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# The universality class of absorbing phase transitions with a conserved field

## Abstract

We investigate the critical behavior of systems exhibiting a continuous absorbing phase transition in the presence of a conserved field coupled to the order parameter. The results obtained point out the existence of a new universality class of nonequilibrium phase transitions that characterizes a vast set of systems including conserved threshold transfer processes and stochastic sandpile models.

Absorbing phase transitions (APT) are a category of critical nonequilibrium phase transitions, widespread in condensed matter physics and population and epidemics modeling . Directed percolation (DP)  has been recognized as the paradigmatic example of a system exhibiting a transition from an active to a unique absorbing phase. DP defines a precise universality class (theoretically described by the Reggeon field theory ) which has proven to be very robust with respect to the introduction of microscopic modifications. The Reggeon field theory is at the heart of a strong claim of universality, summarized in the following conjecture : Continuous absorbing phase transitions to a unique absorbing state fall generically in the universality class of directed percolation. This conjecture is expected to hold for models with short range interactions that, most importantly, do not posses additional symmetries.

Many examples of APT subject to extra symmetries, and thus out of the DP class, have been identified in recent years. Among them we find systems with symmetric absorbing states , models of epidemics with perfect immunization (the so-called dynamic percolation class) , and systems with an infinite number of absorbing states . Very recently, it has been pointed out that the critical point of self-organized critical (SOC)  sandpile models can also be interpreted as a continuous phase transition with many absorbing states . What distinguishes sandpile models from other models with absorbing states, is that the control parameter, represented by the global density of particles, is a conserved quantity.

Given the large class of systems whose dynamics involves conserved fields, it becomes particularly interesting to explore in general the effect of conservation rules in APT. With this purpose in mind, in this Letter we report the critical behavior of several models showing absorbing transitions that strictly conserve the number of particles or energy. In particular, we introduce a conserved lattice gas (CLG)  with short range stochastic microscopic dynamical rules, that undergoes a continuous phase transition to an absorbing state at a critical value of the particle density. We present extensive numerical simulations in $`d=2`$ of the stationary and spreading properties of the model, and determine the full set of critical exponents. In order to prove definitively the existence of a well-defined universality class we have also performed simulations of a conserved threshold transfer process (CTTP) , and several fixed energy sandpile models with stochastic rules . All models provide critical exponents compatible with a single and broad universality class that embraces all APT in stochastic models with a conserved field. This evidence leads us to conjecture that, in absence of additional symmetries, absorbing phase transitions in stochastic models with infinite absorbing states and activity coupled to a static conserved field define a unique and per se universality class . This result is relevant in the understanding of several reaction-diffusion systems, sandpile models and activated processes that could share the same theoretical description.

The CLG model is defined on a $`d`$-dimensional square lattice. To each site $`i`$ it is associated a binary variable $`n_i`$ that assumes the values $`n_i=1`$ if the site is occupied by a particle or $`n_i=0`$ if the site is empty. Double occupancy is strictly forbidden. Nearest neighbors particles repel each other via repulsive short range interactions. As a product of this interaction, at each time step particles with nearest neighbors jump into one of their empty nearest neighbor sites, selected at random. The only dynamics in the model is due to these active particles; isolated particles do not move. The dynamics can be implemented with either sequential or parallel updating. In the latter case, an exclusion principle is applied so that two particles never attempt to move into the same site. We impose periodic boundary conditions, and since the dynamics admits neither input nor loss, the total number of particles $`N=_in_i(t)`$ is a conserved quantity. It is clear that the model allows an infinite number (in the thermodynamic limit) of absorbing configurations, in which there are no nearest neighbor particles.

In the CLG model, the constant particle density $`n=N/L^d`$ acts as a tuning parameter. Initial conditions are generated by placing at random in the lattice $`nL^d`$ particles, generating an homogeneous and uncorrelated distribution. For small densities, the system will very likely fall into an absorbing configurations with only isolated particles. For large densities, the system reaches a stationary active state with everlasting activity (this is trivially the case for $`n>1/2`$). We shall see in the following that as we vary $`n`$, the CLG model exhibits a continuous transition separating an absorbing phase from an active phase. The phase transition occurs for a nontrivial density $`n_c`$ ($`<1/2`$). APT are characterized by the order parameter $`\rho _a`$ measuring the density of dynamical entities, in our case the density of nearest neighbor particles. The order parameter is null for $`n<n_c`$, and follows a power law $`\rho _a(nn_c)^\beta `$ for $`n>n_c`$. The system correlation length $`\xi `$ and time $`\tau `$ both diverge as $`nn_c^+`$. In the critical region the system is characterized by power law behavior, namely $`\xi (nn_c)^\nu _{}`$ and $`\tau (nn_c)^\nu _{}`$. The dynamical critical exponent is defined as $`\tau \xi ^z`$, with $`z=\nu _{}/\nu _{}`$. These exponents fully define the critical behavior of the stationary state of the model.

In order to study the critical point of the CLG model, we performed numerical simulations in $`d=2`$ for systems with size ranging from $`L=64`$ to $`L=512`$, averaging over $`10^410^5`$ independent initial configurations. Very close to the critical point we have $`\xi L`$, so that the actual characteristic length of the system is the lattice size $`L`$. Because of its finite size, the system will enter sometimes an absorbing configuration even for values of $`n`$ in the supercritical region. It is then convenient to introduce averages over a set of independent trials and calculate the quasi-stationary properties in the active phase from a restricted average over surviving trials with nonzero final activity.

As shown in Fig. 1, after a transient which depends on the system size $`L`$ and $`\mathrm{\Delta }nnn_c`$, the surviving samples average of the density of active sites reaches a stationary state $`\rho _a(L,\mathrm{\Delta }n)`$. Close to the critical point, the finite size scaling ansatz tells us that all quantities depend on the system size through the ratio $`L/\xi `$, and the order parameter follows the finite size scaling form

$$\rho _a(\mathrm{\Delta }n,L)=L^{\beta /\nu _{}}𝒢(L^{1/\nu _{}}\mathrm{\Delta }n),$$
(1)
where $`𝒢`$ is a scaling function with $`𝒢(x)x^\beta `$ for large $`x`$. For $`\mathrm{\Delta }n=0`$ the stationary density follows the pure power law behavior $`\rho _aL^{\beta /\nu _{}}`$. On the other hand, for values of $`n`$ in the supercritical regime $`\rho _a`$ should be independent of $`L`$ for $`L\xi `$, while in the subcritical regime $`\rho _a`$ should decay faster than a power law. This allows us to locate the critical value $`n_c`$ of the particle density as the only value of $`n`$ at which we recover a nontrivial power law scaling for the density of active sites. In Fig. 1 we observe power law scaling for $`n=0.23875`$, but clearly not for $`0.2387`$ or $`0.2388`$, indicating that $`n_c=0.23875(5)`$ (Figures in parenthesis indicate the statistical uncertainty in the last digit). From the power law decay we find the exponent ratio $`\beta /\nu _{}=0.81(3)`$. An independent estimate of the exponent $`\beta `$ can be obtained by looking at the scaling of the active-site density with respect to $`\mathrm{\Delta }n`$ for the size $`L=320`$. The resulting power law behavior yields $`\beta =0.63(1)`$, where the error is mainly due to the uncertainty in the critical point $`n_c`$. A consistency test can be performed by considering the active site density away from the critical point. In Fig. 2 we plot $`\rho _a(\mathrm{\Delta }n,L)L^{\beta /\nu _{}}`$ versus $`\mathrm{\Delta }nL^{1/\nu _{}}`$ for $`\nu _{}=0.78`$, $`\beta /\nu _{}=0.81`$ and $`n_c=0.23875`$. As one would expect all the data collapse onto a single curve, following the scaling form Eq. (1). A further check is provided by the direct fitting of the large $`x`$ behavior of the scaling function $`𝒢(x)`$ that gives $`\beta =0.63`$, recovering the independent measurement at $`L=320`$.

To determine the dynamical exponents we turn our attention to the scaling properties of time dependent quantities. In particular, we can define a characteristic time by studying the decay of the probability $`P(t)`$ that a random initial configuration has survived up to time $`t`$. At the critical point this probability decays, at large times, as $`P(t)\mathrm{exp}(t/\tau )`$. At $`\mathrm{\Delta }n=0`$ the effective characteristic length is the system size $`L`$, and we have that $`\tau (L)L^z`$. We can access the value of $`\tau (L)`$ by a direct fitting of the $`P(t)`$ exponential tail; $`z`$ is then estimated from the behavior of $`\tau (L)`$ for different $`L`$. Again, a clean power law behavior is obtained for $`n_c=0.23875`$, yielding $`z=1.52(6)`$. Also in this case a consistency check can be performed by studying the time decay of the active sites density $`\rho _{a,all}(t)`$, averaging over all trials, even those that have reached an absorbing state. Assuming a single characteristic time scaling as $`L^z`$, we have at $`\mathrm{\Delta }n=0`$

$$\rho _{a,all}(t,L)=t^\theta (tL^z),$$
(2)
where $`(x)`$ is a constant for $`x1`$, and decays faster than any power law for $`x1`$. Data from simulations with different $`L`$ can be collapsed onto a universal curve by plotting $`\rho _{a,all}(t,L)t^\theta `$ versus $`tL^z`$. The best collapse is obtained for $`\theta =0.43`$ and $`z=1.52`$, confirming the value obtained for the dynamical critical exponent. The exponent $`\theta =0.43(1)`$ is recovered also from a direct fitting of the decay of the stationary density averaged over surviving trials (see Fig. 1). In usual APT, the latter exponent obeys $`\theta =\beta /\nu _{}`$. This relation assumes a standard scaling behavior at $`\mathrm{\Delta }n=0`$ for $`\rho _a(t)`$. In our model, however, the simple scaling behavior is broken by an anomalous scaling regime (visible in Fig. 1 by the sharp drop just before the stationary state) that seems to grow steeper with increasing $`L`$. It follows that data collapse in time is not achievable with standard scaling forms, and that $`\theta `$ violates the usual scaling relation. Albeit its origin is not clear, it is noteworthy that this anomaly is common to all APT with conserved fields inspected so far . At this respect, it is interesting to note that the exponents of the model fulfill all scaling relation in standard APT. In what respects to hyperscaling relations, some of them, as $`D=d+z\beta /\nu _{}`$, are fulfilled, while others, like $`\eta +\delta +\theta =d/z`$, are not. This is again due to the $`\theta `$ exponent anomaly.

In APT it is possible to obtain more information on the critical properties by studying the evolution (spread) of activity in systems which start close to an absorbing configuration . In each spreading simulation, a small perturbation is added to an absorbing configuration. It is then possible to measure the spatially integrated activity $`N(t)`$, averaged over all runs, and the survival probability $`P(t)`$ of the activity after $`t`$ time steps. Only at the critical point we have power law behavior for these magnitudes.

