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# Statistics of soliton-bearing systems with additive noise.

## Abstract

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally non-Gaussian) which are beyond perturbation theory. Our method is a further development of the instanton formalism (method of optimal fluctuation) based on a saddle-point approximation in the path integral. We first solve a fundamental problem of soliton statistics governing by noisy Nonlinear Schrödinger Equation (NSE). We then apply our method to optical soliton transmission systems using signal control elements (filters, amplitude and phase modulators).

Spatially or temporally coherent nonlinear structures (soliton, vortex, breather, domain wall, spiral chemical wave, collapsing cavern and many others) play an important role in the dynamics and statistics of nonlinear systems. During the past few decades soliton models have arisen in fields as diverse as hydrodynamics, plasmas, nonlinear optics, molecular biology, solid state physics, field theory, and astrophysics. Presumably the most impressive practical implementation of the fundamental soliton concept has been achieved in fiber optics, where soliton pulses are used as the information carriers to transmit digital signal at high bit rates over long distances (see e.g. ). In long-haul fiber optic communication systems, the limitations on the bit rate and error-free transmission distance are set mainly by the spontaneous emission noise added by in-line optical amplifiers. Existing and future optical transmission systems can show no measured errors over long time intervals, that makes a direct modeling of the bit error rate (that must be less than $`10^9`$) almost impractical. An important role is then played by theoretical methods to evaluate system performance. Even though the noise is weak comparatively to the soliton signal, in general one cannot use perturbation approach to obtain the error probability because errors occur when soliton amplitude or position change substantially due to noise accumulation. Though dynamical deterministic properties of many nonlinear systems have been intensively studied during last decades, much less is known about statistics of such systems. Typically, consideration of statistical properties is limited by assumption of the Gaussian statistics and calculations of the variances (note, however, works  where non-Gaussian corrections due to soliton interaction have been analyzed). Difficulties in studies of non-Gaussian statistics in nonlinear systems in particular are caused by lack of appropriate mathematical methods. In this Letter we present a consistent method to derive the probability density function in soliton-bearing systems with an additive noise. Our approach here is a modification and further development of a formalism to calculate the “probabilities of improbable events”. The method is based on finding an optimal fluctuation that provides for a maximum of probability under given conditions, technically it is a saddle-point approximation in the path integral for probability. As a specific example, we apply our general scheme to the calculation of an error probability in fiber-optic soliton transmission.

We start from the NSE with an additive noise

$`i_t\mathrm{\Psi }=_x^2\mathrm{\Psi }+2|\mathrm{\Psi }|^2\mathrm{\Psi }+\xi .`$ (1)
Here $`\xi `$ is white noise with the correlation function $`\xi (t_1,x_1)\xi ^{}(t_2,x_2)=D\delta (t_1t_2)\delta (x_1x_2)`$, where $`D`$ is the noise intensity. The equation (1) describes transmission of the signal along the fiber line, then $`t`$ is the propagation distance and $`x`$ is time.

In this Letter, we focus on the problem of a single soliton distortion by the noise. We assume the ideal soliton signal $`\mathrm{\Psi }(0,x)=\mathrm{cosh}^1x`$ at $`t=0`$ and examine the probability distribution of different distortions of the signal at a finite $`t=T>0`$. Another important problem is to find the probability to detect “one” at a finite distance $`T`$ provided there was no soliton at $`t=0`$. Solutions to these problems are obtained below by analyzing the noise-induced fluctuations of $`\mathrm{\Psi }`$ around the ideal soliton form $`\mathrm{cosh}^1x`$. We assume that in the soliton units the distance $`T`$ is large $`T1`$ while the noise power is small $`D1`$. More precise condition on $`D`$ will be formulated below. To find the probability to lose digital optical signal coded by soliton (elementary “one”) at $`t=T`$, one should define a particular measuring procedure that is to specify a receiver. For example, the presence of the signal at $`t=T`$ can be established using the value of the integral $`_l^ldx\mathrm{\Psi }^{}(T,x)\mathrm{\Psi }(T,x)`$. If the window $`l`$ is large enough then the integral is close to $`2`$ for the soliton $`\mathrm{cosh}^1x`$. Errors are caused by the events with the value of the integral essentially smaller than $`2`$. Such rare events are described by the tails of the probability density function (PDF). The focus of our paper is to develop a regular method to calculate such (generally non-Gaussian) tails of the PDF. In optical applications there are two leading processes which can result in these significant (but rare) deviations of the measured energy from its mean value. The first process is diminishing of the soliton power, characterized by the energy integral $`Q=_{\mathrm{}}^{\mathrm{}}dx\mathrm{\Psi }^{}(T,x)\mathrm{\Psi }(T,x)/2`$, which is equal to unity for the ideal signal. The second process is a shift of the soliton position characterized by the integral $`Y=_{\mathrm{}}^{\mathrm{}}dxx\mathrm{\Psi }^{}(T,x)\mathrm{\Psi }(T,x)/(2Q)`$ that gives the location of the soliton “center of mass”. For the ideal signal, $`Y=0`$. It is clear that when the soliton almost leaves the detection window $`\{l,l\}`$, the integral $`_l^ldx\mathrm{\Psi }^{}\mathrm{\Psi }`$ one measures can substantially deviate from 2. Therefore below we will look for the joint probability distribution function $`𝒫(Q,Y)`$.

We parametrize our signal $`\mathrm{\Psi }`$ in the following way:

$`\mathrm{\Psi }=\eta \mathrm{exp}\left(i\beta x+i\alpha +i\tau \right)\left[\mathrm{cosh}^1(z)+v\right],`$ (2)
$`z=\eta (xy),\mathrm{d}\tau =\eta ^2\mathrm{d}t,`$ (3)
where $`\alpha ,\beta ,\eta ,y`$ are soliton parameters that may be arbitrary functions of time, and we defined the “internal time” $`\tau `$. The field $`v`$ describes the continuous spectrum of perturbations on the background of the soliton. An important observation is that at $`T1`$ the probabilities of large deviations are determined by fluctuations of the soliton parameters. This is because the discrete modes are localized on the soliton and the integral effect of a continued in time fluctuation can be significant. On the other hand, dynamics of the field $`v`$ spread its fluctuations over the whole space. We will show below that the influence of the continuous spectrum on statistics of the “soft” variables $`\alpha ,\beta ,\eta `$ and $`y`$ is neglibile in the limit $`DT^21`$. The soliton variables themselves are coupled dynamically in a strong way. We first restrict our consideration by the set $`\alpha ,\beta ,\eta `$ and $`y`$, then we will consider the continuous spectrum and establish conditions when it can be neglected.

Neglecting the continuous spectrum $`v`$ we get from (1)

$`_t\eta =\eta \zeta ,_t\beta =\zeta _1,_ty2\beta =\zeta _2.`$ (4)
plus an equation for the phase $`_t\alpha +y_t\beta +\beta ^2=\zeta _3`$. Here the new noises $`\zeta (t)\mathrm{}\zeta _3(t)`$ are some spatial integrals of $`\xi `$. These equations has been derived before, albeit without a careful definition of the statistics of the noises . To define the statistics, one needs proper regularization of the equations, that can be done by considering a limit of a finite correlated case $`\xi (t)\xi (0)=g(t)`$ with a symmetric function $`g`$. As a result, one may show (the details will be published elsewhere) that averaging over $`\xi `$ is equivalent to the Gaussian average over the new noises with zero cross correlations and the following dispersions:

$`\zeta (t)\zeta (0)=\delta (t)D/\eta ,\zeta _3(t)\zeta _3(0)=\delta (t)(12+\pi ^2)D/36\eta ,`$ (5)
$`\zeta _2(t)\zeta _2(0)=\delta (t)\pi ^2D/12\eta ^3,\zeta _1(t)\zeta _1(0)=\delta (t)D\eta /3.`$ (6)
It is interesting that there is a single nonzero average $`\zeta =D/2\eta `$ which means a systematic increase of the soliton amplitude due to the noise: $`\eta (T)=1+DT/2`$.

We are going to study phase-independent quantities so $`\alpha `$ variable can be neglected since it neither enters the equations for $`\eta `$, $`\beta `$, $`y`$ nor the noise correlators. We may now write $`𝒫(Q,Y)`$ as an average over the noise of the solutions of the equations (4) satisfying the boundary conditions $`\eta =1`$, $`y=\beta =0`$ at $`t=0`$ and $`\eta =Q`$, $`y=Y`$ at $`t=T`$. Instead of dealing with the equations, it is convenient to take the path integral over arbitrary functions $`\eta `$, $`\beta `$, $`y`$, taking the equations (4) into account by corresponding $`\delta `$-functions which can be rewritten as exponentials introducing auxiliar fields $`\mu ,\mu _1`$, $`\mu _2`$. Performing then averaging over the noise we come to the standard Martin-Siggia-Rose formalism:

$`𝒫(Q,Y)={\displaystyle 𝒟\beta 𝒟\eta 𝒟y𝒟\mu 𝒟\mu _1𝒟\mu _2\mathrm{exp}\left[_0^Tdt(t)\right]},`$ (7)
where the effective Lagrangian is as follows

$`=`$ $`2i[\mu _t\eta /\eta \mu D/2\mu _1_t\beta +\mu _2(_ty2\beta )]`$ (9)
$`D[12\mu ^2+(2\eta \mu _1)^2+(\pi \mu _2/\eta )^2]/(6\eta )`$
Here $`\mu (t),\mu _2(t)`$ are arbitrary functions on the interval $`(0,T)`$ while $`\mu _1(T)=0`$ since we do not fix a value of $`\beta `$ at the final moment. From now on we shall be interested in values $`|\eta 1|Dt`$ so we omit the term with the linear drift of $`\eta `$.

