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# Hidden Galaxies in the Fornax Cluster

## 1. Introduction: Selection Effects

It has long been suggested that optical selection effects limit the galaxies in optical surveys to a narrow range of surface brightness (Disney & Phillipps 1983 and references therein). The idea is that very low surface brightness (LSB) galaxies are lost in the sky noise and compact, high surface brightness galaxies would be confused with stars. It now seems unlikely that there are large numbers of undetected giant LSB galaxies (Driver, these proceedings) and the number of unresolved giant galaxies missed in photographic surveys is small (Drinkwater et al. 1999). However the situation for dwarf galaxies may be different.

Most flux-limited galaxy surveys are dominated by giant galaxies, so the only way to study significant samples of dwarf galaxies is to observe nearby galaxy clusters where the galaxy density is so elevated that many dwarfs can be detected. The advantage of cluster samples is that cluster membership can often be assigned on morphological grounds, avoiding the need for spectroscopy. This has been done very effectively in surveys of the Virgo and Fornax Clusters which now form the basis of our knowledge of dwarf galaxies (Binggeli, Sandage & Tammann 1985; Ferguson 1989=FCC). However the lack of spectroscopy becomes a serious handicap when it comes to unusual types of dwarf galaxy: these may not be included on morphological grounds.

In this paper we present results from an extensive multi-wavelength spectroscopic survey of the Fornax Cluster. We are obtaining the most complete spectroscopic sample of cluster galaxies ever made, detecting new types of galaxy missed in the previous morphological surveys. In the optical we are using the Two degree Field spectrograph (2dF) of the Anglo-Australian Telescope (AAT) to make a complete survey of faint objects in the core of the cluster and the FLAIR-II spectrograph of the UK Schmidt Telescope (UKST) to measure brighter compact galaxies over a six degree field. In the radio we are making a blind spectroscopic survey of an even larger ten degree field with the Multibeam 21cm receiver on the Parkes Telescope. In Fig. 1 we show images of a selection of the cluster galaxies observed; these are described in more detail below.

## 2. “Hidden” Galaxies Found by Optical Spectroscopy

### 2.1. High Surface Brightness Dwarf Galaxies

The main difficulty with the morphological studies of dwarf galaxies in clusters is the possibility that only a subset of cluster members with familiar properties is selected. In particular, high surface brightness compact dwarfs may be overlooked because they are misclassified as giant background galaxies. If such a population were found it would help explain the evolution of the more compact dwarfs such as blue compact dwarfs (BCDs) (Drinkwater & Hardy 1991).

We have just completed a spectroscopic search for new compact cluster dwarfs using FLAIR-II on the UKST (Drinkwater et al. in preparation). We measured 526 brighter ($`16.5B_J18`$) galaxies of compact appearance and found ten new cluster members that were previously classified as background objects. These objects are all high surface brightness dwarfs, most with strong H-$`\alpha `$ emission indicative of star formation. Two of these are shown in Fig. 1 labelled as “FLAIR (new)” and are very different to the “normal” LSB dwarfs (“FCC (old)”). We measured spectra of a total of 108 cluster members including previously known galaxies. These data showed that star formation as indicated by H-$`\alpha `$ emission is not just limited to the dwarf galaxies which were morphologically classified as late-type, but is also evident in many of the early-type dwarfs. We find a ratio of star-forming to non-star-forming dwarfs of 1:2 compared to a late-type to early-type ratio of 1:5 according to the FCC morphological classifications. We also find that the star-forming galaxies are significantly more extended across the cluster than those not forming stars actively.

### 2.2. Compact Stellar Systems

We have extended our optical spectroscopy to fainter limits ($`16.5<B_J<19.7`$) using the 2dF spectrograph on the AAT. This is almost a “blind” survey in that we have observed all objects both “stars” and “galaxies” in these limits. The sample (about 3600 objects in the first field) is therefore dominated by foreground Galactic stars and background field galaxies—but we can afford to use this complete strategy given the high efficiency of the 2dF system.

Apart from confirming the identification of several “normal” dwarf galaxies in the Fornax cluster we have also discovered a new population of very compact objects in the centre of the cluster (Drinkwater et al. 2000). These objects are unresolved in ground-based imaging (see Fig. 1 where they are labelled as “2dF (new)”) and have absolute magnitudes of $`11<M_B<13`$. They have spectra typical of old stellar populations but they are brighter than any known globular clusters, as is shown in Fig. 2. The luminosities of these compact objects overlap those of the fainter known dwarf ellipticals in the cluster, but they are morphologically distinct, being much more compact. The only objects they do resemble are the nuclei of nucleated dwarf ellipticals: perhaps they are the remnants of nucleated dwarfs which have been stripped in the cluster potential. These objects are unlike any known type of galaxy or stellar system and occupy a region of the surface brightness-magnitude plane (Fig. 3) that was previously empty. We have been awarded Hubble Space Telescope time to obtain high-resolution images of these objects to determine what they are.

## 3. “Hidden” Galaxies Detected in 21 cm Radio Spectroscopy

In order to extend our survey to larger radii and also to search for galaxies with high ratios of neutral hydrogen to optical luminosity, we have made a deep, wide-field survey of the Fornax Cluster with the Parkes Multibeam receiver. Previous observations with the Parkes Telescope in “single beam” mode (Barnes et al. 1997) detected one new cluster member (“Parkes (new)” in Fig. 1). This galaxy was outside the region covered by the FCC.

Our new survey covers an even larger 10 square degree region of sky centred the Fornax Cluster with 4 times the exposure time of the standard HI Parkes All-Sky Survey (HIPASS) survey which also covers this region (see Waugh et al. in these proceedings). Unlike the standard HIPASS survey which uses a single set of North-South scans we made four sets of scans with half of them in the East-West direction—hence the term “basket weave” we adopt for the new scanning pattern. We also displaced the field centre by about half the offset between scans for the second pair of scan sets. The average noise per pixel scales with the square root of the exposure time as expected: about 7 mJy for the basket weave cube compared to 13 mJy for HIPASS. However the mean and RMS number of scans contributing to each pixel in the final basket weave cube is $`153\pm 7`$ compared to $`42\pm 6`$ for HIPASS, so the fluctuations in sampling rate from pixel to pixel have been decreased from 15% to 5% making the noise properties much more uniform. This is shown by comparing the basket weave data in Fig. 4 with the HIPASS data presented by Waugh et al. (these proceedings).

We have made a preliminary analysis of the basket weave data, making strong detections of a number of new galaxies at the 30 mJy level ($`M_{HI}1\times 10^8`$M for a Fornax distance of 15.4 Mpc) which were not detected in the corresponding HIPASS data. We present examples of three HI detections in Fig. 5; in each case there is a probable optical identification. We find no evidence for a large population of dark neutral hydrogen clouds at the $`10^8`$M limit in the Fornax cluster. The first galaxy shown in Fig. 5 (FCC308) is a relatively bright known cluster member also detected in HIPASS. The two other galaxies were not detected in HIPASS and are new cluster members: the first (FCC120) was classified as a cluster member in the FCC but without a confirmed velocity and the second (APMBGC 301+004-025) was not listed because it was outside the region surveyed for the FCC. At this stage it is premature to estimate the total mass of the cluster in HI, but we do note that these new detections all have high ratios of HI mass to optical luminosity (see Fig. 5) and that the cluster HI detections (see Fig. 4) are distributed over a much larger region than the optical galaxies (core radius of only 0.7 degrees).

## 4. Summary

We have shown that our approach of making complete spectroscopic surveys has overcome the selection effects evident in previous cluster samples of dwarf galaxies. The “new” members we find are not difficult to detect optically, but in each case have been excluded from existing compilations because of their high surface brightness or large distance from the cluster centre. We have detected unresolved compact objects, high surface brightness dwarf galaxies and radio galaxies. When it comes to clusters, galaxies do not have to be optically faint to be “hidden”, they just have to be unusual.

Apart from the compact objects, most of the galaxies we found show evidence of high rates of star formation. In the complete FLAIR-II sample our data show that star formation is about twice as common in the dwarf galaxies as would have been implied by the earlier morphological classifications. Star formation is still important in the Fornax cluster dwarfs, but not in the cluster core where the density of star-forming galaxies is reduced. This is consistent with the radio data which show that the neutral hydrogen in the cluster is much less centrally concentrated than the optical luminosity.

#### Acknowledgments.

We wish to thank Virginia Kilborn for use of her galaxy detection software and Ivy Wong for assistance with some of the Parkes observing. The Digitized Sky Surveys (DSS) were produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166. The images are based on photographic data obtained using the UK Schmidt Telescope.

## References

Barnes D.G., Staveley-Smith L., Webster R. Walsh W. 1997, MNRAS, 288, 307

Binggeli, B., Cameron, L.M., 1991, A&A, 252, 27

Binggeli, B., Sandage, A., Tammann, G.A., 1985, AJ, 90, 1681

Bridges, T.J., Hanes, D.A., Harris, W.E., 1991, AJ, 101, 469

Disney, M.J., Phillipps, S., 1988, MNRAS, 205, 1253

Drinkwater, M.J., Hardy, E., 1991, AJ, 101, 94

Drinkwater, M.J., Jones, J.B., Gregg, M.D., Phillipps, S., 2000, PASA, 17, in press

Drinkwater, M.J., Phillipps, S., Gregg, M.D., Parker, Q.A.,Smith, R.M., Davies, J.I., Jones, J.B., Sadler, E.M., 1999, ApJ, 511, L97

Ferguson, H.C., 1989, AJ, 98, 367 (FCC)

Ferguson, H.C., Binggeli, B., 1994, A&ARv, 6, 67

Harris, W.E., 1996, AJ, 112, 1487


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# GI2T/REGAIN spectro-interferometry with a new infrared beam combiner

## 1 INTRODUCTION

The GI2T/REGAIN interferometer3,4 is an optical interferometer of two 1.5 m telescopes. For this interferometer we have built an infrared beam combiner and used it to record spectrally dispersed infrared Michelson interferograms of the Mira star R Cas. In this paper we present the design of our new infrared beam combiner and R Cas observations obtained in August 1999. This beam combiner allows us to simultaneously record Michelson fringes in about 128 different spectral channels from 2.00 to 2.18 $`\mu `$m. The tilt of the spectrally dispersed fringes is a measure of the instantaneous optical path difference. The R Cas observations reported in this paper are the first NIR interferometry observations with large 1.5 m telescopes. The aim of our Mira star project is to resolve the stellar disk of Mira stars, to reveal photospheric asymmetries and surface structures, and to study the wavelength and phase dependence of the diameter. Previous speckle or long-baseline interferometry observations of Mira stars were, for example, reported in Refs. 5-16. Theoretical studies1,2,17-19 show that interferometric diameter measurements can considerably improve our understanding of cool stellar atmospheres.

