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# 1 Introduction

## 1 Introduction

In studying algebraic curves in projective spaces, our forefathers in the 19th century noted that curves naturally move in algebraic families. In the projective plane, this is a simple matter. A curve of degree $`d`$ is defined by a single homogeneous polynomial in the homogeneous coordinates $`x_0,x_1,x_2`$. The coefficients of this polynomial give a point in another projective space, and in this way curves of degree $`d`$ in the plane are parametrized by the points of a $`^N`$ with $`N=\frac{1}{2}d(d+3)`$. For an open set of $`^N`$, the corresponding curve is irreducible and nonsingular. The remaining points of $`^N`$ correspond to curves that are singular, or reducible, or have multiple components. In particular, the nonsingular curves of degree $`d`$ in $`^2`$ form a single irreducible family.

In $`^3`$, the situation is more complicated. For a given degree $`d`$, there may be curves with several different values of the genus $`g`$. Even for fixed $`d,g`$, the family of curves with given $`d,g`$ may not be irreducible . An early example, noted by Halphen and Weyr in 1874 is the case $`d=9`$ and $`g=10`$. One type consists of curves $`C_1`$ of bidegree (3,6) on a nonsingular quadric surface $`Q`$. The other type consists of curves $`C_2`$ that are the complete intersection of two cubic surfaces $`F_3`$ and $`F_3^{}`$. These curves form two irreducible components of the Hilbert scheme $`H_{d,g}^{sm}`$ of smooth curves of degree $`d`$ and genus $`g`$ in $`^3`$. Furthermore, it is not hard to see that every curve in $`H_{9,10}^{sm}`$ belongs to one of these two types, and that there is no flat family of curves whose general member belongs to one type and whose special member belongs to the other type \[7, Ch.IV, 6.5.4\]. Thus the Hilbert scheme of smooth curves of given degree and genus in $`^3`$ need not be connected.

On the other hand, if one phrases the question more generally, by letting a “curve” mean an arbitrary closed subscheme of dimension 1 in $`^3`$, then the Hilbert scheme for each degree $`d`$ and arithmetic genus $`g`$ is connected. In fact, in my thesis , I showed that the Hilbert scheme of closed subschemes of $`^n`$ with Hilbert polynomial $`P`$ is connected (provided it is nonempty) for any $`n`$ and any $`P`$. In the proof, non-reduced schemes play an essential role. Here is the main idea of the proof for the case of curves in $`^3`$. Suppose, for example, that we start with a nonsingular curve $`C`$. Its general projection to $`^2`$ will be a plane curve $`C_0`$ with nodes. Using the projection we can construct a flat family whose general member is $`C`$ and whose special member $`C_1`$ is a curve with support $`C_0`$, having embedded points at the nodes (see \[7, III, 9.8.4\]) for an example showing how these embedded points arise). Then we can make another flat family, pulling the embedded points off $`C_1`$, to get $`C_0`$ union a number of points in $`^2`$. Finally, we move $`C_0`$ in a flat family of plane curves to a union of lines in $`^2`$ meeting at a single point. If the original curve $`C`$ had degree $`d`$ and genus $`g`$, we obtain in this way a “fan” of $`d`$ lines in the plane together with $`k=\frac{1}{2}(d1)(d2)g`$ isolated points in the plane. Any other curve $`C^{}`$ with the same $`d,g`$ can be connected by a sequence of flat specializations and generalizations to the same configuration, so $`C`$ and $`C^{}`$ are connected within the Hilbert scheme $`H_{d,g}`$, of all closed subschemes of $`^3`$ of dimension 1, degree $`d`$, and arithmetic genus $`g`$. For nonreduced curves a slightly more complicated, but similar method applies.

Thus we have a connectedness theorem for the Hilbert scheme of curves in $`^3`$, but it is unsatisfactory in that, even if we want to connect one smooth curve to another, we must pass by way of schemes with embedded points and isolated points, which one can argue should not really count as “curves”.

With the development of liaison theory in recent years ,, an intermediate class of curves has received much attention, the locally Cohen-Macaulay curves. We say a curve is locally Cohen-Macaulay if it is a scheme of equidimension 1, and all its local rings are Cohen-Macaulay rings. Equivalently it is a 1-dimensional scheme with no embedded points or isolated points. It is clear that this class of curves is the natural class in which to do liaison: even if one is primarily interested in nonsingular curves, the minimal curves in a biliaison class may be reducible and non-reduced. So we pose the question: Is the Hilbert scheme $`H_{d,g}^{CM}`$ of locally Cohen-Macaulay curves of degree $`d`$ and arithmetic genus $`g`$ in $`^3`$ connected? The answer is unknown at present, so we devote this paper to a survey of the current state of this question.

## 2 Known results

### 2.1 When is $`H_{d,g}`$ nonempty?

Before discussing whether a given Hilbert scheme is connected, one should at least know when it is nonempty.

For smooth curves in $`^3`$, the result was stated by Halphen  with an incorrect proof, and proved one hundred years later by Gruson and Peskine ,. There exists an irreducible smooth curve $`C`$ of degree $`d`$ and genus $`g`$ in $`^3`$ if and only if either

> a) $`d1`$ and $`g=\frac{1}{2}(d1)(d2)`$ (these are the plane curves), or
> b) there exist $`a,b>0`$ with $`d=a+b`$ and $`g=(a1)(b1)`$
> (these are curves on quadric surfaces), or
> c) $`d3`$ and $`0g\frac{1}{6}d(d3)+1`$.

The hardest part of the proof is the existence of curves for all $`(d,g)`$ in the range c), which they construct on suitable cubic and quartic surfaces in $`^3`$.

If one considers all one-dimensional closed subschemes of $`^3`$, the answer was known to Macaulay , and rediscovered in . Then $`H_{d,g}`$ is nonempty for all $`d1`$ and all arithmetic genus $`g\frac{1}{2}(d1)(d2)`$. The existence is simple. Just take a plane curve of degree $`d`$ and add lots of isolated points. Note that the arithmetic genus $`g`$ can become arbitrarily negative.

For locally Cohen-Macaulay curves, the answer is slightly more complicated, but not too difficult . A locally Cohen-Macaulay curve with given $`d,g`$ exists if and only if either

> a) $`d1`$, $`g=\frac{1}{2}(d1)(d2)`$ (a plane curves), or
> b) $`d2`$, $`g\frac{1}{2}(d2)(d3)`$

For $`d=2`$ one can exhibit a multiplicity two structure on a line with any given arithmetic genus $`g0`$. For example, the scheme in $`^3`$ defined by the homogeneous ideal $`(x^2,xy,y^2,xz^ryw^r)`$, for any $`r0`$, has $`g=r`$. Then one can construct curves for all $`(d,g)`$ in case b) above by taking a plane curve of degree $`d1`$ containing a line, and putting a suitable multiplicity two structure on the line.

### 2.2 When is $`H_{d,g}`$ irreducible ?

From now on, we will consider only locally Cohen-Macaulay curves, and denote $`H_{d,g}^{CM}`$ by $`H_{d,g}`$.

There are some values of $`(d,g)`$ for which $`H_{d,g}`$ is irreducible , and hence trivially connected . These are

> a) $`d1`$, $`g=\frac{1}{2}(d1)(d2)`$, the plane curves
> b) $`d=2`$, $`g0`$. For $`g=0`$ we have a plane curve; for $`g=1`$, two disjoint lines or a double line on a quadric; and for $`g2`$, double structures on a line.
> c) Some special values of $`g`$ for higher degree, namely $`(d,g)=(3,0),(3,1),(4,1)`$, and
>
> $$d5,\frac{1}{2}(d3)(d4)+1<g\frac{1}{2}(d2)(d3).$$

For all other $`(d,g)`$, namely $`d=3`$, $`g2`$; $`d=4`$, $`g0`$; and $`d5`$, $`g\frac{1}{2}(d3)(d4)+1`$, $`H_{d,g}`$ has two or more irreducible components.

### 2.3 Extremal curves

For any curve $`C^3`$, an important invariant is the Rao module $`M(C)=_nH^1(_C(n))`$. The dimensions of the graded components of the Rao module are the Rao function $`\rho _C(n)=dimH^1(_C(n))`$. A curve is arithmetically Cohen-Macaulay (ACM) if and only if its Rao module is 0.

For non-plane curves, there are explicit bounds on the Rao function in terms of $`d`$ and $`g`$ . In particular, for all $`n`$ we have

$$\rho (n)\frac{1}{2}(d2)(d3)g.$$

Thus, if $`g=\frac{1}{2}(d2)(d3)`$, the Rao function is 0, so the curve is necessarily ACM, and one knows in this case that the Hilbert scheme is irreducible .

If $`g<\frac{1}{2}(d2)(d3)`$, then one has the more precise result that $`\rho (n)`$ is bounded by a function that is equal to $`\frac{1}{2}(d2)(d3)g`$ for $`0nd2`$, and decreases with slope 1 (resp. –1) to zero on both ends of this range.

In their paper , Martin-Deschamps and Perrin define an extremal curve to be a non-ACM curve whose Rao function is equal to this bound for all $`n`$. For any $`g<\frac{1}{2}(d2)(d3)`$, they show the existence of extremal curves, and show that they form an irreducible component of the Hilbert scheme .

For curves that are not extremal, Nollet has established a stronger bound on the Rao function . If $`d5`$ and the curve is neither ACM nor extremal, then $`\rho (n)\frac{1}{2}(d3)(d4)+1g`$. In particular this implies $`g\frac{1}{2}(d3)(d4)+1`$. Thus any curve of $`d5`$ and $`g>\frac{1}{2}(d3)(d4)+1`$ must be extremal, and we conclude that the Hilbert scheme is irreducible in that range. Curves satisfying Nollet’s stronger bounds are called subextremal.

### 2.4 When is $`H_{d,g}`$ connected?

If the Hilbert scheme has two or more irreducible components, which happens for $`d=3`$, $`g2`$; $`d=4`$, $`g0`$; and $`d5`$, $`g>\frac{1}{2}(d3)(d4)+1`$ we can ask if it is connected. Here are some cases in which it is known to be connected.

1. If $`d=3`$, $`g2`$, then $`H_{d,g}`$ is connected , and has approximately $`\frac{1}{3}|g|`$ irreducible components.
2. If $`d=4`$, $`g0`$, then $`H_{d,g}`$ is connected .
3. If $`d5`$ and $`g>\frac{1}{2}(d3)(d4)+1`$, then $`H_{d,g}`$ has two irreducible components, consisting of the extremal curves in one and the ACM curves in the other, and is connected .
4. If $`d4`$ and $`g=\frac{1}{2}(d3)(d4)`$, then $`H_{d,g}`$ has 2, 3, or 4 irreducible components, and is connected .
5. If $`d=5`$, $`g=0`$, $`H_{d,g}`$ has four irreducible components and is connected .
6. If $`d6`$ and $`g=\frac{1}{2}(d3)(d4)1`$, then $`H_{d,g}`$ has four or five irreducible components, and is connected .

