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# Do electroweak precision data and Higgs-mass constraints rule out a scalar bottom quark with mass of 𝒪(5G𝑒𝑉)?

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## Abstract

We study the implications of a scalar bottom quark, with a mass of $`𝒪(5\mathrm{G}eV)`$, within the MSSM. Light sbottoms may naturally appear for large $`\mathrm{tan}\beta `$ and, depending on the decay modes, may have escaped experimental detection. We show that a light sbottom cannot be ruled out by electroweak precision data and the bound on the lightest $`𝒞𝒫`$-even Higgs-boson mass. We infer that a light $`\stackrel{~}{b}`$ scenario requires a relatively light scalar top quark whose mass is typically about the top-quark mass. In this scenario the lightest Higgs boson decays predominantly into $`\stackrel{~}{b}`$ pairs and obeys the mass bound $`m_h\stackrel{<}{}\mathrm{\hspace{0.33em}123}\mathrm{G}eV`$.

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New light particles, with masses of the order of the weak scale, are an essential ingredient in any scenario beyond the standard model (SM) that leads to an explanation of the large hierarchy between the Planck mass and the weak scale. Although no clear evidence of such a particle has been reported so far, searches for new particles are usually performed under model-dependent assumptions and hence the quoted bounds may not be valid if these assumptions are relaxed. In particular, we shall investigate whether a light scalar bottom quark, $`\stackrel{~}{b}`$, with mass close to the bottom-quark mass, $`m_b`$, is consistent with present experimental data . A light $`\stackrel{~}{b}`$ is most naturally obtained within supersymmetric theories  for large values of $`\mathrm{tan}\beta `$, as required in minimal SO(10) scenarios . Supersymmetric theories have received much attention in the last years since they provide an elegant way to break the electroweak symmetry and to stabilize the huge hierarchy between the GUT and the Fermi scales; they also allow for a consistent unification of the gauge couplings. Supersymmetry (SUSY) predicts the existence of scalar partners to each SM fermion, and spin-1/2 partners to the gauge and Higgs bosons.

Scalar particles, like the $`\stackrel{~}{b}`$, have been searched for at current and past collider experiments. Despite being in the mass reach of these colliders, they may have been overlooked for several reasons. Bottom squarks give only a tiny contribution to the inclusive cross section for $`e^+e^{}`$ hadrons, smaller than two percent of the total quark contribution for five flavors of quarks, and therefore small compared to the experimental error in these measurements . Furthermore, due to a p-wave suppression of the fermion contribution to its decay width, a $`\stackrel{~}{b}\overline{\stackrel{~}{b}}`$ resonance would be difficult to extract from background . Concerning the semileptonic decay of the $`\stackrel{~}{b}`$, $`\stackrel{~}{b}cl`$ \+ missing energy, if its branching ratio is small, for instance of about the bottom quark one, the exclusion bound derived by the CLEO collaboration does not apply . If, on the other hand, the light $`\stackrel{~}{b}`$ decays into a light quark and missing energy, due to its small mass and the small mass splitting between the $`\stackrel{~}{b}`$ and its decay products, it cannot be detected through missing energy searches in $`e^+e^{}`$ or hadron colliders . If, instead, the $`\stackrel{~}{b}`$ decays fully hadronically with no missing energy, it will remain undetected due to its small contribution to the hadronic cross section at hadron and lepton colliders. Finally, the presence of a light $`\stackrel{~}{b}`$ will slightly affect the extrapolated value of the electromagnetic and strong gauge couplings, $`\alpha _{em}`$ and $`\alpha _s`$, at the scale $`M_Z`$: the variation induced on $`\alpha _{em}(M_Z)`$ is smaller than the difference between the two most commonly used values of $`\alpha _{em}(M_Z)`$ . The variations of both $`\alpha _{em}`$ and $`\alpha _s(M_Z)`$ are smaller than the present error on the respective coupling .

On the other hand, the hadronic observables measured with high precision at the $`Z`$ peak at LEP1  impose tight and fairly model-independent constraints on this kind of new physics, provided that the $`\stackrel{~}{b}`$ couples with sufficient strength to the $`Z`$. A necessary condition for such a scenario within the minimal supersymmetric standard model (MSSM) to be phenomenologically viable is thus a relatively small coupling of the $`\stackrel{~}{b}`$ to the $`Z`$ boson. The squark couplings to the $`Z`$ depend on the mixing angle, $`\theta _{\stackrel{~}{q}}`$,

$`g_{Z\stackrel{~}{q}_1\stackrel{~}{q}_1}`$ $``$ $`g\left(T_3\mathrm{cos}^2\theta _{\stackrel{~}{q}}Q_{\stackrel{~}{q}}\mathrm{sin}^2\theta _W\right),`$ (1)
$`g_{Z\stackrel{~}{q}_1\stackrel{~}{q}_2}`$ $``$ $`gT_3\mathrm{sin}\theta _{\stackrel{~}{q}}\mathrm{cos}\theta _{\stackrel{~}{q}},`$ (2)
$`g_{Z\stackrel{~}{q}_2\stackrel{~}{q}_2}`$ $``$ $`g\left(T_3\mathrm{sin}^2\theta _{\stackrel{~}{q}}Q_{\stackrel{~}{q}}\mathrm{sin}^2\theta _W\right),`$ (3)
where $`\mathrm{sin}^2\theta _Ws_W^2=1M_W^2/M_Z^2`$; in the following the shorthand notation $`s_{\stackrel{~}{q}}\mathrm{sin}\theta _{\stackrel{~}{q}}`$ and $`c_{\stackrel{~}{q}}\mathrm{cos}\theta _{\stackrel{~}{q}}`$ is used. In the particular case of the $`\stackrel{~}{b}`$, $`Q_{\stackrel{~}{b}}=1/3`$, $`T_3=1/2`$, and hence an exact cancellation of the coupling of the lightest $`\stackrel{~}{b}`$, $`\stackrel{~}{b}_2`$, to the $`Z`$ is achieved in lowest order when $`s_{\stackrel{~}{b}}^2=2/3s_W^2`$, i.e. $`|s_{\stackrel{~}{b}}|0.38`$. Similarly, an exact cancellation for the lightest $`\stackrel{~}{t}`$, $`\stackrel{~}{t}_1`$, yields $`c_{\stackrel{~}{t}}^2=4/3s_W^2`$. For our conventions in the squark sector, see Ref. .

Besides the constraints from the direct search and from $`Z`$-peak observables for the $`\stackrel{~}{b}`$, the considerable splitting between the masses in the scalar bottom and top sector, which are necessary to avoid direct observation of at least one of these particles at LEP, gives rise to sensitive restrictions from virtual effects to electroweak precision observables, e.g. $`\mathrm{sin}^2\theta _{\mathrm{eff}}`$, $`M_W`$, $`\mathrm{\Gamma }_l`$, via contributions to the $`\rho `$-parameter. Therefore, it is of interest to investigate whether a $`\stackrel{~}{b}`$ almost mass-degenerate with the bottom quark is consistent with the strong constraints from electroweak precision data. A further crucial question is whether a light $`\stackrel{~}{b}`$ scenario can give rise to a sufficiently large value for the lightest $`𝒞𝒫`$-even Higgs-boson mass in the MSSM in view of the bounds arising from the Higgs searches at LEP. The latter constraints have meanwhile ruled out a considerable part of the parameter space, even in the unconstrained MSSM (in which no assumptions about the underlying SUSY-breaking mechanism are made) . The present bound on the SM Higgs mass from the direct search is $`M_H>113.3\mathrm{G}eV`$ at 95% C.L. . The upper bound on the lightest $`𝒞𝒫`$-even Higgs mass within the MSSM is $`m_h\stackrel{<}{}\mathrm{\hspace{0.33em}130}\mathrm{G}eV`$ for $`m_t=175\mathrm{G}eV`$. This bound arises from the theoretical prediction of $`m_h`$ in the MSSM up to the two-loop level .

As a first step in our analysis we have calculated the production cross section for light scalar bottoms as a function of the effective $`Z\stackrel{~}{b}_2\stackrel{~}{b}_2`$ coupling (throughout this paper we use the tree-level notation for this coupling, although it can be viewed as an effective coupling containing loop corrections). As an additional scenario to the case where this coupling precisely vanishes, we have taken the sbottom mixing in the range $`|s_{\stackrel{~}{b}}|0.3`$–0.45. If the $`\stackrel{~}{b}`$ would decay with a small semileptonic decay width, in a way similar to the bottom quark, it would mainly affect observables associated with bottom production, as discussed below. Analyzing the corresponding effects on the relevant $`Z`$ peak observables, $`R_b`$, $`R_c`$, $`R_l`$, $`A_{FB}^b`$, $`A_b`$, $`\mathrm{\Gamma }_{\mathrm{had}}`$, $`\mathrm{\Gamma }_Z`$ and $`\sigma _{\mathrm{had}}`$, for $`|s_{\stackrel{~}{b}}|`$ = 0.3, 0.45 we find the following results for the comparison of the data with the predictions, given in units of standard deviations: $`\delta R_b=0.40\sigma (1.0\sigma )`$, $`\delta R_c=1.01\sigma (1.04\sigma )`$, $`\delta R_l=0.62\sigma (1.08\sigma )`$, $`\delta A_{FB}^b=2.33\sigma (2.42\sigma )`$, $`\delta A_b=0.48\sigma (0.55\sigma )`$, $`\delta \mathrm{\Gamma }_{\mathrm{had}}=0.09\sigma (0.57\sigma )`$, $`\delta \mathrm{\Gamma }_Z=0.85\sigma (0.43\sigma )`$, $`\delta \sigma _{\mathrm{had}}=1.87\sigma (1.62\sigma )`$. The values in brackets correspond to the SM predictions . The agreement of the predictions with the data improves over the SM case for most observables. Lowering $`\alpha _s`$ by $`0.0018`$ ($`0.6\sigma `$, $`R_l`$, $`\mathrm{\Gamma }_{\mathrm{had}}`$, $`\mathrm{\Gamma }_Z`$ and $`\sigma _{\mathrm{had}}`$ would reach their SM values, whereas $`R_b`$, $`R_c`$, $`A_{FB}`$ and $`A_b`$ would to a good approximation keep the above improved values. Thus, a small but non-vanishing coupling of the light $`\stackrel{~}{b}`$ to the $`Z`$ not only is compatible with the hadronic observables at the $`Z`$ peak, but may even slightly improve the agreement with the data. Since the shifts discussed here are small, the overall quality of a global fit to all data is expected to change only slightly. The same is true if, alternatively, the sbottom decays only hadronically.

As a second step in our analysis, we investigate the constraints from $`\mathrm{\Delta }\rho `$ and the Higgs mass limit for the two cases:

* Vanishing coupling of $`\stackrel{~}{b}_2`$ and $`\stackrel{~}{t}_1`$ to the $`Z`$ boson, $`s_{\stackrel{~}{b}}=\pm \sqrt{2/3}s_W`$, $`c_{\stackrel{~}{t}}=\pm \sqrt{4/3}s_W`$.
* Small $`Z\stackrel{~}{b}_2\stackrel{~}{b}_2`$ couplings corresponding to the range of mixing angles $`|s_{\stackrel{~}{b}}|0.3`$–0.45. No constraints on the $`Z\stackrel{~}{t}_1\stackrel{~}{t}_1`$ coupling are imposed.

