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# References

LPT Orsay 00-127

UCOFIS 2/00

July 2001

A geometrical estimation of saturation
of partonic densities

N. Armestoa and C. A. Salgadob

a Departamento de Física, Módulo C2, Planta baja, Campus de Rabanales,
Universidad de Córdoba, E-14071 Córdoba, Spain

b Laboratoire de Physique Théorique, Université de Paris XI,
B$`\widehat{a}`$timent 210, F-91405 Orsay Cedex, France

We propose a new criterium for saturation of the density of partons both in nucleons and nuclei. It is applicable to any multiple scattering model which would be used to compute the number of strings exchanged in $`ep`$ and $`eA`$ collisions. The criterium is based on percolation of strings, and the onset of percolation is estimated from expectations coming from the study of heavy ion collisions at high energies. We interpret this onset as an indication of saturation of the density of partons in the wave function of the hadron. In order to produce quantitative results, a particular model fitted to describe present HERA data and generalized to the nuclear case is used. Nevertheless, with the number of scatterings controlled by the relation between inclusive and diffractive processes, conclusions are weakly model-dependent as long as different models are tuned to describe the experimental data. This constitutes a new approach, based on the eikonal description of soft hadronic collisions, and different from others which employ either perturbative QCD ideas or semiclassical methods. It offers an alternative picture for saturation in the small $`Q^2`$ region.

PACS: 24.85.+p, 11.80.La, 13.60.Hb, 12.40.Nn.

Keywords: saturation; partonic densities; multiple scattering; percolation.

Much interest has recently been devoted to the saturation of partonic densities , i.e. the change in the increase of the partonic densities from power-like to logarithmic or constant with decreasing parton momentum fraction $`x`$, both in nucleons  and in nuclei . From the point of view of experimental data on lepton-hadron scattering, the most striking feature was the change in the logarithmic slope of the proton structure function $`dF_2/d\mathrm{ln}(Q^2)`$ at $`x10^4`$, the so-called Caldwell plot  (now known to be mainly due to a $`Q^2x`$ correlation), but the situation is not conclusive: Nucleon data can be described not only in approaches which consider saturation , but also satisfactorily accommodated in the usual global fits  (also available for nuclei ) that consider the standard QCD evolution or resummation , starting from initial conditions at low photon virtualities $`Q^2`$ which do not include saturation (see  for an application to the Caldwell plot and  for a discussion on the present situation).

From a theoretical point of view, the saturation regime is a very interesting one characterized by a small coupling constant and high occupation numbers, where a semiclassical description in terms of fields has been proposed . Different models offer explanations based on multiple scattering (i.e. unitarization) or gluon interaction, both in the case of nucleons  and nuclei . These two approximations to the problem are equivalent (see e.g. ) in different reference frames, but the models predict the onset of saturation in different kinematical regions and the saturation features are also diverse. In this short note we will essay another approach to the problem, inherited from multiparticle production in nucleus-nucleus ($`AB`$) collisions at high energies and applicable to any model formulated in terms of multiple scatterings.

The concept of saturation, not of the density of partons in the hadronic wave function but of the number of partons produced in the collision, was proposed some time ago  in $`AB`$ collisions at high energies and has been reconsidered recently in the context of the search of the Quark Gluon Plasma (QGP); such high partonic density should provide the initial condition for the possible thermalization of the created system. Several related ideas have been used to compute the multiplicity of produced particles in $`AB`$ collisions at the Relativistic Heavy Ion Collider (RHIC) at BNL and at the future Large Hadron Collider (LHC) at CERN . For example, in  perturbative QCD (pQCD) is used to compute the initial number of gluons, quarks and antiquarks, which are limited according to the simple geometrical criterium that the number of partons per unit of transverse space times their transverse dimension ($`1/p_{}^2`$) cannot be greater than 1 (see  for other attempts in this direction). Besides, the semiclassical methods used in  have also been employed to estimate the initial number of gluons in a heavy ion collision .

On the other hand and in the framework of string models for soft multiparticle production (see  and references therein), a simple geometrical criterium for saturation has been proposed. In these models particle production comes from string breaking, strings which are considered, in a first approximation, as formed and decayed independently. As the number of binary nucleon-nucleon collisions (each one producing 2 strings ) increases with increasing centrality, energy or nuclear mass, this approximation should break down. The onset of this phenomenon can be estimated considering strings with a certain area in the transverse space of the collision, and taking into account the possibility of two-dimensional percolation of the strings when they overlap in this transverse space. Percolation is a second order phase transition which takes place when clusters of overlapping strings, with a size of the order of the total transverse area available, appear. This idea has been proposed in $`AB`$ collisions  and applied to signatures of QGP .

The purpose of this note is to use percolation of strings as an indication for the onset of saturation of the density of partons in nucleons and nuclei, a quantity which in our case is not directly related with the partonic densities measured in DIS, as such identification  can only be done at high $`Q^2`$, and our approach will be devoted to the low $`Q^2`$ regime. For this, we need a multiple exchange model for $`ep`$ collisions which allows us to compute the number of binary collisions, generalize it to the nuclear case, translate the number of collisions to a number of strings and estimate the density of strings to compute whether percolation takes place or not. The method can be applied to any multiple scattering model, and the results in any of these models should be quite the same (within the uncertainties due to the extrapolation of the model to nuclei and to higher energies or smaller $`x`$) as long as the model is able to describe the fully inclusive and diffractive experimental data on $`ep`$ collisions, see comments below.

Let us give a brief description of the model developed in , which is the particular one we are going to use to compute the number of binary collisions and then of strings in order to give quantitative predictions. The goal of the model was the description of total and diffractive data on $`ep`$ scattering at low and moderate $`Q^2`$ and small $`x`$. This region is where unitarity corrections are more important and where the transition from non-perturbative to perturbative QCD takes place.

In the proton rest frame, the virtual photon coming from the lepton fluctuates into a $`q\overline{q}`$ state. Then this hadronic state interacts with the proton. Unitarity corrections are described by the multiple scattering of the $`q\overline{q}`$ fluctuation with the proton. In a quasieikonal approach the total cross section is given by

$$\sigma _{tot}^{\gamma ^{}p}(s,Q^2)=4g(Q^2)d^2b\left(\frac{1\mathrm{exp}\{C\chi (s,Q^2,b)\}}{2C}\right),$$
(1)
where $`g(Q^2)`$ is the $`\gamma ^{}(q\overline{q})`$ coupling, $`2\chi (s,Q^2,b)`$ is the elementary $`(q\overline{q})p`$ cross section at fixed impact parameter $`b`$, and $`C=1.5`$ is a parameter taking into account the diffractive dissociation of the proton. For small sizes $`r`$ of the $`q\overline{q}`$ pair, $`\chi r^2`$ from pQCD calculations. As $`r^21/Q^2`$, for these small sizes $`\chi 1/Q^2`$. For large sizes of the fluctuation no $`Q^2`$-dependence is expected. In  two components, corresponding to small ($`S`$) and large ($`L`$) sizes of the $`q\overline{q}`$ pair, were taken into account, $`\chi =\chi _L+\chi _S`$. The fact that $`\chi _S1/Q^2`$ while $`\chi _L`$ does not depend on $`Q^2`$ makes the correction terms in Eq. (1) more important for the $`L`$ part than for the $`S`$ one. So, more scatterings are present – in average – for the $`L`$ than for the $`S`$ component; for this reason and also due to the fact that we will consider small $`Q^2`$, only the $`L`$ component, which is the dominant one  for $`Q^2<2`$ (GeV/c)2, will be used in the actual computations. The energy dependence of these $`\chi `$’s is given by a single pomeron of intercept $`\mathrm{\Delta }=0.2`$,

$$\chi _L=\frac{C_L}{\lambda _L}\mathrm{exp}\left\{\mathrm{\Delta }\xi \frac{b^2}{4\lambda _L}\right\}.$$
(2)
Here, $`\xi =\mathrm{ln}\frac{s+Q^2}{s_0+Q^2}`$, $`\lambda _L=R_L^2+\alpha _P^{}\xi `$ with $`R_L^2=3`$ GeV-2, and $`\alpha _P^{}=0.25`$ GeV-2, the slope of the pomeron trajectory, gives the $`\mathrm{ln}s`$ behavior of the total cross section for very large $`s`$; besides, $`C_L=0.56`$ GeV-2 and $`s_0=0.79`$ GeV2. The variable $`\xi `$ is chosen so that $`\chi x^\mathrm{\Delta }`$ for large $`Q^2s_0`$ and $`\chi (s/s_0)^\mathrm{\Delta }`$ for $`Q^20`$; in this way, the model can be used for photoproduction. For the $`S`$ part, similar expressions were used in  with an extra $`r^2`$ factor in Eq. (2).

The description of diffraction is a very important ingredient of the model. It is given by quadratic and higher order terms in $`\chi `$ in the expansion of Eq. (1). Thus, the ratio $`\sigma _{diff}/\sigma _{tot}`$ controls the unitarity (multiple scattering) corrections, i.e. the number of scatterings and strings; this idea has been used to compute nuclear structure functions from a description of diffraction at HERA, see e.g. . So, any multiple scattering model able to reproduce the experimental data on this ratio should produce roughly the same number of scatterings (strings) and, consequently, the same predictions for the onset of percolation and saturation. A triple pomeron term was introduced in  in order to reproduce large mass diffractive processes. This term is another source of shadowing corrections to the total cross section. It will be used in the actual computations, see  for the full expressions and parameters. The reggeon contribution which appears in  decreases with increasing energy and is negligible at the energies under consideration, so it has been ignored.

The model in  has 9 free parameters that were fitted to experimental data on diffractive and total $`ep`$ cross sections for $`0Q^2<10`$ (GeV/c)2 and $`10^6<x<10^2`$. Once the parameters of the model are fitted, it is possible to know the mean number of collisions :

$`\overline{n}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n{\displaystyle \frac{d^2b\sigma _n(s,Q^2,b)}{_{n=1}^{\mathrm{}}d^2b^{}\sigma _n(s,Q^2,b^{})}}`$ (3)
$`=`$ $`{\displaystyle \frac{d^2b2C\chi (s,Q^2,b)}{d^2b^{}[1\mathrm{exp}\{2C\chi (s,Q^2,b^{})\}]}},`$
where, for $`n1`$,

$$\sigma _n(s,Q^2,b)=\frac{g(Q^2)}{C}\frac{[2C\chi (s,Q^2,b)]^n}{n!}\mathrm{exp}(2C\chi ).$$
(4)
Notice that in these expressions, $`\chi (s,Q^2,b)`$ contains the triple pomeron contribution, so cuts in different branchings of one single fan diagram (i.e. one single tree of triple pomeron couplings) are included in the same $`\sigma _n`$, which thus corresponds to the exchange of $`n`$ fan diagrams, each of them cut in one o more than one of its branches. Thus Eq. (4) is a conservative estimation, as these cuts could give rise to a larger number of strings. Besides, all our expressions are asymptotic ones, not considering energy-momentum conservation (which could reduce slightly the number of collisions at the lowest energies).

Neglecting isospin at high energies, the generalization of any multiple scattering model formulated for $`ep`$ to the case of $`eA`$ collisions is straightforward in the Glauber-Gribov approach : The number of $`q\overline{q}\mathrm{nucleon}`$ collisions (the number of participating nucleons of $`A`$) in this case, is given  in terms of the inelastic non-diffractive cross sections by

$$n_{part}=A\sigma _{in}^{\gamma ^{}p}/\sigma _{in}^{\gamma ^{}A}A^{1/3},$$
(5)
with

$$\sigma _{in}^{\gamma ^{}A}=g(Q^2)d^2b\left(1\mathrm{exp}\left\{AT_A(b)\sigma _{in}^{\gamma ^{}p}/g(Q^2)\right\}\right),$$
(6)
$`T_A(b)=_{\mathrm{}}^{\mathrm{}}𝑑z\rho _A(z,\stackrel{}{b})`$ the profile function normalized to 1 taken from  and

$`\sigma _{in}^{\gamma ^{}p}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle d^2\stackrel{~}{b}\sigma _n(s,Q^2,\stackrel{~}{b})}`$ (7)
$`=`$ $`{\displaystyle \frac{g(Q^2)}{C}}{\displaystyle d^2\stackrel{~}{b}[1\mathrm{exp}\{2C\chi (s,Q^2,\stackrel{~}{b})\}]}.`$
So, the total number of collisions is given by $`n_{coll}=n_{part}\overline{n}`$. As previously commented, in the actual computations we will only use the $`L`$ component, Eq. (2), as it is the dominant one  for $`Q^2<2`$ (GeV/c)2 where our calculations will be done.

