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# Gamma-Ray BurstsInvited talk presented at the 7th International Symposium on Particles, Strings and Cosmology (Dec. 1999, Lake Tahoe, California).

## 1 Introduction

The origin of GRBs, bursts of 0.1 MeV—1 MeV photons lasting for a few seconds, remained unknown for over 20 years, primarily because GRBs were not detected prior to 1997 at wave-bands other than $`\gamma `$-rays . The isotropic distribution of bursts over the sky suggested that GRB sources lie at cosmological distances, and general phenomenological considerations were used to argue that the bursts are produced by the dissipation of the kinetic energy of a relativistic expanding fireball (see  for review).

Adopting the cosmological fireball hypothesis, it was shown that the physical conditions in the fireball dissipation region allow Fermi acceleration of protons to energy $`>10^{20}\mathrm{eV}`$ , and that the average rate at which energy is emitted as $`\gamma `$-rays by GRBs is comparable to the energy generation rate of UHECRs in a model where UHECRs are produced by a cosmological distribution of sources . Based on these two facts, it was suggested that GRBs and UHECRs have a common origin (see  for a recent review).

In the last two years, afterglows of GRBs have been discovered in X-ray, optical, and radio wave bands . Afterglow observations confirmed the cosmological origin of the bursts, through the redshift determination of several GRB host-galaxies, and confirmed standard model predictions of afterglows that result from the collision of an expanding fireball with its surrounding medium . These observations therefore provide strong support for the GRB model of UHECR production.

In this review, UHECR and neutrino production in GRBs is discussed in the light of recent GRB and UHECR observations. The fireball model is briefly described in §2.1, and proton acceleration in GRB fireballs is discussed in §2.2. Implications of recent afterglow observations to high energy particle production are discussed in §3. Model predictions are shown to be consistent with the observed UHECR spectrum in §4. Predictions of the GRB model for UHECR production, that can be tested with future UHECR experiments, are discussed in §5. High energy neutrino production in fireballs and its implications for future high energy neutrino detectors are discussed in §6.

## 2 UHECR from GRB fireballs

### 2.1 The fireball model

In the fireball model of GRBs, a compact source, of linear scale $`r_010^7`$ cm, produces a wind characterized by an average luminosity $`L10^{52}\mathrm{erg}\mathrm{s}^1`$ and mass loss rate $`\dot{M}=L/\eta c^2`$. At small radius, the wind bulk Lorentz factor, $`\mathrm{\Gamma }`$, grows linearly with radius, until most of the wind energy is converted to kinetic energy and $`\mathrm{\Gamma }`$ saturates at $`\mathrm{\Gamma }\eta 300`$. Variability of the source on time scale $`\mathrm{\Delta }tr_0/c1`$ ms, resulting in fluctuations in the wind bulk Lorentz factor $`\mathrm{\Gamma }`$ on similar time scale, lead to internal shocks in the expanding fireball at a radius $`r_i\mathrm{\Gamma }^2c\mathrm{\Delta }t`$. These shocks reconvert part of the kinetic energy to internal energy, which is then radiated as $`\gamma `$-rays by synchrotron emission of shock-accelerated electrons. The $`\gamma `$-ray flux is observed to vary on time scale $`t_{\mathrm{var}}r_i/\mathrm{\Gamma }^2c\mathrm{\Delta }t`$.

As the fireball expands, it drives a relativistic shock (blast wave) into the surrounding gas. At a radius $`r\mathrm{\Gamma }^2cT`$, where $`T10`$ s is the wind duration, most of the fireball energy is transferred to the surrounding gas, and the flow approaches self-similar expansion. The shock driven into the ambient medium at this stage continuously heats new gas, and accelerates relativistic electrons that produce by synchrotron emission the delayed radiation, “afterglow,” observed on time scales of days to months. As the shock-wave decelerates, the emission shifts with time to lower frequency.

### 2.2 Fermi acceleration in GRBs

The observed GRB and afterglow radiation is produced by synchrotron emission of shock accelerated electrons. In the region where electrons are accelerated, protons are also expected to be shock accelerated. This is similar to what is thought to occur in supernovae remnant shocks . Internal shocks are generally expected to be “mildly” relativistic in the fireball rest frame, i.e. characterized by Lorentz factor $`\gamma _i11`$, since adjacent shells within the wind are expected to expand with Lorentz factors which do not differ by more than an order of magnitude. We therefore expect results related to particle acceleration in sub-relativistic shocks  to be valid for the present scenario. In particular, the predicted energy distribution of accelerated protons is $`dN_p/dE_pE_p^2`$.

Two constraints must be satisfied by fireball wind parameters in order to allow proton acceleration to $`E_p>10^{20}`$ eV in internal shocks :

$$\xi _B/\xi _e>0.02\mathrm{\Gamma }_{300}^2E_{p,20}^2L_{\gamma ,52}^1,$$
(1)
in order for the proton acceleration time $`t_a`$ to be smaller than the wind expansion time, and

$$\mathrm{\Gamma }>130E_{20}^{3/4}\mathrm{\Delta }t_{10\mathrm{m}\mathrm{s}}^{1/4},$$
(2)
in order for the synchrotron energy loss time of the proton to be larger than $`t_a`$. Here, $`\mathrm{\Gamma }=300\mathrm{\Gamma }_{300}`$, $`\mathrm{\Delta }t=10\mathrm{\Delta }t_{10\mathrm{m}\mathrm{s}}`$ ms, $`E_p=10^{20}E_{p,20}`$ eV, $`L_\gamma =10^{52}L_{\gamma ,52}\mathrm{erg}/\mathrm{s}`$ is the $`\gamma `$-ray luminosity, $`\xi _B`$ is the fraction of the wind energy density which is carried by magnetic field, $`4\pi r^2c\mathrm{\Gamma }^2(B^2/8\pi )=\xi _BL`$, and $`\xi _e`$ is the fraction of wind energy carried by shock accelerated electrons.

Eqs. (1) and (2) imply that protons may be accelerated in a GRB wind to energy $`>10^{20}`$ eV, provided that $`\mathrm{\Gamma }>100`$ and that the magnetic field is close to equipartition with electrons. The former condition, $`\mathrm{\Gamma }>100`$, is remarkably similar to that inferred based on $`\gamma `$-ray spectra. There is no theory at present that allows a basic principles calculation of the strength of the magnetic field. However, magnetic field close to equipartition, $`\xi _B1`$, is required in order to account for the observed $`\gamma `$-ray emission.

We have assumed in the discussion so far that the fireball is spherically symmetric. However, since a jet-like fireball behaves as if it were a conical section of a spherical fireball as long as the jet opening angle is larger than $`\mathrm{\Gamma }^1`$, our results apply also for a jet-like fireball (we are interested only in processes that occur when the wind is ultra-relativistic, $`\mathrm{\Gamma }300`$, prior to significant fireball deceleration). For a jet-like wind, $`L`$ in our equations should be understood as the luminosity the fireball would have carried had it been spherically symmetric.

## 3 Implications of afterglow observations

In addition to providing support to the validity of the qualitative fireball scenario described in §2.1, afterglow observations provide quantitative constraints on fireball model parameters. The determination of GRB redshifts implies that the characteristic GRB $`\gamma `$-ray luminosity and emitted energy are $`L_\gamma 10^{52}\mathrm{erg}/\mathrm{s}`$ and $`E_\gamma 10^{53}\mathrm{erg}`$ respectively, an order of magnitude higher than the values assumed prior to afterglow detection. Afterglow observations also indicate that $`\xi _e\xi _B0.1`$. This suggests that the constraint (1) is indeed satisfied, allowing proton acceleration to $`>10^{20}`$ eV.

The observed GRB redshift distribution implies a GRB rate of $`R_{\mathrm{GRB}}10/\mathrm{Gpc}^3\mathrm{yr}`$ at $`z1`$. The present, $`z=0`$, rate is less well constrained, since most observed GRBs originate at redshifts $`1z2.5`$ . Present data are consistent  with both no evolution of GRB rate with redshift, and with strong evolution (following, e.g., the luminosity density evolution of QSOs or the evolution of star formation rate), in which $`R_{\mathrm{GRB}}(z=1)/R_{\mathrm{GRB}}(z=0)8`$. The energy observed in $`\gamma `$-rays reflect the fireball energy in accelerated electrons. If shock accelerated protons and electrons carry similar energy, as indicated by afterglow observations, then the $`z=0`$ rate of cosmic-ray production by GRBs is similar to the generation rate of $`\gamma `$-ray energy,

$$E^2(d\dot{n}_{CR}/dE)_{z=0}10^{44}\zeta \mathrm{erg}/\mathrm{Mpc}^3\mathrm{yr},$$
(3)
where $`\zeta `$ is in the range of $`1`$ to $`8`$.

## 4 Comparison with UHECR observations

In Fig. 1 we compare the UHECR spectrum, reported by the Fly’s Eye , the Yakutsk , and the AGASA  experiments, with that predicted by the GRB model.

The flattening of the cosmic-ray spectrum at $`10^{19}`$ eV, combined with the lack of anisotropy and the evidence for a change in composition from heavy nuclei at low energy to light nuclei (protons) at high energy , suggest that an extra-Galactic source of protons dominates the flux at $`E>10^{19}`$ eV. The UHECR flux predicted by the GRB model is in remarkable agreement with the observed extra-Galactic flux.

The suppression of model flux above $`10^{19.7}`$ eV is due to energy loss of high energy protons in interaction with the microwave background, i.e. to the “GZK cutoff” . Both Fly’s Eye and Yakutsk data show a deficit in the number of events, consistent with the predicted suppression. The deficit is, however, only at a $`2\sigma `$ confidence level . The AGASA data is consistent with Fly’s Eye and Yakutsk results below $`10^{20}`$ eV. A discrepancy may be emerging at higher energy, $`>10^{20}`$ eV, where the Fly’s Eye and Yakutsk experiments detect 1 event each, and the AGASA experiment detects 6 events for similar exposure.

The flux above $`10^{20}\mathrm{eV}`$ is dominated by sources at distances $`<40\mathrm{Mpc}`$. Since the distribution of known astrophysical systems (e.g. galaxies, clusters of galaxies) is inhomogeneous on scales of tens of Mpc, significant deviations from model predictions presented in Fig. 1 for a uniform source distribution are expected above $`10^{20}\mathrm{eV}`$. Clustering of cosmic-ray sources leads  to a standard deviation, $`\sigma `$, in the expected number, $`N`$, of events above $`10^{20}`$ eV, given by $`\sigma /N=0.9(d_0/10\mathrm{M}\mathrm{p}\mathrm{c})^{0.9}`$, where $`d_0`$ is the unknown scale length of the source correlation function and $`d_010`$ Mpc for field galaxies.

An order of magnitude increase in the exposure of UHECR experiments, compared to that available at present, is required to test for the existence of the GZK cutoff. Such exposure would allow this test through an accurate determination of the spectrum in the energy range of $`10^{19.7}`$ eV to $`10^{20}`$ eV, where the effects of source inhomogeneities are expected to be small . Moreover, an order of magnitude increase in exposure will also allow to determine the source correlation length $`d_0`$, through the detection of anisotropies in the arrival directions of $`10^{19.5}`$ eV cosmic-rays over angular scales of $`\mathrm{\Theta }d_0/30`$ Mpc .

## 5 GRB model predictions for planned UHECR experiments

The rate at which GRBs occur within a distance of $`100`$ Mpc from Earth, the distance to which $`>10^{20}`$ eV proton propagation is limited due to interaction with the microwave background, is $`1`$ per 100 yr. This rate can be reconciled with the detection of several $`>10^{20}`$ eV events over a period of a few years only if there is a large dispersion, $`100\mathrm{y}\mathrm{r}`$, in the arrival time of protons produced in a single burst. The required dispersion is likely to result from deflection by random magnetic fields . A proton of energy $`E`$ propagating over a distance $`D`$ through a magnetic field of strength $`B`$ and correlation length $`\lambda `$ is deflected by an angle $`\theta _s(D/\lambda )^{1/2}\lambda /R_L`$, which results in a time delay, compared to propagation along a straight line, $`\tau (E,D)\theta _s^2D/4cB^2\lambda `$. The random energy loss suffered by $`>10^{20}\mathrm{eV}`$ protons as they propagate, owing to the production of pions, implies that protons observed at Earth with given energy have different energy histories along their propagation path. Thus, magnetic field deflection results not only in a delay, but also in a spread in arrival time of protons of fixed energy, comparable to the delay $`\tau `$.

