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# Pair-Instability Supernovae, Gravity Waves, and Gamma-Ray Transients

## 1 Introduction

Simulations of the collapse of primordial molecular clouds suggest that the first generation of stars (Ostriker & Gnedin 1996) contained many extremely massive members, from one hundred to several hundred solar masses (e.g. Larson 1999; Bromm, Coppi, & Larson 1999; Abel, Bryan, & Norman 2000). While details of the mass function and the interaction of these stars with their environment have yet to be worked out, up to 1 % of the baryonic mass of the universe might have participated in this generation of stars (Abel, private communication). Such stars (M $`>`$ $``$ 100 $`\mathrm{M}_{}`$) will reach carbon ignition with helium core masses in excess of about 45 $`\mathrm{M}_{}`$ and will encounter the electron-positron pair instability, igniting carbon and oxygen burning explosively (e.g., Barkat, Rakavy, & Sack 1967; Woosley & Weaver 1982; Bond, Arnett & Carr 1984; Carr, Bond, & Arnett 1984; Glatzel, El Eid, & Fricke 1985; Woosley 1986; Heger and Woosley 2000). If explosive oxygen burning provides enough energy, it can reverse the implosion in a giant nuclear powered explosion. As the mass of the helium core increases, so does the strength of the explosion and the mass of $`{}_{}{}^{56}\mathrm{Ni}`$ synthesized. Indeed masses of $`{}_{}{}^{56}\mathrm{Ni}`$ ejecta over 40 $`\mathrm{M}_{}`$ and explosion energies approaching $`10^{53}`$$`\mathrm{erg}`$ are possible, with light curves brighter than $`10^{44}`$$`\mathrm{erg}\mathrm{s}^1`$ for several months. Truly these are “hypernovae” (Woosley & Weaver 1982; Paczynski 1998). But they have not hitherto been associated with gamma-ray transients (GRTs) because no relativistic matter is ejected.

However, going to still more massive helium cores (over 140 $`\mathrm{M}_{}`$) a new phenomenon occurs as a sufficiently large fraction of the center of the star becomes so hot that the photodisintegration instability is encountered before explosive burning reverses the implosion. This uses up all the energy released by previous burning stages, and, instead of producing an explosion, accelerates the collapse. A massive black hole is born inside the star. This has been known for some time, but here we consider what might occur if, in addition to its high mass, the helium core is endowed with a moderate amount of rotation. We follow zero metallicity stars from the main sequence where they are assumed to rotate rigidly with a ratio of surface centrifugal force to gravity of 20 % - comparable to what is seen in O-stars today. By combining the angular momentum transport physics described in Heger, Langer, & Woosley (2000) up until stellar collapse with the two-dimensional rotating core-collapse code developed by Fryer & Heger (2000), we are able to follow the entire life and death of this rotating 300 $`\mathrm{M}_{}`$ star. Bond et al. (1984) discussed the effects of rotation on the collapse of these massive stars and we compare our simulations with their estimates for neutrino emission and gravitational wave emission.

Because of their high angular momentum, such massive helium-depleted cores do not immediately collapse to black holes, but instead form a hot dense, neutronized core of $``$50 $`\mathrm{M}_{}`$ which continues to accrete matter for nearly 1 $`\mathrm{s}`$ before collapsing inside its event horizon. Although this “proto-black hole” is not dynamically unstable, it rotates sufficiently rapidly to develop secular instabilities that may cause it to break into multiple cores, each of which collapses to a black hole and then merges with the rest. Even without this fragmentation, the collapse of a 300 $`\mathrm{M}_{}`$ star turns out to be a strong source of gravitational waves with energies and wave amplitudes of: $`E_{\mathrm{GW}}10^3\mathrm{M}_{}c^2`$ and $`h_+10^{21}/d(Gpc)`$.

After black hole formation and following the collapse of roughly another 100 $`\mathrm{M}_{}`$, the outer layers of the helium core have sufficient angular momentum to hang up in a disk which accretes onto the $`140\mathrm{M}_{}`$ black hole at rates in excess of 1 $`\mathrm{M}_{}\mathrm{s}^1`$. This black hole accretion disk system may produce a new class of collapsar-like (MacFadyen & Woosley 1999; MacFadyen, Woosley, & Heger 2000) GRTs. Although neutrino annihilation is too inefficient to produce polar outflows in such large stars, if magnetic fields can extract $`1`$ % of the rest mass of the accreted material and focus it into $`1`$ % of the sky, the equivalent isotropic energy of these GRTs could approach $`10^{56}`$$`\mathrm{erg}`$.

## 2 Pre-Collapse Evolution of 250 and 300 $`\mathrm{M}_{}`$ Stars

### 2.1 Population III Stars

It has long been thought that the first generation of stars after the Big Bang might be characterized by an initial mass function skewed to more massive stars (e.g., Silk 1983; Carr & Rees 1984). More recently Abel, Bryan, & Norman (2000) have studied the formation and fragmentation of primordial, zero metallicity molecular clouds using a three-dimensional code with adaptive mesh. Dark matter dynamics, hydrodynamics, and the relevant chemical and radiative processes were followed down to a scale of 0.5 $`\mathrm{pc}`$. They concluded that the typical mass of the first-generation stars is $`100\mathrm{M}_{}`$. Based upon the amount of energy released by hydrogen fusion, the need to re-ionize a significant fraction of the universe prior to red shift 5 using the light of such stars, and a crude estimate of the ionization efficiency of a given ultraviolet photon, one estimates that roughly 0.01 % to 1 % of the baryonic mass of the universe was incorporated into such stars. For a $`10^{11}`$$`\mathrm{M}_{}`$ galaxy this corresponds to $`10^4`$ to $`10^7`$ massive stars, an estimate that probably exceeds the rates of merging double neutron star binaries or black hole binaries in the Milky Way, $`10^410^5`$ per 10 $`\mathrm{Gyr}`$ (Fryer, Woosley, & Hartmann 1999). There is thus ample theoretical basis for assuming the *formation* of an appreciable number of primordial stars having mass up to several hundred $`\mathrm{M}_{}`$.

### 2.2 Mass Loss

Because of their short lifetime, there are no nearby examples of these zero-metallicity, high-mass stars formed in the first generation of stars. Indeed, because the initial mass function of population I and II stars is skewed much more toward low-mass stars, there are few examples of any nearby massive stars. Unfortunately, this makes determining the mass loss of these stars from observations very difficult.

Mass loss in such heavy stars today is dominated by radiative processes (Appenzeller 1986) and the stars probably lose most of their mass before dying. For zero metallicity, however, as would have characterized these first stars, radiative mass loss is probably negligible (Kudritzki 1999). However, one must still consider mass loss driven by nuclear pulsations. The critical mass for the onset of the nuclear pulsational instability (Schwarzschild & Harm 1959) is very uncertain ($`90\mathrm{}420\mathrm{M}_{}`$ for stars of solar metallicity; Appenzeller 1986), and the resulting mass loss rate, even more so. For very low metallicity, both the temperature dependence of hydrogen burning and the gravitational potential at the surface of the star would be different. Appenzeller’s (1970) estimate that a 130 $`\mathrm{M}_{}`$ star would lose $`30\mathrm{M}_{}`$ during its main sequence lifetime is probably an overestimate for Pop III stars. What the value would be for stars of 200 and 300 $`\mathrm{M}_{}`$ is unknown, but preliminary calculations by Baraffe, Heger, & Woosley (2000) suggest that it could be small. These same new calculations also suggest that, at solar metallicity, opacity and ionization instabilities are more important in driving mass loss than hitherto realized.

### 2.3 Presupernova Evolution of 250 and 300 $`\mathrm{M}_{}`$, Z = 0 stars

We thus consider the evolution of two massive, rotating, Population III stars of 250 and 300 $`\mathrm{M}_{}`$ evolved at constant mass. By “Population III”, we mean that the initial composition is 76 % H and 24 % He with no initial abundance of anything heavier. The evolution of these stars is followed using a one-dimensional hydrodynamic stellar evolution code, KEPLER (Weaver et al. 1978), from central hydrogen ignition until core collapse. Stellar rotation is included as described in Heger et al. (2000). That is, mixing and redistribution of angular momentum induced by convection, shear, Eddington-Sweet circulation, etc., are followed, but the centrifugal force terms are not included in the stellar structure equations. Semiconvection is treated as in Woosley & Weaver (1995), but no overshoot mixing is assumed. So long as the ratio of centrifugal force to gravity remains small, as it did during the epoch followed by KEPLER, this should be an accurate approximation. For the initial angular momentum of the rotating ZAMS stars we assumed rigid rotation with a velocity 20 % Keplerian at the equator, comparable to the typical value of observed O-stars.

More details of the evolution of these stars and many other Population III models will be given elsewhere (Heger & Woosley 2000). Here we note only those characteristics relevant to forming black holes and producing jets and gravity waves. After central helium depletion, ($`T=5\times 10^8\mathrm{K}`$) the masses of the helium cores in the 250 and 300 $`\mathrm{M}_{}`$ models are 130 and 180 $`\mathrm{M}_{}`$, respectively. The hydrogen envelopes are also appreciably enriched in helium and products of helium burning with $`X=16.0\%`$, $`Y=68.0\%`$, $`Z=16.0\%`$ for the 250 $`\mathrm{M}_{}`$ model and $`X=19.4\%`$, $`Y=72.2\%`$, $`Z=8.4\%`$ (mostly CNO) for the 300 $`\mathrm{M}_{}`$ model. The luminosities of the two stars are 3.8$`\times 10^{40}`$$`\mathrm{erg}\mathrm{s}^1`$ and 5$`\times 10^{40}`$$`\mathrm{erg}\mathrm{s}^1`$, respectively, and the central carbon abundance, 6.0 % and 4.8 %, by mass.

