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# Anonymous Oblivious Transfer

## I Introduction

In  multi party protocols with oblivious transfer were presented which can tolerate a dishonest majority. These protocols work with perfect security if all players cooperate. But already one disruptor can abort the protocol without being detected. The contribution of  were protocols more robust against disruption. The idea was to replace two party subprotocols which failed by multi party protocols. Then either these protocols did work or a cheater could be identified.

Unfortunately replacing an oblivious transfer where the sender or the receiver refuses to coopertate by a multi party protocol weakens the security of the protocol. In  we can observe a trade off between the size of a tolerable collusion of active cheaters (including disruptors) and the size of a collusion of passive cheaters unable to obtain secret data.

In this paper we present the new cryptographic primitive anonymous oblivious transfer and prove that it is strictly more powerful than oblivious transfer. With this primitive we can realize multi party protocols which work with perfect security or a cheater can be identified unambigiously. As we cannot expect higher robustness and security than that we claim that anonymous oblivious transfer is the most powerful cryptographic primitive which can achieve unconditional security. We recently learned about independent work in this direction carried out by .

## II Multi Party Protocols

In a multi party protocol a set $`P`$ of players wants to correctly compute a function $`f(a_1,\mathrm{},a_n)`$ which depends on secret inputs of $`n`$ players. Some players might collude to cheat in the protocol as to obtain information about secret inputs of the other players or to modify the result of the computation. Possible collusions of cheaters are modelled by adversary structures

###### Definition 1

An adversary structure is a monotone set $`𝒜2^P`$, i. e., for subsets $`S^{}S`$ of $`P`$ the property $`S𝒜`$ implies $`S^{}𝒜`$.

We assume that one set $`A𝒜`$ of players collude to cheat in the protocol. These players take all their action based on their common knowledge.

The main properties of a multi party protocol are:

1. A multi party protocol is said to be $`𝒜`$-secure if no single collusion from $`𝒜`$ is able to obtain information about the secret inputs of other participants which cannot be derived from the result and the inputs of the colluding players.
2. A multi party protocol is $`𝒜`$-partially correct if no possible collusion can let the protocol terminate with a wrong result.
3. A multi party protocol is called $`𝒜`$-fair if no collusion from $`𝒜`$ can reconstruct the result of the multi party computation earlier then all honest participants together. No collusion should be able to run off with the result.

We will be more strict here and demand robustness even against disruptors.

1. A multi party protocol is $`𝒜`$-correct whenever no single collusion from $`𝒜`$ can abort the protocol, modify its result, or take actions such that some player gets to know a secret value.

A protocol is called $`𝒜`$-robust if it has all of the above properties. Note that we will allow only one collusion to cheat, but we think of every single player as being curious, i. e., even if he is not in the collusion actually cheating he will eavesdrop all information he can obtain without being detected cheating

With oblivious transfer all multi party protocols can be realized with perfect security if all players are cooperating . But a collusion of players can abort the calculation, see next section.

## III Impossibility Results

In this section we show that oblivious transfer is not able to implement all multi party protocols in the presence of cheaters which can derivate arbitrarily from the protocol. Not even together with a broadcast channel. Protocols offering perfect secrecy of the inputs can be aborted by a collusion of players.

###### Lemma 2

Let $`P`$ be a set of players for which each pair of players is connected by a secure and authenticated oblivious transfer channel and each player has access to a broadcast channel. Then $`𝒜`$-robust multi party computations are possible for all functions if and only if no two sets of $`𝒜`$ cover $`P\{P_i\}`$ for a player $`P_iP`$ or $`|P|=2`$.

###### Proof III.1.

Let $`A`$ and $`B`$ be two possible collusions covering $`P\{P_i\}`$, then oblivious transfer cannot be implemented $`𝒜`$-robustly between players of $`A`$ and players of $`B`$. Between any two players Alice $`A`$ and Bob $`B`$ the oblivious transfer channel does not work, but it is not obvious for the player $`P_i`$ who is refusing to cooperate. The player $`P_i`$ must assist Alice and Bob. As no other player can assist we are in the three party situation with an oblivious transfer channel only between Alice and $`P_i`$ and Bob and $`P_i`$. For each bit being transferred from Alice to Bob the player $`P_i`$ knows either as much as Alice about this bit or he knows as much as Bob. The players Alice and Bob cannot agree on a bit known to both without $`P_i`$ knowing it, too. Hence oblivious transfer from Alice to Bob becomes impossible without $`P_i`$ having to learn a secret of Alice or a secret of Bob.

## IV Multi Party Protocols

In the multi party protocols of  a collusion of disruptors can abort the protocol if an assumption about possible collusions of disruptors is violated. We would like to have cryptographic primitives where every time a conflict arises a cheater can be identified. Two such primitives are global bit commitment and undeniable oblivious transfer. We will show in the following that these primitives, defined below, can realize the subprotocols needed in  relative to no assumptions about possible collusions.

###### Definition IV.1.

A global bit commitment (GBC) binds a player to all other players to the same bit in a way that this bit cannot be changed with a non negligible probability unless the player colludes with all other players.

###### Definition IV.2.

An undeniable oblivious transfer (UOT) protocol from a player Alice $`P`$ to a player Bob $`P`$ allows Alice to generate a GBC for a bit $`b`$ in a way that Bob learns the bit $`b`$ with probability $`1/2`$ and Alice cannot know if Bob learned $`b`$.

Now we introduce the notions used for the multi party protocols.

###### Definition IV.3.

A global bit commitment with Xor (GBCX) to a bit $`b`$ is a GBC to bits $`b_{1L}`$, $`b_{2L},\mathrm{},`$ $`b_{mL},`$ $`b_{1R},\mathrm{},`$ $`b_{mR}`$ such that for each $`i`$ $`b_{iL}b_{iR}=b`$.

One important ability of these bit cimmitments with Xor is given in the next result, which is taken from , but see also references therein.

###### Theorem IV.3.

GBCX allow zero knowledge proofs of linear relations among several bits a player is committed to using GBCX. Especially (in)equality of bits or a bit string being contained in a linear code.

Furthermore GBCXs can be copied, as proofs may destroy a GBCX.

###### Proof IV.4.

We will not state a full proof here as it can be found in . But we will restate the copying procedure as it is an important subprotocol of all of the following protocols.

Suppose Alice is committed to Bob to a bit $`b`$ and wants two instances of this commitment. Then Alice ceates $`3m`$ pairs of global bit commitments such that each pair Xors to $`b`$. Then all other player, by coin tossing, randomly partition these $`3m`$ pairs in three subsets of $`m`$ pairs, thus obtaining three GBCX and ask Alice to prove the equality of the first new BCX with her GBCX for $`b`$. This destroys the old GBCX and one of the new GBCX, but an honest Alice can thereby convince all players that the two remaining GBCX both stand for the value $`b`$.

The basic building block for multi party protocols of  are distributed bit commitments, where each player is committed to a share of a bit.

###### Definition IV.5.

A distributed bit commitment (DBC) of a user Alice $`P`$ to a bit $`b`$ consists of $`n`$ GBCX one created by each player of $`P`$ such that only Alice knows how to open all of them and the Xor of all values ot the GBCX equals $`b`$.

An intermediate result DBC consists of $`n`$ GBCX such that no subset of players unequal $`P`$ can know how to open all of the GBCX.

###### Lemma IV.6.

With a protocol for generating GBCX and a broadcast channel one can realize a DBC of a user.

###### Proof IV.7.

Each player generates a GBCX and opens the commitment to Alice. In case of a conflict the player opens his GBCX publicly. Then Alice creates a GBCX such that the parity bit is the bit she wanted to create a DBC for. Only Alice knows how to open all commitments as she created one herself.

The intermediate result DBCs are automatically generated by the multi party protocols for these we need the key protocol of .

###### Definition IV.8.

Given two players Alice and Bob where Alice is committed to bits $`b_0,b_1`$ and Bob is committed to a bit $`a`$. Then a committed oblivious transfer protocol (COT) is a protocol where Alice inputs her knowledge about her two commitments and Bob will input his knowledge about his commitment and the result will be that Bob is committed to $`b_a`$.

In a global committed oblivious transfer protocol (GCOT) all players are convinced of the validity of the commitments, i.e., that indeed Bob is committed to $`b_a`$ after the protocol.

For the next result we use one-out-of-two UOT, which is the usual one-out-of-two OT, but the sender is (by GBCs) committed to the two bits the receiver can choose from. The standard reduction from one-out-of-two OT to OT can be used to turn UOT into one-out-of-two UOT.

###### Lemma IV.9.

With UOT and an authenticated broadcast channel one can realize GCOT.

###### Proof IV.10.

We will essentially restate the GCOT protocol of  and see that with one-out-of-two UOT instead of one-out-of-two OT any conflict results in the identification of a cheater.

GCOT$`(a_0,a_1)(b)`$

1. All participants together choose one decodable $`[m,k,d]`$ linear code $`𝒞`$ with $`k>(1/2+2\sigma )m`$ and $`d>ϵn`$ for positive constants $`\sigma ,ϵ`$, efficiently decoding $`t`$ errors.
2. Alice randomly picks $`c_0,c_1𝒞`$, committs to the bits $`c_0^i`$ and $`c_1^i`$ ($`i\{1,\mathrm{},m\}`$) of the code words, and proves that the codewords fulfil the linear relations of $`𝒞`$.
3. Bob randomly picks $`I_0,I_1\{1,\mathrm{},M\}`$, with $`|I_0|=|I_1|=\sigma m,`$ $`I_1I_0=\mathrm{}`$ and sets $`b^i\overline{b}`$ for $`iI_0`$ and $`b^ib`$ for $`iI_0`$.
4. Alice runs $`\mathrm{UOT}(c_0^i,c_1^i)(b^i)`$ with Bob who gets $`w^i`$ for $`i\{1,\mathrm{},m\}`$. Bob tells $`I=I_0I_1`$ to Alice who opens $`c_0^i,c_1^i`$ for each $`iI`$.
5. Bob checks that $`w^i=c_{\overline{b}}^i`$ for $`iI_0`$ and $`w^i=c_b^i`$ for $`iI_1`$, sets $`w^ic_b^i`$, for $`iI_0`$ and corrects $`w`$ using $`𝒞`$’s decoding algorithm, commits to $`w^i`$ for $`i\{1,\mathrm{},m\}`$, and proves that $`w^1\mathrm{}w^m𝒞`$.
6. All players together randomly pick a subset $`I_2\{1,\mathrm{},m\}`$ with $`|I_2|=\sigma m`$, $`I_2I=\mathrm{}`$ and Alice opens $`c_0^i`$ and $`c_1^i`$ for $`iI_2`$.
7. Bob proves that $`w^i=c_b^i`$ for $`iI_2`$.
8. Alice randomly picks and announces a privacy amplification function $`h:\{0,1\}^m\{0,1\}`$ such that $`a_0=h(c_0)`$ and $`a_1=h(c_1)`$ and proves $`a_0=h(c_0^1,\mathrm{},c_0^m)`$ and $`a_1=h(c_1^1,\mathrm{},c_1^m)`$.
9. Bob sets $`ah(w)`$, commits to $`a`$ and proves $`a=h(w^1\mathrm{},w^m)`$.

