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# A strategy for finding gravitationally-lensed distant supernovae

## 1 Introduction

Recent observational efforts to detect high-redshift ($`z`$) supernovae (SNe) have demonstrated their value as cosmological probes. The discovery and systematic study of faint, distant type Ia supernovae (SNe Ia) has led to renewed progress in constraining the cosmic expansion history . Two independent corrected Hubble diagrams based on SNe Ia discovered via the Supernovae Cosmology Project (Perlmutter et al. 1999) and the High-Redshift Supernovae Search Team (Riess et al. 1998) yield a trend that strongly excludes the hitherto popular Einstein de Sitter universe and, for a spatially flat inflationary universe consistent with recent microwave background measurements , suggests a significant non-zero cosmological constant, $`\mathrm{\Lambda }0.7`$ .

Such studies have now identified over 100 $`z>0.2`$ SNe Ia, and, using controlled subsets of these SNe Ia samples, the first constraints are now emerging on the rate of their occurrence (Pain et al. 1996, 2000a). The observational determination of these rates is also important in many cosmological applications, for example as a diagnostic of the cosmic star formation history (SFH) and metal enrichment at high-$`z`$. SNe are independent of some of the biases associated with traditional tests based on flux-limited galaxy samples. Such biases are increasingly of concern given the steep luminosity functions now being witnessed for star-forming galaxies at all redshifts  and, though there remain uncertainties in the correct treatment of dust in high-$`z`$ type II supernovae (SNe II), they offer an alternative approach to studying the cosmic SFH.

SNe II are caused by the catastrophic core collapse of massive ($`>8\mathrm{M}_{}`$) stars and, unlike SNe Ia, represent a direct probe of the massive SFH due to their short progenitor lifetimes – the evolution of the SNe II rate should closely match that of the cosmic SFH . Unfortunately, due to their intrinsically faint, heterogeneous nature, and their likely occurrence in dusty starburst regions, to date they have yet to be exploited in cosmological studies. However, as the predicted SNe II counts to faint survey limits (e.g. $`I=26`$) will outnumber those of SNe Ia (Madau et al. 1998; Dahlen & Fransson 1999, Porciani & Madau 2000), the detection of SNe II at higher-$`z`$ should become more practical as these fainter limits are attained – either through facilities such as the NGST  or via studies of the type introduced here.

SNe Ia, by contrast, arise from lower mass ($`38\mathrm{M}_{}`$) stars, and their rate depends strongly on the (as yet) unknown configuration of the progenitor system as well as the cosmic SFH. The SNe Ia rate therefore cannot yet be used to directly probe the SFH without a more detailed knowledge of the physics of SNe Ia explosions. The observed rate does however offer important implications for the possible progenitor models  and, at $`z>1.5`$, the predicted metal-dependency of the SNe Ia rate will provide valuable clues to the metal enrichment at high-$`z`$ , as well as for the practicality of extending the Hubble diagram for more precise cosmological tests .

The study of distant SNe of both types is one of the key programs underpinning the NGST . The optimum strategy for finding and studying SNe, particularly with respect to the investigation of SNe II and the SFH at $`z>1`$, clearly depends on their abundance. In this paper, we suggest a strategy for producing the first observational constraints using existing facilities. The strategy proposed follows the idea proposed by Kolatt & Bartelmann (1998) and a similar approach used to locate faint sub-mm sources . By exploiting the magnification bias afforded by counting sources viewed through the cores of strong lensing clusters, fainter detection thresholds can be reached \[1999a\]. In the case of the sub-mm surveys the intrinsic flux limits achieved are fainter than those reached in more ambitious dedicated deep surveys. Adopting the same principle, optical searches for lensed SNe should provide a first glimpse of the evolution of SNe at high-$`z`$ ahead of the launch of NGST.

A plan of the paper follows. In $`\mathrm{\S }`$2, we review the theoretical aspects of gravitational lensing as applicable to our proposed search and discuss the uncertainties associated with modelling SNe rates. This allows us to predict the source counts and redshift distribution for a survey with and without the effect of lensing. In $`\mathrm{\S }`$3 we discuss a possible application of the technique using the HST data archive. Only two rich clusters with the necessary lensing credentials have been multiply-visited in a single passband by HST, and we discuss one possible SNe found in each. In $`\mathrm{\S }`$4 we discuss the possibilities of classifying such detections via various follow-up strategies. We present our conclusions in $`\mathrm{\S }`$5. Throughout the paper, for consistency with the SNe Ia and microwave background results, we assume a lambda dominated cosmology of $`\mathrm{\Omega }_M=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, and $`h=0.5`$, where $`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^3`$.

## 2 PREDICTED SUPERNOVA COUNTS

### 2.1 Introduction

The approach proposed is identical to that successfully employed in probing the faint sub-mm sources . The core of a rich lensing cluster magnifies suitably-located background sources by factors of several. The critical difference with the sub-mm studies is that, for faint SNe studied at optical wavelengths, the exquisite angular resolution of HST is essential. The modest boost in detectability afforded by surveying through a massive foreground cluster significantly extends the mean detectable redshift. We primarily consider a search using the HST and the Wide Field Planetary Camera 2 (WFPC-2). The high spatial resolution, dark sky background and relatively large field-of-view (5.71 $`\mathrm{arcmin}^2`$) of this telescope/instrument combination ensures faint survey limits can be reached in a reasonable exposure time. We also briefly consider the advantages of using the forthcoming Advanced Camera for Surveys (ACS) HST instrument, with a larger (11.33 $`\mathrm{arcmin}^2`$) field-of-view.

In the rest of this section we investigate this observational approach by calculating the number density $`N(m,z)`$ of SNe of different types with and without the magnification produced by a massive cluster located at various redshifts. Below we introduce the theoretical aspects of both the lensing and the intrinsic SNe properties as a function of redshift.

### 2.2 Cluster Mass Models

The role of clusters in gravitational lensing has been reviewed by many authors (see, for example, Blandford & Narayan  or Hattori, Kneib & Makino  and references therein). A gravitational lens will distort and magnify a background source by an amount that depends on both the position of the source behind the cluster, and the relative redshifts of the source and the lens. This results in different background regions suffering different degrees of amplification, depending on their location behind the cluster. Through the location and spectroscopic identifications of multiply-imaged arcs , it is possible to correct for this effect by utilising a well-constrained cluster mass model to the accuracy required. These models involve multiple component mass distributions that are able to trace the potential well of a cluster and its more massive individual member galaxies . The uncertainties in these best cases is currently $`1020`$ per cent \[1999a\].

The degree of magnification that one can expect in the central regions of such massive clusters – the areas sampled when conducting lensed SNe searches – are typically of order $`\mu 3`$–4 for sources at $`z_s=2`$ \[1999a\], where $`\mu `$ is defined as the ratio of the magnified flux to the flux measured in the absence of lensing. However, this boost in sensitivity – or effective increase in the SNe number density as fainter SNe become brighter than the survey limiting magnitude due to amplification – is offset by the competing effect of depletion. This results in a decrease in the SNe number density, as the unit solid angle in the unlensed source plane increases by a factor of $`1/\mu (z)`$ in the lensed case, resulting in a decrease in the SNe number density by $`1/\mu (z)`$.