In the analysis below, $`m_{\stackrel{~}{b}_2}`$ has been fixed to $`4\mathrm{G}eV`$, but varying this mass by a few GeV would not qualitatively change our results. Since we also restrict $`s_{\stackrel{~}{b}}`$ as specified above, in principle there are four more free parameters left in the scalar bottom and top sector, $`m_{\stackrel{~}{b}_1}`$, $`m_{\stackrel{~}{t}_1}`$, $`m_{\stackrel{~}{t}_2}`$ and $`s_{\stackrel{~}{t}}`$. The relation between these parameters in the mass-eigenstate basis and the ones in the basis of the current eigenstates $`\stackrel{~}{b}_L,\stackrel{~}{b}_R`$, $`\stackrel{~}{t}_L,\stackrel{~}{t}_R`$ is given by the mixing matrices

$$_{\stackrel{~}{q}}^2=\left(\begin{array}{cc}M_{\stackrel{~}{q}_L}^2+m_q^2+D_{\stackrel{~}{q}_L}& m_qX_q\\ m_qX_q& M_{\stackrel{~}{q}_R}^2+m_q^2+D_{\stackrel{~}{q}_R}\end{array}\right)$$
(4)
for $`q=t,b`$, and $`X_t=A_t\mu \mathrm{cot}\beta `$, $`X_b=A_b\mu \mathrm{tan}\beta `$. The D-term contributions $`D_{\stackrel{~}{q}_{L,R}}`$ have not explicitly been written. In the above, $`A_{t,b}`$ denote the trilinear Higgs–$`\stackrel{~}{t}`$, –$`\stackrel{~}{b}`$ couplings, respectively, and $`\mu `$ is the Higgs mixing parameter. SU(2) gauge invariance leads to the relation $`M_{\stackrel{~}{t}_L}=M_{\stackrel{~}{b}_L}`$. Thus only three of the four parameters $`m_{\stackrel{~}{b}_1}`$, $`m_{\stackrel{~}{t}_1}`$, $`m_{\stackrel{~}{t}_2}`$, $`s_{\stackrel{~}{t}}`$ are independent.

Since the heavier $`\stackrel{~}{b}`$ has not been observed at LEP2, and it can in principle be produced in association with the lighter one, its mass should be larger than (conservatively) $``$200 GeV. Neglecting terms of order $`m_{\stackrel{~}{b}_2}^2/m_{\stackrel{~}{b}_1}^2`$, the mass of the heavier $`\stackrel{~}{b}`$ is given as $`m_{\stackrel{~}{b}_1}^2=m_bX_b/(s_{\stackrel{~}{b}}c_{\stackrel{~}{b}})`$. In order to generate a sufficiently large value of $`m_{\stackrel{~}{b}_1}`$, relatively large values of $`X_b`$ are required. They can naturally be obtained for values of $`|\mu |`$ and $`A_b`$ around the squark masses if $`\mathrm{tan}\beta |s_{\stackrel{~}{b}}c_{\stackrel{~}{b}}|m_{\stackrel{~}{b}_1}/m_b`$, where $`m_b3\mathrm{G}eV`$ is the $`\overline{\mathrm{MS}}`$ running bottom mass at the weak scale. For heavy $`\stackrel{~}{b}_1`$ masses of order 400 GeV and $`\stackrel{~}{b}`$ mixing angles of the cases (I, II), this implies values of $`\mathrm{tan}\beta \stackrel{>}{}\mathrm{\hspace{0.33em}30}`$.

Concerning the constraints from contributions of the $`\stackrel{~}{t}`$$`\stackrel{~}{b}`$ sector to $`\mathrm{\Delta }\rho `$, the present data leave some room for a small but non-zero contribution to $`\mathrm{\Delta }\rho `$. We use $`2\times 10^3`$ as upper bound for SUSY contributions . We have checked that a limit on $`\mathrm{\Delta }\rho ^{\mathrm{SUSY}}`$ as tight as $`3\times 10^4`$ does not qualitatively change our results.

Regarding the Higgs mass constraints, beyond the tree level, the main correction to $`m_h`$ stems from the $`t`$$`\stackrel{~}{t}`$ sector and, for large values of $`\mathrm{tan}\beta `$, also from the $`b`$$`\stackrel{~}{b}`$ sector. For a light $`\stackrel{~}{t}`$ and $`\stackrel{~}{b}`$ sector, the Higgs tends to be light. For large values of $`\mathrm{tan}\beta `$ and $`M_A`$, however, the Higgs may be heavy enough to avoid LEP constraints, but tends naturally to be in the range 110–120 GeV. Concerning the bounds obtained at LEP2, one should note that the off-diagonal term in the $`\stackrel{~}{b}`$ mass matrix of the order of the square of the weak scale (i.e. a large value of $`(\mu \mathrm{tan}\beta )`$) results in a large coupling of these sbottoms to the lightest $`𝒞𝒫`$-even Higgs boson. Therefore, for large $`\mathrm{tan}\beta `$ and $`M_A`$ the width of its decay into sbottoms,

$$\mathrm{\Gamma }(h\stackrel{~}{b}_2\overline{\stackrel{~}{b}}_2)G_F\sqrt{2}(m_b\mu \mathrm{tan}\beta s_{\stackrel{~}{b}}c_{\stackrel{~}{b}})^2/(8\pi m_h),$$
(5)
will be much larger than the corresponding one into bottoms, $`\mathrm{\Gamma }(hb\overline{b})G_F\sqrt{2}(m_hm_b^2)/(4\pi )`$.

The limits from LEP will depend strongly on the decay modes of the sbottoms. As a conservative bound, we adopt the present lower bound on the Higgs boson of the SM at LEP2, $`m_h\stackrel{>}{}\mathrm{\hspace{0.33em}113.3}`$ GeV . This is consistent with the assumption that the light $`\stackrel{~}{b}`$ decay channels are similar to the bottom quark ones. However, if it decayed fully hadronically with no missing energy or into down (or strange) quarks and missing energy, considerably weaker Higgs mass bounds would be obtained.

For the case of a very light $`\stackrel{~}{b}`$, with a non-negligible component on the left-handed $`\stackrel{~}{b}`$, the constraint from the $`\rho `$-parameter demands a relatively light $`\stackrel{~}{t}`$. The simultaneous requirement that the lightest $`𝒞𝒫`$-even Higgs mass should be above the experimental bound leads to strong restrictions in the $`\stackrel{~}{t}`$ sector. In the numerical analysis, we use the following parameters: $`m_t=174.3\mathrm{G}eV`$, $`m_b=3\mathrm{G}eV`$, $`\mathrm{tan}\beta =40`$, $`M_A=800\mathrm{G}eV`$, $`m_{\stackrel{~}{g}}=200\mathrm{G}eV`$, $`\mu =\pm 250\mathrm{G}eV`$, $`M_2=200\mathrm{G}eV`$. We have chosen a large value for $`M_A`$, yielding that the upper bound for $`m_h`$ within this scenario is only weakly dependent on the actual value of this parameter . The dependence on $`m_{\stackrel{~}{g}}`$, $`\mu `$ and $`M_2`$ is also weak.

The theoretical predictions for $`m_h`$ employed here are based on the two-loop results of Refs. , implemented in the programs FeynHiggs  and subhpole . We have checked that the results for $`m_h`$ obtained with the two programs are close to each other and therefore lead to similar conclusions. $`\mathrm{\Delta }\rho ^{\mathrm{SUSY}}`$, including leading two-loop contributions , has been evaluated with FeynHiggs.

The analysis is performed for the cases (I, II) defined above. It should be emphasized that, although case (I) seems highly constrained, starting from the requirement of a small $`\stackrel{~}{b}_2`$ mass and a vanishing coupling to the $`Z`$, and requiring the left-handed $`\stackrel{~}{t}`$ mass to be larger than the right-handed one, most solutions to the precision observables and Higgs mass constraints would lead to a small coupling of the lightest $`\stackrel{~}{t}`$ to the $`Z`$.

In Fig. 1 the allowed parameter regions for $`m_{\stackrel{~}{t}_1}`$ and $`m_{\stackrel{~}{t}_2}`$ for the cases (I) and (II) are shown, obeying the $`m_h`$ and $`\mathrm{\Delta }\rho ^{\mathrm{SUSY}}`$ constraints. For both cases a considerable part of the parameter space is consistent with the constraints. In case (I) the allowed regions are $`70\mathrm{G}eV\stackrel{<}{}m_{\stackrel{~}{t}_1}\stackrel{<}{}\mathrm{\hspace{0.33em}220}\mathrm{G}eV`$, $`450\mathrm{G}eV\stackrel{<}{}m_{\stackrel{~}{t}_2}\stackrel{<}{}\mathrm{\hspace{0.33em}600}\mathrm{G}eV`$. In case (II) the $`\stackrel{~}{t}`$ masses obey the constraints for $`70\mathrm{G}eV\stackrel{<}{}m_{\stackrel{~}{t}_1}`$ $`\stackrel{<}{}\mathrm{\hspace{0.33em}330}\mathrm{G}eV`$, $`400\mathrm{G}eV\stackrel{<}{}m_{\stackrel{~}{t}_2}`$, and we considered values of $`m_{\stackrel{~}{t}_2}1000\mathrm{G}eV`$.

In Fig. 2 the allowed parameter regions for $`m_h`$ are shown. In case (I) the lightest $`𝒞𝒫`$-even Higgs will always be lighter than 120 GeV, while in case (II) slightly larger values of $`m_h`$ can be obtained, $`m_h\stackrel{<}{}\mathrm{\hspace{0.33em}123}`$ GeV. If the light sbottoms decay in a way similar to the $`b`$ quarks, this offers good chances for the Higgs boson discovery at the Tevatron or the LHC, using its associated production with the gauge bosons  or with the top quark .

Scalar top masses below or about $`100\mathrm{G}eV`$ are constrained by LEP data. This mainly applies to case (II), in which no constraints on the $`Z\stackrel{~}{t}_1\stackrel{~}{t}_1`$ coupling were imposed, therefore allowing for larger contributions from $`Z`$ exchange to the $`\stackrel{~}{t}_1\stackrel{~}{t}_1`$ production cross section. It follows from Figs. 1 and 2 that only small changes would be obtained if this bound were applied.

Let us stress that the fine-tuning of the parameters necessary to accomodate a $`\stackrel{~}{b}`$ mass of about $`m_b`$ is about the same as the one necessary to realize the SM with new physics arising at energies of about a few TeV. Concerning the mixing in the $`\stackrel{~}{b}`$ and $`\stackrel{~}{t}`$ sector, the analysis of case (II) shows that the mixing angles can be varied over a considerable range, e.g. $`|s_{\stackrel{~}{b}}|0.3`$–0.45, without leading to conflicts with the experimental constraints. The fact that not much fine tuning is necessary is reflected in the large amount of experimentally consistent models (see Figs. 1 and 2).

In conclusion, a light $`\stackrel{~}{b}`$ within the MSSM cannot at present be ruled out by the electroweak precision data and the Higgs mass constraints from LEP2. Even in the most extreme case of vanishing couplings of the lightest $`\stackrel{~}{t}`$ and the lightest $`\stackrel{~}{b}`$ to the $`Z`$, an allowed parameter region within the MSSM is found, resulting in an upper value for $`m_h`$, $`m_h\stackrel{<}{}\mathrm{\hspace{0.33em}120}\mathrm{G}eV`$, for $`m_t=174.3\mathrm{G}eV`$. If the light $`\stackrel{~}{b}`$ decays like a $`b`$ quark and has a small but non-vanishing coupling to the $`Z`$ boson, this may even yield a slightly better agreement of the $`Z`$ peak observables with the experimental data than in the SM. In this case $`m_h`$ is restricted to be $`m_h\stackrel{<}{}\mathrm{\hspace{0.33em}123}\mathrm{G}eV`$. An important finding in both cases is that the scenario with a $`\stackrel{~}{b}`$ almost mass-degenerate to the $`b`$ quark requires, in general, also a light $`\stackrel{~}{t}`$ whose mass is typically around the $`t`$ quark mass. If it is light enough, such a $`\stackrel{~}{t}`$ should be accessible at Run II of the Tevatron. If the sbottoms decay similarly to $`b`$ quarks, these light stops and sbottoms could contribute to the third-generation quark cross sections, whereas the measured Tevatron cross sections are, in general, larger than the SM expectations . Besides promising very interesting phenomenological implications for Run II of the Tevatron and for the LHC, a scenario with a light $`\stackrel{~}{b}`$ could also be studied in detail at the upcoming $`b`$ factories.

