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# Many Uses, Many Annotations for Large Speech Corpora: Switchboard and TDT as Case Studies

## 1. Introduction

Any well-constructed corpus of speech data can provide a valuable resource for a wide variety of uses in language research and technology development, especially if the corpus is centered on common and naturally-occurring speech events. Both the potential and the motivation for re-use increase with the size of the corpus: larger corpora provide a better representation of linguistic diversity and variability, and so are richer objects of study for any research goal; also, the expense and effort that go into the creation of a large corpus, typically on behalf of a particular research program, can provide powerful leverage for researchers involved in other projects or areas of study.

It is often the case that a new use of a corpus will require a new annotation that was not part of the initial corpus creation effort. But for large corpora, it often happens that the new annotations can be applied only to subsets of the collection, depending on the difficulty of the new task and the resources available to carry it out. In this case, it becomes increasingly important, and increasingly difficult, to maintain the coherence of shared resources.

The Linguistic Data Consortium (LDC) has been involved in managing multiple annotations of two large speech corpora: the Switchboard Corpus of conversational telephone speech (SWB), and the Topic Detection and Tracking corpus of broadcast news (TDT). In the case of SWB, the original corpus creation and all subsequent annotations have been done by others outside the LDC, and we have acted simply as the central point of contact and access for all users and annotators; in the case of TDT, LDC personnel have been responsible for most forms of annotation done so far.

The following sections will review these corpora in terms of their overall content, the particular types of annotations that have been applied to them so far, and the relative coverage of those annotations (including the overlap that exists among them). We then discuss some of the problems that arose due to localized data repairs that were applied in some annotations, and measure the extent of referential consistency among the diverse annotations. Finally, we describe how the application of annotation graph structure to the various derivative data sets provides a powerful and flexible means for comparing and integrating their contents.

## 2. The Switchboard Corpus

Switchboard-1, the first large collection of spontaneous conversational speech over the telephone, was collected in 1990 by Texas Instruments (TI) \[Godfrey et al., 1992\]. The current published corpus comprises 2438 calls involving 520 native speakers of American English, recruited from all over the United States. The calls range between five and ten minutes in length, and each call contains a unique pairing of speakers. Individual speakers are designated by identification numbers, and information is provided as to their gender, age, education and dialect region. On average, each speaker appears in about nine calls (the range of calls per speaker varies between 1 and 32).

The speech data for each call is provided in the form of a two channel interleaved sample file; the two channels, designated “A” and “B”, represent the mu-law encoded signal received from the telephone handsets of the two speakers participating in the call.

### 2.1. Initial transcription

TI created an initial set of manual transcripts, employing professionally trained transcribers equipped with analog tape copies of the sample files. These transcripts were then submitted to an automatic speech recognition (ASR) process to establish approximate time alignments at the word level.

The initial publication of the corpus in 1993 contained 2288 calls on 25 CD-ROMS (additional calls were being held in reserve at that time for future use as test data). A separate CD-ROM provided the transcripts in two forms (two files per call): (1) the original text files as created by transcribers, including a generic header with information about the call, and speaker designations (“A” or “B”) for each turn in the dialog, but no time annotations; (2) the time-aligned version of the text, with one word token per line, accompanied by the speaker designation, and the beginning time and duration of the word. The transcript release also included documentation and tables describing the corpus content.

Given the size, complexity and novelty of this effort, a variety of problems affected the first release of the corpus by the LDC:

* In about 200 calls, the transcribers had made mistakes in assigning the speaker labels (“A” or “B”) to some or all of the turns in the transcripts. Because the speaker label is intended to represent the signal channel in the speech file, an error in the speaker label would direct the corpus user to the wrong channel when retrieving the audio data for a given turn in the dialog.
* Other more typical kinds of errors, involving misperceptions by transcribers about what was said, presumably affected nearly all files, but only to a very small degree.
* The ASR word alignment was applied to a single-channel (combined) version of the speech data, and so was not affected by speaker label errors, but it was relatively ineffective in regions where turns overlapped in time, and where the transcript contained omissions, additions or substitutions of words relative to what had been spoken.
* In about 30 calls, the two forms of transcript data did not match up in terms of the number of speaker turns present in the dialog.
* For about 30 additional calls, some or all of the transcript data were absent from the publication, because the text files were missing, incomplete or corrupted due to errors in preparing the publication.

In 1994, the LDC released an “interim” version of the transcripts, fixing all cases of the last two types of problems, and about one quarter of the files containing known speaker-label errors (particularly, those files where the label errors were limited to small portions of the transcript). The remaining speaker-label problems were documented as well as possible, but were not fixed, nor was any attempt made to correct other transcription or time-alignment errors.

### 2.2. Subsequent annotations

Since the initial release of SWB transcripts, a number of research sites have used this data, either with or without reference to the speech, as input to a range of divergent annotation projects. These are briefly described below, in roughly chronological order. Some of the resulting annotations are displayed in Figure 1.

#### Phrase-level time stamps (BBN)

The first application of SWB data for research in large vocabulary conversational speech recognition was in conjunction with the DARPA LVCSR project. In preparation for initial training on SWB, researchers at BBN created a modified version of the original TI transcripts, and circulated this among the LVCSR participants. The modification involved forming time-stamped “phrasal” regions from the word-level time-aligned transcripts, and assigning a unique identifier to each region. This produced a segmentation of the dialogs that differed from the turn units created by the original transcribers: a single time-stamped phrase might encompass parts of two consecutive turns, if the original transcriber had broken up the phrase in order to insert an interruption by the other speaker; also, multiple time-stamped phrases might be derived from a single turn, if that turn was considered too long for reliable ASR processing. The speaker-label errors mentioned above were not repaired in this process (though a list of affected files was circulated among LVCSR participants). This form of the transcripts has never been made available through the LDC.

#### Disfluency annotation (Penn Treebank Project)

As a preliminary step to prepare for Treebank annotation, 650 transcript files were selected from the LDC “interim” release and annotated for various types of disfluency that occurred in the spontaneous speech. This annotation was essentially text-based, relying entirely on the representation of disfluencies in the (non-time-aligned) transcripts (see Figure 1). The objective was to tag hesitations, stutters, word fragments, restarts, and a limited class of discourse markers, since these elements in the transcripts would constitute exceptions or barriers to syntactic analysis. These annotations are included in the current “Treebank 3” corpus, available from the LDC.

#### POS-tagging, parsing (Penn Treebank Project)

Building on the output of the disfluency annotations, the Penn Treebank Project applied part-of-speech tagging and syntactic parsing to the 650 files that had been selected (see Figure 1). In the course of this annotation, a small number of corrections were made to the text data, consisting mostly of repairs to punctuation and replacements of some incorrect words. Again, this annotation was done without reference to the audio data. It is currently available as the “Treebank 3” corpus.

#### Discourse annotation (Univ. of Colorado, SRI)

This annotation project set out to “model the speech act type of each utterance” and “model sociolinguistic facts about conversation structure…” \[Jurafsky et al., 1997\] It builds on the disfluency annotation mentioned above, using the same conceptual basis for segmenting dialog turns into phrases (“utterances”) that are cohesive in terms of the speech acts being performed. An exhaustive segmentation of such utterances was carried out on 1155 conversations, and each utterance was categorized as to speech act or discourse function. All 650 files covered by the Treebank Project are included in this set. The data is available directly from the University of Colorado \[Jurafsky, 1997\].

#### Phonetic transcription (ICSI)

The International Computer Science Institute (ICSI) at the University of California, Berkeley, began a project in 1996 to carry out fine-grained phonetic annotations on portions of SWB data \[Greenberg, 1999\]. The selection of portions to transcribe, as well as the initial orthographic transcriptions, were apparently derived from the BBN phrase-level segmentation, and the resulting annotations are indexed by means of the unique identifier strings assigned to each phrase by BBN. In contrast to the other annotation projects, ICSI selected a sampling of 5100 phrases from a wide range of files, with each phrase ranging from 0.45 to 17.430 seconds (the majority are between 3 and 5 seconds). Two files received fairly exhaustive treatment for one side of the call, but for 1602 other files, the typical coverage of ICSI transcriptions is on the order of tens of seconds. Altogether, the combined annotations cover nearly 3.5 hours of speech. This data set is currently available from the Center for Language and Speech Processing at Johns Hopkins University \[CLSP, 1996-7\].

The initial stage of the project assigned time marks at the level of segmental boundaries, as well as syllable and word boundaries. In the second phase, time boundaries were applied at the word and syllable levels. Throughout the project, the labels assigned to phonetic segments (whether time marked individually or at the syllable level) were intended to accurately reflect the actual pronunciation in the signal, to a much finer level of detail than in previous corpora (e.g. TIMIT or the Boston University Radio corpus).

#### Complete resegmentation (ISIP)

In view of the importance of SWB as a multi-functional corpus, and the difficulties that have accompanied the original transcripts, an important effort was launched at the Institute for Signal and Information Processing (ISIP) at Mississippi State University, to conduct a complete review of the transcription data, applying a new speech transcription tool developed at ISIP with particular attention to locating known types of problems and avoiding known pitfalls in this type of annotation effort. By the time this project began, the SWB calls that had previously been held back as test data had been used over the course of several benchmark tests in the LVCSR project, and were now available for publication. The current release of SWB speech and transcript data now comprises 2438 calls. By agreement with the LDC, ISIP has made the complete set of SWB transcripts freely available on their web site \[Mantha, 2000\].

### 2.3. Rectification and Integration

With the completion of the ISIP review of SWB transcripts, it is now possible to assess the impact of transcription errors on the various divergent annotations. As an initial step to check for the magnitude of errors involving lexical content, we treated the LDC “interim” transcripts as a test set to be measured for error rates, using the ISIP transcripts as the reference text. Comparable versions of the two data sets were constructed by aligning the phrase-level ISIP time marks with the original TI word-level time marks, and the NIST scoring tool “SCLite” was used to calculate insertions, deletions and substitutions. The results are summarized in table 1. 111LDC files that still contained speaker/channel labeling errors over some or all of their transcripts were not included in this scoring. It should be noted that word fragments and non-lexical tokens (e.g. “uh-hum” vs. “uh-huh”) accounted for roughly 30% (over 19,000) of the substitution errors, and about 21% (nearly 34,000) of the insertion and deletion errors.