Since we are interested in the events with small probability, we calculate the path integral in the saddle-point approximation: $`\mathrm{ln}𝒫_{\mathrm{saddle}}dt`$. The applicability condition of the saddle-point approximation is $`DT1`$. The extrema conditions that determine the saddle-point trajectory (also called instanton or optimal fluctuation) can be found from (9). Because we are interested in $`t1`$ one can neglect the field $`\mu _2`$ in comparison with $`\mu _1`$ (as follows from the relation $`_t\mu _1\mu _2`$) imposing the corresponding condition $`_ty=0`$ at $`t=0`$. The resulting equations are

$`_t\eta =2iD\mu ,i_t\mu =D\eta \mu _1^2/3D\mu ^2/\eta ,`$ (10)
$`i_t^2y={\displaystyle \frac{4}{3}}D\eta \mu _1,_t^2\mu _1=0,`$ (11)
A solution of (10,11) is written via Bessel functions:

$`\eta =(Tt)\left[C_1J_{1/4}(\kappa )+C_2J_{1/4}(\kappa )\right]^2,`$ (12)
where $`\kappa =\lambda (Tt)^2/2`$ while the relation of the parameter $`\lambda `$ to $`Y`$ and $`Q`$ is found from the boundary conditions. The constants $`C_1`$ and $`C_2`$ can be expressed via $`\lambda `$, for instance, $`\sqrt{2}C_2=\mathrm{\Gamma }(3/4)\lambda ^{1/4}\sqrt{Q}`$. Other fields are easily found now from (10-12). We are interested here in $`\eta 1`$ (though $`1\eta `$ can be much larger than its rms value), then $`Y\lambda T^3`$. Therefore, considering a region $`YT`$ we get $`\lambda T^21`$. That procedure corresponds to taking only the first terms of the expansion of the Bessel functions in (12). Then we get a contribution which is of the second order over $`Y`$ (that is Gaussian as a direct result of the applied perturbation procedure with $`\lambda T^21`$):

$`\mathrm{ln}𝒫(T,Q,Y){\displaystyle \frac{2}{DT}}\left(\sqrt{Q}1\right)^2R(Q){\displaystyle \frac{9Y^2}{8DT^3}},`$ (13)
$`R(Q)=10(1+8\sqrt{Q}+Q)(6+3\sqrt{Q}+Q)^2.`$ (14)
This joint energy-timing PDF for the NSE is obtained for the first time. Remind that it is correct at $`YT`$ and $`DT^21`$ while $`DT^3`$ is arbitrary. The PDF is Gaussian with respect to timing and non-Gaussian with respect to energy. The most important feature of (13) is the consistent analytical confirmation of the empirically well-known fact that the dispersion of the timing $`4DT^3/9`$ is much larger than that of the energy ($`DT`$) so that the error rate of any receiver with an integration window $`lT`$ is determined by the timing jitter due to Gordon-Haus effect . Note that the probability of detecting “one” formed from noise (without any soliton initially present) is given by a similar instanton solution because an optimal way for a weak noise to create a large signal is to grow a soliton. Solving the saddle-point equations with the boundary conditions $`\eta (0)=0`$ and $`\eta (T)=\eta _f`$ we find the probability $`𝒫(\eta _f)\mathrm{exp}(2\eta _f/DT)`$ to observe the amplitude $`\eta _f`$. Our achievement here is factor $`2`$.

Next, we examine more sophisticated schemes of optical soliton transmission designed to suppress the timing jitter. Their general feature is that to compensate for the effect of a weak noise it is enough to modifies the system only slightly so that an analysis can be done as an extension of the above one.

We consider first the phase modulation which is described by the equation

$$i_t\mathrm{\Psi }=_x^2\mathrm{\Psi }+2|\mathrm{\Psi }|^2\mathrm{\Psi }+\xi ϵx^2\mathrm{\Psi },$$
(15)
where the term with $`ϵ`$ is regarded to be small. It produces an additional contribution to the Lagrangian $`_ϵ=4iϵ\mu _1y`$ to be added to (9). Varying the sum $`+_ϵ`$ we get the saddle-point equations

$`_ty=2\beta +iD{\displaystyle \frac{\pi ^2}{6\eta ^3}}\mu _2,_t\beta =2ϵy{\displaystyle \frac{2i}{3}}D\eta \mu _1,`$ (16)
$`_t\mu _1=2\mu _2,_t\mu _2=2ϵ\mu _1,`$ (17)
For $`\eta `$ and $`\mu `$ we get the same instantonic equations (10). Below, we will be interested in distances $`T1/\sqrt{ϵ}`$ when the additional term $`_ϵ`$ plays an important role.

One may show that the evolution of $`\eta `$ and $`\mu `$ is weakly influenced by other degrees of freedom if $`yϵ^{1/2}`$. Then we can develop a scheme similar to that in the basic case: We examine first the dynamics of $`\eta `$ and then the dynamics of $`y`$ on its background as a perturbation. Note that the physics is different now: The variable $`y`$ oscillates in a parabolic potential while the amplitude of the oscillations grows secularly with time. Solving the equations we get for $`T>ϵ^1`$:

$`\mathrm{ln}𝒫(T,Q,Y){\displaystyle \frac{2}{DT}}\left(\sqrt{Q}1\right)^2R_p(Q){\displaystyle \frac{3ϵY^2}{DT}},`$ (18)
with $`R_p(Q)=3(1+\sqrt{Q}+Q)^1`$. We see that for window $`l>ϵ^{1/2}`$ the fluctuations of both timing and amplitude contribute the error rate, that can be calculated using the (substantially non-Gaussian) PDF (18).

Let us discuss now the role of the continuous spectrum. First, it is coupled to the discrete degrees of freedom already in the linear approximation because of noise. Indeed, if we denote $`m`$ the field conjugated to $`v`$ (exactly in a way $`\mu `$ fields are conjugated to the discrete variables) then the terms proportional to $`Dm\mu `$ appear in the action. A straightforward linear analysis shows that $`m\mu `$ and those mixed terms can be neglected provided $`T1`$. The physical mechanism behind that is the frequency gap in the continuous spectrum which makes the mixing nonresonant. Second, the continuous spectrum influences the soliton parameters via nonlinear interaction. The most essential interaction is related to the terms in the Lagrangian containing $`\mu v^2`$. Note that the fluctuations of the continuous spectrum grow with time, this effect is related to the noise distributed over the whole space and is therefore insensitive to the presence of the soliton. Integrating over the continuous spectrum, we can find fluctuation corrections to the reduced Lagrangian associated with the nonlinear interaction. A relevant contribution to the Lagrangian is $`(DT)^2\mu ^2`$. It has to be compared with the bare term $`D\mu ^2`$. Thus we come to the conclusion that our scheme is valid if $`DT^21`$. Note that our analysis of the continuous spectrum is not sensitive to the presence of the (weak) parabolic potential (basically, because of the non-dissipative character of the phase control). Therefore the criteria $`T1`$ and $`DT^21`$ are the same for the phase modulation case.

The most elaborated control scheme that we consider in this Letter is when filters and amplitude modulators are inserted along the propagation line. This scheme is dissipative and it allows one to saturate completely the growth of the dispersions of both amplitude $`\eta `$ and timing $`y`$ with an obvious potential for an unlimited propagation or information storage . We analyze below finite fluctuations and discover a new (collapse) mechanism of the signal loss which restricts the propagation distance or storage time. The propagation equation in this case reads (see e.g. ):

$`i_t\mathrm{\Psi }=_x^2\mathrm{\Psi }+2|\mathrm{\Psi }|^2\mathrm{\Psi }+\xi iϵ_1\mathrm{\Psi }iϵ_2_x^2\mathrm{\Psi }+iϵ_3x^2\mathrm{\Psi },`$ (19)
where all $`ϵ`$’s are assumed to be small parameters. The $`ϵ_1`$-term describes an additional amplification necessary to compensate the losses due to filtering ($`ϵ_2`$-term) and amplitude modulation ($`ϵ_3`$-term). Without noise, one has a steady soliton with $`\beta =y=0`$ and an amplitude $`\eta _s`$ satisfying $`ϵ_1=ϵ_2\eta _s^2/3+ϵ_3\pi ^2/12\eta _s^2`$. It is linearly stable for $`4ϵ_2\eta _s^2>\pi ^2ϵ_3\eta _s^2`$, the condition is assumed to be satisfied as well as $`ϵ_3>2ϵ_2^2\eta _s^4/9`$ that provides for the stability of zero . The expression for the dispersions of the energy and timing has been derived before and can be found in . Here we describe some properties of the whole joint PDF including its time-dependent part responsible for a total loss of the signal. The additional terms produce an additional effect provided $`T1/ϵ`$, the inequality will be implied below.

An additional contribution to the reduced action

$`\stackrel{~}{}_ϵ=4iϵ_1\mu {\displaystyle \frac{4}{3}}iϵ_2\mu \eta ^24iϵ_2\mu \beta ^2`$ (20)
$`+{\displaystyle \frac{8i}{3}}ϵ_2\mu _1\eta ^2\beta 2iϵ_3\mu \left({\displaystyle \frac{\pi ^2}{6\eta ^2}}+2y^2\right){\displaystyle \frac{2\pi ^2}{3}}iϵ_3\mu _2y/\eta ^2`$ (21)
gives the following saddle-point equations

$`y_t=2\beta {\displaystyle \frac{\pi ^2ϵ_3y}{3\eta ^2}}+{\displaystyle \frac{iD\pi ^2\mu _2}{6\eta ^3}},\beta _t={\displaystyle \frac{4}{3}}ϵ_2\eta ^2\beta {\displaystyle \frac{2i}{3}}D\eta \mu _1,`$ (22)
$`{\displaystyle \frac{\eta _t}{\eta }}=2\left(ϵ_1{\displaystyle \frac{ϵ_2\eta ^2}{3}}ϵ_2\beta ^2\right)ϵ_3\left({\displaystyle \frac{\pi ^2}{6\eta ^2}}+2y^2\right)+{\displaystyle \frac{2iD\mu }{\eta }}.`$ (23)
This system is too complicated to solve it analytically yet the most important feature can be understood: If $`y(T)=Y`$ is sufficiently large then the amplitude $`\eta `$ collapses to zero in a finite time according to $`_t\eta ^2=ϵ_3\pi ^2/3`$. For $`𝒫(Q,Y)`$, that means that there is a critical value $`Y_{\mathrm{cr}}1`$ so that $`𝒫(Q,Y)`$ falls into $`\delta (Q)`$ if $`|Y|>Y_{\mathrm{cr}}`$. Of course, $`Y_{\mathrm{cr}}`$ is a complicated function of $`Q`$, $`ϵ_1`$, $`ϵ_2`$, $`ϵ_3`$, that can be found only numerically. Below we assume all epsilons to be of the same order: $`ϵ_1ϵ_2ϵ_3ϵ`$.

Let us examine the region of parameters $`|Y|<Y_{\mathrm{cr}}`$, $`Q1`$ that is $`y1`$ and $`1\eta 1`$. Then the life time of the corresponding instanton can be estimated as $`ϵ^1`$. Next, we come to estimates

$`\beta ϵ,D\mu _1ϵ^2,\mu \mu _2ϵ\mu _1.`$ (24)
So, we can conclude that at $`|Y|<Y_{\mathrm{cr}}`$ the stationary part of the PDF is as follows

$`\mathrm{ln}𝒫(Q,Y)={\displaystyle \frac{ϵ_1^3}{D}}F(ϵ_2/ϵ_1,ϵ_3/ϵ_1,Q,Y),`$ (25)
where $`F`$ is a dimensionless function of order unity that can be found only numerically by finding the extremum of $`_0^T\stackrel{~}{}𝑑t`$, which is, evidently, much simpler than a massive direct simulations of the noisy NSE. At $`T1/ϵ`$ the PDF decays fast in the region $`|Y|>Y_{\mathrm{cr}}`$, near the boundary one can estimate $`\mathrm{ln}𝒫(Q,Y)ϵ(YY_{\mathrm{cr}})^2/D`$. Thus the region $`Y>Y_{\mathrm{cr}}`$ practically doesn’t contribute to the probability of the signal lost.