These cases, together with the cases of $`H_{d,g}`$ irreducible listed above, are the only cases in which it is known that $`H_{d,g}`$ is connected at present. The problem falls into two halves. The first is to list the irreducible components of $`H_{d,g}`$, and the second is to show the existence of flat families of curves connecting the different components. It is the first of these that is blocking further progress at the moment, because it requires a classification of all curves of the given $`d,g`$. The most difficult part is to understand all the possible nonreduced structures on a curve of lesser degree. Thus already the case of multiplicity four structures on a line is extremely complicated.

To avoid the first problem, we formulate the question differently.

### 2.5 Curves connected to extremal curves

For a given $`d,g`$, there is always one irreducible component of $`H_{d,g}`$ consisting of the extremal curves. So we ask, which classes of curves can be connected by flat families in $`H_{d,g}`$ to an extremal curve? If every curve with the given $`(d,g)`$ is connected to an extremal curve, then $`H_{d,g}`$ is connected.

The advantage of this question is that we do not have to classify all curves of type $`(d,g)`$. Here are some cases that are known, namely curves that can be connected within $`H_{d,g}`$ to an extremal curve of the same degree and genus.

1. Any disjoint union of lines .
2. Any smooth curve with $`dg+3`$ .
3. Any ACM curve .
4. Any curve in the biliaison equivalence class of an extremal curve .
5. Any curve whose Rao module is a complete intersection (also called a Koszul module). .

## 3 Techniques used

The classification part of the problem uses standard methods. What is new in studying connectedness questions is to prove the existence of flat families of curves, whose general member lies in one irreducible component, and whose special member lies in another irreducible component. We discuss here the different methods used to construct such families.

### 3.1 Explicit equations

If one knows the equations of the two types of curves, one can attempt to make a flat family by writing equations depending on a parameter $`t`$. A simple example of this is the family of twisted cubic curves having as limit a plane nodal curve with an embedded point \[7, III, 9.8.4\]. Explicit equations are used in the papers ,,. This technique is obviously limited to situations where one has only to deal with very explicit examples of curves.

### 3.2 Line drawings

This method, used in , is an extension of the first. Some families of multiple structures on lines are proved by explicit equations. These are then used as lemmas in drawings of much more complicated curves, supported on unions of lines. Combined with the complete description of curves contained in a double plane , this allows one to show existence of families for many types of smooth curves that specialize to stick figures, such as the nonspecial curves with $`dg+3`$.

### 3.3 Triades

This method is the most sophisticated, and potentially the most powerful, but also the most technically difficult. This method is developed in the three papers ,, and applied in the papers ,,.

The idea is to develop an algebraic theory of flat families, biliaison, and Rao modules similar to the well known theory of biliaison and Rao module for individual curves .

In a flat family $`C_t`$ of curves in $`^3`$ parametrized by a parameter scheme $`T`$, the Rao module $`M(C_t)`$ is not in general constant in the family. Also the sheaf analogue $`_nR^1f_{}(_C(n))`$ as a sheaf of graded $`S`$-modules over $`T`$, does not commute with base extension. So, for example, if $`T=\text{Spec}A`$ is affine, one is led to consider the functor on $`A`$-modules

$$M\underset{n}{}H^1(_C(n)_AM).$$

This is a coherent functor in the sense of Auslander , but it is still not a fine enough invariant to play the role of the Rao module for a family. So instead we consider the triad associated to the family $`C`$: it is a 3-term complex $`L_1L_0L_1`$ of graded $`S_A`$-modules, where $`S_A=A[x_0,x_1,x_2,x_3]`$ is the homogeneous coordinate ring of $`_A^3`$, whose middle cohomology retrieves the cohomology $`H^1(_C(n))`$ of the family, and which satisfies certain other technical conditions (see \[16, 1.10\] for the precise definition). There is a notion of pseudoisomorphism for triades \[16, 1.7\], and then one obtains the analogue of Rao’s theorem, that two families of curves are in the same biliaison equivalence class if and only if their triades are pseudoisomorphic up to shift in degrees \[16, 3.9\].

There is also an algorithmic method of constructing the universal family of curves associated to a triad , and this becomes the basic method of constructing flat families of curves. The difficulty is that the triad is not determined simply by knowing the Rao modules of the general curve and the special curve: there are other choices to be made to determine the triad. Thus to show the existence of a family connecting curves of particular types, one has to choose carefully a suitable triad to give the family. This means also that while the method of triads is good for making families, it is more difficult to prove the non-existence of families between given types of curves.

See also  for a slightly less brief introduction to the theory of triades.

## 4 An example

Here we describe an example for which it is not yet known whether $`H_{d,g}`$ is connected or not.

We consider smooth curves $`C`$ of bidegree (3,7) on a smooth quadric surface $`Q`$ in $`^3`$. Then $`d=10`$, $`g=12`$. We do not know if these curves can be connected to extremal curves. Because of semicontinuity, these curves cannot be specializations of a family of curves not contained in quadric surfaces. So these curves form an open subset of an irreducible component of $`H_{10,12}`$. The only possibility for connecting them to other curves requires specializing the quadric surface $`Q`$ to a quadric cone, the union of two planes, or a double plane. One can show that if $`Q`$ specializes to a cone or to a union of two planes, the curves must necessarily acquire embedded points \[12, $`\mathrm{\S }`$2\]. So the only case remaining is when $`Q`$ specializes to a double plane. Since one knows all about curves in the double plane , it would be sufficient to show the existence of a flat family going from the curves $`C`$ to a locally Cohen-Macaulay curve in the double plane, but this question has so far resisted analysis.

Another approach is to use biliaison. If one has a flat family going from a curve $`C_0`$ to an extremal curve $`E_0`$, then by biliaison of the family one obtains a flat family from $`C_1`$ to $`E_1`$, where $`C_1`$ and $`E_1`$ are in the biliaison classes of $`C_0`$ and $`E_0`$, respectively. Schlesinger’s result  shows that $`E_1`$ can be connected to an extremal curve with the same degree and genus.

Now our curve $`C`$ of bidegree (3,7) on $`Q`$ is in the biliaison class of a curve $`C_0`$ consisting of four skew lines, and one knows that four skew lines can be connected to an extremal curve (cf. $`\mathrm{\S }`$2E above). The catch is that in order to perform a biliaison of the family on the quadric surface, the entire family must be contained in quadric surfaces. In the case of four skew lines on $`Q`$, we do not know if they can be specialized on a quadric surface to an extremal curve. The way we know they are connected to an extremal curve is to pull them off the quadric surface, giving more room to move around and then specialize.

So it seems that this example is a test case for the connectedness question, and might possibly lead to a counterexample.


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# Low Albedos Among Extinct Comet Candidates

## 1 Introduction

An old comet that loses all of its available volatiles or is covered by a mantle that prevents sublimation of subsurface ice will observationally appear as a near-Earth or unusual 111The IAU Minor Planet Center currently defines “near-Earth” asteroids as those with perihelion distances below 1.3 AU, and “unusual” asteroids as those that are not near-Earth and residing neither in the Main Belt nor wholly in transjovian space. asteroid (NEA or UA). The dynamical lifetime of short-period comets are about 10 to 100 times longer than the devolatilization timescale (Levison & Duncan, 1994), so one expects to see such extinct comets if they do not disintegrate or collide with a planet. However there is currently no way to determine if a given asteroid is such a comet (short of witnessing last gasp activity), so we do not yet know the fraction of extinct comets in the asteroid population. Knowing this fraction would give clues to the physical evolution of comets and the hazard to Earth from asteroid and comet collisions.

Dynamical models of the cometary component are rendered inconclusive by the unknown extent and duration of nongravitational forces on active nuclei (Harris & Bailey, 1998). Some models (Bottke et al., 2000) can even fit the NEA population without a cometary source. Nevertheless, the existence of the now-inactive comet 107P/Wilson-Harrington, which has been observed to have a coma just once in the 51 years since discovery (Bowell, 1992; Fernández et al., 1997), strongly suggests that there is a non-zero cometary contribution, and we have taken an observational tack to address the problem. A statistical indicator for the cometary origin of an asteroid comes from the albedo and orbit shape. All known albedos of cometary nuclei are low and almost all inner Solar System cometary orbits have common characteristics. Thus an asteroid in a comet-like orbit with a comet-like albedo is a good candidate extinct comet.

Nearly a dozen albedos of active cometary nuclei have been measured and all are dark, with geometric albedos ranging from 0.02 to 0.12 (Jewitt, 1992; Fernández, 1999). Thus we expect to see similar albedos among the extinct comet fraction of NEAs and UAs. Albedo alone is not a unique determinant of origin however since there are many non-cometary, dark asteroids in the outer Main Belt (Gradie, Chapman, & Tedesco, 1989) from which some NEAs and UAs could have come.

The Tisserand invariant $`T_J`$ (Tisserand, 1896), a constant of motion in the restricted three-body problem, can be used to separate objects by dynamical class. The threshold $`T_J=3`$ separates objects coupled to ($`<3`$) or decoupled from ($`>3`$) Jupiter. Generally asteroids have $`T_J>3`$, Jupiter-family (JF) comets have $`2<T_J3`$, and Halley-family (HF) and long-period (LP) comets have $`T_J2`$ (Levison, 1996), though the scheme is not fail-safe. There are currently (mid-April 2001) 11 asteroids with $`T_J<2`$, 4 of which are in retrograde orbits, and 131 NEAs and UAs with $`2<T_J<3`$. The total number of NEAs and UAs is currently 1,400, so 10% have $`T_J<3`$. Among NEAs alone, 82 out of 1,327, or 6%, have $`T_J<3`$. In this Letter we describe the radiometric determination of the albedos and effective radii of six $`T_J<3`$ asteroids. The Tisserand values, the contributing orbital elements, and the geometry of our observations are given in Table 1. The new data bring to ten the total number of $`T_J<3`$ asteroids with known albedos.

## 2 Observations and Reduction

The observations span two wavelength regimes, mid-infrared (MIR) and visible (simultaneously for 4 of the 6 objects). The MIR images were obtained with the Keck I telescope using the LWS array (Jones & Puetter, 1993) in June 2000 and with the Keck II telescope using the MIRLIN array (Ressler et al., 1994) in November 2000. The visible data were obtained with the Univ. of Hawaii 2.2-m telescope using a Tek2048 CCD in July and November 2000. Table 2 gives the averages of the measured flux densities. All objects were point sources.