An interesting characteristic of these two stars is their production of primary nitrogen. As a consequence of both the initial CNO-deficiency and helium-rich nature of their envelopes (resulting from rotationally induced mixing), the hydrogen burning shell is characterized by a relatively shallow entropy gradient. Thus the envelope remains compact and rapidly rotating with only a small entropy barrier separating it from the helium core. During the growth of the helium-burning convective core, traces of carbon and oxygen are mixed into the hydrogen-burning shell by meridional circulation. An increase of CNO mass fraction to as little as $`10^8`$ is sufficient to significantly increase the nuclear energy generation rate and make the hydrogen burning shell convective. More significantly, during late stages of helium burning the shear between the hydrogen shell and the core becomes large enough to lead to a significant dredge-up of the helium core, i.e., helium and large amounts of helium burning products - carbon, oxygen, and neon - are mixed into the envelope. Because of the short time remaining in the life of the star at this point, only part of the carbon and oxygen are processed into nitrogen. For the 250 $`\mathrm{M}_{}`$ star, this major mixing event happens at a central helium mass fraction of $``$25 % while in the 300 $`\mathrm{M}_{}`$ star it occurs only at the end of central helium burning. In the 250 $`\mathrm{M}_{}`$ star, the mass fraction of primary nitrogen in the envelope is 7.75 % (i.e., a total of 9.48 $`\mathrm{M}_{}`$), while carbon and oxygen have mass fractions of 0.26 % and 7.97 %, respectively. Since in the 300 $`\mathrm{M}_{}`$ star the dredge-up occurs only towards the end of central helium burning, the material mixed into the envelope shows a clear signature of elements produced at the end of hot helium burning. For the 300 $`\mathrm{M}_{}`$ star, the mass fractions are: nitrogen - 1.28 % (i.e, a total of 1.56 $`\mathrm{M}_{}`$), carbon - 0.033 %, oxygen - 5.68 %, neon - 0.964 %, and magnesium - 0.395 %.

The increased energy generation afforded by the (suddenly) larger abundance of CNO leads to the formation of red supergiants in both stars. The radius of the 250 $`\mathrm{M}_{}`$ model expands from 2.3$`\times 10^{12}`$$`\mathrm{cm}`$ to $``$$`10^{14}`$$`\mathrm{cm}`$ by the time it encounters the electron-positron pair instability; the 300 $`\mathrm{M}_{}`$ model, from 4$`\times 10^{12}`$$`\mathrm{cm}`$ to $``$1.5$`\times 10^{14}`$$`\mathrm{cm}`$. The mixing events occur $``$$`10^5`$$`\mathrm{yr}`$ before core collapse in the 250 $`\mathrm{M}_{}`$ model and $``$$`10^4`$$`\mathrm{yr}`$ before collapse in the 300 $`\mathrm{M}_{}`$ model. Note that all these estimates of mixing, nitrogen nucleosynthesis, and time-scales are sensitive to the highly uncertain physics of convection and rotational instabilities.

The new large radius and high metal content in this supergiant phase can cause significant mass loss and may remove the envelope, particularly if the star is in a binary. Once the helium core is revealed, unless a small amount of hydrogen remains, an even more pulsationally unstable situation may be created. Appenzeller (1986) summarizes evidence that bare helium cores above $``$16 $`\mathrm{M}_{}`$ may be unstable to nuclear driven pulsations. However, especially for the 300 $`\mathrm{M}_{}`$ model, the time remaining until the star dies is very short. If the core can avoid losing an additional 40 $`\mathrm{M}_{}`$ of helium (i.e., $`\dot{M}`$ $`<`$ $``$ 0.004 $`\mathrm{M}_{}`$ y-1), a black hole will form.

## 3 Collapse and Black Hole Formation

Following helium depletion, both the 250 and 300 $`\mathrm{M}_{}`$ stars encounter the electron-positron pair instability. The 250 $`\mathrm{M}_{}`$ star experiences a very deep bounce, penetrating into the pair-unstable region, then violently rebounds because of the excess energy created by explosive oxygen and silicon burning. The peak temperature and density during the bounce are 6.37$`\times 10^9`$$`\mathrm{K}`$ and 1.08$`\times 10^7`$$`\mathrm{g}\mathrm{cm}^3`$ (Fig. 1). So much of the core is heated to temperatures in excess of $`5\times 10^9\mathrm{K}`$ that 43.0 $`\mathrm{M}_{}`$ of $`{}_{}{}^{56}\mathrm{Ni}`$ is synthesized. We estimate that this is very nearly the maximum mass that can explode by nuclear burning alone and so represents a nearly maximal mass of 56Ni and explosion energy, 9$`\times 10^{52}`$$`\mathrm{erg}`$ of kinetic energy at infinity, almost 100 times that of an ordinary supernova. Heger et al. (2000) have calculated a peak luminosity for this model of $``$$`10^{44}`$$`\mathrm{erg}\mathrm{s}^1`$ ($`M_{\mathrm{bol}}=21`$) lasting for about 150 days. Roughly the same peak luminosity and duration characterizes the event with and without the hydrogen envelope, but in the case of the helium core the peak is delayed about 100 days and completely powered by $`{}_{}{}^{56}\mathrm{Co}`$ decay. Since the kinetic energy of the explosion is so high, the interaction with circumstellar matter might also be quite brilliant. These are truly “hypernovae” (Woosley & Weaver 1982), but no strongly relativistic matter is ejected and this explosion will not produce a GRT.

The 300 $`\mathrm{M}_{}`$ model (180 $`\mathrm{M}_{}`$ helium core) on the other hand is so tightly bound and gains so much kinetic energy prior to oxygen burning that even the fusion of the entire core to silicon and iron is unable to reverse its infall. It must make a massive black hole. At the latest time reliably calculated with KEPLER, the central temperature had reached $`10^{10}`$$`\mathrm{K}`$ and the nuclei in the center of the star had photodisintegrated to 72 % alpha particles and 28 % nucleons ($`Y_\mathrm{e}`$ = 0.50). Unlike what is seen in ordinary supernova models, even though temperature dependent partition functions were included in the calculation, the higher entropy of these models results in complete photodisintegration of heavy elements. The density at this point is 5.5$`\times 10^7`$$`\mathrm{g}\mathrm{cm}^3`$, the total kinetic energy of infall, 5.8$`\times 10^{52}`$$`\mathrm{erg}`$, and the net binding energy, $`7.9\times 10^{52}\mathrm{erg}`$. Figure 2 shows the composition, temperature and density structure, and distribution of specific angular momentum at this time. In subsequent discussions we define this to be the t = 0 collapse model.

### 3.1 Collapse without Rotation

Beyond this point the effects of neutrino trapping are no longer negligible and the Kepler model was mapped into a one-dimensional Lagrangian core-collapse code (Herant et al. 1994, Fryer et al. 1999) which included the effects of general relativity and neutrino transport. It is useful to compare the ensuing collapse of this 300 $`\mathrm{M}_{}`$ star to the core-collapse of an ordinary 15 $`\mathrm{M}_{}`$ supernova progenitor. Just like ordinary supernovae, as the core of the 300 $`\mathrm{M}_{}`$ star contracts, the rate of electron capture increases and the removal of electron degeneracy pressure and cooling via neutrino emission help to create a runaway collapse. However, there are several important differences between the structures of 300 $`\mathrm{M}_{}`$ and 15 $`\mathrm{M}_{}`$ stars. As noted previously, the entropy in the more massive core is larger and thus favors the more complete photodisintegration of heavy elements and alpha particles. General relativity also plays a more significant role. The collapse of a 15 $`\mathrm{M}_{}`$ core halts when its central density exceeds a few times $`10^{14}`$$`\mathrm{g}\mathrm{cm}^3`$, i.e., when nuclear forces and neutron degeneracy pressure become important. However, the core of a 300 $`\mathrm{M}_{}`$ star is so large that it collapses into a black hole before nuclear forces can affect the collapse, less than 1 $`\mathrm{s}`$ after the code link at $`T_\mathrm{c}=10^{10}\mathrm{K}`$.

Figure 3 shows the velocity, electron fraction ($`Y_e`$), temperature and density profiles of the 300 $`\mathrm{M}_{}`$ core at times zero, 500, 800, and 930 $`\mathrm{ms}`$ after the code link. Before the initial collapse, the entropy of the core is $`10k_\mathrm{B}`$ per nucleon (compare to $`12k_\mathrm{B}`$ per nucleon for most core-collapse supernovae). Hence, for a given central collapse density, the 300 $`\mathrm{M}_{}`$ star is hotter and neutrino emission is more efficient. Neutrinos from electron capture stream out from the core, quickly lowering its lepton number and lowering the electron degeneracy pressure. However, because the core of a 300 M star is so much bigger than a 15 M supernova progenitor, electron neutrinos are trapped at a lower central density (Bond et al. 1984). Initially, neutrino absorption dominates the electron neutrino opacity, but as the temperature rises, pair scattering quickly becomes the most important opacity source. Although $`\mu `$ and $`\tau `$ neutrinos escape the collapsing star more easily, trapping the electron neutrinos halts the deleptonization in the core. But at this point, the collapse of the core is already inevitable. The large population of electron neutrinos in the core actually causes the central electron fraction to rise, as the core strives to reach an equilibrium between the electron/anti-electron neutrinos and the electron/proton fractions in the core (see Fig. 3).

In our simulations, we follow the collapse until a part of the star falls below its last stable orbit (for the non-rotating star this is $`6GM_{\mathrm{enclosed}}/c^2`$). We use the simplifying assumption that the core “forms a black hole” at this point. A rigorous determination of the first trapped surface would require a multi-dimensional general relativistic calculation that is beyond the scope of this paper. The exact point in the core where the initial black hole forms is also very sensitive to the neutrino transport (especially upon the $`\mu `$ and $`\tau `$ neutrinos which dominate the neutrino cooling). In our simulations, the black hole first forms at $`20\mathrm{M}_{}`$, but the entire inner 35 $`\mathrm{M}_{}`$ of the core is very close to its last stable orbit and relatively small changes in the $`\mu `$ and $`\tau `$ transport could give an initial black hole mass anywhere in the range of 15-35 $`\mathrm{M}_{}`$. However, no matter where the black hole initially forms, without rotation, most of the helium core will very quickly become part of the black hole.

