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# COBE Constraints on a Compact Toroidal Low-density Universe

## I INTRODUCTION

For a long time, cosmologists have assumed the simply connectivity of the spatial hypersurface of the universe. If it is the case, the topology of closed 3-spaces is limited to that of a 3-sphere if Poincaré’s conjecture is correct. However, if we assume that the spatial hypersurface is multiply connected, then the geometry of spatially finite models can be flat or hyperbolic as well. The metric describes only the local geometry. We should be able to observe the imprint of the “finiteness” of the spatial geometry if it is multiply connected on scales of the order of the particle horizon or less, in other words, if we live in a “small universe”.
For flat multiply connected models without the cosmological constant, various constraints using the COBE DMR data have been obtained . Assuming that the initial power spectrum is scale-invariant ($`n=1`$) the suppression of the temperature fluctuations on scales beyond the typical size of the cell $`L`$***$`L`$ can be defined as twice the diameter which is defined as the maximum of the minimum geodesic distance between two points over the space. leads to a decrease in the large-angle power. For 3-torus models without the cosmological constant in which the cell (fundamental domain) is a cube, the constraint is $`L>0.8R_{}`$ where $`R_{}`$ is the comoving radius of the last scattering surface(horizon radius) . It should be emphasised that the constraint itself does not imply that the “small universe” is ruled out since the possible maximum expected number of the copies of the cell within the observable region at present is approximately 8. For models in which one side of the cell is longer than the others, the constraint for the smallest topological identification scale(=the diameter of the smallest ball which can wrap around the space) can be less stringent.
On the other hand, recent observations of distant supernova Ia  imply the existence of “missing energy “ which possesses a negative pressure and equation-of-state ($`wp/\rho `$) in the form of either a cosmological constant, vacuum energy density or a slowly-varying spatially inhomogeneous component “quintessence”. Together with the first observation of the height and the position of the first Doppler peak by Boomerang and MAXIMA  and the COBE-DMR data, the constraint for the cosmological constant is $`0.69<\mathrm{\Omega }_\mathrm{\Lambda }<0.82`$ and for the matter(cold dark matter, baryon plus radiation) $`0.28<\mathrm{\Omega }_m<0.42`$ assuming adiabatic initial perturbations.
For low-matter-density models with flat geometry a bulk of large-angle cosmic microwave background(CMB) fluctuations can be produced as the gravitational potential decays at the $`\mathrm{\Lambda }`$-dominant epoch $`1+z(\mathrm{\Omega }_\mathrm{\Lambda }/\mathrm{\Omega }_0)^{1/3}`$. Recent works  have shown that the angular power spectrum $`C_l`$ is completely consistent with the COBE-DMR data for some compact hyperbolic models which are incompatible with the previous analyses . Because the angular sizes of fluctuations produced at the late epoch are large compared to those on the last scattering for flat or hyperbolic geometry, we expect that the constraints for compact flat models with low-matter-density can be also significantly loosened.
In this paper, the CMB anisotropy in a multiply-connected compact flat 3-torus model with or without the cosmological constant is investigated. In sec II we briefly describe the time evolution of the scalar perturbation in the locally flat Friedmann-Robertson-Walker models which will be used for computing the CMB anisotropy. In sec III we compare the angular power spectrum in a flat 3-torus model with the cosmological constant to the one in the “standard” 3-torus model with $`\mathrm{\Omega }_{tot}=1`$. In sec IV a full Bayesian analysis using the COBE-DMR data has been carried out for giving the constraint on the minimum size of the cell.

## II CMB Anisotropy

In what follows we assume that the matter consists of two components:a relativistic one and a non-relativistic one ($`\mathrm{\Omega }_m=\mathrm{\Omega }_r+\mathrm{\Omega }_n`$). First of all we consider the evolution of the background space. From the Friedmann equation, the integral representation for the time evolution of the scale factor $`a`$ (normalised to 1 at present time) in terms of the conformal time $`\eta `$ takes the form

$$\eta (a)=H_0^1_0^a\frac{da}{\sqrt{\mathrm{\Omega }_{n0}a+\mathrm{\Omega }_{r0}+\mathrm{\Omega }_\mathrm{\Lambda }a^4}}$$
(1)
where $`H_0`$, $`\mathrm{\Omega }_{r0}`$ and $`\mathrm{\Omega }_{n0}`$ are the Hubble parameter, the density parameter for relativistic and non-relativistic matter at present, respectively. Note that (1) can be written in terms of the elliptic integral of the first kind which is too complex to describe here. The radius of the last scattering surface $`R_{}`$ in comoving coordinates can be obtained by integrating $`\eta `$ from $`1/(z_{LSS})1/1100`$ to $`1`$. One can easily see that the presence of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ makes $`R_{}`$ to a larger value. For a fixed $`H_0`$ and the total density at present $`\mathrm{\Omega }_{tot}`$, the presence of a cosmological constant or vacuum energy implies a decrease in the cosmological expansion rate in earlier epoch which augments the age of the universe and the size of the causally connected region. As for the radiation density, the standard scenario of the thermal history gives the present density $`\mathrm{\Omega }_{r0}=\mathrm{\Omega }(photon)+\mathrm{\Omega }(neutrino)=4.15\times 10^5h^2`$ assuming three generations for neutrinos . Applying the value to (1) one obtains $`R_{}=4.98`$ for $`(\mathrm{\Omega }_{n0},\mathrm{\Omega }_\mathrm{\Lambda })=(0.1,0.9)`$ while $`R_{}=1.99`$ for $`(\mathrm{\Omega }_{n0},\mathrm{\Omega }_\mathrm{\Lambda })=(1.0,0)`$.
Next, we consider the time evolution of the scalar-type perturbation. Assuming that the anisotropic pressure is negligible, in the Newtonian gauge, the Newtonian curvature perturbation $`\mathrm{\Phi }`$ in $`k`$ space satisfies ,

$$\mathrm{\Phi }^{\prime \prime }+3(1+c_s^2)\mathrm{\Phi }^{}+c_s^2k^2\mathrm{\Phi }+(2^{}+(1+3c_s^2)^2)\mathrm{\Phi }=4\pi Ga^2p\mathrm{\Gamma },$$
(2)
$`c_s^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{\rho _r}{\rho _n+\frac{3}{4}\rho _r}},`$ (3)
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{\rho _n}{\rho _r+\frac{3}{4}\rho _n}}\left({\displaystyle \frac{3}{4}}{\displaystyle \frac{\delta \rho _r}{\rho _r}}{\displaystyle \frac{\delta \rho _n}{\rho _n}}\right),`$ (4)
where ’ denotes the conformal time derivative $`d/d\eta `$, $`a^{}/a`$, G is the Newton’s constant, p is the total pressure, $`c_s`$ is the sound speed of the fluid and $`\mathrm{\Gamma }`$ corresponds to the entropy perturbation defined as $`p\mathrm{\Gamma }\delta p\frac{p^{}}{\rho ^{}}\delta \rho `$. Assuming a pure adiabatic perturbation ($`\mathrm{\Gamma }=0`$), the amplitudes of $`\mathrm{\Phi }`$ for the non-decaying mode are constant in the radiation dominant epoch if $`k\eta _{eq}<<1`$. Hence the non-decaying mode of the perturbation that enters the Hubble radius after the radiation-matter equality time $`\eta _{eq}`$ can be obtained by setting the initial condition $`\mathrm{\Phi }^{}(0)=0`$. In practice, we approximate the solution of (1) by interpolating polynomial functions which are used for numerically solving the second order ordinary differential equation (2).
For superhorizon perturbations, the amplitudes of $`\mathrm{\Phi }`$ are constant in the radiation dominant epoch ($`\mathrm{\Phi }/\mathrm{\Phi }(0)=1`$) and in the matter dominant epoch ($`\mathrm{\Phi }/\mathrm{\Phi }(0)=9/10`$) However, in the $`\mathrm{\Lambda }`$-dominant epoch $`\mathrm{\Phi }`$ gradually decays as $`1/a`$ that will play a critical role in characterising the large-angle temperature fluctuations for $`\mathrm{\Lambda }`$-models.
Assuming a pure adiabatic initial condition and neglecting the anisotropic pressure, the temperature fluctuation on large angular scales can be written in terms of the curvature perturbation $`\mathrm{\Phi }`$ as

$$\frac{\mathrm{\Delta }T}{T}(𝐧)=\frac{1}{3}\mathrm{\Phi }(\eta _{},(\eta _0\eta _{})𝐧)2_\eta _{}^{\eta _0}\frac{\mathrm{\Phi }(\eta ,(\eta _0\eta )𝐧)}{\eta }𝑑\eta ,$$
(5)
where $`𝐧`$ denotes the unit vector which points towards the sky and $`\eta _{}`$ and $`\eta _0`$ correspond to the last scattering and the present conformal time, respectively. The first term in the right-hand side in (5) describes the ordinary Sachs-Wolfe (OSW) effect while the second term describes the integrated Sachs-Wolfe (ISW) effect. Note that the Sachs-Wolfe formula (5) is valid only for perturbations whose scale is sufficiently larger than the horizon radius at the last scattering $`k<1/\eta _{}`$. From (1), one obtains the conditions $`k<20.5H_0`$ for $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(1.0,0)`$ and $`k<9.9H_0`$ for $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(0.1,0.9)`$. The effect of the acoustic oscillations becomes important for fluctuations on smaller scales. However, for large angular scales ($`l<15`$), contributions from acoustic oscillations are negligible.

## III Power spectrum

Let us now consider cosmological models whose spatial geometry is represented by a flat 3-torus which is obtained by gluing the opposite faces of a cube by three translations. Then the wave numbers of the square-integrable eigenmodes of the Laplacian are restricted to the discrete values $`k_i=2\pi n_i/L`$, ($`i=1,2,3`$) where $`n_i`$’s run over all integers. The angular power spectrum is written as

$`C_l`$ $`=`$ $`{\displaystyle \underset{𝐤0}{}}{\displaystyle \frac{8\pi ^3𝒫_\mathrm{\Phi }(k)F_{kl}^2}{k^3L^3}},`$ (6)
$`F_{kl}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{\Phi }(\eta _{})j_l(k(\eta _o\eta _{}))+2{\displaystyle _\eta _{}^{\eta _o}}𝑑\eta {\displaystyle \frac{d\mathrm{\Phi }}{d\eta }}j_l(k(\eta _o\eta )),`$ (7)
where $`𝒫_\mathrm{\Phi }(k)`$ is the initial power spectrum for $`\mathrm{\Phi }`$ and $`k\sqrt{k_1^2+k_2^2+k_3^2}`$. From now on we assume the scale-invariant Harrison-Zeldovich spectrum ($`𝒫_\mathrm{\Phi }(k)=const.`$) as the initial power spectrum.

