do not examine the chemical evolution further.

### 4.2 Comment on the Instantaneous Recycling Treatment

The instantaneous recycling approximation is adopted only because it provides a very convenient way to obtain an analytic SFH, which is easily applied to the statistical analysis in §3.3. However, if we fix $`t_{\mathrm{sf}}`$, the instantaneous recycling treatment tends to overestimate the rate of gas consumption to form stars due to the instantaneously recycled gas, which should be recycled with a delay in the realistic situation. Thus, we here examine the effect of the delayed recycling. We examine the opposite extreme case where the effect of the delayed recycling is significant: The gas is never recycled. In other words, we examine the case of $`R=0`$.

In Figure 5, we present the result for $`R=0`$ for the three parameters $`(\tau _{\mathrm{sf}},\tau _{\mathrm{in}})=(0.4,\mathrm{\hspace{0.17em}1.5}),`$ (0.7, 0.8), and (1.0, 0.6) with the thick lines. The thin lines represent the case where $`R=0.32`$; i.e., the same as Figure 3. We adopt the same normalization for both sets of lines (equation 14). Comparing the thick and thin lines, we see the more decline of the SFR in the recent epoch in the non-recycling case than the thin lines. This is because the gas consumption timescale is shorter in the non-recycling case (Kennicutt et al., 1994). However, we stress that the variation of the observed SFH (R00) is so large that the difference between the instantaneous and non-instantaneous treatments does not affect the conclusion that the SFR is violently variable.

### 4.3 Two-Component Model of the Star Formation Rate

Since the observed SFH cannot be reproduced by a simple infall model, we introduce a stochastically varying residual and modify the model as follows:

$`\mathrm{\Psi }_{\mathrm{obs}}(\tau )=\mathrm{\Psi }_{\mathrm{infall}}(\tau )+\epsilon ,`$ (28)
where $`\mathrm{\Psi }_{\mathrm{infall}}(t)`$ is the estimated best-fit infall model in the above discussion, and the residual, $`\epsilon `$, is produced by a probability distribution with zero mean and dispersion $`\sigma ^2`$. We simply assume that $`\sigma ^2`$ is time-independent. Since $`\epsilon `$ is estimated for each of the 37 bins, we can show a distribution of $`\epsilon `$ (Figure 6). The estimated sample dispersion $`\sigma ^2=0.22`$ ($`\sigma =0.47`$). Considering the uncertainty in the age estimation in R00, the time-variation of the SFR is blurred with the uncertainty, as commented in R00. Thus, the above value of $`\sigma `$ can still be underestimated. Therefore, we conclude that the $`\sigma `$ is at least comparable to (perhaps larger than) $`\mathrm{\Psi }_{\mathrm{infall}}`$.

If we assume that the large variation of the SFR is typical of spiral galaxies, the star formation activities of them should show a variety. The large value of the variance ($`\sigma `$) is consistent with previous works that suggested the variety of star formation activities of spiral galaxies (Kennicutt et al., 1994; Tomita et al., 1996; Devereux & Hameed, 1997). Furthermore, the kurtosis of the residual, $`K=0.81`$, which means that $`\epsilon `$ is distributed flatly and is not strongly concentrated around the mean. Indeed, in the Figure 8 of Tomita et al. 1996, there seems to be little concentration of star formation activity around the mean, which is consistent with the flat distribution in Figure 6.

### 4.4 Possible Mechanisms for the Variation of SFH

Here, we consider what mechanisms are possible for the violent time-variation of SFR in the Galactic disk. We mention the following two mechanisms.

The first possibility is that the infall into the Galactic disk is a stochastic process. If an infalling gas is in the form of a cloud or a small-sized galaxy, such gas may induce a burst of star formation and increase SFR instantaneously. Indeed, infall of small galaxy seems to occur frequently seeing that the Sagittarius dwarf galaxy is now infalling to the Galaxy (Ibata, Gilmore, & Irwin, 1994). The high-velocity clouds (Wakker & van Woerden, 1997) may fall into the Galactic disk stochastically and induce stochastic bursts of star formation.