G.W. thanks G. Buchalla, A. Dedes, H. Dreiner, M.L. Mangano and D. Zeppenfeld for interesting discussions. S.H. thanks H. Eberl, S. Kraml and C. Schappacher for technical support. C.W. and M.C. thank E. Berger, B. Dobrescu, B. Harris, D. Kaplan, H. Logan, J. Lykken, S. Martin, K. Matchev, S. Mrenna, U. Nierste, M. Schmitt, Z. Sullivan, T. Tait, D. Wackeroth and G. Wolf for stimulating discussions and comments. Work supported in part by US DOE, Div. of HEP, Contr. W-31-109-ENG-38.


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# 1 Introduction

## 1 Introduction

It is generally believed that string theory and M theory have no dimensionless parameters, except those that arise as the vacuum values of scalar fields. On the other hand, each of them seems to have a fundamental length scale $`\mathrm{}`$, namely the string scale or the eleven-dimensional Planck scale. In this brief talk, I would like to draw your attention to a proposal, due to Hull , to take $`\mathrm{}\mathrm{}`$. If such a limit exists, it would send all masses to zero, and it should lead to a conformally invariant theory. The resulting theory could be regarded as an unbroken symmetry limit of string theory or M theory. As such, it might be, in some sense, more fundamental. The specific proposal of Hull, which I will describe in this talk, starts with the maximally supersymmetric theory in five dimensions. Then, according to the proposal, the limit $`\mathrm{}\mathrm{}`$ corresponds to decompactification of a sixth dimension. In the limit one should then be left with a conformally invariant theory in six dimensions. This (conjectured) theory has a number of unusual features. Clearly, more study is required to decide whether this theory really exists, and if so to understand its properties better.

## 2 Dynamically Generated Dimensions

As we have learned in recent years, there are numerous instances where a dual viewpoint reveals additional compact dimensions. The best-known example is Type IIA superstring theory in 10 dimensions. As Townsend and Witten showed, when one goes beyond perturbation theory this is better viewed as M theory compactified on a circle. The radius of the circle is $`R=\mathrm{}_sg_s`$, where $`g_s`$ is the string coupling constant and $`\mathrm{}_s`$ is the fundamental string scale. There are also more complicated examples that exhibit similar features. For example, the heterotic string compacted on a three-torus is dual to M theory compactified on K3. In this case the volume of the K3 is proportional to $`\mathrm{}_s^4g_s`$. A third example is a duality between heterotic string theory compactified on a five-torus and the IIB superstring theory compactified on K3 times a circle. In this case, the radius of the circle is given by $`R=\mathrm{}_sg_s`$, where $`g_s`$ is the heterotic string coupling constant. In each of these three examples, the size of compact dimensions is dual to the string coupling constant, so that decompactification occurs in the strong-coupling limit. Of course, the string coupling constant is determined as the vacuum value of a scalar field (the dilaton). In the dual theory this field is identified as one of the components of the metric, and there is no additional scalar field.

There is another example of a dynamically generated dimension that is a better prototype for Hull’s proposal. Consider maximally supersymmetric Yang–Mills theory in five dimensions. This is non-renormalizable, of course, so one expects to find new dynamics in the ultraviolet. In this case, it is known exactly what that dynamics must be. Namely, there is a circular sixth dimension, whose radius is determined by the Yang–Mills coupling constant $`R=g_{YM}^2`$. In the strong-coupling limit the circle decompactifies and one is left with a superconformal field theory in six dimensions. There are several considerations that support this interpretation. For one thing, the five-dimensional theory has “solitonic instantons” whose mass is proportional to $`g_{YM}^2`$. Identifying these as Kaluza–Klein excitations leads to the identification of KK charge with instanton number, and gives the relation $`R=g_{YM}^2`$. A second way of thinking about this is in terms of $`N`$ D4-branes in Type IIA superstring theory. Their world volume has a maximally supersymmetric $`U(N)`$ Yang–Mills theory in five dimensions. However, from the M theory viewpoint, a D4-brane is really an M5-brane with one dimension wrapped on the circular dimension. Combining the D-brane formula $`g_{YM}^2=g_s\mathrm{}_s`$ with the relation $`R=g_s\mathrm{}_s`$, discussed in the previous paragraph, again gives $`R=g_{YM}^2`$. In the limit one is left with $`N`$ coincident M5-branes embedded in eleven-dimensional spacetime. Their world volume theory is known from other considerations (such as AdS/CFT duality) to be superconformal. The salient difference between this example and those of the previous paragraph is that from the viewpoint of the 5d theory the coupling constant is a dimensionful parameter of the theory, rather that the value of a scalar field. In the limit, the only scale of the theory is removed, which is crucial for the limiting theory to be conformal. Eleven-dimensional M theory, by contrast, has a scale and is not conformal.

## 3 Supermultiplets in Five and Six Dimensions

The little group that classifies massless particles in five dimensions is $`SO(3)SU(2)`$, whereas in six dimensions it is $`SO(4)SU(2)\times SU(2)`$. In terms of supermultiplets, when a D4-brane decompactifies to give an M5-brane, a vector supermultiplet in five dimensions ($`V_5`$) turns into a tensor supermultiplet in six dimensions ($`T_6`$). In terms of its $`SU(2)`$ content:

$$V_5=[\mathrm{𝟑}+5\mathrm{𝟏}]+[4\mathrm{𝟐}],$$
(1)
where we have grouped the eight bosons and eight fermions separately. Similarly, the $`T_6`$ multiplet has the $`SU(2)\times SU(2)`$ content:

$$T_6=[(\mathrm{𝟑},\mathrm{𝟏})+5(\mathrm{𝟏},\mathrm{𝟏})]+[4(\mathrm{𝟐},\mathrm{𝟏})].$$
(2)
The $`T_6`$ supermultiplet has $`[2,0]`$ supersymmetry, which means that both supercharges have the same chirality. It should be contrasted with the $`[1,1]`$ vector supermultiplet

$$V_6=[(\mathrm{𝟐},\mathrm{𝟐})+4(\mathrm{𝟏},\mathrm{𝟏})]+[2(\mathrm{𝟐},\mathrm{𝟏})+2(\mathrm{𝟏},\mathrm{𝟐})],$$
(3)
which can be obtained by dimensional reduction of a ten-dimensional vector supermultiplet. It appears on the world volume of type IIB 5-branes.

Maximal supergravity in six dimensions has $`[2,2]`$ supersymmetry. It can be regarded as the low energy effective description of M theory compactified on a five-torus or of type IIB compactified on a four-torus. The particle content can be obtained by forming tensor products of the multiplets given above $`SG_6=V_6V_6=T_6\stackrel{~}{T}_6`$. By $`\stackrel{~}{T}_6`$ we mean the $`[0,2]`$ tensor supermultiplet with reversed chirality. Either way, one finds that

$$SG_6=[(\mathrm{𝟑},\mathrm{𝟑})+5(\mathrm{𝟑},\mathrm{𝟏})+5(\mathrm{𝟏},\mathrm{𝟑})+16(\mathrm{𝟐},\mathrm{𝟐})+25(\mathrm{𝟏},\mathrm{𝟏})]$$
(4)
$$+[4(\mathrm{𝟒},\mathrm{𝟏})+4(\mathrm{𝟏},\mathrm{𝟒})+24(\mathrm{𝟐},\mathrm{𝟏})+24(\mathrm{𝟏},\mathrm{𝟐})].$$

As a check, note that there are 128 bosons and 128 fermions. The theory has U duality group $`SO(5,5;Z)`$, and the 25 scalars take values in the moduli space

$$SO(5,5;Z)\backslash SO(5,5)/SO(5)\times SO(5).$$
(5)
Reduction on another circle gives the five-dimensional supergravity multiplet

$$SG_5=[\mathrm{𝟓}+27\mathrm{𝟑}+42\mathrm{𝟏}]+[8\mathrm{𝟒}+48\mathrm{𝟐}].$$
(6)
This theory has U duality group $`E_6(Z)`$ and the 42 scalars take values in the moduli space

$$E_6(Z)\backslash E_{6,6}/USp(8).$$
(7)
In addition to the $`[2,2]`$ supergravity multiplet $`SG_6=V_6V_6=T_6\stackrel{~}{T}_6`$, one can also form exotic supermultiplets with the same amount of supersymmetry. Specifically, $`V_6T_6`$ has $`[3,1]`$ supersymmetry and $`T_6T_6`$ has $`[4,0]`$ supersymmetry. The particle content in the latter case is

$$[(\mathrm{𝟓},\mathrm{𝟏})+27(\mathrm{𝟑},\mathrm{𝟏})+42(\mathrm{𝟏},\mathrm{𝟏})]+[8(\mathrm{𝟒},\mathrm{𝟏})+48(\mathrm{𝟐},\mathrm{𝟏})].$$
(8)
Note the similarity to the five-dimensional supergravity multiplet, now with all the spin in the left $`SU(2)`$ factor. This is the same as the relationship between the supermultiplets $`V_5`$ and $`T_6`$.

## 4 Hull’s Proposal

We are now in a position to state Hull’s proposal. He suggests that the five-dimensional theory (M theory compactified on a six-torus or IIB theory compactified on a five-torus) has a scaling limit $`\mathrm{}\mathrm{}`$ that results in a six-dimensional theory with $`[4,0]`$ supersymmetry. In fact, $`\mathrm{}`$ should correspond to the radius of a circular sixth dimension, much as $`g_{YM}^2`$ did in the previous discussion. In the limit, all excitations of the string theory, perturbative and nonperturbative, become massless. So Hull conjectures that the resulting theory is superconformal. Incidentally, a theory with $`[m,n]`$ supersymmetry has an R-symmetry group $`USp(2m)\times USp(2n)`$. Theories with $`[3,1]`$ or $`[2,2]`$ supersymmetry cannot be superconformal, simply because there is no appropriate supergroup containing these R symmetry groups.

One encouraging fact is that there is a plausible supergroup that contains the $`USp(8)`$ R-symmetry group, namely $`OSp(6,2|8)`$, to describe the superconformal symmetry. A striking feature of this supergroup is that it contains 64 fermionic generators – the 32 Poincaré supersymmetries plus 32 additional conformal supersymmetries. We have not previously seen any sensible theories with more than 32 fermionic generators (in my opinion), so according to taste, this is either a remarkable possibility or a cause for concern. The complete massless sector in six dimensions is not easily described, but it should contain the $`[4,0]`$ supermultiplet of the previous section. Moreover, the $`E_6(Z)`$ is present for all $`\mathrm{}`$, so it seems reasonable to conjecture that it is also an exact symmetry in the limit.

One of the striking features of the $`[4,0]`$ supermultiplet (8) is that it does not contain a conventional graviton. A graviton has spin $`(\mathrm{𝟑},\mathrm{𝟑})`$, whereas the $`[4,0]`$ supermultiplet contains $`(\mathrm{𝟓},\mathrm{𝟏})`$ instead. On reduction to five dimensions this gives the graviton, but no accompanying Kaluza–Klein vector or scalar. This fact has several implications. For one thing, the theory cannot be based on conventional Riemannian geometry. It is an interesting challenge to figure out what replaces it. Compactification on a circle gives an effective five-dimensional theory that does have a conventional geometric description. What is unusual is that the radius of the circle is not a modulus (there is no corresponding scalar field), rather it defines a fundamental scale. Also, as there is no Kaluza–Klein gauge field associated to the circle, the KK conserved charge stems from topology rather than coupling to a gauge field.

Note that the limiting theory seems to have an infinite massless spectrum. This may seem disturbing, but it is analogous to the strong coupling limit of five-dimensional super Yang–Mills. The superconformal theory associated with $`N`$ coincident M5-branes also involves tensionless strings. As in that case, one does not expect to be able to describe the theory by an explicit action based on a local Lagrangian density. Hull refers to the mysterious interactions of theories like this as “M interactions”. So, he argues, this theory also has M interactions. As we have learned from the study of other conformal field theories, the physically meaningful quantities to compute are correlation functions of gauge invariant operators. It might be worthwhile to think about this theory from that viewpoint.