The MIR data were obtained using chopping and nodding, with throws of 4 arcsec. Non-sidereal guiding was used for each target. Flat fields were obtained by comparing staring images taken at both high and low airmass. For photometric calibration of LWS data we compared count rates to the following known (12.5 and 17.9 $`\mu `$m) flux densities of standard stars: $`\alpha `$ Lyr, 26.4 Jy and 12.9 Jy; $`\sigma `$ Lib, 120.7 Jy and 58.9 Jy; $`\alpha `$ CrB, 3.64 Jy and 1.97 Jy; $`\gamma `$ Aql, 54.3 Jy and 27.5 Jy. For our MIRLIN data we used the following known (11.7, 12.5, and 20.8 $`\mu `$m) flux densities and stars: $`\gamma `$ Aql, 61.7 Jy, 54.3 Jy, and 20.6 Jy; $`\beta `$ Peg, 313 Jy, 277 Jy, and 107 Jy; $`\alpha `$ Ari, 62.9 Jy, 55.5 Jy, and 21.1 Jy; $`\alpha `$ CMi, 59.7 Jy, 52.2 Jy, and 18.8 Jy. The values are derived from the standard system of Tokunaga (1984). Comparing raw photometry over a range of airmasses let us find the extinction corrections: 0.12 and 0.35 mag/airmass at 12.5 and 17.9 $`\mu `$m respectively for the June data; 0.08, 0.10, and 0.40 mag/airmass at 11.7, 12.5, and 20.8 $`\mu `$m respectively for the November data. To maximize the signal-to-noise ratio in the photometry we used aperture corrections derived from nearby standard star radial profiles.

The visible images were obtained while guiding on a nearby star with sidereal tracking rates in July but non-sidereal rates in November. A flat field was obtained by combining images of the blank twilight sky. Flux calibration and airmass corrections were calculated by measurements of the Landolt (1992) standard stars SA 107-457, -456 and the PG 1323-086 group in July 2000, and stars SA 98-966, -1002, -L3, and -L4 in November 2000.

## 3 Analysis

The basic radiometric method to obtain an effective radius $`R`$ and geometric albedo $`p`$ is to solve two equations with these two unknowns, first done by Allen (1970) and described in detail by Lebofsky & Spencer (1989):

$`F_{vis}(\lambda _{vis})`$ $`=`$ $`{\displaystyle \frac{F_{}(\lambda _{vis})}{(r/1\mathrm{A}\mathrm{U})^2}}\pi R^2p{\displaystyle \frac{\mathrm{\Phi }_{vis}}{4\pi \mathrm{\Delta }^2}},`$ (1a)
$`F_{mir}(\lambda _{mir})`$ $`=`$ $`ϵ{\displaystyle B_\lambda (T(pq,\mathrm{\Omega }),\lambda _{mir})𝑑\mathrm{\Omega }R^2\frac{\eta \mathrm{\Phi }_{mir}}{4\pi \mathrm{\Delta }^2}},`$ (1b)
where $`F`$ is the measured flux density of the object at wavelength $`\lambda `$ in the visible (“vis”) or mid-infrared (“mir”); $`F_{}`$ is the flux density of the Sun at Earth as a function of wavelength; $`r`$ and $`\mathrm{\Delta }`$ are the object’s heliocentric and geocentric distances, respectively; $`\mathrm{\Phi }`$ is the phase function in each regime; $`B_\lambda `$ is the Planck function; $`ϵ`$ is the infrared emissivity; $`\eta `$ is a factor to account for infrared beaming; and $`T`$ is the temperature, which is a function of $`p`$, surface planetographic position $`\mathrm{\Omega }`$, and the phase integral $`q`$ which links the geometric and Bond albedos. For lack of detailed shape and rotational information – as is the case for our six objects – the modeled body is assumed to be a sphere.

The temperature is calculated using a model of the thermal behavior. Unfortunately, the thermal inertias are largely unknown so we use two widely-employed simple models that cover the extremes of thermal behavior: one for slow-rotators and one for fast. The former (a.k.a. “standard thermal model”, STM) applies if the rotation is so slow (or the thermal inertia so low) that every point on the surface is in instantaneous equilibrium with the impinging solar radiation. The latter (a.k.a. “isothermal latitude model”, ILM) applies if the rotation is so fast (or the thermal inertia so high) that a surface element does not appreciably cool as it spins away from local noon and out of sunlight. The extreme case occurs when the object’s rotation axis is normal to the Sun-object-Earth plane.

There are other parameters to the models: $`ϵ`$, $`\eta `$, $`\mathrm{\Phi }_{mir}`$, $`\mathrm{\Phi }_{vis}`$, and $`q`$. Emissivity is close to unity and we will assume a constant value of 0.9 here. The beaming parameter is unity by definition in the ILM. In the STM, the value is known for only a few asteroids and can range from approximately 0.7 to 1.2 (Harris, 1998; Harris & Davies, 1999). For our applications of the STM we assume a possible range of $`0.75\eta 1.25`$, uniformly distributed.

For $`\mathrm{\Phi }`$ we assume that the magnitude scales with the phase angle $`\alpha `$: $`2.5\mathrm{log}\mathrm{\Phi }=\beta \alpha `$. In the MIR, the effect is only loosely constrained but based on earlier work with the STM (Lebofsky et al., 1986) we assume a range of $`0.005`$ mag/deg $`\beta _{mir}0.017`$ mag/deg, uniformly distributed. For the ILM $`\beta _{mir}=0`$ by definition. In the visible, studied in much more detail (e.g. by Lumme & Bowell (1981)), dark asteroids follow $`\beta _{vis}0.035`$ mag/deg, and we assume here $`0.025`$ mag/deg $`\beta _{vis}0.045`$ mag/deg. This coefficient also determines $`q`$, but since that has a minor effect on the modeling we will leave that parameter a constant 0.5, the integral’s value for $`\beta _{vis}=0.034`$ (Allen, 1973).

Our radius and albedo results from this modeling are shown in Table 3. Since we have as many or more parameters in the model than data points, useful $`\chi ^2`$-distribution calculations are impossible. Instead, we found the range of valid $`R`$ and $`p`$ by sampling parameter space and declaring a good fit when each model flux density passed within 1.5-$`\sigma `$ of its data point. The “error bars” in Table 3 actually show the full range (not 1-$`\sigma `$ limits) of values that yield acceptable fits. For 1999 LE31, we used the average of the modeling results from the two nights of MIR photometry.

The STM and ILM predict very different color temperatures, providing a way to differentiate them. For 2000 DG8, 2000 OG44, and 2000 SB1, only the STM provides acceptable fits. For 2000 PG3, the ILM generally gives poorer fits and is acceptable only for a small range of radii and albedos. For 1999 LE31 and 2000 HE46, we only have one MIR wavelength and thus cannot find the color temperature. We note that the ILM albedos are very small, smaller than for any other Solar System object. This, combined with the generally poorer fits, implies that the objects are better interpreted as being slow rotators, although the heliocentric distance of 1999 LE31 may be high enough to make it a borderline case between the two extremes (Spencer, Lebofsky, & Sykes, 1989).

Some further caveats are notable. First, the values in Table 3 are valid in the context of the thermal models; the models represent extrema of thermal behavior and the ranges in Table 3 do not describe the systematic errors from the models themselves. However these errors are likely to be comparable to the formal errors so the values are physically meaningful. Second, rotational variation could corrupt the albedo calculations for the two asteroids with non-simultaneous MIR and visible photometry, which effectively increases the albedo errors. Third, our observations of 2000 PG3 took place at $`\alpha =59^{}`$, which is beyond the range of any measured thermal phase function, so we do not know if the standard formula for $`\mathrm{\Phi }_{mir}`$ mimics reality at such angles.

The radii of our six objects are not unusual in comparison to cometary nuclei (Meech, Hainaut, & Marsden, 2000) and other, dynamically-similar asteroids (Veeder et al., 1989), and we now turn our attention to the albedos. Figure 1 displays the albedos and Tisserand invariants of our six objects as well as all other, 42 known albedos of NEAs and UAs. Also plotted are albedos of active cometary nuclei.

Whereas previously there were only four $`T_J<3`$ asteroids on the plot, there are now ten, and all six new ones fall squarely within the cometary regime of albedos. Moreover, with these new additions we now see evidence of a trend with $`T_J`$. Ninety percent of the $`T_J<3`$ asteroids have comet-like albedos (median albedo is $`0.038`$), whereas only two of the 38 $`T_J>3`$ objects do (median albedo is $`0.215`$). An important bias in the distribution here is that it is easier to discover shinier asteroids and thus they are overrepresented in the sample, but nevertheless the difference in distributions is quite stark.

The break in the distributions occurs near the line $`T_J=3`$, the cutoff for Jupiter coupling, which suggests a dynamical relationship with this effect. The low albedos of nearly all $`T_J<3`$ objects are consistent with a significant fraction of extinct comets among the NEA and UA population. Specifically, if 10% of NEAs and UAs have $`T_J<3`$, and 90% of those have comet-like albedos, the extinct comet candidate fraction would be approximately 9%. This is a lower limit to the actual fraction of candidates because of the albedo bias mentioned above.

## 4 Summary

Using MIR and visible photometry, and employing the widely-used standard thermal model (STM) for slow rotators, we have derived new effective radii and geometric albedos for six asteroids in comet-like orbits; all six have $`T_J<3`$. We find the following:

$``$ All six objects are dark, as dark as the albedo spread of cometary nuclei. The radii are also similar to those of active nuclei. This is consistent with a cometary origin, as if the asteroids were formerly active comets that lost all near-surface volatiles.

$``$ For four objects we have photometry at 2 or 3 MIR wavelengths, and the STM yields an excellent description of the color temperature, better than the fast-rotator model.

$``$ Plotting all 48 known NEA and UA albedos – including our 6 new ones – vs. $`T_J`$ shows a markedly sharp break, virtually a step function, at the line $`T_J=3`$.

$``$ Eleven of the 48 objects have comet-like albedos: fully 90% (9 of 10) of the $`T_J<3`$ objects, but only 5% (2 of 38) of the $`T_J>3`$ objects. The median albedos $`\overline{p}`$ and their r.m.s. scatters are:

$`\overline{p}`$ $`=`$ $`0.038\pm 0.043,\mathrm{for}T_J3,\mathrm{and}`$ (2a)
$`\overline{p}`$ $`=`$ $`0.215\pm 0.147,\mathrm{for}T_J>3.`$ (2b)
$``$ This disparity in median albedo suggests the fraction of extinct comets among NEAs and UAs is significant (at least 9% are candidates) and that enough cometary nuclei have sufficiently long physical lifetimes to survive devolatilization without disintegrating.

It is clear that further surveys of asteroid albedos are necessary. Specifically, only 4 of the 10 $`T_J<3`$ objects are NEAs; more members of that group need to be sampled. Furthermore, with the recent explosion in asteroid discoveries and the ready availability of sensitive MIR detectors, a less biased sampling of albedos should be undertaken to obtain a confident estimate of the albedo distributions.