The bulk of the potential energy released during the collapse is dragged into the black hole. Without rotation to drive a dynamo, it is unlikely that a strong magnetic field will emerge during the collapse and magnetic fields will not be able to tap any of the potential energy. Likewise, a non-rotating collapse will not emit much energy in gravitational waves. Bond et al. (1984) argued that much of the potential energy could be released in a neutrino fireball. However, their analytic calculation overestimated the temperature at the neutrinosphere, which drastically overestimated the total neutrino luminosity. In our simulations, most of the neutrinos are trapped in the flow and only 1 % of the gravitational potential energy is released in neutrinos, most in $`\mu `$ and $`\tau `$ neutrinos (Fig. 4). The collapse of a non-rotating 300 $`\mathrm{M}_{}`$ star proceeds without so much as a whimper.

### 3.2 Collapse With Rotation

However, these stars are rotating and this plays an important role in the collapse. As with the non-rotating model, the rotating collapse is simulated by first mapping the KEPLER output into the one-dimensional neutrino transport code. The effect of rotation is included by adding a centrifugal term, $`a_{\mathrm{cent}}=j^2/r^3`$, to the force equation and conserving angular momentum locally, $`jj(m,t)=j(m)`$, for each mass $`m`$. We map $`j`$ from the KEPLER output (Fig. 2) by setting $`j(r)=r\mathrm{\Omega }(r)`$ and add the equatorial force to the entire star. This approximation obviously overestimates the effect of angular momentum everywhere except in the equatorial plane, but allows us to follow the first 1.5 $`\mathrm{s}`$ of the star’s collapse quickly and gives approximately the correct composition and mass distribution. Recall that in the non-rotating simulation, a black hole formed 1 $`\mathrm{s}`$ after mapping from the KEPLER output into our 1D neutrino transport code. In the rotating simulation, centrifugal forces become extremely important (Fig. 5) and slow the collapse. After 1.5 $`\mathrm{s}`$, the central density of the rotating core is only $`5\times 10^{10}\mathrm{g}\mathrm{cm}^3`$.

When the centrifugal force exceeded 25% of gravity for any lagrangian zone (Fig. 5), the one-dimensional collapse calculation was halted again and remapped into a two-dimensional code based upon the smooth particle hydrodynamics prescription (Herant et al. 1994, Fryer & Heger 2000). Use of the 2D code was delayed until this point in order to make the problem computationally tractable. The rotational axis was aligned with the code’s axis of symmetry and the angular momentum of each particle was given by the rotation rate of the zones in the one-dimensional calculation: $`j(𝐫)=\mathrm{\Omega }(r)r\mathrm{cos}(\theta )`$ where $`\theta `$ is the angle above the plane of rotation. The net effect is to give (initially) spherical shells constant angular velocity and a total angular momentum equal to what they had in the Kepler model at t = 0.

A total of three two-dimensional simulations were performed this way, each employing a different treatment of the angular momentum. The models will be referred to by three names: A) no rotation (this is inconsistent with the assumed density structure, but calculated just for comparison); B) the star rotates with the angular momentum distribution at the end of the 1D calculation - which is the same as prescribed by the KEPLER calculation; in the continued evolution the angular momentum of each particle is conserved; and C) same as B, but with angular momentum transport between particles mediated via an alpha-disk prescription ($`\alpha _{\mathrm{disk}}=0.1`$: see Fryer & Heger 2000 for details). In the remainder of this section, we discuss the collapse of the star and the resultant black hole formation under these three assumptions. A summary of results is given in Table 1.

As might be expected from our non-rotating collapse simulation, Model A collapses directly into a black hole 250 $`\mathrm{ms}`$ after the beginning of the two-dimensional simulation. As before, we assume that the star has made a black hole when matter at any radius lies within its last stable orbit for the given distribution of matter. At that point, all particles inside this radius are removed and replaced by a perfectly absorbing inner boundary condition at that radius. This way, we can follow the continued accretion into the black hole (Sect. 5).

The models which include the KEPLER angular momentum distribution (Fig. 2) evolve very differently from the non-rotating case. As the star collapses, neutrinos become trapped in the flow, maintaining $`Y_\mathrm{e}0.35`$. The high entropy of the 300 $`\mathrm{M}_{}`$ star, along with the rapid rotation, halts the collapse of the core and even produces a weak “bounce” at a central density of only a few times $`10^{12}`$$`\mathrm{g}\mathrm{cm}^3`$ (Fig. 6). The structure of the resulting core is similar to the proto-neutron star cores encountered in ordinary core-collapse supernovae, but here it is much larger. Usually, in lower mass supernovae, after nuclear forces and neutron degeneracy pressure halt the collapse, the core bounces, sending a shock into the star. When the bounce shock stalls, it forms a proto-neutron star core capped by the accretion shock produced as the remainder of the star falls onto the core. In the case of core-collapse supernovae, the proto-neutron star has a mass of roughly 1 $`\mathrm{M}_{}`$ and a radius of $`400\mathrm{km}`$. In the present simulations of the 300 $`\mathrm{M}_{}`$ star, our weak “bounce” yields a 50 $`\mathrm{M}_{}`$ “proto-black hole” with a radius of 1000 $`\mathrm{km}`$ (Fig. 7). By proto-black hole, we mean a hot dense neutronized core that has not contracted inside its event horizon, but which would do so if lost its internal entropy.

Material continues to accrete onto this core through a shock at a rate of 10-100 $`\mathrm{M}_{}\mathrm{s}^1`$. By 1.1 $`\mathrm{s}`$ after the beginning of the two-dimensional simulations (2.6 $`\mathrm{s}`$ after the initial collapse in Fig. 2), the proto-black hole mass has increased to nearly 70 $`\mathrm{M}_{}`$ (Fig. 8). Neutrino emission, dominated by $`\mu `$ and $`\tau `$ neutrinos (since the electron neutrinos are trapped), cools the proto-black hole and the radius of the accretion shock slowly shrinks. From Fig. 9, we see that the total neutrino luminosity is well above $`10^{54}`$$`\mathrm{erg}\mathrm{s}^1`$ during much of the simulation. Such high neutrino luminosities suggest the possibility of a supernova-like explosion or perhaps a GRB (Fuller & Shi, 1999).

However, inside the proto-black hole, scattering and absorption dominate the neutrino opacity and beyond the $``$1000 $`\mathrm{km}`$ neutrinosphere, the density of neutrinos is too low to allow significant numbers to annihilate. The neutrino density is roughly $`10^{30}`$$`\mathrm{erg}\mathrm{s}^1\mathrm{cm}^3`$, over an order of magnitude lower than the *lowest* neutrino density considered by Popham, Woosley, & Fryer (1999) for black hole accretion disks. In addition, the bulk of the neutrinos emitted by the 300 $`\mathrm{M}_{}`$ model are a) traveling radially and the neutrino cross-section is only large for head-on collisions and b) $`\mu `$ and $`\tau `$ neutrinos which have lower neutrino annihilation cross-sections. Combining all of these effects, neutrino annihilation injects less than $`10^{47}`$$`\mathrm{erg}\mathrm{s}^1`$ into the infalling material. Given that the binding energy of the material piling up at the accretion shock is over $`10^{52}`$$`\mathrm{erg}`$, we conclude that neutrino annihilation does not drive an explosion. Neutrinos interacting with nucleons and scattering on electrons were also included in the calculation and these too provided totally insufficient energy to reverse the infall.

However, shortly after the black hole forms, the accretion shock moves inwards and angular momentum becomes more important. An accretion disk will eventually form and that may produce an explosion. Thus, it is important to determine when the black hole forms. As the proto-black hole contracts, its inner core is slowly compressed down to the event horizon. As with the non-rotating model, we follow the collapse until the material is compressed down to the radius of the marginally stable circular orbit (e.g., Shapiro & Teukolsky 1983):

$$r_{\mathrm{ms}}=M_{\mathrm{BH}}\left\{3+Z_2\sqrt{\left(3Z_1\right)\left(3+Z_1+2Z_2\right)}\right\}$$
(1)
where

$$Z_11+\sqrt[3]{1\frac{a_{\mathrm{BH}}^2}{M_{\mathrm{BH}}^2}}\left\{\sqrt[3]{1+\frac{a_{\mathrm{BH}}}{M_{\mathrm{BH}}}}+\sqrt[3]{1\frac{a_{\mathrm{BH}}}{M_{\mathrm{BH}}}}\right\},$$
(2)
$$Z_2\sqrt{3a_{\mathrm{BH}}^2/M_{\mathrm{BH}}^2+Z_1^2},$$
(3)
and $`a_{\mathrm{BH}}/M_{\mathrm{BH}}`$ and $`M_{\mathrm{BH}}`$ are the dimensionless angular momentum and mass of the black hole. At any given radius in the proto-black hole, we calculate both $`a_{\mathrm{BH}}/M_{\mathrm{BH}}`$ and $`M_{\mathrm{BH}}`$ and can thus determine when that radius falls below the marginally stable orbit. When this happens, we stop the simulation and remove all of the particles within that radius. The total mass of these particles forms the initial black hole mass. In this manner, although we do not physically model the collapse to a black hole, we get roughly both the correct time of collapse and the correct initial black hole mass (Table 1).

Or do we? Recall that our collapsing star has a large amount of angular momentum. As it collapses, local conservation of angular momentum causes it to spin up. As long as the rotational energy is less than $`14\%`$ of the gravitational potential energy, the proto-black hole is stable against triaxial deformation. However, when $`T/|W|>0.14`$, instabilities can occur (e.g. Shapiro & Teukolsky 1983). By plotting the energy ratios ($`T/|W|`$) as a function of radius for the proto-black hole 0.5 $`\mathrm{s}`$, and 0 $`\mathrm{s}`$ before black hole collapse, we see that much of the rotating proto-black hole is unstable to triaxial deformations (Fig. 10). The growth time for such instabilities is (Schutz 1983):

$$\tau \frac{T/|W|}{\mathrm{\Omega }}\left(\frac{\mathrm{\Omega }r}{c}\right)^5$$
(4)
where $`\mathrm{\Omega }`$ is the rotational velocity at radius $`r`$. Figure 10 also shows the instability growth time versus mass 0.5 $`\mathrm{s}`$ and 0 $`\mathrm{s}`$ before the collapse of the proto-black hole. According to our analysis, instabilities would have time of grow in our rotating models, possibly forming smaller clumps which would collapse and then merge to form the central black hole (Bond et al. 1984). By comparing the growth time to the time to collapse for both our rotating models, we can estimate the range of masses in the proto-black hole which might develop these instabilities (Table 1). Equation (4) is not sufficiently accurate to decisively prove that such instabilities will develop before the proto-black hole collapses and such verification awaits three-dimensional simulations which can model the star over tens to hundreds of orbits. Even if these instabilities occur, they will not affect the accretion onto the black hole significantly (Sect. 5) because the individual clumps will merge and form a central black hole at roughly the same time as our assumed stable model.

