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# The Influence of Galactic Outflows on the Formation of Nearby Dwarf Galaxies

## 1. Introduction

Outflows from dwarf starbusting galaxies have long been the subject of theoretical and observational investigation. Since the 1970s, theoretical work has shown that supernovae (SNe) and OB winds in these low-mass objects produce energetic outflows that shock and enrich the intergalactic medium (IGM) in which they are embedded (Larson 1974; Dekel & Silk 1986; Vader 1986). This behavior has been clearly identified in studies of both local starbursting galaxies (Axon & Taylor 1978; Heckman 1997; Martin 1998) and their environments (della Ceca et al. 1996; Bomans, Chu, & Hopp 1997) as well as with spectroscopy of high-$`z`$ galaxies (Franx et al. 1997; Pettini et al. 1998; Frye, Broadhurst & Sprinrad 1999).

Whether these outflows lead to a catastrophic loss of the interstellar gas in these objects is much more uncertain, with recent simulations and observations suggesting that dwarfs are very inefficient in removing gas from their cores (Mac Low & Ferrara 1999; Murakami & Babul 1999). However, the issue of whether dwarfs retain a sizeable fraction of their gas is to some degree decoupled from the formation of outflows. In galaxies in the mass range $`10^7M_{}M10^9M_{}`$, Mac Low & Ferrara (1999) have shown that a “blowout” occurs in which the superbubbles produced by multiple SNII explosions punch out of the galaxy, shocking the surrounding IGM while failing to excavate the interstellar medium of the galaxy as a whole.

In the generally investigated hierarchical models of structure formation, low-mass galaxies form in large numbers at early times (e.g. White & Frenk 1991) are highly clustered (Kaiser 1984). The existence of a large number of small and clustered galaxies at early times is also favored observationally by the steep number counts and low luminosities of faint galaxies (Broadhurst, Ellis & Glazebrook 1992), the sizes of faint galaxies in the Hubble Deep Field (HDF) (Bouwens, Broadhurst, & Silk 1999a,b), and the clustering properties of Lyman-break galaxies (Adelberger et al. 1998). Locally however, the number density of low-mass objects is far less than predicted theoretically (Ferguson & Binggeli 1994; Klypin et al. 1999; Moore et al. 1999), leading to theoretical studies into the disruption of dwarves by tidal forces from neighboring objects (Moore, Lake, & Katz 1998) and external UV radiation ( Norman & Spaans 1997; Corbelli, Galli, & Palla 1997; Ferrara & Tolstoy 2000).

Little attention has been directed however, toward the influence of outflows on the formation of neighboring galaxies, despite the fact that typical outflow velocities exceed the virial velocities of objects in the mass range in which the overabundance is most severe. In a companion article (Scannapieco & Broadhurst 2000) we describe the effects of heating and enrichment by outflows on galaxy formation using a Monte Carlo treatment of hierarchical structure formation. Here we show using simple scaling arguments that suppression of galaxy formation by outflows from dwarf galaxies is important over a large range of halo masses, irrespective of the details of cosmological simulations.

The structure of this work is as follows. In §2 we consider two scenarios for the suppression of dwarf galaxy formation by outflows. In §3 we show that the outflow models considered fall well within the bounds of current observations. Conclusions are given in §4.

## 2. Suppression of Galaxy Formation

We consider two processes by which outflows from neighboring dwarves inhibit the formation of a galaxy. In the “mechanical evaporation” scenario, the gas associated with an overdense region is heated by a shock to above its virial temperature. The thermal pressure of the gas then overcomes the dark matter potential and the gas expands out of the halo, preventing galaxy formation. In this case, the cooling time of the collapsing cloud must be shorter than its sound crossing time, otherwise the gas will cool before it expands out of the gravitational well and will continue to collapse.

Alternatively, the gas may be stripped from a perturbation by a shock from a nearby source. In this case, the momentum of the shock is sufficient to carry with it the gas associated with the neighbor, thus emptying the halo of its baryons and preventing a galaxy from forming. In the following we evaluate the importance of these two effects in turn.

### 2.1. Mechanical Evaporation

The first mechanism we consider is the shock heating of the halo gas to a temperature sufficient to cause the gas to evaporate into the IGM. This will happen for cases in which the virial temperature of the object $`T_v`$ is less than the postshock temperature $`T_s`$, where $`T_s`$ can be written for an adiabatic shock as

$$T_s=\frac{3\mu m_p}{16k}v_s^2=14v_{s,km/s}^2\mathrm{K},$$
(1)
where $`\mu `$ is the molecular weight of the gas, which we take to be 0.6, $`m_p`$ is the proton mass, $`k`$ is Boltzmann’s constant, and $`v_s`$ is the velocity of the expanding shock.

For the typical outflows we will be considering, the blast wave reaches the neighboring perturbation of interest within one cooling time $`t_c\frac{kT_s}{\overline{n}_e\mathrm{\Lambda }}`$, where $`\overline{n}_e=4.5\times 10^7(1+z)^3h^2\mathrm{cm}^3`$ is the average number density of electrons, $`\mathrm{\Lambda }`$ is the cooling function which we normalize to $`\mathrm{\Lambda }_{22}\mathrm{\Lambda }/10^{22}`$ erg cm3 s-1, and $`h`$ is the Hubble constant in units of 100 km/s/Mpc. Here and below we take the baryonic density in units of the critical density to be $`\mathrm{\Omega }_b=0.05`$. Thus the shock velocity can be approximated by a Sedov-Taylor blast wave solution,

$$v_s=1600(ϵ𝒩h)^{1/2}d_{c,\mathrm{kpc}}^{3/2}\mathrm{km}/\mathrm{s},$$
(2)
where $`𝒩`$ is the number of supernovae driving the bubble (each with a total energy $`2\times 10^{51}`$ erg to take into account the contribution from stellar winds), $`ϵ`$ is the total-to-kinetic energy conversion efficiency, $`d_{c,\mathrm{kpc}}`$ is the comoving distance from the explosion site in kpc $`\times h`$. The Compton drag on the expanding shock as well as the Hubble expansion are easily shown to be negligible for our purposes in this paper (Ferrara 1998; Scannapieco & Broadhurst 2000). From the relation $`T_v=70M_6^{2/3}(1+z)\mathrm{\Omega }_0^{1/3}`$ K, where $`M_6M/(10^6M_{}/h)`$ and $`\mathrm{\Omega }_0`$ is the matter density in units of the critical density, it follows that collapsed objects with total masses lower than $`M_63.5\times 10^8(1+z)^{3/2}(ϵ𝒩h)^{3/2}d_{c,\mathrm{kpc}}^{9/2}\mathrm{\Omega }_0^{1/2}`$ will be affected by shock heating and evaporation. We estimate $`d_{c,\mathrm{kpc}}`$ as the mean spacing between objects of a mass scale $`M`$, which is appropriate as the outflowing objects and the forming density perturbations of interest are of roughly the same mass scales:

$$d_{c,\mathrm{kpc}}\left(\frac{3M}{4\pi \rho _c\mathrm{\Omega }_0}\right)^{1/3}10M_6^{1/3}\mathrm{\Omega }_0^{1/3},$$
(3)
which gives

$$M_641(1+z)^{3/5}(ϵ𝒩h)^{3/5}\mathrm{\Omega }_0^{2/5}.$$
(4)
Assuming that one SN occurs for every 100 $`M_{}`$ of baryons which form stars (see eg. Gibson 1997) we can relate the number of SNe and the mass of the halo as $`𝒩h=500M_6ϵ_{sf}\mathrm{\Omega }_0^1,`$ where $`ϵ_{sf}`$ is the initial star formation efficiency. Assuming an initial star formation efficiency of $`ϵ_{\mathrm{sf}}=0.1`$ and a kinetic energy conversion efficiency of $`ϵ=0.2`$ we can estimate $`ϵ𝒩h`$ as approximately $`10M_6\mathrm{\Omega }_0^1`$, and thus we expect $`ϵ𝒩h5000\mathrm{\Omega }_0^1`$ for typical dwarf-galaxy sized objects of $`5\times 10^8M_{}.`$

The relation given by Eq. (4) is shown by the upper lines in Fig. 1 for $`ϵ𝒩h=10^4`$. Also shown for reference on this plot is the mass below which effects due to photoevaporation are important ($`M_64.4\times 10^3(1+z)^{3/2}\mathrm{\Omega }_0^{1/2}`$). Galaxies with masses below this limit are readily evaporated by the UV background after the reionization of the universe (Barkana & Loeb 1999; Ferrara & Tolstoy 2000)

#### 2.1.1 Cooling

To suppress galaxy formation, however, it is not enough only to heat the halo gas, because the gas could cool rapidly and fall back towards the center of the object. Therefore Eq. (4) is a necessary but not sufficient condition for mechanical evaporation. The second condition requires that the gas remains hot for the time required to escape the system, or that the cooling time be longer than the the sound crossing time, $`\frac{kT_s}{n_e\mathrm{\Lambda }}\mathrm{}/c_s`$, where $`\mathrm{}`$ is size of the halo, $`c_s=(kT_s/\mu m_h)^{1/2}`$ is the sound speed, and $`n_e=\overline{n}_e\delta `$ where $`\delta \rho /\rho _0`$ is the overdensity of the region, $`\rho _0`$ is the mean density of the universe. This gives

$`M_62.3(ϵNh)^{9/11}(1+z)^{12/11}\delta ^{4/11}h^{6/11}`$
$`\times \mathrm{\Omega }_0\mathrm{\Lambda }_{22}^{6/11},`$ (5)
which forms the upper bound of the cross-hatched region in Figure 1. Here we see that for both cosmological models, the cooling vastly undercuts the minimum mass necessary for disruption by heating, dropping below the photoevaporation limit in the $`\mathrm{\Lambda }`$CDM model. While it is relatively easy for galactic outflows to shock low-density gas to above the virial temperatures of the potential, this excess energy is efficiently radiated away for most large clouds.

### 2.2. Baryonic Stripping

The second possibility is that all the gas is striped by the impinging shock. We may estimate that this will occur when the shock moves through the center of the halo with sufficient momentum to accelerate the gas to the escape velocity of the halo: $`fM_sv_s>M_cv_e`$ where $`f=\mathrm{}^2/4d^2`$ is the solid angle of the shell impinging on the lump, $`M_s`$ is the mass of material swept up by the expanding shock, $`M_c=(4\pi /3)\rho _c\mathrm{\Omega }_b\delta \mathrm{}^3`$ is the baryonic mass of the cloud whose radius is $`\mathrm{}`$, and $`v_e=(GM/\mathrm{})^{1/2}`$ is the escape speed from the cloud. Solving for the mass that can be swept up as function of redshift and replacing $`d_{c,\mathrm{kpc}}`$ by the mean separation as estimated from Eq. (3) gives

$$M_653\delta ^1(1+z)^{3/5}(ϵ𝒩h)^{3/5}\mathrm{\Omega }_0^{2/5}.$$
(6)
which is also plotted in Figure 1. Here we see that while it is significantly easier to heat a cloud than to sweep away its baryons, the short cooling times of most halos cause baryonic stripping to have the greatest impact on the formation of nearby galaxies. Note that in this plot the density is taken to be only twice that of the mean density of the universe. Thus it is important that the perturbation be in the linear or weakly nonlinear regime for this mechanism to be effective. As the time between turn-around and virialization is relatively short, however, most protogalaxies are likely to be at these low density contrasts when shocked by neighboring objects.

