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# A variability analysis of low-latitude unidentified gamma-ray sourcesTables 5-8 are only available in electronic form at the CDS via anonymous ftp to cdsarc.u-strasbg.fr (130.79.128.5) or via http://cdsweb.u-strasbg.fr/cgi-bin/qcat?J/A+A/(vol)/(page)

## 1 Introduction

The main results of the very successful Energetic Gamma Ray Telescope (EGRET) of the Compton Gamma Ray Observatory (CGRO) are contained in the Third EGRET (3EG) catalog (Hartman et al. 1999), which includes observations carried out between 22 April 1991 and 3 October 1995, and lists 271 point sources. Of these sources, 170 have no conclusive counterparts at lower frequencies. In the latitude range $`|b|10\mathrm{°}`$, there are 81 unidentified sources, a number which doubles that reported in the previous 2EG catalog and its supplement (Thompson et al. 1995, 1996), and clearly confirms the existence of a population of gamma-ray emitters in the Galaxy.

The nature of this population of low-latitude gamma-ray sources is not clear. Several types of objects have been proposed as possible counterparts in the past: supernova remnants (e.g. Sturner & Dermer 1995, Esposito et al. 1996, Combi et al. 1998a), massive stars with strong winds (e.g. Montmerle 1979, Romero et al. 1999, Benaglia et al. 2000), young pulsars (e.g. Yadigaroglu & Romani 1997), and compact clouds in star-forming regions (e.g. Cassé & Paul 1980). Gehrels et al. (2000) have recently shown that there is a population of sources associated with the Gould belt, as it was originally suggested by Grenier (1995). This suggests that young stellar objects play an important role in the generation of the observed emission.

In a recent paper (Romero, Benaglia & Torres 1999, hereafter Paper I), some of us presented a study of the level of positional correlation between gamma-ray sources in the 3EG catalog and a variety of galactic objects. A statistically very significant correlation was found in the case of SNRs and OB star associations. In that work it was also found that a group of 42 low-latitude 3EG sources do not present a likely counterpart. Two of these sources were finally discovered to be artifacts related to the high intensity of the Vela pulsar (Hartman 2000). Very recently, Zhang et al. (2000) proposed that most of the sources spatially coincident with SNRs and OB associations could be pulsars. They have presented a variability study of the 38 3EG sources that are coincident with objects of these classes, arguing that most of them are not variable.

In this work we focus our attention on the group of 40 gamma-ray sources which are not coincident with any known galactic object thought to be capable of producing gamma-ray emission. Classical galactic counterparts are expected to be non-variable on timescales of a few years and, consequently, we shall discuss the time behavior of the sources in our sample. The structure of the paper is as follows. In Section 2 we define the sample. A variability analysis is presented in Section 3. Section 4 deals with the possible positional correlation between sources in our sample and SNR candidates not included in Green’s (1998) catalog. In Section 5 we explore possible weak radio counterparts of the gamma-ray sources and present an extensive table with all significant point-like radio sources within the 40 EGRET positional error boxes that, we expect, will be very helpful for future research in this field. In Section 6 we discuss the case for isolated Kerr-Newman black holes as possible generators of some of the gamma-ray sources, and finally, in Section 7, we draw our conclusions. Three appendices present detailed tables with data used in our research.

## 2 Sample

From the original set of 81 (75 if we exclude the six sources thought to be artifacts produced by the Vela pulsar) unidentified sources at $`|b|10\mathrm{°}`$, an apparently large fraction of $``$ 50% (40 sources) remain without any known likely galactic counterpart. We list these sources in Table 1, where we give their 3EG name, their galactic coordinates, the error in their position –assumed to be represented by the 95% confidence contours given by the 3EG catalog–, and their gamma spectral index $`\mathrm{\Gamma }`$ (such that the photon distribution is given by $`N(E)E^\mathrm{\Gamma }`$). We also present four further columns related to the variability analysis that will be explained below. A $``$-symbol on the source name indicates a source which was suggested as possible AGN by Hartman et al. (1999). It is worth noticing that the mean value of the spectral index is quite steep for these sources: $`2.41\pm 0.2`$, steeper that the steepest pulsar spectrum known (Thompson et al. 1994). The distribution of the spectral index is shown in Figure 1. Only three sources out of 40 have $`\mathrm{\Gamma }<2`$.

## 3 Gamma-ray variability

We shall now assess the possible long term variability (on time-scale of years) of the sources in our sample. We will adopt the following criterion. We define a mean weighted value for the EGRET flux as:

$$F=\left[\underset{i=1}{\overset{N_{\mathrm{vp}}}{}}\frac{F(i)}{ϵ(i)^2}\right]\times \left[\underset{i=1}{\overset{N_{\mathrm{vp}}}{}}\frac{1}{ϵ(i)^2}\right]^1.$$
(1)
Here, $`N_{\mathrm{vp}}`$ is the number of viewing periods for each gamma-ray source. We take into account only single viewing periods (i.e. periods like 305+, virgo, or the combined P12, P123, and P1234 were not taken into account). $`F(i)`$ is the observed flux in the $`i^{\mathrm{th}}`$-period, whereas $`ϵ(i)`$ is the corresponding error in the observed flux. We have taken these data directly from the 3EG catalog. For those observations in which the significance ($`\sqrt{TS}`$ in the EGRET catalog) is greater than 3$`\sigma `$, we took the error as $`ϵ(i)=F(i)/\sqrt{TS}`$. However, many of the observations are in fact upper bounds on the flux, with significance below 3$`\sigma `$. For these ones, we assume both $`F(i)`$ and $`ϵ(i)`$ as half the value of the upper bound. We then define the fluctuation index $`\mu `$ as:

$$\mu =100\times \sigma _{\mathrm{sd}}\times F^1.$$
(2)
In this expression, $`\sigma _{\mathrm{sd}}`$ is the standard deviation of the flux measurements, taking into account the previous considerations.

Results for the 40 sources are given in Table 1, where we show four columns corresponding to $`F,\sigma _{\mathrm{sd}},N_{\mathrm{vp}}`$ and $`\mu `$.

In order to remove as far as possible spurious variability introduced by the observing system, we computed the fluctuation index $`\mu `$ for the confirmed gamma-ray pulsars in the 3EG catalog (see Cusumano et al. 2000 for the latest identification). We adopt the physical criterion that pulsars are –i.e. by definition– non-variable gamma-ray sources. Then, any non-null $`\mu `$-value for pulsars is attributed to experimental uncertainty. We then define an averaged statistical index of variability, $`I`$, as

$$I=\frac{\mu _{\mathrm{source}}}{<\mu >_{\mathrm{pulsars}}}=\frac{\mu _{\mathrm{source}}}{26.9}.$$
(3)
Table 2 shows the variability results for the pulsars in the 3EG catalog, whereas the last column of Table 1 shows the results of the variability index $`I`$ for our sample of unidentified 3EG sources.

The adopted variability criterion is then to consider that any source for which the $`\mu `$-value is less than the upper value of $`\mu `$ for pulsars ($`\mu _{\mathrm{max}}=40.5`$), is a non-variable source. At least, we can assure that for this kind of source, and with the data now at hand, it is not possible to discriminate any significant long-term variation in its gamma emission. We shall also consider that sources with $`\mu `$-values between 40.5 and 65 are dubious cases, and that sources with $`\mu >65`$ are variable. In terms of the averaged index $`I`$, this is equivalent to saying that variable sources will be those with $`I>2.5`$, which is 3$`\sigma `$ away from the statistical variability of pulsars. The value of 1$`\sigma `$ is naively obtained from the standard deviation of the $`I`$-index for pulsars. Since this is a population of just a few members, this forces us to be careful in assigning to a source the “variable” status.

We adopted this criterion, previously used in blazar variability analysis by some of us (Romero et al. 1994) and applied to 3EG sources by Zhang et al. (2000), rather than the similar one used by McLaughlin et al. (1996) and Wallace et al. (2000) in order to allow a direct comparison with the spurious statistical variability shown by pulsars. Since the $`I`$-index establishes how variable a source is with respect to the pulsar population, it can be considered as indicative of how reliable we can be about the possible physical variation in the gamma emission. The combination of the results of Zhang et al. (2000) with those presented in this paper yields the variability index for all unidentified low-latitude sources in the 3EG catalog, see Appendix C. Note, however, that Zhang et al.’s study differs from the present one in that they considered PSR B1951+32 for the determination of $`<\mu >_{\mathrm{pulsars}}`$. This pulsar is not in the 3EG catalog. The fluxes used by Zhang et al. were taken from data reduced using a different technique. The inclusion of this pulsar makes $`<\mu >_{\mathrm{pulsars}}=77.7\pm 50.0`$ instead of the much lower value we obtain. This high value of $`<\mu >_{\mathrm{pulsars}}`$ causes the $`I`$-index for AGNs to be compatible with a non-variable population, and it is also the reason why the majority of Zhang et al.’s sources are non-variable ones. In Appendix C, the values of $`I`$ for all sources at low latitudes ($`|b|10^o`$) are computed under our normalization.

A more comprehensive study on the long term variability (more than one month) of the gamma-ray sources was recently presented by Tompkins (1999). This work re-analyzed the EGRET data to take into account not only all sources included in the 3EG catalog, but also the 145 marginal sources that were detected but not included in the final official list. The maximum likelihood set of source fluxes was then computed. From those fluxes, a new statistics measuring the variability is defined as $`\tau =\sigma /\mu `$, where $`\sigma `$ is the standard deviation of the fluxes and $`\mu `$ their average value. The strength of this approach lies in that it takes into account possible fluctuations from the background and from neighboring sources, careful sensitivity corrections throughout EGRET lifetime, and others systematic errors. On the other hand, our method can be very useful as a first approach: when one takes a fairly safe assumption as the threshold for variability (such as the one introduced above, i.e. a source is classified as variable if $`I>2.5`$) it yields results that are compatible with Tompkins’. For instance, if we consider the sources that Tompkins found as the most variable ones, we find that only two of them are included in our sample. These have $`I=2.96`$ and $`I=5.33`$, respectively. If we now consider the sources that Tompkins classified as less variable, we find that two of them are in our sample, with indices $`I=1.00`$ and $`I=1.86`$. The rest of the cases are compatible too, but less strength should be put on the results, since most of them are dubious cases in both schemes. We then found that our method, avoiding most of the criticism of previous studies (Tompkins 1999) is well-fitted as a discriminator between variable and non-variable sources using the publicly available EGRET data.