Here, we will follow a procedure equivalent to the definition of slowly driven simulations in sandpiles, that enlights the connections with these models. Instead of fixing the density $`n`$ by working with periodic boundary conditions, and thus studying the system at a given distance below the critical point, we impose open boundary conditions and start each spreading experiment by adding a new particle. Under these conditions, the system flows to a stationary state with balance between the input of particles and the boundary dissipation. In the limit in which the particle addition is infinitely slow with respect to the spreading of activity, the system reaches a critical state with density $`n_c`$ (in the thermodynamic limit). The infinitely slow drive is implemented by adding a new active particle only when the system falls into an absorbing configuration. The system thus jumps between absorbing states via avalanche-like rearrangements, and we can associate each spreading experiment with an avalanche. The probability distribution $`P_s(s)`$ of having a spreading event involving $`s`$ sites, as well as the the quantities $`N(t)`$ and $`P(t)`$ can be measured. The only characteristic length is the system size $`L`$, and we can write the scaling forms :

$`N(t)`$ $`=`$ $`t^\eta f(t/L^z),P(t)=t^\delta g(t/L^z),`$ (3)
$`P_s(s)`$ $`=`$ $`s^{\tau _s}h(s/L^D),`$ (4)
where the scaling functions $`f(x)`$, $`g(x)`$ and $`h(x)`$ are decreasing exponentially for $`x1`$, and we have considered that the spreading characteristic time and size are scaling as $`L^z`$ and $`L^D`$, respectively. Simulations were performed for system of size between $`L=64`$ and $`L=1024`$, averaging over at least $`5\times 10^6`$ spreading experiments. The extrapolation of the measured densities at infinite $`L`$ yields a critical density $`n_c=0.2388(1)`$, in perfect agreement with steady state simulations. The scaling exponents are measured using the now standard moment analysis technique . The resulting exponents are summarized in Table I. In particular, the dynamical exponent $`z=1.53(2)`$ is in excellent agreement with the stationary state simulations, confirming the presence of a single critical behavior for both cases.

In order to provide further evidence for the existence of a general universality class, we have simulated several other models exhibiting an APT in the presence of a conserved field. The first is a conserved threshold transfer process (CTTP). In the CTTP, the sites of a lattice can be vacant, singly occupied, or doubly occupied by particles, corresponding to a dynamic variable $`n_i=0,1`$ or $`2`$, respectively. Values $`n_i>2`$ are strictly forbidden. Dynamics affects only doubly occupied sites: every site with $`n_i=2`$ tries to transfer both its particles to randomly selected nearest neighbors with $`n_j<2`$. Singly occupied sites are, on the other hand, inert. The total number of particles $`N=_in_i`$ is thus constant in time. Results from simulations are obtained along the lines shown for the CLG and are reported in Table I; in this case, the largest sizes used are $`L=512`$ for the stationary exponents and $`L=1024`$ for the spreading exponents. As an example of our simulations, in Fig. 3 we plot $`\rho _{a,all}(t,L)t^\theta `$ as a function of $`tL^z`$, which shows a remarkable data collapse. We have also investigated the Manna sandpile model, and its variations by the inclusion of a stochastic threshold. In this case, an absorbing phase transition is obtained by using periodic boundary conditions and a fixed number of sand grains (energy) as reported in . All models lead invariably to the same universality class as the Manna model (complete results on these models will be reported elsewhere).

Our results provide striking evidence for a common critical behavior which is incompatible with the DP universality class (see Table I). More noticeably, the models share also the same scaling anomaly in the exponent $`\theta `$ , signalling a common behavior in the transient regime to the stationary state in the active phase. This uniformity of results confirms the hypothesis of a unique universality class for all models with the same conservation symmetry, and lead us to conjecture that, in the absence of additional symmetries, absorbing phase transitions in systems with stochastic dynamics in which the order parameter is locally coupled to a static conserved field define a single and new universality class. This conjecture is supported by noticing that the sandpile model has the same structure and basic symmetries of the present CLG, once the field $`n(x,t)`$ is replaced by local energy (sand grains) field . Indeed, in all models presented here, a conserved non-critical field is dynamically coupled to the non-conserved order parameter field $`\rho _a`$. Very likely this basic structure will be reflected in a unique theoretical description (a field theory with the same relevant terms and symmetries) that accounts for the shared critical properties of these models.

This work has been supported by the European Network under Contract No. ERBFMRXCT980183. We thank D. Dhar, R. Dickman, P. Grassberger, M. A. Muñoz, and S. Zapperi for helpful comments and discussions.


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# Surface waves at the interface between two viscous fluids

## I Introduction

The theory of surface waves in fluids is usually treated using the Orr-Sommerfeld equation obtained from potential method . This procedure is useful to find the characteristics of the wave, such as dispersion relation and damping but becomes rather complicated when some other features are needed such as polarization and density of modes.

On the other hand, the inclusion of the viscosities of all of the media make difficult to understand the physics of the interface. Broadly speaking, the dual effects of viscosity is well known : to dissipate the energy of any disturbance, but also it has the more complicated effect of diffusing momentum. At present, the theory for viscous cases is not nearly as complete or general as for inviscid cases and it provides only a partial understanding of the role of viscosity in such systems.

A suitable formalism for including all the viscosities with great ease in non-homogeneous systems studying the response function has been developed elsewhere . This formalism, the method of Surface Green Function Matching (SGFM), has been extensively used to study various inhomogeneous problems involving surface waves at solid surfaces, both free solid surface (interface between vacuum and solid) and solid-solid interfaces . It has also been used in interface involving fluids  as is the case of solid-fluid interface and even fluid-fluid interface (this last case analyzed to give an unified treatment of waves in solids and fluids which seem to be apparently unconnected problems). As far as we know, there are no previous works where the SGFM have been applied to the hydrodynamics problems as these authors suggested.

The aim of this paper is to apply the SGFM to the study of the physical characteristics (dispersion relation, damping and polarization) on the interface normal modes of two fluids at rest giving insight of the mechanisms of momentum exchange through the interface for different ratios between the viscosity and density of the two media.

In the next section a brief outline of the main points of the SGFM is given for the fluid-fluid system at rest, highlighting the considerations made in the solution of the problem. Section III is devoted to the physical analysis of the polarization of the modes and the momentum exchange across the interface. In section IV it is carried out a numerical evaluation considering the physical interpretation of the terms and the results for pair of fluids which are analyzed as illustration. Finally some conclusions are outlined.

## II SGFM for two viscous fluids including surface effects

The formal development of the SGFM method has been fully explained elsewhere  and in particular the treatment of matching with discontinuities , suitable for the case of two non mixed fluids where the interface has special effects not seen in the liquid bulk. Mathematical and formal details can be found elsewhere  and need not be repeated here. It is only necessary to add that in fluid-fluid interfaces it is better to work with the velocity of the fluid particle in agreement with the Navier-Stokes equation, instead of the fluid particle deformation, suitable when solids are present.

Consider a system formed by a fluid $`M_1`$ for $`z<0`$ and a fluid $`M_2`$ for $`z>0`$, both of them at rest. It has a planar interface at $`z=0`$. Analysing first each bulk media individually to prepare its description in a suitable way for the eventual matching at the interface, the coordinate system will be choosen considering the planes $`z=`$const as those of interest. The notation will be for coordinates $`𝒓=(𝝆,z)`$, $`𝒌=(𝜿,q)`$ where $`\rho `$ and $`\kappa `$ are 2D vectors.

As explained in , the SGFM start with the knowledge of the Green function G.F of the excitation studied in each bulk material constituent. Then, it is needed to analyze the physical model for the excitation to perform later matching at the interface.

Now, to know the G.F of each bulk media, the 3D differential equations of hydrodynamics are the starting point. The fluids are usually treated as incompressible and described with the Navier-Stokes equation. However, as explained in , it proves convenient here to give the theory for compressible fluids, even if compressibility effects are ultimately neglected. Then, the equation of mass for isoentropic processes, and the momentum conservation equation that govern the fluid motion are linearized by neglecting all nonlinear terms in disturbance quantities. They may be written, respectively, as

$`{\displaystyle \frac{1}{c^2}}{\displaystyle \frac{}{t}}p(𝒓,t)+\rho 𝑽(𝒓,t)=0`$ (1)
$`\rho {\displaystyle \frac{}{t}}𝑽(𝒓,t)=p(𝒓,t)+\eta ^2𝑽(𝒓,t)+\left(\eta ^{}+{\displaystyle \frac{\eta }{3}}\right)𝑽(𝒓,t)`$ (2)
where $`c`$, $`p`$, $`\rho `$, $`\eta `$ and $`\eta ^{}`$ are the velocity of sound, dynamical pressure, equillibrium density, shear and bulk viscosities respectively, all of them considered as constants in each medium. $`𝑽(𝒓,t)`$ is the velocity of the fluid. We neglected the external forces and supposed that the perturbation is small enough to neglect the convective term for pressure in (1).

All space and time dependent quantities will be Fourier transformed according to $`exp[i(𝜿𝝆\omega t)]`$ where $`\omega `$ is a frequency. Then, for surface wave propagation, the amplitudes are functions of $`(𝜿,\omega )`$ on one hand and of $`z`$ on the other. This $`z`$ dependence is due to the fact that there is no spatial invariance in this direction and the Fourier transform can not be accomplished. Green functions, including the ones for the bulk material constituents, are then conveniently expressed as $`\text{G}(𝜿,\omega ;z,z^{})`$ or, simply, as $`\text{G}(z,z^{})`$, with $`(𝜿,\omega )`$ understood everywhere.

Time Fourier transform will be implied now on. From eq. (1) it is obtained $`p(𝒓,\omega )=(\rho c^2/i\omega )𝑽(𝒓,\omega )`$, which putted in eq. (2) gives rise to

$$i\rho \omega V_i(𝒓,\omega )+(\overline{\mathrm{\Gamma }}\eta )\frac{}{x_i}𝑽(𝒓,\omega )+\eta ^2V_i(𝒓,\omega )=0$$
(3)
with $`i=x,y,z`$ and

$$\overline{\mathrm{\Gamma }}=\frac{\rho c^2}{i\omega }+\left(\eta ^{}+\frac{4}{3}\eta \right)$$
(4)
as the system of equations which couples the velocity components. This system must be solved as a whole as it can not be decoupled in the general case.

The actual $`\text{G}(z,z^{})`$ of each bulk media considered separately as infinity can be obtained in different ways but using, for instance, the Fourier transform 3D, it yields for the G.F :

$$\text{G}(𝒌,\omega )=\frac{1}{i\rho \omega \eta k^2}\left[\text{I}+\frac{(\overline{\mathrm{\Gamma }}\eta )𝒌𝒌}{i\rho \omega \overline{\mathrm{\Gamma }}k^2}\right]$$
(5)
where I is the unit matrix and $`𝒌`$$`𝒌`$ is a diadic product of the wave vector.