## 3. Observational Constraints

### 3.1. Compton y-parameter

While widespread baryonic stripping of dwarf galaxies is a generic consequence of associating outflows typical of local dwarfs with primordial dwarf galaxies, it is important to check that this extrapolation to higher redshift is consistent with observational constraints. An unavoidable result of widespread IGM heating is the presence of spectral distortions in the cosmic microwave background (CMB). The degree of these distortions is given by the Compton $`y`$ parameter which is simply the convolution of the optical depth with the electron temperature along the line of sight (Zel’dovich & Sunyaev 1969; Sunyaev & Zel’dovich 1972). To calculate the mean $`y`$ we make use of the fact that the total optical depth within ionized regions must be within the observational limit of $`\tau 0.5`$ (Griffiths, Barbosa, & Liddle 1999). As the total optical depth within outflows must be less than the total optical depth overall we can estimate this convolution as

$$y\frac{\tau }{V_4}\left(_{r_\mathrm{i}}^{r_{10^4}}\frac{kT_s(r)}{m_ec^2}4\pi r^2𝑑r\right),$$
(7)
where $`r_i`$ is the initial size of the blast, which we take to be $`1h^1`$ comoving kpc, and $`V_4`$ is the volume defined by the radius outside which the temperature of the blast drops below the ionization temperature of hydrogen $`10^4`$, which is readily estimated from Eq. (1) and (2) to be equal to $`15(ϵ𝒩h)^{1/3}h^1(1+z)^1`$ kpc.

This gives

$$y\tau \frac{k10^4K}{m_ec^2}\mathrm{ln}(15(ϵ𝒩h)^{1/3})1.4\times 10^5,$$
(8)
where we take $`(ϵ𝒩h)=10^4`$. This is within the bounds set by the COBE data of $`y1.5\times 10^5`$ (Fixsen et al. 1996), but only marginally. This suggests that future CMB experiments may help to constrain the degree of IGM heating by outflows.

### 3.2. Point Source Luminosities

A second consequence of widespread dwarf outflows is the presence of objects seen as point sources in deep surveys. A SN number of $`𝒩5\times 10^4`$ implies that the local star formation rate is roughly $`0.5M_{}`$/yr. The question arises if objects with these luminosities could have escaped detection as point sources in the HDF. Assuming a Salpeter initial mass function, Ciardi et al. (2000) give the luminosity per unit frequency at the Lyman limit obtained from the adopted spectrum of a primordial galaxy at early evolutionary times as $`j_0=4\times 10^{20}M_{}\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1,`$ where $`M_{}`$ is the stellar mass of the object. Scaling to the stellar mass value implied by the assumed efficiency of massive star formation, $`M_{}=5\times 10^6M_{}`$, we find for the luminosity of the SN parent cluster of stars $`L_\nu 6\times 10^{42}`$ erg/s at the Lyman limit. The observed flux is then $`(\nu _0)=L_\nu (1+z)/4\pi d_L^2,`$ where $`\nu _0=\nu /(1+z)`$ is the observed frequency. This gives approximately $`=12(1+z)^1h^2`$ nJy. In order to be observed in the HDF optical filter centered at 6060Å (V606), the object should be located at redshift $`1+z=6.6`$, thus with a flux equal to $`2h^2`$ nJy. This value corresponds to a AB magnitude $`V_{AB}=30.6`$ which is well below the limiting magnitude of the HDF for point sources (typically 28 mag, see Mannucci & Ferrara 1999). However, these objects may be detectable by the Next Generation Space Telescope, which should reach AB magnitudes of order 32 in the near infrared, although dust extinction may complicate this analysis.

## 4. Conclusions

Using simple scaling arguments, we have shown that outflows from low-mass galaxies play an important role in the suppression of the formation of nearby dwarf galaxies. While the details of this process depend on the spatial distribution of forming galaxies, and can be only be studied in the context of cosmological simulations (Scannapieco & Broadhurst 2000), the overall implications of this mechanism can be understood from the general perspective of hierarchical structure formation.

In principle, outflows can suppress the formation of nearby galaxies both by shock heating and evaporation and by stripping of the baryonic matter from collapsing dark mater halos; in practice, the short cooling times for most dwarf-scale collapsing objects suggest that the baryonic stripping scenario is almost always dominant. This mechanism has the largest impact in forming dwarves in the $`10^9M_{}`$ range which is sufficiently large to resist photoevaporation by UV radiation, but too small to avoid being swept up by nearby dwarf outflows.

It is interesting to note that numerical studies working from a different perspective have similarly shown that momentum transfer is the most important feedback mechanism in determining the internal structure of larger galaxies. While SN heating is relatively ineffective at regulating star formation in numerical models, accounting for the kinetic component of SN feedback has resulted in quasi-stationary models of disc galaxies with reasonable star formation rates (see eg. Katz 1992; Navarro & White 1993; Mihos & Hernquist 1994; Springel 2000).

Various analytical and N-body studies (Kauffmann, White, & Guiderdoni 1993; Klypin et al. 1999; Moore et al. 1999) have shown that $`50`$ satellites with circular velocities $`20`$ km/s and masses $`10^9M_{}`$ should be found within 600 kpc of the Galaxy, while only 11 are observed. While the fraction of objects suppressed is dependent on the assumed cosmology and spatial distribution of galaxies, the partial suppression of the formation of objects in this mass range is a general consequence of baryonic stripping by outflows. Note that dark matter halos which are subject to sweeping are likely to accrete some gas at later times and thus this scenario provides a natural mechanism for the formation of “dark” Milky Way satellites, which may be associated the abundant High-Velocity Clouds as discussed by Blitz et al. (1999). Also, this population of halos could be identified with the low mass tail distribution of the dark galaxies that reveal their presence through gravitational lensing of quasars (Hawkins 1997).

The existence of an era of widespread IGM heating through outflows is consistent with current CMB constraints, but causes a mean spectral distortion in the range that will be probed by the next generation of experiments. Similarly, the luminosities of the majority of the starbursting dwarfs that contribute to this process are beyond the limiting magnitudes of the Hubble Deep Field, but may be observable with of the Next Generation Space Telescope. Thus it may be in the near future that we can directly observe the era in which dwarf galaxies were first formed and the impact of galactic outflows on this process.

We would like to thank Marc Davis, Joseph Silk, and an anonymous referee for helpful comments and discussions. This research was supported in part by the National Science Foundation under Grant PHY94-07194.


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# A finite-energy solution in Yang-Mills theory and quantum fluctuations.

## 1 Introduction.

This paper is devoted to constructing of the stable finite-energy and compact gluon object in the Yang-Mills theory with a nonstandard lagrangian. This lagrangian consists of pure Yang-Mills lagrangian $`_{YM}=1/4(F_{\mu \nu })^a(F^{\mu \nu })^a`$ and higher derivative term $`\mathrm{\Delta }`$ related to quantum fluctuations of the gluon field. Such an approach to investigation of quantum fluctuations had been introduced in the series of papers in the middle of 80’s -. In these papers IR low-energy limit of QCD have been studied and there was demonstrated that contribution from the quantum fluctuations can be taken into account by modification of QCD lagrangian via introducing into the lagrangian the additional higher derivative terms like $`ϵ^{abc}(F_{\mu \nu })^a(F_{}^{\nu }{}_{\rho }{}^{})^b(F^{\rho \mu })^c`$ or $`(D_\rho F_{\mu \nu })^a(D^\rho F^{\mu \nu })^a`$. From methodological point of view lagrangians obtained within this approach are very similar to the well-known Euler-Heisenberg effective lagrangian in QED . As a result, in leading approximation for gluon field one obtained the theory with a new lagrangian $`=_{YM}+\mathrm{\Delta }`$ for the $`c`$-number field $`A_{eff}`$ and this classical Yang-Mills field is an average of the initial gluon field $`A_0`$ over quantum fluctuations: $`A_{eff}=A_0`$. In  the investigation of classical solutions in such effective theories was discussed in context of the color confinement problem. A very similar problem is discussed in paper  also.

There are many approaches to obtaining finite-energy compact gluon objects from QCD. The crucial point here stems from the fact that pure classical Yang-Mills theory hasn’t such solutions by reason of scale invariance. In the papers  it was shown that typical spherically symmetrical solution of pure Yang-Mills theory is an infinite-energy solution with singularity on the finite radius sphere. Therefore, any approaches to finding gluon clusters is based on the various modifications of lagrangians. For example, the well-known monopole solution  exists thanks to the interaction of Yang-Mills field with the field of matter. Furthermore, some kind of gluon finite-energy objects appear in lattice approach to the QCD . Such solutions are called glueballs. A glueball on the lattice is a quantum object having no analogues in classical field theory. Unfortunately such colorless gluon object wasn’t be observed by experiment yet and only model predictions for physical characteristics like mass, effective radius and so on exist now.

In the present work we try to find similar quantum compact finite-energy objects by using of an effective low-energy approach to the QCD that was discussed above.

## 2 Finite-energy gluon clusters.

In this section we investigate the classical Yang-Mills theory with a nonstandard modified lagrangian

$$_{YM}^\epsilon =\frac{1}{4}(F_{\mu \nu })^a(F^{\mu \nu })^a\frac{\epsilon ^2}{6}ϵ^{abc}(F_{\mu \nu })^a(F_{}^{\nu }{}_{\rho }{}^{})^b(F^{\rho \mu })^c$$
(1)
where $`\epsilon =1/M`$ is an inverse mass dimensional parameter characterizing the intensity of quantum fluctuation; $`(F_{\mu \nu })^a=_\mu A_\nu ^a_\nu A_\mu ^a+ϵ^{abc}A_\mu ^bA_\nu ^c`$ and $`(D_\mu )^{ab}=\delta ^{ab}_\mu +ϵ^{abc}A_\mu ^c`$. Here we deal with $`SU(2)`$ Yang-Mills field.

Such form of modification of the Yang-Mills lagrangian is chosen due to the fact that the theory obtained contains only second-order derivative terms. Thus the dynamics of this field theory can be studied in detail.

Using the variation principle, we get the equation of motion

$$D_\mu ^{ab}(F^{\mu \nu }\epsilon ^2G^{\mu \nu })^b=0.$$
(2)
where $`(G^{\mu \nu })^a=ϵ^{abc}(F_{}^{\nu }{}_{\rho }{}^{})^b(F^{\rho \mu })^c`$.

Adding the divergence

$$_\rho [(F^{\nu \rho }\epsilon ^2G^{\nu \rho })^a_\mu A_\rho ^a],$$
(3)
to the energy-momentum tensor

$$T_{}^{\nu }{}_{\mu }{}^{}=_\mu A_\rho ^a\frac{_{YM}^\epsilon }{(_\nu A_\rho ^a)}\delta _{}^{\nu }{}_{\mu }{}^{}_{YM}^\epsilon =(F^{\nu \rho }\epsilon ^2G^{\nu \rho })^a_\mu A_\rho ^a\delta _{}^{\nu }{}_{\mu }{}^{}_{YM}^\epsilon ,$$
(4)
we obtain the symmetrical form of this tensor

$$T_{}^{\nu }{}_{\mu }{}^{}=(F^{\nu \rho }\epsilon G^{\nu \rho })^a(F_{\mu \rho })^a\delta _{}^{\nu }{}_{\mu }{}^{}_{YM}^\epsilon .$$
(5)
Now we consider the spherically symmetrical chromomagnetic field configuration. Substituting the well-known  Wu-Yang ansatz

$$A_0^a=0,A_i^a=ϵ_{aij}n_j\frac{1H(r)}{r},n_i=x_i/rr=\sqrt{x_i^2},$$
(6)
in (2), we get the following equation on amplitude $`H(r)`$

$$\left(1\frac{\epsilon ^2}{r^2}(H(r)^21)\right)r^2H(r)^{\prime \prime }=H(r)\left(H(r)^21\right)+$$

$$+\frac{\epsilon ^2}{r^2}\left((rH(r)^{})^2H(r)2rH(r)^{}(H(r)^21)\right).$$
(7)
Energy of field configuration generated by the solution of equation (7) $`H(r)`$ is the functional

$$E^\epsilon [H]=T^{00}d^3x=4\pi \underset{0}{\overset{\mathrm{}}{}}\left[\left(1\frac{\epsilon ^2}{r^2}(H(r)^21)\right)\left(H(r)^{}\right)^2+\frac{(H(r)^21)^2}{2r^2}\right]𝑑r=\underset{0}{\overset{\mathrm{}}{}}E(r)𝑑r.$$
(8)
The next aim of our investigation is finding the solutions of equation (7). Notice that only finite-energy solutions are interesting for us. Hence the functional $`E^\epsilon [H]`$ (8) should be finite on such solutions.