A conflict between Alice and Bob can only appear in connection with step 4 or step 5. If these two steps would be performed honestly then all other steps can be checked by all other players and it becomes immediately clear who is cheating. In a conflict in connection with step 4 or step 5 Bob claims that Alice sent something inconsistent over the oblivious transfer channel or Alice accuses Bob to not have committed to what he received.

In case of a conflict Alice opens all bits of $`c_0,c_1`$ to which she is committed by the UOT also she opens her GBCX to these codewords, if she is not able to do it or unveils non code words or other inconsistent information she is detected cheating. The bits of $`c_0,c_1`$ do not give away any secret as these are random code words. If Alices information is correctly unveiled and is consistent with all her past actions (proofs) then Bob was cheating if he did complain. If it was Alice complaining Bob has to prove zero knowledgly that the bit string $`w`$ he is committed to equals $`c_0`$ or equals $`c_1`$ if he is able to convince all other players Alice is detected cheating (conflicts appearing during the proofs can be resolved easily as it is obvious for every player who is cheating).

One other important property of multi party protocols is fairness. A multi party protocol is called fair if no collusion of players can reconstruct the result of the protocol earlier than all honest players. This problem is solved in the literature  and will not be discussed here.

Hence we have everything to follow the protocols of  robustly and in the following we need only to prove that a certain cryptographic primitive can realize GBC (or GBCX) and UOT and we know that it is capable of realizing all multi party protocols with perfect security and robustness.

###### Theorem IV.10.

Given a set of players $`P`$ such that every player can generate global bit commitments and we have an undeniable oblivious transfer between every pair of players. Then all functions can be computed $`2^P`$-robustly by multi party protocols.

###### Proof IV.11.

First we note that we do not need a broadcast channel as generating a GBC and unveiling it can be viewed as broadcasting. We now sketch the phases of a multi party protocol following . To implement oblivious circuit evaluation to realize arbitrary functions we have to show the existence of an AND and a NOT function on DBCs and clearify how a protocol is initialized and how it is ended.

Initialization Phase: All players have to agree on the function to be computed as well as on the circuit $`F`$ to be used, they have to agree on an adversary structure $`𝒜`$ such that the protocol will be $`𝒜`$ robust and all players have to agree on the security parameters used and on a code $`𝒞`$ for the GCOT protocol.

Then all players create DBCs to commit to their inputs.

Computing Phase: The circuit is evaluated using AND and NOT gates on the input DBCs.

An AND on commitments can be realized by the following protocol: Alice is committed to $`a`$ and Bob is committed to $`b`$. Then Alice chooses a random bit $`a^{}`$ and runs GCOT$`(a^{},a^{}a)(b)`$ with Bob who gets $`b^{}`$. We have $`a^{}b^{}=ab`$ because for $`b=0`$ we have $`b^{}=a^{}`$ and hence $`a^{}b^{}=0`$, for $`b=1`$ we get $`b^{}=aa^{}`$ and $`a^{}b^{}=a`$.

To evaluate an AND on DBCs we observe that $`(_{i=1}^na_i)(_{j=1}^nb_j)=_{i,j=1}^n(a_ib_j)`$. From this we can conclude that an AND operation on DBCs can be realized by $`n^2`$ GPAND one for each pair of players and Xor operations for each player.

To implement the NOT gate one player is picked who must invert his “share”. This players generates a new GBCX and proves that it is unequal to the GBCX he held before. Note that the GCOT within the AND protocol has to work only in one direction between every pair of players. Sometimes one needs several copies of a DBC. A DBC is copied by copying the GBCX it consists of. A GBCX can be copied by copying all its BCX with the procedure of Theorem IV.3.

Revelation Phase: The result of a computation is hidden in DBCs. These have to be unveiled in a way to ensure the fairness of the protocol. Following  we use the techniques from  to gradually unveil the secret information such that no collusion can run off with an advantage of more than a fraction of a bit. Of course an $`\stackrel{~}{𝒜}`$-secure protocol cannot be more than $`\stackrel{~}{𝒜}`$-fair.

## V Anonymous Oblivious Transfer

We next define anonymous oblivious transfer.

###### Definition V.1.

An anonymous oblivious transfer (AOT) protocol allows a player Alice $`P`$ to send a bit string $`b_1\mathrm{}b_m`$ to a player Bob $`P`$ such that Bob receives each bit of the bit string with probability $`1/2`$ or he receives $``$ which indicates that he will not learn this bit. Alice cannot know which bits Bob received. Furthermore Bob does not know which player sent the bit string.

For the following we will need some subprotocols which can easily be realized by AOT. To realize them we need a message authentication function $`\mathrm{Auth}(x,y)`$ which outputs a string which authenticats the message $`x`$ with the secret $`y`$, see  for an unconditional signature scheme based on such a function and anonymous transfer.

###### Lemma V.2.

With AOT one can realize an authenticated broadcast channel.

###### Proof V.3.

Every player sends $`l`$ times anonymously a random number to Alice. Alice sends her message $`m`$ to every player together with $`\mathrm{Auth}(m,r)`$ for all random numbers $`r`$ Alice received. ***This can be seen as “signing” the message . Then every pair of players compares the message they received. Either they are all the same and the protocol was successful or two different messages show up (one might be the empty message). Now two cases can happen:

1. The second message is correctly authenticated, then we have a high probability (depending on $`l`$) that the sender Alice was cheating or
2. the second message is not correctly authenticated.

In both cases we repeat the protocol until one of the following cases holds:

1. The protocol was successful.
2. Alice is in conflict with all other players and has to leave the protocol.
3. The players complaining about Alice are always the same, then these must be cheating as Alice cannot know who sent which random number.
4. Enough different correctly authenticated messages are found such that the probability that Alice is cheating is above a certain threshold and she is expelled from the protocol.

###### Lemma V.4.

With AOT one can realize anonymous message transfer and an anonymous broadcast channel which can fail only $`n`$ times or someone leaves the protocol.

###### Proof V.5.

To send a message anonymously one has to encode the message with an error correcting code to cope with the erasures of the AOT.

For an anonymous broadcast Alice sends her message $`m`$ anonymously to a player $`P_i`$. This player broadcasts the message. If he broadcasts something wrong Alice is in conflict with this player, complains about him using the authenticated broadcast, and picks another player $`P_j`$ to start the procedure anew. Either the anonymous broadcast will eventually be successfull or Alice will leave the protocol as she is in conflict with all other players.

###### Corollary V.6.

With AOT one can realize the anonymous message transfer and anonymous broadcast of Lemma V.4 in a way that the anonymous sender can later identify himself.

###### Proof V.7.

For an anonymous broadcast with later identification Alice authenticates her message $`m`$ with $`n`$ random numbers which she sends anonymously to the players. Each player receives one random number.

Then she anonymously broadcasts the thus authenticated message according to Lemma V.4. No other player is later able to impersonate Alice as only she knows the secret random numbers of the honest players.

With these protocols we can realize GBCX.

###### Lemma V.8.

With AOT one can realize GBCX.

###### Proof V.9.

We let all players create GBCX according to the protocol of , but anonymously, using AOT and anonymous broadcast. Then after some time no new conflicts occur for $`l`$ anonymous GBCX of each player ($`l`$ is a security parameter which is polynomial in $`n`$). If a player Alice was unable to create a GBCX we will split the set of players in a way that one set contains all honest players and the other sets contain only cheaters. We explain this in more detail by the two cases which can occur:

1. If Alice was honest then, as a cheater cannot distinguish between the honest players after some time if the cheater keeps complaining about Alice this cheater will be in conflict with all honest players. Furthermore all honest players will know it. Now we can seperate the set $`P`$ of players several subsets such that all players in each subset are in conflict with the same players. Then we can be sure that one of the sets contains all honest players and every honest player knows it.
2. If Alice was dishonest then we will also seperate the set $`P`$. Alice will be in one group with all players complaining about the same players as Alice did (these are all honest players if Alice were honest) all other players will be in the other sets. As Alice is a cheater and hence in conflict with an honest player all players in her group must be cheaters, too.

Note that the protocol to create GBCX for all players needs only polynomial time in $`n`$, as only $`n^2`$ conflicts are possible.

After having realized GBCX we need to implement UOT.

###### Lemma V.10.

With AOT one can realize UOT.

###### Proof V.11.

Alice creates a GBCX following Lemma V.8 and Bob publishes positions of two substrings of the strings Alice sent to him. One substring where he knows all the bits and one substring where he knows nothing. The substrings must have approximately the same length.

Alice publishes the bits of one of the substrings. Then Bob either learnt nothing new or he knows the bit Alice is committed to. We have realized UOT if we can show that no other player learns the bit Alice is committed to by the information published by Alice, but this is trivial as Alice sent different strings to different players.

## VI Realizing AOT

### A Quantum Protocols

Anonymous oblivious transfer was inspired by a quantum protocol . But it cannot be realized by a quantum protocol unless no two possible collusions cover the set $`P`$ of players.

The idea for the realization is to follow normal quantum multi party protocols  if not two sets covering $`PP_i`$ are in conflict. In case of such a conflict the player $`P_i`$ is not a disruptor or active cheater by assumption. This player can now forward quantum information between the two sets which are in conflict. Quantum cryptography allows to keep the player $`P_i`$ from eavesdropping the quantum data excluding what happened in Lemma 2. As the player $`P_i`$ can forward all quantum information in the same way and send quantum information himself this realizes an anonymous quantum channel. Together with the results of  we get:

###### Theorem VI.0.

Robust quantum multi party protocols for all functions are possible if and only if no two possible collusions cover the set $`P`$ of players.

These protocols become robust against a set of possible collusions after termination which may contain one and only one complement of a collusion tolerable during the execution of the protocol.

For a proof see .

Especially a quantum channel can be more powerfel than oblivious transfer (See Lemma 2). For details please refer to .