Its poles

$$\text{q}_\text{l}=\left(\frac{i\rho \omega }{\overline{\mathrm{\Gamma }}}\kappa ^2\right)^{1/2}\text{q}_\text{t}=\left(\frac{i\rho \omega }{\eta }\kappa ^2\right)^{1/2}$$
(6)
describe the transverse and longitudinal modes of the infinite medium. In (5) the incompressible fluid can be considered taking $`(\overline{\mathrm{\Gamma }}\mathrm{})`$ and the proper limit is achieved.

There is no physical reason for the preference of a particular direction in the $`xy`$-plane. This spatial symmetry of the system allows us to define, for instance, $`𝒌=(0,\kappa ,q)`$ without loosing generality but getting simplification of the calculations.

Note that $`\text{q}_\text{l}i|\kappa |`$ if the compressibility is neglected, see eq. (4), given rise to a vanishing longitudinal mode. So, the $`\text{q}_\text{l}`$ pole describes the longitudinal mode due to the compressibility of the media.

Let $`\text{G}_S`$ be the Green function (G.F) of the surface system just defined and $`𝓖_S`$ its surface projection. Let $`𝓖_S^1`$ be the reciprocal of $`𝓖_S`$ in the two-dimensional $`\rho `$ or $`\kappa `$ space. This is the central object in the SGFM analysis. In particular, knowing $`𝓖_S^1`$ it is possible to find the surface mode dispersion relation (SMDR) and the density of modes of the surface system . It is important to stress that the secular equation for the SMDR, namely

$$det𝓖_S^1=0$$
(7)
expresses the continuity of the velocity and the stress components transmitted across $`z=0`$. This is where the physics of the surface effects comes into the picture. These effects introduce changes in the stress components transmitted across the interface and are ultimately measured by some surface tensor $`𝒎_𝑺`$ whose physical meaning is that $`𝒎_𝑺`$, acting on the velocity field $`𝑽`$, yields the extra forces per unit area transmitted across the interface.

Let us call $`𝓖_{SO}^1`$ to $`𝓖_S^1`$ in the absence of such surface effects, then one finds

$$𝓖_S^1=𝓖_{SO}^1+𝒎_𝑺$$
(8)
Thus the problem is to find $`𝒎_𝑺`$ for the surface effects one wishes to study. It will be included in this case only the surface tension $`\gamma `$ according to Laplace’s Law. It can be deduced  that

$$𝒎_𝑺=\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ 0& 0& \frac{\gamma \kappa ^2}{i\omega }\end{array}$$
(9)
There is a little difference between the former expression and the expression obtained in  according to the fact that here the velocity of the fluid particle is considered instead the fluid particle deformation.

Then, eq. (8) expresses the continuity of the velocities and the stress components transmitted across the interface at $`z=0`$. Knowing $`𝓖_S^1`$ one can find the dispersion relation of the surface modes (SMDR) through the secular equation (7)

## III Physics and polarization of the surface modes

The construction of $`𝓖_{SO}^1`$ is explained in . The result, after adding (9), is

$$𝓖_S^1=\begin{array}{ccc}\eta _1\text{q}_{\text{t1}}+\eta _2\text{q}_{\text{t2}}& \mathrm{𝟎}& \\ \mathrm{𝟎}& 𝐠_\mathrm{S}^1& \end{array}$$
(10)
where $`𝐠_\mathrm{S}^1`$ is a $`2\times 2`$ matrix and $`\mathrm{𝟎}`$ is the null vector $`1\times 2`$. $`𝐠_\mathrm{S}^1`$ has components

$`(𝐠_\mathrm{S}^1)_{11}`$ $`=`$ $`{\displaystyle \frac{\rho _1\omega \text{q}_{\text{l1}}}{\kappa ^2+\text{q}_{\text{l1}}\text{q}_{\text{t1}}}}+{\displaystyle \frac{\rho _2\omega \text{q}_{\text{l2}}}{\kappa ^2+\text{q}_{\text{l2}}\text{q}_{\text{t2}}}}`$ (11)
$`(𝐠_\mathrm{S}^1)_{22}`$ $`=`$ $`{\displaystyle \frac{\rho _1\omega \text{q}_{\text{t1}}}{\kappa ^2+\text{q}_{\text{l1}}\text{q}_{\text{t1}}}}+{\displaystyle \frac{\rho _2\omega \text{q}_{\text{t2}}}{\kappa ^2+\text{q}_{\text{l2}}\text{q}_{\text{t2}}}}{\displaystyle \frac{\gamma \kappa ^2}{i\omega }}`$ (12)
$`(𝐠_\mathrm{S}^1)_{12}`$ $`=`$ $`(𝐠_\mathrm{S}^1)_{21}=\left({\displaystyle \frac{\rho _1\omega \kappa }{\kappa ^2+\text{q}_{\text{l1}}\text{q}_{\text{t1}}}}+2\mathrm{i}\kappa \eta _1\right)\left({\displaystyle \frac{\rho _2\omega \kappa }{\kappa ^2+\text{q}_{\text{l2}}\text{q}_{\text{t2}}}}+2\mathrm{i}\kappa \eta _2\right)`$ (13)
We shall refer to the modes as sagittal or S polarized with $`(0,V_y,V_z)`$, transverse tangent or TT$`(V_x,0,0)`$, longitudinal or L$`(0,V_y,0)`$ and transverse normal or TN$`(0,0,V_z)`$ modes, according to the component of the velocity they have.

Now, on using (10) in (7) the factorisation of the $`(𝓖_S^1)_{11}`$ matrix element yields a TT mode which does not interact with the others, whose dispersion relation is

$$\eta _1\text{q}_{\text{t1}}+\eta _2\text{q}_{\text{t2}}=0$$
(14)
and has $`x`$-axis polarization.

It is easily seen according to (6) that the TT mode has no solution but as stressed in , it does contribute to the density of modes and therefore plays a non trivial role in the physical properties of the interface. This mode exists but it is not a stationary one if there is other surface effects considered .

The rest of (10) yields the secular equation

$$det𝐠_\mathrm{S}^1=0$$
(15)
It gives a sagittal mode with polarization S$`(0,V_y,V_z)`$ and surface tension included. It will be analyzed in the following.

The factor $`(𝐠_\mathrm{S}^1)_{11}`$, see eq. (11), represents the surface movement component in $`y`$ direction due to compressibility of the media while $`(𝐠_\mathrm{S}^1)_{22}`$ is a $`z`$ direction surface movement. The factor $`(𝐠_\mathrm{S}^1)_{12}`$ represents a coupling between $`y`$ and $`z`$ movements giving rise to an S polarization mode. It means that the surface has both horizontal and vertical movements. In other words, the surface particles move in a kind of circular orbits depending of its phase difference.

On the other hand, there are no important velocities in our system, then compressibility can be neglected as described in  and we will discuss whether the S polarization remains or not. Putting $`\text{q}_\text{l}=i|\kappa |`$ in (11), (12) and (13) it is obtained

$`(𝐠_\mathrm{S}^1)_{11}`$ $`=`$ $`{\displaystyle \frac{\rho _1\omega i|\kappa |}{\kappa ^2+i|\kappa |\text{q}_{\text{t1}}}}+{\displaystyle \frac{\rho _2\omega i|\kappa |}{\kappa ^2+i|\kappa |\text{q}_{\text{t2}}}}`$ (16)
$`(𝐠_\mathrm{S}^1)_{22}`$ $`=`$ $`{\displaystyle \frac{\rho _1\omega \text{q}_{\text{t1}}}{\kappa ^2+i|\kappa |\text{q}_{\text{t1}}}}+{\displaystyle \frac{\rho _2\omega \text{q}_{\text{t2}}}{\kappa ^2+i|\kappa |\text{q}_{\text{t2}}}}{\displaystyle \frac{\gamma \kappa ^2}{i\omega }}`$ (17)
$`(𝐠_\mathrm{S}^1)_{12}`$ $`=`$ $`(𝐠_\mathrm{S}^1)_{21}=\left({\displaystyle \frac{\rho _1\omega \kappa }{\kappa ^2+\mathrm{i}|\kappa |\text{q}_{\text{t1}}}}+2\mathrm{i}\kappa \eta _1\right)\left({\displaystyle \frac{\rho _2\omega \kappa }{\kappa ^2+\mathrm{i}|\kappa |\text{q}_{\text{t2}}}}+2\mathrm{i}\kappa \eta _2\right)`$ (18)
First of all let us consider the special case where the viscosity of $`M_1`$ is neglected. If we put $`\eta _1=0`$ in (16)-(18) it is obtained $`q_{\text{t1}}\mathrm{}`$ and hence

$$𝐠_\mathrm{S}^1=\begin{array}{cc}\frac{\rho _2\omega \mathrm{i}\left|\kappa \right|}{\kappa ^2+\mathrm{i}\left|\kappa \right|\text{q}_{\text{t2}}}& \left(\frac{\rho _2\omega \kappa }{\kappa ^2+\mathrm{i}\left|\kappa \right|\text{q}_{\text{t2}}}+2\mathrm{i}\kappa \eta _2\right)\\ \left(\frac{\rho _2\omega \kappa }{\kappa ^2+\mathrm{i}\left|\kappa \right|\text{q}_{\text{t2}}}+2\mathrm{i}\kappa \eta _2\right)& \frac{\rho _1\omega }{\mathrm{i}\left|\kappa \right|}+\frac{\rho _2\omega \text{q}_{\text{t2}}}{\kappa ^2+\mathrm{i}\left|\kappa \right|\text{q}_{\text{t2}}}\frac{\gamma \kappa ^2}{\mathrm{i}\omega }\end{array}$$
(19)
Note that even though the viscosity of one of the constitutient media was neglected, the coupled factor remains due to the nonzero viscosity of the other fluid. So, in this limit this mode remains as sagittal S$`(0,V_y,V_z)`$ exhibiting movements in $`y`$\- and $`z`$-axis for the surface particles. The fluid was taken as incompressible but there is still a component of velocity on $`y`$-direction. As far as we know, nobody has ever pointed out this fact clear, except Lucassen in his works , who considered incompressible fluids, but the movement in $`y`$-axis was due to active materials on the surface, no as an effect of viscosity. This coupling of movements could be responsible for a less wavelength and a bigger dissipation as it will be seen later. It is in this direction where the viscosity plays an important role.

There is more information in eqs. (16)-(18). If viscosities are neglected $`(\eta _1=\eta _2=0)`$ in $`(𝐠_\mathrm{S}^1)_{11}`$ and $`(𝐠_\mathrm{S}^1)_{12}`$ these expressions vanish because $`\text{q}_{\text{t1}}\mathrm{}`$, $`\text{q}_{\text{t2}}\mathrm{}`$, but doing the same in $`(𝐠_\mathrm{S}^1)_{22}`$ does not yield a vanishing result. This leads to:

$$𝐠_\mathrm{S}^1=\begin{array}{cc}0& 0\\ 0& \rho _1\omega ^2+\rho _2\omega ^2\gamma \kappa ^2|\kappa |\end{array}$$
(20)
The non zero component of Eq. (20) is a generalization of the Kelvin dispersion relation when the density of the upper medium is included.