With our adopted criterion, we find that only a low 25.0% of the sources in our sample are non-variable, 42.5% are dubious cases, and 32.5% are variable. In this latter group, three sources have a variability index 5$`\sigma `$ away from the statistical variations of pulsars. In Figure 2 we present the histogram for the variability index $`I`$ in our sample, along with a Gaussian fit which presents its peak at $`I=`$2.0 and a standard deviation equal to $`\sigma _I=`$0.7. In order to better evaluate these results, we have also computed the variability index for the 66 confirmed AGNs in the 3EG catalog. A table with these results (with the same columns as in Table 1) is given in Appendix B. Fifty-eight AGNs appear to be variable sources. We show the distribution of the variability index for AGNs in Figure 3. The Gaussian fit in this case peaks at $`I=`$2.3 and the standard deviation is $`\sigma _I=`$0.8. Since the distribution of the unidentified sources under study is similar to that obtained for AGNs, which is a well-known variable population, we can conclude that many of our EGRET sources may actually vary on time-scales of years.

In Fig. 4 we plot the computed value of $`I`$ versus the observed value of the spectral index $`\mathrm{\Gamma }`$, for the sources in our sample. We also show in the same figure the $`I`$ \- $`\mathrm{\Gamma }`$ relation for AGNs. Two solid horizontal lines represent the lower and upper bound for the statistical variability of the pulsar population. An horizontal dashed line stands for the value of the variability indices above which the variability of the sources can be established (i.e. above 3$`\sigma `$ level). From these plots, it appears that more than a single population is present. Pulsars should be located at the lower left corner of the figure: they have a hard spectral index and are non-variable. A different group of sources, with spectral index in the range $`2.12.6`$ and being marginally variable or variable, appears towards the center of the figure. Most of the AGNs are located in this region of the plot. Finally, some sources seem to show a steepening in their spectral index with increasing values of variability. A Spearman correlation test for the variable sources yields a probability of about 8% for this being a pure chance effect. These sources could then be members of a new population of galactic objects or, perhaps, they might be AGNs seen through the disk of the Galaxy.

Since AGNs are isotropically distributed, we can determine a mean value for the number of AGNs detected by EGRET per square degree: $`N_{\mathrm{AGN}}=8.9\times 10^4`$ AGN/degree2. At latitudes in the range $`10\mathrm{°}b10\mathrm{°}`$, the number of unidentified sources that are marginally variable or variable yields a number density $`N_{\mathrm{unid}}=4.3\times 10^3`$ objects/degree2. This shows that there are five times more variable objects within the galactic plane than away from it. Then, we have to conclude that if the distribution of AGNs is isotropic, we have an excess of variable galactic sources representing a new class of population, as it was already noticed in previous studies by McLaughlin et al. (1996), by Mukherjee et al. (1997), by Tavani et al. (1997), and very recently by Wallace et al. (2000).111The latter work focuses only on very short timescales.

Considering the sample of the 2EG catalog, Özel and Thompson (1996) argued that one half or more of the unidentified EGRET sources lying at high latitudes are of galactic origin. Nice and Sawyer (1997) found no evidence that pulsars were the constituents of this putative galactic population. This agrees with our results, since we show here that this new class of galactic objects should resemble, from the point of view of gamma-ray observations, the AGN population.

It is perhaps appropriate to come back to the discussion of what is a real source (as opposed to possible noise variations) in this study. We are considering that the 3EG catalog is composed of real sources, disregarding the level of flux detected in each case. The exception to this rule is the six artifacts related to the Vela pulsar, which disappear in a map where the Vela emission is suppressed (Hartman et al. 1999). However, since many detections in the EGRET catalog are below the $`3\sigma `$ significance, and the fluxes are compatible with zero, a more careful treatment is in order. We can consider only those sources with $`\sqrt{TS}>5\sigma `$, which implies a flux above 30 $`\times 10^8`$ ph cm-2 s-1. In that situation we are left only with 16 sources, four of them having $`I>2.5`$. One of these sources is 3EG 1828+0142, with $`I=5.33`$, to which we devoted a separate work elsewhere (Punsly et al. 2000). If the flux threshold is lowered to $`18\times 10^8`$ ph cm-2 s-1, we are left with 35 sources, and now 11 of them have $`I>2.5`$. Within this group is 3EG 1735-1500, which has $`I=8.86`$. It is then apparent that variable sources exist even when the flux threshold is raised.

The relevance of the previous point lies mainly in the galactic longitude distribution of the 40 3EG sources of Table 1. In the left panel of Fig. 5 we show the histogram distribution with galactic longitude of all sources in our sample; it is clear that it is peaked towards the galactic center and the galactic anti-center. Although it is true that the EGRET exposure was greater in these regions, it appears that the number of sources of this sample that were detected at these positions is relatively larger than what results when the whole 3EG catalog is considered. If we take a more strict limit on the flux, such as given by taking sources only with $`\sqrt{TS}>5\sigma `$, we obtain the distribution shown on the right panel. That is, a more restrictive limit on the adopted minimum flux will preferentially delete the anti-center sources, leaving strong detections towards the galactic center, which is certainly more compatible with a real galactic population.

It seems to be possible that at least a part of this excess in the number of sources towards the galactic center could be the low-latitude tail of the new population found by Gehrels et al. (2000) at mid-latitudes. This speculation is supported by the fact that the average spectral index of the sources associated with the Gould belt is 2.49 $`\pm `$ 0.04, quite compatible with the indices of the sources in the sample here considered. However, the sources in the mid-latitude population are weaker than many of the variable and strong ones of our group. If stars are responsible for the weaker sources, as suggested by Gehrels et al. (2000) and by Benaglia et al. (2000), then a different type of object, intrinsically much more luminous at gamma-rays, should be behind the stronger low-latitudes EGRET detections.

A preliminary conclusion of this section could then be stated as follows: A new type of galactic objects may be needed to explain the behaviour of some unidentified 3EG sources at low latitudes. This population should be able to display high luminosities, steep gamma-ray spectral indices and significant gamma-ray variability. Fig. 4 suggests that our sample, although mostly of galactic origin, mimics some observational properties of AGNs.

## 4 Uncatalogued supernova remnants

We consider in this section whether some of the sources in our sample may be associated with recently proposed candidates to supernova remnants, not catalogued by Green (1998). Our interest in this search resides in the fact that young stellar objects like recently formed black holes and pulsars can still be associated with the gaseous remnant of the original supernova that created them.

The diffuse non-thermal emission of the galactic disk, formed by the interaction of the leptonic component of the cosmic rays with the galactic magnetic field, is surely veiling many remnants of low surface brightness. Recent observational studies using filtering techniques in the analysis of radio data have revealed several new SNR candidates that are not yet included in the latest issue of Green’s catalog, which was used in the study presented in Paper I (e.g. Duncan et al. 1995, Combi & Romero 1998, Combi et al. 1998b, 1999a, Jonas 1999). In general, these new candidates are much more extended than those previously known. There are 101 of these weak non-thermal structures detected so far in the Galaxy. This number significantly extends Green’s (1998) catalogue. The list of these new candidates, compiled from the papers and studies above mentioned is being published electronically as an Appendix.

With the aim of finding the positional coincidences between our sample of 40 3EG unidentified sources and the uncatalogued candidates to SNRs, we used the code developed in Paper I. We have found that only 7 gamma-ray sources in our sample are positionally coincident with non-thermal radio structures. The positional coincidences thus obtained are shown in Table 3, where we give the name of the gamma-ray sources, the central position of the SNR candidates, the distance from the EGRET source to the centre of the radio structure ($`\delta `$), and the addition of the radius of the extended sources and the uncertainty in the position of the EGRET detections ($`\mathrm{\Delta }`$).

To estimate the statistical significance of these coincidences, we have numerically simulated a large number of synthetic sets of EGRET sources using the code described in Paper I. As in that paper, the simulations were constrained to preserve the original gradient in the number distribution of unidentified gamma-ray sources towards the galactic plane. The results of this study show that the expected number of chance associations is 10.4 $`\pm `$ 2.7, quite compatible with, and even bigger than, the actual result. We conclude, then, that there is no statistical evidence suggesting that the 3EG sources analyzed in our sample are associated with known or potential SNRs.

## 5 Search for extended radio counterparts in selected sources

We have especially examined the radio sky towards the best estimate positions of the unidentified 3EG sources J0241+6103, J0435+6137, J0628+1847, J1014-5705, J1631-4033, J1735-1500, J1828+0142, J1928+1733, J2035+4441 and J2206+66. From Table 1, it can be seen that these sources can be grouped into two sets, at the extremes of the variability and spectral index ranges. On one hand, we have six sources with low variability and relatively hard spectral indices. These sources could, in principle, be associated with pulsars or with unknown new SNR candidates. Only one of them, 3EG J1631-4033, presented positional superposition with a known candidate to SNR (see Table 3). There are, on the other hand, four sources with high variability ($`I`$-values ranging from 3.3 to 8.8) and steep spectral index ($`\mathrm{\Gamma }`$ ranging from 2.08 to 3.24).

We used continuum radio data at 1420 and 2400 MHz, from the surveys by Reich & Reich (1986), and Duncan et al. (1995), in order to study the possible presence of weak and extended radio sources within the EGRET positional error boxes of this set. Specifically, we searched for yet undetected low-brightness SNRs that could be associated with the pulsars or the black holes created in the original supernova explosion. We remove the background diffuse radiation using the Gaussian filtering technique described in a recent series of papers by Combi and coworkers (e.g. Combi & Romero 1995, 1998; Combi et al. 1998a, b, 1999a,b). The reader is referred to these papers for details. Three of the fields that were studied presented features interesting enough to deserve individual description. Below we briefly comment on two of them: 3EG J0435+6137 and 3EG J1631-40. The source 3EG J1828+01 is discussed separately in the paper by Punsly et al. (2000). The remaining fields were empty of extended radio structures or too confused even after background subtraction as to provide reliable information.

### 5.1 3EG J0435+6137

In Fig. 5, upper panel, we show the filtered radio image of the region around 3EG J0435+6137 at 1.42 GHz (with an rms noise of 20 mK and angular resolution of 34) super-imposed to the EGRET probability contours. Two apparently extended radio sources are visible in the field. The strongest one, 87GB J0443+6118, is partially outside the 95% confidence contour of the gamma-ray detection. Another source, named 87GB J0441+6145, is located 20 away from the best estimated position of 3EG J0435+6137, well within the 95% confidence contour.

In Fig. 5, lower panel, we show the central region of the radio field at 5 GHz and a resolution of 3.5’ (Condon et al. 1989). Several point-sources are visible in the frame. The identification of the main ones is also indicated in the figure. None of these sources is known to be extragalactic. One of them, 87GB J0442+6140, is coincident with the X-ray source 1RXS J044239.3+61404. Another source, 87GB J0435+6137 (also known as TXS 0431+615), is located exactly at the best estimated position of 3EG J0435+6137. This source has a steep spectral index of $`1.2`$.

We have made Gaussian convolutions of those groups of point sources that are nearly coincident with the apparent extended sources seen in the lower resolution map of the upper panel, using a beamwidth of 34’. We have found that both apparent structures are likely artifacts resulting from the merging of the several point-like sources in the region and that, consequently, no extended non-thermal source can be associated with 3EG J0435+6137. The counterpart, if it exists at all, should be one of the point sources. The most promising candidates seems to be 87GB J0442+6140, which is also detected at X-rays, and 87GB J0435+6137, which is the strongest one at 5 GHz.