The current upper bound on the inter-galactic magnetic field , $`B\lambda ^{1/2}10^9\mathrm{G}\mathrm{Mpc}^{1/2}`$, allows a spread $`\tau (E=10^{20}\mathrm{eV},D=100\mathrm{M}\mathrm{p}\mathrm{c})10^5`$ yr, well above the minimum, $`\tau 100`$ yr, required in the model. The magnetic field upper bound implies an upper bound on the number of GRBs contributing to the $`>10^{20}`$ eV flux at any given time, $`10^5/100=10^3`$. The upper bound on the number of sources contributing to the flux above $`E`$ decreases rapidly as $`E`$ increases beyond $`10^{20}`$ eV, as the propagation distance decreases with energy due to the increase in pion production energy loss rate. This rapid decrease implies that at $`E3^{20}`$ eV there can be only a few sources contributing to the flux at any given time .

The GRB model therefore makes a unique prediction : The UHECR flux at energy $`E3\times 10^{20}`$ eV should be dominated by a few sources on the sky. These sources should have narrowly peaked energy spectra, and the brightest sources should be different at different energies. This is due to the fact that at any fixed time a given burst is observed in UHECRs only over a narrow range of energy: If a burst is currently observed at some energy $`E`$ then UHECRs of much lower (higher) energy from this burst will arrive (have arrived) mainly in the future (past). Testing the GRB model predictions requires an exposure 10 times larger than that of present experiments. Such increase is expected to be provided by the planned Auger  detectors.

## 6  $`10^{14}`$ eV Neutrinos

Protons accelerated in the fireball to high energy lose energy through photo-pion production in interaction with fireball photons. The decay of charged pions results in the production of high energy neutrinos . The observed energy of a proton, for which the observed 1 MeV photons are at the threshold of the $`\mathrm{\Delta }`$-resonance, is $`0.2\mathrm{GeV}^2\mathrm{\Gamma }^2/1`$ MeV. Typically, the neutrino receives $`5\%`$ of the proton energy. Thus, the typical energy of neutrinos resulting from interaction of accelerated protons with GRB photons is

$$E_\nu ^b5\times 10^{14}\mathrm{\Gamma }_{300}^2\mathrm{eV}.$$
(4)
The flux normalization is determined by the efficiency of pion production. The fraction of energy lost to pion production by protons producing the neutrino flux above $`E_\nu ^b`$ is essentially independent of energy and is given by

$$f_\pi 0.2\frac{L_{\gamma ,52}}{\mathrm{\Gamma }_{300}^4\mathrm{\Delta }t_{10\mathrm{m}\mathrm{s}}}.$$
(5)
If GRBs are the sources of UHECRs, then using Eq. (5) and and Eq. (3) with $`\zeta 1`$, the expected GRB neutrino flux is

$$E_\nu ^2\mathrm{\Phi }_{\nu _x}1.5\times 10^9\left(\frac{f_\pi }{0.2}\right)\times \mathrm{min}\{1,E_\nu /E_\nu ^b\}\frac{\mathrm{GeV}}{\mathrm{cm}^2\mathrm{s}\mathrm{sr}},$$
(6)
where $`\nu _x`$ stands for $`\nu _\mu `$, $`\overline{\nu }_\mu `$ and $`\nu _e`$.

The flux of $`10^{14}`$ eV neutrinos given in Eq. (6) implies that large area, $`1\mathrm{k}\mathrm{m}^2`$, high-energy neutrino telescopes, which are being constructed to detect cosmologically distant neutrino sources , would observe several tens of events per year correlated in time and in arrival direction with GRBs. Detection of neutrinos from GRBs could be used to test the simultaneity of neutrino and photon arrival to an accuracy of $`1\mathrm{s}`$ ($`1\mathrm{ms}`$ for short bursts), checking the assumption of special relativity that photons and neutrinos have the same limiting speed to one part in $`10^{16}`$, and the weak equivalence principle, according to which photons and neutrinos should suffer the same time delay as they pass through a gravitational potential, to one part in $`10^6`$ (considering the Galactic potential alone).

The model discussed above predicts the production of high energy muon and electron neutrinos. However, if the atmospheric neutrino anomaly has the explanation it is usually given, oscillation to $`\nu _\tau `$’s with mass $`0.1\mathrm{eV}`$ , then one should detect equal numbers of $`\nu _\mu `$’s and $`\nu _\tau `$’s. Up-going $`\tau `$’s, rather than $`\mu `$’s, would be a distinctive signature of such oscillations. Since $`\nu _\tau `$’s are not expected to be produced in the fireball, looking for $`\tau `$’s would be an “appearance experiment.” To allow flavor change, the difference in squared neutrino masses, $`\mathrm{\Delta }m^2`$, should exceed a minimum value proportional to the ratio of source distance and neutrino energy. A burst at $`100\mathrm{Mpc}`$ producing $`10^{14}\mathrm{eV}`$ neutrinos can test for $`\mathrm{\Delta }m^210^{16}\mathrm{eV}^2`$, 5 orders of magnitude more sensitive than solar neutrinos.


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# “Velocities” in Quantum Mechanics

## Example 1. The free particle

Let us first consider the free particle in two dimensions as an example of a stationary state. The plane wave is of the form

$$u_{p_xp_y}(x,y)=ae^{i(p_xx+p_yy)/\mathrm{}},$$
(16)
where $`a`$ is independent of $`t`$, $`x`$ and $`y`$. The probability current of the plane wave is

$$j_x(x,y)=|a|^2p_x/m,j_y(x,y)=|a|^2p_y/m,$$

and hence their “velocity” is

$$\text{}v_x\text{}=p_x/m,\text{}v_y\text{}=p_y/m.$$

Equations (9) and (12) are easily seen to hold for the plane wave. Therefore the velocity potential satisfying (10) or (11) of the plane wave is

$$\mathrm{\Phi }=(p_xx+p_yy)/m,$$
(17)
and the stream function satisfying (13) is

$$\mathrm{\Psi }=(p_xyp_yx)/m.$$
(18)
For the state represented by (16), the complex velocity potential (14) gives, from (17) and (18)

$`W`$ $`=(p_xx+p_yy)/m+i(p_xyp_yx)/m`$
$`=(p_xip_y)z/m.`$ (19)
According to hydrodynamics , the flow round the angle $`\pi /n`$ is expressed by the complex velocity potential

$$W=Az^n,$$
(20)
$`A`$ being a number. Equation (19) is of the form (20) with $`n=1`$, and it shows that the complex velocity potential of the plane wave just expresses uniform flow.

## Example 2. The harmonic oscillator

We shall now consider the eigenstate of the two-dimensional harmonic oscillator as an example of a closed state of the stable system. The eigenfunction is,111The $`\omega `$ here, denoting the angular frequency, is, of course, to be distinguished from the $`\omega `$ denoting the vorticity. in terms of the Cartesian coordinates $`x`$, $`y`$,

$$u_{n_xn_y}(x,y)=N_{n_x}N_{n_y}e^{\alpha ^2(x^2+y^2)/2}H_{n_x}(\alpha x)H_{n_y}(\alpha y)\left(\alpha \sqrt{m\omega /\mathrm{}}\right),$$
(21)
where $`N_{n_x}`$, $`N_{n_y}`$ are the normalizing constants. But the Hermite polynomials $`H_{n_x}(\alpha x)`$, $`H_{n_y}(\alpha y)`$ are real functions of $`x`$, $`y`$, respectively. Thus the probability current of the harmonic oscillator vanishes and their “velocity” also vanishes. Therefore the velocity potential and the stream function all vanish. For the state represented by (21), the complex velocity potential gives

$$W=0,$$
(22)
which expresses fluid at rest in hydrodynamics. This fluid at rest, however, is not the only one that is physically permissible for a closed state in quantum mechanics, as we can also have flows which are vortical. For these flows the vorticity may contain singularities in the $`xy`$-plane. Such flows will be dealt with in Example 3.

## Example 3. Flows in a central field of force

As a final example we shall consider the bound state in a certain central field of force. The eigenfunction is, in terms of the polar coordinates $`r`$, $`\theta `$, $`\phi `$,

$$u_{nlm_l}(r,\theta ,\phi )=R_{nl}(r)Y_{lm_l}(\theta ,\phi ),$$
(23)
where the spherical harmonics $`Y_{lm_l}(\theta ,\phi )`$ are of the form

$$Y_{lm_l}(\theta ,\phi )=C_{lm_l}P_l^{|m_l|}(\mathrm{cos}\theta )e^{im_l\phi },$$
(24)
and $`C_{lm_l}`$ are the normalizing constants. But $`R_{nl}(r)`$ for the bound state and the associated Legendre polynomials $`P_l^{|m_l|}(\mathrm{cos}\theta )`$ are real functions. The polar coordinates $`j_r`$, $`j_\theta `$, $`j_\phi `$ of (2) in a central field of force are thus

$$j_r(r,\theta ,\phi )=j_\theta (r,\theta ,\phi )=0,j_\phi (r,\theta ,\phi )=|u_{nlm_l}(r,\theta ,\phi )|^2\frac{m_l\mathrm{}}{mr\mathrm{sin}\theta }.$$

In consequence, a simple treatment becomes possible, namely, we may consider the “velocity” for a definite direction $`\theta `$ and then we can introduce the radius $`\rho =r\mathrm{sin}\theta `$ in above equations and get a problem in two degrees of freedom $`\rho `$, $`\phi `$. The two-dimensional polar coordinates “$`v_\rho `$”, “$`v_\phi `$” of (5) give

$$\text{}v_\rho \text{}=0,\text{}v_\phi \text{}=\frac{m_l\mathrm{}}{m\rho }.$$

The divergence of them readily vanishes. If we transform to two-dimensional polar coordinates $`\rho `$, $`\phi `$, equations (13) become

$$\text{}v_\rho \text{}=\frac{1}{\rho }\frac{\mathrm{\Psi }}{\phi },\text{}v_\phi \text{}=\frac{\mathrm{\Psi }}{\rho },$$
(25)
and the stream function in a central field of force is thus

$$\mathrm{\Psi }=\frac{m_l\mathrm{}}{m}\mathrm{log}\rho .$$
(26)
On the other hand, the vorticity (8) satisfies, with the help of (25),

$$\omega =\frac{1}{\rho }\frac{}{\rho }\left(\rho \text{}v_\phi \text{}\right)\frac{1}{\rho }\frac{}{\phi }\text{}v_\rho \text{}=^2\mathrm{\Psi },$$
(27)
where $`^2`$ is written for the two-dimensional Laplacian operator

$$^2\frac{1}{\rho }\frac{}{\rho }\left(\rho \frac{}{\rho }\right)+\frac{1}{\rho ^2}\frac{^2}{\phi ^2}.$$

On substituting (26) in (27) we obtain

$$\omega =\frac{m_l\mathrm{}}{m}^2\mathrm{log}\rho =2\pi \frac{m_l\mathrm{}}{m}\delta (𝝆),$$
(28)
where $`\delta (𝝆)`$ is the two-dimensional Dirac $`\delta `$ function. Thus the vorticity in a central field of force vanishes everywhere except the origin $`\rho =0`$. This singularity will lie along the quantization axis $`\theta =0`$ and $`\pi `$ in three-dimensional space. The velocity potential satisfying (10) or (11) in a central field of force is

$$\mathrm{\Phi }=\frac{m_l\mathrm{}}{m}\phi .$$
(29)
For the state represented by (23), the complex velocity potential (14) gives, from (29) and (26)

$`W`$ $`={\displaystyle \frac{m_l\mathrm{}}{m}}\phi i{\displaystyle \frac{m_l\mathrm{}}{m}}\mathrm{log}\rho `$
$`=i{\displaystyle \frac{m_l\mathrm{}}{m}}\mathrm{log}z,`$ (30)
since $`z=\rho e^{i\phi }`$. According to hydrodynamics , this expresses the vortex filament. The strength of the vortex filament is defined by the circulation round a closed contour $`C`$ encircling the singularity at the origin $`\rho =0`$

$$\mathrm{\Gamma }_C\text{}v_\phi \text{}𝑑s.$$
(31)
We make use of Stokes’ theorem,

$$\mathrm{\Gamma }=_S\omega 𝑑S,$$
(32)
where $`S`$ is a two-dimensional surface whose boundary is the closed contour $`C`$. On substituting (28) in (32) we obtain

$$\mathrm{\Gamma }=2\pi \frac{m_l\mathrm{}}{m},$$
(33)
where the eigenvalue $`m_l`$ of a component of the angular momentum is an integer. Equation (33) informs us that the circulations are quantized in units of $`2\pi \mathrm{}/m`$ for the state (23) moving in a central field of force. Equation (33) is known as Onsager’s Quantization of Circulations, in superfluidity .