Equation (7) is a very complicated nonlinear differential equation. In order to solve it only numerical or approximation methods seem applicable. The crucial point of such analysis is that the leading derivative term in this equation contains the factor

$$\mathrm{\Phi }[H](r)=\left(r^2\epsilon ^2(H(r)^21)\right).$$
(9)
If $`H_s(r)`$ is a solution of equation (7) and there is a point $`r=R`$ such that $`\mathrm{\Phi }[H_s](R)=0`$, then this solution $`H_s`$ has singular behavior in a neighborhood of this point $`r=R`$ due to smallness of the factor $`\mathrm{\Phi }[H_s]`$. Using the standard procedure, one obtains the asymptotic behavior near this point

$$H_s(r)\stackrel{rR\pm 0}{}\pm \sqrt{1+R^2/\epsilon ^2}C(Rr)^{2/3}+\underset{¯}{O}(Rr),$$
(10)
where $`C`$ is a constant. Of course, the $`H_s(R)`$ finite but its derivative at the point $`r=R`$ is singular. Indeed,

$$H_{}^{}{}_{s}{}^{}(r)\stackrel{rR\pm 0}{}\frac{2}{3}C(Rr)^{1/3}+\underset{¯}{O}(1)\mathrm{}.$$
(11)
Such singular behavior is analogous to the singular behavior on finite sphere of solutions of pure Yang-Mills field  discussed above but there is a principal difference. Energy of such solutions in the pure Yang-Mills case is infinite but in the modified Yang-Mills case energy (and other physical characteristics) of solution with singular behavior (11) should be finite:

$$E(r)|_{r=R}4\pi \left(\pm \frac{8\epsilon ^2}{9R^2}\sqrt{1+R^2/\epsilon ^2}C^3+\frac{R^2}{2\epsilon ^4}\right)<\mathrm{}.$$
(12)
Therefore such solutions are physical.

Now we should discuss the numerical investigation of solutions of equation (7) that have the asymptotic behavior (11) at some point $`r=R`$.

To guarantee stability of our solutions we should choose this asymptotics at origin ($`r0`$)

$$H(r)1+a_1r^2+a_1^2\frac{2\epsilon ^2a_13}{10(1+2a_1\epsilon ^2)}r^4+\underset{¯}{O}(r^6),$$
(13)
and at infinity ($`r\mathrm{}`$)

$$H(\rho )1+a_2\rho +\frac{3}{4}a_2^2\rho ^2+\frac{11}{20}a_2^3\rho ^3+\frac{193a_2^2240\epsilon ^2}{480}a_2^2\rho ^4+$$

$$+\frac{329a_2^21280\epsilon ^2}{1120}a_2^3\rho ^5+\underset{¯}{O}(\rho ^6),\rho =1/r,$$
(14)
where $`a_1>0`$ and $`a_2>0`$ are constants. Solutions with such asymptotic are stable because vacuum states $`H(0)=1`$ and $`H(\mathrm{})=1`$ are different.

Notice that equation (7) has very useful symmetries. First of all, this equation is symmetrical with respect to the changes $`HH`$. So, if we have a solution $`H(r)`$, then $`H(r)`$ is a solution too.

Now let $`\epsilon =\epsilon _1`$ and we have a set of solutions $`\{H_{\epsilon _1}(r)\}`$. If we perform the change of variable

$$r\frac{\epsilon _1}{\epsilon _2}r,\{H_{\epsilon _1}(r)\}\stackrel{r\epsilon _1r/\epsilon _2}{}\{H_{\epsilon _2}(r)=H_{\epsilon _1}(\frac{\epsilon _1}{\epsilon _2}r)\},$$
(15)
we get equation (7) again but with new $`\epsilon =\epsilon _2`$. If we know a solution for some $`\epsilon >0`$, say, $`\epsilon =1`$, then using (15) we can obtain a solution for any other $`\epsilon _1>0`$.

The numerical investigation of equation (7) is presented in Fig.1. The solution of pure Yang-Mills theory ($`\epsilon =0`$) is shown by the line B. The function A is the solution of equation (7) with $`\epsilon =1`$. In Fig.2 we can see the energy density (8) corresponding to this solution.

The solution $`H_<`$ starting at the origin (or internal) increases monotonically and its energy density increases too. Evidently, as energy density grows, the role of quantum fluctuations grows too. At the point $`r=R`$, the energy density attains its critical value $`E^{cr}`$ and H(r) becomes singular (10). The solution $`H_>`$ starting at the infinity (or external) demonstrates an absolutely similar behavior. Now, a vary essential questions arises: How to connect these two sets of solutions and how to determine such solutions on the whole space?

These questions have no mathematical answer because in this case we deal with the solutions that can not be extended to the right (to the left) because the point of singularity $`r=R`$ is essential.

Obviously, this nonuniqueness of solution in the whole space is due to underdetermination of our effective model. It is necessary to introduce some additional physical condition that would allow to choose a physically reasonable solution from the broad class of solutions described above.

Since this solution of the model (1) has to be an effective approximation to an existing gluon object, the general properties of the latter should be represented by the former. Thus, if energy density of this gluon object is continuous everywhere, then it should be continuous for the approximating solution of equation (7) as well. We show below that the condition of continuity of energy density is sufficient for the construction of a unique solution and investigation of its properties.

According to mathematical structure of solutions of this model, the condition of continuity of energy density can be formulated as follows: There exists a critical density of the energy for classical solutions in our effective Yang-Mills theory and the value of this critical density $`E^{cr}`$ is a physical property of the theory. Therefore $`E^{cr}`$ shouldn’t depend on kind of solution (internal or external). It follows that

$$E(r)_<|_{r=R}=E(r)_>|_{r=R}C_<=C_>.$$
(16)
It is easily shown that condition (16) uniquely determines our solution and its properties ($`a_1`$, $`a_2`$ and $`R`$) for any $`\epsilon `$. This solution is shown in Fig.1 (function A). This solution looks like a shell with radius $`R`$.

Using (15), one obtains the following expression for energy of such gluon cluster

$$E^\epsilon =\frac{1}{\epsilon }E^{\epsilon =1}=ME^{\epsilon =1},$$
(17)
where $`E^{\epsilon =1}=110.75`$ is the energy of field configuration if $`\epsilon =1`$. Expression (17) is intuitively clear. Indeed, the pure Yang-Mills theory is scale invariant and has no mass-dimensional parameters. Modified Yang-Mills theory (1) has such parameter $`\epsilon =1/M`$ and the mass of gluon objects under investigation is proportional to this parameter.

Now to predict the physical mass $`M_{cluster}`$ and effective radius we should have a prediction of the value of parameter $`\epsilon =1/M`$. In this paper, following , we proposed that $`M0.59\pi GeV`$, and our model gives the following prediction of the mass and effective radius of investigated gluon clusters:

$$M=1/\epsilon 0.59\pi GeV,M_{cluster}205GeV,R0.15fm$$
(18)
In the next section we give some conclusions and perspectives of such investigations are discussed.

## 3 Conclusions.

The aim of this paper is to show that quantum fluctuations of nonabelian Yang-Mills field can lead to generation of the stable cluster finite-energy solution. In our work we used the gauge-invariant approach  in which such quantum fluctuation should be taken into account by adding high-derivative terms to the pure Yang-Mills lagrangian. In the present work, we investigated the effective $`SU(2)`$ Yang-Mills theory and chromomagnetic spherically symmetrical field configurations.

One of the interesting consequences of this effective theory is a fact that for the investigated field configuration there exists a critical value of energy density. This fact is due to the physical condition of continuity of energy density. Such condition allowed us to construct the cluster solution for all space points. We predicted that the mass of such object should be about two hundred GeV and effective radius should be about $`0.2`$ fm.

Of course, we do not give a comprehensive investigation of this effective Yang-Mills theory. The questions about dyon solution or about a role of contributions from other high derivative modified term in pure Yang-Mills lagrangian are clear now. But maybe the most important question in such investigation is about physical consequences of existence of such gluon cluster objects and about their experimental status. All of these questions should be the themes for future investigation.

## Acknowledgments.

The author is grateful to Dr. A.N. Sobolevskiĭ and Dr. I.O. Cherednikov for useful discussions. This work was supported in part by RFBR under Grant No.96-15-96674.


text:
# Transport mean free path for Magneto-Transverse Light Diffusion: an alternative approach

## I Introduction

Magneto-transverse light diffusion - also known as the “Photonic Hall Effect” (PHE) - was theoretically predicted five years ago by Van Tiggelen , and was experimentally confirmed one year later by Rikken . This effect is analogous to the electronic Hall effect, well known in semiconductors physics. The evident driver behind the electronic Hall effect is the Lorentz force acting on charged particles. The PHE finds its origin in the Faraday effect, present inside the dielectric scatterers, which slightly changes their scattering amplitude. This is the reason for the similarities between the PHE and the so-called Beenakker-Senftleben effect, which concerns the transport coefficients of dilute paramagnetic gazes .

Motivated by the experimental observation of the PHE, theoretical work was first started on the single scattering of spherical magneto-optical particles. The scattering matrix and the scattering cross-section were calculated exactly for a single Faraday-active dielectric sphere using perturbation theory . From this solution, the Stokes parameters, which completely describe the intensity and polarization of the scattered light, were derived . Perturbational methods for the scattering by weakly anisotropic particles were first used by Kuzmin et al. for the single scattering case .

The PHE in multiple scattering is controlled by a length, which has been defined as the mean free path for magneto-transverse light diffusion, $`\mathrm{}_{}^{}`$. A simple expression for this length was obtained and successfully compared to experiments using a formulation based on the ladder approximation of the Bethe-Salpether equation . The experiments investigated the dependence of the PHE on the volume fraction of the scatterers, first on the real part of the dielectric constant of the scatterers , and more recently on their imaginary part . However, some parts of the derivation of Ref.  are rather technical and fail to give a satisfying explanation of the origin of the dependence of $`\mathrm{}_{}^{}`$ on the anisotropy of the scattering. This article presents a simpler derivation of $`\mathrm{}_{}^{}`$, based on the radiative transfer equation, which should clarify this point. The radiative transfer equation is a Boltzmann type equation which describes the transport of light in multiple light scattering . From the radiative transfer equation, the diffusion equation is derived in an infinite medium when the scattering is not highly anisotropic. In other types of anisotropic materials, such as single-domain nematic liquid crystals, similar methods were developed, using either the Bethe-Salpether equation  or the radiative transfer equation .

