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# Holonomy in the Schwarzschild-Droste Geometry

## 1 Introduction

Holonomy transformations measure the change in direction acquired by a vector under parallel transport around a closed loop, or between two distinct points via different paths. To be more precise, if $`T_p`$ is the tangent space to a manifold at the point $`p`$, then a holonomy transformation is a set of linear maps from $`T_p`$ into itself, induced by parallel transfer around closed paths based on $`p`$. Each such path defines an element of the holonomy group, determining the deficit angle between the initial and final positions of a vector after such parallel transport. It is a global property of the manifold and as such can also serve as a tool for the global classification of spacetimes in a manner similar to but distinct from the local Petrov and Segre type classifications. In this regard, the holonomy group structure of various (simply connected) spacetimes has received exhaustive study . From the point of view of its intrinsic mathematical interest as well, holonomy in various spacetimes has been extensively examined, although in more “exotic” settings, such as cylindrically symmetric spacetimes or cosmic string backgrounds (see  and references therein). Holonomy properties of one of the most fundamental and important spacetimes, the Schwarzschild-Droste111Johannes Droste, a pupil of Lorentz, independently announced the “Schwarzschild” exterior solution within four months of Schwarzschild. See his “The field of a single centre in Einstein’s theory of gravitation, and the motion of a particle in that field,” Koninklijke Nederlandsche Akademie van Wetenschappen, Proceedings 19, 197 (1917). geometry, have received virtually no attention in the literature. To the best of our knowledge, only one paper  reports any results in the Schwarzschild-Droste background, and this as a special case of the rotating (Kerr) solution.

Apparently, the neglect of the Schwarzschild-Droste spacetime is for a simple reason: When asked whether a vector parallely transported in an ‘equatorial’ orbit around a Schwarzschild-Droste (SD) black hole will manifest a deficit angle after completing a full circle, most relativists answer, “No.” The intuitive response evidently relies on one’s sense of spherical symmetry—nothing changes during completion of the orbit—and on the fact that around the equator of an ordinary two-sphere the phase change is indeed zero. Here, however, is a striking case where intuition fails. It is easy to show, as we do below, that parallel transport in a circular orbit around a SD black hole definitely results in a nonzero deficit angle—the vector has changed direction. The first and most important point to be made regarding holonomy in the SD geometry, therefore, is that nonzero holonomy exists and consequently provides a gravitational analog to the Aharonov-Bohm222 The Aharonov-Bohm effect was actually predicted earlier by W. Ehrenberg and R. E. Siday, Proc. Phys. Soc. London B62, 8 (1949). effect . (Strictly speaking, the Aharonov- Bohm effect takes place in a region where there is no electromagnetic field, whereas the SD spacetime certainly contains a gravitational field. A closer analogy would be an asymptotically flat, cylindrically symmetric space time, such as that produced by cosmic strings , which contains a conical singularity.)

Beginning with the simple calculation for circular orbits, we explore holonomy along a variety of paths in the SD geometry, for both geodesic and non geodesic motion. We find several surprising results. Although a few of these are presented in , the majority are not and, in any case, none of them appear to be widely known. We then carry out the calculations in loop variables, extend the results to spinors and extremal Reissner-Nordström geometry, and finally discuss some features that may bear on future calculations involving “quantum holonomy.”

## 2 Two-sphere and Schwarzschild-Droste metric

It is an elementary exercise to show (see ) that parallel transporting a vector $`𝐀=A^\varphi \widehat{𝐞}_\varphi +A^\theta \widehat{𝐞}_\theta `$ along a constant $`\theta `$ curve on the surface of an ordinary two-sphere, leads to

$`A^\varphi `$ $`=`$ $`{\displaystyle \frac{\alpha \mathrm{cos}(\varphi \mathrm{cos}\theta )\beta \mathrm{sin}(\varphi \mathrm{cos}\theta )}{\mathrm{sin}\theta }}`$
$`A^\theta `$ $`=`$ $`\alpha \mathrm{sin}(\varphi \mathrm{cos}\theta )+\beta \mathrm{cos}(\varphi \mathrm{cos}\theta ),`$ (2.1)
where $`\alpha `$ and $`\beta `$ are integration constants. Note that when $`\varphi =0`$ we have $`A^\varphi =\alpha /sin\theta `$ and $`A^\theta =\beta `$, and that after completion of a full circle

$`A^\varphi `$ $`=`$ $`{\displaystyle \frac{\alpha \mathrm{cos}(2\pi \mathrm{cos}\theta )\beta \mathrm{sin}(2\pi \mathrm{cos}\theta )}{\mathrm{sin}\theta }}`$
$`A^\theta `$ $`=`$ $`\alpha \mathrm{sin}(2\pi \mathrm{cos}\theta )+\beta \mathrm{cos}(2\pi \mathrm{cos}\theta ).`$ (2.2)
We see that on the equator ($`\theta =\pi /2`$) or at the north pole ($`\theta =0`$), parallel transport has no effect on the components of $`𝐀`$, but that for arbitrary $`\theta `$, $`A^\varphi (2\pi )`$ and $`A^\varphi (0)`$ differ, similarly for $`A^\theta (2\pi )`$ and $`A^\theta (0)`$. As mentioned, it is perhaps the zero result on the equator that helps to lead one’s intuition astray and to predict that the same will hold for the SD geometry. However, this is not the case. We begin by setting the scene in which we will work. Let $`(,𝐠)`$ be a four-dimensional Lorentzian manifold with Reissner-Nordström metric. The line element is, as usual,

$$ds^2=(1\frac{2M}{r}+\frac{Q^2}{r^2})dt^2+(1\frac{2M}{r}+\frac{Q^2}{r^2})^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),$$
(2.3)
where $`Q`$ is the charge and $`M`$ the mass. Most of the paper will be concerned solely with the SD case, which is obtained by setting $`Q=0`$. In section 7, however, we will want to compare a few features of the Schwarzschild-Droste geometry with the Reissner-Nordström case so it will prove useful to have the relevant quantities available. For convenience we will carry out calculations in an orthonormal tetrad. The obvious choice is defined by the dual 1-form basis $`\omega ^a=\omega _i^a(x^j)dx^i`$, where

$`\omega ^0`$ $`=`$ $`\omega ^t=(1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}dt,`$
$`\omega ^1`$ $`=`$ $`\omega ^r=(1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}dr,`$
$`\omega ^2`$ $`=`$ $`\omega ^\theta =rd\theta ,`$
$`\omega ^3`$ $`=`$ $`\omega ^\varphi =r\mathrm{sin}\theta d\varphi .`$ (2.4)
The connection forms are defined by $`d\omega _{}^a=\omega _b^a(x^j)\omega _{}^b.`$ For the above 1-forms, we can choose the connection forms  as

$`\omega _r^t`$ $`=`$ $`({\displaystyle \frac{M}{r^2}}{\displaystyle \frac{Q^2}{r^3}})(1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}\omega ^t=\omega _t^r,`$
$`\omega _r^\theta `$ $`=`$ $`{\displaystyle \frac{1}{r}}(1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}\omega ^\theta =\omega _\theta ^r,`$
$`\omega _r^\varphi `$ $`=`$ $`{\displaystyle \frac{1}{r}}(1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}\omega ^\varphi =\omega _\varphi ^r,`$
$`\omega _\theta ^\varphi `$ $`=`$ $`{\displaystyle \frac{\mathrm{cot}\theta }{r}}\omega ^\varphi =\omega _\varphi ^\theta .`$ (2.5)
Let $`𝐀=A^\mu _\mu `$ be some vector field on $``$ i.e., a section of the tangent bundle of $``$. By requiring that $`𝐀`$ be a parallel section of the tangent bundle we can write the parallel transport equation in a coordinate-free way as

$$dA^\mu +\omega _\beta ^\mu A^\beta =0.$$
(2.6)
Using the results of eqs.(2.4) and (2.5) we write eq.(2.6) (for the Reissner-Nordström geometry) in components as

$`dA^t+(M/r^2Q^2/r^3)A^rdt=`$ $`0`$ ,
$`dA^r+(M/r^2Q^2/r^3)A^tdt(12M/r+Q^2/r^2)^{\frac{1}{2}}A^\theta d\theta `$
$`(12M/r+Q^2/r^2)^{\frac{1}{2}}A^\varphi d\varphi =`$ $`0`$ ,
$`dA^\theta +(12M/r+Q^2/r^2)^{\frac{1}{2}}A^rd\theta =`$ $`0`$ ,
$`dA^\varphi +(12M/r+Q^2/r^2)^{\frac{1}{2}}A^rd\varphi =`$ $`0`$ . (2.7)
In what follows we consider some special curves along which $`𝐀`$ is parallel transported. Unless explicitly stated to the contrary we will restrict ourselves to the Schwarzschild solution for which $`Q=0`$.

## 3 Circular orbits

Due to the spherical symmetry of the SD solution, we may take any circular orbit to be equatorial, i.e., $`\theta =\pi /2`$. Then, since $`r=const`$ for these orbits we have for the tangent vector $`X^\nu =(X^t,0,0,X^\varphi )=(dt/d\lambda ,0,0,d\varphi /d\lambda )`$. Parameterizing such curves by $`\varphi `$ and assuming constant speed with $`\mu dt/d\varphi >c^1`$ we find from eqs.(2.7) with $`d\theta /d\varphi =0`$,

$`dA_{}^t/d\varphi `$ $`+`$ $`({\displaystyle \frac{M}{r^2}}A^r)\mu =0,`$ (3.1)
$`dA_{}^r/d\varphi `$ $`+`$ $`{\displaystyle \frac{M}{r^2}}A^t\mu (1{\displaystyle \frac{2M}{r}})^{1/2}A^\varphi =0,`$ (3.2)
$`dA_{}^\theta /d\varphi `$ $`=`$ $`0,`$ (3.3)
$`dA_{}^\varphi /d\varphi `$ $`+`$ $`(1{\displaystyle \frac{2M}{r}})^{1/2}A^r=0.`$ (3.4)
Equation (3.3) is of course trivial and merely reflects the constancy of $`A^\theta `$. The other equations may be easily integrated to give

$`A^r(\varphi )`$ $`=`$ $`\alpha \mathrm{sin}\omega \varphi +\beta \mathrm{cos}\omega \varphi `$ (3.5)
$`A^t(\varphi )`$ $`=`$ $`{\displaystyle \frac{\mu M}{\omega r^2}}(\alpha \mathrm{cos}\omega \varphi \beta \mathrm{sin}\omega \varphi )+\gamma ,`$ (3.6)
$`A^\varphi (\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}(1{\displaystyle \frac{2M}{r}})^{1/2}(\alpha \mathrm{cos}\omega \varphi \beta \mathrm{sin}\omega \varphi )+\delta ,`$ (3.7)
where the “frequency” $`\omega `$ is given by

$$\omega ^21\frac{2M}{r}\mu ^2\frac{M^2}{r^4},$$
(3.8)
and$`\gamma `$ and $`\delta `$ are integration constants. Note that at $`r=2M`$, $`\omega ^2`$ is negative, whereas for fixed $`\mu ^2M^2`$, $`\omega ^21`$ as $`r\mathrm{}`$. Thus $`\omega ^2`$ will change sign at some $`r=r_{crit}`$, which depends on the dimensionless parameter $`\mu ^2M^2/r^4`$. The oscillatory solutions above are valid in the region $`r>r_{crit}`$. The constants $`\gamma `$ and $`\delta `$ are not independent. Substituting the solutions back into the differential equations shows that $`\delta =(12M/r)^{1/2}(M\mu /r^2)\gamma `$. Also note that for $`r<r_{crit}`$, the solutions are exponential, in which case the trigonometric functions in (3.5) are replaced by the corresponding hyperbolic function. Eqs. (3.6) and (3.7), obtained by integrating (3.5), must be changed accordingly.