Now let us estimate the angular scale below which the power spectrum is suppressed owing to the mode-cutoff $`k_{cut}=2\pi /L`$. First of all we consider the transfer function $`T_l(k)`$ which is defined by

$$\frac{2l+1}{4\pi }C_l=T_l^2(k)𝒫(k)\frac{dk}{k},$$
(8)
that describes how the spatial information is included in the angular power. For a given $`k`$, the contribution to the angular power on smallest angular scales comes from the OSW effect where the transfer function can be written in terms of the spherical Bessel function as $`T_l^{OSW}(k)=j_l(k\eta _0)`$. Because $`j_l(x)`$’s have the first peaks at $`x1+l`$, the angular cutoff $`l_{cut}`$ is determined by $`l_{cut}=2\pi \eta _0/L1`$. For instance, $`l_{cut}5`$ for $`L=\eta _0=2H_0^1`$. Thus the large-angle suppression scale is determined by the largest fluctuation scale at the last scattering. On smaller angular scales $`l>l_{cut}`$, the second peak in the power corresponds to the fluctuation scale of the second eigenmode at the last scattering. This behavior is analogous to the acoustic oscillation where the oscillation scale is determined by the sound horizon at the last scattering. On angular scales larger than $`l_{cut}`$ one observes another oscillation feature in the power for models with a smaller cell where $`k_{cut}\eta _0`$ is sufficiently large which is apparently determined by the behavior of the first eigenmode. From the asymptotic form

$$j_l(x)\frac{1}{x}\mathrm{sin}(xl\pi /2),x>>\frac{l(l+1)}{2},$$
(9)
one notices that the angular scale of the oscillation for asymptotic values $`k_{cut}\eta _0>>l(l+1)/2`$ is $`\mathrm{\Delta }l=2`$. For intermediate values of $`k_{cut}\eta _0`$, $`\mathrm{\Delta }l`$ take much larger values (see figure 1).
So far, we have studied the effect of the non-trivial topology on the OSW contribution only which is sufficient for constraining the topology of the “standard” 3-torus model with $`\mathrm{\Omega }_{tot}=1`$. However, for low-matter-density models, one cannot ignore the (late) ISW contribution which is generated by the decay of the gravitational potential at the $`\mathrm{\Lambda }`$-dominant epoch. The crucial point is that they are produced at later time $`1+z(\mathrm{\Omega }_\mathrm{\Lambda }/\mathrm{\Omega }_0)^{1/3}`$ well after the last scattering. Although it is impossible to generate fluctuations beyond the size of the cell (in 3-dimensional sense), that does not necessarily mean that any fluctuations on large angular scales (in 2-dimensional sense) cannot be produced. Suppose that a fluctuation is produced at a point nearer to us, then the corresponding angular scale becomes large if the background geometry is flat or hyperbolic. Therefore, one can expect that the suppression on large angular scales owing to the mode-cutoff is not stringent for low-matter-density models. As shown in figure 1, the angular powers for a model with $`(\mathrm{\Omega }_\mathrm{\Lambda },\mathrm{\Omega }_m)=(0.9,0.1)`$ are almost flat. In contrast to the “standard” model, the transfer function for low-matter-density models distributes in a broad range of $`k`$ that implies the additional late production of the fluctuations which contribute to the angular power. Surprisingly, in the low-matter-density models with small volume, the slight excess power due to the ISW effect is cancelled out by the moderate suppression owing to the mode-cutoff which leads to a flat spectrum. However, as observed in the “standard” 3-torus model, the power spectra have prominent oscillating features. The oscillation scale for $`l<l_{cut}`$ is determined by the first eigenmode. The peaks in the angular power correspond to the first SW ridge and the first and the second and other ISW ridges. Is such an oscillating feature already ruled out by the current observation? We will see the results of our Bayesian analyses for testing the goodness-of-fit to the COBE data in the next section.

## IV Bayesian analysis

In general, the covariance in the temperature at pixel $`i`$ and pixel $`j`$ in the sky map can be written as

$$M_{ij}=<T_iT_j>=\underset{l}{}<a_{lm}a_{l^{}m^{}}>W_lW_l^{}Y_{lm}(\widehat{n_i})Y_{l^{}m^{}}(\widehat{n_j})+<N_iN_j>$$
(10)
where $`a_{lm}`$ is an expansion coefficient with respect to a spherical harmonic $`Y_{lm}`$, $`<>`$ denotes an ensemble average taken over all initial conditions, positions and orientations of the observer, $`T_i`$ represents the temperature at pixel $`i`$, $`W_l^2`$ is the experimental window function that includes the effect of beam-smoothing and finite pixel size, $`\widehat{n_i}`$ denotes the unit vector towards the center of pixel $`i`$ and $`<N_iN_j>`$ represents the noise covariance between pixel $`i`$ and pixel $`j`$. If the temperature fluctuations form a homogeneous and isotropic random Gaussian field then the covariance matrix can be written in terms of the power spectrum $`C_l`$ as

$$M_{ij}=\frac{1}{4\pi }\underset{l}{}(2l+1)W_l^2C_lP_l(\widehat{n_i}\widehat{n_j})+<N_iN_j>$$
(11)
where $`P_l`$ is the Legendre function. Then the probability distribution function of the pixel temperature $`\stackrel{}{T}`$ for the Gaussian field is

$$f(\stackrel{}{T}|C_l)=\frac{1}{(2\pi )^{N/2}det^{1/2}M(C_l)}\mathrm{exp}\left(\frac{1}{2}\stackrel{}{T}^TM^1(C_l)\stackrel{}{T}\right),$$
(12)
where $`N`$ is the number of pixels. Bayes’s theorem states that the probability distribution function of a set of parameters $`\stackrel{}{A}`$ given the data $`\stackrel{}{T}`$ is

$$f(\stackrel{}{A}|\stackrel{}{T})f(\stackrel{}{T}|\stackrel{}{A})f(\stackrel{}{A}).$$
(13)
If we assume a uniform prior distribution, i.e. taking $`f(\stackrel{}{A})`$ to be constant, the probability distribution function of a power spectrum $`C_l`$ is then

$$\mathrm{\Lambda }(C_l|\stackrel{}{T})\frac{1}{det^{1/2}M(C_l)}\mathrm{exp}\left(\frac{1}{2}\stackrel{}{T}^TM^1(C_l)\stackrel{}{T}\right).$$
(14)
Before applying the method to the flat 3-torus models one must be aware that a flat 3-torus we are considering is globally anisotropic although it is globally homogeneous. In contrast to the standard infinite models, the fluctuations form an anisotropic Gaussian field for a fixed orientation if the initial fluctuation is Gaussian. In other words, for a given $`l`$, a set of $`a_{lm}`$’s ($`lml`$) are not $`2l+1`$ independent random numbers. In order to see this, we write a plane wave in terms of eigenmodes in the spherical coordinates,

$$e^{i𝐤𝐱}=\underset{lm}{}b_{klm}j_l(kx)Y_{lm}(𝐧),b_{klm}=4\pi (i)^lY_{lm}^{}(\widehat{𝐤}),$$
(15)
where $`\widehat{𝐤}`$ denotes the unit vector in the direction of $`𝐤`$. Then we have

$$a_{lm}=\underset{𝐤}{}\mathrm{\Phi }(k)b_{klm}F_{kl}$$
(16)
where $`F_{kl}`$ is given by (7). Because $`a_{lm}`$ is linear in $`\mathrm{\Phi }(k)`$, it is Gaussian. However, they are not independent since $`b_{klm}`$’s are proportional to spherical harmonics. The statistical isotropy is recovered iff the size $`L`$ of the cube becomes infinite where $`\widehat{𝐤}`$ takes the whole values for a given $`k`$. If one marginalises the likelihood with respect to the $`SO(3)`$ transformation, or equivalently, the orientation of the observer, the distribution function of $`a_{lm}`$ becomes non-Gaussian since $`a_{lm}`$ is written in terms of a sum of a product of a Gaussian variable times a variable that is determined by a spherical harmonic $`Y_{lm}(\widehat{𝐤})`$ where $`\widehat{𝐤}`$ is a random variable which obeys a uniform distribution. Thus in principle, in order to compare a whole set of fluctuation patterns over the isotropic ensemble one should use the likelihood function which is different from the Gaussian one.
Nevertheless, we first carry out a Bayesian analysis using the Gaussian likelihood function (14) which depends only on $`C_l`$’s (which is $`SO(3)`$ invariant) in order to estimate the effect of the mode-cutoff imposed by the periodic boundary conditions. In the following analysis, we use the inverse-noise-variance-weighted average map of the 53A,53B,90A and 90B COBE-DMR channels. To remove the emission from the galactic plane, we use the extended galactic cut (in galactic coordinates) . After the galactic cut, best-fit monopole and dipole are removed using the least-square method. To achieve efficient analysis in computation, we compress the data at “resolution 6” $`(2.6^o)^2`$ pixels into one at “resolution 5” $`(5.2^o)^2`$ pixels for which there are 1536 pixels in the celestial sphere and 924 pixels surviving the extended galactic cut. The window function is given by $`W_l=G_lF_l`$ where $`F_l`$ are the Legendre coefficients for the DMR beam pattern  and $`G_l`$ are the Legendre coefficients for a circular top-hat function with area equal to the pixel area which account for the pixel smoothing effect (which is necessary for “resolution 5” pixels since the COBE-DMR beam FWHM is comparable to the pixel size) . To account for the fact that we do not have useful information about monopole and dipole anisotropy, the likelihood must be integrated over $`C_0`$ and $`C_1`$ in principle. However, in practice we set $`C_0=C_1=100mK^2`$ which renders the likelihood insensitive to monopole and dipole moments of several $`mK`$. We also assume that the noise in the pixels is uncorrelated from pixel to pixel which is found to be a good approximation.
From figure 2 one can see that the constraint on the size of the cell is less stringent for the low-matter-density model as expected from the shape of the power spectrum. The effect of the suppression of the large-angle power is not prominent unless the cell size is sufficiently smaller than the observable region ($`L<0.8H_o^1=0.08\times 2R_{}`$ for $`\mathrm{\Omega }_m=0.1`$). However, the likelihood function varies rapidly as the size increases since the power is jagged in $`l`$. Unfortunately, the peaks in the power at $`l6`$ and $`l11`$ which correspond to the first and the second ISW ridge give a bad fit to the COBE data for $`L1.7H_o=0.17\times 2R_{}`$. However, the parameter range which gives a good fit to the data is wider for the low-matter-density model. It should be emphasised that for both flat models there is a parameter region in which the fit is much better than the infinite counterpart. For example, the peaks at $`l4`$ and $`l9`$ in the angular power of the low-matter-density model with $`L2.8H_0^1`$ give a much better fit to the COBE data than the infinite counterpart. In fact the quadrapole component in the COBE data is very low and the angular power is peaked at $`l4`$. For infinite flat $`\mathrm{\Lambda }`$-models with a scale-invariant initial spectrum such features can be a problem since the ISW contribution gives an excess power on large angular scales.

Next, we carry out a full Bayesian analysis in which all the elements of $`<a_{lm}a_{l^{}m^{}}>`$ are included. Because of the limit in the CPU power we further compress the data at “resolution 5” pixels to “resolution 3”$`(20.4^o)^2`$ pixels in galactic coordinates for which there are 60 pixels surviving the extended galactic cut. Although the information on smaller angular scales $`l>10`$ is lost, we expect that they still provide us a sufficient information for discriminating the effect of the non-trivial topology since it is manifest on large angular scales. The computation has been done in a similar manner as previous analysis except for the covariance matrix for which we use (10) instead of (11). The likelihoods $`\mathrm{\Lambda }`$ are computed for a total of 2000 random orientations for each model using a vector parallel supercomputer vpp 800. The approximated likelihoods which depend on only the power spectra are also computed for comparison.