### B Oblivios Broadcast

We can think of each player broadcasting weak signals. Signals which can be received only with a certain probability which is independent for all receiving players. In this subsection we want to show that this primitive is equally powerful as AOT.

###### Definition VI.1.

An oblivious broadcast channel is a protocol where a player inputs a bit string and every other player receives the output of an oblivious transfer of this string and the erasures are independent for the different players.

###### Lemma VI.2.

An authenticated oblivious broadcast can realize a GBC.

###### Proof VI.3.

Alice sends, as a commitment, $`k`$ bit strings of length $`m`$ ($`k`$, $`m`$ are security parameters which are polynomial in $`n`$) with parity $`b`$. Then the knowledge all other players have about $`b`$ is negligible in $`m`$. Because the probability that a bit is received by at least one player is $`11/2^n`$ and the probability that all players together have knowledge about all $`m`$ is $`(11/2^n)^m`$ which is negligible in $`m`$. If $`k`$ strings are sent the probability remains negligible as $`k`$ and $`m`$ are polynomial in $`n`$.

If Alice wanted to change the bit she committed to she has to change $`k`$ bits. The probability that any single player does not detect this change is negligible in $`k`$.

###### Lemma VI.4.

An authenticated oblivious broadcast can realize UOT.

###### Proof VI.5.

Alice creates a GBC and Bob publishes positions of two substrings of the strings Alice sent over the oblivious broadcast. One substring where he knows all the bits and one substring where he knows nothing. The substrings must have approximately the same length.

Alice publishes the bits of one of the substrings. Then Bob either learnt nothing new or he knows the bit Alice is committed to. We have realized UOT if we can show that no other player learns the bit Alice is committed to by the information published by Alice. But as the substrings published are statistically independent of what the other players received this information just changes the probability of receiving a bit for each player. This change of probability can be coped with an suitable choice of the security parameters used in Lemma VI.2.

## VII Main Result

Summarizing all of the above we can state:

###### Theorem VII.0.

The primitive of anonymous oblivious transfer is cryptographically strictly more powerful than oblivious transfer. It can realize all multi party protocols with a security and robustness which is independent from assumptions about possible collusions of cheaters or disruptors.

Anonymous oblivious transfer can be realized by an authenticated oblivious broadcast channel or by a quantum protocol if no two possible collusions cover the set of players.

## VIII Future Work

An interesting question is if a noisy broadcast channel is of the same power as AOT. This seems to be clear for small sets of players, but if the number of players grow large the difference between the error probabilities possible for different collusions becomes large, too. If all players collude against the sender the probability of error is much lower as if all players collude against the receiver. To kope with this problem will be an interesting direction of future research.

There probably are many other primitives of a cryptographic power equivalent to AOT. This has to be investigated to maybe find primitives which can be realized more easily or more efficiently (compare ).


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# AGN in the XMM-Newton first-light image as probes for the interstellar medium in the LMC∗

## 1 Introduction

The study of active galactic nuclei and quasi stellar objects (both named AGN hereafter) behind nearby galaxies allows to probe the interstellar matter in the foreground galaxy. Absorption lines in optical spectra provide information about the absorbing material along the line of sight through the galaxy. However, very few AGN are known behind nearby galaxies as surveys for these objects avoided the crowded fields. Dedicated searches for AGN behind nearby galaxies were performed by Tinney et al. (tcz97 (1997)) and Crampton et al. (cgc97 (1997)). Conducting optical identification programs of ROSAT X-ray sources, they found 15 background objects in the direction of the Small Magellanic Cloud and 11 towards the LMC involving also clusters of galaxies and individual distant galaxies. For all these background objects red-shifts were determined covering the range of 0.02 – 2.3. From more general optical identification programs of X-ray sources in the Magellanic Clouds by Cowley et al. (cch84 (1984, 1997)) and Schmidtke et al. (scc99 (1999)) further AGN were found and X-ray classification work by Haberl & Pietsch (hp99 (1999)) and Haberl et al. (hfp00 (2000)) suggests candidates for background objects based on their X-ray (and radio) properties. However, as consequence of the strong attenuation of X-rays in the ROSAT 0.1 – 2.4 keV band by interstellar matter which hampers the X-ray detection of AGN in the dense cores (where column densities of the order of $`10^{22}`$ cm-2 are expected which suppress the flux at 1 keV by a factor $``$10 and at 0.4 keV by more than 104), the background objects were mainly found in the outer regions of the Magellanic Clouds.

The high sensitivity and good spectral resolution of the EPIC instruments on board of XMM-Newton (Jansen et al. j01 (2001)) over a wide energy band from 0.1 keV up to 15 keV provides a unique tool to detect hard (intrinsically and/or highly absorbed) X-ray sources and allows for the first time to separate very accurately the intrinsic X-ray source spectrum (determined from higher energies) and the photo-electric absorption which attenuates the spectrum at lower energies. The EPIC instruments are therefore ideally suited to investigate the absorbing matter in the dense cores of nearby galaxies by observing AGN behind the galaxies. While radio observations in the 21 cm line infer the column density of H i only (e.g. Arabadijs & Bregman ab99 (1999)), X-ray absorption measurements provide a linear measure of the total mass along the line of sight.

In this letter we report on a sample of highly absorbed point sources detected in the XMM-Newton first-light image obtained by the EPIC-PN camera (Strüder et al. s01 (2001)) south-west of the 30 Doradus region in the LMC. Their X-ray spectra strongly suggest AGN as origin of the X-rays.

## 2 Data analysis and results

### 2.1 XMM-Newton first light

XMM-Newton received first light from a region of the LMC centered between the supernova remnants (SNRs) N 157B and SN 1987A. The field was observed five times with the EPIC-PN instrument in January 2000 using different optical light blocking filters and slightly different pointing positions (Tab. 1). The particular field in the LMC was chosen because of its richness of X-ray emission seen already by the Einstein (Wang et al. whh91 (1991)) and ROSAT (Trümper et al. tha91 (1991)) satellites. Besides diffuse emission from hot interstellar gas and emission from extended sources like SNRs, the first-light image revealed point sources which appear green and blue in the energy-colour coded image (Fig. 1). The colours indicate sources with hard X-ray spectrum as expected from X-ray binaries residing in the LMC or background AGN shining through the interstellar gas and dust of the LMC.

First attempts of source detection using sliding window techniques revealed at least a dozen of point sources. The brightest nine are summarized in Table 2 and marked in Fig. 1. The X-ray position was derived after alignment (translation only) of the image to match the coordinates of SN 1987A. Systematic errors of up to 15″ can be introduced by an uncertain rotation of the image of the order of 2° which is required to match the individual images. The coordinates in Table 2 should therefore be regarded as preliminary. A hardness ratio to characterize the X-ray spectrum was obtained by dividing the counts in the 2.0 – 10.0 keV and 0.5 – 2.0 keV bands. As expected the blue sources in the colour image show highest hardness ratios above 1.0 while the green sources have values around 0.5.

To derive X-ray spectra we merged the first two and the last two observations which had identical instrumental configurations. For each of the three resulting data sets a spectrum was derived from source and nearby background regions. Only for the brightest source J0536.9$-$6913 (source 3), close to the center of the field of view, spectra with sufficient statistics for a spectral fit were obtained. The three spectra were simultaneously fit with a power-law model attenuated by photo-electric absorption. A column density with equivalent NH of 6$`10^{20}`$ cm-2 (Dickey et al. dl90 (1990)) with solar abundance was assumed (fixed in the fit) for the galactic foreground absorption. For the LMC absorption (free in the fit) a metallicity of 0.5 solar (Russell & Dopita rd92 (1992)) was used. Spectra and best-fit model (histogram) are shown in Fig. 2. Since no photon arrival times were available in the first processing version of the data, no exposure correction was applied to the spectra. The strong turn-over of the spectrum is caused by high photo-electric absorption.

To increase photon statistics we merged spectra from sources with similar hardness ratios. Sources 4 and 5 are located close to J0536.9$-$6913 (source 3) and show the highest hardness ratios. We also merged the spectra of sources 6, 8 and 9 with hardness ratios between 0.35 and 0.66. Again, highly absorbed power-law models were found to fit the spectra satisfactory (see Table 3 where NH and photon index $`\gamma `$ are listed). For better comparison and presentation the three spectra from the individual data sets were merged into a single spectrum. These are shown for the combined sources in Fig. 3. The model is plotted using an average response matrix. The combined spectrum of sources 6, 8 and 9 clearly suffers less absorption compared to the spectrum of J0536.9$-$6913 (source 3) as indicated by the hardness ratios and quantified by the NH derived from the spectral fits.

To estimate the exposure times of the observations we produced EPIC-PN spectra of the SNR N 157B and normalized their flux in the 0.3 – 2.4 keV band to a ROSAT PSPC spectrum of this source. Unfortunately during the first two XMM observations N 157B was located on a CCD border and flux was lost. Therefore, we only used the third part of the observations (the two thin filter observations) for this purpose where we found a net exposure of 31.0 ks. Source count rates and fluxes listed in Table 2 are derived from the merged thin filter observations using this exposure. The fluxes (0.3 – 10 keV) were derived from the spectral fits using the parameters given in Table 3. For those sources without spectral fit the parameters from the combined fit including J0537.3$-$6915 were used, i.e. low absorption compatible with the hardness ratios.

### 2.2 The radio source ATCA J0536.9$-$6913 = J0536.9$-$6913

The region around J0536.9$-$6913 was observed as part of ATCA mosaic observations of the LMC with a baseline of 1500 m at frequencies of 1420 and 2370 MHz with angular resolutions of $``$45″ and $``$30″. Similar ATCA observations in ‘snap-shot mode’ at 4800 MHz were undertaken for specific regions including J0536.9$-$6913 (Filipović & Staveley-Smith fs98 (1998)). The baseline of these observations was 375 m with resolutions of $``$30″ and $``$15″, respectively. An additional observation of this region was made at 843 MHz with the Molonglo Synthesis Telescope (MOST) (Mills m81 (1981)) as part of LMC survey and SN 1987A monitoring projects at this frequency.

Radio-continuum emission from a point-like source is detected at RA = 05h 36m 56$`\stackrel{s}{.}`$62 and Dec = $``$69$`\mathrm{°}`$ 13$`\mathrm{}`$ 27$`\stackrel{}{.}`$7 (J2000), compatible with the X-ray position given the uncertainty in position angle of the X-ray image. The integrated flux density of this source, designated ATCA J0536.9$-$6913, at 843, 1420, 2370 and 4800 MHz was determined to 336$`\pm `$30, 211$`\pm `$20, 116$`\pm `$11 and 102$`\pm `$10 mJy, respectively.