## 2 INSTRUMENT

Figure 1 shows the optical layout of our new NIR beam combiner built at the MPI for Radioastronomy. It consists of an anamorphotic lens system, an image plane slit, a grism, a shutter, a PICNIC detector, a data storage computer, and an array of digital signal processors for data processing. The DSPs can calculate the power spectrum and the instantaneous optical path difference in real-time. The typical frame rate is 3 frames per second (256$`\times `$256 pixels per frame).

## 3 R Cas OBSERVATIONS and DATA PROCESSING

The first infrared observations with our new beam combiner mounted to the GI2T/REGAIN interferometer were carried out on August 22 and 25, 1999. The observational parameters of the R Cas and reference star observations are as follows:

Figure 2 shows two of several thousand recorded interferograms of R Cas. The interferograms of R Cas and the reference stars were flatfielded and sky-subtracted, and the visibilities of each spectral channel and baseline were derived by calculating the ensemble average power spectra. The method described by Mourard et al.20 was applied to derive visibility ratios of the object and reference star observations and to obtain calibrated R Cas visibilities. Figure 3 shows the derived R Cas visibilities. The solid line is the visibility function of a uniform-disk of a star with 25.3 mas diameter. The dashed curve is the uniform-disk visibility fit curve which is required for our observations with large 1.5 m telescopes. This dashed visibility fit function has no zeros since an average of many baselines is measured rather than only one single baseline if the telescope pupils are large. If the projected baseline from mirror center to mirror center is for example 10 m, all baselines between 8.5 m and 11.5 m are simultaneously measured.

The R Cas visibilities in Fig. 3 show that the center-to-limb variation of R Cas is not a uniform-disk function. The large visibility values at spatial frequencies larger than $``$ 40 cycles per arcsec can be explained by high-contrast surface structure on the stellar surface of R Cas or by other types of unexpected center-to-limb variations. A uniform-disk fit diameter of 25.3 mas $`\pm `$ 3.3 mas is obtained if only the first three low-frequency visibility points (projected baselines 12.01 m, 13.80 m, and 13.88 m) are used for the uniform-disk fit. The error bars of our first IR observations are relatively large because the weather situation was not favorable and the control system (Mourard et al., this proceedings21) of the GI2T/REGAIN (Mourard et al., this proceedings22) was not fully operational. Under normal observing conditions the error bars will be much smaller.

## 4 COMPARISON OF THE OBSERVATIONS WITH MIRA STAR MODELS

### 4.1 The stellar filter radius and Rosseland radius of R Cas

In this section we derive various types of angular diameters from the measured visibilities of R Cas by applying the different theoretical center-to-limb intensity variations (hereafter CLV) of different Mira star models (Bessel, Scholz, and Wood 1996 = BSW961, Hofmann, Scholz and Wood 1998 = HSW982). From these angular diameters (Fig. 4) and the bolometric flux, we derive effective temperatures (Fig. 6). All Mira star models used in this paper are from BSW96 (D and E series) and from HSW98 (P, M and O series). They were developed as possible representations of the prototype Mira variable o Ceti, and hence have periods $`P`$ very close to the 332 day period of this star. They differ in pulsation mode, assumed mass $`M`$ and assumed luminosity $`L`$. The BSW96 models differ from the more advanced HSW98 models with respect to the pulsation modelling technique. The five models represent stars pulsating in the fundamental mode ($`f`$; D, P and M models) or in the first-overtone mode ($`o`$; E and O models). Table 1 lists the properties of these Mira model series. Table 2 provides the link between the 22 abscissa values (model-phase combinations m) in Figs. 4 \- 6, and the models. $`R_\mathrm{p}`$ denotes the Rosseland radius (below) of the non-pulsating parent star of the Mira variable (BSW96, HSW98). Table 2 additionally lists the variability phase, the relative Rosseland and stellar K-band radius, and the effective temperature. We compare predictions of these models for different phases and cycles with our observations.

Monochromatic radius $`R_\lambda `$ and Rosseland radius $`R`$. We use the conventional stellar radius definition where the monochromatic radius $`R_\lambda `$ of a star at wavelength $`\lambda `$ is given by the distance from the star’s center at which the optical depth equals unity ($`\tau _\lambda `$ = 1). In analogy, the photospheric stellar radius $`R`$ (Rosseland radius) is given by the distance from the star’s center at which the Rosseland optical depth equals unity ($`\tau _{\mathrm{Ross}}`$ = 1). This radius has the advantage of agreeing well (see Table 6 in HSW98 for deviations sometimes occurring in very cool stars) with measurable near-infrared continuum radii and with the standard boundary radius of pulsation models with $`T_{\mathrm{eff}}(L/R^2)^{1/4}`$.

Stellar filter radius $`R_\mathrm{f}`$. For the K-band filter used for the observations, we have calculated the theoretical CLVs of the above mentioned five Mira star models at different phases and cycles. The stellar radius for filter transmission $`\mathrm{f}_\lambda `$ is the intensity- and filter-weighted radius $`R_\mathrm{f}=R_\lambda I_\lambda \mathrm{f}_\lambda 𝑑\lambda /I_\lambda \mathrm{f}_\lambda 𝑑\lambda `$, which we call stellar filter radius $`R_\mathrm{f}`$ after Scholz & Takeda’s definition23. In this equation $`R_\lambda `$ denotes the above monochromatic $`\tau _\lambda `$ = 1 radius, $`I_\lambda `$ the central intensity spectrum and $`\mathrm{f}_\lambda `$ the transmission of the filter.

### 4.2 Angular R Cas radii

The observed angular stellar K-band radii $`R_{\mathrm{K},\mathrm{m}}^a`$ of R Cas corresponding to the various model-phase combinations m, were derived by least-squares fits between the first three visibility values (baselines 12.01 m, 13.80 m and 13.88 m) shown in Fig. 3 and the visibilities of the different theoretical K-band CLVs of different model-phase combinations m. Additionally, the observed angular Rosseland radii $`R_\mathrm{m}^a`$ of R Cas corresponding to the model-phase combination m were derived from the observed angular stellar K-band radii $`R_{\mathrm{K},\mathrm{m}}^a`$ and the theoretical radius ratios $`R_\mathrm{m}`$/$`R_{\mathrm{K},\mathrm{m}}`$ from Table 2 (Table 2 provides theoretical $`R`$ and $`R_\mathrm{K}`$ values for each model-phase combination m). The derived angular stellar filter radii $`R_{\mathrm{K},\mathrm{m}}`$ and angular Rosseland radii $`R_\mathrm{m}`$ are shown in Fig. 4.

### 4.3 Linear R Cas radii

We have derived linear stellar radii of R Cas (in units of solar radii) from the measured angular stellar K-band radii $`R_{\mathrm{K},\mathrm{m}}^a`$ and Rosseland radii $`R_\mathrm{m}^a`$ (Fig. 4) by using the R Cas HIPPARCOS parallax of 9.36 mas $`\pm `$1.10 mas24. Fig. 5 shows the obtained R Cas radii for all model-phase combinations m. The theoretical Rosseland radii of the M and of the P model series at nearly all available near-maximum phases (1.0, 3.0, 4.0) are close (within the error bars) to the measured Rosseland radii. The theoretical Rosseland radii of the first-overtone models E and O are clearly too large compared with measured Rosseland radii. The theoretical radii of the D model series are slightly too small compared with the measured Rosseland radii. The same conclusions are also valid for the linear stellar filter radii $`R_\mathrm{K}`$ (Fig. 5).

If we calculate average linear radii by averaging the radii obtained with all available near-maximum M models (i.e., m = 17, 19) and/or near-maximum P models (i.e., m = 9, 11, 13, 15) we obtain:

### 4.4 Effective temperatures of R Cas

Effective temperatures of R Cas were derived from its angular Rosseland radii $`R_\mathrm{m}^a`$ (Sect. 4.2) and its bolometric flux using the relation

$$T_{\mathrm{eff}}=2341\mathrm{K}\times (F_{\mathrm{bol}}/\varphi ^2)^{1/4},$$
(1)
where $`F_{\mathrm{bol}}`$ is the apparent bolometric flux in units of 10-8 erg cm-2 s-1 and $`\varphi `$ = 2 $`R_\mathrm{m}^a`$ is the angular Rosseland diameter in mas. The bolometric flux was derived from JHKLM-band observations carried out 7 days after the visibility observations.

For cool stars such as LPVs, where most of the luminosity is emitted at near-infrared wavelengths, a convenient approximation for calculating bolometric magnitudes is to use a blackbody function to interpolate between photometric observations in the J, H, K, L and M bands. For estimating the bolometric flux we used the photometric JHKLM measurements of B. Yudin which were carried out with the 1.25 m telescope at the Crimean station of the Sternberg Astronomical Institute in Moscow seven days after our visibility observations. The derived bolometric flux of R Cas on 29 August 1999 was 980.6$`\pm `$180 $`\times `$10-8 erg cm-2 s-1.

Fig. 6 shows a comparison of measured and theoretical $`T_{\mathrm{eff},\mathrm{m}}`$-values. The theoretical and measured (phase 0.08) $`T_{\mathrm{eff}}`$-values are in agreement, within the 1$`\sigma `$ error bar, with the E models at near-maximum phases 1.0 and 1.21, with the P models at phases 2.0 and 4.0, and with the M models at phases 1.0 and 2.0. Table 3 lists the measured bolometric flux, the average measured angular Rosseland radius $`R^a`$ (see Sect. 4.2) and the average measured effective temperature of R Cas. The average measured effective temperature and angular Rosseland radius is the average over all $`T_{\mathrm{eff},\mathrm{m}}`$\- and $`R_\mathrm{m}^a`$-values corresponding to m-values with phases close to the phase of our observations (i.e., m = 1, 3, 6, 9, 11, 13, 15, 17, 19, 22 were used for averaging).

### 4.5 Pulsation mode

Adopting the above (Sect. 4.3) phase-averaged (over models M and P at near-maximum phases) linear Rosseland radius of the non-pulsating parent star, $`R_\mathrm{p}`$, of 240 R$`\pm `$59 R for R Cas (derived from the measured $`R`$ and the theoretical ratios given in Table 2), we find for the pulsation constant $`Q=P(M/M_{})^{1/2}(R/R_{})^{3/2}`$ a value of $`Q`$=0.116$`\pm `$0.042 for a 1 M Mira with period $`P`$=430 days. This $`Q`$ value agrees within the 1$`\sigma `$ error with the theoretical value ($`Q`$=0.097) for fundamental pulsation mode for 1 M AGB stars with a period of $``$ 430 days (Fox & Wood 25). The corresponding $`Q`$ value of first overtone pulsation mode is $`Q`$=0.056. Note, however, that no direct measurement of a Mira mass exists and that a 20% uncertainty of $`M`$ would for example result in a 10% uncertainty of $`Q`$.