At this point, it could be argued that using the model in  (or any other multiple scattering model) there is a possibility to study saturation of the density of partons, both in nucleons and in nuclei, simply looking at the point in which amplitudes in impact parameter space become energy independent, or alternatively the point in which cross sections reach a regime in which their energy behavior becomes identical to that of the size of the target (expanding in the case of a nucleon). Nevertheless, the generalization of  to nuclei is not so obvious: ours is a very simple one, but more rigorous generalizations  also rely in simplifications of the exact Gribov calculus  or Glauber-Gribov theory . So we think that an estimation as the one we perform, based on geometrical criteria, is worthy, of simple and general applicability, and may provide, as in the case of nucleus-nucleus collisions, an indication of the onset of a high density, non-linear regime.

Let us establish now our criterium for saturation of the density of partons in the wave function of the target. As it was said, percolation is a non-thermal second order phase transition, which takes place when clusters of overlapping objects acquire a size comparable to the total size available . In our case the space is the transverse dimension available for the collision, and the overlapping objects are strings. The parameter which controls the onset of percolation is the dimensionless string density

$$\eta =Nt/T$$
(8)
(which may be related  with the dimensionless density of gluons found in semiclassical models), with

$$N=2n_{coll}$$
(9)
the number of strings exchanged in the collision (each collision gives rise to two strings due to the pomeron dominance at high energies, see ), $`t=\pi r_0^2`$ is the transverse dimension of the string111In this approach this transverse dimension plays the r$`\widehat{\text{o}}`$le of an intrinsic scale of soft physics, $`Q^20`$, where a description in terms of pQCD degrees of freedom becomes dubious., with $`r_00.20÷0.25`$ fm as extracted from phenomenology , and $`T`$ the total transverse area available for the collision. This last quantity is not known and could depend on the virtuality of the fluctuation $`Q^2`$; however, for small and moderate $`Q^2`$, it can be estimated to be the typical size of the vector meson in which the virtual photon fluctuates (as this is the smaller object in the interaction). So, we will use $`T=1`$ fm2 (a radius $`\sqrt{T/\pi }0.56`$ fm). Also, a size varying with the energy, in the spirit of an expanding proton, could be explored; for example, a size increasing with increasing energy would slow the corresponding increase of the density of strings but, for simplification, we will employ a fixed size.

The critical value for $`\eta `$ where percolation takes place, has been computed using different methods and depends quite strongly on the profile of the nucleus (i.e. on the distribution of the overlapping objects inside the available transverse space). For continuum two-dimensional percolation and from , we take $`\eta _c1.12÷1.50`$. Defining the string density as $`n=N/T`$ and allowing for the different values of $`r_0`$ and $`\eta _c`$, we find a critical string density

$$n_c6÷12\mathrm{strings}/\mathrm{fm}^2.$$
(10)
With this critical string density, it is tempting to estimate the behavior of the $`Q^2`$ at which, for a fixed $`s`$, saturation of the density of partons takes place in this approach, $`Q_{sat}^2`$ . However, in our case, being $`\chi _L`$ almost independent on $`Q^2`$, the density of strings is also almost $`Q^2`$-independent for fixed $`s`$; besides, the model is only valid for small $`Q^2`$ and has not been designed for $`Q^2`$-evolution. More significant in our model is the value of $`x`$ or $`s`$ where, for fixed $`Q^2`$ and $`A`$, saturation takes place, $`x_{sat}`$ or $`s_{sat}`$ respectively. Considering neither triple pomeron nor reggeon contributions and approximating in Eq. (5) $`\sigma _{in}^{\gamma ^{}A}g(Q^2)\pi R_0^2A^{2/3}`$, with $`R_01.2`$ fm, it is found that $`x_{sat}[Q^2/(s_0+Q^2)]A^{1/(3\mathrm{\Delta })}`$ and $`s_{sat}(s_0+Q^2)A^{1/(3\mathrm{\Delta })}`$, $`1/(3\mathrm{\Delta })=5/3`$. So, for $`Q^20`$, $`x_{sat}`$ increases linearly with increasing $`Q^2`$ while $`s_{sat}`$ is roughly constant; these qualitative features will be observed in the numerical results.

Let us turn to numerical evaluations. Using Eqs. (3)-(7), (9) and (10), we can now compute the string density for different hadronic targets, $`Q^2`$, and $`x`$ or $`s`$. When this density becomes larger than the critical value, Eq. (10), percolation will take place, which we will interpret as a signal of the onset of saturation of the density of partons in the target. In Fig. 1 we present results for the string density in $`\gamma ^{}A`$ collisions versus $`x`$ for $`Q^2=0.1`$ and 1 (GeV/c)2, with $`A=1`$, 9, 56 and 207 (corresponding to $`p`$, $`Be`$, $`Fe`$ and $`Pb`$ respectively). In Fig. 2 the same quantity is presented versus $`s`$ for $`Q^2=0`$ and 2 (GeV/c)2. Some comments are in order: First, from Fig. 1 it looks as if saturation (percolation) is favored by a higher $`Q^2`$, apparently in contradiction to what is commonly expected. This is due to the fact that, as we have said, the number of rescatterings is hardly dependent on $`Q^2`$ – as can also be observed in Fig. 2, and that $`s`$ is the variable which controls this number (indeed, in Fig. 2 it can be seen that $`s_{sat}`$ increases slightly with increasing $`Q^2`$, as expected). So, for a fixed $`s`$ at which percolation occurs, the higher the $`Q^2`$ the higher the $`x_{sat}`$ (in agreement with the naive expectations in the previous paragraph). Second, the dependence of $`s_{sat}`$ on $`A`$, parametrized as $`A^\alpha `$, is found to be stronger in the numerical computations ($`\alpha 5/2`$) than the power 5/3 estimated in the previous paragraph. This discrepancy is due to the triple pomeron contribution included in the numerical computations, which appear as a denominator in Eq. (2), diminishing the ’effective’ $`\mathrm{\Delta }`$ which appears in $`s_{sat}`$ and thus making $`\alpha =1/(3\mathrm{\Delta })`$ larger.

To summarize, a criterium for saturation in the small $`Q^2`$ region applicable to any multiple scattering model, has been presented. To produce quantitative results, a multiple scattering model for $`\gamma ^{}p`$ collisions in this $`Q^2`$ region  has been generalized to the nuclear case, and used to compute the number of exchanged strings. As multiple scattering (and thus the number of produced strings) is controlled by the ratio $`\sigma ^{diff}/\sigma ^{tot}`$, this number is related to experimental data on diffraction and the actual realization of the model is not crucial to compute the string densities as long as it reproduces the experimental data. Employing the ideas of percolation of strings taken from Heavy Ion Physics, the kinematical regions for the onset of percolation, which has been interpreted as saturation of the density of partons in the target222As commented previously, we are working in the low $`Q^2`$ regime, so this quantity cannot be identified with the partonic densities measured in DIS., have been calculated. This constitutes a new approach, based on Regge phenomenology and different from others which use either pQCD ideas or semiclassical methods; it offers an alternative picture, based in hadronic degrees of freedom (strings), for saturation in the small $`Q^2`$ region. In view of the results presented in the Figures for the onset of percolation, which for large nuclei may appear at not so small $`x`$, saturation could be observed in future $`eA`$ colliders , and the effects of this second order phase transition visible in correlations (as proposed in $`AB`$ collisions ).

Acknowledgments: The authors express their gratitude to A. Capella for a critical reading of the manuscript, to K. J. Eskola for useful discussions on the model of saturation in , and to C. Pajares for his interest in this work and constant encouragement. N. A. acknowledge financial support by CICYT of Spain under contract AEN99-0589-C02 and by Universidad de Córdoba, and C. A. S. a postdoctoral grant by Ministerio de Educación y Cultura of Spain. Laboratoire de Physique Théorique is Unité Mixte de Recherche – CNRS – UMR no 8627.

Figure captions:

Fig. 1. String density in $`\gamma ^{}p`$, $`Be`$, $`Fe`$ and $`Pb`$ collisions versus $`x`$ for $`Q^2=0.1`$ (GeV/c)2 (solid lines) and $`Q^2=1`$ (GeV/c)2 (dashed lines). Dotted lines are the bounds on the critical string density for percolation of strings.

Fig. 2. String density in $`\gamma ^{}p`$, $`Be`$, $`Fe`$ and $`Pb`$ collisions versus $`s`$ for photoproduction (solid lines) and $`Q^2=2`$ (GeV/c)2 (dashed lines). Dotted lines are the bounds on the critical string density for percolation of strings.

Figures:

Fig. 1

Fig. 2


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# New Unitarity Triangles of Quark Mixing and CP Violation

## Abstract

Unitarity of the Cabibbo-Kobayashi-Maskawa matrix gives rise to nine new unitarity triangles in the standard model.

preprint:   hep-ph/0011199

Huge samples of $`B`$ mesons produced at the $`B`$ factories and recent developments in the experiments with kaons and charmed mesons boost the studies of CP violation and quark mixing. According to the six-quark scheme of Kobayashi and Maskawa , CP symmetry is violated because one complex phase remains in the coupling constants of the charged current weak interactions after taking into account unitarity and rephasing quark fields. In the standard model CP violation and quark mixing are intimately related and described by the Cabibbo-Kobayashi-Maskawa (CKM) matrix

$$V=\left(\begin{array}{ccc}V_{ud}& V_{us}& V_{ub}\\ V_{cd}& V_{cs}& V_{cb}\\ V_{td}& V_{ts}& V_{tb}\end{array}\right).$$
(1)
The CKM matrix $`V`$ originating from the diagonalization of quark mass matrices must be unitary: $`VV^{}=V^{}V=1`$. Unitarity of the CKM matrix is at the basis of the GIM mechanism . Unitarity strongly constrains and correlates the magnitudes and phases of the nine elements of the CKM matrix, although their values are not predicted in detail. Consequently, CP-conserving observables and CP-violating observables are connected with each other. Confrontation of unitarity relations of the CKM matrix with experimental measurements is an important test of the standard model. A deviation from expectations would signal new physics.

Unitarity of the CKM matrix is conveniently displayed in the well-known “unitarity triangle” . There are six unitarity triangles resulting from the orthogonality between each pair of rows, or each pair of columns, in the $`3\times 3`$ CKM matrix.

The orthogonality condition between two different rows reads

$$V_{\alpha d}^{}V_{\beta d}+V_{\alpha s}^{}V_{\beta s}+V_{\alpha b}^{}V_{\beta b}=0.$$
(2)
Here and hereafter, Greek subscripts ($`\alpha ,\beta ,\gamma `$) run over the up-type quarks $`u,c`$, and $`t`$, while Latin ones ($`i,j,k`$) run over the down-type quarks $`d,s`$, and $`b`$. $`\alpha \beta \gamma `$ is some cyclic permutation of $`uct`$, and $`ijk`$ of $`dsb`$. The relation (2) can be geometrically represented as a triangle in the complex plane, formed by the three sides $`|V_{\alpha d}V_{\beta d}|`$, $`|V_{\alpha s}V_{\beta s}|`$, and $`|V_{\alpha b}V_{\beta b}|`$. A physical observable must be independent of phase convention of quark fields. Let

$$\omega _{\gamma k}\mathrm{arg}(V_{\alpha i}^{}V_{\beta j}^{}V_{\alpha j}V_{\beta i})$$
(3)
be the phase of the product of the matrix elements $`V_{\alpha i}^{}V_{\beta j}^{}V_{\alpha j}V_{\beta i}`$. Since $`V_{\alpha i}^{}V_{\beta j}^{}V_{\alpha j}V_{\beta i}`$ is invariant under rephasing of quark fields, $`\omega _{\gamma k}`$ is an observable phase. Then for the three interior angles of the unitarity triangle, the angle between the sides $`|V_{\alpha s}V_{\beta s}|`$ and $`|V_{\alpha b}V_{\beta b}|`$ is $`\omega _{\gamma d}`$; the angle between the sides $`|V_{\alpha b}V_{\beta b}|`$ and $`|V_{\alpha d}V_{\beta d}|`$ is $`\omega _{\gamma s}`$; the angle between the sides $`|V_{\alpha d}V_{\beta d}|`$ and $`|V_{\alpha s}V_{\beta s}|`$ is $`\omega _{\gamma b}`$. By definition,

$$\omega _{\gamma d}+\omega _{\gamma s}+\omega _{\gamma b}=\pi ,$$
(4)
since

$$(V_{\alpha s}^{}V_{\beta b}^{}V_{\alpha b}V_{\beta s})(V_{\alpha b}^{}V_{\beta d}^{}V_{\alpha d}V_{\beta b})(V_{\alpha d}^{}V_{\beta s}^{}V_{\alpha s}V_{\beta d})=|V_{\alpha d}V_{\alpha s}V_{\alpha b}V_{\beta d}V_{\beta s}V_{\beta b}|^2.$$
(5)
The relation (2) leads to three unitarity triangles. We label them by their $`\alpha \beta `$ indices (with $`\alpha \beta `$ being $`uc`$, $`ct`$, and $`tu`$, respectively).