The comparison of ICSI annotations to the other versions of SWB transcripts is somewhat more problematic. ICSI transcribers made corrections to the lexical content in accordance with their more detailed attention to the actual pronunciation of phrases, but they used different conventions regarding word hyphenation and disfluencies, and occasionally inserted annotations for non-linguistic events (e.g. “breath”, “mouthnoise”, etc.) without the intended markup to distinguish these from lexical tokens. Still, we can estimate the upper bound on the number of corrections imposed by ICSI, again using the NIST SCLite scoring method. In this case, the LDC transcripts contained 96% of the words in the 3.5 hours of ICSI word-level data – there were, at most, 2% omissions and 2% substitutions in the LDC transcripts.

ICSI’s use of the BBN phrasal time marks as the basis of phrase selection creates some additional difficulties:

* Correlation with original TI word-level time marks is imperfect at best; insertion errors predominated in scoring the LDC transcripts (6.2%, three times more than deletions or substitutions), yielding an overall word accuracy of 89.2%. This was due mostly to discrepancies at phrase boundaries.
* Some of the BBN “phrase boundaries” occur at impractical positions within syllables, causing some boundary tokens to be interpreted differently.
* Until a reliable word-level time marking is done for the ISIP transcripts, there will be no reasonable way to align the ICSI and ISIP annotations, due to significant differences in phrase segmentation.

Overall, these tabulations indicate that the lexical accuracy of the original TI transcripts was quite high, and the impact of word errors on downstream annotations, particularly the Treebank and discourse data, may be considered negligible.

A major challenge remains, however, in terms of integrating the various annotations. All three versions of time-marked transcripts (LDC “interim”, ICSI and ISIP) assign unique identifiers to each turn or phrase unit, but each set has a distinct inventory of units that cannot, as yet, be cross-referenced to the other two sets in any reliable way. The only stable point of reference is the audio data, and the use of time offsets into the speech files.

## 3. The TDT Corpora

The design and content of the TDT corpora are described in other presentations at LREC-2000 \[Wayne, 2000, Cieri et al., 2000\]. The present discussion will focus on the range of distinct annotations applied to the data, the relationships among them, and the problems involved in coordinating them.

### 3.1. Multiple data streams from audio and text sources

The audio recordings of broadcast (video and radio) sources in TDT were used to create a variety of textual data streams. For video sources (which have all been in English), the broadcast signal included closed-caption text data, which was converted to computer-readable form while the audio was being digitized; also, one video source (ABC News) provided full transcripts of its daily broadcasts to the public through a commercial transcription service. It is well known that closed-caption text tends to be incomplete relative to what is actually spoken during a broadcast, because the maximum practical display rate, in words per minute, is slower than typical rates of speech. The full transcripts produced by commercial services, which are intended for use as a standard public record of broadcast content, are lexically correct to a high degree of accuracy, though they typically avoid the inclusion of any disfluencies – the text represents only what the speaker intended to say, and omits filled pauses, false starts, stutters, and the like. On the basis of this one source, then, it is possible to estimate a baseline of “word error rate” for closed-caption text, which can be useful when assessing other sources for which only the closed-captions are available.

The radio sources in TDT did not have publicly available transcripts, and four different transcription services were enlisted to transcribe these programs as part of the corpus creation effort (one for all TDT Mandarin data, one for TDT3 English, and two others for TDT2 English). The services varied in terms of the quality of transcripts delivered, with one of the TDT2 English services having been poorest.

In addition to manual transcription, all audio sources were submitted to unguided ASR, to establish a benchmark of TDT system performance given this quality of text as input. The TDT2 English data was submitted to two different English-based ASR systems; of course, in the absence of fully accurate manual transcriptions for most of this material, it remains difficult to compare their performance in terms of word error rate.

For all Mandarin sources, both newswire text and radio transcripts, additional data streams were produced by running the data through a Chinese-to-English machine translation system (SYSTRAN), with no manual guidance or revision of the system output. For audio data, both the manual and ASR transcriptions were translated in this way. Again, this was intended to set a benchmark for cross-lingual TDT performance given this quality of input.

As a result, most data sources were represented by at least two parallel, independent data streams – a couple of sources had three or four streams – each with its own peculiar properties and token sequence. The stable points of reference across all streams were the boundaries between news stories, and in the case of audio sources, the time offsets of those boundaries in the speech data.

### 3.2. Creating and tracking multiple annotations

A relational database was used to track the main stages of data creation and TDT-specific annotations. The basic units of the corpus are the sample file and the topical story unit. For audio sources, an entry was created each time a recording process was scheduled; the entry was updated at the conclusion of the recording, updated again after manual inspection to determine whether the recording was successful, and again after manual segmentation of the 30- or 60-minute file into story and non-news segments. This done, each story was assigned a unique identifier, which included the source, date, broadcast start time, and time offset within the file at the start of the story, and these identifiers were entered into the database to guide the topic annotation. (The equivalent stages for newswire data were fully automated to prepare the stream or bulk archive text data for topic annotation.)

During the main topic annotation phase, in which every story had to be read some minimum number of times to assess it against all selected TDT topics, annotators also had to decide whether a given story was flawed in any of four ways, making it unsuitable for topic labeling. In the newswire data, a reported flaw would typically result in the removal of a story from the corpus, but for broadcast data, a flaw would generally be the result of a mistake during the manual story segmentation phase. Broadcast stories could not simply be discarded, as this would create gaps in the coverage of the continuous audio signal – segmentation errors needed to be fixed, and this would affect the inventory of news stories in the file, and/or the locations of boundaries (hence the identification numbers assigned to the stories would change, as well).

A further complication was the need in TDT3 to support alternative methods of topic annotation while the main annotation was still in progress. These alternative forms of labeling – first-story detection and story-link detection – were not actively tied into the database management of the main topic annotation; rather, they used a snap-shot of the corpus, taken as late and as carefully as possible during the main annotation. Fortunately, they would involve only a subset of the full TDT3 corpus, so it was possible to avoid particular files or stories where problems had been observed, and still provide an adequate sample. Despite our best efforts, some of the results of these alternate annotations could not be used in the final delivery of the corpus, because the stories to which they applied had been altered or removed in the course of repairs prompted by the main annotation; in particular, 0.5% of the 21,600 story link annotations were discarded because a number of stories had been eliminated from the corpus.

Additional uses of TDT data have already begun, spurring new annotations that were not part of the original corpus design. In order to establish a better estimate of ASR performance on this data set, NIST selected a random sample of 530 individual news stories from the TDT2 English corpus, totaling 10 hours of speech. The LDC adapted the text for these stories to the Hub-4 transcription specifications for broadcast news, and carefully went over each story, adding in the missing words and disfluencies, correcting spelling errors (common in closed-caption text), and adding time stamps to break long turns by news announcers into manageable phrases. This 10-hour set of careful transcription is now available from the LDC.

Other directions for annotation of TDT have included the identification of named entities, in support of the TREC project and related research, and the identification of new information across a sequence of stories on a given topic.

In a sense, each of these various annotations could be said to stand on its own as a sample for modeling a particular characteristic of language behavior or information flow. But research tasks moving along these various lines will tend to intersect, and it will be important to know to what extent their respective annotations intersect as well. The same crew may be handling the annotations for, e.g., first story detection, marking of new information, and named entity extraction, but these tasks might not be carried out in unison (indeed they typically will not), they might be applied to discrete subsets of the corpus, and even if they do overlap on some sampling of the data, it might not be immediately obvious how to integrate these different annotations. Needless to say, it would not seem improbable that researchers could find the intersection of these annotations to be of some value.

## 4. Annotation Graphs as a Means of Integration

Annotation graphs were introduced by Bird and Liberman \[Bird & Liberman, 1999a\] as a convenient data model which abstracts away from the many contingent details of corpus file formats. An important consequence of this move, explored by Bird and Liberman \[Bird & Liberman, 1999b\], is that multiple independent annotations of a single corpus can be accessed and analyzed simultaneously. In this section we discuss the case of SWB, and the data shown in Figure 1.

Figure 2 shows the annotation graph for this SWB data, corresponding to the interval \[21.86, 26.10\]. In this graph, word arcs have type W/, Treebank arcs have T/ and disfluency arcs have DISF/ type. Types for the part-of-speech arcs have been omitted for sake of clarity (i.e. Pos/metric/JJ is written as just metric/JJ). For readability, the graph is represented in two pieces; the lower piece should be interpolated into the upper piece at the position of the dotted arc labeled X. Observe that the equivocation about the tokenization of punctation from Figure 1 is preserved in the annotation graph.

The ability to merge diverse layers of independent annotations into a single graph derives from the definition of nodes for connecting the arcs. The nodes are anchored at specific points along a time line representing the signal being annotated. In SWB, the LDC interim transcripts, the ICSI phonetic transcripts, and the ISIP revised transcripts each represent a distinct segmentation of the time lines for the corresponding signals. The migration of these data sets into annotation graphs provides a stable, time-anchored basis for cross-reference; owing to the divergent turn- or phrase-level segmentations provided by each data set, the time line is in fact the only practical basis for cross-reference.

Even though the phonetic transcripts cover only sparse portions of most calls, these partial annotations for any one file can be mapped coherently onto a single complete graph that includes the other transcripts in their entirety, providing a well-defined algorithmic approach for locating and resolving discrepancies in lexical content, phrasal segmentation, and word-level time alignments. The disfluency, discourse and Treebank annotations are derived from the LDC transcripts, and as demonstrated above, they can also be incorporated into the one graph, making it quite simple to identify the particular elements in those annotations that will be affected by corrections to the underlying transcripts. It follows that the propagation of transcription repairs through all levels of annotation becomes a well-behaved and accountable process.

Apart from the obvious benefits to corpus maintenance, this approach to handling annotations provides an important capability for integrating the results of diverse annotation efforts in new research. If and when a prosodic annotation of SWB becomes available, we can readily envision the ability to study interactions among intonational focus, discourse function, syntactic structure, and phonological processes, simply by adding the one new layer to the existing network of other annotations.

The application of annotation graphs to TDT is equally fruitful. The stability of reference to the basic units of TDT corpora (sample files, news stories, word tokens) is already well established, owing to the fact that the corpus creation effort has been tightly centralized. But due to the overall bulk of the data, most new annotations, especially those requiring human judgment, are likely to be limited to cover only portions of the collection. Again, these partial annotations can form coherent annotation graphs on their own, and can be treated atomically or integrated with other graph structures as needed.

The issue of data formatting for creation, storage, distribution and research use of annotations is an independent concern, orthogonal to the use of annotation graphs as a framework for handling corpora. The arc-and-node structure can be rendered into (and retrieved from) a very simple XML data stream, and it is equally possible to create filters that can populate an annotation graph by reading any chosen data format, without loss of information. Filters could also be made to create a chosen data format from an annotation graph, though it’s possible that some information in the graph would not be preserved in the process.