The possibility of the collapse leads to the following interesting and practically important phenomenon. There is a finite probability per unit time for the amplitude to escape the stability region without returning. This probability can be found as a result of the competition of the returning terms in the equation for $`\eta `$ and the noise $`\zeta _1`$ which indirectly influences $`\eta `$ through pumping $`\beta `$ and $`y`$. The result is the linearly growing probability of the total loss of the signal

$`𝒫_{lost}=T\mathrm{exp}(F_{\mathrm{col}}),F_{\mathrm{col}}ϵ^3/D,`$ (26)
Thus we see that there is a limit time for keeping the information.

The analysis of the continuous spectrum in this case is slightly different due to dissipative character of the additional terms. Therefore a saturation of the amplitude is observed which of course is $`ϵ`$-dependent and tends to infinity when $`ϵ0`$. Estimation of the continuous spectrum fluctuations give a condition $`Dϵ^{1/2}`$ for the above scheme to be valid. Note that the conditions of practical applicability is more restrictive: $`Y^2D/ϵ_1ϵ_2ϵ_31`$ (otherwise the signal will be lost already at $`T1`$). Note that $`Dϵ^3`$ is also the applicability condition of the saddle-point approximation as is seen from (25).

In conclusion, we have developed a consistent mathematical method to derive the probability density functions in soliton-bearing systems with additive noise. The method is general and powerful enough to enable finding probabilities of large deviations in practical propagation schemes.

G.F. and V.L. thank I. Gabitov for helpful explanations.


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# Test Results on the Silicon Pixel Detector for the TTF-FEL Beam Trajectory Monitor

## 1 Introduction

It is a widespread opinion that the fourth generation synchrotron light source will be a X-ray free electron laser (FEL). It will consist of a single-pass FEL relying on the self-amplified spontaneous emission (SASE) mechanism  and deliver coherent radiation in the X-ray range with unprecedented brilliance. In such SASE FEL a tightly collimated electron beam of high charge density is sent through a long undulator. The SASE effect results from the interaction of the electron bunch with its own radiation field created by the undulation motion. This interaction can only take place if the electron and the photon beams overlap.

At the free electron laser of the TESLA Test Facility (TTF-FEL)  the electron beam position must be controlled to better than 10 $`\mu `$m over the entire 15 m long undulator. With the beam trajectory monitor (BTM)  the off-axis spontaneous undulator radiation is imaged through a set of pinholes of 80 $`\mu `$m diameter (see Fig. 1). In order to reduce the effect of diffraction, only the higher harmonics of the spontaneous undulator radiation will be used for BTM measurements. A 120 nm thick silver foil across each pinhole absorbs all low energy photons and restricts the spectral range of the detected radiation to energies above 100 eV. From a simulation using the expected undulator spectrum the Gaussian width of the photon spot at the position of the detector 0.5 m behind the pinholes is estimated to 30 $`\mu `$m. To achieve the required resolution of the BTM, the center of the photon spot will be measured with a precision of better than 1 $`\mu `$m using a high resolution silicon pixel detector. It delivers 12 points of the transverse beam position with an accuracy of better than 10 $`\mu `$m over a length of 5 m using a single setup. The performance of the silicon detector with respect to noise, spatial precision, radiation hardness and quantum efficiency is presented in this paper.

## 2 The Silicon Pixel Detector

A silicon pixel detector with an active area of 0.5 mm $`\times `$ 0.74 mm and a total of 24 channels was designed and fabricated at the MPI Halbleiterlabor. The sensitive area of the detector consists of two rows of each 12 active pixels as shown in Fig. 2. Each pixel anode is directly connected to an on-chip JFET for low noise read-out. The pixels are 250 $`\mu `$m wide, with heights varying from 25 $`\mu `$m (nearest to beam) to 100 $`\mu `$m to give roughly equidistant measuring points in the projection along the undulator axis. High quantum efficiency is achieved using a thin entrance window technology .

The concept of a backside illuminated $`pn`$-junction detector has been chosen, which shows not only a high quantum efficiency for the desired photon energies, but in addition an excellent spatial homogeneity. It consists of a fully depleted $`n`$-type bulk and a non structured $`p^+`$-rear contact, acting as radiation entrance window. At photon energies of about 150 eV the absorption length in silicon drops to 40 nm, which leads to signal loss in the almost field free, highly doped region underneath the $`p^+`$ contact. To reduce the width of this insensitive region the implantation of boron ions was done through a SiO2 layer, which has been removed afterwards. One achieves a shallow doping profile with the $`pn`$-junction placed at a depth of only 30 nm below the detector surface. Ionizing radiation which penetrates through the dead layer generates electron hole pairs in the sensitive volume of the detector. Applying a negative voltage of about 120 V to the rear contact totally depletes the detector and causes the signal electrons to drift towards the collecting $`n^+`$ pixel anodes (see Fig. 3).

The pixels are formed by $`n^+`$-implants and are isolated from each other by a 5 $`\mu `$m wide $`p^+`$ grid. Each pixel anode is connected to an amplifying JFET which is integrated on the detector chip, thus minimizing stray capacitances. The JFETs are operated as source followers with a given constant current of about 200 $`\mu `$A from source to drain. The collected signal charge is transferred to the gate and modulates the voltage drop across the JFET. A second JFET (Reset FET) allows to discharge the pixel anodes after each read-out cycle.

The 4 mm $`\times `$ 2.5 mm large detector chips are mounted onto a ceramic hybrid board. Each detector pixel is connected to one channel of the CAMEX64B  read-out chip. It provides signal amplification, base line subtraction, and multiplexed output. The digital steering chip TIMEX generates the necessary control signals. Signal integration times between 2 $`\mu `$s and the full TTF pulse length (800 $`\mu `$s) can be programmed.

## 3 Calibration and Noise Determination

An absolute energy calibration of each detector pixel is obtained using mono-energetic photons emitted from a 55Fe source at 5.90 keV (Mn Kα-line, 89.5%) and 6.49 keV (Mn Kβ-line, 10.5%). The X-ray photons enter the detector through the back entrance window on the side opposite to the anodes. Photons at an energy of 6 keV have an attenuation length of 30 $`\mu `$m in silicon and are therefore absorbed close to the surface of the detector chip. On average each photon at this energy produces about 1600 electron-hole pairs. The electrons drift to the anodes, where the charge is collected. During the drift time of 7 ns the lateral extent of the electron cloud increases to about 8 $`\mu `$m due to diffusion.

The detector is operated at room temperature and read out with a rate of 5 kHz. For the given activity of the source ($`10^6`$ Bq) and the integration time (15 $`\mu `$s) a photon is registered by the detector in 10% of the read-outs. The measured energy spectrum for one of the detector pixels is shown in Fig. 4.

It can be separated into three parts: The pedestal peak, which dominates the distribution, the signal peak, which consists of the Kα and Kβ components, and the region in between, which is caused by charge sharing between adjacent pixels. The energy scale, the noise and the diffusion width are determined with a simultaneous fit to the whole spectrum of Fig. 4 based on a model describing the two-dimensional pixel structure.

The location of the pedestal defines the zero-signal level for each pixel. The pedestal subtraction has already been applied to the data shown in Fig. 4. The difference between the signal and pedestal peak gives an energy calibration for each pixel. The resulting calibration constants differ by at most 10% for neighbouring left and right pixels. For a 30 $`\mu `$m photon spot this corresponds to an error in position reconstruction of at most 0.8 $`\mu `$m if the signal is not corrected according to the different calibration constants.

The Gaussian width of the pedestal peak is mainly caused by one source of noise, the leakage current. Using the calibration one calculates energy resolutions between 222 eV and 391 eV, which can be translated into an equivalent noise charge (ENC) between 60 and 106 electrons. The variation of the noise values are caused by the different pixel sizes which lead to variable leakage current and capacitance. Due to the dominant role of the leakage current the energy resolution strongly depends on integration time and temperature. Our measurements show that the noise grows proportionally to the square root of the integration time and decreases by a factor of two when cooling the detector by 16 K.

The number of events with charge division between pixels compared to the number of events with the photon signal fully recorded by one pixel is directly related to the geometry of the individual pixels and the diffusion width of the charge cloud. This is taken into account by the fit and leads to a Gaussian width of the charge cloud at the anode plane of about 8 $`\mu `$m, consistent with our estimations from diffusion.

The common mode noise is defined as the variation of the zero-signal level common to all pixels. For each event the median of the 24 pixel signals is taken as an estimate for the common mode value. It has been found that the common mode shows no systematic drift and varies only within its standard deviation of 30 electrons. Electronic cross talk is seen by the pedestal shift of a pixel adjacent to a pixel which registered one photon totally. The cross talk amounts to 3% of the full signal at most. This corresponds to a reduction in spatial resolution by 6% which is acceptable for our application.

## 4 Measurement of Spatial Accuracy using a Laser Light Spot

The spatial accuracy of the pixel detector is measured in a laser test stand  by projecting a laser line-focus onto the pixel structure. The light emitted by a pulsed laser diode ($`\lambda =670`$ nm) is focused using a micro-focus lens and then defocused in one plane using a cylindrical lens. This setup produces a straight line-focus of about 30 $`\mu `$m full width on the detector surface. The line-shaped light spot is oriented parallel to the separation line of the two pixel rows. Using a stepping device the light spot is moved across the two pixel rows with 0.068 $`\mu `$m per step to determine its left-right symmetry line.

In addition to the pedestal correction we subtract a constant signal offset proportional to the pixel size to correct for stray light falling onto the detector. For each pixel pair the relative difference between the signals of the right and the left pixel, $`\eta =\left(S_RS_L\right)/\left(S_R+S_L\right)`$, is calculated. The result is shown in Fig. 5 versus the position of the laser light spot. All 12 pixel pairs show the zero crossing of $`\eta `$ at the same laser position within $`\pm 1`$ $`\mu `$m.

The position of the zero crossing of $`\eta `$ can be extracted for each pixel pair from a straight line fit to the central data points. In Fig. 6 the resulting zero crossing is plotted versus the center position of the corresponding pixel pair. Obviously, the laser line-focus was tilted by about 1 mrad with respect to the center line of the pixel array. Fitting a straight line to the 12 data points gives us the location of the laser spot. The individual measurements scatter with a standard deviation of 0.37 $`\mu `$m around the reconstructed line.

For measurements very close to the zero crossing one expects a linear dependence of $`\eta `$ on the laser position. Fig. 7 shows the behaviour of the measured $`\eta `$ in this region. All 12 pixel pairs show the same dependence with the exception of different offsets. We observe a periodic oscillation of 0.5 $`\mu `$m length which is caused by the inaccuracy of the stepping device. As these oscillations are fully correlated one can correct for the effect and is left with a relative point-to-point resolution of approximately 0.1 $`\mu `$m.

## 5 Measurement of Spatial Accuracy using a Scanning Electron Microscope

The detector is installed into the focal plane of a scanning electron microscope (SEM). The SEM produces an electron beam with an energy of 10 keV focused to a spot smaller than 1 $`\mu `$m on the surface of the detector. The SEM beam current can be adjusted up to 100 $`\mu `$A at the filament cathode. It is significantly reduced by several apertures in the optical system, yielding currents below 1 pA at the beam focus. Secondary emitted electrons from the detector surface are collected and amplified by an open multiplier tube. Its signal is used to display a picture of the detector on a view screen. The detector hybrid is placed onto a copper plate to remove the heat produced by the read-out electronics. However, the temperature of the detector chips increases by about 15 K while the chamber is under vacuum.