As shown in figure 3, the discrepancy between the likelihood marginalised over the orientation of the observer and the approximated likelihood is prominent for models with small volume in which the effect of the non-trivial topology is significant. Let us estimate the size of the cell for which the effect becomes insignificant. For the “standard” model with $`\mathrm{\Omega }_m=1.0`$, the volume of the observable region is $`4\pi R_{}^3/334`$ which gives the critical scale $`L_c3.2H_0^1`$ for which the volume of the cell is comparable to the volume of the observable region at present. For the low-matter-density model a significant amount of large-angle fluctuations are produced at the $`\mathrm{\Lambda }`$-dominant epoch $`z1`$. Therefore one should compare the volume of the sphere with radius $`\eta (z=0)\eta (z=1)0.9H_0^1`$ to the volume of the cell instead of the observable region which gives $`L_c1.5H_0^1`$. We can see from figure 3 that these estimates well agree with the numerical result.
We can give two explanations for the discrepancy although they are related each other. One is the non-Gaussianity in the fluctuations and another one is the correlations between $`a_{lm}`$’s owing to the global anisotropy in the background geometry.
Suppose a random variable $`Z=XY`$ in which $`X`$ obeys a distribution function $`E(X)`$ which is even and $`Y`$ obeys a distribution function $`F(Y)`$. Then the distribution function G of $`Z`$ is given by

$$G(Z)=\frac{E(Z/Y)}{|Y|}F(Y)𝑑Y,$$
(17)
which is apparently even. Because the fluctuations are written in terms of a sum of products of Gaussian variable $`\mathrm{\Phi }(k)`$ (with zero average) times a non-Gaussian variable $`Y_{lm}(\widehat{𝐤})`$, the skewness in the distribution function of $`a_{lm}`$ marginalised over the orientation is zero although the kurtosis is non-zero.
The correlations in $`a_{lm}`$’s are the consequence of the gap between the degree of freedom of $`(\widehat{𝐤})`$ and $`(l,m)`$. The degeneracy number in a $`k`$-mode (=the number of the direction $`\widehat{𝐤}`$) is much less than the number of relevant “quantum numbers” $`(l,m)`$Here we assumed that for each degenerated mode specified by $`\widehat{𝐤}`$, $`\mathrm{\Phi }(k)`$ are independent Gaussian variables. if the scale (=$`2\pi /k`$) is comparable to the length of the side $`L`$. Taking an ensemble average over the initial condition we have

$$<a_{lm}a_{l^{}m^{}}>=\underset{𝐤0}{}\frac{8\pi ^3}{k^3L^3}𝒫_\mathrm{\Phi }(k)Y_{lm}(\widehat{𝐤})Y_{l^{}m^{}}(\widehat{𝐤})F_{kl}F_{kl^{}},$$
(18)
where $`F_{kl}`$ is given by (7). The sum does not vanish in general when $`(l,m)(l^{},m^{})`$ which is the consequence of the global anisotropy in the background geometry. However, if one takes an average of (18) over $`\widehat{𝐤}`$, one finds that all off-diagonal elements vanish because of the orthogonality of the spherical harmonics. Similarly one can consider 4-point correlations $`<a_{l_1m_1}a_{l_2m_2}a_{l_3m_3}a_{l_4m_4}>`$. In this case, all the off-diagonal elements $`(l_i,m_i)(l_j,m_j)`$ do not necessarily vanish even if one takes an average over $`\widehat{𝐤}`$. Thus the non-Gaussianity for the flat 3-torus models contrasts sharply with the one for the compact hyperbolic models in which the pseudo-random Gaussian property of the expansion coefficients $`b_{klm}`$ (which are obtained by expanding the eigenmode in terms of eigenmodes in the universal covering space) renders off-diagonal elements always vanish if an average is taken over the position of the observer(although the kurtosis is non-zero). The difference can be attributed to the property of eigenmodes. In a less rigorous manner the property of the eigenmodes which are projected onto a sphere with large radius can be stated as follows: Projected eigenmodes of compact hyperbolic spaces are “chaotic” whereas those of compact flat spaces are “regular”.
As for the constraint on the size of the cell, we set a slightly severe condition for the low-matter-density model since the likelihood of the infinite counterpart is $`10^1`$ of that of the infinite “standard” model due to a slight boost on the large angular scales caused by the ISW effect. Together with the previous analysis using the data on the “resolution 5” pixels, the conditions on the relative likelihood $`\mathrm{log}_{10}(\mathrm{\Lambda }/\mathrm{\Lambda }_{\mathrm{}})>2`$ and $`\mathrm{log}_{10}(\mathrm{\Lambda }/\mathrm{\Lambda }_{\mathrm{}})>1`$ yield $`L1.6H_0^1`$ and $`L2.2H_0^1`$ for the “standard” 3-torus model $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(1.0,0)`$ and the low-matter-density 3-torus model $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(0.1,0.9)`$, respectively. Here $`\mathrm{\Lambda }_{\mathrm{}}`$ denotes the likelihood of the infinite counterpart with the same density parameters. The maximum number $`N`$ of images of the cell within the observable region at present is 8 and 49 for the former and the latter, respectively. Note that the constraint on the “standard” 3-torus model is consistent with the previous result.

## V Summary

In this paper the CMB anisotropy in a flat 3-torus model with or without the cosmological constant has been investigated. Using the COBE-DMR data, we have done a full Bayesian analysis incorporating the effect of anisotropic correlation. It has turned out that the constraint on the low-matter-density model is less stringent compared to the “standard” model with $`\mathrm{\Omega }_m=1.0`$. The reason is that the large-angle fluctuations (on COBE scales) are produced at late time well after the last scattering. The physical size of these fluctuations is of the order of the size of the cell or less. Hence the effect of the non-trivial topology becomes insignificant. We expect that the result does not significantly change for other compact flat models with different topology or with different shape of the cell since the physical effect does not change.
We have seen that the analysis using the angular power spectrum is not enough since the background geometry is globally anisotropic. Even if the power spectrum well agrees with the data, it does not guarantee the validity of the model since the power spectrum has information of only isotropic components in the 2-point correlations. If the background geometry is globally anisotropic then the fluctuations form an anisotropic Gaussian field for a given orientation. On the other hand, the fluctuations become non-Gaussian if one marginalises the distribution function over the orientation. For locally Friedmann-Robertson-Walker models which are spatially compact, we expect to observe zero skewness but non-zero kurtosis provided that the initial fluctuation is Gaussian.
However, for low-matter density models, anisotropy in the statistically averaged correlation on large angular scale cannot be so large since the physical size of observed temperature fluctuations that has been prodeced well after the last scatteing is much smaller than the actual size of the space(i.e. topological identification scale).
In the case of flat topology, the discrete eigenmodes have “regular” features which lead to significant correlations in $`a_{lm}`$’s. Even if marginalised over the orientation, the correlations do not completely disappear. This contrasts with the case of hyperbolic topology in which the discrete eigenmodes are “chaotic” and the correlations in $`a_{lm}`$’s disappear if one takes an average over the position of the observer.
In order that we would be able to observe the periodic structure in the fluctuations for the 3-torus models, we need to have $`L/(2R_{})<1`$ where $`R_{}`$ is the comoving radius of the last scattering surface. Because the obtained constraints give $`L/(2R_{})>0.40,0.22`$ for $`(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda })=(1.0,0),(0.1,0.9)`$, respectively, we still have a great chance of the first detection of the non-trivial topology of the universe by the future satellite missions such as MAP and Planck which can survey the CMB in the full sky with high resolution by measuring some specific signatures (e.g. the circles test  or the non-Gaussianity ).

## Acknowledgments

I would like to thank N. Sugiyama, T. Chiba for their useful advice and comments and A.J. Bandy for his advice on the use of the COBE data. The numerical computation in this work was carried out at the Data Processing Center in Kyoto University and Yukawa Institute Computer Facility. K.T. Inoue is supported by JSPS Research Fellowships for Young Scientists, and this work is supported partially by Grant-in-Aid for Scientific Research Fund (No.9809834).


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# Order from disorder in the double–exchange model

\[

## Abstract

The magnetic excitations of the double exchange (DE) model are usually discussed in terms of an equivalent ferromagnetic Heisenberg model. However this equivalence is valid only at a quasi–classical level — we show that both quantum and thermal corrections to the magnetic properties of DE model differ from any effective Heisenberg model because its spin excitations interact only indirectly, through the exchange of charge fluctuations. We also find that the competition between ferromagnetic double exchange and an antiferromagnetic superexchange provides a new example of an ”order from disorder” phenomenon — an intermediate spin configuration (either a canted or a spiral state) is selected by quantum and/or thermal fluctuations.

\]

Many magnetic systems of current experimental interest, for example the colossal magnetoresistance (CMR) Manganites  and Pyrochlores , consist of itinerant electrons interacting with an array of localized magnetic moments with spin $`S`$. The simplest models of these systems comprise a single tight binding band of electrons interacting with localized core spins by a ferromagnetic (Hund’s rule) exchange interaction $`J_Ht`$

$`_1`$ $`=`$ $`t{\displaystyle \underset{ij\alpha }{}}c_{i\alpha }^{}c_{j\alpha }J_H{\displaystyle \underset{i\alpha \beta }{}}\stackrel{}{S}_i.c_{i\alpha }^{}\stackrel{}{\sigma _{\alpha \beta }}c_{i\beta }`$ (1)
where the sum $`ij`$ is restricted to neighboring sites. At a classical level, the ground state of this model in $`D>1`$ must be ferromagnetic, since the Hund’s rule requires the spin of itinerant electrons to be locally aligned with the core spins, and the kinetic energy of electrons is in turn minimized by making all the electron spins parallel. This effect is usually called “double exchange”, and in this context the model of Eq. (1) is referred to as the double exchange ferromagnet (DEFM).

At a quasi–classical level the spin dynamics in a DEFM can be described by an effective nearest–neighbor Heisenberg model $`J_1_{ij}\stackrel{}{S}_i.\stackrel{}{S}_j`$ with ferromagnetic exchange integral $`J_1=\overline{t}/4S^2`$, where $`\overline{t}`$ is the expectation value of the kinetic energy per bond in the lattice . In addition, core spins also interact via a direct superexchange

$`_2`$ $`=`$ $`J_2{\displaystyle \underset{ij}{}}\stackrel{}{S}_i.\stackrel{}{S}_j`$ (2)
In CMR materials, $`J_2`$ is believed to be positive (antiferromagnetic), and so competes with the DE mechanism.

A natural question to ask is how a system described by $`=_1+_2`$ evolves towards an antiferromagnet with increasing $`J_2`$ ? As observed by de Gennes , for classical spins ($`S\mathrm{}`$), the FM becomes unstable at $`J_1/J_2=1`$. At larger $`J_2`$, the competition between $`J_2`$ and the kinetic energy gives rise to an intermediate phase where the neighboring lattice spins are misaligned by an angle $`\theta `$, where $`\mathrm{cos}\theta /2=J_1/J_2`$ (in this regime, the DE model is no longer equivalent to Heisenberg model). However, $`\theta `$ alone does not specify a particular intermediate configuration — there exist an infinite set of classically degenerate states with the same $`\theta `$. The two ends of this set are the two–sublattice canted phase and the spiral phase .

We performed a spin–wave analysis for the canted phase of the DEFM and found $`\omega _{sw}(q)0`$ for all $`q`$. This result reflects the local symmetry linking all the different classical groundstates — we can take any (classical) spin on the $`A`$ sublattice of the canted phase and rotate it about the direction of magnetization of the $`B`$ sublattice without changing the angle $`\theta `$. Since it costs no energy to make such an excitation, the system cannot distinguish between different states, and is magnetically disordered even at $`T=0`$. This argument, however, does not hold at finite $`S`$, and we anticipate that quantum and/or thermal fluctuations will enable the system to choose its true groundstate. Such “order from disorder” effects have been widely discussed in the context of magnetic insulators, e. g. for Kagomé antiferromagnets  — but not in the context of the metallic DEFM.

The most direct route to an answer to what kind of order is preferred in the DE model is to determine the first instability of the DEFM, by looking for the wave vector $`Q^{}`$ at which the spin–wave dispersion becomes unstable. The quasi–classical arguments leading to an effective Heisenberg model cannot answer this question since they predict a FM spinwave spectrum of the form $`\omega _{sw}(q)=2zS(J_1J_2)(1\gamma _q)`$, where $`z`$ is the lattice coordination number, and $`\gamma _q=(1/z)_\delta e^{i\stackrel{}{k}\stackrel{}{\delta }}`$ where $`\{\stackrel{}{\delta }\}`$ runs over nearest neighbors. Thus $`\omega _{sw}(q)`$ vanishes identically for $`J_2=J_1`$, and no special wave vector is singled out. In order to find the true groundstate for $`J_2>J_1`$, we then must go beyond the usual mapping of the DEFM onto an effective Heisenberg model.