## 5 CONCLUSION

We have observed the Mira star R Cas with the GI2T/REGAIN interferometer and our new infrared beam combiner. A uniform-disk (UD) K-band (2.1 $`\mu `$m) diameter of 25.3 mas $`\pm `$ 3.3 mas was derived from the interferograms obtained with baselines between 12.0 m and 13.9 m at near-maximum variability phase 0.08. The unusually high visibility values at baselines 18.1 m, 19.8 m, 22.0 m, and 23.8 m show that the stellar surface of R Cas is more complex than previously assumed. Some of the theoretical models discussed above have an unusual wing-like visibility shape (e.g., P76200 in HSW98). Huge convection cells (predicted by Schwarzschild 26) could also explain the observed visibility function. The visibility function of R Leo observed by Perrin et al. 15 with the IOTA interferometer has a similar wing-like shape as the R Cas visibility. Perrin et al. discuss several physical phenomena which may explain the excess of visibility at high frequencies.

The R Cas UD diameter measured at wavelength 1.04 $`\mu `$m at near-minimum phase 0.63 is 29.9 mas $`\pm `$3.0 mas (HBSW2000 16), i.e., considerably larger than the above 25.3 mas $`\pm `$ 3.3 mas UD diameter measured at 2.1 $`\mu `$m at near-maximum phase 0.08. The reason for this difference is not known and unexpected from the theoretical models discussed in the previous sections. The different variability phase of the two observations and/or other unknown effects, for example time-variable surface structure (e.g., supergranulation 26), are possibly the cause of the diameter difference.

An angular R Cas Rosseland radius $`R^a`$ of 12.1 mas $`\pm `$1.7 mas at phase 0.08 was derived from the 2.1 $`\mu `$m visibilities measured with projected baselines between 12.0 m and 13.9 m by fitting theoretical center-to-limb variation profiles of five recent Mira star models (BSW96, HSW98). From the above mentioned 1.04 $`\mu `$m observation an angular Rosseland radius Ra of 16.5 mas$`\pm `$1.7 mas at phase 0.63 (HBSW2000), which is larger than the the near-maximum Rosseland radius reported in this paper, was obtained (HBSW2000; see above discussion).

The effective temperature of 2685 K $`\pm `$238 K at near-maximum phase 0.08 was derived from the measured angular Rosseland radius and JHKLM-photometry carried out only seven days after the visibility observations.

For R Cas a good HIPPARCOS parallax (9.36 mas $`\pm `$1.10 mas) is available and it is therefore possible to compare measured linear Rosseland and stellar filter radii with the theoretical radii of the BSW96 and HSW98 models. The measured radii were derived by fitting theoretical (BSW96, HSW98) center-to-limb intensity variations to the low-frequency visibility data. In the following table we compare measured and theoretical values:

( average over phases 1.0, 2.0; ∗∗ average over phases 1.0, 2.0, 3.0, 4.0; derived from visibilities measured at baselines between 12.0 m and 13.9 m)

The comparison of these K-band (2.1 $`\mu `$m) observations with theoretical models suggests that R Cas is well represented by the fundamental mode M and P model (BSW96, HSW98), whereas the above mentioned 1.04 $`\mu `$m observations suggested first-overtone pulsation. However, observations in more filters than just one continuum filter may be necessary for safely distinguishing a well-fitting model from an accidental match (cf. Ref. 16).

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# A study of disordered systems with gain: Stochastic Amplification

## Abstract

A study of statistics of transmission and reflection from a random medium with stochastic amplification as opposed to coherent amplification is presented. It is found that the transmission coefficient $`t`$, for sample length $`L`$ less than the critical length $`L_c`$ grows exponentially with $`L`$. In the limit $`L\mathrm{}`$ transmission decays exponentially as $`lnt=L/\xi `$ where $`\xi `$ is the localization length. In this limit reflection coefficient $`r`$ saturates to a fixed value which shows a monotonic increase as a function of strength of amplification $`\alpha `$. The stationary distribution of super-reflection coefficient agrees well with the analytical results obtained within the random phase approximation (RPA). Our model also exhibits the well known duality between absorption and amplification. We emphasize the major differences between coherent amplification and stochastic amplification where-ever appropriate.

PACS Numbers: 42.25.Bs, 71.55.Jv, 72.15.Rn, 05.40.+j

With the development of scaling theory of localization our understanding of the Anderson localization of electrons in disordered systems has advanced considerably. In close analogy with this it was felt that light waves in a medium with random dielectric constant may also exhibit localization. In the interaction of light with matter apart from scattering, absorption plays a very important role. Due to absorption, light intensity gets strongly attenuated after being scattered a few times. Presence of gain in the medium not only compensates for this absorption but also opens up the possibility of observing interesting phenomenon arising due to interplay of disorder and amplification in strongly scattering media. This gave birth to the fascinating idea of the so-called “random lasers” which are essentially mirror-less lasers. The obvious importance of this in the field of laser instrumentation together with viability of multiple scattering experiments using powdered laser crystals or micro-particle suspensions in laser dyes fueled an intense research activity in the field in recent years. The different techniques employed in the theoretical investigations include the time-independent studies of reflection and transmission using invariant imbedding equations and transfer matrix technique for one-dimensional systems, Fokker-Planck equation for many channel case  and time dependent diffusion equation approach. In these studies the gain or amplification(absorption) is modeled by introducing an imaginary part into the dielectric constant in case of classical (electro-magnetic) waves in random medium or into the site energy for the tight-binding models. This amounts to making the potential complex leading to a non-Hermitian Hamiltonian. The resulting amplification is referred to as coherent amplification.

The presence of imaginary potential gives rise to many a counter-intuitive features and some interesting results. Due to the real to complex mismatch experienced by the incident waves in the vicinity of the amplifying medium there is an enhanced back reflection. Thus the medium acts as an amplifier as well as a reflector. This dual role implies that amplification without reflection is not possible. In fact in the limit of the strength of imaginary part of the potential becoming infinite, reflection probability tends to unity, i.e., the amplifier acts as a perfect reflector. The stationary distribution from such a disordered coherently amplifying medium, calculated under the assumption of random phase approximation using invariant imbedding method is given by

$`P_s(r)`$ $`=`$ $`{\displaystyle \frac{|D|exp(\frac{|D|}{r1})}{(r1)^2}}forr1`$ (1)
$`=`$ $`0forr<1`$ (2)
Here $`D`$ is proportional to $`V_i/W`$, $`V_i`$ and $`W`$ being the strength of imaginary part of the potential and disorder respectively. The distribution peaks at a single value of $`r>1`$ which keeps shifting to higher values of $`r`$ with increasing amplification. On the contrary, the exact distribution obtained numerically exhibits a double peaked structure for strong amplification or disorder and in the limit of perfect reflector ($`V_i\mathrm{}`$) becomes a delta function at $`r=1`$ in consistency with the physics of the problem. The transmission coefficient is also known to exhibit equally surprising features. Despite amplification, in the limit of sample length $`L\mathrm{}`$ the transmission falls off exponentially as a function of $`L`$ with a well defined localization length $`\xi `$ not only when there is disorder along with but also in case of a perfectly periodic amplifying medium. Moreover, the rate of exponential decay is the same as that of an absorbing medium, i.e., $`\xi (V_i)=\xi (V_i)`$. This symmetry, which has been referred to as duality between absorption and amplification in the literature follows from the time-independent wave equation. Recently, Soukoulis et. al. have claimed that this paradoxical result is a mere artifact of time-independent equations. Based on the analysis of the geometric series for the transmission amplitude they argue that depending on the gain parameter the series becomes divergent beyond a particular length indicating the absence of stable time-independent solutions. However, it is to be noted that the exact calculation of the transmission coefficient (as a scattering problem) as a function of length for an ordered lasing medium does not show any divergence. As a function of length transmission coefficient exhibits a maximum both for ordered as well as disordered lasing systems.

The interesting features discussed above seem to be a fallout of the fact that the phase coherence of the waves in a medium thus modeled is maintained in spite of the presence of amplification justifying the term coherent amplification. In the present work we endeavor to study a different model for amplification in the framework of time-independent wave equations which gives qualitatively different results for statistics of super-reflection in the strong amplification regime. The model was used to study stochastic absorption also. In this simple minded model a chain of uniformly spaced random strength delta function scatterers act as the disordered medium. A negative attenuation constant per unit length $`\alpha `$ characterizes the stochastic amplification. The free propagator acquires a factor $`exp(\alpha a)`$ for each trip while traversing the free region of length $`a`$ in between the scatterers. We find that this method of incorporating amplification avoids the additional reflections and resonances observed in case of coherent amplification as mentioned above. The continuum limit of our model yields the same Langevin equation for reflection amplitude $`R(L)`$ as obtained by Pradhan for the case of stochastic absorption except that $`\alpha `$ is to be replaced by $`2\alpha `$. The stationary solution of the Fokker-Planck equation for the probability distribution of reflection coefficient $`P_s(r)`$ in case of lasing medium obtained within RPA, however, is the same as given by Eq. 1 with the $`D`$ in the expression now proportional to $`\alpha /W`$. The numerically obtained exact stationary distribution of reflection coefficient agrees well with the analytical result for small values of $`\alpha `$ but in larger parameter space as compared to the coherent amplification case. With increasing $`\alpha `$ the stationary value $`lnr_s`$ keeps increasing monotonically as against the non-monotonic behavior observed in case of coherent amplification. For coherent amplification $`lnr_s`$ approaches zero in the $`\alpha \mathrm{}`$ limit as the amplifier then acts as a perfect reflector. One does not expect this from a realistic amplifying medium. Our phenomenological model rectifies this problem. Although the properties of reflection coefficient for stochastic amplification are qualitatively contrasting, the properties of transmission show some similarities with those observed in case of coherent amplification. In the present model the transmission decays exponentially with the sample length $`L`$ with a well defined localization length $`\xi `$. This localization length turns out to be equal to the one obtained for stochastic absorption, i.e., we find that this model also exhibits the dual symmetry. However, there are some minor differences in regard to the critical system length $`L_c`$ beyond which the transmission starts decaying. In the following we begin by briefly describing the model and numerical procedure. We then present results and discussions and finally we give some conclusions.