We are indebted to Michael Ressler for allowing MIRLIN’s use on Keck and to Varoujan Gorjian for instrument support. The operation of MIRLIN is supported by an award from NASA’s Office of Space Science. We thank operators Joel Aycock, Meg Whittle, Wayne Wack, and John Dvorak for their assistance. We acknowledge the JPL SSD group for their very useful “Horizons” ephemeris program. We appreciate the help of Olivier Hainaut in improving this manuscript. This work was supported by grants to DCJ from NSF.


text:
# 1 Introduction

## 1 Introduction

Little string theories (LSTs) are defined to be the theory on the world-volume of NS5-branes in the limit of vanishing string coupling $`g_{str}0`$,  (for a review see ). In this limit it is argued that the world-volume degrees of freedom decouple from the bulk dynamics. The LSTs are non-local field theories  without gravity and one hopes to understand the physical consequences of non-locality from them as a precursor to being able to address the question in the general setting of quantum gravity. An alternate definition of LSTs can be given by looking at string theories compactified on singular Calabi-Yau spaces .

Despite having successfully defined decoupled non-local theories on the world-volume of NS5-branes, it has proven quite hard to extract substantial information about the dynamics of the theory. Efforts in this direction include formulation of a light-cone description , which has proved useful in extracting the chiral operator spectrum and the formulation of a holographic dual in terms of string theories in linear dilaton backgrounds . The holographic description has been used to extract some correlation functions  and has been extended to more general theories with fewer supersymmetries .

In conventional field theories one learns much about the underlying physics by subjecting matter to extreme conditions, high energies or high temperatures. One would hope that under similar treatment one could learn something about the universal features of LSTs. In particular the thermal behavior of LSTs has been addressed by various authors. It was argued in the work of  that the LSTs at finite temperature can be realized in terms of the CGHS black hole . As a consequence of this the holographic prescription of  implies that the finite temperature LST is holographically dual to string theory on the CHS tube  capped off by a horizon (the two-dimensional cigar geometry in Euclidean metric), along with a $`SU(2)`$ WZW model with level prescribed by the number of NS5-branes and a free CFT for the longitudinal directions of the brane. Actually, it is not quite true that this background describes the LST at finite temperature. In fact as we shall review LST in this background is precisely dual to LST at its Hagedorn temperature . The tree level thermodynamics has therefore, entropy proportional to energy, implying an exponential growth of states111 The exponential growth of states of LST was noted in the DLCQ description in .. To get a better understanding of the system one therefore has to look at higher order corrections to thermodynamics, which has been investigated in . We shall in the present work try to reinterpret some of the results presented in .

The punch line of  was that the thermal ensemble corresponding to LSTs at Hagedorn temperature exhibits an instability; it has negative specific heat. This was interpreted to signal the presence of a tachyonic mode in string theory about the background. Using the fact that the CFT in the background could be explicitly solved (the Euclidean cigar background is a $`SL(2)/U(1)`$ coset), the authors exhibited a mode that wound once around the Euclidean time direction, whose mass at tree level was shown to vanish . The instability at one-loop was supposed to be due to this mode becoming tachyonic (mass generation at one-loop is possible thanks to spacetime supersymmetry having been broken due to the thermal boundary conditions).

This is not a satisfactory state of affairs, since as we shall see supergravity is perfectly valid at the energy scales under question. It seems unnatural to have a geometry which is manifestly nice and smooth, wherein one would have a stringy tachyonic mode. We propose rather that the instability has its origins in supergravity itself. A concrete statement of the proposal is:

“The supergravity dual to LST at Hagedorn temperature suffers from a Gregory-Laflamme (GL)  like instability, thereby causing the thermal ensemble to be unstable.”

The GL instability in question is argued to be marginal, in the sense that it is a massless or zero frequency mode that one finds in the classical fluctuation analysis at tree level. We claim that this mode is potentially capable of acquiring a tachyonic mass at one-loop, taking responsibility for destabilizing the thermal ensemble. So we differ from the interpretation of  in origins of the massless mode; while the authors of  would like the massless mode to be coming from a stringy excitation which is localized at the tip of the Euclidean cigar, our contention is that it is just a metric perturbation about the classical background.

We have not managed to explicitly demonstrate that the metric fluctuations about the background of interest have indeed a zero frequency mode that is capable of explaining the origins of the instability. However, we argue based on a recent paper of Reall ; wherein it is claimed that near-extremal NS5-branes suffer from the GL instability, that is very plausible that in the decoupling limit for finite temperature LSTSs , the relevant mode survives. Note that this interpretation is along the lines of the conjecture of , arguing that thermodynamic instabilities in field theories should correspond to classical instabilities of the dual spacetime geometry.

The plan of the paper is as follows: We first begin with a review of tree-level thermodynamics of LSTs and then proceed to describe the calculations of  briefly. We discuss their interpretation of the result and argue that the instability would persist if one took the supergravity limit of the string theory partition function derived in . Hence the origins of the instability must lie within reach of supergravity and proceed to argue that this is indeed the case aided by the supporting evidence of .

## 2 Review of LST thermodynamics

### 2.1 Classical thermodynamics

The metric of the non-extremal NS5-brane in the string frame is

| $`ds_{str}^2`$ | $`=f(r)dt^2+dy_5^2+A(r)\left({\displaystyle \frac{dr^2}{f(r)}}+r^2d\mathrm{\Omega }_3^2\right)`$ |
| --- | --- |
| $`e^{2\mathrm{\Phi }}`$ | $`=g_{str}^2A(r)`$ |
| $`f(r)`$ | $`=\left(1{\displaystyle \frac{r_0^2}{r^2}}\right)`$ |
| $`A(r)`$ | $`=\left(1+{\displaystyle \frac{Nl_s^2}{r^2}}\right)`$ |

(1)
The background has in addition a constant flux of the NS-NS field strength piercing the $`𝐒^\mathrm{𝟑}`$, which we shall not write explicitly. The parameter $`r_0`$ is the radius of the horizon and is related to the energy density above extremality as

$$\frac{E}{V_5}=\frac{1}{(2\pi )^5\alpha ^3}\left(\frac{N}{g_{str}^2}+\frac{r_0^2}{g_{str}^2\alpha ^{}}\right).$$
(2)
The decoupling limit  is defined by scaling the asymptotic value of the string coupling and the horizon radius to zero, while holding the the energy density above extremality fixed in string units, i.e.,

$$g_{str}0;r_00;\mu =\frac{r_0^2}{g_{str}^2l_s^2}\mathrm{fixed}.$$
(3)
To analyze this limit it is convenient to introduce a new coordinate $`r=r_0\mathrm{cosh}\sigma `$ (so that we only focus on the region of the spacetime exterior to the horizon), obtaining

| $`ds_{str}^2`$ | $`=\mathrm{tanh}^2\sigma dt^2+Nl_s^2d\sigma ^2+Nl_s^2d\mathrm{\Omega }_3^2+dy_5^2`$ |
| --- | --- |
| $`e^{2\mathrm{\Phi }}`$ | $`={\displaystyle \frac{N}{\mu \mathrm{cosh}^2\sigma }}`$ |

(4)
Thus, as is clear from the metric in (4), the spacetime is the direct product of the two-dimensional dilaton black hole , a three-sphere of constant radius proportional to $`\sqrt{N\alpha ^{}}`$ and five dimensional flat space. The geometry is perfectly smooth, curvatures being small everywhere (when the number of NS5-branes $`N`$ is taken to be large) and simultaneously string perturbation theory is also good (so long as $`\mu N1`$, since the dilaton is bounded from above by its value at the horizon, $`\frac{N}{\mu }`$). The above geometry is supposed to be holographically dual to LST at finite temperature . It is also closely related to the description of double scaled LST (DSLST) described in .

Continuing to Euclidean time, we obtain the the two dimensional cigar, which asymptotes to the linear dilaton vacuum times a Euclidean timelike circle. This along with the rest of the spacetime can be described by an exact conformal field theory, with target space

$$H_3^+/U(1)\times SU(2)_N\times 𝐑^5,$$
(5)
where $`H_3^+=SL(2,C)_N/SU(2)_N`$, is the Euclidean cigar. Knowing the explicit solution to the metric we can read off as usual the temperature of the black hole by demanding the absence of a conical singularity at the tip $`(\sigma =0)`$ in Euclidean time. This gives

$$\beta _H=\frac{1}{T_H}=2\pi \sqrt{N\alpha ^{}}.$$
(6)
The Hawking temperature of the black hole is thus calculated to be independent of the energy, implying degeneracy of the thermal ensemble. Note that this temperature is exactly the Hagedorn temperature of the LST. The fact that one can tune the energy and the temperature of the system independently indicates the proportionality of the entropy to the energy, implying that the free energy vanishes. The equation of state is the Hagedorn form

$$S=\beta _HE$$
(7)
which leads to an exponentially growing density of states, $`\rho (E)e^{\beta _HE}`$. In order to understand the thermal ensemble one has to study quantum corrections to the above. Calculation of the one-loop free energy would tell us whether or not the thermal ensemble is stable. This calculation was carried out in a recent work of Kutasov and Sahakyan , which we review in the next section.

Since the background could be understood as a CFT, we can ask how is it that in the CFT we see that the equation of state is as given in (7). It was argued in  that world-sheet supersymmetry of the CFT is sufficient to guarantee vanishing of the tree-level free energy222It is not sufficient in linear dilatonic backgrounds to claim that the tree level partition function vanishes because of the infinite volume associated with the $`SL(2,C)`$ conformal Killing group of the sphere, for the volume of the cigar has a similar divergence, see  for details..

### 2.2 One loop analysis

We would like to estimate the one-loop free energy of the gravitational background (4). One way to go about this would be to do a one loop analog of the Gibbons-Hawking  calculation of evaluating the Euclidean action about the solution. But this is fraught with the usual problems of regulating the divergences in supergravity. Nonetheless, we are aware of the fact that string theory provides a good regulator mechanism and one would hope that the string partition function evaluated in the background (4) would contain valuable information about the thermal ensemble.

Loop/stringy corrections to the Hagedorn density of states of LST were studied in . The basic argument was that finite energy corrections to the Hagedorn density of states, $`\rho (E)e^{\beta _HE}`$, would be of the form

$$\rho (E)E^\alpha e^{\beta _HE}\left(1+𝒪\left(\frac{1}{E}\right)\right).$$
(8)
The primary question is “What is the sign of $`\alpha `$?” A negative value of $`\alpha `$ would indicate that the thermal ensemble is unstable (since the specific heat would be negative). Indeed the explicit calculation of  indicated that $`\alpha `$ was negative; we shall present a brief review of the argument below.