Similarly, the orthogonality condition between two different columns reads

$$V_{ui}^{}V_{uj}+V_{ci}^{}V_{cj}+V_{ti}^{}V_{tj}=0.$$
(6)
This relation can also be geometrically represented as a triangle in the complex plane, with three sides $`|V_{ui}V_{uj}|`$, $`|V_{ci}V_{cj}|`$, and $`|V_{ti}V_{tj}|`$. For the three interior angles, the angle between the sides $`|V_{ci}V_{cj}|`$ and $`|V_{ti}V_{tj}|`$ is $`\omega _{uk}`$; the angle between the sides $`|V_{ti}V_{tj}|`$ and $`|V_{ui}V_{uj}|`$ is $`\omega _{ck}`$; the angle between the sides $`|V_{ui}V_{uj}|`$ and $`|V_{ci}V_{cj}|`$ is $`\omega _{tk}`$. By definition,

$$\omega _{uk}+\omega _{ck}+\omega _{tk}=\pi .$$
(7)
The relation (6) also leads to three unitarity triangles. We label these three triangles by their $`ij`$ indices (with $`ij`$ being $`ds`$, $`sb`$, and $`bd`$, respectively). Among them is the $`bd`$ unitarity triangle which is particularly useful for the study of $`B`$ physics, with its sides determined by semileptonic $`B`$ decays and $`B^0\overline{B^0}`$ mixing and its angles $`\omega _{us}=\mathrm{arg}(V_{cb}^{}V_{td}^{}V_{cd}V_{tb})=\beta `$, $`\omega _{cs}=\mathrm{arg}(V_{tb}^{}V_{ud}^{}V_{td}V_{ub})=\alpha `$, and $`\omega _{ts}=\mathrm{arg}(V_{ub}^{}V_{cd}^{}V_{ud}V_{cb})=\gamma `$ determined by CP-violating asymmetries in $`B`$ decays.

Although different in shapes, all the six unitarity triangles have the same area being half the Jarlskog invariant  $`J_{\mathrm{CP}}|\mathrm{Im}(V_{\alpha i}^{}V_{\beta j}^{}V_{\alpha j}V_{\beta i})|`$. The Jarlskog invariant $`J_{\mathrm{CP}}`$ is a universal rephasing invariant quantity which is independent of the $`\alpha \beta `$ and $`ij`$ indices due to unitarity. CP-violating observables are all proportional to $`J_{\mathrm{CP}}`$.

The above six conventional unitarity triangles picture six orthogonality conditions of the CKM matrix. Other different relationships can be obtained from unitarity of the CKM matrix. Indeed, we find nine new unitarity relations following from a combination of orthogonality and normalization conditions. These unitarity relations can also be pictured as triangles with the interesting feature that all the nine new unitarity triangles also have the same area equal to $`J_{\mathrm{CP}}/2`$. Let us demonstrate these unitarity relations. From the orthogonality condition Eq. (2) between two different rows, we have

$$V_{\alpha i}^{}V_{\beta i}+V_{\alpha j}^{}V_{\beta j}=V_{\alpha k}^{}V_{\beta k}.$$
(8)
Multiplying Eq. (8) by its complex conjugation yields

$$2\mathrm{R}\mathrm{e}(V_{\alpha i}V_{\beta j}V_{\alpha j}^{}V_{\beta i}^{})=|V_{\alpha i}V_{\beta i}|^2|V_{\alpha j}V_{\beta j}|^2+|V_{\alpha k}V_{\beta k}|^2.$$
(9)
By applying the normalization condition

$$|V_{\alpha i}|^2+|V_{\alpha j}|^2+|V_{\alpha k}|^2=1$$
(10)
to Eq. (9), we find

$$2\mathrm{R}\mathrm{e}(V_{\alpha i}V_{\beta j}V_{\alpha j}^{}V_{\beta i}^{})=2|V_{\alpha i}V_{\beta j}V_{\alpha j}V_{\beta i}|\mathrm{cos}(\pi \omega _{\gamma k})=|V_{\alpha i}V_{\beta j}|^2+|V_{\alpha j}V_{\beta i}|^2|V_{\gamma k}|^2.$$
(11)
If we start from the column orthogonality, we arrive at the same relation (11) by using the normalization condition. The unitarity relation (11), satisfying the Cosine rule of plane trigonometry, defines a triangle with three sides $`|V_{\alpha i}V_{\beta j}|`$, $`|V_{\alpha j}V_{\beta i}|`$, and $`|V_{\gamma k}|`$. Its interior angle between the sides $`|V_{\alpha i}V_{\beta j}|`$ and $`|V_{\alpha j}V_{\beta i}|`$ is $`\pi \omega _{\gamma k}`$. This is the only angle among its three interior angles, which is of direct physical interest in the description of CP violation. The unitarity relation (11) leads to nine unitarity triangles. We refer to each of these triangles by the $`\gamma k`$ indices corresponding to its side $`|V_{\gamma k}|`$. Each of these unitarity triangles are formed by five magnitudes of the CKM matrix elements, rather than six ones forming the conventional unitarity triangle. However, it is easy to show that all these nine new unitarity triangles have the same area equal to $`J_{\mathrm{CP}}/2`$ as the conventional ones. A nonzero area implies CP violation.

The angles of the unitarity triangles are also correlated. First, the six conventional unitarity triangles have 9 rather than 18 different angles, since any triangle representing the row orthogonality (2) and any triangle representing the column orthogonality (6) contain a common angle. This can be understood since one can construct only nine different phases $`\omega _{\gamma k}`$ from the rephasing invariants $`V_{\alpha i}^{}V_{\beta j}^{}V_{\alpha j}V_{\beta i}`$. On the other hand, there is a one-to-one correspondence between these nine different angles and the nine new unitarity triangles. Second, only four out of the total of the nine observable phases $`\omega _{\gamma k}`$ are independent, since Eqs. (4) and (7) impose five independent constraints on them. The four independent phases form a complete set of weak phases for the description of CP violation, and fully determine the entire CKM matrix . We can choose the four independent phases to be $`\omega _{us}=\beta `$, $`\omega _{ts}=\gamma `$, $`\omega _{ud}=\mathrm{arg}(V_{cs}^{}V_{tb}^{}V_{cb}V_{ts})=\chi `$, and $`\omega _{tb}=\mathrm{arg}(V_{ud}^{}V_{cs}^{}V_{us}V_{cd})=\chi ^{}`$. Using Eqs. (4) and (7), the remaining phases can then be expressed in terms of them:

$`\omega _{ub}`$ $`=`$ $`\pi \beta \chi ,`$ (12)
$`\omega _{cd}`$ $`=`$ $`\gamma +\chi ^{}\chi ,`$ (13)
$`\omega _{cs}`$ $`=`$ $`\pi \beta \gamma ,`$ (14)
$`\omega _{cb}`$ $`=`$ $`\beta +\chi \chi ^{},`$ (15)
$`\omega _{td}`$ $`=`$ $`\pi \gamma \chi ^{},`$ (16)
which are essentially determined by the two angles $`\beta `$ and $`\gamma `$ (in leading order of $`\lambda `$, except for $`\omega _{cs}`$), since empirically $`\beta `$ and $`\gamma `$ are large (i.e., far from 0 and $`\pi `$), while $`\chi `$ is small, of order $`\lambda ^2`$, and $`\chi ^{}`$ is much smaller, of order $`\lambda ^4`$, where $`\lambda |V_{us}|0.22`$. Note that Eqs. (4), (7) and (16) are simply a consequence of the definition (3) of the phase $`\omega _{\gamma k}`$; they have nothing to do with unitarity of the CKM matrix. Equations (4), (7) and (16) still hold, even if the three family quark mixing matrix is not unitary and the unitarity triangle is not closed. Therefore, comparing the relations (4), (7) and (16) with experiments does not test unitarity. Deviations from unitarity will show up in a failure of unitarity relations involving both angles and magnitudes .

From Eq. (11) it follows that

$`\mathrm{sin}{\displaystyle \frac{\omega _{\gamma k}}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{s_{\gamma k}(s_{\gamma k}|V_{\gamma k}|)}{|V_{\alpha i}V_{\beta j}V_{\alpha j}V_{\beta i}|}}},`$ (17)
$`\mathrm{cos}{\displaystyle \frac{\omega _{\gamma k}}{2}}`$ $`=`$ $`\sqrt{{\displaystyle \frac{(s_{\gamma k}|V_{\alpha i}V_{\beta j}|)(s_{\gamma k}|V_{\alpha j}V_{\beta i}|)}{|V_{\alpha i}V_{\beta j}V_{\alpha j}V_{\beta i}|}}},`$ (18)
where $`s_{\gamma k}=(|V_{\alpha i}V_{\beta j}|+|V_{\alpha j}V_{\beta i}|+|V_{\gamma k}|)/2`$ is half the perimeter of the $`\gamma k`$ triangle. When the three sides of a unitarity triangle are given, these formulas may be used in order to find the angle.

The unitarity relations (11), (17) and (18) can serve as a good test of the standard model. These tests require precise direct measurements, without assuming unitarity of the CKM matrix, of the sides and angles of the unitarity triangles. By measuring both the sides and angles, the unitarity triangles will be overconstrained. Present knowledge of the magnitudes of the elements in the third row of the CKM matrix involving the top quark in Eq. (1), but also of $`|V_{cs}|`$, $`|V_{cd}|`$ and $`|V_{ub}|`$ is still rather imprecise . Among the four independent phase angles $`\beta `$, $`\gamma `$, $`\chi `$, and $`\chi ^{}`$, only direct measurement of $`\mathrm{sin}(2\beta )`$ has recently been made  from the time-dependent CP-violating asymmetry in $`B^0J/\psi K_S^0`$ decays . The current experimental error on $`\mathrm{sin}(2\beta )`$ is large, but is expected to be improved in the near future by the $`B`$ factories. A determination of the angle $`\beta `$ from the measured $`\mathrm{sin}(2\beta )`$ still has a four-fold ambiguity: $`\beta `$, $`\pi /2\beta `$, $`\pi +\beta `$, $`3\pi /2\beta `$ are all allowed solutions. Additional measurements are required to resolve the discrete ambiguities . A major experimental effort will be made to determine the angles of the unitarity triangles . It is also important to precisely measure the magnitudes of the CKM matrix elements, since measuring the phase angles alone cannot test unitarity of the CKM matrix as discussed above.