Although the qualitative picture we have described is the same for both rotating models (B and C), the actual formation time of the black hole differs considerably. This is because in Model C, angular momentum is transported out of the core using the $`\alpha `$-disk prescription. This lowers the spin of the black hole ($`a_{\mathrm{BH}}`$) which increases the radius of the marginally stable orbit ($`r_{\mathrm{ms}}`$) and ultimately causes the black hole to form more quickly. By choosing a high disk viscosity ($`\alpha _{\mathrm{disk}}=0.1`$), our Model C estimates the extreme effect of viscosity and the true answer probably lies between Models B and C. Fortunately, these differences do not affect our quantitative estimates of gravitational wave emission or GRT energies (Sections 4 and 5).

## 4 Gravitational Waves

Even if the core does not break into several pieces, because $`T/|W|`$ exceeds the secular instability criterion ($`0.14`$), the star may still develop a bar-like configuration. Gravitational wave emission for rotating bodies in the context of supernova collapse has been studied in great detail (see Zwerger & Müller 1997 or Rampp, Müller, & Ruffert 1998 for reviews). We will use here the expressions derived by Zwerger & Müller for the quadrupole wave amplitude, the gravitational wave field ($`h_+`$) and the total gravitational energy emitted (equations 20-22 of Zwerger & Müller 1997). In all of our simulations, $`|A_{20}^{\mathrm{E2}}|`$ peaks near 1.5$`\times 10^7`$$`\mathrm{cm}`$, nearly 4 orders of magnitude greater than most of the simulations of core-collapse supernovae by Zwerger & Müller (1997). The amplitude of the corresponding waveform is also high: $`h_+=1.3\times 10^{21}/d(Gpc)`$. Recall that 300 $`\mathrm{M}_{}`$ stars are only likely to form at very high redshifts ($`z15`$), corresponding to distances beyond 7.5 $`\mathrm{Gpc}`$ for $`H_060\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. For most of these stars, $`h_+10^{22}`$. The total energy emitted in gravitational waves during the first few seconds of collapse is $`10^3\mathrm{M}_{}c^2`$. During this time, a 100 $`\mathrm{M}_{}`$ black hole forms and roughly $`10^3`$ % of its rest mass energy is converted into gravitational waves. Like the neutrino emission, our calculation of the energy lost to gravitational waves is much smaller than that predicted by Bond et al. (1984). However, if the core of the proto-black hole breaks up into pieces, the gravitational wave emission could be much larger.

We have only scratched the surface of our understanding of the collapse of these massive stars, but already they show some potential as sources of powerful gravitational waves. Unfortunately, the development of secular instabilities requires the ability to model the proto-black hole over many orbital periods in three dimensions. While we can follow the collapse all the way to black hole formation in two dimensions, the development of instabilities (and a more accurate estimate of gravitational wave emission) awaits future three-dimensional simulations. We would be happy to provide any of our models to researchers who would like to attempt this problem.

## 5 Black Hole Accretion and Gamma-Ray Transients

Once a black hole has formed, the rest of the dense inner core quickly collapses inside, but in the rotating models, some material along the equator is slowed by centrifugal force. If there is sufficient angular momentum to form an accretion disk, this material will be slowed and pile up outside the hole. The disk that forms would be similar to those studied by Popham et al. (1999). Such black hole accretion disk systems are believed to power gamma-ray bursts, either through neutrino annihilation or magnetic field powered jets. To assess whether the collapse of 300 $`\mathrm{M}_{}`$ stars might produce some sort of gamma-ray transient, we must first calculate the disk and black hole properties.

We follow the accretion into the black hole by placing an absorptive inner boundary in the core at the marginally stable orbit. As particles move inside the marginally stable orbit ($`r_{\mathrm{ms}}`$), their mass and angular momentum is added to the black hole. The boundary condition corresponding to the last stable orbit also expands as the black hole gains mass. For the non-rotating model, almost all of the potential energy of the accreting material was carried into the black hole (recall Fig. 4). Even in the rotating models, much of the star collapses onto the black hole before a stable accretion disk can form. When angular momentum is conserved locally (Model B, Fig. 11), a stable disk forms only after roughly 140 $`\mathrm{M}_{}`$ of the star has accreted (Fig. 11).

To produce a GRT, energy generated in the disk and transported, either by neutrino emission or magnetohydrodynamical processes to matter above and below the black hole along the rotational axis, must generate sufficient pressure and momentum to reverse the implosion of material accreting along the poles (MacFadyen & Woosley, 1999). The evolution of the polar accretion and disk accretion rates and the efficiency for this transport thus dictate if and when an explosion is likely to occur. Figure 12 shows the total accretion rates for our three simulations along with an analytic estimate assuming the mass falls in at the free-fall time:

$$t_{\mathrm{ff}}=\frac{\pi }{2}\sqrt{\frac{r_0^3}{GM_{\mathrm{enclosed}}}}.$$
(5)
This analytical estimate does not take into account pressure forces or angular momentum, both of which affect the accretion rate. The accretion rate in the non-rotating model shows a large dip in the accretion rate over the mass range between $`4080\mathrm{M}_{}`$. This occurs because nuclear burning injects energy into the collapsing material and slows its infall. This effect is not seen in the rotating models because the material in the proto-black hole burns into iron elements before the formation of the black hole. Later, after black hole formation, the material does not have this additional reservoir of energy. The accretion rate decreases at lower black hole masses in the rotating models because some of the material has enough angular momentum to support itself in a disk.

In both of our rotating simulations, a disk forms in a wedge extending up to 35-40 above the equator. When we include angular momentum transport (Model C), the angular momentum in the outer layers of the helium core increases (as these layers gain angular momentum from the core), and the disk in Model C is initially larger both in extent and mass than in the conserved case (Model B). Although the material in the disk falls much slower into the black hole than along the poles, the density in the disk quickly becomes so much higher than in the polar regions that it dominates the accretion onto the black hole (beyond a black hole mass of 120 $`\mathrm{M}_{}`$, disk accretion makes up $`>70\%`$ of the black hole accretion). By the time the total accretion rate drops below 10 $`\mathrm{M}_{}\mathrm{s}^1`$, the accretion along the polar region (the entire region beyond the 40 disk) accretes less than 3 $`\mathrm{M}_{}\mathrm{s}^1`$ and this rate is dropping rapidly. Unfortunately, our limited resolution makes it difficult for us to follow the accretion rate when it falls below a few $`\mathrm{M}_{}\mathrm{s}^1`$. In Model B (where the angular momentum is locally conserved), the accretion rate in the disk will drop as abruptly as the rate in the poles as the disk becomes entirely supported by centrifugal forces. However, when we include angular momentum transport (Model C), the disk will continue to accrete at a rate of $`110\mathrm{M}_{}\mathrm{s}^1`$ (for an $`\alpha _{\mathrm{disk}}=0.1`$) until the entire $`40\mathrm{M}_{}`$ disk has accreted onto the black hole.

It is unlikely that any jet will form before the polar regions clear and the accretion rate along the poles drops below some critical rate. This critical rate depends upon the mechanism used to power the explosion. For the neutrino-driven mechanism, the accretion rate in the polar region must drop below 1-10 $`\mathrm{M}_{}\mathrm{s}^1`$ so that the infalling material is optically thin to neutrinos. When the total accretion rate falls below 10 $`\mathrm{M}_{}\mathrm{s}^1`$, corresponding to an accretion rate in the 50 polar region of 2-3 $`\mathrm{M}_{}\mathrm{s}^1`$, the conditions around the black hole may drive a GRB explosion. At this time, we can compare the properties of our black hole accretion disk systems with those models produced by Popham et al. (1999). The black hole mass and spin for both our rotating models are listed in Table 1. The total disk mass available for rapid accretion is roughly $`170\mathrm{M}_{}M_{\mathrm{BH}}^f`$.

Popham et al. (1999) considered black hole masses between 3 and 10 $`\mathrm{M}_{}`$. The efficiency at which neutrino annihilation converts the gravitational potential energy released into fireball energy drops dramatically as the black hole mass increases. As the event horizon increases, a) the density and temperature in the disk decreases, decreasing the total neutrino flux and neutrino energy and b) the volume of the annihilation region increases, reducing the neutrino density. From Popham et al. (1999) we find that the neutrino annihilation conversion efficiency goes roughly as $`M_{\mathrm{BH}}^n`$ where $`n`$ is roughly 2-3. Even if the disk accretes at a rate of 10 $`\mathrm{M}_{}\mathrm{s}^1`$, the energy deposited by neutrino annihilation will not be high enough to drive an explosion. Note that in our simulations, the accretion rate through the disk in all of our simulations is less than 10 $`\mathrm{M}_{}\mathrm{s}^1`$ when the polar region has cleared.

Jets driven by magnetic fields may produce a strong explosion though. It is difficult to make any quantitative predictions about magnetic-field driven GRBs, simply because the exact mechanism is not well understood. However, by the time the total accretion rate has dropped below 10 $`\mathrm{M}_{}\mathrm{s}^1`$, a well-defined disk has formed, which is required for most of the GRB engines driven by magnetic fields. The total potential energy available to drive an explosion is $`ϵ_{\mathrm{spin}}ϵ_{\mathrm{MHD}}M_{\mathrm{disk}}c^2`$, where the potential efficiency of the accretion disk ($`ϵ_{\mathrm{spin}}`$) is $`0.11`$ for $`a/M=0.74`$. Assuming that the efficiency of our magnetic field driven explosion ($`ϵ_{\mathrm{MHD}}`$) is 0.1, the yield from Models B and C are 6$`\times 10^{53}`$ and $`10^{54}`$$`\mathrm{erg}`$, respectively. Beamed into 1 % of the sky, these bursts would have inferred isotropic explosion energies of nearly $`10^{56}`$$`\mathrm{erg}`$, easily visible at redshift 10 and roughly an order of magnitude more energetic than ordinary collapsars.