##

The above examples show the great superiority of the “velocities” in dealing with the flows in quantum mechanics. In particular, the two-dimensional quantum flows can be expressed by complex velocity potentials and their analytical properties. Up to the present we have considered only stable systems. For a non-stationary state of the unstable system the probability density (1) and the probability current (2) are not simple, i.e. they generally depend on the time $`t`$ and the coordinate $`𝒓`$. However, the work will be simple for such unstable systems, since the “velocity” (5) does not involve $`t`$. In fact, for the two-dimensional parabolic potential barrier , as an example of the unstable systems, there is the flow round a right angle that is expressed by the complex velocity potential (20) with $`n=2`$.


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# Self-organized model for information spread in financial markets

thanks: *E-mail address:* zfh@thp.uni-koeln.de11institutetext: Institute for Theoretical Physics, Cologne University, D-50923, Köln, Germany

## Abstract

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic decay in different dimensional systems.

Recently, microscopic models for financial markets have attracted more and more interests stigler ; bp-book ; ms-book ; farmer ; lls ; c-b ; e-z ; lux-m . These models are based on the empirical findings of high-frequency market data, such as the fat tails in the distribution of price changes, the fast decaying of linear correlation, as well as the existence of long-term volatility correlations bp-book ; ms-book ; farmer ; m-s , and the intrinsic structure of financial markets, including the mutual interactions among market participants through herding and imitation behaviors c-b ; e-z  or switching from one strategy group to another lux-m .

Although different mechanisms are used in these microscopic models to simulate the price formation processes, some of the stylized observations of real markets can be reproduced. In one set of these models, the Cond-Bouchaud herding model c-b  and the related percolation models s-s ; s-j , the power-law asymptotic behavior in the tail of price return has been obtained, with an exponent well outside the stable Lévy regime m-s  as found in real data lux ; gpams . Recently, this Cond-Bouchaud percolation model has been modified by introducing a feedback mechanism between price return $`R`$ and trader activity $`a`$: $`aa+\alpha R`$, where $`\alpha `$ is the factor representing the sensitivity to price fluctuations s-j . Then the volatility clustering can be produced, and more interestingly, the empirically observed asymmetric pattern of sharp peaks and flat troughs in the market prices r-s  can be incorporated.

In the percolation-type model c-b ; s-s ; s-j , investors are randomly distributed on a lattice with certain concentration and through the neighboring connections they form the percolation clusters, corresponding to herding groups or companies with probability $`a`$ of trading (activity) which is set to be the same for all groups. However, the concentration of investors on the lattice is to be pre-setted for obtaining resonable results. Here we introduce a self-organized model for information spread based on the social percolation process solomon ; huang , where the investor groups with various trading activities and sizes are formed automatically as a result of the propagations of trading information across a social network.

Consider a $`d`$ dimensional lattice representing a social system with each site located by a trader, that is, the whole lattice is occupied. When participating in the market each trader obeys a certain trading way, which can be simply represented by the trading activity measuring the frequency of putting the buy or sell orders, and she may change her behavior due to the influence of outside information about trading ways if she believes that the information is attractive enough and the new trading way can lead to more profits. Suppose that the information of various trading ways is not public, and spreads among traders according to the communication structure of the social system, which for simplification, is considered as the transfer along nearest-neighbor links of lattice. Thus, a higher dimensional lattice corresponds to the society with more connections among agents huang . All the traders accepting the same information form a cluster or group and will exhibit the same behavior in the market as they obey the same trading way.

First, we study the process of information spread for different trading ways, characterized simply by activity $`a(\tau )`$ at each spread step $`\tau `$ (and the sensitivity to price change $`\alpha (\tau )`$ if considering the feedback effect as described above s-j ). In the way of larger $`a(\tau )`$ the trading will be made more frequently. Each information of trading way has an attractiveness $`q(\tau )`$, related to trader’s personal opinion about its profitability. The dynamics of the model is:

* At one step $`\tau `$, a new information of trading way with attractiveness $`q(\tau )`$ and activity $`a(\tau )`$ both determined randomly appears and starts at few informed sites to spread by nearest-neighbor connections among the traders with personal preferences $`p_i`$ (both the values of $`q`$ and $`p_i`$ are set between $`0`$ and $`1`$ and $`\delta p`$ shown below is a small fixed parameter).
* Each step $`\tau `$ consists of consecutive substeps of the spread between traders: After receiving the information from one of her neighbors at one substep, trader $`i`$ will accept it and obey this new trading way if its attractiveness is larger than her personal preference, i.e., $`q(\tau )>p_i`$. Then she will spread the information further to the other neighbors, and increase her preference by $`\delta p`$, i.e., $`p_ip_i+\delta p`$, as it should be more difficult and needs larger attractiveness for someone to change her mind at the next step $`\tau +1`$ to another new way. Otherwise, the trader $`i`$ will keep the old state, including the old trading way and preference, and will not spread the message to her neighbors until the end of this step $`\tau `$. Then, the next substep begins with the similar judgement and spread procedure.
* The spread of one step $`\tau `$ will continue until there is no source of information for propagation and the procedure stops by itself, that is, all the neighbors of all the traders accepting the information have already received it, and a trader group or cluster with members accepting the common information is formed. Then the next step $`\tau +1`$ starts with the incoming of another new information of attractiveness $`q(\tau +1)`$ and activity $`a(\tau +1)`$, also selected randomly between $`0`$ and $`1`$, and has the spread procedure similar to above. In particular, for a trader $`i`$ belonging to a cluster of previous information, when she receives the new information with $`q(\tau +1)>p_i`$ she will accept it and change her trading way to the new one. Consequently, the size of that old cluster will decrease by $`1`$ with the expansion of a new group. Otherwise, the trader will still remain in the old cluster. Thus, if the new information is attractive enough, the spread of it will form a new group which may invade the old ones or even make some of them disappearing. Up to now, all traders within the same cluster share the same activity $`a(\tau )`$ which was valid when that cluster was formed.

Compared with the social percolation model solomon ; huang , here there is no feedback on the attractiveness $`q`$ of information, instead, new information with randomly selected attractiveness appears at each new step. Moreover, the preferences of investors not accepting the new information or uninformed are not changed, instead of decreasing, and then the trader preferences increase with the acceptance of more and more information. After a large number of steps for the spread of different trading information, the trader preferences of the system are close to the upper limit $`1`$ and the newly appearing information has little influence on the trader structure. Thus, through a self-organized process the market traders in this social system automatically form groups or clusters of various sizes and activities due to the acceptance of different trading information, and these clusters may correspond to the herding groups of investors who imitate each other or individual groups with members using the same trading activity $`a`$ and acting in the same manner. Here the groups or clusters with larger size correspond to the agents in the real market who have bigger influence, and different activities of groups represent the phenomenon of the real market that the agents have different trading timescale and some of them trade more frequently than the other.

Fig. 1 shows the results of our simulations for different hypercubic lattices with length $`L`$ and dimension $`d`$, where $`n_s`$ denotes the average number of clusters containing $`s`$ sites, and only two parameters are to be chosen: $`\delta p=0.001`$ and $`\tau =10^5`$ steps. Initially the trader preferences $`p_i`$ are distributed randomly between $`0`$ and $`1`$, and each step starts with one randomly selected site on one boundary. Thus, the sites close to this boundary represent the more informed traders in the market. A Leath-type algorithm evertz  is used for the spread procedures across the lattices with helical boundary conditions. From Fig. 1 a power law behavior similar to the percolation structure is obtained, but only for small and intermediate sizes of clusters. Compared with percolation theory s-book , the effective power law exponent in the present model is smaller and can be lower than $`2`$ in low dimensions with a finite value of $`sn_s`$ which is very close to $`1`$. This phenomenon for the slower decaying of $`n_s`$ may be attributed to the much heavier tail in the distribution of cluster sizes in present model. In the percolation lattice a cluster with size roughly comparable to the total system size (largest or ”infinite” percolating cluster) appears at or above the percolation threshold, while in the model here an earlier percolating cluster may be invaded by new-coming information that is attractive enough compared with traders’ preferences, and then its size is diminished with the formation of more and smaller clusters. Thus, in the present model the sites belonging to the same cluster need not be nearest-neighbors to each other as in percolation models s-s . For large $`s`$, it is not clear whether an asymptotic stretched exponential behavior similar to percolation structure above the critical threshold exists in present model, and more detailed work is needed.

Next, we study the trading behaviors of these market groups or clusters that are determined after enough steps of the spreading process as described above. For simplicity, during the trading and price formation processes simulated below, the influence of new-coming information, i.e., the change of market structure for trader groups, is not considered. The trading of each group $`j`$ is represented by an activity $`a_j`$ obtained from different information in the spread process and randomly distributed between two limits $`a_{\mathrm{max}}`$ and $`a_{\mathrm{min}}`$, and then at each time step, group $`j`$ decides to make orders with probability $`a_j`$ (with equal probability $`a_j/2`$ for buying or selling) or be inactive with probability $`1a_j`$. This mechanism does not require that each buy order should match a sell order, and the balance can be made by assuming the involvement of market makers outside the model. Assume that all investors in one group contribute the same amount of trading orders, and then the trading amount of that group is proportional to the group size. Moreover, the price return $`R`$ at each time step $`t`$ (used for trading process and different from the spread step $`\tau `$), which is defined as the change over time interval $`\mathrm{\Delta }t`$ of logarithm of price, is supposed to be proportional to the excess demand c-b ; farmer2 , that is, the difference between demand and supply obtained from the sum over all active clusters, and normalized by the system size $`L^d`$, that is, $`RR/L^d`$, to avoid the influence of lattice size.

Figs. 2 and 3 give the results for the probability distribution of price returns on the simple cubic lattice, and similar behaviors are found for other dimensions from two to seven. In the simulations, the unit of time increment $`\mathrm{\Delta }t`$ is to be chosen appropriately in order to avoid the fluctuations due to random decisions, and here we select $`5`$ time steps as the unit interval $`\mathrm{\Delta }t=1`$. Fig. 2 shows a semi-log plot of the probability distribution of normalized returns, defined as $`r=(RR)/\sigma `$ with the average of return $`R`$ (about $`0`$) over the time series and the volatility $`\sigma =(R^2R^2)^{1/2}`$, for $`a_{\mathrm{max}}=0.02`$, $`a_{\mathrm{min}}=0.0001`$, and different time scales $`\mathrm{\Delta }t=1`$, $`2`$, $`10`$, and $`100`$. With the increasing of time interval $`\mathrm{\Delta }t`$, a crossover toward the Gaussian distribution is observed from the figure, in agreement with the finding of empirical financial data gpams .

In our simulations the asymptotic form of the fat tail distribution for small time scales is exponential-type, faster than the power law behavior with exponent about 4 found in recent empirical studies lux ; gpams  and theoretical simulations e-z ; lux-m ; s-s . Similar phenomena can be found in many real systems where the probability distributions often cross over to an exponential-type decay and exhibit curvature in the log-log plots after a limited range of scales for power law behavior, and a stretched exponential description has been shown to account well for many natural and economic distributions l-s . Very recently, an analytic form for the whole range of probability distribution and the corresponding Langevin equation have been derived t-h  based on a theorem of general stationary random process and the Hong Kong Hang Seng Index data, and the asymptotic behavior for large price changes is an exponential-type decay: $`P(r)\mathrm{exp}(\beta |r|)/|r|`$. Fig. 3 is transformed from Fig. 2 by plotting $`\mathrm{ln}|r|P(r)`$ as a function of the absolute normalized return $`|r|`$ for the data of time interval $`\mathrm{\Delta }t=1`$. Good fits to straight line in the tail region are found with $`\beta =0.96\pm 0.02`$ (positive tail) and $`0.96\pm 0.03`$ (negative tail) (fitted over well averaged region).