The second possibility is that the interstellar medium is a non-linear open system. A non-linear open system often shows a limit-cycle behavior of physical quantities (Nicolis & Prigogine, 1977). The application of the non-linear-open-system model to the interstellar medium is described in Ikeuchi & Tomita (1983). According to their model, the fractional mass of the cold component ($`X_\mathrm{c}`$) can oscillatory change. Recently, Kamaya & Takeuchi (1997) suggested that the SFR varies oscillatory if the Schmidt law of $`\mathrm{SFR}X_\mathrm{c}^2`$ is assumed, where $`X_\mathrm{c}`$ is the mass ratio of the cold gas to the whole gas (see also Ikeuchi 1988 for a review and Hirashita & Kamaya 2000 for a recent development on this theme).

## 5 SUMMARY

In the context of the infall model, we re-analyzed the SFH of the Galaxy derived observationally by R00. We test to examine whether variation of the star formation rate proposed by R00 is significant.

We first statistically infer the timescales of the gas infall into the Galactic disk ($`t_{\mathrm{in}}`$) and that of the gas consumption to form stars ($`t_{\mathrm{sf}}`$). Since each of two timescales are not determined independently, we first fix $`t_{\mathrm{sf}}`$. Then, $`t_{\mathrm{in}}`$ is determined so that we minimize $`\chi ^2`$. Consequently, we choose three parameter sets: $`(t_{\mathrm{sf}}[\mathrm{Gyr}],t_{\mathrm{in}}[\mathrm{Gyr}])=(4.5,33),(10.5,9.0),\text{ and }(15,7.5)`$, where we set the Galactic age as 15 Gyr. All of the three cases predict an almost identical SFH. The parameter set that seems to fit best to the age-metallicity relation and the metallicity distribution of the G-dwarfs is $`(t_{\mathrm{sf}}[\mathrm{Gyr}],t_{\mathrm{in}}[\mathrm{Gyr}])=(10.5,\mathrm{\hspace{0.17em}9.0})`$. The infall timescale is larger than that in Sommer-Larsen & Antonuccio-Delogu (1993), who gave 3.4 Gyr. The difference comes not only from the different way of modeling but also from the no prominent decline of the recent SFR as presented in Figure 2.

Next, we test the intermittency (or violent variability) along with the smooth SFH suggested from the infall model. The large value of $`\chi ^2`$ statistic supports the violent variation of the SFH. Then, we interpret the observed SFH with the two components; underlying smooth component described by the infall model, and violently variable component. We find that the variation of the latter component is comparable to the former.

As a test of the models, we also examine the age-metallicity relation and the metallicity distribution of the Galactic stars. Consequently, we observe that the degeneracy of the three parameters are resolved and find that the true parameter set seems to lie between $`(t_{\mathrm{sf}}[\mathrm{Gyr}],t_{\mathrm{in}}[\mathrm{Gyr}])=(10.5,\mathrm{\hspace{0.17em}9.0})\text{ and }(4.5,33)`$.

Finally, two physical mechanisms for the variable SFH are suggested. One is the stochastic infall of the clouds or small galaxies, and the other is the non-linear oscillation of the SFR due to the limit-cycle behavior of the fractional mass of the cold-gas component.

We first thank J. Sommer-Larsen, the referee, whose comments much improved the quality of this paper. We also thank H. Kamaya, A. Tomita, T. T. Ishii, S. Mineshige, and M. Saitō for useful discussions and kind helps. We are grateful to K. Yoshikawa for an excellent computational environment. This work is supported by the Research Fellowship of the Japan Society for the Promotion of Science for Young Scientists. We made extensive use of the NASA’s Astrophysics Data System Abstract Service (ADS).