We can analyze the shapes of the unitarity triangles by using the Wolfenstein parametrization  of the CKM matrix. The sides of the unitarity triangles are compared in Table I. The unitarity triangles can be divided into two categories: fat and flat. The $`ub`$ and $`td`$ triangles, like the conventional $`tu`$ and $`bd`$ triangles, have a “fat shape” — all three sides of each of them are of comparable lengths. The other (conventional and new) triangles are flat — they almost collapse to a line, with two sides having comparable lengths and the other side being suppressed relative to them by $`O(\lambda ^2)`$, $`O(\lambda ^4)`$, and $`O(\lambda ^6)`$, respectively. Among the new unitarity triangles, the $`ub`$ and $`td`$ triangles may therefore be particularly useful for testing the standard model. Since all three sides of each of them have comparable lengths, of order $`\lambda ^3`$, measurements of the sides with only moderate precision would be sufficient to test the unitarity relations. In contrast, the other unitarity triangles require high precision measurements of the sides to make a test. Neglecting $`\chi `$ and $`\chi ^{}`$, we can deduce from Eqs. (11) and (16) the unitarity relations

$`\mathrm{cos}\beta `$ $``$ $`\mathrm{cos}(\pi \omega _{ub})={\displaystyle \frac{|V_{cd}V_{ts}|^2+|V_{cs}V_{td}|^2|V_{ub}|^2}{2|V_{cd}V_{ts}V_{cs}V_{td}|}},`$ (19)
$`\mathrm{cos}\gamma `$ $``$ $`\mathrm{cos}(\pi \omega _{td})={\displaystyle \frac{|V_{us}V_{cb}|^2+|V_{ub}V_{cs}|^2|V_{td}|^2}{2|V_{us}V_{cb}V_{ub}V_{cs}|}},`$ (20)
for the $`ub`$ and $`td`$ triangles, respectively. Similarly, from Eqs. (16), (17) and (18) we can write explicitly for the $`ub`$ triangle

$`\mathrm{cos}{\displaystyle \frac{\beta }{2}}`$ $``$ $`\mathrm{sin}{\displaystyle \frac{\omega _{ub}}{2}}=\sqrt{{\displaystyle \frac{s_{ub}(s_{ub}|V_{ub}|)}{|V_{cd}V_{ts}V_{cs}V_{td}|}}},`$ (21)
$`\mathrm{sin}{\displaystyle \frac{\beta }{2}}`$ $``$ $`\mathrm{cos}{\displaystyle \frac{\omega _{ub}}{2}}=\sqrt{{\displaystyle \frac{(s_{ub}|V_{cd}V_{ts}|)(s_{ub}|V_{cs}V_{td}|)}{|V_{cd}V_{ts}V_{cs}V_{td}|}}},`$ (22)
where $`s_{ub}=(|V_{cd}V_{ts}|+|V_{cs}V_{td}|+|V_{ub}|)/2`$; for the $`td`$ triangle

$`\mathrm{cos}{\displaystyle \frac{\gamma }{2}}`$ $``$ $`\mathrm{sin}{\displaystyle \frac{\omega _{td}}{2}}=\sqrt{{\displaystyle \frac{s_{td}(s_{td}|V_{td}|)}{|V_{us}V_{cb}V_{ub}V_{cs}|}}},`$ (23)
$`\mathrm{sin}{\displaystyle \frac{\gamma }{2}}`$ $``$ $`\mathrm{cos}{\displaystyle \frac{\omega _{td}}{2}}=\sqrt{{\displaystyle \frac{(s_{td}|V_{us}V_{cb}|)(s_{td}|V_{ub}V_{cs}|)}{|V_{us}V_{cb}V_{ub}V_{cs}|}}},`$ (24)
where $`s_{td}=(|V_{us}V_{cb}|+|V_{ub}V_{cs}|+|V_{td}|)/2`$. A comparison of these determinations of $`\beta `$ and $`\gamma `$ with the measured ones would offer an excellent test of the standard model.

It is useful to have as many different tests of the CKM mechanism for quark mixing and CP violation as possible, since that allows many potential new physics effects to be explored and the features of new physics to be identified. The nine new unitarity triangles complement the conventional ones, providing more ways of testing the CKM mechanism and probing new physics. These can be done by testing each of the individual unitarity relations represented as a unitarity triangle alone and by comparing the areas of the unitarity triangles with one another which are all equal in the standard model. These consistency checks may give us some clue to develop some principles which might enable us to understand quark mixing and CP violation beyond the phenomenological level.

###### Acknowledgements.

This work was supported by the Australian Research Council.


text:
# THE MERGER OF A HELIUM STAR AND A BLACK HOLE: GAMMA-RAY BURSTS

## 1 Introduction

Although there is no agreed upon engine powering gamma-ray bursts(GRBs), models based upon black hole accretion disks (BHAD models) are attractive. The progenitors of this class of GRB engine include the mergers of compact binaries (double neutron star, black hole and a neutron star, white dwarf and a black hole), collapsars, and the inspiral of a neutron star or black hole into a helium star (see Fryer, Woosley, & Hartmann 1999a for a review). In all of these cases, these progenitors produce accretion disks around black holes which, as they accrete, use neutrinos or magnetic fields to convert part of the gravitational potential or rotational energy of the disk material (or black hole) into a GRB outburst. The BHAD systems formed by these progenitors differ mainly in the disk mass, disk angular momentum, or amount of material above the plane of the rotation disk and these variations may well explain the diversity of the observed sample of gamma-ray bursts.

For instance, classical GRBs seem to divide into long and short duration subgroups (e.g. Kouveliotou et al. 1993; Katz & Canel 1996; Tavani 1998), and it is thought that these two distinct subgroups are explained by different BHAD progenitors (e.g. Fryer et al. 1999a). Three progenitors may produce long-duration GRBs: mergers of white dwarfs with black holes, collapsars, and He-mergers. The disks formed in the mergers of white dwarfs with black holes (or neutron stars111Belczyński, Bulik, & Rudak (2000) have found that white dwarf/neutron star mergers, which may be able to produce GRB outbursts using a magnetic-field driven mechanism, dominate the number of white dwarf mergers.) represent one extreme in disk characteristics. Of the three long-duration BHAD GRB progenitors, white dwarf mergers produce disks with the most angular momentum and the least amount of material along the rotation axis. Although the high angular momentum in these disks make neutrino-mediated explosions extremely weak, white dwarf/black hole mergers may produce strong GRB explosions via some magnetic field mechanism (Fryer et al. 1999b). Collapsars, on the other hand, represent the other extreme: they have less angular momentum and much more material along the axis of rotation (MacFadyen & Woosley 1999; MacFadyen, Woosley ,& Heger 2000). Since the connection between GRB 980425 and supernova 1998bw (Kulkarni et al. 1998), which is naturally explained by collapsar models (Woosley 1993; MacFadyen & Woosley 1999; MacFadyen et al. 2000), the collapsar model has become the favorite progenitor for long-duration bursts.

But can all long-duration gamma-ray bursts be collapsars? There is increasing evidence to suggest that collapsars cannot explain all GRBs. First, the X-ray and optical lightcurves of GRBs suggest that the environment around the GRB engine is sometimes best fit by a wind-swept model, and other times is best fit by a constant density model (Chevalier & Li 2000, Livio & Waxman 2000). Based on the fact that collapsars occur only in massive stars, Chevalier & Li (2000) and Livio & Waxman (2000) both argue that those GRBs best fit by constant density environments must not be collapsars222However, bear in mind that collapsars form only with stars that had very low mass-loss rates (presumably low metallicities) and the winds of collapsar progenitors may not alter the environment significantly (Fryer et al. 1999a). Even those GRBs which are best matched by constant density environments may yet be collapsars.. In addition, collapsars may have trouble explaining the iron emission lines detected in three GRBs: GRB 970508 (Piro et al. 1999), GRB 970828 (Yoshida et al. 1999), and GRB 991216 (Piro, et al. 2000). To explain these detections (the detections in GRB 970508 and GRB 970828 are marginal at best so not all may be real), Böttcher (2000) found that the progenitors of these bursts may need to have metallicities in excess of solar. However, the winds of collapsar progenitors must be lower than typical winds of massive stars, and hence collapsar progenitors are likely to be low-metallicity and it is unlikely that collapsars can explain such high iron abundances.

To compare the He-merger model to that of the collapsar, let us review the formation scenario of He-merger GRBs. The progenitor of this GRB engine is a binary system consisting of two massive stars. The more massive star (primary) collapses to form a neutron star or black hole. The loss of matter in the supernova explosion and a possible kick on the compact remnant unbinds many of the binaries. Those that remain bound tend to be in tight orbits, and when the companion star evolves off the main sequence, it engulfs the compact remnant and the system goes into a common envelope phase. Once in a common envelope, the compact remnant spirals down through the hydrogen star. If the binding energy of the envelope is too large, the compact star will spiral into the companion’s helium core. It is this inspiral which spins up the helium core and produces the conditions necessary to form a gamma-ray burst.

The merger of the compact remnant with its helium companion provides a mechanism to produce BHAD system very similar to that of a collapsar (Fryer & Woosley 1998). The primary difficulty with the collapsar model is producing a black hole with a rotating stellar envelope. The helium merger model naturally forms an accreting black hole surrounded by a rotating stellar core. The differences in the formation processes of these two GRB models produce distinguishing features which can be observed.

For example, after the formation of the compact remnant, the He-merger binary system will have some net velocity with respect to its formation region, and it may travel beyond the wind and supernova ejecta of the primary. Hence, the constant density environment required by some of the lightcurves is easily explained by He-mergers. In addition, the primary supernova’s explosion may enrich the hydrogen envelope of its companion (Israelian et al. 1999). When this envelope is ejected during the common envelope phase, it produces an iron rich torus which may explain the observed iron lines (Böttcher & Fryer 2000).

Fryer & Woosley (1998) argued that the engine driving He-merger GRBs would be very similar to collapsars. But to truly understand the He-merger engine, we must follow the inspiral and obtain quantitative estimates of both the rotation of the helium core and the remnant mass in the core. Knowing these values, we can then infer the duration and total energy of the He-merger GRB. In this paper, we present hydrodynamical simulations of the inspiral of a compact remnant into a helium core for a range of helium core masses. We describe our numerical techniques in § 2 and the results of our simulations in § 3. We conclude with a discussion of the inspiral results and of the viability of He-mergers as a GRB model.

## 2 Numerical Methods

He-merger GRBs are formed when, in a binary system, a giant star envelops its compact remnant (neutron star or black hole) companion, causing it to spiral through the hydrogen envelope in what is termed a “common-envelope” phase. The details of common envelope evolution are still rather uncertain (see Sandquist et al. 1998 for a review), but in those systems where the orbital energy of the binary is not sufficient to eject the hydrogen envelope, the helium core of the giant and the compact remnant will merge. Although it is difficult to separate the numerics from the physics in modeling the common envelope phase, modeling the merger of the helium core (which is several orders of magnitude smaller than the hydrogen giant) with a compact remnant is much more tractable.

We model the merger using the three-dimensional smooth particle hydrodynamics (SPH) code developed by Davies, Benz, & Hills (1991). To model the physics of the merging process more accurately, the code has been improved (Fryer et al. 1999b) to include an equation of state by Blinnikov, Dunina-Barkovskaya, & Nadyozhin (1996). To follow nuclear reactions, we include a nuclear reaction network for temperatures above $`4\times 10^8\mathrm{K}`$ (Timmes, Hoffman, & Woosley 2000). The structure of the helium core was taken from 1-dimensional helium star models by Heger (1999) which were mapped into 3-dimension and then allowed to settle into a stable configuration. For all of our helium cores, the radius settled to within 10% of the 1-dimensional model.

Once the helium core has stabilized, we add the compact remnant (a point gravity source) and place the binary in a co-rotating circular orbit with a sufficiently small separation so that Roche-lobe overflow will occur. At this point, mass transfer from the helium core onto the compact remnant will tighten the orbit very rapidly and cause the compact remnant to merge with the helium core. The orbital separation at which Roche-lobe overflow commences is given by (Eggleton 1983):

$$A_0=R_{\mathrm{He}}\frac{0.6q^{2/3}+\mathrm{ln}(1+q^{1/3})}{0.49q^{2/3}},$$
(1)
where $`R_{\mathrm{He}}`$ is the radius of the helium core, $`q=M_{\mathrm{He}}/M_{\mathrm{BH}}`$ is ratio of the mass of the helium core $`M_{\mathrm{He}}`$ to the mass of the compact remnant $`M_{\mathrm{BH}}`$. For our simulations, we are concerned primarily with the effects of the inspiral on the core of the helium star and these results are insensitive to our initial separation of the binary (that is, we can decrease the separation by $``$20% and our results do not change). For most of our simulations, we use initial separations smaller than $`A_0`$ so that the objects merge without detailed resolution of the outer layers of the helium star. In addition, it is likely that the hydrogen common envelope phase would cause the compact remnant to spiral in below the $`A_0`$, so using the smaller separations may even be closer to the initial conditions produced by nature. In any event, our simulations show that two models with different initial separation have similar results (Fig. 1).