The starting point in  was that despite the background (4) having a non-trivial dilaton profile, for purposes of computing the torus partition function all one needs to do is to replace the cigar by a cylinder of finite size, because the torus partition function is independent of the string coupling. The torus partition function being extensive, would be proportional to the volume of the cigar and also to the volume of the NS5-brane. The volume of the cigar is divergent, but can be regulated by introducing an ultra-violet cut-off $`\varphi \varphi _{UV}`$ (since this divergence is plainly associated with the semi-infinite linear dilaton CHS tube). On the other hand presence of a regular horizon of the two-dimensional black hole (or in Euclidean signature, the tip of the cigar) protects the CFT from entering the strong coupling region and also provides an IR cut-off. So forgetting about the dilaton profile we can replace the cigar by a cylinder of length $`L_\varphi `$, and radius $`\beta _H`$, where

$$L_\varphi =\varphi _{UV}\varphi (\sigma =0)=\varphi _{UV}\frac{1}{2}\mathrm{log}\frac{\mu }{N}=\frac{1}{2}\mathrm{log}E+const.$$
(9)
So one is instructed therefore to compute the free string theory partition function on

$$𝐑_\varphi \times 𝐒^1\times 𝐑^5\times SU(2)_N$$
(10)
In the large $`N`$ limit one could replace the three-sphere by $`𝐑^3`$, since the radius of the $`𝐒^3`$ scales like $`\sqrt{N}`$. So apart from a factor of $`L_\varphi `$ which arises because of the extensivity of the partition function, the rest of the calculation amounts to computing free string theory partition function on $`𝐑^9\times 𝐒^1`$, which is basically the same computation as in . The basic result obtained in  is that

$$\beta F=Z_{torus}=\frac{\beta V_5L_\varphi }{4}\gamma $$
(11)
where, $`\gamma `$ is a positive definite number that can be found in ; it is basically the free string partition function evaluated at the Hagedorn temperature of the LST (6). Assuming that the density of states is given as in (8) we can compute the free energy. It is of the same form as in (11), giving,

$$\alpha +1=\frac{\beta V_5}{4}\gamma $$
(12)
Where we have made use of the fact that $`L_\varphi \mathrm{log}E`$. For an explicit expression the reader is referred to the original paper .

## 3 A Question of Interpretation

The string theory computation shows that the thermal ensemble has an instability at one loop. Kutasov and Sahakyan , interpreted this to be indicative of a stringy mode becoming tachyonic at one loop. In the Lorentzian picture of the black hole, the thermal nature of the system appears to be a characteristic feature of the horizon. So a thermodynamic instability in the dual field theory could correspond to a deformation of the black hole horizon. This can be realized in the CFT if there were to exist a state which was potentially unstable to quantum corrections. One would in addition require that its wavefunction be supported near the tip of the cigar, for it to correspond in the geometric language to a deformation of the horizon. To summarize, one is looking for a state in the CFT which is massless at tree level, potentially becoming tachyonic when loop corrections are incorporated and localized near the tip of the cigar.

A state that satisfies the above criteria was found in the analysis of DSLST . It was argued that the two-point functions of operators $`𝒪_m`$, given in the $`(1,1)`$ picture as,

$$𝒪_m=e^{\phi \overline{\phi }}V_{j;m,m}e^{i\stackrel{}{p}.\stackrel{}{x}}$$
(13)
where, $`\phi ,\overline{\phi }`$ are the bosonized ghosts, $`\stackrel{}{p}`$ is the spatial momentum along the longitudinal directions of the five-brane and $`V_{j;m,m}`$ is an observable in the $`SL(2)/U(1)`$ coset CFT of the cigar; have poles which correspond to light states. In particular there exists a massless state which has unit winding number along the Euclidean time direction. It was conjectured in  that in the absence of spacetime supersymmetry this state is likely to acquire a tachyonic mass term from loop corrections and would therefore be a likely candidate for causing the instability.

The existence of a stringy instability in a smooth geometry wherein supergravity is always valid, is extremely surprising. We would like to claim that this instability is in fact intrinsic to supergravity. To motivate this claim let us first of all understand how one can see the instability in supergravity. We have already mentioned that calculation of supergravity one-loop partition function is rendered iffy by the usual problems of having to regulate divergences. But since string theory provides a natural regulator for supergravity, we shall view the zero mode contribution of the string theory partition function as the regulated supergravity partition function.

To check that the zero mode part of the string theory partition function has the same pathology, one starts from the sigma model with a non-trivial dilaton and separates out the zero mode piece of the dilaton from the fluctuation part and does the path integral over the zero mode. (this manipulation is standard in the context of two-dimensional Liouville theory, cf., ). This allows one to isolate the zero mode contribution in an explicit manner and as we shall demonstrate reduce the rest of the problem to a familiar system.

Without loss of generality one can restrict oneself to the cigar part of the geometry. What we have here is a Liouville field coupled to a single compact scalar;

| $`Z_{torus}`$ | $`={\displaystyle [D\varphi ][DX]e^S}`$ |
| --- | --- |
| $`S`$ | $`={\displaystyle \frac{1}{4\pi }}{\displaystyle d^2\sigma \sqrt{\widehat{g}}\left(_\mu X^\mu X+_\mu \varphi ^\mu \varphi 4\widehat{R}\varphi +4\mathrm{\Delta }e^{2\varphi }\right)}.`$ |

(14)
$`\mathrm{\Delta }`$ here is a bare cosmological term and the hatted quantities denote background values. Splitting the $`\varphi `$ integral into a zero mode and a fluctuation part; $`\varphi =\varphi _0+\delta \varphi `$, and integrating out $`\varphi _0`$ one obtains ,

$$Z_{torus}\left(\frac{\mathrm{\Delta }}{\pi }\right)^s\mathrm{\Gamma }(s)[D\stackrel{~}{X}][D\stackrel{~}{\varphi }]e^{S_0}\left(d^2\sigma \sqrt{\widehat{g}}e^{2\stackrel{~}{\varphi }}\right)^s$$
(15)
where

$$S_0=d^2\sigma \sqrt{\widehat{g}}\left(_\mu \stackrel{~}{X}^\mu \stackrel{~}{X}+_\mu \stackrel{~}{\varphi }^\mu \stackrel{~}{\varphi }\right)$$
(16)
is the free action of corresponding to a compact scalar and a non-compact scalar. The quantity $`s`$ is basically related to the Euler characteristic of the world-sheet and also has contributions from the vertex operator insertions. For the particular case of the torus with no insertions one has $`s=0`$, implying

$$Z_{torus}=\frac{1}{2}\mathrm{log}E_{}d^2\tau D[\stackrel{~}{X}][D\stackrel{~}{\varphi }]e^{S_0}.$$
(17)
We obtained a factor proportional to $`\frac{1}{2}\mathrm{log}E`$ from the zero mode part (it is related to a properly regulated version of $`\mathrm{\Delta }^s`$ in (15)). What we have shown here is that the zero mode part of the partition function gives precisely the logarithmic dependence on energy with the right sign; the rest of the partition function is readily seen to be the free string theory contribution which has no pathologies for temperatures of order $`T_H`$. It is therefore tempting to argue for a supergravity origin of the instability seen in the thermal ensemble.

## 4 Supergravity Instability

A well known example of classical instabilities in supergravity is the Gregory-Laflamme (GL) instability . The basic argument for a GL instability of a black p-brane is related to the fact that a black brane is entropically less favored when compared with a configuration comprising of an array of black holes, with the same amount of mass and charge per unit volume. We might ask whether such an instability is likely to occur in the case of the LST background (4). At first sight this appears unlikely. The GL instability was shown to exist only for branes that are far from extremal. In the original work  the numerical approximations were argued to be unreliable close to extremality. In the present case we are starting with non-extremal black 5-branes (we are in fact in the same set up as in , since they are also consider NS-NS form fields), but the decoupling limit (3) instructs us to take the non-extremality parameter $`r_0`$ to zero. Thus naively it would appear that one is beyond the regime of the GL instability that has been investigated and one might be forced to look elsewhere for the origins of the instability.

However, in a recent work by Reall , it was argued that the GL instability persists for five-branes even in the near-extremal region (the result is also attributed to ). So one would have to be careful in claiming that the spacetime geometry (4), which is relevant for the decoupled LST, is GL stable. In fact we shall argue that in the limit $`r_00`$, (note that since we also take $`g_{str}0`$ we do not reach the extremal NS5-brane which is stable) the GL instability does survive and is responsible for an unstable thermal ensemble. This would in line with the philosophy advocated in . The argument made in these works was that a black brane would be classically stable iff it were thermodynamically stable. In the present case given that we know of a thermodynamic instability in the dual field theory, we would like to associate it with a classical GL instability of the supergravity background.

To make precise what exactly we mean by the geometry (4) to be GL unstable, let us briefly recall the analysis of . One starts with a classical black brane background, with a metric $`g_{\mu \nu }^{(0)}`$, dilaton $`\varphi ^{(0)}`$, and a p-form field strength $`F_{(p)}`$. The black brane solutions are typically of the form $`𝐑\times 𝐑^{8p}\times 𝐒^p`$. Fluctuations about the classical background are considered, in particular one looks at fluctuations that carry some momentum along the longitudinal directions i.e.,

| $`g_{\mu \nu }(r,t,x)`$ | $`=g_{\mu \nu }^{(0)}(r)+e^{i\omega t+ik.x}h_{\mu \nu }(r)`$ |
| --- | --- |
| $`\varphi (r,t,x)`$ | $`=\varphi ^{(0)}(r)+e^{i\omega t+ik.x}f(r)`$ |

(18)
The instability is typically expected to occur in the s-wave sector of the sphere in question, for higher angular momenta modes would correspond to heavier particles of the KK spectrum on the sphere. Also fluctuations of the p-form field strength are set to zero (see  for consistency of this ansatz at first order in perturbations). What the GL instability means is that there are solutions to the linearized equations about the black brane background, wherein the fluctuations are perfectly regular both at the horizon and in the asymptotic region, but have an imaginary frequency i.e., the fluctuations grow exponentially in time as opposed to being oscillatory. Of course, this behavior is not present at all length scales. In fact for small wavelengths there is no instability and the only regular solutions are those that are oscillatory in time. But above a critical wavelength corresponding to a critical longitudinal momentum $`k_{}`$ (where $`k^2=k_i.k^i`$), there is an instability i.e., the fluctuation equations admit regular solutions that are exponentially growing in time. At the critical momentum $`k_{}`$ it is argued in  that there ought to be a time independent solution to the fluctuation equations, i.e.  a zero frequency mode, which we shall refer to as the threshold unstable mode, borrowing Reall’s terminology.

The analysis of  shows that when the fluctuation equations admit a constant time solution, the corresponding Euclidean action is negative definite. This indicates a thermodynamic instability, for one can view the Euclidean action evaluated about the background to be the thermal partition function a la  Gibbons-Hawking . In particular the fact that the NS5-branes are GL unstable all the way down to extremality implies the existence of a threshold unstable mode for NS5-branes. We wish to claim that this threshold unstable mode survives the decoupling limit and is responsible for the instability of the thermal ensemble. The conjecture therefore can be stated as

In the decoupling limit of non-extremal NS5-branes, the threshold unstable mode  survives. This mode has zero frequency, but it potentially can acquire a tachyonic mass term at one-loop. It is precisely this mode that is responsible for the thermodynamic instability seen in the partition function of .

At the present juncture we have no explicit proof for the existence of a threshold unstable mode. We hope to demonstrate the existence of such in the near future.

## Acknowledgments

It is a great pleasure to thank O. Aharony, M. Berkooz, S. Gubser, G. Horowitz, V. Hubeny, I. Klebanov, K. Narayan, I. Mitra and especially E. Witten for discussions. In addition I would like to thank Caltech for hospitality, where this work was initiated. This work was supported in part by NSF grant PHY-980248.