### 5.2 3EG J1631-4033

Figure 6 shows the filtered radio continuum map of the field around 3EG J1631-4033 at 2.4 GHz (with an rms noise of 12 mJy beam-1 and an angular resolution of 10.4). The confidence contours of the likelihood test statistics of the EGRET detection are also shown as a superposed gray-scale. Four point-like radio sources can be identified with PMN sources (Griffith & Wright 1993), namely (listed by increasing Galactic longitude), PMN J1627-3952 (noted as S1 in Figure 6), PMN J1631-4015 (S2), PMN J1636-4101 (S3), and PMN J1631-3956 (S4) . The angular separation between the location of the highest likelihood test statistic for the gamma-ray source and the position of PMN J1631-4015 is just $``$ 22 arcminutes. The strongest source, located at $`(l,b)(341.9^{},+4.15^{})`$, can be identified with PMN J1636-4101. We summarize the radio information on the point sources in Table 4. Any of these sources can be considered as a potential counterpart. Additional and weaker sources in this region are listed in Table 5 (see below).

Another interesting feature revealed by the radio map is the existence of a minimum in the continuum emission towards the centre of the field at $`(l,b)(341.2^{},+4.6^{})`$. This might be the relic of an old explosive event in the ISM in this region.

## 6 Point-like counterparts: systematic search

We have searched CATS (Verkhodanov et al. 1997), SIMBAD and NED databases for any possible radio counterparts for the gamma-ray sources in our sample. We have prepared a table containing the results of this search. This table (Table 5, which is published only in electronic form due to its length) lists all significant point-like radio sources, with flux densities above 30 mJy at least at one wavelength, found within the 95 % EGRET confidence contours of the 40 gamma-ray sources of Table 1.

In Table 5 there are entries for each gamma-ray source listing, from left to right, radio survey used, source name, right ascension and declination with the corresponding uncertainties, observing frequency, flux density and its error, and comments. The different fields are separated, and within each field (listed in increasing observing frequency), a different paragraph corresponds to each radio source. All listed sources (about 600, ranging from just a few to almost 50 per 3EG field) are located within the EGRET 95% confidence contours. The material contained in this table could be very useful for future research in this field.

## 7 Discussion: The black hole hypothesis

The existence of a number of variable gamma-ray sources with steep spectra and without strong radio or X-ray counterparts can be explained postulating a galactic population of magnetized black holes (Punsly 1998a, b, 1999). In these objects, strong magnetic fields ($`10^{11}`$ G) are supported by an orbiting charged ring or disk. The black hole itself is also charged and rotating (Kerr-Newman black hole), but the entire configuration has zero net charge, in such a way that it is not quickly neutralized by the accretion of diffuse interstellar matter. The resulting object has a magnetosphere similar to that presented by pulsars. However, because of the absence of a solid surface, thermal X-rays are not produced, as in a neutron star. In addition, there is no accretion disk capable of generating strong X-ray emission as is expected in microquasars (Mirabel and Rodriguez 1998). The radiation of the system, which is non-pulsating due to the alignment of the rotation and magnetic axes, is produced by synchroton and inverse Compton mechanism in two relativistic electron-positron jets which propagate along the rotation axis in opposite directions, as it occurs in AGNs. Contrary to the case of most AGNs, no redshifted emission lines should be present and, in contrast to BL Lacs, no weak nebulosity is expected in the optical band. Punsly et al. (2000) have recently shown that, when pair annihilation effects are taken into account in the calculation of the spectral energy distribution presented by magnetized black holes, a steep gamma-ray spectrum is produced. Variability naturally results in the model as the effect of shocks and firehose instabilities which induce large changes in the Doppler enhancement factor of the relativistic jets (Punsly et al. 2000).

At high energies, self-Compton losses provide most of the gamma-ray luminosity, reaching values in the range $`10^{34}10^{35}`$ erg s-1 for black holes of a few solar masses and polar magnetic fields of $`10^{11}`$ G (see Punsly et al. 2000 for details). If such an object is relatively close (e.g. $`1`$ kpc), it could appear as a typical unidentified EGRET source with $`\mathrm{\Gamma }2.5`$ or steeper. Although the spectral energy distribution is broad, only weak emission at longer wavelengths is expected. Radio counterparts, for instance, would present flux densities on the order of a few to a few tens of mJy at 5 GHz. Interestingly, one would also expect a mild correlation in variable gamma-ray sources between the variability and spectral indices, as seemingly observed in Figure 4. See the work by Punsly et al. (2000) for details on the model.

Apart from 3EG J1828+0142, the source 3EG J0241+6103 (2EG J0241+6119) was already suggested as a possible identification of a magnetized black hole by one of us (Punsly 1999a,b). The source 2EG J0241+6119 is known to be variable since the work by Tavani et al. (1998), who discarded a pulsar origin. This source appeared in a search for gamma-ray emitters, with strong emission also in X-rays, but weak output in radio. The binary system LSI +61o303, which is within the 95% probability contour of the gamma-ray detection, contains an unseen compact object suggested as the possible generator of the observed gamma rays (Punsly 1999a, b). However, a positive identification with the 3EG detection is not conclusive because of the fact that there is no signature in the gamma emission that can be correlated with the binary dynamics. Note that the magnetized black hole model in Punsly (1999b) does not produce any modulation of the gamma-ray signal on orbital time scales to a first order.

## 8 Conclusions

In this paper we have shown that there exists a group of unidentified, low-latitude, gamma-ray sources with the following characteristics:

1. They do not positionally coincide with any known galactic object such as Wolf-Rayet or Of massive stars, catalogued SNRs, and OB associations. The probability that a set of 40 sources, with the same positional errors as the EGRET ones, lacks any positional correlation with these galactic objects totally by chance is less than $`3\times 10^4`$.
2. Even considering positional coincidences with 101 identified candidates to SNRs, in addition to Green’s (1998) catalog, only 7 out of 40 sources present correlation, which is consistent with being the mere effect of chance.
3. The sample presents interesting variability features: 32 % are variable and 45 % of them are dubious cases.
4. The sample presents a steep average spectral index $`<\mathrm{\Gamma }>=2.41\pm 0.2`$; only 3 out of 40 sources have $`\mathrm{\Gamma }<2`$.
5. Due to isotropy constraints on the average density of active galactic nuclei, not all of the 40 sources considered here can be AGNs seen through the disk of galaxy. The surface density of variable unidentified sources at low galactic latitudes is five times higher than that of AGNs out of the plane. This, and the fact that there are 5 AGNs already detected at $`|b|10\mathrm{°}`$, makes that if the distribution of AGNs is isotropic, just a few out of 40 gamma-ray sources could be AGNs. Indeed, if we extrapolate the AGN number density out of the plane to latitudes within $`(10\mathrm{°},10\mathrm{°})`$, we would expect 6.5 AGNs to be detected by EGRET, leaving room for just a couple of remaining unidentified objects to be AGNs, one, perhaps, being B2013+370 (Mukherjee et al. 2000).

Altogether, these features are not in accordance with usual models of gamma-ray emitters: they cannot be explained by pulsars, SNRs in interaction with nearby clouds, massive stars, or AGNs. In addition, we have found an apparent trend for sources with a higher degree of variability to present steeper photon spectral indices. This latter result, however, needs confirmation with the more complete sample to be obtained by the next generation of gamma-ray satellites (Gehrels et al. 1999). With the currently large positional error boxes, we have no hope to completely identify the source for all these detections, but if, after the launch of future gamma-ray satellites the previously quoted characteristics are confirmed, a new population of objects probably will be needed.

To our knowledge, the only model capable of reproducing all the peculiar features presented by some of the sources in our sample (steep spectral gamma-ray index, high variability, absence of clear lower-frequency counterparts, etc) is that of isolated Kerr-Newman black holes (Punsly et al. 2000). This does not exclude the possibility that alternative models based on, for instance, stellar high-energy variability (Benaglia et al. 2000), or pulsar abnormal activity (e.g. Tavani and Arons 1997), could play an important role explaining some detections.

The hypothesis of a population of magnetized black holes in the Galaxy can be tested with the forthcoming GLAST and INTEGRAL satellites, which will allow investigators to increase the sample and measure the spectral energy distribution for particular sources with high precision. In the case of INTEGRAL, the spectrometer SPI and the imager IBIS could detect the electron-positron annihilation features of the black hole jets, as indicated by Punsly et al. (2000).

###### Acknowledgements.

This work was partially supported by CONICET (D.F.T., G.E.R., J.A.C., and P.B.), ANPCT (PICT 98 No. 03-04881), and by Fundación Antorchas, through separate grants to D.F.T., G.E.R., and J.A.C. H.A. thanks CONACyT (Mexico) for financial support under grant 27602-E. This research made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. Tables are also available on-line at http://www.iar.unlp.edu.ar/garra. We gratefully acknowledge criticism and comments from an anonymous referee, which resulted in a substantial improvement of the paper.

## Appendix A: SNR candidates

In this appendix we present the complete list of 101 candidates to SNRs that were used in our study of positional coincidences. This list is presented electronically in Table 6 and it consists of three columns: galactic coordinates $`(l,b)`$ and the diameter of the extended source ($`\theta `$) in arcminutes. The positions of these sources were reported by Duncan et al. (1995), Combi & Romero (1998), Combi et al. (1998b, 1999a), and Jonas (1999). In general, these new candidates are much more extended and weaker than those previously known.

## Appendix B: Variability of AGNs

In this appendix we present data for the variability indices of the 66 AGNs already detected in the 3EG catalog. These data were used both in Figure 4 and for making a comparison with our sample in the main text. We provide electronically (Table 7) the same columns as those given in Table 1 for the unidentified sources.

## Appendix C: Variability analysis of all low latitude gamma-ray sources

If we combine the present work with that of Zhang et al. (2000), (taking into account the same normalization for $`<\mu >_{\mathrm{pulsars}}`$, as explained above) who studied the variability of the sources which were positionally coincident with OB associations and SNRs as discovered by Romero et al. (1999), we can now make an assessment of the variability of the whole sample of unidentified sources at low galactic latitudes. There are 81 such sources, six of them (3EG J0824$``$4610, 0827$``$4247, 0828$``$4954, 0841$``$4356, 0859$``$4257 and 0848$``$4429) were recently reported to be artifacts produced by the high intensity emission of the nearby Vela pulsar. Another one, 3EG J0747$``$3412, was found to be coincident only with a WR star by Romero et al. (1999), and its variability index is here reported for the first time to be $`I=2.81`$. For future reference we present electronically in Table 8 the 3EG source name and the variability index $`I`$ for all low-latitude unidentified sources, normalized to the gamma-ray pulsars detected in the 3EG catalog.