We take recourse to the transfer matrix technique for our numerical calculations. As mentioned earlier the chain of random strength delta function scatterers spaced at regular intervals of length $`a`$ plays the role of a disordered medium. The transfer matrix for $`j^{th}`$ delta function having strength $`q_j`$ is

$$𝖬_𝗃=\left(\begin{array}{cc}1iq_j/2k& iq_j/2k\\ iq_j/2k& 1+iq_j/2k\end{array}\right)$$

The $`q_j`$’s are chosen from a flat distribution between $`W/2`$ and $`W/2`$, i.e., $`P(q_j)=1/W`$ where $`W`$ is the strength of the disorder. We choose to work with units such that $`\mathrm{}`$ and $`2m`$ are unity and therefore $`E=k^2`$ is the energy of the incident wave. $`W`$ and $`\alpha `$ are scaled to make them dimensionless. Stochastic amplification is introduced in the free propagation medium through the transfer matrix

$$𝖷=\left(\begin{array}{cc}e^{ik+\alpha }& 0\\ 0& e^{ik\alpha }\end{array}\right).$$

The total transfer matrix for the stochastically amplifying medium is then obtained by recursive multiplication of these matrices i.e.,

$$M=𝖬_𝖫𝖷\mathrm{}.\mathrm{𝖷𝖬}_\mathrm{𝟤}\mathrm{𝖷𝖬}_\mathrm{𝟣}.$$

One can then calculate the reflection and transmission coefficient from the matrix $`M`$ by using the well-know formulae

$$R=\frac{M(2,1)}{M(2,2)}$$

and

$$T=\frac{\mathrm{𝖽𝖾𝗍}M}{M(2,2)}.$$

Needless to say that since we are working with non-Hermitian systems $`r+t1`$. In the results presented here we have considered at least 10,000 realizations for calculating the various distributions and averages and the incident energy is chosen to be $`E=k^2=1`$ unless specified otherwise. We consider chains of length about 10 times the localization length in order to evaluate the stationary distributions. The distributions did not evolve on increasing length beyond $`10\xi `$. To show the exponential scaling of transmission coefficient with length $`L`$ of the sample we plot $`lnt`$ versus $`L/\xi `$ in Fig. 1 for $`W=`$1.0 and different values of amplification strength $`\alpha `$ ($`\alpha =`$0.01,0.05,0.1,0.15). From the figure it is evident that there is a critical length $`L_c`$ of the system upto which the transmission grows and beyond that the exponential decay takes over. For $`L<L_c`$ the transmission increases with sample length as $`lnt=(1/\xi _a1/\xi _w)L`$ as found in earlier studies. Here $`\xi _a1/\alpha `$ is the gain length characterizing the exponential growth of the transmission in absence of disorder and presence of amplification only. $`\xi _w=96k^2/W^2`$ is the localization length in the presence of disorder alone. In the limit $`W0`$, $`lntL/\xi _a`$ and $`L_c\mathrm{}`$ i.e., in absence of disorder transmission keeps growing with sample length. In contrast to this, for coherent amplification $`L_cL_c^0`$, a fixed value for $`W0`$. This is due to the fact that even in the ordered case coherent amplification leads to backscattering, i.e., reflection. In the present case of stochastic amplification for an ordered system transmission coefficient grows exponentially with length. The presence of disorder induces coherent backscattering leading to the exponential decay (localization) of the transmission in the asymptotic limit in spite of amplification. For lengths greater than $`L_c`$, i.e., $`LL_c`$, the behavior of $`lnt`$ versus $`L`$ is given by $`lnt=L/\xi `$, where $`\xi `$ is the localization length scaled with respect to inter-scatterer spacing $`a`$. The plot of $`1/\xi `$, calculated numerically by changing $`\alpha `$ for various values of disorder strength, versus $`(1/\xi _a+1/\xi _w)`$ shown in Fig. 2 suggests the scaling relation $`1/\xi =(1/\xi _a+1/\xi _w)`$ for the localization length in presence of both disorder and amplification. The value of $`\xi `$ thus obtained was used for the plot of Fig. 1. We note that this relation is identical to one obtained for the localization length in case of a stochastically absorbing medium, i.e., $`\xi (\alpha ,W)=\xi (\alpha ,W)`$. This gives the numerical evidence for the fact that our model also exhibits the much debated duality between absorption and amplification. Although the same duality is observed in case of coherent amplification and absorption it is important to realize that in the present case the duality relation holds only for non-zero disorder strength ($`W0`$) whereas in the former it was valid even for $`W=0`$. To explicate the point of dual symmetry we have shown the plot of $`lnt`$ versus $`L`$ for $`\alpha =\pm 0.1`$ in Fig. 3. From the figure we see that the asymptotic slope of the transmission coefficient for absorption as well as amplification ( $`LL_c`$) are equal.

The log-scale plot shown in Fig. 4 illustrates the dependence of the avarage transmission $`t`$, the root mean squared (rms) variance of $`t`$, namely $`t_v=\sqrt{t^2t^2}`$ and the rms relative variance $`t_{rv}=t_v/t`$ on the sample length $`L`$. For $`L<\xi `$, rms variance of $`t`$ is less than the average value of $`t`$, i.e., $`t_v<t`$ and consequently rms relative variance is less than unity ($`t_{rv}<1`$). However, for $`L>\xi `$ the rms variance of $`t`$ exceeds the average transmission ($`t_v>t`$) and rms relative variance crosses unity ($`t_{rv}>1`$) indicating the onset of non-self-averaging (NSA) nature of transmission. Therefore for samples of length $`L>\xi `$ the average transmission over an ensemble of macroscopically identical samples is dominated over by the sample-to-sample fluctuations in $`t`$. The sensitivity of the transmission coefficient to the exact spatial realization of the impurities gets highly enhanced. A look at the plot of the distribution of the transmission coefficient at different lengths shown in Fig. 5 helps to shed more light on this. The parameters for the figure are $`\alpha =`$0.01 and disorder strength $`W`$=1.0. Corresponding localization length is $`\xi `$50.0. For sample lengths (see $`L=`$5) much smaller than the localization length ($`L<<\xi `$), though the resonant transmission dominates, the distribution peaks at a value of $`t`$ close to unity because amplification strength is small. On increasing the length $`L`$ further ($`L=`$10,20) the peak shifts to higher values of $`t`$. When the sample length becomes comparable to the localization length ($`L\xi 50`$), multiple reflections start dominating. Due to these multiple reflections time spent inside the medium increases thereby enhancing the amplification. This broadens the distribution and tails start appearing. This, however, does not continue indefinitely with increasing length. As seen earlier finally in the long length limit ($`L\xi `$) transmission decays to zero exponentially with length. This reflects in the distributions of $`t`$ also. The peak of the distribution starts shifting to values of $`t`$ much less than one and simultaneously develops long tails. These tails are a clear signature of the sample-to-sample fluctuations which tender the non-self-averaging nature to the transmission coefficient. The origin of these tails can presumably be traced back to the so-called Azbel resonances observed in case of passive disordered media. Since we have amplification in addition to disorder it would be naive to expect no change whatsoever in the structure of these resonances. Thus a study of resonances in our model is in order. For the purpose we assume that the ergodic hypothesis of relation between the ensemble fluctuations and the fluctuations for a given sample as a function of the chemical potential holds true in the present case. Plot of Fig. 6 shows the variation of transmission coefficient with the wave vector $`k`$ for a single realization of the disorder, both in the absence and in the presence of amplification. The plot reveals that presence of amplification modifies the resonances observed in case of passive medium in two ways namely, the value of transmission at the resonances is either enhanced ($`t>1`$) or reduced ($`t<1`$) depending upon the sample length $`L`$ and the widths of the resonance peaks is reduced in case of the amplifying medium. Unresolved or closely spaced resonance peaks in the case of passive disorder are resolved due to the narrowing effect of amplification. This also can be interpreted in the following manner: two nearby overlapping resonances may have charateristically different delay times or dwell times. Due to this enhancement of the transmittance by the amplification will be very different and hence the resolution. This clearly indicates that amplification does not give rise to any new resonances and only modifies the existing resonances vis-a-vis their strength and resolution. We have verified the above observation for many different macroscopic realizations of the underlying disorder. This is in contrast to the case of coherent amplification where new resonances can appear due to the reflecting nature of imaginary potentials. Such complex potentials can give additional phase shifts leading to new resonances in addition to those seen in case of the same disordered realization but in the absence of imaginary potential.

We shall now discuss about the statistics of reflection coefficient which exhibits properties radically different from those observed for coherent amplification in the limit of strong amplification. Fig. 7 shows the variation of $`lnr`$ with $`L`$ for a fixed value of disorder strength $`W=`$1.0 and various values of amplification strength $`\alpha `$ as indicated in the figure. As a function of length $`lnr`$ increases monotonically. In the long length limit $`L\xi `$, $`lnr`$ saturates to a certain positive value $`lnr_s`$ depending upon the value of disorder strength $`W`$ and amplification strength $`\alpha `$. At any length we notice that reflection (super-reflection) increases with increasing $`\alpha `$.

In Fig. 8 we show the stationary distribution of reflection coefficient $`P_s(r)`$ for different values of amplification strength $`\alpha `$. For small values of $`\alpha `$ ($`\alpha =0.001`$) the distribution peaks at small values of $`r`$ close to unity. On increasing $`\alpha `$ the peak shifts to larger values of $`r`$. The single parameter fit obtained using the analytical expression given in Eq. 1 is shown by a thick line. On increasing $`\alpha `$ further ($`\alpha >0.1`$) the peak of the distribution continues to shift to higher values of $`r`$. Although the fit is no more valid, the qualitative features of the distribution, i.e., single prominent peak and long tail, do not change. We have observed in our numerical calculations that in this parameter range the distribution of phase of reflected wave shows two distinct peaks indicating breakdown of RPA. This is in striking contrast to the perfect reflector behavior observed for the case of coherent amplification where on increasing amplification beyond a certain strength the distribution starts moving to lower values of $`r`$ and in the limit $`V_i\mathrm{}`$, $`P_s(r)\delta (r1)`$. In the intermediate regime of $`V_i`$, the $`P_s(r)`$ in the coherent amplification exhibits a double peak structure reminiscent of the additional reflections introduced by the imaginary potential (see Ref.  for details). We do not have any such additional reflections arising due to amplification in the case of stochastic amplification. This is also reflected from the plot of $`lnr_s`$ versus amplification strength $`\alpha `$ shown in Fig. 9. Recall that the $`lnr_s`$ was a non-monotonic function of $`\alpha `$ in case of coherent amplification. In contrast here we find that $`lnr_s`$ is a monotonically increasing function of $`\alpha `$ in accordance with the physical expectations from this model.

In summary, we have explored the effect of disorder on the stochastic amplification by numerically studying the statistics of transmission and reflection. It is found that localization occurs solely due to the presence of disorder. The critical length $`L_c`$ goes to infinity as disorder strength is reduced to zero. The transmittance for absorbing as well as amplifying medium falls off exponentially with length in the asymptotic limit with same localization length depending on the values of $`|\alpha |`$ and $`W`$. Thus the model exhibits duality between absorption and amplification. The transmittance is found to be NSA for $`L>\xi `$. Stochastic amplification does not introduce any new resonances in the behavior of transmittance as a function of energy. The average value of logarithm of reflection coefficient shows monotonic increase with increasing amplification strength $`\alpha `$ in contrast to the behavior observed in case of coherent amplification. The numerically calculated stationary distribution agrees well with the analytical result in a larger parameter space. For strong amplification regime the distribution still retains the same qualitative features with peak shifting to higher values of reflection. Thus there is no additional reflection due to presence of amplification as against the observation in case of coherent amplification.


text:
# Entropy generation and inflation in wave collision induced pre-big-bang cosmology

## 1 Introduction

Pre-big-bang cosmology (PBB)  has evolved in recent years into one of the main trends in string cosmology. In spite of its many nice features there is a current discussion in the literature as to what extent the resolution of the flatness and homogeneity problems within the PBB picture requires a certain amount of fine tuning .