When attempting to determine a precise count rate of lensed sources, accurate modelling is essential. Here, we choose to model the cluster mass distribution more simply via a singular isothermal sphere (SIS), where the mass density $`\rho `$ of the virialized dark matter halo of a cluster is given by $`\rho (r)=\sigma _v^2/2\pi Gr^2`$, where $`r`$ is a radial coordinate, and $`\rho `$ is parameterized through $`\sigma _v`$, the one-dimensional velocity dispersion. The mass $`M`$ of a halo interior to $`r`$ is then $`M(r)=2\sigma _v^2r/G`$. This corresponds to a constant deflection angle for incident light rays, $`\beta =4\pi (\sigma _v/c)^2=28.8^{\prime \prime }(\sigma _v/1000\mathrm{km}\mathrm{s}^1)^2`$, always pointing towards the lens centre of symmetry. For a source that, in the absence of lensing, would be seen at an angular distance $`\theta `$ from this centre, the lens equation leads to an image at $`\theta _+=\theta +\theta _E`$, with magnification $`\mu _+=\theta _E/\theta +1`$, where $`\theta _E=\beta D_{ls}/D_{os}`$ is the Einstein radius, and $`D_{os}`$ and $`D_{ls}`$ are the angular diameter distances between the observer, the lens, and the source. If the alignment is $`\theta \theta _E`$ (strong lensing), a second image is produced at $`\theta _{}=\theta \theta _E`$ with magnification $`\mu _{}=\theta _E/\theta 1`$.

High-resolution $`N`$–body simulations have recently shown, however, that haloes formed through hierarchical clustering have a universal density profile which is shallower than isothermal (but still diverging like $`\rho r^1`$) near the halo centre, and steeper than isothermal (with $`\rho r^3`$) in its outer regions (Navarro, Frenk, & White 1997, hereafter NFW). This profile takes the form:

$$\rho (r)=\frac{\rho _c\delta _c}{(r/r_s)(1+r/r_s)^2}$$
(1)
where $`\rho _c=3\mathrm{H}^2(z)/8\pi \mathrm{G}`$ is the critical density at the lens redshift, $`\delta _c`$ is a characteristic over-density, and $`r_s=r_{200}/c`$ is a scale radius, where $`c`$ is a dimensionless number measuring the “concentration” of the halo, and the virial radius, $`r_{200}`$, is defined as the radius inside which the mass density is equal to $`200\rho _c`$. $`\delta _c`$ is related to $`c`$ via

$$\delta _c=\frac{200}{3}\frac{c^3}{\mathrm{ln}(1+c)\frac{c}{1+c}}$$
(2)
We can then see that $`M(r_{200})=800\pi \rho _cr_{200}^3/3`$. The NFW haloes are thus defined by two parameters; $`c`$, and either $`r_{200}`$ or $`M_{200}`$.

The lens equation for the NFW density distribution has been computed by several authors , and a good summary of its application can be found in Hattori et al. . With respect to SIS profiles containing the same total mass and located at the same redshift, NFW lenses have smaller cross sections for producing multiple images, but this is compensated for by the fact that the average magnification of the images is higher for NFW haloes. In other words, NFW haloes are efficient magnifiers but poor image-splitters – a SIS profile underestimates the magnification obtained compared to an NFW profile.

In the following calculations, we model the lensing clusters using both SIS and NFW profiles. As a guide to the benefits of searching for SNe through clusters, we have explored two hypothetical cases: a survey conducted through a sample of (known) $`\sigma _v=1000\mathrm{km}\mathrm{s}^1`$ $`z0.2`$ clusters, and a similar sample of $`z0.6`$ clusters now being located through the MACS Survey (see for example Ebeling, Edge & Henry 2000). To meaningfully compare the magnifications of SIS and NFW profiles, we assume that for both profiles the clusters have identical masses interior to the virial radius, $`r_{200}`$. We then equate the expressions for $`M(r)`$ at $`r_{200}`$ for both profiles, and hence set $`r_{200}`$ for the NFW profile given a value for $`\sigma _v`$. For the NFW profiles, the concentration parameter $`c`$ for each cluster is calculated for our cosmology using the FORTRAN routine charden.f provided by J. Navarro.

The median area-weighted amplifications are calculated by considering a pixel matrix corresponding to the WFPC-2 CCD, and determining the amplification suffered by a background source were it to appear in each element. The median pixel amplification can then be found. Fig. 1 shows this amplification of a background source as a function of source redshift for two typical clusters. Typical median amplifications of $`\mu 2`$–3 are typical of $`z1.5`$ sources, corresponding to a brightening in magnitudes of $`1`$.

### 2.3 Supernova Rates

We now estimate the number of SNe we would expect to find to a given survey magnitude limit at a given epoch, in the case of a blank field (i.e. without any significant lensing magnification) and through a rich cluster. We will not include those (unlensed) SNe that occur in the cluster galaxies, and will therefore underestimate the total number of new SNe that will be found in a lensed search. The number counts depend on both the intrinsic redshift-dependent SNe rate, and that period of the light curve during which time the SNe appears brighter than the survey search limit.

A number of workers have modelled the expected evolution in the SNe rate with redshift. Most have followed a similar route to that employed by Madau et al. , who base their estimates on the observed luminosity densities which trace the cosmic star formation history (SFH). Using various diagnostics, the cosmic SFH can now be traced to high redshift ($`z4`$), although some details remain controversial. As the progenitor lifetimes for SNe II are very short by cosmological standards, the SNe II rate can be calculated directly from the SFH provided an initial mass function (IMF) is assumed. Here we adopt a Salpeter  IMF with lower and upper mass cut-offs of $`0.1\mathrm{M}_{\mathrm{}}`$ and $`125\mathrm{M}_{\mathrm{}}`$ respectively.

In modelling the SNe II rate, the form of the cosmic SFH is critical. The original study of the evolution in the comoving star-formation rate based on optically selected galaxy surveys  suggested a sharp rise from $`z=0`$ to a peak at $`z1`$–2 by a factor of almost 10 , followed by a decline at high-$`z`$. However, more recent studies suggest that the evolution of the SFH up to $`z1.5`$ may have been overestimated, perhaps only increasing by a factor of $`4`$ , and that the SFR at high-$`z`$ may be obscured due to large amounts of dust extinction (see, for example, Pettini et al. 1998 and Blain et al. 1999b). The form of this evolution to $`z2`$ is crucial for our studies when predicting the SNe II rate.

We consider two illustrative SFHs. The first (SFH-I) is taken from Madau & Pozetti , and provides a convenient analytical fit of the form:

$$\dot{\rho }_s(z)=\frac{0.23e^{3.4z}}{e^{3.8z}+44.7},$$
(3)
which assumes an IMF lower mass cut-off of $`0.5\mathrm{M}_{\mathrm{}}`$ and an Einstein de Sitter (EdS) Universe. Multiplying by a factor of 1.67 will convert to a Salpeter IMF with a lower mass cut-off of $`0.1\mathrm{M}_{\mathrm{}}`$. We convert the SFH to the $`\mathrm{\Lambda }`$-dominated universe assumed here by computing the difference in luminosity density between an EdS Universe and our cosmology, and applying this correction to the fit above. The SFH fit matches most UV-continuum and H$`\alpha `$ luminosity densities from $`z=0`$ to $`z=4`$, includes a mild correction for dust of $`A_{1500}=1.2`$ mag ($`A_{2800}=0.55`$ mag), and implies a local SNe II rate of $`6.2\times 10^5\mathrm{SNe}\mathrm{yr}^1\mathrm{Mpc}^3`$, very close to that observed by Cappellaro, Evans & Turatto .