The time scale for these bursts can be crudely estimated from the $`\alpha `$-disk model (Shakura & Sunyaev 1973), $`\tau _{\mathrm{visc}}r^2/(\alpha H^2\mathrm{\Omega }_K)`$, with $`\alpha `$, the disk viscosity parameter, $`\mathrm{\Omega }_K`$, the Keplerian angular velocity, and $`r`$ and $`H`$ the radius and thickness of the disk, respectively. For $`r3H5000\mathrm{km}`$ (Fig. 11) and $`\alpha 0.1`$, the time scale is very roughly 10 $`\mathrm{s}`$, but there is considerable uncertainty in both $`\alpha `$ and the other parameters of this equation. That this value is approximately equal to the duration of many common GRBs is probably coincidental, especially given the large redshift and time dilation we expect for 300 $`\mathrm{M}_{}`$ stars at death (Sect. 2). However, it does suggest the possibility of other forms of GRTs with time scales of perhaps minutes and a hard x-ray spectrum. Such an energetic jet would also likely disrupt the star in a gigantic “hypernova” explosion.

If it does not, then the outer part of the hydrogen envelope will accrete in about a day and has enough angular momentum to form a disk (Fig. 2). This may make an even longer fainter transient of some sort and may be an important source of X-ray photons in the early universe.

This research has been supported by NASA (NAG5-2843, MIT SC A292701, and NAG5-8128), the NSF (AST-97-31569), the US DOE ASCI Program (W-7405-ENG-48), and the Alexander von Humboldt-Stiftung (FLF-1065004). It is a pleasure to thank Markus Rampp for advice on calculating gravitational wave emission.


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# Magnetic propeller in symbiotic stars

## 1 Introduction

In the course of spin deceleration a neutron star having a strong magnetic field may pass through an evolution stage of the propeller before accreting gas from the surroundings and appearing as a bright X-ray source (Schwartzman 1971, Illarionov & Sunyaev 1975). However, from observations propellers are not known reliably. The transfer from the propeller stage to accretion one is abrupt. Such transfers are suggested only in the low mass X-ray binaries Aql X1 and SAX J1808.4-3658 (Zhang, Yu & Zhang 1998, Stella et al. 2000). There are difficulties in recognition of stars at the propeller stage because of their faintness.

Stars-propellers escape apparent identification and may appear unusual. So, the whole class of cataclysmic variables (CVs) of nova-like type and particularly that of SW Sex type, having some anomalies, have been suggested by Horne (1999) as stars with disk-anchored propellers. But the only reliable example of the propeller is fascinating AE Aqr (Wynn, King & Horne 1997), where the rapidly spinning magnetic white dwarf (WD) operates as a propeller. Possibly, propellers work in the striking symbiotic stars (SSs) CH Cyg and MWC 560 too. The propeller in CH Cyg was suggested long ago (Mikołajewski & Mikołajewska 1988), but this is out of view of theorists until, in spite of scarcity of data on propellers. There are other SSs similar in some respects to CH Cyg and MWC 560. Therefore a magnetic propeller may be an widespread phenomenon amongst SSs. Here we study the observation appearances of a propeller by the examples of CH Cyg and MWC 560.

In Sect. 3 we discuss the observational properties of CH Cyg and MWC 560 in a framework of the magnetic propeller model, outlined in Sect. 2. The knowledge of observational signs of a propeller would allow it to be discriminated one amongst another object and we summarize them in Sect. 4.

## 2 A propeller model

A magnetic propeller model has been discussed in details everywhere (Lipunov 1992 and references therein). We use one of the variants of the model.

Let a WD of radius $`R_\mathrm{x}`$ has a surface dipolar magnetic field $`B_\mathrm{s}`$ and a rotation period $`P_\mathrm{x}`$. The gas captured gravitationally by the WD settles on the star magnetosphere. Below the magnetosphere boundary the infalling gas is controlled by the magnetic field and corotates with the star. The gas accretes onto the surface of the star when the magnetosphere radius $`R_\mathrm{m}`$ is smaller than the corotation radius, at which the keplerian velocity equals the velocity of corotation with the star, $`R_{\mathrm{cor}}=\left(\frac{GM_\mathrm{x}}{\omega _\mathrm{x}^2}\right)^{1/3}`$, where $`G`$ is the gravitation constant, $`M_\mathrm{x}`$ mass of the WD and $`\omega _\mathrm{x}=2\pi /P_\mathrm{x}`$ its angular velocity. The accretion occurs because the gravitational acceleration dominates over the centrifugal acceleration. The reverse takes place and the infalling gas is expelled from the magnetosphere when $`R_\mathrm{m}>R_{\mathrm{cor}}`$ — the rotating magnetic field acts as a propeller. Due to coexistence of the inflow and the outflow and hence their counteraction each other around the star-propeller, the accretion structure may be complex there. This is not well understood yet. It is expected that the expelled mass does not leave the star and the envelope builds up around the magnetosphere. In a steady state the magnetic pressure $`p_\mathrm{m}`$ at the upper boundary of the magnetosphere balances the gas pressure $`p_\mathrm{g}`$ just above this boundary:

$$p_\mathrm{m}=\frac{B_\mathrm{s}^2}{8\pi }\left(\frac{R_\mathrm{x}}{R_\mathrm{m}}\right)^6=p_\mathrm{g}.$$
(1)
While the mass accumulates, the envelope contracts the magnetosphere until the onset of the accretion phase ($`R_\mathrm{m}<R_{\mathrm{cor}}`$). The evolution of the envelope is connected with behavior of the magnetosphere and a simulation of this in comparison with the observations would give an insight into how a propeller operates.

The interaction between the envelope and rotating magnetic field of the star results in a development of a shear layer of width $`\delta `$ comparable with the free fall length (Wang & Robertson 1985): $`\delta \left(\frac{\eta v_{\mathrm{esc}}}{\omega _\mathrm{x}R_\mathrm{m}}\right)^2R_\mathrm{m}`$, where $`v_{\mathrm{esc}}=\sqrt{2MG/R_\mathrm{m}}`$ is the escape velocity at $`R_\mathrm{m}`$, $`\eta `$ in situ the effectiveness of damping of the convective motions in the shear layer by turbulent viscosity and is of order 1. This width is determined by convection, i.e. by the gravitation effect. In the subsonic case ($`\omega _\mathrm{x}R_\mathrm{m}\begin{array}{c}<\\ \end{array}c_\mathrm{s}`$), which takes place when the magnetosphere radius is $`R_\mathrm{m}\begin{array}{c}<\\ \end{array}R_{\mathrm{cor}}`$, the form $`\delta R_\mathrm{m}`$ is more appropriate for the shear layer width. The matter of the envelope penetrates into the shear layer via instabilities. The magnetic field mixes the matter and forces it to corotate. These processes determine the radius and state of the envelope.

In the shear layer the star-propeller transfers outside the angular moment and releases energy of rotation. The equality of the Alfvenic and the corotation velocities at the magnetosphere boundary, $`B^2/4\pi \rho =(\omega R_\mathrm{m})^2`$, is expected in a steady state on average (Wang & Robertson 1985). Then the energy release of the propeller is:

$$L_\mathrm{p}\frac{B^2}{8\pi P_\mathrm{x}}\times 4\pi R_\mathrm{m}^2\delta .$$
(2)
## 3 Manifestations of the propeller in
CH Cyg and MWC 560

CH Cyg and MWC 560 are symbiotic long-period binaries undergoing occasional 2 – 3 mag outbursts, as do classical SSs, but moreover showing a significant mass loss and jet ejection. Their hot continuum radiation originates in the envelope around the WD. The envelope is observed in bright states, therefore it exists at least some yeas. The conventional models of symbiotic stars (Mikołajewska & Kenyon 1992) fail to account for activity in these stars and, in particular, for their high-velocity lumpy outflows and jets. The parameters of these binaries are given in Table 1.

### 3.1 CH Cyg

The semi-regular variable CH Cyg entered in period of activity in 1963 after almost a century of its observations in quiescence (Fig. 1). The outbursts are characterized by appearance of a hot blue continuum, strong emission lines of HI, HeI, FeII and \[FeII\] and short time photometric variability (flickering), similar to that of CVs. In the outbursts coherent oscillations of light with periods of 500 and 2000 – 3000 sec were observed (Mikołajewski et al. 1990, Hoard 1993). The duration of the outbursts is from one to several years. The most spectacular phenomenon was a sudden drop of brightness in 1984 with simultaneous ejection of jets with a velocity of about 1000 km/s. Intriguingly, this resembles outbursts in X-ray transients ejecting jets but on much longer timescales. In the outbursts the kinematics and the ionization of the gas evidence a high inhomogeneity and a shock pumping of radiation of the envelope around the WD (Faraggiana & Hack 1971, Persic, Hack & Selvelli 1984). The simultaneous fall and outflow of gas are observed in the envelope. The temperature of the envelope changes in the course of an outburst in a range from 7000 to 15000 K (Mikolajewska, Selvelli & Hack 1988).

The activity of the compact companion in the binary CH Cyg is powered by gas accretion from the giant’s wind. With the adopted parameters of the binary orbit and wind, the accretion mass rate is $`\dot{M}_\mathrm{a}=\dot{M}_{\mathrm{capt}}=\frac{1}{4}\left(\frac{R_{\mathrm{capt}}}{a_{\mathrm{orb}}}\right)^2\dot{M}_\mathrm{w}=\left(\frac{GM_\mathrm{x}}{a_{\mathrm{orb}}}\right)^2\frac{\dot{M}_\mathrm{w}}{V_\mathrm{w}^4}=\mathrm{5.7\hspace{0.17em}10}^9M_{}\mathrm{y}^1`$ on average throughout the orbital period. Then the luminosity due to accretion onto the WD surface is $`L_\mathrm{a}=\frac{GM_\mathrm{x}\dot{M}_\mathrm{a}}{2R_\mathrm{x}}10L_{}`$. The optical and IUE data show that the hot component luminosity $`L_\mathrm{h}=240300L_{}`$ during the bright state in 1981 – 84, and that the luminosity changed by a factor of 3.2 during the transitions from low to bright state in 1981 and back in 1984 (Mikołajewski et al. 1990). On the other hand, in quiescence the luminosity of the hot component was below $`1L_{}`$, that is much lower than the wind powered accretion luminosity. Fig.2 demonstrates the orbital dependence of the luminosity of the accretion onto the WD surface in the case of a spherical accretion of the giant’s wind. Both, the extremal values and sudden changes of the luminosity of the hot component, as well as the jet ejection, are problematic in a simple accretion model. The problems become aggravated in connection with the quasi-periodic dips of brightness (of relatively short-time duration, $``$ 3 months), which were interpreted by Skopal et al. (1996) as eclipses in a triple system, and with the ejection of clumps with velocities up to 2500 km/s visible at least in the orbital plane (Tomov et al. 1996).