In a recent paper  we have proposed a cosmological scenario in which the universe starts in a trivial state characterised by a bath of plane gravitational and dilatonic waves which, upon collision, generate PBB bubble universes. These bubbles act as possible seeds for a Friedman-Robertson-Walker (FRW) universe in the spirit of PBB cosmology. The proposed scenario  should be seen as a realisation of the picture of Bounanno, Damour and Veneziano (BDV) .

The aim of this Letter is to study some relevant phenomenological implications of the wave collision induced PBB cosmology. To this end we will be focusing our attention on two issues: the conditions for successful inflation and the production of entropy in the scenario.

Though it was shown in  that there exists a dense region in parameter space, for which the PBB inflation takes place, it is important to clarify further as to whether such favourable initial conditions would lead to sufficient inflation. In particular, we will see that inflationary requirements leading to consider large black holes as the seeds of PBB bubbles in the original BDV picture here imply the weakness of the incoming waves. Therefore, these waves can be regarded as emerging from perturbations of flat space-time. With respect to entropy production, unlike in the original BDV scenario where the origin of entropy remains rather vague, we will see that entropy in our model is generated dynamically as a result of the wave collision.

In the wave collision induced model universe, one starts in the remote past with non-interacting plane gravi-dilatonic waves. It was argued in  that such a state should be identified as one with a minimum entropy, for both gravitational and matter sectors. This assumption is based on the following reasons:

* Simplicity: Plane waves have no nonvanishing curvature invariants, and thus are, apart from Minkowski spacetime, the simplest geometries one may think of.
* Symmetry requirements: With the advent of the string theory and its alphabetic generalisations (M-theory and F-theory) our view on the initial state of the universe has changed considerably. In particular one is led to think that the primordial universe should be described by some exact string background which at later time evolves into a FRW-like universe. In this light, Penrose’s proposal  of assigning zero gravitational entropy to backgrounds with vanishing Weyl curvature (a particular case of which is the FRW metric) seems to be too restrictive. This is especially evident in the context of PBB cosmology where the universe originates in a highly perturbative state and only evolves into a FRW phase after a graceful exit phase. Plane gravitational waves, being exact string backgrounds , are ideal candidates to represent this PBB primordial state .
* Absence of particle creation: The fact that in the vicinity of plane waves there is no quantum creation of particles enforces the idea that plane waves are zero gravitational entropy states. Even using Penrose’s original suggestion  where the “number of gravitons” contained in the gravitational field could be adopted as a measure of entropy, plane waves are likely to be associated with minimum gravitational entropy.

We now briefly summarise some features of the model universe described in  (the reader is referred for details to the original paper). The universe starts in a distant past with weak, strictly plane waves propagating on a flat background. Eventually these waves collide breaking the plane symmetry in the interaction region (Fig. 1). Just after the collision takes place at some $`t_i<0`$, physics is dominated by the superposition of two noninteracting null fluids so the geometry is described by a Doroshkevich-Zeldovich-Novikov (DZN) line element . This phase is followed by an intermediate region where the nonlinearities of gravity become important and the evolution then becomes nonadiabatic. Finally, as we approach the caustic singularity the universe enters a Kasner phase (for $`t_K<t<0`$) where matter is effectively described in terms of a stiff fluid and the evolution is adiabatic. In this region the geometry is given by a generalised Kasner line element whose exponents depend on one spatial coordinate alone. In Einstein frame this metric can be written as

$`ds^2=dt^2+\left({\displaystyle \frac{t}{t_K}}\right)^{2\alpha _1(z)}dx^2+\left({\displaystyle \frac{t}{t_K}}\right)^{2\alpha _2(z)}dy^2+\left({\displaystyle \frac{t}{t_K}}\right)^{2\alpha _3(z)}dz^2,`$ (1)
where we have normalized the scale factors to their values at the beginning of the Kasner epoch, $`t=t_K`$.

The generalised Kasner exponents $`\alpha _i(z)`$ are determined by the initial data on the null boundaries of the interaction region. In terms of the gravitational and scalar source functions $`ϵ(z)`$ and $`\phi (z)`$ given, in turn, by quite complicated line integrals of incoming data , the Kasner exponents can be written as

$`\alpha _1(z)`$ $`=`$ $`{\displaystyle \frac{1+ϵ(z)}{a(z)+2}},`$
$`\alpha _2(z)`$ $`=`$ $`{\displaystyle \frac{1ϵ(z)}{a(z)+2}},`$
$`\alpha _3(z)`$ $`=`$ $`{\displaystyle \frac{a(z)}{a(z)+2}},`$ (2)
where $`a(z)\frac{1}{2}[ϵ(z)^2+\phi (z)^21]`$. They satisfy the following relations

$`{\displaystyle \underset{i=1}{\overset{3}{}}}\alpha _i(z)=1,{\displaystyle \underset{i=1}{\overset{3}{}}}\alpha _i(z)^2=1{\displaystyle \frac{2\phi (z)^2}{[a(z)+2]^2}}.`$ (3)
On the other hand the dilaton field near the singularity behaves like

$`\varphi (t,z)=\beta (z)\mathrm{log}\left({\displaystyle \frac{t}{t_K}}\right)+\varphi _0`$ (4)
with

$`\beta (z)={\displaystyle \frac{2\phi (z)}{a(z)+2}}`$ (5)
and $`\varphi _0`$ being some constant zero mode that determines the string coupling constant at the beginning of dilaton driven inflation (DDI), $`g_{st}=e^{\frac{1}{2}\varphi _0}`$. Since we have normalized the metric and the dilaton at the beginning of DDI the natural scale in Einstein frame in this regime will be the Planck scale at $`t_K`$, $`\mathrm{}_{Pl}=e^{\frac{1}{2}\varphi _0}\mathrm{}_{st}`$. We will assume in the following that the dilaton field does not vary very much from the initial boundaries to the onset of the Kasner regime, so $`\varphi _0\varphi (t\mathrm{})`$. In this case asymptotic past triviality implies that $`\varphi _01`$.

## 2 Successful inflation

In  it was shown that there exists a dense set of points in the $`ϵ(z)`$-$`\phi (z)`$ plane for which the models undergo PBB inflation in string frame. These inflationary models correspond in Einstein frame to a contracting universe where all Kasner exponents $`\alpha _i(z)`$ are positive.

The question however remains of whether successful inflation, i.e. enough number of $`e`$-foldings, can be achieved in the collision induced PBB scenario and if so how the amount of inflation relates with the initial conditions in the collision. In this section we will analyse how the requirement on the number of $`e`$-foldings translates into the strengths of the incoming waves. Since the Kasner exponents are analytically related to the initial conditions, we can perform a fully general analysis of the PBB inflationary era by just looking at the Kasner regime. Different particular solutions in the interaction region will be encoded into different source functions $`ϵ(z)`$ and $`\phi (z)`$, which in turn will translate into different set of Kasner exponents through Eqs. (2).

In the picture of colliding waves one starts with the collision of two gravi-dilatonic waves with some focal lengths $`L_1`$ and $`L_2`$. As a result of their interaction, the waves will focus each other to form a caustic singularity in the interaction region after a time $`|t_i|\sqrt{L_1L_2}`$ has elapsed, as measured in the Einstein frame . Physically speaking, the focusing lengths of the incoming waves give the measure of their strength; long focal lengths correspond to weak waves and thus it takes very long time till a singularity forms, whereas strong waves are characterized by short focal lengths.

The amount of inflation occuring during some time period in the string frame in each direction can be expressed as the ratio of the initial ($`\stackrel{~}{t}=\stackrel{~}{t}_1`$) and final ($`\stackrel{~}{t}=\stackrel{~}{t}_2`$) comoving Hubble radii given by the three functions

$`Z_i={\displaystyle \frac{\stackrel{~}{a}_i(\stackrel{~}{t}_2)\stackrel{~}{H}_i(\stackrel{~}{t}_2)}{\stackrel{~}{a}_i(\stackrel{~}{t}_1)\stackrel{~}{H}_i(\stackrel{~}{t}_1)}},(i=1,2,3),`$ (6)
where the tilde indicates quantities in the string frame. Evaluating explicitly $`Z_i`$ and using Einstein frame variables in the Kasner regime where both the expressions of $`a_i(t)`$ and $`\varphi (t)`$ are given by Eqs. (1) and (4), we find

$`Z_i=\left({\displaystyle \frac{t_2}{t_1}}\right)^{\alpha _i1}.`$ (7)
Notice that the largest $`Z_i`$ corresponds (for $`t_1<t_2`$) to the direction with the smallest Einstein frame Kasner exponent.

In order to analyse the total amount of inflation during DDI we still need to determine when the inflationary regime comes to an end. We consider that DDI begins at $`t_1=t_K`$ when the universe enters the Kasner regime. On the other hand, to determine the moment at which inflation is over we should look at the instant of time when the low energy approximation breaks down. Thus, we will take $`t_2=t_f`$ as the time at which either curvature reaches the string scale or the effective string coupling becomes of order 1.

Let us work out the first possibility. By imposing $`\stackrel{~}{H}_i^2(\stackrel{~}{t})\mathrm{}_{st}^2`$ in at least one of the three directions, we find for $`t_2`$ the following expression in the Einstein frame

$`[t_f]_\alpha ^{}|p_{\mathrm{min}}|^{\frac{2}{\beta +2}}\left({\displaystyle \frac{\mathrm{}_{st}}{t_K}}\right)^{\frac{2}{\beta +2}}t_K=\left|{\displaystyle \frac{2\alpha _{\mathrm{min}}+\beta }{\beta +2}}\right|^{\frac{2}{\beta +2}}\left({\displaystyle \frac{\mathrm{}_{st}}{t_K}}\right)^{\frac{2}{\beta +2}}t_K,`$ (8)
where $`p_{\mathrm{min}}`$ and $`\alpha _{\mathrm{min}}`$ are the smallest Kasner exponents in string and Einstein frame respectively. The reason for this is that in the inflationary region $`2/(\beta +2)>1`$ , therefore we conclude that in order to define $`t_f`$ we should take the largest $`|p_j|`$. Since in this region all $`p_i`$ are negative the direction with the largest value of $`|p_i|`$ corresponds to the one with the smallest Kasner exponent (in both the Einstein and the string frame).

