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# The BeppoSAX HELLAS survey: on the nature of faint hard X-ray selected sources

## 1. Introduction

Hard X-ray observations are the most efficient way of tracing emission due to accretion mechanisms, such in Active Galactic Nuclei (AGN). Hard X-ray selection is less affected by strong biases present at other wavelengths. For example, a column of a few times $`10^{22}`$ cm-2 has negligible effect in the 5-10 keV band, while it reduces by $`100`$ times nuclear emission below 2 keV. Soft X-ray surveys (e.g. Hasinger et al. 1998, Schmidt et al. 1998) are also often contaminated by non nuclear components, like emission from binaries and/or from optically thin plasmas in star-formation regions surrounding the nucleus. Optical and UV color selection is biased against objects with even modest extinction or an intrinsically ‘red’ emission spectrum (see e.g. Vignali et al. 2000). Sensitive hard X-ray surveys are therefore powerful tools to select large samples of AGN less biased against absorption and extinction. Our approach consists in taking advantage of the large field of view and good sensitivity of the BeppoSAX MECS instrument (Boella et al. 1997a,b) to survey tens to hundreds of square degrees at fluxes $`\genfrac{}{}{0pt}{}{_>}{^{}}510\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ (Fiore et al. 2000a), and using higher sensitivity XMM-Newton and Chandra observations to extend the survey down to $`10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ on several deg2 (at this flux the majority of the hard XRB is resolved in sources). The results on the optical identification of a sample of faint Chandra sources discovered over the first 0.14 deg2 have been published by Fiore et al. (2000b). This approach is complementary to deep pencil beam surveys ($`0.1`$ deg2, see e.g. Mushotzky et al. 2000, Hornschemeier et al. 2000), and we cover a different portion of the redshift–luminosity plane. Our purpose is to study cosmic source populations at fluxes where a reasonably large fraction of the hard XRB is resolved (20-30% at the BeppoSAX flux limit), but where the X-ray flux is high enough to provide X-ray spectral information in higher sensitivity follow-up observations. This would allow the determination of the distribution of absorbing columns in the sources making the hard XRB, providing strong constraints on AGN synthesis models for the XRB. Furthermore, large area surveys allow the search for previously ‘rare’ AGN, like ‘red’ quasars or other minority AGN populations (Kim & Elvis 1999) and quantify their fractional contribution to the AGN family. Finally, at our X-ray flux limits the optical counterparts are bright enough to allow relatively high quality optical spectroscopy, useful to investigate the physics of the sources.

## 2. The HELLAS survey

The High Energy Large Area Survey (HELLAS) has been performed in the 4.5-10 keV band because: a) this is the band closest to the maximum of the XRB energy density which is reachable with the current imaging X-ray telescopes, and b) the BeppoSAX MECS Point Spread Function (PSF) greatly improves with energy, providing a 95 % error radius of 1 in the hard band (Fiore et al. 2000a), allowing optical identification of the X-ray sources. About 80 deg2 of sky have been surveyed so far using 142 BeppoSAX MECS fielda at $`|b|>20`$ deg. (Fields centered on bright extended sources and bright Galactic sources were excluded from the survey, as well as fields close to LMC, SMC and M33.)

A robust detection algorithm has been used in coadded MECS1+MECS2+MECS3 (or MECS2+MECS3 for observations performed after the failure of the MECS1 unit) 4.5-10 keV images. The method consists in first convolving the X-ray image with a wavelet function, to smooth the image and increase contrast, and then in running a standard slide-cell detection method on the smoothed image, to locate count excesses above the local background. The statistics of each candidate detection is then accurately studied and the final net counts are estimated from the original (un-smoothed) image to preserve Poisson statistics. The background is calculated using source-free boxes near the source region. The detection has been run several time for each field, changing the size of the wavelet function, to a) take into account the variation of the MECS PSF with the offaxis angle, and b) to detect efficiently sources with variable extension. The quality of the detection has always been checked interactively. We used a probability threshold of 99.94 % (about 3.5 $`\sigma `$). Sources detected in regions of radius 4, 6 or 8 arcmin around targets (depending on the target brightness) have been excluded from the sample, which includes a total of 147 sources down to a 5-10 keV flux of $`5\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ . Count rates were converted to fluxes using a fixed conversion factor equal to 7.8$`\times 10^{11}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ (5-10 keV flux) per one “3 MECS count” (4.5-10 keV). This factor is appropriate for a power law spectrum with $`\alpha _E=0.6`$, but due to the narrow band it is not strongly sensitive to the spectral shape: for $`\alpha _E=0.4`$ and 0.8 it is 8.1 and 7.6 $`\times 10^{11}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ respectively. The skycoverage varies from $`1`$ deg2 at $`5\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ to 6.6, 50 and 84 deg2 at fluxes of $`10^{13},3\times 10^{13}`$ and $`>10^{12}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ respectively. After correcting for this skycoverage we find 16.9$`\pm `$3.0(6.4) sources deg-2 at $`F_{510keV}=4.8\times 10^{14}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ (Fiore et al. 2000a, Comastri et al. 2000). First quoted errors are the $`1\sigma `$ statistical confidence interval. Errors in brackets include systematic uncertainties, due to the lack of knowledge of the real spectrum of the faint sources. This logN-logS corresponds to a resolved fraction of the 5-10 XRB equal to 20-30 %, depending on the XRB normalization (Comastri this meeting, Vecchi et al. 1999). The observed number counts are consistent, within the errors, with the extrapolations from the BeppoSAX (Giommi et al 2000) and ASCA (Cagnoni et al. 1998, Ueda et al. 1999, Della Ceca et al. 1999) 2-10 keV number counts, assuming an average power law spectrum with $`\alpha _E0.6`$.

## 3. Hardness ratio analysis

To study the spectral variety of the HELLAS sources we have calculated for each source the softness ratio (S-H)/(S+H), S=1.3-4.5 keV, H=4.5-10 keV. Figure 1 plots (S-H)/(S+H) as a function of source total 5-10 keV flux. Sources under or close to the berillium strongback supporting the MECS window have been excluded from this analysis, because their observed softness may be systematically lower than real. The number of the remaining sources in the sample is 126. Many of the HELLAS sources have a low (S-H)/(S+H), indicating a hard spectrum. Assuming $`\alpha _E=0.6`$, we find that 36(5) of the 126 sources have 1.3-4.5 keV count rates lower than that expected at confidence level $`\genfrac{}{}{0pt}{}{_>}{^{}}95\%(\genfrac{}{}{0pt}{}{_>}{^{}}99.7\%)`$. Large absorbing columns densities are likely responsible for the hard spectrum of these sources. A deficit of very hard sources at fluxes $`\genfrac{}{}{0pt}{}{_<}{^{}}12\times 10^{13}`$ $`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ is also evident in figure 1. This can be due to both an astrophysical and a technical reason. The first is a redshift effect: the observed softness ratio of sources with similar intrinsic absorbing column density increases with the redshift, as the observed cut-off energy moves toward lower energies. The second is the MECS reduced sensitivity to hard sources, due to the rapid increase of the vignetting of the telescopes with the energy and with the off-axis angle. To quantify the latter effect we have computed loci of equal 4.5-10 keV count rate for a given flux, shown by dashed lines in figure 1. The strong curvature of these lines toward low values of (S-H)/(S+H) indicate that a large part of the deficit of faint hard sources is probably due to this effect. The curves are bent toward high flux values at high (S-H)/(S+H) too, because the MECS sensitivity is reduced for very soft sources by the berillium window, which absorbs most photons below $`2`$ keV. The 4.5-10 keV sensitivity is maximum for an unabsorbed power law spectrum of $`\alpha _E=0.60.8`$.

## 4. Optical identifications

Correlations of the HELLAS source catalog with catalogs of cosmic sources provide 26 coincidences (7 radio-loud AGN, 13 radio-quiet AGN, 6 clusters of galaxies), suggesting that most of the HELLAS sources are AGN. Optical spectroscopic follow-ups have been performed on about 45 HELLAS error-boxes, providing 36 new identifications (Fiore et al. 1999, La Franca et al. 2000 in preparation). The radio-quiet AGN sample includes:

i) 28 broad line blue continuum quasars

ii) 2 broad line ‘red’ continuum quasars

iii) 14 type 1.8-1.9-2 AGN

iv) 5 sources have optical spectra typical of LINERS of starburst galaxies (all have strong \[OII\] emission).

$``$ The number of chance coincidences in 45 error boxes is $`<0.81.5`$ for broad line quasar and $`<4`$ for narrow line AGN (including in this category strong \[OII\] emission line galaxies like LINERS and starburst galaxies).

$``$ At least 5 of the narrow emission line AGN lie in small groups and/or in interacting couples.

$``$ About 1/3 of the error-boxes studied in detail contains no ‘reasonable’ (in terms of X-ray to optical ratio of known classes of sources) counterpart to the X-ray source down to R=20.5

$``$ Optical spectroscopy indicates a wide variety of spectra, with a large fraction of “intermediate” objects (type 1.8-1.9 AGN, ‘red’ quasars).

Figure 2a) plots the luminosity of the identified HELLAS sources as a function of their redshift. We have identifications of broad line quasars up to z=2.76 and luminosity of $`10^{46}`$ erg s-1, and of narrow line AGN up to z=0.4 and luminosity of $`10^{44}`$ erg s-1. Figure 2b) plots the (S-H)/(S+H) of the identified sources as a function of their B – R color. Note as the broad line AGN are relatively well separated from the narrow line AGN in the diagram, although the scatter in both B – R and (S-H)/(S+H) is large for both class of AGN (also see Table 1). Both (S-H)/(S+H) and B – R of broad line AGN are different (at the $`3\sigma `$ level) from that of narrow line AGN, which, on average, have a lower (S-H)/(S+H), and are therefore likely to be more X-ray absorbed, and an higher B – R, and are therefore subjected to a greater extinction.