## II Single scattering

The single scattering of light by one dielectric sphere made of a Faraday-active material embedded in an isotropic medium with no magneto-optical properties is first considered. In a magnetic field, the dielectric constant of the sphere, $`ϵ_B`$, is a tensor of rank two. It depends on the distance to the center of the sphere of radius, $`R`$, via the Heaviside function, $`\mathrm{\Theta }(|𝐫|R)`$, which equals $`1`$ inside the sphere and $`0`$ outside ,

$$ϵ_B(𝐁,𝐫)_{ij}=\left[(ϵ_01)\delta _{ij}+iϵ_Fϵ_{ijk}\widehat{B_k}\right]\mathrm{\Theta }(|𝐫|R),$$
(1)
where $`ϵ_0`$ is the value of the normal isotropic dielectric constant of the sphere, $`ϵ_F=2ϵ_{0}^{}{}_{}{}^{1/2}V_0B/\omega `$ is the coupling constant of the Faraday effect, $`\delta `$ and $`ϵ`$ are respectively the Kronecker and Levi-Civitta tensors. The Verdet constant of the Faraday effect is denoted by $`V_0`$, $`B`$ is the amplitude of the magnetic field and $`\omega `$ is the frequency. The intensity of the scattered light, in single scattering, is characterized by the phase function which is also the essential ingredient for the transport theory of light. The phase function, $`F(\widehat{𝐤},\widehat{𝐤}^{},𝐁)`$, is proportional to the differential scattering cross-section averaged with respect to incoming and outgoing polarizations. It depends on the direction of the incoming plane wave, $`\widehat{𝐤}`$, on the direction of the scattered wave, $`\widehat{𝐤}^{}`$, and on the direction of the magnetic field, $`𝐁`$. The hat above the vectors denotes normalized vectors. For spherical magneto-optical particles and to linear order in the applied magnetic field, this phase function can be written as

$$F(\widehat{𝐤},\widehat{𝐤}^{},𝐁)=F_0(\widehat{𝐤},\widehat{𝐤}^{})+\mathrm{det}(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})F_1(\widehat{𝐤},\widehat{𝐤}^{}),$$
(2)
where $`\mathrm{det}(𝐀,𝐁,𝐂)=𝐀(𝐁\times 𝐂)`$ denotes the scalar determinant. Due to the rotational symmetry of the scatterer, the functions, $`F_0`$ and $`F_1`$, only depend on the scattering angle, $`\theta `$, which is the angle between $`\widehat{𝐤}`$ and $`\widehat{𝐤}^{}`$. The phase function $`F_1`$ only depends on the difference in the azimuthal angles associated with $`\widehat{𝐤}`$ and $`\widehat{𝐤}^{}`$, because of the axial symmetry of the scatterer around the direction of the magnetic field. These symmetry properties simplify considerably the use of the radiative transfer equation . The amplitude of $`F_1`$ was found to be proportional to the dimensionless parameter, $`ϵ_F`$ .

The albedo is introduced as the ratio of the scattering cross-section over the extinction cross-section

$$a=\frac{Q_{scatt}}{Q_{ext}}.$$
(3)
It is related to the phase function defined in Eq. (2),

$$a=𝑑\widehat{𝐤}F(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})=𝑑\widehat{𝐤}F_0(\widehat{𝐤},\widehat{𝐤}^{}),$$
(4)
where the last equality follows from Eq. (2). Thus in the absence of absorption the phase function is normalized $`(a=1)`$.

## III Transport in magneto-optical diffuse media

In an isotropic medium much larger than the transport mean free path, $`\mathrm{}^{}`$, Fick’s law relates the diffusion current, $`𝐉`$, to the energy-density gradient, $`I`$, by $`𝐉=D_0I`$. The conventional diffusion constant for radiative transfer equation is denoted $`D_0`$ and is usually related to the transport mean free path, $`\mathrm{}^{}`$, and the transport velocity, $`v_E`$, by $`D_0=\frac{1}{3}v_E\mathrm{}^{}`$. In the presence of a magnetic field, the diffusion constant is a second-rank tensor. The part of this tensor linear in the magnetic field is responsible for the PHE, whereas the part quadratic in the magnetic field generates a photonic magneto-resistance, which could also be observed experimentally . By Onsager’s relation, $`D_{ij}(𝐁)=D_{ji}(𝐁)`$, the part linear in the external magnetic field must be an antisymmetric tensor, and Fick’s law becomes,

$$𝐉=𝐃(𝐁)I=D_0ID_{}\widehat{𝐁}\times I.$$
(5)
The term containing $`D_{}`$ describes the magneto-transverse diffusion current responsible for the PHE. In analogy to the definition of $`\mathrm{}^{}`$, the transport mean free path, $`\mathrm{}_{}^{}`$, for magneto-transverse diffusion is defined as $`D_{}=\frac{1}{3}v_E\mathrm{}_{}^{}`$. For the electronic Hall effect, $`\mathrm{}_{}^{}`$ is proportional to the Hall conductivity, $`\sigma _{xy}`$, the sign of which is determined by the charge of the current carriers. Similarly, a positive $`\mathrm{}_{}^{}`$ means that the PHE has the same sign as the Verdet constant of the scatterers, and a negative $`\mathrm{}_{}^{}`$ means that the PHE has an opposite sign, which is also possible depending on the scattering. This point has been carefully checked experimentally .

The phase function introduced above can be used to describe not only the single scattering of light by independently scattering particles but also light scattering by a large collection of such particles in the regime of multiple light scattering. It is assumed that only magneto-optical Mie scatterers are present, and included in a matrix with no magneto-optical properties. A transport equation for a medium comprising randomly distributed spherical particles embedded in an isotropic medium can be written as follows :

$$\frac{\mathrm{}}{v_E}_t(𝐫,\widehat{𝐤},t)+\mathrm{}\widehat{𝐤}(𝐫,\widehat{𝐤},t)+(𝐫,\widehat{𝐤},t)=𝑑\widehat{𝐤}^{}F(\widehat{𝐤},\widehat{𝐤}^{},𝐁)(𝐫,\widehat{𝐤}^{},t),$$
(6)
where $`\mathrm{}`$ denotes the elastic mean free path, which is the average distance between two subsequent scattering events. The specific intensity $`(𝐫,\widehat{𝐤},t)`$ is defined as the density of radiation at position $`𝐫`$, time $`t`$, in the direction $`\widehat{𝐤}`$. The specific intensity has the dimension of a monochromatic radiance: energy per unit solid angle, time, wavelength and surface area . When supplemented by appropriate boundary conditions, the radiative transfer equation can be solved for a particular problem. It is useful to introduce the average specific intensity, $`I(𝐫,t)`$, and the current, $`𝐉(𝐫,t)`$, which are defined as

$$I(𝐫,t)=(𝐫,\widehat{𝐤},t)𝑑\widehat{𝐤},𝐉(𝐫,t)=v_E\widehat{𝐤}𝑑\widehat{𝐤}(𝐫,\widehat{𝐤},t).$$
(7)
To simplify the notations, the dependence of the specific intensity or of related quantities upon the magnetic field, $`𝐁`$, is not explicitly indicated. The integration of Eq. (6) with respect to $`\widehat{𝐤}`$ leads to the continuity equation

$$_tI(𝐫,t)+𝐉(𝐫,t)=\frac{(1a)v_E}{\mathrm{}}I(𝐫,t),$$
(8)
where $`a`$ denotes the albedo defined in Eq. (4).

If Eq. (6) is multiplied by $`\widehat{𝐤}`$ and integrated over the direction $`\widehat{𝐤}`$, the right-hand side of Eq. (6) will contain two integrals which depend on $`F_0`$ and $`F_1`$. These integrals are the two dimensionless quantities:

$$<\mathrm{cos}\theta >=𝑑\widehat{𝐤}F_0(\widehat{𝐤},\widehat{𝐤}^{})\widehat{𝐤}\widehat{𝐤}^{},$$
(9)
and

$$A_1=𝑑\widehat{𝐤}F_1(\widehat{𝐤},\widehat{𝐤}^{})\mathrm{det}(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})^2.$$
(10)
By choosing a system of coordinates linked with $`\widehat{𝐤}^{}`$, it can be proved quite generally that

$$𝑑\widehat{𝐤}F(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})\widehat{𝐤}=<\mathrm{cos}\theta >\widehat{𝐤}^{}A_1\widehat{𝐁}\times \widehat{𝐤}^{}.$$
(11)
After the integration over $`\widehat{𝐤}^{}`$ the following equation is obtained

$$\frac{\mathrm{}}{v_E}_t𝐉+𝐉\left(1<\mathrm{cos}\theta >\right)+A_1\widehat{𝐁}\times 𝐉=\mathrm{}v_E𝑑\widehat{𝐤}(𝐫,\widehat{𝐤},t)\widehat{𝐤}\widehat{𝐤}.$$
(12)
If it is assumed that the angular distribution of the specific intensity is almost isotropic, the current is much smaller than the average specific intensity. In that case the following approximation is valid:

$$(𝐫,\widehat{𝐤},t)I(𝐫,t)+\frac{3}{v_E}𝐉(𝐫,t)\widehat{𝐤}+\mathrm{}.$$
(13)
Substituting this relation into Eq. (12), and neglecting $`_t𝐉`$ for processes which are slow with respect to the characteristic time between two scatterings, $`\mathrm{}/v_E`$, gives Fick’s law :

$$𝐉(𝐫,t)=𝐃I(𝐫,t).$$
(14)
The diffusion tensor is given by,

$$D(𝐁)_{ij}=\frac{1}{3}v_E\mathrm{}\left[\left(1<\mathrm{cos}\theta >\right)\delta _{ij}A_1\epsilon _{ijk}\widehat{B_k}\right]^1.$$
(15)
It is important to note that the magnetic correction to the scattering cross-section plays a role similar to the role of the asymmetry factor, $`<\mathrm{cos}\theta >`$, present when no magnetic field is applied. The dependence of $`<\mathrm{cos}\theta >`$ can be obtained from standard Mie theory . Both anisotropy factors, $`<\mathrm{cos}\theta >`$ and $`A_1`$, are non-zero provided that the symmetry between forward and backward scattering is broken, which is the case for a finite size scatterer. This is the reason why the PHE of a Rayleigh scatterer vanishes whereas the PHE of a Mie scatterer does not .

In the case where $`A_1(1<\mathrm{cos}\theta >)`$, an expansion of the bracket gives

$$D_{ij}(𝐁)=\frac{1}{3}v_E\frac{\mathrm{}}{1<\mathrm{cos}\theta >}\delta _{ij}+\frac{1}{3}v_EA_1\frac{\mathrm{}}{\left(1<\mathrm{cos}\theta >\right)^2}\epsilon _{ijk}\widehat{B}_k.$$
(16)
This equation identifies $`\mathrm{}^{}=\mathrm{}/(1<\mathrm{cos}\theta >)`$ with the transport mean free path, and $`\mathrm{}_{}^{}=A_1\mathrm{}^{}/(1<\mathrm{cos}\theta >)`$ as the transport mean free path for magneto-transverse diffusion. The final result of Ref.  is thus recovered with little efforts. The order of magnitude of the ratio $`\mathrm{}_{}^{}/\mathrm{}^{}`$ is $`10^5`$ for an applied magnetic field of $`1`$T and for samples made of rare-earth materials . The presence in Eq. (16) of the coefficient, $`A_1`$, which is directly connected with the PHE of a single scatterer , states that the PHE in multiple scattering is directly proportional to the normalized PHE of a single Mie sphere, is of the same sign and amplified by the factor, $`1/(1<\mathrm{cos}\theta >)^2`$. The expansion to first order in the magnetic field involved in Eq. (16), clarifies the origin of the factor, $`1/(1<\mathrm{cos}\theta >)^2`$, which makes $`\mathrm{}_{}^{}`$ even more dependent on the asymmetry factor, $`<\mathrm{cos}\theta >`$ than the transport mean free path, $`\mathrm{}^{}`$.