Yet a different constraint on $`t_f`$ can be obtained by looking at the time when the string theory coupling becomes of order 1. Given the form of the dilaton field in the Kasner regime (4) we have that the effective string coupling is given by

$`g_{\mathrm{eff}}=\left({\displaystyle \frac{t}{t_K}}\right)^{\frac{1}{2}\beta }e^{\frac{1}{2}\varphi _0}.`$ (9)
In particular, it can be seen that, since $`\beta <0`$ for the solutions leading to PBB inflation, the effective coupling blows up when $`t0`$. If we take $`t_f`$ as the time at the onset of strong coupling effects ($`g_{\mathrm{eff}}1`$) where our approximation breaks down, we find

$$[t_f]_{g_{st}}e^{\frac{\varphi _0}{\beta }}t_K.$$

By looking at Eqs. (8) and (9) we see that long periods of inflation ($`t_{\mathrm{inf}}=|t_Kt_f|`$) can be achieved by either taking $`|t_K|\mathrm{}_{st}`$ or $`e^{\varphi _0}1`$. The first case will correspond, generically, to the case of long focusing times (i.e. very weak waves), whereas the second condition is just equivalent to asymptotic past triviality .

To quantify the amount of inflation we can now proceed to evaluate $`Z_i`$ using the definition (6) to find (cf. )

$`Z_i=\mathrm{Min}[|p_{\mathrm{min}}|^{\frac{2(\alpha _i1)}{\beta +2}}\left({\displaystyle \frac{t_K}{\mathrm{}_{st}}}\right)^{\frac{2(1\alpha _i)}{\beta +2}},e^{\frac{1\alpha _i}{\beta }\varphi _0}],`$ (10)
and in order to solve the flatness/horizon problem we have to require

$`Z_i\stackrel{>}{}e^{60}.`$ (11)
Now, the condition for getting a sufficiently large value for $`Z_i`$ translates into a condition on two parameters, namely $`t_K`$ (which depends on the initial focal lengths $`L_1`$, $`L_2`$) and the zero mode of the dilaton $`\varphi _0`$.

In any case, it is possible to find which kind of corrections ($`\alpha ^{}`$ or $`g_{st}`$) will end inflation by looking at Eqs. (8) and (9). From there we can get a critical value of $`t_K`$ such that when

$$t_K>t_{\mathrm{crit}}|p_{\mathrm{min}}|e^{\frac{\varphi _0}{\beta }}\mathrm{}_{Pl}$$

DDI will be terminated by the onset of $`\alpha ^{}`$ corrections. On the other hand if $`t_K<t_{\mathrm{crit}}`$ string loop corrections will become relevant first and will signal the end of the inflationary period. Notice that the requirement of asymptotic past triviality, together with the fact that for inflationary solutions $`\beta <0`$, implies for generic models that $`|t_{\mathrm{crit}}|\mathrm{}_{st}\mathrm{}_{Pl}`$ so the crossover between the two regimes occurs well inside the region of applicability of the low energy approximation.

We can now translate the condition (11) into constraints on the parameters of the initial waves (their focal lengths $`L_1`$ and $`L_2`$) and the zero-mode of the dilaton field $`\varphi _0`$. In the situation when the duration of inflation is determined by the excitations of massive string states ($`t_K>t_{\mathrm{crit}}`$) $`Z_i`$ is given by the first entry on the right hand side of Eq. (10). Thus, the requirement (11) implies for a model with reasonably small deviations from isotropy, i.e. $`|p_{\mathrm{min}}|^{\frac{2(\alpha _i1)}{\beta +2}}1`$,

$$t_i<t_K<e^{\frac{30(\beta +2)}{1\alpha _{\mathrm{min}}}}\mathrm{}_{st}.$$

Since $`|t_i|\sqrt{L_1L_2}`$ we have a bound on the strength of the incoming gravi-dilatonic waves

$`L_1L_2\stackrel{>}{}e^{\frac{60(\beta +2)}{1\alpha _{\mathrm{min}}}}\mathrm{}_{st}^2.`$ (12)
Therefore, assuming for simplicity that both incoming waves have similar focal lengths, we arrive at the conclusion that successful inflation will be achieved for extremely weak waves. In the cases with $`t_K<t_{\mathrm{crit}}`$ the end of inflation is triggered by string loops corrections we get a bound on the zero mode of the dilaton, namely

$`\varphi _0\stackrel{<}{}{\displaystyle \frac{60\beta }{1\alpha _{\mathrm{min}}}}10^2`$ (13)
which corresponds to a very weakly coupled string theory at the beginning of DDI. Actually, this bound of the dilaton field leads to the same constraint on the focal lengths of the incoming waves found in Eq. (12). This can be realized by combining Eq. (13) with the condition that whenever inflation is terminated by string loop corrections $`|t_K|>|t_{\mathrm{crit}}|`$. It is remarkable that, independently of the physical mechanism responsible for the end of the inflationary regime, one obtains the same bound on the focal lengths of the colliding waves.

Consequently, we conclude that successful inflation occurs for very weak incoming waves and/or very weak initial string coupling. The condition of having extremely weak initial waves is very satisfactory, since these may be considered as emerging from fluctuations in flat space-time. Besides, since the focusing time for these waves will be very long we can argue that, on general grounds, for sufficiently weak waves $`t_K<t_{\mathrm{crit}}`$ and inflation therefore will be terminated by the onset of string loop corrections. If we compare with the original BDV proposal we see that our condition on the strength of the incoming waves corresponds to their condition of starting with a large black hole. It is worth noticing, however, that in the wave collision induced version of the BDV scenario the “fine tuning” of the size of the black hole is automatically achieved if the incoming waves are viewed as small fluctuations on an otherwise trivial background.

Incidently, we find as a bonus that particle production in the interaction region for weak incoming waves is negligible . Thus, as in , emerging homogeneity is not expected to be spoiled by quantum corrections.

## 3 Entropy production

A different phenomenological issue which will be addressed here is the entropy production. We start with the assumption that before the collision between the waves takes place, both matter and gravitational entropy are zero . As the result of the collision, entropy will be generated from its zero value close to the null boundaries to a nontrivial entropy content as the universe approaches the singularity. Since the rate at which gravitational entropy grows is difficult to estimate we will focus our attention on the production of matter entropy.

As explained in the Introduction, the interaction region of the two incoming waves can be divided into three regions (Fig. 1). Just after the collision takes place at $`t_i`$ the matter content of the universe can be satisfactorily described in terms of a superposition of the two incoming non-interacting null fluids and the metric is given by a DZN line element. In this regime the evolution is very approximately adiabatic and almost no entropy is produced. This almost linear regime comes to an end as soon as the gravitational nonlinearities take over and we enter an intermediate phase where the dynamics of the universe is dominated by both velocities and spatial gradients. Now the evolution is no longer adiabatic and matter entropy is generated. In this regime the matter content of the universe cannot be described in terms of a perfect fluid equation of state and some effective macroscopic description of the fluid, such as an anisotropic fluid or some other phenomenological stress-energy tensor, should be invoked .

The production of entropy will stop at the moment the velocities begin to dominate over spatial gradients and the evolution becomes adiabatic again, the matter now being described by a perfect fluid with stiff equation of state $`p=\rho `$. The transition to an adiabatic phase will happen either before or at $`t_K`$ when the universe enters the Kasner phase. From that moment on no further entropy is produced up to the end of DDI. The relative duration of these three regimes crucially depends on the strength of the incoming waves and on the initial data. It is straightforward to show that for both gravitational and scalar waves the ratio of spatial gradients versus time derivatives dies off as $`1/\sqrt{L_1L_2}`$ and therefore it takes the universe a time of order $`\sqrt{L_1L_2}`$ before the Kasner-like regime is reached, fixing the duration of the nonadiabatic phase.

As discussed above, all the entropy is generated in the intermediate phase between the adiabatic DZN and Kasner regimes. On the other hand, in the Kasner regime the total entropy generated in this intermediate region is carried adiabatically by the perfect stiff fluid represented by the dilaton field $`\varphi (t)`$. If we consider a generic bariotropic equation of state, $`p=(\gamma 1)\rho `$, the first law of thermodynamics implies that the energy density $`\rho `$ and entropy density $`sS/V`$ evolve with the temperature $`T`$ as

$`\rho `$ $`=`$ $`\sigma T^{\frac{\gamma }{\gamma 1}}`$ (14)
$`s`$ $`=`$ $`\gamma \sigma T^{\frac{1}{\gamma 1}},`$ (15)
where the temperature is given by the usual relation $`T^1=(s/\rho )_V`$. Here $`\sigma `$ is a dimensionful constant which in the particular case of radiation ($`\gamma =4/3`$) is just the Stefan-Boltzmann constant. Using Eqs. (14) and (15) we easily find that for a stiff perfect fluid ($`\gamma =2`$) the entropy density $`s`$ can be expressed in terms of the energy density as

$`s=2\sqrt{\sigma \rho }.`$ (16)
It is important to stress here that $`\sigma `$ is a parameter that gives the entropy content of, and thus the number of degrees of freedom that we associate with, the effective perfect fluid. In principle it could be computed provided a microscopical description of the fluid is available. However in the case at hand, the stiff perfect fluid is just an effective description of the classical dilaton field in the Kasner regime. Since the evolution in the DDI phase is adiabatic, $`\sigma `$ can be seen as a phenomenological parameter that measures the amount of entropy generated during the intermediate region where the dilaton field should be described by an imperfect effective fluid. This effective description of the dilaton condensate, and the entropy generated, would then depend on a number of phenomenological parameters.

We can now give an expression for the total entropy inside a Hubble volume at the beginning of DDI in terms of the initial data. The energy density carried by the dilaton field in the Kasner epoch is given by

$$\rho (t)=\frac{\dot{\varphi }^2}{4\mathrm{}_{Pl}^2}=\frac{\beta ^2}{4\mathrm{}_{Pl}^2t^2},$$

where $`\beta `$ is the source function for the dilaton defined in Eq. (5). From here we get the entropy density by applying Eq. (14). Thus, the total entropy inside a Hubble volume at the beginning of the Kasner regime can be written in terms of the Kasner exponents and the source function for the dilaton as

$$S_H(t_K)=\frac{t_K^2}{\mathrm{}_{Pl}^2}\sqrt{\sigma \mathrm{}_{Pl}^2}\frac{|\beta |}{\alpha _1\alpha _2\alpha _3}$$

Now we can write $`t_K=\eta \sqrt{L_1L_2}`$ with $`0<\eta \stackrel{<}{}1`$, so finally we arrive at

$$S_H(t_K)=\left[\eta ^2\sqrt{\sigma \mathrm{}_{Pl}^2}\frac{|\beta |}{\alpha _1\alpha _2\alpha _3}\right]\frac{L_1L_2}{\mathrm{}_{Pl}^2}\kappa \frac{L_1L_2}{\mathrm{}_{Pl}^2}.$$

It is interesting to notice that this scaling for the entropy in the Hubble volume at the beginning of DDI can be also retrieved by considering a particular example when, as a result of the wave collision, a space-time locally isometric to that of a Schwarzschild black hole is produced in the interaction region. In that case the focal lengths of the incoming waves are related with the mass of the black hole by $`M=\sqrt{L_1L_2}/\mathrm{}_{Pl}^2`$ (see for example ). Now we can write the Bekenstein-Hawking entropy of the black hole $`S=4\pi \mathrm{}_{Pl}^2M^2`$ in terms of the focal lengths of the incoming waves as $`S=4\pi L_1L_2/\mathrm{}_{Pl}^2`$. This analogy is further supported by the fact that the temperature of the created quantum particles in both the black hole and the colliding wave space-time scales like $`T1/M`$ and $`T1/\sqrt{L_1L_2}`$ respectively , as well as by the similarities between the thermodynamics of black holes and stiff fluids . It is important to notice that this scaling of the temperature of the created particles with the focal lengths implies that, whenever enough inflation occurs, the contribution of these particles to the total entropy is negligible.