In the triple system the outbursts could be caused by episodic enhanced stripping of the giant at eccentric 756d orbit of the interior binary with following energetic accretion of the matter by the compact companion at the outer orbit. However the quasi-periodic dips could not be explained as eclipses in the triple system (Mikkola & Tanikawa 1998). Alternatively, the outbursts could be due to instability of the accretion disk like that of dwarf novae or X-ray transients. However, there is no reliable evidence of an accretion disk in CH Cyg. Although the propeller is able to put in the circulation of the disk.

The problems may be overcome if one supposes that the compact component of the system is magnetized enough to act like a propeller on ionized infalling matter. In this case matter necessary for the forthcoming outburst may be stored in a thick envelope, supported against the gravitation by the propeller. Such an envelope will be lumpy and with a flat distribution of density. When enough mass will be accumulated, the envelope contracts the magnetosphere under the corotation radius and accretion onto the star surface will follow, that is the accretion phase. In the transition between the propeller and accretion phases, through the corotation radius, the envelope structure and the hot component luminosity will abruptly change. The sudden increase from $`75L_{}`$ to $`240L_{}`$ in the hot component luminosity in 1981 was probably such a catastrophic transition. Therefore we suppose the maximum propeller luminosity (when $`R_\mathrm{m}=R_{\mathrm{cor}}`$) is $`L_\mathrm{p}=75L_{}`$ (the share of release of the gravitation energy of the gas falling onto the magnetosphere of the corotation radius $`10^{10}`$ cm, for a star’s spin period $`P_\mathrm{x}=500`$ s, is insignificant: $`L_\mathrm{a}0.5L_{}`$).

In the steady state on average properties of a propeller are determined by the position of magnetosphere relative to the corotation radius. The magnetosphere radius is approximately determined by the competition between the magnetic field pressure and gas pressure. In the case of $`p_\mathrm{g}=p_{\mathrm{ff}}=\frac{\dot{M}_{\mathrm{cap}}(2GM_\mathrm{x})^{1/2}}{4\pi R_\mathrm{m}^{5/2}}`$ the field strength will be of order $`B_\mathrm{s}10^7`$ G (from Eq.1). However in the case of the envelope around the magnetosphere the idealization of free fall does not work and it is necessary to calculate self-consistently the interaction of the envelope with the magnetosphere to find $`p_\mathrm{g}(R_\mathrm{m})`$.

In other way, the strength of the WD magnetic field can be derived from Eq.2 for the maximum propeller luminosity, i.e. when $`R_\mathrm{m}=R_{\mathrm{cor}}`$:

$$B_\mathrm{s}\mathrm{6\hspace{0.17em}10}^7\left(\frac{L_\mathrm{p}(R_\mathrm{m}=R_{\mathrm{cor}})}{100L_{}}\right)^{1/2}\left(\frac{P_\mathrm{x}}{10\mathrm{min}}\right)^{3/2}\mathrm{G}.$$
(3)
This field is strong enough to be measured. This would be possible only in the case of absence of the envelope. However the hot blue spectrum is then overwhelmed by the giant, that makes difficult the polarization measurements.

In quiescence the hot component luminosity is lower than $`1L_{}`$, while the accretion onto the WD surface from the giant’s wind would be more energetic (Fig.2). In a framework of the propeller model this is suppressed. When the envelope is negligible the magnetosphere radius may be approximately estimated from the balance between the magnetic pressure at the upper boundary of the magnetosphere and dynamical pressure of free falling gas. Eliminating $`R_\mathrm{m}`$ from Eqs. 1 and 2, we have a minimum luminosity of the hot component produced by the interaction of the rotating magnetic field with the wind:

$`L_\mathrm{p}{\displaystyle \frac{\eta ^2R_{\mathrm{co}}^3}{P_\mathrm{x}}}{\displaystyle \frac{(8GM_\mathrm{x}\dot{M}_{\mathrm{cap}}^2)^{6/7}}{(B_\mathrm{s}R_\mathrm{x}^3)^{10/7}}}=`$
$`1.1\eta ^2\left({\displaystyle \frac{\dot{M}_{\mathrm{cap}}}{10^8M_{}\mathrm{y}^1}}\right)^{12/7}\left({\displaystyle \frac{10^7\mathrm{G}}{B_\mathrm{s}}}\right)^{10/7}L_{}.`$ (4)
This equation defines a field of possible values of $`B_\mathrm{s}`$ and $`\dot{M}_\mathrm{w}`$. In Fig.3 the permitted values lie above the line corresponding to the propeller luminosity $`0.3L_{}`$, that equals the minimum hot component luminosity between outbursts (Murset et al. 1991), and to the parameters $`\eta =1`$ and $`\dot{M}_{\mathrm{cap}}/\dot{M}_\mathrm{w}=0.06`$. So, for $`\dot{M}_\mathrm{w}=10^7`$$`M_{}\mathrm{y}^1`$ the field must be $`\begin{array}{c}>\\ \end{array}\mathrm{1.5\hspace{0.17em}10}^7`$ G. This limit is in good agreement with the estimate of $`B_\mathrm{s}`$ made above on the base of the catastrophic transition, which is evidence of consistency of the propeller model with the observed values of $`L_\mathrm{h}`$, $`P_\mathrm{x}`$ and $`\dot{M}_\mathrm{w}`$.

In a framework of the propeller model, the dips of brightness of CH Cyg may be caused by instability of the accretion structure around the magnetosphere, whose energy release strongly depends on radius: $`L_\mathrm{p}R_\mathrm{m}^6`$ (Eq.2). Possibly, the lumpy nebula around CH Cyg, that appeared after the notable dip in 1984, was also caused by the propeller action. And it is evident that the jet ejection was immediately connected with the catastrophic transition between the accretion and propeller phases, when coupling of the magnetic field and gas is most effective (then the Alfven and corotation velocities are equal).

### 3.2 MWC 560

MWC 560 is similar to CH Cyg (Mikołajewski, Tomov & Mikołajewska 1997), but differs by the orbit inclination, which is close to $`0^{}`$. Therefore, the approaching jet in MWC 560 is observed in blue-shifted absorption lines and sometimes the receding jet is observed in red-shifted emission lines. The approaching jet developed a maximum velocity of about 7000 km s-1 in the outburst in 1990 (Tomov, Kolev, Georgiev et al. 1990). It seems that the jets outflows are inherent more or less permanently in polar directions (see Fig. 4), at least from the first observation of the blue-shifted high-velocity absorptions in 1943 (Merrill & Burwell 1943). The gas temperature in the jets is 7000 – 8000 K. The blue hot continuum of MWC 560 cannot be fitted either by an accretion disk model or by a model of nuclear burning on the surface of the WD (Panferov, Fabrika & Tomov 1997). Moreover, these models cannot account for the powerful wind and jets. The hot component radiation originates in the photosphere of the slow ($`100`$ km s-1) powerful ($`10^6`$ $`M_{}\mathrm{y}^1`$) wind with $`T20000`$ K and a radius of $`\mathrm{4\hspace{0.17em}10}^{11}`$ cm. The low-velocity absorption and emission lines form in this wind.

From the similarity of both stars the high-velocity permanent polar outflows probably may occur in CH Cyg too. But they might be visible only in outburst as this happened in the biggest outburst in 1984 (Taylor, Seaquist & Mattei 1986). The permanent jets suggest a permanent jet engine to exist in these stars independent of details of the accretion structure (is it an envelope, or an accretion disk, or a ring), which strongly supports a propeller as the engine.

MWC 560 is one of a few SSs having flickering. Mikołajewski et al. (1998) reported a huge amplitude flickering of 0.7 magnitude. In 1992 we observed a rare burst in the Hβ line with an amplitude of 3 for half an hour, which resembles quasi-regular bursts in AE Aqr. Besides there are semicoherent 22 min variations (Dobrzycka, Kenyon & Milone 1996). The orbital inclination of MWC 560 close to $`0^{}`$ gives us a happy chance to be in the cone of the jet and UV radiation from the deep of the photosphere. This explains why the hot component radiation is more hard and variable in MWC 560 than in CH Cyg. Also, the correlation of the UV flux and the jet velocity (Fig. 4) may be due to the effect of variable optical thickness of the jet.

The observed luminosity of MWC 560 is much lower than the critical Eddington luminosity. Therefore the radiation mechanisms cannot account for the wind and the jets. We suppose that they are accelerated by a propeller action of the magnetic WD. Then the outburst in 1990 could correspond to the catastrophic transition of the propeller, which means that its luminosity was $`L_\mathrm{p}10^3L_{}`$ when $`R_\mathrm{m}=R_{\mathrm{co}}`$. From Eq. 3 this gives a magnetic field strength $`B_\mathrm{s}\mathrm{6\hspace{0.17em}10}^8`$ G for the supposed WD’s spin period $`\mathrm{P}_\mathrm{x}=22`$ min.

## 4 Summary

The propeller model allows both the nature of the hot component of the binary, and the origin of the jets to be explained in CH Cyg and MWC 560. The observational signatures of a propeller, as inferred from CH Cyg and MWC 560, may be as follow:

1. Erratic variability, when the magnetosphere radius is close or under the corotation radius.
2. Dips of brightness at the times of outbursts, which may be related to a transition accretor – propeller or may be caused by the instability of the accretion structure at the propeller phase.
3. Wind outflow and jet ejection, which have a maximum rate near the catastrophic transition.
4. Hot component radiation originates in highly inhomogeneous envelope around WD.