## Appendix A SMOOTHING WITH MOVING MEDIAN

In this appendix, we explain the details of the EDA smoothing based on the moving median. The procedure is as follows:

1. We take the moving median of three sequential values of the original data. For the boundary data, we use the median of the following:

$`\widehat{x}_1`$ $`=`$ $`\mathrm{median}(x_22(x_2x_3),x_1,x_2),`$ (A1)
$`\widehat{x}_n`$ $`=`$ $`\mathrm{median}(x_n+2(x_{n1}x_{n2}),x_{n1},x_n),`$ (A2)
where $`\widehat{x}_i`$ is the smoothed value.
2. We perform the splitting of the plateau of the median-smoothed data sequence, i.e. when we find the same value $`\widehat{x}_i`$ and $`\widehat{x}_{i+1}`$, we substitute

$`\widehat{\widehat{x}}_i`$ $`=`$ $`\mathrm{median}(x_{i1}+2(x_{i1}x_{i2}),x_i,x_{i1}),`$ (A3)
$`\widehat{\widehat{x}}_{i+1}`$ $`=`$ $`\mathrm{median}(x_{i+2}2(x_{i+3}x_{i+2}),x_{i+1},x_{i+2}).`$ (A4)
into $`\widehat{x}_i`$ and $`\widehat{x}_{i+1}`$, respectively.
3. We, then, take the mean of $`\widehat{x}_{i1}`$ and $`\widehat{x}_{i+1}`$ (we denote them as $`\stackrel{~}{x}_i`$). Finally, we derive the mean of $`\widehat{x}_i`$ and $`\stackrel{~}{x}_i`$.

This method is often used in the econometric and biometric researches, and provides successful results.


text:
# Variable number schemes for heavy quark electroproduction

## Abstract

We compare variable number schemes for heavy quark electroproduction.

Heavy quark production has been a major topic of investigation at hadron-hadron, electron-proton and electron-positron colliders. Here a review is given of some topics which are of interest primarily for electron-proton colliders. We concentrate on this reaction because a theoretical treatment can be based on the operator product expansion, and also because data are available for deep-inelastic charm production at HERA. How all this relates to Fermilab experiments will be discussed at the end.

In QCD perturbation theory one needs to introduce a renormalization scale and a mass factorization scale to perform calculations. We choose both equal to $`\mu ^2`$, which will be a function of $`Q^2`$ and the square of the mass of the charm quark $`m^2`$. At small $`\mu ^2`$, where kinematic effects due to quark masses are important, the best way to describe charm quark production is via heavy quark pair production where parton densities are used for the initial state light mass u,d,s quarks and the gluon and $`m`$ only appears in the heavy quark coefficient functions (or partonic cross sections) like $`H_{i,g}^{\mathrm{S},(2)}(z,Q^2,m^2,\mu ^2)`$, etc., . Here the superscripts refer to their flavor decomposition and the order in perturbation theory, while the subscripts refer to the projection $`i=2,L`$ and the partonic initial state. The arguments refer to the partonic Bjorken variable $`z=Q^2/(s+Q^2)`$ and to the fact that these functions depend upon invariants and scales. The renormalization necessary to calculate these NLO expressions follows the CWZ method . The symbol $`H`$ refers to those coefficient functions which are derived from Feynman diagrams where the virtual photon couples to a heavy quark line. Analytic expressions for these functions are not known. Numerical fits are available in . Asymptotic expressions for $`Q^2m^2`$ are available in  which contain terms like $`\mathrm{ln}^2(Q^2/m^2)`$ and $`\mathrm{ln}(Q^2/m^2)\mathrm{ln}(Q^2/\mu ^2)`$ multipled by functions of $`z`$ and demonstrate that these functions are singular in the limit that $`m0`$. There are other heavy quark coefficient functions such as $`L_{i,q}^{\mathrm{NS},(2)}(z,Q^2,m^2)`$, which arise from tree diagrams where the virtual photon attaches to the an initial state light quark line, so the heavy-quark is pair produced via virtual gluons. Analytic expressions for these functions are known for all $`z`$, $`Q^2`$ and $`m^2`$, which, in the limit $`Q^2m^2`$ contain powers of $`\mathrm{ln}(Q^2/m^2)`$ multiplied by functions of $`z`$. The three-flavor light mass $`\overline{\mathrm{MS}}`$ parton densities can be defined in terms of matrix elements of operators and are now available in parton density sets. This is a fixed order perturbation theory (FOPT) description of heavy quark production with three-flavour parton densities. Notice that due to the work in  the perturbation series is now known up to second order. In regions of moderate scales and invariants this NLO description is well defined and can be combined with a fragmentation function to predict exclusive distributions  for the outgoing charm meson, the anti-charm meson and the additional parton. This NLO massive charm approach agrees well with the recent $`D`$-meson inclusive data in  and . Let us call the charm quark structure functions in this NLO description $`F_{i,c}^{\mathrm{EXACT}}(x,Q^2,m^2,n_f=3)`$, where $`i=2,L`$.