## 5. Conclusion

We have presented an overview of two large speech corpora, both of which have received a wide range of divergent and independent annotations. For Switchboard, we have discussed some details about the comparability and compatibility of the various annotations, and have presented an analysis framework that will enable a high degree of integration among them, in terms of both maintenance and research use. The case of TDT demonstrates that even with a centralized corpus creation effort, there can still be problems with handling data repairs and consistency when distinct sets of annotation must be carried out simultaneously. Both corpora present the need to accommodate sparse annotations in a manner that does not sacrifice the overall coherence of the larger corpus. Annotation graphs provide an effective framework for meeting this need.


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# 1 Feynman diagrams for proton polarizability correction to the hydrogen HFS

Preprint SSU-HEP-00/05

Samara State University

PROTON POLARIZABILITY CONTRIBUTION
TO THE HYDROGEN HYPERFINE SPLITTING

R.N. Faustov

Scientific Council ”Cybernetics” RAS

117333, Moscow, Vavilov, 40, Russia,

A.P. Martynenko

Department of Theoretical Physics, Samara State University,

443011, Samara, Pavlov, 1, Russia

## Abstract

The contribution of the proton polarizability to the hydrogen hyperfine splitting is evaluated on the basis of modern experimental and theoretical results on the proton polarized structure functions. The value of this correction is equal to 1.4 ppm.

The investigation of the hyperfine splitting (HFS) of the hydrogen atom ground state is considered during many years as an important test of quantum electrodynamics. The experimental value of the hydrogen hyperfine splitting was obtained with very high accuracy :

$$\mathrm{\Delta }E_{HFS}^{exp}=1420405.7517667(9)\mathrm{kHz}.$$
(1)
The corresponding theoretical expression of the hydrogen hyperfine splitting may be written at present time in the form :

$$\mathrm{\Delta }E_{HFS}^{th}=E_F(1+\delta ^{QED}+\delta ^S+\delta ^P),E_F=\frac{8}{3}\alpha ^4\frac{\mu _Pm_p^2m_e^2}{(m_p+m_e)^3},$$
(2)
where $`\mu _P`$ is the proton magnetic moment, $`m_e`$, $`m_p`$ are the masses of the electron and proton. The calculation of different corrections to $`E_F`$ has a long history. Modern status in the theory of hydrogenic atoms was presented in details in . $`\delta ^{QED}`$ denotes the contribution of higher-order quantumelectrodynamical effects. Corrections $`\delta ^S`$ and $`\delta ^P`$ take into account the influence of strong interaction. $`\delta ^S`$ describes the effects of proton finite-size and recoil contribution. $`\delta ^P`$ is the correction due to the proton polarizability. Basic uncertainty of theoretical result (2) is related with this term.

The main contribution to $`\delta ^P`$ is determined by two-photon diagrams, shown in Figure 1. The corresponding amplitudes of virtual Compton scattering on proton can be expressed through nucleon polarized structure functions $`\mathrm{G}_1(\nu ,\mathrm{Q}^2)`$ and $`\mathrm{G}_2(\nu ,\mathrm{Q}^2)`$. Inelastic contribution of the diagrams (a), (b) Figure 1 may be presented in the form \[3-8\]:

$$\mathrm{\Delta }E_{HFS}^P=\frac{Z\alpha m_e}{2\pi m_p(1+\kappa )}E_F(\mathrm{\Delta }_1+\mathrm{\Delta }_2)=(\delta _1^P+\delta _2^P)E_F=\delta ^PE_F,$$
(3)
$$\mathrm{\Delta }_1=_0^{\mathrm{}}\frac{dQ^2}{Q^2}\left\{\frac{9}{4}F_2^2(Q^2)4m_p^3_{\nu _{th}}^{\mathrm{}}\frac{d\nu }{\nu }\beta _1\left(\frac{\nu ^2}{Q^2}\right)G_1(\nu ,Q^2)\right\},$$
(4)
$$\mathrm{\Delta }_2=12m_p^2_0^{\mathrm{}}\frac{dQ^2}{Q^2}_{\nu _{th}}^{\mathrm{}}𝑑\nu \beta _2\left(\frac{\nu ^2}{Q^2}\right)G_2(\nu ,Q^2),$$
(5)
where $`\nu _{th}`$ determines the pion-nucleon threshold:

$$\nu _{th}=m_\pi +\frac{m_\pi ^2+Q^2}{2m_p},$$
(6)
and the functions $`\beta _{1,2}`$ have the form:

$$\beta _1(\theta )=3\theta 2\theta ^22(2\theta )\sqrt{\theta (\theta +1)},$$
(7)
$$\beta _2(\theta )=1+2\theta 2\sqrt{\theta (\theta +1)},\theta =\nu ^2/Q^2.$$
(8)
$`F_2(Q^2)`$ is the Pauli form factor of the proton, $`\kappa `$ is the proton anomalous magnetic moment: $`\kappa `$=1.792847386(63) . During many years there was not enough experimental data and theoretical information about proton spin-dependent structure functions. So, the previous study of the contribution $`\mathrm{\Delta }E_{HFS}^P`$ contains only estimation of the proton polarizability effects: $`\delta ^P1÷2`$ ppm or the calculation of main resonance contributions . The theoretical bound for the proton polarizability contribution is $`|\delta ^P|4\mathrm{ppm}`$. As noted in , the problem of the proton polarizability contribution requires new investigation, which takes into account more recent experimental data on the spin structure of the nucleon.

The polarized structure functions $`g_1(\nu ,Q^2)`$ and $`g_2(\nu ,Q^2)`$ enter in the antisymmetric part of hadronic tensor $`W_{\mu \nu }`$, describing lepton-nucleon deep inelastic scattering :

$$W_{\mu \nu }=W_{\mu \nu }^{[S]}+W_{\mu \nu }^{[A]},$$
(9)
$$W_{\mu \nu }^{[S]}=\left(g_{\mu \nu }+\frac{q_\mu q_\nu }{q^2}\right)W_1(\nu ,Q^2)+\left(P_\mu \frac{Pq}{q^2}q_\mu \right)\left(P_\nu \frac{Pq}{q^2}q_\nu \right)\frac{W_2(\nu ,Q^2)}{m_p^2},$$
(10)
$$W_{\mu \nu }^{[A]}=ϵ_{\mu \nu \alpha \beta }q^\alpha \left\{S^\beta \frac{g_1(\nu ,Q^2)}{Pq}+[(Pq)S^\beta (Sq)P^\beta ]\frac{g_2(\nu ,Q^2)}{(Pq)^2}\right\},$$
(11)
where $`g_1(\nu ,Q^2)=m_p^2\nu G_1(\nu ,Q^2)`$, $`g_2(\nu ,Q^2)=m_p\nu ^2G_2(\nu ,Q^2)`$, $`q^2=Q^2`$ is the square of the four-momentum transfer. The invariant quantity $`Pq`$ is related to the energy transfer $`\nu `$ in the proton rest frame: $`Pq=m_p\nu `$. The invariant mass of the electroproduced hadronic system, W, is then $`W^2=m_p^2+2m_p\nu Q^2`$.

The proton spin structure functions can be measured in the inelastic scattering of polarized electrons on polarized protons. Recent improvements in polarized lepton beams and targets have made it possible to make increasingly accurate measurements of nucleon polarized structure functions $`g_{1,2}`$ in experiments at SLAC, CERN and DESY \[12-19\]. The spin dependent structure functions may be expressed in terms of virtual photon-absorption cross-sections :

$$g_1(\nu ,Q^2)=\frac{m_pK}{8\pi ^2\alpha (1+Q^2/\nu ^2)}\left[\sigma _{1/2}(\nu ,Q^2)\sigma _{3/2}(\nu ,Q^2)+\frac{2\sqrt{Q^2}}{\nu }\sigma _{TL}(\nu ,Q^2)\right]$$
(12)
$$g_2(\nu ,Q^2)=\frac{m_pK}{8\pi ^2\alpha (1+Q^2/\nu ^2)}\left[\sigma _{1/2}(\nu ,Q^2)+\sigma _{3/2}(\nu ,Q^2)+\frac{2\nu }{\sqrt{Q^2}}\sigma _{TL}(\nu ,Q^2)\right]$$
(13)
where $`K=\nu \frac{Q^2}{2m_p}`$ is Hand kinematical flux factor for virtual photons, $`\sigma _{1/2}`$, $`\sigma _{3/2}`$ are the virtual photoabsorption transverse cross sections for total helicity between photon and nucleon of 1/2 and 3/2 respectively, $`\sigma _{TL}`$ is the interference term between the transverse and longitudinal photon-nucleon amplitudes. In this work we calculate contribution $`\mathrm{\Delta }E_{HFS}^P`$ on the basis of modern experimental data on structure functions $`g_{1,2}(\nu ,Q^2)`$ and theoretical predictions on cross sections $`\sigma _{1/2,3/2,TL}`$.

To obtain correction (3) at the resonance region ($`W^24GeV^2`$) we use the Breit-Wigner parameterization for the photoabsorption cross sections in (12), (13), suggested in . There are many baryon resonances that give contribution to photon absorption cross sections. We take into account only five important resonances: $`P_{33}(1232)`$, $`S_{11}(1535)`$, $`D_{13}(1520)`$, $`P_{11}(1440)`$, $`F_{15}(1680)`$. Considering the one-pion decay channel of the resonances, the absorption cross sections $`\sigma _{1/2}`$ and $`\sigma _{3/2}`$ may be written as follows :

$$\sigma _{1/2,3/2}=\left(\frac{k_R}{k}\right)^2\frac{W^2\mathrm{\Gamma }_\gamma \mathrm{\Gamma }_{RN\pi }}{(W^2M_R^2)^2+W^2\mathrm{\Gamma }_{tot}^2}\frac{4m_p}{M_R\mathrm{\Gamma }_R}|A_{1/2,3/2}|^2$$
(14)
where $`A_{1/2,3/2}`$ are transverse electromagnetic helicity amplitudes,

$$\mathrm{\Gamma }_\gamma =\mathrm{\Gamma }_R\left(\frac{k}{k_R}\right)^{j_1}\left(\frac{k_R^2+X^2}{k^2+X^2}\right)^{j_2},X=0.3\mathrm{GeV}.$$
(15)
The resonance parameters $`\mathrm{\Gamma }_R`$, $`M_R`$, $`j_1`$, $`j_2`$, $`\mathrm{\Gamma }_{tot}`$ were taken from . In accordance with Refs.  the parameterization of one-pion decay width is

$$\mathrm{\Gamma }_{RN\pi }(q)=\mathrm{\Gamma }_R\frac{M_R}{m_p}\left(\frac{q}{q_R}\right)^3\left(\frac{q_R^2+C^2}{q^2+C^2}\right)^2,C=0.3\mathrm{GeV}$$
(16)
for the $`P_{33}(1232)`$ and

$$\mathrm{\Gamma }_{RN\pi }(q)=\mathrm{\Gamma }_R\left(\frac{q}{q_R}\right)^{2l+1}\left(\frac{q_R^2+\delta ^2}{q^2+\delta ^2}\right)^{l+1},$$
(17)
for $`D_{13}(1520)`$, $`P_{11}(1440)`$, $`F_{15}(1680)`$. l is the pion angular momentum and $`\delta ^2=(M_Rm_pm_\pi )^2+\mathrm{\Gamma }_R^2/4`$. Here k and q are the photon and pion 3-momentum in the cms for a given center of mass energy W, $`k_R`$ and $`q_R`$ are taken at the pole of the resonance. In the case of $`S_{11}(1535)`$ we take into account $`\pi N`$ and $`\eta N`$ decay modes :

$$\mathrm{\Gamma }_{R\pi ,\eta }=\frac{q_{\pi ,\eta }}{q}b_{\pi ,\eta }\mathrm{\Gamma }_R\frac{q_{\pi \eta }^2+C_{\pi ,\eta }^2}{q^2+C_{\pi ,\eta }^2},$$
(18)
where $`b_{\pi ,\eta }`$ are the $`\pi `$ ($`\eta `$) branching ratio.