We derive a spectral index $`\alpha `$ = 0.73$`\pm `$0.16 (defined by $`\mathrm{S}_\nu \nu ^\alpha `$) from the flux densities, $`\mathrm{S}_\nu `$, at the frequencies, $`\nu `$, of 843, 1420, 2370 and 4800 MHz (Fig. 4). This spectral index is typical for radio background sources which are mainly AGN or radio quasars (Filipović et al. fhw98 (1998)).

## 3 Discussion

We investigated nine point sources with hard X-ray spectra detected in the XMM-Newton first-light images. Their X-ray spectra can be represented by highly absorbed power-laws and the derived photon indices between 1.7 and 2.0 are typical for steep AGN spectra (e.g. Vaughan et al. vrw99 (1999)). In contrast accreting high mass X-ray binaries show harder X-ray spectra with typical indices between 0 and 1 (e.g. Yokogawa et al. yit00 (2000)) not compatible with the indices found for our point sources. The radio spectral index of 0.73 found for J0536.9$-$6913 also supports the AGN interpretation.

AGN spectra sometimes show intrinsic absorption which can easily reach the amount seen in the spectra reported here. So the question remains which fraction of the column density can be attributed to the LMC. The fact that the three close point sources near the center of the field of view all show similar high absorption of the order of $`10^{22}`$ cm-2 suggests that most of the NH is intrinsic to the LMC. The derived column density of 0.35$`10^{22}`$ cm-2 of sources only $``$2′ away from the central sources shows that the absorption can change by a factor of more than 5 over distances of $``$30 pc in the LMC. It is remarkable in this respect that the north-west part of the first-light image lacks of point sources. This suggests that even higher column densities exceeding $`10^{22}`$ cm-2 are required to suppress the detection of AGN in that region.

X-ray absorption measurements are directly related to the total hydrogen column density, comprising H i, H2 and H ii column densities. Because the absorbing elements at X-ray energies are He and metals their relative abundance must be taken into account to derive X-ray hydrogen column densities. This was done in our spectral fits assuming abundances of 0.5 relative to solar (Russell & Dopita rd92 (1992)). Kim et al. (kss00 (2000)) have produced a H i column density map of the LMC with a resolution of 1′ which shows variations from 0 to 5$`10^{21}`$ cm-2 with maximum values around the 30 Doradus region. The higher absorption seen in the XMM sources suggests either large amounts of H ii and/or H2 gas or higher metal abundances along their lines of sight through the LMC. Higher abundances of O, Ne, Mg and Si in the interstellar medium are suggested by the spectrum of the diffuse emission near the 30 Dor region (Dennerl et al. dha01 (2001)).

###### Acknowledgements.

The XMM-Newton project is supported by the Bundesministerium für Bildung und Forschung / Deutsches Zentrum für Luft- und Raumfahrt (BMBF/DLR), the Max-Planck Society and the Heidenhain-Stiftung. We thank A. Green from the University of Sydney for providing the data of the MOST observations.


text:
# Charged particles in external fields as physical examples of quasi-exactly solvable models: a unified treatment

## I Introduction

It is well known that exact solutions are hard to come by in physics (in fact, in all sciences). Many exactly solvable examples presented in textbooks of physics are only rare cases. More often than not they serve only as paradigms to illustrate the fundamental principles in their respective fields. For real problems approximation methods are indispensable.

Recently, it was found that for certain quantum-mechanical problems analytical solutions are possible, but only for parts of the energy spectra and for particular values of the fundamental parameters of the problems. First it was realized that the problem of two electrons moving in an external oscillator potemtial was of such a class . Later, it was discovered that two-dimensional Schrödinger equations of electron moving in an attractive/repulsive Coulomb field and a homogeneous magnetic field also share the same characteristics \[-\]. More recently, the latter problems were extended to the two-dimensional Klein-Gordon case  and the Dirac case .

The essential features shared by all these examples are as follows. The differential equations (Schrödinger, Klein-Gordon, and Dirac) are solved according to the standard procedure. One first separates out the asymptotic behaviors of the system. One then obtains an equation for the part which can be expanded as a power series of the basic variable. It is at this point that deviation from the standard exactly solvable cases appears: instead of the two-step recursion relations for the coefficients of the power series so often encountered in exactly solvable problems, one gets three-step recursion relations. The complexity of the recursion relations does not allow one to do anything to guarantee normalizability of the eigenfunctions. However, one can impose a sufficient condition for normalizability by terminating the series at a certain order of power of the variable; i.e. by choosing a polynomial. By so doing one could obtain exact solutions to the original problem, but only for certain energies and for special values of the parameters of the problem. For the works mentioned above, these parameters are the frequency of the oscillator potential and the external magnetic fields.

Soon after it was realized  that the above quantum-mechanical problems are just examples of the so-called quasi-exactly solvable models, recently discovered by physicists and mathematicians \[-\]. This is a class of quantum-mechanical problems for which several eigenstates can be found explicitly. The reason for such quasi-exactly solvability is usually the existence of a hidden Lie-algebraic structure \[-\]. More precisely, quasi-exactly solvable Hamiltonian can be reduced to a quadratic combination of the generators of a Lie group with finite-dimensional representations.

In this paper we would like to show that three of the four problems mentioned in the second paragraph, namely, A) charged particle moving in Coulomb and magnetic fields (Schrödinger case); B) charged particle in Coulomb and magnetic fields (Klein-Gordon case); and C) relative motion of two charged particles in an external oscillator potential, can be given a unified treatment. We shall show that all these cases are simply variations of the same basic equation \[eq.(10) below\], which is quasi-exactly solvable owing to the existence of a hidden $`sl_2`$ algebraic structure. This algebraic structure was first realized by Turbiner for the case of two electrons in an oscillator potential . We shall give a systematic and unified algebraic solution to the basic equation using the method of factorization presented in  for the case A. Our method allows one to find the analytic expressions of the energies and the allowed frequencies once and for all in terms of the roots of a set of Bethe ansatz equations. This is in sharp contrast to the method of solving recursion relations, which must be performed for each and every order of the polynomial part in order to get these expressions. Our treatment also reveals that the eigenenergies and the allowed frequencies in all these cases are given by the roots of the same set of Bethe ansatz equations. This also makes explicit the close connection between the three cases.

We will define the three problems in Sect.II. The basic equation underlying these three cases is then solved in Sect.III by the method of factorization. In Sect.IV we show how previous results, obtained for the three cases by solving recursion relations, can be easily reproduced from the solutions obtained in Sect.III. The Lie-algebraic structure underlying the basic equation is discussed in Sect.V. Sect.VI then concludes the paper.

## II The three cases

In this section we shall give a brief description of the three cases of charged particles moving in external fields which we will consider in the rest of the paper. Following previous works, we adopt the atomic units $`\mathrm{}=m=e=1`$ in the CGS system.

### A Electron in Coulomb and magnetic fields: Schrödinger case

This general case was considered in \[-,\]. The Hamiltonian of a planar electron in a Coulomb field and a constant magnetic field $`𝐁=B\widehat{z}`$ ($`B>0`$) along the $`z`$ direction is

$$H=\frac{1}{2}\left(𝐩+\frac{1}{c}𝐀\right)^2\frac{Z}{r},$$
(1)
where $`c`$ is the speed of light, $`Z`$ (positive or negative) is the charge of the source of the Coulomb field, and the vector potential $`𝐀`$ is $`𝐀=\frac{1}{2}𝐁\times 𝐫`$ in the symmetric gauge.

An ansatz of the eigenfunction in the polar cordinates $`(r,\theta )`$ is

$`\mathrm{\Psi }(𝐫,t)={\displaystyle \frac{u(r)}{\sqrt{r}}}\mathrm{exp}(im\theta iEt),m=0,\pm 1,\pm 2,\mathrm{}`$ (2)
Here $`m`$ is the angular quantum number, and $`E`$ the energy. The radial wave function $`u(r)`$ satisfies the radial Schrödinger equation

$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dr^2}}{\displaystyle \frac{1}{2}}\left(m^2{\displaystyle \frac{1}{4}}\right){\displaystyle \frac{1}{r^2}}{\displaystyle \frac{1}{2}}\omega _L^2r^2+{\displaystyle \frac{Z}{r}}+Em\omega _L\right]u(r)=0`$ (3)
where $`\omega _L=B/2c`$ is the Larmor frequency .

### B Electron in Coulomb and magnetic fields: Klein-Gordon case

In  the above problem is extended to the Klein-Gordon case, assuming the same ansatz of the wave function as in (2). Now the radial wave function $`u(r)`$ obeys the following equation:

$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dr^2}}{\displaystyle \frac{1}{2}}\left(m^2{\displaystyle \frac{Z^2}{c^2}}{\displaystyle \frac{1}{4}}\right){\displaystyle \frac{1}{r^2}}{\displaystyle \frac{1}{2}}\omega _L^2r^2+{\displaystyle \frac{EZ}{c^2r}}+{\displaystyle \frac{E^2}{2c^2}}{\displaystyle \frac{c^2}{2}}m\omega _L\right]u(r)=0.`$ (4)
But now, as noted in , the quantum number $`m`$ must satisfy the relation

$$m^2\frac{Z^2}{c^2}>0$$
(5)
in order for the solutions to make sense. This relation forbids the existence of the $`s`$-states ($`m=0`$).