However, the SFR evolution in this model to $`z1.5`$ is both stronger, and results in a lower local SFR, than more recent measurements (Cowie et al. 1999; Sullivan et al. 2000). Accordingly, we also consider a second SFH (SFH-II) with a shallower evolution (a factor of $`4`$ from $`z=0`$ to $`z1.75`$ in an EdS Universe, and constant thereafter), but one which over-produces the local SNe II rate. The SNe II rates as a function of redshift are shown in Fig. 2.

The SNe Ia rate is more difficult to model due to the uncertain nature of the progenitor system. The evolution expected depends critically on whether SNe Ia occur in double or single degenerate progenitor systems (for a review see Nomoto et al.  and references therein), and there is much debate in the literature as to what form any evolution should take. We consider a commonly used empirical approach, and represent the uncertainty in terms of two parameters (Madau et al. 1998; Dahlen & Fransson 1999). The first is a delay time $`\tau `$, between the binary system formation and SNe explosion epochs, which defines a (time-independent) explosion probability per white dwarf. The second is an explosion efficiency, $`\eta `$, which accounts for the fraction of binary systems that never result in a SNe. This efficiency $`\eta `$ is constrained using a preliminary determination of the SNe Ia rate at $`z=0.55`$ of $`1.66\pm 0.42h^310^4\mathrm{Mpc}^3\mathrm{yr}^1`$ by Pain et al. \[2000a\] using a sample of 38 SNe Ia from the SCP (see also Pain et al. 2000b).

We consider two SNe Ia evolutions, shown in Fig. 2. The first has a small value of $`\tau =0.3\mathrm{Gyr}`$ (corresponding to a shallower decline at high-$`z`$,) whilst the second is a larger value of $`\tau =3.0\mathrm{Gyr}`$, which produces a steeper drop-off. For comparison, the $`z=0.55`$ rate of Pain et al. \[2000a\] is also shown in Fig. 2, together with the difference that arises from using the two SFHs, and how these histories tend to over or under-predict the local SNe rates.

While much published data exists for SNe Ia, by contrast there is a dearth of data for SNe II and a great variety in their spectra, peak magnitudes and light curves. For the purposes of this paper, we adopt the models of Gilliland, Nugent & Phillips  (hereafter GNP) which incorporate recent light curve templates, $`k`$-corrections and luminosity functions for SNe Ia and II. These models include observed dispersions in the peak magnitudes of SNe Ia and II, which are included in our simulations of our SNe counts (see GNP for a full discussion of the models and simulations).

The major advantage to using GNP’s models lies in the fact that the Spectral Energy Distributions (SEDs) are more realistic than those employed previously for rate calculations and follow the true temporal evolution of these objects. The SNe Ia template was constructed using data from IUE and HST  in the UV and a large number of ground-based observations in the optical. Spectrum synthesis calculations were carried out by PN for the SNe II’s using the non-LTE code PHOENIX 9.0 . The spectra of SNe 1979C , 1992H and 1993W (courtesy D. Leonard) were fit at several epochs. The resultant fits of these spectra provided a nice match to the observed data and yield a crude SED template for the SNe II’s. The major emphasis of this effort was to model the UV as well as possible (this portion of the SED dominates in high-$`z`$ searches using filters bluer than $`1\mu \mathrm{m}`$), since the simple assumption of blackbody SEDs has been shown to be quite inaccurate (see fig. 10 of GNP).

### 2.4 Results

We can now combine the two mass models from $`\mathrm{\S }`$2.2 and the various SNe rate models from $`\mathrm{\S }`$2.3 to estimate the number counts of SNe with and without the presence of a strong-lensing cluster.

As with blank-field surveys, searches such as those outlined here require two images of the same rich cluster, but with the two epochs of observation separated by a suitable amount to allow the SNe to become visible. When estimating the simple count rate of lensed high-$`z`$ SNe, therefore, both forward (SNe in second image) and backward (SNe in first image) searches can be included, and to allow for the time dilation of the high-$`z`$ SNe, we assume a time of at least 2 yrs between the two exposures. Table 1 gives the counts expected to survey limits of $`I_{814}=26.0`$ & $`27.0`$, assuming $`z_{\mathrm{cluster}}=0.2\&\mathrm{\hspace{0.17em}0.6}`$.

When comparing lensed and unlensed counts, one of the key factors is the slope of the SNe number counts, $`\alpha =\mathrm{d}\mathrm{log}N/\mathrm{d}m`$. For $`\alpha >0.4`$, we expect lensing to increase the number counts, while for $`\alpha <0.4`$, lensing will have the opposite effect (depletion). The slopes in our models depend on i) the intrinsic SNe properties, contained in the models of GNP, and ii) our assumed redshift evolution of the SNe number density. The models of GNP include the best-determined uncertainties in the SNe properties, for example in the dispersion of the peak SNe magnitude, and our simulations therefore account for this first uncertainty. The redshift evolution of the SNe numbers depends on which SFH we use, and, for SNe Ia, the value of the delay time, $`\tau `$. By running simulations for the unlensed case, we find that typical values of $`\alpha `$ for SNe II for SFH-I are $`\alpha 0.35`$, and for SFH-II $`\alpha 0.32`$. There is little variation in these values between simulation runs.

The number-redshift relation is plotted in Fig. 3. As one would expect, the figure shows there is little difference in the rate of SNe up to $`z_{\mathrm{cluster}}`$. From $`z_{\mathrm{cluster}}`$ to $`z1`$, the lensed counts are lower than those appropriate for blank field searches. This is due to the effect of depletion mentioned above, which unfortunately negates the lensing benefits. However, the important differences begin at $`z>1`$, where we sample a fainter, more numerous population of SNe. Lensing has the principal effect of increasing the proportion of SNe found at high-$`z`$, bringing fainter, magnified examples into view. There is then a corresponding extension in the redshift distribution. For example, for the $`z=0.2`$ NFW cluster, the mean redshift of detection changes from $`z0.70`$ to $`z0.85`$, and the number of detections at $`z>1`$ increases from 20 to 31 per cent.

The numbers drop sharply by $`z=2`$, even in the lensed case, due to the UV drop-off in the SNe spectrum being redshifted into the $`I_{814W}`$ filter, which prevents the detection of higher-$`z`$ SNe. We note that the use of HST and an infra-red search would allow the detection of lensed $`z>2`$ SNe which would be undetectable in the unlensed case.

## 3 Application to the HST Archive

Clearly, the number of detectable SNe depends on many variables which forms a strong motivation for this search, particularly in view of the need to quantify the high redshift rate in anticipation of detailed studies with NGST. A robust prediction from Table 1 is the high chance of discovering a new SNe during a repeat exposure of a previously studied lensing cluster. Specifically, to a reasonably modest magnitude limit (achievable in $`1`$–2 orbits), we can expect to discover 1 to 3 SNe per visit if we combine forward and backward searches.