In this paper we argue that the equivalence between DEFM and the nearest–neighbor Heisenberg ferromagnet holds only for $`S\mathrm{}`$, while fluctuation corrections in the DEFM are governed by fermions and are different from those in the Heisenberg model. We show analytically that for both small densities of electrons ($`x1`$) and small densities of holes ($`1x1`$), the first instability of the DEFM is against a two–sublattice canted structure with $`Q^{}=(\pi ,\pi ,\pi )`$. At intermediate densities ($`0.3x0.9`$ in $`3D`$), the first instability is against a spiral spin configuration with $`Q^{}(0,0,0)`$. Similar results hold for the $`2D`$ case. We also show that thermal corrections to $`\omega _{sw}(q)`$ compete with the quantum corrections, and the trade–off between these two effects gives rise to re–entrant transition between canted and spiral phases with increasing $`T`$.

The nonequivalence between DEFM and the Heisenberg ferromagnet has been earlier detected in numerical studies . Analytically, this has been demonstrated at $`T=0`$ by Golosov . Our $`T=0`$ results agree with his, but we present more physical understanding. Our calculation scheme and results at $`T0`$ are entirely new.

We now turn to the calculations. Given that the the Hund’s rule coupling $`J_H`$ is the largest energy scale in the problem it is desirable to diagonalize this term first and project out all electrons not locally aligned with the core spins. We should also define spin–wave excitations such that they are the true Goldstone modes of the order parameter, i. e. transverse fluctuations of the composite spin $`\stackrel{}{𝒮}_i=\stackrel{}{S}_i+\frac{1}{2}_{\alpha \beta }c_{i\alpha }^{}\stackrel{}{\sigma }_{\alpha \beta }c_{i\beta }`$. We can accomplish both of these goals by the following procedure : (i) introducing new Fermi operators $`f_i`$ and $`p_i`$ which create electronic “up” and “down” states aligned with the quantization axis of the composite spin, and (ii) generalizing the Holstein–Primakoff transformation to the case where the length of the spin is itself an operator, introducing a corresponding bosonic operator $`\stackrel{~}{a}`$. We work in the large $`S`$ limit usual for spin-wave theories. Full details of the transformation will be given elsewhere ; here we simply state that the transformation and its inverse are unitary, and satisfy all required (anti–)commutation relations e. g. $`\{f,f^{}\}=\{p,p^{}\}=[\stackrel{~}{a},\stackrel{~}{a}^{}]=1`$, $`[f,\stackrel{~}{a}]=\{f,p\}=0`$ etc. We have also checked that our expansion procedure reproduces all features of an exact solution of the DE model on two sites .

Although the full analysis of the order from disorder phenomenon required us to derive the transformation to order $`1/S^2`$, to capture the essential physics it is sufficient to know the inverse transformation to order $`1/S`$. To this order we have

$`a`$ $`=`$ $`\stackrel{~}{a}\left(1+{\displaystyle \frac{p^{}pf^{}f}{4S}}\right){\displaystyle \frac{f^{}p}{\sqrt{2S}}}+𝒪(1/S^{3/2})`$ (3)
$`c_{}`$ $`=`$ $`f\left(1{\displaystyle \frac{\stackrel{~}{a}^{}\stackrel{~}{a}+p^{}p}{4S}}\right){\displaystyle \frac{p\stackrel{~}{a}^{}}{\sqrt{2S}}}+𝒪(1/S^{3/2})`$ (4)
$`c_{}`$ $`=`$ $`p\left(1{\displaystyle \frac{\stackrel{~}{a}^{}\stackrel{~}{a}+ff^{}}{4S}}\right)+{\displaystyle \frac{f\stackrel{~}{a}}{\sqrt{2S}}}+𝒪(1/S^{3/2})`$ (5)
where $`a`$ is the Holstein–Primakoff boson associated with the core spin. Substituting this transformation into (1), we find that the Hund rule term in (1) does not contain any spin operators and reduces to

$`_1`$ $`=`$ $`{\displaystyle \frac{J_HS}{2}}\left[f^{}fp^{}p\left(1+{\displaystyle \frac{1}{S}}\right)+{\displaystyle \frac{f^{}fp^{}p}{S}}\right]`$ (6)
Clearly, $`p`$ operators describe high–energy excitations and can be safely dropped. Simultaneously, the hopping term in (1) transforms into the Hamiltionian which describes a single band of spinless fermions interacting with (initially dispersionless) Holstein–Primakoff bosons:

$`_t`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{k}}{}}(ϵ_k\mu )f_k^{}f_k+{\displaystyle \frac{1}{N}}{\displaystyle \underset{\stackrel{}{k}_1\mathrm{}\stackrel{}{k}_4}{}}V_{24}^{13}f_1^{}f_2\stackrel{~}{a}_3^{}\stackrel{~}{a}_4+\mathrm{}`$ (7)
where $`ϵ_k=J_HS/2zt\gamma _k`$, and

$`V_{24}^{13}`$ $`=`$ $`{\displaystyle \frac{zt}{4(S+\frac{1}{2})}}\left[(\gamma _1+\gamma _2)\left(1+{\displaystyle \frac{1}{8S}}\right)\left(\gamma _{1+3}+\gamma _{2+4}\right)\right]`$ (8)
The perturbation theory for the bosonic propagator $`D(q,\mathrm{\Omega })`$ is straightforward. We have $`D^1(q,\mathrm{\Omega })=\mathrm{\Omega }\mathrm{\Sigma }(q,\mathrm{\Omega })`$. The self–energy physically comes from the fact that the oscillations of the core spins destroy perfect alignment of electron spins, and this increases electron kinetic energy. To $`𝒪(1/S)`$, $`\mathrm{\Sigma }(q,\mathrm{\Omega })`$ comes from a single loop of fermions Fig. 1a and evaluates to

$`\mathrm{\Sigma }^{(1a)}(q)`$ $`=`$ $`2zJ_1S[1\gamma _q];J_1={\displaystyle \frac{t}{4S^2}}{\displaystyle \frac{1}{N}}{\displaystyle \underset{\stackrel{}{k}}{}}n_k\gamma _k.`$ (9)
so at this level we indeed reproduce the spin–wave spectrum of a nearest–neighbor Heisenberg FM.

The calculation of the spin–wave dispersion at higher order requires some care. There are four self energy contributions at $`𝒪(1/S^2)`$, one from each of the diagrams in Fig. 1a–d. At finite temperature these include a contribution from a six–fold term in $`_t`$, omitted in Eqn. 7. However there is considerable cancellation between terms, and all important physical effects come from the diagram Fig. 1b, which can be thought of as an effective four–boson interaction mediated by Fermions (Fig. 1e–f). Assembling all contributions to the self–energy, splitting it into quantum and thermal pieces, and neglecting the frequency dependence of the self–energy (which is $`𝒪(1/S^3)`$ ), we obtain a renormalized spin–wave dispersion $`\mathrm{\Omega }(q)=2zJ_1S(1\gamma _q)+\mathrm{\Sigma }_{T=0}^{(2)}(q)+\mathrm{\Sigma }_T^{(2)}(q)`$ where

$`\mathrm{\Sigma }_{T=0}^{(2)}(q)`$ $`=`$ $`{\displaystyle \frac{zt}{4S^2}}{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{p,l}{}}n_F(p)(1n_F(l))`$ (11)
$`\times \left[(1\gamma _q)\gamma _p{\displaystyle \frac{\gamma _p+\gamma _l}{\gamma _p\gamma _l}}{\displaystyle \frac{\gamma _p^2\gamma _{q+p}^2}{\gamma _p\gamma _l}}\right]`$
and

$`\mathrm{\Sigma }_T^{(2)}(q)={\displaystyle \frac{zt}{4S^2}}{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{p,l}{}}n_B(l){\displaystyle \frac{n_F(p+\frac{m}{2})n_F(p\frac{m}{2})}{\gamma _{p+m/2}\gamma _{pm/2}}}`$ (12)
$`\times (\gamma _{pm/2}\gamma _{p+qm/2})(\gamma _{p+m/2}\gamma _{p+qm/2}).`$ (13)
Here $`\stackrel{}{m}=\stackrel{}{q}\stackrel{}{l}`$, and $`n_B(q)=n_B(\mathrm{\Omega }(q))`$ and $`n_F(k)=n_F(ϵ_k)`$ are Bose and Fermi distribution functions, respectively. The latter can be approximated by step functions as we will be interested in $`T<J_1St`$.

We now analyze the form of $`\mathrm{\Sigma }^{(2)}(q)`$, beginning with the case $`T=0`$. The first term in (11) simply renormalizes the classical Heisenberg–like spinwave dispersion, while the second has a dependence on $`q`$ which is quite different from that in the nearest–neighbor Heisenberg model. This term is either positive or negative throughout the Brillouin zone, depending on the electronic density, and is symmetric under $`\stackrel{}{q}\stackrel{}{\pi }\stackrel{}{q}`$ where $`\stackrel{}{\pi }=(\pi ,\pi ,\pi )`$. Along the zone diagonal, it reduces to $`\frac{zt}{4S^2}I(x)\left[1\mathrm{cos}(2q)\right]`$ where $`I(x)=(1/N^2)_{pl}n_F(p)(1n_F(l))(\gamma _p^2\gamma _{p+\pi /2}^2)/(\gamma _p\gamma _l)`$ changes sign twice as a function of $`x`$. This form of the correction to Heisenberg dispersion is comparable to that found in numerical studies of the DE model on a ring .

We find that for intermediate densities $`0.31(7)<x<0.92(7)`$ in $`2D`$, and $`0.31(7)<x<0.94(2)`$ in $`3D`$, $`I(x)<0`$ and quantum effects cause a relative softening of spinwave modes near the zone center. This means that the first instability of the DEFM with competing AF exchange interactions is against a spiral phase with $`Q^{}(0,0,0)`$. On the other hand, for a small density of electrons (or holes), $`I(x)>0`$, and quantum effects instead lead to a relative softening of modes near the zone boundary. In this case the spin–wave spectrum first becomes unstable against a canted spin configuration with $`Q^{}=(\pi ,\pi ,\pi )`$. These results are in perfect agreement with earlier studies . Finally, we note that if we formally extend our large $`S`$ analysis to arbitrarily small $`S`$, there exists a critical value of spin $`S=S^{}1`$ (in 3D) for which the DEFM becomes unstable even in the absence of AF interactions. This opens up the possibility that for small $`S`$ (e. g. , $`S=1/2`$), the ground state of the DE model may not be a FM, as suggested by some numerical studies .