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# Multi-GeV Neutrinos from Internal Dissipation in GRB Fireballs

## 1 Introduction

Neutrinos in three different energy ranges are expected from gamma-ray burst sources. The most straightforward and also the hardest to detect are quasi-thermal 10-30 MeV neutrinos associated with the stellar collapse or merger event that triggers the burst (Kumar 1999, Ruffert & Jahnka 1999). The low energies imply an extremely low detection cross section, which for sources at cosmological distances makes the required detector volume prohibitive. At much higher energies, $`ϵ_\nu \text{ }>2\times 10^{14}`$ eV neutrinos are expected from the photopion process in $`p\gamma `$ interactions between protons accelerated in shocks and the GRB photons produced by the same shocks associated with the fireball. These have a much higher cross section, and significant detection rates are predicted (Waxman & Bahcall 1997, Vietri 1998, Rachen & Mészáros 1998). Such neutrino events would directly test the shock acceleration mechanism, since they require relativistic protons with energies $`10^{16}`$ eV. A third type of neutrino emission, which is expected in the 5-15 GeV energy range (Derishev et al, 1999, Bahcall & Mészáros 2000), occurs only if neutrons are present in the fireball, and the fluences are detectable in km3 detectors. These neutrinos arise from longitudinal decoupling of the $`n`$ and $`p`$ flows, and this is expected to occur whether or not shocks occur, provided a substantial fraction of neutrons is present in the fireball and the total fireball bulk Lorentz factor $`\eta \text{ }>\eta _\pi 400`$.

In this paper we point out that if internal shocks occur below the radiation photosphere, this can lead to a regime where rapid diffusion of neutrons both parallel and transverse to the radial direction occurs. This leads to neutrinos with energy $`ϵ_{\nu \overline{\nu }}3(\eta /\eta _{\pi ,sh})(2/1+z)`$ GeV for a range of $`\eta `$ both below and above a critical value $`\eta _{\pi ,sh}\eta _\pi ^{4/5}120`$. This extends considerably the parameter space available for neutrino production from $`np`$ interactions, in contrast to the smooth homogeneous fireball case where $`\eta \text{ }>\eta _\pi `$ is required. Whereas in typical shocks responsible for MeV gamma-rays the neutrino efficiencies from $`pp`$ are low due to increased coupling and lower optical depths (Paczyński & Xu 1994), here the neutrino fluence is maximized with $`np`$ collisions in shocks at or below the pionosphere, where the inelastic optical depth is $`\text{ }>1`$. The flux of such neutrinos may be detectable with km3 Cherenkov detectors currently under planning, for a sufficiently dense phototube spacing. Similar or higher neutrino energies and rates are also possible from bursts involving a slow wind and a fast jet, where neutrons from the slow wind diffuse sideways into the highly relativistic GRB beam.

## 2 Sub-photospheric shocks and $`n`$ diffusion

In a relativistic GRB outflow consisting of $`\gamma ,e^\pm ,p`$ and $`n`$ which is initially accelerating with a common bulk Lorentz factor $`\mathrm{\Gamma }r/r_o`$, the dynamics is the same for a spherical geometry of for an outflow constrained within a channel of angular width $`\theta _j\text{ }>\mathrm{\Gamma }^1`$. There are two dynamical regimes, depending on whether $`\eta =L/\dot{M}c^2`$ is greater or less than the critical value

$$\eta _\pi =\left(\frac{L\sigma _\pi }{4\pi m_pc^3r_o(1+\xi )}\right)^{1/4}4.6\times 10^2L_{52}^{1/4}r_{o7}^{1/4}(1+\xi )^{1/4}$$
(1)
where $`\xi =n_n/n_p`$ is the neutron/proton ratio, which for simplicity is taken to be constant over the range of interest, $`\sigma _\pi 3\times 10^{26}`$ cm2 is the inelastic cross section near threshold, and $`r_o=10^7r_{o7}`$ cm is the initial radius of the outflow. The parameter $`\eta _\pi `$ of equation (1) can also be written as $`\eta _\pi =\eta _{}(\sigma _\pi /\sigma _T)^{1/4}`$, where $`\sigma _T`$ is the Thomson cross section and

$$\eta _{}=\left(\frac{L\sigma _T}{4\pi r_om_pc^3(1+\xi )}\right)^{1/4}10^3L_{52}^{1/4}r_{07}^{1/4}(1+\xi )^{1/4}$$
(2)
is the critical value of $`\eta `$ for $`\gamma ,p`$ decoupling in a $`p,n`$ outflow, which enters also in the definition of the photospheric radius (e.g. Mészáros & Rees 2000 for a pure proton fireball).

For $`\eta \eta _\pi `$, the radial velocity of the $`n`$ and $`p`$ becomes decoupled while both components are in the accelerating regime where $`\mathrm{\Gamma }r`$, leading to relative drift velocities between $`n`$ and $`p`$ of $`v_{rel}c`$, and 5-10 GeV neutrinos are expected from inelastic $`np`$ collisions (Bahcall & Mészáros , 2000). On the other hand, for $`\eta <\eta _\pi `$ a decoupling of the bulk velocity of the $`n`$ and $`p`$ in the radial direction is prevented by the fact that the radial motion of both the $`n`$ and $`p`$ saturate to an asymptotic Lorentz factor $`\mathrm{\Gamma }_p\mathrm{\Gamma }_n\eta `$ at $`r\text{ }>r_sr_o\eta `$ before a relative drift $`v_{rel}c`$ has been reached, and thereafter the various components coast together. If $`\eta `$ is constant in time and uniform across the channel of angular width $`\theta _j`$, the comoving temperature $`T^{}=T_o(r_o/r)`$ or $`T^{}=(T_o/\eta )(\eta /r)^{2/3}`$ for $`r/r_o`$ below or above the value $`\eta `$, and $`T_o=1.2L_{52}^{1/4}r_{07}^{1/2}`$ MeV is the initial temperature at $`r_o`$ (henceforth denoting with primes quantities measured in the comoving frame). The thermal velocities of the baryons are therefore subrelativistic and the relative CM kinetic energy of the $`n`$ and $`p`$ is below the threshold energy $`140`$ MeV required for inelastic nuclear collisions leading to neutrinos.

However, for $`\eta \eta _\pi `$, it is possible and likely that temporal or angular inhomogeneities in $`\eta `$ do exist in realistic GRB outflows. Both types of inhomogeneities imply the presence of density gradients, and thus the possibility for neutrons to diffuse into regions whose bulk velocity is significantly different from that where they originated. When the neutrons encounter protons or other neutrons with relative velocities $`v_{rel}\text{ }>0.6c`$ the CM inelastic threshold energy $`ϵ_{rel}\text{ }>140`$ MeV is reached, leading to pion formation and neutrinos. In order for this to occur with significant probability, one requires the inelastic $`np`$ comoving mean-free path $`\mathrm{}_{np}^{}(n_p^{}\sigma _\pi )^1`$ to be comparable to the scale of the inhomogeneity in the comoving frame, where $`n_p^{}=L/[4\pi r^2m_pc^3\mathrm{\Gamma }\eta (1+\xi )]`$ is the comoving proton density (henceforth primed quantities are in the comoving frame). In the case of internal shocks for which $`\mathrm{\Delta }\mathrm{\Gamma }\mathrm{\Gamma }`$, which ensures $`v_{rel}c`$, the characteristic length scale of the shocks is $`r/\mathrm{\Gamma }`$. In the case of sideways diffusion, a thermal velocity $`v_tv_{rel}c`$ also requires internal shocks to have re-heated the gas, so both effects are tied to each other, and the transverse diffusion is limited to the causal angle $`\mathrm{\Gamma }^1`$ so the lengthscale is again $`r/\mathrm{\Gamma }`$. In the saturated regime (which is a prerequisite for internal shocks to occur), when the $`n,p`$ thermal relative velocities $`v_{rel}c`$ so $`\sigma \sigma _\pi `$, the inelastic optical depth parallel or perpendicular to the shock normal becomes smaller than unity above a radius $`r_\pi `$ given by

$$(r_\pi /r_o)=\eta _\pi (\eta _\pi /\eta )^3.$$
(3)
In the above expression the $`\eta _\pi `$ dependence includes a factor $`(1+\xi )^{1/4}`$, which assumes protons as the only targets, for comparison with the radial decoupling case (the case where both $`n`$ and $`p`$ are targets is given by the same equation (3) by formally setting $`\xi =0`$ in the $`\eta _\pi `$ factor). The internal shocks, required to provide $`v_{rel}c`$, occur in a coasting regime, at radii

$$r_{sh}/r_o(t_v/t_o)\eta ^2,$$
(4)
where $`t_v`$ is the observer-frame variability timescale on which $`\eta `$ varies significantly, and $`t_v\text{ }>t_or_o/c10^3`$ s, where $`t_o`$ is the minimum dynamical timescale in the system over which such variation can occur involving a substantial fraction of the total outflow energy. This defines a minimum shock radius $`r_{sh,m}/r_o\eta ^2`$, for $`\eta <\eta _{}`$. For radii $`r_{sh,m}\text{ }<r\text{ }<r_\pi `$ shocks leading to $`v_{rel}c`$ are possible, while the additional condition $`\tau _\pi ^{}1`$ ensures efficient pion production and neutrino emission. This region is shown by horizontal hashed lines in Figure 1. The requirement that $`r_{sh,m}\text{ }<r_\pi `$ translates into the condition

$$\eta \eta _{\pi ,sh}(t_o/t_v)^{1/5}\eta _\pi ^{4/5}120L_{52}^{1/5}(t_o/t_v)^{1/5},$$
(5)
For radii above $`r_\pi `$, or for values of $`\eta \text{ }>\eta _{\pi ,sh}`$, shocks and inelastic collisions can also occur in the saturated regime at $`r>r_{sh,m}`$, but the mean-free path $`\mathrm{}_\pi ^{}`$ is longer than the characteristic system length $`r/\mathrm{\Gamma }`$, and the optical depth for inelastic collisions $`\tau _\pi ^{}<1`$, being equal to the inverse ratio of these two lengths. This regime is shown with vertical hashed lines in Figure 1. For $`\eta >\eta _{}>\eta _\pi `$ the neutrons have decoupled at a terminal value $`\mathrm{\Gamma }_{nf}(3/4)\eta _\pi (\eta _\pi /\eta )^{1/3}`$ (Bahcall & Mészáros 2000, Derishev et al 1999), while the protons (which are the component capable of being heated by shocks) reach a maximum bulk Lorentz factor $`\mathrm{\Gamma }_{pf}\eta _{}<\eta `$ (Mészáros & Rees 2000). Shocks can still occur, but the radius at which they occur reaches a maximum value $`r_{sh,M}/r_o(t_v/t_o)\eta _{}^2`$ constant.