To demonstrate the potential of such a search, we have analysed the HST data archive in the case of repeated observations of strong-lensing clusters for which mass models are available. Though there are few such repeated visits with the same filters, exposure times, enough images for a thorough cosmic-ray rejection and a satisfactory delay between the ‘reference’ and ‘discovery’ images, we have none the less discovered a candidate event in the rich cluster AC 114. The core of cluster AC 114 ($`z=0.31`$) was observed on three occasions with WFPC-2 in the F702W filter (see Natarajan et al. 1998). The first two observations have total exposure times of 16.8 ks each and were taken on JD 50086.3 and 50089.3 (GO#5935). Both of these observations suffered from scheduling problems which resulted in the images having $`4`$–5$`\times `$ the nominal sky background, limiting their sensitivity to $`R_{702}26`$ rather than the expected $`R_{702}27`$. As a result the cluster core was re-observed in Director’s discretionary time (GO#7201) on JD 50747.5 for a further 15.6 ks.

Each of the observations comprises 6 single-orbit exposures in 3 pairs, each of which was spatially offset by 3 WFC pixels to enable the removal of hot pixels and similar artefacts. The observations are shifted so as to place the cluster cD on WFC4 (JD 50086.3), WFC2 (JD 50089.3) and on the boundary of WFC3–WFC4 (JD 50747.5) with space-craft orientations of PA(V3)=270, 270 and 220 degrees respectively. The three observations of the cluster core therefore sample very different areas of the WFPC-2 detectors, and the combination of this with the staggered timing makes this dataset well suited for searching for faint variable sources.

The data was reduced using the standard STScI pipeline, aligned with integer pixel shifts and then stacked using the stsdas task crrej. The observations were calibrated using the F702W zero-point quoted by Holtzman et al. . Finally, the three observations were rotated and aligned to allow a search for objects whose brightness varies between the visits.

The overlapping area between the three observations comprises a total area of roughly $`80^{\prime \prime }\times 80^{\prime \prime }`$ and this region was searched for sources which were seen in both the JD 50086.3 and 50089.3 observations, but which were missing from the JD 50747.5 observation. The sequence is shown in Fig. 4. A variable point-source was identified – 4.6<sup>′′</sup> (45 kpc) out in the halo of the central galaxy. The source brightness is $`R_{702}=26.4\pm 0.15`$ and $`26.2\pm 0.15`$ in the earlier observations, but is fainter than $`R_{702}>27.6`$ ($`3\sigma `$) in the observations taken 21 months later.

Though the object could be a SNe Ia in the envelope of the central cD galaxy, this would make it very faint unless caught at the end of its light curve. Note that the absence of a counterimage is not unexpected given the likely time delay involved.

Gal-Yam & Maoz (2000) have conducted a similar comparison of the strong-lensing cluster A 2218 which revealed another potential SNe. They detect a transient object ($`V_{606W}=22.8`$) in an F606W March 1999 image, but which is absent from both an F606W January 2000 and an F702W September 1994 image. Though the relative brightness of this SNe suggests that it occurred in a $`z=0.1753`$ cluster member galaxy, the usefulness of strategically surveying strong lensing clusters, for both lensed and unlensed SNe, is well demonstrated.

## 4 Discussion

As we have seen in $`\mathrm{\S }`$2.4, there is a high degree of likelihood of detecting a new SNe in a repeat visit to a strong lensing cluster. We will now discuss possible follow-up strategies to any detections, and the type of science that can be achieved from these types of surveys.

As with early ground-based SNe Ia searches conducted in rich clusters , it could be difficult to isolate the SNe, constrain its type, and determine a redshift. These early SNe searches were, however, essential in motivating astronomers to execute the later more ambitious programs, and before any concerted follow-up programs can be developed, it is first necessary to determine how many lensed SNe there may be and, where possible, their properties.

One of the primary benefits of the lensed search is the fact that faint, high-$`z`$ SNe – which would otherwise be too faint for spectroscopic follow-up – are brightened sufficiently for spectroscopy to become feasible. We estimate that $`40`$ per cent of $`z>1.5`$ sources could be followed in this way, compared to $`5`$ per cent without lensing. Such highly-lensed SNe such as these will typically be identifiable via their proximity to the cluster core. However, the magnitude of the faintest detected objects is still too faint for spectroscopic follow-ups on existing equipment. We need to examine various other methods of exploiting discoveries of lensed high-$`z`$ SNe, and in particular, the possibilities of distinguishing the type of SNe in order to preferentially select either SNe Ia or II.

New SNe will be caught at various stages on their light curve. We consider a statistical approach to classifying the detected SNe based on their colour distribution using a ground-based follow-up to any $`I_{814}`$ detections using, as an example, the NIRC on the Keck-II telescope. Fig. 5 shows the $`(IK)`$ – redshift distribution of detected SNe in the HST search using a simulation of many repeat visits to a $`z=0.2`$ cluster, with the search criteria described in $`\mathrm{\S }`$2.4. The ‘ridgeline’ of blue SNe Ia colours arises from those nearer maximum light, with the SNe IIs redder than the Ia’s. The ridgeline of redder SNe IIs arises from the fact that SNe IIs settle down to a constant colour after $`50`$ days in the restframe. The other ridges and gaps in the diagram are a product of the light curve, for example there is a greater likelihood of detecting a SNe in a plateau phase than during a steep decline.

Fig. 6 indicates that the bulk of the reddest objects would be expected to be SNe with $`z>1`$. These red objects would be detected in follow-ups using large ground-based telescopes in the $`K`$-band; i.e. those detected in $`K`$ are likely to be higher-$`z`$ and likely to be SNe II. Several photometric measurements can determine the rate of decline over a lunation and further constrain the type. The bluest detections will be SNe Ia observed close to maximum light. These may be further distinguished via the presence of a host galaxy whose redshift can be measured.

Although simply determining the number counts in searches such as these is important, it is interesting to consider other applications and their impact on our understanding of SNe.

The number counts of SNe Ia predicted is small, and it would be difficult to advance the existing Hubble diagram using this method. Accurate amplification corrections to the detected magnitudes would also be required. The mass models of most rich clusters are currently accurate to around 10–20 per cent, which would lead to uncertainties in the magnitudes of around 0.5 mag, insufficient for distinctions of a cosmological world model to be made. However, the mere detection of a high-$`z`$ (and therefore red) SNe Ia would have important implications for the metallicity of the progenitor system. In a survey conducted to $`I=26.0(27.0)`$ across 40 clusters, we would expect $`5(8)`$ SNe Ia to be found in the forward search, 2–3 of which would be at $`z>1`$. Using these, the first tests of the high-$`z`$ SNe Ia rate could begin.

A significant achievement would be the determination of the high-$`z`$ SNe II rate, no measurement of which yet exists. The SNe Ia rate study of Pain et al. \[2000a\] at $`z=0.55`$ shows that a sample of 38 SNe results in statistical and systematic uncertainties in the SNe rate of $`20`$ per cent. Again, in a survey of 40 clusters, we would expect around $`35(60)`$ SNe II to be detected in the ‘forward’ search which could then be followed up from the ground. Of these $`10(17)`$ would be SNe II at $`z>1`$, and using the cluster mass models and an assumed cosmology, measures of the SFR at $`z=1`$–2 could be made in an independent manner to existing measurements.