The propeller model implies a magnetic field of WD in CH Cyg and MWC 560 to be of order $`10^8`$ G. Measurement of such fields in polarization observations would be a straight way to verify the model. However this seems to be a very involved problem: the star surface and the magnetosphere are hidden from the observer under the photosphere of the outflowing wind.

In this paper we suggest only a scheme of the propeller model. It is believed that gas outflows form around the propeller in some sectors, or nonstationary gas ejection occurs when accretion is replaced by outflow. In some propeller scenarios envelopes or disks may form round the magnetosphere. But to define specifically the picture of accretion and outflow has been impossible so far. So further investigations of the accretion structure in CH Cyg and MWC 560 are important.

* This work was supported by the Polish KBN Research Grant 2PO3D 019 17.


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# The structure of scientific collaboration networks

## I Introduction

A social network is a collection of people, each of whom is acquainted with some subset of the others. Such a network can be represented as a set of points (or vertices) denoting people, joined in pairs by lines (or edges) denoting acquaintance. One could, in principle, construct the social network for a company or firm, for a school or university, or for any other community up to and including the entire world.

Social networks have been the subject of both empirical and theoretical study in the social sciences for at least fifty years , partly because of inherent interest in the patterns of human interaction, but also because their structure has important implications for the spread of information and disease. It is clear for example that variation in just the average number of acquaintances which individuals have (also called the average degree of the network) might substantially influence the propagation of a rumor, a fashion, a joke, or this year’s flu.

One of the first empirical studies of the structure of social networks, conducted by Stanley Milgram , asked test subjects, chosen at random from a Nebraska telephone directory, to get a letter to a target subject in Boston, a stockbroker friend of Milgram’s. The instructions were that the letters were to be sent to their addressee (the stockbroker) by passing them from person to person, but that they could be passed only to someone whom the passer knew on a first-name basis. Since it was not likely that the initial recipients of the letters were on a first-name basis with a Boston stockbroker, their best strategy was to pass their letter to someone whom they felt was nearer to the stockbroker in some sense, either social or geographical: perhaps someone they knew in the financial industry, or a friend in Massachusetts.

A moderate number of Milgram’s letters did eventually reach their destination, and Milgram discovered that the average number of steps taken to get there was only about six, a result which has since passed into folklore and was immortalized by John Guare in the title of his 1990 play Six Degrees of Separation . Although there were certainly biases present in Milgram’s experiment—letters which took a longer path were perhaps more likely to get lost or forgotten, for instance—Milgram’s result is usually taken as evidence of the “small world hypothesis,” that most pairs of people in a population can be connected by only a short chain of intermediate acquaintances, even when the size of the population is very large.

Milgram’s work, although cleverly conducted and in many ways revealing, does not however tell us much about the detailed structure of social networks, data that are crucial to the understanding of information or disease propagation. Many subsequent studies have addressed this problem. Discussions can be found in Refs.  and . A number of investigations of real acquaintance networks have been performed. Foster et al.  and Fararo and Sunshine , for instance, both constructed maps of friendship networks among high-school students, and Bernard et al. did the same for communities of Utah Mormans, Native Americans, and Micronesian islanders . Surveys or interviews were used to determine friendships. While these studies directly probe the structure of the relevant social network, they suffer from two substantial shortcomings which limit their usefulness. First, the studies are labor-intensive and the size of the network which can be mapped is therefore limited—typically to a few tens or hundreds of people. Second, these studies are highly sensitive to subjective bias on the part of interviewees; what is considered to be an “acquaintance” can differ considerably from one person to another.

To avoid these issues, a number of researchers have studied networks for which there exist more numerous data and more precise definitions of connectedness. Examples of such networks are the electric power grid , the internet , and the pattern of air traffic between airports . These networks however suffer from a different problem: although they may loosely be said to be social networks in the sense that their structure in some way reflects features of the society which built them, they do not directly measure actual contact between people. Many researchers are, of course, interested in these networks for their own sake, but to the extent that we want to know about human acquaintance patterns, power grids and computer networks are a poor proxy for the real thing.

Perhaps the nearest that studies of this kind have come to looking at a true acquaintance network is in studies of the network of movie actors . In this network, which has been thoroughly documented and contains nearly half a million people, two actors are considered connected if they have been credited with appearance in the same film. However, while this is genuinely a network of people, it is far from clear that the appearance of two actors in the same movie implies that they are acquainted in any but the most cursory fashion, or that their acquaintance extends off-screen. To draw conclusions about patterns of every-day human interaction from the movies would, it seems certain, be a mistake.

In this paper, we present a study of a genuine network of human acquaintances which is both large—containing over a million people—and for which a precise definition of acquaintance is possible. That network is the network of scientific collaboration, as documented in the papers which scientists write.

## II Scientific collaboration networks

We study networks of scientists in which two scientists are considered connected if they have coauthored a paper together. This seems a reasonable definition of scientific acquaintance: most people who have written a paper together will know one another quite well. It is a moderately stringent definition, since there are many scientists who know one another to some degree but have never collaborated on the writing of a paper. Stringency however is not inherently a bad thing. A stringent condition of acquaintance is perfectly acceptable, provided, as in this case, that it can be applied consistently.

We have constructed collaboration graphs for scientists in a variety of fields. The data come from four databases: MEDLINE (which covers published papers on biomedical research), the Los Alamos e-Print Archive (preprints primarily in theoretical physics), SPIRES (published papers and preprints in high-energy physics), and NCSTRL (preprints in computer science). In each case, we examine papers which appeared in a five year window from 1995 to 1999 inclusive. The sizes of the databases range from 2 million papers for MEDLINE to $`\mathrm{13\hspace{0.17em}000}`$ for NCSTRL.

The fact that some of the databases used contain unrefereed preprints should not be regarded negatively. Although unrefereed preprints may be of lower average scientific quality than papers in peer-reviewed journals, they are, as an indicator of social connection, every bit as good as their refereed counterparts.

The idea of constructing a scientific collaboration network from the publication record is not new, although no detailed study has previously been published. Among mathematicians the concept of the Erdös number has long been current. Paul Erdös was an influential, but itinerant, Hungarian mathematician, who apparently spent a large portion of his later life living out of a suitcase and writing papers with those of his colleagues willing to give him room and board. He published more papers during his life than any other mathematician in history (at least 1400). The Erdös number measures a mathematician’s proximity, in bibliographical terms, to the great man. Those who have published a paper with Erdös have an Erdös number of 1. Those have published with a coauthor of Erdös have an Erdös number of 2. And so on. An exhaustive list exists of all mathematicians with Erdös numbers of 1 and 2 .

There are in addition many other interesting quantities to be measured on collaboration networks, including the number of collaborators of scientists, the numbers of papers they write, and the degree of “clustering,” which is the probability that two of a scientist’s collaborators have themselves collaborated. All of these quantities and several others are considered in this paper.

## III Results

Table I gives a summary of some of the results of our analysis of the databases described in the previous section. In addition to results for the four complete databases, we also give results for three subject-specific subsets of the Los Alamos Archive, covering astrophysics (denoted astro-ph), condensed matter physics (cond-mat), and theoretical high-energy physics (hep-th). In this section we highlight some of our results and discuss their implications.

### a Number of authors

Estimating the true number of distinct authors in a database is complicated by two problems. First, two authors may have the same name. Second, an author may identify themselves in different ways on different papers, e.g., using first initial only, using all initials, or using full name. In order to estimate the size of the error introduced by these effects, all analyses reported here have been carried out twice. The first time we use all initials of each author. This will rarely confuse two different authors for the same person (although this will still happen occasionally), but sometimes misidentifies the same person as two different people, thereby overestimating the total number of authors. The second analysis is carried out using only the first initial of each author, which will ensure that different publications by the same author are almost always identified as such, but will with some regularity confuse distinct authors for the same person. Thus these two analyses give upper and lower bounds on the number of authors, and hence also of many other quantities that we are interested in. In Table I we quote both estimates of the number of authors for each database. For some other quantities we quote only an error estimate based on the separation of the upper and lower bounds.

### b Mean papers per author and authors per paper

Authors typically wrote about four papers in the five year period covered by this study. The average paper had about three authors. Notable exceptions are in theoretical high-energy physics and computer science in which smaller collaborations are the norm (average two people), and the SPIRES high-energy physics database with an average of 9 authors per paper. The reason for this last impressive figure is that the SPIRES database contains data on experimental as well as theoretical work. High-energy experimental collaborations can run to hundreds or thousands of people, the largest author list in the SPIRES database giving the names of a remarkable 1681 authors on a single paper.

### c Number of collaborators

The striking difference in collaboration patterns in high-energy physics is further highlighted by the results on the average number of collaborators of an author. This is the average total number of people with whom a scientist collaborates during the period of study—the average degree, in the graph theorist’s language. For purely theoretical databases such as the hep-th subset of the Los Alamos Archive (covering high-energy physics theory) and NCSTRL (computer science), this number is low, on the order of four. For partly or wholly experimental databases (condensed matter physics and astrophysics at Los Alamos and MEDLINE (biomedicine)), the degree is significantly higher, as high as 15 for astrophysics. But high-energy experiment easily takes the prize, with an average of 173 collaborators per author.

There is more to the story of numbers of collaborators however. In Fig. 1 we show histograms of the numbers of collaborators of scientists in four of the smaller databases. There has been a significant amount of recent discussion of this distribution for a variety of networks in the literature. A number of authors  have pointed out that if one makes a similar plot for the number of connections (or “links”) $`z`$ to or from sites on the World Wide Web, the resulting distribution closely follows a power law: $`P(z)p^\tau `$, where $`\tau `$ is a constant exponent with (in that case) a value of about $`2.5`$. Barabasi and Albert have suggested  that a similar power-law result may apply to all or at least most other networks of interest, including social networks. Others have presented a variety of evidence to the contrary . Our data do not follow a power-law form perfectly. If they did, the curves in Fig. 1 would be straight lines on the logarithmic scales used. However, our data are well fitted by a power-law form with an exponential cutoff:

$$P(z)p^\tau \mathrm{e}^{z/z_c},$$
(1)
where $`\tau `$ and $`z_c`$ are constants. Fits to this form are shown as the solid lines in the figure. In each case the fit has an $`R^2`$ of better than $`0.99`$ and $`p`$-values for both power-law and exponential terms of less than $`10^3`$.