Below the radius $`r_\pi `$ the pionization optical depth $`\tau _\pi ^{}\text{ }>1`$. The neutrino emission from inelastic $`np`$ collisions at threshold leading to pion and muon decay contains, on average, one $`\nu _\mu `$ and one $`\overline{\nu }_\mu `$ per neutron, with mean CM energies of 30-50 MeV, and also either a $`\nu _e`$ or $`\overline{\nu }_e`$ with an average CM energy of about 30 MeV, resulting from pions and muons decaying at rest in the CM (Bahcall & Mészáros , 2000). Typical conditions assumed for internal shocks involve collisions between shells with saturated Lorentz factors differing by factors of a few, e.g. a root-mean square value $`\eta =\sqrt{\eta _A\eta _B}=10^2\eta _2`$ with $`\eta _A=200,\eta _B=50`$ as an example. If the luminosity is constant between variations, this corresponds to a mechanical dissipation efficiency $`\epsilon =(\eta _A+\eta _B2\sqrt{\eta _A\eta _B})/(\eta _A+\eta _B)=0.2`$. The typical collision Lorentz factor is $`\mathrm{\Gamma }_{rel}(1/2)(\eta _A/\eta _B+\eta _B/\eta _A)2.12`$, and the total CM energy is $`W=(2m_p^2+2m_pE_{rel})^{1/2}2.35`$ GeV, whereas the CM threshold energy is $`2m_p+m_\pi 2.01`$ GeV. Thus, at depths $`\tau _\pi >1`$ each $`n`$ heated by an individual shock can, on average, collide $`k_\pi 2`$ times (and produce a pion each time) before its CM energy drops below threshold. The observer-frame energy of the $`\nu _\mu \overline{\nu }_\mu `$ ($`\nu _e\overline{\nu }_e`$) which would be predominant in the detector is $`50(30)\alpha \eta /(1+z)`$ MeV, where $`\alpha 1`$ near threshold, or

$$ϵ_{\nu _\mu \overline{\nu }_\mu }3\alpha \left(\frac{\eta }{\eta _{\pi ,sh}}\right)\left(\frac{2}{1+z}\right)\text{GeV},ϵ_{\nu _e\overline{\nu }_e}2\alpha \left(\frac{\eta }{\eta _{\pi ,sh}}\right)\left(\frac{2}{1+z}\right)\text{GeV},$$
(6)
where $`\eta _{\pi ,sh}`$ is given in equation (5). The average total $`\nu +\overline{\nu }`$ CM energy per neutron at threshold is $`ϵ_{\nu \overline{\nu }}^{}100\alpha k_\pi `$ MeV, which in the observer frame is $`ϵ_{\nu \overline{\nu }}0.1\alpha k_\pi \eta (1+z)^1`$ GeV. The average neutrino detection cross section averaged over $`\nu `$ and $`\overline{\nu }`$ is (Gaisser, 1990) $`\sigma _{\nu \overline{\nu }}0.5\times 10^{38}(ϵ_{\nu \overline{\nu }}/\text{GeV})\text{cm}^2`$, which (per neutron) is $`\overline{\sigma }_{\nu \overline{\nu }}0.6\times 10^{37}\alpha (k_\pi /2)(\eta /\eta _{\pi ,sh})(2/1+z)`$ cm2. The total number of neutrons involved in the shock and diffusion process, with a shock dissipation efficiency $`\epsilon =0.2\epsilon _{0.2}`$, is

$$N_{n,sh}=\left(\frac{\xi }{1+\xi }\right)\left(\frac{\epsilon E}{\eta m_pc^2}\right)5.5\times 10^{52}\epsilon _{0.2}E_{53}\left(\frac{\eta }{\eta _{\pi ,sh}}\right)^1\left(\frac{2\xi }{1+\xi }\right).$$
(7)
Assuming a km3 detector with $`N_t10^{39}N_{t39}`$ target protons, and a burst rate out to a Hubble radius of $`10^3_b`$ per year, the number of events per year in the detector will be $`R_{\nu \overline{\nu }}(N_t/4\pi D^2)_bN_n\overline{\sigma }_{\nu \overline{\nu }}`$, where $`D`$ is the proper distance out to redshift $`z`$. For an Einstein-de Sitter universe with Hubble constant $`H=65h_{65}`$ km/s/Mpc this is

$$R_{\nu \overline{\nu },sh}3E_{53}\epsilon _{0.2}\alpha \left(\frac{k_\pi }{2}\right)\left(\frac{2\xi }{1+\xi }\right)N_{t39}_{b3}h_{65}^2\left(\frac{2\sqrt{2}}{1+z\sqrt{1+z}}\right)^2\text{year}^1,$$
(8)
in coincidence with observed GRBs, and independent of the value of $`\eta `$ for $`\eta \text{ }<\eta _{\pi ,sh}`$, which is the limit below which $`\tau _\pi \text{ }>1`$. For values $`\eta _{\pi ,sh}\text{ }<\eta \text{ }<\eta _\pi `$, the rate (8) must be multiplied by $`\tau _\pi ^{}(\eta _{\pi ,sh}/\eta )^5`$, so between these limits $`R_{\nu \overline{\nu }}`$ drops steeply. However, for $`\eta \text{ }>\eta _\pi 400`$, even in a laminar flow without any shocks one expects radial decoupling of the $`np`$ leading to inelastic collisions, in which case the rate becomes a factor $`(k_\pi \epsilon _{sh})^12.5`$ larger, or (Bahcall & Mészáros 2000) $`R_{\nu \overline{\nu }}7`$/year for typical $`ϵ_{\nu _\mu }ϵ_{\overline{\nu }_\mu }10`$ GeV.

## 3 External neutron injection into the beam

If the progenitor is a collapsing massive star, a relativistic fireball from the collapsed central engine, probably in the form of a jet, must punch its way out through the stellar core and the envelope in order to become a ‘manifest’ GRB which emits observable $`\gamma `$-rays. The collision of fast baryons from the jet with quasistatic or slow neutrons or baryons from the rest of the star is a possible source of high energy neutrinos. We show here that two of the most straightforward scenarios have a very low neutrino efficiency, and then go on to discuss a third scenario where the efficiency is significantly higher.

The simplest scenario is that of a beam-dump provided by the outer envelope of a massive progenitor star, before the jet has punched through it. The fast neutrons of the jet would penetrate ahead of the protons participating in the bow shock, and collide inelastically with the upstream baryons at relative Lorentz factors $`\eta _j10^210^3`$. However, a jet with such a Lorentz factor takes only $`t_{cross}r/c\eta ^23\times 10^2r_{13}\eta _2^2`$ s in the observer frame to reach an envelope radius $`10^{13}r_{13}`$ cm, and for a burst of observed duration $`t_b=30(2/1+z)`$ s only a fraction $`(t_{cross}/t_b)2\times 10^3r_{13}\eta _2^2(t_b/30)^1`$ of the jet neutrons will collide with envelope targets before the latter is punched through. Assuming that the observer is in the jet beam, the isotropic equivalent output of jet neutrons is $`N_n=3\times 10^{53}E_{53}\eta _2^1(2\xi /1+\xi )`$. The jet neutrons have a source frame energy $`ϵ_j10^2\eta _2`$ GeV, well above the inelastic threshold for envelope baryons. Assuming that the pions decay at rest in the CM, the maximum observer frame energy of the $`\nu _\mu `$ or $`\overline{\nu }_\mu `$ is $`ϵ_{\nu _\mu \overline{\nu }_\mu }50\alpha \eta /(1+z)\text{MeV}=2.5\alpha \eta _2(2/1+z)`$ GeV. The average total $`\nu \overline{\nu }`$ energy per neutron is $`ϵ0.1\alpha \zeta _\pi \eta /(1+z)`$ GeV and the total detection cross section per neutron is $`\overline{\sigma }_{\nu \overline{\nu }}2.5\times 10^{38}\alpha \zeta _\pi \eta _2(2/1+z)`$ cm2, where $`\zeta _\pi `$ is the pion multiplicity. The expected rate of events is $`R_{\nu \overline{\nu },dump}(N_t/4\pi D^2)_b\overline{\sigma }_{\nu \overline{\nu }}N_n(t_{cross}/t_b)`$ $`1.5\times 10^2E_{53}\alpha \zeta _\pi \eta _2^2r_{13}(30\text{s}/t_b)(2/1+z)`$ year-1, with the same detector and cosmological scalings as in equation (8). This is therefore too low for km3 detectors.

A second natural scenario involves transverse neutron diffusion into the beam from the core of the evolved progenitor star, and illustrates some of the factors affecting neutrino efficiency, as well as serving as a preliminary to the third, more efficient scenario discussed in the subsequent paragraph. As the progenitor collapse proceeds the core will be heated by a shock moving outwards with $`v=\beta _sc`$ to temperatures characteristic of the virial value near the central engine region, and it will be permeated by a diffuse bath of thermal neutrinos and gamma rays capable of dissociating the metals in the core. The free neutrons then diffuse via elastic nuclear collisions, into the jet channel. Taking a core neutron density $`n_n=\xi _c\overline{n}_c`$ where $`\overline{n}_c=3\times 10^{26}m_cr_{10}^3`$ cm-3 is the baryon density for a core of $`m_c`$ solar masses, the neutron flux diffusing into the channel is $`\varphi _n(v_t\mathrm{}/t)^{1/2}n_n`$ cm-2 s-1 after a time $`t`$, where $`\mathrm{}(\overline{n}_c\sigma _{el})^1`$, and $`\sigma _{el}\sigma _\pi (c/v_t)`$ is the elastic cross section, $`v_t\beta _sc`$ being the neutron thermal velocity in the core. Using an effective transverse area of the channel of $`A\pi r^2\theta _j`$, the time-integrated fluence of neutrons into the channel after time $`t`$ is $`N_{n,}2t\pi r_c^2\theta _j\beta _s(\xi /1+\xi )(c\overline{n}_c/\sigma _\pi t)^{1/2}`$, which is $`N_{n,}10^{51}\theta _1r_{10}^{1/2}(m_c/2)^{1/2}(\beta _s/3)(2\xi /1+\xi )(t_b/30\text{s})^{1/2}(2/1+z)^{1/2}`$, using a core mass $`m_c=2M_{}`$, an observed duration $`t_b=30(2/1+z)`$ s and a jet angle $`\theta =10^1\theta _1`$ radians. This is comparable to the number of baryons going out through the jet, which is $`N_b\theta ^26\times 10^{51}E_{53}\eta _2^1\theta _1^2`$, where $`N_b`$ is the isotropic equivalent output of jet baryons, $`N_b=6\times 10^{53}E_{53}\eta _2^1`$. The neutrons diffusing into the channel collide against the ultrarelativistic baryons in the jet, and as above, the maximum observed energy of the $`\nu _\mu `$ or $`\overline{\nu }_\mu `$ produced is $`ϵ_{\nu _\mu \overline{\nu }_\mu }2.5\alpha \eta _2(2/1+z)`$ GeV and the average detection cross section per neutron is $`\overline{\sigma }_{\nu \overline{\nu }}2.5\times 10^{38}\alpha \zeta _\pi \eta _2(2/1+z)`$ cm2. However, the transverse inelastic optical depth through the jet encountered by the diffusing slow neutrons is $`\tau _{\pi ,}n_n\sigma _\pi r\theta 5\times 10^4L_{52}\eta _2^1r_{10}^1\theta _1`$. Thus only a fraction $`\tau _{\pi ,}^1`$ of the jet baryons can produce 2.5 GeV neutrinos, since the slow neutrons cannot penetrate far into the jet. The number of neutrino events in a km3 detector is then $`R_{\nu \overline{\nu },core}(N_t/4\pi D^2)_b\overline{\sigma }_\nu 2N_b\tau _{\pi ,}^1`$ $`1.5\times 10^4\eta _2\alpha \zeta _\pi r_{10}\theta _1^1(2/1+z)^2`$ year-1, with detector and cosmological scalings as in equation (8). This is far too low, and it indicates the critical role played by the transverse optical depth.