The main reason we have learned so much about conformal field theories in recent years is through AdS/CFT duality. When one proposes a new CFT it is now natural to ask whether it might have an AdS dual. Hull has considered the possibility that this might be the case for this theory. However, this would seem to require a theory defined on an AdS7 space times a compact space whose isometries account for the $`USp(8)`$ R symmetry. Moreover, this theory would need to have 64 linearly realized supersymmetries. To me, this sounds like a tall order. However, one can reject this, and still entertain the possibility that the rest of the story is true.

## 5 A Possible Problem

Hull’s theory, compactified on a circle, corresponds to M theory on a six-torus, and has the U duality group $`E_6(Z)`$. Similarly, Hull’s theory compactified on a two-torus should correspond to M theory compactified on a seven-torus, and should therefore have the U duality group $`E_7(Z)`$. However, $`E_7`$ does not contain $`E_6\times SL_2`$ as a subgroup. This suggests that Hull’s theory does not give the usual $`SL(2,Z)`$ modular group for the two-torus.222This arose in a discussion with E. Witten. It seems that are two possibilities (both of which were suggested to me by Hull). Either the $`SL(2,Z)`$ duality is not required, because Hull’s theory does not have conventional geometry, or the theory in four dimensions has an additional $`SL(2,Z)`$ duality that has not been noticed. Either way we would learn something very interesting.

## 6 Conclusion

We have long suspected that string theory should have a limit in which all gauge symmetries are unbroken. Hull’s theory, if it exists, would be a candidate to play this role. A natural question in this regard is to identify what the unbroken gauge group is. At the least, it should incorporate all the gauge symmetries associated with all the excited states of all the different strings in five dimensions, whose charges form a 27 of $`E_{6,6}`$. Maybe there is a nice answer.

One important issue is the origin of the Kaluza–Klein excitations from the five-dimensional viewpoint. In other words, what is the analog of D0-branes in type IIA superstring theory? Hull has identified the 5d charge that becomes the KK momentum of the six-dimensional $`[4,0]`$ theory and shown that it is carried by gravitational-instanton solitons. Indeed, U duality implies that states carrying these charges must be present in five dimensions. These states still need to be better understood.

Hull’s proposal seems to me to be potentially very important. The question that needs to be answered first is whether the theory exists. I have not yet formed a strong opinion one way or the other.

## Acknowledgments

I am grateful to E. Witten and C. Hull for discussions.


text:
# Depinning of an anisotropic interface in random media: The tilt effect

## Abstract

We study the tilt dependence of the pinning-depinning transition for an interface described by the anisotropic quenched Kardar-Parisi-Zhang equation in 2+1 dimensions, where the two signs of the nonlinear terms are different from each other. When the substrate is tilted by $`m`$ along the positive sign direction, the critical force $`F_c(m)`$ depends on $`m`$ as $`F_c(m)F_c(0)|m|^{1.9(1)}`$. The interface velocity $`v`$ near the critical force follows the scaling form $`v|f|^\theta \mathrm{\Psi }_\pm (m^2/|f|^{\theta +\varphi })`$ with $`\theta =0.9(1)`$ and $`\varphi =0.2(1)`$, where $`fFF_c(0)`$ and $`F`$ is the driving force.

PACS numbers: 68.35.Fx, 05.40.+j, 64.60.Ht

The pinning-depinning (PD) transition from a pinned to a moving state is of interest due to its relevance to many physical systems. Typical examples include interface growth in porous (disordered) media under external pressure , dynamics of a domain wall under external field , dynamics of a charge density wave under external field , and vortex motion in superconductors under external current . In the PD transition, there exists a critical value, $`F_c`$, of the external driving force $`F`$, such that for $`F<F_c`$ the interface (or charge, or vortex) is pinned by the disorder, while for $`F>F_c`$, it moves forward with a constant velocity $`v`$, leading to a transition across $`F_c`$. The velocity $`v`$ plays the role of the order parameter and typically behaves as

$$v(FF_c)^\theta $$
(1)
with the velocity exponent $`\theta `$.

The interface dynamics in disordered media may be described via the Langevin-type continuum equation for the interface position $`h(x,t);`$

$$_th(x,t)=𝒦[h]+F+\eta (x,h).$$
(2)
The first term on the right hand side of Eq. (2) describes the configuration dependent force, the second is the external driving force, and the last, the quenched random noise, independent of time, describes the fluctuating force due to randomness or impurities in the medium. The random noise is assumed to have the properties, $`\eta (x,h)=0`$ and $`\eta (x,h)\eta (x^{},h^{})=2D\delta ^d(xx^{})\delta (hh^{}),`$ where the angular brackets represent the average over different realizations and $`d`$ is the substrate dimension. When $`𝒦[h]=\nu ^2h,`$ the resulting linear equation is called the quenched Edwards-Wilkinson equation (QEW) .

Recently, a couple of stochastic models mimicking the interface dynamics in disordered media have been introduced , displaying the PD transition different from the QEW universality behavior . It was proposed that the models are described by the Kardar-Parisi-Zhang equation with quenched noise (QKPZ) , where

$$𝒦[h]=\nu ^2h+\frac{\lambda }{2}(h)^2.$$
(3)
The nonlinear term comes from the anisotropic nature of disordered medium, thus non-vanishing at the critical force $`F_c`$ as shown by Tang et al.  in the context of vortex dynamics. When effective pinning force in the random impurity takes the form $`(\mathrm{\Delta }_h+s^2\mathrm{\Delta }_x)^{2/3}/(1+s^2)^{2/3}`$, where $`s_xh`$ is the local slope and $`\mathrm{\Delta }_h^{1/2}`$ and $`\mathrm{\Delta }_x^{1/2}`$ are the amplitudes of random forces in the $`h`$ and $`x`$ directions, respectively, the nonlinear term is derived by expanding the random force in power of the slope $`s`$, leading to $`\lambda (\mathrm{\Delta }_h\mathrm{\Delta }_x)`$. Therefore, when $`\mathrm{\Delta }_h>\mathrm{\Delta }_x`$ ($`\mathrm{\Delta }_h<\mathrm{\Delta }_x`$) i.e., when the interface is driven along the hard (easy) direction, $`\lambda `$ is positive (negative), and when the medium is isotropic, $`\mathrm{\Delta }_h=\mathrm{\Delta }_x`$, the nonlinear term vanishes. It has been shown  that the interface dynamics of the QKPZ equation depends on the sign of $`\lambda `$, in contrast to the thermal case where the sign is irrelevant .

The critical behavior of the PD transition for the QKPZ equation has been thoroughly studied in 1+1 dimensions. For $`\lambda >0`$, the PD transition is continuous, and the interface at $`F_c`$ is characterized in terms of the directed percolation (DP) cluster  spanning in the perpendicular-to-the-growth direction. In this case, the effective nonlinear coefficient diverges as $`(FF_c)^\varphi `$ as $`FF_c^+`$, and the critical force $`F_c`$ depends on the substrate-tilt $`m`$ as

$$F_c(m)F_c(0)|m|^{1/\nu (1\alpha )},$$
(4)
where $`\nu `$ and $`\alpha `$ are the correlation length and the roughness exponent, respectively. These exponents are related to one another as

$$\varphi =2\nu (1\alpha )\theta .$$
(5)
For $`\lambda <0`$, the surface at $`F_c`$ forms a facet with a characteristic slope $`s_c`$. The effective nonlinear coefficient is insensitive to $`F`$. When the substrate-tilt $`m`$ is smaller than $`s_c`$, the PD transition is discontinuous, and $`F_c`$ is independent of $`m`$, while the transition is continuous and $`F_c`$ increases with $`m`$ for $`m>s_c`$. The discontinuous transition is caused by the presence of a critical pinning force due to both the negative nonlinear term and random noise, which is localized. Once this pinning force is overcome by increasing external force $`F`$, the surface moves forward abruptly, yielding the velocity jump at $`F_c`$. The amount of the velocity jump decreases with increasing $`m`$, and vanishes at the characteristic tilt $`m_c=s_c`$. For $`m>m_c`$, the velocity increases continuously from zero, and the PD transition is continuous. Accordingly, the characteristic substrate-tilt $`m_c`$ is a multicritical point .

Since the sign of the nonlinear term is relevant in the quenched case, it would be interesting to consider the case of the anisotropic QKPZ equation in 2+1 dimensions, where the signs of the nonlinear terms are alternative. Thus, we consider

$`_th=\nu _x_x^2h+\nu _y_y^2h+{\displaystyle \frac{\lambda _x}{2}}(_xh)^2+{\displaystyle \frac{\lambda _y}{2}}(_yh)^2`$ (6)
$`+F+\eta (x,y,h),`$ (7)
where $`\lambda _x>0`$ and $`\lambda _y<0`$. The anisotropic case is in particular interesting due to its application to the vortex motion in disordered system  and the adatom motion on step edge in epitaxial surface . It has been shown  that for the thermal case, the two nonlinear terms cancel each other effectively, thereby the anisotropic KPZ equation is reduced to the linear equation, the EW equation. For the quenched case, however, the interface dynamics in each direction are different from each other and the surface morphology is anisotropic: the surface is gently sloping in the positive sign direction ($`x`$-direction), and is of the shape of a mountain range with steep slope in the negative sign direction ($`y`$-direction). In spite of the facet shape in the negative sign direction, the PD transition is continuous due to the critical behavior in the positive sign direction. Consequently, one may expect that the critical force and the effective nonlinear coefficient along the positive sign direction can be described by the scaling theory introduced for $`\lambda >0`$ in 1+1 dimensions. In this Brief Report, we show, from extensive numerical simulations, that this is indeed the case and determine the scaling exponents $`\varphi `$ and $`\nu (1\alpha )`$ independently.

Direct numerical integration has been carried out using standard discretization techniques , in which we choose the parameters, $`\nu _x=\nu _y=1`$, $`\lambda _x=\lambda _y=1`$, and a temporal increment $`\mathrm{\Delta }t=0.01`$. The noise is discretized as $`\eta (x,y,[h])`$, where $`[\mathrm{}]`$ means the integer part, and $`\eta `$ is uniformly distributed in $`[a/2,a/2]`$ with $`a=(10)^{2/3}`$. In order to consider the tilt-dependence, we tilted the substrate as $`h(x,y,0)=mx`$ along the positive sign direction, and used the helicoidal boundary condition, $`h(L+x,y,t)=h(x,y,t)+Lm`$. We measured the growth velocity as a function of the external force $`F`$ for several values of substrate-tilt $`m`$, which is shown in Fig. 1. For $`m=0`$, we found that $`\theta =0.9(1)`$ as in Ref. . But for non-zero $`m`$, the exponent $`\theta (m)`$ is generically 1, different from its $`m=0`$ value . This picture can be seen in Fig. 1, which shows straight lines for large $`m`$.

The critical force $`F_c`$ is estimated as the maximum value of $`F`$ for which all samples of 10 are pinned until a large Monte Carlo steps, typically $`10^5\mathrm{\Delta }t`$. In this way, we find $`F_c(0)0.51(1)`$. This value is slightly larger than that obtained by extrapolating the velocity curve, $`0.50`$. Also, we estimated the critical force $`F_c(m)`$ as a function of the substrate-tilt $`m`$. The critical force $`F_c(m)`$ decreases with increasing substrate-tilt $`m`$ with the exponent $`1/\nu (1\alpha )1.9(1)`$ as shown in Fig. 2.