We now proceed to finite $`T`$. In a Heisenberg model, finite temperature effects do not change the form of spinwave dispersion, but the overall scale of the dispersion is reduced by a factor $`T^{5/2}/S^2`$ . In the case of the DEFM, the result is more complex and coincides with the behavior of a Heisenberg FM only in a very limited range of frequencies and temperatures. Indeed, there are three typical momenta in our problem — an external $`q`$, a fermionic $`p_F`$, and a typical bosonic momentum $`l_{typ}(T/J_1S)^{1/2}`$ (in units where the lattice constant $`a=1`$). Consider for definiteness the case of small $`x`$ when $`p_F=(6\pi ^2x)^{1/3}1`$. Evaluating the self–energy (13) by expanding all $`\gamma _k`$ factors to second power in momenta, we obtain in 3D, for $`qp_F,(T/J_1S)^{1/2}`$

$`\mathrm{\Sigma }_T^{(2)}(q)={\displaystyle \frac{tq^2p_F}{144\pi ^2S^2}}{\displaystyle \frac{1}{N}}{\displaystyle \underset{l}{}}n_B(l)l^2\mathrm{\Phi }\left({\displaystyle \frac{l}{2p_F}}\right)`$ (14)
where $`\mathrm{\Phi }(\nu )`$ is a smooth function with $`\mathrm{\Phi }(\nu 0)=1,\mathrm{\Phi }(\nu =1)=0`$, $`\mathrm{\Phi }(\nu 1)1/\nu ^2`$, and $`(1/N)_ln_B(l)l^2(3\zeta (5/2)/16\pi ^{3/2})(T/J_1S)^{5/2}`$. We see that $`\mathrm{\Sigma }_T^{(2)}(q)`$ agrees with the Heisenberg model only at $`(T/J_1S)^{1/2}p_F`$. In the opposite limit, we have $`\mathrm{\Sigma }_T^{(2)}(q)q^2p_F^3(T/J_1S)^{3/2}`$. Moreover, the sign of $`\mathrm{\Sigma }_T^{(2)}(q)`$ changes between the two limits.

For large external $`q`$: $`qp_F,(T/J_1S)^{1/2}`$, we obtain

$`\mathrm{\Sigma }_T^{(2)}(q)={\displaystyle \frac{tp_F^3}{24\pi ^2S^2N}}{\displaystyle \underset{l}{}}n_B(l)l^2\left[1+\gamma _q{\displaystyle \frac{1}{3}}{\displaystyle \frac{1\gamma _{2q}}{1\gamma _q}}\right]`$ (15)
We see that at these $`q`$, the temperature correction to the spin–wave energy is positive, and is of order $`p_F^3(T/J_1S)^{5/2}`$. It depends only weakly on $`q`$ at intermediate momenta, and vanishes at $`q=(\pi ,\pi ,\pi )`$. This result is indeed very different from that in the Heisenberg FM. The temperature correction to the spin-wave dispersion is shown schematically in Fig.2a. A very similar behavior holds in 2D case, the only difference is that the $`2D`$ analog of the scaling function $`\mathrm{\Phi }(\nu )`$ does not change sign at $`\nu 𝒪(1)`$ but rather behaves as $`1/\nu ^4`$ at large $`\nu `$.

The different nature of quantum/thermal effects in the DEFM and the Heisenberg FM is a result of the different nature of the coupling between spins. In a Heisenberg FM, the $`q^2T^{5/2}`$ form of the temperature correction comes from the fact that four–boson vertex scales as $`q^2l^2`$ . In the DEFM, the interaction between spin waves is mediated by the charge susceptibility of the Fermi gas, $`\mathrm{\Pi }(ql)`$ (see Fig. (1e)). At $`q,l_{typ}p_F`$, $`\mathrm{\Pi }(ql)`$ can be approximated by $`\mathrm{\Pi }(0)`$, and the effective interaction has the same form as in the Heisenberg FM. However, when $`|ql|p_F`$, the susceptibility decreases as $`\mathrm{\Pi }(m)p_F^2/m^2`$. This replaces either one power of $`T/J_1S`$ or $`q^2`$ factor by $`p_F^2`$ in the renormalization of the dispersion, exactly as we found.

The unusual temperature dependence of $`\mathrm{\Sigma }_T^{(2)}(q)`$ gives rise to the possibility of a re–entrant transition between spiral and canted states with varying $`T`$. As discussed above, at small $`p_F`$, quantum fluctuations favor canted phase. On the other hand, classical fluctuations at low $`(T/J_1S)^{1/2}<p_F`$ soften the dispersion near $`q=0`$ and hence favor the spiral state. As a result, the transition line between the two states bends towards smaller $`x`$ at finite $`T`$. However, as $`T`$ increases and becomes larger than $`J_1Sp_F^2`$, the sign of $`\mathrm{\Sigma }_T^{(2)}(q)`$ changes, and thermal fluctuations now favor the canted phase. As a result, the transition line now bends towards higher $`x`$ with increasing $`T`$. This can give rise to a re–entrant transition — when $`T`$ increases at at a given, small $`x`$, the canted state first becomes unstable towards the spiral state, and then returns back at even larger $`T`$. A possible phase diagram for $`x1`$ is shown schematically in Fig.2b. The region occupied by the canted phase first shrinks and then expands with increasing $`T`$. Qualitatively similar behavior will hold for $`1x1`$.

To summarize, in this paper we introduce a novel large $`S`$ expansion scheme for systems with strong Hund’s rule coupeling, and use it to show how and why the spin dynamics of a DEFM differ from those of a Heisenberg FM. We find that the two models are equivalent at the classical level ($`S\mathrm{}`$), but that both quantum and thermal corrections in the DEFM are different because the interaction between spinwaves is mediated by fermions. We also find that the DEFM provides a new example of an ”order from disorder” phenomenon — in the case of a competition between ferromagnetic double exchange and a direct antiferromagnetic superexchange, the classical ground state is infinitely degenerate, but fluctuations lift the degeneracy and select a true intermediate spin configuration, either a canted state or a spiral state, depending on the electron density. This together with the calculated temperature corrections gives rise to the possibility of an unusual re–entrant transition between spiral and canted states with varying $`T`$.

The softening of zone boundary spin–waves which we predict has been observed in neutron scattering experiments on the CMR Manganites , but at a hole doping $`\stackrel{~}{x}=1x0.3`$ for which our zero temperature theory would predict a relative hardening of the dispersion at $`(\pi ,\pi ,\pi )`$. It has been suggested that this softening may be due to the influence of optical phonons , or orbital degrees of freedom . We note, however, that the DE mechanism does predict a softening at the physically relevant doping, for high enough temperatures. A careful experimental examination of the temperature dependence of the spin–wave spectrum is therefore necessary to determine which mechanism contains the relevant physics.

The issue left for further studies is a possible phase separation in the non-ferromagnetic regime . To study this possibility in our approach, one has to analyze the sign of the longitudinal susceptibility in, e.g., canted phase. If it is negative, then the system is unstable towards phase separation . There calculations are currently under way.

It is our pleasure to acknowledge helpful conversations with J. Betouras, D. Golosov, R. Joynt and M. Rzchowski. This work was supported under NSF grant DMR–9632527.


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# The thermodynamics of portfolios

## 1 Introduction

Physicist, contrary to mathematicians, have only occasionally investigated economic systems. Recently, however, a growing number of papers of relevance to economics is being published in physics journals and conferences proceedings . Moreover, H. Markowitz encouraged outsiders to engage in research on economics in his Nobel Prize Lecture : ”I believe that microscopic market simulations have an important role to play in economics and finance. If it takes people from outside economics and finance – perhaps physicists – to demonstrate this role it won’t be for the first time that outsiders have made substantial contribution to these fields”. Physicists have good command of stochastic processes and statistical physics so it is hardly surprising that they successfully use their minds to analyzing economic systems. Other physical concepts probably have analogue in economics, e.g. such notion as gauge symmetry can be identified in financial markets . Another important and exciting branch of finances is the portfolio theory . Here various physical concepts have direct analogies. Ultrametricity  commonly used in spin glasses can be used to describe distance between stocks . Spin glasses seem to have lots in common with portfolio theory . We would like to propose a method of valuation of portfolios and investing strategies that stems from thermodynamics. Investors and portfolio managers set up their portfolio according to the market information available and their lore. They lose or gain. It is easy to gain when all prices are raising and lose when everything is falling down. But which part of the gain is due to skill and qualities of the investor? Which part is simple a result of the actual state of the market? Our model allows for a temperature like parameter that measures the quality and professionalism of the investor.

## 2 The portfolio description

A portfolio is a package of various assets (shares, bonds, derivative instruments, etc) that can be exchanged on the market. If we denote by $`a_i,i=0,1,\mathrm{}N`$ the unit of the $`i`$-th asset then the portfolio $`P`$ as

$$P=\underset{i=0}{\overset{N}{}}\alpha _ia_i,$$
$`(1)`$
where $`\alpha _i𝐙𝐙`$ is the number of units of the $`i`$-th asset in the portfolio $`P`$. The coefficients $`\alpha _i`$ can be negative because the stock exchange regulations allow for selling assets that the portfolio owner do not possesses (short selling). One usually supposes that one asset, say $`\alpha _0`$, in $`P`$ can be exchanged with any other asset at any time (money). An external observer describes the moves performed by the portfolio manager as a draw in the following lottery. Let $`p_i,i=1,\mathrm{},N`$ be the probability of the purchase of the $`w_i`$ units of the $`i`$-th asset. The weights $`w_i`$ are given before the lottery come into operation. The value of the portfolio (return), $`c_{00\kappa }`$, fulfills the following balance equation at an arbitrary moment after the draw :

$$c_{00\kappa }(c_0,\mathrm{},c_N)+\underset{k=0}{\overset{N}{}}\left[\kappa =k\right]c_kw_k=0,$$
$`(2)`$
where $`\kappa `$ denotes the random variable taking values from $`0,\mathrm{},N`$, the assets numbers. The expression $`[sentence]`$ takes value 0 or 1 if the $`sentence`$ is false or true, respectively (Iverson convention) . The coefficient $`c_i`$ denotes the present relative price of a unit of the asset $`a_i`$, $`c_i=\frac{u_i}{\overline{u}_i}`$ where $`u_i`$ is the present price of the $`i`$-th asset and $`\overline{u}_i`$ its price at the moment of drawing. At the moment of drawing the balance equation takes the form:

$$c_{00\kappa }(1,\mathrm{},1)+\underset{k=0}{\overset{N}{}}\left[\kappa =k\right]w_k=0,$$
$`(3)`$
If $`\alpha _0`$ represents the basic currency (money) used to define the financial value of the portfolio then we have $`c_0=1`$ during considered period. One can show that the expectation value of $`w_0\left[\kappa =0\right]`$ is the Legendre transform of the mean value of the portfolio.

## 3 The canonical portfolio

Let us consider a portfolio defined by the weights $`w_i`$ and the uniform distribution of probabilities $`p_0=p_1=\mathrm{}=p_N=\frac{1}{N+1}`$. This portfolio has the same expectation value of the return $`E(c_{00\kappa })`$ as the uniform portfolio with weights $`\frac{w_0}{N+1},\mathrm{},\frac{w_N}{N+1}`$ (every asset is included). It is interesting to find out how many of the portfolio owners (managers) are in this situation. To this end we consider two types of investors. The first group, called zombies, consists of investors whose moves on the market are fully deterministic. They react according to the market condition distributing their capital into various assets or not and act in the same way in the same situations. The second group, called gamblers, are indeterministic. Their moves can be different in analogous market situations. This does not mean that gamblers often change their strategies. We simply cannot predict their moves because part of their knowledge and past experiences are not available for us as external observers. Is there a qualitative way of measuring information on investor’s behaviour? We do not consider here mechanisms leading to disclosure of information and its consequences. It seems reasonable that the measure $`S(p_0,\mathrm{},p_N)`$ we would like to use for measuring the investor behaviour (or more precisely the lottery defined by the probabilities $`p_i`$) be additive in the following sense. It should not matter if the portfolio is constructed in one draw with the probabilities $`p_0,p_1,p_2,\mathrm{},p_N`$ or with two subsequent draws with probabilities $`\frac{p_0}{p_0+p_1},\frac{p_1}{p_0+p_1}`$ and $`p_0+p_1,p_2,\mathrm{},p_N`$. This leads to the equation:

$$\begin{array}{ccc}\hfill S(p_0,p_1,\mathrm{},p_N)& =& S(p_0+p_1,p_2,\mathrm{},p_N)+\hfill \\ & & +\left(p_0+p_1\right)S(\frac{p_0}{p_0+p_1},\frac{p_1}{p_0+p_1}),\hfill \end{array}$$
$`(4)`$
where the arguments describe probabilities of drawing (that is buying) of the assets. We will look for a solution fulfilling:

$$S(p_0,p_1,\mathrm{},p_N)=S\left(p_0\right)+S(p_1,p_2,\mathrm{},p_N)$$
$`(5)`$
Equations $`(4)`$ and $`(5)`$ after some standard algebraic manipulations lead to the following solution for the function $`S`$, see  :

$$S(p_0,p_1,\mathrm{},p_N)=\underset{k=0}{\overset{N}{}}p_k\mathrm{ln}p_k.$$
$`(6)`$
For obvious reasons, we will call this function entropy. The number $`K:=e^S`$ gives the effective number of assets in the portfolio: $`K`$ is equal $`M`$ if the weights are distributed uniformly between $`M`$ assets, and is $`1`$ if the portfolio contain a single asset.