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# Iron line emission in X–ray afterglows

## 1 Introduction

There are now four bursts displaying evidence of an emission line feature during the X–ray afterglow: GRB 970508 (Piro et al., 1999); GRB 970828 (Yoshida et al., 1999); GRB 991216 (Piro et al., 2000, hereafter P2000); GRB 000214 (Antonelli et al., 2000). These lines have been observed 8–40 hours after the burst explosion, have a large equivalenth width (0.5–2 keV) and a flux of about $`10^{13}`$ erg cm-2 s-1. Given these properties, each iron atom has to produce at least 2000 line photons, in order not to exceed 0.1 $`M_{}`$ mass of emitting iron,. Fast recombination and ionization is therefore required. The line of GRB991216 is resolved in the $`Chandra`$ gratings, with a width $`0.05c`$ (P2000). As discussed by Lazzati et al. (1999), the detection of the line implies the presence of a sizable fraction of a solar mass of iron concentrated in the vicinity of the GRB site. This is naturally accounted for in the SupraNova scenario (Vietri & Stella 1998).

## 2 General Constraints

The size problem If the line is detected after $`t_{\mathrm{obs}}`$ from the burst, the line emitting material must be located within a distance $`R`$ given by:

$$R\frac{ct_{\mathrm{obs}}}{1+z}\frac{1}{1\mathrm{cos}\theta }\frac{1.1\times 10^{15}}{1+z}\frac{t_{\mathrm{obs}}}{10\mathrm{h}}\frac{1}{1\mathrm{cos}\theta }\mathrm{cm},$$
(1)
where $`\theta `$ is the angle between the line emitting material and the line of sight at the GRB site. This limit implies a large scattering optical depth:

$$\tau _\mathrm{T}=\frac{\sigma _\mathrm{T}M}{4\pi R^2\mu m_\mathrm{p}}\mathrm{\hspace{0.17em}54}\frac{(M/M_{})(1+z)^2(1\mathrm{cos}\theta )^2}{\mu (t_{\mathrm{obs}}/10\mathrm{h})^2},$$
(2)
where $`\mu `$, is the mean atomic weight of the material.

The kinematic problem For a radial velocity of the remnant of $`v=10^9v_9`$ cm s-1 the time elapsed from the supernova (SN) is $`t_{\mathrm{SN}}12.5(t_{\mathrm{obs}}/10\mathrm{h}\mathrm{r})/[(1+z)(1\mathrm{cos}\theta )v_9]`$ days. Such short times implies that most of the 56Co nuclei (and a fraction of the 56Ni nuclei) have not yet decayed to 56Fe (half–life of 77.3 and 6.08 days, respectively, see Vietri et al. 2000).

Line emission rate We can derive the photon line luminosity by estimating the volume $`V_{\mathrm{em}}`$ effectively contributing to the line emission, and assuming a given iron mass. If the layer contributing to the emission has $`\tau _\mathrm{T}1`$ (to avoid Compton broadening), and in this layer $`\tau _{\mathrm{FeXXVI}}`$a few (to efficiently absorb the continuum), we have $`V_{\mathrm{em}}=S/(\sigma _\mathrm{T}n_\mathrm{e})`$, where $`S`$ is the emitting surface. The line emission rate from $`V_{\mathrm{em}}`$ is then:

$$\dot{N}_{\mathrm{Fe}}=\frac{N_{\mathrm{Fe}}}{t_{\mathrm{rec}}}=\frac{Sn_{\mathrm{Fe}}}{1.3\times 10^{11}T_7^{3/4}\sigma _\mathrm{T}}3\times 10^{53}\frac{(M_{\mathrm{Fe}}/M_{})}{T_7^{3/4}\mathrm{\Delta }R_{15}}\mathrm{s}^1,$$
(3)
where the total volume is $`V=S\mathrm{\Delta }R`$ (slab or shell geometry).

Mass Eq. 3 shows that the total iron mass must be a sizable fraction of a solar mass in order to give rise to the observed line photon luminosity of $`4\times 10^{52}`$ s-1. Notice also that Eq. 3 establishes that the line emitting material must be a SNR: no other known astrophysical object contains this iron mass.

## 3 Models

The wide funnel Consider a wide funnel excavated in a young plerionic remnant. This solves the size problem, since it extends to large radii but can maintain the time–delay contained because it is built close to the polar axis (see Fig. 2). Fixing the line photon rate (Eq. 3) yields $`R=6\times 10^{15}`$ cm, and thus an opening angle $`\theta =48^{}`$ to fit the time–delay. Assuming a cone geometry for simplicity, we can rewrite Eq. 3 as:

$$\dot{N}_{\mathrm{Fe}}=\mathrm{\hspace{0.17em}3.3}\times 10^{52}\frac{(M_{\mathrm{Fe}}/M_{})}{T_7^{3/4}(R_{15}/6)}\mathrm{tan}\theta \mathrm{s}^1.$$
(4)
This is a lower limit, since a parabolic funnel has a larger surface and we neglected the (likely) density stratification inside the remnant. Consider now the kinematic properties of the funnel. We expect radiation pressure to exert a force parallel to the surface accelerating the layer with $`\tau _\mathrm{T}=1`$. The absorbed fluence $`E_{\mathrm{ion}}`$ accelerates the funnel layer to $`v_\mathrm{f}=(2E_{\mathrm{ion}}/M_{\mathrm{layer}})^{1/2}\mathrm{sin}\varphi 10^4E_{\mathrm{ion},50}^{1/2}\mathrm{sin}\varphi `$ km s-1 if $`R=6\times 10^{15}`$ cm. $`\varphi `$ is the angle between the funnel’s normal and the incoming photons. Thus, we expect ablation by radiation pressure to be able to propel the reflecting layer to velocities comparable to those seen in GRB991216.

Back illuminated equatorial material The model above assumes that a SN explosion preceded the GRB by some months. We now explore the possibility of a simultaneous GRB–SN explosion. Assume that a GRB ejects and accelerates a small amount of matter in a collimated cone, while a large amount of matter is instead ejected, at sub–relativistic speeds, along the progenitor’s equator. Massive star progenitors are inevitably surrounded by dense material produced by strong winds of mass loss rates $`\dot{m}_\mathrm{w}=10^5\dot{m}_{\mathrm{w},5}`$ and velocity $`v_\mathrm{w}=10^7v_{\mathrm{w},7}`$. This wind scatters back a fraction of the photons produced by the bursts and its afterglow (Thompson & Madau 2000). The scattered luminosity $`L_{\mathrm{scatt}}`$ is constant, since there is an equal number of electrons in a shell of constant width $`\mathrm{\Delta }R`$ (for a density profile $`R^2`$). This luminosity is of order:

$$L_{\mathrm{scatt}}m_\mathrm{p}c^2\frac{\dot{m}_\mathrm{w}}{m_\mathrm{p}v_\mathrm{w}/c}=\mathrm{\hspace{0.17em}1.8}\times 10^{45}\frac{\dot{m}_{\mathrm{w},5}}{v_{\mathrm{w},7}}\mathrm{erg}\mathrm{s}^1.$$
(5)
Scattered photons illuminate the expanding equatorial matter after a time $`2R/c`$, giving rise to the line emission. Since in this case the SN and GRB explosions are supposed to be simultaneous, the emitting iron must be produced directly by the SN and not through the nickel decay. Iron (54Fe) is directly synthesized for high neutronization of the material at the SN shock.

## 4 Conclusions

The recently detected features in the X–ray afterglow of GRBs impose strong constraints on models, the most severe being how to arrange a large amount of iron close to the GRB site, while avoiding at the same time a large Thomson scattering opacity. This limit applies to all bursts showing a line feature. An additional limit comes from the $`Chandra`$ observation of a $`broad`$ line in GRB 991216. These observations require a very large amount of iron, known to be contained only in SNe. We have described two models. The “wide funnel” model is in better agreement with observations: its geometry solves the size problem, and the acceleration of the line emitting material by grazing incident photons solves the kinematic problem, allowing the remnant to be a few months old (enough for most cobalt to have decayed into iron). This model implies that the GRB progenitors are massive stars exploded as SNe some months before the burst, inundating the surroundings of the burst with iron rich material. This two–step process and the time–delay between the two steps are exactly what is predicted in the SupraNova scenario of Vietri & Stella (1998).


text:
# Lowest threshold visibility for testing local realistic theories

\[

## Abstract

Analytical and numerical arguments are presented in case of a pair of two-state systems in a singlet state that the threshold visibility for testing Bell’s theorem on the entire range of measurement settings is 33.3 %. It is also shown that no lower treshold exists.

\]

Bell’s theorem states that local realistic theories cannot give account of all the quantum mechanical correlations. The best known proofs are based on the Clauser-Horne  or the Clauser-Horne-Shimony-Holt  inequality. These inequalities are consequences of local realism, thus experimental demonstrations of their violation, imply the necessity of a revision of at least one fundamental physical concept.

This far reaching consequence motivates the continued search for new methods for formulating Bell’s theorem and testing local realism. A recent direction is to exploit the full angular dependence of the quantum mechanical correlations, which is equivalent with the case of infinitely many apparatus settings at each side of the experiment -. A standard Bell type experiment is assumed, i.e., a source emits two spin-half particles in a maximally entangled (singlet) state, so that the particles do not interact after the emission. Subsequently, the projection of the spin at a direction $`\stackrel{}{a}`$ is measured on the first particle and the projection of the spin at a direction $`\stackrel{}{b}`$ is measured on the second particle ($`\stackrel{}{a}`$, $`\stackrel{}{b}`$ are unit vectors). In a real experiment one has losses and thus the joint probability of having the results $`m`$ and $`m^{}`$ ($`=\pm 1`$) is

$`P_{QM}(m,m^{};\stackrel{}{a},\stackrel{}{b})={\displaystyle \frac{1}{4}}(1mm^{}V\stackrel{}{a}\stackrel{}{b})`$ (1)
Here $`0V1`$ stands for the visibility. It is an important question which visibility suffices to falsify the premises of local realism in case of infinitely many apparatus settings. In a recent paper Zukowski showed that the threshold visibility is not larger than $`3/4`$. This improved the previous estimates $`8/\pi ^2`$  (derived for the case of coplanar settings) and $`\pi /4`$. In the present paper we argue that the threshold visibility is actually $`1/3`$, and no lower value is possible. Throughout we adhere to the notations of Ref..

Local realism implies that the above joint probability is of the form

$`P_{HV}(m,m^{};\stackrel{}{a},\stackrel{}{b})={\displaystyle _\mathrm{\Lambda }}𝑑\lambda \rho (\lambda )P_A(m|\stackrel{}{a},\lambda )P_B(m^{}|\stackrel{}{b},\lambda )`$ (2)
where $`\lambda `$ stands for the ’hidden variable’ characterizing the common past of the particles and $`\mathrm{\Lambda }`$ for the space of its allowed values. The question is whether the actually observed joint probability (1) admits the representation (2). We shall present an analytical and a numerical argument. The analytical treatment gives a precise value for the threshold visibility, but involves some additional assumptions concerning the nature of the hidden variable. In case of the numerical treatment we do not rely upon these additional assumptions, but the resulting value of the threshold visibility is determined only up to a finite accuracy. The analytical result coincides with the numerical one within this accuracy.