A different description, which should be more appropriate for large scales, where terms in $`m^2`$ are negligible, is to represent charm production by a parton density $`f_c(x,\mu ^2)`$, with a boundary condition that the density vanishes at small values of $`\mu ^2`$. Although at first sight these approaches are completely different they are actually intimately related. It was shown in  that the large terms in $`\mathrm{ln}(Q^2/m^2)`$ which arise when $`Q^2m^2`$, can be resummed in all orders in perturbation theory. In this reference all the two-loop corrections to the matrix elements of massive quark and massless gluon operators in the operator product expansion were calculated. These contain the same type of logarithms mentioned above multiplied by functions of $`z`$, (which is the last Feynman integration parameter). After operator renormalization and suitable reorganization of convolutions of the operator matrix elements (OME’s) and the coefficient functions the expressions for the infrared-safe charm quark structure functions $`F_{i,c}(x,Q^2,m^2,\mathrm{\Delta })`$, become, after resummation, convolutions of light mass four-flavor parton coefficient functions, commonly denoted by expressions like $`𝒞_{i,g}^{\mathrm{S},(2)}(Q^2/\mu ^2)`$ (available in , ), with four-flavor light parton densities, which also include a charm quark density $`f_c(x,\mu ^2)`$. Since the corrections to the OME’s contain terms in $`\mathrm{ln}(Q^2/m^2)`$ and $`\mathrm{ln}(m^2/\mu ^2)`$ as well as nonlogarithmic terms it is simplest to work in the $`\overline{\mathrm{MS}}`$ scheme with the scale $`\mu ^2=m^2`$ for $`Q^2m^2`$ and $`\mu ^2=m^2+Q^2(1m^2/Q^2)^2/2`$ for $`Q^2>m^2`$ and discontinuous matching conditions on the flavor densities at $`\mu ^2=m^2`$. Then all the logarithmic terms vanish at $`Q^2=\mu ^2=m^2`$ and the non-logarithmic terms in the OME’s are absorbed into the boundary conditions on the charm density, the new four-flavor gluon density and the new light-flavor u,d,s densities. The latter are convolutions of the previous three-flavor densities with the OME’s given in the Appendix of . Hence we have a precise description through order $`\alpha _s^2`$ of how, in the limit $`m0`$, to reexpress the $`F_{i,c}^{\mathrm{EXACT}}(x,Q^2,m^2)`$ written in terms of convolutions of heavy quark coefficient functions with three-flavor light parton densities into a description in terms of four-flavor light-mass parton coefficient functions convoluted with four-flavor parton densities. This procedure leads to the so-called zero mass variable flavor number scheme (ZM-VFNS) for $`F_{i,c}(x,Q^2,\mathrm{\Delta })`$ where the $`m`$ dependent logarithms are absorbed into the new four-flavor densities. To implement this scheme one has to be careful to use inclusive quantities which are collinearly finite in the limit $`m0`$ and $`\mathrm{\Delta }`$ is an appropriate parameter which enables us to do this. In the expression for $`F_{i,c}`$ there is a cancellation of terms in $`\mathrm{ln}^3(Q^2/m^2)`$ between the two-loop corrections to the light quark vertex function (the Sudakov form factor) and the convolution of the densities with the soft part of the $`L_{2,q}`$-coefficient function. This is the reason for the split of $`L_{i,q}`$ into soft and hard parts, via the introduction of a constant $`\mathrm{\Delta }`$. Details and analytic results for $`L_{i,c}^{\mathrm{SOFT}}`$ and $`L_{i,c}^{\mathrm{HARD}}`$ are available in . All this analysis yielded and used the two-loop matching conditions on variable-flavor parton densities across flavor thresholds, which are special scales where one makes transitions from say a three-flavor massless parton scheme to a four-flavor massless parton scheme. The threshold is a choice of $`\mu `$ which has nothing to do with the actual kinematical heavy flavour pair production threshold at $`Q^2(x^11)=4m^2`$. In , it was shown that the $`F_{i,c}^{\mathrm{EXACT}}(x,Q^2,m^2,n_f=3)`$ tend numerically to the known asymptotic results in $`F_{i,c}^{\mathrm{ASYMP}}(x,Q^2,m^2,n_f=3)`$, when $`Q^2m^2`$, which also equal the ZM-VFNS results, which were called $`F_{i,c}^{\mathrm{PDF}}(x,Q^2,n_f=4)`$. The last description is good for large (asymptotic) scales and contains a charm density $`f_c(x,\mu ^2)`$ which satisfies a specific boundary condition at $`\mu ^2=m^2`$.