Aside from initial separations, we must also be cautious with two other numerical uncertainties. First and foremost is the accretion onto the compact remnant. As the compact remnant merges with the helium star, the accretion rate onto the compact remnant is well approximated by the Bondi-Hoyle accretion rate (Chevalier 1993; Brown 1995; Fryer, Benz, & Herant 1996; Bethe & Brown 1998). One might argue that if the compact remnant is a neutron star, photon pressure can slow the accretion. However, the high densities in the helium core trap the photons and the time required for the photons produced at the hot surface of the neutron star to diffuse even 10 km from the surface would take longer than our entire simulation time (see Fryer et al. 1996 for diffusion times). However, the neutron star surface is hot enough to produce copious neutrinos which can cool the accreting material in less than 0.1 s and this cooling (which however does not provide pressure support as photons would) allows the infalling material to accrete onto the neutron star (see Fryer et al. 1996). Chevalier (1989) argued that even if the compact remnant had dipole magnetic fields in excess of $`10^{15}`$ G, these fields would be buried by the high accretion flows that occur in He-mergers. The more conservative analysis of Fryer et al. (1996) argues that the compact remnant’s magnetic field would have to exceed $`10^{13}`$ G to affect the accretion. Such highly magnetized neutron stars are probably not common. Hence, for neutron star and black hole remnants alike, the inspiralling compact remnant will accrete at the Bondi-Hoyle rate. However, actually modelling this accretion can be quite difficult.

We try two methods to simulate the hypercritical accretion. In the first accretion recipe, we simply remove particles that fall within 5-10$`\times 10^8\mathrm{cm}`$ of the compact remnant and add their mass and momentum to the compact remnant. Although this is much larger than the Schwarzschild radius of the compact remnant, it is the smallest scale we can achieve given our resolution (1-3 $`\times 10^9\mathrm{cm}`$).

In the second accretion method, when the distance between a particle and the compact remnant, $`r_\mathrm{p}`$, is less than the scale length $`h`$ of that particle, the mass of that particle $`M_\mathrm{p}`$ is accreted onto the compact remnant with a rate given by $`\dot{M}_\mathrm{p}=M_p/t_{\mathrm{ff}}`$, here $`t_{\mathrm{ff}}`$, the free-fall timescale is $`\sqrt{2r_\mathrm{p}^3/GM_{\mathrm{BH}}}`$, where $`G`$ is the gravitational constant and $`M_{\mathrm{BH}}`$ is the compact remnant mass. In this method, if its distance from the black hole is less than $`h`$, the particle’s motion is dominated by gravitational force of the compact remnant and it loses mass on the free-fall timescale. We reduce the particle’s mass gradually as it accretes onto the compact remnant. The second accretion method yields a slightly longer inspiral time (by 10-20%: see Fig. 1) which, in turn, yields accretion masses which differ by roughly the same amount (see § 3). To test the differences in the accretion rate, we ran a test model where we placed a $`2M_{\mathrm{}}`$ compact remnant in the center of an $`8M_{\mathrm{}}`$ static helium core and measured the accretion as a function of time (Fig. 2). Here we see that the accretion rates for both our accretion mechanisms are nearly identical.

One might argue that the accretion timescale is not the free-fall timescale because angular momentum can slow the accretion. However, during the inspiral stage of the merger of a helium and a compact remnant, the angular momentum of particles accreted by the compact remnant is small. For the duration of our simulation, the accretion timescale is dominated by the free-fall timescale, not by the viscous timescale of the accretion disk. However, to test the differences caused by an increased accretion timescale due to the additional effects of a viscous timescale, we modified the second accretion method by assuming the accretion timescale was 10 times the free-fall timescale and ran our test model with this increased timescale (Fig. 2). The accretion rate for this factor of 10 range in timescales is nearly identical for the first 150 s and does not differ by more than 20% for the entire simulation.

This is not a surprising result. By increasing the accretion timescale, we initially lower the accretion rate onto the black hole, but this does not lower the rate at which material piles up around the black hole (which is what our hydrodynamic simulation is modeling). When we raise the accretion timescale, more material piles up around the black hole, and the density of this material increases, causing the accretion rate to rise. Hence an equilibrium is achieved. The accretion rate onto the black hole is more sensitive to the rate at which the material piles up around the black hole than upon the accretion timescale of any individual particle. This is nearly identical to the effect seen in accretion disk simulations where the accretion rate from the innermost point of the disk onto a black hole is governed more by the rate at which material is put into the disk rather than the actual value of the artificial viscosity (Popham, Woosley, & Fryer 1999; MacFadyen & Woosley 1999). Because the accretion rate onto the black hole is relatively insensitive to our accretion recipe and because the first recipe, which simply removes nearby particles around the black hole (or neutron star), runs faster than other recipes, we use the first recipe in all other simulations.

In both methods, we also must add the angular momentum of the particles to the compact remnant. Unfortunately, we do not resolve the accretion disk which must form around the compact remnant and so cannot model the transport of angular momentum out of this disk as it accretes. Instead, we constrain the amount of angular momentum accreted to the angular momentum of the last stable orbit of the compact remnant. We assume the rest of the angular momentum is transported out of the system. Because our simulation time step is much longer than the orbital period of the last stable orbit, this is a reasonable assumption. This angular momentum may feedback into the star, and we do not include this. But the angular momentum that we discard in our simulation is less than 1% of the total angular momentum in the system (Fig. 3), so we do not underestimate the angular momentum in the helium core by more than 1% at the end of our simulation.

Figure 3 also shows how well the total angular momentum in our simulations is conserved. For the merger of a $`2M_{\mathrm{}}`$ compact remnant and an $`8M_{\mathrm{}}`$ helium star, the summation of total angular momentum of particles, total angular momentum of the compact remnant (including the estimated spin angular momentum) and the angular momentum that we discard during accretion is conserved to one part in ten thousand. During the course of the simulation, nearly all of the orbital angular momentum of the compact remnant is converted into spin angular momentum of the helium core, and yet the total angular momentum is conserved!

The other major numerical uncertainty is the artificial viscosity used in the SPH. We have varied the artificial viscosity by a factor of 5 to determine our dependence upon the numerical viscosity. We will discuss these results in § 3, but the quick answer is that simulations using this wide range of artificial viscosity obtain nearly the same results and our estimates of GRB energies and disk structures do not depend on the artificial viscosity.

## 3 Results

We have run a series of models testing the initial helium star masses, initial separations, and the range of uncertainties in the numerical methods (accretion algorithm, artificial viscosity, resolution, etc.). Böttcher & Fryer (2000) found that the helium star masses in He-merger progenitors cover a wide range of masses: 14% have masses less than $`7M_{\mathrm{}}`$ and 22% have masses above $`12M_{\mathrm{}}`$ with the bulk (64%) lying within $`712M_{\mathrm{}}`$. By varying the mass of the helium star, we can study the range of burst properties from He-mergers. The entire set of simulations is summarized in Table 1. The number in the model designation denotes the helium core mass in units of solar mass.

We break up the formation of a He-merger GRB engine into two stages: the inspiral of the compact remnant (which we model with our SPH code) and a post-processing analysis of the accretion onto the compact remnant once it reaches the core of the helium star. In our simulations, we follow the compact remnant as it spirals into the helium star and accretes mass from the helium star while spinning up the star. When the compact remnant reaches the center of the helium core, our simulations provide the mass and spin of the compact remnant as well as the structure and angular momentum distribution of the helium star.

The results from our simulations allow us to estimate the accretion of the rotating helium core around the now central black hole. We know that this material will accrete rapidly (especially along the spin axis of the core), but the material along the equator has too much angular momentum to accrete immediately and will first form a disk around the compact remnant. It is this disk accretion that can drive a GRB along the relatively clear spin axis. The mass of the compact remnant and the spin of the accreting material determine the viability of He-mergers as a GRB engine.

### 3.1 Inspiral

We presume that the compact remnant has already spiralled through the hydrogen envelope of a massive giant star (via a common envelope phase) and begin our simulations as the helium core contacts the compact remnant in Roche lobe overflow. For two of our simulations (8D and 8E) we placed the compact remnant in a circular orbit with an orbital separation just low enough that the helium star overfilled its Roche lobe and accreted onto the compact remnant. Even if orbital angular momentum were conserved, this mass transfer (from a more massive object onto a less massive object) would tighten the orbits. But, in fact, a good deal of angular momentum is lost as material is ejected from the system. In these simulations, we have implicitly assumed that when Roche-lobe overflow occurs, this mass transfer dominates the orbital evolution of the binary.

The viscosity caused by the hydrogen envelope may dominate the inspiral even after the helium core has overfilled its Roche lobe and is accreting onto the compact remnant (although we know that when the compact remnant actually enters the helium core, the effects of the helium core must dominate the inspiral). Fortunately, most of the accretion occurs after the compact remnant has spiralled deep into the helium star and the merger evolution below a separation of $`5\times 10^{10}`$ cm is not affected by our initial separation (Fig. 1). Thus, for our $`16M_{\mathrm{}}`$ and $`4M_{\mathrm{}}`$ helium cores, we only model the inner $`70\%`$ of the core and start our simulations with smaller separations. This allows us to better resolve the core with a given number of particles.

Some snapshots of the inspiral process for models 8B, 4A and 16A are shown, respectively, in Figures 4, 5 and 6. Some material is ejected, carrying away angular momentum and some mass. In general, this ejecta does not play an important role on the GRB explosion itself because it is likely that the GRB explosion is beamed along the axis of rotation and the ejecta lies along the equator. But this ejecta may effect the environment around the GRB and may have some observational features (e.g. iron lines - Böttcher & Fryer 2000).

Although the binary can survive many orbital periods in the Roche-lobe mass-transfer phase, as soon as the compact remnant begins to merge with the helium core, the orbital separation evolves very rapidly. The compact remnant inspirals from half its initial separation to the center of the helium star in less than $``$500 s (Fig. 7). It is during this latter evolution that most of the accretion onto the compact remnant occurs and the conditions for a GRB engine are produced. Changing the artificial viscosity by a factor of 5 changes this inspiral time by less than 10%. Also, results of high resolution model 8B are similar to those of low resolution model 8A (Fig. 7).

In the initial stages of the inspiral, the accretion rate onto the compact remnant is relatively low (less than $`10^4M_{\mathrm{}}\mathrm{s}^1`$) and the compact remnant gains very little mass. But during the rapid inspiral phase, the accretion rate increases dramatically and nearly all of the accretion occurs in the last few hundred seconds. We stop our simulations when the compact remnant reaches the “center” of the helium star.

After the inspiral stage, the effect of angular momentum which can slow the accretion gradually becomes important. However, at the end of our simulations, the effect of angular momentum is still small. For example, at the end of the simulation for model 8B, the viscous timescale of most of the matter (93% of particles) accreting onto the black hole is less than the free-fall timescale (we estimate the viscous timescale by: $`t_{\mathrm{visc}}=(\alpha \omega )^1`$ where $`\alpha =0.1`$ is the disk viscosity and $`\omega `$ is the orbital angular velocity). However, the effect of angular momentum is increasing rapidly, and if we want to model the accretion beyond the inspiral phase, we would need to modify our accretion recipe in addition to increasing our mass resolution.

The mass of the compact remnant at the end of our simulations are given in Table 2. At this stage, nearly all of the orbital angular momentum of the system has been converted to spin angular momentum in the helium star (Fig. 8). Some of the orbital angular momentum is converted into spin of the compact remnant (Table 2). This merged system is now very similar to that of a collapsar (a rotating helium star collapsing onto a central black hole). These conditions are believed to drive GRB explosions, but to estimate the explosion energy, we must calculate the later accretion.

### 3.2 Accretion Rate

Our simulations show that He-mergers will indeed produce rapidly rotating helium stars accreting onto a central compact remnant in much the same manner as is found in the collapsar GRB engine. However, the angular momentum in He-mergers (Fig. 8) is roughly an order of magnitude greater than that of the collapsars studied by MacFadyen & Woosley (1999). With such high angular momentum, following the continued accretion requires an understanding of disk accretion. Even if we assumed an artificial angular momentum transport algorithm, we would need much more resolution than we have in our current simulations to follow disk formation and the accretion onto the compact remnant.