The cross section $`\sigma _{TL}`$ is determined by expression similar to (14), containing product $`(S_{1/2}^{}A_{1/2}+A_{1/2}^{}S_{1/2})`$ . The calculation of helicity amplitudes $`A_{1/2}`$, $`A_{3/2}`$ and longitudinal amplitude $`S_{1/2}`$, as functions of $`Q^2`$, was done on the basis of constituent quark model in . In the real photon limit $`Q^2=0`$ we take corresponding resonance amplitudes from . For the $`\mathrm{\Delta }`$ \- isobar amplitudes $`A_{1/2}(Q^2)`$, $`A_{3/2}(Q^2)`$ we used relations obtained in . Helicity amplitudes of the other resonances were taken from . We have considered Roper resonance $`P_{11}(1440)`$ as ordinary $`qqq`$ state. As it follows from predictions of the quark model, the helicity amplitudes, which may be suppressed at $`Q^2=0`$, become dominant very rapidly with $`Q^2`$. It may be seen on Figures 2-5, where we have shown also experimental data of E143 collaboration at two fixed momentum transfer points: $`Q^20.5GeV^2`$ and $`Q^21.2GeV^2`$. Our results for structure function $`g_1(\nu ,Q^2)`$ on Figures 2-3, which are in qualitative agreement with  and experimental data, show that Breit-Wigner five resonance parameterization of photon cross sections and constituent quark model results give good description of proton polarized structure functions at the resonance region. The existing difference of this model for $`g_{1,2}(\nu ,Q^2)`$ and experimental data, which is particulary seen in Figure 3, demands further improvement in the construction of spin dependent structure functions. This may be done considering contributions of other baryonic resonances in the large W range: $`S_{31}(1620)`$, $`F_{37}(1950)`$, $`D_{33}(1700)`$, $`P_{13}(1720)`$, $`F_{35}(1905)`$ and accounting different decay modes of such states . The sum rule of Gerasimov-Drell-Hern

$$\frac{\kappa ^2}{4m_p^2}=\frac{1}{8\pi ^2\alpha }_{\nu _{th}}^{\mathrm{}}\frac{d\nu }{\nu }[\sigma _{1/2}(\nu ,0)\sigma _{3/2}(\nu ,0)].$$
(19)
is valid with high accuracy . The second part of (4) gives especially large negative contribution to the correction $`\delta _1^P`$ in the range of small $`Q^2`$, where the contribution of $`\mathrm{\Delta }`$ isobar is dominant. With increasing $`Q^2`$ it’s value falls and total correction $`\delta _1^P`$ has positive sign.

Our calculation of the contribution $`\mathrm{\Delta }E_{HFS}^P`$ in the DIS region ($`W^24GeV^2`$) is based on recent experimental data \[12-19\]. All of the data, including the SMC data at $`Q^21GeV^2`$, were fit to the parameterization:

$$g_1(x,Q^2)=a_1x^{a_2}(1+a_3x+a_4x^2)[1+a_5f(Q^2)]F_1(x,Q^2),$$
(20)
where $`x=Q^2/2m_p\nu `$ is the Bjorken scaling variable, $`F_1=W_1m_p`$. The coefficients of the fits and different models for the form of the $`Q^2`$ dependence may be found in . In Figures 6-7 the experimental data and parameterization in the form (20) for the ratio $`g_1/F_1`$ are presented at two different points $`Q^2`$. Numerical integration in (4) was performed with the $`f(Q^2)=\mathrm{ln}Q^2`$ (fit IV), corresponding to pQCD behavior. We have extrapolated relation (20) to the region near $`Q^2=0`$. Calculation of the second part of correction $`\delta ^P`$ in (5) for nonresonance region was performed by means of the Wandzura-Wilczek relation between spin structure functions $`g_1(x,Q^2)`$ and $`g_2(x,Q^2)`$:

$$g_2(x,Q^2)=g_1(x,Q^2)+_x^1g_1(t,Q^2)\frac{dt}{t}.$$
(21)
The values of contributions $`\delta _1^P`$, $`\delta _2^P`$ and total contribution $`\delta ^P`$, obtained after the numerical integration in the resonance and nonresonance regions are as follows:

$$\delta _{1,res}^P=0.93\mathrm{ppm},\delta _{1,nonres}^P=0.86\mathrm{ppm},\delta _1^P=1.79\mathrm{ppm},$$
(22)
$$\delta _{2,res}^P=0.42\mathrm{ppm},\delta _{2,nonres}^P=0.01\mathrm{ppm},\delta _2^P=0.43\mathrm{ppm},$$
(23)
$$\delta ^P=\delta _1^P+\delta _2^P=1.4\pm 0.6\mathrm{ppm},$$
(24)
where the error, indicated in the expression (24), is determined by two main factors, connected with the polarized structure functions: uncertainty of the experimental data in the nonresonance region and possible contribution of the other baryonic resonances to the functions $`g_{1,2}(\nu ,Q^2)`$. Estimation of the second error was done by means of the integration results in (4), (5) for the different intervals of $`Q^2`$, $`\mathrm{W}`$ and possible modification of the spin dependent structure functions in the resonance region $`\mathrm{W}1.5`$ GeV due to changing of the Breit-Wigner parametrization (14). First part of the error in (24) is connected with statistical and systematical errors of the experimental data from .

The difference between the experimental value (1) and the theoretical result $`\mathrm{\Delta }E_{HFS}^{th}`$ without the proton polarizability contribution can be presented in the form :

$$\frac{\mathrm{\Delta }E_{HFS}^{exp}\mathrm{\Delta }E_{HFS}^{th}}{E_F}=4.5(1.1)\mathrm{ppm}$$
(25)
As was pointed out in , the main sources of uncertainty in this difference are the inaccuracy of the proton form factor parameterization (dipole fit etc.) and the contradictory experimental data on the proton radius. The proton polarizability correction $`\delta ^P`$ calculated here gives the contribution (24) of the proper sign and order of magnitude to the difference (25). Further improvement of this calculation is connected just as the new experimental and theoretical investigation of the internal structure of the light quark baryons, new more accurate measurements of the proton polarized structure functions, so with the using QCD-based methods of the spin dependent structure functions calculation . More detailed consideration of the structure functions $`g_{1,2}(\nu ,Q^2)`$ at the resonance region, taking into account contributions of some other baryonic resonances and additional decay channels is also needed. This work is in the progress.

We are grateful to M.I. Eides, S.G. Karshenboim, I.B. Khriplovich, V.A. Petrun’kin, R.A. Sen’kov, for useful discussions. The work was performed under the financial support of the Russian Foundation for Fundamental Research (grant 00-02-17771) and the Program ”Universities of Russia - Fundamental Researches” (grant 990192).


text:
# Anomalies in the conduction edge of quantum wires

## I Introduction

Following the pioneering work in Refs.  many groups have now observed conductance steps in various types of quantum wire. These first experiments were performed on gated two-dimensional electron gas (2DEG) structures, while similar behaviour of conductance are shown in “hard-confined” quantum wire structures, produced by cleaved edge over-growth , epitaxial growth on ridges , heteroepitaxial growth on “v”-groove surfaces  and most recently in GaAs/AlδGa1-δAs narrow “v”-groove  and low-disorder  quantum wires.

These experiments strongly support the idea of ballistic conductance in quantum wires and are in surprising agreement with the now standard Landauer-Büttiker formalism  neglecting electron interactions . However, there are certain anomalies, some of which are believed to be related to electron-electron interactions and appear to be spin-dependent. In particular, already in early experiments a structure is seen in the rising edge of the conductance curve , starting at around $`0.7G_0`$ with $`G_0=2e^2/h`$ and merging with the first conductance plateau with increasing energy. Under increasing in-plane magnetic field, the structure moves down, eventually merging with a new conductance plateau at $`e^2/h`$ in very high fields . Theoretically this anomaly has not been adequately explained, despite several scenarios, including spin-polarised sub-bands , conductance suppression in a Luttinger liquid with repulsive interaction and disorder  or local spin-polarised density-functional theory . Recently we have shown that these conductance anomalies near $`0.7G_0`$ and $`0.25G_0`$ are consistent with an electron being weakly bound in wires of circular and rectangular cross-section, giving rise to spin-dependent scattering resonances .

In this paper we develop further the single bound-electron picture and give new results for wires of circular cross-section, including magnetic field dependence.