### 3.1 Constant-time circles

The surprising properties of holonomy in the SD geometry can most easily be seen by examining constant-time orbits. In this case, $`\mu =0`$ and so $`r_{crit}=2M`$. Thus $`\omega ^2`$ is always positive and the oscillatory solutions are relevant. Suppose $`\varphi =0`$ at the start. After $`n`$ loops $`\varphi =2\pi n`$. $`A^t=\gamma `$ always and $`A^\theta =constant`$. The remaining two components of $`𝐀`$ are

$`A_{}^\varphi (2n\pi )`$ $`=`$ $`\alpha \mathrm{cos}[(1{\displaystyle \frac{2M}{r}})^{1/2}2n\pi ]\beta \mathrm{sin}[(1{\displaystyle \frac{2M}{r}})^{1/2}2n\pi ],`$ (3.9)
$`A_{}^r(2n\pi )`$ $`=`$ $`\alpha \mathrm{sin}[(1{\displaystyle \frac{2M}{r}})^{1/2}2n\pi ]+\beta \mathrm{cos}[(1{\displaystyle \frac{2M}{r}})^{1/2}2n\pi ].`$ (3.10)
These equations show clearly that nonzero holonomy exists on equatorial orbits in the SD geometry. We point out that the expressions are consistent with the results for the two-sphere in flat space. As $`r\mathrm{}`$, the holonomy goes to zero. However, for finite $`r`$, a deficit angle exists after transport through and angular displacement of $`2\pi `$ except when $`n(1\frac{2M}{r})^{1/2}`$ is equal to an integer! It is this “quantization” of holonomy that is initially striking. Nevertheless, it is true and can be understood as follows: Suppose that on an orbit of radius $`r_1`$, the holonomy “closes” and there is no deficit. At another orbit $`r_2`$ slightly farther out, there must be a nonzero holonomy because the space between the two orbits is curved and according to the Gauss-Bonnet theorem, the deficit angle is the integral of the Gaussian curvature over the area enclosed by the two curves. Had we considered only the holonomy intrinsic to the SD two-sphere, the result would have been the same as for the two-sphere in Euclidean space—zero. The difference is that we are here considering parallel transport in the full space, which is the space relevant to local physics, and which is curved. The quantization condition for holonomy invariance implies that

$$r=\frac{2M}{1m^2/n^2},$$
(3.11)
with $`m`$ a non-zero integer. Since we require $`r>2M`$, we must have $`0<m^2/n^2<1`$. For fixed $`m`$, then, there is a minimum $`n`$ that will give holonomy invariance. In particular, no invariance after $`2\pi `$ exists for $`m=1`$. After two loops invariance is possible at $`r=8M/3`$. In Table I we give examples of holonomy invariance for various values of $`m`$ and $`n`$.

### 3.2 Timelike circles

We consider now timelike circles. The tetrad components of the tangent vector are given by $`X^a=(\mu (12M/r)^{\frac{1}{2}},0,0,r)`$. For timelike curves we require the squared magnitude to be less than zero, or $`r^3+2M\mu ^2\mu ^2r<0`$. For such circles with radius $`r>r_{crit}`$, we have $`A^r(0)=\beta ,A^t(0)=(\mu M/\omega r^2)\alpha +\gamma `$ and $`A^\varphi (0)=\omega ^1(12M/r)^{1/2}\alpha +\delta `$. Hence from (3.5)-(3.7) after $`n`$ loops:

$`\mathrm{\Delta }A^r(2n\pi )`$ $`=`$ $`\alpha \mathrm{sin}\omega 2n\pi +\beta (\mathrm{cos}\omega 2n\pi 1),`$ (3.12)
$`\mathrm{\Delta }A^t(2n\pi )`$ $`=`$ $`{\displaystyle \frac{\mu M}{\omega r^2}}(\alpha (\mathrm{cos}\omega 2n\pi 1)\beta \mathrm{sin}\omega 2n\pi ),`$ (3.13)
$`\mathrm{\Delta }A^\varphi (2n\pi )`$ $`=`$ $`{\displaystyle \frac{1}{\omega }}(1{\displaystyle \frac{2M}{r}})^{1/2}(\alpha (\mathrm{cos}\omega 2n\pi 1)\beta \mathrm{sin}\omega 2n\pi )`$ (3.14)
$`\mathrm{\Delta }A_{}^\theta (2n\pi )`$ $`=`$ $`0.`$
where $`\mathrm{\Delta }`$ represents the difference in the components before and after transport. For invariance all the $`\mathrm{\Delta }`$’s must vanish, which is achieved when $`\omega 2\pi n`$ is an integer. However, since $`\omega `$ depends in a nontrivial way on $`\mu ^2M^2/r^4`$, we will only examine the case of greatest interest.

### 3.3 Circular Geodesics

A geodesic is obtained by parallel transporting a tangent vector along its integral curve. Note for the tangent vector above that $`X^r=0`$. Eqs. (3.1)-(3.4) show that for any vector with $`A^r=0`$, all components are constant with

$$A^\varphi =\mu \frac{M}{r^2}(1\frac{2M}{r})^{1/2}A^t.$$

Applying this condition to $`X`$ itself yields

$$\mu \frac{M}{r^2}(1\frac{2M}{r})^{1/2}=X^\varphi /X^t=r/((1\frac{2M}{r})^{1/2}\mu ),$$

which gives

$$\mu ^2M=r^3.$$
(3.15)
This is Kepler’s third law for relativistic orbits. Now, the magnitude of $`X`$ is $`3(1r/3M)r^2`$. Thus a circular geodesic is timelike for $`r>3M`$, spacelike for $`r<3M`$ and null for $`r=3M`$, as required (this is the last stable orbit for photons). Furthermore, we see that for circular geodesics the Kepler condition implies $`\omega ^2=13M/r`$, which means that $`r_{crit}=3M`$. In the context of the so-called optical geometry (see  and references therein), this surprising result is perhaps not so surprising. In the optical metric (where the usual SD spatial metric is multiplied by $`(12M/r)^1`$, a conformal rescaling), all dynamical effects of circular motion reverse at $`r=3M`$, for example the direction of centrifugal force and the direction of precession of gyroscopes. To this list we may add another effect: the change of parallely propagated solutions along circular geodesics from oscillatory to exponential.

The expression for $`\omega `$ allows us to compute holonomy invariance for geodesic paths whose spatial projections are circular orbits (Fig. 1). In this case, invariance is achieved when

$$(1\frac{3M}{r})^{1/2}n=m.$$
(3.16)
Clearly the condition that $`r>2M`$ puts restrictions on the allowed values of $`n`$ that give holonomy invariance. In particular, no holonomy invariance exists for $`n=1`$; for $`n=2`$, $`r=12/3M`$ gives invariance after transport through an angle $`2\pi `$. Table II gives other values of holonomy for circular geodesics.

## 4 Radial Holonomy

In the case of radial paths, we take the tangent vector to be $`X^\mu =[X^t,X^r,0,0]`$. We may choose $`t`$ or $`r`$ to be the curve parameter $`\lambda `$, and thus may set either $`X^t`$ or $`X^r`$ to 1. However, in this case one should avoid putting $`dt/dr=constant`$, or vice versa, since this will in general not be true for radial geodesics. Let us now specialize to radial null geodesics. To find them, note that the tetrad components of the tangent vector are

$$X^a=((1\frac{2M}{r})^{1/2}X^t,(1\frac{2M}{r})^{1/2}X^r,0,0),$$
(4.1)
with magnitude

$$X^2=(1\frac{2M}{r})(X^t)^2+(1\frac{2M}{r})^1(X^r)^2.$$

This vector is null if and only if $`(1\frac{2M}{r})(X^t)^2=(1\frac{2M}{r})^1(X^r)^2`$, which implies

$$(X^t)^2=(1\frac{2M}{r})^2(X^r)^2.$$
(4.2)
With a curve parameter $`r`$, eqs.(2.7) reduce to two nontrivial equations

$`{\displaystyle \frac{dA^t}{dr}}+{\displaystyle \frac{M}{r^2}}(1{\displaystyle \frac{2M}{r}})^1A^r`$ $`=`$ $`0,`$ (4.3)
$`{\displaystyle \frac{dA^r}{dr}}+{\displaystyle \frac{M}{r^2}}(1{\displaystyle \frac{2M}{r}})^1A^t`$ $`=`$ $`0,`$ (4.4)
which are easily integrated to give the general solution

$`A^t`$ $`=`$ $`c_1(12M/r)^{\frac{1}{2}}+c_2(12M/r)^{\frac{1}{2}},`$ (4.5)
$`A^r`$ $`=`$ $`c_1(12M/r)^{\frac{1}{2}}c_2(12M/r)^{\frac{1}{2}}.`$ (4.6)
The integration constants $`c_1`$ and $`c_2`$ may be fixed as $`1`$ and $`0`$ respectively by imposing that $`A^t=X^t`$ and $`A^r=X^r`$. This yields

$$A^t=A^r=(12M/r)^{\frac{1}{2}}.$$
(4.7)
Turning to constant $`r,\theta ,\varphi `$ curves, we now have $`X^r=0`$ and $`t`$ may be taken as the curve parameter. The solutions