However, we can analytically estimate the accretion rate onto the compact remnant by estimating the accretion time for each particle. Such a rough calculation can be obtained by assuming that pressure support is negligible and gravitational and centrifugal forces dominate the motion of the particles (for most of the star, this is true).

We take the end of our SPH simulations as the initial conditions of our analytic estimate. Without pressure support, each particle accelerates to nearly the free-fall velocity until centrifugal support slows its collapse and it accretes onto a disk. We can derive the radius at which this occurs by knowing the enclosed mass ($`M_{\mathrm{Enclosed}}`$) and the angular momentum ($`j`$), and then equating forces: $`r_{\mathrm{disk}}=j^2/GM_{\mathrm{Enclosed}}`$. We estimate the timescale for the particle to accrete onto the disk is simply the free-fall timescale:

$$t_{\mathrm{ff}}=\sqrt{\frac{2r_{\mathrm{initial}}^3}{GM_{\mathrm{enclosed}}}}\sqrt{\frac{2r_{\mathrm{disk}}^3}{GM_{\mathrm{enclosed}}}},$$
(2)
where $`r_{\mathrm{initial}}`$ is the initial position of the particle. For matter along the pole, the angular momentum may not be sufficient to halt the collapse, and these particles accrete directly onto the compact remnant at roughly the free-fall time.

But the bulk of the matter will accrete through a disk, and we must then estimate the disk accretion timescale. For each particle in the disk, we can calculate the viscous timescale:

$$t_{\mathrm{visc}}=(\alpha \omega )^1,$$
(3)
where $`\alpha `$ is the disk viscosity parameter (which we take to be $`0.1`$), and $`\omega `$ is the orbit angular velocity. The total accretion timescale of each particle is just the sum of its free-fall and viscous components ($`t_{\mathrm{acc}}=t_{\mathrm{ff}}+t_{\mathrm{visc}}`$). We can then easily estimate the accretion rate by calculating the number (and total mass) of particles accreted at a given time ($`t_0`$)

$$\dot{M}=\underset{t_0\mathrm{\Delta }t<t_{\mathrm{acc}}^i<t_0+\mathrm{\Delta }t}{\overset{i}{}}\frac{m_i}{2\mathrm{\Delta }t},$$
(4)
where $`m_i`$ and $`t_{\mathrm{acc}}^i`$ are the mass and accretion rate of particle $`i`$. The accretion rates for our 3 helium star masses are shown in Figures 9, 10 and 11. The accretion rate not only provides us with an estimate of the black hole mass as a function of time, but also the spin of the black hole. There is so much angular momentum in the helium core that nearly all of the accreting material accretes through a disk, and the angular momentum of the material at its last stable orbit quickly spins up the black hole.

In Figures 9 \- 11, the accretion rates seem to vary on short timescales, but such wide variations are likely to be an artifact of our low resolution. Higher resolution simulations will allow us to determine how much of the variation in the accretion rate is real (due to asymmetries caused in the inspiral) and how much is due to numerical resolution.

Throughout our calculation, we have tried to estimate an upper limit to the accretion rate, assuming no thermal pressure and a high disk viscosity. Even so, except for the $`16M_{\mathrm{}}`$ merger, the accretion rates we obtain are much lower than those calculated in collapsars. This is, in part, because our helium cores have much higher angular momenta. In addition, we modeled the merger of unevolved helium cores. If the common envelope phase occurred during Case C mass-transfer, the merger would not have occurred until after helium burning, and the more compact evolved core would yield higher initial accretion rates.

## 4 Gamma-Ray Bursts

In this paper, we present the first hydrodynamical simulations of the formation of He-merger GRBs up to the formation of a central black hole around a rotating helium core. With the conditions produced during the inspiral, it is clear that the compact remnant will collapse to a black hole (if it is not one already). The densities around the central compact remnant are so high that photons are trapped in the material and radiation pressure does not halt accretion. Even if the compact remnant is a neutron star, neutrino cooling will allow high accretion rates ($`>10^5M_{\mathrm{}}\mathrm{yr}^1`$) which will quickly cause the neutron star to collapse to a black hole. The accreting material will also spin up the compact remnant and He-mergers produce a population of rapidly rotating black holes. With possible merger rates above $`10^5\mathrm{yr}^1`$ in the Galaxy, these black holes may make up a few percent of the total black holes formed in the galaxy. However, they do not produce slowly accreting neutron stars (e.g. Thorne-Zytkow stars) and cannot be used to explain strange neutron star systems.

But can these mergers produce gamma-ray bursts? The viability of the He-merger GRB model depends upon the energy of the explosion produced during the disk accretion phase. The two most-often discussed power sources for these explosions are: neutrino annihilation or some magnetic field mechanism akin to the engine behind the jets of active galactic nuclei. The neutrino annihilation mechanism takes advantage of the profuse neutrino emission which carries off much of the binding energy of the accreting material. Popham et al. (1999) calculated the energy emitted in neutrinos for hyper-accreting black holes. The subsequent energy generation rate from neutrino annihilation can be fitted by (Fryer et al. 1999b):

$$\mathrm{log}L_{\nu ,\overline{\nu }}\mathrm{ergs}s^143.6+4.89\mathrm{log}\frac{\dot{M}}{0.01M_{\mathrm{}}\mathrm{s}^1}+3.4a,$$
(5)
where $`aJ_{\mathrm{BH}}c/GM_{\mathrm{BH}}^2`$ is the spin parameter of the black hole. Using this formula, and our derived accretion rates, black hole spin evolution, etc., we can estimate the energy deposition rate ($`L_{\nu ,\overline{\nu }}`$) for helium mergers of different initial helium star mass (Fig. 9-11). We stress that the variation in the energy deposition is almost certainly due to our low numerical resolution, and it will require much higher resolution simulations which can resolve any clumping structures to determine what fluctuations, if any, are produced in the accretion. Integrating $`L_{\nu ,\overline{\nu }}`$, we get the estimates of the total explosion energy (Table 2). With beaming into 3% of the sky, Model 16A produces an equivalent isotropic energy of $`10^{54}`$ ergs! However, we should bear in mind that there are many uncertainties in these calculations: variations in the numerics (compare models 8A, 8B, 8C), simplified assumptions in our accretion rates, and the uncertainties in the neutrino annihilation deposition. The errors in our calculations of the explosion energy may exceed 1 order of magnitude. Because we chose high disk viscosities and assumed none of the energy produced would be dragged back into the accreting remnant, our estimates are likely to be upper limits to the burst energies. Even so, except for He-mergers involving massive helium cores ($`16M_{\mathrm{}}`$), helium mergers powered by neutrino annihilation cannot produce the most energetic GRBs. However, 22% of He-mergers involve the merger of compact remnants and massive helium stars ($`>12M_{\mathrm{}}`$: Böttcher & Fryer 2000) and the rate of massive helium-star mergers may well be high enough to explain the observed rate of GRBs.

More promising for the low accretion rates in He-mergers, MHD processes may extract the rotational energy of either the black hole or the accretion disk and power the GRB (Blandford & Znajek 1977; MacDonald et al 1986; Paczyński 1991; Narayan, Paczyński, & Piran 1992; Woosley 1993; Hartmann & Woosley 1995; Thompson 1996; Katz 1997; Mészáros & Rees 1997; Popham et al. 1999). For example, the Blandford-Znajek luminosity is

$$L_{\mathrm{BZ}}10^{50}a^2(\frac{M_{\mathrm{BH}}}{3M_{\mathrm{}}})^2(\frac{B}{10^{15}\mathrm{Gauss}})^2\mathrm{ergs}s^1,$$
(6)
where $`a`$ is the spin parameter of the black hole and $`B`$ is the magnetic field strength in the disk. We know the spin rate ($`a`$) and mass ($`M_{\mathrm{BH}}`$) of the black hole and we can get an rough upper limit to the magnetic field strength by setting the magnetic energy density equal to the kinetic energy density of accreting disk. This yields:

$$B^2=4\pi \rho v^2\dot{M}c/r_\mathrm{g}^2,$$
(7)
where $`r_\mathrm{g}2GM/c^2`$. Then we can estimate the maximum energy deposition rate for explosions driven by magnetic fields (Fig. 12).

When an explosion is produced, it can disrupt the disk and halt further accretion. This will turn off the engine. We assume the deposition continues for 200 s (a long burst) and integrate the deposition rate to calculate maximum burst energies (Table 2). Burst energies above $`10^{51}`$ ergs are possible for all our He-merger models. These energies are most certainly overestimates, but lacking a working magnetic field mechanism, reliable calculations (with errors less than a few orders of magnitude) are impossible.

However, it is clear that He-mergers can produce GRB explosions. Even with neutrino annihilation as the energy source, mergers of massive helium stars and compact remnants can explain long-duration bursts with inferred isotropic energies of above $`10^{54}`$ ergs. Because He-mergers are similar to collapsars (with slightly higher specific angular momenta), we believe they will have very similar characteristics to collapsars: they are likely to be beamed, and will produce supernovae-like explosions (e.g. 1998bw).

This research has been supported by NASA (NAG5-2843, MIT SC A292701, and NAG5-8128), the NSF (AST-97-31569), the US DOE ASCI Program (W-7405-ENG-48) and the Los Alamos Feynman Fellowship. The authors gratefully appreciate stimulating conversations with Andrew MacFadyen and Stan Woosley on the subject of gamma-ray bursts and Collapsars. We thank Stan Woosley and Tamara Rogers for helpful comments on the manuscript.


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# Integrability, Seiberg–Witten Models and Picard–Fuchs Equations

## 1 Introduction

Seiberg–Witten (SW) theories  have, in their Coulomb branch, a moduli space of physical vacua which coincides with the moduli space of a certain class of Riemann surfaces $`\mathrm{\Sigma }`$. In their simplest examples, the latter are hyperelliptic. Such is the situation when one considers a simple, classical gauge group, with or without matter hypermultiplets in the fundamental representation . An essential ingredient is the SW differential $`\lambda _{SW}`$ and its period integrals along (a subset of) the homology cycles of $`\mathrm{\Sigma }`$. A knowledge of these period integrals amounts to the complete solution of the effective theory, as given by the full quantum prepotential $``$ . Different approaches have been undertaken in order to compute $``$ exactly, including instanton corrections . One of them makes use of a set of partial differential equations, with respect to the moduli, satisfied by the periods of $`\lambda _{SW}`$ . Such differential equations are second–oder when the matter hypermultiplets are massless, while they become third–order when the masses are non–zero . In either case they can be traced back to a first–order system of differential equations satisfied by the periods of the holomorphic and meromorphic differentials of the second kind, called Picard–Fuchs (PF) equations . It is therefore interesting to study the properties of such a first–order system of differential equations, without regard to their particular physical or mathematical origin .

For simplicity we will limit our discussion to the case of hyperelliptic Riemann surfaces. A systematic treatment of instanton corrections for hyperelliptic SW models has been given in ; see also . Non–hyperelliptic Riemann surfaces arise naturally in the context of SW models when treated from an M–theoretic point of view . The corresponding instanton corrections have been successfully studied in . Finally, non–hyperelliptic PF equations have also been analysed in .

Throughout our study, $`u_i`$ will denote an arbitrary modulus. Thus, e.g., in the context of SW models, specifying a value for the $`u_i`$ is equivalent to determining a physical vacuum state of a certain effective $`N=2`$ supersymmetric Yang–Mills theory. However, our analysis would hold just as well for the variation of, say, a complex structure on $`\mathrm{\Sigma }`$.

## 2 Hyperelliptic PF Equations

Let $`p(x)`$ be the complex polynomial

$$p(x)=\underset{l=1}{\overset{2g+1}{}}(xe_l)=\underset{j=0}{\overset{2g+1}{}}s_jx^{2g+1j},$$
(1)
where $`g1`$. The discriminant $`\mathrm{\Delta }`$ of $`p(x)`$ is defined by

$$\mathrm{\Delta }=\underset{l<n}{\overset{2g+1}{}}(e_le_n)^2.$$
(2)
Assume that $`\mathrm{\Delta }0`$. Then the equation

$$y^2=p(x)$$
(3)
defines a family of non–singular hyperelliptic Riemann surfaces $`\mathrm{\Sigma }`$ of genus $`g`$. Each one of them is a twofold covering of the Riemann sphere branched over the $`e_l`$, plus over the point at infinity. Choices of the $`e_l`$ such that $`\mathrm{\Delta }=0`$ will produce singular surfaces. We will assume $`\mathrm{\Delta }(s_j)0`$ in what follows.