This form is commonly seen in physical systems, and implies an underlying degree distribution which follows a power-law, but with some imposed constraint that places a limit on the maximum value of $`z`$. One possible explanation of this cutoff in the present case is that it arises as a result of the finite (5 year) window of data used. If this were the case, we would expect the cutoff to increase with increasing window size. But even in the (impractical) limit of infinite window size, a cutoff would still be imposed by the finite working lifetime of a professional scientist (about 40 years).

The values of $`\tau `$ and $`z_c`$ are given in the table for each database. The value of the cutoff size $`z_c`$, varies considerably. For the mostly theoretical condensed matter, high-energy theory, and computer science databases it takes small values on the order of 10, indicating that theorists rarely had more than this many collaborators during the five-year period. In other cases, such as SPIRES and MEDLINE it takes much larger values. In the case of SPIRES this is clearly again because of the presence of very large experimental collaborations in the data. MEDLINE is more interesting. A number of people have suggested to the author that the presence of individuals with very large numbers of collaborators in the biomedical community may be the result of the practice in that community of laboratory directors signing their name to all papers emerging from their laboratories. One can well imagine that this would produce individuals with a very high apparent number of collaborators.

The exponent $`\tau `$ of the power-law distribution is also interesting. We note that in all the “hard sciences,” this exponent takes values close to 1. In the MEDLINE (biomedicine) database however, its value is 2.5, similar to that noted for the World Wide Web. The value $`\tau =2`$ forms a dividing line between two fundamentally different behaviors of the network. For $`\tau <2`$, the average properties of the network are dominated by the few individuals who have a large number of collaborators, while graphs with $`\tau >2`$ are dominated by the little people—the ones with few collaborators. Thus, one finds that in biomedical research the highly connected individuals do not determine the average characteristics of their field, despite their names appearing on a lot of papers. In physics and computer science, on the other hand, it appears that they do.

In Fig. 2 we show histograms of the number of papers which authors have written in the same four databases. As the figure shows, the distribution of papers follows a similar form to the distribution of collaborators. The solid lines are again fits to Eq. (1), and again match the data well in all cases.

### d The giant component

In all social networks there is the possibility of a percolation transition . In networks with very small numbers of connections between individuals, all individuals belong only to small islands of collaboration or communication. As the total number of connections increases, however, there comes a point at which a giant component forms—a large group of individuals who are all connected to one another by paths of intermediate acquaintances. It appears that all the databases considered here are connected in this sense. Measuring the size of groups of connected authors in each database, we find (see table) that in most of the databases the largest such group occupies around 80 or 90 percent of all authors: almost everyone in the community is connected to almost everyone else by some path (probably many paths) of intermediate coauthors. In high-energy theory and computer science the fraction is smaller but still more than half the total size of the network. (These two databases may, it appears, give a less complete picture of their respective fields than the others, owing to the existence of competing databases with overlapping coverage. The small size of the giant component may in part be attributable to this.)

We have also calculated the size of the second-largest group of connected authors for each database. In each case this group is far smaller than the largest. This is a characteristic signature of networks which are well inside the percolating regime. In other words, it appears that scientific collaboration networks are not on the borderline of connectedness—they are very highly connected and in no immediate danger of fragmentation. This is a good thing. Science would probably not work at all if scientific communities were not densely interconnected.

### e Average degrees of separation

We have calculated exhaustively the minimum distance, in terms of numbers of intermediate acquaintances, between all pairs of scientists in the databases studied. We find that the typical distance between a pair of scientists is about six; there are six degrees of separation in science, just as there are in the larger world of human acquaintance. Even in very large communities, such as the biomedical research community documented by MEDLINE, it takes an average of only six steps to reach a randomly chosen scientist from any other, out of the more than one million who have published. We conjecture that this has a profound effect on the way in which the scientific community operates. Despite the importance of written communication in science as a document and archive of work carried out, and of scientific conferences as a broadcast medium for summary results, it is probably safe to say that the majority of scientific communication takes place by private conversation. Clearly, news of important discoveries and scientific information can circulate far faster in a world where the typical separation of two scientists is six, than it can in one where it is a thousand, or a million.

The variation of average vertex–vertex distances from one database to another also shows interesting behavior. The simplest model of a social network is the random graph—a network in which people are connected to one another uniformly at random . For a given number $`N`$ of scientists with a given mean number $`z`$ of collaborators, the average vertex–vertex distance on a random graph scales logarithmically with $`N`$ according to $`\mathrm{log}N/\mathrm{log}z`$. Social networks are measurably different from random graphs , but the random graph nonetheless provides a useful benchmark for comparing them against. Watts and Strogatz  defined a social network as being “small” if typical distances were comparable with those on a random graph. This implies that such networks should also have typical distances which grow roughly logarithmically in $`N`$, and indeed some authors (e.g., Ref. ) have used this logarithmic growth as the defining criterion for a “small world.” In Fig. 3 we show the average distance between all pairs of scientists for each of the networks studied here, including separate calculations for the subject divisions of the Los Alamos Archive, of which there are nine. In total there are 12 points, which we have plotted against $`\mathrm{log}N/\mathrm{log}z`$, using the appropriate values of $`N`$ and $`z`$ from Table I. As the figure shows, there is a strong correlation ($`R^2=0.83`$) between the measured distances and the expected $`\mathrm{log}N`$ behavior, indicating that distances do indeed scale logarithmically with the number of scientists in a community.

We also quote in Table I figures for the maximum separation of pairs of scientists in each database, which tells us the greatest distance we will ever have to go to connect two people together. This quantity is often referred to as the diameter of the network. For all the networks examined here, it is on the order of 20; there is a chain of at most about 20 acquaintances connecting any two scientists. (This result of course excludes pairs of scientists who are not connected at all, as will often be the case for the 10 or 20 percent who fall outside the giant component.)

### f Clustering

Watts and Strogatz  have pointed out another important property of social networks which is absent from many network models which have been employed by social scientists and epidemiologists. Real networks are clustered, meaning that they possess local communities in which a higher than average number of people know one another. A laboratory or university department might form such a community in science, as might the set of researchers who work in a particular sub-field. Watts and Strogatz also proposed a way of probing for the existence of such clustering in real network data. They defined a clustering coefficient $`C`$, which for our purposes is the average fraction of pairs of a person’s collaborators who have also collaborated with one another. Thus for example a person with $`z=10`$ collaborators has $`\frac{1}{2}z(z1)=45`$ pairs of collaborators. If, say, 20 of those pairs have also collaborated on a paper, then the clustering coefficient for that person is $`20/45=0.44`$. The same quantity calculated for the entire network is the quantity we call $`C`$. Values are given in Table I, and show that there is a very strong clustering effect in the scientific community: two scientists typically have a 30 percent or greater probability of collaborating if they have both collaborated with another third scientist. A number of explanations of this result are possible. To some extent it is certainly the result of the appearance of papers with three or more authors: such papers clearly contain trios of scientists who have all collaborated with one another. However, the values measured here cannot be entirely accounted for in this way, and indicate also that scientists either introduce their collaborators to one another, thereby engendering new collaborations, or perhaps that institutions bring sets of collaborators together to form a variety of new collaborations.

The MEDLINE database is interesting in that it possess a much lower value of the clustering coefficient than the “hard science” databases. This appears to indicate that it is significantly less common in biological research for scientists to broker new collaborations between their acquaintances than it is in physics or computer science.

## IV Conclusions

We have analyzed the collaboration networks of scientists from biology and medicine, various sub-disciplines of physics, and computer science, using the author attributions from papers or preprints appearing in those areas over a five year period from 1995 to 1999. We find a number of interesting properties of these networks. In all cases, scientific communities seem to constitute a “small world” in which the average distance between scientists via a line of intermediate collaborators scales logarithmically with the size of the relevant community. Typically we find that only about five or six steps are necessary to get from one randomly chosen scientist in a community to another. We conjecture that this smallness is a crucial feature of a functional scientific community.

We also find that the networks are highly clustered, meaning that two scientists are much more likely to have collaborated if they have a third common collaborator than are two scientists chosen at random from the community. This may indicate that the processes of scientists introducing their collaborators to one another is an important one in the development of scientific communities.

We have studied the distributions of both the number of collaborators of scientists and the numbers of papers they write. In both cases we find these distributions are well fit by power-law forms with an exponential cutoff. This cutoff may be due to the finite time window used in the study.

We find a number of significant statistical differences between different scientific communities. Some of these are obvious: experimental high-energy physics, for example, which is famous for the staggering size of its collaborations, has a vastly higher average number of collaborators per author than any other field examined. Other differences are less obvious however. Biomedical research, for example, shows a much lower degree of clustering than any of the other fields examined. In other words it is less common in biomedicine for two scientists to start a collaboration if they have another collaborator in common. Biomedicine is also the only field in which the exponent of the distribution of numbers of collaborators is greater than 2, implying that the average properties of the collaboration network are dominated by the many people with few collaborators, rather than, as in other fields, by the few people with many.

The work reported in this paper represents, inevitably, only a first look at the collaboration networks described. Many theoretical measures have been described, in addition to the distances and clustering studied here, which reflect socially important structure in such networks. We hope that academic collaboration networks will prove a reliable and copious source of data for testing out such theories, as well as being interesting in their own right, especially to ourselves, the scientists whom they describe.

## Acknowledgements

The author is indebted to Paul Ginsparg and Geoffrey West (Los Alamos e-Print Archive), Carl Lagoze (NCSTRL), Oleg Khovayko, David Lipman and Grigoriy Starchenko (MEDLINE), and Heath O’Connell (SPIRES), for making available the publication data used for this study. The author would also like to thank Dave Alderson, Paul Ginsparg, Laura Landweber, Steve Strogatz, and Duncan Watts for illuminating conversations. This work was funded in part by a grant from Intel Corporation to the Santa Fe Institute Network Dynamics Program. The NCSTRL digital library was made available through the DARPA/CNRI test suites program funded under DARPA grant N66001–98–1–8908.