One may have thought, in principle, that it is possible to avoid the entropy production before the DDI by just taking a solution in the interaction region for which the evolution is globally adiabatic. The simplest possibility for such a solution would be a Bianchi I metric for which the Kasner regime extends all the way back to the null boundaries. This, however, should be immediatly discarded due to the constraints posed by the boundary conditions in the colliding wave problem . Or, put in terms of the null data, it is not possible to choose the initial data on the null boundaries in such a way that the metric is globally of Bianchi I type in the whole interaction region and at the same time $`𝒞^1`$ and piecewise $`𝒞^2`$ across the boundary.

Before closing this Section we briefly discuss whether the entropy produced before the DDI phase complies with different cosmological entropy bounds. To study Bekenstein’s entropy bound  it is convenient to define the function  ($`\mathrm{}=c=1`$)

$`f{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{s}{\rho R}}1,`$ (17)
where $`R`$, the effective radius of the system, can be defined following Refs.  as the maximal extension of the particle horizon in the three spatial directions. If we concentrate our attention on the region near the end of inflation $`tt_f`$ where we are in the Kasner regime it is easy to see that the particle horizon is largest in the direction with the smallest Kasner exponent $`\alpha _{\mathrm{min}}`$. Then, the function $`f^{(P)}`$ scales with time as (the superscript indicates that we are using the particle horizon to define the size of the system)

$`f^{(P)}(t)\left({\displaystyle \frac{t}{t_K}}\right)^{1\alpha _{\mathrm{min}}}.`$ (18)
This is of course expressed in the Einstein frame. As it turns out, evaluating Bekenstein bound in the string frame just comes down to substituting Einstein frame quantities by string frame quantities in the above equation.

Looking at Eq. (18) we see that, since $`1\alpha _{\mathrm{min}}>0`$ the function $`f^{(P)}(t)`$ goes to zero as $`t`$ approaches the singularity. Actually, the value of this function at the end of DDI scales with the number of $`e`$-foldings in the direction of $`\alpha _{\mathrm{min}}`$ as $`f^{(P)}(t_f)Z_{\mathrm{min}}^1`$. Therefore Bekenstein bound is well satisfied near the curvature singularity. On the other hand, if we were to evaluate the function $`f^{(P)}`$ at earlier times a detailed analysis of the intermediate region where entropy is produced would be needed.

In the cosmological version of Bekenstein entropy bound the size of the system is determined by the particle horizon. However, one could use instead the event horizon which is proportional to the Hubble radius. In the Kasner regime the Hubble radius in the $`j`$-th direction is given by

$$|H_j(t)|^1\left|\frac{a_j(t)}{\dot{a}_j(t)}\right|=\frac{t}{\alpha _j}$$

so by taking $`R`$ in (17) to be $`R=\mathrm{Max}[|H_1|^1,|H_2|^1,|H_3|^1]`$ we are led again to select the direction with the smallest $`\alpha _j`$ (recall that for inflationary models $`0<\alpha _j<1`$). Evaluating the function $`f^{(H)}(t)`$ we find that it is constant for the whole Kasner epoch and solely determined by the initial conditions

$`f^{(H)}(t){\displaystyle \frac{2\sqrt{\sigma \mathrm{}_{Pl}^2}}{\pi |\beta |}}\alpha _{\mathrm{min}}`$ (19)
where by $``$ we mean that we are dropping the multiplicative constant of order one relating the event horizon with the Hubble radius. The condition $`f^{(H)}1`$ corresponds then to the entropy bound proposed by Veneziano (see  and references therein). This bound will be satisfied depending on the value of the dimensionless quantity $`\sigma \mathrm{}_{Pl}^2`$ that, as discussed above, measures the total amount of entropy generated during the intermediate regime. The corresponding function in string frame, $`\stackrel{~}{f}^{(H)}`$, is also constant and can be obtained by substituting the constants on the right hand side of (19) by their string frame counterparts.

We therefore see from (19) that the Hubble entropy bound will be satisfied depending on initial conditions and the thermodynamics of the intermediate region.

It is interesting to notice that, since the Hubble radius is a “local” quantity which only depends on the expansion/contraction rate at a given instant, the function $`f^{(H)}(t)`$ contains no information about the history of the universe beyond the one encoded in the value of $`\sigma \mathrm{}_{Pl}^2`$. In particular, there is no dependence on what happened before the universe entered the Kasner regime between the times $`t_i`$ and the time $`t_K`$ . This contrasts with $`f^{(P)}(t)`$ which, due to the nonlocal character of the particle horizon, encodes even in the Kasner regime information about the pre-Kasner epoch. Furthermore, one should not be surprised that Veneziano’s bound is time-independent in this example. By using the event horizon one is basically assigning a black hole (maximum) entropy to the solution which in the case of the stiff fluid coincides with that of the black hole anyway (cf. ).

## 4 Discussion

In this Letter we have investigated some phenomenological aspects of the picture for PBB cosmology proposed in Ref. . In particular, we have focused our attention on two special aspects of the model: the conditions for successful inflation and the entropy generation.

As to the requirement of successful inflation we have found that in order to meet the necessary number of $`e`$-foldings to solve the homogeneity and flatness problems the focal lengths of the incoming waves have to be exponentially large with respect to the string scale. Actually it is interesting that the bound on the product $`L_1L_2`$ is independent of the physical mechanism terminating inflation, $`\alpha ^{}`$ corrections or strong coupling effects. This provides quite a natural picture where the waves might be seen as small perturbations on a flat space-time producing upon collision the PBB bubbles. One of the alleged “fine-tunings” of the BDV picture was the necessity of starting with very large black holes in order to produce sufficient inflation during the PBB phase. In our picture, this requirement is translated into a rather “natural” condition of having extremely weak incoming waves.

With respect to the production of entropy we have seen, that entropy is generated dynamically as the result of the nonlinear interaction of the incoming waves. Thus, the following picture emerges. As argued in  the universe starts as a bath of gravitational and dilatonic plane waves with zero total (matter+gravitational) entropy. The waves eventually interact and, before producing a singularity, the universe passes through a stage of nonadiabatic evolution where entropy is created (Fig. 1). The process of entropy generation ends when the universe enters the regime of adiabatic (perfect fluid) evolution. This happens at the onset of the Kasner phase or earlier, depending whether velocities dominate over spatial gradients at or before entering the Kasner regime. We have also seen that the total entropy inside a Hubble volume at the beginning of DDI is related to the focal lengths of the incoming waves by $`S=\kappa L_1L_2/\mathrm{}_{Pl}^2`$, with $`\kappa `$ a numerical constant depending on the initial conditions of the collision and the thermodynamics of the effective imperfect fluid describing the dilaton condensate in the nonadiabatic intermediate regime.

An immediate question to be asked is whether the analytical relation between the initial data and the structure of the singularity  in this scenario allows a quantitative evaluation of the entropy produced. This, unfortunately, cannot be done since any analysis of this type would require some input about the thermodynamical properties of the effective fluid in the whole interaction region. This is easy to understand on physical grounds, since the initial data only determines the dynamics of the background fields (the metric and the dilaton in this case), but not the thermodynamics of the dilaton condensate. In order to specify from first principles the phenomenological parameters required for the description of the fluid in the nonadiabatic regime (which would determine the amount of entropy generated and therefore the value of $`\sigma \mathrm{}_{Pl}^2`$) one would need to invoke a microscopical description of the matter content. This situation is analog to the case of standard FRW cosmology, where the gravitational dynamics of a radiation dominated universe does not determine the value of the Stefan-Boltzmann constant.

We have checked that the Bekenstein entropy bound is satisfied close to the singularity and can only be violated at earlier times. However, the conditions favourable for a long lasting inflation seem to comply with the Bekenstein entropy bound. On the other hand we have seen that the Hubble entropy bound will be satisfied depending on the value of the Kasner exponents (and as a consequence on the initial data on the null boundaries) as well as on the amount of entropy generated during the intermediate regime.

To close, the results of our analysis suggest a picture in which some collisions occur within a primordial “cold” bath of weak gravi-dilatonic waves. Before entering into the DDI stage the universe undergoes a nonadiabatic transient epoch where entropy is produced. If the waves are weak enough (as one would expect if they result from small fluctuations of the backgrond) the resulting PBB bubble can become the seed of a FRW universe of the kind we see at present. In order to study the scenario analytically we have confined the initial data to strictly plane incoming waves. Nonetheless, it would be great to understand the problem in terms of more general $`pp`$ waves which have finite tranverse size. Note, however, that unlike plane waves, $`pp`$ waves do polarise the vacuum, and assigning initial zero entropy to those would be somehow less natural.

## Acknowlegements

It is a pleasure to thank Jacob Bekenstein, Enric Verdaguer and especially Gabriele Veneziano for useful discussions and correspondence. A.F. has been supported by University of the Basque Country Grant UPV 122.310-EB150/98, General University Research Grant UPV172. 310-G02/99 and Spanish Science Ministry Grant PB96-0250. K.E.K. acknowledges the support of the Swiss National Science Foundation. The work of M.A.V.-M. has been supported by FOM (Fundamenteel Onderzoek van der Materie) Foundation and by University of the Basque Country Grants UPV 063.310-EB187/98 and UPV 172.310-G02/99, and Spanish Science Ministry Grant AEN99-0315. K.E.K. and M.A.V.-M. wish to thank the Department of Theoretical Physics of The University of the Basque Country for hospitality. M.A.V.-M. also thanks CERN Theory Division for hospitality during the final stages of this work.


text:
# Temporal Evolution of X-ray Lags in Cygnus X-1

## 1 Introduction

Galactic black hole candidates (BHC) are predominantly found in two generic states: the hard state, in which the X-ray spectrum is a Comptonization spectrum emerging from a hot electron cloud with a typical electron temperature of $``$150 keV (Dove et al., 1997; Poutanen, 1998), and the soft state, in which the X-ray spectrum is thermal with a characteristic temperature of $`kT_{\mathrm{BB}}1`$ keV to which a steep power-law is added (Cui et al., 1997a; Gierliński et al., 1999, and references therein). Transitions between these states have been seen in all persistent galactic BHC, with the exception of LMC~X-1. Optically thick radio emission is observed during the hard state, during transitions between the hard and the soft states the radio emission tends to be optically thin and more highly variable. Finally, during the soft state, galactic black hole candidates tend to be radio quiet (see, e.g., Fender, 2000, for a review). Although the phenomenology of the states is rather well understood, the accretion geometry in these sources is still a matter of debate. Most current models for the hard state posit an accretion disk corona with a large covering factor that Comptonizes most of the accretion disk radiation (Poutanen, 1998, and references therein). Its physical size is also assumed to be rather large. On the other hand, the corona is assumed to have almost vanished during the soft state, where the X-ray luminosity is dominated by thermal radiation (Gierliński et al., 1999).