Let us now consider the ”cartesian product” of two statistically independent portfolios consisting of $`N+1`$ and $`M+1`$ assets, respectively. Then

$$\begin{array}{c}S_{\left(M+1\right)\times \left(N+1\right)}=_{k=0}^M_{l=0}^Np_kp_l^{}\mathrm{ln}\left(p_kp_l^{}\right)=\hfill \\ =_{k=0}^Np_k\mathrm{ln}\left(p_k\right)_{l=0}^Np_l^{}\mathrm{ln}\left(p_l^{}\right)=S_{M+1}+S_{N+1}\hfill \end{array}$$
$`(7)`$
so the entropy is additive. We would like to compare returns (”achievements”) of portfolio managers (owners). Therefore we classify the investors according to the value of their portfolio. This would allows us to divide the appropriate returns into two parts corresponding to manager’s lore and tide of the market. We will choose the portfolios that maximize the entropy to represent the classes of investors. An ”external” observer would know only the expectation value of returns. (We suppose that draws are not correlated and the market is efficient.) Perhaps, it would be better to assume that the values of the random variable $`\kappa `$ correspond to whole sectors of the markets (e.g. oil companies) rather then to separate assets . This means that we are looking for a conditional extrema of the function $`S(p_0,\mathrm{},p_N)`$. The conditions are:

$$\underset{k=0}{\overset{N}{}}p_k=1$$
$`(8a)`$
and

$$c_{00}(c_0,\mathrm{},c_N)=E\left(\underset{k=0}{\overset{N}{}}\left[\kappa =k\right]c_kw_k\right)$$
$`(8b)`$
We have weakened the balance condition (2) to be fulfilled only on the expectation values level. The Lagrange method of finding conditional extrema requires the following differential form to vanish:

$$dS(p_0,\mathrm{},p_N)+\beta dE\left(\underset{k=0}{\overset{N}{}}\left[\kappa =k\right]c_kw_k\right)+\gamma d\underset{k=0}{\overset{N}{}}p_k=0,$$
$`(9)`$
where $`\beta `$ and $`\gamma `$ are Lagrange multipliers. The substitution of equation (6) leads to the condition

$$\mathrm{ln}p_k1+\beta c_kw_k+\gamma =0$$
$`(10)`$
which gives explicit dependence of the probabilities $`p_k`$ characterizing the maximal entropy portfolio on the prices $`c_k`$:

$$p_k=\mathrm{exp}\left(\beta c_kw_k+\gamma +1\right)$$
$`(11)`$
The multiplier $`\gamma `$ can be eliminated by explicit normalization and the elimination leads to Gibbs-like probability distribution:

$$p_k(c_0,\mathrm{},c_N)=\frac{\mathrm{exp}\left(\beta c_kw_k\right)}{_{k=0}^N\mathrm{exp}\left(\beta c_kw_k\right)}.$$
$`(12)`$
Now we are in a position to define canonical statistical ensemble of investors which consists of all investors that have got the same return. The canonical ensemble describes all strategies (zombies and gamblers) leading to the same return. It can be represented by the portfolio maximizing the entropy (canonical portfolio). Choosing any other representative would mean lower entropy and as a result would give a bias to one strategy (knowledge). If one recalls that $`K=\mathrm{exp}S`$ gives the effective number of assets in the portfolio then one immediately gets that the entropy $`S`$ measures also the diversification of the portfolios. The canonical portfolio is the safest one in the class of the same return. We will also define the temperature $`T`$ of the canonical ensemble as $`T:=\frac{1}{\beta }`$ and the statistical sum $`Z`$ as $`Z(c_0,\mathrm{},c_N):=_{k=0}^N\mathrm{exp}(\beta c_kw_k)`$. If we keep the weights $`w_k`$ constant then the changes of the prices $`c_k`$ imply appropriate changes of the value of the portfolio $`c_{00}`$ (return). The expected infinitesimal change of $`c_{00}`$ is given by

$$dc_{00}(c_0,\mathrm{},c_N)=dE\left(c_\kappa w_\kappa \right).$$
$`(13)`$
Having in mind that $`S=_{k=0}^Np_k\mathrm{ln}p_k=\mathrm{ln}Z\beta E\left(c_\kappa w_\kappa \right)`$ we can write

$$\begin{array}{ccc}\hfill dS& =& \frac{\beta _{k=0}^Nw_k\mathrm{exp}\left(\beta w_kc_k\right)dc_k}{Z}\beta dE\left(c_kw_k\right)=\\ & =& \beta \left(_{k=0}^NE\left(\left[\kappa =k\right]w_k\right)dc_kdE\left(c_\kappa w_\kappa \right)\right).\end{array}$$
$`(14)`$
This implies that if we treat $`S`$ as an independent variable

$$dc_{00}(c_0,\mathrm{},c_N,S)+\underset{k=0}{\overset{N}{}}\overline{w}_kdc_k=TdS,$$
$`(15)`$
where $`\overline{w}_k`$ denotes the mean content of the $`k`$-th asset in the portfolio. Now, the temperature of the portfolio $`T`$ is equal to

$$T=\frac{c_{00}}{S}.$$
$`(16)`$
This temperature measures the change of the portfolio value caused by its entropy change. As in classical thermodynamics, we can formulate two principles.
The I principle of the canonical ensemble: The change of value of a canonical portfolio $`c_{00}`$ consists of two parts. The first one is equal to the change the investors knowledge $`\delta Q`$ and the second is equal to change of the values of content of the portfolio:

$$dc_{00}+\delta Q+\underset{k=0}{\overset{N}{}}\overline{w}_kdc_k=0.$$
$`(17)`$
The II principle of the canonical ensemble: The value of lost investors knowledge $`\delta Q`$ is proportional to the increase in the entropy of its canonical ensemble:

$$\delta Q+TdS=0.$$
$`(18)`$
Note that we have written $`\delta Q`$ instead of the obvious $`dQ`$ because, in general, such a function $`Q`$ does not exist. Following the development of thermodynamics we will define the free value $`F`$ of the canonical portfolio as:

$$F(c_0,\mathrm{},c_N,T):=c_{00}(c_0,\mathrm{},c_N,S)TS.$$
$`(19)`$
This allows for the formulation of the two principles of the canonical ensemble in a balance-like equation:

$$dF(c_0,\mathrm{},c_N,T)+SdT+\underset{k=0}{\overset{N}{}}\overline{w}_kdc_k=0$$
$`(20)`$
which combined with the definition of the entropy $`S`$ gives

$$F=T\mathrm{ln}Z$$
$`(21a)`$
and

$$c_{00}=\frac{\mathrm{ln}Z}{\beta }.$$
$`(21b)`$
The name free value can be justified as follows. Let us suppose that during the market evolution (changes of the prices $`c_k`$) the class of the investor does not change ($`T=const`$). Then the changes of values of the assets in the portfolio, $`_{k=0}^N\overline{w}_kdc_k`$ are measured by changes of the potential $`F`$. Such a process can be referred to as isothermal. $`T`$ can be interpreted as price of a unit of the entropy $`S`$. The entropy of a canonical portfolio increases when the absolute value of the parameter $`T`$ increases. This means that an amateur pays more than a professional investor for errors of the same order. But if the temperature is negative an amateur gets more from erroneous decisions. A portfolio with $`T<0`$ and small entropy can only be constructed by a specialist who uses his knowledge in reverse. After changing signs of the weights $`w_k`$ (short position) such a portfolio gives excellent returns. Note that due to the additivity of entropy the temperature of the portfolio constructed by merging two portfolios with temperature $`T`$ but built in different market sectors equals $`T`$.

It would be helpful to give some flesh to the above consideration by working out a numerical example. Let us consider two investors Alice and Bob. Both have the same initial capital, say $1 and, besides money, there are only two assets available on the market, $`a_1`$ and $`a_2`$. Bob (a zombie) divided his capital into two equal parts and spent them on both assets. Alice (a zombie, a pro?) spent a quarter of her capital on $`a_1`$ and kept the rest. Suppose now that after some time the price of the asset $`a_1`$ went down by 20% and the price of the asset $`a_2`$ increased by 30% that is the relative prices are now $`c_1=0.8`$ and $`c_2=1.3`$. This means that Alice’s and Bob’s portfolios gave the returns $`c_{00}^A=0.95`$ and $`c_{00}^B=1.05`$, respectively (we have neglected the interest rates). The temperatures are $`T^A=0.46`$ and $`T^B=2.55`$, respectively (only two decimal positions are kept). Bob has got better return then Alice even though $`T^B>T^A`$. This is because Bob alone makes profit from his knowledge ($`T^B`$ is positive). But the authors would prefer Alice to Bob as an investment adviser because when one listen to her advises and acts contradictory to them one gets better return then Bob’s. Alice’s knowledge is greater than Bob’s because if $`T^B>T^A`$ then $`S^B>S^A`$.

## 4 Conclusions

We have proposed a method that allows numerically measure investors qualities. Inspired by thermodynamics, we were able to define canonical ensembles of portfolios, the temperature of portfolios and, possibly, various thermodynamics-like potentials. We have used the relative prices $`c_k`$ of the assets that have direct interpretation. The theory of financial market would prefer a covariant description of the portfolio. This can be easily achieved by replacing the parameters $`c_{00},c_1,\mathrm{},c_N`$ by their natural logarithms (that is integrals of the instantaneous interest rates):

$$\mathrm{ln}c_{00}c_{00}$$
$`(22a)`$
$$\mathrm{ln}c_kc_k$$
$`(22b)`$
$$\frac{c_k}{c_{00}}w_kw_k.$$
$`(22c)`$
We imagine that analogous methods can be developed for valuation of credit repayment scenarios or bonds under the stochastic behaviour of interest rates.

!


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# Untitled Document

physics/0011002

A HISTORICAL PERSPECTIVE ON CANCER **The main idea exposed herein occurred to me some 20 years ago. I tried once to get it published, but failed. After some hesitation, I am posting it here in the hope that the historical viewpoint it utilizes may still be of some use to people trying to understand cancer.

Rafael D. Sorkin

Department of Physics, Syracuse University, Syracuse, NY 13244-1130, U.S.A.

internet address: sorkin@physics.syr.edu

Abstract

It is proposed that cancer results from the breakdown of universal control mechanisms which developed in mutual association as part of the historical process that brought individual cells together into multi-cellular communities. By systematically comparing the genomes of uni-celled with multi-celled organisms, one might be able to identify the most promising sites for intervention aimed at restoring the damaged control mechanisms and thereby arresting the cancer.

More or less by definition, a cancerous cell is one that grows and reproduces uncontrollably. Of course, this characterization presupposes that the cell in question lives within a multi-celled organism — a community of cells. The identical behavior would appear perfectly normal for a cell existing in isolation.