All these rates will be increased by using a larger field-of-view instrument, for example the 11.33 $`\mathrm{arcmin}^2`$ Advanced Camera for Surveys (ACS). As an example, we repeated the simulations using this instrument and the $`\tau =0.3\mathrm{Gyr}`$, SFH-II, $`I=26.0`$ survey limit scenarios, shown as the bottom line in Table 1. With this instrument, the predicted counts to $`I=26.0`$ are as high as using the WFPC-2 to a survey limit of $`I=27.0`$, and it becomes almost certain that a SNe will be found, and the larger field-of-view, and hence coverage of the lensing cluster, results in the potential discoverey of more high-$`z`$ SNe.

## 5 Conclusions

In this paper, we have presented a technique for detecting SNe at $`z>1`$ by utilising the magnification bias obtained by searching through rich clusters of galaxies. We summarise our main conclusions as follows:

1. We have shown that a search utilising repeat HST WFPC-2 visits covering the cores of rich $`z=0.2`$–0.6 clusters would reveal $`1`$–3 new SNe, of which $`80`$ per cent will be of type II. Such a search will both increase the mean redshift of detected SNe, and will result in a threefold increase in the number of $`z>1.5`$ SNe detected.
2. We have applied our technique using HST archival data, and have discovered a possible SNe event in the cluster AC 114 at $`z=0.31`$.
3. We have discussed various follow-up strategies. The brightest events (to $`I=24`$) can be followed spectroscopically using large ground-based telescopes, and a fraction of these will be highly lensed $`z>1.5`$ SNe, which it would not be possible to follow-up without the lensing boost. For fainter SNe, $`K`$-band imaging will detect and select the redder, high-$`z`$ SNe, and the light curve measurements can constrain the type.
4. We have discussed the potential scientific benefits of such a search, including the determination of the high-$`z`$ SNe rates, constraints on the cosmic SFH, and the possibility of eliminating some SNe Ia progenitor models.
5. We briefly consider the merits of using the Advanced Camera for Surveys, and find that even to $`I=26.0`$, we expect $`3`$ SNe per search (one of which will lie at $`z>1`$) with a greater extension in the redshift range probed.

## Note added in proof

We note the preprint of Saini et al. (2000), which also examines the effect of gravitational lensing by massive clusters on high-redshift SNe, in particular those located near to giant arcs where the lensing effect is strongest. For the case of the cluster A 2218, they conclude such arcs could enhance the S/N of detected SNe by $`15`$, and that such lensing would substantially extend the maximum redshift of SNe detection. We note that they also advocate the monitoring of such systems for the detection of cosmologically useful SNe at $`z1`$ and beyond.

## Acknowledgments

We thank the anonymous referee whose comments improved this manuscript. We also thank Reynald Pain for providing his pre-publication value of the SNe Ia rate, and Saul Perlmutter, Jean-Paul Kneib and Cristiano Porciani for their many helpful discussions in preparing this paper. This research used resources of the National Energy Research Scientific Computing Center, which is supported by the Office of Science of the U.S. Department of Energy under Contract No. DE-AC03-76SF00098.


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# 1 Introduction

## 1 Introduction

Equilibrium Classical Statistical Mechanics is one of the grounds of modern physics; it originated from the works of Boltzmann and Gibbs at the end of 19th century. The computational techniques of Statistical Mechanics, generalized to encompass the right enumeration of quantum states, have been successfully applied to the study of all states of matter, along all the 20th century. On one side, the rigorous analysis of this branch of theoretical physics has been impressive and far reaching  and the belief that everything in this field has been robustly founded seems to be quite widespread. On the other side there has been a serendipitous pragmatic use of the Boltzmann-Gibbs approach beyond the bounds set by theorems. The use of Equilibrium Statistical Mechanics outside the allowed boundaries led to the discovery of anomalies or paradoxes, particularly in the field of self-gravitating systems. In fact all the edifice of statistical mechanics rests on few stringent assumptions on the interactions that are not fullfilled by long-range forces. In spite of their fundamental relevance, gravitational and Coulombic forces do not fit in with Equilibrium Classical Statistical Mechanics.

Short-range interactions guarantee extensivity: that is energy and entropy, as functions of intensive internal parameters, grow linearly with the number N of microscopic components of the systems. If an extensive system is divided into macroscopic parts the total energy and entropy is the sum of the energies and entropies of the parts. On the contrary that is not true in systems where long-range interactions can reflect themselves in thermodynamic potentials that do not scale with the size of the system and cannot be defined in the thermodynamic limit (i. e. for N going to infinity). Moreover, long-range forces may well induce strong spatial and temporal dynamic correlations that contrast mixing and result either in very long relaxation times or in equilibrium distributions different from the expected Boltzmann-Gibbs.

Aiming at a microscopic foundation of non extensive thermodynamics a good starting point is the study of the ergodic properties in the thermodynamic limit of simple and meaningful Hamiltonian models with long-range interactions . In the recent past Stefano Ruffo and co-workers have introduced a class of mean-field models with infinite range of the interactions . These models are related with the statistical physics of self-gravitating systems and that of phase transitions and became paradigmatic in the study of non-extensivity. In particular, the dynamics and thermodynamics of the so called Hamiltonian Mean-Field model (HMF) have been extensively studied in the last few years and a comprehensive review can be found in the contribution to these proceedings by Andrea Rapisarda and Vito Latora .

The $`\alpha `$-XY model we refer to in this paper has been introduced by Celia Anteneodo and Constantino Tsallis ; this model cleverly combines the physics of the mean-field models quoted above with the statistical physics of lattice models of the Ising type with long-range couplings decaying as the inverse power $`\alpha `$ of the distances between sites. Since classical works on the foundations of Statistical Mechanics  it has been known that these systems are non extensive for $`0\alpha /d<1`$, where $`d`$ is the dimensionality of the ambient space; $`\alpha /d`$ is then the natural control parameter of non extensivity in this class of models.

Our work originated from previous works by other researchers active in the fields: in the section devoted to the thermodynamics of the $`\alpha `$-XY model a canonical solution is presented that has been largely inspired by the analytical work of Antoni and Ruffo on the HMF model  and by a numerical work by Tamarit and Anteneodo  ; in the section about dynamics the results on the Lyapunov exponents extend the previous work by Anteneodo and Tsallis . In the conclusions we try to express our point of view about the connection of our results with the particular form of nonextensive thermodynamics proposed by Tsallis .

## 2 Thermodynamics

In this section we define the model and we compute its canonical partition function. We use the typical methods of Gaussian transformation and saddle point integration together with a Fourier diagonalization of the interaction potential.

### 2.1 Definition of the model

We consider the hamiltonian of a system of bidimensional classical rotators (XY spins):

$$H=K+V=\frac{1}{2}\underset{i=1}{\overset{N}{}}L_i^2+\frac{1}{2\stackrel{~}{N}}\underset{ij}{\overset{N}{}}\frac{1\mathrm{cos}(\theta _i\theta _j)}{r_{ij}^\alpha }.$$
(1)
The $`N`$ spins are placed at the sites of a generic $`d`$-dimensional lattice, and each one is represented by the conjugate canonical pair $`(L_i,\theta _i)`$, where the $`L_i`$’s are the angular momenta (unit momentum of inertia is assumed) and the $`\theta _i`$’s $`[0,2\pi )`$ are the angles of rotation on a family of parallel planes, each one defined at each lattice point. The interaction between rotators $`i`$ and $`j`$ decays as the inverse of their distance $`r_{ij}`$ to the power $`\alpha 0`$. Periodic boundary conditions are assumed in the form of nearest image convention.