The differential 1-forms on $`\mathrm{\Sigma }`$

$$\omega _n=x^n\frac{\mathrm{d}x}{y},n=0,1,2,\mathrm{}$$
(4)
are holomorphic for $`0ng1`$, while they are meromorphic with vanishing residues for all $`ng`$. Let $`\gamma H_1(\mathrm{\Sigma })`$ be an arbitrary 1-cycle. The period integrals

$$\mathrm{\Omega }_n(\gamma )=_\gamma \omega _n,$$
(5)
and the differential equations they satisfy, will be our focus of attention. In order to derive the latter, a generalisation of equations (4) and (5) is needed. Let $`𝐙^+`$ denote the non-negative integers and $`\frac{1}{2}𝐙^{}`$ the negative half-integers. Consider $`\mu \frac{1}{2}𝐙^{}`$ and $`n𝐙^+`$, and let a given 1-cycle $`\gamma H_1(\mathrm{\Sigma })`$ be fixed. Define the $`\mu `$-period of $`x^n`$ along $`\gamma `$, denoted by $`\mathrm{\Omega }_n^{(\mu )}(\gamma )`$, as

$$\mathrm{\Omega }_n^{(\mu )}(\gamma )=(1)^{\mu +1}\mathrm{\Gamma }(\mu +1)_\gamma \frac{x^n}{p^{\mu +1}(x)}dx,$$
(6)
where $`\mathrm{\Gamma }`$ stands for Euler’s gamma function. One can prove that the $`\mathrm{\Omega }_n^{(\mu )}(\gamma )`$ are well defined as a function of the homology class of $`\gamma `$, and that they satisfy the following recursion relations :

$$\mathrm{\Omega }_n^{(\mu )}(\gamma )=\frac{1}{n+1(1+\mu )(2g+1)}\underset{j=0}{\overset{2g+1}{}}js_j\mathrm{\Omega }_{n+2g+1j}^{(\mu +1)}(\gamma )$$
(7)
and

$$\mathrm{\Omega }_n^{(\mu +1)}(\gamma )=\frac{1}{n2g(1+\mu )(2g+1)}\underset{j=1}{\overset{2g+1}{}}\left[(1+\mu )(2g+1j)(n2g)\right]s_j\mathrm{\Omega }_{nj}^{(\mu +1)}(\gamma ).$$
(8)
We define the basic range $`R`$ to be the set of all $`n𝐙^+`$ such that $`0n2g1`$. Let $`Z[s_j]`$ be the ring of polynomials in the $`s_j`$ with complex coefficients. The set of all periods $`\mathrm{\Omega }_n^{(\mu +1)}(\gamma )`$ as $`n`$ runs over $`𝐙^+`$, when both $`\mu `$ and $`\gamma `$ are kept fixed, defines a module over $`Z[s_j]`$; let it be denoted by $`^{(\mu +1)}(\gamma )`$. Then equations (7) and (8) prove that $`\text{dim}^{(\mu +1)}(\gamma )=2g`$. This follows from the observation that equation (8) will express any $`\mathrm{\Omega }_n^{(\mu +1)}(\gamma )`$, where $`n2g`$, as a certain linear combination of $`\mathrm{\Omega }_m^{(\mu +1)}(\gamma )`$, with $`m<n`$, and with coefficients that will be certain homogeneous polynomials in the $`s_j`$. Repeated application of this recursion will eventually allow to reduce all terms in that linear combination to a sum over the periods of the basic range $`R`$. The $`\mathrm{\Omega }_n^{(\mu +1)}(\gamma )`$, where $`nR`$, will be called basic periods of $`^{(\mu +1)}(\gamma )`$.

The two modules $`^{(\mu )}(\gamma )`$ and $`^{(\mu +1)}(\gamma )`$ are clearly isomorphic. We can make this isomorphism more explicit as follows. Let $`\mathrm{\Omega }_n^{(\mu )}(\gamma )`$ and $`\mathrm{\Omega }_m^{(\mu +1)}(\gamma )`$, where both $`n`$ and $`m`$ run over $`R`$, be bases of $`^{(\mu )}(\gamma )`$ and $`^{(\mu +1)}(\gamma )`$, respectively. Arrange them as column vectors $`\mathrm{\Omega }^{(\mu )}=(\mathrm{\Omega }_0^{(\mu )},\mathrm{\Omega }_1^{(\mu )},\mathrm{},\mathrm{\Omega }_{2g1}^{(\mu )})^t`$ and $`\mathrm{\Omega }^{(\mu +1)}=(\mathrm{\Omega }_0^{(\mu +1)},\mathrm{\Omega }_1^{(\mu +1)},\mathrm{},\mathrm{\Omega }_{2g1}^{(\mu +1)})^t`$. For notational simplicity we have suppressed the dependence on $`\gamma `$. Now, for every $`\mu \frac{1}{2}𝐙^{}`$ there exists a unique matrix $`M^{(\mu )}`$ such that

$$\mathrm{\Omega }^{(\mu )}=M^{(\mu )}\mathrm{\Omega }^{(\mu +1)}.$$
(9)
The entries of $`M^{(\mu )}`$ are certain homogeneous polynomials in the $`s_j`$. $`M^{(\mu )}`$ is non-singular when $`\mathrm{\Delta }(s_j)0`$. A proof of the statement (9) can be found in .

As a function of the $`s_j`$, we have that $`\mathrm{det}M^{(\mu )}`$ can only vanish when $`\mathrm{\Delta }(s_j)=0`$. The entries of $`M^{(\mu )}`$ are polynomials in the $`s_j`$, hence $`\mathrm{det}M^{(\mu )}`$ will also be a polynomial in the $`s_j`$. Decompose $`\mathrm{\Delta }(s_j)`$ into irreducible factors. Up to an overall complex constant, $`\mathrm{det}M^{(\mu )}`$ must therefore decompose as a product of exactly those same factors present in the decomposition of $`\mathrm{\Delta }(s_j)`$, possibly with different multiplicities (eventually with zero multiplicity, i.e., $`\mathrm{\Delta }(s_j)`$ might have more zeroes than $`\mathrm{det}M^{(\mu )}`$).

Next we consider derivatives of periods. We have

$$\frac{\mathrm{\Omega }_n^{(\mu )}}{s_j}=\mathrm{\Omega }_{n+2g+1j}^{(\mu +1)}.$$
(10)
Now take $`nR`$ in equation (10), and use the recursion relation (8) as many times as necessary in order to pull the subindex $`n+2g+1j`$ back into $`R`$. As $`n`$ runs over $`R`$, the right-hand side of equation (10) defines the rows of a $`(2g\times 2g)`$-dimensional matrix, $`D_j^{(\mu )}`$. In matrix form, equation (10) reads

$$\frac{\mathrm{\Omega }^{(\mu )}}{s_j}=D_j^{(\mu )}\mathrm{\Omega }^{(\mu +1)}.$$
(11)
Since equation (9) can be inverted when $`\mathrm{\Delta }(s_j)0`$, we have

$$\frac{\mathrm{\Omega }^{(\mu )}}{s_j}=D_j^{(\mu )}(M^{(\mu )})^1\mathrm{\Omega }^{(\mu )}=S_j^{(\mu )}\mathrm{\Omega }^{(\mu )},$$
(12)
where we have defined $`S_j^{(\mu )}=D_j^{(\mu )}(M^{(\mu )})^1`$. We finally set $`\mu =1/2`$ in order to obtain the PF equations of the hyperelliptic Riemann surface $`\mathrm{\Sigma }`$:

$$\frac{}{s_j}\mathrm{\Omega }^{(1/2)}=S_j^{(1/2)}\mathrm{\Omega }^{(1/2)}.$$
(13)
They express the derivatives of the basic periods with respect to the $`s_j`$, as certain linear combinations of the same basic periods. The $`4g^2`$ entries of the matrix $`S_j^{(1/2)}`$ are certain rational functions of the $`s_j`$, explicitly computable using the recursion relations above. Finally, from a knowledge of the coefficients $`s_j`$ as functions of the moduli $`u_i`$, application of the chain rule and equation (13) produces the desired PF equations $`\mathrm{\Omega }/u_i`$.

## 3 The Inverse PF Equations and Integrability

### 3.1 The inverse PF equations

Dropping a total derivative under the integral along $`\gamma H_1(\mathrm{\Sigma })`$ we have, from equation (3), that

$$n\frac{x^{n1}}{y}=\frac{x^n}{2y^3}p^{}(x),n0.$$
(14)
Next we define, for any non–negative integer $`k`$, the differential $`\lambda _k`$

$$\lambda _k=\frac{x^k}{y}p^{}(x)\mathrm{d}x,k0.$$
(15)
Modulo total derivatives it holds that

$$\frac{\lambda _k}{s_l}=(1)^{l+1}k\frac{x^{k+2gl}}{y}\mathrm{d}x.$$
(16)
It is tempting to call equation (16) the potential property. In fact it is strongly reminiscent of the property of the SW differential $`\lambda _{SW}`$, that its modular derivatives are holomorphic diferentials on $`\mathrm{\Sigma }`$ :

$$\frac{\lambda _{SW}}{u_i}=\underset{j=0}{\overset{g1}{}}c_i^j\omega _j,$$
(17)
where the $`\omega _j`$ are as in equation (4), and $`c_i^j`$ is a constant matrix. We will return to this point in section 3.2. One can now easily prove that the period integrals of $`\lambda _k`$ along any $`\gamma H_1(\mathrm{\Sigma })`$ are well–defined functions of the homology class of $`\gamma `$, and that taking modular derivatives does not alter this property. For the second derivatives of $`\lambda _k`$ we find

$$\frac{^2\lambda _k}{s_js_l}=(1)^{j+l}k\frac{x^{k+4g+1jl}}{2y^3}.$$
(18)
Then it is easy to prove that the operators

$$_l^{(k)}=(2g+1+kl)\frac{}{s_l}+\underset{j=0}{\overset{2g+1}{}}(2g+1j)s_j\frac{^2}{s_js_l}$$
(19)
annihilate the periods of $`\lambda _k`$. The proof follows from equations (14), (16) and (18). With the notation of equation (4), the potential property (16) reads

$$\frac{\lambda _k}{s_l}=(1)^{l+1}k\omega _{2g+kl},$$
(20)
and for any fixed value of $`k1`$, the basic range $`R`$ of differentials is spanned by those values of $`l`$ such that $`1lk2g`$. If we now denote by $`\mathrm{\Omega }_n`$ the period integrals of the above $`\omega _n`$, then these $`\mathrm{\Omega }_n`$ correspond to the $`\mathrm{\Omega }_n^{(1/2)}`$ of section 2. Finally it is straightforward to establish, using equations (19) and (20), that the following equations hold:

$$\mathrm{\Omega }_{2g+kl}=\frac{1}{2g+1+kl}\underset{j=0}{\overset{2g+1}{}}(2g+1j)s_j\frac{}{s_j}\mathrm{\Omega }_{2g+kl},$$
(21)
or, equivalently,

$$\mathrm{\Omega }_{2g+kl}=\frac{(1)^{l+1}}{2g+1+kl}\underset{j=0}{\overset{2g+1}{}}(1)^j(2g+1j)s_j\frac{}{s_l}\mathrm{\Omega }_{2g+kj}.$$
(22)
### 3.2 Connection with integrability

Let us summarise our results so far. In section 2 we derived a set of equations for the derivatives of periods as linear combinations (with moduli–dependent coefficients) of periods. Conversely, in section 3.1 we have expressed periods as linear combinations of derivatives of periods.

The purpose of this section, however, goes beyond the triviality of inverting the PF equations (13). Rather, we would like to relate the potential property (17) of the SW differential with the notion of integrability in the context of SW models . The integrability of SW models can be traced back to the existence of a prepotential $``$. In principle, the latter can be obtained exactly by integrating the PF equations. We recall, however, that the PF equations for SW models are at least second–order and that, in their derivation, one makes crucial use of the potential property (17) of the SW differential $`\lambda _{SW}`$ . In actual SW models, modular derivatives of $`\lambda _{SW}`$ need not generate the full $`g`$-dimensional space of holomorphic differentials on $`\mathrm{\Sigma }`$, the reason being that the Weyl group may select a particular subspace. Once this Weyl symmetry is taken into account, the rank of the matrix $`c_i^j`$ in equation (17) equals the rank of the gauge group.