However, in above simulations the persistence of volatility correlation is absent, similar to the standard Cond-Bouchaud model c-b . To reproduce the empirical facts of volatility clustering and asymmetry of bubbles and crashes in stock markets, we follow the method in s-j  to introduce a feedback between price fluctuations and group behaviors at each time step: $`a_j(t+1)=a_j(t)+\alpha _jR`$, that is, the investors are encouraged by the price increasing with more tradings, and are more prudent when price decreases. We keep $`a_j`$ in the interval from $`a_{\mathrm{min}}`$ to $`a_{\mathrm{max}}`$. Furthermore, as the trading ways of the groups are different with different viewpoints on the price changes, in our simulations the parameters $`\alpha _j`$ are set randomly between two limits $`\alpha _{\mathrm{max}}`$ and $`\alpha _{\mathrm{min}}`$. Figs. 4 to 6 show the results of simulations in two, three, and seven dimensions, where $`\alpha _{\mathrm{max}}=0.1`$, $`\alpha _{\mathrm{min}}=0`$, and the cutoffs of activity $`a_{\mathrm{max}}=0.2`$ and $`a_{\mathrm{min}}=0.003`$. To make the initial values of group activities irrelevant, the first $`10^6`$ time steps of the simulations are skipped.

The properties of fat tails in the probability distribution of normalized price returns $`r`$ are shown in Fig. 4, for different simulations of time interval $`\mathrm{\Delta }t=1`$ in square, cubic, and $`d=7`$ hypercubic systems, respectively. The exponential-type tail behaviors can also be observed in the figure, and similarly we transformed Fig. 4 into Fig. 5 by plotting $`\mathrm{ln}rP(r)`$ vs normalized positive returns $`r`$, with the similar behaviors for negative ones. In the tail region good fits to straight line similar to that of the simulations without feedback effect are obtained, with parameter value $`\beta 1.1`$ for different dimensional systems ($`\beta =1.05\pm 0.01`$ for size $`1001^2`$, $`\beta =1.108\pm 0.007`$ for size $`101^3`$, and $`\beta =1.109\pm 0.007`$ for size $`7^7`$, fitted over well averaged data). Simulations for other dimensions give the similar results.

The persistence of long-range volatility correlation, which is defined as the autocorrelation between the absolute value of price return, i.e., $`[|R(t)||R(t+T)||R(t)||R(t+T)|]/[|R(t)|^2|R(t)|^2]`$, is shown in Fig. 6 for $`2`$, $`3`$, and $`7`$ dimensional lattices and time scale $`\mathrm{\Delta }t=1`$, while the linear autocorrelation for the price returns is around zero. The inset of Fig. 6 gives the slow decay of volatility correlations in log-log plots, representing an asymptotic power-law with an exponent about $`0.4`$, similar to the empirical observation ms-book . Volatility clustering as well as the asymmetry between sharp peaks and shallow valleys of the prices found empirically r-s  are shown in Fig. 7, which gives the time series of one simulation on a $`31^3`$ simple cubic lattice.

Compared with the Cond-Bouchaud percolation models, where the system is fixed at (or slightly above) the percolation threshold or set at varying concentrations with results to be integrated over s-s ; s-j , the model here can automatically generate the market structure among traders, i.e., the trading groups or clusters, based on the social percolation process which is intrinsically different from the Cond-Bouchaud one, and the largest cluster need not be omitted for obtaining reasonable results. Moreover, in the present model the trading activity for different groups are different, reflecting the fact that in real market the agents have various timescales or frequencies of trading.

The qualitative results of the model here are robust with respect to parameters. The simulations with different parameters all lead to the same stylized features, including the properties of cluster size distribution after large enough steps of information spread, the fat tail of price return distribution described by exponential-type asymptotic decay, the long-range persistence of volatility autocorrelations, and the asymmetry between peaks and troughs of the prices. Different dimensional lattices simulate the different social societies with various degree of personal connections, and the dimensionality of the system does not influence the major results of the model.

###### Acknowledgements.

The author would like to thank Dietrich Stauffer and Sorin Solomon for very helpful discussions and comments. This work was supported by SFB 341.


text:
# The Circumstellar Environment of the TTS SU Aurigae

## 1. Introduction

Young stellar objects have extremely complex circumstellar environments: material in an infalling envelope surrounding the central star falls onto a circumstellar disk, dissipating angular momentum; magnetic fields can then channel the disk material onto the star by way of accretion funnels (magnetospheric accretion), causing hot shock regions on the stellar photosphere.
Classical T Tauri Stars (CTTS) are low-mass pre-main sequence stars. These stars are active, with broad energy distributions and Balmer and metallic (permitted and forbidden) line emission. CTTS are class II objects, i.e. the systems include a central young star and an accretion disk. The presence of the disk was inferred from the IR and UV excesses in the spectral energy distributions and it can also account for some of the photometric variability and optical veiling; for some stars the disk has also been imaged directly.
Magnetospheric accretion can explain the photospheric hot spots and the He I spectral line, as a shock region at the stellar surface results in the release of kinetic energy. Spectroscopic evidence of magnetospheric accretion are the redshifted absorption components on several spectral lines. The spectra of T Tauri stars also present blueshifted absorption features that are signatures of stellar or disk winds.
SU Aurigae is either classified as a CTTS (e.g. Bouvier et al. 1993) or as the prototype of a separate class of young stellar objects (Herbig & Bell 1988). The star’s spectral type is G2 (Herbig 1960), earlier than most CTTS, and it is an exceptionally fast-rotator, v $`\mathrm{sin}i66`$ km s-1 (Hartmann & Stauffer 1989). Its photometric period has been rather difficult to determine, but it is usually considered to be close to 3 days. From our data set, we favour a somewhat shorter period of 2.5-2.8 days (Oliveira et al. 2000).
In this contribution we describe the SU Aur system, from two different viewpoints: i) using the spectral energy distribution to characterize the larger scale circumstellar environment and ii) probing the disk-star interaction by analysing the inner magnetosphere, using results from our multi-site spectroscopic campaign on this target.

## 2. The Outer Circumstellar Environment: Disk & Envelope

Accretion disks can explain two of the most important peculiarities of the Spectral Energy Distribution (SED) of the CTTS: the UV and IR excesses. The dust grains in the disk are heated either radiatively by the central star or by accretion heating (via the loss of gravitational energy as the gas spirals through the disk to the star) and they emit in the IR. As the visual extinction is relatively low for most CTTS the dust distribution has to be flattened, as it was proved recently by HST images of several CTTS. The UV excess can originate at the shock regions that form where the material accretes from the disk onto the stellar surface, causing the release of large amounts of kinetic energy.
The SEDs of some CTTS seem to display more far-IR excess than expected from a disk. Several methods have been used to model these so called flat spectrum: adding to the system an accreting envelope component (Calvet et al. 1994) or considering a flared disk, i.e. a disk whose vertical height varies with the radial distance (Kenyon & Hartmann 1987).
We review here the SED of SU Aur, using photometry from the literature and redetermining the IRAS fluxes. This SED is relatively flat at the far-IR. It seems to have two contributions: a cool and a hot dust component. We find that the cool component can be well represented by a spherical dust shell at some distance from the star, whilst a disk closer to the star can account for the hot component. We modelled this disk as a flat, black disk (Beckwith 1999). The fit obtained is quite good (within 0.05 in units of $`log\lambda F_\lambda `$), with the exception of the silicate features at 10 and 18 $`\mu `$m, that demand a deeper study into the dust properties in the disk and envelope. Our model also does not fit properly the UV excess: the emission at those wavelengths is believed to be related with the accretion energy released at the footpoints of the accretion funnels at the stellar surface. The resulting fit to the SED is shown in Fig. 1 and the main model parameters are given in Table 1.

## 3. The Inner Circumstellar Environment: Magnetosphere & Spectral Line Variability

Shu et al. (1994) proposed a magnetospheric model where the accretion disk is disrupted at a few stellar radii from the star by a stellar dipole magnetic field. At the truncation point, the ionized disk material is loaded either onto inner closed magnetic field lines, accreting thereby onto the stellar photosphere, or it is loaded onto outer open magnetic field lines that can drive a disk-wind flow. Johns & Basri (1995) suggested that in the case of SU Aur the rotational and magnetic axes are mis-aligned, causing the observed periodicity ($``$ 3 days) in the wind and accretion flows and their anti-phase behaviour.
We used the data set obtained in the MUSICOS 96 campaign to characterize the variability time scales of several lines. In Fig. 2 we show the average and variance profiles of H$`\alpha `$, H$`\beta `$, Na I D and He I D3. Using the cross-correlation function, we searched for time lags between the variability of these spectral lines. We have found that the variations in the red wing of H$`\beta `$ are out of phase with the variations in the blue wing of H$`\beta `$, by slightly more than half of the rotational period (Fig. 3 (a)). Thus as expected in an oblique magnetosphere the accretion funnel and the wind components are out of phase.

The He I D3 line is in absorption in SU Aur, contrary to what is observed for most of the other CTTS. Still, we have also decomposed this profile in two components, one centered at rest velocity and another centered at about 80 km s-1. We have found that there might be a small time lag between these components, suggesting that the first component might originate at the surface and the redshifted component in the accretion column. We have also found that the variability in the He I D3 and the red wing of Na I D are almost in synchrony (Fig. 3 (c,d)) and it propagates in a few hours to the absorption components in the red wings of H$`\beta `$ and H$`\alpha `$ (Fig. 3 (b)).
We thus observe variability that propagates from the inner magnetosphere outwards. Such behaviour cannot be caused by non-steady accretion nor by simple occultation effects in the oblique magnetospheric model. We propose that this can only occur if the magnetic field lines are azimuthally distorted due to differential rotation between the star and the disk (Oliveira et al. 2000). In this situation, the time symmetry for ingress/egress of occultation events is broken and then the variability of the higher energy lines precedes that of the lower energy lines.

## 4. Conclusions

The enhanced activity observed in SU Aur can be explained by the presence of an accretion disk and spherical dust shell. We describe the SED of SU Aur as including the star, a flat black disk (a hot dust component to account for the near-IR excess emission) and a diffuse envelope (a cold dust component to account for the far-IR excess). The model is rather simple but it gives a very good agreement with the observations available.
Probing the inner magnetosphere, we observe a time-lagged behaviour of the variability of spectral lines with different excitation conditions that is not compatible with the standard magnetospheric models, even when the magnetic dipole is inclined with relation to the rotation axis. The behaviour we observe requires that the magnetic field lines are azimuthally distorted probably due to differential rotation in the star + disk system. Obviously, more stars need to be observed quasi-continuously to allow a generalization of the results presented here.

### Acknowledgments.

JMO acknowledges the support of the Fundação para a Ciência e Tecnologia (Portugal) under the grant BD9577/96. We acknowledge Alex de Koter from the Astronomical Institute, Amsterdam for the use of his MoDust code.

## References

Beckwith S.V.W., 1999, in Physics of Star Formation and Early Evolution II, eds. Lada C.J., Kylafis N.D., in press

Bertout C., Basri G., Bouvier J., 1988, ApJ 330, 350

Bouvier J., Cabrit S., Fernández M. et al., 1993, A&A 272, 176

Calvet N., Hartmann L., Kenyon S.J, Whitney B.A., 1994, ApJ 434, 330

Hanner M.S., Brooke T.Y., Tokunaga A.T., 1998, ApJ 502, 871

Hartmann L., Stauffer J.R., 1989, AJ 97, 873

Herbig G.H., 1960, ApJS 4, 337

Herbig G.H., Bell K.R., 1988, LicOB 1111, 1

Johns C.M., Basri G., 1995, ApJ 449, 34

Kenyon S.J., Hartmann L., 1987, ApJ 323, 714

Oliveira J.M, Foing B.H., van Loon J.Th., Unruh Y.C., 2000, A&A, submitted

Shu F., Najita J., Ostriker E. et al. 1994, ApJ 429, 781


text:
# Generating conjecture and Einstein-Maxwell field of plane symmetry

## 1 Introduction

Symmetries and Killing vectors play an important role in exact solutions, especially in the electro vacuum ones e.g. . A general plane symmetric metrics in cylindrical coordinates is taken as a seed solution

$$ds_{seed}^2=e^{2\nu (t,z)}dt^2+Y(t,z)^2\left(d\rho ^2+\rho ^2d\varphi ^2\right)+e^{2\lambda (t,z)}dz^2,$$
(1)
where $`\nu (t,z)`$, $`Y(t,z)`$ and $`\lambda (t,z)`$ are arbitrary functions of coordinates $`t`$ and $`z`$.