The electron beam is scanned across the two pixel rows in parallel to their separation line. After each scanning line, the electron beam is displaced by a fixed amount. The detector read-out is synchronized to the scanning frequency of the SEM, so that data are taken after each scanned line. Measurements are made with 618 to 2252 lines per mm.

Analogous to the previous measurement the relative asymmetry $`\eta `$ between right and left pixels is calculated (see Fig. 8) and the zero crossings of $`\eta `$ are extracted. Fitting a straight line to the central data points gives again the zero crossings for the different pixel pairs. The results of three different scans are shown in Fig. 9. The scanning line of the electron beam was tilted with respect to the symmetry line of the pixel detector by 10 mrad. The standard deviation of the measured zero crossings from the reconstructed scanning line amounts to 0.47 $`\mu `$m. The reconstructed scanning lines from three different measurements show the same structure and are only shifted with respect to each other. One concludes that the deviations of the measured zero crossings from a straight line and therefore the limitation in spatial accuracy of the detector is due to a systematic effect. The reconstructed symmetry line cannot be directly compared to the laser measurement of Section 4, because the penetration depth of the electrons is much smaller than for laser light. Additionally, the detector chip was different from the one used in the laser test.

## 6 Sensitivity to Vacuum Ultraviolet Radiation

We measured the sensitivity of the detector to vacuum ultraviolet (VUV) at the synchrotron radiation facility HASYLAB. For this purpose the detector is illuminated with VUV radiation in the energy range between 50 eV and 1000 eV which is produced by a bending magnet of the electron storage ring DORIS. The hybrid containing the silicon pixel detector and its read-out electronics is placed into the vacuum chamber of a reflectometer, where ultra high vacuum ($`10^9`$ mbar) had to be established. The mono-energetic photon beam coming from the monochromator is focused onto the center of the pixel detector. The synchrotron light is pulsed with the 5 MHz bunch frequency of DORIS. The separation of 200 ns between two light pulses is much shorter than the integration time of the detector read-out. Therefore the pixel anodes are discharged at the beginning of each integration period which is extended over several synchrotron light pulses.

The silicon detector response was corrected to the photo-electron emission of one of the focusing mirrors and to a GaAs photo diode as a reference. Using the normalized signals, the quantum efficiency can be estimated from the measured absorption edges of the relevant elements. Detailed measurements were done at photon energies in the vicinity of the absorption edges of silicon (100 eV), oxygen (543 eV), and carbon (284 eV). For the parameterization of the absorption edges the compilation of photon absorption lengths for different elements in Ref.  is used. For simplicity we assume that a photon absorbed in the dead layer of the detector does not contribute to the signal and all other photons are fully registered. Using the measured heights of the absorption edges, this model gives the thicknesses of the photon absorbing layers. These are used to calculate the quantum efficiency in the whole spectral range from 50 eV to 1000 eV. The data points are normalized to this result and both are presented in Fig. 10.

The observed quantum efficiency is explained by the following effects: The electrical field of the detector diode does not extend up to the cathode plane, but leaves space for a dead layer with a thickness of the order of 30 nm, which has to be penetrated by the photons before they enter the sensitive region of the detector. A 50 nm thin passivation layer of silicon oxide on top of the back entrance window leads to further absorption of photons. From a detailed investigation of the silicon absorption edge one can see the effect of the covalent Si-O bond which results in a deviation from the absorption edge of pure silicon (see Fig. 11). The origin of an additional carbon contamination which leads to the appearance of the carbon absorption edge in Fig. 10 is not yet understood.

The quantum efficiency of the detector is larger than 20% for photons in the energy range above 100 eV which will be used by the BTM. Absolute measurements with a similar type of detector have been done using a reference diode with known quantum efficiency . The measured quantum efficiencies are comparable with our results, but did not show the problem of the carbon absorption edge.

## 7 Study of Radiation Hardness

In the BTM the silicon detector will be operated at a distance of only 5 mm from the electron beam of the TTF linac. It can suffer from radiation damages caused by a beam halo or by scraping a misaligned beam. One expects that the radiation damages of the silicon detectors are dominated by surface effects.

Placing the silicon detector inside an electron microscope not only allows to determine its spatial accuracy, but also gives the opportunity to study radiation hardness against surface damages. The detector side containing the pixel anodes and the amplifier JFETs should be more sensitive to surface damages than the back entrance window. Therefore we place the detector in such way that the electrons enter the detector opposite to the entrance window. One of the two pixel rows, including its JFETs, is irradiated using the 10 kV electron beam with beam currents of the order of several tens of pA. Irradiation takes place with all operating voltages on, including the bias voltage.

Before irradiation the detector had been calibrated using the 59.5 keV photons of an 241Am source. During the irradiation procedure, the beam scan is extended to all pixels and the detector is read out. This is done to determine the number of incident beam electrons from the measured signal of the undamaged pixels. From the mean energy loss of a 10 keV electron in silicon oxide (4.13 keV/$`\mu `$m) one can then calculate the radiation dose. Typical dose rates between 0.1 Gy/min and 10 Gy/min have been achieved with this method. The measurement of the beam current was cross checked using a faraday cup which delivered consistent results within 20%.

Several data sets are taken in between the irradiation steps to determine the change of signal height and noise level. For this purpose a LED is installed inside the electron microscope shining onto the back entrance window of the silicon detector. Fig. 12 gives the measured signal height versus the pixel number, starting from the small left pixels (1–4), going to the large pixels (12,13) and ending with the small right pixels (21–24). The irradiated pixels on the right side show a decreasing signal height with increasing radiation dose. Above radiation doses of about 300 Gy some of the irradiated pixels cease to deliver any signal at all.

In Fig. 13 the dependence of noise on the radiation dose is shown. One can clearly distinguish between the non-irradiated pixels and the irradiated ones. Whereas the first stayed at the same noise level the equivalent noise charge of the latter increased by a factor of three after a total radiation dose of 120 Gy.

Surface damages include both the creation of oxide charges in the passivation layer and the generation of inter-band energy levels at the interface between the silicon bulk and the oxide layer, the so-called interface states. The latter inject additional charges and therefore contribute to leakage current and noise. The oxide charges lead to a charge up of the SiO2 layer and therefore influence the operating voltages of the integrated JFETs. The signal loss with increasing radiation dose might be caused by a change of the operation point of the amplifying JFET which results in a lower gain. In addition to the amplifying JFET each pixel is connected to a reset JFET which allows discharging the pixel anode between detector read-outs. By recording the dependence of the amplified signal on the applied gate potential, we measured the gate potential which was necessary to close the reset FET. This voltage had to be increased from $`4`$ V to $`6`$ V after a irradiation of 120 Gy.

Further irradiations up to 0.8 kGy were performed, which caused the loss of signal in all irradiated pixels. Recovery of the pixels took place within one week (165 h). Then the total radiation dose was increased to 4 kGy. This time the detector could not recover within the following week. After an in-situ heating of the detector and the read-out electronics to 130 C for 30 minutes all pixels worked again. The effect can be explained by the removal of the oxide charges due to the heating process. Because the interface states cannot be removed by heating the noise stayed at a high level, a factor of two above the noise of the non-irradiated pixels.

## 8 Conclusions

Noise, spatial accuracy and quantum efficiency of the silicon pixel detector which will be used in the beam trajectory monitor at TTF-FEL were investigated. The measured noise values are in the specified range and are dominated by leakage current. The systematics of the position measurement was studied using a laser line-focus and a scanning electron microscope. The spatial accuracy is of the order of 0.4 $`\mu `$m, well below the required 1 $`\mu `$m for the operation within the beam trajectory monitor. The sensitivity to vacuum ultraviolet radiation has been measured in a synchrotron beam line. From the observed absorption edges a quantum efficiency above 20 % is estimated at photon energies used for the BTM. The detector can cope with radiation doses up to 100 Gy. At the position of the BTM in TTF a radiation dose of the order of 1 Gy per week is expected.

We are grateful to D. Vogt for giving us the opportunity to operate our detector inside an electron microscope. For his help during the measurements at HASYLAB we would like to thank M.-A. Schröder. We thank C. Coldewey, E. Fretwurst and M. Kuhnke for fruitful discussions about radiation hardness of silicon detectors.


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# Microlensing and the Physics of Stellar Atmospheres

## 1. Introduction

The physics of microlensing is simple. For most current applications, the principles of geometric optics combined with one relation (for the deflection angle) from General Relativity is all that is required. For observed Galactic microlensing events, the distances between source, lens and observer are large compared to intralens distances, so that small angle approximations are valid. Although it is possible that most lenses may be multiple, $``$90% of observed Galactic microlensing light curves can be modeled as being due to a single point lens. Usually, though not always (cf., Albrow et al. 2000), binary lenses can be considered static throughout the duration of the event.

The magnification gradient near caustics is large, producing a sharply peaked lensing “beam” that sweeps across the source due to the relative motion between the lens and the sight line to the source (Fig. 1). Furthermore, the combined magnification of the multiple microimages (which are too close to be resolved with current techniques) is a known function of source position that is always greater than unity, so that more flux is received from the source during the lensing event. The net result is a well-understood astrophysical tool that can simultaneously deliver high resolution and high magnification of tiny background sources. In Galactic microlensing, these sources are stars at distances of a few to a few tens of kiloparsecs.

The great potential of microlensing for the study of stellar polarization (Simmons, Willis, & Newsam 1995; Simmons, Newsam & Willis 1995; Newsam et al. 1998; Gray 2000), stellar spots (Heyrovský & Sasselov 2000; Bryce & Hendry 2000), and motion in circumstellar envelopes (Ignace & Hendry 1999) will not be treated here. Instead, the focus will be on how the composition of spherically-symmetric stellar atmospheres can be probed by microlensing.

## 2. Caustic Transits

The angular radius $`\theta _\mathrm{E}`$ of a typical Einstein ring is about two orders of magnitude larger than the size $`\theta _{}`$ of a typical Galactic source star (few $`\mu `$as), but the gradients in magnification that generate source resolution effects are appreciable only in regions near caustics. For a single point lens, the caustic is a single point coincident with the position of the lens on the sky that must directly transit the background source in order to create a sizable finite source effect. The probability of such a point transit is of order $`\rho \theta _{}/\theta _\mathrm{E}`$2%. The amount of resolving power will depend on the dimensionless impact parameter $`\beta `$, the distance of the source center from the point caustic in units of $`\theta _\mathrm{E}`$. The first clear point caustic transit was observed in event MACHO 95-BLG-30 (Alcock et al. 1997).