Substituting Eq. (14) into the continuity equation (8) yields the diffusion equation for the density of radiation

$$_tI(𝐫,t)=D_0^2I(𝐫,t)\frac{(1a)v_E}{\mathrm{}}I(𝐫,t)=D_0\left[^2I(𝐫,t)\frac{1}{L_a^2}I(𝐫,t)\right].$$
(17)
As expected, the part of the diffusion tensor, which is linear in the magnetic field and therefore antisymmetric does not enter the diffusion equation which depends only on the symmetric part, $`D_0`$. In addition to the transport mean free path, $`\mathrm{}^{}`$, Eq. (17) defines the characteristic length for the absorption in multiple light scattering, $`L_a`$

$$L_a=\sqrt{\frac{\mathrm{}^{}\mathrm{}}{3(1a)}}=\sqrt{\frac{\mathrm{}^{}\mathrm{}_{abs}}{3}},$$
(18)
as function of the characteristic length for the absorption of the coherent beam $`\mathrm{}_{abs}`$. Therefore there is no dependence of $`L_a`$ on the magnetic field to linear order. As discussed in Ref. , the diffusion coefficient $`D_0`$ does not depend on the absorption cross-section, which is proportional to $`1a`$. Eq. (16) shows that this property also holds for $`\mathrm{}_{}^{}`$ when the medium is dissipative.

## IV Transport in mixtures of Faraday-active and non Faraday-active spheres

The main result of Eq. (16) can be extended to the case of an homogeneous mixture of Faraday-active spheres with volume fraction, $`n_0`$, and non Faraday-active spheres with volume fraction, $`n_1`$. The phase function of Eq. (2) is now modified for the case of the mixtures as follows

$`F(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})_{mix}`$ $`=`$ $`{\displaystyle \frac{n_0}{n_0+n_1}}F_0(\widehat{𝐤},\widehat{𝐤}^{})+{\displaystyle \frac{n_1}{n_0+n_1}}\left[F_0(\widehat{𝐤},\widehat{𝐤}^{})+\mathrm{det}(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})F_1(\widehat{𝐤},\widehat{𝐤}^{})\right],`$ (19)
$`=`$ $`F_0(\widehat{𝐤},\widehat{𝐤}^{})+{\displaystyle \frac{n_1}{n_0+n_1}}\mathrm{det}(\widehat{𝐤},\widehat{𝐤}^{},\widehat{𝐁})F_1(\widehat{𝐤},\widehat{𝐤}^{}).`$ (20)
The equation (15) can be generalized to

$$D(𝐁)_{ij}=\frac{1}{3}v_E\mathrm{}\left[(1<\mathrm{cos}\theta >)\delta _{ij}\frac{n_1}{n_0+n_1}A_1\epsilon _{ijk}\widehat{B_k}\right]^1.$$
(21)
In the case when the last term of the bracket is small with respect to $`1<\mathrm{cos}\theta >`$, the following expression for the ratio of the transport mean free path for magneto-transverse diffusion over the transport mean free path is obtained

$$\frac{\mathrm{}_{}^{}}{\mathrm{}^{}}=\frac{n_1}{n_0+n_1}\frac{A_1}{1<\mathrm{cos}\theta >}.$$
(22)
## V Conclusion

In conclusion, the present transport theory for magneto-optical spheres of arbitrary size confirms the results of Ref.  concerning the magneto-transverse light diffusion obtained from the Bethe-Salpether equation. This new approach clarifies the origin of the dependence of the transport mean free path for magneto-transverse diffusion on the anisotropy of the scattering. It also shows that the magnetic anisotropy in the scattering cross-section plays a similar role as $`\mathrm{cos}\theta `$ in the transport mean free path. This derivation can be generalized to the case of mixtures of Faraday-active and non Faraday-active scatterers.

## VI Acknowledgments

I thank B. Van Tiggelen, G. Rikken, S. Wiebel and J-J. Greffet for the many stimulating discussions. This work has been made possible by the Groupement de Recherches POAN.


text:
# The Elastic Behavior of Entropic “Fisherman’s Net”

## Abstract

A new formalism is used for a Monte Carlo determination of the elastic constants of a two-dimensional net of fixed connectivity. The net is composed of point-like atoms each of which is tethered to six neighbors by a bond limiting the distance between them to a certain maximal separation, but having zero energy at all smaller lengths. We measure the elastic constants for many values of the ratio $`\gamma `$ between the maximal and actual extensions of the net. When the net is very stretched ($`\gamma 1`$), a simple transformation maps the system into a triangular hard disks solid, and we show that the elastic properties of both systems, coincide. We also show that the crossover to a Gaussian elastic behavior, expected for the non-stressed net, occurs when the net is more loose ($`\gamma 3`$).

Materials like rubber and gels are formed when polymers or monomers are cross-linked into macroscopically large networks. Due to the small energetic differences (of the order of $`kT`$) between the allowed microscopic configurations of these materials, their physics is primarily determined by entropy, rather than energy. This has been recognized long ago, and the peculiar physical properties of rubber and gels, in particular their great flexibility, are attributed to this microscopic feature. The classical theories of rubber elasticity, for instance, deal with Gaussian networks in which the internal elastic energy is completely ignored and the strands between cross-links are viewed as entropic springs . These theories, however, do not explain well the elastic behavior of networks of certain types. Perhaps the most known unresolved problem in this field of research, is the question of the critical elastic behavior of random systems near connectivity threshold. Most of the numerical works which aimed to investigate this issue during the last twenty years, concerned with the energetic elasticity . Recent studies , however, suggested that close to the gel-point elasticity is dominated by its entropic component. A completely different aspect of entropic elasticity which has been studied much less, is the behavior of highly connected networks, well above their connectivity threshold. The classical theories are inappropriate in this connectivity regime, since the strands between the junctions are very short and do not resemble Gaussian springs.

When the boundary of a thermodynamic system is homogeneously deformed, the distance between any two boundary points which prior to the deformation were separated by $`\stackrel{}{R}`$, becomes

$$r=[R_iR_j(\delta _{ij}+2\eta _{ij})]^{1/2},$$
(1)
where the subscripts denote Cartesian coordinates and summation over repeated indices is implied. The quantities $`\eta _{ij}`$ are the components of the Lagrangian strain tensor, while $`\delta _{ij}`$ is the Krönecker delta. The elastic behavior of the system is characterized by the stress tensor, $`\sigma _{ij}`$, and the tensor of elastic constants, $`C_{ijkl}`$, which are the coefficients of the free energy density expansion in the strain variables

$$f(\{\eta \})=f(\{0\})+\sigma _{ij}\eta _{ij}+\frac{1}{2}C_{ijkl}\eta _{ij}\eta _{kl}+\mathrm{}.$$
(2)
Measuring the elastic constants is much more difficult in entropy-dominated systems than in energy-dominated ones. In the latter one needs to calculate energy variations around well defined ground states. In the former, on the other hand, different microscopic configurations possess similar energies. Entropy in this case is essentially the (logarithm of the) number of allowed microscopic configurations. Measuring the variations of this quantity in response to external deformations applied on the system, is usually very complicated. In order to simplify this task, and due to the fact that the exact energy details are quite irrelevant in entropy-dominated systems, the inter-atomic interactions in such systems are often modeled by “hard” potentials. Excluded volume effects, for instance, can be modeled by the hard spheres repulsion, while chemical bonds can be replaced by inextensible (“tether”) bonds which limit the distance between the bonded monomers, but have zero energy at all permitted distances . The energy of all the microscopic configurations in such models, which are called “athermal”, is the same, and their physics, therefore, is exclusively governed by entropy considerations. It is interesting to note that although athermal models have been investigated quite extensively in polymer and soft matter physics, the elastic properties of many of them are not well understood. Hard spheres systems, for instance, are studied for already more than 40 years . They were, in fact, the first systems for which Metropolis et al. performed the first Monte Carlo (MC) simulations in 1953 . The phase diagram of hard spheres, which is a function of a single parameter, their volume fraction, had been fully explored both in simulations and experiments . Yet, despite of the numerous works dedicated to elasticity of hard spheres , the accuracy of the values of their elastic constants still leaves much to be desired.

In the canonical ensemble, the elastic constants can be related to the mean squared thermal fluctuations of the stress tensor components (just as the heat capacity is proportional to the mean squared energy fluctuation). This relation, first expressed by Squire et al. , can be used for a Monte Carlo determination of the elastic constants. The method is known as the “fluctuation method”. The instantaneous stress, measured at a given microscopic configuration, is associated with the mean force (averaged over the entire volume) acting on the atoms . The local forces originate from external potentials and inter-particle interactions. In entropy-dominated systems, these forces are usually very small. They become extremely large only over very short time intervals when atoms come to the close vicinity of each other or when bonds are sufficiently stretched. Model with hard potentials can be regarded as the limiting case in which these time intervals vanish, while at the same time the instantaneous forces become infinitely large, keeping the rate of momentum exchange between atoms fixed. It is obvious that the stress in such systems must be related to the two-point probability densities of contact between spheres and occurrence of bond stretching, while the elastic constants (stress fluctuations) must be related to the corresponding four-point probability densities. Indeed, we have recently succeeded to formulate the exact relations. We obtained expressions enabling a direct measurement of the entropic contribution to the elastic constants, and demonstrated the accuracy and efficiency of the method using this formalism on three-dimensional hard spheres systems . In this paper we apply this new formalism to measure, by means of MC simulations, the stress and elastic constants of topologically simple networks. We consider a “toy model” consisting of a two-dimensional (2D) network of atoms forming a triangular “fisherman’s net” (FN): atoms are point-like, i.e., have no excluded volume, and each one of them is connected to six neighbors by a “tether” limiting the maximal distance between the atoms, but otherwise not exerting any force. The FN is a highly connected network, whose physical behavior is entropy-dominated. Very few studies were devoted to systems of this type, and it is indeed quite clear that the determination of the elastic constants of systems similar to the FN, is far from being trivial.

The FN is six-fold symmetric when it is equally stretched along all the spatial directions. Its elastic properties in this reference state should be as of an isotropic system : Its stress tensor is diagonal with the elements $`\sigma =\sigma _{xx}=\sigma _{yy}=P`$, where $`P`$ is the negative external pressure (stretching) one needs to apply to the boundaries in order to balance the forces exerted by the net. Only four elastic constants of the net do not vanish: $`C_{11}=C_{xxxx}`$, $`C_{22}=C_{yyyy}`$, $`C_{12}=C_{xxyy}=C_{yyxx}`$ and $`C_{44}=C_{xyxy}=C_{yxyx}=C_{xyyx}=C_{yxxy}`$. Due to the isotropic nature of the system, only two of them are independent, and they satisfy the relations: $`C_{11}=C_{22}`$, and, $`2C_{44}=C_{11}C_{12}`$ . It is quite common to describe the elastic properties of isotropic systems in terms of the shear modulus, $`\mu `$, and the bulk modulus, $`\kappa `$, defined by: $`\mu =C_{44}P`$, and, $`\kappa =\frac{1}{2}(C_{11}+C_{12})`$. When these quantities are positive, the isotropic system is mechanically stable .