(S-H)/(S+H) is plotted as a function of the redshift in figure 3 for the 53 identified sources detected far from the berillium strongback supporting the MECS window. The dotted lines represent the expectation of unabsorbed power law with $`\alpha _E=0.4`$ and 0.8. The dashed lines represent the expectations of a power law absorbed by columns of $`5\times 10^{22}`$, $`10^{23}`$ and $`5\times 10^{23}`$ cm-2 respectively, in the source frame. Note that the softness ratios of constant column density models strongly increases with the redshift. Most of the narrow line AGN have (S-H)/(S+H) inconsistent with that expected from a power law model with $`\alpha _E=0.4`$. Absorbing columns, of the order of $`10^{22.523.5}`$ cm-2, are most likely implied. Note also that some of the broad line AGN have (S-H)/(S+H) inconsistent with that expected for a $`\alpha _E=0.8`$ power law, in particular at high redshift. The (S-H)/(S+H) of the 24 broad line AGNs is marginally anticorrelated with z (Spearman rank correlation coefficent of -0.364 for 22 degrees of freedom, corresponding to a probability of 92%). The number of sources is not large enough to reach a definite conclusion, but it is interesting to note that this correlation goes in the opposite direction than expected. In fact, the ratio of the optical depth in the optical band, due to dust extinction, to that in the X-ray band, due to photoelectric absorption, should scale as $`(1+z)^4`$. Highly X-ray obscured broad line blue continuum quasar can exist only if their dust to gas ratio or their dust composition strongly differs from the Galactic one (also see Maiolino, this meeting). Similar results have been recently found in ASCA samples by Akiyama et al. (1999) and Della Ceca et al. (this meeting). XMM-Newton and Chandra follow-up observation may easily confirm or disregard a significant absorbing column in these high z broad line quasars.

## 5. Spectral Energy Distribution

### 5.1. X-ray to optical color

Figure 4 shows the hard X-ray (5-10 keV) to optical (R band) flux ratio as a function of the X-ray flux for the identified HELLAS sources and a sample of relatively bright, nearby AGN observed by BeppoSAX (Seyfert 1 galaxies, Seyfert 2 galaxies, PG quasars with z$`<`$0.4). The X-ray to optical ratio of the HELLAS sources is similar to that of the X-ray brightest objects in the local universe (with the exception of X-ray selected blazars, like the HBL, which have higher X-ray to optical ratio, but also a relatively strong radio emission). While supporting the robustness of our identifications, this suggests that roughly one third of the hard X-ray background is due to sources similar to local Seyferts and quasars.

### 5.2. Near infrared to optical colors

Photometric infrared and optical observations of 10 HELLAS sources have been carried out using the Telescopio Nazionale Galileo (TNG; Maiolino et al. 2000). The sample includes 4 broad line ‘blue’ quasars, 2 broad line ‘red’ quasars, 3 type 1.9 AGN and 1 LINER. The B, R and J photometry of the 2 ‘red’ quasars and the 4 narrow line galaxies is dominated by the emission from the host galaxy. AGN contribution is observed in the K band, especially in the 2 ‘red’ quasar. This means that many, if not most of the objects making the hard X-ray background cannot be distinguished from normal galaxies using optical and near-IR photometry. In fact only the 4 broad line blue quasar would have passed the color criterion of the PG catalog, thus indicating that a large fraction of the accretion power in the Universe may actually have been missed in optical color survey such as the BQS (U – B$`<0.44`$). Multicolor photometry techniques based on galaxy templates (e.g. Giallongo et al. 1998) may be efficiently used to assess the redshift of the hard X-ray selected sources. This will be more and more important when large samples of faint X-ray sources will be available from Chandra and XMM observations, and optical spectroscopic identification of all of them will not be feasible.

### 5.3. Radio to optical to X-ray broad band spectral indices

Nearly all the 147 HELLAS sources have been observed in either the NVSS and FIRST surveys or by our collaboration using ATCA. In particular, we observed with ATCA 20 sources obtaining 8 5$`\sigma `$ detections (40 % of the sample) at a 5 GHz flux limit of 0.5 mJy. This fraction is higher than in Radio follow-ups of Einstein and ROSAT X-ray surveys (Ciliegi et al. 2000 in preparation). This is mainly due to the lower radio-to-X-ray flux limit ratio in our survey. A similar fraction of radio detections was found by Akiyama et al. (2000) in their correlation of the ASCA Large Sky Survey sources with the FIRST catalog, which have a radio-to-X-ray flux limit ratio similar to ours. Figure 4b) shows the radio-to-optical broad band spectral index as a function of the X-ray-to-optical index (arrows identify sources without a R$`<`$20 counterpart in the small Radio error box). Note that many of the HELLAS detections have $`\alpha _{RO}`$ and $`\alpha _{XO}`$ consistent with that of radio quiet AGN.

## 6. Conclusions

A large area, hard X-ray survey performed with BeppoSAX has found a population of faint obscured AGN. The X-ray data, complemented by optical, near-IR and radio follow-ups, indicate that the majority of these sources are “intermediate” AGN i.e. type 1.8-1.9 AGN, ‘red’ quasars, obscured in X-ray by columns of the order of $`10^{22.523.5}`$ cm-2, but showing a wide dispersion in optical extinction. The sample of identified HELLAS AGN contains higher redshift analogs of nearby Seyfert galaxies and quasars. Furthermore, we find marginal evidence for a population of X-ray obscured quasars at z$`\genfrac{}{}{0pt}{}{_>}{^{}}0.5`$ showing broad lines in their optical spectra.

## ACKNOWLEDGEMENTS

We thank the BeppoSAX SDC, SOC and OCC teams for the successful operation of the satellite and preliminary data reduction and screening. This research has been partly supported by ASI ARS/99/75 contract and MURST Cofin-98-032 contract.

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# Re-examination of the “3/4-law” of Metabolism

## I Introduction

The “$`3/4`$-law” of metabolism states that organismal basal metabolic rate, $`B`$, is related to organismal mass, $`M`$, via the power law (kleiber32, ; kleiber61, ; bonner83, ; calder84, ; schmidt-nielsen84, ; peters83, )

$$B=cM^\alpha ,$$
(1)
where $`\alpha `$ is believed to be $`3/4`$. The assumption that $`\alpha =3/4`$ is relevant in medicine (mordenti86, ; anderson97, ; mahmood99, ), nutrition (cunningham80, ; pike84, ; burger91, ), and ecology (damuth81, ; lindstedt86, ; calder84, ; carbone99, ), and has been the subject of a series of theoretical debates (blaxter65, ; heusner82b, ; feldman82, ; economos83, ; prothero84a, ; feldman95, ). It has been oft quoted that quarter-power scaling is ubiquitous in biology (calder84, ; west97, ). Such quarter-law scaling reinforces, and is reinforced by, the notion that basal metabolic rate scales like $`BM^{3/4}`$.

Nevertheless, the reasons, biological or otherwise, for why $`\alpha =3/4`$ have remained elusive and their elucidation stands as an open theoretical problem. A recent surge of interest in the subject, including our own, has been inspired by the elegant attempt of West, Brown and Enquist (west97, ) to link nutrient-supply networks to metabolic scaling. This work suggests that a fundamental understanding of the relationship between basal metabolism and body size is within our grasp and that closer inspection of both theory and data are duly warranted.

In this paper we work from the null hypothesis that $`\alpha =2/3`$. In a resting state, heat is predominantly lost through the surface of a body. One then expects, from naive dimensional analysis, that basal metabolism scales as surface area which scales as $`V^{2/3}`$ where $`V`$, volume, is proportional to $`M`$ presuming density is constant. This scaling of surface area with mass has found strong empirical support in organismic biology (hemmingsen60, ; schmidt-nielsen84, ; calder84, ; heusner87, ). Such a surface law of metabolism was first expounded in the nineteenth century (rubner1883, ). Later observations of deviations from $`\alpha =2/3`$ eventually led to its replacement by $`\alpha 0.72`$$`0.73`$ which was then supplanted by the simpler $`\alpha =3/4`$ (brody45, ; hemmingsen60, ; kleiber61, ). The widespread agreement that $`\alpha =3/4`$ is due largely to the formative influence of Kleiber (kleiber32, ; kleiber61, ; schmidt-nielsen84note, ) and has been accepted and used as a general rule for decades (blaxter65, ).

We re-examine empirical data available for metabolic rates of homoiotherms as well as carefully review both recent and historical theoretical justifications for $`\alpha =3/4`$. Our statistical analysis of data collated by Heusner (heusner91, ) for 391 species of mammals and by Bennett and Harvey (bennett87, ) for 398 species of birds shows that over considerable, but not all, ranges of body size, the hypothesis $`\alpha =2/3`$ is not rejected by the available data. We also review empirical studies by Bartels (bartels82, ), Hemmingsen (hemmingsen60, ), Brody (brody45, ), and Kleiber (kleiber32, ) and find the data, upon re-examination, to be supportive of our interpretations. We then examine theoretical attempts to connect metabolic rate to mass. These include approaches based on dimensional analysis (gunther82, ; economos82, ; gunther85, ; bonner83, ; heusner82a, ; feldman95, ), four-dimensional biology (blum77, ; west99, ), and nutrient-supply networks (west97, ; banavar99, ). We find that none of these theories convincingly show that $`\alpha =3/4`$, rather than $`\alpha =2/3`$, should be expected.

However, we do not suggest that the $`3/4`$-law should be replaced by a $`2/3`$-law of allometric scaling. We instead argue for a more general approach to the subject, using $`\alpha =2/3`$ as a null hypothesis which should be tested by empiricists when considering $`\alpha 2/3`$, and acknowledge the possibility of deviations from simple scaling.

## II Measuring the metabolic exponent

The history of metabolic scaling may be traced through a series of heavily cited empirical papers, some of which are composed of very few data points. In order to better understand the scaling of metabolic rate, we work back in time, calculating $`\alpha `$ and deviations from uniform scaling for data from Heusner (heusner91, ), Bennett and Harvey (bennett87, ), Bartels (bartels82, ), Hemmingsen (hemmingsen60, ), Brody (brody45, ), and Kleiber (kleiber32, ). These papers represent some of the most influential, widely cited, and often controversial papers in the field. Our re-analysis of the data demonstrates that $`\alpha =2/3`$ should not be rejected for mammals with mass less than approximately $`10`$$`35`$ kg, and a similar analysis of metabolic data for birds demonstrates $`\alpha =2/3`$ should not be rejected for birds in general.

We have used the same methods to calculate $`\alpha `$ and its dependence on $`M`$ in all cases where data is available. Slopes and intercepts are determined using standard linear regression in log-space taking $`M`$ to be the independent variable. The standard correlation coefficient is denoted by $`r`$ while that obtained using the Spearman rank ordering (press92, ) is written as $`r_s`$. When data is not available we have attempted to classify the data sets in terms of the original calculations of $`\alpha `$ and its dependence on $`M`$.

### II.1 Heusner (1991)

Data on basal metabolic rate for 391 mammalian species compiled by Heusner (heusner91, ) is reproduced in Figure 1. Heusner proposed that species could be separated into two groups, one of animals whose basal metabolism is normally distributed about a regression line and one of statistical outliers. Both groups were found by Heusner to satisfy a $`2/3`$-law for metabolism.