## II The model

We consider quantum wires which are almost perfect but for which there is a very weak effective potential, which has at most two bound states. Such an effective potential can arise, for example, from a smooth potential due to remote gates. Alternatively it could arise from a slight buldge in the an otherwise perfect wire. We consider this latter situation for the cases of quantum wires with both circular cross-section , appropriate for ’hard-confined’ v-groove wires; or rectangular cross-section , which approximate ’soft-confined’ wires resulting from gated 2DEGs. These are shown schematically in Figure 1. The cross-sections of these wires are sufficiently small that the lowest transverse channel approximation is adequate for the energy and temperature range of interest. The smooth variation in cross-section also guarantees that inter-channel mixing is negligible. Restricting ourselves to this lowest transverse channel, the Schrödinger equation on a finite-difference grid in the $`z`$-direction may be written,

$`H=t{\displaystyle \underset{i\sigma }{}}\left(c_{i+1,\sigma }^{}c_{i\sigma }+c_{i\sigma }^{}c_{i+1\sigma }\right)+{\displaystyle \underset{i\sigma }{}}ϵ_{i\sigma }n_{i\sigma }+{\displaystyle \underset{i}{}}U_{ii}n_in_i+{\displaystyle \frac{1}{2}}{\displaystyle \underset{ij}{}}U_{ij}n_in_j,`$ (1)
where $`c_{i\sigma }^{}`$ creates an electron with spin $`\sigma `$ at the $`z=z_i`$ in the lowest transverse channel; $`n_i=_\sigma n_{i\sigma }`$ with $`n_{i\sigma }=c_{i\sigma }^{}c_{i\sigma }`$; $`t=\mathrm{}^2/(2m^{}\mathrm{\Delta }^2)`$, where $`\mathrm{\Delta }=z_{i+1}z_i;`$ $`ϵ_i=\mathrm{}^2/(m^{}\mathrm{\Delta }^2)+ϵ\left(z_i+\right)+g^{}\mu _B\sigma B`$, where $`ϵ\left(z_i\right)`$ is the energy of the lowest transverse channel at $`z_i`$ and $`g^{}\mu _B\sigma B`$ is the Zeeman energy for a magnetic field $`B`$ in the $`z`$-direction, as in Refs. . $`U_{ij}`$ is an effective screened Coulomb interaction which was obtained by starting with a full 3D Coulomb interaction, integrating over the lowest transverse modes and then adding screening phenomenologically. The dielectric constant is taken as $`\epsilon =12.5`$, appropriate for GaAs. Note that this is a general form, the difference between the two cases shown in Figure 1 being reflected entirely in the energy parameters $`ϵ`$ and $`U`$. We note that this Hamiltonian also has the form for a perfectly straight wire subject to a smooth potential variation, defined by the $`ϵ`$.

## III Two-electron approximation

Over a range of parameters in which the deviation from a perfect straight wire is small, one, and only one, electron resides in a bound state. This is because the weak effective potential provided by the bulge will always contain at least one bound state and since the binding energy is small, a second electron cannot be bound due to Coulomb repulsion. For larger bulges or deeper potential wells more electrons may be bound but these situations will not be considered here. Note that even if there is more than one bound state (we consider one or two) there can still only be one bound electron due to the Coulomb repulsion. The actual number of electrons in the wire may be changed by varying the Fermi energies in the leads and reservoirs to which the wire is connected. In experiments, this is achieved simply by changing the voltages on one or more gate electrodes. When there is more than one electron in the wire, a current will flow from source to drain contacts and at low temperatures the motion of these electrons is ballistic. The conduction electrons will scatter from the bound electron giving rise to resistance. If we neglect the mutual interaction between conduction electrons, then the transport problem reduces to a two-electron scattering problem described by equation (1). This is a reasonable approximation provided that the mean electron density is not too low, i.e. that the mean electron separation is of order the effective Bohr radius or less. We solve the two-electron scattering problem exactly subject to the boundary condition that the asymptotic states consist of one bound electron in the ground state and one free electron. The main features of these scattering solutions may be understood by the following simple physical picture. The effective potential due to the single bound electron and the effective potential well gives rise to a symmetric double barrier structure since an incident electron will initially feel the Coulomb repulsion due to the bound electron but will then pass through a weak local minimum, e.g., at the the point of maximum diameter in the wire of circular cross-section. This gives rise to a resonance, the peak of which corresponds to perfect transmission. A more refined analysis shows that this resonance is spin dependent, singlet and triplet resonances occuring at different energies, with the singlet always lowest. In fact this spin-dependent scattering is the quasi one-dimensional analogue of the three-dimensional case, discussed some 70 years ago by Oppenheimer and Mott .

From the scattering solutions we compute the conductance using again a Landauer-Büttiker formula which, incorporating the results of spin-dependent scattering, takes the following form,

$`G={\displaystyle \frac{2e^2}{h}}{\displaystyle \frac{f(ϵE,T)}{ϵ}\left[\frac{1}{4}[𝒯_\mathrm{s}(ϵE_B)+𝒯_\mathrm{t}(ϵE_B)]+\frac{1}{2}𝒯_\mathrm{t}(ϵ+E_B)\right]dϵ}`$ (2)
where the subscripts $`𝒯_\mathrm{s}`$ and $`𝒯_\mathrm{t}`$ refer to singlet and triplet transmission probabilities respectively, with $`E_B=\frac{1}{2}g^{}\mu _BB`$ and $`E`$ is the Fermi energy in the leads.

## IV Results

We have performed detailed calculations for both the circular and rectangular wire cross sections shown in Figure 1. Apart from small quantitative differences, the results are very similar and hence, for brevity, we shall only show results for wires with circular cross-section.

In Fig. 2(a) we show plots at zero temperature and magnetic field of $`𝒯_\mathrm{s}(E)`$ and $`𝒯_t(E)`$ for a typical wire with the geometry of Fig. 1(a). The thin dotted line represents the non-interacting result, independent of spin. We see clearly the sharp singlet resonance at low energy followed by the broader triplet at higher energy. In Fig. 2(b) the conductance $`G`$ in units of $`2e^2/h`$ is shown, as calculated for various temperatures. The resonances have a strong temperature dependence and, in particular, the sharper singlet resonance is more readily washed out at finite temperatures. However, it should be noted that resonances survive to relatively high temperatures, because the width of the wire, which dictates the energy scale, is small ($`a_0=10`$ nm) . Note that for weak coupling, the energy scale is set by the $`x`$-energy of the lowest channel, $`a_0^2`$ and hence the conductance vs. $`Ea_0^2`$ with $`Ua_0`$ fixed is roughly independent of $`a_0`$ (the scaling would be exact for $`V_0\mathrm{}`$).

In Fig. 2(c) we show the zero temperature and field conductance curves for three different bulge shapes, which become longer and flatter as we move from right to left. For the case with the shortest bulge region (right) we see only a singlet resonance. This is because the effective potential well has only one bound state and hence, even in the absence of Coulomb interaction, would not support a triplet. On the other hand, the other two cases have two one-electron bound states. In the absence of Coulomb interaction, these levels give rise to singlet and triplet bound states. When the Coulomb interaction is switched on, the states develop into two resonance peaks (dotted line). Here the position of both peaks nearly coincides, because the buldge is relatively long and the singlet-triplet splitting is small. For the remaining case (dashed line), both the lowest singlet and triplet develop into resonances when the Coulomb interaction is switched on, though the singlet is only just unbound with the resonance lying close to the conduction edge energy and is thus very sharp.

In Fig. 2(d) conductance for $`T=2`$ K is presented for magnetic field increasing from zero in steps with $`\mathrm{\Delta }E_B=0.5`$ meV and for clarity the curves have been shifted by $`2E_B`$ to the right with increasing $`E_B`$. We present results for $`a_0=10`$ nm, but note that $`E_B`$ also obeys the above mentioned scaling $`E_Ba_0^2`$ with varying $`a_0`$. Magnetic fields which would give substantial effects in e.g. narrow “v”-groove wires , would have to be very large, since $`E_B=1`$ meV corresponds to large $`g^{}B35`$ T. However, due to “$`E_Ba_0^2`$” scaling, the corresponding value for a wider wire with $`a_050`$ nm would be only $`1.4`$ T. Also plotted in Fig. 2(d) for comparison are the corresponding results for the non-interacting electron case (dotted) and the perfectly straight wire (dashed), with $`E_B=2`$ meV. In this figure we have indicated with a dot the points $`E=E_B`$. To the left of these points $`G`$ simplifies, $`G(E,B)=\frac{e^2}{h}𝒯_\mathrm{t}(E+E_B)`$, whereas at high energies spin-flip transmission probabilities $`t_{}`$ and $`t_{}`$, contained within the remaining terms of Eq. (2), are non-zero. These parts of the curves should be treated with caution though they are expected to be more reliable at lower fields.

## V Summary

In summary, we have shown that quantum wires with weak longitudinal confinement, or open quantum dots, can give rise to spin-dependent, Coulomb blockade resonances when a single electron is bound in the confined region. The emergence of a specific structure at $`G(E)\frac{1}{4}G_0`$ and $`G\frac{3}{4}G_0`$ is a consequence of the singlet and triplet nature of the resonances and the probability ratio 1:3 for singlet and triplet scattering and as such is a universal effect. A comprehensive numerical investigation of open quantum dots using a wide range of parameters shows that singlet resonances are always at lower energies than the triplets, in accordance with the corresponding theorem for bound states . With increasing in-plane magnetic field, the resonances shift their position and a plateau $`G(E)e^2/h`$ emerges. The effect of a magnetic field is observable only in relatively wider quantum wires, due to the intrinsic energy scale $`a_0^2`$.

###### Acknowledgements.

The authors wish to acknowledge A.V. Khaetskii and C.J. Lambert for helpful comments. This work was part-funded by the U.K. Ministry of Defence and the EU.


text:
# Numerical Simulations of Weak Lensing Measurements

## 1 Introduction

Weak lensing provides a unique method to directly measure the mass fluctuations on large scales in the universe (see Mellier 1999; Kaiser 1999; Bartelmann & Schneider 1999 for recent reviews). This method relies on the measurement of small, coherent distortions produced by lensing upon the shapes of background galaxies. This effect is now routinely used to map the mass of clusters of galaxies (see reviews by Fort & Mellier 1994, Schneider 1996). Recently, the technique was extended to the field by several groups who reported the statistical detection of weak lensing by large-scale structure (Wittman et al. 2000; van Waerbeke et al. 2000; Bacon, Refregier & Ellis 2000 (BRE); Kaiser, Wilson & Luppino 2000). More precise measurements of this “cosmic shear” from upcoming observations will provide invaluable cosmological information (eg. Kaiser 1992; Jain & Seljak 1997; Kamionkowski et al. 1997; Kaiser 1998; Hu & Tegmark 1998; van Waerbeke et al. 1998).

Because the distortions induced by lensing are only of the order of 1%, these measurements are very challenging. In particular, they require tight control of systematic effects and a precise method for the measurement of the shear. One of the potential weaknesses of the cosmic shear programme is the step leading from the measurement of the shapes of galaxies to the estimation of the lensing shear, in the presence of an anisotropic PSF. The first method proposed to treat this problem was that by Bonnet & Mellier (1995). A more general, and now widely used, method was proposed by Kaiser, Squires & Broadhurst (1995, KSB) and further developed by Luppino & Kaiser (1997) and Hoekstra et al. (1998). Variations and alternatives to the KSB method have since been presented by Kaiser (1999b), Rhodes et al. (1999) and Kuijken (1999).