The generating conjecture, formulated in , , , is applied to azimuthal $`\frac{}{\varphi }`$ Killing vector belonging to rotation in planes of symmetry. Components of this Killing vector are

$$\xi _adx^a=\rho ^2Y(t,z)^2d\varphi .$$
(2)
Expected form of “charged” metrics is again the general plane symmetric metrics

$$ds_{new}^2=e^{2\alpha (t,z)}dt^2+e^{\beta (t,z)}\left(d\rho ^2+\rho ^2d\varphi ^2\right)+e^{2\gamma (t,z)}dz^2,$$
(3)
where $`\alpha (t,z)`$, $`\beta (t,z)`$ and $`\gamma (t,z)`$ are functions different from (1) and they will be evaluated out of the Einstein-Maxwell equations. According to the conjecture we can form an electro-magnetic potential from Killing vector

$$A_\varphi =k\rho ^2Y(t,z)^2.$$
(4)
## 2 Calculations

If we use the electro-magnetic potential (4) for purely electro-magnetic energy-momentum tensor, two Einstein equations $`(t,\rho )`$ and $`(\rho ,z)`$ for the space-time (3) are

$`k^2\rho ^2Y(t,z)^3{\displaystyle \frac{Y(t,z)}{t}}e^{2\beta (t,z)}`$ $`=`$ $`0,`$ (5)
$`k^2\rho ^2Y(t,z)^3{\displaystyle \frac{Y(t,z)}{z}}e^{2\beta (t,z)}`$ $`=`$ $`0.`$ (6)
These lead to the restrictions on function $`Y(t,z)`$ in seed metric (1)

$$\frac{Y(t,z)}{t}=0,\frac{Y(t,z)}{z}=0.$$
(7)
Then the Maxwell equations for (3) are automatically satisfied, the nonzero covariant and contravariant components of the Maxwell electro-magnetic tensor are

$`F_{\rho \varphi }`$ $`=`$ $`2k\rho Y^2,`$ (8)
$`F^{\rho \varphi }`$ $`=`$ $`{\displaystyle \frac{2}{\rho }}kY^2e^{4\beta (t,z)}.`$ (9)
There are other four non-trivial Einstein equations $`(t,t)`$, $`(t,z)`$, $`(\rho ,\rho )`$ and $`(z,z)`$ with unknown functions $`\alpha (t,z)`$, $`\beta (t,z)`$ and $`\gamma (t,z)`$ to be solved

$`e^{2(\alpha \gamma )}\left(2\beta _z\gamma _z3\beta _z^22\beta _{zz}\right)+\beta _t^2+2\beta _t\gamma _t`$ $`=`$ $`4k^2Y^4e^{2\alpha 4\beta },`$ (10)
$`\beta _{tz}\beta _t\beta _z+\beta _t\alpha _z+\gamma _t\beta _z`$ $`=`$ $`0,`$ (11)
$`e^{2\alpha }\left(\gamma _t\alpha _t\gamma _{tt}\beta _t^2\gamma _t^2\beta _{tt}+\alpha _t\beta _t\gamma _t\beta _t\right)+`$ (12)
$`+e^{2\gamma }\left(\beta _{zz}+\alpha _z\beta _z+\beta _z^2\gamma _z\beta _z+\alpha _z^2\gamma _z\alpha _z+\alpha _{zz}\right)`$ $`=`$ $`4k^2Y^4e^{4\beta },`$
$`2e^{2(\gamma \alpha )}\left(\alpha _t\beta _t2\beta _{tt}3\beta _t^2\right)2\alpha _z\beta _z\beta _z^2`$ $`=`$ $`4k^2Y^4e^{2\gamma 4\beta },`$ (13)
where subscript denotes partial derivation.

Now we are trying to solve these equations with the assumption that $`\beta (t,z)`$ is a function of coordinate $`z`$ only. Consequently equations (11) and (13) lead to independence of functions $`\alpha (t,z)`$ and $`\gamma (t,z)`$ on coordinate $`t`$. Therefore all unknown functions $`\alpha `$, $`\beta `$ and $`\gamma `$ now depend on coordinate $`z`$ only. We should solve two Einstein equations $`(t,t)`$ (10) and $`(z,z)`$ (13)

$`3\beta _z^2+2\beta _{zz}2\beta _z\gamma _z`$ $`=`$ $`4k^2Y^4e^{2\gamma 4\beta },`$ (14)
$`\beta _z^2+2\alpha _z\beta _z`$ $`=`$ $`4k^2Y^4e^{2\gamma 4\beta }.`$ (15)
From (15) we evaluate $`\gamma (z)`$ which is subsequently put into (14) then we get only one equation for two unknown functions $`\alpha (z)`$ and $`\beta (z)`$

$$\alpha _z\beta _{zz}\alpha _{zz}\beta _z=\beta _z^3+3\alpha _z\beta _z^2+2\alpha _z^2\beta _z.$$
(16)
We can choose one arbitrary function $`f(z)`$, let us choose it in the form

$$f(z)=\frac{d\beta (z)}{d\alpha (z)}.$$
(17)
We obtain the functions $`\alpha (z)`$ and $`\beta (z)`$

$`\alpha (z)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{ln}\left(f(z)\right)+\mathrm{ln}\left(f(z)+2\right)2\mathrm{ln}\left(f(z)+1\right)+\mathrm{ln}\left(C_1\right)\right),`$ (18)
$`\beta (z)`$ $`=`$ $`\mathrm{ln}\left(f(z)+1\right)\mathrm{ln}\left(f(z)+2\right)+{\displaystyle \frac{1}{2}}\mathrm{ln}\left(C_2\right),`$ (19)
where $`C_1`$ and $`C_2`$ are integration constants. Next, the new metrics components for the solution (3) can be computed

$`g_{tt}`$ $`=`$ $`{\displaystyle \frac{C_1f(z)\left(f(z)+2\right)}{\left(f(z)+1\right)^2}},`$ (20)
$`g_{\rho \rho }`$ $`=`$ $`C_2\left({\displaystyle \frac{f(z)+1}{f(z)+2}}\right)^2,`$ (21)
$`g_{\varphi \varphi }`$ $`=`$ $`C_2\rho ^2\left({\displaystyle \frac{f(z)+1}{f(z)+2}}\right)^2,`$ (22)
$`g_{zz}`$ $`=`$ $`{\displaystyle \frac{C_2^2\left(f(z)+1\right)^2\left(\frac{df(z)}{dz}\right)^2}{4k^2Y^4f(z)\left(f(z)+2\right)^5}},`$ (23)
where $`f(z)`$ is an arbitrary function and $`C_1`$ and $`C_2`$ are arbitrary constants. The metric tensor must satisfy Hilbert conditions which lead to inequalities

$$C_1<0,C_2>0,f(z)\left(f(z)+2\right)<0.$$
(24)
Now we are looking at simplifying resulting metrics tensor using constants substitutions and coordinate transformations

$`C_1`$ $`=`$ $`c_1^2,`$ (25)
$`C_2`$ $`=`$ $`c_2^2,`$ (26)
$`\overline{k}^2`$ $`=`$ $`{\displaystyle \frac{4k^2Y^4}{c_2^4}},`$ (27)
$`\overline{\rho }`$ $`=`$ $`c_2\rho ,`$ (28)
$`\overline{t}`$ $`=`$ $`c_1t,`$ (29)
$`{\displaystyle \frac{\overline{z}}{\overline{k}}}1`$ $`=`$ $`f(z),`$ (30)
where striped coordinates denote the new ones. The transformation (30) is formally equivalent to the choice of function $`f(z)`$ as

$$f(z)=\frac{z}{\overline{k}}1.$$
(31)
Thus, from the metric tensor we have removed the arbitrary function $`f(z)`$ which can be interpreted as an arbitrary transformation in coordinate $`z`$.

The resulting form of the metric tensor is

$$ds^2=\frac{(kz)(k+z)}{z^2}dt^2+\left(\frac{z}{k+z}\right)^2\left(d\rho ^2+\rho ^2d\varphi ^2\right)+\frac{z^2}{\left(kz\right)(k+z)^5}dz^2,$$
(32)
where we have abandoned the strips and the Hilbert conditions give

$$|z|<k,z0.$$
(33)
Moreover, we can look for solutions beyond Hilbert conditions. They can be gained from Einstein equations (10), (11), (12) and (13) with the assumption that $`\beta (t,z)`$ is function only of coordinate $`t`$. Then equations (10) and (11) lead to independence of functions $`\alpha (t,z)`$ and $`\gamma (t,z)`$ on coordinate $`z`$. So all unknown functions $`\alpha (t)`$, $`\beta (t)`$ and $`\gamma (t)`$ depend only on coordinate $`t`$ now. The resulting metric tensor has the form

$$ds^2=\frac{(kt)(k+t)}{t^2}dz^2+\left(\frac{t}{k+t}\right)^2\left(d\rho ^2+\rho ^2d\varphi ^2\right)+\frac{t^2}{\left(kt\right)(k+t)^5}dt^2.$$
(34)
Corresponding Hilbert conditions for this solution are

$$|t|>k.$$
(35)
The solution (34) can be obtained directly from the solution (32) exchanging coordinates $`t`$ and $`z`$.

## 3 Properties of the solutions

Let us explore some properties of the solutions (32) and (34) now. Metrics (32) is singular at $`z\pm k,0`$. Singularities at $`z\pm k`$ are only coordinate ones, there exist horizons. On the other hand, $`z0`$ is a real physical singularity, and scalar invariants of the Riemann tensor diverge here as shown

$$I_1R^{abcd}R_{abcd}=8k^4\frac{(k+z)^6}{z^8}\left((k+z)^2+6k^2\right).$$
(36)
The electro-magnetic potential in solution (32) is

$$A_\varphi =\frac{1}{2}k\rho ^2.$$
(37)
The components of Maxwell electro-magnetic tensor are

$`F_{\rho \varphi }`$ $`=`$ $`k\rho ,`$ (38)
$`F^{\rho \varphi }`$ $`=`$ $`{\displaystyle \frac{k(k+z)^4}{z^4\rho }}.`$ (39)
We can write down three usual dimensional components of the Maxwell tensor as

$`\stackrel{}{E}`$ $`=`$ $`[0,0,0],`$ (40)
$`\stackrel{}{B}`$ $`=`$ $`[0,0,k\left({\displaystyle \frac{k+z}{z}}\right)^2].`$ (41)
In this solution there exists only a magnetic field. The magnetic field $`\stackrel{}{B}`$ is shown in Fig. 1 (where $`k=1`$).

It is also possible to evaluate geodesic trajectories of motion when testing particles are fixed in $`t`$,$`z`$ plane. The null geodesic lines are given explicitly by

$$\pm t(z)=C+\frac{1}{8k}\mathrm{ln}\left|\frac{k+z}{kz}\right|+\frac{2k+3z}{4(k+z)^2},$$
(42)
where $`C`$ is an integration constant. Such geodesic lines are shown in Fig. 2.

The motion of the charged test particles in the $`t`$,$`z`$ plane is given by

$`\ddot{t}+{\displaystyle \frac{2k^2\dot{t}\dot{z}}{z\left(z^2k^2\right)}}`$ $`=`$ $`0,`$ (43)
$`\ddot{z}+{\displaystyle \frac{k^2\left(z+k\right)^4\left(z^2k^2\right)\dot{t}^2}{z^5}}{\displaystyle \frac{\left(\left(zk\right)^2+z^2\right)\dot{z}^2}{z\left(z^2k^2\right)}}`$ $`=`$ $`0.`$ (44)
The dots denote differentiation with respect to an affinne parameter. It is clear that the central singular plane acts as a source of repulsive power.

## 4 Analytical extension

Let us consider a static plane-symmetric solution as appears in  (with null cosmological constant)

$$ds^2=\left(aG^1+bG^{1/2}\right)dt^2G\left(dx^2+dy^2\right)\frac{G^2}{4\sigma ^2}\left(a+bG^{1/2}\right)^1dz^2.$$
(45)
Where $`G`$ is an arbitrary function of coordinate $`z`$, a prime denotes differentiation with respect to $`z`$, $`a`$ and $`b`$ are constants and $`\sigma `$ is the charge per unit area. When we use the transformations

$`{\displaystyle \frac{4k^2Y^4}{\sigma ^2}}`$ $`=`$ $`a+b\sqrt{C_2},`$ (46)
$`0`$ $`=`$ $`2a+b\sqrt{C_2},`$ (47)
or analogous ones

$`a`$ $`=`$ $`C_1C_2,`$ (48)
$`b`$ $`=`$ $`2C_1\sqrt{C_2},`$ (49)
$`\sigma ^2`$ $`=`$ $`{\displaystyle \frac{C_1C_2}{4k^2Y^4}},`$ (50)
our solution (20) - (23) turns to be identical with the McVittie (45) with $`C_2\left(\frac{f(z)+1}{f(z)+2}\right)^2G(z)`$. The McVittie solution  is thus generated by the Killing $`/\varphi `$ vector from the seed metric (1).