But there is more to cancer than uncontrolled growth; for this behavior occurs in association with another trait which — in itself — would not seem to be related to growth at all: loss of differentiation. Why should a “histologic” characteristic like (lack of) differentiation be correlated in this way with a “dynamical” characteristic like growth rate? I believe that, far from being necessary for reasons of biochemistry or cellular dynamics, this association is historical in origin.

Let us try to imagine the transformation that took place when the first multicellular organisms coalesced from collections of cells living in relative isolation from each other. Aside from the mutual “solidarity” of its members, such a community of cells has the advantage that different cells can specialize in different tasks and collectively accomplish all these tasks more effectively than any individual cell could by itself. In other words, a division of labor becomes possible (specialized tissues, specialized organs, etc.) But for such an arrangement to function, the relative multiplicities of the cells with different specializations must be suitable, which in practice means controlling their absolute numbers as well. To participate in such a community, then, a cell needs (at least) the ability to specialize itself for a range of functions and the ability to regulate its rate of reproduction as needed: precisely the features whose absence typifies the disease of cancer.

It seems clear that, in order to provide these twin abilities, new biological “machinery” would have been required, either at the cellular level, or the supercellular level, or both. Furthermore, since the required mechanisms must have arisen in association with one another as part of the same historical process (a process presumably occupying an extended period of time), it would be natural for them to overlap and share components to a great extent. That is, there should have developed, in some measure, only a single (and universal) mechanism responsible on one hand for regulating growth and on the other hand for producing functional differentiation. Cancer would then result from the breakdown of this mechanism. From this perspective, cancer would not be a disease like measles, caused by the presence of some pathogen or some actively harmful abnormality, but a disease of deficiency like scurvy, caused by the absence or the failure of some mechanism that is present in normal cells (or normal tissue). It would be the consequent regression, on the part of the tumor cells, to an earlier, pre-social form of behavior.

The focus for finding a cure (or for prevention) would thus shift from removing the abnormality to restoring the missing or damaged machinery, and a strategy of trying to destroy the defective cells would be less likely to succeed than one of providing them with “replacement parts” for their damaged control mechanisms. How this could be done would naturally depend on the nature of the defect, but one might imagine, for example, delivering the replacement parts by means of retro-viruses or similar agents. With luck, such replacement parts would not harm healthy tissue, and hence they (unlike traditional chemotherapeutic agents) could be introduced in numbers sufficient to reach all the cells they needed to reach.

Before it could be repaired, however, the relevant “machinery” would have to be identified. Here a plausible concomitant of the postulated historical transition to communal life becomes relevant, namely the universality of the control mechanisms that evolved then. Assuming that the transition to multi-celled organisms was a prolonged process, one would expect the control mechanisms that developed in its course to be shared by all, or almost all, multi-celled forms. Conversely, uni-celled organisms should lack these control mechanisms.

To test this idea, one could compare the genomes of one-celled organisms with those of multi-celled organisms susceptible to cancer, searching for genes, or sequences thereof, that were universally present in the latter and absent in the former. These genes (or sequences) would then be the ones responsible for the postulated control mechanisms. Moreover, the oldest such genes (or sequences), would furnish better candidates than the newer ones, assuming that age could be identified reliably. Any attempt to develop a “gene therapy” or diagnostic test for cancer could then focus on the components of the genome identified in this way.

Of course, it might be overly optimistic to expect that the postulated control mechanisms could be identified simply with some well delineated portion of a cell’s genome. They might involve non-genetic components whose failure was not occasioned by genetic mutations. On the other hand, one knows that genetic change is involved in cancer and that, in particular, there is a close correlation between mutagenicity and carcinogenicity. Given these facts, it does not seem too much to hope that the required “social skills” are coded into universal portions of the genome which could be identified and catalogued. Conversely, the failure to discover such portions would constitute evidence against the historical explanation of cancer put forward in this article.

This research was partly supported by NSF grant PHY-9600620 and by a grant from the Office of Research and Computing of Syracuse University.


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# Precessing collimated outflows in the planetary nebula IC 4846

## 1 Introduction

IC 4846 (PN G 027.6$``$09.6) is a compact planetary nebula (PN) whose morphology has not been studied in detail yet. The only available information on its structure is provided by the VLA 6 cm continuum observations by Kwok (1985, see also Aaquist & Kwok 1990), showing several knots embedded in a faint elongated structure of $``$ 3$`\times `$2 arcsec2 in size. The H$`\beta `$ surface brightness ($`\mathrm{log}F(\mathrm{H}\beta )=11.34`$, Acker et al. 1992) suggests that IC 4846 has a high electron density. This is corroborated by the small \[S ii\]$`\lambda `$6717,$`\lambda `$6731 doublet ratio (Barker 1978; Acker et al. 1992) which reaches the limiting ratio for high electron density ($`N_\mathrm{e}\genfrac{}{}{0pt}{}{_>}{^{}}10^4`$ cm-3). Both its small angular size and high density indicate that IC 4846 is a young PN. The line intensity ratios (Acker et al. 1992) point to a moderate excitation (\[N ii\]$`\lambda `$6583/H$`\alpha 0.07`$, \[O iii\]$`\lambda `$4959/H$`\beta 3.7`$, and very faint He ii $`\lambda `$4686). IUE low-resolution UV spectra of the central star show a strong P-Cygni profile in the N v line111 Based on INES data from the IUE satellite. with a terminal velocity of $``$ 1300 km s-1. The occurrence of a strong stellar wind in the central stars of PNe is indicative of their early evolutionary stage (Cerruti-Sola & Perinotto 1985).

The shaping processes of PNe occur early in their formation. Therefore, the signatures of these processes in the nebula are more recent and more likely to have withstood the fast nebular evolution in young PNe. This turns the observations of young PNe of chief importance in the understanding of their formation mechanisms. Accordingly, IC 4846 was included in our observational program of compact young PNe (see Miranda 1999 and references therein), and narrow–band H$`\alpha `$ and \[N ii\] images and long–slit high–resolution spectra were obtained to study its structure and internal kinematics. The results reported in this paper evidence the existence of bipolar, precessing collimated outflows in IC 4846.

## 2 Observations

Direct images of IC 4846 were obtained in 1997 July 24 with the Nordic Optical Telescope (NOT) at Roque de los Muchachos Observatory on La Palma222The Nordic Optical Telescope is operated on the Island of La Palma by NOTSA in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofísica de Canarias. The detector was a LORAL 15 $`\mu `$m CCD at the HIRAC camera providing a plate scale of 0.11 arcsec pixel-1. The filters were H$`\alpha `$ ($`\lambda _0`$ 6563 Å, FWHM $``$ 10 Å), and \[N ii\] ($`\lambda _0`$ 6584 Å, FWHM $``$ 10 Å). Exposure times were 900 s in each case. The spatial resolution is $``$ 1 arcsec. The images were bias subtracted and flat–fielded following standard procedures within MIDAS package.

Long–slit echelle spectra of IC 4846 were taken with the IACUB333The IACUB uncrossed echelle spectrograph was built in a collaboration between the IAC and the Queen’s University of Belfast spectrograph at the NOT in 1998 August 2. The detector was a Thompson 19 $`\mu `$m CCD with 1024$`\times `$1024 pixels. A filter was used to isolate the H$`\alpha `$ and \[N ii\]$`\lambda `$6583 emission lines in the 9th echelle order. A Thorium–Argon spectrum was taken after each object spectrum for wavelength calibration purposes. Exposure time was 1800 s for each spectrum. The observed position angles (PAs) were 11, 30, 54, and 140 with the slit centered on the object. The dispersion was 2.5 Å mm-1, and the achieved spectral resolution (FWHM) $``$ 7.5 km s-1. The spatial resolution is $``$ 1.5 arcsec. Absolute errors in the radial velocity are $`\pm `$ 1.5 km s-1, whereas relative errors (within each long-slit spectrum) are $`\pm `$ 0.5 km s-1. The data were reduced following standard procedures for long–slit spectroscopy within the IRAF and MIDAS packages. Thereafter the \[N ii\]$`\lambda `$6583 emission line will be referred to as the \[N ii\] line.

## 3 Results

### 3.1 General structures

Figures 1 and 2 present grey–scale and contour maps, respectively, of IC 4846 in the light of \[N ii\] and H$`\alpha `$. The morphology of IC 4846, resolved in these images for the first time, displays a great wealth of structures. At the lowest intensity levels, the appearance of the nebula is elliptical with two bipolar features protruding at PA $``$ 54. These features, denoted A1–A2 (Fig. 2), are curved filaments enhanced in \[N ii\]. A second, inner ellipse, observed in H$`\alpha `$ and \[N ii\] at intermediate intensity levels, can be recognized with its major axis at PA $``$ 11. Two compact knots, B1–B2, are observed at the tips of this inner ellipse. The innermost regions of IC 4846 are dominated in \[N ii\] at the highest intensity levels by two bright structures, C1–C2, which are not clearly distinguished in the H$`\alpha `$ image. An additional attached circular shell with a size of $``$ 10′′ can also be identified in the H$`\alpha `$ image.

In order to emphasize the different structures of IC 4846 described before, we have obtained deconvolved images using the Lucy-Richardson algorithm as implemented in the MIDAS package. Deconvolved H$`\alpha `$ and \[N ii\] images to a resolution of $``$ 0.5 arcsec (obtained with 30 iterations) are also presented in Fig. 2. These images clearly show the structural richness of the nebula. In particular, the curvature and filamentary appearance of A1–A2 can easily be recognized as well as the compactness of B1–B2. C1–C2 appear as point–symmetric structures elongated perpendicular to the radial direction from the center. In H$`\alpha `$ the inner regions appear as an arc with an asymmetric intensity distribution. We note that the inner regions of the nebula resemble the morphology observed at 6 cm (Kwok 1985). In addition, the inner shell presents a very low ellipticity.

Figure 3 shows position–velocity (PV) contour maps of the high resolution long–slit spectra of the \[N ii\] emission line at PAs 11, 54 and 140. The spectrum at PA 30 is similar to that at PA 11 and is not shown here. The bipolar features A1–A2, B1–B2 and C1–C2 can be identified in the PV maps with point-symmetric pairs of components. We also note that no closed velocity ellipse can be identified in the PV maps of the \[N ii\] emission line, which could be expected from the elliptical structures observed in the images. The H$`\alpha `$ spectra (not shown here) are dominated by emission from the inner regions. These regions show a tilt in the PV maps similar to the tilt of C1–C2 (Fig.3). A1–A2 are clearly distinguished because of their high radial velocity. B1–B2 seem to be present, too, although the H$`\alpha `$ line is not useful for a detailed kinematic study owing its large thermal width.

A \[N ii\]/H$`\alpha `$ ratio map is also presented in Fig 1. A1–A2 and B1–B2 are highlighted due to their relatively strong \[N ii\] emission. C1–C2 can also be recognized, although the line ratio seems to have lower values. A quantitative estimate of \[N ii\]/H$`\alpha `$ should be worked out using the long-slit spectra in order to single out both spatially and kinematically the different components. PV maps of the \[N ii\]/H$`\alpha `$ ratio for PAs 11 and 54 are shown in Fig. 3. A mean value of \[N ii\]/H$`\alpha `$ in the nebula of $``$ 0.06 is obtained, similar to that obtained by Acker et al. (1992). The three pairs present enhanced \[N ii\] emission, with mean \[N ii\]/H$`\alpha `$ values of $``$ 0.8 (A1–A2), $``$ 0.15 (B1–B2), and $``$ 0.2 (C1–C2), which are a factor 2.5 to 13 higher than the mean ratio in the nebula. Furthermore, peak values of this ratio up to $``$ 1.5 are found in A1–A2, and up to $``$ 0.3 in B1–B2 and C1–C2. Common to all three pairs is that \[N ii\]/H$`\alpha `$ peaks at larger distances from the center than the \[N ii\] emission peaks (see also Fig. 1).