### C Relative motion of two electrons in an external oscillator potential

In  the author considered the problem of three-dimensional Schrödinger equation for two electrons (interacting with Coulomb potential) in an external harmonic-oscillator potential with frequency $`\omega _{ext}`$. The Hamiltonian is

$`H={\displaystyle \frac{1}{2}}_1^2+{\displaystyle \frac{1}{2}}\omega _{ext}^2𝐫_1^2{\displaystyle \frac{1}{2}}_2^2+{\displaystyle \frac{1}{2}}\omega _{ext}^2𝐫_2^2+{\displaystyle \frac{1}{|𝐫_1𝐫_2|}}.`$ (6)
The total wave function is factorizable into three parts which depend respectively only on the center of mass, the relative coordinates, and the spins of the electrons. The wave function of the center of mass coordinates satisfies the Schrödinger equation of a three-dimensional oscillator the solution of which is well known. The spin part dictates the parity of the wave function of the relative motion. The Schrödinger equation for the relative motion is

$`\left[{\displaystyle \frac{1}{2}}_r^2+{\displaystyle \frac{1}{2}}\omega _r^2𝐫^2+{\displaystyle \frac{1}{2r}}\right]\varphi (𝐫)=ϵ^{}\varphi (𝐫),`$ (7)
where $`𝐫=𝐫_1𝐫_2`$, $`\omega _r=\omega _{ext}/2`$, and $`ϵ^{}`$ is one half of the eigenenergy of the relative motion (in the notation of ). By assuming an ansatz of the wave function in the spherical coordinates of the form

$`\varphi (𝐫)={\displaystyle \frac{u(r)}{r}}Y_{lm}(\widehat{𝐫}),`$ (8)
where $`Y_{lm}`$ are the spherical harmonics, we get from (7) the following equation

$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dr^2}}{\displaystyle \frac{l(l+1)}{2}}{\displaystyle \frac{1}{r^2}}{\displaystyle \frac{1}{2}}\omega _r^2r^2{\displaystyle \frac{1}{2r}}+ϵ^{}\right]u(r)=0.`$ (9)
We note here that if we change the sign of the $`1/r`$ term in the last equation, we get an equation that describes the relative motion in the oscillator potential of an electron and a positron. This case is included in our discussions.

## III The Basic equation and the Method of factorization

It can be seen that equations (3), (4) and (9), after an appropriate change of parameters, have the same basic form, namely:

$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dr^2}}{\displaystyle \frac{\gamma (\gamma 1)}{2}}{\displaystyle \frac{1}{r^2}}{\displaystyle \frac{1}{2}}\omega ^2r^2+{\displaystyle \frac{\beta }{r}}+\alpha \right]u(r)=0.`$ (10)
Here $`\beta ,\gamma `$ and $`\omega `$ ($`\gamma ,\omega >0`$) are real parameters, and $`\alpha `$ is the eigenvalue of eq.(10). Explicit expressions of these parameters for the three cases mentioned in the Introduction will be given in the next section. That this equation is quasi-exactly solvable means that, given a fixed value of the parameter $`\gamma `$ and $`\beta `$ (or $`\omega `$), the equation can only be solved exactly only for particular set of parameter $`\omega `$ (or $`\beta `$) and eigenvalue $`\alpha `$.

Now we make the following change of variables: $`x\sqrt{2\omega }r`$ and $`b\sqrt{2/\omega }\beta `$. Then eq.(10) becomes:

$`\left[{\displaystyle \frac{d^2}{dx^2}}{\displaystyle \frac{\gamma (\gamma 1)}{x^2}}{\displaystyle \frac{x^2}{4}}+{\displaystyle \frac{b}{x}}+{\displaystyle \frac{\alpha }{\omega }}\right]u(x)=0.`$ (11)
The values of $`\alpha `$ and $`b`$ in eq.(11) may be found by means of a method closely resembling the method of factorization in nonrelativistic quantum mechanics . We shall discuss this method briefly below. Let us assume

$`u(x)=x^\gamma \mathrm{exp}(x^2/4)Q(x),`$ (12)
where $`Q`$ is a polynomial. As mentioned in the Introduction, the assumption that $`Q`$ be a polynomial is only a sufficient, not necessary, condition for normalizability of the eigenfunction $`u(x)`$. Substituting (12) into (11), we have

$`\left[{\displaystyle \frac{d^2}{dx^2}}+\left({\displaystyle \frac{2\gamma }{x}}x\right){\displaystyle \frac{d}{dx}}+\left(ϵ+{\displaystyle \frac{b}{x}}\right)\right]Q(x)=0,`$ (13)
where $`ϵ=\alpha /\omega (\gamma +1/2)`$.

It is seen that the problem of finding spectrum for (13) is equivalent to determining the eigenvalues of the operator

$`H={\displaystyle \frac{d^2}{dx^2}}\left({\displaystyle \frac{2\gamma }{x}}x\right){\displaystyle \frac{d}{dx}}{\displaystyle \frac{b}{x}}.`$ (14)
We want to factorize the operator (14) in the form

$`H=a^+a+p,`$ (15)
where the quantum numbers $`p`$ are related to the eigenvalues of (13) by $`p=ϵ`$. The eigenfunctions of the operator $`H`$ at $`p=0`$ must satisfy the equation

$`a\psi =0.`$ (16)
Suppose polynomial solutions exist for (13), say $`Q=\underset{k=1}{\overset{n}{}}(xx_k)`$, where $`x_k`$ are the zeros of $`Q`$, and $`n`$ is the degree of $`Q`$ (we mention here that the order $`n`$ in this paper is equal to $`(n1)`$ in \[-\] where $`x^{n1}`$ is the highest order term in $`Q`$). Then the operator $`a`$ must have the form

$`a={\displaystyle \frac{}{x}}{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{1}{xx_k}},`$ (17)
and the operator $`a^+`$ has the form

$`a^+={\displaystyle \frac{}{x}}{\displaystyle \frac{2\gamma }{x}}+x{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \frac{1}{xx_k}}.`$ (18)
Substituting (17) and (18) into (15) and then comparing the result with (14), we obtain the following set of equations for the zeros $`x_k`$ (the so-called Bethe ansatz equations ):

$`{\displaystyle \frac{2\gamma }{x_k}}x_k2{\displaystyle \underset{jk}{\overset{n}{}}}{\displaystyle \frac{1}{x_jx_k}}=0,k=1,\mathrm{},n,`$ (19)
as well as the two relations:

$`b=2\gamma {\displaystyle \underset{k=1}{\overset{n}{}}}x_k^1,n=p.`$ (20)
Summing all the $`n`$ equations in (19) enables us to rewrite the first relation in (20) as

$`b={\displaystyle \underset{k=1}{\overset{n}{}}}x_k.`$ (21)
From $`p=ϵ`$ and the second equation in (20), one gets

$`ϵ=n=\alpha /\omega \left(\gamma +{\displaystyle \frac{1}{2}}\right).`$ (22)
For $`n=1,2`$ the zeros $`x_k`$ and the values of the parameter $`b`$ for which solutions in terms of polynomial of the corresponding degrees exist can easily be found from (19) and (21) in the form

$`n=1,x_1`$ $`=`$ $`\pm \sqrt{2\gamma },b=\pm \sqrt{2\gamma };`$ (23)
$`n=2,x_1`$ $`=`$ $`x_2=\sqrt{2\gamma +1},b=0,`$ (24)
$`x_1`$ $`=`$ $`2\gamma /x_2,x_2=\pm (1+\sqrt{4\gamma +1})/\sqrt{2},b=\pm \sqrt{2(4\gamma +1)}.`$ (25)
These expressions will be employed in the next section.

For general values of $`n`$ solving for the $`x_k`$’s from eq.(19) is difficult, and one must resort to numerical methods. But some properties of the solutions are known. First, from eq.(19) we see that, if $`\{x_k\}`$ is a set of solution to (19), then so is $`\{x_k\}`$. This means, by eq.(21), that for every possible value of $`b`$, there is a corresponding negative value $`b`$. Second, as we shall see later in Sect.V, the number of values of $`b`$ for a fixed order $`n`$ is $`n+1`$.

## IV Solutions to the three cases

We now apply the results of Sect.III to reproduce the results of previous works. The essential step is to solve the Bethe ansatz equations (19) for the roots $`x_k`$’s for each order $`n`$. Then from eqs.(21) and (22) we obtain the values of the allowed pair of frequency and energy. It will be apparent that it is the values of $`b`$’s that determine the energies and the frequencies $`\omega =2\beta ^2/b^2`$.

### A Electron in Coulomb and magnetic fields: Schrödinger case

In this case, $`\gamma =|m|+1/2`$, $`\omega =\omega _L`$, $`\beta =Z=\pm |Z|`$, and $`\alpha =Em\omega _L`$. The upper (lower) sign in $`\beta `$ corresponds to the case of attractive (repulsive) Coulomb interaction. This will be assumed throughout the rest of this subsection. We have

$`\omega _L={\displaystyle \frac{2Z^2}{b^2}},E=\omega _L\left(n+m+|m|+1\right).`$ (26)
These are the general expressions for the frequency (and hence the magnetic field) and the energy in terms of the values of $`b`$.

The case of $`n=1`$ and $`n=2`$ can be obtained easily. From (25) and the definition of $`b`$ one has

$`n=1,\omega _L`$ $`=`$ $`2{\displaystyle \frac{(Z\alpha )^2}{2|m|+1}},E_1={\displaystyle \frac{2(Z\alpha )^2}{2|m|+1}}(3+m+|m|);`$ (27)
$`n=2,\omega _L`$ $`=`$ $`{\displaystyle \frac{(Z\alpha )^2}{4|m|+3}},E_2={\displaystyle \frac{(Z\alpha )^2}{4|m|+3}}(4+m+|m|).`$ (28)
The corresponding polynomials are

$`Q_1=xx_1=x\sqrt{2\gamma },`$ (29)
$`Q_2={\displaystyle \underset{k=1}{\overset{2}{}}}(xx_k)=x^2x\sqrt{2(4\gamma +1)}+2\gamma .`$ (30)
The wave functions are described by (12). For the repulsive Coulomb field the wave functions (for $`n=1,2`$) do not have nodes, i.e. the states described by them are ground states, while for the attractive Coulomb field the wave function for $`n=1`$ has one node (first excited state) and the wave function for $`n=2`$ has two nodes (second excited state).

Let us mention here that we may consider a dual situation of the original problem: we may consider the magnetic field $`B`$ (and thus $`\omega _L`$) as a fixed quantity, and eq.(26) then give the allowed values of the energy and the charge $`Z`$.

### B Electron in Coulomb and magnetic fields: Klein-Gordon case

For definiteness, we consider positive energy solutions for the attractive Coulomb potential ($`Z>0`$). This is the case considered in . Negative energy solutions, and the case for repulsive Coulomb field can be treated in exactly the same way. In this case, $`\gamma =\sqrt{m^2Z^2/c^2}+1/2`$, $`\omega =\omega _L`$, $`\beta =ZE/c^2`$, and $`\alpha =E^2/2c^2c^2/2m\omega _L`$. In order for the wave function to make sense, $`\gamma `$ has to be real. This implies that $`m^2Z^2/c^2>0`$, which forbids the existence of the $`m=0`$ states (the $`s`$ states) in the Klein-Gordon case, as noted in .