In this paper, we address the ellipticity-to-shear problem using numerical simulations of artificial images. The numerical simulations which have been used for this purpose in the past have been derived either from HST images, degraded to match ground-based observations (eg. KSB, Wittman et al. 2000), or by using ab-initio artificial galaxy catalogs (eg. Kaiser 1999b). The former approach provides accurate shape statistics for the simulated galaxies, but can only produce a small simulated area. The latter approach allows the simulation of arbitrarily large areas, but is not necessarily as realistic. Because we are aiming at the demanding cosmic shear regime, we thus use a hybrid method in which large realisations of artificial galaxy images are drawn to reproduce the statistics of existing HST surveys.

Because it is widely used and more documented, we focus on the KSB method, and test its reliability in realistic observational conditions. For definitiveness, we consider the weak-lensing survey of BRE, who used ground based observations with the William Herschel Telescope (WHT). We produce artificial galaxy catalogs generated from random realisations based on the HST Groth Strip (Groth et al. 1994, Rhodes 1999). By applying artificial shears to the simulated images, we test both the systematic and statistical uncertainties of the method. We also investigate how the shear signal degrades as a function of seeing, exposure time and pixel size. This is of considerable practical interest for the design of future weak lensing surveys. In addition, we examine the impact of overlapping isophotes on the shear signal, an effect which can potentially limit weak lensing measurements on small scales. An independent study of the shear measurement method using numerical simulations is presented in Erben et al. (2000)

The paper is organised as follows. In §2, we describe how we generate the artificial galaxy and star catalogues. In §3, we show how these are used to produced realistic images, which are compared to observed WHT images. This is followed in §4 be a brief description of our implementation of the KSB method. In §5, we present our results; the accuracy of recovery of shear with the KSB method is discussed, and the occurrence of an anti-correlation of shear with star ellipticity at low level is noted. We demonstrate the degradation of signal-to-noise with increasing seeing, exposure time and pixel size, and also discuss the level at which overlapping isophotes will enhance the cosmological shear signal. The results are discussed and summarized in §6.

## 2 Simulated object catalogue

The first step in these simulations is to construct an object catalogue. To do so, we used the image statistics from the Groth Strip, a deep survey taken with the Hubble Space Telescope (Groth et al. 1994, Rhodes et al 1999). This HST survey is sampled at 0.1 arcsec and thus effectively gives us the unsmeared (i.e. before convolution with ground-level seeing) ellipticities and diameters of an ensemble of galaxies suitable for simulations of ground-based observations. The survey consists of a set of 28 contiguous pointings in $`V`$ and $`I`$, with an area of approx. 108 arcmin2 in a 3’.5 $`\times `$ 44’.0 region. The magnitude limit is $`I26`$ (WFPC2 I band, F814W), and the strip includes about 10,000 galaxies.

We use a SExtractor (Bertin & Arnoults 1996) catalogue derived from the entire strip by Ebbels (1998). It contains, for each object, a magnitude determined by aperture photometry, and a diameter and ellipticity derived from second-order moments using a top-hat weight function. Armed with this catalogue, we model the multi-dimensional probability distribution of galaxy properties (ellipticity - magnitude \- diameter) sampled by this catalogue. We find that the differential galaxy counts as a function of $`I`$-magnitude are well described by $`\frac{dn}{dI}10^{(a_0+a_1I+a_2I^2)}`$ galaxies deg-2 mag-1, with $`a_0=19.0`$, $`a_1`$=1.64 and $`a_2=0.027`$; the radius distribution is modelled as $`r=0.095\times 10^{(b_1+b_2I+b_3)}`$ arcsecs with $`b_2=0.14`$ and with $`b_1`$ a gaussian distribution with mean 3.75 and rms 0.098. Ellipticity components $`e_1`$ and $`e_2`$ are described by gaussian probability distributions of rms 0.34, and the position angle is randomly chosen. We draw from this modeled distribution a catalogue of galaxies statistically identical to the Groth strip distribution by Monte Carlo selection.

For definiteness, we aim to reproduce the conditions of our weak lensing survey derived from observations with WHT (see BRE). This survey consisted of 14 independent blank fields observed the WHT prime focus CCD Camera (field of view 8’ $`\times `$ 16’, pixel size 0.237”, EEV CCD) in the $`R`$ band. A relevant issue is the number of stars obtained: by tuning the galactic latitude ($`30^{}<b<70^{}`$), we required the fields to contain $`200`$ stars with $`R<22`$ in order to map carefully the PSF and the camera distortion across the field of view. The integration time on these fields was 1 hour, affording a magnitude limit of $`R`$=25.2 (all $`R`$ magnitudes quoted as Vega magnitudes).

Given that the Groth strip is in $`I`$ while our data is in $`R`$, we allowed a slight increase (multiplication by 1.2) to radius with magnitude to better model the WHT images; this factor has been included in the described model above. The number density-magnitude dependence was found to fit very well without alteration.

We spatially distribute the galaxies with a uniform probability across the field of view. Since the Groth strip does not contain enough stars to create a good model, star counts with $`R`$-magnitude are modeled as a power law ($`\frac{dn}{dR}R^{0.2}`$) which is found to be a good fit to the WHT data.

We assign a morphological class (elliptical, spiral or irregular) for future image realisation to each galaxy using the results of Abraham et al (1996). Specifically, we use their measured fraction for each class as a function of magnitude. After application of all of the above procedure, we obtain our unlensed object catalogues.

To produce the lensed object catalogue, we sheared the galaxies in the catalogue by calculating the change in the object ellipticity due to lensing. This was done using the relation (Rhodes et al 1999):

$$e_i^{}=e_i+2(\delta _{ij}e_ie_j)\gamma _j$$
(1)
Since we are primarily interested only in the mean shear measured on the field, we chose the imposed shear to be uniform over a given field.

Stellar ellipticities (simulating tracking errors, atmospheric effects, etc) are similarly chosen as uniform over a given field. The ellipticity for each field is taken from a Gaussian probability distribution with a standard deviation of $`\sigma _e^{}=0.08`$. This is conservatively chosen to be slightly worse than the rms stellar ellipticity of the stars in our WHT survey, for which $`\sigma _e^{}0.07`$.

## 3 Image Realisation

We create the artificial images using the IRAF Artdata package. This takes the star and galaxy catalogues, and plots the objects with specified positions, ellipticity, magnitude, diameter and morphology. Only exponential discs and de Vaucouleurs profiles are supported. We model ellipticals and irregulars as de Vaucouleurs profiles, and spirals as exponential discs.

Each pixel in these simulations is subdivided into a $`10\times 10`$ grid of subpixels. The appropriate subpixel flux for a star or galaxy is calculated from the analytical intensity profile, and the PSF convolution is similarly performed at the subpixel level.

We use the package to recreate several WHT-specific details: the magnitude zero point is chosen to match the telescope throughput, the stars and galaxies are convolved with the chosen elliptical PSF (seeing chosen to be 0.8” unless otherwise specified, ellipticity dispersion 0.08), the image is appropriately pixellised (0.237” per pixel), Poisson photon noise for objects and sky background are included, and gaussian CCD read noise (3.9 electrons) are added. The appropriate gain (1.45 electrons / ADU) is included, and an appropriate sky background (10.7ADU per sec) is imposed. The PSF profile chosen is the Moffat profile, $`I(r)=(1+(2^{1/\beta }1)(r/r_{\mathrm{scale}})^2)^\beta `$, where $`\beta `$ = 2.5 and $`r_{\mathrm{scale}}`$ is the seeing radius. The generalised radius $`r`$ is the distance from the centroid, transformed so that the profile is elliptical. This profile has wings which fall off more slowly than for a gaussian profile, and provides a good description of our seeing-dominated PSF.

An example 4’ $`\times `$ 4’ portion of a $`16\times 8^{}`$ simulated field is shown in figure 2. It can be compared to an observed WHT image shown in figure 1. A global impression can be obtained from the full $`16\times 8^{}`$ fields plotted in BRE. The simulated image lacks saturated stars ($`R18`$); these are, by construction absent from the simulated catalogue (see size-magnitude figure in BRE), since such stars cannot be used in our weak lensing analysis, and would be immediately excised if present. The galaxy images appear to be very similar in the simulations as compared with the data.

To compare these images quantitatively, we derived a measured object catalog using the Imcat routines (see §4 below for details). They provide the position, magnitude, half-light radius, ellipticity and polarisability tensors for each object detected on the image.

The resulting distribution on the radius-magnitude plane is shown in section 7 of BRE for both a simulated field and the observed WHT field; the running mean and standard deviation of $`r_g`$ with magnitude is shown on figure 3. The distributions are similar, with mean radius agreeing to within 0.2 pixels throughout the magnitude range. The rms scatter in radius is somewhat larger at faint magnitudes for the real data, due to the response of the measurement software to the simple smooth profiles used in the simulations.

Figure 4 compares differential number counts with $`R`$-magnitude for the simulations and real data. The counts derived from the simulated image and from our real $`R`$-band fields agree very well; the simulated image counts also agree well with the simulated catalogue counts, with an unsurprising turn-over near the expected magnitude completeness limit for the 1 hour exposure time ($`R25`$). The simulations’ close impersonation of real data number counts is of importance for obtaining realistic results for, eg, overlapping isophotes in section 5.

Figure 5a shows the ellipticity ($`e_1`$) distributions $`f(e_1)`$ for the initial simulated catalogue, and the smeared simulated and real objects. The distributions were normalised so that $`𝑑e_1f(e_1)1`$. As expected, smearing reduces the ellipticity dispersion. The simulated and real smeared distributions are remarkably similar. See section 5 for further discussion on this point.

## 4 Shear measurement method

Our shear measurement method is a version of the KSB method and was described in detail in BRE. Here we summarize it and then describe the relevant details of our specific implementation.

### 4.1 Overview of the KSB method

The KSB method derives the shear from the ellipticity of galaxies, after correcting for the smearing by the PSF. We use the implementation of the KSB method achieved by the imcat software kindly provided to us by Nick Kaiser.

The routine hfindpeaks first finds objects in each field by convolving the image with smoothing kernels of different sizes. The object radius $`r_g`$ is defined by the size of the kernel which maximizes the signal-to-noise $`\nu `$ of the object. The routine getshapes then takes $`r_g`$ as the size of the gaussian weight function used to measure quadrupole moments $`I_{ij}`$ of the object about its center of light. The ellipticity of the object is then defined as $`e_i\{I_{11}I_{22},2I_{12}\}/(I_{11}+I_{22})`$.