A maximally efficient scenario based on lateral neutron injection can be obtained when the jet transverse inelastic depth is of order unity, so that neutrons diffusing inwards can interact with the entire fast beam. The transverse inelastic depth of the jet baryons in the lab frame is

$$\tau _\pi =n_j\sigma _\pi r\theta \eta _\pi ^4\eta ^1\theta (r_o/r),$$
(9)
and unit optical depth is achieved at $`r/r_o4\times 10^6\theta _1\eta _3^1L_{52}r_{07}^1`$ or about $`4\times 10^{13}`$ cm for a jet with $`\eta =10^3\eta _31`$. If the jet is surrounded by a slower outflow, say with $`\mathrm{\Gamma }_s10`$ (and $`\mathrm{\Gamma }_s\text{ }<\theta _j^1`$), the slow outflow can reach a distance $`4\times 10^{13}`$ cm in an observer frame burst duration, $`r/c\mathrm{\Gamma }_s^2t_b30`$ s, and internal shocks in the slow outflow can heat the baryons in it. Inelastic collisions will heat the neutrons in the slow flow carried along from lower radii to thermal velocities $`v_t\text{ }<c`$, and lead also to $`\nu \overline{\nu }`$, but their lab-frame energy will be very low, $`\text{ }<0.25`$ GeV. The lab frame density in the slow outflow will be $`10^2`$ times larger than in the jet (assuming the same energy per solid angle), and neutrons can diffuse into the jet from a depth in the slow outflow which is one-tenth of the width of the jet in the time taken for a neutron to cross the jet, the amount of slow mass in this slow width being ten times that in the jet. If the pions and muons are produced at rest in the CM, using the CM neutrino energies $`ϵ^{}`$ of the previous section the maximum observer frame energy of the $`\nu `$ or $`\overline{\nu }_\mu `$ from inelastic collisions with jet baryons is $`ϵϵ^{}\eta (1+z)^1`$

$$ϵ_{\nu _\mu \overline{\nu }_\mu }25\alpha \eta _3\left(\frac{2}{1+z}\right)\text{GeV},ϵ_{\nu _e\overline{\nu }_e}15\alpha \eta _3\left(\frac{2}{1+z}\right)\text{GeV},$$
(10)
where $`\alpha 1`$ near threshold. The total observer frame neutrino energy per neutron is $`ϵ_\nu +ϵ_{\overline{\nu }}0.1\alpha \zeta _\pi \eta /(1+z)`$ GeV, where $`\zeta _\pi `$ is the pion multiplicity, and the average detection cross section averaged over $`\nu `$ and $`\overline{\nu }`$ is $`\overline{\sigma }_{\nu \overline{\nu }}2.5\times 10^{37}\alpha \zeta _\pi \eta _3(2/1+z)`$ cm2 per neutron. The (isotropic equivalent) baryon output in the jet is $`N_b=E/\eta m_pc^2=6\times 10^{52}E_{53}\eta _3^1`$, and the number of expected neutrino detection events is

$$R_{\nu \overline{\nu },j}(N_t/4\pi D^2)_b\overline{\sigma }_\nu 2N_b15E_{53}\alpha \zeta _\pi N_{t39}_{b3}h_{65}^2\left(\frac{2\sqrt{2}}{1+z\sqrt{1+z}}\right)^2\text{year}^1.$$
(11)
This assumes that the maximum emission occurs at $`\tau _\pi 1`$, while for $`\tau _\pi E_{53}\eta _3^1\theta _1r_{13.6}^1(t_b/30\text{s})^1(1+z/2)>1`$ the rate would be reduced by $`\tau _\pi ^1`$. Note that if the transverse neutron input $`N_n2\pi r^2\theta \xi \beta _s(ct\overline{n}_s/\sigma _\pi )^{1/2}10^{53}\xi \beta _sL_{52}^{1/8}\eta _{s1}^{1/2}t_1^{1/2}r_{07}^{3/8}r_{13.6}\theta _1`$ is less than the number of baryons in the jet $`N_b\theta ^2=6\times 10^{50}E_{53}\theta _1^2\eta _3^1`$, then $`N_n`$ must be used in equation (11), instead of $`N_b`$; this would be the case only if the wind neutron content is very small, $`\xi /\theta _1<0.006L_{52}^{7/8}t_1^{1/2}\eta _3^1\eta _{s1}^{1/2}\beta _s^1r_{07}^{3/8}r_{13.6}^1`$.

The above example used $`\eta =10^3`$, but the optimum efficiency $`\tau _\pi 1`$ can also be obtained for other values of $`\eta `$ in such a slow+fast jet model. The rate (11), $`R_{\nu \overline{\nu },j}15`$/year, is independent of the value of $`\eta `$, since $`\eta ^1`$ in the number of ejected baryons cancels out with $`\eta `$ in the neutrino detection cross section. The neutrino energies do scale with $`\eta `$, and the same rate of 15/year would be obtained, e.g. for $`\eta _j=10^2`$ with $`ϵ_{\nu _\mu \overline{\nu }_\mu }2.5`$ GeV, $`ϵ_{\nu _e\overline{\nu }_e}1.5`$ GeV, or for $`\eta _j=10^4`$ with $`ϵ_{\nu _\mu \overline{\nu }_\mu }250`$ GeV, $`ϵ_{\nu _e\overline{\nu }_e}150`$ GeV. The latter is an extreme value of $`\eta _j`$, but such energy neutrinos would be more easily detectable with first generation km3 detectors, which could therefore provide significant constraints on the jet Lorentz factor.

## 4 Discussion

We have discussed two new mechanisms for producing significant fluences of 2-25 GeV neutrinos in GRB fireballs. The first of these involves internal shocks occurring at or below the pionosphere (which itself is below the $`\gamma `$-ray photosphere), where the optical depth to inelastic nuclear collisions is large. This mechanism requires either temporal or angular inhomogeneities (or both) in the relativistic outflow, which otherwise can be considered as a simple flow (i.e. characterized by a single mean energy per solid angle and a single mean Lorentz factor, aside from order unity variations in it). This mechanism can occur for values of $`\eta \text{ }<\eta _\pi ^{4/5}(t_o/t_v)^{1/5}\text{ }<120L_{52}^{1/5}r_{o7}^{1/5}(t_o/t_v)^{1/5}(2/[1+\xi ])^{1/5}`$. Thus, it considerably relaxes the $`\eta `$ parameter space requirements where neutrinos in the multi-GeV range can be expected.

The second mechanism involves transverse diffusion of neutrons from a slower outflow into a fast jet, at a height where the transverse inelastic optical depth of the latter is close to unity for maximal efficiency. This also requires the slow outflow to be heated by internal shocks at or below its own pionosphere, and requires a two-zone outflow, characterized by two different values of the mean Lorentz factor (or alternatively of the energy per solid angle). This mechanism operates optimally at radii where the transverse optical depth is near unity, and predicts nominal event rates of $`\text{ }<15`$/year independent of $`\eta `$ and neutrino energies $`ϵ_{\nu _\mu \overline{\nu }_\mu }25\eta _3(2/[1+z])`$ GeV, $`ϵ_{\nu _e\overline{\nu }_e}15\eta _3(2/[1+z])`$ GeV which scale with $`\eta `$, providing a diagnostic for the value of the jet Lorentz factor.

A feature of these two mechanisms is that they can operate even if the outflow has initially a low neutron fraction, since inelastic collisions with optical depth $`\text{ }>1`$ tend to convert $`p`$ into $`n`$ and viceversa with approximately equal probability. They may therefore occur either in neutron star mergers or in massive stellar progenitor collapses. For km3 detectors such as ICECUBE (Halzen, 1999), ANTARES (Feinstein 1998), BAIKAL (Beloplatikov et al 1997) or NESTOR (Trascatti et al 1998) with sufficiently dense phototube spacing, the predicted event rates are $`R_{\nu \overline{\nu }}315`$/year, which would be detectable above the background in coincidence with GRB flashes. However, since these two mechanisms only require sub-photospheric internal shocks (while longitudinal decoupling does not require any shocks), 2-25 GeV or higher energy neutrinos could be observed from a much wider range of stellar collapse or compact merger events in the Universe at $`z>1`$, not necessarily associated with $`\gamma `$-ray flashes.

###### Acknowledgements.

This research has been supported by NASA NAG5-2857, the Guggenheim Foundation, the Sackler Foundation and the Royal Society. We are grateful to John Bahcall for valuable comments and discussions.


text:
# Electron Energy Loss Spectroscopy of strongly correlated systems in infinite dimensions

\[

## Abstract

We study the electron-energy loss spectra of strongly correlated electronic systems doped away from half-filling using dynamical mean-field theory ($`d=\mathrm{}`$). The formalism can be used to study the loss spectra in the optical ($`𝐪=\mathrm{𝟎}`$) limit, where it is simply related to the optical response, and hence can be computed in an approximation-free way in $`d=\mathrm{}`$. We apply the general formalism to the one-band Hubbard model off $`n=1`$, with inclusion of site-diagonal randomness to simulate effects of doping. The interplay between the coherence induced plasmon feature and the incoherence-induced high energy continuum is explained in terms of the evolution in the local spectral density upon hole doping. Inclusion of static disorder is shown to result in qualitative changes in the low-energy features, in particular, to the overdamping of the plasmon feature, resulting in a completely incoherent response. The calculated EELS lineshapes are compared to experimentally observed EELS spectra for the normal state of the high-$`T_c`$ materials near optimal doping and good qualitative agreement is found.