Using $`\omega _L=2\beta ^2/b^2`$ we get the allowed magnetic field as

$`B=2c\omega _L={\displaystyle \frac{4Z^2E^2}{b^2c^3}},`$ (31)
and the corresponding energy $`E`$ is obtained from eq.(22):

$`n`$ $`=`$ $`{\displaystyle \frac{\alpha }{\omega _L}}(\gamma +1/2)`$ (32)
$`=`$ $`{\displaystyle \frac{b^2c^2}{4Z^2}}{\displaystyle \frac{b^2c^6}{4Z^2}}{\displaystyle \frac{1}{E^2}}\left(1+m+\sqrt{m^2Z^2/c^2}\right).`$ (33)
This equation leads to

$`E^2=c^4\left[1{\displaystyle \frac{4Z^2}{b^2c^2}}\left(n+1+m+\sqrt{m^2Z^2/c^2}\right)\right]^1.`$ (34)
These are the most general expressions for the energy and the frequency.

To compare with the results of $`n=1,2`$ cases given in , we substitue these values of $`n`$ into (34) and (31). For $`n=1`$, we get

$`E`$ $`=`$ $`c^2\left[1{\displaystyle \frac{4Z^2\left(2+m+\sqrt{m^2Z^2/c^2}\right)}{c^2\left(2\sqrt{m^2Z^2/c^2}+1\right)}}\right]^{1/2},`$ (35)
$`B`$ $`=`$ $`{\displaystyle \frac{4E^2Z^2}{c^3\left(2\sqrt{m^2Z^2/c^2}+1\right)}},`$ (36)
and for $`n=2`$,

$`E`$ $`=`$ $`c^2\left[1{\displaystyle \frac{2Z^2\left(3+m+\sqrt{m^2Z^2/c^2}\right)}{c^2\left(4\sqrt{m^2Z^2/c^2}+3\right)}}\right]^{1/2},`$ (37)
$`B`$ $`=`$ $`{\displaystyle \frac{2E^2Z^2}{c^3\left(4\sqrt{m^2Z^2/c^2}+3\right)}}.`$ (38)
These expressions are exactly the ones obtained in  by solving recursion relations.

For negative energy solutions, the energy is given by the negative roots of eq.(34). The only difference is that the roots of the Bethe ansatz equations have opposite signs, in view of eq.(21). This only changes the nodal structure of the wave functions. From the expression $`\beta =ZE/c^2`$, we note the equivalence between the positive (negative) energy solutions in the attractive Coulomb case and the negative (positive) energy solutions in the repulsive Coulomb case.

Similar to case A, one may consider the dual situation in which the magnetic field is assumed fixed, and the Bethe ansatz equations instead give the values of the allowed pair of energy and the Coulomb charge.

### C Relative motion of two electrons in an external oscillator potential

In this case, $`\gamma =l+1/2`$, $`\omega =\omega _r`$, $`\beta =1/2`$, and $`\alpha =ϵ^{}`$. We have the following general solutions:

$`\omega _r={\displaystyle \frac{1}{2b^2}},ϵ^{}=\omega _r\left(n+l+{\displaystyle \frac{3}{2}}\right).`$ (39)
For the two simplest cases $`n=1`$ and $`n=2`$, we have

$`n=1,\omega _r={\displaystyle \frac{1}{4(l+1)}},ϵ^{}={\displaystyle \frac{2l+5}{8(l+1)}},`$ (40)
$`n=2,\omega _r={\displaystyle \frac{1}{4(4l+5)}},ϵ^{}={\displaystyle \frac{2l+7}{8(4l+5)}},`$ (41)
These are exactly the expressions given in . They are also the solutions (for $`n=1,2`$) for the case of an electron and a positron in the oscillator potential ($`\beta =+1/2`$). The nodal structures of the wave functions are the same as those described for case A.

## V Hidden Lie-algebraic structure of the basic equation

The basic equation (10), or its equivalent form (13), possesses an underlying Lie-algebraic structure that is responsible for its quasi-exactly solvability.

In fact, Turbiner has indentified a $`sl_2`$ structure for the case of two charged particles in an oscillator potential . In view of the fact that all the previous cases considered in this papers are related to the same basic equation (10), one expects the same hidden structure to be present in all these cases. This is indeed the case, and it is sufficient to show that $`sl_2`$ algebra is in fact the underlying structure possessed by (10) or (13). In this section we shall carry out Turbiner’s analysis to eq.(13), with only slight modifications in the parameters to suit the general situation. Only the main ideas are given here, and we refer the reader to  for details.

Let us construct three generators in the following manner:

$`J_n^+`$ $`=`$ $`r^2{\displaystyle \frac{d}{dr}}nr,`$ (43)
$`J_n^0`$ $`=`$ $`r{\displaystyle \frac{d}{dr}}{\displaystyle \frac{n}{2}},`$ (44)
$`J_n^{}`$ $`=`$ $`{\displaystyle \frac{d}{dr}}.`$ (45)
These generators realize the $`sl_2`$ algebra:

$`[J_n^+,J_n^{}]=2J_n^0,[J_n^0,J_n^\pm ]=\pm J_n^\pm `$ (46)
for any value of the parameter $`n`$. If $`n`$ is a non-negative integer, then there exists for the $`sl_2`$ algebra a $`(n+1)`$-dimensional irreducible representation $`𝒫_{n+1}(r)=1,r,r^2,\mathrm{},r^n`$. From this it is clear that any differential operator formed by taking polynomial of the generators (45) will have the space $`𝒫_{n+1}`$ as the finite-dimensional invariant subspace. This is the main idea underlying the quasi-exactly-solvable operators \[-\].

Now consider the quasi-exactly-solvable operator which is quadratic in the $`J_n`$’s:

$`T_2=J_n^0J_n^{}+2\omega J_n^+\left({\displaystyle \frac{n}{2}}+2\gamma \right)J_n^{}\omega n.`$ (47)
This operator belongs to the class VIII according to the classification given in . In terms of $`r`$, $`T_2`$ becomes

$`T_2=r{\displaystyle \frac{d^2}{dr^2}}+2\left(\omega r^2\gamma \right){\displaystyle \frac{d}{dr}}2\omega nr.`$ (48)
Let us now consider the eigenvalue problem

$`T_2Q(r)=2\beta (n)Q(r).`$ (49)
This eigenvalue problem possesses $`n+1`$ eigenvalues $`\beta (n)`$, and the corrsponding eigenfunctions are in the form of polynomial of the $`n`$-th power, while other eigenfunctions are non-polynomial which in general cannot be found in closed analytic form . Let us first substitute the form (48) into eq.(49), then divide the resulting equation by $`r/2`$, we arrive at

$`\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dr^2}}\left(\omega r{\displaystyle \frac{\gamma }{r}}\right){\displaystyle \frac{d}{dr}}+\omega n+{\displaystyle \frac{\beta (n)}{r}}\right]Q(r)=0.`$ (50)
Finally, we divide (50) by $`\omega `$ and change the variable $`r`$ to $`x\sqrt{2\omega }r`$. This leads to the following equation

$`\left[{\displaystyle \frac{d^2}{dx^2}}+\left({\displaystyle \frac{2\gamma }{x}}x\right){\displaystyle \frac{d}{dx}}+\left(n+\sqrt{{\displaystyle \frac{2}{\omega }}}\beta (n){\displaystyle \frac{1}{x}}\right)\right]Q(x)=0.`$ (51)
This is exactly eq.(13), provided that $`ϵ=n`$ and $`b=\sqrt{2/\omega }\beta (n)`$. This means that eq.(13) is quasi-exactly solvable if $`ϵ=n`$, which is exactly our relation in eq.(22), and that there are only $`n+1`$ allowed values of $`b=\sqrt{2/\omega }\beta `$ in eq.(13) \[cf. eq. (25)\].

Translating back to the original three cases considered in this papepr, these results imply the following. In case C, $`\beta `$ is a fixed parameter ($`\beta =\pm 1/2`$), hence the finite number ($`=n+1`$) of the values of $`b`$ implies the same number of the allowed frequency $`\omega _{ext}`$ of the external oscillator potential and the corresponding energy. This is the case found in  and presented here again from a new light. For case A ($`\beta =Z`$) and case B ($`\beta =ZE/c^2`$), the above results mean that, at a fixed order $`n`$, there are exactly $`n+1`$ allowed values of the pair of energy and magnetic field for a fixed Coulomb charge, or of the pair of energy and Coulomb charge for a fixed magnetic field.

Furthermore, it has been shown  that there exist $`[(n+1)/2]`$ positive eigenvalues and the same number of negative eigenvalues of the $`b`$ (here $`[a]`$ represents the integral part of $`a`$). In the general situation considered in this paper, positive (negative) values of $`b`$ correspond to the attractive (repulsive) Coulomb field for positive energy solutions. For negative energy solutions, the sign of $`b`$ is reversed for the two kinds of Coulomb field. Hence, our unified treatment together with the Lie-algebraic analysis of these cases give a very simple explanation as to why the number of the positive energy levels for a fixed order $`n`$ considered in \[-\] are all equal to $`[(n+1)/2]`$.

## VI Conclusions

In this paper we have presented a unified treatment of three cases of quasi-exactly solvable problems, namely, charged particle moving in Coulomb and magnetic fields, for both the Schrödinger and the Klein-Gordon case, and the relative motion of two charged particles in an external oscillator potential. We show that all these cases are reducible to the same basic equation \[eq.(10)\], which is quasi-exactly solvable owing to the existence of a hidden $`sl_2`$ algebraic structure. A systematic and unified algebraic solution to the basic equation using the method of factorization is given. Our method allows one to express the analytic expressions of the energies and the allowed frequencies once and for all in terms of the roots of a set of Bethe ansatz equations. Our treatment also reveals that the eigenenergies and the allowed frequencies in these cases are all given by the roots of the same set of Bethe ansatz equations.

Acknowledgment

This work was supported in part by the Republic of China through Grant No. NSC 89-2112-M-032-020.


text:
# Spherical harmonic decomposition applied to spatial-temporal analysis of human high-density EEG

## I INTRODUCTION

The human electroencephalogram (EEG), as measured at the scalp, represents a superposition of electric fields resulting from post-synaptic potentials in neocortex, the thin (2 to 5 mm) surface layer of human brains. Several models of neocortical dynamics treat EEG as a mixed global/local phenomenon , and a better understanding of its spatial-temporal dynamics is necessary for evaluation and refinement of these models. Its temporal behavior has been studied at length, both by clinical observation  and with such tools as power spectra , coherence , the Hilbert transform , and many others. However, until recently poor spatial resolution (due to minimal electrode sampling and under-use of head models) has limited spatial analysis of EEG .