Lensing stellar binaries with mass ratios $`0.1<qm_2/m_1<1`$ and separations $`0.6<d\theta _{\mathrm{sep}}/\theta _\mathrm{E}<1.6`$ generate extended caustic structures that cover a sizable fraction of the Einstein ring (see, eg., Gould 2000). Since events generally are not alerted unless the source lies inside the Einstein ring, any alerted binary event with $`q`$ and $`d`$ in these ranges is highly likely to result in a caustic crossing. If the source crosses the caustic at a position at which the derivative of the caustic curve is discontinuous, it is said to have been transited by a cusp. For a given lensing binary, the probability of a cusp transit is of order $`\rho N_{\mathrm{cusps}}`$10%. Since $``$10% of all events are observed to be lensing stellar binaries, the total cusp-transit probability is $``$1%. To date, two cusp-crossing events have been observed, MACHO 97-BLG-28 (Albrow et al. 1999a) and MACHO 97-BLG-41 (Albrow et al. 2000). The remaining caustic crossing are transits of simple fold (line) caustics, which are observed in $`<`$10% of all events. Caustics thus present a non-negligible cross section to background stellar sources, with fold caustic transits being most likely by a factor of $``$5.

The largest effect of a caustic crossing over an extended source is a broadening and diminishment of the light curve peak at transit that depends on the finite size ($`\rho 0`$) of the source. If the angular size $`\theta _{}`$ of the source star can be estimated independently (eg., from color-surface brightness relations), then the time required for the source to travel its own radius, and thus its proper motion $`\mu `$ relative to the lens, can be determined from the light curve shape. Conversely, unless an independent method is available (see, Han 2000) to measure $`\mu `$ or $`\theta _\mathrm{E}`$, photometric microlensing cannot translate knowledge of the dimensional parameter $`\rho `$ into a measurement of source radius. What photometric or spectroscopic data alone can yield is a characterization of how the source profile differs from that of a uniform disk (Fig. 2). Microlensing has already yielded such information for stars as distant as the Galactic Bulge and Small Magellanic Cloud.

## 3. Recent Contributions of Microlensing to Stellar Physics

The potential to recover profiles of stellar atmospheres from microlensing has been recognized for several years (Bogdanov & Cherepashchuk 1995; Loeb & Sasselov 1995; Valls-Gabaud 1995), but made possible only recently, due to the improved photometry and especially temporal sampling now obtained for a large number of events by worldwide monitoring networks. For only a few stars, most of which are supergiants or very nearby, has limb darkening been observationally determined by any technique. Microlensing has the advantage that: (1) many types of stars can be studied, including those quite distant; (2) the probe is decoupled from the source; (3) the signal is amplified (not eclipsed); and (4) intensive observations need only occur over one night.

### 3.1. Limb Darkening

The first cusp crossing was observed in MACHO 97-BLG-28, and led to the first limb-darkening measurement of a Galactic Bulge star (Albrow et al 1999a). As the source crossed the caustic cusp, a characteristic anomalous bump was generated in the otherwise smooth light curve. First the leading limb, then the center, and finally the trailing limb of the stellar disk were differentially magnified (Fig. 1). Analysis of the light curve shape during the limb crossing allowed departures from a uniformly-bright stellar disk to be quantified (Fig. 2) and translated into a surface brightness profile in the $`V`$ and $`I`$ passbands. A two-parameter limb-darkened model provided a marginally better fit than a linear model. Spectra provided an independent typing of the source as a KIII giant. The stellar profile reconstructed from the microlensing light curve alone is in good agreement with those from stellar atmosphere models (van Hamme 1993; Claret, Diaz-Cordoves, & Gimenez 1995; Diaz-Cordoves, Claret, & Gimenez) for K giants fitted to the same two-parameter (square-root) law (Fig. 3).

This first microlensing measurement of limb darkening was encouraging, but constructing realistic error bars for the results proved awkward. In traditional parameterizations for limb-darkening the coefficients $`c_\lambda `$ and $`d_\lambda `$ defined by

$$I_\lambda (\theta )=I_\lambda (0)\left[1c_\lambda (1\mathrm{cos}\theta )d_\lambda (1\mathrm{cos}^n\theta )\right]\mathrm{where}n=0,1/2,2$$
(1)
are correlated not only with each another, but also with other parameters in the microlensing fit because they carry information about the total flux $`F`$ of the source. (Here $`\theta `$ is the angle between the normal to the stellar surface and the line of sight.) A different parameterization was therefore constructed for the analysis of fold caustic crossings (Albrow et al. 1999b),

$$I_\lambda (\theta )=I_\lambda \left[1\mathrm{\Gamma }_\lambda (1\frac{3}{2}\mathrm{cos}\theta )\right]\mathrm{where}I_\lambda \frac{F}{\pi \theta _{}^2},$$
(2)
which decouples the limb-darkening parameter $`\mathrm{\Gamma }_\lambda `$ from the source flux. To first order, $`c_\lambda =3\mathrm{\Gamma }_\lambda /(\mathrm{\Gamma }_\lambda +2)`$. This form was implemented in the analysis of the multiband data collected by five teams (Fig. 4) for the fold caustic crossing event MACHO 98-SMC-1 (Afonso et al. 2000). The source star was typed from spectra to be an A-dwarf in the Small Magellanic Cloud (and thus a radius $`\theta _{}=80`$ nanoarcsec!). As expected, limb darkening decreases with increasing wavelength and at given wavelength is smaller for a hot dwarf than a cool giant (Figs. 3 & 4). Unfortunately, no models of metal-poor A-dwarf stars were available for direct comparison with the 98-SMC-1 limb-darkening measurements.

A third microlensing limb-darkening measurement was made for the cool (4750 K) giant source star in the Galactic bulge event MACHO 97-BLG-41. This was a cusp-crossing event in which rotation of a binary lens was measured for the first time (Albrow et al. 2000, see also Menzies et al. 2000). The linear parameter $`\mathrm{\Gamma }_I=0.42\pm 0.09`$, corresponding to $`c_I=0.52\pm 0.10`$, determined from the light curve agreed well with that of $`c_I0.56`$ from atmospheric models (Claret et al. 1995) of stars of the appropriate temperature and gravity.

The photometric precision required to recover linear limb-darkening coefficients with 10% accuracy has been estimated recently by Rhie & Bennett (2000), and found to be about 1% (relative photometry). As inspection of the residuals in Fig. 2 clearly reveals, a worldwide network of 1m-class telescopes is quite capable of this precision. At the current rate of observed caustic crossing events, the community can thus expect that microlensing will provide 2 or 3 limb-darkening measurements per year; indeed more results are now in preparation.

### 3.2. Spectroscopy

The magnification boost provided by microlensing can yield higher S/N spectra of faint sources than would otherwise be possible. Lennon et al. (1996) used microlensing to measure the effective temperature, gravity and metallicity of a G-dwarf in the bulge; at the time of the caustic boost, the 3.5m NTT had the collecting power of a 17.5m aperture. In another case, lithium was detected in a bulge turn-off star using Keck and microlensing (Minitti et al. 1998).

Attempts have been made to perform time-resolved spectroscopy during caustic crossings in order to detect the varying spectral signatures expected (Loeb & Sasselov 1995; Valls-Gabaud 1998) as light from different positions across the stellar disk (and thus different optical and physical depths) is differentially magnified. The caustic alert provided by the MACHO team (Alcock et al. 2000) allowed Lennon and colleagues (1996, 1997) to take spectra over the peak of the fold crossing in MACHO 96-BLG-3, though these did not extend far enough down the decline to detect spectral differences. Temporal coverage was also insufficient to detect strong spectral changes during the point caustic transit in MACHO 95-BLG-30, although slight equivalent width variations in TiO (Alcock et al. 1997) and H$`\alpha `$ (Sasselov 1998) lines may have been seen.

## 4. Stellar Tomography: A New Era of Stellar Atmosphere Physics

The ability of current microlensing collaborations to predict (fold) caustic crossings $``$1-3 days in advance opens a new era for stellar atmosphere physics. Follow-up teams, separately or in collaboration with existing microlensing networks, could obtain spectrophotometric data on auxiliary telescopes in order to take advantage of the magnification and resolution afforded by microlens caustics.

Theoretical expectations of how microlensing may contribute to our understanding of stellar atmospheres over the next decade are encouraging. Gaudi & Gould (1999) have simulated a 2m-class telescope with a 1Å-resolution spectrograph continuously observing a typical $`V=17`$ ($`\rho =0.02`$) bulge source undergoing a fold caustic crossing of 7 hours duration. They find that the intensity profile can be recovered to a precision of 10-20% using a spatial resolution of 10% across the star for most wavelengths. Most of the spatial resolution generated by fold caustics comes from the period in which the trailing limb is exiting the caustic curve. Direct transits of point caustics could provide even more reliable intensity profiles (Fig. 5), but due to geometric factors are much more unlikely to occur. These results appear to agree with the estimates derived from different approaches (Hendry et al. 1998; Gray & Coleman 2000).

Loeb & Sasselov (1995) noted that the “light curves” of atmospheric emission lines that are most prominent in the cool outer layers of giants will experience sharp peaks when the limb (rather than the center) of the source crosses a caustic. Recently, this work has been extended (Heyrovský, Sasselov & Loeb 2000) to lines across the whole optical spectrum to show how time-resolved spectroscopy during a caustic crossing can discriminate between different atmospheric models. For a given impact parameter, a particular line may appear in emission or absorption depending on the temperature structure of the star (Fig. 6). Since the duration of the caustic crossing is limited, 4m and 8m telescopes will be required to obtain the highest spectral resolution.

Experience and modeling thus indicates that any aperture can perform microlensing tomography of stellar atmospheres in the next decade, provided that the community is willing to reschedule telescope access on a few days notice.

### Acknowledgements

The author gratefully acknowledges support from the Nederlandse Organisatie voor Wetenschappelijk Onderzoek (GBE 614-21-009) and the meeting LOC.

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# 1 Introduction

## 1 Introduction

The nature of spacetime in string/M theory is becoming increasingly discernible. The most universal, yet quite qualitative property appears to be the spacetime uncertainty principle . This principle is in the same spirit as the UV/IR connection in the AdS/CFT correspondence , the latter underlies most of physics in by far the only concrete realization of the holographic principle. Spacetime noncommutativity manifests itself in many different situations in string/M theory. Its physical origin is the fact that all physical objects in the theory are inherently extended objects, such as strings, D-branes, and D0-brane partons in matrix theory . It is not surprising therefore that when one increases one’s time resolution, any probe available will increase its physical size, and the space becomes more and more uncertain. This fundamental property of string/M theory is counter to the usual Wilsonian renormalization group intuition. It may be the ultimate key to resolving some long-standing puzzles, such as the quantum black hole physics, the problem of cosmological constant.

There exists concrete mathematical realization of space noncommutativity. When D-branes are embedded in a constant B field background, the world-volume theory becomes noncommutative, and this subject has recently attracted a lot of attention. Yet this noncommutativity is best viewed as effective only, although its origin is also stringy. In our view, the recently proposed mechanism to explain the “stringy exclusion principle”  hints at an even more interesting possibility, that we can explore the spacetime noncommutativity in the full string/M theory. There have been proposals that the remarkable phenomenon of “stringy exclusion” is due to noncommutativity of the quantum sphere in question . The mechanism of  provides a physical means for us to directly study the nature of the sphere in AdS/CFT correspondence. It was already pointed out in  that this mechanism agrees very well with the spacetime uncertainty relations, and a better model for noncommutativity on the sphere is the fuzzy sphere. It naturally respects the rotational invariance. We will find that the data coming from quantizing a dipole a la Myers  mesh perfectly with fuzzy spheres whose construction is available. One might say that the noncommutative Yang-Mills theory is a geometric manifestation of the B field on the D-brane worldvolume, and the fuzzy sphere is a geometric manifestation of a R-R anti-symmetric tensor field on the spacetime.