Then, it is concluded that when there is no viscosities the S polarized mode becomes TN mode because the coupled factor disappears and only remains $`(𝐠_\mathrm{S}^1)_{22}`$. Indeed, if at least one of the viscosities is considered the coupled factor appears giving rise to the S mode, (see eq. (19)). Hence, the viscosity is the fundamental force which couples different modes among them.

Furthermore, the viscosity is the main cause of momentum exchange between the two media through the surface on the $`y`$-direction movement. Note that the longitudinal component movement disappears according to $`(𝐠_\mathrm{S}^1)_{11}0`$ when $`\eta _1`$ and $`\eta _2`$ are neglected. On the other hand, in (15) the transverse normal movement described by $`(𝐠_\mathrm{S}^1)_{22}`$ exists because of the densities and viscosities of the media, (see eq. (17)). When the viscosities are neglected as in (20), the normal component movement still remains because of the densities of the fluids. Hence, in the case of the $`z`$-axis movement both the viscosities and densities are important for the exchange of momentum.

These results are in agreement to the fact that when the interface particle moves according to the longitudinal mode it remains on the plane $`z=0`$ and the viscosities are the only way for the two media to interact, but when the interface particle moves according to the transverse normal mode it goes into each medium sometimes at $`z>0`$ and other at $`z<0`$ and then the inertial effects of the media become important according to their densities.

Expressions (15)-(18) also recover the Kelvin equation for an ideal fluid with free surface, (see references in ). Neglecting the viscosities, and setting $`\rho _1=0`$ it is obtained

$$𝐠_\mathrm{S}^1=\begin{array}{cc}0& 0\\ 0& \rho _2\omega ^2\gamma \kappa ^2|\kappa |\end{array}$$
(21)
It can be seen that our formalism not only recovers the expression for the Kelvin equation, but also recovers the $`z`$-polarization of that mode.

After this analysis one can return back to the problem for both viscous fluids. From (15)-(18) it is obtained the secular equation for the SMDR

$$\omega ^2\left[(\rho _1+\rho _2)(\rho _1\text{q}_{\text{t2}}+\rho _2\text{q}_{\text{t1}})|\kappa |(\rho _1\rho _2)^2\right]+\gamma \kappa ^2|\kappa |\left[\rho _1(|\kappa |\text{q}_{\text{t2}})+\rho _2(|\kappa |\text{q}_{\text{t1}})\right]+$$

$$+4\kappa ^2|\kappa |(\eta _2\eta _1)^2(|\kappa |\text{q}_{\text{t1}})(|\kappa |\text{q}_{\text{t2}})+4i\kappa ^2\omega (\eta _2\eta _1)(\rho _1|\kappa |\rho _2|\kappa |\rho _1\text{q}_{\text{t2}}+\rho _2\text{q}_{\text{t1}})=0$$
(22)
with the following new definition of $`\text{q}_\text{t}=(\kappa ^2i\rho \omega /\eta )^{1/2}`$. This expression, which we recall corresponds to two viscous non mixed incompressible fluids, can also be accomplished applying the potential method, although using that formalism it is rather difficult to obtain the polarization of the modes.

This is the equation to be used to study the modes if one includes both viscosities and surface tension effects for incompressible fluids. Expression (22) was reported in  to study the surface waves at the interface between a solid and a fluid. They neglected the surface tension. One of the aim of this paper is to compare this theory with the theory which just take into account only one of the viscosities. From expression (19) it is not difficult to achive the SMDR for the viscous-inviscid fluid interface

$$\omega ^2\rho _2(\rho _1+\rho _2)+\gamma \kappa ^2|\kappa |\rho _2+4\kappa ^2|\kappa |\eta _2^2(|\kappa |\text{q}_{\text{t2}})4i\rho _2\omega \kappa ^2\eta _2=0$$
(23)
which reduces to equation (2.5) of  when $`\gamma =0`$ and will be evaluated in the next section along with (22) for the viscous case.

## IV Results of the numerical evaluation

In order to make a numerical study the following quantities of length and time for nondimensionalization will be taken:

$`\text{time by}T_O`$ $`=`$ $`{\displaystyle \frac{\eta _2^3}{\rho _2\gamma ^2}}`$ (24)
$`\text{length by}L_O`$ $`=`$ $`{\displaystyle \frac{\eta _2^2}{\rho _2\gamma }}`$ (25)
The dispersion relation (22) becomes

$`\omega ^2\left[(1+Q)(\overline{\text{q}_{\text{t1}}}+Q\overline{\text{q}_{\text{t2}}})|\kappa |(1Q)^2\right]+\kappa ^2|\kappa |\left[|\kappa |(1+Q)\overline{\text{q}_{\text{t1}}}Q\overline{\text{q}_{\text{t2}}}\right]`$ $`+`$ (26)
$`+4\kappa ^2|\kappa |(1N)^2(|\kappa |\overline{\text{q}_{\text{t1}}})(|\kappa |\overline{\text{q}_{\text{t2}}})+4i\kappa ^2\omega (1N)\left[|\kappa |(1Q)+\overline{\text{q}_{\text{t1}}}Q\overline{\text{q}_{\text{t2}}}\right]`$ $`=`$ $`0`$ (27)
for viscous fluids and eq. (23) gives rise to

$$\omega ^2\left(1+Q\right)+\kappa ^2|\kappa |+4\kappa ^2|\kappa |(|\kappa |\overline{\text{q}_{\text{t2}}})4i\omega \kappa ^2=0$$
(28)
for viscous-inviscid case, where $`Q=\rho _1/\rho _2`$, $`N=\eta _1/\eta _2`$ and

$`\overline{\text{q}_{\text{t1}}}`$ $`=`$ $`\left(\kappa ^2i\omega {\displaystyle \frac{Q}{N}}\right)^{1/2}`$ (29)
$`\overline{\text{q}_{\text{t2}}}`$ $`=`$ $`\left(\kappa ^2i\omega \right)^{1/2}`$ (30)
Then the characteristics of the system will be studied by its SMDR with real values of the frequency $`\omega `$. Let us allow $`\kappa `$ to be complex, its real part is $`2\pi `$ times the inverse of the wavelength and the imaginary part is the distance damping coefficient $`\beta `$ related with the viscosities of the media. The dimensionless parameters are $`\kappa _o=2\pi /L_o`$ and $`\omega _o=2\pi /T_o`$.

Fig. 1 shows the SMDR for $`Q=0.8`$. There is one mode which decreases its wavelength $`\lambda `$ and increases its distance damping coefficient $`\beta `$ with increasing frequency at a fixed value of the parameter $`N`$. It is also shown that when the viscosity ratio $`N`$ is increased the wavelength lightly decreases at any frequency. The curves split bigger at higher frequencies. On the other hand $`\beta `$ increases with increasing $`N`$. Also it was plotted the curves obtained with $`N=0`$ from eq. (28) which means zero viscosity of the medium $`M_1`$. It can be seen that the theory which includes all the viscosities predicts small $`\lambda `$ and bigger $`\beta `$ for a fixed $`\omega `$ with respect to the $`N=0`$ case.

Fig. 2 shows the dependence of $`\kappa `$ and $`\beta `$ with respect to the variation of the density ratio $`Q`$ at a fixed value of the frequency and viscosity ratio. It can be seen that $`\lambda `$ decreases when $`Q`$ increases at a fixed $`N`$. This was deduced by Taylor in his study of the ripple formation on an infinitely thick viscous circular jet but neglecting the air viscosity. References are given in . We now prove that this is also true when both viscosities are considered. Also $`\lambda `$ decreases at a fixed $`Q`$ when the viscosity ratio $`N`$ takes higher values. So, the effect of the viscosity of medium $`M_1`$ reinforces the effect produced by the density and it can be stated that the smaller wavelength will be obtained when $`Q`$ and $`N`$ are both bigger. It is also plotted the curve with $`N=0`$ corresponding to the viscous-inviscid case. It can be seen that the wavelength is always smaller in the case $`N0`$ (viscous-viscous case). The curves split bigger as $`Q`$ increases and $`\beta `$ grows rapidly at low values of $`Q`$ for a fixed value of $`N`$ and tends to saturation for higher values of $`Q`$. This small variation of $`\beta `$ with the variation of $`Q`$ even at a fixed value of the viscosity ratio $`N`$ reinforces the idea of the density as another mechanism of momentum exchange between the two media through the interface. It not only produces smaller wavelengths, but also produces lightly bigger distance damping coefficients $`\beta `$.

On the other hand, the distance damping coefficient $`\beta `$ also increases at higher values of the viscosity ratio $`N`$ at a fixed $`Q`$. It was also plotted the curves at $`N=0`$. It is interesting to note that the theory of viscous-inviscid case predicts a small decrease of the distance damping coefficient with increasing density ratio $`Q`$. This is in accordance to the fact that setting $`N=0`$ means to neglect the momentum exchange through the interface by the viscosity and raising $`Q`$ represents to increase the dynamic properties of the surface given rise to a bigger distance for the wave to travel before vanishing.

Fig. 3 shows the variation of $`\lambda `$ and $`\beta `$ with respect to the viscosity ratio for a fixed value of $`\omega `$ at three values of $`Q`$. It shows that as the viscosity ratio increases, the wavelength reduces rapidly first and tends to a limiting value for $`N1`$. The curves start in the value of $`\lambda `$ corresponding to the viscous-inviscid case. Also, for a fixed value of $`N`$ the wavelength decreases as $`Q`$ increases, in correspondence with Fig. 2. For the coefficient $`\beta `$ it is seen that it raises for increasing $`N`$.

To illustrate this theory for real fluid combinations there will be used three pairs of fluids: air/water, water/aniline and water/mercury. The parameters of these fluids at room temperature are:

| Element | Density | Viscosity | Surface |
| --- | --- | --- | --- |
|  |  |  | Tension |
|  | (kg/m<sup>3</sup>) | ($`m`$Pa s) | ($`m`$N/m) |
| air | $`1.21`$ | 0.018 | - |
| water | $`998`$ | 0.890 | 71.99 |
| mercury | $`13500`$ | 1.526 | 485.48 |
| aniline | $`1022`$ | 3.847 | 42.12 |

Then, for the system air/water it is $`Q=0.0012`$ and $`N=0.0202`$. In this case the SMDR is plotted in Fig. 4. It can be seen that there is no difference of the wavelength reported by viscous-viscous and viscous-inviscid cases due to the small values of the density and viscosity ratios but there is a small increase of $`\beta `$ for all frequencies when the air viscosity is considered.