Let us connect both (32) and (34) solutions together through the horizons $`z=\pm k`$. We will use retarded and advanced null geodesic coordinates $`v`$ and $`w`$ like this

$`v`$ $``$ $`t+{\displaystyle \frac{1}{8k}}\mathrm{ln}\left|{\displaystyle \frac{k+z}{kz}}\right|+{\displaystyle \frac{2k+3z}{4(k+z)^2}},`$ (51)
$`w`$ $``$ $`t{\displaystyle \frac{1}{8k}}\mathrm{ln}\left|{\displaystyle \frac{k+z}{kz}}\right|{\displaystyle \frac{2k+3z}{4(k+z)^2}}.`$ (52)
After transformation of the metric tensor from the cartesian coordinate couple $`z`$, $`t`$ to the null one $`v`$, $`w`$ we get

$$ds^2=\frac{(kz)(k+z)}{z^2}dvdw+\left(\frac{z}{k+z}\right)^2\left(d\rho ^2+\rho ^2d\varphi ^2\right).$$
(53)
Exponential transformation is used here (which doubles the regions as in Kruskal analytical extension of Schwarzchild solution  and leaves the coordinates null)

$`v^{}(v)`$ $`=`$ $`e^{4kv},`$ (54)
$`w^{}(w)`$ $`=`$ $`e^{4kw},`$ (55)
Now again, we diagonalize the metric by using the new cartesian coordinate couple $`x^{}`$, $`t^{}`$

$`v^{}`$ $`=`$ $`t^{}+x^{},`$ (56)
$`w^{}`$ $`=`$ $`t^{}x^{}.`$ (57)
This leads to the metrics tensor

$$ds^2=\frac{(kz)^2e^{2k\frac{2k+3z}{(k+z)^2}}}{16k^2z^2}\left(dx^2dt^2\right)+\left(\frac{z}{k+z}\right)^2\left(d\rho ^2+\rho ^2d\varphi ^2\right),$$
(58)
where $`z`$, which is $`z`$ in (32) for $`|z|<k`$ and $`t`$ in (34) for $`|z|>k`$, is given implicitly by the equation

$$t^2+x^2=\frac{k+z}{kz}e^{2k\frac{2k+3z}{(k+z)^2}}.$$
(59)
At first sight there are no sign changes between $`z<|k|`$ and $`z>|k|`$, the Hilbert conditions are always satisfied for all values of $`x^{}`$, $`t^{}`$. The resulting space-time contains every original region I: $`|z|<k`$, II: $`z<k`$, and III: $`z>k`$ twice as shown in Fig. 3. Furthermore, in (58) there are still singularities at $`z=0,k`$ but no more at $`z=k`$. Lines with constant $`z`$ form over $`t^{}`$, $`x^{}`$ plane a hyperbolic paraboloid and lines with constant $`t`$ form lines $`t^{}=constx^{}`$ as shown in Fig. 4. Singular points $`z=k,0,k,\pm \mathrm{}`$ are represented by values $`0,e^4,\pm \mathrm{},1`$ of $`t^2+x^2`$, the apparent singularity $`z=k`$ is moved to infinity in these coordinates.

Null geodesic lines in $`x^{},t^{}`$ are straight lines

$$\pm t^{}=x^{}+const,$$
(60)
as displayed by dashed lines in Fig. 5.

The transformation to the Penrose conformal diagram is done by these transformations (again leave null coordinates)

$`v^{\prime \prime }`$ $`=`$ $`\mathrm{arctan}\left(e^2v^{}\right),`$ (61)
$`w^{\prime \prime }`$ $`=`$ $`\mathrm{arctan}\left(e^2w^{}\right).`$ (62)
New null coordinates $`v^{\prime \prime },w^{\prime \prime }`$ are limited by

$`{\displaystyle \frac{\pi }{2}}<`$ $`v^{\prime \prime }`$ $`<{\displaystyle \frac{\pi }{2}},`$ (63)
$`{\displaystyle \frac{\pi }{2}}<`$ $`w^{\prime \prime }`$ $`<{\displaystyle \frac{\pi }{2}},`$ (64)
so the infinity has been conformaly moved to finite distance. Now it is possible to draw the Penrose diagram (Fig. 6).

Here are marked geodesic future and past $`i_+,i_{}`$, null future and past $`S_+,S_{}`$ and the time-like infinity $`i_0`$. For the physical singularity $`z=0`$ is

$$v^{\prime \prime }w^{\prime \prime }=\pm \frac{\pi }{2}$$
(65)
and both are time-like, so it is possible for an observer to avoid falling in it.

## 5 Conclusion

We have found two electro-vacuum plane symmetric exact solutions of the Einstein-Maxwell equations using the generating conjecture and the Killing vector $`/\varphi `$ of the plane symmetric vacuum seed metric. We have shown that one of them is equivalent to the McVittie solution of a charged infinite thin plane. We also carried out analytical extension of coordinates, which can cover both found solutions with only one coordinate chart. The corresponding Penrose conformal diagram has been obtained as well.


text:
# The Inner Boundary Condition for a Thin Disk Accreting Into a Black Hole

## Abstract

Contrary to some recent claims the ‘no torque inner boundary condition’ as applied at the marginally stable orbit is correct for geometrically thin disks accreting into black holes.

black hole physics — accretion disks — magnetic fields

A transition from a thin accretion disk to a stream freely falling into a black hole was a topic of many papers about two decades ago. That ancient work is very well reviewed in the introduction of Abramowicz & Kato (1989). It was well established that there is a transition from a subsonic radial accretion flow in the nearly Keplerian disk to a transonic flow near the marginally stable orbit at the radius $`r_{in}r_{ms}`$, and a free fall into the central black hole for $`r<r_{in}`$. The free fall proceeds with a conservation of angular momentum, hence the streamlines are spiral. It was shown that the ‘no torque inner boundary condition’ is an excellent approximation at $`r_{in}`$. The reason was simple: no information could propagate upstream in the supersonic region inwards of $`r_{in}`$.

Recently, the ‘no torque inner boundary condition’ has been questioned (Krolik 1999, Gammie 1999, Agol & Krolik 2000, to be referred to as KGA). The authors have chosen to ignore Abramowicz & Kato (1989), and the many references therein. They claim that magnetic torques provide a strong interaction between the stream and the disk, and generate a strong torque at $`r_{in}`$. This is a puzzling result, as the flow is transonic near $`r_{in}`$ according to KGA, and the radial infall becomes supersonic inwards of $`r_{in}`$.

The subsonic accretion for $`r>r_{in}`$ is not discussed by KGA, but their disks seem to be described by more or less standard ‘alpha models’, with the $`\alpha `$ parameter due to tangled magnetic fields, following the work of Balbus & Hawley (1998). While the differential rotation winds up the magnetic field lines and perhaps gives rise to a dynamo, the magnetic energy density is kept in equilibrium, at the level roughly $`\alpha `$ times the gas and/or radiation energy density. This implies that the reconnections and/or the escape of magnetic flux to a corona prevent the magnetic field from growing up to an equipartition with the gravitational binding energy, and prevent the disk from becoming geometrically thick. In other words, the assumption that the disk is geometrically thin for $`r>r_{in}`$ implies that magnetic energy is efficiently dissipated there.

Whatever are the physical processes responsible for the dissipation of magnetic energy in the disk, KGA assumed that they do not operate in the stream, inwards of $`r_{in}`$. Hence, the differential rotation builds up magnetic energy in the matter falling into the black hole up to the level comparable with the gravitational binding energy, the Alfvén velocity becomes relativistic and the information can travel upstream, all the way to $`r_{in}`$.

What is wrong with this picture? First of all it is not clear at all why the physics of the magnetic field – plasma interaction should be so dramatically different in the disk ($`r>r_{in}`$) and in the stream ($`r<r_{in}`$)? From the local point of view of a blob of gas with tangled magnetic field, there is hardly a difference between the flow on the two sides of the sonic point, with the matter accreting along a tight spiral. The character of the flow changes dramatically only when the radial infall velocity becomes comparable to the rotational velocity.

Let us make a quantitative analysis of the flow pattern using a pseudo – Newtonian approximation (Paczyński & Wiita, 1980). Let us define the parameter $`\alpha `$ with a more or less standard formula for the kinematic viscosity $`\nu `$:

$$\nu =\alpha c_sH=\alpha H^2\mathrm{\Omega },$$
$`(1)`$
(see for example eq. 2.9 of Chen, Abramowicz & Lasota, 1997 $``$ CAL), where $`H`$ is the disk thickness, $`\mathrm{\Omega }`$ is angular velocity, and $`c_s`$ is the effective sound speed; if the magnetic pressure dominates then $`c_s`$ is the Alfvén speed. The equation of angular momentum balance for a disk in a steady – state accretion can be written as

$$v_r=\alpha H^2\frac{l}{ll_0}\frac{d\mathrm{\Omega }}{dr}\alpha H^2\frac{l}{ll_0}\frac{\mathrm{\Omega }}{r}\alpha v_{rot}\left(\frac{H}{r}\right)^2\frac{l}{ll_0},$$
$`(2)`$
(see eq. 2.4 of CAL), where $`v_r`$ is the radial velocity, $`v_{rot}`$ is the rotational velocity, $`l(r)`$ is the specific angular momentum at radius $`r`$, and $`l_0`$ is the integration constant, corresponding to the asymptotic angular momentum at the inner end of the flow. The equation (2) does not assume that the radial velocity is small, i.e. it holds within the disk as well as within the stream. Far out in the disk, where $`ll_0`$, we obtain the well known formula

$$v_r\alpha v_{rot}\left(\frac{H}{r}\right)^2,rr_{in}.$$
$`(3)`$
At the sonic point we have $`v_r=v_sv_{rot}H/r`$, and the equation (2) becomes:

$$\frac{v_r}{v_s}=1\alpha \frac{H_{in}}{r_{in}}\frac{l_{in}}{l_{in}l_0},r=r_{in}.$$
$`(4)`$
If the disk is thin, i.e. $`H_{in}/r_{in}1`$, and the viscosity is small, i.e. $`\alpha 1`$, as assumed by Gammie (1999), then the eq. (4) implies that $`(l_{in}l_0)/l_{in}1`$, i.e. the specific angular momentum at the sonic point is almost equal to the asymptotic angular momentum.

In a steady state disk the torque $`g`$ has to satisfy the equation of angular momentum conservation, which can be written as

$$g=\dot{M}\left(ll_0\right),g_{in}=\dot{M}\left(l_{in}l_0\right).$$
$`(5)`$
It is clear that for a thin, low viscosity disk the ‘no torque inner boundary condition’ is an excellent approximation, as established two decades ago (see Abramowicz & Kato, 1989). However, if the disk and the stream are thick, i.e. $`H/r1`$, and the viscosity is high, i.e. $`\alpha 1`$, then the angular momentum varies also in the stream, as demonstrated by Chen, Abramowicz & Lasota (1997), in accordance with the simple reasoning presented above.

Note, that it does not matter how complicated is the stream, the conditions (4) and (5) at the sonic point cannot be affected by what happens in the supersonic flow, even if the $`\alpha `$ parameter changes a lot between $`r_{in}`$ and $`rr_{in}`$. The KGA claim that the ‘no torque inner boundary condition’ is contradicted by their models implies that their models do not satisfy the angular momentum conservation law, on which the reasoning of this paper is based.

I am very grateful to Dr. M. Abramowicz and Dr. J. P. Lasota for many important comments. This work was not supported by any grant.


text:
# Analytic Time Delays and 𝐻₀ Estimates for Gravitational Lenses

## 1 Introduction

Refsdal (1964) first proposed that time delays between images in multiply-imaged gravitational lenses can be used to measure the Hubble constant $`H_0`$. This method is attractive because it is a single-step process and is based on the well-established theory of General Relativity. After a long ordeal, this method is finally beginning to bear fruit. In the last few years, the time delays in six gravitational lenses have been measured, which yield $`H_065\pm 15\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ (e.g., Koopmans & Fassnacht 1999; Browne 2000). The lensing measurement is an important way of confirming and extending local determinations of $`H_0`$ (see Freedman 1999 for a review), which are still subject to systematic uncertainties such as the LMC distance, metallicity effects, and photometric contamination (e.g., Stanek, Zaritsky & Harris 1998; Kennicutt et al. 1998; Mochejska et al. 1999). At present, the error budget in the lensing measurement is dominated by systematic uncertainties in the lens modeling (see Keeton et al. 2000a for a discussion). Ultimately the accuracy may be limited by the uncertainties induced by the large-scale structure along the line of sight at the few percent level (Seljak 1994; Barkana 1996; Schneider 1997), although if random these effects should shrink as $`N^{1/2}`$ as the number $`N`$ of lenses with measured time delays increases.