Table 1 lists different parameters of the bipolar pairs as deduced from the \[N ii\] images and long–slit spectra. In order to deduce systemic velocities, we have first considered the centroid of each bipolar pair as representative of its own systemic velocity. The systemic velocity obtained for each pair is listed in Table 1. Secondly, we have obtained the centroid velocity of the \[N ii\] emission line as representative of the systemic velocity of the whole nebula. In order to avoid the contribution of the bipolar pairs, the centroid velocity was obtained from the middle point of the spatially integrated emission at 10% level of the intensity peak. We obtain Vsys(centroid) $``$ 168 km s-1 and note that an identical value is obtained if the middle point is considered at 5% or 15% levels of the intensity peak. The values for Vsys(centroid), Vsys(B1–B2) and Vsys(C1–C2) agree within the absolute errors with the value quoted by Bianchi (1992) and Durand et al. (1998) for the systemic velocity of IC 4846. The systemic velocity of B1–B2 and C1–C2 are almost identical to each other; both are slightly blueshifted ($``$ 3.5 km s-1) with respect to the centroid velocity. In the case of A1–A2, its systemic velocity is noticeably blueshifted by $``$ 10 km s-1 with respect to the centroid velocity. We will discuss in § 4 possible interpretations for these systemic velocity shifts. In the following, radial velocities of each pair will be quoted with respect to its own systemic velocity.

### 3.2 Properties of the collimated components

IC 4846 displays three pairs of structures, A1–A2, B1–B2, and C1–C2, which are highly evocative of collimated outflows. We describe as follows the properties of these components.

A1–A2 appear detached and off-axis ($`\mathrm{\Delta }`$(PA) $``$ 43) with respect to the major axis of the inner ellipse. Their orientation changes by $``$ 5–10. A1–A2 can be traced along $``$ 6 arcsec, which represents a considerable fraction of the total nebular size. An upper limit of $``$ 1 arcsec is obtained for their lateral size. The radial velocity systematically varies along A1–A2: a minimum velocity of $``$ $`\pm `$ 36 km s-1 is observed at the minimum angular distance; the velocity then steadily increases with the distance up to $``$ $`\pm `$ 52 km s-1; finally, it slightly decreases at the tips of the features. The velocity width is small as compared with the velocity difference between A1 and A2 (see Table 1), which implies a high degree of collimation. According to their properties, A1–A2 are highly suggestive of a precessing bipolar jet.

B1–B2 present a rather moderate radial velocity and the velocity width is small and comparable to that of A1–A2 (Table 1). The small velocity width and the compactness indicate that B1–B2 are highly collimated outflows.

The radial velocity of C1–C2 does not depend on the PA (Fig. 3, Table 1), although some small variations ($``$ 7 km s-1) within C1–C2 are observed. Possible interpretations of this pair will be discussed in § 4.

## 4 Discussion

The observations of IC 4846 have disclosed a complex structure composed of three different elements: (1) two apparent elongated shells with different orientations, (2) an attached circular shell and (3) three pairs of point-symmetric components at different orientations with typical properties of collimated outflows. In the following we discuss about the nature, models and possible interpretations of these components.

As already mentioned, there is no kinematic evidence for the elliptical shells in the PV maps of the \[N ii\] line, although the extended emission observed in the PV maps may be related to these shells. We also note that the major axis of the outer ellipse is only defined by A1–A2. In fact, without A1–A2 the outer ellipse could not be recognized. Images at higher resolution would be necessary to elucidate the precise geometry of these shells. While A1–A2 and B1–B2 can be interpreted as precessing bipolar outflows, the interpretation of the pair C1–C2 is somewhat difficult. Its kinematic properties and the elongation perpendicular to the radial direction suggest that C1–C2 could represent collimated ejections in which the orientation of the ejection axis has remarkably changed over the ejection time. However, we cannot completely rule out that C1–C2 represents a ring-like structure containing two bright opposite regions. The attached circular shell probably represents a previous slow wind ejected by the AGB progenitor of IC 4846. It is similar to other attached shells observed in PNe and its formation may be related to the dynamics of ionization fronts (see Mellema 1995 and references therein).

In the scenario that A1–A2 are precessing bipolar jets, we can obtain estimates for the inclination angle and velocity by assuming that the expansion velocity is constant and that the variation of the radial velocity is due to a systematic change of the angle between the observer and the precessing jet along a precession cone with aperture angle $``$ 5–10. The observed minimum and maximum radial velocities are assumed to be related to the far and rear side of the precession cone, respectively. Using the model for a biconical flow described by Miranda & Solf (1992), we obtain an inclination angle for the precession axis of $``$ 13–26 with respect to the plane of the sky, and a velocity of $``$ 100–190 km s-1. The (mean) kinematic age is $``$ 200$`\times `$D(kpc) yr, where D is the distance to IC 4846, which is extremely uncertain with published values between 2 and 11 kpc (see Acker et al. 1992). The images also show that A1–A2 protrude from the circular shell. This result, the increase of the \[N ii\]/H$`\alpha `$ ratio at larger distances and the decrease of the radial velocity at the tips of A1–A2 suggest an interaction between the jet fronts and the circular shell, in a similar way to that reported in, e.g., NGC 6891 (Guerrero et al. 2000).

It is worthwhile to emphasize the extraordinary similarity between IC 4846 and the well-known PN NGC 6543 (see Miranda & Solf 1992 and Reed et al. 1999). The following structural components are common to these two PNe (we will use for NGC 6543 the nomenclature of Miranda & Solf 1992):

1. Basic elongated shell(s). In NGC 6543 two shells are observed, an outer bipolar shell with a bright ring between the lobes and an inner elliptical one. In IC 4846 two elongated shells are suggested by the images (but see above). The possible existence of an equatorial ring should be confirmed by new data.
2. Bipolar knots at the tips of the shell. The knots FF’ in NGC 6543 correspond to B1–B2 in IC 4846.
3. Precessing bipolar jets. The bipolar jets JJ’ in NGC 6543 correspond to A1–A2 in IC 4846. The similarity between JJ’ and A1–A2 is extraordinary. Both appear off-axis with respect to the orientation of the basic shell and are curved, with a change of orientation of 5–10. The radial velocity presents an identical variation along the jets with a steady increase up to a maximum radial velocity and a small decrease at their tips. Finally, an expansion velocity of $``$ 100–200 km s-1 is obtained in both cases.
4. Point-symmetric components perpendicular to the radial direction. C1–C2 in IC 4846 could correspond to DD’ in NGC 6543.

There are some differences between both objects, but these are most likely attributable to different orientations, ages and distances. Whatever these differences, the conspicuous kinematic and structural similarities lead us to conclude that NGC 6543 and IC 4846 have shared a similar formation history.

An interesting result in IC 4846 is the systemic velocity shifts among the different components and the centroid of the nebula. In the case of B1–B2 and C1–C2, the shifts are only slightly larger than the relative errors and we cannot conclude whether they are real. In the case of A1–A2, however, the shift is noticeable and we consider it real. Both the remarkable spatial and velocity symmetry observed in A1–A2 exclude that this shift may be ascribed to different ejection velocity, changes (deceleration) in the velocity in one of the components of the pair, different ejection angle or a combination of the three. A more plausible explanation is that the systemic velocity of A1–A2 is indeed intrinsically different from that of the other components and, in particular, from that of the emission centroid. Similar shifts in the systemic velocity of collimated outflows and shell have been recently reported in the PN Hu 2-1 (Miranda et al. 2000). Furthermore, both PNe share the presence of two systems of collimated outflows at different orientations, one of them projected along the nebular major axis and one off-axis, suggesting a parallel formation history. Moreover, inspection of the kinematic data of NGC 6543 (see Miranda & Solf 1992) suggests that a difference of $``$ 7 km s-1 could exist between the systemic velocity of JJ’ and the systemic velocity of the nebula as defined by the rest of components. In the case of Hu 2-1, the shifts of systemic velocity have been interpreted as a direct evidence of orbital motion of the ejection source in a binary central star (Miranda et al. 2000). The velocity shifts detected in IC 4846 fit also into this framework. If A1–A2 are ejected from a star in a binary system, the space velocity of the A1–A2 will contain an additional velocity component due to the orbital motion, besides to the component due to the own ejection velocity. Accordingly, the systemic velocity of A1–A2 will be shifted from that of the emission centroid of the nebula (see Miranda et al. 2000 for details). We note that the same would apply to B1–B2 and C1–C2 if their observed velocity shifts were real.

The systemic velocity shift of A1–A2 (10 km s-1) is very similar to that found in Hu 2-1 (8 km s-1) and in NGC 6543 (7 km s-1). Consequently, the orbital parameters of their binary central stars should be rather similar as well, with an orbital separation $``$ 30 AU and an orbital period $``$ 100 yr, thus linking the central stars of these nebulae to symbiotic stars. These results strongly suggest that the central star of IC 4846, similarly to that of Hu 2-1 and NGC 6543, is a binary star in which mass transfer from a red giant leads to the formation of an accretion disk about a secondary (Mastrodemos & Morris 1998, 1999), from which collimated ejections may be generated.

## 5 Conclusions

Narrow–band imaging and high–resolution spectroscopy of the PN IC 4846 in the \[N ii\]$`\lambda `$6583 and H$`\alpha `$ lines have revealed a complex structure similar in many respects to that of NGC 6543. The most remarkable components in IC 4846 are three pairs of point-symmetric structures oriented at different directions. Two (and probably the three) pairs represent collimated bipolar outflows. The kinematics and morphology of the pair observed at PA 54 (A1–A2) are highly suggestive of a precessing jet moving at $``$ 100–200 km s-1. Furthermore, the velocity shift between their systemic velocity and that of the nebula can be interpreted as a result of orbital motion of the ejection source in a binary central star. This kind of systemic velocity differences has also been observed in Hu 2-1 and could be present in NGC 6543. Thus, the formation of IC 4846 (and Hu 2-1 and NGC 6543) could be related to physical processes in the own evolution of interacting binary stars.

Acknowledgments

We thank our referee for his/her valuable comments which have improved the presentation of the paper. LFM and JMT are supported partially by DGESIC PB98-0670-C02 and Junta de Andalucía (Spain). MAG is supported partially by DGESIC of the Spanish Ministerio of Educación y Cultura.

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Table 1: Parameters of the \[N ii\] bipolar pairs in IC 4846a

| Pair | $`\delta `$Vrb | $`\mathrm{\Delta }`$Vc | Vsys(LSR)d | $`\delta `$Vsyse | $`\delta `$Xf | PAg |
| --- | --- | --- | --- | --- | --- | --- |
|  | (km s-1) | (km s-1) | (km s-1) | (km s-1) | (arcsec) | (degrees) |
| A1–A2 | 96 | 20 | 158 | $``$10 | 7.4 | 54 |
| B1–B2 | 26 | 18 | 164 | $``$4 | 5.4 | 11 |
| C1–C2 | 38 | 22 | 165 | $``$3 | 1.8 | 25 |

a Obtained from the images and long–slit \[N ii\] spectra shown in Figs. 1 and 3, respectively.
b Separation in radial velocity between intensity peaks of the components of each pair.
c Velocity dispersion (FWHM) corrected of instrumental resolution.
d Systemic velocity.
e Maximum difference between Vsys(LSR) for each pair and Vsys(LSR) for the centroid of the \[N ii\] emission line = 168 km s-1
f Projected angular separation between the intensity peak of the components of each pair .
g Orientation (position angle).