The results of simple regression analysis over various mass ranges for Heusner’s data are shown in Table 1. We observe a break in scaling occurring at around $`M10`$ kg. For those ranges with an upper mass $`M_{\text{max}}10`$ kg, $`\alpha =2/3`$ appears to be robust. Note that the data comprises 179 species of the order rodentia ranging over more than three orders of magnitude of mass from 0.007 kg to 26.4 kg. On separating out these samples, we still find $`\alpha =0.675\pm 0.025`$ for the remaining species with $`M10`$ kg and $`\alpha =0.681\pm 0.035`$ for the rodentia species.

Upon addition of mammals with mass exceeding $`10`$ kg, the exponent steadily increases. Given the small number of samples of large mammals, one can only speculate on the reason for this possible deviation. Primarily, it may indicate a real upwards deviation from scaling, with larger organisms actually having greater metabolic rates than predicted by $`\alpha =2/3`$ (bartels82, ; economos83, ; heusner91a, ). Larger organisms are reported to scale allometrically in form so such a deviation may be a result of changes in body shape and hence surface area (bonner83, ; calder84, ). Support for this notion comes from Economos (economos82, ) who finds the relationship between mammalian head-and-body length and mass is better fit by two scaling laws rather than one. He identifies 20 kg as a breakpoint, which is in accord with our findings here, suggesting that geometric scaling holds below this mass while allometric quarter-power scaling holds above. The upper scaling observed by Economos could also be viewed as part of a gradual deviation from geometric scaling.

The upwards shift of metabolic rates for larger mammals could otherwise point to problems of measurement (note the corrections for elephants in Brody’s data (brody45, )), an evolutionary advantage related to larger brain sizes (jungers85, ; allman99, ), or the lack of competition for ecological niches for large mammals creating a distinction with smaller mammals.

### II.2 Bennett and Harvey (1987)

Birds show strong support for not rejecting the null hypothesis $`\alpha =2/3`$. Figure 2 shows metabolic data for 398 distinct bird species taken from Bennett and Harvey (bennett87, ; bennett87note, ). We find here that $`\alpha =0.666\pm 0.013`$ in agreement with Bennett and Harvey’s calculations. Lasiewski and Dawson (lasiewski67, ) similarly found that $`\alpha =0.668`$ for a smaller set of data. Attempts to reconcile the $`3/4`$-law with these measurements have centered around the division of birds into passerine (perching birds) and non-passerine species (non-perching birds). Lasiewski and Dawson, for example, found exponents $`0.724`$ and $`0.723`$ for passerine and non-passerine species respectively. Though this is not an arbitrary division (core temperatures are thought to differ by 1–$`2^{}\text{C}`$), later work by Kendeigh (kendeigh77, ) finds exponents ranging from $`0.668`$$`0.735`$ when passerines and non-passerines are grouped according to different measurement conditions (winter vs. summer, etc.).

Similar distinctions between intra- and inter-species scaling have been raised in the study of metabolic scaling for mammals where it has been suggested that $`\alpha =2/3`$ for single species comparisons and $`\alpha =3/4`$ holds across differing species (schmidt-nielsen84, ; heusner82b, ; bonner83, ). Bennett and Harvey (bennett87, ) also found that $`\alpha `$ depends on the level of taxonomic detail one is investigating. It remains unclear whether such subdivisions reflect relevant biological distinctions or underlying correlations in the choice of taxonomic levels.

### II.3 Bartels (1982)

Bartels (bartels82, ) analyzes a set of approximately 85 mammalian species. Although data is not provided in the paper, a summary of his results can be found in Table 2. Bartels finds $`\alpha =0.66`$ (no error estimate is given) for mammals with mass between $`2.4\times 10^3`$ kg and $`3800`$ kg and concludes that the deviation from the expected $`3/4`$ scaling is due to the variations in metabolic rates of small animals. This lends further weight to our conjecture that there may be a mass dependence of metabolic rate scaling.

### II.4 Hemmingsen (1960)

Hemmingsen’s data set (hemmingsen60, ) for mammals comprises 15 data points with masses between 0.01 kg and 3500 kg. Most of his data is derived from earlier work by Brody. He states that the data is well modeled by a power law with $`\alpha =0.73`$. To reach this conclusion he does not compute the power law of best fit, but rather, the “straight line…was chosen corresponding to \[$`\alpha =`$\]$`0.73`$, as established by Kleiber and also by Brody.”

Hemmingsen also finds that a $`3/4`$-law holds for unicellular organisms. Hemmingsen’s work has been cited extensively in support of the claim that the $`3/4`$-law is a universal biological phenomenon (peters83, ; schmidt-nielsen84, ; calder84, ; west97, ). A careful re-examination of Hemmingsen’s work by Prothero (prothero86b, ) showed that $`\alpha `$ can range from approximately 0.60 to 0.75 depending on which unicellular organisms are included in the regression. In addition to these questions about scaling for unicellular life, Patterson (patterson92b, ; patterson92a, ) has theoretically shown for aquatic inverterbrates and algae that the scaling exponent can range from 0.31 to 1.00 depending on the mass transfer mechanisms involved. We agree with Prothero’s conclusions that “a three-quarters power rule expressing energy metabolism as a function of size in unicellular organisms generally is not at all persuasive” (prothero86b, ).

### II.5 Brody (1945)

One of the most influential works on scaling and metabolism is that of Brody (brody45, ). Indeed, the scaling law for metabolism is sometimes cited as the Brody-Kleiber law. Brody compiles a list of metabolic rates for 67 mammals. The complete data set yields $`\alpha =0.73\pm 0.01`$. However, on inspection, one makes the surprising observation that 32 data points are artificial in that most of these are calculated using previously determined empirical equations while a few have been corrected to account for variations in animal activity. Using the remaining set of 35 animals we nevertheless find $`\alpha =0.72\pm 0.02`$. It is also important to note that Brody’s research was done before the widespread use of electrocardiography and, as pointed out by Kinnear and Brown (kinnear67, ), Brody’s data may contain overestimations of basal metabolic rate.

We re-analyze Brody’s raw, uncorrected data for mammals over different mass ranges as shown in Table 3. Again, an increase in $`\alpha `$ is observed for ranges of larger masses. This is consistent with the results from Heusner’s and Bartel’s data which suggest a deviation from perfect scaling with increase in mass. Furthermore, it is evident that $`\alpha =0.72`$ as calculated by regression on the full data set is misleading. We reiterate that we are not suggesting that there is any robust scaling law for large masses. The results of the regression analysis merely suggest a dependence of $`\alpha `$ on the mass ranges being considered and that a strict power law may not be appropriate.

### II.6 Kleiber (1932)

In his now-famous paper on metabolic rate, Kleiber analyzed 13 species of mammals with average mass ranging from 0.15 to 679 kg (kleiber32, ). We find the scaling exponent for the data to be $`0.738\pm 0.016`$. Again we consider the possibility of a crossover and separate the data into a set of 5 species with $`M<10`$ kg and 8 species with $`M>10`$ kg. For $`M<10`$ kg, $`\alpha =0.667\pm 0.043`$ while for $`M>10`$ kg, $`\alpha =0.754\pm 0.048`$. These results are again consistent with our assertion of a mass-dependent $`\alpha `$. Nevertheless, it is important to remain mindful of the relative paucity of data in these influential works.

## III Fluctuations about scaling

The next logical step after measuring the metabolic exponent and systematic deviations thereof is to consider fluctuations about the mean. This is seldom done with power law measurements (dodds2000ua, ) and researchers concerned with the predictive power of a scaling law for metabolic rate have often pointed to organisms that deviate from predictions as being either problematic or different (brody45, ; bartels82, ; schmidt-nielsen84, ; heusner91, ). We take the view that fluctuations are to be expected and quantified appropriately.

We thus generalize the relation $`B=cM^\alpha `$ by considering $`P(B|M)`$, the conditional probability density of measuring a metabolic rate, $`B`$, given a mass, $`M`$,

$$P(B|M)=M^\alpha f(B/M^\alpha )$$
(2)
where the leading factor of $`M^\alpha `$ is for normalization and $`_0^{\mathrm{}}f(x)𝑑x=1`$.

Our null hypothesis is that fluctuations are Gaussian in logarithmic space, i.e., $`f`$ is a lognormal distribution. Gaussian fluctuations are typically assumed in statistical inferences made using regression analysis (degroot1975, ). Demonstrating that $`f`$ is not inconsistent with a normal distribution will therefore allow us to use certain hypothesis tests in the following section.

If equation (2) is correct then the sampled data can be rescaled accordingly to reconstruct $`f`$, the scaling function. To do so, one must first determine $`\alpha `$. We suggest the most appropriate estimate of $`\alpha `$ corresponds to the case when the residuals about the best fit power law are uncorrelated with regards to body mass. This is similar to techniques used in the analysis of partial residuals (hastie87, ) and we make use of it later. We obtain residuals for the range $`0.5\alpha 1.5`$ where the prefactor $`c`$ of $`B=cM^\alpha `$ is determined via least squares. The Spearman correlation coefficient $`r_s`$ is then determined for the residuals and recorded as a function of $`\alpha `$. We then take the value of $`\alpha `$ for which $`r_s=0`$ as the most likely underlying scaling exponent.

We find $`r_s=0`$ when $`\alpha 0.665`$ for mammals using Heusner’s data with $`M10`$ kg and $`r_s0.42`$ when $`\alpha =3/4`$. For the entire range of masses in bird data of Bennett and Harvey, $`r_s=0`$ when $`\alpha 0.671`$.

With these results in hand, we extract $`f`$ for mammals and birds, the results for mammals being shown in Figure 3. We find the form of $`f`$ agrees qualitatively with a lognormal. In order to quantify the quality of this agreement we employ the Kolmogorov-Smirnov test (degroot1975, ), a non-parametric test which gives a significance probability ($`p`$-value) for whether or not a sample comes from a hypothesized distribution. Not having a hypothesis for the value of the standard deviation, we take two approaches to deal with this problem. Asserting the measured sample standard deviation $`\sigma `$ to be that of the underlying normal distribution, we calculate the corresponding significance probability, $`p`$. Alternatively, an estimate of $`\sigma `$, $`\sigma ^{}`$, may be obtained by finding the value of $`\sigma `$ which maximizes $`p`$ such that $`p(\sigma ^{})=p^{}`$. Results for both calculations are found in Table 4. All $`p`$-values are above 0.01, i.e., none show very significant deviations. Additionally, the $`p`$-value for only the case of the birds using $`\sigma `$ estimated from the data falls below 0.05 indicating its departure is significant, but this is balanced by the high $`p`$-value found by the maximizing procedure.