We will in the second section discuss the $`AdS_2\times S^2`$ case. The dipole formed of a wrapped membrane is studied, we find that its location on $`S^2`$ is quantized. This is the origin of the fuzzy $`S^2`$. It is quite novel that for angular momentum $`MN`$, $`N`$ the cut-off, the membrane is static on $`S^2`$, so the angular momentum is completely induced from the Chern-Simons coupling. We also argue for the existence of a fractional membrane whose tension is only $`1/N`$ of its original tension. This fact together with the cut-off on the angular momentum enables us to count the ground state entropy of $`AdS_2\times S^2`$. It is of the order $`N^2`$. One may view our explanation as a bulk microscopic one for the entropy. We also propose a fuzzy $`AdS_2`$ model. Interestingly, the noncommutativity between time and the radial coordinate may be regarded as a fundamental explanation of the UV/IR relation. In sect.3, we show that the fuzzy $`S^4`$ constructed in  fits nicely the data obtained in the dipole mechanism. Finally in sect.4, we motivate these fuzzy sphere models by considering matrix theory on a sphere.

The construction of fuzzy spheres of 2 and 4 dimensions in this paper can be generalized to any even dimension. However, it does not work for odd dimensions, so our proposal is not contradictory to the proposal of q-deforming $`AdS_d\times S^d`$ spaces for $`d=3,5`$ .

Surely there are many questions that remain, such as how to use fuzzy spheres to do physics directly. We hope to return to these problems later.

## 2 $`AdS_2\times S^2`$ and Fuzzy Sphere

### 2.1 The Dipole Mechanism

Among all examples in AdS/CFT correspondence, the boundary theory of $`AdS_2\times S^2`$ is most poorly understood . However, since the “stringy exclusion principle” works in all other cases, we believe it still holds here in this case. What we shall say in this section is somewhat speculative, but the fact that we can accurately account for the ground state degeneracy lends a strong support to this picture.

$`AdS_2\times S^2`$ can be obtained by taking the near horizon limit of the 4 dimensional extremal Reissner-Nordtström solution. The metric reads

$`ds^2=l_p^2\left({\displaystyle \frac{r^2}{N^2}}dt^2+{\displaystyle \frac{N^2}{r^2}}dr^2+N^2d\mathrm{\Omega }_2^2\right),`$ (1)
$`F=Nd\mathrm{\Omega }_2,`$ (2)
where $`l_p`$ is the 4 dimensional Planck length, $`N`$ is the magnetic charge, and integrally quantized. This metric can also be obtained by taking the near horizon limit of the 4 dimensional charged black hole in string theory . Unavoidably, there must be four different charges $`Q_i`$, each associated to a kind of branes. For instance, by wrapping two sets of membranes and two sets of M5-branes in $`T^7`$, one obtains a 4D charged, extremal black hole . The brane configuration is as follows. Denote the coordinates of $`T^7`$ by $`x_i`$, $`i=1,\mathrm{},7`$. A set of membranes are wrapped on $`(x_1,x_2)`$, another set are wrapped on $`(x_3,x_4)`$. A set of M5-branes are wrapped on $`(x_1,x_3,x_5,x_6,x_7)`$, the second set are wrapped on $`(x_2,x_4,x_5,x_6,x_7)`$. By setting all charges to be equal $`Q_i=N`$, the above metric results, and the magnetic field is just the linear combination of all anti-symmetric tensor fields involved. Note that here for simplicity, we consider the most symmetric case in which all the charges appearing in the harmonics $`1+Q_il_p/r`$ are just $`N`$ which in turn is equal to the number of corresponding branes used to generate this potential. As a consequence, the tension of the branes compensates the volume of the complementary torus. This means that the size of each circle of $`T^7`$ is at the scale of the M theory Planck length.

The size of the torus $`T^7`$ is unchanged by going to the near horizon limit. This fact makes the implementation of the dipole mechanism of  a subtle problem. To understand this point, imagine that a graviton moving on $`S^2`$ is the manifestation of a membrane wrapped on $`T^2`$ of $`T^2\times T^5`$. This membrane is charged with respect to the field generated by M5-branes wrapped on the $`T^5`$ factor. Now the corresponding $`F`$ is the reduction of $`F^{(4)}`$ with two indices along $`T^2`$. The coupling of the membrane to this field is therefore $`C^{(3)}`$. Upon integrating over $`T^2`$, we obtain

$$N\mathrm{cos}\theta \dot{\varphi }dt,$$
(3)
where we used $`d\mathrm{\Omega }_2=\mathrm{sin}\theta d\theta d\varphi `$. Assuming the membrane move only along the $`\varphi `$ direction so that the kinetic term is

$$\frac{1}{l_p}\sqrt{1R^2\mathrm{sin}^2\theta \dot{\varphi }^2}𝑑t.$$
(4)
This term is too large and will make the total energy of the candidate graviton the Planck scale, as we shall see in a moment.

Fortunately, this problem is resolved by a mechanism to obtain a fractional membrane. The membrane transverse to a set of M5-branes necessarily lies on $`T^2`$ parallel to another set of M5-brane. If this membrane is tightly bound to these M5-branes, its tension is down by a factor $`1/N`$, and its charge is unaltered. To see that its tension indeed becomes much smaller, imagine that one of the circles in $`T^2`$ is the M circle, then the membrane is interpreted as a fundamental string, and the M5-branes to which it is bound are interpreted as D4-branes. It is well-known that a fundamental string melt into D-branes has a tension $`(g_s/N)`$ times its original tension . Since the M circle in question is at the Planck scale, so $`g_s=1`$. Thus the tension of the membrane is down by a factor $`1/N`$. Now, the total action of the membrane is given by

$$S=\frac{1}{R}\sqrt{1R^2\mathrm{sin}^2\theta \dot{\varphi }^2}𝑑t+N\mathrm{cos}\theta \dot{\varphi }dt,$$
(5)
where we used $`R=Nl_p`$.

The angular momentum conjugate to $`\varphi `$ is

$$M=R(1R^2\mathrm{sin}^2\theta \dot{\varphi }^2)^{1/2}\mathrm{sin}^2\theta \dot{\varphi }+N\mathrm{cos}\theta .$$
(6)
Upon quantization, $`M`$ is an integer. Solving $`\dot{\varphi }`$ in terms of $`M`$ and substituting it into the energy, we find

$$E(\theta )=\frac{1}{R\mathrm{sin}\theta }\left(\mathrm{sin}^2\theta +(MN\mathrm{cos}\theta )^2\right)^{1/2}.$$
(7)
For a stable orbit, $`dE/d\theta =0`$. This condition leads to

$$(MN\mathrm{cos}\theta )\left(N\mathrm{sin}^2\theta \mathrm{cos}\theta (MN\mathrm{cos}\theta )\right)=0.$$
(8)
When $`|M|N`$, the solution is

$$\mathrm{cos}\theta =\frac{M}{N}.$$
(9)
And in this case the energy $`E=1/R`$ which is independent of $`M`$. This we take as a surprising result. Its origin is the fact that the membrane is completely at rest at the angle $`\mathrm{cos}\theta =M/N`$, its angular momentum is induced from the C-S coupling.

When $`|M|>N`$, the other solution is

$$\mathrm{cos}\theta =\frac{N}{M},$$
(10)
and the energy is

$$E=\frac{1}{R}\sqrt{1+M^2N^2}.$$
(11)
In this case $`E`$ does depend on the angular momentum $`M`$. Unlike in its higher dimensional analogue , the dipole mechanism alone does not forbid higher angular momentum. (It can be checked that at values in (9) and (10), the energy is always a local minimum.)

It is interesting to note that for the standard membrane whose tension is not fractional (this membrane is not bound to a set of M5-brane), $`|M|N`$ modes saturate the M theory spacetime uncertainty relation $`\mathrm{\Delta }t\mathrm{\Delta }x^2>l_p^3`$. A calculation similar to the above leads to energy $`l_p^1`$. The uncertainty in time is then $`\mathrm{\Delta }tl_p`$. The uncertainty in space is $`\mathrm{\Delta }xl_p`$, since it is just the size of a circle. Of course for a fractionated membrane, the energy is smaller, thus the uncertainty in time is larger, the spacetime uncertainty relation is satisfied. It is also interesting to note that for the standard membrane with $`|M|>N`$, the uncertainty relation is violated, and on this basis we rule out larger angular momenta.

### 2.2 Fuzzy $`S^2`$

The above discussion naturally leads us to a fuzzy sphere model for the factor $`S^2`$ in $`AdS_2\times S^2`$. The definition of fuzzy $`S^2`$  is specified by a representation of the $`su(2)`$ Lie algebra

$$[X^i,X^j]=iϵ^{ijk}X^k.$$
(12)
This algebra respects $`SO(3)`$ invariance. If the representation is irreducible and is $`2N+1`$ dimensional, then the Casimir is

$$\underset{i}{}(X^i)^2=N(N+1).$$
(13)
The eigenvalues of any of $`X^i`$ are $`N,\mathrm{},N`$.

It is rather clear now that if we identify $`(X^il_p)`$ with the Cartesian coordinates of $`𝐑^3`$ in which $`S^2`$ is embedded, we get a nice match between the fuzzy sphere and the physics we have learned. The radius can be defined either by the largest of the eigenvalue of $`X^3`$, say, or by the Casimir. The difference between these two definitions becomes vanishingly small in the large N limit. Now the eigenvalue of $`X^1l_p/R`$ are $`M/N`$, with $`|M|N`$. Using the polar coordinates, this is just the quantization on $`\mathrm{cos}\theta `$ in (9). The algebra generated by $`X^i`$ is $`(2N+1)^2`$ dimensional. This happens to be equal to the number of all modes of angular momenta satisfying $`M2N`$:

$$\underset{M=0}{\overset{2N}{}}(2M+1)=(2N+1)^2.$$
(14)
This result is reminiscent of the stringy exclusion principle in $`AdS_3\times S^3`$ . In the CFT dual to $`AdS_3\times S^3`$ there are a number of interesting properties . First, the chiral primary operators of charges higher than $`(N,N)`$ for the quantum numbers $`(2J_L,2J_R)`$ with respect to the $`SU(2)_L\times SU(2)_R`$ symmetry group can be written in terms of products of chiral primary operators of lower charges. Since products of chiral primary operators in the dual CFT are interpreted to correspond to multi-particle states in $`AdS`$, this means that there is a cutoff on the angular momenta by $`N`$ for single-particle states. The stringy exclusion principle is that multi-particle states also have a cutoff of angular momenta at $`2N`$. It is natural to adopt the same interpretation here for $`S^2`$. The algebra generated by $`X`$ contains multi-particle states and has the cutoff of angular momentum at $`2N`$ as shown in (14). The single-particle states is cutoff at angular momentum $`N`$ as we have shown earlier in sect.2.1, which is also the angular momentum of the $`2N+1`$ dimensional representation of $`X`$.