$`A^t(t)`$ $`=`$ $`A^t(0)\mathrm{cosh}({\displaystyle \frac{M}{r^2}}t)A^r(0)\mathrm{sinh}({\displaystyle \frac{M}{r^2}}t),`$
$`A^r(t)`$ $`=`$ $`A^r(0)\mathrm{cosh}({\displaystyle \frac{M}{r^2}}t)A^t(0)\mathrm{sinh}({\displaystyle \frac{M}{r^2}}t),`$ (4.8)
with $`A^\theta `$ and $`A^\varphi `$ constant are easily found from eqs.(2.7) by setting $`d\varphi =0`$ and integrating. These expressions may then be used to construct holonomy along sample paths. For example, consider a constant $`r,\varphi `$ curve as above. We transport a vector $`A=(A^t(0),A^r(0),A^\theta (0),A^\varphi (0))`$ along a radial null geodesic from a point A at a radius $`r_o`$ inward to a point B at $`r=r_1`$, then outward along a radial null geodesic to $`r=r_0`$ again to a point C, as in Fig. 2. The radial contributions cancel and we are left with the holonomic change

$`\mathrm{\Delta }A^t`$ $`=`$ $`A^t(0)\left(\mathrm{cosh}({\displaystyle \frac{M}{r_o^2}}t_C)1\right)A^r(0)\mathrm{sinh}({\displaystyle \frac{M}{r_o^2}}t_C),`$
$`\mathrm{\Delta }A^r`$ $`=`$ $`A^r(0)\left(\mathrm{cosh}({\displaystyle \frac{M}{r_o^2}}t_C)1\right),`$ (4.9)
where we have taken $`t_A=0`$. Note that as $`r_0\mathrm{}`$ the change in the vector due to parallel transport vanishes. Indeed this is to be expected from the asymptotic flatness of the Schwarzschild spacetime. This result can be found in . However, we emphasize that the $`r,\varphi =constant`$ path is far from generic; any spaceship on such an orbit would have to fire rockets to remain in position and thus this is definitely not geodesic motion. A more “realistic” path would be a wedge, bounded by two circular orbits at radii $`r_0`$ and $`r_1`$ and two radial geodesics, as in Fig. 3.

Again, the radial contributions cancel and if one compares the vector transported directly from A to D with one transported around the loop from A to B to C to D, one gets holonomy for, say, the $`A^r`$ component (setting $`\alpha =0`$ which yields $`\beta =A^r(0)`$)

$$\mathrm{\Delta }A^r=A^r(0)\left\{\mathrm{cos}(\omega _0\varphi )\mathrm{cos}[(1\frac{3M}{r_1})^{1/2}\varphi ]\right\},$$
(4.10)
if $`r_0,r_1>r_{crit}`$. We have assumed for illustration that one circular orbit is a geodesic but not the other because, in general. both cannot be geodesic. That is, although the angles are the same, the time taken to traverse the outer orbit is exponentially longer than the time taken to traverse the inner orbit. This in turn is because the time taken for photons to traverse the radial null geodesics is given by

$$t=|r_{}|=\frac{dr}{(1\frac{2M}{r})^{1/2}}.$$

Consequently, $`t_0`$ is not independent of $`t_1`$. However, for geodesics, Kepler’s law determines the time taken to traverse a given angle; thus when both orbits are geodesics the system is over-determined. With $`\omega `$ given by (3.8), equating the arguments in (4.10) gives for holonomy invariance modulo $`2\pi `$

$$r_1=\frac{3r_0^4}{2r_0^3+\mu ^2M}.$$

If $`\mu ^2M`$ is small compared to $`r_0^3`$, this yields $`r_1=3/2r_0`$. Note that if $`r_0`$ is taken to be a geodesic orbit, then $`\mu ^2M=r_0^3`$ and $`r_1=r_0`$, showing that in this limit no holonomy invariance is possible modulo $`2\pi `$ unless the two geodesic orbits are the same. For higher number of circuits invariance is possible.

In Section 8 we will discuss possible applications of holonomy. Before doing this, however, it will be helpful to motivate the discussion by recovering some of the previous results via the loop formalism and for spinors, and investigating a few properties of holonomy in the Reissner-Nordström background.

## 5 Loop formulation

As is clear from the previous discussion, the result of parallel transport is path dependent. This may be stated slightly more rigorously as follows: Let $``$ be some $`n`$-dimensional manifold (which we shall choose as our Schwarzschild background). For each closed curve $`\gamma :[0,1]`$ with base point $`p`$, parallel transport associates some $`GL(n,𝐑)`$-valued operator $`U(\gamma )`$ acting on $`T_p`$ called the holonomy. The concept of holonomy has appeared in many guises in physics from lattice gauge theories  to loop quantum gravity  (see also  for further details) with just as many aliases. Thus it is known, for example, as the Wu-Yang phase factor in particle physics. The holonomy associated with the parallel transport around $`\gamma `$ is a linear map from the tangent space at a point $`p`$ into itself, realized by the path-ordered exponential

$$U(\gamma )=Pe^{_\gamma \mathrm{\Gamma }_\mu 𝑑x^\mu },$$
(5.1)
where $`\mathrm{\Gamma }_\mu `$ is the tetradic connection on $``$.333We thank Goh Liang Zhen for pointing out a sign error in several works on this subject including  and  and that the correct sign in the exponent is negative. Choosing $``$ to be a $`4`$-dimensional Lorentzian manifold with Schwarzschild metric we get,

$$\mathrm{\Gamma }_\mu =\left(\begin{array}{cccc}0\hfill & \mathrm{\Gamma }_{rt}^t\hfill & 0\hfill & 0\hfill \\ \mathrm{\Gamma }_{tt}^r\hfill & 0\hfill & \mathrm{\Gamma }_{\theta \theta }^r\hfill & \mathrm{\Gamma }_{\varphi \varphi }^r\hfill \\ 0\hfill & \mathrm{\Gamma }_{r\theta }^\theta \hfill & 0\hfill & \mathrm{\Gamma }_{\varphi \varphi }^\theta \hfill \\ 0\hfill & \mathrm{\Gamma }_{r\varphi }^\varphi \hfill & \mathrm{\Gamma }_{\theta \varphi }^\varphi \hfill & 0\hfill \end{array}\right)$$
(5.2)
where the connection coefficients are as derived from (2.5).

To illustrate an explicit representation of $`U(\gamma )`$ consider circular orbits, $`\mathrm{\Gamma }_\mu dx^\mu =\mathrm{\Gamma }_tdt+\mathrm{\Gamma }_\varphi d\varphi `$. Clearly the matrix elements $`\mathrm{\Gamma }_{\theta \theta }^r`$ and $`\mathrm{\Gamma }_{r\theta }^\theta `$ of (5.2) vanish. With $`\mu dt/d\varphi `$ as before, we can write $`\mathrm{\Gamma }_t𝑑t+\mathrm{\Gamma }_\varphi d\varphi =2\pi [\mathrm{\Gamma }_t\mu +\mathrm{\Gamma }_\varphi ]2\pi \mathrm{\Gamma }`$. We then need to evaluate

$$U=e^{{\scriptscriptstyle \mathrm{\Gamma }_\mu 𝑑x^\mu }}=e^{2\pi \mathrm{\Gamma }}=12\pi \mathrm{\Gamma }+\frac{(2\pi \mathrm{\Gamma })^2}{2!}\frac{(2\pi \mathrm{\Gamma })^3}{3!}+\mathrm{}.$$
(5.3)
A little algebra shows that $`\mathrm{\Gamma }^3=S^2\mathrm{\Gamma }`$, where $`S^2(\mathrm{\Gamma }_{r\varphi }^\varphi )^2\mu ^2(\mathrm{\Gamma }_{rt}^t)^2`$ in terms of which the Taylor series (5.3) becomes

$$U=1\frac{\mathrm{\Gamma }}{S}\mathrm{sin}(2\pi S)+\frac{\mathrm{\Gamma }^2}{S^2}(1\mathrm{cos}(2\pi S)).$$
(5.4)
We see, somewhat unexpectedly, that $`S^2=1\frac{2M}{r}\frac{M^2\mu ^2}{r^4}=\omega ^2`$. The final vector $`𝐀_𝐟`$ after parallel transport is given merely by $`𝐔𝐀_𝐨=U_\beta ^\alpha A_o^\beta `$. Thus, the deficit angle between the initial and final vector is simply $`𝐀_𝐨𝐀_𝐟=𝐀_𝐨𝐔𝐀_𝐨=|A_o||A_f|\mathrm{cos}\chi `$, where $`\chi `$ is the deficit angle. Thus, in general, $`\widehat{𝐀}_𝐨\widehat{𝐀}_𝐟=\mathrm{cos}\chi `$ where $`\widehat{𝐀}_𝐨`$ and $`\widehat{𝐀}_𝐟`$ are now unit vectors444Here we are using ordinary matrix notation, but note that $`𝐀𝐁\eta _{\mu \nu }A^\mu B^\nu `$. Also note that U preserves norms and hence is an orthogonal transformation.. Given $`U`$ as in (5.4) we find $`\widehat{𝐀}_𝐨\widehat{𝐀}_𝐟=\mathrm{cos}(2\pi S)`$. For constant- time circles, $`\mu =0`$, which immediately gives $`\widehat{𝐀}_𝐨\widehat{𝐀}_𝐟=\mathrm{cos}(2\pi (12M/r)^{1/2})`$, in agreement with what is obtained from (3.9) and (3.10). This coincides with the corresponding result in . If we consider the constant $`r,\varphi `$ orbits of the previous section, then the matrix $`\mathrm{\Gamma }`$ contains only the $`r,t`$ and $`t,r`$ components ($`=M/r^2`$). Computing $`U`$ in an analogous way as above yields

$$U=\left(\begin{array}{cccc}\mathrm{cosh}(\frac{Mt}{r^2})\hfill & \mathrm{sinh}(\frac{Mt}{r^2})\hfill & 0\hfill & 0\hfill \\ \mathrm{sinh}(\frac{Mt}{r^2})\hfill & \mathrm{cosh}(\frac{Mt}{r^2})\hfill & 0\hfill & 0\hfill \\ 0\hfill & 0\hfill & 1\hfill & 0\hfill \\ 0\hfill & 0\hfill & 0\hfill & 1\hfill \end{array}\right)$$
(5.5)
Taking the dot product gives for the deficit angle

$$\mathrm{cos}\chi =\frac{1}{|A|^2}[((A^t)^2+(A^r)^2)\mathrm{cosh}(Mt/r^2)+(A^\theta )^2+(A^\varphi )^2],$$
(5.6)
where $`|A|^2=(A^t)^2+(A^r)^2+(A^\theta )^2+(A^\varphi )^2`$, in agreement with what is obtained from (4.8). (Note, however, that $`\chi `$ will not always be real.)