The hamiltonian is extensive if the thermodynamic limit (TL) $`N\mathrm{}`$ of the canonical partition function $`(\mathrm{ln}Z)/N`$ exists and is finite. This is assured for each $`\alpha `$ by the presence of the rescaling factor $`\stackrel{~}{N}`$ in front of the double sum of the potential energy. $`\stackrel{~}{N}`$ is a function of the lattice parameters $`\alpha ,d,N`$ which is proportional to the range $`S`$ of the interaction defined by:

$$\stackrel{~}{N}S=\underset{ji}{}\frac{1}{r_{ij}^\alpha }.$$
(2)
The sum is independent of the origin $`i`$ because of periodic conditions. Then, for each $`\alpha `$, $`V`$ is proportional to $`N`$. When $`\alpha >d`$, which we call here the short-range case, $`S`$ is finite in the TL , and things go as if each rotator interacted with a finite number of rotators, those within range $`S`$. On the contrary when $`\alpha <d`$, which we consequently call the long-range case, $`S`$ diverges in the TL and the factor $`1/\stackrel{~}{N}`$ in (1) compensates for this.

The model (1) is intimately connected to its mean-field version for $`\alpha =0`$, introduced by Antoni and Ruffo in  and called HMF model:

$$H=\frac{1}{2}\underset{i=1}{\overset{N}{}}L_i^2+\frac{1}{2N}\underset{i,j=1}{\overset{N}{}}\left[1\mathrm{cos}(\theta _i\theta _j)\right].$$
(3)
The model is a classical ferromagnetic XY model and undergoes a ferromagnetic transition from a high temperature paramagnetic state crossing the critical temperature $`T_c=1/2`$ corresponding to a critical energy $`U_c=3/4`$. The computation of the partition function of the full $`\alpha `$ model, eq. (1) is a straightforward generalization of the procedure followed for the HMF model, using the standard methods of Gaussian transformation and saddle point technique, the whole treatment being successful only for the long-range case $`\alpha <d`$. We resume here the main passages, whereas a more detailed explanation can be found in .

### 2.2 Partition function

The partition function of model (1) factorizes in a trivial kinetic contribution $`Z_K=(2\pi /\beta )^{N/2}`$ and a nontrivial potential part

$$Z_V=_\pi ^\pi d^N\theta \mathrm{exp}(\beta V),$$
(4)
where $`\beta =1/(\kappa _BT)`$ is the inverse temperature. We rewrite the potential part as

$$V=\frac{1}{2\stackrel{~}{N}}\underset{ij}{\overset{N}{}}\frac{1\mathrm{cos}(\theta _i\theta _j)}{r_{ij}^\alpha }𝐡\underset{i=1}{\overset{N}{}}𝐦_i$$
(5)
where we have introduced an external field $`𝐡=(h_x,h_y)`$ and defined a local magnetization vector $`𝐦_i=(m_{ix},m_{iy})=(\mathrm{cos}\theta _i,\mathrm{sin}\theta _i)`$. The total magnetization is then given by $`𝐌=(M_x,M_y)=\frac{1}{N}_{i=1}^N𝐦_i`$. The integral (4) is remanipulated introducing matrix conventions. The constraint $`ij`$ over the double sum is removed defining $`r_{ii}^\alpha =1/b`$, a finite number. Since the numerator $`1\mathrm{cos}(\theta _i\theta _j)`$ is zero for $`i=j`$ the choice of $`b`$ is free. The removal of the constraint allows us to introduce the distance matrix $`R_{ij}=\beta /(2\stackrel{~}{N}r_{ij}^\alpha )`$. After defining $`𝐁=\beta 𝐡`$ and $`C=\mathrm{exp}[\beta /(2\stackrel{~}{N})_{ij}(1/r_{ij}^\alpha )]`$, the potential part can be written as:

$$Z_V=C_\pi ^\pi d^N\theta \mathrm{exp}\left[\underset{i,j,\mu }{}m_{i\mu }R_{ij}m_{j\mu }+\underset{i}{}B_\mu m_{i\mu }\right],$$
(6)
where $`\mu =x,y`$. Diagonalizing the distance matrix $`R=(R_{ij})`$ we can write the first part of the exponent in (6) in a suitable form for application of gaussian transformation. The formula requires real and positive eigenvalues: the first condition is satisfied because the matrix is symmetric and the second by a proper choice of parameter $`b`$ because, as it can be easily seen, the entire spectrum is linearly translated by it.

Application of the formula leads to known integrals in variables $`\theta _i`$ and the whole $`Z_V`$ can be rewritten as

$`Z_V`$ $`=`$ $`C{\displaystyle \frac{detR}{\pi ^N}}{\displaystyle _{\mathrm{}}^+\mathrm{}}d^N\mathrm{\Psi }_xd^N\mathrm{\Psi }_y`$
$`e^{N\left[_{ij\mu }\mathrm{\Psi }_{i\mu }\frac{R_{ij}}{N}\mathrm{\Psi }_{j\mu }+\frac{1}{N}_l\mathrm{ln}\left(2\pi I_0\left(|2_jR_{lj}𝚿_j+𝐁|\right)\right)\right]},`$
where $`I_0`$ is the zeroth-order modified Bessel function and the $`𝚿_i`$’s are the gaussian variables. Use of the saddle point technique is now more delicate than in the mean-field case and requires a careful study of the first and second derivative of the function in square brackets at the exponential in eq. (2.2), which we call $`f(w)`$, where $`w=(\mathrm{\Psi }_{1x},\mathrm{},\mathrm{\Psi }_{Nx},\mathrm{\Psi }_{1y},\mathrm{},\mathrm{\Psi }_{Ny})`$. The maximum is obtained for a vector $`w_0=(\mathrm{\Psi }_x,\mathrm{},\mathrm{\Psi }_x,\mathrm{\Psi }_y,\mathrm{},\mathrm{\Psi }_y)`$, homogeneous on the lattice sites. Defining $`𝚿=(\mathrm{\Psi }_x,\mathrm{\Psi }_y)`$, its direction is that of $`𝐁`$, and its modulus $`\mathrm{\Psi }`$ is given by the solution of the self-consistency equation:

$$\mathrm{\Psi }=\frac{I_1}{I_0}\left(\beta \left[A\mathrm{\Psi }+h\right]\right),$$
(8)
with

$$A=\frac{1}{\stackrel{~}{N}}[b+S]=\frac{1}{\stackrel{~}{N}}\left[b+\underset{ji}{}\frac{1}{r_{ij}^\alpha }\right],$$
(9)
and where $`I_1`$ is the first order modified Bessel function. We note that when $`h=0`$ we have infinitely many degenerate solutions, since only the modulus $`\mathrm{\Psi }`$ is determined.