In case of the analytical argument we make the following three assumptions:

1. As we have identical particles,

$`P_A(m|\stackrel{}{n},\lambda )=P_B(m|\stackrel{}{n},\lambda ).`$ (3)
2. As $`P_A(m|\stackrel{}{n},\lambda )`$ is a scalar, rotational invariance suggests that $`\lambda `$ is actually a unit vector, $`\stackrel{}{\lambda }`$ and

$`P_A(m|\stackrel{}{n},\lambda )=f(m\stackrel{}{n}\stackrel{}{\lambda }).`$ (4)
3. Rotational invariance also requires that there is no distinguished direction, thus

$`\rho (\lambda )d\lambda ={\displaystyle \frac{1}{4\pi }}d\mathrm{\Omega },`$ (5)
where $`d\mathrm{\Omega }`$ stands for an infinitesimal spatial angle around the direction $`\stackrel{}{\lambda }`$.

Let us represent the function $`f(x)`$ (cf. Eq.(4), note that $`1x1`$) as a series of Legendre polynomials:

$`f(x)={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}c_jP_j(x)`$ (6)
Here $`c_j`$-s are real coefficients.

Inserting Eqs.(3)-(6) into Eq.(2) and using the identity

$`{\displaystyle P_j(\stackrel{}{a}\stackrel{}{\lambda })P_k(\stackrel{}{b}\stackrel{}{\lambda })𝑑\mathrm{\Omega }}=\delta _{jk}{\displaystyle \frac{4\pi }{2j+1}}P_j(\stackrel{}{a}\stackrel{}{b})`$ (7)
we have

$`P_{HV}(m,m^{};\stackrel{}{a},\stackrel{}{b})={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{c_j^2}{2j+1}}P_j(mm^{}\stackrel{}{a}\stackrel{}{b})`$ (8)
On the other hand, Eq.(1) can be written as

$`P_{QM}(m,m^{};\stackrel{}{a},\stackrel{}{b})={\displaystyle \frac{1}{4}}P_0(mm^{}\stackrel{}{a}\stackrel{}{b})+{\displaystyle \frac{V}{4}}P_1(mm^{}\stackrel{}{a}\stackrel{}{b})`$ (9)
Comparing this with Eq.(8) we get that $`c_0`$ and $`c_1`$ are the only nonzero coefficients and

$`c_0=\pm {\displaystyle \frac{1}{2}}`$ (10)
$`c_1=\pm {\displaystyle \frac{\sqrt{3V}}{2}}.`$ (11)
If $`\stackrel{}{a}`$ and $`\stackrel{}{\lambda }`$ are perpendicular, $`P_1(mm^{}\stackrel{}{a}\stackrel{}{\lambda })`$ is zero, thus the positivity of $`P_A(m|\stackrel{}{a},\lambda )`$ requires (cf. Eqs.(3), (6)) that in Eq.(10) the positive sign must be chosen. If $`\stackrel{}{\lambda }=\pm \stackrel{}{a}`$, then $`P_1(mm^{}\stackrel{}{a}\stackrel{}{\lambda })=\pm 1`$, thus the positivity of $`P_A(m|\stackrel{}{a},\lambda )`$ requires that $`c_0\pm c_10`$, i.e., by Eqs.(10), (11)

$`V{\displaystyle \frac{1}{3}}`$ (12)
As $`|P_1(x)|1`$, Eq.(12) ensures the positivity of $`P_A(m|\stackrel{}{a},\lambda )`$, $`P_B(m^{}|\stackrel{}{b},\lambda )`$ for any directions $`\stackrel{}{a}`$, $`\stackrel{}{b}`$, $`\stackrel{}{\lambda }`$. This readily implies that the threshold visibility is $`1/3`$, as below this value the observed joint probability (1) admits a local realistic representation (2), while above this value the positivity of the conditional probabilities $`P_A(m|\stackrel{}{a},\lambda )`$, $`P_B(m^{}|\stackrel{}{b},\lambda )`$ cannot be achieved.

Although the assumptions (3)-(5) look reasonable, one might suspect that the above result hinges upon these assumptions and perhaps without them the joint probability (1) admits a local realistic representation even at higher visibilities. We present a numerical argument that it is not the case.

The numerical procedure begins with choosing $`N`$ directions for $`\stackrel{}{a}`$ and $`N`$ directions for $`\stackrel{}{b}`$ and then equating Eqs.(1) and (2). In the latter the integral is estimated by a sum, i.e., the equation

$`{\displaystyle \frac{1}{4}}(1mm^{}V\stackrel{}{a}_j\stackrel{}{b}_k)={\displaystyle \underset{n=1}{\overset{M}{}}}\rho _nP_A(m|\stackrel{}{a}_j,n)P_B(m^{}|\stackrel{}{b}_k,n)`$ (13)
is to be solved. This is equivalent with

$`V\stackrel{}{a}_j\stackrel{}{b}_k={\displaystyle \underset{n=1}{\overset{M}{}}}\rho _nA_{j,n}B_{k,n}`$ (14)
where

$`A_{j,n}=12P_A(1|\stackrel{}{a}_j,n)`$ (15)
$`B_{k,n}=2P_B(1|\stackrel{}{b}_k,n)1`$ (16)
which satisfy

$`|A_{j,n}|1`$ (17)
$`|B_{k,n}|1`$ (18)
and

$`{\displaystyle \underset{n=1}{\overset{M}{}}}\rho _nA_{j,n}=0`$ (19)
$`{\displaystyle \underset{n=1}{\overset{M}{}}}\rho _nB_{k,n}=0.`$ (20)
At the solution of Eq.(14) one can utilize the singular value decomposition

$`\stackrel{}{a}_j\stackrel{}{b}_k={\displaystyle \underset{i=1}{\overset{3}{}}}p_iU_{j,i}V_{k,i}`$ (21)
where $`U_{j,i}`$ and $`V_{k,i}`$ are orthogonal matrices. Note that there are only three nonzero singular values $`p_n`$, owing to the three dimensionality of the vectors $`\stackrel{}{a}_j`$, $`\stackrel{}{b}_k`$. A solution of Eqs.(14)-(20) can be then obtained in the following way:

1. One chooses three M dimensional vectors $`\stackrel{}{q}_i`$ and another three M dimensional vectors $`\stackrel{}{t}_i`$ and makes them orthogonal to each other,

$`\stackrel{}{q}_i\stackrel{}{t}_j=\delta _{i,j}`$ (22)
and to the vector $`(\sqrt{\rho _1},\sqrt{\rho _2},\mathrm{}\sqrt{\rho _n})^T`$, i.e.

$`{\displaystyle \underset{n}{}}\sqrt{\rho _n}(\stackrel{}{q}_i)_n=0`$ (23)
$`{\displaystyle \underset{n}{}}\sqrt{\rho _n}(\stackrel{}{t}_i)_n=0.`$ (24)
2. Calculate

$`A_{j,n}^{}={\displaystyle \underset{i=1}{\overset{3}{}}}U_{j,i}\sqrt{p_i}(\stackrel{}{q}_i)_n/\sqrt{\rho _n}`$ (25)
$`B_{k,n}^{}={\displaystyle \underset{i=1}{\overset{3}{}}}V_{k,i}\sqrt{p_i}(\stackrel{}{t}_i)_n/\sqrt{\rho _n}`$ (26)
3. A solution of Eq.(14) is given by

$`A_{j,n}=\sqrt{V}A_{j,n}^{}`$ (27)
$`B_{k,n}=\sqrt{V}B_{k,n}^{}`$ (28)
4. Eq.(18) implies that

$`1/\sqrt{V}=\underset{j,n}{\mathrm{max}}\{|A_{j,n}^{}|,|B_{j,n}^{}|\}`$ (29)

Applying this scheme, a Monte-Carlo simulation has been used to find the threshold visibility. The steps of the simulation are the following:

1. Choose the unit vectors $`\stackrel{}{a}_j`$, $`\stackrel{}{b}_k`$ at random
2. Choose the vectors $`\stackrel{}{q}_i`$, $`\stackrel{}{t}_i`$ at random and normalize them according to Eqs.(22), (24).
3. Choose $`\rho _n`$ at random and normalize by

$`{\displaystyle \underset{n}{}}\rho _n=1`$ (30)
4. Calculate $`V`$ from Eqs.(26), (29).
5. Change a component of $`\stackrel{}{q}_i`$, $`\stackrel{}{t}_i`$ or $`\rho _n`$ at random and repeat the calculation of $`V`$. If the resulting value is larger than the previous one, keep the changes, otherwise discard them.
6. After having found the maximal $`V`$ for fixed $`\stackrel{}{a}_j`$, $`\stackrel{}{b}_k`$, change these vectors at random and find (by repeating the previous steps) the corresponding $`V`$ again. The minimum of these $`V`$ values is selected, because at the corresponding setting for $`\stackrel{}{a}_j`$, $`\stackrel{}{b}_k`$ a local realistic representation of the observed joint probabilities at higher visibility cannot be given.

Obviously, one is interested in the limit $`N\mathrm{}`$. For a finite $`N`$ one has less restrictions, thus the resulting estimate for the threshold visibility is higher. By increasing $`N`$ the estimates decrease monotonously. As for the number $`M`$, numerically it turned out that increasing its value makes the convergence slower but does not influence the results for $`V`$. Hence one may set it to the minimum $`M=4`$. The values for $`N`$ have been changed from 3 to $`10^4`$. The convergence proved to be rather slow, e.g., the estimate for the threshold visibility at $`N=1000`$ is still $`0.37\pm 0.001`$. The final numerical result (extrapolation for $`N\mathrm{}`$) is $`0.33\pm 0.03`$. This is consistent with the previous analytical result.

It is instructive to compare these results with those one may obtain from Bell’s inequality and the Clauser-Horne-Shimony-Holt inequality. Since these inequalities do not exploit the full angular dependence, one gets a higher estimate for the threshold visibility. Note, however, that at the derivation of Bell’s inequality

$`P_{HV}(1,1;\stackrel{}{a},\stackrel{}{b})+P_{HV}(1,1;\stackrel{}{b},\stackrel{}{c})P_{HV}(1,1;\stackrel{}{a},\stackrel{}{c})`$ (31)
strict anticorrelation (i.e., $`P_{HV}(1,1;\stackrel{}{b},\stackrel{}{b})=0`$) implied by the singlet state is also assumed. Inserting Eq.(1) into Eq.(31) we have

$`{\displaystyle \frac{V}{2}}\left(3(\stackrel{}{a}+\stackrel{}{c}\stackrel{}{b})^2\right)1.`$ (32)
The l.h.s. will be the largest when $`\stackrel{}{a}+\stackrel{}{c}\stackrel{}{b}=0`$. This implies that the threshold visibility $`V`$ is not larger than $`2/30.667`$, as below this value Eq.(32) is always satisfied, while for a larger value of $`V`$ it may be violated for suitably chosen directions $`\stackrel{}{a},\stackrel{}{b},\stackrel{}{c}`$. This value is smaller than the previously known smallest value $`3/4=0.75`$ , but here the additional information about the properties of the singlet state has also been utilized. This is equivalent with the assumption that in the special case of $`\stackrel{}{a}=\stackrel{}{b}`$ (cf. Eq.(1)) the visibility is 100%. Using only the requirements of local realism together with the full angular dependence we obtained above the much lower threshold visibility $`1/30.333`$.