On the contrary, the PF equations dealt with in sections 2 and 3.1 here are first–order. They apply to any hyperelliptic Riemann surface $`\mathrm{\Sigma }`$. When written as in section 2, no use is made of the property (16). In general, an arbitrary hyperelliptic Riemann surface such as (3) does not possess a SW differential, in the sense of equation (17).

We can however state two necessary and sufficient conditions for the Riemann surface $`\mathrm{\Sigma }`$ to be integrable, in the sense of SW models. First, an $`n`$-dimensional subspace of holomorphic differentials $`\omega _j`$ must be derivable from a potential $`\lambda `$. That is, there must exist a (meromorphic) differential $`\lambda `$, and a subset of $`m2g1`$ independent moduli $`u_l`$ 111The moduli space of hyperelliptic Riemann surfaces is $`(2g1)`$-dimensional ., such that the equation

$$\frac{\lambda }{u_l}=\underset{j=0}{\overset{g1}{}}d_l^j\omega _j$$
(23)
holds, for a certain rank-$`n`$ matrix of constant coefficients $`d_l^j`$. Second, when susbtituting equation (23) into the first–order PF equations (13), the latter must be completely expressible in terms of the $`u_l`$. This will lead to a system of PF equations which will be second–order and integrable, i.e., it will define a prepotential $``$.

## 4 Further Applications

The reader may want to consult  for nice introductions to SW models. Especially  takes the approach based on PF equations. Apart from SW theories, other recent physical contexts in which hyperelliptic period integrals and PF equations play a role include special geometry in $`N=2`$ supersymmetry , mirror symmetry , Landau–Ginzburg models, topological field theory and Calabi–Yau manifolds , integrability in connection with $`N=2`$ supersymmetric Yang–Mills theory  and Donaldson–Witten theory , and the WDVV equation . In the mathematical literature, PF equations govern the variation of a Hodge structure on a manifold . They also arise in singularity theory  and noncommutative geometry , in connection with Hilbert’s 16th and 21st problems, respectively.

###### Acknowledgments.

It is a great pleasure to thank Diego Bellisai, Gaetano Bertoldi, José D. Edelstein, Kurt Lechner, Pieralberto Marchetti, Marco Matone, João P. Nunes, Paolo Pasti, Howard J. Schnitzer, Dmitri Sorokin, Mario Tonin, Niclas Wyllard and J.-G. Zhou for interesting discussions. The author would like to thank the Department of Physics of Brandeis University, where the final part of this work was completed, for hospitality. This work has been supported by a Fellowship from Istituto Nazionale di Fisica Nucleare (Italy).


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# Classical invariants and the quantum-classical link

## Abstract

The classical invariants of a Hamiltonian system are expected to be derivable from the respective quantum spectrum. In fact, semiclassical expressions relate periodic orbits with eigenfunctions and eigenenergies of classical chaotic systems. Based on trace formulae, we construct smooth functions highly localized in the neighborhood of periodic orbits using only quantum information. Those functions show how classical hyperbolic structures emerge from quantum mechanics in chaotic systems. Finally, we discuss the proper quantum-classical link.

For more than 20 years a lot of effort has been done in order to clarify the interplay between quantum and classical behavior in chaotic systems. Periodic orbit theory shows the important role that classical invariants play in quantum mechanics. For example, the Gutzwiller trace formula relates the quantum spectral density with classical periodic orbits .

Less is known about the interplay between the neighborhood of periodic orbits (the stable and unstable manifolds) and quantum mechanics. The first step was given by Bogomolny  who found the semiclassical contribution of periodic orbits and their vicinities to wave functions smoothed in energy and position. Advances in this issue contribute, among others, to the study of the morphologies of wave functions of chaotic systems. Especially, this gives new insights to the debated problem, the scarring phenomena , an anomalous localization of quantum probability density along unstable periodic orbits in classically chaotic systems. For example, Kaplan and Heller  proposed test states constructed by coherent wave-packet sums centered on a periodic orbit. The constructed wave function lives not only on the periodic orbit, but also along the linearized invariant manifolds. On the other hand, Vergini and Carlo  developed a semiclassical construction of wave functions on periodic orbits and their neighborhoods (the stable and unstable manifolds) which are highly localized in energy. To resemble the classical hyperbolic structure, these constructions use the orbit and the linearized dynamics around it. The question that naturally arises is if the classical hyperbolic structure is present in quantum mechanics. An important contribution in this direction was given by Nonnenmacher and Voros . They studied the eigenstates structures around a hyperbolic point in a one dimensional system.

In this letter, we address that question by constructing smoothed functions living on the periodic orbit and their manifolds and we use only the quantum information (the eigenvalues and eigenfunctions) of the system . This clearly will show the skeleton on which the quantum mechanics is built. Moreover, some features of these smoothed functions confirm predictions by Bogomolny and are well understood with the semiclassical construction of Ref. .

Our starting point is the Gutzwiller trace formula . This formula evaluates the quantal spectrum of energy of a bounded system in terms of the classical spectrum of periodic orbits. We are going to consider billiard systems where the classical motion is described by straight lines between consecutive bounces with the boundary. The incoming and outgoing trajectories at a bounce satisfy specular reflection. A periodic orbit $`\delta `$ is characterized by the length $`L_\delta `$, and the Maslov index $`\nu _\delta `$. The quantum mechanics is given by the set of eigen-wavenumbers $`k_n`$ and eigenfunctions $`\varphi _n(\stackrel{}{r})`$ which are defined by the Helmholtz equation $`(^2+k_n^2)\varphi _n(\stackrel{}{r})=0`$, with Dirichlet boundary conditions. For these systems, the trace formula reads

$$\underset{n}{}\delta (kk_n)=\rho (k)+\frac{1}{2\pi }\underset{\delta }{}A_\delta e^{ikL_\delta },$$
(1)
with

$$A_\delta =\frac{L_\delta e^{i\nu _\delta \pi /2}}{\sqrt{|det(M_\delta I)|}}.$$
(2)
and $`M_\delta `$ is the monodromy matrix of the orbit $`\delta `$. $`\rho (k)`$ is the mean level density

The Fourier transform of Eq. (1) gives the classical spectrum in terms of the quantal one

$$f(L)\underset{k_n<k}{}e^{ik_nL}\stackrel{~}{\rho }(L)=\underset{\delta }{}\frac{A_\delta \mathrm{sin}[k(LL_\delta )]}{2\pi (LL_\delta )}.$$
(3)
In particular, $`f(L_\delta )kA_\delta /2\pi `$ and $`|f(L)|^2`$ has peaks at the length of the periodic orbits. Fig. 1 shows $`|f(L)|^2`$ obtained from the eigen-wavenumbers up to $`k=264`$ for the desymmetrized stadium billiard, a classical chaotic system . The position of the peaks agrees with the length of the orbits within an error ($`1/k`$) given by the used window. The height of the peaks and the phases are also well reproduced.

Phase coherent contributions occurs in Eq. (3) when $`L=L_\delta `$. The major contribution to the peaks is provided by the eigen-wavenumbers close to the Bohr–Sommerfeld quantization rule, $`k\frac{2\pi }{L_\nu }\left(n+\frac{\nu }{4}\right)`$ where $`n`$ is an integer. That is, the eigen-wavenumbers distribution is not random and has information of the periodic orbits of the system . The same behavior is expected for wave functions. Then, we propose the following spectral function for the orbit $`\delta `$

$$\zeta _\delta (\stackrel{}{r})\underset{k_n<k}{}|\varphi _n(\stackrel{}{r})|^2\mathrm{cos}(k_nL_\delta i\pi \nu _\delta /2).$$
(4)
We expect this function will retain the relevant features of the orbit contained in the eigenfunctions. In order to verify this point, we computed the spectral functions (Eq. (4)) for the orbits shown in the inset of Fig. 1 using the first 9910 eigenfunctions of the desymmetrized stadium billiard (corresponding to $`0<k<264`$). These spectral functions are shown in Fig. 2. A Gaussian smoothing with standard deviation $`\sigma =0.02`$ was applied in order to avoid the background random fluctuations. Moreover, with this amount of eigenfunctions, the spectral functions of all the periodic orbits up to $`L14`$ are well reproduced.

These smoothed functions are clearly localized in the neighborhood of the orbits and some important features are observed. We notice that the spectral functions localize transversely to the orbits in two different ways. For orbits (1) and (3) of Fig. 1, the maximum of the transversal localization occurs at some distance from the orbit. Two peaks are observed at each side of the orbit (see Fig. 3 (a)). On the other hand, for orbits (2) and (4) of Fig. 1, the two peaks are less clear and the function $`\zeta `$ is high on the orbit itself (see Fig. 3 (b)). According to Bogomolny  these features depend on the characteristics of the orbit but they were not specified. They come out clearly by comparison with the semiclassical construction given in Ref. . From that viewpoint, these functions are a combination of the square of the scar functions with even and odd transversal excitations. When the classical transversal motion is hyperbolic with reflection, the odd scar function quantize at the anti-Bohr energies. Then, the contribution of the odd scar functions to Eq. (4) change their sign, producing other mixing with the even scar functions (e.g. orbits (1) an (3)).

Another important characteristic observed in the spectral functions (also predicted in Ref. ) is their behavior near self-focal points of the orbit. There, the function is enhanced and the transversal width becomes smaller. An extra increase of the function was also observed at self-crossing points of the orbit and in the vicinity of reflections with the boundary (see Fig. 2). In a self-focal point the linearized stable or unstable manifold lies along the direction of the transversal momentum. This shows that the spectral functions have the imprint of the unstable classical motion .

The last point should be clarified, therefore we have calculated a phase space representation of the spectral function using the Husimi distribution  of the wave function instead of $`|\varphi (\stackrel{}{r})|^2`$ in Eq.(4). As usual, we have used the Birkhoff coordinates. In the bottom right panel of Fig. 4 the phase space representation of the spectral function of the orbit (1) is showed. The stable and unstable manifolds of the orbit are also plotted. It is observed clearly that the spectral function lives along the manifolds. Furthermore, it is interesting to determine how this hyperbolic structure emerges in the semiclassical limit. This limit occurs when $`\mathrm{}0`$ or $`k\mathrm{}`$. Figure 4 shows the phase space representation of the spectral function of orbit (1) using the first 150, 500, 2000 and 6500 eigenfunctions of the system. Increasing the number of eigenfuntions, as we are going to the semiclassical limit, the functions become more localized over the manifolds.

Finally, there is an important point to be considered. A remarkable aspect of Eq. (3) \[or (4)\] is that it only permits to obtain periodic orbits with length satisfing $`L\mathrm{ln}(kL)/h`$ (with $`h`$ the topological entropy). This is because the width of the defined peaks is $`1/k`$ and the density of peaks increases exponentially with $`L`$ ($`\mathrm{exp}(hL)/L`$). On the other hand, in order to recover the quantum spectrum with the trace formula \[Eq.(1)\], we need all the periodic orbits with length up to the Heisenberg length $`L_H=kA`$ (with $`A`$ the area of the billiard). In this way, we arrive to an asymmetrical situation where the classical information obtained from the quantum spectrum is wholly insufficient to recover the initial quantum information. This apparent contradiction was recently showed up with the development of a semiclassical theory of short periodic orbits . In it, the length of the required periodic orbits (to obtain the eigenvalues and eigenfunctions up to $`k`$) is lower than $`L\mathrm{ln}(L_Hh)/h=\mathrm{ln}(kAh)/h`$. So, we can go from quantum mechanics to classical one and vice versa without loss of information, and the quantum-classical link is properly established.

In conclusion, we have constructed highly localized functions in the vicinity of periodic orbits using only quantum information. With this evidence, we have shown that the classical hyperbolic structure of unstable periodic orbits is contained in the eigenfunctions of the system.

We are grateful to G. Carlo, M. Saraceno and F. Simonotti for fruitful discussions. D. A. W. acknowledges the support from CONICET. This work was partially supported by UBACYT (TW35), APCT PICT97 03-00050-01015, and SECYT-ECOS.