\]

The ac conductivity and dielectric tensor provides valuable information concerning the finite frequency, finite temperature charge dynamics of an electronic fluid in a metal. The dramatic changes in the electronic state from localized to itinerant across an insulator-metal (I-M) transition, be it driven by pressure, or doping the insulator, is reflected in concomitant changes in the optical responses. These studies, therefore, give one a systematic picture describing the nature of the change in electronic state, appearance of new low-energy excitations, their dispersion and stability. In cuprate superconductors, for e.g, these studies have convincingly demonstrated the non-Fermi liquid nature of the charge  and spin  dynamics in the normal state.

Optical response in a solid provides an estimate of the carrier scattering rate at finite frequency, and thus give detailed information about the finite frequency collective excitations responsible for scattering the carriers. In a quantum paramagnetic metal, the dominant carrier-scattering mechanism are electron-hole pairs, which are the low-energy collective excitations- it is precisely the e-h spectrum which is measured by electron-energy-loss spectroscopy (EELS), which provides one with a direct experimental picture for the spectral density of particle-hole excitations in a solid .

In a weakly interacting system, one expects the details of the particle-hole spectrum to be sensitive to details of the shape and size of the Fermi surface (e.g, its curvature). That such a picture is untenable for strongly correlated systems was pointed out by Shastry et al , who argued that in this case, the whole Brillouin zone tends to get populated. Another important point of considerable relevance is the transfer of spectral weight over large energy scales that is characteristic of strongly correlated systems-it has no analog in weakly interacting fermi systems. Consequently, one expects qualitatively different responses in this case, compared to those characteristic of weakly interacting systems.

Quite generally, the transmition EELS lineshape is related to the wave-vector and frequency dependent dielectric function via the equation,

$$I(𝐪,\omega )=Im\frac{1}{ϵ(𝐪,\omega )}.$$
(1)
Following Ref. , we employ the random-phase-approximation (RPA) to treat the small-$`𝐪`$ part. In the optical limit that we are interested in ($`q0`$), $`ϵ(𝐪0,\omega )=1+4\pi \frac{i\sigma (\omega )}{\omega }`$, where $`\sigma (\omega )`$ is the longitudinal optical conductivity. The analysis carried out along these lines is invalid when $`qa1`$, where the short-ranged part of the potential has to be considered and the RPA is inadequate. However, local correlation effects are correctly incorporated into the above eqn via $`\sigma (\omega )`$, which can be computed reliably within $`d=\mathrm{}`$, for example. In this limit, $`𝐪0`$, the particle-hole spectral density is obtainable from the dissipative part of ,

$$I(0,\omega )=Im\frac{1}{ϵ(0,\omega )}=\frac{ϵ\mathrm{"}(\omega )}{ϵ^2(\omega )+ϵ\mathrm{"}^2(\omega )}$$
(2)
with $`ϵ^{}(\omega )=1\frac{4\pi \sigma \mathrm{"}(\omega )}{\omega }`$ and $`ϵ\mathrm{"}(\omega )=\frac{4\pi \sigma ^{}(\omega )}{\omega }`$ so that one needs to have an estimate of the longitudinal dielectric constant to calculate the EELS spectrum. It is to be noted that this yields the EELS lineshape corresponding to the experiment performed in the so-called ”transmission mode”. Thus, the problem has now been reduced to that of computing $`ϵ(\omega )`$, which, being a local quantity, can be computed in an approximation-free way in $`d=\mathrm{}`$ .

In this communication, we want to develop a theory of the trasmition EELS (eq. (1)) for electronic systems which undergo Mott transitions as a function of band-filling . To be specific, we consider the one-band Hubbard model, where the Mott transition can be driven by hole-doping the Mott insulator, or by pressure (which changes the ratio $`U/t`$). To capture more fully the effects of chemical substitution-(which is how doping is carried out in practice), we also introduce static, site-diagonal disorder in the model. The resulting hamiltonian is,

$$H=\underset{ij\sigma }{}t_{ij}c_{i\sigma }^{}c_{j\sigma }+U\underset{i}{}n_in_i\underset{i,\sigma }{}(v_i\mu )n_{i\sigma }$$
(3)
as a prototype model describing the electronic degrees of freedom in TM oxides. To study the 3D case, we employ the $`d=\mathrm{}`$ approximation, which is the best among those currently available to study the M-I transition . Since this method has been extensively reviewed, we only summarize the relevant aspects. All transport properties, which follow from the conductivity tensor, are obtained from a $`𝐤`$-independent self-energy in $`d=\mathrm{}`$; the only information about the lattice structure comes from the free band dispersion in the full Green fn:

$$G(k,\omega )=G(ϵ_k,\omega )=\frac{1}{\omega +\mu ϵ_k\mathrm{\Sigma }(\omega )}$$
(4)
To solve the model in $`d=\mathrm{}`$ requires a reliable way to solve the single impurity Anderson model(SIAM) embedded in a dynamical bath described by the hybridization fn. $`\mathrm{\Delta }(\omega )`$. There is an additional condition that completes the selfconsistency:

$$𝑑ϵG(ϵ,i\omega )\rho _0(ϵ)=\frac{1}{i\omega +\mu \mathrm{\Delta }(i\omega )\mathrm{\Sigma }(i\omega )}$$
(5)
where $`\rho _0(ϵ)`$ is the free DOS ($`U=0`$). The above eqns. (3-4) refer to the disorder-free Hubbard model. With microscopic, binary disorder (which is the only type we consider here),

$$P(v_i)=(1x)\delta (v_i)+x\delta (v_iv)$$
(6)
only the disorder-averaged quantities are physically observable. In this case, we use an extended version of the iterated perturbation theory (IPT), which combines the effects of dynamical correlations (via usual IPT) with those of disorder (via CPA) in a selfconsistent way. For the sake of completeness, we outline the calculational details briefly. As a first step, we compute the full local Green function for the pure model using IPT. This has been shown  to yield results in excellent agreement with those obtained from exact diagonalization techniques. This IPT propagator is then corrected for repeated scattering from local disorder by computing the new self energy from the usual CPA ,

$$<T_{ii}[\mathrm{\Sigma }(\omega )]>_c=\frac{(1x)\mathrm{\Sigma }(\omega )}{1+\mathrm{\Sigma }(\omega )G(\omega )}+\frac{x(v\mathrm{\Sigma }(\omega ))}{1(v\mathrm{\Sigma }(\omega ))G(\omega )}=0$$
(7)
which results in an implicit equation for the interaction and disorder corrected self energy (and Green function). To make the treatment selfconsistent, we compute the new IPT selfenergy using the new GF computed with (IPT+CPA) in the first step. This procedure is repeated until convergence is achieved. At each step of the iteration, we fix the chemical potential from the Luttinger sum rule, $`n=_{\mathrm{}}^\mu \rho (\omega )𝑑\omega =x`$. This extended IPT yields the local propagator, $`<G_{ii}(\omega )>`$ corrected both for dynamical correlations and disorder induced repeated scattering, both treated on the same footing . In $`d=\mathrm{}`$, this is sufficient to compute the transport, because the vertex corrections in the Bethe Salpeter eqn. for the conductivity vanish identically in this limit . Thus, the conductivity is fully determined by the basic bubble diagram made up of fully interating local GFs of the lattice model.

The optical conductivity and the Hall conductivity are computable in terms of the full $`d=\mathrm{}`$ GFs as follows :

$$\sigma _{xx}(i\omega )=\frac{1}{i\omega }𝑑ϵ\rho _0(ϵ)\underset{i\nu }{}G(ϵ,i\nu )G(ϵ,i\nu +i\omega )$$
(8)
The dynamical dielectric constant is directly calculated from the optical conductivity via,

$$ϵ_{xx}(\omega )=1+\frac{4\pi }{\omega }i\sigma _{xx}(\omega )$$
(9)
yielding its real and imaginary parts. Use of eqn.(3) then permits us to study $`I_{EELS}(\omega )=Im\frac{1}{ϵ(\omega )}`$,

Before embarking on our results and their analysis, it is instructive to summarize what is known about the $`d=\mathrm{}`$ Hubbard model. At large $`U/t`$, and away from half-filling ($`n=1`$), the ground state is a paramagnetic FL if one ignores the possibility of symmetry breaking towards antiferromagnetism, as well as disorder effects, which are especially important near $`n=1`$. This can be achieved formally by introducing a nnn hopping, which in $`d=\mathrm{}`$ leaves the free DOS essentially unchanged . This metallic state is characterized by two energy scales: a low energy coherence scale $`T_{coh}`$, below which local FL behavior sets in , and a scale of $`O(D)`$, ($`D`$ is the free bandwidth) characterizing high energy, incoherent processes across the remnant of the Mott-Hubbard insulator at $`n=1`$. At $`T<T_{coh}`$, the quenching of the local moments leads to a response characteristic of a FL at small $`\omega <<2D`$ (but with the dynamical spectral weight transfer with doping, a feature of correlations), but at higher $`T>T_{coh}`$, the picture is that of carriers scattered off by effectively local moments, which makes the system essentially like a non-FL (note that the metal with disordered local moments is not a FL).

The picture is modified drastically in presence of static, diagonal disorder, in which case, the extended IPT has to be used. For weak disorder, the above picture is qualitatively unaffected, and the only interesting features are that Luttinger’s theorem is violated, and the FL quasiparticles acquire a finite lifetime at $`\mu `$ . However, with increasing disorder, repeated scattering effects destroy the quasiparticle picture, and the metallic state is characterized by an incoherent, non-FL response with a pseudogap structure in the DOS. Similar results have been obtained earlier in Ref. , where a $`T`$-matrix approximation was employed to treat disorder-induced resonant scattering. The above describes the competing tendency of the correlation-induced low temperature coherence scale, $`T_{coh}`$ in the $`d=\mathrm{}`$ Hubbard model, with the disorder-induced incoherence, which tends to suppress it, driving it eventually to zero, leading to a non-FL metal state. A large enough disorder strength leads to band-splitting, as in usual CPA, leading to a continuous transition to a disorder driven insulating state.

Armed with this information, we are ready to discuss our results. We choose a gaussian unperturbed DOS, and $`U/D=3.0`$ to access the strongly correlated FL metallic state off $`n=1`$, ignoring the possible instability to an AF-ordered phase. All calculations are performed at a low temperature, $`T=0.01D`$. We are mainly interested in the variation of the EELS lineshape with hole doping, given here by $`\delta =(1n)`$. This fixes the chemical potential, and the FL resonance position, and the IPT describes the evolution of spectral features in good agreement with exact diagonalization studies . In view of the ability of the IPT to reproduce all the qualitative aspects observed in $`\sigma _{xx}(\omega )`$, we believe that is a good tool in the present case. Fig.(1) shows the optical conductivity and the longitudinal dielectric constant. $`\sigma _{xx}(\omega )`$ agrees with calculations performed earlier in all the main respects; in particular, it clearly exhibits the low-energy quasicoherent Drude form, the transfer of optical spectral weight from the high-energy, upper-Hubbard band states to the low energy, band-like states with increasing hole doping, and the isosbectic point at which all the $`\sigma _{xx}(\omega )`$ curves as a fn. of filling cross at one point, to within numerical accuracy. It is interesting to point out that such features have also been observed in experimental studies . Correspondingly, Im$`ϵ_{xx}(\omega )`$ also shows the isosbectic point, the explanation for which is identical to the heuristic one proposed recently by us for the case of $`\sigma _{xx}(\omega )`$ .