Lensing measurements of $`H_0`$ are typically derived from models based on isothermal galaxies, because such models are consistent with individual lenses, lens statistics, stellar dynamics, and X-ray galaxies (e.g., Fabbiano 1989; Maoz & Rix 1993; Kochanek 1995, 1996; Grogin & Narayan 1996; Rix et al. 1997). Modelers usually adopt a parametrized form, either an isothermal elliptical potential (e.g., Blandford & Kochanek 1987) or an isothermal elliptical density (e.g., Kassiola & Kovner 1993; Kormann, Schneider & Bartelmann 1994; Keeton & Kochanek 1998), and adjust the parameters to fit the data.111However, see Saha & Williams (1997) and Blandford, Surpi & Kundić (2000) for novel non-parametric methods. The purpose of this paper is to gain insights into the time delays in a more general family of lens models that includes these commonly used isothermal models and their variants.

The outline of this paper is as follows. In section 2, we show that the time delays for singular isothermal elliptical potential (SIEP) and singular isothermal elliptical density (SIED) distributions have a remarkably simple and elegant form, and that the result actually holds for a general family of potentials with the form $`\varphi =r(\theta )`$. In section 3, we show how the time delay is affected when we incorporate an external shear and change the radial profile of the potential. In section 4, we combine our analytic results with data for the time delay lenses to estimate $`H_0`$. Finally in section 5, we offer a summary and discussion.

## 2 Time Delay for Generalized Isothermal Models

The time delay in gravitational lenses is given by (e.g., Schneider, Ehlers & Falco 1992)

$$\mathrm{\Delta }t(x,y)=\frac{D}{2c}(1+z_\mathrm{d})\left[(x\xi )^2+(y\eta )^22\varphi (x,y)\right],D\frac{D_\mathrm{d}D_\mathrm{s}}{D_{\mathrm{ds}}},$$
(1)
where $`z_\mathrm{d}`$ is the redshift of the lens, $`(\xi ,\eta )`$ is the angular source position, $`(x,y)`$ is the angular image position, $`D_\mathrm{d}`$ and $`D_\mathrm{s}`$ are angular diameter distances from the observer to the lens and source, respectively, and $`D_{\mathrm{ds}}`$ is the angular diameter distance from the lens to the source. The dimensionless potential $`\varphi `$ satisfies the two-dimensional Poisson equation

$$^2\varphi (x,y)=2\kappa ,\kappa =\frac{\mathrm{\Sigma }(x,y)}{\mathrm{\Sigma }_{\mathrm{cr}}},$$
(2)
where $`\mathrm{\Sigma }`$ is the projected surface mass distribution of the lens and $`\mathrm{\Sigma }_{\mathrm{cr}}=c^2D_\mathrm{s}/(4\pi GD_\mathrm{d}D_{\mathrm{ds}})`$ is the critical surface density for lensing.

To proceed further we adopt a specific potential or density form. Individual lenses and lens statistics are usually consistent with isothermal models (e.g., Maoz & Rix 1993; Kochanek 1995, 1996; Grogin & Narayan 1996), so it is common to adopt either the isothermal elliptical potential,

$$\varphi =\frac{a_0}{2}(x^2+y^2/q^2)^{1/2},$$
(3)
or the elliptical density distribution,

$$^2\varphi =2\kappa ,\kappa =\frac{a_0}{2q}(x^2+y^2/q^2)^{1/2},$$
(4)
where $`a_0`$ specifies the overall angular size of the lens. For the SIED, the lens potential is given by, e.g., Kassiola & Kovner (1993), Kormann, Schneider & Bartelmann (1994), and Keeton & Kochanek (1998). Note that we have chosen a coordinate system that is centered on the lens galaxy and aligned the $`x`$-axis along the lens galaxy’s major axis. For simplicity, we have also assumed that the isothermal potential and density distributions are singular at the origin, although we return to this issue briefly in §5.

In this paper, we study a more general family of lens models. The potential is assumed to obey the relation

$$\varphi =x\varphi _x+y\varphi _y,$$
(5)
where $`\varphi _x`$ and $`\varphi _y`$ are the first derivatives of the potential, which are just the components of the deflection angle in the $`x`$ and $`y`$ directions. In polar coordinates $`(r,\theta )`$, eq. (5) can be written in the simple form

$$\varphi =r\frac{\varphi }{r},$$
(6)
whose general solution is

$$\varphi =r(\theta ),$$
(7)
where $`(\theta )`$ is an arbitrary function of $`\theta `$. This potential corresponds to a density of the form

$$\kappa =\frac{1}{2r}𝒢(\theta ),𝒢(\theta )=(\theta )+\frac{^2}{\theta ^2}.$$
(8)
Thus eq. (5) describes a family of scale-free models that includes both the SIEP and SIED models but allows for general angular structure; in other words, these are generalized isothermal models. We now show that this family is extremely useful in deriving the time delays between images.

The lens equation is given by

$$\xi =x\varphi _x,\eta =y\varphi _y.$$
(9)
Substituting eqs. (5) and (9) into the time delay expression in eq. (1), we obtain

$$\mathrm{\Delta }t(x,y)=\frac{D}{2c}(1+z_d)\left[(x\xi )^2+(y\eta )^22x(x\xi )2y(y\eta )\right],$$
(10)
which can be further simplified into

$$\mathrm{\Delta }t(x,y)=\frac{D}{2c}(1+z_d)(\xi ^2+\eta ^2x^2y^2).$$
(11)
Since only the relative time delay is observable, we compute the time delay between two images $`i`$ and $`j`$, which is given by

$$\mathrm{\Delta }t_{i,j}=\frac{D}{2c}(1+z_d)(r_j^2r_i^2),$$
(12)
where $`r_i=(x_i^2+y_i^2)^{1/2}`$ is simply the distance of image $`i`$ from the center of the galaxy. This surprisingly simple expression is valid for all lens potentials satisfying eq. (5), including both the SIEP and SIED models as well as more general angular structures.222After the completion of our paper, we learned that eq. (12) has been derived for particular cases by Koopmans, de Bruyn & Jackson (1998) and Zhao & Pronk (2000) using more complicated methods. Since $`r_i^2`$ and $`r_j^2`$ are rotationally invariant, eq. (12) is valid even after an arbitrary rotation. In other words, provided we know the center of the lens galaxy, the predicted time delay can be computed using eq. (12) irrespective of the lens orientation and without any need to search for the best fit model parameters. Since the predicted time delay scales as $`H_0^1`$, it can be compared with a measured time delay to determine $`H_0`$; we demonstrate this method in §4.

For completeness we note that the following relations hold for a potential which satisfies eq. (5):

$$x\varphi _{xx}+y\varphi _{xy}=0,x\varphi _{xy}+y\varphi _{yy}=0,\varphi _{xx}\varphi _{yy}\varphi _{xy}^2=0.$$
(13)
The last expression can be used to simplify the magnification of the images:

$$\mu ^1=(1\varphi _{xx})(1\varphi _{yy})\varphi _{xy}^2=1\varphi _{xx}\varphi _{yy}=12\kappa ,$$
(14)
revealing a simple relation between the magnification and the surface density in this class of potentials.

## 3 Time Delay in Other Potentials

### 3.1 Time delay in the presence of shear

In many gravitational lenses the images cannot be fit without the inclusion of a tidal perturbation from objects near the lens galaxy or along the line of sight (e.g., Keeton, Kochanek & Seljak 1997; Witt & Mao 1997). To lowest order, the perturbation can be modeled as an external shear with potential

$$\varphi _\gamma =\frac{1}{2}\gamma r^2\mathrm{cos}2(\theta \theta _\gamma )=\frac{1}{2}\left[\gamma _1(x^2y^2)+2\gamma _2xy\right],$$
(15)
where $`\gamma `$ is the strength of the shear and $`\theta _\gamma `$ is its direction with respect to the lens galaxy’s major axis, while $`\gamma _1=\gamma \mathrm{cos}2\theta _\gamma `$ and $`\gamma _2=\gamma \mathrm{sin}2\theta _\gamma `$. The total potential is then $`\varphi _{\mathrm{tot}}=\varphi +\varphi _\gamma `$, and the lens equation can be written as

$$\xi =x\varphi _x+\gamma _1x+\gamma _2y,\eta =y\varphi _y+\gamma _2x\gamma _1y.$$
(16)
Following the same logic as in §2, we obtain the time delay

$$\mathrm{\Delta }t(x,y)=\frac{D}{2c}(1+z_d)\left[\xi ^2+\eta ^2r^2r^2\gamma \mathrm{cos}2(\theta \theta _\gamma )\right].$$
(17)
The relative time delay between two images $`i`$ and $`j`$ in the presence of shear is then

$$\mathrm{\Delta }t_{i,j}=\frac{D}{2c}(1+z_d)\left\{(r_j^2r_i^2)+\gamma \left[r_j^2\mathrm{cos}2(\theta _j\theta _\gamma )r_i^2\mathrm{cos}2(\theta _i\theta _\gamma )\right]\right\}.$$
(18)
This time delay depends on the shear amplitude and direction and therefore cannot be determined without detailed modeling. Nevertheless, we can make several remarks. The change in the time delay (relative to the no-shear case) is proportional to $`\gamma `$. For two-image lenses that have images at different distances ($`r_ir_j`$) and a small shear, the shear should have a small effect on the time delay. However, when the images lie at approximately the same distance ($`r_ir_j`$), such as in some four-image lenses, the shear term may be significant. In particular, perturbation theory reveals that in the presence of a shear the distance of an image from the critical curve scales $`\gamma `$ (to lowest order; e.g., Kochanek 1991), so the two terms in eq. (18) can be comparable.

Although we cannot determine the time delay without knowing the shear amplitude and direction, we can put bounds on it. If the angle between the shear and the lens galaxy major axis is allowed to take on any value, then the time delay is bounded by

$$T_{i,j}^{()}\mathrm{\Delta }t_{i,j}T_{i,j}^{(+)},$$
(19)
where

$$T_{i,j}^{(\pm )}=\frac{D}{2c}(1+z_d)\left\{(r_j^2r_i^2)\pm \gamma \left[r_i^4+r_j^42r_i^2r_j^2\mathrm{cos}2(\theta _i\theta _j)\right]^{1/2}\right\}.$$
(20)
If the images are directly opposite each other ($`|\theta _i\theta _j|=180^{}`$, as in a circular lens), the bounds are $`T_{i,j}^{(\pm )}=(1\pm \gamma )\mathrm{\Delta }t_{i,j}^0`$ where $`\mathrm{\Delta }t_{i,j}^0`$ is the no-shear time delay from eq. (12). This means that, for example, a 10% shear ($`\gamma =0.1`$) leads to a 10% uncertainty in the time delay (and hence $`H_0`$) if there is no information about the angle between the shear and the lens galaxy major axis. We apply eqs. (19) and (20) to obtain bounds for specific lenses in §4.

### 3.2 Time delay in non-isothermal models

Observed lenses seem to be consistent with isothermal galaxies (see introduction), but lenses with images at similar distances from the lens galaxy can often be modeled with other density profiles as well. Models of PG 1115+080 and B 1608+656 show that steeper density profiles lead to larger predicted time delays and hence larger values for $`H_0`$ (Keeton & Kochanek 1997; Impey et al. 1998; Koopmans & Fassnacht 1999). We analyze deviations from an isothermal profile by relaxing the condition in eq. (5) to

$$\beta \varphi =x\varphi _x+y\varphi _y,$$
(21)
where $`\beta `$ is a constant. (Isothermal models have $`\beta =1`$.) This condition can be understood by finding the general solution for the potential,

$$\varphi =r^\beta (\theta ),$$
(22)
which corresponds to a density of the form

$$\kappa =\frac{1}{2}r^{\beta 2}𝒢(\theta ),𝒢(\theta )=\beta ^2(\theta )+\frac{^2}{\theta ^2}.$$
(23)
So this model has a radial power law for the potential and density, and $`\beta `$ is the power law slope of the potential. Relaxing eq. (3) to fit eq. (21), an obvious (but not unique) family of solutions is given by $`\varphi (x^n+y^n/q^n)^{\alpha /2}`$, with $`\beta =n\alpha /2=\mathrm{const}`$. For $`n>2`$, the iso-potential contours become boxier, while for $`n<2`$, the contours become diskier. These contour shapes mimic those seen in the inner parts of elliptical galaxies (e.g., Bender et al. 1989).