s most of the experimental data occur in the kinematical regime between small $`Q^2`$ and asymptotic $`Q^2`$ a third approach has been introduced to describe the charm components of $`F_i(x,Q^2)`$. This is called a variable flavor number scheme (VFNS). A first discussion was given in , where a VFNS prescription called ACOT was given in lowest order only. A proof of factorization to all orders was recently given in  for the total structure functions $`F_i(x,Q^2)`$, but the NLO expressions for $`F_{i,c}(x,Q^2,m^2)`$ in this scheme were not provided. An NLO version of a VFNS scheme has been introduced in  and will be called the CSN scheme. A different approach, also generalized to all orders, was given in ,, which is called the BMSN scheme. Finally another version of a VFNS was presented in , which is called the TR scheme. The differences between the various schemes can be attributed to two ingredients entering the construction of a VFNS. The first one is the mass factorization procedure carried out before the large logarithms can be resummed. The second one is the matching condition imposed on the charm quark density, which has to vanish in the threshold region of the production process. All VFNS approachs require two sets of parton densities. One set contains three-flavor number densities whereas the second set contains four-flavor number densities. The sets have to satisfy the $`\overline{\mathrm{MS}}`$ matching relations derived in . Appropriate four-flavor densities have been constructed in  starting from the three-flavor LO and NLO sets of parton densities recently published in .

Since the formulae for the heavy quark structure functions are available in  we only mention a few points here. The BMSN scheme avoids the introduction of any new coefficient functions other than those above. Since the asymptotic limits for $`Q^2m^2`$ of all the operator matrix elements and coefficient functions are known we define (here $`Q`$ refers to the heavy charm quark)

$`F_{i,Q}^{\mathrm{BMSN}}(x,Q^2,m^2,\mathrm{\Delta },n_f=4)=`$
$`F_{i,Q}^{\mathrm{EXACT}}(x,Q^2,m^2,\mathrm{\Delta },n_f=3)`$
$`F_{i,Q}^{\mathrm{ASYMP}}(x,Q^2,m^2,\mathrm{\Delta },n_f=3)`$
$`+F_{i,Q}^{\mathrm{PDF}}(x,Q^2,m^2,\mathrm{\Delta },n_f=4).`$ (1)
The scheme for $`F_{i,Q}^{\mathrm{CSN}}`$ introduces a new heavy quark OME $`A_{QQ}^{\mathrm{NS},(1)}(z,\mu ^2/m^2)`$  and coefficient functions $`H_{i,Q}^{\mathrm{NS},(1)}(z,Q^2/m^2)`$  because it requires an incoming heavy quark $`Q`$, which did not appear in the NLO corrections in . The CSN coefficient fuctions are defined via the following equations. Up to second order we have

$`𝒞_{i,q,Q}^{\mathrm{CSN},\mathrm{SOFT},\mathrm{NS},(2)}(\mathrm{\Delta },{\displaystyle \frac{Q^2}{m^2}},{\displaystyle \frac{Q^2}{\mu ^2}})=`$
$`A_{qq,Q}^{\mathrm{NS},(2)}\left({\displaystyle \frac{\mu ^2}{m^2}}\right)𝒞_{i,q}^{\mathrm{NS},(0)}\beta _{0,Q}\mathrm{ln}\left({\displaystyle \frac{\mu ^2}{m^2}}\right)`$
$`\times 𝒞_{i,q}^{\mathrm{NS},(1)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)𝒞_{i,q}^{\mathrm{VIRT},\mathrm{NS},(2)}({\displaystyle \frac{Q^2}{m^2}})`$
$`L_{i,q}^{\mathrm{SOFT},\mathrm{NS},(2)}(\mathrm{\Delta },{\displaystyle \frac{Q^2}{m^2}},{\displaystyle \frac{Q^2}{\mu ^2}}),`$ (2)
with the virtual term the second order Sudakov form factor. The other CSN coefficient functions are defined by equations like (we only give one of the longitudinal terms for illustration)