However, the operating conditions in many gas turbine combustors and liquid-propellant rocket engines are such that the density and viscosity ratios are higher. It could be so also in water-oil emulsions and other problems where the interface between two fluids plays an important role. Then, the SMDR for water/aniline ($`Q=0.977`$, $`N=0.231`$) and water/mercury ($`Q=0.074`$, $`N=0.583`$) systems were also plotted. In the first case (water/aniline) the densities are very similar but the viscosity of the aniline is much bigger than the water viscosity. In the case of water/mercury the viscosities are near one half one another, but the density of the mercury is much bigger the density of the water. The SMDR has been plotted in Fig. 5 and 6. Note than in both cases the wavelength decreases and the distance damping coefficient increases in a visible way when the viscosity of the medium $`M_1`$ (water in both cases) is considered. The difference is bigger at high values of the frequency where the viscosity effects become important. Then, one can conclude that the inclusion of the viscosities of all media produces a substantial decrease of the wavelength if the viscosity ratio are big enough. It gives rise also to a bigger distance damping coefficient for the wave.

## V Conclusions

In the present paper the close relationship between the properties of low amplitude surface waves propagation with the viscosity and density ratios, in a system of two non-mixed incompressible fluids at rest has been set out. The SGFM method was used to accomplish the dispersion relation and the full study of wave propagation by varying different parameters of the media.

It was shown that the viscosity is a fundamental parameter for the coupling of different modes. It gives rise to an S polarization mode with $`y`$ and $`z`$ components of the movement of the particles on the surface. Also it was seen that the viscosity is the main force in producing momentum exchange in the longitudinal mode, but for the transverse normal mode both the viscosity and the density ratios are important to the momentum exchange.

When considering surface modes, it was shown that only one of them is allowed and its wavelength is smaller when considering the viscosity of both media for fixed values of the density ratio. Also it was seen a characteristic variation of the distance damping coefficient when the viscosity of all media are included. On the other hand the increasing of the density ratio also reduces the wavelength and produces a lightly increase of the distance damping coefficient, then this factor is also important in reducing the wavelength of the surface waves.

In order to see more real situations, three pair of fluids were analyzed and the importance of taking in consideration all the viscosities was shown.

## Acknowledgements

We are indebted to Professors Federico García-Moliner and V. R. Velasco for advices and clever discussions.

This work was partially supported by an Alma Mater grant, University of Havana.


text:
# A TiO study of the dwarf nova IP Pegasi

## 1 Introduction

IP Peg is a dwarf nova which brightens by $``$2 mag every 100 days or so, with each outburst lasting $``$2 weeks, and is important because it is the brightest known eclipsing dwarf nova above the period gap. The eclipses give tight constraints on the geometry of the system, and in combination with other data, such as radial velocity studies, allow the masses of the two stars to be determined. We should thus be able to compare the mass, radius and density of the secondary star with those of main sequence stars, and learn something of its structure and evolution. Unfortunately the radial velocity curve of the secondary star in IP Peg is problematical, being apparently elliptical (Martin et al. 1989, henceforth M89). The star is believed to be in a circular orbit, and the apparent ellipticity is thought to be due to irradiation of the secondary star (although we shall present an alternative explanation in Section 6.4), and an uncertain correction must be applied before the binary parameters can be determined. The result is acutely embarrassing. Smith & Dhillon (1998) collect together all the available masses, radii and spectral types for CVs. IP Peg is one of the few objects that does not rely on the dubious method of using the accretion disc lines to determine the white dwarf radial velocity, and so should give reliable parameters. However, in all the relationships IP Peg is a persistent offender, lying well clear of the supposedly less reliable points in both the mass vs. orbital period and mass vs. spectral type diagrams.

A further complication is presented by the lightcurve of the system. High-speed photometric observations show a light curve dominated by a bright spot and a deep eclipse. The eclipse is that of the bright spot and white dwarf by the secondary star, superposed on a more gradual disc eclipse. Unfortunately the bright spot ingress overlaps with that of the white dwarf, making the ephemeris determination more problematical. Wood & Crawford (1986) were able to use their high-speed photometric observations to derive an ephemeris for IP Peg based on white dwarf egress timings. Later observations by Wood et al. (1989) and Wolf et al. (1993) show that the white dwarf egress varies markedly in strength and duration (10s to 300s).

In this paper we present red spectroscopy and photometry of IP Peg. The observations and their reduction are explained in Section 2. After that the paper divides into two main threads. The first is the radial velocity study and its results. The extraction of the velocities is described in Section 3 after which we discuss the summed spectra and new ephemeris (Sections 4 and 5). In Section 6 we discuss the absence of apparent eccentricity in our data, and conclude the system has changed in some way. We use our radial velocity semi-amplitude to derive new system parameters in Section 7. The second thread, isolating the lightcurve of the secondary star, is explored in Section 8.

## 2 Observations

Photometry and spectroscopy of IP Peg were obtained over four nights in 1995 October from the 2.5-m INT and 1.0-m JKT on La Palma. Only two nights of photometry were taken – simultaneous with the spectroscopy (see Section 2.4). Table 1 contains a log of the observations.

Data from the AAVSO show that in the latter half of 1995 IP Peg underwent two outbursts, one in mid-September and one in mid-December. The data presented in this paper were taken in the first week of October, approximately two weeks after the end of the mid-September outburst, and are thus during quiescence.

### 2.1 Photometry

Data were taken with the JKT on 1995 October 4th & 5th using an eev7-chip with a scale of 0.31 arcsec per pixel. A narrow band (fwhm=46Å) Oii filter with maximum transmission at a wavelength of $`\lambda `$7322Å was used on both nights.

The images were processed by subtracting off a single bias image in the case of the Oct. 4th data, and a median of three biases for the Oct 5th data. A single sky flat taken at the beginning of each night was used to flatfield the images. The photometry was then extracted using an optimal extraction method (Naylor 1998). The photometry of IP Peg was divided by that of a neighbouring star (the second star placed on the slit during the spectroscopic run—see below) to remove the effects of sky transparency variations and, thus, the photometry is relative. The phase-folded light curves for both nights are shown in Figs. 1 and 2 with the bright-spot hump at $`\varphi 0.2`$ and the primary eclipse at $`\varphi =0.0`$.

### 2.2 Spectroscopy

Data were taken on 1995 October 4th, 5th, 9th and 10th with the INT, using a tek4-chip with a scale of 0.33 arcsec per pixel, but binned by a factor two in the spatial direction. A two-arcsec slit was used set at PA 58.7 degrees to obtain the spectrum of a neighbouring star simultaneously (the star used to divide the IP Peg photometry by—see above). This allowed us to correct for slit losses (see Section 2.4). The R831R grating was used on the 4th and 5th, giving $``$1.22 Å per pixel; the R1200R grating was used on the 9th and 10th, giving $``$0.84 Å per pixel. An arc spectrum was taken each time the telescope’s position on the sky was changed ($``$ every hour). The nights of the 4th and 5th were generally clear but the nights of the 9th and 10th were affected by cloud, especially so the data of the 9th. An exposure time of 600s was used on the 4th, 5th and 9th: 400s on the 10th.

The images for each night were first bias subtracted. Tungsten flats taken each night were then used, after dividing by fitted low-order polynomials, to flatfield the images. Extraction of the spectra was performed using an optimal extraction method (Horne 1986, Robertson 1986), and then wavelength calibration was done using low-order polynomial fits to the appropriate arc spectra.

### 2.3 Removing the effects of Earth’s atmosphere

Normally, one observes a standard star (usually a near-featureless O star) at regular intervals throughout the night to divide the program star by. Here, we use the second star placed on the slit and observed simultaneously with IP Peg. This has the advantage that it avoids the assumption of uniformity of atmospheric absorption with position and time. Fig. 3 shows that the atmospheric absorption has been well corrected, including the large bands near 7600Å.

The disadvantage of this technique is that the star may not be as featureless as one would like, since its main selection criterion is proximity to the target star. Comparing blue spectra of the star with those in Jacoby, Hunter & Christian (1984) shows it to be a late F-star. Such stars are good atmospheric calibrators at low resolution (see Mason et al 1995), but at the intermediate resolutions we used weak absorption features are present. In Fig. 4 we have averaged all our higher-resolution divided spectra with no velocity shift, and can see these features as “emission” lines superimposed on a velocity smeared M-star spectrum (since we have not corrected to the rest frame of the secondary star). The features are weak (normally around a couple of percent, with a few at 10 percent) and as we shall show in Sections 3 and 4, have a negligible effect our radial velocity study and final summed spectrum.

### 2.4 Relative spectrophotometry

During our spectroscopic run with the INT, two nights of photometric data (simultaneous with the spectroscopic data) were taken with the JKT to test the two-star spectrophotometry technique. The wavelength region of the spectroscopy corresponding to the photometry was isolated and summed according to the weights of the Oii filter. After summing, the spectrophotometry of IP Peg was divided by the similarly summed flux from the second star on the slit.

Figs. 1 and 2 show the photometric data over-plotted on the spectroscopic data. The lower panels in the figures show the percentage residuals between the two, calculated as $`100.0(R_{\mathrm{spec}}R_{\mathrm{phot}})/R_{\mathrm{phot}}`$. Where more than one photometric point is coincident with a spectroscopic one, a simple average of them is taken. For the spectroscopy point covering primary-eclipse egress in the data of 1995 October 4th, the exposure was too large long sample the fast rate of change in brightness properly. This resulted in the relatively large residual seen here. Ignoring this point in the analysis, the average residual size for the nights of the 4th and 5th are 3.28% and 2.80%, respectively. That is, the difference between relative photometry and relative spectrophotometry is only at the few percent level and, for the most part, lies within the error of the photometry. Thus the real difference is probably well within the measurement errors. This shows that performing relative spectroscopy by the inclusion of a second star on the slit works well.

This result is apparently in contradiction with the work of Webb et al. (2000). They performed a similar experiment to ours, obtaining spectroscopic observations of the low-mass X-ray binary J0422+32, again with a second star on the slit. When they compared the relative photometry from their spectroscopic observations with that from simultaneous photometry they found differences of order 15 percent. The author in common between these two papers has no explanation as to why this should be so, though we note that IP Peg is much brighter, and that a broadband filter was used for J0422+32.

## 3 A Radial Velocity Study

We used an iterative procedure to determine the radial velocity curve of IP Peg, in which a summed spectrum (created after each iteration) is used as the template. This technique is similar to that used by Mukai & Charles (1988) and Horne, Welsh & Wade (1993). First, the mid-white dwarf egress timings of Wood et al. (1989) and Wolf et al. (1993) were fitted with a linear ephemeris, and this ephemeris was initially used to phase all of our spectra. The radial velocity semi-amplitude ($`K_2`$) value from M89 was then used to assign a stellar radial velocity component to each spectrum for a given phase $`\varphi `$ by assuming a circular orbit for the red star of the form $`K_2\mathrm{sin}(2\pi \varphi _i)`$, where $`\varphi _i`$ is the phase of spectrum $`i`$. Each spectrum was then Doppler-shifted by its orbital radial velocity; all such shifted spectra were then co-added into a grand-sum spectrum. This grand-sum spectrum (less the spectrum of interest — see later) was then used as a template spectrum against which to cross-correlate all the individual spectra to obtain a radial velocity study.