As a potential field on a near-hemispherical surface, EEG is amenable to analysis by spherical harmonic decomposition. In this paper, we apply two methods of decomposition (one described by Cadusch  and one adapted from Misner ) to 131-channel EEG data. Using simulated data, we discuss issues and pitfalls relevant to such an analysis, specifically the effects of limited and irregular sampling density, integration over a hemisphere, and deviations from a spherical surface. From the experimental data, we then draw conclusions regarding the frequency-wavenumber relation of neocortical activity.

## II METHOD

We use the real spherical harmonics , defined on the sphere $`\mathrm{\Omega }`$ and described by the orthogonality integral

$$Y_{lm}|Y_{l^{}m^{}}=\underset{0}{\overset{2\pi }{}}\underset{0}{\overset{\pi }{}}Y_{lm}(\theta ,\varphi )Y_{l^{}m^{}}(\theta ,\varphi )\mathrm{sin}\theta d\theta d\varphi =\delta _{l,l^{}}\delta _{m,m^{}}.$$
(1)
In theory, a potential field $`\mathrm{\Phi }(\mathrm{\Omega })`$ may be decomposed into spherical harmonic amplitudes $`\mathrm{\Phi }_{lm}`$ defined by

$$\mathrm{\Phi }_{lm}=\underset{\mathrm{\Omega }}{}Y_{lm}(\theta ,\varphi )\mathrm{\Phi }(\theta ,\varphi )d^2\mathrm{\Omega }.$$
(2)
In the example of EEG and similar data we encounter three major and two minor issues.

### A Sampling

First, when attempting to decompose experimental data, we sample $`\mathrm{\Phi }(\mathrm{\Omega })`$ at specific locations $`\mathrm{\Gamma }`$. Assuming near-regularly spaced electrodes, our maximum resolvable $`l`$ is determined by a spherical analog of the familiar Nyquist limit  $`f_{max}=1/(2\mathrm{\Delta }T)`$. With mean angular inter-electrode distance $`\gamma `$, we initially adopt a conservative limit of

$$l_{\mathrm{max}}=\left[\frac{\pi }{2\gamma }\right],$$
(3)
or $`l_{max}=6`$ for our 131-channel electrode cap. Analog pre-filtering to avoid spatial aliasing is not required here due to the low-pass characteristics of the head volume conductor .

### B Regularization

With sampled data $`F(\mathrm{\Gamma })`$, the discretized version of the decomposition in Eq. 2 is unstable in higher $`l`$-indices. (An apparently accurate reconstruction of the signal may be generated, with large artifacts in the higher spatial frequencies.) We must invoke constraint or regularization techniques to address this issue. Cadusch et al  approached the problem as a side issue of spherical spline interpolation. The estimate $`\widehat{\mathrm{\Phi }}_{lm}`$ is constrained by the spline constraints, and the problem for a given sampling grid and $`l_{max}`$ is reduced to a multiplication by a matrix of $`\mu _{lm}`$ coefficients:

$$\widehat{\mathrm{\Phi }}_{lm}=\underset{x\mathrm{\Gamma }}{}\mu _{lm}(x)F(x).$$
(4)
Recently, Misner  introduced a more complex method for decomposition on a rectangular three-dimensional grid; that is, generalized to use $`Y_{nlm}(r,\theta ,\varphi )`$. We implement here the special case of sampling on a spherical surface, more relevant to EEG analysis, in which $`r`$ is constant. In Misner’s method, a correction matrix of $`G_{AB}`$ accounts for discretization and limited sampling:

$$G_{AB}=\underset{x\mathrm{\Gamma }}{}Y_A(x)Y_B(x)w_x,$$
(5)
where A and B refer to index groups $`(lm)`$. Here we use the real harmonics and replace Misner’s weight function $`w_x`$ with the effective area of each electrode. $`G^{AB}`$, the matrix inverse of the $`G_{AB}`$, is used to calculate “adjoint spherical harmonics” $`Y^A`$. Finally, a set of coefficients $`R_{lm}`$, analogous to Cadusch’ $`\mu _{lm}`$, is generated and used as in Eq. 4 to estimate $`\widehat{\mathrm{\Phi }}_{lm}`$.

### C Hemispherical sampling

Particularly relevant to EEG analysis is the error introduced by sampling over only half of the sphere. This sampling corresponds to only $`\frac{1}{2}`$ of a spatial cycle of the $`l=1`$, $`m=0`$ function, suggesting potential accuracy problems for functions involving $`l=0\text{ and }1`$. It is also clear that the functions $`Y_{lm}`$ will no longer be orthonormal for $`0\theta \pi /2`$ only; rather, we replace the $`\delta `$ in Eq. 1 with an error quantity $`ϵ`$:

$$Y_A|Y_B=\underset{0}{\overset{2\pi }{}}\underset{0}{\overset{\frac{\pi }{2}}{}}Y_A(\theta ,\varphi )Y_B(\theta ,\varphi )\mathrm{sin}\theta d\theta d\varphi =ϵ_{AB}.$$
(6)
In general, our hemispherical estimates $`\widehat{\mathrm{\Phi }^{}}_A`$ will be related to the hypothetical full-sphere result by the matrix of $`ϵ_{AB}`$’s:

$$\widehat{\mathrm{\Phi }^{}}=\mathit{ϵ}\widehat{\mathrm{\Phi }}$$
(7)
and our $`\widehat{\mathrm{\Phi }^{}}_A`$ become somewhat ambiguous between certain sets of $`(l,m)`$. Although it may seem appropriate to invert $`\mathit{ϵ}`$ and calculate a more accurate result, the matrix is ill-conditioned ($`R>10^8`$, where the 2-norm condition number $`R`$ is the ratio of the largest singular value of $`\mathit{ϵ}`$ to the smallest) and thus the inversion is problematic.

In addition, if we use the hemispherical region to calculate Misner’s $`G_{AB}`$ in Eq. 5, the resulting matrix of $`G_{AB}`$ is ill-conditioned ($`R>10^8`$) and thus the $`G^{AB}`$ cannot be reliably found. Rather, we created a mirrored set of electrodes $`\mathrm{\Gamma }^{}`$, calculated the matrix R of $`R_{lm}`$ for sample set $`(\mathrm{\Gamma }\mathrm{\Gamma }^{})`$, and discarded the antipodal rows of R. Cadusch’ spline method, while still subject to Eq. 7, is native to the hemispherical surface and requires no further manipulation.

### D Coordinate orientation

In many problems, the sphere has no preferred direction. The $`m`$-indices are usually collapsed  to produce an angular power spectrum estimate $`\widehat{G}\left(l\right)`$ as a function of wavenumber $`l`$:

$$\widehat{G}(l)=\underset{m=l}{\overset{l}{}}\left(\widehat{\mathrm{\Phi }^{}}_{lm}\right)^2$$
(8)
which is independent of coordinate system orientation. As well, we found the “hemispherical error” in $`l`$-spectrum to be independent of orientation. In some EEG studies, of course, the orientation of the underlying cerebral hemispheres may be relevant. In such cases, local spatial Fourier analysis  should adequately complement our decomposition without the complication of distinguishing $`m`$-modes.

### E Non-spherical media

We assume that our medium $`\mathrm{\Omega }`$ is a sphere, whereas biological data is often sampled on an irregular surface. The upper surface of the “average” human head  may be represented as a hemiellipsoid with axes $`a=10.52`$ cm, $`b=7.66`$ cm, and $`c=8.41`$ cm, or alternatively 25%, -9%, and 0% elongation from a perfect sphere. Although prolate spheroidal harmonics have been applied to biophysical field problems , the technique is often unwieldy. In comparison to error from $`ϵ_{AB}`$, especially for low $`l`$, we assume the error due to approximating the ellipsoidal surface with a spherical surface is negligible.

## III APPLICATION TO SIMULATED DATA

We generated evenly tessellated, hemispherical electrode maps of 74, 187, 282, and 559 electrodes, in addition to common experimental maps of 20, 64, and 131  electrodes. Five hundred potential maps were simulated for each electrode configuration. Each potential map was randomly generated with harmonics of degree $`l=6`$, such that the $`\mathrm{\Phi }_{lm}`$ varied with uniform distribution between 0 and 1. Power spectrum estimates $`\widehat{G}\left(l\right)`$ were then calculated for each map, using both methods. Figure 1 shows Pearson’s correlation coefficients $`r_l`$, calculated between $`G\left(l\right)`$ and $`\widehat{G}\left(l\right)`$ over the 500 trials for each electrode map.

We have noted that the error due to $`ϵ_{AB}`$ causes power from one $`(l,m)`$-component to be misinterpreted as power in another, often of different $`l`$. Therefore, we might expect either method’s performance to depend on the $`l`$-spectrum being analyzed. Using preliminary experimental data, we constructed an approximate power spectrum $`G_{norm}(l)`$ for average-referenced scalp EEG, peaked at $`l=1`$ and $`l=2`$, and decaying with $`l^1`$ thereafter. Another five hundred potential maps were generated, with $`\mathrm{\Phi }_{lm}`$ uniformly distributed between

$$0<\mathrm{\Phi }_{lm}<\frac{G_{norm}(l)}{2l+1}$$
(9)
to simulate a physiologically realistic distribution of $`l`$-spectra. Power spectrum estimates $`\widehat{G}\left(l\right)`$ were calculated for each map using both methods. Results are shown in Fig. 2.

In general, results for the spline method — though often quite accurate — were dependent on the distribution of $`l`$-spectra being measured, exact electrode positions, and electrode numbers. Results for the adjoint harmonic method seemed more robust, even for sparse ($`n=64`$) sampling, although accuracy was somewhat less in the higher harmonics.

In both methods, for $`l=6`$ we observed minimal improvement for more than 131 electrodes. We thus believe that our 131-channel sampling is an appropriate tool for further study. Furthermore, given the limit in Eq. 3 and the known volume-conductor attenuation of higher modes , we suggest that study of spatial frequencies higher than approximately $`l=8`$ will be better served by intracranial EEG than by denser electrode maps.

In general, for low $`l`$ the adjoint harmonic method seemed more consistent. We examined typical 131-channel decompositions (Fig. 3) to investigate further. Both methods accurately reproduced the potential maps ($`r>0.9`$ for 131 channels). The spline method, however, was slightly unstable for low $`l`$, and the erroneous negative $`\widehat{\mathrm{\Phi }}_{lm}`$ are reflected in the power spectrum.

## IV REFINEMENTS AND ANALYSIS OF ERROR

Any application of the spherical harmonic decomposition should take into account the estimated relative contribution of various error sources. Aside from measurement and experimental error, these may be divided into three categories: sampling error, orientation error, and hemispherical error.