Thus, we suggest the data supports the simple hypothesis of lognormal fluctuations around a scaling law with $`\alpha 2/3`$.

## IV Hypothesis tests

We now construct two types of hypothesis tests to determine whether or not $`\alpha =2/3`$ or $`\alpha =3/4`$ should be rejected by the available data. The first test is the standard method of testing the results of a linear regression against a presumed slope. The second is a natural extension of examining fluctuations about a linear fit as per the previous section. By analyzing the correlations of the residuals from the best fit line we are able to quantitatively determine which values of $`\alpha `$ are compatible with the data. In both tests, we reject an hypothesis when $`p<0.01`$.

### IV.1 Comparison to a fixed $`\alpha `$

For a given set of $`N`$ measurements for both mass, $`M_i`$, and metabolic rate, $`B_i`$, we pose the following hypotheses:

$`H_0:\alpha `$ $`=`$ $`\alpha ^{},`$ (3)
$`H_1:\alpha `$ $``$ $`\alpha ^{}.`$ (4)
We test the null hypothesis, $`H_0`$, in the specific cases $`\alpha ^{}=2/3`$ and $`\alpha ^{}=3/4`$ for data from Kleiber (kleiber32, ), Brody (brody45, ), Bennett and Harvey (bennett87, ), and Heusner (heusner91, ), over various mass ranges. Here, the $`p`$-value represents the probability that, given two variables linearly related with slope $`\alpha ^{}`$ and subject to Gaussian fluctuations, a data set formed with $`N`$ samples would have a measured slope $`\alpha `$ differing at least by $`|\alpha \alpha ^{}|`$ from $`\alpha ^{}`$ (degroot1975, ). For a null hypothesis with $`\alpha =\alpha ^{}`$, we write the $`p`$-value as $`p_\alpha ^{}`$, e.g., $`p_{3/4}`$.

For mammals with $`M10`$ kg, the results of the hypothesis test are contained in Table 5. The null hypothesis that $`\alpha =3/4`$ is rejected for both Brody and Heusner’s data and should not be rejected in the case of Kleiber. The alternative null hypothesis that $`\alpha =2/3`$ is not rejected for both Heusner and Kleiber and rejected in the case of Brody. Again, divisions into mass ranges are somewhat arbitrary and are chosen to help demonstrate the mass-dependence of $`\alpha `$. For example, for mammals with $`M<1`$ kg, Brody’s data implies we should not reject the hypothesis that $`\alpha =2/3`$.

Table 6 details results for mammals with $`M10`$ kg. In the smaller data sets of Kleiber and Brody the hypothesis that $`\alpha =3/4`$ is not rejected while for the larger data set of Heusner, $`\alpha =3/4`$ is rejected. In all cases the hypothesis that $`\alpha =2/3`$ for large mammals is rejected. Even though Brody and Kleiber’s data sets are consistent with an exponent $`\alpha >3/4`$, the relative lack of metabolic measurements on large mammals and the strong rejection by Heusner’s larger sample prevents us from drawing definitive conclusions about the particular value, if any, of $`\alpha `$ for $`M10`$ kg.

When all mass ranges are considered for both birds and mammals the hypothesis test (see Table 7) demonstrates that both $`\alpha =2/3`$ and $`\alpha =3/4`$ are rejected based on the empirical data on mammals, while $`\alpha =2/3`$ is not rejected and $`\alpha =3/4`$ is rejected based on the empirical data on birds. In summary, we find that a single exponent may be appropriate for rough estimates but, from a statistical point of view, it appears that no single exponent explains the data on metabolic scaling for mammals.

### IV.2 Analysis of residuals

As per our discussion of fluctuations, a sensitive test of a null hypothesis is to check the rank-correlation coefficient of the residuals. In order to test the hypothesis, $`\alpha =\alpha ^{}`$, we pose the following hypotheses:

$`H_0:r_{s,\alpha ^{}}(z_i,M_i)`$ $`=`$ $`0,`$ (5)
$`H_1:r_{s,\alpha ^{}}(z_i,M_i)`$ $``$ $`0.`$ (6)
where the $`z_i`$ are the residuals. The hypothesis $`H_0`$ means that if the residuals for the power law $`B=cM^\alpha ^{}`$ are uncorrelated with $`M`$ then $`\alpha ^{}`$ could be the underlying exponent. The alternative hypothesis $`H_1`$ means that the residual correlations are significant and the null hypothesis should be rejected. The $`p`$-values represent the probability that the magnitude of the correlation of the residuals, $`|r_{s,\alpha ^{}}(z_i,M_i)|`$, would be at least its value as expected for samples taken from randomly generated numbers.

In this case we have tested the hypothesis for a range of exponents, $`\alpha ^{}=0.6`$$`0.8`$, and calculated the significance levels for both mammal and bird data compiled by Heusner (heusner91, ) and Bennett and Harvey (bennett87, ), over different mass ranges. The results of this hypothesis test for Heusner’s data is contained in Figure 4 and for Bennett and Harvey’s data in Figure 5. Both tests show that the hypothesis $`\alpha =3/4`$ is rejected while that of $`\alpha =2/3`$ is not rejected over all mass ranges considered for both birds and mammals. This does not mean that $`\alpha =2/3`$ is the “real” exponent, but rather that it, unlike $`\alpha =3/4`$, is not incompatible with the data.

## V Theories

Thus far we have presented empirical evidence that $`\alpha `$ is mass dependent and that the null hypothesis $`\alpha =2/3`$ should not be rejected for mammals with $`M<10`$ kg and all birds in most available data sets. What then of theoretical attempts to derive the 3/4-law of metabolism? We show below that many of these arguments, while often elegant in conception and based on simple physics and geometry, contain sufficient flaws to render them unconvincing for the rejection of the simplest theoretical hypothesis, $`\alpha =2/3`$.

### V.1 Dimensional analysis

Dimensional analysis is a very useful technique when there is only one mass, length, and time scale in a given problem. However in the case of metabolic scaling in biological organisms there has been a long history of theoretical debates over which scales to use when predicting the scaling of metabolic rate via dimensional analysis.

Theories of biological and elastic similarities have been used to explain many structural aspects of organisms such as the length and width of major limbs (gunther82, ; economos82, ; gunther85, ). Using the principles of elastic similarity, Bonner and McMahon (bonner83, ) have tried to explain why quarter-power scaling in body lengths and widths should lead to $`\alpha =3/4`$. Cross-sections of limbs are argued to scale as $`M^{3/4}`$ and therefore the power required to move scales in the same way. However, it is not clear why the power output of muscles should be the dominant factor in the scaling of basal metabolic rate. Furthermore, such quarter-power scaling for animal shape is not generally observed (calder84, ).

Recent debates have focused on deriving $`\alpha `$ solely from dimensional analysis (heusner82a, ; feldman95, ). The problem with all attempts to derive metabolic rate from dimensional analysis is that different constraints lead to different choices of contributing scales (feldman95, ). Explaining the scaling of metabolic rate is therefore displaced to biological questions of energetic constraints, mass density, physiological time, and diffusion constants across surfaces.

### V.2 Nutrient Supply Networks

Interest in Kleiber’s law resurged with the suggestion by West, Brown and Enquist (WBE) (west97, ) that nutrient-supplying networks might be the ubiquitous limiting factor in organismal form. This remains an appealing and elegant idea and stands as one of the boldest and most significant attempts at discerning the underlying physical mechanisms responsible for quarter-power scaling. Although previous work had addressed the problem of optimal network structure (cohn54a, ; cohn54b, ; rashevsky62, ; mlabarbera90, ), theoretical relations between optimal networks and the scaling of basal metabolic rate had never been considered.

The basic assumptions of WBE are *i*) homoiotherms have evolved to minimize the rate at which they dissipate energy; *ii*) the relevant energy dissipation arises from transport through nutrient-supply networks; *iii*) these networks are space-filling; and *iv*) all homoiotherms possess capillaries invariant in size. From these four assumptions WBE derive three important conclusions: *i*) nutrient-supply networks are fractal; *ii*) these networks contain area-preserving branching; and *iii*) metabolic rate scales with $`\alpha =3/4`$. However, as we show below and in Appendices A and B, the arguments used are mathematically incorrect and as a consequence none of the above conclusions may be derived from the explicit assumptions. Nevertheless, we find the model appealing and potentially useful in understanding a number of biological issues. Thus we detail below where the errors lie to illuminate the path of future work. For clarity, we use the same notation as WBE. For each level $`k`$ in the network hierarchy one has $`N_k`$ vessels each with length $`l_k`$ and radius $`r_k`$ with $`k=1`$ being the aorta and $`k=N`$ being the capillary level. Related important quantities are $`n_k`$, $`\gamma _k`$ and $`\beta _k`$, the ratios of number, length and radius from levels $`k1`$ to $`k`$.

Central to the theory is the connection of these network ratios to metabolic rate. WBE find that $`n_k=n`$, $`\beta _k=\beta `$ and $`\gamma _k=\gamma `$ are all constants independent of $`k`$ and that

$$\alpha =\frac{\mathrm{log}n}{\mathrm{log}\gamma \beta ^2}.$$
(7)
This depends in part on an assumption, which we discuss below, that $`BN_c`$ where $`N_c`$ is the number of capillaries. They also conclude that

$$\beta =n^{1/2}\text{and}\gamma =n^{1/3},$$
(8)
which gives $`\alpha =3/4`$ in equation (7). Whereas we show below that these relations do not arise from an optimization principle, they do have simple interpretations. The first relation corresponds to networks being area-preserving via $`N_kr_k^2=N_{k1}r_{k1}^2`$. The second relation follows from a space-filling criterion that $`N_kl_k^3=N_{k1}l_{k1}^3`$. Whether or not space-filling networks satisfy these conditions has been discussed by Turcotte et al. (turcotte98, ), who consider the more general case of side-branching networks and arrive at an equivalent statement of equation (7) where the network ratios $`\beta `$ and $`\gamma `$ are to be determined empirically as functions of $`n`$.

WBE minimize energy dissipation rate by minimizing network impedance using a Lagrange multiplier method. Two types of impedance are considered: Poiseuille flow (lamb45, ) and, for the case of mammals and birds, a more realistic pulsatile flow (womersley55a, ).