The velocity extraction process is run iteratively. The velocities from the initial set of cross-correlations are fitted with a sine wave to return a new $`K_2`$-value and correction to phase zero; each individual spectrum is then assigned a new phase and new radial velocity from this second generation ephemeris and $`K_2`$-value; each spectrum is then shifted by these new velocities and combined to make a new orbit-averaged template spectrum; the spectra are then cross-correlated against this new average, new velocities extracted and so on, and the whole process repeats until convergence.

The process was considered to have converged when the correction to phase zero was less than 0.001 of the orbital period, corresponding to a correction of less than 14 seconds. This value was chosen because tests showed that beyond this, no significant improvement within the errors of the fit was achieved. Convergence typically occurred within ten iterations. A small number of spectra returned dubious velocities; these spectra were of lower signal-to-noise (mainly those of 1995 October 9th, due to occasional cloud), and were removed from the analysis.

Note that to avoid any danger of ‘self’ cross-correlation, the spectrum being correlated is not used in creating the average-spectrum template against which it is being cross-correlated. This results in a new template being created for each individual spectrum, but the large number of spectra which adequately sample the orbit ensures that the template spectrum is, to all intents and purposes, identical throughout.

The first two nights of data were taken at a slightly lower resolution than the last two, so the data were split into high and low resolution data sets and each one treated separately. For both sets of data, two regions were used in the cross-correlation but only one region was used at a time. These regions were a 115Å-wide region from $`\lambda `$7105–7220Å, and a 170Å–wide region from $`\lambda `$7560–7730Å. The slightly different wavelength coverage between the two data sets allowed the shorter wavelength cross-correlation region in the slightly higher resolution data set to be extended blue-wards to $`\lambda `$7000Å.

Table 2 presents the results of this study for the two regions used in each data set. A weighted mean (labelled $`w\mathrm{\Sigma }`$ in the table) of these results provides us with a new mid-white dwarf eclipse (not egress) timing and $`K_2`$. The individual radial velocity curves are shown in Fig. 5 with a circular orbit fit using the above weighted mean values over plotted as a full line; the individual orbital fits of Table 2 are over-plotted as dashed lines. The quoted error is the 68% confidence interval (‘1$`\sigma `$’) calculated for two free parameters (Lampton, Margon & Bowyer 1976). To derive this error the radial velocity points were given equal weight, and a $`\chi _\nu ^2`$ assumed for the best fit.

We compared the signal-to-noise we obtained using the TiO bands with that from the more traditional NaI doublet. The gain using the new technique is about a factor two in signal-to-noise if the results from the two TiO bands are averaged. We also tried cross-correlating each spectrum against an M-star template instead of the mean IP Peg spectrum. There was an increase in noise for the fits to these data, presumably because the mean spectrum gives a better match to the spectral type than any template star.

Finally we wished to ascertain whether the weak F-star features introduced by our technique for removing telluric absorption (see Section 2.3) had affected our values for the radial velocity. Specifically, there was a concern that it would introduce a signal at zero velocity shift, which might reduce the semi-amplitude. During the run we took several observations of early-type stars to check our correction technique. We chose a pair of observations where an O-star corrected the observation of the second star on our slit well, yielding a telluric absorption corrected spectrum of this star. We then divided our corrected spectra of IP Peg by this spectrum, thus doubling the strength of the F-star features. We then repeated our cross correlation analysis for Oct. 4 and 5. The derived semi-amplitude changed by less than the error (+7 km s-1 for 7105-7220Å and -4 km s-1 for 7560-7730Å). It should be noted that this is an over-estimate of how much the F-star affects our study, since we will also have introduced noise, and poor atmospheric correction, all of which might tend to decrease the semi-amplitude. Despite this, it is clear that the second star on the slit makes a negligible contribution to the cross-correlation function, for reasons we explain in the next Section.

## 4 The summed spectrum

Fig. 6 shows the final Doppler-shifted weighted-mean spectrum. The reasons for our choice of cross-correlation bands should now be clear. The first corresponds to the TiO band heads around 7100Å, the second to the TiO band heads and KI lines ($`\lambda `$7764.9, 7699.0Å) near 7600Å. The final feature obviously from the secondary star is the NaI doublet ($`\lambda `$8183.3, 8194.8Å).

The emission features are harder to identify, so to aid this process we show the sums of spectra in four phase ranges near phase zero in Fig. 7. In this, and Fig. 6 we can see emission features around 7770Å, 7800Å, 7870Å, 7930Å and 8200Å. These features are all broad, and weaken or disappear when the disc is eclipsed in the phase 0.95-0.05 spectrum of Fig. 7. This suggests a disc origin for all these lines. The easiest to identify is the emission around 8200Å, which is where the Paschen series converges, but we can also expect disc emission from the NaI doublet, and perhaps CaII 8203Å and maybe even HeII 8237Å. Friend et al. (1988) identify the OI triplet at $`\lambda \lambda `$7771.9, 7774.2 and 7775.4Å, which co-incides with our 7770Å feature. This leaves three features still unexplained, of which only the 7800Å feature appears in M89.

In principle there is a contribution to this spectrum from the F-star used for telluric correction. However, as stated in Section 2.3 the strongest features are around 10 percent of the continuum level. As the summed spectrum is velocity shifted, these features are smeared out over 600km s-1, or 15 pixels, making them less than 1 percent in depth. The lines will be similarly smeared in the template spectra used for the cross-correlation, which is presumably why they have no significant effect on the radial velocity study.

## 5 A new ephemeris

Our spectroscopically derived eclipse timing-point and that of M89, both corrected to time of mid-white dwarf egress, were added to the photometric timings of Wood et al. (1989) and those of Wolf et al. (1993). All timings were converted to TDB. A linear ephemeris was then calculated to give

$$\mathrm{JD}(\mathrm{TDB})\mathrm{T}_{\mathrm{egress}}=\mathrm{244\hspace{0.33em}7965.891\hspace{0.33em}44}(5)+\mathrm{E}\mathrm{0.158\hspace{0.33em}206\hspace{0.33em}17}(3)$$

which is for the time of mid-white dwarf egress. Fig. 8 shows the $`OC`$ plot for this ephemeris. We note in passing that the $`OC`$ residuals calculated from the linear ephemeris can be fitted by a sine wave with parameters close to those given in Wolf et al. (1993), which they interpreted as a third body in the system.

## 6 The apparent eccentricity

### 6.1 Are the new data consistent with a circular orbit?

M89 found that an elliptical orbit was a better fit to their radial velocity data than a circular one. Here, we test our spectra for evidence of eccentricity.

We fitted each red-star radial-velocity data set with a circular orbit of the form

$$V=\gamma +K_2\mathrm{sin}(2\pi [\varphi _i\varphi _0])$$

and then an elliptical orbit of the form (e.g. Smart 1977, Chap. XIV; Petrie 1962)

$$V=\gamma +K_2[\mathrm{cos}(\nu +\omega )+e\mathrm{cos}(\omega )]$$

recording the mean square deviations ($`S^2`$) of the data from the fitted model in each case. In the elliptical orbit $`\nu `$ is the true anomaly of the red star, $`\omega `$ is the longitude of periastron of the red star from the centre of gravity of the system, and $`e`$ is the eccentricity of the red-star orbit. Following Lucy and Sweeney (1971), we use the $`F`$-test

$$F=\frac{N_{\mathrm{obs}}f_{\mathrm{ell}}}{f_{\mathrm{ell}}f_{\mathrm{crc}}}\left(\frac{S_{\mathrm{crc}}^2}{S_{\mathrm{ell}}^2}1\right)$$
(1)
to determine the significance of the elliptical fit over the circular one. $`N_{\mathrm{obs}}`$ is the number of observations, $`f_{\mathrm{ell}}`$ is the number of degrees of freedom in the elliptical fit, $`f_{\mathrm{crc}}`$ those in the circular fit, and $`S_{\mathrm{crc}}^2,S_{\mathrm{ell}}^2`$ are the variances of the data from the circular and elliptical fits respectively, i.e. $`S^2=\mathrm{\Sigma }(y_{data}y_{fit})^2`$. This test may be derived from the relationship between the $`F`$\- and $`\chi ^2`$\- distributions (e.g. Bevington 1969, Ch. 10). For both the circular and elliptical fits the systemic velocity, $`\gamma `$, was held fixed at zero since our method of radial velocity extraction uses an orbital-average as a template; the orbital period was also held fixed. The number of free parameters in each fit is then $`f_{\mathrm{ell}}=4`$ ($`K_2,e,\nu `$ and $`\omega `$) and $`f_{\mathrm{crc}}=2`$ ($`K_2`$ and $`\varphi _0`$).

In statistical terms we are testing the hypothesis that the radial velocity curves are consistent with zero eccentricity. Table 2 shows for each radial velocity data set the probability ($`p`$) that this hypothesis is correct, and since $`p`$ never falls below 30 percent, we must accept the hypothesis.

### 6.2 Are the new data consistent with the previously measured eccentricity?

Although our data are consistent with a circular orbit, it is still possible that, were they noisy enough, they could also be consistent with an eccentricity at the level measured by M89. So we determined the maximum level of eccentricity that could be present in our data.

For this exercise we fitted simultaneously the velocities from both TiO bands, but retained the separate data sets for each resolution. For each data set we constructed an $`e`$-$`\chi ^2`$ space by freezing $`e`$ at set values but allowing all other parameters (except orbital period, always held fixed) to run free. Imposing the condition that $`\chi _\nu ^2`$=1 for the $`e`$=0 fit, defines the error for each velocity point. From the 90% confidence interval for five free parameters (Lampton, Margon & Bowyer 1976), both data sets yield an upper limit to any eccentricity in our data of around 0.05.

Thus we conclude that our upper limit to the eccentricity is smaller than M89’s detection (0.089$`\pm `$0.020).

### 6.3 Is the difference in eccentricity due to a difference in technique?

There are two important differences between our measurements and those of M89. They used the NaI doublet, whilst we used TiO; and they cross correlated against an M-star template, whilst we used a velocity-shifted mean of the data. So, we performed a cross-correlation study using the M3.5V template GL27B, over the NaI region used by M89. For testing the significance of the eccentricity we used $`f_{\mathrm{ell}}=5`$ and $`f_{\mathrm{crc}}=3`$, since $`\gamma `$ is an extra free parameter in each case. The results are shown in Table 2, and show that this study also returns zero eccentricity.

The only remaining difference in technique is that M89 used a slightly different formula for the radial velocity, which breaks down for $`e>0.1`$. Although this approximation should not create a problem, for completeness we also tested their table 2 data, labelled M89 in our Table 2. Our code finds a similar eccentricity ($`e=0.094`$), rejecting a circular orbit at greater than 99.99% confidence.