## 6 Spinors

The vectors we have been parallel transporting are ordinary vectors in spacetime; they could as well be genuine arrows or gyroscope axes. Apart from the behavior of gyroscopes, the more relevant question for physics is, How do particle wave-functions behave under parallel transport? Quantum field theory in curved space is almost invariably the study of $`(0,0)`$ representations of the Lorentz group i.e., spin-0 fields. While clearly a vast simplification, the theory is still rich enough to reveal such semi-classical artifacts as Hawking radiation. Nevertheless, unless we have a full treatment of higher rank representations, the theory cannot be considered complete. From the point of view of holonomy, spinor , vector and tensor fields are obviously considerably more interesting than scalar fields. How then does parallel transport affect such higher spin fields? In this section we describe the parallel transport of spinors on the Schwarzschild manifold 555Particle wave-functions live in an appropriately constructed Hilbert bundle over spacetime but are affected by spacetime transport. Here we describe the parallel transport of classical spinors in spacetime assuming that the formalism will apply to any theory combining quantum and spacetime transport; see Section 8.. We begin by briefly reviewing some necessary results. Fuller treatments of spinor formalism can be found in , and . The results are essentially the same as the previous but with the expected factor of $`1/2`$ in the relevant arguments.

One defines the spinor covariant derivative in the same way as the tensorial covariant derivative:

$$_\mu \kappa _B=_\mu \kappa _B\mathrm{\Gamma }_{B\mu }^C\kappa _C.$$
(6.1)
Here, however, lower-case Greek indices ($`\mu `$) with range 0,1,2,3, will represent coordinates; lower-case Latin indices with the same range will represent tetrad components and upper-case Latin indices (B,C), with range 0,1 will represent spinor components (for two-component spinors). The spinor connection is given in terms of the tetrad rotation coefficients $`\mathrm{\Gamma }_{b\mu }^d`$ by

$$\mathrm{\Gamma }_{B\mu }^C=\frac{1}{12}\sigma _d^{C\dot{Y}}\left(\sigma _{B\dot{Y}}^b\mathrm{\Gamma }_{b\mu }^d+_\mu \sigma _{B\dot{Y}}^b\right).$$
(6.2)
The matrices $`\sigma _d^{C\dot{Y}}`$ can be thought of as extended set of Pauli matrices, which associate every vector with a second-rank Hermitian spinor, i.e., $`A_{\dot{L}Y}=\sigma _{\dot{L}Y}^kA_k`$. The dot over an index is conventionally used to indicate complex conjugation: $`A_{\dot{L}Y}`$ is the complex conjugate of $`A_{Y\dot{L}}`$. However, for our purposes a dotted index is to be treated like any other. A set of basis spinors can be chosen as

$`\sigma _0^{B\dot{X}}={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right);\sigma _1^{B\dot{X}}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$
$`\sigma _2^{B\dot{X}}={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right);\sigma _3^{B\dot{X}}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$
To construct the spinor connections we need the $`\sigma `$’s with lowered indices, which are defined by the identity

$$\sigma _a^{B\dot{Y}}\sigma _{B\dot{Y}}^b=\delta _a^b,$$
(6.5)
or equivalently,

$$\sigma _b^{C\dot{X}}\sigma _{B\dot{Y}}^b=\delta _B^C\delta _{\dot{Y}}^{\dot{X}}.$$
(6.6)
One often terms $`\sigma _{B\dot{Y}}^b`$ the inverse of $`\sigma _b^{C\dot{X}}`$, but they are not multiplicative inverses. To construct $`\sigma _a^{B\dot{Y}}`$ we lower indices with the fundamental spinor, $`ϵ_{CB}`$, which can be chosen as the Levi-Civita permutation operator:

$$ϵ_{CB}=\left(\begin{array}{cc}0\hfill & 1\hfill \\ 1\hfill & 0\hfill \end{array}\right)=ϵ^{CB}.$$
(6.7)
Because the permutation operator is antisymmetric, when manipulating spinor indices it is crucial that the indices to be lowered are aligned with the corresponding indices of the permutation symbol:

$`\sigma _{B\dot{X}}^b`$ $`=`$ $`\eta ^{bd}\sigma _d^{C\dot{Y}}ϵ_{CB}ϵ_{\dot{Y}\dot{X}}`$ (6.8)
$`=`$ $`\eta ^{bd}ϵ_{BC}\sigma _d^{C\dot{Y}}ϵ_{\dot{Y}\dot{X}}.`$ (6.9)
Because we have adopted tetradic connections, the Minkowski metric $`\eta ^{bd}`$ is used to raise and lower the tetrad indices; otherwise the metric tensor $`g^{\mu \nu }`$ would be substituted. Eq (6.9) is perhaps more clearly written as

$$\sigma _{down}^b=\eta ^{bd}ϵ^T\sigma _d^{up}ϵ,$$
(6.10)
Where $`ϵ^T`$ is the transpose of $`ϵ`$. With this equation we find

$`\sigma _{B\dot{X}}^0={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right);\sigma _{B\dot{X}}^1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$
$`\sigma _{B\dot{X}}^2={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right);\sigma _{B\dot{X}}^3`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$
Clearly $`\sigma _{B\dot{X}}^2`$ is not the multiplicative inverse of $`\sigma _2^{B\dot{X}}`$. One easily verifies that the $`\sigma `$ matrices satisfy identity (6.6). This formalism is all that is required to compute the holonomy associated with various paths in the SD geometry.

For circular orbits of constant time, the spin covariant derivative (6.1) is

$$_\varphi \kappa _B=_\varphi \kappa _B\mathrm{\Gamma }_{B\varphi }^C\kappa _C,$$
(6.13)
where

$$\mathrm{\Gamma }_{B\varphi }^C=\frac{1}{2}\sigma _d^{C\dot{Y}}\left(\sigma _{B\dot{Y}}^b\mathrm{\Gamma }_{b\varphi }^d+_\varphi \sigma _{B\dot{Y}}^b\right)=\frac{1}{2}\sigma _d^{C\dot{Y}}\sigma _{B\dot{Y}}^b\mathrm{\Gamma }_{b\varphi }^d.$$
(6.14)
The second equality follows from the fact that we have chosen the $`\sigma `$’s to be constant. The tetradic connections are exactly those derived from (2.5) (with $`Q=0`$) and so

$`\mathrm{\Gamma }_{B\varphi }^C`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\sigma _3^{C\dot{Y}}\sigma _{B\dot{Y}}^1\mathrm{\Gamma }_{r\varphi }^\varphi +\sigma _1^{C\dot{Y}}\sigma _{B\dot{Y}}^3\mathrm{\Gamma }_{\varphi \varphi }^r\right)`$ (6.15)
$`=`$ $`{\displaystyle \frac{1}{2}}(1{\displaystyle \frac{2M}{r}})^{1/2}\left(\sigma _3^{C\dot{Y}}\sigma _{B\dot{Y}}^1\sigma _1^{C\dot{Y}}\sigma _{B\dot{Y}}^3\right).`$
Working this out with the above $`\sigma `$-matrices gives two nonzero spin connections:

$$\mathrm{\Gamma }_{\mathrm{\hspace{0.33em}1}\varphi }^0=\frac{1}{2}(1\frac{2M}{r})^{1/2}=\mathrm{\Gamma }_{\mathrm{\hspace{0.33em}0}t}^1.$$
(6.16)
These can summarized by the formula

$$\mathrm{\Gamma }_{Bt}^C=\frac{1}{2}\frac{M}{r^2}\left(\delta _0^C\delta _B^1+\delta _1^C\delta _B^0\right).$$
(6.17)
Note that these spinor connections are, as expected, exactly one-half of the corresponding tetrad connections. Not surprisingly, parallel transport produces holonomy invariance after a circuit of $`4\pi `$ rather than $`2\pi `$. We have from (6.13) for the two components of the spinor (B = 0,1):

$$_\varphi \kappa _0+\frac{1}{2}(1\frac{2M}{r})^{1/2}\kappa _1=0.$$
(6.18)
and

$$_\varphi \kappa _1\frac{1}{2}(1\frac{2M}{r})^{1/2}\kappa _0=0.$$
(6.19)
As before we can solve these by differentiating the first and substituting in the second, which gives

$$_\varphi ^2\kappa _0=\frac{1}{4}(1\frac{2M}{r})\kappa _0.$$
(6.20)
Thus, in analogy with (3.5), these equations have the solutions

$`\kappa _0`$ $`=`$ $`\kappa _0(0)\mathrm{cos}(\omega \varphi )\kappa _1(0)\mathrm{sin}(\omega \varphi ),`$
$`\kappa _1`$ $`=`$ $`\kappa _0(0)\mathrm{sin}(\omega \varphi )+\kappa _1(0)\mathrm{cos}(\omega \varphi ).`$ (6.21)
where $`\omega =\frac{1}{2}(1\frac{2M}{r})^{1/2}`$ exhibits the required factor of $`\frac{1}{2}`$.