The PD transition is continuous due to the positive nonlinear term. To determine the exponent $`\varphi `$ independently, we assume the scaling form for the interface velocity $`v(F,m)`$ as

$$v|f|^\theta \mathrm{\Psi }_\pm \left(\frac{m^2}{|f|^{\theta +\varphi }}\right).$$
(8)
Here, $`fFF_c(0)`$ and the subscript $`+()`$ denotes the positive (negative) $`f`$ branch. To be consistent with Eqs. (1) and (4) and the fact that $`\theta (m)=1`$ for $`m0`$, the scaling function should behave as,

$`\mathrm{\Psi }_\pm (x\mathrm{})x^{\theta /(\theta +\varphi )},`$ (9)
$`\mathrm{\Psi }_+(0^+)=\mathrm{c}onstant,`$ (10)
and for some positive constant $`x_0`$,

$`\mathrm{\Psi }_{}(x_0)=0,`$ (11)
$`\mathrm{\Psi }_{}^{}(x_0)=\mathrm{c}onstant,`$ (12)
where the prime denotes the derivative with respect to $`x`$. We find that the velocity data $`v(F,m)`$ near the transition can be collapsed onto a single curve consistent with the scaling form. The best collapse is achieved with $`F_c(0)0.50`$ and the exponents $`\theta 0.9(1)`$ and $`\varphi 0.2(1)`$, as shown in Fig. 3. From a simple fit to the data, we obtain an approximate functional form of the scaling function $`\mathrm{\Psi }_\pm (x)`$ as

$$\mathrm{\Psi }_+(x)A(x+B)^{\theta /(\theta +\varphi )}$$
(13)
and,

$$\mathrm{\Psi }_{}(x)A(x^{\theta /(\theta +\varphi )}C),$$
(14)
with constants $`A0.57(1)`$, $`B2.1(1)`$, and $`C=x_0^{\theta /(\theta +\varphi )}1.5(1)`$. Here we assume that $`\mathrm{\Psi }_+(x)`$ is analytic at $`x=0.`$ In Fig. 3, we also plot Eqs. (13) and (14) with dashed lines. The exponents thus obtained satisfy the scaling relation, Eq. (5), within the errors.

Alternatively, one may put the scaling form as

$$vm^{2\theta /(\theta +\varphi )}\mathrm{\Phi }\left(\frac{f}{m^{2/(\theta +\varphi )}}\right),$$
(15)
with

$`\mathrm{\Phi }(x\mathrm{})x^\theta ,`$ (16)
$`\mathrm{\Phi }(c_0)=0,`$ (17)
$`\mathrm{\Phi }^{}(c_0)=\mathrm{c}onstant,`$ (18)
where the positive constant $`c_0`$ is related to $`x_0`$ via $`c_0=x_0^{1/(\theta +\varphi )}`$. With this form, the data can be described by a single scaling function $`\mathrm{\Phi }(x)`$. The scaling plot using the scaling form Eq. (15) is shown in Fig. 4. There, we have shifted the argument $`x`$ of the scaling function $`\mathrm{\Phi }(x)`$ by $`c_0`$ to make the argument positive. The slope of the log-log plot of the scaling function shows a crossover from 0.9 to 1.0 with increasing the substrate-tilt $`m`$, which confirms the fact that $`\theta (m)=1`$ for $`m0`$.

In summary, we have investigated the critical behaviors of the tilted anisotropic QKPZ equation at the PD transition. The PD transition is continuous when it is tilted along the positive sign direction. It is shown that the data can be collapsed onto a single curve, with the exponents $`\theta =0.9(1)`$ and $`\varphi =0.2(1)`$. The functional form of the scaling function is also numerically determined. We have measured, independently, the exponent which describes the variation of $`F_c`$ with respect to $`m`$, and confirmed their consistency.

This work was supported in part by the Korean Research Foundation (1999-015-D10070).


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# Day-night asymmetry of high and low energy solar neutrino events in Super-Kamiokande and in the Sudbury Neutrino Observatory

## I Current MSW solutions: LMA, LOW, SMA

The well-known Mikheyev-Smirnov-Wolfenstein (MSW)  solutions to the solar $`\nu `$ problem  appear to have a somewhat different likelihood after the most recent data from the Super-Kamiokande (SK) experiment , as compared with previous fits . The new SK data, both by themselves  and in combination with the results of the chlorine (Cl)  and gallium (Ga) experiments (SAGE , GALLEX and GNO ), tend now to favor the so-called large mixing angle (LMA) and low mass (LOW) regions of the parameter space, with respect to the region at small mixing angle (SMA) . This tendency emerges mainly from a “tension” between the flat (normalized) spectrum observed in SK and the prediction of a nonvanishing spectral distortion in the SMA region favored by total rates . However, a compromise between such two discordant indications is still reached in global fits.

Figure 1 shows the results our global $`2\nu `$ (active) oscillation fit to the latest 39 solar neutrino data, including the three SK, Cl, and Ga total rates , and the two 18-bin day and night SK energy spectra of events  above 5.5 MeV. We take as free variables the overall spectrum normalization (to avoid double counting of the total SK rate information), the $`\nu `$ mass square difference $`\delta m^2`$, and the mixing angle $`\omega `$, parametrized in terms of $`\mathrm{tan}^2\omega `$ to cover the full range $`\omega [0,\pi /4]`$ . Details of our calculations and of the $`\chi ^2`$ statistical analysis can be found in  and references therein. Subleading quasi-vacuum effects at low $`\delta m^2`$ , recently revisited in , are taken into account as described in .

The three local $`\chi ^2`$ minima turn out to be $`\chi _{\mathrm{min}}^2=35.1`$ (LMA), 38.7 (LOW), and 40.7 (SMA). This implies, from the point of view of hypotheses tests  ($`N_{\mathrm{DF}}=393`$), that any of the three solutions is acceptable, since $`\chi _{\mathrm{min}}^2/N_{\mathrm{DF}}1`$ in any case. From the point of view of mass-mixing neutrino parameter estimation  ($`N_{\mathrm{DF}}=2`$), the relative likelihood is instead governed by $`\mathrm{\Delta }\chi ^2=\chi ^235.1`$. In Fig. 1, $`\mathrm{\Delta }\chi ^2`$ contours at 90%, 95%, and 99% C.L. are shown as thin solid, thick solid, and dotted curves, respectively. The LOW solution emerges at 84% C.L. ($`\mathrm{\Delta }\chi ^2=3.6`$), while the SMA solution emerges only at 94% C.L. ($`\mathrm{\Delta }\chi ^2=5.1`$).

Figure 2 shows, for the sake of completeness, the regions favored by fits to total rates (Cl+Ga+SK), and by the SK day-night spectra, at the same C.L.’s as in Fig. 1. As already mentioned , a “tension” emerges between the total rate data (which are highly consistent with the SMA solution) and the SK spectral data (which disfavor such solution).*** Notice that, conversely, the LOW solution is disfavored by total rates, but is highly consistent with SK day-night spectra. However, this tension is not enough to exclude the SMA region yet. In fact, a compromise is reached in the global fit of Fig. 1 where, as compared with Fig. 2, the SMA solution survives at smaller mixing angles, corresponding to smaller spectral distortions. The price to pay is an increase in the C.L. at which the SMA solution emerges (94% in Fig. 1), as compared with previous analyses .

Summarizing, the LMA and LOW solutions appear to be favored over the SMA solution in the global fit, although it is rather premature to think that the latter is ruled out. In the following, we discuss a possible way to discriminate the two most likely solutions (LMA and LOW) in favorable situations, by separating Earth regeneration effects in two distinct energy ranges.

## II A possible test to discriminate the LOW and LMA solutions

The slightly positive indication $`(1.3\sigma )`$ for an excess of nighttime to daytime events in Super-Kamiokande , if confirmed with higher statistical significance, would indicate the occurrence of the Earth regeneration effect for 8B solar neutrinos (see, e.g.,  for recent night-day asymmetry studies in SK). Such indication, by itself, might not be sufficient to discriminate the LMA from the LOW solution, since a slight excess is predicted in both cases. However, it has long been known that the Earth regeneration effect for solar neutrinos is strongly dependent on the neutrino energy . Such dependence leads to several effects that might be observed in the Super-Kamiokande experiment  and in the Sudbury Neutrino Observatory (SNO) , including night-day variations of energy spectrum distortions , or variations of the night-day rate asymmetry with the electron energy threshold . In particular, starting from the simple observation that the Earth regeneration effect is stronger at low energy for the LOW solution, and at high energy for the LMA solution,See, e.g., Fig. 4 of . we point out that it may be useful to study the night-day asymmetry in two separate energy ranges in both SK and SNO.

For definiteness, we consider the two following representative ranges for the total (measured) energy of recoiling electrons in SK ($`\nu `$-$`e`$ scattering) and in SNO ($`\nu `$-$`d`$ absorption),

$`\mathrm{Low}\mathrm{range}(L)`$ $`=`$ $`[5,7.5]\mathrm{MeV},`$ (1)
$`\mathrm{High}\mathrm{range}(H)`$ $`=`$ $`[7.5,20]\mathrm{MeV},`$ (2)
and calculate the night-day rate asymmetry in such ranges,The 5 MeV threshold has already been reached in SK, although the $`[5,5.5]`$ MeV bin is not used yet in SK fits .

$$A_{L,H}=\left(\frac{ND}{N+D}\right)_{L,H}.$$
(3)
Since one expects $`A_HA_L`$ for the LMA solution and $`A_HA_L`$ for the LOW solution, it is useful to introduce the difference

$$\mathrm{\Delta }=\left(\frac{ND}{N+D}\right)_H\left(\frac{ND}{N+D}\right)_L,$$
(4)
which should change sign when passing from the LMA region $`(\mathrm{\Delta }0)`$ to the LOW region $`(\mathrm{\Delta }0)`$.

Figures 3 and 4 show the results of our calculations of $`\mathrm{\Delta }`$ (eccentricity effects removed) in SK and SNO, respectively, in the form of isolines at $`\mathrm{\Delta }\times 100=\pm 0.5`$, $`\pm 1`$, and $`\pm 2`$. Notice that the magnitude of $`\mathrm{\Delta }`$ in SNO is typically a factor of two higher than in SK. Figures 3 and 4 confirm that $`\mathrm{\Delta }>0`$ ($`<0`$) would represent clear evidence in favor of the LMA (LOW) solution, both in SK and SNO, thus allowing a useful “sign discrimination test” to solve the LOW-LMA ambiguity at large mixing. The power of such test decreases as $`\mathrm{\Delta }0`$ in the upper part (lower part) of the LMA (LOW) solution, corresponding to vanishing Earth regeneration effects for 8B neutrinos in SK and SNO.

From a comparison of Figs. 1, 3, and 4, it turns out that, in the most favorable case for the LOW solution (i.e., in its upper part), the quantity $`\mathrm{\Delta }\times 100`$ can approximately reach the value $`0.5`$ in SK and $`1`$ in SNO; analogously, it can reach the value $`+1`$ (SK) and $`+2`$ (SNO) for the LMA solution. The separation between the two solutions is thus $`\mathrm{\Delta }(\mathrm{LMA})\mathrm{\Delta }(\mathrm{LOW})1.5\%`$ in SK ($`3\%`$ in SNO) and, in its upper range, it seems not too far from the present experimental sensitivity to day-night effects.§§§The quoted SK uncertainty on $`A=ND/N+D`$, integrated over the full energy range, is $`\pm 1.1\%`$ (stat.) $`\pm 0.6\%`$ (syst.) . The (larger) total uncertainty of $`A_H`$ and $`A_L`$ in the two $`H`$ and $`L`$ energy sub-ranges is presumably at the $`2\%`$ level, although we have not enough information for a precise estimate.

In general, however, one should require for detection of $`\mathrm{\Delta }0`$ a typical sensitivity at the subpercent level in SK, and at the percent level in SNO, whose viability requires not only a very high statistics, but also a dedicated study of systematics (and of their cancellations in a difference like $`\mathrm{\Delta }`$). Notice also that the energy value separating the $`L`$ and $`H`$ ranges does not need to be equal to our representative choice (7.5 MeV) nor to be the same in SK and SNO, and should be tuned to optimize the statistical significance of the $`\mathrm{\Delta }`$-sign test. The test would in any case benefit from a reduction of the SK and SNO energy thresholds, which would both increase the statistics and enhance the sensitivity to Earth effects at low energies.Experiments sensitive to neutrino energies below the SK or SNO threshold can also observe relevant day-night effects in the LOW region  (see also  and references therein). Such detailed experimental studies are beyond the scope of this work, whose main purpose is to emphasize that the difference of the night-day asymmetry at low and high neutrino energy in SK and SNO might be observable in favorable situations, and help to separate the LOW and LMA solutions. Even in the absence of an accurate measurement of $`\mathrm{\Delta }`$, the simple concordance of the $`\mathrm{\Delta }`$ sign in SK and SNO ($`++`$ for the LMA solution or $``$ for the LOW solution) would be a valuable information.