### 6.4 Orbital eccentricity; a discussion

The conclusion is thus inescapable, the apparent eccentricity of the orbit has changed between the observations of M89 and our own. IP Peg is not the only system where an apparent eccentricity has been observed in the radial velocity data. AM Her, U Gem, CH UMa and YY Dra all show significant eccentricities (Friend et al. 1990a,b). The explanation that has been put forward to explain these deviations is irradiation of the secondary star, either by the white dwarf, bright spot or a combination of both. Under this assumption, Davey & Smith (1992) were able to map the distribution of the NaI doublet across the surface of the secondary star. As Davey & Smith point out, there is no satisfactory theoretical explanation for the asymmetric distributions this model predicts, nor is there any apparent correlation with other parameters which would indicate the presence of strong heating. As our spectra show the NaI doublet to be strongly contaminated by emission from the accretion disc, we put forward an alternative hypothesis, that this contamination, even when it is much weaker, affects the radial velocity curves of CVs.

IP Peg is a stunning example of the random nature of deriving an eccentricity from radial velocity data: it has been observed twice, over the same wavelength region, both times in quiescence (although the M89 data may have been on the decline from a small outburst), both use a similar procedure, both return the same value for the radial velocity of the secondary star and yet one shows an eccentricity while the other does not. The raison d’être for M89’s correction to the radial velocity was the apparent eccentricity of the orbit. Significant irradiation would introduce an eccentricity (see M89), so the the absence of such effects (see also Section 8), means that we should not make any correction to our semi-amplitude.

## 7 Component masses

The mass function

$$f(M)=\frac{PK_2^3}{2\pi G},$$
(2)
where the symbols have their usual meaning, links the dynamical motion of the secondary star to the mass of the unseen component. Using the values obtained in Section 3, we find

$$f(M)=0.596\pm 0.031M_{}$$
(3)
which acts as a lower limit to the mass ($`M_1`$) of the white dwarf star in IP Peg. Using this value, we can calculate masses of the individual components if the mass ratio, $`q=M_2/M_1`$ (where $`M_1`$ is the mass of the white dwarf), and inclination, $`i`$, are known using

$$M_1=(1+q)^2\frac{f(M)}{\mathrm{sin}^3(i)};M_2=qM_1.$$
(4)
The mass ratio may be determined by combining our $`K_2`$ with the rotational broadening measurement of Catalán, Smith & Jones (2000). They find $`V_{rot}\mathrm{sin}(i)=`$125$`\pm `$15 km s-1 where

$$\frac{V_{rot}\mathrm{sin}(i)}{K_2}=(1+q)f(q)$$
(5)
and $`f(q)`$ is any of the approximations to the fractional Roche-lobe radius $`R_2/a`$. Here we use the approximation due to Eggleton (1983), which gives a mass ratio of $`q=0.322\pm 0.075`$. We derive the inclination using the eclipse width of $`\mathrm{\Delta }\varphi =0.0863`$ from Wood & Crawford (1986). To be consistent with this eclipse width, we must raise our lower limit on $`q`$ to 0.285, since smaller mass ratios will not produce a long enough eclipse, even if $`i=90`$ degrees. This sets the upper bound of the inclination to 90 degrees, and thus our measurement of the inclination is $`i=85.9_{2.9}^{+4.1}`$ degrees. Since the error in $`V_{rot}\mathrm{sin}(i)`$ dominates the errors for $`q`$, $`i`$, $`M_1`$ and $`M_2`$, we can simply use the extreme values of $`i`$, with their corresponding values of $`q`$ in equation 4 to obtain our limits on the component masses. These are $`M_1=1.05_{0.07}^{+0.14}`$M and $`M_2=0.33_{0.05}^{+0.14}`$M.

Martin et al. (1987) find, from the reduction in cross-correlation errors, that the secondary star is probably closer to M4.5V than M3.5V. From the TiO line-depth ratio, Catalán et al (2000) find the spectral type to be M5$`\pm `$0.5V. Using the observationally derived mass-spectral type relation of Kirkpatrick & McCarthy (1994–their equation (11)), which is supported by the theoretical models of Baraffe & Chabrier (1996), our value of $`M_2=0.35\pm 0.08`$M implies a spectral type of M2.2$`\pm `$0.6V. The error in the calculated spectral type includes both the error in our mass estimate and the error in the relation itself. For a spectral type of M4V, this same relation returns a mass of 0.18M. Although our mass estimate is now consistent with an M-dwarf, the secondary star in IP Peg is still over-massive for its derived spectral type.

We can also calculate the radius for the secondary star, and for consistency do so using equation (3) of Smith & Dhillon (1998). This gives a radius of $`R_2=0.40\pm 0.03`$R. We can then place the star in the mass-radius-period relationships given in that paper. In all cases IP Peg is now consistent not only with the other CVs, but also with the current semi-empirical and theoretical relationships.

Our value for $`q`$ is low compared with previous determinations, and although the error bars overlap with those of Wood & Crawford (1986) who find $`0.35<q<0.49`$ from measurements of the bright spot, it is probably inconsistent with that of Wolf et al (1993) who measure $`q=0.6`$ (no error given) from a similar technique. Both values rely on the center-of-light for the stream following a ballistic trajectory, which may well not be the case once it begins to interact with the Keplerian flow in the disc. Marsh (1988) also find $`q=0.6`$, but his value relies on measuring the radial velocity of the primary using the wings of emission lines from the disc. Long & Gilliland (1999) have shown how this technique is inaccurate for U Gem.

## 8 The secondary star lightcurve

Measuring the flux in the TiO bands should allow us to extract the flux of the secondary star alone, assuming there is no contribution to the TiO from the other sources of the light in the system. Wade & Horne (1988) constructed such a lightcurve for the short period dwarf nova Z Cha, by measuring the total flux in the TiO band with respect to a fitted continuum (i.e. a flux deficit). Here we undertake a similar study, but using a slightly more sophisticated method.

### 8.1 The method

If the temperature dependence of the equivalent width of the spectral features is small for the range of temperatures over the secondary star, the flux from the star at any given phase is some phase-averaged secondary-star spectrum multiplied by a scaling factor we refer to as $`k_\varphi `$. Thus, if we scale and then subtract the phase-averaged spectrum from the spectrum at a given phase, the residual will be smooth across the TiO bands when we have chosen the right $`k_\varphi `$. Since both the phase-averaged spectrum, and the spectrum at the phase under consideration have contributions from the accretion disc, the residual is not simply the accretion disc flux at the phase in question. However, if the disc has a spectrum which is approximately a straight line at all phases, the residual will also be a straight line.

To determine $`k_\varphi `$ for a given spectrum we subtract from it varying portions of the mean spectrum, fit the residual with a straight line, and evaluate $`\chi ^2`$ for the fit. We then look for the value of $`k_\varphi `$ which minimises $`\chi ^2`$. To minimise the effect of the assumption of a straight line fit, we evaluate $`\chi ^2`$ over a relatively short fragment of spectrum.

### 8.2 Results

Fig. 9 shows $`k_\varphi `$ plotted against orbital phase calculated from the region between 7450–7750Å for both the high and low resolution data sets. The average $`(\chi _\nu ^2)`$s (over all spectra) for the individual straight-line fits to the residuals were 2.21$`\pm `$0.23 and 3.59$`\pm `$0.45 for the high and low resolution data, respectively (the error is the standard deviation of the individual fits around these means). Fig. 10 shows $`k_\varphi `$ plotted against orbital phase for the case of a straight line fit to the region between 7040–7340Å for the low resolution data set.

The most prominent feature in Figs. 9 and 10 is the dip at phase 0.5. The obvious interpretation for this is that it is an eclipse of the secondary star by the accretion disc. This is a rather remarkable result, since the accretion discs of quiescent dwarf novae are normally thought to be optically thin. However, we are viewing the disc in IP Peg at an unusual angle (nearly edge on), and whilst it may be that the discs are optically thin when viewed from the pole, the large column length to the secondary star at phase 0.5 may be enough to obscure it. Alternatively, it may be that there are some optically thick regions in the disc, which cause the eclipse we see.

At other phases the lightcurves are broadly consistent with the double-humped ellipsoidal modulation we might expect. To see just how close they are to this expectation, and prove that the suggestion of an eclipse is at least plausible, we modelled the data using the code described in Ioannou et al (1999). The model is a standard ellipsoidal model with Roche geometry, but importantly for this work, includes the mutual eclipses between the disc and secondary star. Here the disc is assumed to be a cold (i.e. dark) obscurer. We used the parameters derived in Section 7 in addition to a limb darkening coefficient of 0.4, a gravity darkening exponent of 0.08 and a secondary star (pole) temperature of 3375K. We performed a grid search in opening angle and radius to find the best fit to the data.

In Figs. 9 and 10 we plot the best fitting models. This shows that the model can account for the broad outline of the lightcurves, but there are problems in detail. This is reflected by the fact that the best $`\chi _\nu ^2`$ obtained was 6.1 (for the data of Fig 10), and that all the datasets required a disc radius equal to the Roche-lobe radius of the primary (the maximum we allowed). For the lower resolution data of Fig. 9 the best fit opening angle was 8, 4 for the higher resolution. For Fig. 10 the opening angle was 3.

The models throw into sharp relief how the flux at $`\varphi =0.75`$ is less than that at $`\varphi =0.25`$. Furthermore, Fig. 9 shows how this asymmetry can vary from night to night. Similar night-to-night variability was seen in the Z Cha TiO flux deficits by Wade & Horne (1988). The asymmetry, and its variability, could be explained by strong irradiation from the bright spot depleting the TiO on the side of the red star facing the bright spot, i.e. the side seen at $`\varphi =0.75`$. However, this would produce a marked eccentricity in the radial velocity curves deduced from the TiO regions of the spectrum. As shown in Section 6, no significant eccentricity is found from any of the IP Peg absorption features.

The models suggest that the problem is with the data around phase 0.25. This means obscuration of the secondary star by the disc is unlikely, given the star’s position well clear of the disc at this phase. Thus we suspect the problem lies with our simple contamination model (a straight line fit). The spectral variations of the disc with time are probably more complex.

## 9 Conclusions

The main conclusions from this work are as follows. (1) There is some form of variability which means that radial velocity studies of the infrared NaI doublet in IP Peg can sometimes return an apparently elliptical orbit. We suspect this is contamination from disc emission. (2) We strongly recommend the use of TiO rather than NaI for future radial velocity studies. Not only does it avoid the contamination problem described above, but it gives a factor two gain in signal-to-noise. (3) Our TiO study suggests the radial velocity semi-amplitude for the secondary star should be revised to $`K_2=331.3\pm 5.8`$km s-1, and as a result the primary and secondary star masses become $`M_1=1.05_{0.07}^{+0.14}`$M and $`M_2=0.33_{0.05}^{+0.14}`$M respectively. (4) Despite this downwards revision of the secondary star mass, it is still over-massive for its observed spectral type, but now agrees with the current semi-empirical and theoretical mass-radius-period relationships. (5) The accretion disc eclipses the secondary star in quiescence, implying that, when viewed at high inclination, it is optically thick.