In recent years, several attempts have been made to use X-ray timing methods to constrain these models. In addition to the power spectrum analysis (Belloni & Hasinger, 1990; Gilfanov et al., 1999), higher order statistics like the frequency-dependent coherence function and time lags have proven to be useful in evaluating physical accretion models (Hua et al., 1999; Nowak et al., 1999a) by providing combined spectral and temporal information. For example, the maximum expected time delay between hard and soft photons is roughly the size of the Comptonizing medium divided by the slowest propagation speed of a disturbance, while the minimum time lag is roughly the photon diffusion time through the corona (Nowak et al., 1999b).

The canonical BHC, Cygnus X-1, stays predominantly in the hard state, but occasionally transits into the soft state for a few months (Gierliński et al., 1999; Cui et al., 1997a, b, see also Fig. 3). The apparent decrease of the X-ray lags during the 1996 state transitions was considered evidence that the size of the accretion region during the soft state is smaller than during the hard state (Cui et al., 1997b). First comparisons of transition and soft state lags to hard state lags, however, indicated that the physical interpretation has to be more complex (Cui, 1999).

In addition to the state transitions, quasi-regular variations on a $``$150 d timescale are observed in the X-ray spectral shape and soft X-ray flux as well as in other wavelength bands (Pooley et al., 1999; Brocksopp et al., 1999). In 1998 we initiated a monitoring campaign with the Rossi X-ray Timing Explorer (RXTE) to systematically study the multi-wavelength long term variation of Cyg X-1 over a period of several years. During 1998, weekly pointings of $``$3 ks duration were performed. In later years, longer exposure times (but larger sampling intervals) were used (Pottschmidt et al., 2000). In this Letter we present results of the first year of the campaign, focusing on the X-ray time lags. We describe our data analysis methods (Section 2) and compare the temporal behavior of Cyg X-1 during 1998 with that seen during 1996 (Section 3). Specifically, we show that large X-ray lags appear to be associated with *transitions* between the soft and hard state, but *not* with the state itself. In Section 4 we discuss implications for the accretion models in galactic black hole candidates.

## 2 Observations and Data Analysis

The RXTE data presented here were obtained with the Proportional Counter Array (PCA; Jahoda et al., 1997) and with the All Sky Monitor (ASM; Remillard & Levine, 1997). We used the standard RXTE data analysis software, ftools 4.2. A log of the observations is presented in Table 1 which is available in electronic form only from the Centre de Donées Stellaires (CDS). The data were reduced using the procedures described in detail in our analysis of the RXTE observations of GX~339$-$4 (Wilms et al., 1999). Intervals with large background flux were removed after visually inspecting the “electron ratio”. As a result of the data screening, $``$2 ks of usable data were left for each of the 3 ks monitoring observations. We then extracted lightcurves with a resolution of 16 ms for three energy bands ($``$4 keV, $``$8–13 keV, and 18.3–72.9 keV)111Since the PCA data modes used to obtain the 1996 data differ from those used in 1998, it was impossible to use identical energy bands for all observations. The bands used to compare the 1996 data to the 1998 data were the closest matches possible (the highest energy band is unavailable for some of the 1996 soft state data). The detailed bands are given in Tab. 1 available from the CDS.. The computation of the time lags for these energy bands follows Nowak & Vaughan (1996) and Nowak et al. (1999a).

According to our previous experience, the methods used to compute the uncertainty of the time lag spectrum are applicable over a large range of source fluxes and exposure times. Since most of the 1998 observations were quite short, however, we independently verified the determination of the lag in these cases by comparing them to much longer observations. As an example, Fig. 1 displays the time lag spectra for two RXTE observations spaced by 1.25 years. Taking the much larger uncertainty from the short observation into account, the overall agreement is excellent. To further increase the signal to noise ratio in the lag determination we rebinned the X-ray lag spectrum into five frequency bands.

## 3 Temporal Evolution of the Lag

In Fig. 2 we display the evolution of the average time lag for three representative frequency bands and the RXTE ASM count rate. The Figure shows that a clear long term variability of the lags is present during 1998. For frequencies above $``$1 Hz, the mean lag is significantly *larger* during the interval in 1998 July that is characterized by a larger ASM count rate. At lower frequencies the fractional change of the lag decreases (Fig. 2). This tendency is a consequence of the temporal evolution of the shape of the lag spectrum as characterized by its rough $`f^\alpha `$ proportionality: During 1998 July, $`\alpha `$$``$0.6, compared to its usual value of $`\alpha `$$``$0.7 (Nowak et al., 1999a).

Compared to the hard state, intervals like 1998 July show an increased disk contribution to the X-ray spectrum (Zdziarski et al., 1999; Gilfanov et al., 1999) and have often been associated with “failed state transitions”. One would expect the lag behavior to show the same tendency as during a successful state transition. At first glance, the 1996 data presented by Cui et al. (1997b) suggest that we should expect the 1998 July lags to *decrease* during this interval. This contradicts our results (Fig. 2). We therefore went back to the 1996 soft state data and applied the same analysis as for the 1998 data. We also computed X-ray lags for two observations performed after the 1996 soft state, one in 1996 October (Dove et al., 1998; Nowak et al., 1999a), as well as the one in 1996 December (Focke, 1998). Fig. 3 shows the absolute values of the average lag between $``$4 keV and $``$8–13 keV for 1996 and 1998. The lags are indeed longer during the state transitions than they are in the soft state, however, during the soft state itself, the absolute value of the X-ray lag equals that of the hard state. In fact, the frequency dependence of the lag is very similar for the soft and hard state (Fig. 4b). Previous analyses of two hard state observations already suggested that the soft and hard state lags might not be so different as previously thought (Cui, 1999). Our numerous hard state monitoring observations now clearly indicate that *the X-ray lag spectrum of Cyg X-1 is rather independent of the spectral state*. The *enhanced lags are then associated with transition or failed transition intervals*, and not with the state of the source itself.

## 4 Discussion and Conclusions

In Fig. 4a we display examples for the whole range of lag spectra present in this analysis. Taking the shape of the typical hard state lag spectrum as a baseline, the lag is significantly longer during the 1998 July failed state transition. The frequency range from 1 to 10 Hz exhibits these changes most prominently. During the hard to soft transition in 1996 May, the lag is longer by almost a factor 10 at 6 Hz. As already shown in section 3, these results indicate that the magnitude and shape of the X-ray lag spectrum in Cyg X-1 is related to the state transitions.

Previous models for the generation of the X-ray lags assumed more or less static media to produce the X-ray lag by scattering of seed photons in a Comptonizing medium. The size of the region required to produce the observed lags in such a model is large ($``$300 gravitational radii; Nowak et al., 1999b). Such a large size simplifies models in which the soft state Compton corona is much smaller than the hard state corona, as had been initially inferred from the 1996 soft state lags and spectral shape. Indirect evidence for the change of the size of the X-ray emitting corona has also been presented by Zdziarski et al. (1999), Gilfanov et al. (1999), and commented on by di Matteo & Psaltis (1999), with the latter authors suggesting an upper limit for the hard state coronal radius of $``$30 gravitational radii. Zdziarski et al. (1998) suggested that in the hard state of GX 339$``$4 there is a correlation between the X-ray power law photon index and the fraction of this power law that is reflected by cold material. Specifically, they suggested that softer power laws implied greater reflection, which implies smaller coronae in certain models. Within the hard state, softer power laws are associated with higher luminosities, implying again that the corona is shrinking as the source goes from the hard to the soft state. Our data clearly show that the soft and hard state lag spectra are very similar. This makes the geometrical interpretation of the lags in terms of Comptonization models alone difficult. We therefore need to look for other models to explain the observed lags. In the following we present a qualitative picture, based on recent observational results. Note, however, that a detailed theoretical model is beyond the scope of this Letter.

In recent years, evidence has emerged that the state transitions are not solely an X-ray phenomenon. Studies of Cyg X-1 and GX 339$``$4 have revealed that in the hard state the X-ray and radio behavior is correlated (Brocksopp et al., 1999; Corbel et al., 2000). In GX 339$``$4, there is strong evidence that the source is radio quiet during the soft state (Fender et al., 1999). At least in one case, optically thin radio flares accompanied the state transition. In Cyg X-1, no radio data are available for the soft state. The end of the 1996 soft state as well as the 1998 July “failed state transition”, however, coincided with radio flares (Zhang et al., 1997; Brocksopp et al., 1999). Such flaring events are typically associated with the ejection of a synchrotron emitting cloud from the central, X-ray emitting region (Corbel et al., 2000; Fender et al., 1999).

We suggest that the scattering of primary X-rays in ejected material may be responsible for the enhanced transition X-ray time lags in Cyg X-1: In the hard state, a stable, presumably partially collimated, radio emitting outflow (“jet”) exists, while the soft state shows no outflow (Brocksopp et al., 1999). During the formation and (failed) destruction of the jet, when radio flaring is observed, outflows that are uncollimated and much larger than those of the hard state might be present. Assuming that the hard state lag spectrum is produced in the accretion disk (which still poses a problem for most models; Nowak et al., 1999b) and that the rather weak hard state jet does not significantly affect these intrinsic lags, the prolonged lags during the transitions could be produced in these large ejected outflows. Additional scattering might also be responsible for the reduced X-ray coherence that was reported by Cui et al. (1997b) for the 1996 state transitions. Such a model wherein a fraction of the observed lags is created near the base of a radio emitting jet or wind has been previously suggested in analogy to blazar jet emission models (van Paradijs 1999, priv. comm., see also Fender et al., 1999). The state change following the flaring/ejection could then lead to a new accretion disk configuration with different X-ray spectral emission characteristics, different power spectra, but similar inherent lag spectrum.

###### Acknowledgements.

This work has been financed by DFG grant Sta 173/22, by NASA grants NAG5-3072, NAG5-3225, and NAG5-7265, and by a travel grant from the DAAD. We are indebted to the RXTE schedulers, most notably E. Smith, for making such a long monitoring campaign feasible. We thank C. Brocksopp, R. Fender, P. Kretschmar, I. Kreykenbohm, and W. Cui, the referee, for helpful comments.