For general circular orbits we require, $`X^\mu _\mu \kappa _B=0`$. Taking $`X^\mu =[\mu ,0,0,1]`$, with $`\mu =dt/d\varphi `$ as before leads to the two equations (note signs):

$`{\displaystyle \frac{d\kappa _0}{d\varphi }}{\displaystyle \frac{1}{2}}({\displaystyle \frac{\mu M}{r^2}}(1{\displaystyle \frac{2M}{r}})^{1/2})\kappa _1`$ $`=`$ $`0,`$
$`{\displaystyle \frac{d\kappa _1}{d\varphi }}{\displaystyle \frac{1}{2}}({\displaystyle \frac{\mu M}{r^2}}+(1{\displaystyle \frac{2M}{r}})^{1/2})\kappa _0`$ $`=`$ $`0.`$ (6.22)
Differentiating the first and substituting in the second gives

$$\frac{d^2\kappa _0}{d\varphi ^2}+\frac{1}{4}\left(1\frac{2M}{r}\frac{\mu ^2M^2}{r^4}\right)\kappa _0=0.$$
(6.23)
Apart from a factor of $`1/2`$ in the second term, this is similar to the corresponding equation for vector transport and hence, apart from a rescaled frequency, its solutions exhibit the same qualitative behavior as (3.5). The remaining properties of circular orbits already discussed for the vectors persist for the spinor case. Radial holonomy can be worked out in similar fashion. In analogy to (6.15) we have

$$\mathrm{\Gamma }_{Bt}^C=\frac{1}{2}\left(\sigma _0^{C\dot{Y}}\sigma _{B\dot{Y}}^1\mathrm{\Gamma }_{rt}^t+\sigma _1^{C\dot{Y}}\sigma _{B\dot{Y}}^0\mathrm{\Gamma }_{tt}^r\right),$$
(6.24)
which gives two nonzero spin connections

$$\mathrm{\Gamma }_{\mathrm{\hspace{0.33em}1}t}^0=\frac{1}{2}\frac{M}{r^2}=\mathrm{\Gamma }_{\mathrm{\hspace{0.33em}0}t}^1$$
(6.25)
Thus, for the $`r,\varphi `$ = constant paths, the parallel transport condition $`_t\kappa _B=_t\kappa _B\mathrm{\Gamma }_{Bt}^C\kappa _C=0`$ gives for $`B=0`$

$$_t\kappa _0\frac{1}{2}\frac{M}{r^2}\kappa _1=0,$$
(6.26)
and for $`B=1`$

$$_t\kappa _1\frac{1}{2}\frac{M}{r^2}\kappa _0=0.$$
(6.27)
This pair of equation, then, leads to the exponential solution corresponding to (4.8):

$`\kappa _0(t)`$ $`=`$ $`\kappa _0(0)\mathrm{cosh}({\displaystyle \frac{Mt}{2r^2}})\kappa _1(0)\mathrm{sinh}({\displaystyle \frac{Mt}{2r^2}}),`$
$`\kappa _1(t)`$ $`=`$ $`\kappa _1(0)\mathrm{cosh}({\displaystyle \frac{Mt}{2r^2}})\kappa _0(0)(\mathrm{sinh}{\displaystyle \frac{Mt}{2r^2}}),`$ (6.28)
For radial paths we need $`\mathrm{\Gamma }_{Br}^C\mathrm{\Gamma }_{br}^D`$. However all tetradic connections with $`r`$ in the last place are zero. Thus along radial paths, $`_r\kappa _B=\kappa _B`$ and for tangent vector $`X^\mu `$, the parallel transport condition becomes $`X^t_t\kappa _B+_r\kappa _B=0`$. Specializing to null geodesics as before leads to

$$\frac{d^2\kappa _0}{dr^2}+\frac{2}{r}\left[1+\frac{M}{(r2M)}\right]\frac{d\kappa _0}{dr}\frac{M^2}{4r^4}(1\frac{2m}{r})^2\kappa _0=0,$$
(6.29)
which has solution

$$\kappa _0=c_1\frac{r^{1/4}}{(r2M)^{1/4}}+c_2\frac{(r2M)^{1/4}}{r^{1/4}},$$
(6.30)
We also note that the holonomy map $`U`$ will be unchanged except for a factor of $`1/2`$ before the elements; the rows and columns should be relabeled $`(0,1,\dot{0},\dot{1})`$. Thus spinor parallel transport in spacetime is not qualitatively dissimilar to that of vector transport and certainly does not manifest further surprises beyond those recognized in the vector case.

## 7 Holonomy in the Reissner-Nordström geometry

For reasons to be discussed below, it is of some interest to compare features of holonomy in the Reissner-Nordström background with the results already obtained for SD. The calculations are identical except we now use the full connections (2.5) with $`Q0`$. We restrict our comments to circular orbits. The differential equation for $`A^r`$ (3.2) becomes

$$\frac{dA_{}^r}{d\varphi }+\left(\frac{M}{r^2}\frac{Q^2}{r^3}\right)A^t\mu \left(1\frac{2M}{r}+\frac{Q^2}{r^2}\right)^{1/2}A^\varphi =0,$$
(7.1)
with the same oscillatory and exponential solutions (3.5) except that now

$$\omega ^2=1\frac{2M}{r}+\frac{Q^2}{r^2}\mu ^2\left(\frac{M}{r^2}\frac{Q^2}{r^3}\right)^2.$$
(7.2)
The tetrad components of the tangent vector for RN are

$`X^a=((1{\displaystyle \frac{2M}{r}}+{\displaystyle \frac{Q^2}{r^2}})^{1/2}\mu ,0,0,r).`$ (7.3)
Using the geodesic condition $`A^r=0`$ in (7.1) and applying it to the tetrad components, as we did in Section 3.3, yields for Kepler’s third law

$$r^3=\mu ^2\left(M\frac{Q^2}{r}\right).$$
(7.4)
With this condition, (7.2) becomes

$$\omega ^2=1\frac{3M}{r}+\frac{2Q^2}{r^2},$$
(7.5)
for circular geodesics. Note that in distinction to the SD case we now have a quadratic equation for $`\omega `$, which will in general have two roots for $`r_{crit}`$. They are

$$r_{crit\pm }=\frac{3M}{2}\left(1\pm \sqrt{1\frac{8Q^2}{9M^2}}\right).$$
(7.6)
Now, the horizon in the RN solution is located at $`r_+M+\sqrt{M^2Q^2}`$. In general, $`r_{crit}<r_+`$ and so the negative root can be discarded. However, at extremality ($`Q=M`$) the horizon is located at $`r_+=r_{}=M`$ and so we have two physically relevant roots, $`r_{crit}=M`$ and $`r_{crit+}=2M`$. Hence, null rotations around extremal RN black holes take place both on the horizon and at $`r=2M`$, in distinction to the SD case, where there is only one $`r_{crit}`$ (= 3M) and the solutions on the horizon are oscillatory. This surprising result is another in the growing list of features that suggest extremal black holes are of a qualitatively different class than their nonextremal counterparts (see, e.g., ).

## 8 Discussion

This investigation of parallel transport of vectors and spinors in the SD geometry has revealed several surprising results. An important question, though, is whether they are mere curiosities or whether they can be linked to other interesting phenomena. Clearly the testing of any of the results requires the curves along which the transport is carried out to be timelike or at worst null, ruling out many of the classes of curves that we have studied here. On the other hand, while at first glance our study of parallel transport along constant time curves may seem physically irrelevant, it does serve as a simple toy scenario against which to test our calculations and to compare with timelike and null results.

One important example of possible relevance is the Einstein-Podolsky-Rosen (EPR) gedanken-experiment. As is widely known, when the participating particles move in a region of non-negligible gravitational field, the standard approach to the EPR paradox must be radically reformulated. This is as a direct result of the fact that, in a curved spacetime even if the system is prepared with the $`z`$-axes of the two particles aligned, this in no way guarantees that after propagation in a gravitational field their axes will remain aligned at the point of measurement. It has recently been shown  that quantum correlation between the spins of EPR particles in a gravitational field may be formulated with the aid of parallel transport. As such, some of the curves we have studied here may prove useful in a proper analysis of EPR experiments in curved spaces.

It is also worth pointing out that in the holonomy band structure discussed in Section 3 we have an example of quantization that does not depend on Planck’s constant. Can it be measured? Gyroscopes obey Fermi-Walker transport, in which the timelike vector of the local tetrad is is held parallel to the tangent vector of the curve. In this way there are no spatial rotations. Along geodesics Fermi-Walker transport becomes parallel transport. Nevertheless, given that the holonomy depends on $`M/r10^8`$ for Earth, the experiment does not seem terribly feasible (witness the difficulties attending the Stanford gyroscope experiment). However, in the geometric optics approximation, the polarization vector of light is parallel transported. In principle, then, one could measure polarization bands around black holes, where $`M/r1`$. In principle, one could also measure electron interference, since the electron spin axis is also parallel transported.

The holonomy properties we have investigated may be more interesting in a quantum setting. As mentioned earlier, the holonomy map $`U`$ was originally introduced in gauge theories in the form

$$\mathrm{\Phi }(C)=Pe^{ig{\scriptscriptstyle A_\mu (x)𝑑x^\mu }}.$$
(8.1)
In this equation the $`A_\mu `$’s represent gauge potentials and, in the case of electromagnetism, $`\mathrm{\Phi }`$ represents the Dirac phase factor, the observable in the Aharonov-Bohm experiment. In the gravitational case, therefore, the $`\mathrm{\Gamma }`$’s play the role of the $`A_\mu `$. However, the analogy is not exact in the sense that the holonomy in gauge theories take place in the internal gauge space of the theory, whereas the “phase” changes we have described in this paper take place in real spacetime. Many authors have also noticed the similarity between the holonomy map $`U`$ and the expression for the phase that appears in quantum-mechanical path integration: $`exp(iL𝑑t)`$, where $`L`$ is the classical action for a particle.

Here, however, although the path integration does take place over space, the canonical position and momenta that figure in the action form operators in Hilbert space, not in spacetime. Nevertheless, it is reasonable to ask whether the similarities among the three expressions are coincidental or whether one can truly regard quantum evolution as an example of parallel transport. Specifically, what is the relation, if any, between parallel transport in spacetime and parallel transport in Hilbert space? A naive way of forcing the analogy between spacetime parallel transport and the path integral or Dirac phase factor is to place an $`i`$ in the exponent of the holonomy map (5.4), which makes the connections imaginary. This is equivalent to performing an analytic continuation into imaginary time. One then finds that for the circular orbits the exponential and oscillatory solutions are reversed with oscillatory solutions in the region $`r<r_{crit}`$ and exponential solutions for $`r>r_{crit}`$. The holonomy map (5.4) for circular orbits remains the same, with hyperbolic functions replacing trignometric ones and $`S`$ replaced by $`\omega `$. As noted by , the same result is obtained by considering the region $`r<2M`$, where the roles of space and time are reversed. We have not investigated the consequences of classical imaginary-time holonomy in detail, but it does not appear to mimic known quantum effects.