To compare with the construction of fuzzy $`S^4`$ we will discuss later, we point out that there is another representation of $`X^i`$ based on Pauli matrices $`\sigma _i`$. Let $`X^i`$ be the following matrices acting on the tensor space $`V^n`$ where $`V`$ is a two dimensional vector space:

$$X^i=\left(\sigma _i\mathrm{}1_2+\mathrm{}+1_2\mathrm{}\sigma _i\right)_{\text{sym}},$$
(15)
where the subscript ‘sym’ indicates the totally symmetrized tensor product of $`V`$. If the rank $`n`$ of this tensor product is $`2N`$, obviously the totally symmetrized space is $`2N+1`$ dimensional, and the matrices $`X^i`$ are $`(2N+1)\times (2N+1)`$ matrices. These matrices satisfy the $`su(2)`$ Lie algebra. We shall see that the fuzzy $`S^4`$ we need is a simple generalization of the construction (15). Moreover, the rank of the tensor product is also $`2N`$.

Finally, we note that on the fuzzy $`S^2`$, $`\mathrm{cos}\theta `$ is conjugate to $`\varphi `$ with the “Planck constant” given by $`1/N`$, namely $`\mathrm{cos}\theta =(i/N)_\varphi `$, because the angular momentum $`M`$ is conjugate to $`\varphi `$. Using this and the identification

$$X_1=N\mathrm{sin}þ\mathrm{cos}\varphi ,X_2=N\mathrm{sin}þ\mathrm{sin}\varphi ,X_3=N\mathrm{cos}þ,$$
(16)
one can in fact derive the algebra of fuzzy sphere (12).

### 2.3 The Entropy of $`AdS_2\times S^2`$

An interesting property making $`AdS_2\times S^2`$ quite different from other AdS spaces is its huge ground state degeneracy. The entropy is simply $`\pi N^2`$, a quarter of the area of $`S^2`$ measured in the Planck unit. Its origin is the Bekenstein-Hawking entropy of the 4D charged black hole. Of course this entropy was explained microscopically using the brane construction , although as any such explanation, the argument goes through when the brane theory is weakly coupled, thus the horizon is not macroscopic.

As the dual theory of $`AdS_2\times S^2`$ is not known yet, the best one can do is to give an bulk explanation of the entropy of the ground states. That one can do this is one advantage of working in low dimensions. We have argued that the angular momentum has a cut-off $`N`$, so the gravity theory in the full four dimensional spacetime reduces to one in two dimensions only. One does expect that the resulting 2D theory is renormalizable. In our argument for the entropy we will ignore interactions, so we are dealing with a free theory on $`AdS_2`$. Consider a finite temperature situation. The relevant Euclidean metric we will use is

$$ds^2=\frac{R^2}{z^2}(dt^2+dz^2),$$
(17)
namely it is the metric on the upper half plane. The conformal factor is irrelevant for a massless field. As we have seen, all the 2D fields in question are massive, and their mass is independent of angular momentum, and is just $`m=1/R`$. Thus for a scalar field, the Euclidean action is

$$S_E=\frac{1}{2}𝑑t𝑑z\left((_t\varphi )^2+(_z\varphi )^2+\frac{1}{z^2}\varphi ^2\right).$$
(18)
The partition function is given by

$$Z=[d\varphi ]e^{S_E}.$$
(19)
Due to a nice property of $`AdS_2`$, the partition function is independent of the temperature. This is because we can rescale the period $`\beta `$ of the Euclidean time away by performing $`t\beta t`$, $`z\beta z`$, and the action remains intact. As a consequence, the partition function is a pure number. As a bonus, the average energy

$$E=_\beta \mathrm{ln}Z=0,$$
(20)
thus we always stay in the ground state. Thus the contribution to the entropy from a scalar is simply $`S=\mathrm{ln}Z`$. If there are $`N^2`$ such scalars, the total entropy is

$$S=N^2\mathrm{ln}Z.$$
(21)
Of course based on supersymmetry we also expect the contribution from fermions. The number of fermions is also of the order $`N^2`$. We conclude that the ground state entropy indeed is of the order $`N^2`$. Note that the number of fields in $`AdS`$ induced from the fuzzy sphere by Kaluza-Klein reduction is precisely proportional to $`N^2`$ at large $`N`$. So we have accounted for the entropy in $`AdS_2\times S^2`$ up to an overall constant.

It remains to compute $`Z`$ exactly. The following simple argument shows that it is a finite number. For a massive particle, $`AdS_2`$ acts as a finite box. Both the spatial size and the temporal size are the same, due to the scaling invariance. The free energy $`F`$ is just the Casimir energy and scales inversely with the size of the box, and consequently $`\beta F`$ is independent of this size and is a finite number. Finally, there can be contribution from other massive modes to the entropy, for instance contribution from wrapped ordinary membranes. These membranes have energy of order $`l_p^1`$, much heavier, and we expect that their contribution is suppressed by factor $`1/N^2`$.

### 2.4 Fuzzy $`AdS_2`$

The UV/IR connection has its simplest manifestation in $`AdS_2`$. We already showed that the spatial coordinate $`z`$ scales with time. Alternatively $`r=1/z`$ scales inversely with time, thus acts as the energy scale.

We propose a simple explanation of this connection based on fuzzy $`AdS_2`$. For a massless field living on $`AdS_2\times S^2`$, its decomposition into harmonic functions on $`S^2`$ must match its decomposition on $`AdS_2`$. This requirement was used in  to argue that if the $`AdS_3`$ part of $`AdS_3\times S^3`$ is q-deformed, then the $`S^3`$ part should also be q-deformed. For the same reason we expect that $`AdS_2`$ should be fuzzy because $`S^2`$ is fuzzy. Since the fuzzy $`S^2`$ is defined by saying that the Cartesian coordinates satisfy the Lie algebra of $`SU(2)`$, the fuzzy $`AdS_2`$ should be defined by saying that the Cartesian coordinates satisfy the Lie algebra of $`SU(1,1)`$.

Let $`X_1,X_0,X_1`$ be the Cartesian coordinates of $`AdS_2`$. Then

$`[X_1,X_0]=il_pX_1,`$ (22)
$`[X_0,X_1]=il_pX_1,`$ (23)
$`[X_1,X_1]=il_pX_0,`$ (24)
which is obtained from $`S^2`$ by a “Wick rotation” of the time directions. The radial coordinate $`r`$ and the boundary time coordinate $`t`$ are defined in terms of the $`X`$’s as

$$r=X_1+X_1,t=\frac{R}{2}(r^1X_0+X_0r^1),$$
(25)
where we symmetrized the products of $`r^1`$ and $`X_0`$ so that $`t`$ is a Hermitian operator. The metric in terms of these coordinates assumes the form (1). It follows that the commutation relation for $`r`$ and $`t`$ is

$$[r,t]=iRl_p.$$
(26)
This relation (26) is suggestive of the identification of $`r/(Rl_p)`$ with the conjugate variable of $`t`$, which is just the Hamiltonian of the boundary theory. This noncommutativity contains the UV/IR relation. Furthermore, it also suggests the uncertainty relation

$$\mathrm{\Delta }r\mathrm{\Delta }tRl_p,$$
(27)
which implies that if we demand to have a classical description of $`t`$, then we will lose all physical distinction of the value of $`r`$. This is just what holography is– one can describe the theory in $`AdS`$ by a field theory on the boundary space, which is viewed as a classical space. It would be interesting to see if we can extend this nice incorporation of holography in noncommutativity to other examples of $`AdS/CFT`$ dualities.

The identification $`E=r/(Rl_p)`$ would seem a drastic reduction in energy scale. This is not so. Indeed if one follows the analysis in the second reference of , one would find that for a massless graviton or a fractional membrane, the energy scale associated to $`r`$ is $`E=r/R^2`$, even smaller than $`E=r/(Rl_p)`$. For a massive graviton whose mass is the Planck scale, one would obtain our relation. This massive graviton can be obtained by wrapping a membrane on $`T^2`$ of $`T^7`$. However, as we have suggested, the modes responsible for the ground state entropy appear to come from fractional membranes.

## 3 Fuzzy $`S^4`$ in $`AdS_7\times S^4`$

### 3.1 Fuzzy $`S^4`$

The first unambiguous implementation of the dipole mechanism is in $`AdS_7\times S_4`$. The graviton moving on $`S^4`$ is polarized under the $`F^{(4)}`$ field strength to become a membrane, by a mechanism similar to one proposed by Myers . The size of the membrane is quantized , and it is natural to conjecture that this quantization leads to a fuzzy $`S^4`$.

A fuzzy $`S^4`$ was proposed in  to describe a longitudinal M5 brane in the matrix theory. Define the Cartesian coordinates of the fuzzy $`S^4`$ by totally symmetrized tensor products of $`n`$ copies of gamma matrices as

$$X_i=\lambda (\mathrm{\Gamma }_i\mathrm{𝟏}\mathrm{}\mathrm{𝟏}+\mathrm{𝟏}\mathrm{\Gamma }_i\mathrm{}\mathrm{𝟏}+\mathrm{})_{\text{sym}}.$$
(28)
Thus $`X_i`$ are $`4^n\times 4^n`$ matrices. Explicitly, we have $`(X_i)_{(a_1a_2\mathrm{}a_n)}^{}{}_{}{}^{(b_1b_2\mathrm{}b_n)}`$, where $`a_i,b_i=1,2,3,4`$ are indices of a Dirac spinor in 5 dimensional Euclidean space. The subscript ‘sym’ in (28) means that all $`a_i`$’s and $`b_j`$’s are separately totally symmetrized among themselves. As an operator, $`X_i`$ can act on an element of $`V^n`$, where $`V`$ stands for the space of 5D Dirac spinors. Instead of symmetrizing the indices of $`X_i`$, it is equivalent to restrict it to act on a smaller space $`_n`$, which consists of only elements of $`V^n`$ which have totally symmetrized indices. A basis of $`_n`$ is $`\{v^{(k_1,k_2,k_3,k_4)}\}`$, where $`v_{a_1\mathrm{}a_n}^{(k_1,k_2,k_3,k_4)}`$ equals one if there are $`k_A`$ indices $`a_i`$ equal to $`A`$, and is zero otherwise. (Obviously $`_{A=1}^4k_A=n`$.) The dimension of $`_n`$ is $`N_0=\frac{1}{3!}(n+3)(n+2)(n+1)`$, hence $`X_i`$ can also be realized as $`N_0\times N_0`$ matrices. The algebra generated by $`X_i`$ is invariant under $`SO(5)`$.