Evaluation of the elements of the hessian matrix of $`f(w)`$ at the stationary point just proves that it is a maximum. Full application of the saddle-point method gives the potential energy contribution to the free energy per particle $`\beta F`$ in the TL as $`f(w_0)`$ plus a second-order correction which can be estimated as

$$\underset{N\mathrm{}}{lim}\frac{1}{N}\underset{𝐤}{}\mathrm{ln}[1(\mathrm{})R_𝐤],$$
(10)
where $`R_𝐤`$ are the eigenvalues of matrix $`R`$. Because of translational invariance (in turn due to periodic conditions) they can be computed through Fourier transform and thus labelled by the reciprocal lattice vectors $`𝐤`$. The $`\stackrel{~}{N}`$ rescaling involved in the definition of the matrix $`R`$ is the key feature to estimate the correction. When $`\alpha <d`$ it is found that most of the eigenvalues go to zero in the TL, the quantity being given by $`N^{}`$ such that $`N^{}/N0`$. The same estimate then applies to eq. (10) and the second-order correction effectively vanishes. The procedure cannot be extendend to $`\alpha >d`$ because no divergence occurs in the spectrum.

Once obtained the free energy, differentiation with respect to thermodynamic variables gives the total magnetization $`M`$, which is found to coincide with the gaussian variable $`𝐌=\mathrm{\Psi }`$, and the internal energy

$$U=\frac{1}{2\beta }+\frac{A}{2}(1M^2)hM.$$
(11)
### 2.3 Universality

Equations (8) and (11) have the exact form of the mean field equations as soon as one takes $`A=1`$ or, otherwise stated, as soon as the proportionality in eq. (2) is replaced by an equality. As we show below with this position in the long-range case the partition function of the model then completely reduces to that of the mean-field case and with it the equations of state, namely the magnetization curve $`MvsU`$, and the caloric curve $`TvsU`$ where the internal energy is $`U=<H/N>`$. The thermodynamic of the model thus becomes universal in the sense of being independent of the value of $`\alpha ,d`$ for any $`\alpha <d`$. As a consequence it shows a ferromagnetic transition at the universal critical mean field energy $`U_c=3/4`$. There is a slight difference between an equality in eq. (2) and the position $`A=1`$, caused by the term $`b`$ in eq. (9) but it loses significance in the TL because of the divergence of the second term in $`S`$. For finite $`N`$ it is a simple matter of computation that the right definition to obtain universal state curves is really

$$\stackrel{~}{N}=S=\underset{ji}{}\frac{1}{r_{ij}^\alpha }.$$
(12)
Indeed physical equations cannot depend on a pure mathematical parameter, such as $`b`$. Take for example the high energy form of the caloric equation of state. Because the term $`\mathrm{cos}(\theta _i\theta _j)`$ in eq. (1) is null on average (each rotator being approximately free), using equipartition of energy we find $`2UT+S/\stackrel{~}{N}`$. In order to numerically obtain a universal equation of state we must make this expression coincide with the HMF one $`2UT+1`$ and equation (12) is required.

Then we have shown that any model with $`\alpha <d`$ on any lattice is equivalent to HMF if we assume eq. (12). The theoretical computation supports the simulative results found in  for a onedimensional lattice. As a further check of the theoretical result we simulated the system on a simple cubic three-dimensional lattice through constant energy molecular dynamics applied to hamiltonian (1). We used a fourth-order simplectic algorithm  with time step $`0.02`$, selected to have relative energy fluctuations not exceeding $`1/10^6`$. We have chosen a fixed $`N=343=7^3`$, and have simulated various energy densities $`H/N`$ and various $`\alpha <3`$. In Fig. 1 we show that the numerical caloric curves collapse onto the universal HMF curve and in Fig. 2 we show the same for the magnetization curve. In the same figures we report simulations for one value of $`\alpha >d`$ to stress the impossibility to extend the previous treatment to the short-range case. The curves are qualitatively different: the caloric one has an everywhere continuous derivative and lacks the finite discontinuity at the critical energy, and the magnetization curve has a different critical exponent. As the inset shows if one tries to rescale the abscissa for the $`\alpha >d`$ magnetization curve in order to let it coincide with the mean field one, a fundamentally different behaviour appears. As known from renormalization group studies in fact the critical exponent for the first-neighbour ($`\alpha =\mathrm{}`$) model is $`0.36`$  different from the mean-field value $`0.5`$.

It is also interesting to observe the extrapolation which follows from eq. (12). If one estimates from this equation a mean value for $`1/r_{ij}^\alpha `$ one immediately finds $`1/r_{ij}^\alpha \stackrel{~}{N}/N`$. Insertion of this esteem into equation (1) directly provides the fundamental HMF hamiltonian, eq. (3). This remark naturally supports the previous analitycal work, however we point out that it cannot fully justify it because it leads to a wrong conclusion in the short-range case $`\alpha >d`$.

The physical reason for universality can be given considering a single rotator surrounded by all others. It effectively interacts only with the rotators within range $`S`$ (interaction area). For fixed $`N`$ and varying $`\alpha `$ this area goes from all the lattice for $`\alpha =0`$ to the only first neighbours for $`\alpha =\mathrm{}`$. Increasing $`N`$, if $`\alpha <d`$ the range $`S`$ diverges and the interaction area expands as well, while if $`\alpha >d`$ the range stays finite and the area localized. The idea is shown in Fig. 3. When $`N\mathrm{}`$ all interaction areas for $`\alpha <d`$ simply become all the space, in the same way it occurs at finite $`N`$ only for $`\alpha =0`$. The way the interaction areas diverge obviously depends on $`\alpha `$ (see note ) but once at the infinity it does not matter how you got there. All interaction areas are infinite and equal to each other. Simply adapting the interaction field through rescaling you obtain that each rotator feels all the others with the same strength, independently of $`\alpha ,d`$.

This reasoning cannot be extended to the case $`\alpha >d`$. Even for $`N`$ going to infinity the interaction area remains a well defined localized zone, its features depending on $`\alpha `$ and the conformation of the neighbourhood.

## 3 Dynamics

### 3.1 Lyapunov exponents in the thermodynamic limit

We study the maximal Lyapunov exponent, as defined by the limit :

$$\lambda _{max}=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{ln}\frac{d(t)}{d(0)}=\underset{t\mathrm{}}{lim}\lambda (t),$$
(13)
with $`d(t)=\sqrt{_i(\delta \theta _i)^2+(\delta L_i)^2}`$ being the metric distance calculated from infinitesimal displacements at time $`t`$ obtained in turn through the double integration of both the normal equations of motion

$`\dot{\theta _i}`$ $`=`$ $`L_i`$ (14)
$`\dot{L_i}`$ $`=`$ $`{\displaystyle \underset{j,ji}{}}{\displaystyle \frac{\mathrm{sin}(\theta _j\theta _i)}{\stackrel{~}{N}r_{ij}^\alpha }}`$ (15)
and the linearized ones

$`\dot{\delta \theta _i}`$ $`=`$ $`\delta L_i`$ (16)
$`\dot{\delta L_i}`$ $`=`$ $`{\displaystyle \underset{ji}{}}{\displaystyle \frac{\mathrm{cos}(\theta _j\theta _i)}{\stackrel{~}{N}r_{ij}^\alpha }}(\delta \theta _j\delta \theta _i),`$ (17)
as obtained from hamiltonian (1). In the same simulations of the previous section we also computed $`\lambda _{max}`$ constructing the curves $`\lambda _{max}(U)`$ for various value of $`\alpha `$. We report the results in Fig. 4.

We note a common behaviour for all the curves at $`\alpha <d`$. Though not perfectly coincident they all show a definite peak around the critical energy $`U_c=0.75`$, resembling the HMF behaviour as found for example in . On the contrary the curve for $`\alpha /d=5`$ is different. Besides having a highest maximum, it clearly lacks a well defined peak, and it much more resembles the first-neighbour behaviour .