We use the Poiseuille case to demonstrate how fractality is not proven by the minimization procedure. The impedance is given by

$$Z=\underset{k=0}{\overset{N}{}}\frac{8\mu l_k}{\pi r_k^4N_k}=\underset{k=0}{\overset{N}{}}Z_k$$
(9)
where $`Z_k`$ is the effective impedance of the $`k`$th level. As WBE show, the equations are consistent and $`Z`$ is minimized when

$$\gamma _k=\beta _k=n_k^{1/3}.$$
(10)
However, the calculations do not require these ratios to be level-independent, and as a consequence, the network need not be fractal. Further details may be found in Appendix A. To see why this is true, we observe that equations (9) and (10) give

$$Z_k=\gamma _k\beta _k^4n_k^1Z_{k1}=1Z_{k1}.$$
(11)
Thus, $`Z`$, the quantity being minimized, is invariant as long as $`\gamma _k\beta _k^4n_k^1=1`$ for each $`k`$. This shows that in this setting, a network can have $`n_k`$ varying with $`k`$ and still be “efficient.” A finding of fractal networks would have provided a derivation of Murray’s empirical law which essentially states that $`\beta =n^{1/3}`$ for the outer reaches of the cardiovascular system (murray26, ).

Regardless of these issues, the assumption of Poiseuille flow leads to an approximate metabolic scaling law with $`\alpha =1`$. WBE suggest that modeling pulsatile flow will provide the explanation for $`\alpha =3/4`$. The impedance now takes the form

$$Z\underset{k=0}{\overset{N}{}}\frac{h_k^{1/2}}{\sqrt{2}\pi r_k^{5/2}N_k},$$
(12)
where $`h_k`$ is the thickness of the vessel wall. However, as explained in Appendix B, the equations given by the Lagrange multiplier technique are inconsistent. For example, the equations give $`h_k=r_k/5`$ which means negative wall thicknesses for blood vessels when they are by definition positive (womersley55a, ; womersley55b, ). If reasonable modifications are made to circumvent this issue, then the equations lead to $`\alpha =6/7`$ rather than $`\alpha =3/4`$.

In order to obtain the scaling $`\alpha =3/4`$ one could abandon the minimization calculation and assume a fractal, space-filling, area-preserving network where $`BN_c`$. In support of such an assumption, there is good empirical evidence that blood systems are well approximated by fractals (zamir83, ; fung90, ; kassab93a, ; kassab93b, ). With regards to the assumption that $`BN_c`$, direct measurements for capillary density ($`N_c/MM^{\alpha 1}`$) are reported by Hoppeler et al. (hoppeler81, ) with exponents for the scaling of capillary density across species ranging from $`0.21\pm 0.04`$ to $`0.07\pm 0.11`$ for various regions of muscle. These numbers are in keeping with higher exponents for the scaling of $`N_c`$ with $`M`$ in the range 0.75–1.00, but whether or not $`BN_c`$ is itself an unproven assumption. It is probably more likely that the number of capillaries scales with the maximum metabolic rate which is thought to scale with an exponent closer to unity (bishop99, ). At rest not all capillaries diffuse oxygen simultaneously and the limiting factor for basal metabolic rate might not be $`N_c`$.

A simpler and more recent theory based on the idea of networks has been proposed by Banavar et al. (banavar99, ). Here, networks fill $`D`$-dimensional hypercubes that have $`L^D`$ uniformly distributed transfer sites. The theory is applied to both three-dimensional organisms and two-dimensional river networks. For organisms, Banavar et al. find blood volume scales as $`V_bL^{(D+1)}`$. Since Banavar et al. further assume that $`BL^D`$ and that $`V_bM`$, they conclude that $`BM^{D/(D+1)}`$. Thus, when $`D=3`$, this gives $`\alpha =3/4`$.

However, transfer sites are assumed to be invariant in size and hence $`L^D`$ appears to be proportional to volume $`V`$ consequently $`M`$. Thus, both the scalings $`V_bM`$ and $`V_bM^{(D+1)/D}`$ are used, creating an apparent inconsistency. The scaling of the distance between transfer sites and the distinction between Euclidean and non-Euclidean length scales could possibly be clarified to help resolve the dilemma. Note that $`V_bM`$ is supported empirically (stahl67, ).

### V.3 Four-dimensional biology

Over two decades ago it was suggested by Blum (blum77, ) that $`\alpha =3/4`$ could be understood by appealing to a surface law of metabolism in a four-dimensional space. In $`d`$ dimensions, the “area” $`A`$ of the hypersurface enclosing a $`d`$-dimensional hypervolume scales like $`AV^{\frac{d1}{d}}`$. When $`d=4`$, $`AV^{3/4}`$, although how this could be reconciled with our three-dimensional world was not explained and the theory has been refuted elsewhere (speakman90, ).

Recently, an attempt by West et al. (west99, ) has been made to refine and generalize their earlier work on metabolic scaling (west97, ) using an optimization procedure to explain how an effective fourth dimension could yield $`\alpha =3/4`$. The idea put forward is that organisms have evolved to maximize the scaling of the effective surface area, $`a`$, across which resources are exchanged. The area $`a`$ and the biological volume $`v`$ are shown to satisfy the relation

$$av^{(2+ϵ_a)/(3+ϵ_v)},$$
(13)
where $`ϵ_a`$ and $`ϵ_v`$ are exponents to be determined by optimization. West et al. then introduce the relationship $`v=al`$ where $`l`$ is a characteristic length of the organism. With the further assumption that $`vM`$, equation (13) then becomes

$$aM^{(2+ϵ_a)/(3+ϵ_a+ϵ_l)},$$
(14)
where $`ϵ_l=ϵ_vϵ_a`$. With the conditions that $`0ϵ_l,ϵ_a1`$, West et al. find that $`ϵ_a=1`$ and $`ϵ_l=0`$. Equation (14) then yields $`aM^{3/4}`$. Assuming $`aB`$, this gives $`\alpha =3/4`$.

However, this result contradicts the geometric fact that transfer area can maximally scale as volume, i.e., $`av`$, which gives $`\alpha =1`$. Indeed, this result is obtained by optimizing equation (13) instead of equation (14). Doing so leads to $`ϵ_a=1`$ and $`ϵ_v=0`$, assuming $`0ϵ_a,ϵ_v1`$, which gives $`aM`$, i.e., $`\alpha =1`$. In order to reconcile this with the results of West et al., we note that the bounds $`0ϵ_l,ϵ_a,ϵ_v1`$ are overly restrictive. For example, $`ϵ_l=1`$ corresponds to the relevant length $`l`$ being invariant with respect to $`M`$ and, in this case, equation (14) then gives the same scaling as (13), namely, $`aM`$. Thus, the contradiction is resolved and the optimization procedure is seen to yield $`\alpha =1`$ rather than $`\alpha =3/4`$.

## VI Discussion

The possibility that there might be a simple law to explain the scaling of metabolic rates still captures the imagination of many seeking to understand what Kleiber called “the fire of life” (kleiber61, ). It is perhaps for this reason that so many researchers, theorists and empiricists alike, have struggled to deduce explanations for the deviations from the simplest expectation that $`\alpha =2/3`$.

The shift from $`\alpha =2/3`$ to $`\alpha =3/4`$ began with the early work by Kleiber and Brody who found $`\alpha `$ 0.72–0.73 in limited data sets (kleiber32, ; brody45, ). Afterwards it was work by Hemmingsen (hemmingsen60, ) and a general consensus among practitioners (blaxter65, ) that simple fractions would be a more convenient standard that led to the widespread acceptance of $`\alpha =3/4`$. Subsequently, $`\alpha =3/4`$ has often been taken as fact despite the absence of a comprehensive theory and contradictory evidence from large literature surveys. Most prominent among these surveys are those by Bartels (bartels82, ), Bennett and Harvey (bennett87, ), and Heusner (heusner91, ), which suggest that $`\alpha `$ depends on body size and taxonomic level.

We have re-analyzed some of the most influential empirical data sets in the study of metabolic rate scaling. We have constructed a set of hypothesis tests which show that in the data sets of Kleiber, Brody, Bennett and Harvey, and Heusner, pure $`3/4`$-law scaling is not present. For both mammals with $`M10`$ kg and all birds we are unable to reject the null hypothesis $`\alpha =2/3`$. For mammals with $`M10`$ kg, systematic deviations from $`\alpha =2/3`$ appear to be present in all of the data sets, the roots of which might simply be a consequence of a change in body shape for large mammals or might point to a greater evolutionary advantage of large mammals.

We have also reviewed historic and recent attempts to justify $`\alpha =3/4`$ theoretically. Many of the early efforts to explain the scaling of metabolic rates via dimensional analysis and other crude scaling techniques have been dismissed in the past. Although recent attempts to link metabolic rates to network structure are noteworthy they do not prove the stated conclusions. Nonetheless, we believe that research exploring the role of geometric form and the dynamics of growth in constraining the behavior of networks might lead to important progress in organismal biology.

Stated simply, after a systematic review of the available empirical data and theoretical arguments, we find no compelling evidence of a simple scaling law for metabolic rate, and if it were to exist, we also find no compelling evidence that the exponent should be $`\alpha =3/4`$.

## Acknowledgements

We would like to offer our sincere thanks to A. Heusner for helpful discussions and sharing data with us. We would also like to thank M. Brenner, A. Brockwell, L. Demetrius, H. Fraser, H. Hartman, K. Schmidt-Nielsen, and N. Schorghofer for their comments. PSD and DHR thank G. West for hosting visits to Los Alamos National Laboratory and the Santa Fe Institute, thereby aiding our introduction to the subject. We would also like to thank M. Kardar, A. Rinaldo, and the other participants in the 1999 MIT seminar on natural networks for their insightful discussions. This work was supported in part by NSF grant EAR-9706220 and DOE grant DEF602-99ER15004. JSW is grateful for support from an NDSEG fellowship.