The next natural thought for combining the spacetime and quantum descriptions is to consider a Kaluza-Klein model, in which the gauge and gravitational potentials are placed on an equal footing. However, when one does this and compactifies to four dimensions, one finds solutions similar to the Reissner-Nordström black hole. That is, one merely gets another connection coefficient from the fifth dimension, which adds another term to the holonomy frequency $`\omega `$, just as we found in the previous section. Indeed, this does couple the electromagnetic potential to the holonomy through the charge, but not in a qualitatively new way; it does not in any sense change a spacetime vector into a Hilbert space vector. Apparently a more sophisticated prescription is necessary to get qualitatively new behavior. Those advanced so far by the above authors generally involve constructing Hilbert bundles over spacetime; however at present no particular formulation appears to be universally accepted. Exploration of quantum parallel transport thus remains a promising territory for research.

## 9 Acknowlegements

We would like to thank the referees for helpful comments. This work is partially funded by the NRF (South Africa). J.M. acknowledges support from a Sainsbury fellowship.


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# The Properties of Spiral Galaxies in Semi-Analytic Galaxy Formation Models

### Acknowledgments.

Support for EFB was provided by NASA LTSA grant NAG5-8426 and NSF grant AST-9900789.

## References

Bell, E. F., & de Jong, R. S. 2000, MNRAS, 312, 497

Cole, S., et al. 2000, MNRAS, in press (astro-ph/0007281)

Kennicutt, R. C., Jr. 1998, ApJ, 498, 541


text:
# Microscopic Theory of Heterogeneity and Non-Exponential Relaxations in Supercooled Liquids

## Abstract

Recent experiments and computer simulations show that supercooled liquids around the glass transition temperature are “dynamically heterogeneous” . Such heterogeneity is expected from the random first order transition theory of the glass transition. Using a microscopic approach based on this theory, we derive a relation between the departure from Debye relaxation as characterized by the $`\beta `$ value of a stretched exponential response function $`\varphi (t)=e^{(t/\tau _{KWW})^\beta }`$, and the fragility of the liquid. The $`\beta `$ value is also predicted to depend on temperature and to vanish as the ideal glass transition is approached at the Kauzmann temperature.

The striking universality of relaxation dynamics in supercooled liquids has remained intriguing for decades. In addition to the overall dramatic slowing of transport as the glass transition is approached, one finds the emergence of a strongly non-exponential approach to equilibrium when a supercooled liquid is perturbed. This contrasts with the behavior of chemically simple liquids at higher temperatures, where only a single time scale for a highly exponential structural relaxation is usually encountered for times beyond the vibrational time scales. Both the range of time scales and the median magnitude of the relaxation time require explanation.

Several theoretical threads lead to the notion that the universal behavior of supercooled liquids arises from proximity to an underlying random first order transition  which is found in mean field theories of spin glass without reflection symmetry , and in mode coupling  and density functional  approaches to the structural glass transition. This picture explains both the breakdown of simple collisional theories of transport that apply to high temperature liquids at a characteristic temperature $`T_A`$ and the impending entropy crisis of supercooled liquids first discovered by Simon and brilliantly emphasized by Kauzmann  at the temperature $`T_K`$. Furthermore the scenario suggests that the finite range of the underlying force modifies mean field behavior between $`T_A`$ and $`T_K`$ in a way that leads to an intricate “mosaic” structure of a glassy fluid in which mesoscopic local regions are individually each in an aperiodic minimum but are separated by more mobile domain walls which are strained and quite far from local minima structures . Relaxation of the elements of the mosaic, reconfiguring to other low energy structures, leads to the slow relaxation and a scaling treatment of the median relaxation time yields the venerable Vogel-Fulcher law, $`\tau =\tau _0e^{\frac{DT_0}{TT_0}}`$ . $`D`$, called the fragility, determines the apparent size of deviations from an Arrhenius law. Most recently a microscopic calculation of the coefficient $`D`$ has yielded good agreement with experiments for a range of liquids . In this paper, we address the predictions of the mosaic picture for the dispersion of relaxation times.

Relaxation in supercooled liquids is well approximated by the stretched exponential or Kohlrausch-Williams-Watts (KWW) formula $`\varphi (t)=e^{(t/\tau _{KWW})^\beta }`$. A study conducted by Böhmer et al.  on over sixty glass formers around $`T_g`$ shows $`\beta `$ and $`D`$ are strongly correlated. The smallest $`\beta `$ is found for the most fragile liquids. The heterogeneity of time scales suggests possible heterogeneity in space.

The spatial heterogeneity implied by the mosaic picture has received strong support from recent computer simulations  and laboratory experiments, especially direct measurements using 4-D NMR  and optical hole burning  techniques. In the mosaic picture, different regions of the supercooled liquid will relax in different ways depending on how stable the local structure is, but for time scales much longer than the median, the system will behave homogeneously since the neighboring elements of a mosaic cell will likely also have reconfigured. In this picture, despite the presence of some dynamical averaging, the response function can be viewed to a good approximation as arising from a relaxation time distribution $`P(\tau )`$

$$\varphi (t)=e^{t/\tau }P(\tau )𝑑\tau .$$
(1)
This will resemble a KWW formula with the $`\beta `$ parameter determined by the explicit form of $`P(\tau )`$, largely by the breadth of the distribution.

According to the random first order transition theory  in supercooled liquids the relaxation of an individual mosaic element is an activated process. The driving force for any local region to escape from one of the metastable states predicted by a meanfield free energy functional is the configurational entropy of the other states to which it might hop. Working against this is a cost due to surface energy since the domain wall is not in a low free energy configuration. Creating a droplet costs free energy that depends on the radius of the droplet. Much as in conventional nucleation, one finds

$$F(r)=\frac{4}{3}\pi Ts_cr^3+4\pi \sigma (r)r^2.$$
(2)
Here $`s_c`$ is the configurational entropy density which drives random first order transition. A novel feature is that the multiplicity of states leads to a renormalization of surface tension, $`\sigma (r)=\sigma _0(\frac{r_0}{r})^{1/2}`$ , where $`r_0`$ is the interparticle spacing. The typical free energy barrier is determined by the maximum of Eq.(2) as a function of $`r`$, giving

$$\mathrm{\Delta }F^{}=\frac{3\pi \sigma _0^2r_0}{Ts_c}=\frac{3\pi \sigma _0^2r_0}{T\mathrm{\Delta }\stackrel{~}{c_p}}\frac{T_K}{TT_K}=k_BTD\frac{T_K}{TT_K},$$
(3)
since $`s_c=\mathrm{\Delta }\stackrel{~}{c_p}(T)\frac{TT_K}{T_K}`$, where $`\mathrm{\Delta }\stackrel{~}{c_p}(T)`$ is the specific heat jump per unit volume at the transition. The microscopic theory of $`\sigma _0`$ gives

$$D=\frac{27}{16}\pi \frac{nk_B}{\mathrm{\Delta }\stackrel{~}{c_p}}\mathrm{ln}^2\frac{\alpha _Lr_0^2}{\pi e},$$
(4)
where $`\alpha _L`$ is the square inverse of the Lindemann ratio of the maximum vibrational displacement around an aperiodic minimum which is globally stable $`\alpha _Lr_0^2=100`$. The resulting formula for the fragility, $`D=32R/\mathrm{\Delta }c_p`$ fits a wide range of substances quite well. ($`\mathrm{\Delta }c_p`$ is heat capacity jump per mole and $`R`$ is the gas constant.) The typical droplet size in the mosaic corresponding to the relaxation barrier turns out to be

$$r^{}=(\frac{2}{3\pi \mathrm{ln}\frac{\alpha _Lr_0^2}{\pi e}})^{2/3}(\frac{DT_K}{TT_K})^{2/3}r_0.$$
(5)
At $`T_g`$, this formula for $`r^{}`$ gives a correlation length about 5 molecular radii (or a few nanometers) , which is consistent with the experimental findings  but much larger than the regions envisioned in the Adam-Gibbs approach . The configuration of the supercooled liquid is separated into domains with average size $`\overline{r^{}}1.6r^{}`$ which signals where the free energy Eq. (2) vanishes. According to the microscopic theory both $`r^{}`$ and $`\overline{r^{}}`$ (in the unit of molecular distance) are nearly universal functions of the relaxation time at which the response occurs. This is because the Lindemann ratio is nearly universal for a wide range of substances. Each domain corresponds to a minimum of the free energy functional, but these domains would vary somewhat in size since there are many different local minimum states. They will be separated by thin mobile sections. The fluctuation of energy of each state can also be said to reflect the idea that the configurational entropy (at fixed energy!) itself fluctuates according to the usual Landau formula

$$\delta s_c=\sqrt{k_B\mathrm{\Delta }\stackrel{~}{c_p}/V^{}},$$
(6)
where $`V^{}=\frac{4}{3}\pi r^3`$ is the volume of the average domain. The fluctuation in configuration entropy, the driving force, results in a corresponding variation in free energy barriers for each mosaic element and therefore gives a distribution of relaxation times.

To find the $`\beta `$ value, we must construct an explicit distribution of free energy barriers based on such dynamically fluctuating mosaic structure. To set the stage, let us first see what happens if we assume the distribution of relaxation times to be Gaussian resulting from small fluctuations. This calculation parallels one carried out by Ediger to infer the domain size in supercooled liquids . This approximation already yields a qualitatively (but not quantitatively!) correct correlation of $`\beta `$ with $`D`$. The time correlation function can be rewritten as

$$\varphi (t)=e^{t/\tau (\mathrm{\Delta }F)}P(\mathrm{\Delta }F)𝑑\mathrm{\Delta }F.$$
(7)
Here $`\tau (\mathrm{\Delta }F)=\tau _0e^{\mathrm{\Delta }F/k_BT}`$. If $`P(\mathrm{\Delta }F)`$ is Gausssian, the relaxation function is not precisely a stretched exponential but is well fitted by one with a $`\beta `$ value given by

$$\beta =[1+(\delta \mathrm{\Delta }F/k_BT)^2]^{\frac{1}{2}},$$
(8)
where $`\delta \mathrm{\Delta }F`$ is the width of the Gaussian distribution $`P(\mathrm{\Delta }F)=\frac{1}{\sqrt{2\pi \delta \mathrm{\Delta }F^2}}e^{(\mathrm{\Delta }F\mathrm{\Delta }F_0)^2/2\delta \mathrm{\Delta }F^2}`$. Using Eq.(3)-(6), we find $`\frac{\delta \mathrm{\Delta }F}{\mathrm{\Delta }F_0}\frac{\delta s_c}{<s_c>}=\frac{1}{2\sqrt{D}}`$. Therefore we have

$$\beta =[1+(\frac{\mathrm{\Delta }F_0(T)}{2k_BT\sqrt{D}})^2]^{\frac{1}{2}}.$$
(9)
This formula should be valid for a range of substances again because of the universal nature of the correlation volume at a given time scale predicted by the microscopic theory of fragility . The typical barrier height at $`T_g`$ as conventionally defined with a relaxation time of $`10^2`$ seconds corresponds to $`\mathrm{\Delta }F_037k_BT_g`$ thus this estimate gives for $`\beta `$ at the laboratory glass transition temperature $`\beta _G\frac{\sqrt{D}}{18.5}`$. The result is also shown on Fig.(2) as a dashed line. The data in the graph are the $`\beta `$ values measured at $`T_g`$ for a wide variety of substances. We see that this formula suggests correctly that more fragile liquids have smaller $`\beta `$ values near their glass transition. Also we see that as the temperature is lowered, the most probable barrier height $`\mathrm{\Delta }F_0(T)`$ increases rapidly, giving a smaller value of $`\beta `$ ultimately vanishing at $`T_K`$ if available time permitted measurement and equilibration at such low temperature. Such a temperature dependence was found in the detailed experimental study for o-terphenyl by Dixon and Nagel . While it seems experiment agrees that $`\beta `$ approaches zero around $`T_K`$ consistent with Eq.(9), some theories do not give such a relation. Free volume theory gives a lower limit of $`\beta =\frac{2}{3}`$ for example in , a value that has been surpassed in experiments .