### A Sampling error

Figures 1 and 2 indicate minimal improvement for $`l6`$ with more than 131 electrodes. We can thus deduce that the Nyquist-like limit in Eq. 3 is an appropriate guideline. When using coarser sampling, we expect some decrease in performance for higher $`l`$. Decreased accuracy for 20, 64, and 74 channels (seen in Figs. 1 and 2, particularly for 20 channels) may be attributed to sampling error.

### B Orientation error

For a given $`l`$-spectrum, results will vary if power is randomly distributed across the $`m`$’s; that is, various $`m`$-components interact differently with our hemispherical sample grid. Five hundred random $`l`$-spectra, with realistic distribution of $`G(l)`$, were generated. Thirty 131-channel maps, randomly varying in $`m`$-power, were generated for each original $`l`$-spectrum. Figure 4 displays the resulting accuracy, again shown as correlation coefficient $`r_l`$ between $`G(l)`$ and $`\widehat{G}\left(l\right)`$ over the 100 trials.

Very little is gained in this simulation by decomposition of multiple epochs. As described in the following section, error due to $`m`$-distribution of power is largely swamped by hemispherical error. In practice, however, we must emphasize (in the presence of random measurement noise) the importance of averaging decompositions across many epochs. Orientation error will also become significant if our sampling grid is severely non-uniform.

### C Hemispherical error

In Sec. II above, we have discussed the hemispherical error $`ϵ_{AB}`$. Although it is impossible to improve our decomposition results by inverting the matrix $`\mathit{ϵ}`$, we may generate a corresponding matrix for the power spectrum result and use it to estimate the contribution of hemispherical error.

Power in a single harmonic $`Y_{lm}(\theta ,\varphi )`$ is blurred by the hemispherical decomposition into surrounding harmonics. Using the 131-channel sampling map, we generated five hundred potential maps for each of $`l=0\mathrm{}6`$, each with one unit power distributed randomly among the available $`m`$’s. By averaging over the five hundred resulting power spectra, for each $`l`$, we obtained an empirical “averaged blurring matrix” $`𝐄`$ for power spectra obtained from hemispherical decomposition. That is,

$$\widehat{G}(l)𝐄G(l).$$
(10)
The typical $`𝐄`$ for both methods is a blurred identity matrix; that is, error in power spectra is largely between adjacent $`l`$. It is again tempting to invert $`𝐄`$, de-blur our spectra, and calculate a more accurate result, but although most $`𝐄`$ are invertable we found that for realistic spectra the benefit was marginal at best. Instead, $`𝐄`$ may be used to better understand the implications of hemispherical error.

We calculated correlation coefficients as in Fig. 4, between $`𝐄G(l)\text{ and }\widehat{G}\left(l\right)`$ over the 500 trials of 30 epochs for 131 electrodes. The resulting higher correlations (although not applicable to a decomposition of real data) are plotted in Fig. 5. By comparison with Figs. 2a and 4, the result indicates the importance of hemispherical error. In particular, after examination of typical $`𝐄`$ and $`\mathit{ϵ}`$ matrices, we may interpret the decreased performance at low $`l`$ as blurring between adjacent wavenumbers. Furthermore, the increased effect, seen in Fig. 5, of averaging across various $`m`$-distributions indicates that some abrupt changes in performance may be attributed to sensitive interactions between $`𝐄`$-blurring and random $`m`$-distribution.

Practically, the near-identity character of $`𝐄`$ is extremely useful. Hemispherical error manifests as blurring between adjacent $`l`$. Thus, we may expect composite measures such as the sum of power in $`l`$=0,1 to be substantially more accurate than individual estimates. Figure 6 displays the accuracy of $`l`$=0,1 and $`l`$=2…6 adjoint harmonic power estimates (used below in our experimental trials), for 500 epochs, realistic $`l`$-distribution, and various sampling densities.

## V APPLICATION TO EXPERIMENTAL DATA

Nunez in 1974  and Shaw in 1991 , using Fourier analysis along linear electrode EEG arrays, observed a relationship between increasing spatial and increasing temporal frequency in the 8-13 Hz band, roughly consistent with simple wave dispersion relations. We attempted to duplicate this result in order to test the adjoint harmonic method under experimental conditions. We analyzed 131-channel EEG (resting, eyes closed) in five human subjects. Temporal Fourier coefficients were determined for 300 to 600 one-second epochs (depending on available data), and $`l`$-spectra averaged over these epochs.

Results are summarized in Fig. 7 as the ratio of power in low ($`l=0,1`$) to power in high ($`l=2,3,4,5,6`$) spatial frequencies. Above approximately $`f=8\text{ Hz}`$, with increasing $`f`$ we observed a general trend towards power in higher $`l`$. We also observed high-wavenumber power in the delta band ($`f3\text{ Hz}`$). The alpha band (c. 8–13 Hz) was characterized by the highest power in low spatial frequencies.

In order to rule out methodological artifact, we generated and analyzed 300 seconds of simulated EEG using 3602 uncorrelated sources, each generating 1/f noise through a head volume conductor model as described in . As expected, the EEG-like noise (labeled RND in the figure) showed no relation between spatial and temporal frequencies.

## VI CONFIDENCE INTERVAL ESTIMATION

Estimates of the temporal power spectrum are known to vary in chi-square distribution , assuming normally distributed estimates of the underlying Fourier coefficients. Error distribution for spatial spectrum estimates, on the other hand, is complicated by the dependence of hemispherical and orientation error on the entire $`l`$-spectrum. For composite measures of both spatial and temporal spectra, such as shown in Fig. 7, the situation becomes even more problematic. We propose an empirical test for estimation of such confidence levels, analogous to the randomization tests commonly applied in nonparametric statistical analysis .

Let

$$A=\frac{G_{01}}{G_{2\mathrm{}6}},$$
(11)
where $`G_{01}`$ is the total power in harmonics $`l`$=0 and $`l`$=1, and $`G_{2\mathrm{}6}`$ is the total power in harmonics $`l`$=2 through $`l`$=6. Let $`\widehat{G}_{01}`$, $`\widehat{G}_{2\mathrm{}6}`$, and $`\widehat{A}`$ represent estimates of the same. Above, we calculated $`\widehat{A}_f`$ for various temporal frequencies. Here, we calculate an approximate 95% confidence interval for single-epoch estimates of the actual $`A_f`$. The confidence interval will apply only to the spatial spectrum composite measure, neglecting error (or nonstationarity) in temporal frequency spectra, which for many applications may be as important. Note, though, that for 300 epochs the normalized standard error of a temporal power spectrum estimate is less than 6%.

To determine an empirical confidence interval, we would typically examine the distribution of random re-samples. In this application, we created many random $`l`$-spectra from an estimated distribution of $`l`$-power, simulated many decompositions, and examined the resulting distribution as follows.

Since hemispherical error is dependent on $`l`$-spectrum, the result will be influenced by the distribution of the random spectra. Srinivasan et al  analytically estimated the spatial frequency domain transfer function for volume-conduction blurring of scalp potential as proportional to $`(2l+1)^1`$. This “spatial smearing” is due mainly to the poorly conducting skull and physical separation between cortical current sources and scalp electrodes. In our calculation, we assumed that underlying $`l`$-spectra vary in uniform distribution in proportion to $`(2l+1)^1`$, and that with average-referenced data the contribution of $`l`$=0 is negligible. A large number (20,000) of $`l`$-spectra were generated, randomly selecting for each $`l`$-bin a value from the appropriate distribution. The decomposition was performed, and the composite measure $`A`$ calculated, for each randomized spectrum.

By examining the distribution of known surrogate $`A_{rand}`$ which produce a certain estimate $`\widehat{A}_{rand}`$ , we can estimate an empirical confidence interval for our spectral estimate. In Fig. 8, we show the scatter plot of $`A_{rand}`$ against $`\widehat{A}_{rand}`$ with 95% confidence intervals. For a given estimate $`\widehat{A}`$ and the assumptions discussed above, 95% of the time, the actual $`A`$ will fall between the two lines shown.

A similar procedure may be used to calculate confidence intervals for other measures, whether the actual $`G_l`$ or other composite measures. Careful judgment must be applied when estimating confidence intervals for multiple-epoch measures such as shown in Fig. 6. As demonstrated earlier in this paper, variation in the $`m`$-component of an $`l,m`$-spectrum only allows us to “average out” the minimal orientation error. Variation in hemispherical error (dependent on $`l`$-spectrum), without gross violation of the stationarity assumption, is necessary for the average of estimates $`\widehat{A}`$ over multiple epochs to converge to $`A`$.

## VII DISCUSSION

Our simulations provide a firm basis for application of spherical harmonic decomposition to irregularly sampled, hemispherical data such as EEG. Our hemispherical modification of Misner’s adjoint harmonic method  proved most consistent. However, for physiological data of known power distribution, the spline method  is complementary and may be slightly more accurate with high-density sampling. It seems that, within the conservative band-limit of equation  and the known spatial filter properties of the head , decomposition accuracy will not be materially improved by more than 131 electrodes for scalp EEG. We suggest that confidence intervals for such decompositions, or for decomposition-derived measures, be determined empirically using randomized data. Furthermore, while single-decomposition errors are relatively large, with multiple epochs the experimental accuracy may be increased substantially. For this averaging to be both valid and effective, we must assume a quasi-stationary wavenumber spectrum across our epochs, but with sufficient random variation in hemispherical error for our estimates to converge upon the mean. In addition, especially in EEG applications, we must remain aware of the limitations inherent in collapse across $`m`$’s (we assume the orientation of the underlying cerebral hemispheres is irrelevant) and the use of spherical harmonics on a hemispheroidal surface.

The dynamical properties of human EEG rhythms are quite complicated, varying substantially between individuals and brain states. Furthermore, physiologically-based theoretical models point to substantial nonlinear effects and interactions across spatial scales . Despite all the obvious complications, results from the spherical harmonic decomposition of experimental EEG agreed qualitatively with crude linear electrode array results . These results were seen in all subjects and are consistent with a mixed global/local model of cortical dynamics, in which lower global mode oscillations produce alpha rhythm, superimposed on local (spatially uncorrelated) activity in various frequency bands . Further study of spatiotemporal EEG dynamics, using spherical harmonic decomposition, should shed more light on these issues.

###### Acknowledgements.

This work was supported by the Australian Research Council grant #A10019013 and by the U.S. National Science Foundation (B.M.W.).