## Appendix A Network optimization calculation for Poiseuille flow

We follow the conventions of WBE and consider the case of Poiseuille flow as a means to derive Murray’s law and the fractal nature of nutrient supply networks. The impedance of the network is

$$Z=\underset{k=0}{\overset{N}{}}\frac{8\mu l_k}{\pi r_k^4N_k}.$$
(15)
Minimizing the network’s impedance with the Lagrange constraints of fixed mass and blood volume along with the assumption of a space filling network leads to the auxiliary function,

$`F_m(r_k,l_k,N_k,M)={\displaystyle \underset{k=0}{\overset{N}{}}}{\displaystyle \frac{8\mu l_k}{\pi r_k^4N_k}}`$ (16)
$`+`$ $`\lambda {\displaystyle \underset{k=0}{\overset{N}{}}}\pi r_k^2l_kN_k+{\displaystyle \underset{k=0}{\overset{N}{}}}\lambda _kN_kl_k^3+\lambda _MM.`$
Taking partial derivatives with respect to $`l_j`$, $`r_j`$ and $`N_j`$ we respectively have

$`{\displaystyle \frac{F_m}{l_j}}`$ $`=`$ $`{\displaystyle \frac{8\mu }{\pi r_j^4N_j}}+\lambda \pi r_j^2N_j+3\lambda _jN_jl_j^{\mathrm{\hspace{0.17em}2}}=0,`$ (17)
$`{\displaystyle \frac{F_m}{r_j}}`$ $`=`$ $`{\displaystyle \frac{48\mu l_j}{\pi r_j^5N_j}}+\lambda 2\pi r_jl_jN_j=0,`$ (18)
and

$`{\displaystyle \frac{F_m}{N_j}}`$ $`=`$ $`{\displaystyle \frac{18\mu l_j}{\pi r_j^4N_j^2}}+\lambda \pi r_j^2l_j+\lambda _jl_j^{\mathrm{\hspace{0.17em}3}}=0.`$ (19)
Considering first equation (18), we obtain

$$\lambda =\frac{16\mu }{\pi ^2r_j^6N_j^2}.$$
(20)
Since this holds for all $`j`$ then

$$1=\frac{16\mu }{\pi ^2r_{j1}^6N_{j1}^2}\frac{\pi ^2r_j^6N_j^2}{16\mu }=\beta _j^{\mathrm{\hspace{0.17em}6}}n_j^2,$$
(21)
where $`\beta _j=r_j/r_{j1}`$ and $`n_j=N_j/N_{j1}`$ which demonstrates that

$$\beta _j=n_j^{1/3},$$
(22)
giving us Murray’s law (murray26, ).

After rearranging equation (17) we obtain

$`\lambda _j`$ $`={\displaystyle \frac{8\mu }{3\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}{\displaystyle \frac{\lambda \pi r_j^2}{3l_j^{\mathrm{\hspace{0.17em}2}}}}`$
$`={\displaystyle \frac{8\mu }{3\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}{\displaystyle \frac{16\mu }{3\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}`$
$`={\displaystyle \frac{8\mu }{\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}},`$ (23)
where we have used the form for $`\lambda `$ obtained in equation (20). Note that derivatives with respect to $`N_j`$, equation (19), yield the same expression for $`\lambda _j`$ given above:

$`\lambda _j`$ $`={\displaystyle \frac{18\mu }{\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}{\displaystyle \frac{\lambda \pi r_j^2}{l_j^{\mathrm{\hspace{0.17em}2}}}}`$
$`={\displaystyle \frac{8\mu }{\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}{\displaystyle \frac{16\mu }{\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}`$
$`={\displaystyle \frac{8\mu }{\pi r_j^4N_j^2l_j^{\mathrm{\hspace{0.17em}2}}}}`$ (24)
The three equations (17), (18) and (19) are therefore consistent but redundant. The redundancy can be seen to lie in the fact that the auxiliary function $`F_m`$ in equation (16) can be written in terms of only two variables for each level $`k`$: $`\xi _k=N_kl_k^{\mathrm{\hspace{0.17em}3}}`$ and $`\zeta _k=r_k/l_k`$. Equation (16) thus becomes

$`F_m(\xi _k,\zeta _k,M)={\displaystyle \underset{k=0}{\overset{N}{}}}{\displaystyle \frac{8\mu }{\pi \zeta _k^4\xi _k}}`$ (25)
$`+`$ $`\lambda {\displaystyle \underset{k=0}{\overset{N}{}}}\pi \zeta _k^2\xi _k+{\displaystyle \underset{k=0}{\overset{N}{}}}\lambda _k\xi _k+\lambda _MM.`$
Thus one is only able to obtain information such as ratios of variables rather than exact values for network parameters.

The scaling of length ratios are explicitly determined by WBE’s space-filling assumption

$$N_kl_k^{\mathrm{\hspace{0.17em}3}}=C.$$
(26)
Thus, even without implementing the minimization procedure the space-filling assumption implies

$$\gamma _k=n_k^{1/3},$$
(27)
where $`\gamma _k=l_k/l_{k1}`$ is the length ratio. Finally, the equations (22), (23) (or (24)) and (27) combine to give

$`{\displaystyle \frac{\lambda _k}{\lambda _{k1}}}`$ $`=`$ $`{\displaystyle \frac{r_{k1}^4N_{k1}^2l_{k1}^{\mathrm{\hspace{0.17em}2}}}{r_k^4N_k^2l_k^{\mathrm{\hspace{0.17em}2}}}}`$ (28)
$`=`$ $`\beta _k^4n_k^2\gamma _k^2`$
$`=`$ $`(n_k^{1/3})^4n_k^2(n_k^{1/3})^2=1`$
so we have $`\lambda _k=\lambda _0`$ for all $`k`$.

The calculations are seen to be consistent and yield Murray’s law (murray26, ). Variations with respect to $`M`$ are more subtle since $`N=N(M)`$ and provide higher order corrections. However, one of WBE’s crucial results, $`n_k=n`$, i.e. that the network is fractal, has not been reproduced. One way to see this is to consider the impedance as impedances in series:

$$Z=\underset{k=0}{\overset{N}{}}Z_k\text{where}Z_k=\frac{8\mu l_k}{\pi r_k^4N_k}.$$
(29)
Using equations (22) and (27) we have that

$$\frac{Z_k}{Z_{k1}}=\frac{r_{k1}^4N_{k1}l_k}{r_k^4N_kl_{k1}}=\frac{\gamma _k}{\beta _k^4n_k}=\frac{n_k^{1/3}}{(n_k^{1/3})^4n_k}=1.$$
(30)
In other words, the same impedance appears at each level. So

$$Z=(N+1)Z_NNZ_N=N\frac{8\mu l_c}{\pi r_c^4N_c}\frac{N}{N_c},$$
(31)
since $`r_c`$ and $`l_c`$ are assumed to be independent of mass and $`N_c`$ is the number of capillaries. This is true regardless of whether or not the structure is fractal. The network has to possess branching ratios that collectively maintain the same impedance from level to level (i.e., $`\gamma _k/\beta _k^4n_k=1`$ as per equation (30)) but there is no requirement that the individual ratios $`\gamma _k`$, $`\beta _k`$ and $`n_k`$ be independent of level. Moreover, without the result that the network is fractal, this minimization procedure no longer yields the power law scaling of metabolic rate (see equation (7)).

## Appendix B Network optimization calculation for pulsatile flow

In the case of Poiseuille flow, WBE find a network structure where area preservation is not satisfied ($`\beta _kn_k^{1/2}`$) and, effectively, $`\alpha =1`$ (if $`n_k=n`$ is assumed). The intended fix is to properly treat pulsatile flow of mammalian blood circulation systems. By doing so we should obtain $`\beta _k=n_k^{1/2}`$ and $`\gamma _k=n_k^{1/3}`$. Together with the assumption $`n_k=n`$, this leads to the conclusion, $`N_cM^{3/4}`$, and assuming $`BN_c`$, it would imply a $`3/4`$-law of metabolic scaling.

The calculation relies on the results of Womersley’s work on pulsatile flow (womersley55a, ; womersley55b, ). Womersley’s calculations lead to a modification of the Poiseuille impedance. For large tubes one has

$$Z\frac{\rho c_0}{\pi r^2}.$$
(32)
where $`c_o=(Eh/2\rho r)^{1/2}`$ is the Korteweg-Moens velocity, $`E`$ is Young’s modulus, $`h`$ is the thickness of the vessel wall, $`\rho `$ is blood density and $`r`$ is, as before, the vessel radius (womersley55a, ; womersley55b, ). This impedance appears to be per unit length but it has the correct dimensions showing that for a flow with pulsatile forcing in an elastic tube, the impedance is independent of the tube length.

Womersley’s impedance suggests a new auxiliary function:

$$\begin{array}{c}F_w(r_k,h_k,l_k,N_k,M)=\underset{k=0}{\overset{N}{}}\frac{(Eh_k\rho )^{1/2}}{\sqrt{2}\pi r_k^{5/2}N_k}\hfill \\ \hfill +\lambda \underset{k=0}{\overset{N}{}}\pi (r_k+h_k)^2l_kN_k+\underset{k=0}{\overset{N}{}}\lambda _kN_kl_k^3+\lambda _MM.\end{array}$$
(33)
Note that the extra variable of wall thickness, $`h_k`$, has been included in the second term to make it a measure of the total volume taken up by the blood system. The variable $`h_k`$ must appear in the constraints if the minimization is to make any sense and the blood volume is the only reasonable choice—the blood volume constraint becomes a network volume constraint.

On considering variations of equation (33) with respect to $`r_j`$ and $`h_j`$ we obtain

$$\frac{F_w}{r_j}=\frac{5}{2}\frac{(Eh_j\rho )^{1/2}}{\sqrt{2}\pi r_j^{7/2}N_j}+\lambda 2\pi (r_j+h_j)l_jN_j=0,$$
(34)
and

$$\frac{F_w}{h_j}=\frac{1}{2}\frac{(E\rho )^{1/2}}{\sqrt{2}\pi h_j^{1/2}r_j^{5/2}N_j}+\lambda 2\pi (r_j+h_j)l_jN_j=0.$$
(35)
Since the second term of these equations are the same we then have an equality between the first terms which simplifies to show that

$$h_j=\frac{1}{5}r_j.$$
(36)
This suggests that $`r_k`$ is the distance to the outer wall of blood vessels. We are then measuring the blood volume as before and we should have had $`(r_kh_k)`$ instead of $`(r_k+h_k)`$ in the auxiliary function. However it is apparent from Womersley’s work (womersley55a, ; womersley55b, ) that $`r`$ is the radius as measured from the center to the inner wall of a blood vessel rather than the outer wall. There appears to be no reasonable and simple way of including the $`h_k`$ into a constraint function and we have an ill-posed problem.