## III Summary and conclusions

We have presented a global MSW oscillation fit to the solar neutrino data, showing that all the three usual solutions (SMA, LMA, and LOW) emerge at 95% C.L. The LOW and LMA solutions appear to be globally favored, the latter providing the best fit. Within the LMA (LOW) solution, the excess of nighttime events due to $`\nu _e`$ regeneration in the Earth is larger in the higher (lower) part of the neutrino energy range. Therefore, by taking the difference $`\mathrm{\Delta }`$ of the night-day asymmetry in two separate ranges at high and low energy, a small positive (negative) signal would provide evidence for the LMA (LOW) solution. Detection of $`\mathrm{\Delta }0`$ requires a (sub)percent sensitivity to day-night effects, which needs to be assessed by further experimental investigations. However, the simple preference (and concordance) of the SK and SNO experiments for a definite $`\mathrm{\Delta }`$ sign would already provide us with valuable information, corroborating other tests envisaged to solve the LOW-LMA ambiguity in such experiments .

Fig. 1. Global $`2\nu `$ fit including total solar neutrino rates (Ga+Cl+SK)  and the SK day and night spectra .

Fig. 2. Results of the separate fits to total rates and to SK day-night spectra. Total rate data mainly determine the three SMA, LMA, and LOW allowed regions, while the SK day-night spectra exclude a large part of the parameter space where either spectral distortions or day-night effects are large.

Fig. 3. The difference $`\mathrm{\Delta }`$ between the night-day asymmetry calculated in the two ranges $`[7.5,20]`$ and $`[5,7.5]`$ MeV for the SK detector ($`\times 100`$). Solid and dotted curves refer to $`\mathrm{\Delta }>0`$ and $`<0`$, respectively. The LOW and LMA solutions in Fig. 1 predict opposite signs for $`\mathrm{\Delta }`$.

Fig. 4. As in Fig. 3, but for the SNO detector.


text:
# The European Large Area ISO Survey III: 90𝜇𝑚 extragalactic source counts

## 1 Introduction

As is well known, a large fraction of the bolometric luminosity of galaxies is emitted at far-infrared wavelengths as a result of reprocessing of starlight by dust. The spectra of galaxies observed by IRAS typically peak in the 60-100$`\mu m`$ range. Observations of galaxies in the far-infrared are therefore essential for determining the star formation rate and dust masses of galaxies. Interest in dust-enshrouded galaxies has recently been renewed by the discovery of a far-infrared (140-850$`\mu m`$) background, thought to be due to discrete sources (Puget et al. 1996, Fixsen et al. 1998, Hauser et al. 1998, Lagache et al. 1999), and detections of high redshift galaxies with SCUBA (Smail et al. 1997, Hughes et al. 1998, Barger et al. 1998, Eales et al. 1999), which are thought to be primeval analogues of the starburst galaxies observed locally. Deep surveys in the far-infrared therefore promise to be very useful for understanding galaxy formation and evolution, as they can recover information missed by optical/UV studies (e.g. Steidel et al. 1996, Madau et al. 1996). Studies of infrared galaxies detected by IRAS suggest that violent episodes of star-formation are usually associated with very high dust optical depths (Condon et al. 1991, Rowan-Robinson & Efstathiou 1993, Franceschini et al. 1994) which usually exceed unity even at 60$`\mu m`$. Models of dusty tori in AGN (Pier & Krolik 1992, Granato & Danese 1994, Efstathiou & Rowan-Robinson 1995) also suggest that the optical depths of type 2 objects are at least as high. Observations of galaxies with ISO seem to have detected colder dust than observed by IRAS (Krügel et al. 1998, Bogun et al. 1996).

The European Large Area ISO Survey (ELAIS; for a thorough description of the survey and its goals see Oliver et al. 2000, PAPER I), that surveyed about 12 square degrees of the sky at 15- and 90-$`\mu m`$ (and smaller areas at 6.7$`\mu m`$ and 175$`\mu m`$) in mainly four (low cirrus) areas spread over the northern and southern sky, and other ISO surveys (Kawara et al. 1998, Puget et al. 1999, Dole et al. 1999) represent the first opportunity since IRAS to study the properties and evolution of the far-infrared galaxy populations at intermediate redshift. An extensive follow-up programme from the radio to the X-rays, already under way, ensures that the ELAIS detected galaxies will be the subject of thorough study for the next few years.

In this paper we describe the pipeline developed for the production of the ELAIS Preliminary Analysis (EPA) 90$`\mu m`$ catalogue and present source counts. An accompanying paper by Serjeant et al. (2000; PAPER II) presents the 6.7 and 15$`\mu m`$ pipeline and counts. Oliver et al. (in preparation) present an analysis of the multiply-covered ELAIS areas.

The paper is organized as follows: In section 2 we describe the data reduction and source extraction methods used. In section 3 we discuss tests for assessing the reliability and completeness of the survey including comparisons with a parallel pipeline to be described in a separate paper (Surace et al. in preparation). In section 4 we present the source counts. In section 5 we discuss briefly our results and outline our conclusions.

## 2 Observations and Reduction

As described in detail in Paper I, the data consists of a number of pointed observations (in raster mode) which use the 3x3 array of the ISOPHOT instrument (Lemke et al. 1996) onboard ISO (Kessler et al. 1996). The area covered by each raster was typically about a quarter of a square degree. The integration time at each raster position varied but it was typically 20s. The initial observing mode did not allow for any redundancy. Analysis of some of the early rasters indicated that the efficiency and reliability of the survey could be significantly improved with some redundancy, so for the latter half or so of the survey we switched to an ‘overlapping mode’ so that each part of the sky observed thereafter was covered at least twice. Some areas of the survey were observed on more than one occasions thus providing further redundancy and depth.

The survey was carried out in four main areas (three in the northern and one in the southern hemisphere) and some smaller areas of special scientific interest (PAPER I).

The pipeline we developed for the Preliminary Analysis consists of two basic stages. In the first stage we process the raw data using the standard Phot Interactive Analysis (PIA) software (Gabriel et al. 1997) until we derive a signal per 2s integration ramp. This involves discarding of some readouts at the beginning of the ramp, and treatment of cosmic rays. The data stream includes data recorded while the telescope is slewing between pointings (this typically takes 2 or 3 seconds per pointing).

The second stage of our analysis, performed with purpose-built IDL routines, involves the extraction of point sources from the timeline of each of the 9 pixels of the PHOT array. Given the poor understanding of the instrument flat field at the time it was considered premature to try to extract sources from maps. Our source extraction method is therefore very different from that employed in deep 175$`\mu m`$ surveys where multiple redundancy and detector stability allow more traditional and reliable techniques to be employed (Kawara et al. 1998, Puget et al. 1999, Dole et al. 1999). For each pixel we ran an iterative median filter that removed outliers (arising from cosmic rays) and determined the fractional deviation from the background, $`\rho `$, for each ramp. Pointings for which the weighted-average of $`\rho `$ over the pointing, $`\overline{\rho }`$, exceeded a certain threshold (3$`\sigma _{\overline{\rho }}`$) were flagged as potential point sources.

The pipeline produced source lists on a raster-by-raster basis and typically yielded $`0.08`$ detections per pointing per pixel. Unfortunately, visual scanning of the time profiles of the potential sources revealed that only a small fraction of them are likely to be real sources. There are a number of effects that can give rise to spurious sources and some of these are illustrated in Figure 1.

Figure 1 shows the data stream of one pixel for about 6 pointings centred on a very clear detection of a source (at $`t10501085s`$) at different stages of the processing. Note the delay in the signal response to the change in illumination (about 2-3s) which is partly due to the movement of the telescope into position and partly due to the hysterisis of the detector. The latter is also responsible for the gradual fading of the signal at the end of the pointing. The occurence of these effects at the beginning and end of the pointing leaves little doubt as to the reality of the detection.

The source profiles are usually more complicated than the one shown in Figure 1, due to the occurence of cosmic ray events. Examples of such events can be seen on the same stream of data. Note for example the dips in the signal after the spikes at $`t985s`$ and $`1115s`$, and the fading profile after a spike at $`t1125s`$. In addition, the C100 detectors sometimes display a drift behaviour which can give the appearance of a source if the peak of the cycle coincides with the centre of a pointing.

While a procedure for automatic filtering of false detections was developed it was found to be unreliable. The time profiles of all potential sources were therefore visually scanned by at least two observers in order to construct the final source list. Five different classifications were used ranging from 1 (definite detection; see Figure 1) to 5 (severely affected by cosmic rays).

### 2.1 Flux Calibration

The standard method of flux calibration of the PHOT instrument is to make use of the internal Fine Calibration Source (FCS; Schulz et al. 1998). The FCS has been calibrated using planets and asteroids at bright fluxes and stars at faint fluxes. The FCS is observed immediately before and after each raster in order to monitor the change in the responsivity of the detector over the course of the raster. Despite the best efforts of the instrument team, the calibration obtained in this way was considered until recently to be of only qualitative value. It is now thought to be uncertain by about 20-30% depending on the type of observation. This motivated us to pursue an alternative method for the flux calibration for the EPA which makes use of celestial standards such as the 100$`\mu m`$ background measured by COBE/IRAS and IRAS sources. The application of a method based on celestial standards on a large and homogeneous dataset such as ELAIS can also provide an independent check on the FCS method and provide insight into the characteristics of the instrument.

The basic steps followed in our method can be summarized as follows:

1. determine the flux per pixel $`F_{\nu ,det}`$ (in Jy) of each detection by multiplying $`\overline{\rho }`$ by the predicted background flux incident on the pixel $`F_\nu I_\nu \mathrm{\Omega }`$, where $`I_\nu `$ is the predicted background intensity and $`\mathrm{\Omega }`$ is the solid angle ($`0.44468\times 10^7sr`$; Klaas et al 1994) subtended by a C100 ($`43.5^{\prime \prime }\times 43.5^{\prime \prime }`$) pixel.
2. find an empirical conversion factor $`f_{pt}`$ for converting $`F_{\nu ,det}`$ to a total flux for a point source centred on the pixel $`F_{\nu ,src}`$. This factor is determined by comparing the corrected fluxes with those of calibration stars and IRAS sources and includes corrections for the psf, straylight etc. We will find that $`f_{pt}`$ is the ratio of two factors $`f_{bckg}`$ and $`f_{psf}`$. The factor $`f_{bckg}`$ corrects our background estimate for the effective solid angle, straylight etc. and $`f_{psf}`$ corrects for the fact that only a fraction of the flux from a point source will be recorded by a single-pixel detection.

The great advantage of the method is its transparency. Its validity ultimately depends on the accuracy with which the background can be estimated (given that it is dominated by the zodiacal emission which varies with the time of observation) and on the accuracy of the fluxes of the sources used as calibrators.

In the rest of this section we describe how we estimate the background, $`f_{bckg}`$ and $`f_{psf}`$, and test our calibration with stars and IRAS sources. Readers who are not interested in the details of these estimates and tests can find a summary of our results in section 2.5.

### 2.2 Background estimate

Initially, we used the COBE background (obtained from the IRSKY service at IPAC) which gave us very poor spatial resolution. Our approach was subsequently refined to consider the separate contributions from the local (zodiacal) background, which depends on the time of observation, and Galactic & extragalactic components.

The background is estimated by combining the contributions of Galactic emission from the 100$`\mu m`$ maps of Schlegel et al. (1998) and a model for the zodiacal light.

The zodiacal light emission depends on the ecliptic latitude $`\beta `$ and the solar elongation $`e`$ (e.g. CAM manual). It is worth noting that due to observing constraints for the satellite the solar elongation of most ISO observations was in the range 60-120o. With the exception of two small areas (X3 and X6) $`|\beta |`$ for the ELAIS areas lies between 40 and 75o.