More generally, for any potential satisfying eq. (21) the time delay is given by

$$\mathrm{\Delta }t(x,y)=\frac{D}{2c}(1+z_d)\left[(\xi ^2+\eta ^2)+2\frac{(1\beta )}{\beta }(\xi x+\eta y)\frac{(2\beta )}{\beta }(x^2+y^2)\right].$$
(24)
The time delay between two images $`i`$ and $`j`$ is then

$$\mathrm{\Delta }t_{i,j}=\frac{D}{2c}(1+z_d)\left\{\frac{2\beta }{\beta }\left(r_j^2r_i^2\right)+2\frac{(1\beta )}{\beta }\left[\xi (x_ix_j)+\eta (y_iy_j)\right]\right\}.$$
(25)
Alternatively, if we substitute for the source position $`(\xi ,\eta )`$ using the lens equation we find

$$\mathrm{\Delta }t_{i,j}=\frac{D}{2c}(1+z_d)\left[(r_j^2r_i^2)+2(1\beta )(\varphi _j\varphi _i)\right],$$
(26)
where $`\varphi _i=\varphi (r_i,\theta _i)`$. Eqs. (25) and (26) show that when the model is not isothermal ($`\beta 1`$) we cannot eliminate the need for modeling to determine the source position and/or the potential at each image.

We computed time delays for non-isothermal elliptical potentials numerically, and we found that for small to moderate ellipticities the delays are well approximated by the isothermal time delay (eq. 12) modified by a multiplicative factor. For opposed images ($`|\theta _i\theta _j|180^{}`$), the time delay is approximately $`\mathrm{\Delta }t_{i,j}[2\beta ]\mathrm{\Delta }t_{i,j}^{\mathrm{iso}}`$, while for orthogonal images ($`|\theta _i\theta _j|90^{}`$), the time delay is approximately $`\mathrm{\Delta }t_{i,j}[(2\beta )/\beta ]\mathrm{\Delta }t_{i,j}^{\mathrm{iso}}`$. Similar scalings were found by Refsdal & Surdej (1994) and Witt, Mao & Schechter (1995, eq. 8). By contrast, the isothermal time delay is not a good approximation for close image pairs ($`|\theta _i\theta _j|0`$), because the images are necessarily near the lensing critical curve and hence more sensitive to the particular lens model.

## 4 Implications for $`H_0`$

Lensing time delays are interesting because they offer a measurement of the Hubble constant independent of the distance ladder. Unfortunately, the method has proven to be somewhat more problematic than expected. Converting a time delay to $`H_0`$ requires a lens model, and it is often difficult to find a model that is both a good fit to the data and well constrained. At present we are in the paradoxical situation that better observational data seem to increase the uncertainties in $`H_0`$, because they require lens models that are more complex and thus harder to constrain (see, e.g., Bernstein & Fischer 1999; Keeton et al. 2000a).

As a result, some have advocated applying a simple and physically motivated class of models (such as isothermal ellipsoids) to an ensemble of time delay lenses and using the scatter in $`H_0`$ estimates to evaluate whether the result is robust (e.g., Koopmans & Fassnacht 1999; Browne 2000; E. Turner, private communication). The crucial assumption is that simple but statistically poor fits may be close enough to the truth to give reliable $`H_0`$ estimates – or if not, the discrepancy will show up as a large scatter in $`H_0`$ estimates. This approach yields a tantalizing concordance of lensing estimates at $`H_065\pm 15\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ (Koopmans & Fassnacht 1999; Browne 2000), a value that is consistent with values from other methods. However, this value is based on a compilation of models from the literature that are very heterogeneous and include numerous explicit and implicit biases from the choice and quality of the data and the choice of classes of lens models.

Our analytic time delays now offer the ability to estimate $`H_0`$ for the time delay lenses with a method that is not only extremely simple but also uniform, i.e. derived using a uniform set of modeling assumptions and using the same type of data (image positions) for all lenses. We use the data for five of the time delay lenses (summarized in Table 1) to compare the observed and predicted time delays and determine $`H_0`$.333We exclude B 1608+656 because its two lens galaxies imply a potential that does not obey eq. (5); see Koopmans & Fassnacht (1999). Figure 1 shows the $`H_0`$ estimates for the generalized isothermal models discussed in §2, assuming no external shear. Eq. (12) makes it essentially trivial to compute $`H_0`$ from easily measured quantities without any modeling. Moreover, the estimates depend only on the assumption of an isothermal profile for the lensing potential (and not on its angular structure). Finally, the $`H_0`$ estimates depend only weakly on the adopted cosmology.

With the exception of Q 0957+561, the naive $`H_0`$ estimates are consistent with each other and with values from other methods. Q 0957+561 stands out because the lens is complicated: the lens galaxy is embedded in a $`\sigma 700\mathrm{km}\mathrm{s}^1`$ cluster and appears not to have a simple isothermal profile, two features that invalidate the class of potentials assumed in eq. (5) (see Bernstein & Fischer 1999; Keeton et al. 2000a; and references therein). Still, the agreement among the remaining four systems is surprising given that we have done no modeling. On the one hand, the agreement is somewhat misleading because two of the lenses have large systematic uncertainties in the lens galaxy position that lead to enormous $`H_0`$ errorbars (B 0218+357 and PKS 1830$``$211, which are discussed in detail by Lehár et al. 1999). On the other hand, the agreement between PG 1115+080 and B 1600+434 is intriguing because one has an elliptical lens galaxy and the other has an edge-on spiral lens galaxy. Moreover, the rough agreement between the $`H_0`$ estimates from the two time delays in PG 1115+080 provides a useful consistency check on the model assumptions.

Figure 1 suggests three conclusions about how to strengthen lensing’s ability to provide an independent $`H_0`$ estimate. First, the dependence of the analytic time delays on the image positions emphasizes the importance of precise astrometry of not only the lensed images but also the lens galaxy. At present, the large $`H_0`$ uncertainties in B 0218+357 and PKS 1830$``$211 are dominated by the 60–80 mas uncertainties in the lens galaxy positions. Second, the agreement between the naive $`H_0`$ estimates for four of the five systems suggests that the lens galaxies have a common density profile; furthermore, the agreement of the lens results with results from other methods suggests that assuming the generalized isothermal model is not unreasonable. (The same conclusion was reached by Koopmans & Fassnacht 1999.) A good way to test these conclusions is to increase the number of lenses with measured time delays and see whether the naive $`H_0`$ estimates continue to agree.

Third, there are still systematic uncertainties that can only be addressed with detailed modeling. Such modeling is clearly required for Q 0957+561. More generally, the modeling is required to fully understand the systematic uncertainties in the models and their effect on $`H_0`$. Models of PG 1115+080 reveal the importance of a group of galaxies surrounding the lens galaxy, whose effects cannot be modeled as a simple external shear; the models yield $`H_0=44\pm 4\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ (assuming an SIED galaxy; Impey et al. 1998), which is somewhat smaller than the naive $`H_0`$ estimate due in part to the gravitational focusing (or convergence) provided by the group. Although increasingly detailed models may be subject to degeneracies, the recent detection of the host galaxies of several lensed quasars (see Rix et al. 2000 for a summary) offers many new constraints that should break the model degeneracies and yield robust lens models (see Keeton et al. 2000ab; Blandford et al. 2000). Even if we can never break the degeneracies in all time delay lenses, comparing detailed models with our naive analytic $`H_0`$ estimates in a few systems will test whether the estimates are close enough to the truth to be useful.

One important systematic effect not included in Figure 1 is external shear, but our analytic results even permit an estimate of its effects (using eqs. 19 and 20). Figure 2 shows the bounds on $`H_0`$ for various values of the shear strength $`\gamma `$ for the five lenses, assuming no knowledge of the angle between the shear and the lens galaxy major axis. The bounds would be narrower given constraints on this angle. An important qualitative result is that the $`H_0`$ estimate from the four-image lens PG 1115+080 is much more strongly affected by shear than those from two-image lenses, as expected from the fact that in four-image lenses the images tend to lie at approximately the same distance from the lens galaxy (see §3.1).

## 5 Conclusions

We have shown that for generalized isothermal models (with a potential of the form $`\varphi =r(\theta )`$), the time delay between images can be expressed in a common and surprisingly simple form involving only the observed image positions (eq. 12). An external shear changes the time delay by an amount proportional to the shear strength, and affects 4-image lenses more than 2-image lenses. Changing the radial profile of the lens galaxy changes the time delay approximately by a multiplicative factor. In this paper, we have only considered singular potential and density distributions. This is justified because so far no convincing faint central image has been observed, and this sets stringent limits on the central core radius (Wallington & Narayan 1993; Kochanek 1996). Numerically we find that such small core radius changes the time delays negligibly ($`1\%`$).

Our simple expression for the time delay can be combined with directly observable quantities to give an estimate for the Hubble constant $`H_0`$ without the need for any modeling. The analytic $`H_0`$ estimates for four of five time delay lenses agree surprisingly well with each other and with distance ladder measurements of $`H_0`$. The outlier, Q 0957+561, is known to be a complicated system where the lensing potential is inconsistent with our assumptions of a pure isothermal model. Thus it appears that simple isothermal lens models are often reasonable for obtaining lensing estimates of $`H_0`$ (see also Koopmans & Fassnacht 1999).

Still, it is crucial to test this conclusion more rigorously, and there are three ways to do so. First, the astrometry for two of the time delay lenses (B 0218+357 and PKS 1830$``$211) must be significantly improved to reduce the uncertainties and verify the $`H_0`$ concordance. Second, more time delays should be measured (and good astrometric precision obtained for those lenses) to test whether all of the $`H_0`$ estimates derived from isothermal lens models are mutually consistent. Increasing the sample size will also reduce the random uncertainties due to large-scale structure. Third, more individual lenses should undergo detailed modeling to check the $`H_0`$ estimates obtained from isothermal models and understand the systematic uncertainties. These detailed models are most instructive when they are constrained by observations of the host galaxies of the lenses quasars, because requiring models to reproduce the distortion of the host galaxy significantly improves the ability to find a robust and well-constrained model (see Keeton et al. 2000ab; Blandford et al. 2000).

Finally, we recall that the dependence of the time delay on the density profile of the lens galaxy affects the $`H_0`$ estimates (also see Keeton & Kochanek 1997; Koopmans & Fassnacht 1999). If lens galaxies tend to have profiles steeper than isothermal ($`\varphi (r)r^\beta `$ with $`\beta <1`$), then by insisting on using isothermal models we tend to underestimate $`H_0`$ (or vice versa). There are two possible situations:

* Galaxies have a common density profile (little or no scatter in $`\beta `$). If so, the $`H_0`$ estimates obtained by applying isothermal models to numerous lenses would show little scatter. If these estimates were to agree with distance ladder measurements of $`H_0`$, it would suggest that galaxies generally have isothermal profiles.
* Galaxies have a scatter in $`\beta `$. If so, isothermal lens $`H_0`$ estimates would show a significant scatter. It is possible that lenses are biased tracers of $`\beta `$: on the one hand, lenses with larger values of $`\beta `$ tend to produce higher magnifications and hence have a larger magnification bias, while on the other hand they have smaller cross sections for lensing (e.g., Kochanek 1991; Wambsganss & Paczyński 1994; Witt et al. 1995; Witt & Mao 2000). However, when lenses are normalized to reproduce the image separations in observed lenses, these two effects essentially cancel (see Kochanek 1996). Thus it appears that lenses are not strongly biased with regard to $`\beta `$, so the scatter in lensing $`H_0`$ estimates would be similar to the scatter in $`\beta `$.

The present data suggest the first situation, namely that lenses are generally consistent with isothermal galaxies. By collecting more and better data, however, we will be able to test this conclusion more rigorously and obtain a robust and independent measurement of $`H_0`$.

###### Acknowledgements.

We thank Ian Browne and Peter Wilkinson for stimulating discussions, and Chris Kochanek, Peter Schneider, and Ed Turner for helpful comments on the manuscript.