Nevertheless, we may proceed with the calculation by adding an extra assumption that $`h_k=a_0r_k`$ where $`a_0>0`$. The modified version of equation (34) now gives $`\lambda `$ as

$$\lambda =\frac{(a_0E\rho )^{1/2}}{\sqrt{2}\pi ^2(1+a_0)^2r_j^4N_j^2l_j}.$$
(37)
Since the right hand side is independent of $`j`$ we must therefore have

$$\beta _j^4n_j^2\gamma _j=1,$$
(38)
and given the space-filling constraint, $`\gamma _j=n_j^{1/3}`$, we obtain

$$1=\beta _j^4n_j^2n_j^{1/3}=\beta _j^4n_j^{5/3},$$
(39)
which gives a relationship between the radius and number ratios that is not area-preserving:

$$\beta _j=n_j^{5/12}.$$
(40)
A further complication here is that the equations obtained by setting $`F_w/l_j=0`$ and $`F_w/N_j=0`$ are not consistent.

As in the case of Poiseuille flow, $`n_k=n`$ is not derivable. Assuming that $`n_k=n`$ and using equation (7) we find that the metabolic exponent should be

$$\alpha =\frac{\mathrm{ln}n}{\mathrm{ln}\gamma \beta ^2}=\frac{\mathrm{ln}n}{\mathrm{ln}n^{1/3}n^{10/12}}=6/7,$$
(41)
as opposed to the stated $`3/4`$.

Note that if we had found $`\beta _k=n_k^{1/2}`$ then the $`3/4`$ law would have been deduced (again, assuming $`n_k=n`$). Another observation here is that if the Womersley impedance is taken together with $`\beta _k=n_k^{1/2}`$ then we find that the minimum total impedance is obtained irrespective of the ratios $`n_k`$ being equal or not. So, in the cases of Poiseuille and pulsatile flow a fractal network is not necessary for energy dissipation to be minimized. Additionally, in the case of a pulsatile flow network, $`\alpha =3/4`$ cannot be derived from the optimization problem as stated. It may instead be derived by assuming an area preserving, space-filling, fractal network where $`BN_c`$.


text:
# Search for Direct CP Violation in Non-Leptonic Decays of Charged Ξ and Λ Hyperons

## Abstract

A search for direct CP violation in the non-leptonic decays of hyperons has been performed. In comparing the product of the decay parameters, $`\alpha _\mathrm{\Xi }\alpha _\mathrm{\Lambda }`$, in terms of an asymmetry parameter, $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$, between hyperons and anti-hyperons in the charged $`\mathrm{\Xi }\mathrm{\Lambda }\pi `$ and $`\mathrm{\Lambda }p\pi `$ decay sequence, we found no evidence of direct CP violations. The parameter $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$ was measured to be $`0.012\pm 0.014`$.

preprint: LBNL-46257

A few years after the discovery of charge-conjugation/parity (CP) violation in the neutral-kaon decay, Sakharov suggested that this CP asymmetry was one of the three conditions necessary for explaining the domination of matter over anti-matter in the Universe. To date, CP nonconservation is only seen in K$`{}_{\text{L}}{}^{}{}_{}{}^{0}`$ decays, and the origin of this phenomenon remains a mystery.

In 1958, Okubo pointed out that time reversal (T) invariance, or CP symmetry under CPT conservation, could be tested by establishing the equality of the partial decay rates between $`\mathrm{\Sigma }^+`$ and its charge-conjugate decay. Pais independently stressed that if CP symmetry is exact the slope parameter, $`\alpha _\mathrm{\Lambda }`$, of the $`\mathrm{\Lambda }^0p\pi ^{}`$ decay should be equal in magnitude but opposite in sign to $`\alpha _{\overline{\mathrm{\Lambda }}}`$ of the $`\overline{\mathrm{\Lambda }}^0\overline{p}\pi ^+`$ decay. However, quantitative analysis on the validity of CP conservation in non-leptonic hyperon decays was not available until the early 1980’s. Contrary to the CP asymmetry of K$`{}_{\text{L}}{}^{}{}_{}{}^{0}`$ observed in 1964, which is related to K0-$`\overline{\text{K}}^0`$ mixing and is called indirect CP violation, CP nonconservation in the strange-baryon sector is classified as direct CP violation and is due to different dynamics in the decay of a hyperon and its antiparticle. Models other than the superweak type  generally predict that CP symmetry is broken in strange-baryon decays . Recasting Pais’s proposal an asymmetry $`A_\mathrm{\Lambda }`$ is defined as

$$A_\mathrm{\Lambda }=\frac{\alpha _\mathrm{\Lambda }+\alpha _{\overline{\mathrm{\Lambda }}}}{\alpha _\mathrm{\Lambda }\alpha _{\overline{\mathrm{\Lambda }}}}$$
(1)
for the $`\mathrm{\Lambda }`$ decay. The amount of CP-odd effect is found to depend on the strong phase shifts of the final state of the decay and the CP violating weak phases which are model-dependent. $`A_\mathrm{\Lambda }`$ is estimated to be $`(25)\times 10^5`$ in the standard model, but it can be as large as a few times $`10^4`$ in the other models . For the charged $`\mathrm{\Xi }\mathrm{\Lambda }\pi `$ decay, $`A_\mathrm{\Xi }`$ is expected to be smaller than $`A_\mathrm{\Lambda }`$ by about a factor of ten because the strong phase shifts of the $`\mathrm{\Lambda }\pi `$ final state are predicted to be small .

There have been three experimental searches for CP violation in $`\mathrm{\Lambda }`$ decay reported. The most precise result came from PS185 at LEAR with $`A_\mathrm{\Lambda }`$ = $`0.013\pm 0.022`$. There is no measurement available for $`A_\mathrm{\Xi }`$.

In this letter we present the result on a new search for direct CP violation in hyperon decay by determining the sum of $`A_\mathrm{\Lambda }`$ and $`A_\mathrm{\Xi }`$. In our experiment, E756, the search was performed with polarized $`\mathrm{\Lambda }^0`$($`\overline{\mathrm{\Lambda }}^0`$) obtained from the decay of polarized $`\mathrm{\Xi }^{}`$($`\overline{\mathrm{\Xi }}^+`$). According to the Lee-Yang formula, the polarization of the daughter $`\mathrm{\Lambda }`$, $`𝐏_\mathrm{\Lambda }`$, in the $`\mathrm{\Lambda }`$ rest frame is related to the polarization of $`\mathrm{\Xi }`$, $`𝐏_\mathrm{\Xi }`$, in its rest frame by

$$𝐏_\mathrm{\Lambda }=\frac{(\alpha _\mathrm{\Xi }+𝐏_\mathrm{\Xi }\widehat{𝐩}_\mathrm{\Lambda })\widehat{𝐩}_\mathrm{\Lambda }+\beta _\mathrm{\Xi }𝐏_\mathrm{\Xi }\times \widehat{𝐩}_\mathrm{\Lambda }+\gamma _\mathrm{\Xi }\widehat{𝐩}_\mathrm{\Lambda }\times (𝐏_\mathrm{\Xi }\times \widehat{𝐩}_\mathrm{\Lambda })}{\left(1+\alpha _\mathrm{\Xi }𝐏_\mathrm{\Xi }\widehat{𝐩}_\mathrm{\Lambda }\right)},$$
(2)
where $`\widehat{𝐩}_\mathrm{\Lambda }`$ is the momentum unit vector of the $`\mathrm{\Lambda }`$ in the $`\mathrm{\Xi }`$ rest frame, and $`\beta _\mathrm{\Xi }`$ and $`\gamma _\mathrm{\Xi }`$ are the other two decay parameters for the $`\mathrm{\Xi }\mathrm{\Lambda }\pi `$ decay. The distribution of the protons in the $`\mathrm{\Lambda }`$ helicity frame, after integrating over the solid angle of $`\mathrm{\Lambda }`$ in the $`\mathrm{\Xi }`$ rest frame and the azimuthal angle of the proton in the $`\mathrm{\Lambda }`$ helicity frame, is given by

$$\frac{dn}{d\mathrm{cos}\theta _{p\mathrm{\Lambda }}}=\frac{1}{2}\left(1+\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }\mathrm{cos}\theta _{p\mathrm{\Lambda }}\right),$$
(3)
with $`\theta _{p\mathrm{\Lambda }}`$ being the angle between the momentum of the proton and $`\widehat{𝐩}_\mathrm{\Lambda }`$. If CP is an exact symmetry, the product $`\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }`$ should equal $`\alpha _{\overline{\mathrm{\Lambda }}}\alpha _{\overline{\mathrm{\Xi }}}`$. By introducing an asymmetry parameter

$$A_{\mathrm{\Xi }\mathrm{\Lambda }}=\frac{\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }\alpha _{\overline{\mathrm{\Lambda }}}\alpha _{\overline{\mathrm{\Xi }}}}{\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }+\alpha _{\overline{\mathrm{\Lambda }}}\alpha _{\overline{\mathrm{\Xi }}}}A_\mathrm{\Xi }+A_\mathrm{\Lambda },$$
(4)
CP symmetry can be studied in the $`\mathrm{\Xi }\mathrm{\Lambda }\pi ,\mathrm{\Lambda }p\pi `$ decay sequence. A non-zero value for $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$ will signal the breaking of CP invariance in the decay.

Our experiment was carried out in the Proton Center beam line at Fermilab. Fig. 1 shows the plan view of the spectrometer. The details of the experiment can be found in  and references therein. An 800 GeV proton beam, with a typical intensity of $`3\times 10^{10}`$ protons in 23 sec, was used to produce $`\mathrm{\Xi }^{}`$ by striking a 0.2 cm $`\times `$ 0.2 cm $`\times `$ 9.2 cm-long beryllium target at an angle of 2.4 mrad in the vertical plane relative to the proton beam. The sign of the production angle was flipped regularly to minimize temporal systematic problems. The $`\mathrm{\Xi }^{}`$ hyperons were momentum selected by a curved channel inside a 7.32 m-long dipole magnet M1. The data presented here were collected with M1 operating at a vertical field of 2.09 T. Typically the rate of the secondary beam was on the order of 100 kHz. The momenta of the proton and the $`\pi `$’s from the decays of the $`\mathrm{\Xi }^{}`$’s and $`\mathrm{\Lambda }^0`$ were measured with eight planes of silicon strip detectors arranged in vertical and horizontal views, nine multiwire proportional chambers with wire spacing of 1 mm (C1, C2, and C3) and 2 mm (C4 to C9), and two dipole magnets, M2, which deflected charged particles in the horizontal plane with a total transverse-momentum kick of 1.5 GeV/c. The trigger for detecting the $`\mathrm{\Xi }^{}\mathrm{\Lambda }\pi ^{},\mathrm{\Lambda }p\pi ^{}`$ decay sequence required no hit in V1 and V2, hits in both S1 and S2, an analog signal from the multiplicity counter M corresponding to at least two but less than five minimum ionizing charged particles and a digital signal from the pion side of C8, C8R, and one from the proton side of C9, C9L. In some portion of the data collection, the fields of the momentum analyzing magnets were reversed, and the trigger sides of C8 and C9 were switched to C8L and C9R to improve our understanding of systematics.