Although Eq.(9) gives the right trend of $`\beta D`$ correlation, it is not quantitatively accurate. A more careful analysis of the implications of the mosaic structure is needed. The mosaic structure of the random first order transition theory implies the existence of large correction to the Gaussian result since the fluctuations in $`\mathrm{\Delta }F`$ scale in the same way as $`\mathrm{\Delta }F_0`$. They are thus of a similar magnitude since $`r^{}`$ is of the same size as $`r^{}`$. We shall now show that a reasonably realistic distribution easily comes out from a simple model of the dynamic mosaic structure of supercooled liquids. First, it is clear that even if the distribution of configurational entropy were precisely Gaussian, the free energy barrier distribution would not be. We should use $`P(\mathrm{\Delta }F)d\mathrm{\Delta }F=P(s_c)ds_c`$ to get the precise distribution. Second, domains will not all be of equal size, instead, there is a distribution of size determined again by fluctuations in configurational entropy as we have $`r^{}(\frac{1}{s_c})^{1.5}`$. Most important, when a certain domain with small size $`r^{}`$ already exists, the free energy barrier for overturning that domain will be smaller than what Eq.(3) predicts since this equation assumes spherical transition state droplets. This activated droplet will be modified because of the pre-existing boundaries. When the fluctuating size within the spherical droplet is comparable or bigger than $`r^{}`$ these boundary effects will limit the size of the barrier. This effect may be roughly described by simply assuming there is a “cutoff” in the free energy barrier distribution near the most probable one. Similarly if a neighboring region has already flipped this will make it easier to reconfigure the domain under consideration. Both of these effects suggest the real distribution in the mosaic can be better approximated in a piece-wise manner,

$`P(\mathrm{\Delta }F)=\{\begin{array}{cc}P_f(\mathrm{\Delta }F)\hfill & \mathrm{\Delta }F\mathrm{\Delta }F_0\hfill \\ C\delta (\mathrm{\Delta }F\mathrm{\Delta }F_0)\hfill & \mathrm{\Delta }F>\mathrm{\Delta }F_0\hfill \end{array}`$

where $`C`$ is a normalization coefficient so $`_{\mathrm{}}^+\mathrm{}P(\mathrm{\Delta }F)𝑑\mathrm{\Delta }F=1`$ and $`P_f(\mathrm{\Delta }F)`$ is a function determined by $`P_f(\mathrm{\Delta }F)d\mathrm{\Delta }F=P(s_c)ds_c`$. Here $`\mathrm{\Delta }F_0`$ is the barrier assuming no fluctuation in configurational entropy. This cutoff distribution of free energy barriers still yields a $`\varphi (t)`$ that fits the KWW formula. The resulting $`\beta `$ value is, however, different. The results from the cutoff distribution for $`\beta `$ at $`T_g`$ are shown in Fig.(2) as solid line. The slope of $`\beta `$ versus $`\sqrt{D}`$ is considerably increased and $`\beta `$ now saturates to 1 for liquids with $`D>150`$, a value characteristic of the so-called strong liquids. The improvement of agreement over the pure Gaussian is significant, buttressing the case for a dynamic mosaic structure.

Above $`T_A`$, the critical temperature predicted by mode coupling theory for dynamic slowing, relaxation is dominated by collision between molecules. Here dynamics can be described by the Debye law with a single exponential. We see that between $`T_A`$ and $`T_K`$, the deviation from the Debye law will become more significant upon cooling as a consequence of increasing heterogeneity just as in the Gaussian analysis. For Gaussian distribution, one finds $`\beta \frac{1}{\sqrt{D}}\frac{TT_K}{T_K}`$ at temperature close to $`T_g`$. In Fig.(3), we also plot the temperature dependence of $`\beta `$ predicted by the more accurate cutoff distribution for o-terphenyl and compare it with experiments . In computing the $`T`$ dependence we have assumed that $`\sigma _0`$ has its low temperature value, although near $`T_A`$, $`\sigma `$ will be smaller, leading to faster crossover to the exponential relaxation above $`T_A`$.

We see that the mosaic structure expected by the random first order transition approach to the glass transition can quantitatively explains both the trends in the relaxation dynamics over a range of substances and the temperature dependence of the deviation from Debye behavior.

This work is supported by NSF grant CHE-9530680.


text:
# Dynamical Mass Estimates for the Halo of M31 from Keck Spectroscopy1footnote 11footnote 1Based in part on data collected at W. M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W. M. Keck Foundation.

## 1 INTRODUCTION

Dynamical studies of the two largest members of the Local Group – the Milky Way and the Andromeda (M31) galaxies – are of particular interest. The mass of M31 is well constrained on the scales of a few tens of kiloparsecs from the optical and H i rotation curves (Braun 1991) and from the kinematics of the planetary nebulae and globular cluster populations (e.g., Evans & Wilkinson 2000). To probe much larger radii and estimate the total mass of the M31 halo, it is to the satellite galaxy population that we must turn. Here, there have been dramatic developments in the last few years. The advent of wide-field imaging surveys (Armandroff, Davies, & Jacoby 1998; Karachentsev & Karachentseva 1999; Armandroff, Jacoby, & Davies 1999) has led to the discovery of three new dwarf spheroidals (dSphs) – And V, And VI (Peg dSph) and Cas dSph. In all, the entourage of galaxies accompanying M31 now numbers as many as fifteen, although the status of two of these (Pegasus and IC 1613) is perhaps unclear as opinions differ as to whether they are close enough to be bound (Mateo 1998; Grebel 1999; Courteau & van den Bergh 1999).

For the Milky Way, the data set of the eleven companion galaxies, as well as the distant globular clusters, has often been exploited to estimate the total mass of the Milky Way halo. The older techniques of virial estimators have nowadays been superseded by more sophisticated Bayesian likelihood estimators (Little & Tremaine 1987). The most recent analysis by Wilkinson & Evans (1999) found a total mass for the Milky Way halo of $`19_{17}^{+36}\times 10^{11}M_{}`$, with the large error bars reflecting the small sample size and the uncertainties in the proper motions. Hitherto, the satellites of M31 have received scant attention. Evans & Wilkinson (2000) looked at all the available published data on ten of the satellite galaxies and found a rather low mass of $`12.3_6^{+18}\times 10^{11}M_{}`$. This raises the possibility that the Milky Way Galaxy may be the largest member of the Local Group.

Here, we exploit recent stellar velocity measurements with the spectrographs on the Keck Telescopes. The new observations are reported in detail by Guhathakurta et al. (2000a,b). The results enhance the dataset on the radial velocities of the companion galaxies of M31 by fifty per cent and are used to provide the most reliable estimate of the mass of the extended halo of M31 to date.

## 2 DATA

### 2.1 Radial Velocity Measurements

The radial velocities of eight of the companions to M31 have been known for some time based on one or more of the following techniques: H i 21 cm measurements, optical absorption line spectra of the integrated light of galaxy cores/nuclei, bulges, or globular clusters, or optical emission line spectra of H ii regions. The data are recorded in the upper panel of Table 1. These techniques are not easily applicable to galaxies of low surface brightness and/or low gas content. Consequently, until very recently, the radial velocities of the six dSph companions (And I, And II, And III, And V, And VI, Cas dSph) remained unmeasured. They require 8–10 meter class telescopes and efficient spectrographs for spectroscopy of individual red giant stars. Côté et al. (1999) have recently provided the first kinematic study of And II. They used the High-Resolution Echelle Spectrometer (HIRES; Vogt et al. 1994) on the 10-meter Keck I Telescope to measure the radial velocities of a few red giants in each dwarf galaxy. Guhathakurta et al. (2000a,b) provide the data on the outstanding five dSphs. Using the Low-Resolution Imaging Spectrometer (LRIS; Oke et al. 1995) on the Keck II Telescope, they obtained velocity measurements for nearly a hundred red giants in And I, And III, And V, and And VI. Guhathakurta et al. (2000a,b) have also carried out HIRES multislit echelle observations of 21 red giant branch stars in Cas dSph. The radial velocities of the dSphs are recorded in the lower panel of Table 1.

### 2.2 Distance Estimates

In general, distance estimates for the M31 companions are derived from variable stars such as Cepheids and RR Lyrae, from the tip of the red giant branch (TRGB) method (Lee, Freedman, & Madore 1993), or from the brightness of horizontal branch (HB) stars (Lee, Demarque, & Zinn 1994). One has to rely on TRGB- or HB-based distances for the dSphs, since they lack the young stellar populations with which Cepheid variables are associated.