Our simulations were performed on systems consisting of 1600 atoms which were bonded to form a triangular 2D net. The topology of the net is such that the mean positions of the atoms form a regular triangular lattice with lattice spacing $`b_0`$, while each pair of nearest neighbor atoms is connected by a tether whose maximal extension is $`bb_0`$. Periodic boundary conditions, which fixed the volume and prevented the net from collapsing, were applied. We denote by $`\gamma b/b_0`$, the ratio between between the maximal and actual extensions of the net. Typical equilibrium configurations corresponding to two values of $`\gamma `$ are depicted in Fig. 1. We generated the MC configurations using a new updating scheme, recently proposed by Jaster , in which the conventional Metropolis step of a single particle is replaced by a collective step of chain of particles. At each MC time unit we made 1600 move attempts (with acceptance probability $`0.7`$), where at each attempt a new atom was selected randomly. (On the average, each atom was chosen once in a MC time unit.) Correlations between subsequent configurations were estimated from the autocorrelation function of the amplitude of the longest-wavelength phonon in the systems (both longitudinal and transverse phonons were checked). For all $`\gamma `$ values, we found that after less than 1000 MC time units, the memory of the initial configuration is completely lost. We measured the stress and elastic constants for many values of $`\gamma `$. For each $`\gamma `$, we averaged the relevant quantities over a set of $`1.5\times 10^7`$ configurations separated from each other by 3 MC time units. We also evaluated the standard deviations of the averages. The error bars appearing in the graphs which present our results correspond to one standard deviation. More technical details of the simulations, as well as a detailed explanation on the formalism used in this work, were given in another publication .

When the net is fully extended ($`\gamma =1`$), atoms cannot leave their mean lattice positions. Entropy, therefore, vanishes, while the stress and elastic constants diverge. For slightly larger values of $`\gamma `$, atoms are restricted to small thermal fluctuations around their lattice positions, as in Fig. 1 (a). A similar atomic-level picture appears in hard disks (2D “hard spheres”) solids for densities proximal to the close-packing density. In fact, the FN and the hard disks (HD) problems are closely related: In the latter (HD) the centers of the disks are not allowed to approach their neighbors a distance smaller than $`a`$, the diameter of the disks, while in the former (FN) atoms are not allowed to depart from their neighbors a distance larger the maximal extension of the bond, $`b`$. For HD solids, one can define the ratio $`\delta =a/b_01`$ between the diameter of the disks, $`a`$, and the mean lattice separation, $`b_0`$. In the limits $`\gamma 1`$ and $`\delta 1`$ (corresponding to the FN and HD problems, respectively), the elastic constants of both systems coincide, as can be seen from the following argument: Let $`\mathrm{\Pi }_{\mathrm{FN}}`$ and $`\mathrm{\Pi }_{\mathrm{HD}}`$ be phase spaces of allowed configurations of a FN with a certain value of $`\gamma `$ and of a HD solid with $`\delta =1/\gamma `$, respectively. Each configuration in one of these phase spaces can be described by the set $`\{𝐮_i\}`$ of deviations of either the atoms of the net or the centers of the disks from their mean lattice positions. In the $`\gamma `$, $`\delta 1`$ asymptotic regimes, we can assume that the size of all the deviations is much smaller than the lattice spacing, $`b_0`$. One can easily check that if the set $`\{𝐮_i\}`$ represents an allowed microscopic configuration of the FN, then the set $`\{𝐮_i\}`$ almost always corresponds to an allowed configuration of the HD system. Moreover, by this transformation we can generate almost all the configurations of $`\mathrm{\Pi }_{\mathrm{HD}}`$. The measure of the subgroup of configurations for which the mapping $`\{𝐮_i\}\{𝐮_i\}`$ between the two problems does not apply, diminishes proportionally to $`u_{i}^{}{}_{}{}^{2}/b_{0}^{}{}_{}{}^{2}`$. Thus, the mapping $`\{𝐮_i\}\{𝐮_i\}`$ is asymptotically a one-to-one transformation from $`\mathrm{\Pi }_{\mathrm{FN}}`$ onto $`\mathrm{\Pi }_{\mathrm{HD}}`$. Since for both systems the Helmholtz free energy $`F`$ is equal to $`kT\mathrm{ln}|\mathrm{\Pi }|`$, where $`|\mathrm{\Pi }|`$ is the volume of the $`2N`$-dimensional configuration phase space ($`N`$ is the number of atoms), and since the Jacobian of the above transformation is unity, we readily find that the free energies $`F_{\mathrm{HD}}`$ and $`F_{\mathrm{FN}}`$ of the HD and FN systems, respectively, are related by

$`F_{\mathrm{FN}}(N,\gamma )F_{\mathrm{HD}}(N,\delta =1/\gamma ),\mathrm{for}\gamma 1.`$ (3)
Suppose now that both systems are slightly deformed from their reference states. The displacements of the atoms from their mean lattice positions can be divided into the set $`\{𝐮_i\}`$ of thermal fluctuations and the set $`\{𝐯_i\}`$ of small changes in mean lattice positions caused by the deformation. The transformation between $`\mathrm{\Pi }_{\mathrm{FN}}`$ and $`\mathrm{\Pi }_{\mathrm{HD}}`$, in this case, maps both $`\{𝐮_i\}`$ to $`\{𝐮_i\}`$ and $`\{𝐯_i\}`$ to $`\{𝐯_i\}`$. The $`\{𝐯_i\}`$ mapping is equivalent to the reversal of the strain applied on the system. We therefore find that $`F_{\mathrm{HD}}`$ and $`F_{\mathrm{FN}}`$ will be equally modified, provided that opposite strains are applied on the FN and HD systems. The following asymptotic relations between the stress and elastic constants of these systems follow immediately: $`\sigma _{\mathrm{FN}}(\gamma )P_{\mathrm{HD}}(1/\gamma )`$, $`\kappa _{\mathrm{FN}}(\gamma )\kappa _{\mathrm{HD}}(1/\gamma )`$ and $`C_{\mathrm{FN}}^{}{}_{44}{}^{}(\gamma )C_{\mathrm{HD}}^{}{}_{44}{}^{}(1/\gamma )`$. These relations are very useful since the asymptotic expressions for $`P_{\mathrm{HD}}`$, $`\kappa _{\mathrm{HD}}`$ and $`C_{\mathrm{HD}}^{}{}_{44}{}^{}`$ are available , and can be used to find the stress and bulk modulus of the FN. This gives us the exact expressions

$`\sigma _{\mathrm{FN}}(\gamma )`$ $``$ $`{\displaystyle \frac{4/\sqrt{3}}{(\gamma ^21)}}{\displaystyle \frac{kT}{b_0^2}},`$ (4)
$`\kappa _{\mathrm{FN}}(\gamma )`$ $``$ $`{\displaystyle \frac{4/\sqrt{3}}{(\gamma ^21)^2}}{\displaystyle \frac{kT}{b_0^2}}.`$ (5)
For the elastic constant $`C_{44}`$, Ref. finds only the asymptotic functional form, and therefore for our problem we have

$$C_{\mathrm{FN}}^{}{}_{44}{}^{}(\gamma )\frac{A}{(\gamma ^21)^2}\frac{kT}{b_0^2},$$
(6)
with an unknown constant $`A`$. Our numerical results, presented in Fig. 2, confirm these relations, which seem to be accurate over quite a large range of $`\gamma `$ values. In Eq. (6), we use the value $`A=1.80\pm 0.02`$ obtained by fitting the asymptotic expression for $`C_{44}`$ to the three data points corresponding to the smallest $`\gamma `$ values. Note that while in Eqs. (4)–(6), $`P_{\mathrm{HD}}`$, $`\kappa _{\mathrm{HD}}`$ and $`C_{\mathrm{HD}}^{}{}_{44}{}^{}`$ are expressed in units of $`kT/b_0^2`$, in Fig. 2 they are given in units of $`kT/b^2`$. In this representation, the stress and elastic constants of the FN are scaled to depend on the parameter $`\gamma `$ alone.

Fig. 3, shows the dependence of the stress and elastic constants on $`\gamma `$ for weakly stretched nets. We observe a spectacular decay of elastic constants to almost zero for $`\gamma 3`$, and at the same time we note that the stress becomes independent of $`\gamma `$. The very fact of decrease of elastic constants with increasing $`\gamma `$ should not be surprising, because it is intuitively clear that larger $`\gamma `$ represent a more “loose” and more “weak” solid. However, almost vanishing values already at $`\gamma 3`$ are not direct consequences of the “weakness” of the solid, but of the fact that a “loose” network can be approximated by a network of Gaussian springs. Gaussian spring is a linear spring of vanishing unstressed length. The energy of such a spring, $`E=\frac{1}{2}Kr^2`$, is simply proportional to its squared end-to-end distance, $`r^2`$. We will show that elastic solid formed by such springs has exactly vanishing elastic constants, independently of the value of the spring constant $`K`$. Thus, the effect observed in Fig. 3 is an indication of the Gaussian nature of the system.

It is easy to calculate the elastic properties of Gaussian networks at $`T=0`$: The stresses of such networks depend on their topologies, namely on the details of the connectivity between the atoms and on the values of the springs constants between them. For 2D networks the stresses are not modified due to homogeneous changes in the size of the net, since the force exerted on the surface grows (diminishes) linearly with the length of the boundaries. Moreover, at $`T=0`$, the free energy, $`F`$, coincides with the internal energy $`E=_{\mathrm{bonds}\alpha \beta }\frac{1}{2}K_{\alpha \beta }(r^{\alpha \beta })^2`$, where $`r^{\alpha \beta }`$ is the length of the bond connecting atoms “$`\alpha `$” and “$`\beta `$”, and $`K_{\alpha \beta }`$ is the spring constant assigned to this bond. From Eq. (1) it is obvious that the energy expansion in the strain variables includes only linear terms in $`\eta `$, and hence, by comparing with Eq. (2), $`C_{ijkl}(T=0)0`$. This identity, as well as the size independence of the stresses, hold at any other temperature since Gaussian networks have the interesting feature that their stress and elastic constants are temperature independent! For the stresses this feature is readily understood: The stresses can be expressed as the averages of quantities which are linear in the coordinates of the atoms. When the statistical weights of the distribution are Gaussian, i.e., an exponent of a quadratic form of the coordinates, these averages coincide with the most probable values, namely their values at equilibrium. The temperature independence of the elastic constants then follows immediately, since the latter are just the derivatives of the stress components.