To collect $`\overline{\mathrm{\Xi }}^+`$ events, the incident proton intensity was reduced to an average of about $`1\times 10^{10}`$ protons per spill so that the secondary-beam intensity did not vary significantly from the negative mode. The production angles remained unchanged and were cycled between +2.4 and -2.4 mrad. The polarities of M1 and M2 were reversed and there was no change in the triggers. Hence the experiment was CP invariant to first order. This greatly reduced the number of potential sources of systematic bias due to changes in the spectrometer between the $`\mathrm{\Xi }^{}`$ and $`\overline{\mathrm{\Xi }}^+`$ runs.

In the offline analysis, data taken with the positively and negatively charged secondary beams were processed with the same reconstruction program and subjected to identical event-selection criteria. By imposing geometric and kinematic requirements, events that satisfied the three-track two-vertex topology were searched for. The geometric $`\chi ^2`$ for the topological fit of the selected events was required to be less than 70 for a mean of 30 degrees of freedom. The tracks assigned to be a proton and a pion had to have a p$`\pi `$ invariant mass between 1.108 and 1.124 GeV/$`c^2`$. The momentum of the reconstructed $`\mathrm{\Xi }`$ candidate was required to be between 240 GeV/c and 500 GeV/c, and the track had to trace back to within 0.63 cm from the center of the beryllium target in the plane normal to the length of the target. The decay vertex of $`\mathrm{\Xi }`$ was required to be within the fiducial region between the exit of the channel, $`z`$ = 0.25 m, and $`z`$ = 23 m. To suppress charged K $`3\pi `$ background, the event was also reconstructed under the 3$`\pi `$ hypothesis. The resulting 3$`\pi `$ invariant mass was then required to be greater than 0.51 GeV/$`c^2`$. The comparison of the $`\mathrm{\Lambda }\pi `$ invariant mass distributions between the $`\mathrm{\Xi }^{}`$ and $`\overline{\mathrm{\Xi }}^+`$ samples before the final mass selection is shown in Fig. 2. The mass resolution of the $`\mathrm{\Xi }`$ and backgrounds of the samples agreed well. Only events with the $`\mathrm{\Lambda }\pi `$ invariant mass between 1.309 GeV/$`c^2`$ and 1.333 GeV/$`c^2`$ were used for analysis.

Two different methods were applied to measure $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. In the first approach, the acceptance that affected the cos$`\theta _{p\mathrm{\Lambda }}`$ distribution given in Eq. (3) was determined with the Hybrid Monte Carlo (HMC) method before the value of $`\alpha _\mathrm{\Xi }\alpha _\mathrm{\Lambda }`$ was calculated for the $`\mathrm{\Xi }^{}`$ and the $`\overline{\mathrm{\Xi }}^+`$ samples separately. For each event, up to 200 HMC events were generated with a uniform distribution in cos$`\theta _{p\mathrm{\Lambda }}`$, but the rest of the kinematic quantities such as decay vertices and the momentum of the $`\mathrm{\Lambda }`$ were taken from the data. The event was included in the asymmetry measurement when 10 of the generated HMC events satisified all the requirements in the software that simulated the geometry of the spectrometer and the triggers. Based on about 70,000 $`\overline{\mathrm{\Xi }}^+`$ decays $`\alpha _{\overline{\mathrm{\Xi }}}\alpha _{\overline{\mathrm{\Lambda }}}`$ was found to be $`0.2894\pm 0.0073`$. Three independent $`\mathrm{\Xi }^{}`$ samples, each with approximately 70,000 events, were selected from a larger pool of events in such a way that the resulting momentum distribution of each $`\mathrm{\Xi }^{}`$ sample was identical to that of the $`\overline{\mathrm{\Xi }}^+`$. In doing so the difference in the momentum-dependent acceptance between the $`\mathrm{\Xi }^{}`$ and $`\overline{\mathrm{\Xi }}^+`$ samples was reduced. The values of $`\alpha _\mathrm{\Xi }\alpha _\mathrm{\Lambda }`$ for these data sets were determined to be $`0.2955\pm 0.0073`$, $`0.3041\pm 0.0073`$, and $`0.2894\pm 0.0073`$, giving an average of $`0.2963\pm 0.0042`$. As shown in Fig. 3, these results are in good agreement with the world average and were stable with respect to the momentum of the $`\mathrm{\Xi }`$. This method gave a value of $`0.012\pm 0.014`$ for $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. The systematic uncertainty, estimated by varying some of the event- selection requirements, was insignificant.

In the second approach, the difference in $`\alpha _\mathrm{\Xi }\alpha _\mathrm{\Lambda }`$ between $`\mathrm{\Xi }^{}`$ and $`\overline{\mathrm{\Xi }}^+`$ was determined directly without unfolding the acceptance in cos$`\theta _{p\mathrm{\Lambda }}`$. Two data sets can be compared by defining

$$R(cos\theta _{p\mathrm{\Lambda }})=\frac{ϵ_1(cos\theta _{p\mathrm{\Lambda }})}{ϵ_2(cos\theta _{p\mathrm{\Lambda }})}\frac{[1+(\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi })_1cos\theta _{p\mathrm{\Lambda }}]}{[1+(\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi })_2cos\theta _{p\mathrm{\Lambda }}]}$$
(5)
where $`R(cos\theta _{p\mathrm{\Lambda }})`$ is the ratio of the probabilities of getting cos$`\theta _{p\mathrm{\Lambda }}`$ in the two samples, and the $`ϵ`$’s are the acceptance functions of the cos$`\theta _{p\mathrm{\Lambda }}`$ distributions.

When two sets of $`\mathrm{\Xi }^{}`$ events are compared, $`R`$ is a measure of how well the acceptances agree. Without any corrections, detailed studies showed that the acceptance in cos$`\theta _{p\mathrm{\Lambda }}`$ was strongly dependent on the momentum of the $`\mathrm{\Xi }^{}`$, but was insensitive to the polarization of the $`\mathrm{\Xi }^{}`$ or other variations in the experiment, and that $`R`$ was consistent with unity and independent of cos$`\theta _{p\mathrm{\Lambda }}`$ down to a few $`\times 10^3`$ level. This unique feature is due to the fact that the unit vector $`\widehat{𝐩}_\mathrm{\Lambda }`$ defining the helicity frame changes from event to event over the entire phase space in the rest frame of the $`\mathrm{\Xi }`$. Any systematic bias due to local inefficiencies of the experiment in the laboratory is mapped into a wide range of cos$`\theta _{p\mathrm{\Lambda }}`$ and thus highly diluted.

In the study of CP symmetry, a sample of $`\mathrm{\Xi }^{}`$ events was selected in such a way that the resulting $`\mathrm{\Xi }^{}`$ momentum spectrum was identical to that of the $`\overline{\mathrm{\Xi }}^+`$ sample. This removed any difference in the momentum spectra due to the different mechanism for producing particles and anti-particles by protons, and ensured that $`ϵ(cos\theta _{p\mathrm{\Lambda }})`$ was identical for both data sets. In this case, Eq. (5) is simply

$$R^{}(cos\theta _{p\mathrm{\Lambda }})=\frac{1+\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }cos\theta _{p\mathrm{\Lambda }}}{1+\alpha _{\overline{\mathrm{\Lambda }}}\alpha _{\overline{\mathrm{\Xi }}}cos\theta _{p\mathrm{\Lambda }}}=\frac{1+\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }cos\theta _{p\mathrm{\Lambda }}}{1+(\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }D)cos\theta _{p\mathrm{\Lambda }}}$$
(6)
where $`\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }`$ is taken to be $`0.2928`$, and $`D`$ = $`\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }\alpha _{\overline{\mathrm{\Lambda }}}\alpha _{\overline{\mathrm{\Xi }}}`$ can be determined by fitting $`R^{}`$ as a function of cos$`\theta _{p\mathrm{\Lambda }}`$. With approximately 70,000 $`\mathrm{\Xi }^{}`$ events along with equal number of $`\overline{\mathrm{\Xi }}^+`$ decays, the comparison of the momentum and cos$`\theta _{p\mathrm{\Lambda }}`$ distributions of the $`\mathrm{\Xi }`$ samples, and the resulting $`R^{}`$ are shown in Fig. 4. The $`\theta _{p\mathrm{\Lambda }}`$ distributions agree well, with a $`\chi ^2`$ per degree of freedom of 0.45. $`D`$ was found to be $`0.011\pm 0.009`$. This implied that $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$ was $`0.019\pm 0.015`$, which was consistent with the result obtained with the HMC method. As a check, another sample of $`\mathrm{\Xi }^{}`$ events was picked to repeat the measurement, which yielded a result of $`0.008\pm 0.015`$ for $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. Athough this normalization method constituted a powerful cross check for the HMC approach, it suffered from the fact that we had to rely on the measured value of $`\alpha _\mathrm{\Lambda }\alpha _\mathrm{\Xi }`$ to determine $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. Thus, we preferred to choose the result from the HMC method as our measurement for $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$.

In summary, we have searched for direct CP violation in non-leptonic decays of charged $`\mathrm{\Xi }`$ and $`\mathrm{\Lambda }`$ by determining the asymetry parameter $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. With approximately 70,000 $`\overline{\mathrm{\Xi }}^+`$ and 210,000 $`\mathrm{\Xi }^{}`$ decays, we obtained a result of $`0.012\pm 0.014`$ for $`A_{\mathrm{\Xi }\mathrm{\Lambda }}`$. Based on the result of $`A_\mathrm{\Lambda }`$ = $`0.013\pm 0.022`$ from PS185, we deduced $`A_\mathrm{\Xi }`$ to be $`0.025\pm 0.026`$. Our results are consistent with no CP violation at the $`10^2`$ level in the non-leptonic decays of charged $`\mathrm{\Xi }`$ and $`\mathrm{\Lambda }`$.

We would like to thank the staffs of Fermilab for their excellent support. This work was supported in part by the National Science Foundation, and the Director, Office of Science, Office of High Energy and Nuclear Physics, of the U.S. Department of Energy under Contract No. DE-AC03-76SF00098.