Deep $`V`$ and $`B`$ exposures with Hubble Space Telescope/WFPC2 have been used to clearly detect the HB in And I and And II (Da Costa et al. 1996, 2000). The distance estimates for these galaxies are the most accurate of all the M31 dSphs. The HB method provides greater distance accuracy than the TRGB method, but HB stars are faint and difficult to photometer accurately, especially in crowded fields, and this makes the method impractical for most ground-based telescopes. Moreover, the metallicity dependence of the HB absolute magnitude, $`M_V(\mathrm{HB})`$, has been the subject of some debate (cf. Ajhar et al. 1996). Distances based on the TRGB method are available for the rest of the M31 dSph satellites. Photometry of bright red giants has been carried out with the KPNO 4-meter telescope, 3.5-meter WIYN telescope, 6-meter BTA telescope at the Special Astrophysical Observatory, and with LRIS on Keck II for the following dSphs: And III (Armandroff et al. 1993), And V (Armandroff, Davies, & Jacoby 1998; Grebel & Guhathakurta 1998), And VI (Grebel & Guhathakurta 1999; Tikhonov & Karachentsev 1999; Armandroff, Davies, & Jacoby 1999), and Cas dSph (Grebel & Guhathakurta 1999; Tikhonov & Karachentsev 1999). There are several limitations to the TRGB method: it takes a large sample size to define the TRGB break accurately; since the method involves the location of a step in the stellar luminosity function, biases in the distance estimate are caused by blends and photometric errors; errors in statistical field subtraction can be a problem; super TRGB populations such as intermediate-age AGB stars can cause systematic errors.

For all the dSphs, there is substantial error on the distances (see Table 1). Additional uncertainty is introduced through the poorly known distance of M31 itself, for which a variety of estimates is available using different methods; we adopt a distance of 770 kpc.

## 3 MASS ESTIMATES

Let us assume that the halo of M31 is spherically symmetric with the potential $`\psi `$ and density $`\rho `$ given by

$$\rho (r)=\frac{M}{4\pi }\frac{a^2}{r^2(r^2+a^2)^{3/2}},\psi (r)=v_0^2\mathrm{log}\left(\frac{\sqrt{r^2+a^2}+a}{r}\right).$$
(1)
The satellite galaxies are assumed to follow the same density law $`\rho _\mathrm{s}`$ but with the scalelength $`a_\mathrm{s}=250\mathrm{kpc}`$ (cf., Evans & Wilkinson 2000). The velocity normalisation $`v_0`$ is chosen to reproduce the circular speed at $`30\mathrm{kpc}`$ of $`235\mathrm{km}\mathrm{s}^1`$ (Braun 1991). We adopt two possibilities for the distribution of velocities. These must depend on the integrals of motion, namely the binding energy $`\epsilon `$ and angular momentum $`l`$ per unit mass. The first is a distribution function of form

$$F(\epsilon ,l)=l^{2\beta }f(\epsilon ),$$
(2)
so that the orbital anisotropy $`\beta =1v_\theta ^2/v_r^2`$ is constant. This distribution ranges from radial anisotropy ($`\beta >0`$) to tangential anisotropy ($`\beta <0`$). The second is a distribution of Osipkov-Merritt form (see Binney & Tremaine 1987)

$$F(\epsilon ,l)=f(Q),Q=\epsilon l^2/2r_\mathrm{a}^2,$$
(3)
where $`r_\mathrm{a}`$ is an anisotropy radius. This distribution is isotropic in the inner parts ($`r<<r_\mathrm{a}`$) and radially anisotropic in the outer parts ($`r>>r_\mathrm{a}`$). The functions $`f(\epsilon )`$ and $`f(Q)`$ are written out elsewhere (Wilkinson & Evans 1999; Evans & Wilkinson 2000).

Mass estimation using Bayesian likelihood methods was introduced by Little & Tremaine (1987). Bayes’ theorem states that the probability of any set of model parameters given the data $`P(\mathrm{model}|\mathrm{data})`$ is

$$P(\mathrm{model}|\mathrm{data})P(\mathrm{data})=P(\mathrm{model})P(\mathrm{data}|\mathrm{model}).$$
(4)
Here, $`P(\mathrm{model})`$ describes our prior beliefs as to the likelihood of the model parameters, while $`P(\mathrm{data}|\mathrm{model})`$ is the probability of the data given the model. For the 15 satellite galaxies, the data consist of three-dimensional positions $`r_i`$ with respect to the center of Andromeda, together with their heliocentric line of sight velocities $`v_{,i}`$. These are corrected for the motion of the Sun around the Galactic Center and the infall of the Milky Way towards Andromeda. We assume a circular speed of $`220\mathrm{km}\mathrm{s}^1`$ at the Galactocentric radius of the sun ($`R_{}`$ = 8.0 kpc) and a solar peculiar velocity in $`\mathrm{km}\mathrm{s}^1`$ of ($`U,V,W`$) = ($`9,12,7`$). The line of sight velocity of M31, corrected for the motion of the sun, is $`v_{\mathrm{r},\mathrm{M31}}=123\mathrm{km}\mathrm{s}^1`$ (Courteau & van den Bergh 1999). This gives the velocities $`v_{\mathrm{r},i}`$ in the rest frame of the center of M31. Along any line of sight, let ($`v_\mathrm{t},\eta `$) be polar coordinates in the plane of the sky. Then the required probability is given by

$$P(\mathrm{data}|\mathrm{model})=\frac{1}{\rho _\mathrm{s}(r_i)}_0^{\sqrt{2\psi (r_i)v_{\mathrm{r},i}^2}}dv_\mathrm{t}v_\mathrm{t}_0^{2\pi }d\eta f(\epsilon ,l)$$
(5)
The prior probabilities contain the a priori information about the model parameters. For the total mass $`M`$, we use $`P(M)1/M^2`$, while for the velocity anisotropy, we use $`P(\beta )1/(32\beta )^2`$ or $`P(r_\mathrm{a})1/r_\mathrm{a}`$ (see Wilkinson & Evans (1999) for a discussion).

The distances to the satellite galaxies are the main uncertainty. Our error convolution aims to take account of two factors. First, there is the quoted error estimate $`\mathrm{\Delta }s_i`$ associated with each distance given in Table 1. Second, there is a small, but distinct, probability $`ϵ`$ that some of the published distance estimates are seriously in error due to systematic uncertainties; we assume that the probability of a rogue distance $`ϵ`$ is $`0.1`$. Therefore, we choose our convolution function $`E`$ to have the form

$$E(z;i)=(1ϵ)B(z;s_i\mathrm{\Delta }s_i,s_i+\mathrm{\Delta }s_i)+ϵB(z;s_{\mathrm{min}},s_{\mathrm{max}}).$$
(6)
Here, $`B`$ is the hat-box function

$$B(d;d_{\mathrm{min}},d_{\mathrm{max}})=\{\begin{array}{cc}\frac{1}{d_{\mathrm{max}}d_{\mathrm{min}}}\hfill & d_{\mathrm{min}}<d<d_{\mathrm{max}},\hfill \\ 0\hfill & \text{otherwise},\hfill \end{array}$$
(7)
while $`s_i`$ is the published distance estimate of the $`i`$th satellite with error $`\mathrm{\Delta }s_i`$ and $`s_{\mathrm{min}}`$ and $`s_{\mathrm{max}}`$ are the maximum and minimum of the distance estimates listed in Table 1.

Figure 1 shows the results for the constant anisotropy distributions. The most likely mass is $`7.0\times 10^{11}M_{}`$ and the most likely value of $`\beta `$ is $``$0.95 corresponding to tangential anisotropy. An earlier analysis found that there is a tendency to underestimate the mass for small datasets (Evans & Wilkinson 2000). This typically leads to an underestimate of the order of a factor of two for a dataset of ten to twenty objects, and is combined with a spread that is of the order of fifty per cent. This gives a final result of $`7.0_{3.5}^{+10.5}\times 10^{11}M_{}`$. The anisotropy is poorly constrained as the likelihood contours are distended horizontally. However, radial anisotropy is not favored as the $`1\sigma `$ contour is concentrated in the tangentially anisotropic portion of the figure. Figure 2 shows the results for the Osipkov-Merritt distribution function. The most likely mass is $`9.7_{4.9}^{+14.6}\times 10^{11}M_{}`$ and the most likely value of $`r_\mathrm{a}`$ is $`680\mathrm{kpc}`$, suggesting the velocity distribution is roughly isotropic. Table 2 shows the effects of varying some of our modelling assumptions on the results for the mass. These include (i) the omission of Pegasus and IC 1613, which may not be bound to M31 (Courteau & van den Bergh 1999), (ii) the alteration of the satellite distances to those compiled by Mateo (1998), (iii) the increase of the error bars on the distances to $`25\%`$, (iv) the alteration of the scalelength of the satellite galaxy number density distribution and (v) the change of the velocity normalisation of the halo $`v_0`$. The main change is the removal of Pegasus and IC 1613 from the dataset, which cause a roughly 30% drop in the mass estimate. As can be seen from Table 2, the other alterations do not have a significant effect on the answer.

## 4 CONCLUSIONS

We have presented the first detailed study of the mass of the halo of the Andromeda galaxy that uses the radial velocity and distance measurements for all six dSph satellites (And I, And II, And III, And V, And VI and Cas dSph). This takes to fifteen the number of tracers at large radii and provides a reasonable sample with which to estimate the total mass. Such calculations have not been possible before, because of the unavailability of radial velocity data for the low surface brightness companions of Andromeda. Spectroscopy of individual red giant stars in these systems has only recently become feasible thanks to 8–10 meter class telescopes such as Keck and state-of-the-art spectrographs (Côté et al. 1999; Guhathakurta et al. 2000a,b). We reckon that the mass of the Andromeda halo is $`7.0_{3.5}^{+10.5}\times 10^{11}M_{}`$. This comes from analysing all the companion galaxies with a family of velocity distributions of constant orbital anisotropy. The error bars include the statistical effects of the small dataset, as well as the uncertainties in the distance estimators. There is some additional uncertainty from changes in the modelling assumptions but this is at the 30% level at most. For example, altering the velocity distribution gives us a slightly higher estimate of $`9.7_{4.9}^{+14.6}\times 10^{11}M_{}`$.

The most recent estimate of the mass of the Milky Way is $`19_{17}^{+36}\times 10^{11}M_{}`$ (Wilkinson & Evans 1999). All the mass estimates inevitably come with substantial uncertainty, as they are inferred from the small datasets of satellite galaxies that are the only known probes of the distant halo. Bearing in mind such caveats, a fair conclusion is that the Andromeda halo is very roughly as massive as that of the Milky Way. There seems little evidence from the satellite galaxy motions for the widely held belief that the Andromeda halo is more massive than that of the Milky Way (e.g., Peebles 1996). Indeed, such evidence as there is points in the opposite direction, namely that the Andromeda halo may actually be slightly less massive.

EKG acknowledges support by NASA through grant HF-01108.01-98A from the Space Telescope Science Institute, which is operated by AURA under NASA contract NAS5-26555.