The similarity between non-stressed tethered and Gaussian one-dimensional (1D) nets, i.e., linear polymers, is a consequence of central limit theorem . For topologically two-dimensional regular (non-random) nets, such similarity was demonstrated by Kantor et al. : In both tethered and Gaussian two-dimensional nets, the mean squared distance in the embedding space, $`r_{\mathrm{𝐱𝐱}^{}}^2=|𝐫(𝐱)𝐫(𝐱^{})|^2`$, between two distant points whose internal positions in the net (measured in lattice constants) are $`𝐱`$ and $`𝐱^{}`$, grows proportionally to $`\mathrm{ln}|𝐱𝐱^{}|`$. One can define the effective spring constant, $`K_{\mathrm{eff}}`$, as the value of $`K`$ of a Gaussian network with the same connectivity and statistical properties as of the tethered network. The value of $`K_{\mathrm{eff}}`$ is extracted from the ratio of the mean squared distance, $`r_{\mathrm{𝐱𝐱}^{}}^2`$, between two points $`𝐱`$ and $`𝐱^{}`$ on the FN, and the mean squared distance $`\stackrel{~}{r}_{\mathrm{𝐱𝐱}^{}}^{}{}_{}{}^{2}`$ between the same two points on a Gaussian network of unit spring constants:

$$K_{\mathrm{eff}}=\stackrel{~}{r}_{\mathrm{𝐱𝐱}^{}}^{}{}_{}{}^{2}/r_{\mathrm{𝐱𝐱}^{}}^2.$$
(7)
$`\stackrel{~}{r}_{\mathrm{𝐱𝐱}^{}}^{}{}_{}{}^{2}`$ can be calculated exactly, while the value of the corresponding $`r_{\mathrm{𝐱𝐱}^{}}^2=|𝐫(𝐱)𝐫(𝐱^{})|^2`$ can be extracted from MC simulations of the FN with free boundaries conditions (i.e., in the absence of external pressure). We simulated a FN of $`56^2=3136`$ atoms and measured (using $`10^7`$ different configurations) $`r_{\mathrm{𝐱𝐱}^{}}^2`$ for several pairs of points $`𝐱`$ and $`𝐱^{}`$ at different lattice separations. With these measurements we evaluated the effective spring constants \[using Eq. (7)\], and found, as shown in Fig. 4, that for the FN model $`K_{\mathrm{eff}}1.96kT/b^2`$. In order to support our conclusion about the crossover into the Gaussian regime, we need to show that the constant value to which the stress drops in Fig. 3, is just the stress applied by a Gaussian net with spring constants $`K_{\mathrm{eff}}`$ calculated for non-stressed FN. For a Gaussian net with $`K1.96`$, one finds that $`\sigma =\sqrt{3}K3.39kT/b^2`$ which indeed coincides with the value of $`3.4kT/b^2`$, extracted from Fig. 3.

The persistence of the Gaussian regime to intermediate values of $`\gamma `$ ($`\gamma 3`$), is not unique for 2D nets. Such behavior is also found, for instance, in 1D polymers. Let us consider, for a moment, a chain of $`N1`$ tethers of maximal length $`b`$, which is stretched by a force $`f`$, to an end-to-end length $`l=Nb_0`$. It is a well known fact that this chain will be Gaussian, i.e., $`f`$ and $`l`$ will be proportional to each other, provided that $`l`$ does not exceed the order of magnitude of the root mean square size of the chain:

$$l=Nb_0\sqrt{N}b.$$
(8)
Yet, one must understand that in order to observe Gaussian elastic behavior, it is not essential to apply this criterion (8) to the whole chain, but only to small segments of it. If there exist a certain length scale at which the potential between the atoms becomes effectively quadratic, i.e., can be replaced by a Gaussian spring, then the whole chain is like a chain of Gaussian springs, and therefore it is itself Gaussian. For a linear polymer chain, the effective potential between non-neighboring atoms is calculated by integrating out the spatial degrees of freedom of the atoms located between them. Such calculations are usually done iteratively, where on each “rescaling” step every second atoms is integrated out. It appears that even elementary potentials which are very different from parabola, are brought into a parabolic form within a few “rescaling” steps. For the specific potential used in this work, three steps are sufficient, which means that a segment of $`N10`$ tethers may be justly considered as an effective Gaussian spring. Similarly to a macroscopically large chain, we expect that the Gaussian nature of this segment will persist as long as it is stretched to a length which does not exceed its root mean square size, namely, as long as $`10b_0\sqrt{10}b`$ \[see criterion (8)\]. This relation gives the lower limit, $`\gamma =b/b_0\sqrt{10}3`$, of the Gaussian regime of a 1D chain of tethers. For a 2D regular phantom net, the effective potential becomes approximately parabolic also for a distance of number of bonds, $`N10`$ . Root mean square distance between two such points is $`b\sqrt{\mathrm{ln}N}`$. Thus, in order to observe Gaussian elastic behavior, we require that $`10b_0b\sqrt{\mathrm{ln}10}`$, or, $`\gamma =b/b_010/\sqrt{\mathrm{ln}10}4`$, which is consistent with the value $`\gamma 3`$, observed in Fig. 3.

In summary, we have applied a new “fluctuation” formalism to MC determination of the stress and elastic constants of stretched tethered networks. These systems provide a convenient framework for studying the entropic contribution to elasticity in real polymeric systems. The Gaussian nature of entropic elasticity, observed for non-stressed phantom nets, was also found when stress was applied. It breaks only for highly extended networks, close to their full-extension. This point has interesting implications to the problem of the critical elastic behavior of gels right above the gel-point. As already mentioned at the first paragraph of this paper, recently it was suggested by Plischke, Joós and co-workers that this behavior is dominated by entropy . These authors studied numerically (using a different technique) the elastic behavior, at $`T0`$, of bond diluted (percolating) systems at which only a fraction $`p`$ of the bonds were present. Their results in $`2D`$ for the critical exponent $`f`$ characterizing the growth of the shear modulus above the percolation threshold $`p_c`$, $`\mu (pp_c)^f`$, match (within the range of error), the known result for the exponent $`t`$ describing the conductivity of random resistors network $`\mathrm{\Sigma }(pp_c)^t`$. The question is whether this result is universal. For Gaussian networks the identity, $`f=t`$, can be proven rigorously . One can further argue that this result also applies to other types of interactions, provided that above a certain finite length-scale, the network is effectively Gaussian. We have shown here that this property is not always insured. In a percolation problem, the elastic backbone is inhomogeneous and includes very tenuous parts where the tension applied to the network is distributed between very few strands. Such strands may deviate from Gaussian behavior when high stress is applied. Further complications can arise from excluded volume effects which have not been discussed here at all.

This work was supported by the Israel Science Foundation through Grant No. 177/99.


text:
# Evidence for a Black Hole and Accretion Disk in the LINER NGC 42031

## 1 Introduction

Spectroscopic surveys have revealed that a large fraction of nearby early-type galaxies harbor low-ionization nuclear emission-line regions, or LINERs (Heckman 1980; Ho et al. 1997a and references therein). The physical understanding of these sources remains rudimentary, but there are strong indications that at least some LINERs are weak versions of the Seyfert or QSO phenomenon, and hence powered by accretion onto a massive black hole. LINERs are nonetheless distinct from classical AGNs in terms of their characteristic (low) luminosity, emission-line properties, and broad-band spectral energy distribution (Ho 1999). These differences may follow from fundamental disparities in the accretion process operative in luminous and weak AGNs.

The study of emission-line behavior on small spatial scales within galaxy nuclei provides one strategy for probing the energetics, dynamics, and structure of LINERs and related objects. Here we report on observations acquired with the Hubble Space Telescope (HST) for the LINER NGC 4203. The data provide dynamical constraints on a black hole, and reveal line emission that may directly trace an accretion flow in this source. These observations and future follow-up studies will provide an important framework for testing physical models for the structure of LINERs, and the nature of black holes in galaxy nuclei.

## 2 Observations

NGC 4203 was observed with the Space Telescope Imaging Spectrograph (STIS) as part of a spectroscopic survey of nearby weakly active galaxy nuclei. The full details of this program will be reported elsewhere (Rix et al., in preparation). NGC 4203 is of S0 morphological type, seen nearly face-on, and its nucleus was classified spectroscopically by Ho et al. (1997b) as a LINER 1.9 source. NGC 4203 exhibits a recession velocity of 1088 km s-1, and we assume a distance for this source of 9.7 Mpc (Tully 1988).

HST observations were acquired on 1999 April 18 UT, with the $`0\stackrel{}{\mathrm{.}}2\times 52\mathrm{}`$ slit placed across the nucleus at position angle (PA) = 105.6°. Two exposures totaling 1630 s and three exposures totaling 2779 s were obtained with the G430L and G750M gratings, resulting in spectra spanning 3300 – 5700 Å and 6300 – 6850 Å with full width at half maximum (FWHM) spectral resolution for extended sources of 10.9 and 2.2 Å, respectively. The telescope was offset by 0$`\stackrel{}{\mathrm{.}}`$05 ($``$ 1 pixel) along the slit direction between repeated exposures. The two-dimensional (2-D) spectra were bias- and dark-subtracted, flat-fielded, shifted to a common alignment, combined with repeated exposures to obtain single blue and red spectra, cleaned of residual cosmic rays and hot pixels, and corrected for geometrical distortion. The data were wavelength- and flux-calibrated via standard STSDAS procedures.

## 3 Results

### 3.1 The Unresolved Nucleus

Spectra of the nucleus of NGC 4203, obtained by coadding the 2-D spectra over the central 0$`\stackrel{}{\mathrm{.}}`$25 along the slit, are shown in Figure 1. This extraction width represents approximately twice the FWHM for the STIS point-spread function (PSF; i.e., FWHM = 0$`\stackrel{}{\mathrm{.}}`$12). The data show strong, low-ionization forbidden line emission, consistent with the classification of this source as a LINER. The red spectrum displays an additional striking feature in the form of a distinct broad component of H$`\alpha `$, which contributes prominent high-velocity shoulders to the line profile. Ground-based observations of this source obtained with the Palomar 5-m telescope in 1985 and reported by Ho et al. (1997c) also show evidence of broad H$`\alpha `$ emission, but in the earlier spectrum the broad component is well represented by a Gaussian profile with a FWHM of 1500 km s-1, far less than the velocity difference of $`7200`$ km s-1 between the profile shoulders evident in Figure 1a.

We examined the properties of the broad H$`\alpha `$ emission in more detail by removing the narrow contributions to the blended line. A synthetic profile for the narrow emission was constructed from the \[S ii\] $`\lambda \lambda `$6716, 6731 lines, and used to model the lines of \[N ii\] $`\lambda \lambda `$6548, 6583, and narrow H$`\alpha `$. The overall emission feature has a central core that strongly resembles the broad H$`\alpha `$ line seen previously in the Palomar spectrum, and we consequently included such a component of “normal” broad-line emission, matched to the profile parameters and redshift of the ground-based observation, while fitting the overall blend. The \[N ii\] doublet was constrained to the flux ratio of 1:3.0 predicted by atomic parameters, and the line strengths were otherwise adjusted in order to produce the smoothest residual profile.

Removal of the narrow lines and central peak of broad H$`\alpha `$ emission results in the H$`\alpha `$ line profile shown at the bottom of Figure 1a. The profile of the remaining broad pedestal in the 6540 – 6590 Å region is sensitive to the details of the decomposition; however, the profile remains distinctly double-peaked, independent of the scaling for the subtracted components. The broad feature has a full-width near zero intensity of at least 12,500 km s-1, and a total flux of $`1.2\times 10^{13}`$ erg s-1 cm-2. The line appears centered near the narrow-line redshift, although the profile of the broad feature is highly asymmetric, with stronger emission in the blue peak and a more extended wing on the red side. Similar emission is clearly visible in the profile of the H$`\beta `$ feature (Fig. 1b).

The scaling of the “normal” broad H$`\alpha `$ component employed in the profile decomposition is 84% that seen in the earlier Palomar observation, which represents reasonable agreement when allowance is made for photometric uncertainties in the ground-based data and ambiguities in the fitting procedure. The degree to which the broad wings have varied is of considerable interest, given the variability of double-peaked emission reported in some other LINERs (e.g., Storchi-Bergmann, Baldwin, & Wilson 1993; Halpern & Eracleous 1994; Bower et al. 1996 ). To address this question, we conducted tests of the observability of extended H$`\alpha `$ wings in the Palomar spectrum. Shoulders on the H$`\alpha `$ profile resembling those in the HST data might have eluded detection in the Palomar spectrum if this component was present in 1985, due to wavelength-dependent focus variations and the strong stellar continuum measured through the relatively large (2″$`\times `$ 4″) ground-based effective aperture.