We also investigated how $`\lambda _{max}`$ for varying $`\alpha /d`$ from $`0`$ to $`\mathrm{}`$ goes from the HMF-like behaviour to the other one typical of the first-neighbour model.

We simulated the system at fixed energy density $`U_c=0.6`$, varying $`\alpha /d`$ and for $`N=343`$ and $`N=125`$. The results are shown in Fig. 5. In accordance with Fig. 4 the points for $`\alpha <d`$ are much closer to each other, the vicinity increasing for higher $`N`$. In the curve for $`N=125`$ a smooth ascent for low $`\alpha /d`$ suddenly increases after $`\alpha /d=0.5`$. The curve for $`N=343`$, though showing a similar behaviour, presents the increase for $`\alpha /d=0.75`$. We conjecture that for still higher $`N`$ the point of sharp increase moves towards $`\alpha /d=1`$ and then in the TL we have

$$\lambda _{max}(\alpha ,d)=\lambda _{max}(\alpha =0)\alpha <d.$$
(18)
We checked this conjecture with a more careful study for fixed high energy $`U=5.0>U_c`$. The complete details can be found in . These simulations were done using a velocity-Verlet  algorithm with a time-step chosen to have a relative energy conservation of $`10^4`$ or better. Length of simulations were chosen looking at the asymptotic behavior of quantity $`\lambda (t)`$, eq. (13), where $`d(0)`$ is randomly chosen (see ). We report in Fig. 6, the curves $`\lambda _{max}(N)`$ for various $`\alpha `$ in dimensions $`d=3`$.

Because for the HMF model has been theoretically  and simulatively found that $`\lambda _{max}(U>U_c,N\mathrm{})=0`$, it is clearly seen that eq. (18) is satisfied. We observe that, for growing $`N`$, if $`\alpha >d`$ then $`\lambda _{max}`$ is positive and constant, whereas if $`\alpha <d`$ the maximal Lyapunov exponent tends to zero, the value of HMF model. The same behaviour has been found in dimension $`d=1`$  and $`d=2`$ .

Then we can believe that in the TL the behaviour of the maximal Lyapunov exponent is universal, its dependence on the energy density $`U`$ being the same universal curve which can be found in Fig. 2 of .

### 3.2 Finite $`N`$ case

We have also investigated the scaling law for the reduction with $`N`$ of the Maximal Lyapunov Exponents. We report here the results shown in .

For any finite $`N`$ we have fitted the data with the following functional form: $`\lambda _{max}N^\kappa `$; $`\kappa `$ being the slope in the log-log plots of Fig. 6. Collecting the slopes $`\kappa `$ as a function of the ratio $`\alpha /d`$, for $`d=1,2,3`$, remarkably, through the simple scaling $`\alpha /d`$, the $`N`$ dependence of the maximal Lyapunov exponent of model (1) is universal. All curves start at $`\alpha =0`$ from a value close to $`1/3`$, analytically and numerically found for the HMF model ; when $`\alpha /d`$ increases from zero to unity all our data collapse into a single curve, and then remain zero for $`\alpha /d`$ greater than unity. And the universal function $`\kappa `$, shown in Fig. 7, does not appear to depend on the energy density, provided this is greater than the critical one.

## 4 Quasi Stationary States

In literature there is still another interesting feature of the HMF model that deserves parallel study and generalization in the $`\alpha XY`$ model. Metastable states have been observed in microcanonical simulations that give rise to anomalous thermodynamics and dynamics. In the range of energy density $`0.5<U<U_c=0.75`$ states with an initial uniform distribution of $`L_i`$’s (water bag distribution) have a slow relaxation and display a negative specific heat . The average kinetic energy, anomalously relaxes to a value which correspond to a temperature value smaller than the canonical predicted one. The effect is purely microcanonical and was also justified theoretically through the microcanonical solution of HMF model . The velocity distribution of these states is not Gaussian  and anomalous diffusion appears in the form of superdiffusion . These states are metastable and called *quasi stationary states* because they have a lifetime which increases with $`N`$. The lifetime of these states can be estimated either from the relaxation of temperature to its canonical value or from the crossover of the mean square displacement from the superdiffusive to the normal diffusive behaviour. The two estimates coincide and the lifetime is found to grow linearly with $`N`$ .

When these states are considered the system then shows different characteristics according to the order of limits in the computation of observables. The idea is presented in Fig. 5 of . If the thermodynamic limit is carried on before temporal average metastable features sussist with their anomalies; on the contrary if the $`N\mathrm{}`$ limit is taken as the second, normal canonical prediction are valid and no superdiffusion is observed.

We believe these states are present also in the model we presented, eq. (1). Accordingly we simulated the system at an energy density in the above cited range and computed the velocity distribution function at different times, see Fig. 8a, b. Though the numerical distribution is constructed only through average on particles at fixed time and is not therefore a smooth curve, it does not show a relaxation to the Gaussian predicted form (continuous curve)

$$F(L)=\frac{1}{\sqrt{2\pi T}}e^{L^2/T}$$
(19)
The logarithmic scale shows a difference in the tails of the distribution resulting in a different microcanonical temperature (variance of the simulative distribution) smaller than the canonical predicted one (variance of the theoretical distribution). Probably the latter is reached for longer integration times together with the gaussian form for the distribution. The affirmation is currently under verification. We conjecture that Tsallis’ generalized thermostatistics may help to describe the features these states show.

## 5 Conclusions

In the first part of this paper we have shown that the $`\alpha `$-XY model is canonically equivalent to the HMF model. Through a rescaling by $`\stackrel{~}{N}`$, as defined in (12), it is possible to map all thermodynamic functions of the $`\alpha `$-XY model into that of HMF. All $`\alpha `$-models have the same universal canonical thermodynamics, that of the mean field model for $`\alpha =0`$. In these proceedings a microcanonical solution of the HMF model has been given ; a similar solution of the $`\alpha `$-model will complete the proof of this kind of universality.

A dynamical equivalence between the HMF model and the $`\alpha `$-XY model is also suggested by our initial exploration of quasi stationary states in Fig. 8a, b. Let us note that what has been said for the thermodynamic limit of these states in the HMF model should be extended to the corresponding states of the $`\alpha `$-model.

Another kind of universality has been found studying how maximal Lyapunov exponents become zero in the thermodynamic limit in the nonextensive $`\alpha <d`$ case. The curve $`\kappa (\alpha /d)`$ is universal; the way mixing is reduced by the range of interaction in these $`\alpha `$-models is controlled by the ratio $`\alpha /d`$. Firpo has given the theory of the scaling of $`\lambda _{max}`$ with $`N`$ for the HMF model . It would be nice to extend this theory to predict the universal form of the $`\kappa (\alpha /d)`$ curve of our Fig. 7. If the reduction of mixing here reported is connected with Tsallis’ nonextensive thermodynamics it should be possible to find out a strict relationship between Tsallis’ entropic index $`q`$ and $`\alpha /d`$; for $`\alpha /d<1`$ and searching at equilibrium states in the limit $`t\mathrm{}`$ $`N\mathrm{}`$, as discussed by Constantino Tsallis in his contribution.

Friendly and wit remarks by Stefano Ruffo have been very useful while we were writing this review paper.