$`𝒞_{L,g}^{\mathrm{CSN},\mathrm{S},(1)}({\displaystyle \frac{Q^2}{m^2}},{\displaystyle \frac{Q^2}{\mu ^2}})=`$
$`H_{L,g}^{\mathrm{S},(1)}\left({\displaystyle \frac{Q^2}{m^2}}\right)A_{Qg}^{\mathrm{S},(1)}({\displaystyle \frac{\mu ^2}{m^2}})𝒞_{L,Q}^{\mathrm{CSN},\mathrm{NS},(0)}\left({\displaystyle \frac{Q^2}{m^2}}\right),`$ (3)
with $`𝒞_{L,Q}^{\mathrm{CSN},\mathrm{NS},(0)}=4m^2/Q^2`$. The CSN and BMSN schemes are designed to have the following two properties. First of all, suppressing unimportant labels,

$`F_{i,Q}^{\mathrm{CSN}}(n_f=4)=F_{i,Q}^{\mathrm{BMSN}}(n_f=4)=`$
$`F_{i,Q}^{\mathrm{EXACT}}(n_f=3)\text{for}Q^2m^2.`$ (4)
Since $`f_Q(m^2)^{\mathrm{NNLO}}0`$ (see ) this condition can be only satisfied when we truncate the perturbation series at the same order. The second requirement is that

$`\underset{Q^2m^2}{\text{lim}}F_{i,Q}^{\mathrm{BMSN}}(n_f=4)=`$
$`\underset{Q^2m^2}{\text{lim}}F_{i,Q}^{\mathrm{CSN}}(n_f=4)=\underset{Q^2m^2}{\text{lim}}F_{i,Q}^{\mathrm{PDF}}(n_f=4).`$ (5)
The only differences between the two schemes arises from terms in $`m^2`$ so they may not be equal just above $`Q^2=m^2`$. This turns out to be the case for the longitudinal structure function, which is more sensitive to mass effects. We plot in Fig.1 NNLO results for the $`Q^2`$ dependence of $`F_{2,c}^{\mathrm{EXACT}}(n_f=3)`$, $`F_{2,c}^{\mathrm{CSN}}(n_f=4)`$, $`F_{2,c}^{\mathrm{BMSN}}(n_f=4)`$, and $`F_{2,c}^{\mathrm{PDF}}(n_f=4)`$ at $`x=0.005`$. This figure shows that the results satisfy the requirements in Eqs.(4) and (5). The ZM-VFNS description is poor at small $`Q^2`$. In Fig.2 we show the results for $`F_{L,c}^{\mathrm{EXACT}}(n_f=3)`$, $`F_{L,c}^{\mathrm{CSN}}(n_f=4)`$, $`F_{L,c}^{\mathrm{BMSN}}(n_f=4)`$, and $`F_{L,c}^{\mathrm{PDF}}(n_f=4)`$ at $`x=0.005`$. We see that the CSN result is negative and therefore unphysicsl for $`2.5<Q^2<6`$ $`(\mathrm{GeV}/c)^2`$ which is due to the term in $`4m^2/Q^2`$ and the subtraction in Eq.(3).

One way this research work is of relevance to Fermilab experiments is that it produces more precise ZM-VFNS parton densities. Such densities are used extensively to predict cross sections at high energies, for example for single top quarks. Therefore the previous work on four-flavor parton densities has been extended in  to incorporate the two-loop discontinuous matching conditions across the bottom flavour threshold at $`\mu =m_b`$ and provided a set of five-flavour densities, which contains a bottom quark density $`f_b(x,\mu ^2)`$. The differences between the five-flavor densities and those in  and  are also discussed. Results for deep-inelastic electroproduction of bottom quarks are presented in .