In Figs. 2 and 3, we show the theoretically calculated EELS spectrum for $`U/D=3.0`$ and for different band-fillings as a function of disorder strength, $`v`$. This allows us to access the intermediate correlation regime, where the absence of any small parameter in the problem requires use of controlled methods that interpolate correctly between the weak- and strong coupling limits (such as the $`d=\mathrm{}`$ method used here). From the calculation of the optical response, we have checked that Im$`\sigma _{xx}(\omega =0)=0`$, implying that $`Re1/ϵ(0)=0`$, as required . With $`U/D=3.0`$, we observe a peak at $`\omega U/2`$, associated with the transitions from the lower-Hubbard band to the quasiparticle resonance. We associate this peak to the strongly renormalized particle-hole excitations in the strongly correlated metal. In this context, two features are worthy of mention: at low energy, the loss intensity goes quadratically with $`\omega `$, and the particle-hole peak position shifts with increasing doping. The shift of this feature correlates with that of the mid-IR peak in the optical conductivity (Fig.(1)), and is thus a clear manifestation of the transfer of optical weight to lower energy with hole-doping. Moreover, appreciable loss intensity is observed at higher energies ($`\omega >2.0`$) as a smooth continuum, in contrast to the expectations from a weakly correlated (very small $`U/D`$) FL. This clearly shows how the delicate balance between coherence and incoherence is controlled by the transfer of optical spectral weight in the full EELS spectrum. In fact, we expect the coherent feature in the full spectrum to become sharper as $`T`$ ($`0.01D`$ in our analysis) is lowered further. We see from the above that coupling to high-energy, incoherent, multiparticle excitations strongly renormalizes, but does not destroy, the coherent response in a strongly correlated Fermi liquid. However, the analysis presented above shows that a proper treatment of coherence (related to itinerance) and incoherence (coming from the local, atomic-like features) on an equal footing is necessary to obtain consistent results. The EELS at very low energy are well described by a Drude fit, but features like the damped plasmon peak at $`\omega /D1.0`$ are distinctly non-Drude-like, and can only be reliably accessed by the full analysis, as described above.

Given the above, we expect small coherence destroying perturbations to tilt the balance in favor of low-energy incoherence. Consideration of doping-induced static disorder has precisely such an effect on the low energy EELS spectrum. Consistent with the disorder-induced smearing of the Drude part in $`\sigma _{xx}(\omega )`$, the coherent part in the EELS spectrum is replaced by a broad peak, which still shows remnants of the coherent peak at $`v=0`$ ($`v=U/4`$). However, the low-energy $`\omega ^2`$ dependence in the pure case is replaced by a linear $`\omega `$ dependence in this case. The complete destruction of the quasiparticle behavior in the DOS and the Drude-like response at $`v=U/3`$ is consistent with the complete destruction of the ”coherent” peak in the EELS spectrum; we understand this as overdamping of the collective p-h peak by disorder-induced strong scattering as $`v`$ is increased. In the strong disorder regime, the metallic state is incoherent with a pseudogap feature in the DOS , and the action of the potential $`V_{\mathrm{𝐤𝐤}^{}}`$ between the Hubbard band states does not create well-defined elementary excitations, leading to an incoherent response at low energy.

In experiments carried out on the cuprates in their normal state, a very broad plasmon peak is revealed , implying poorly defined plasmon excitations in the correlated metallic state. These studies also reveal that the optic “plasmon” disperses quadratically (in $`q`$). Recent studies indicate an acoustic-like heavily damped plasmon mode at small $`𝐪`$  with a linear $`\omega `$ dependence in $`Bi_2Sr_2CaCu_2O_8`$, alongwith a single broad peak. We cannot directly compare our results to those of , the EELS experiment was carried out in the reflection mode, and this measures the quantity $`Img(0,\omega )`$, which is not directly related to what we have calculated here. However, looking at the results of , we see that the essential features seen there are indeed reproduced by our calculation. To make contact between our calculations and experiments, we shall suppose that the one-band Hubbard model is understood to be the effective model describing the coupled spin-carrier dynamics in the Cu-O planes. We will also assume that bandstructure effects are not crucial to the case under study, and that the source of the anomalous behaviors is rooted in the dynamical effects of the strong, local Hubbard interaction, an assumption well-supported at doping levels near the optimal . We stress that the above conditions will be modified in the pseudogap phase, where the precursor effects of $`d`$-wave pairing fluctuations-intrinsically non-local, are appreciable . In this doping range, the dynamical effects of non-local correlations will probably lead to even stronger deviations from a FL picture, though a concrete calculation including such effects remains to be developed. With these caveats in mind, we find good qualitative agreement between our results for $`v=U/3`$ of Fig. 3 and the experimental EELS lineshapes ; the quadratic (in $`\omega `$) behavior at low $`\omega `$, the broad “plasmon” peak (strongly damped), the asymmetric lineshape and the continuum response at higher energy are all reproduced in qualitative agreement with experiment. It would be interesting to check whether the plasmon peak shifts to lower energies with hole doping; this would be an interesting check on the validity of the approach presented here. The comparison is quite good upto $`\omega /D3.0`$, beyond which the simple single-band modelling does not apply anyway.

There is extensive experimental work  indicating that the metallic phase above $`T_c`$ near optimal doping in cuprates is not describable in terms of Landau Fermi liquid ideas. Prelovsek et al.  have recently considered the question of the EELS lineshape in the $`tJ`$ model, making use of results obtained from finite-temperature Lanczos techniques. Within our approach, it is known that the metallic state off $`n=1`$ above the lattice coherence scale, $`T_{coh}`$, is not a Fermi liquid ; the calculation carried out above is then consistent with the non-FL charge dynamics if the $`T_{coh}`$ can be driven sufficiently low (below $`0.01D`$ used here). We expect precisely a very low $`T_{coh}`$ near $`n=1`$ for $`U/D`$ near the Mott transition . Comparing our results with those found in , we observe that our results are in nice agreement with theirs, but the results presented here are more transparent, being based on an analytical scheme. In addition, the results show that the $`d=\mathrm{}`$ approach is capable of producing the low- and high-energy features on the same footing, and moreover, permits us to include effects of doping-induced static disorder in a consistent way. In view of this, we believe that the approach described here should also be applicable to a wide variety of doped transition metal oxides, where the combined effects of correlations and disorder are especially pronounced . Additionally, effects of orbital degeneracy, etc, in real materials can be treated by a suitable generalization of the above procedure . This is a non-trivial problem, because the solution of the impurity model is harder. We hope to address this issue in future work.

In conclusion, we have considered the energy loss function of a model for transition metal oxides, and captured the effects of strong, local correlations and static disorder in a consistent way. Comparison of our results with the experimental EELS spectra for cuprates in the “normal” state above $`T_c`$ near optimal doping shows that all the main observed features are consistently reproduced by our calculation.

###### Acknowledgements.

LC was supported by the Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP). MSL thanks Prof. E. Müller-Hartmann for encouragement and advice and Prof. G. Sawatzky for a discussion of the experimental results. MSL was supported by the SfB 341 of the DPG.


text:
# The flow completion of a manifold with vector field

## 2. Example

Let $`(M,X)=(^2\{0\},_x)`$. The trajectories of $`X`$ on $`M`$ and of $`\overline{X}`$ on $`\times M`$ in the slices $`y=\text{ constant}`$ for $`y=0`$ and $`y0`$ then look as follows:

$`M`$ $`\times M,y=0`$ $`\times M,y0`$
The smooth manifold $`M_{}`$ then is $`^2`$ with the $`x`$-axis doubled: $`(x,0)_+`$ and $`(x,0)_{}`$ cannot be separated for each $`x`$. The charts $`j_s(M)`$ all are diffeomorphic to $`M=^2\{0\}`$ and contain $`(x,0)_{}`$ for $`x<0`$ and $`(x,0)_+`$ for $`x>0`$. The charts $`j_r(M)`$ and $`j_s(M)`$ are glued together by the shift $`xx+sr`$. In this example $`M_{}`$ is not Hausdorff, but its Hausdorff quotient (given by the equivalence relation generated by identifying non-separable points) is again a smooth manifold and has the universal property described in (1).

## 3. Example

Let $`(M,X)=(^2\{0\}\times [1,1],_x)`$. The trajectories of $`\overline{X}`$ on $`\times M`$ in the slices $`y=\text{constant}`$ for $`|y|1`$ and $`|y|1`$ then look as in the second and third illustration above. The flow completion $`M_{}`$ then becomes $`^2`$ with the part $`\times [1,1]`$ doubled and the topology such that the points $`(x,1)_{}`$ and $`(x,1)_+`$ cannot be separated as well as the points $`(x,1)_{}`$ and $`(x,1)_+`$. The flow is just $`(x,y)(x+t,y)`$:

In this example $`M_{}`$ is not Hausdorff, and its Hausdorff quotient is not a smooth manifold any more. There are two obvious quotient manifolds which are Hausdorff, the cylinder and the plane. Thus none of these two has the universal property of (1).

## 4. Non-Hausdorff smooth manifolds

We met second countable smooth manifolds which need not be Hausdorff. Let us discuss a little their properties. They are $`T_1`$, since all points are closed; they are closed in a chart. The construction of the tangent bundle is by glueing the local tangent bundles. Smooth mappings and vector fields are defined as usual: Non separable pairs of points are mapped to non separable pairs. Vector fields admit flows as usual: These are given locally in the charts and are then glued together. If $`x`$ and $`y`$ are non separable points and if $`X`$ is a vector field on the manifold, then for each $`t`$ the points $`\mathrm{Fl}_t^X(x)`$ and $`\mathrm{Fl}_t^X(y)`$ are non separable. Theorem (1) can be extended to the category of not necessarily Hausdorff smooth manifolds and vector fields, without any change in the proof.

## 5. Remark

The ideas in this paper generalize to the setting of $`𝔤`$-manifolds, where $`𝔤`$ is a finite dimension Lie group. Let $`G`$ be the simply connected Lie group with Lie algebra $`𝔤`$. Then one may construct the $`G`$-completion of a non-complete $`𝔤`$-manifold. There are difficulties with the property $`T_1`$, not only with Hausdorff. This was our original road which was inspired by . We treat the full theory in . We thought that the special case of a vector field is interesting in its own.


text:
# Acknowledgement

## Acknowledgement

I am very much indebt to Professors P.S.Letelier,I.Shapiro and my colleague Rudnei de Oliveira for helpful discussions on the subject of this paper.Thanks are also due to an unknown referee for useful comments.Financial support from CNPq. and UERJ is gratefully acknowledged.