The zodiacal model used is based on the model described in the CAM manual (page 77) which gives the zodiacal background at 10.9$`\mu m`$ as a function of $`\beta `$ and (more crudely) $`e`$. The predicted 10.9$`\mu m`$ background from this model is about 30% higher than that measured by ISOCAM towards the ecliptic plane ($`e=104^o`$ and $`\beta =2.4^o`$; Reach et al. 1996) with the quoted uncertainty of ISOCAM calibration at the time being 15%.

To extrapolate to far-infrared wavelengths we assume that the spectrum of the zodiacal light can be modelled as a blackbody at a (constant) temperature of 275K (Hauser et al. 1984). This model gives a ratio of 100$`\mu m`$/25$`\mu m`$ backgrounds of 0.16, in very good agreement with the estimate of Schlegel et al. (1998).

In general, the temperature of the dust in the zodiacal cloud could vary with $`\beta `$ and $`e`$ (as our line of sight through the zodiacal cloud samples dust at varying distances from the sun) but this is unlikely to affect the estimated background by more than 5-10% (Schlegel et al.). The range of $`|\beta |`$ and $`e`$ spanned by the ELAIS survey observations is also quite narrow.

In Figure 2 we compare our background estimate $`F_\nu `$, with the flux per pixel determined by PIA111We refer here to the quantity phtiaap.mnfl produced by PIA Version 7.3 using the FCS calibration, $`F_\nu ^{PIA}`$. We find that the ratio of the two raster-averaged estimates $`f_{bckg}=<F_\nu ^{PIA}>/<F_\nu >`$ has a median value of 1.7. The origin of this difference is unclear but it may be related to the incidence of straylight on the detector. What is very encouraging is that if we multiply our estimate of the background by $`f_{bckg}`$, it agrees with that determined by PIA within 15%.

### 2.3 ELAIS calibration stars

Given that there are no bright ($`S>0.6Jy`$) 12$`\mu m`$ sources in the ELAIS fields (to avoid saturating ISOCAM) we don’t expect any ‘photospheric’ stars to be detected at 90$`\mu m`$ as these would have a $`90\mu m`$ flux $`10mJy`$ . It is possible that there may be some stars with circumstellar dust shells, but the usefulness of such stars as calibrators would be limited. In order to better determine the ELAIS calibration (as well as the general ISOPHOT calibration) three stars (HR6132, HR6464 and HR5981) close to the ELAIS fields were observed in mini-raster mode (a $`3\times 3`$ raster with the star positioned at the centre of a different pixel in each pointing). These stars also formed part of the ISO ground based preparatory programme. Models for their far-IR spectra were constructed by fitting near-IR data and extrapolating to longer wavelengths as $`\nu ^2`$ (Hammersley et al. 1998). A more empirical approach was given by Cohen et al. (1999). We use Hammersley’s predictions for the two brighter stars but for HR5981 we use the prediction of Cohen as it is more reliable for cool stars. The predicted stellar fluxes (after convolving with the ISO 90$`\mu m`$ filter response) lie in the range (68-311mJy) and so extend the flux range to fainter fluxes than possible with the IRAS catalogued sources (see section 2.4). The IRAS fluxes of these stars agree very well with the model up to $`60\mu m`$. At $`100\mu m`$ results from SCANPI (alias ADDSCAN) for the two brightest stars, which show significant detections, also show an excess over the models by factors of 2-5. It is not clear whether this implies that the stars have an infrared-excess (e.g. due to dust) or whether the SCANPI results suffer from some artifact introduced in the processing (e.g by cirrus structure). The faintest of the stars (HR5981) was observed twice on the same ISO orbit. The integration time per pointing in these mini-rasters (40s) is longer than that used for the bulk of the ELAIS survey. The mini-rasters for the calibration stars were processed in the same way as the survey rasters.

In principle, each detection of each of the stars can be used to estimate $`f_{pt}`$, i.e. the correction factor for peak flux $`F_{\nu ,det}`$ to total flux $`F_{\nu ,src}`$ for our particular observing mode and in the ideal situation where a point source is centred in the pixel. We find the median value of $`f_{pt}`$ to be 2.8. In Figure 3 we plot the ratio of $`f_{pt}F_{\nu ,det}`$ over the predicted stellar flux for each detection. As expected, the empirically estimated $`f_{pt}`$ is $`f_{bckg}/f_{psf}(0,0)`$ where $`f_{psf}(0,0)=0.6`$ is the theoretically predicted fraction of total flux in the central pixel (Klaas et al. 1994, Laureijs 1999).

### 2.4 Comparison with IRAS sources

While the ELAIS fields were chosen to avoid strong infrared sources, there are a number of IRAS 100$`\mu m`$ sources in the PSC and FSC which were detected in the survey, some of them in a number of pixels. The fluxes of these sources lie in the range $`0.5JyS(100)3Jy`$ and all of them also have 60$`\mu m`$ detections. Application of the correction factor $`f_{pt}`$, derived from the calibration observations, to the peak flux generally gave fluxes too low compared with the IRAS fluxes (after correcting for the small change in effective central wavelength of the IRAS and ISO filters) by factors of 2-3. There are a number of possible reasons for this discrepancy:

1. Firstly, the optical identifications of these sources appear to be galaxy pairs or galaxies with sizes comparable to or larger than the pixel size (43.5”). The ISO telescope psf (for the 105$`\mu m`$ filter) has been approximately fitted with a gaussian with FWHM of $`50\mathrm{}\pm 5\mathrm{}`$ (Héraudeau et al. 1997, MPIA internal report). Clearly for such extended sources it is not appropriate to scale the peak flux by $`f_{pt}`$.
2. As it was demonstrated by Hacking & Houck (1987) in the Deep IRAS survey in the North Ecliptic Pole, the 100$`\mu m`$ fluxes of the survey proper become unreliable as the flux limit of the survey is approached ($`0.5`$Jy at 100$`\mu m`$). The fluxes tend to be overestimated by factors of up to 2 as they are boosted by positive noise fluctuations which are superimposed on the true source flux.
3. It is very unlikely that the source (even if it were pointlike) would be centred in the pixel having the peak flux. In these situations $`f_{pt}`$ should be considered as a lower limit to the scale factor.
4. Due to the relatively short integration time per pointing it is possible that for bright sources the signal does not reach its stabilized value, so the flux will be underestimated.

In order to determine whether a source is extended we need to know what fraction of the flux from a point source would fall in an adjacent, or diagonally placed, pixel. These fractions were estimated by Laureijs (1999) for a point source centred in a pixel. His results show that $`f_{psf}(0,46)/f_{psf}(0,0)=0.06`$ and $`f_{psf}(46,46)/f_{psf}(0,0)=0.02`$ where $`f_{psf}(x,y)`$ is the fraction of the flux in the pixel centred at $`x,y`$ arcseconds from the point source. This assumes all the pixels have the same roll angle. Note that although each C100 pixel is 43.5” square, the separation of pixel centers is 46” (Klaas et al. 1994).

According to this analysis we can assume that adjacent detections with flux greater than $``$ 15% of the peak flux correspond to extended sources or members of group of sources. There are, of course, situations where this criterion will fail, that is when a point source lies at the corner or edge of a pixel. We have simulated this situation and found that we are unlikely to overestimate the flux by more than 30%. Laureijs also calculated the fraction of the psf in the whole array and found it to be $`0.8`$ for the C90 filter, which also sets a limit of $``$ 30% to the degree by which we would overestimate the flux of a point source in this case.

### 2.5 Summary of calibration method

In summary, our strategy for flux calibration is as follows: for sources with more than 1 reliable detections, the total flux is calculated by $`\frac{f_{bckg}}{f_{psf}(0,0)}_iF_{\nu ,det}^i`$, where $`F_{\nu ,det}^i`$ are the fluxes of non-overlapping detections above 15% of the peak. The factor $`f_{bckg}`$ is estimated to be 1.7. The factor $`f_{psf}(0,0)`$ is assumed to be 0.6 (Klaas et al 1994). For single detections we calculate the flux as $`f_{bckg}F_{\nu ,det}/<f_{psf}>`$ where $`<f_{psf}>`$ is estimated from simulations of a point source with a FWHM of 50$`\mathrm{}`$ at different positions in the pixel to be $`0.4`$.

In Figure 3 we compare the predicted 90$`\mu m`$ fluxes of the IRAS sources with the fluxes calibrated in this way. In conclusion, our approach to the flux calibration gives fluxes that agree with those of IRAS sources and bright stars (which bracket the flux range covered by ELAIS) within 30-40%.

## 3 Reliability and completeness

### 3.1 Comparison with an independent pipeline

We have pursued a programme of detailed comparisons of the IC detection lists with those compiled by a pipeline developed in parallel (but somewhat later, to take advantage of a better understanding of the instrument) by the group at the Max-Planck-Institut für Astronomie (MPIA) in Heidelberg. Results from that pipeline will be described in detail by Surace et al. (in preparation). The detections obtained by the MPIA pipeline were also eyeballed with the same classification scheme applied to the IC detections.

The sample of sources on which the preliminary 90$`\mu m`$ counts are based is a reliable subset of the EPA list which was constructed as follows:

1. A list of detections extracted by either pipeline and which received the top two eyeballing classifications (1 or 2) by at least 2 observers was first constructed.
2. The combined list was then trimmed to include only detections which received one of the top two classifications by at least 3 observers (275 detections).
3. The detections were then merged with a near neighbour algorithm (search radius of 1’) to produce a source list consisting of 163 sources. Only one of the sources with $`S>100mJy`$ was detected by the MPIA pipeline only; otherwise, the lists from the two pipelines are in complete agreement above this limit.

In Figure 4 we compare the fluxes of the QLA reliable detections (not sources) as determined by the method described here (i.e. $`f_{bckg}F_{\nu ,det}`$) with those derived from the MPIA pipeline. While there is considerable scatter (comparable to the scatter seen in the comparison of the backgrounds) it is rather encouraging that above 50mJy the fluxes agree within 40%. At the bright end the MPIA fluxes may be underestimated because of self-subtraction. Below 50mJy there seems to be a group of detections where the fluxes derived by the two methods differ by factors of 2-3.

### 3.2 Simulations

The data are strongly affected by cosmic rays and other detector effects so the coverage is very inhomogeneous. In order to extract the source counts we need to quantify the incompleteness as a function of flux and position in the survey area. There are two main causes of incompleteness. Firstly, sources that lie at the edges or corners of pixels are likely to be missed. In areas where there is redundancy (either because the overlapping mode is used or because the area has been re-observed) the probability of missing sources decreases. Secondly, some genuine sources may have been rejected at the eyeballing stage because they coincide with cosmic rays etc.

To make a rough estimate of the degree of incompleteness due to these (and possibly other) effects we have simulated a number of rasters and processed them in an identical fashion as the survey rasters. The simulated data are constructed by adding scans of randomly placed sources onto real data extracted from several rasters (where the rasters and pixels are chosen at random). The detected sources were merged in the same way as the real sources. For practical reasons the simulated detections were eyeballed by a single observer (AE). This could introduce a bias in the completeness correction as we require confirmation (i.e. eyeballing class 1 or 2) by at least 3 observers for a detection to appear in our final list of real sources. To quantify the effect of this we can use the eyeballing experience of the whole survey to find the number of detections confirmed by AE which finally appeared in the combined list (186 out of 286). For comparison, the number of detections not confirmed by AE which appeared in the combined list is 34. As the number of detections confirmed by AE only (286), and by at least 3 observers (186+34), are comparable we conclude that there is not a significant bias introduced by using the eyeballing results of a single observer for the purpose of estimating the completeness. In order to simulate regions of multiple redundancy we simulated rasters with different steps in one of the raster dimensions. Two possibilities were simulated: half an array step, to simulate regions of single redundancy, and quarter array step, to simulate regions of triple redundancy. The sources are calibrated in the same way as the real sources.