Let $`\sigma _i`$ ($`i=1,2,3`$) denote Pauli matrices. We take the convention that

$`\mathrm{\Gamma }_i`$ $`=`$ $`\sigma _i\sigma _3,i=1,2,3,`$ (29)
$`\mathrm{\Gamma }_4`$ $`=`$ $`\sigma _0\sigma _1,`$ (30)
$`\mathrm{\Gamma }_5`$ $`=`$ $`\sigma _0\sigma _2,`$ (31)
where $`\sigma _0`$ stands for the $`2\times 2`$ unit matrix. Therefore the index $`a`$ of a Dirac spinor can be written as $`a=(\alpha ,\alpha ^{})`$ ($`\alpha ,\alpha ^{}=1,2`$) corresponding to the decomposition of $`\mathrm{\Gamma }_i`$ in (29). One can check that

$$\underset{i=1}{\overset{5}{}}\mathrm{\Gamma }_i\mathrm{\Gamma }_i\mathrm{𝟏}\mathrm{𝟏}$$
(32)
when acting on $`_2`$. Using this and $`\{\mathrm{\Gamma }_i,\mathrm{\Gamma }_j\}=2\delta _{ij}`$, we can calculate

$`{\displaystyle \underset{i=1}{\overset{5}{}}}X_i^2`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{5}{}}}(\mathrm{\Gamma }_i^2\mathrm{𝟏}\mathrm{}\mathrm{𝟏}+\mathrm{𝟏}\mathrm{\Gamma }_i^2\mathrm{}\mathrm{𝟏}+\mathrm{})`$ (34)
$`+2{\displaystyle \underset{A=1}{\overset{n1}{}}}{\displaystyle \underset{B=A+1}{\overset{n}{}}}(\mathrm{𝟏}\mathrm{}\mathrm{\Gamma }_i\mathrm{}\mathrm{\Gamma }_i\mathrm{}\mathrm{𝟏})`$
$``$ $`(5n+n(n1))\mathrm{𝟏}\mathrm{}\mathrm{𝟏},`$ (35)
where in the second line $`\mathrm{\Gamma }_i`$ appears only in the $`A`$-th and the $`B`$-th places in the tensor product. It follows that

$$R^2=\lambda ^2n(n+4).$$
(36)
For large $`n`$, $`\lambda R/n`$. For the four-form field flux $`2\pi N`$ on $`S^4`$, the radius is $`R=l_p(\pi N)^{1/3}`$.

The identity

$$\frac{1}{4!}ϵ_{i_1i_2\mathrm{}i_5}X_{i_2}\mathrm{}X_{i_5}=\lambda ^3X_{i_1}$$
(37)
is used in  to argue that this configuration carries locally the charge for a longitudinal 5-brane.

What will be of interest is the spectrum of the operator $`_{i=1}^3X_i^2`$. It is easier to calculate $`_{i=4,5}X_i^2`$. We have the identity

$$\underset{i=1}{\overset{3}{}}\sigma _i\sigma _i=2P\mathrm{𝟏},$$
(38)
where $`P`$ is the permutation operator: $`P(AB)=BA`$. So

$$\underset{i=4,5}{}\mathrm{\Gamma }_i\mathrm{\Gamma }_i=2P_21(\sigma _0\sigma _3)(\sigma _0\sigma _3),$$
(39)
where $`P_2`$ is defined by

$$P_2((A_1B_1)(A_2B_2))=((A_1B_2)(A_2B_1)).$$
(40)
Consider the following three vectors $`v^{(2,0,0,0)},v^{(1,1,0,0)},(v^{(1,0,0,1)}v^{(0,1,1,0)})`$ in $`_2`$. Recall that an index $`a`$ has two parts $`a=(\alpha ,\alpha ^{})`$ in accordance with (29-31). The first two vectors have their second parts of indices $`\alpha ^{}`$ symmetrized, while the last vector has them antisymmetrized. The spectrum of $`_{i=1,2}(\sigma _0\sigma _i)(\sigma _0\sigma _i)`$ is $`\{0,2,2\}`$, for the three vectors above, respectively.

Now consider the vector $`v_mv^{(m,(nm),0,0)}`$. For this case the first parts of indices are all equal to $`1`$, and the second parts of indices are totally symmetrized. It is straightforward to find that $`(_{i=4,5}X_i^2)v_m=\lambda ^2(2n+4m(nm))v_m`$. It follows that

$$r^2\underset{i=1}{\overset{3}{}}X_i^2=\lambda ^2\left((2mn)^2+2n\right)$$
(41)
when acting on $`v_m`$. In the limit of large $`n`$,

$$\mathrm{sin}\psi \frac{r}{R}\frac{2mn}{n}.$$
(42)
Another relation we will need below is

$$[X_4,X_5]=2i\lambda \sqrt{r^22\lambda ^2n},$$
(43)
which approaches $`2iRr/n`$ in the large $`n`$ limit.

We do not claim that (41), (42) and (43) supply the complete spectra for these operators. We have only considered a special class of eigenvectors $`v_m`$. As an example we consider the vector which is a linear combination of vectors of the form $`v^{(k_1,(n/2k_1),k_3,(n/2k_3))}`$, with half of its indices having their first parts being $`1`$, and the other half being $`2`$. We require that this vector has its second parts of indices antisymmetrized between any two pairs of indices which have different values for their first parts of indices. (For a pair of indices whose first parts are the same, their second parts are necessarily symmetrized.) One finds that $`_{i=4,5}X_i^20`$ on this vector. This means that the maximal value of $`r^2`$ is $`R^2`$, which is not included in (41).

### 3.2 Noncommutativity of Fuzzy Graviton

Following , consider a graviton moving in $`S^4`$. According to Myers, the graviton is a fuzzy sphere due to the $`C`$ field background, so we have a 2-sphere in directions $`X_{1,2,3}`$ moving with a constant angular momentum in the hemisphere parametrized by $`X_{4,5}`$. Let the radius of the 2-sphere be denoted by $`r`$, and

$`X_4=\sqrt{R^2r^2}\mathrm{cos}\varphi ,`$ (44)
$`X_5=\sqrt{R^2r^2}\mathrm{sin}\varphi ,`$ (45)
where $`R`$ is the radius of $`S^4`$. The angular momentum conjugate to $`\varphi `$ is found to be $`L=Nr/R`$ for the giant graviton . Upon quantization, we have the canonical commutation relation $`[L,\varphi ]=i`$, which implies that $`[r,\varphi ]=i\frac{R}{N}`$. As a result, in the lowest order approximation (Poisson limit) in $`1/N`$,

$$[X_4,X_5]i\frac{R}{N}r.$$
(46)
Comparing this with (43), we find that we need $`n=2N`$.

As a further check, we recall that the stable value of $`\mathrm{sin}\psi =r/R`$ is found to be quantized as

$$\mathrm{sin}\psi =M/N$$
(47)
for integer $`M`$ ranging from $`0`$ to $`N`$. Comparing this with (42), we find a match if $`m=M`$ and $`n=2N`$. This match works in the leading order in the large $`N`$ limit. This is not a worry, since we expect corrections to $`\mathrm{sin}\psi `$ calculated in , just as we expect corrections to the energy formula $`M/R`$. For a scalar graviton viewed in $`AdS_7`$, the correct energy formula is $`\sqrt{M(M+3)}/R`$.

The fact that these membrane states do not give a complete spectrum of $`\mathrm{sin}\psi `$ should not bother us because they are not all the possible physical states.

It is also interesting to note that the commutation relations among $`X_{1,2,3}`$ from (28) are not exactly those for a fuzzy 2-sphere. It appears to be composed of two fuzzy hemispheres with opposite orientations. This again is not a contradiction because we can not exactly identify the worldvolume noncommutativity of the membrane with the target space noncommutativity of spacetime. However, there should be some relations between the two kinds of noncommutativities. For instance, one would intuitively expect that the target space uncertainty should not be smaller than the worldvolume uncertainty, since the spacetime is itself defined by the probes. There can be a closer relation between them but it is still elusive.

In  the Matrix model for the six dimensional $`(2,0)`$ superconformal field theory was analyzed, and it was found that the matrix variables for the transverse coordinates of M5-branes indeed satisfy an algebra which is essentially the algebra of fuzzy $`S^4`$ (28).

## 4 Noncommutativity from Matrix Theory

In this section we construct the matrix model compactified on a $`d`$-sphere, and show that the fuzzy $`S^2`$ and $`S^4`$ are configurations with minimal energy.

The matrix model action in flat spacetime has the potential term $`\text{Tr}(\frac{1}{4}[X_i,X_j]^2)`$, where $`X_i`$’s are $`N\times N`$ matrices. This term is invariant under the Poincare group. It is natural to guess that the matrix model compactified on a sphere has a term like

$$\text{Tr}\left(\frac{1}{4}[X_i,X_j]^2+\frac{1}{2}\mathrm{\Lambda }(X_i^2R^2)\right)$$
(48)
in the action, where the index $`i`$ goes from $`1`$ to $`d`$ for a $`d`$-dimensional sphere, and $`\mathrm{\Lambda }`$ is the Lagrange multiplier by which the radius condition

$$\underset{i=1}{\overset{d}{}}X_i^2=R^2$$
(49)
is imposed.

New terms should be included in the matrix model action in the presence of background fields. For the case of $`S^2`$ and $`S^4`$, a three-form field background with only indices in spatial directions exists. It is coupled to a matrix current  which vanishes when $`\dot{X}_i=0`$. Since we will consider only the static states of the matrix model, such interaction terms can be omitted. The 6-form field background is also relevant for the case of $`S^2`$, and the same thing happens .

In  a matrix model for the 2-sphere is proposed where the complex coordinates $`z,\overline{z}`$ are promoted to matrices. However it was found that there is a singularity on the moduli space. This corresponds to the loss of the global $`SU(2)`$ symmetry due to the fact that this symmetry is nonlinearly realized in terms of the complex coordinates, and thus can not be preserved when $`z,\overline{z}`$ are noncommutative. By adopting the Cartesian coordinates, we are able to preserve the global symmetry, but the whole supersymmetric action remains to be worked out. For our purpose, (48) is the only part of the action that we need.

The equations of motion derived from the action (48) is

$$[X_j,[X_j,X_i]]\mathrm{\Lambda }X_i=0,$$
(50)
in addition to the kinetic term, which vanishes if we set $`\dot{X}_i=0`$ to minimize the total energy. Thus the moduli space of this model is given by solutions of (49) and (50). The fuzzy 2-sphere and 4-sphere, and its generalization to other spheres of even dimensions following , are solutions of both relations.

Incidentally, an expansion of $`X_i`$ around the solution of fuzzy spheres can be viewed as covariant derivatives on dual fuzzy sphere. There should be a T-duality which relates D0-branes on a classical sphere to D2-branes on a fuzzy sphere.

What we have shown in this section is that the static configuration of partons in the matrix theory happens to coincide with the quantum geometry which we argued to exist in some $`AdS\times S`$ spaces. It would be interesting to further explore whether this is a pure coincidence or a general rule. Such rules should tell us about how to identify the rank $`N`$ in the matrix theory and the flux $`N`$ of background fields.

## Acknowledgment

We would like to thank D. Minic, S. Ramgoolam and A. Strominger for correspondence, and Y.S. Wu for discussions. This work is supported in part by the National Science Council, Taiwan, and the Center for Theoretical Physics at National Taiwan University. The work of M.L. is also supported by a “Hundred People Project” grant.