The next step in the KSB algorithm is to correct for the anisotropy of the PSF. The corrected ellipticity of a galaxy $`e_{\mathrm{corrected}}^g`$ is related to the observed smeared ellipticity $`e_{\mathrm{smeared}}^g`$ by

$$e_{\mathrm{corrected}}^g=e_{\mathrm{smeared}}^gP_{sm}^gp,$$
(2)
where the ellipticities are understood to denote the relevant 2-component spinor $`e_i`$, and $`p`$ is a measure of PSF anisotropy. The tensor $`P_{sm}^g`$ is the smear polarisability, a $`2\times 2`$ matrix with components involving higher moments of surface brightness. Since for stars $`e_{\mathrm{corrected}}^{}=0`$, $`p`$ can be measured using

$$p=(P_{sm}^{})^1e_{\mathrm{smeared}}^{}.$$
(3)
The lensing shear takes effect before the circular smearing of the PSF. Luppino and Kaiser (1997) showed that the pre-smear shear $`\gamma `$ averaged over a field can be recovered using

$$\gamma =P_\gamma ^1e_{\mathrm{corrected}}^g$$
(4)
where

$$P_\gamma =P_{sh}^g\frac{P_{sh}^{}}{P_{sm}^{}}P_{sm}^g.$$
(5)
Here, $`P_{sh}^g`$ is the shear polarisability tensor for the galaxy involving other higher order moments of the galaxy image. The quantities $`P_{sh}^{}`$ and $`P_{sm}^{}`$ are the shear and smear polarisabilities calculated for a star interpolated to the position of the galaxy in question. With the smear and shear polarisabilities calculated by imcat, we can therefore find an estimator for the mean shear in a given cell.

### 4.2 Specific Implementation

Firstly, we need to remove noisy detections. We applied a size limit $`r_g>1.0`$ to reject extraneous detections of very small objects claimed by imcat. We also applied a signal-to-noise $`\nu >15.0`$ limit (see §5.2 for justification of this apparently very conservative cut). To reduce the noise in our measurement, we also remove highly elliptical objects with $`e>0.5`$.

Stars were identified using the non-saturated stellar locus on the magnitude–$`r_h`$ plane (see figure 11 in BRE), typically with $`R`$ 19-22. In the data, the stellar ellipticity is a smooth function of position on the field. We thus adopted an iterative interpolation scheme to model this variation. Specifically, we first fitted a 2-D cubic to the measured stellar ellipticities, plotted the residual ellipticities $`e^{res}=e^{}e^{fit}`$ and re-fitted after the removal of extreme outliers (caused by galaxy contamination, blended images and noise). The stellar ellipticity was kept constant in the simulations, but we nevertheless fit the 2-D cubic for correction, as a means of retaining potential systematic effects induced in this step.

In order to correct galaxies for anisotropic smear, we not only need the fitted stellar ellipticity field, but also the four component stellar smear and shear polarisabilities as a function of position. Here a 2-D cubic is fit for each component of $`P_{sm}^{}`$ and $`P_{sh}^{}`$. Galaxies are then chosen from the magnitude-$`r_h`$ diagram by removing the stellar locus and objects with $`\nu <15`$, $`r_g<1`$, $`e>0.5`$, as described above. From our fitted stellar models, we then calculate $`e^{}`$, $`P_{sm}^{}`$ and $`P_{sh}^{}`$ at each galaxy position, and correct the galaxies for the anisotropic PSF using equation (2). As a result, we obtain $`e_{\mathrm{corrected}}^g`$ for all selected galaxies in each cell.

We then calculate $`P_\gamma `$ for the galaxies. We opt to treat $`P_{sh}^{}`$ and $`P_{sm}^{}`$ as scalars equal to half the trace of the respective matrices. This is allowable, since the non-diagonal elements are small and the diagonal elements are equal within the measurement noise (typical $`P_{sm,11,22}^{}`$ = 0.10, $`P_{sm,12,21}^{}<5\times 10^4`$, $`P_{sh,00,11}^{}`$ = 1.1, $`P_{sh,12,21}^{}<0.01`$).

With this simplification, we calculate $`P_\gamma `$ according to equation (5). $`P_\gamma `$ is typically a noisy quantity, so we fit it as a function of $`r_g`$. We choose to treat $`P_\gamma `$ as a scalar, since the information it carries is primarily a correction for the size of a given galaxy, regardless of its ellipticity or orientation. We thus plot $`P_\gamma ^{11}`$ and $`P_\gamma ^{22}`$ together against $`r_g`$, and fit a cubic to the combined points. Moreover, since $`P_\gamma `$ is unreliable for objects with $`r_g`$ measured to be less that $`r_g^{}`$, we remove all such objects from our prospective galaxy catalogue. Finally, we calculate a shear measure for each galaxy as in Equation (4), where the $`P_\gamma `$ is the fitted value for the galaxy in question.

Because of pixel noise, a few galaxies yield extreme, unphysical, shears $`\gamma `$. To prevent these from unnecessarily dominating the analysis, we have removed galaxies with $`\gamma >2`$.

This entire procedure provides us with an estimator of the shear $`\gamma `$ for each galaxy. We can also calculate the mean shear $`\overline{\gamma }=\gamma `$ in a cell and its associated error $`\sigma [\overline{\gamma }]=\sigma [\gamma ]/\sqrt{N}`$, where $`N`$ is the number of galaxies in a cell.

## 5 Results

### 5.1 Ellipticity Distribution

We first compare the distribution of ellipticities and shear estimators within a field. As we noted above, the uncorrected ellipticity distribution of the simulated objects is very similar to that of the data (Figure 5a). The distribution of the shear estimators $`\gamma _1`$ after all corrections is shown on Figure 5b, for each case. The agreement is good, showing that the simulations faithfully reproduce the shape statistics of the data, the central concern for weak lensing.

In general, the variance of the shear estimators results from several effects: the intrinsic ellipticity dispersion, pixelisation, and pixel noise. The latter effect is enhanced by the correction for the isotropic smearing. The ellipiticity and shear rms dispersion, $`\sigma _ee^2^{\frac{1}{2}}`$ and $`\sigma _\gamma \gamma ^2^{\frac{1}{2}}`$, at different stages of the correction algorithm are listed in Table 1. The ellipticity dispersion observed in the simulated image is reduced by the PSF smearing as compared to the input ellipticity dispersion. (Pixel noise and pixelisation tends to increase the observed dispersion, but the smearing dominates). The smearing is corrected for by the KSB method, leading to a re-increased dispersion $`\sigma _\gamma `$ in the corrected shear estimator.

We can obtain an estimate of the relative contribution of pixel noise and intrinsic dispersion using these results. In the absence of weighting and smearing, the ellipticity is related to the shear by $`ϵ=g\gamma `$, where $`g=(2ϵ^2)`$ (see Eq.  and Rhodes et al. 2000). For the simulations, the input ellipticity dispersion is $`\sigma _e0.47`$, yielding $`g1.8`$. As a result, the shear rms produced by the intrinsic dispersion alone is $`\sigma _\gamma ^{\mathrm{intrinsic}}\sigma _e^{\mathrm{input}}/g0.26`$. The fact that this value is close to the total shear disperion $`\sigma _\gamma 0.31`$ observed in the simulations shows that the intrinsic dispersion is larger but comparable to that produced by pixel noise and pixelisation. This considerations should be kept in mind in planning the exposure time of weak lensing surveys. We will study the impact of worsened seeing and larger pixel sizes in §5.4 and §5.6.

### 5.2 Test of the anisotropic correction

Before we discuss the reclamation of shear by the method, we address the existence of a remaining systematic effect. In BRE, we found that a signal/noise cut of $`\nu >5`$ (as opposed to our conservative $`\nu >15`$) reveals a strong anti-correlation between the mean shear $`\overline{\gamma }_i`$ and the mean stellar ellipticity $`\overline{e}_i^{}`$. Here we show that the same effect is found in the simulated data. Figure 6 shows $`\overline{\gamma }_i`$ vs. $`\overline{e}_i^{}`$ for 20 simulated fields, which exhibit similar behaviour to that found in BRE section 6 for real fields. To assess the significance of this effect, we use the correlation coefficient

$$C_i=\frac{e_i^{}\gamma _ie_i^{}\gamma _i}{\sigma (e_i^{})\sigma (\gamma _i)}.$$
(6)
For a $`\nu >5`$ cut we find $`C_1=0.69`$, $`C_2=0.81`$ for 20 cells, which corresponds to a $`3\sigma `$ effect as for the real data. A cut at $`\nu >15`$ reduces the anti-correlation to $`C_1=0.32`$, $`C_2=0.48`$. This corresponds to a 1.5-2$`\sigma `$ effect, which is no longer a significant contribution to the lensing amplitude. This anti-correlation is thus due to an over-correction of the PSF for small galaxies (in Eq. ). This is likely to arise from the fact that, because of noise, the observed radius (and thus $`(P_{\mathrm{sm}}^g)^1`$) of faint galaxies is slightly smaller than that of the bright stars used to measure the PSF. Note that figure 6 is very similar to the equivalent figure in BRE section 6 for real data. This again confirms the validity of the simulations and their use in testing systematic effects, and verifies that the low-level anti-correlation found in real data stems from a reproducible problem with the current correction method.

### 5.3 Shear Recovery

We now wish to observe how the output shear derived by the KSB algorithm compares to the shear input. In order to test this, we ran a set of simulations with 5% rms shear for 20 fields. More precisely, for each field we drew a uniform shear from a Gaussian probability distribution, with standard deviation equal to a shear of 0.05. A similar set of 30 fields were simulated with 1.5% rms shear.

Our results for the 5% simulations are shown in figure 7 (see also section 7 in BRE for a summary). The figure shows that the output shear is clearly linearly related to the input shear, with a slope close to 1. As a quantitative test, we apply a linear regression fit to both components of the shear, combined and separately. For the combined components we obtain $`\gamma _i^{\mathrm{out}}=0.0007+0.84\gamma _i^{\mathrm{in}}`$, with standard errors on the coefficients of 0.001 and 0.04, respectively. For the individual components we obtain $`\gamma _1^{\mathrm{out}}=0.002+0.90\gamma _1^{\mathrm{in}}`$ with errors (.001,.05) and $`\gamma _2^{\mathrm{out}}=0.0001+0.76\gamma _2^{\mathrm{in}}`$ with errors (.001,.04). For the 1.5% simulations we similarly obtain consistent results, namely $`\gamma _i^{\mathrm{out}}=0.0001+0.79\gamma _i^{\mathrm{in}}`$ for combined components with respective standard errors of 0.001 and 0.091.