## Acknowledgements

The INT and JKT is operated on the island of La Palma by the Isaac Newton Group in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. Data reduction was carried out on the Keele Starlink node using the ark software. Data on the outburst state of IP Peg was generously provided by the AAVSO International Database and we gratefully acknowledge with thanks all the variable star observers worldwide who participate in this program. We also thank Sandi Catalán, Janet Wood and Rob Jeffries for useful discussions.


text:
# Untitled Document

AN ELEMENTARY DERIVATION OF THE BLACK-HOLE

AREA-ENTROPY RELATION IN ANY DIMENSION

Carlos Castro

Center for Theoretical Studies of Physical Systems

Clark Atlanta University

Atlanta, GA. 30314

April, 2000

Abstract

A straightforward two-line derivation of the Bekenstein-Hawking Area-Entropy relation in any dimension is shown based on Shannon’s information theory and Clifford algebras required by the New Relativity Principle.

Recently we have proposed that a New Relativity principle may be operating in Nature which could reveal important clues to find the origins of $`M`$ theory . We were forced to introduce this new Relativity principle, where all dimensions and signatures of spacetime are on the same footing, to find a fully covariant formulation of the $`p`$-brane Quantum Mechanical Loop Wave equations. This New Relativity Principle, or the principle of Polydimensional Covariance as has been called by Pezzaglia, has also been crucial in the derivation of Papapetrou’s equations of motion of a spinning particle in curved spaces that was a long standing problem which lasted almost 50 years . A Clifford calculus was used where all the equations were written in terms of Clifford-valued multivector quantities; i.e one had to abandon the use of vectors and tensors and replace them by Clifford-algebra valued quantities, matrices, for example .

The String Uncertainty Relations, corrections thereof, and the precise connection between the Regge trajectory behaviour of the string spectrum and the area quantization law of spacetime was also a direct consequence of this New Relativity Principle  . Furthermore, The full blown Infinite Dimensional Quantum Spacetime Generalized Uncertainty relations that included the contributions of all $`p`$-branes was given . Finally, in  we were able to show that there are no such things as EPR paradoxes in this New Scale Relativity ( Machian Relativity) theory in C-spaces  which sprang out from Laurent Nottale’s Scale Relativity ; Mohammed El Naschie Transfinite Cantorian-Fractal Spacetime ; Garnet Ord’s original work on fractal random walks  ; the classic Geoffrey Chew’s Bootstrap hypothesis : all p-branes are made of eachother ( William Pezzaglia’s principle of polydimensional covariance ); and $`p`$-adic Physics and Non-Archimedean Geometry by Siddarth, Khrennikov, Freund, Volovich, Valdimorov, Zelenov and many others..

There was a one-to-one correspondence between the nested hierarchy of point, loop, 2-loop, 3-loop,……p-loop histories encoded in terms of hypermatrices  and wave equations written in terms of Clifford-algebra valued multivector quantities.\[2-4\] This permitted us to recast the QM wave equations associated with the hierarchy of nested p-loop histories, embedded in a target spacetime of $`D`$ dimensions , where the values of $`p`$ range from : $`p=0,1,2,3\mathrm{}\mathrm{}D1`$, as a $`single`$ QM line functional wave equation whose lines live in a Noncommutative Clifford manifold of $`2^D`$ dimensions. $`p=D1`$ is the the maximum value of $`p`$ that saturates the embedding spacetime dimension. An interacting action line functional, associated with the interacting QFT of lines in Noncommutative Clifford maniolds C-spaces, was launched forward in . The QFT program of such interacting filed theory of C-lines is currently under investigation .

Based on this preamble, we are going to present a two line proof of the Bekenstein-Hawking Area-Entropy relation in any dimension. To do so we must introduce some basic definitions :

The C-space analog of an invariant ” proper time” is :

$$(d\mathrm{\Sigma })^2=(d\mathrm{\Omega }_{p+1})^2+\mathrm{\Lambda }^{2p}(dx^\mu dx_\mu )+\mathrm{\Lambda }^{2(p1)}(d\sigma ^{\mu \nu }d\sigma _{\mu \nu })+\mathrm{\Lambda }^{2(p2)}(d\sigma ^{\mu \nu \rho }d\sigma _{\mu \nu \rho })+\mathrm{}\mathrm{}.$$
$`(1)`$
$`\mathrm{\Lambda }`$ is the Planck scale in $`D`$ dimensions : $`\mathrm{\Lambda }=G_D^{\frac{1}{D2}}`$ where $`G_D`$ is Newton’s constant in $`D`$ dimensions. Polydimensional covariance demands that such scale be the same  in every dimension. We set it to unity. In $`D=2`$ one requires to set the Newtonian constant $`G_2=1`$ so that $`1^{\mathrm{}}=1`$.

X$`(\mathrm{\Sigma })`$ is a Clifford-algebra valued ” line ” living in the Clifford manifold or C-space :

$$X=X(\mathrm{\Sigma })=\mathrm{\Omega }_{p+1}(\mathrm{\Sigma })I+\mathrm{\Lambda }^px_\mu (\mathrm{\Sigma })\gamma ^\mu +\mathrm{\Lambda }^{p1}\sigma _{\mu \nu }(\mathrm{\Sigma })\gamma ^\mu \gamma ^\nu +\mathrm{\Lambda }^{p2}\sigma _{\mu \nu \rho }(\mathrm{\Sigma })\gamma ^\mu \gamma ^\nu \gamma ^\rho +\mathrm{}\mathrm{}\mathrm{}$$
$`(2)`$
The multivector X encodes in one single stroke the hierarchy of histories, parametrized by the Clifford-valued-norm $`\mathrm{\Sigma }`$ or ” temporal ” parameter, which plays the analogous role of the usual invariant proper time associated with the motion of a massive point particle in Einstein’s Special Motion Relativity. The point history is represented by the ordinary ” center of mass coordinates ” $`x_\mu (\mathrm{\Sigma })`$ coordinates and the nested hierarchy of holographic projections of the nested family of 1-loop, 2-loop, 3-loop…p-loop histories onto the embedding coordinate spacetime planes given respectively by :

$$\sigma _{\mu \nu }(\mathrm{\Sigma }),\sigma _{\mu \nu \rho }(\mathrm{\Sigma }),\mathrm{}\mathrm{}\sigma _{\mu _1\mu _2\mathrm{}\mu _{p+1}}(\mathrm{\Sigma })$$
$`(3)`$
The scalar $`\mathrm{\Omega }_{p+1}`$ is the invariant proper $`p+1=D`$-volume associated with the motion of the ( maximal dimension ) p-loop across the $`D=p+1`$-dim target spacetime. Its dual in $`D`$ spacetime is the rank $`p+1`$ antisymmetric rank tensor or top ” differential form ” $`\sigma _{\mu _1\mu _2\mathrm{}\mathrm{}.\mu _D}`$.

Now we are ready to provide the two-line proof.

A Clifford algebra of degree $`D`$, i.e the Clifford algebra in $`D`$-dimensions has $`2^D=N`$ degrees of freedom or independent basis elements. Shannon’s information entropy is given by :

$$S=kln[N]=kln[2^D]=Dkln[2].$$
$`(4)`$
where $`k`$ is Boltzman constant. The $`D`$-dimensional hyper-volume ( bulk ) enclosed by a $`D1`$ dimensional area associated with its boundary, a hyper-sphere, is :

$$V_D(R)=C_DR^D=\frac{\sqrt{\pi }^DR^D}{\mathrm{\Gamma }(\frac{D+2}{2})}.A_{D1}=\frac{dV_D}{dR}=DC_DR^{D1}$$
$`(5)`$
Solving for $`D`$ in terms of the $`A_{D1}`$ in (5), and setting $`R=\mathrm{\Lambda }=1`$ :

$$D=\frac{A_{D1}}{C_D1^{D1}}.$$
$`(6)`$
From the two equations (4) and (6) the Entropy-Area relation folows immediately :

$$S=\frac{A_{D1}}{C_D1^{D1}}kln[2].$$
$`(7)`$
Where the $`D1`$-dim area of the boundary region enclosing a $`D`$-dimensional bulk must be expressed in quantum geometric bits  of Planck units : discrete bits of Planck length, Planck area, Planck volume and so forth.

Therefore, the Shannon information entropy associated with a $`D`$-dim hyper-spherical bulk, enclosed by a hyper-sphere, a $`D1`$-dim boundary, is proportional to the size of its hyper-area, quantized in discrete Planck units, geometrical bits, times Boltzmann constant times $`ln[2]`$.

Since Shannon’s information entropy is a measure of degrees of fredom, and since these are a measure of dimension, and the latter is a topological invariant, we should expect that the information entropy inside a $`D`$-dim bulk region, enclosed by a $`D1`$-dim boundary, should be an invariant under hyper-area-preserving diffeomorphisms that preserve the hyper-area and topology of the boundary; i.e Information is ” incompressible” precisely because the Planck length seems to be the minimum distance in nature.

One of the consequences of The New Relativity Principle was that Dimensions, Energy and Information (DEI) are indistinguishable  at the Planck scale . In a similar way that there is a mass-energy equivalence $`E=mc^2`$ in Special Relativity we have shown that in infinite dimensions : D=E=I in this New Relativity, at the hyperpoint, an infinite-dimensional analog of a point : an infinite-dimensional hyper-spherical region of arbitrary but finite non-zero  radius, for example, the Hubble radius, has a zero measure (size) due to the asymptotic properies of the Gamma functions in eq-(5).

D. Finkelstein and collaborators have been working also on a Clifford-algebraic approach to the chronon description of reality. Based on the simplicity of the Area-Entropy relation we believe that soemthing should be right about this Clifford-algebraic approaches : the holographic principle comes out for free ! and in this way we fulfill John Wheeler’s visionary dream of IT from BIT.

Acknowledegements

We thank Alex Granik, Mohammed El Naschie, Laurent Nottale, Bill Pezzaglia, Ted Erler, George Chapline, Devashis Banerjee, Miguel Cardenas, Dimitri Chakalov, Stephen Paul King, Euro Spallucci and David Finkelstein for many stimulating discussions. Special thanks to M. Handy, C. Handy , Alan Sager, A. Boedo and the Bowers family for their encouragement and support for many years.

References

1. C. Castro : ” Hints of a New Relativity Principle from $`p`$-brane Quantum Mechanics ”

hep-th/9912113. to appear in the Journal of Chaos, Solitons and Fractals

2- C. Castro : ” The String Unceratinty Relations follow from the New Relativity Principle ”

with Foundations of Physics.

3- C.Cstro : ” Is Quantum Spacetime Infinite Dimensional ”

hep-th/ to appear in the Journal of Chaos, Solitons and Fractals ”

hep-th/…………

4- C. Castro, Alex Granik : ” On $`M`$ Theory, Quantum Paradoxes and the New Relativity ”

physics/

5. S. Ansoldi, C. Castro, E. Spallucci : ” A String Representation of Quantum Loops ”

Class. Quant. Gravity 16 (1999).

6 W. Pezzaglia : ” Dimensionally Democratic Calculus and Principles of Polydimensional

Physics ” gr-qc/9912025. to appear in the Int. Jour. of Theor. Physics.

7 L. Nottale : Fractal Spacetime and Microphysics, Towards the Theory of Scale Relativity

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