Since we cannot say for sure whether the broad shoulders on the Balmer lines were present in 1985, it is unclear whether the appearance of this emission in 1999 represents a transient event or a more stable attribute of NGC 4203. The fact that the central core of emission has remained roughly constant suggests that the central source has not changed appreciably, in which case the detection of the broad pedestal of emission probably results primarily from the diminished contamination by starlight in the HST aperture, rather than intrinsic variability. HST has revealed similar behavior in NGC 4450, observed as part of our survey (Ho et al. 2000a). The fact that two sources out of a relatively small sample of objects surveyed (24 galaxies total, of which 8 are LINERs) were discovered to have double-peaked emission lines suggests that small-aperture spectroscopy is an important complement to variability studies for uncovering this phenomenon in LINERs.

### 3.2 Gas Kinematics and Mass Modeling

The 2-D spectra of NGC 4203 exhibit spatially resolved narrow emission, which is most readily apparent in H$`\alpha `$ and the \[N ii\] lines. These features are detected out to a distance of $`1`$″ (47 pc) in both directions from the nucleus. Line fluxes and radial velocities were measured as a function of position along the slit, by performing a simultaneous fit with $`\chi ^2`$ minimization, assuming Gaussian line profiles. The \[S ii\] lines are visible interior to $`\pm `$0$`\stackrel{}{\mathrm{.}}`$5 from the nucleus, and are included in the fits for that region. The \[O i\] $`\lambda \lambda `$6300, 6364 lines are prominent in the nucleus but were not included in the fits; emission in these lines is highly concentrated spatially, and the \[O i\] profiles are also distinctly broader than those of the other forbidden lines in the red spectrum (consistent with linewidth vs. critical density correlations reported for other LINERs; e.g., Filippenko & Halpern 1984). The continuum underlying the emission features was represented by a straight line, and for columns near the nucleus the broad H$`\alpha `$ emission feature was represented by the combination of three Gaussian profiles, which was successful in isolating the narrow-line emission.

The radial velocity of the narrow-line gas is plotted as a function of position in the top panel of Figure 2. A distinct gradient is seen through the central $`\pm `$0$`\stackrel{}{\mathrm{.}}`$5, which is steepest in the innermost $`\pm `$ 0$`\stackrel{}{\mathrm{.}}`$1. Velocities level off and show evidence of a significant decline in amplitude at larger distances, possibly due to a warp in the gas disk.

The measurements illustrated in Figure 2 make it possible to probe the central mass distribution in this galaxy, which is of particular interest given the activity seen in the nucleus. With only one slit position, a number of assumptions are necessary to obtain a well-constrained kinematic model. Here, we assumed (1) that the gas is orbiting the nucleus in a coplanar disk at the local circular velocity, (2) the stellar mass-to-light ratio $`\mathrm{{\rm Y}}`$ is spatially constant and the stellar orbit distribution is approximately isotropic, and (3) the stars dominate the total mass inside a $`1\stackrel{}{\mathrm{.}}5\times 4\mathrm{}`$ aperture (see Sarzi et al. 2000 for a thorough description of the modeling). We then used the acquisition image taken with STIS to derive the deprojected, PSF-corrected light distribution: it is well described by a cusp with $`\rho _{}(r)r^{1.55}`$ and a central, presumably nonstellar point source. Using the isotropic, spherical Jeans equation, we can predict from $`\rho _{}(r)`$ the stellar velocity dispersion $`\sigma _{}`$ over a $`1\stackrel{}{\mathrm{.}}5\times 4\mathrm{}`$ aperture as a function of $`\mathrm{{\rm Y}}`$; matching the observed $`\sigma _{}=124`$ km s-1 within this aperture (Dalle Ore et al. 1991) then dictates the value of $`\mathrm{{\rm Y}}`$, to which we assign a 30% error bar reflecting the geometrical uncertainties in this derivation. For any assumed $`M_{BH}`$ one can then solve for the combination of disk inclination and disk major axis that best matches the data. The lines in the bottom panel of Figure 2 represent such a model sequence in $`M_{BH}`$ where the disk orientation was chosen to optimize the match to the data. While the ultra-broad H$`\alpha `$ emission implies the presence of a black hole, the formal best fit to the extended rotation curve is for a small black-hole mass (i.e., $`\chi ^2`$ is minimized at $`M_{BH}=0`$ M). We thus obtain a formal upper limit of $`M_{BH}6\times 10^6`$ M at 99.7% confidence.

Examination of an archival WFPC2 $`V`$-band image reveals asymmetric patchy absorption suggestive of an inclined ($`50^{}`$) dusty disk with a major-axis PA of $``$0°. If this orientation applies to the nebular gas (as suggested by HST imaging studies of other LINERs; Pogge et al. 2000), our slit PA is $`15\pm 20`$° from the disk minor axis. Over this PA range the projection factors change dramatically, and we cannot use the dust lane information directly to constrain $`M_{BH}`$. Formally, the $`\chi ^2`$ obtained with minor axis PA = 15° is much worse than for the best fit above. We thus must await spectra at additional PAs or offsets from the nucleus in order to obtain more direct constraints on the disk orientation and black-hole mass (e.g., Bower et al. 1998).

## 4 Discussion

### 4.1 The Black Hole and its Galactic Host

Studies of the velocity field for stars and occasionally gas in the centers of nearby bulge-dominated galaxies have generated a list of strong candidates for supermassive black holes (e.g., Kormendy & Richstone 1995; Ho 1998). These studies increasingly suggest that the black-hole mass is correlated with the mass of the stellar bulge in the host galaxy. We consequently examined the black-hole mass in relation to the bulge mass in the case of NGC 4203. This galaxy has a total apparent magnitude of $`B_T=11.61`$, with $`BV=0.97`$ (de Vaucouleurs et al. 1991). Burstein (1979) decomposed the $`B`$-band photometric profile of NGC 4203 into an exponential disk and $`r^{1/4}`$-law bulge, and obtained a disk/bulge luminosity ratio of 2.0. For a representative mass-to-light ratio of $`\mathrm{{\rm Y}}_V6`$, the corresponding bulge mass is $`9\times 10^9`$ M; our upper limit of $`M_{BH}6\times 10^6`$ M thus implies a black-hole/bulge mass ratio of $`7\times 10^4`$. Although this number is rather uncertain, it falls near the low end of previous estimates for normal galaxies ($``$0.002 – 0.006; Magorrian et al. 1998; van der Marel 1998) and overlaps with estimates derived from reverberation measurements of Seyfert nuclei (Wandel 1999). A measurement or more stringent limit on $`M_{BH}`$ in NGC 4203 would be of interest for gauging whether the black-hole/bulge correlation applies in this source.

### 4.2 The Black Hole and its AGN

The luminous output of the LINER in NGC 4203 can be used as a diagnostic of accretion onto the central black hole. Ho et al. (2000b) have quantified the broad-band spectral energy distribution for this source, and estimate a total bolometric luminosity for the nucleus of $`9.5\times 10^{40}`$ erg s-1. For the limit on $`M_{BH}`$ obtained from the nebular rotation curve, this result implies a ratio to the Eddington luminosity of $`L/L_{Edd}1\times 10^4`$.

This result and the broad Balmer profiles in the NGC 4203 nucleus have an appealing consistency in the framework of advection-dominated accretion flow (ADAF) models for accretion onto the central black hole. ADAFs are expected to occur naturally in systems with relatively low accretion rates (e.g., see Narayan, Mahadevan, & Quataert 1998 for a review). For an $`\alpha `$-disk prescription for the accretion flow, an ion torus will form in the inner disk, and advect a significant fraction of the accretion energy into the black hole, when the accretion rate falls below a critical value, $`\dot{M}_{crit}\alpha ^2\dot{M}_{Edd}`$. Here the Eddington accretion rate is defined so that $`L_{Edd}=0.1\dot{M}_{Edd}c^2`$. Adopting a plausible value of $`\alpha 0.3`$ implies that $`\dot{M}_{crit}0.1\dot{M}_{Edd}`$, corresponding to $`L0.1L_{Edd}`$, below which the luminosity is expected to scale as $`\dot{M}^2`$. The limiting value of $`L/L_{Edd}`$ in NGC 4203 is in the advection-dominated regime, and corresponds to an accretion rate $`\dot{M}5\times 10^4M_{}`$ yr-1; an improved constraint on $`M_{BH}`$ is of obvious interest for testing this physical picture.

ADAFs can account for many properties of luminous radio galaxies, which often resemble NGC 4203 in displaying broad, double-peaked Balmer emission lines (Eracleous & Halpern 1994). These profiles have been modeled in terms of a relativistic disk (Chen & Halpern 1989), with predicted properties notably similar to those seen in NGC 4203 – specifically, stronger emission in the blue peak than in the red, and a sharper cutoff to the blue shoulder than in the red. The line emission presumably arises from an outer part of the accretion flow that remains geometrically thin and may be irradiated by the inner ion torus that is characteristic of ADAFs. Modeling of the emission profile can potentially yield an estimate of the radius at which the transition from thin disk to ion torus occurs, and we defer more detailed exploration of this possibility to a later paper.

Alternative explanations exist for the double-peaked Balmer lines. Possibilities include emission from bipolar outflows or anisotropically illuminated clouds, from gas surrounding binary black holes, or from a tidally disrupted star or other asymmetric circumnuclear structure (Eracleous et al. 1999 and references therein). Studies of double-peaked emission profiles in other LINERs have revealed evolution in the profiles over time, and such observations can potentially be used to distinguish between these possibilities, and to probe the structure of the accretion flow if a disk is in fact responsible. In the case of NGC 1097, variations in the relative heights of the red and blue line peaks are suggestive of emission from an orbiting ring that is azimuthally asymmetric in its emissivity (Storchi-Bergmann et al. 1997). If the elevated blue wing in NGC 4203 arises from an asymmetry of this type, we might expect the peak in emission to eventually oscillate to the red wing. If the timescale for the asymmetry to propagate matches the orbital timescale, then we can predict a rise in the red wing in $`4`$ years, based on the velocity width of the emission-line shoulders and our bound on the black-hole mass. Periodic variability on other (probably longer) timescales may be relevant if the asymmetry propagates as a wave or via precession. Follow-up observations thus may yield further important constraints on the structure and evolution of the accretion disk.

## 5 Conclusions

NGC 4203 is the latest addition to a small set of LINERs that exhibit broad, double-shouldered Balmer lines. The discovery of two such objects in our HST survey (NGC 4450 being the other; Ho et al. 2000a) suggests that such emission may be common in LINERs, but often eludes detection in ground-based apertures for which the contrast with the stellar continuum is weak. The line profile in NGC 4203 is noteworthy for its resemblance to emission profiles seen in broad-line radio galaxies, which have been interpreted as the signature of a thin outer accretion disk irradiated by an inner ion torus, representing an advection-dominated flow onto a black hole.

The nucleus of NGC 4203 also exhibits spatially resolved emission that can be used to provide kinematic information on the underlying mass distribution. The existing observations at a single PA can be used to restrict the underlying black-hole mass to $`M_{BH}6\times 10^6`$ M. The availability of a mass estimate for the black hole is of fundamental importance for studying the physics of the accretion process. Our limiting value for $`M_{BH}`$ is consistent with a sub-Eddington accretion rate and formation of an ADAF, although a more stringent limit could challenge this picture. Follow-up observations from space, or with small apertures under good seeing conditions on the ground, will make it possible to improve the estimate of the black-hole mass and study time evolution of the broad H$`\alpha `$ emission.

###### Acknowledgements.

This research was supported financially through NASA grant NAG 5-3556, and by GO-07361-96A, awarded by STScI, which is operated by AURA, Inc., for NASA under contract NAS5-26555. We thank T. Statler for helpful discussions, and the referee, M. Eracleous, for valuable comments.