We see that the imcat measure of shear is symmetrical about zero, but is measuring a slightly smaller shear signal than the input shear. In similar conditions, we should therefore adjust our shear measures by dividing $`\gamma _1`$ by $`0.9\pm 0.05`$ and $`\gamma _2`$ by $`0.76\pm 0.04`$ when using this KSB implementation. A full discussion of the recovery of rms shears using an extensive statistical analysis can be found in BRE, including discussion of the recovery of rms shears from sets of simulated fields.

### 5.4 Effect of Seeing

Of great practical interest is the dependence of the sensitivity of weak lensing measurements on seeing. To study this dependence, we ran several simulations with the same object catalogue, but with different seeing values, for a set exposure time of 1 hour. For each simulated $`8^{}\times 8^{}`$ simulated field, we computed the rms noise $`\sigma _{\mathrm{noise}}\sigma _\gamma /\sqrt{N}`$, where $`\sigma _\gamma `$ is the rms of shear measures in a single field, and $`N`$ is the number of usable galaxies in the field. The quantity $`\sigma _{\mathrm{noise}}`$ is a measure of the uncertainty for measuring the average shear in the field.

The results are shown in table 2 and figure 8. As can be seen in the figure, the seeing degrades the uncertainty almost linearly. Interestingly, the loss of sensitivity comes primarily from the loss in the number $`N`$ of usable galaxies, with no strong increase observed in $`\sigma _\gamma `$ (see table 2). One might suppose that this degradation could be countered by longer integrations on the field, to regain the number counts diluted by the larger isotropic smear. However, besides the integration time increase being considerable for such a reclamation of number density (see section 5.5), many of the regained galaxies will still need to be excluded as their shape information has been erased by a kernel significantly larger than their intrinsic radius. The noise could perhaps be reduced by improved shear-measurement methods, which reduce the cuts we have to make on small galaxies.

Note that, for worse seeing cases, the usable galaxies will be on average brighter and larger and will thus have a lower median redshift. This will tend to degrade the lensing signal further. For a cluster normalised CDM model, the shear rms from lensing in an 8’$`\times `$8’ cell is $`\sigma _{\mathrm{lens}}0.012z_m^{0.8}`$ (BRE). The median redshift $`z_m`$ of the galaxies is derived from the median $`R`$-magnitude using the results of Cohen et al (2000). The resulting lensing rms $`\sigma _{\mathrm{lens}}`$ is also plotted as a function of seeing in figure 8, and the signal-to-noise ratio for a single (8’x8’) cell, $`S/N=\sigma _{\mathrm{lens}}/\sigma _{\mathrm{noise}}`$ is listed in table 2. We find that the reduction of $`\sigma _{\mathrm{lens}}`$ with poorer seeing is rather weak. Thus the reduction of signal-to-noise for shear measurement is again dominated by the decrease in $`N`$.

### 5.5 Effect of Integration Time

To optimise weak lensing surveys, one needs to compromise between depth and width. To help in this optimisation, we produced several simulated images for different exposure times, while keeping the seeing at 0.8”. Table 3 shows the quantities discussed in the previous section for different exposure times relevant for ground-based observations. The noise and lensing rms are plotted on figure 9. The dependence of these quantities on exposure time is rather weak. This is due to the fact that the fainter galaxies which can be detected with deeper exposures are too small to be resolved in the presence of seeing, and must therefore be mostly discarded. Moreover, since intrinsic ellipticities dominate the total ellipticity dispersion in this regime (see §5.1), the reduced pixel noise of deeper images does not substantially reduce $`\sigma _{\mathrm{noise}}`$. As a result, the signal-to-noise $`S/N`$ to measure lensing is only moderately improved for longer exposures.

### 5.6 Effect of Pixelisation

Another test of practical interest is the dependence of the sensitivity to lensing on pixel size. This is important for the design of future dedicated instruments (eg. Kaiser et al 2000, Tyson et al 2000). To study this dependence in the context of current, ground-based observations, we again produced several simulated fields from the same object catalog, keeping a seeing FWHM of 0.6” and exposure time of 1 hour, but with different pixel sizes, ranging from 0.1” to 1.0”.

The results are listed in Table 4 and Figure 10. We find that the noise is quite stable for pixel scales smaller than the seeing radius. Increased oversampling of the PSF does not improve the noise properties to any great degree. However, as the pixel scale increases above the seeing FWHM, the method fails quickly. The stellar locus on a magnitude-radius plot then approaches the galaxy locus even at bright magnitudes, making star selection for anisotropic smear correction very difficult. Moreover, a pixel scale of, say, 0.8” with a seeing FWHM of 0.6” are both conspiring together to remove shape information grievously from galaxies beyond $`R22`$. As a result, $`\sigma _{\mathrm{noise}}`$ rapidly grows. Extreme oversampling of the PSF appears to be inefficient, while under-sampling is very detrimental for typical ground-based seeing. Under-sampling is less of a problem for space-based data, however, since the typical pixel scale and PSF FWHM (say 0.1”) are much smaller than the typical galaxy radius at magnitudes of interest (eg. Rhodes, Refregier & Groth 2000).

### 5.7 Effect of Overlapping Isophotes

Spurious lensing signals could also be produced on small scales by overlapping isophotes of neighboring galaxies. Van Waerbeke et al. (2000) suggested that this effect could explain the excess small scale power observed in their cosmic shear surveys. To understand this effect, consider two galaxies which, for simplicity, are assumed to be circular. If the galaxies are separated by an angular distance comparable to their angular sizes, their combined isophotes will have a dumb-bell shape rather than be the simple sum of two disjoint circular isophotes. As a result, their ellipticity will tend to be aligned along the separation axis, leading to a spurious ellipticity correlation.

To test the impact of this effect, we performed 10 simulations without lensing shear (with seeing 0.8” and exposure time of 1 hour). For these simulations, we measured the shear correlation functions defined as (eg. Kamionkowski et al. 1998)

$$C_{ij}(\theta )\gamma _i(0)\gamma _j(\theta ),$$
(7)
where $`i`$ and $`j`$ run from 1 to 2. Here, $`\gamma _i(0)`$ and $`\gamma _j(\theta )`$ are the shear estimates of each member of a galaxy pair with a separation $`\theta `$. These ellipticities are measured in a coordinate system whose x-axis is along the separation angle of the galaxy pair (see Heavens, Refregier & Heymans (2000) for an illustration). After measuring these correlation functions for each of the 10 simulations separately, we computed the mean and error in the mean over all simulations.

The resulting correlation functions are shown on Figure 11. As a comparison, the correlation function expected from lensing for a cluster-normalised $`\mathrm{\Lambda }CDM`$ model is also shown (see ibid for details of the calculation). In the null simulation, we weakly detect a correlation on scales smaller than about 1’. The amplitude of the overlapping isophote effect is $`C_i10^4`$ corresponding to an rms shear of about 1%. As can be seen on the figure, this is smaller, but comparable to the lensing signal expected on these scales. The exact amplitude of the overlapping isophote effect will depend on the precise conditions of the observation (or simulation). It is nevertheless likely that the excess power observed by van Waerbeke et al. (2000) on small scales ($`\theta 10^{\prime \prime }`$) is indeed due to this effect. Apart from residual systematic effects, another explanation for this excess power could be the intrinsic alignment of galaxies. Theoretical studies however indicate that this effect is small for a survey of this depth (Heavens, Refregier & Heymans 2000; Metzler & Croft 2000; see also Catelan, Kamionkowski & Blandford 2000, and Pen, Lee & Seljak 2000).

## 6 Conclusions

We have tested our shear measurement method using numerical simulations of artificial images. The object catalogues were created by generating realisations of the HST Groth Strip; the resulting artificial images include observational effects such as noise, seeing, and anisotropic PSF. We compare our realised catalogues to those observed with WHT and find good statistical agreement. We used these simulations to test the KSB shear measurement method. Overall, we find that this method is rather accurate, but with several provisos: we find a residual anti-correlation between the PSF ellipticity and the corrected ellipticities of faint galaxies. This effect can be made negligible if faint galaxies (with $`S/N15`$) are removed from the catalogue. We also find that the recovered shear is linearly related to the input shear, but with a coefficient of about 0.8 which must be used to calibrate the final shear. With these precautions, the KSB method is sufficient for the current weak lensing surveys. However, the method is neither optimal nor necessarily extendable to superior observing conditions. It should therefore be replaced with more accurate methods such as that of Kaiser (1999b), Rhodes, Refregier & Groth (2000), and Kuijken (1999), in future, more sensitive surveys.

We also used our simulations to study the effect of seeing, exposure time and pixelisation on the sensitivity to the shear. We found that increased seeing FWHM increases the noise almost linearly, with the primary loss being the decreased number of usable galaxies. In the seeing-dominated regime, the sensitivity to shear is only weakly dependent on exposure time. As long as this regime holds, it is therefore more efficient to tend towards wide rather than deep weak lensing surveys. Increased pixel scale hardly affects the sensitivity until the pixel scale is comparable to the seeing FWHM, at which point the method fails for typical ground-based seeing. Thus, extreme oversampling of the PSF does not seem to be necessary.

We also tested the claim by van Waerbeke et al. that spurious shear signals on small scales ($`\theta 10^{\prime \prime }`$) could be produced by overlapping isophotes of neighboring galaxies. Using simulated images without input shear, we weakly detect this effect on scales $`\theta 1^{}`$. The rms amplitude of this effect is of about 1%, which is smaller but comparable to that expected for lensing. Overlapping isophotes are thus likely to explain the excess power found on small scale by this group.

## Acknowledgements

We would like to thank Thomas Erben, Peter Schneider, Yannick Mellier, Roberto Maoli and Aurélien Thion for useful discussions. We are indebted to Nick Kaiser for providing us with the Imcat software. We acknowledge the invaluable use of IRAF and SExtractor during this research. AR was supported by a TMR postdoctoral fellowship from the EEC Lensing Network, and by a Wolfson College Research Fellowship. DC acknowledges the “Sonderforschungsbereich 375-95 für Astro–Teilchenphysik” der Deutschen Forschungsgemeinschaft for financial support. This work was supported by the TMR Network “Gravitational Lensing: New Constraints on Cosmology and the Distribution of Dark Matter” of the EC under contract No. ERBFMRX-CT97-0172.