The results of this study are plotted in Figure 5. The fraction of sources detected increases significantly as we move from no redundancy to single redundancy. Further redundancy improves the completeness at faint fluxes.

## 4 Source counts

### 4.1 IRAS counts

We have extracted 90$`\mu m`$ extragalactic counts at fluxes brighter than possible with ELAIS by using the PSCz catalogue (Saunders et al. 2000). We applied a cut with galactic latitude ($`|b|>20`$) which limits the areal coverage to 7.642 steradians (Rowan-Robinson et al. 1991) and the number of galaxies to 11405. We also excluded galaxies with low IRAS flags ($`fqual<3`$) at 100$`\mu m`$. The resulting sample consists of 8529 galaxies. The 90$`\mu m`$ flux of each galaxy is esimated by linearly interpolating between the 60$`\mu m`$ and 100$`\mu m`$ fluxes (by design all galaxies in the PSCz catalogue have reliable 60$`\mu m`$ fluxes).

The IRAS counts are plotted in Figure 7. The structure in the counts above 5Jy, which is also evident in the 60$`\mu m`$ counts (Hacking, Condon & Houck 1987), is probably due to a local excess in the source density dominated by the Virgo cluster.

The PSCz catalogue only includes galaxies with $`S(60)>0.6Jy`$. IRAS galaxies are known to have $`S(100)/S(60)`$ ratios at least as high as 3.5 (e.g. Rowan-Robinson & Crawford 1989, Efstathiou et al., in preparation). A $`90\mu m`$ sample drawn from PSCz is therefore bound to be incomplete below 2Jy. This incompleteness is most probably the reason for the flattening of the IRAS counts between 1-2Jy.

### 4.2 ELAIS counts

To extract the source counts we need to determine the area over which the survey is sensitive to as a function of flux. To do that we use the results from the simulations given in Figure 5. While we have not simulated sources with $`S>0.5Jy`$ we can reasonably assume that we are close to 100% complete for those fluxes as we have detected all IRAS sources in the fields. We only consider regions of redundancy 3 or less in this paper (amounting to a total of 11deg2) and therefore exclude the S2 area. All of the small areas of special scientific interest are also excluded as some are centred on known objects. The resulting areal coverage as a function of flux is given in Figure 6. The counts are corrected for incompleteness by normalizing each source by the area over which each source could be found (Hacking & Houck 1987, Oliver et al. 1997). The resulting integral counts are given in Figure 7. Flux uncertainties of $`\pm 0.15`$dex are also indicated. The uncertainties in the number counts are the Poisson errors, uncertainties in the effective area have not been included.

The sources presented here are extracted from a reliable subset of the EPA sources as described in section 3. About 42% of the sources brighter than 140mJy are detected in at least two neighbouring or overlapping pixels. About 67% of the sources also have an association with a mid-infrared ELAIS source within a 1 arcminute radius. Given the relatively low source density of ELAIS sources the probability of a chance association is only a few per cent. We also note that there are good optical ids associated with the majority of the PHOT sources.

To obtain an estimate of the likely contamination of our sample by cirrus we use the models of Gautier et al (1992). Our observing mode is different from either of the two cases considered in that paper as our reference (background) position is offset by 67” to 390”. If we use their double aperture mode with this range of offset and assume the slope of the power spectrum of the cirrus is in the range -2.6 to -3.8, then the expected rms cirrus confusion noise is predicted to be in the range 0.2-3.1mJy for a background intensity of 1MJy/sr. The latter is about a factor of 2 brighter than that found in the typical ELAIS area (PAPER I), so it is very unlikely that any of our sources are due to cirrus.

We estimate the slope of the counts (assuming they can be described by a power-law) by applying a $`\chi ^2`$ minimization procedure (the IDL routine linfit) on the model

$$\mathrm{log}_{10}(\frac{dN}{d\mathrm{log}_{10}S})=a+b\mathrm{log}_{10}S$$

In the range 0.158-1Jy we find $`a=3.71\pm 0.13`$ and $`b=1.92\pm 0.23`$. If we use only sources found in areas with redundancy in our analysis, the estimated parameters are $`a=3.65\pm 0.22`$ and $`b=2.11\pm 0.34`$. We also estimate the slope of the IRAS counts in the range 2-20Jy (where the effects of incompleteness and large scale structure are minimized) to be $`a=3.73\pm 0.02`$ and $`b=1.48\pm 0.03`$. The ELAIS counts therefore show some evidence for departure from the Euclidian slope. However, because of the limited statistics of the ELAIS survey and the incompleteness of IRAS at around 1Jy it is difficult to constrain from this study the flux at which this takes place.

## 5 Discussion

### 5.1 Comparison with evolutionary models

The recent dramatic improvement in observational constraints in the star-formation history of the Universe and therefore the evolution of the starburst galaxy populations in the optical/UV, as well as recently the submillimeter, has stimulated the development of evolutionary models (Pei & Fall 1995, Pearson & Rowan-Robinson 1996, Franceschini et al. 1997, Guiderdoni et al. 1998, Rowan-Robinson 1999). In Figures 7 and 8 we compare the observed counts with the models of Rowan-Robinson, Guiderdoni et al. and Franceschini et al.. The counts predicted by the models differ by a factor of 3-4 at about 100mJy and the ELAIS counts can potentially discriminate between them.

The model of Guiderdoni et al. is set within the framework of hierarchical growth of structures according to the cold dark matter model, and extends earlier studies (e.g. by Cole et al. 1994) to the IR/submm wavelength regime. In Figure 7 we plot the prediction from their models A and E. The latter model incorporates a heavily extinguished (ULIRG) population, assumed to dominate at high redshift in order to account for the far-ir background.

The starting point in the model of Rowan-Robinson (1999) is an assumed star formation history of the Universe, described by an analytic formula involving 2 free parameters $`(P,Q)`$. The star formation rate is assumed to evolve due to pure luminosity evolution. The parameters $`P`$ and $`Q`$ are then constrained by fits to the observed star formation history, the observed 60- 175 and 850$`\mu m`$ counts and the observed far-ir background. The model assumes a number of infrared galaxy populations which are modelled with the radiative transfer models of Efstathiou, Rowan-Robinson & Siebenmorgen (2000). The prediction of the Rowan-Robinson model is compared with the observed counts in Figure 8.

The model of Franceschini et al. (in preparation) assumes that the extragalactic population is composed of two components with different evolution properties: (1) a non-evolving galaxy population in which the far-IR flux is mostly contributed by evolved stars; (2) a population of strongly evolving starbursts, with peak emissivity around redshift 0.8 and roughly constant emissivity at higher z. The evolution rate for population (2) is optimized to reproduce the mid-IR counts and redshift distributions. The model of Franceschini is also plotted on Figure 8.

While the observed counts tentatively favour the Guiderdoni model, the uncertainties due to flux calibration and correction for incompleteness do not allow us to definitely discriminate between the models at the present stage. A more detailed analysis of the ELAIS 90$`\mu m`$ survey (already under way) should be able to discriminate between the models. Further discrimination of the two models should be possible with the redshift distributions of the detected galaxies. The models of Franceschini et al. and Rowan-Robinson predict that the vast majority of sources at $`S>100`$mJy will be at redshifts less than 1. The Guiderdoni et al. model overpredicts the number of high redshift galaxies in the North Ecliptic Pole (NEP) survey, although the counts in the latter are known to be dominated by a supercluster (Ashby et al. 1996). The ELAIS survey was specifically designed (PAPER I) to minimise the effects of large scale structure.

### 5.2 Comparison with other Infrared and submillimeter surveys

Until recently the deep IRAS 60$`\mu m`$ in the NEP survey (Hacking & Houck 1987) provided the deepest extragalactic source counts in the infrared. Augmented with counts from shallower surveys (e.g. Rowan-Robinson et al. 1991) they provided the basis for studies of the evolution of the starburst galaxy population (Hacking et al 1987, Oliver et al. 1992, 1995, Pearson & Rowan-Robinson 1996). Unfortunately redshift measurements of the redshift sources, which should have been able to constrain further the form of evolution, discovered the presence of a $`z=0.088`$ supercluster in the NEP field (Ashby et al. 1996).

Oliver et al. (1997) confirmed the strong evolution seen in IRAS surveys with deep counts at 6.7 and 15$`\mu m`$ in the Hubble Deep Field. Counts at 15$`\mu m`$ well in excess of no-evolution expectations were also reported by Elbaz et al. (1999). Serjeant et al. (2000, Paper II) found the evolving high-z population dominates over the local counts at $`S(15)<10mJy`$.

With the advent of SCUBA, submillimeter surveys (at 850$`\mu m`$) which exploited the negative K-correction due to the spectral shape of starburst galaxies, detected source densities 2-3 orders of magnitude higher than expected from non-evolving models (Smail et al. 1997, Hughes et al. 1998, Barger et al. 1998, Eales et al. 1999). While the process of identifying and determining the properties of these SCUBA sources is still incomplete, it appears that a number of them are similar to ULIRGs at $`z24`$. SCUBA surveys appear to have resolved 94% and 34% of the COBE-FIRAS background values at 850 and 450$`\mu m`$ respectively (Blain et al. 1999).

FIRBACK 175$`\mu m`$ counts in the Marano 1 field also appear to have shown an upturn in the counts (Puget et al. 1999). These counts are 3 times higher than the models of Guiderdoni et al. and Franceschini et al. However, 175$`\mu m`$ counts in a larger area (Dole et al. 1999) suggest that the counts in the Marano field may have been anomalously high. It is also not clear whether the excess in the counts, if any, is due to high redshift starbursts or local cold galaxies. Counts 3-10 times higher than expected from no-evolution models were also found by Kawara et al. (1998) in their 175$`\mu m`$ survey of the Lockman Hole. More results are expected from FIRBACK and ELAIS surveys at this wavelength. Brighter counts are also expected from the ISO Serendipity survey (Bogun et al. 1996, Stickel et al. 1998).

The extensive multi-wavelength coverage and follow-up programme of ELAIS ensures that, unlike other far-ir surveys where resolution and sensitivity can be a serious obstacle, the 90$`\mu m`$ galaxies will be thoroughly studied (e.g. Morel et al. in preparation) and will therefore provide a firm basis for studying the evolution of dust-enshrouded galaxies.

A more detailed analysis of the ELAIS PHT survey is underway and results will be presented in subsequent papers in this series.

## Conclusions

We have presented $`90\mu m`$ source counts extracted from the catalogue produced by the ELAIS Preliminary Analysis and PSCz redshift survey. All but one of the sources brighter than 100mJy have been confirmed by an independent pipeline developed at MPIA, Heidelberg. We compare our estimated fluxes with IRAS fluxes and models for standard stars and estimate the uncertainty in flux calibration to be about 30-40%.

The ELAIS counts extend the IRAS counts by an order of magnitude in flux. The slope of the counts in the 0.158-1Jy range shows some evidence for departure from the Euclidian slope. This is consistent with the strong evolution seen in other infrared and submillimeter surveys.

Within the uncertainties associated with the flux calibration of the survey, the counts agree with the strongly evolving models of Rowan-Robinson (1999), Guiderdoni et al. (1998) and Franceschini et al.. We expect the redshift distributions arising from the spectroscopic follow-up of the survey to allow us to discriminate between these models.

## Acknowledgments

It is a pleasure to acknowledge Bernhard Schulz, Ulrich Klaas, Uwe Herbstmeier and other members of the PHOT team for very useful discussions. We also thank Peter Hammersley and Martin Cohen for making their stellar seds available to us. AE acknowledges support by PPARC. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. ELAIS is supported by EU TMR Network FMRX-CT96-0068 and PPARC grant GR/K98728. We also thank an anonymous referee for useful comments and suggestions.

This paper is based on observations with ISO, an ESA project with instruments funded by ESA member states (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) and with participation of ISAS and NASA. The PHT data were processed using PIA, a joint development by the ESA Astrophysics Division and the ISOPHOT consortium led by MPI für Astronomie, Heidelberg. Contributing Institutes are DIAS, RAL, AIP, MPIK, and MPIA.