Let us consider now the Clauser-Horne-Shimony-Holt inequality

$`P_{HV}(1,1;\stackrel{}{a},\stackrel{}{b})P_{HV}(1,1;\stackrel{}{a},\stackrel{}{b}^{})+P_{HV}(1,1;\stackrel{}{a}^{},\stackrel{}{b})`$ (33)
$`+P_{HV}(1,1;\stackrel{}{a}^{},\stackrel{}{b}^{})P_{HV}(1;\stackrel{}{a}^{})P_{HV}(1;\stackrel{}{b})0`$ (34)
Here $`P_{HV}(1;\stackrel{}{a}^{})=_m^{}P_{HV}(1,m^{};\stackrel{}{a}^{},\stackrel{}{b})`$ and $`P_{HV}(1;\stackrel{}{b})=_mP_{HV}(m,1;\stackrel{}{a}^{},\stackrel{}{b})`$. Inserting Eq.(1) into Eq.(34), the resulting inequality can be cast to the form

$`{\displaystyle \frac{V}{2}}\left((\stackrel{}{a}+\stackrel{}{b}^{}\stackrel{}{b})^2+(\stackrel{}{a}^{}\stackrel{}{b}^{}\stackrel{}{b})^26\right)2.`$ (35)
For fixed $`V`$, $`\stackrel{}{b}`$ and $`\stackrel{}{b}^{}`$ the l.h.s of inequality (35) is the largest if $`\stackrel{}{a}`$ is parallel to $`\stackrel{}{b}^{}\stackrel{}{b}`$ and $`\stackrel{}{a}^{}`$ is antiparallel to $`\stackrel{}{b}^{}+\stackrel{}{b}`$. Then the lengths of $`\stackrel{}{a}`$ and $`\stackrel{}{b}^{}\stackrel{}{b}`$ add up to the length of $`\stackrel{}{a}+\stackrel{}{b}^{}\stackrel{}{b}`$ (similarly in case of $`\stackrel{}{a}^{}`$). Thus, denoting the angle between $`\stackrel{}{b}`$ and $`\stackrel{}{b}^{}`$ by $`\phi `$, we get from Eq.(35) the inequality

$`2\sqrt{2}V\mathrm{sin}\left({\displaystyle \frac{\phi }{2}}+{\displaystyle \frac{\pi }{4}}\right)2`$ (36)
This readily implies that the l.h.s. is maximal (for a fixed $`V`$) if $`\phi =\frac{\pi }{2}`$ and the threshold visibility is not larger than $`1/\sqrt{2}0.707`$. Note that even this value is smaller than the previously obtained smallest value $`3/4=0.75`$ . The CHSH inequality relies only upon the assumption of local realism, but does not exploit the full angular dependence. As we have seen, taking into account the latter, too, a much lower value for the treshold visibility can be deduced.

Acknowledgements

This work has been partially supported by the Hungarian Academy of Sciences under Grant No. OTKA T 029752, T 031 724 and the János Bolyai Research Fello wship.


text:
# Observation of an Anomalous Number of Dimuon Events in a High Energy Neutrino Beam

## REFERENCES


text:
# Nonground State Condensates of Ultracold Trapped Atoms

## Abstract

The population dynamics of a trapped Bose-Einstein condensate, subject to the action of an oscillatory field, is studied. This field produces a modulation of the trapping potential with the frequency close to the transition frequency between the ground state and an excited energy level. Unusual critical effects are found exhibiting sharp qualitative changes in the population dynamics. An effective averaged system is constructed explicitly illustrating the occurrence of critical phenomena. The related critical indices are calculated.

Bose-Einstein condensates of trapped atoms present an interesting example of essentially nonlinear statistical systems with rich properties that are being intensively studied both experimentally and theoretically . Although experiments deal with rather dilute Bose gases, their interaction, nevertheless, cannot be considered as a small perturbation. This is because in a system of condensed atoms coherence develops, resulting in an effective interaction proportional to the number of particles. The fact that Bose-Einstein condensation and coherence appear simultaneously can be naturally understood remembering that both these phenomena arise when the thermal wavelength of atoms exceeds the mean interatomic distance. All the measurements done so far show the evidence for coherence of Bose-Einstein condensates . Essential nonlinearity of the latter makes their behaviour quite different from that of ensembles of weakly interacting gases.

In the present article we show that the nonlinearity in the Hamiltonian describing Bose condensates results in very unusual dynamical effects resembling critical phenomena in statistical systems. We consider the dynamics of population levels of a Bose condensate subject to the action of a resonant field whose frequency is close to the transition frequency between the ground-state and a chosen excited level. Varying the characteristic parameters, such as the transition amplitude and detuning, we show that there exists a bifurcation line, dividing the space of these parameters onto regions, where the dynamical behaviour of the system is dramatically different. This bifurcation line is analogous to the critical line of a statistical system experiencing critical phenomena. To substantiate this analogy, we construct an effective system explicitly demonstrating critical behaviour along the critical line coinciding with the bifurcation line found for the evolution equations. For the effective system, it is possible to define the quantities analogous to the order parameter, specific heat, and susceptibility and even to calculate their critical indices.

Let us consider a Bose system, when all atoms are condensed and the system can be described by the nonlinear Schrödinger equation, often called the Gross-Pitaevskii equation . Assume that, in addition to a stationary trapping potential, there is a time-dependent potential, which we call the resonance field and whose meaning will be specified below. Thus, we consider the equation

$$i\mathrm{}\frac{\phi }{t}=\left[\widehat{H}(\phi )+V_{res}\right]\phi ,\widehat{H}(\phi )=\frac{\mathrm{}^2}{2m_0}\stackrel{}{}^2+U(\stackrel{}{r})+A|\phi |^2,$$
(1)
with the nonlinear Hamiltonian in which $`U`$ is a trapping potential; $`A4\pi \mathrm{}^2a_sN/m_0`$; $`a_s`$ is a scattering length; $`m_0`$ is mass; and $`N`$ is the number of atoms. The resonance field has the form $`V_{res}=V(\stackrel{}{r})\mathrm{cos}\omega t`$. This can be treated as the modulation of the trapping potential.

Tuning the frequency $`\omega `$ of the resonant field close to the transition frequency $`\omega _{mn}(E_mE_n)/\mathrm{}`$ between the energy levels defined by the stationary problem $`\widehat{H}(\phi _n)\phi _n=E_n\phi _n`$, we may realize the corresponding interlevel transitions . Since the nonlinear Schrödinger equation is an exact equation for the wave function of a coherent state , the stationary solutions $`\phi _n`$ can be called coherent modes. These should not be confused with collective excitations defined as small deviations from the ground-state and described by a linearized equation , although resonant transitions between different branches of collective excitations are also possible . But the equation for coherent modes is principally nonlinear.

Suppose that at the initial time $`t=0`$ the Bose gas was condensed, with all atoms being in the ground state $`\phi (\stackrel{}{r},0)=\phi _0(\stackrel{}{r})`$. After this, the resonance field is switched on, with a frequency $`\omega `$ being in quasiresonance with the transition frequency $`\omega _{j0}`$ between the ground-state level and a chosen energy level $`j`$. The quasiresonance condition is $`|\mathrm{\Delta }\omega |\omega _{j0}`$, where the detuning $`\mathrm{\Delta }\omega \omega \omega _{j0}`$. The solution of Eq. (1) can be presented as a sum $`\phi (\stackrel{}{r},t)=_nc_n(t)\phi _n(\stackrel{}{r},t)`$ over coherent modes $`\phi _n(\stackrel{}{r},t)=\phi _n(\stackrel{}{r})\mathrm{exp}(iE_nt/\mathrm{})`$. Substituting this expansion in Eq. (1), one gets a system of equations for the coefficients $`c_n(t)`$. These equations can be simplified employing the quasiresonance condition. To this end, it is convenient to introduce the notation for the fractional level population $`n_i(t)|c_i(t)|^2`$, and for the interaction intensity $`\alpha `$ and the transition amplitude $`\beta `$, respectively,

$$\alpha \frac{A}{\mathrm{}}|\phi _0(\stackrel{}{r})|^2(2|\phi _j(\stackrel{}{r})|^2|\phi _0(\stackrel{}{r})|^2)𝑑\stackrel{}{r},\beta \frac{1}{\mathrm{}}\phi _0^{}(\stackrel{}{r})V(\stackrel{}{r})\phi _j(\stackrel{}{r})𝑑\stackrel{}{r}.$$
(2)
Then, in the quasiresonance approximation , we have the system of equations

$$\frac{dc_0}{dt}=i\alpha n_jc_0\frac{i}{2}\beta e^{i\mathrm{\Delta }\omega t}c_j,\frac{dc_j}{dt}=i\alpha n_0c_j\frac{i}{2}\beta ^{}e^{i\mathrm{\Delta }\omega t}c_0$$
(3)
for the dynamics of the ground-state coefficient $`c_0(t)`$ and of the coefficient $`c_j(t)`$ related to a chosen excited mode $`j`$. According to the assumption that at the initial time all atoms are condensed in the ground state $`\phi _0(\stackrel{}{r})`$, the initial conditions to Eqs. (3) are $`c_0(0)=1`$ and $`c_j(0)=0`$. The derivation of Eqs. (3) has been explained in detail in Ref. . However, it is worth emphasizing here a couple of important points. Looking for a solution of Eq. (1) in the form of the sum $`_nc_n\phi _n`$ does not require that the modes $`\phi _n`$ compose a complete set. Recall that the completeness of a basis is the possibility of expanding over it an arbitrary function from the considered space. Such an excessively restrictive property is of no need for us. What we need is just to present the sole function $`\phi `$ as a sum over modes, with the coefficients $`c_n`$ to be defined from Eq. (1). In the theory of differential equations, this way of looking for a solution is called the method of substitution or the method of variation of parameters. This method is often used for solving nonlinear differential equations, e.g. for nonlinear optical waveguide equations  and for the nonlinear Schrödinger equation . An exact orthogonality of the nonlinear modes is also not necessary, but, in general, it is sufficient that the modes $`\phi _n`$ be approximately orthogonal in the sense of the smallness of the scalar product $`(\phi _m,\phi _n)`$ for $`mn`$. In the case of the nonlinear Schrödinger equation, taking for coherent modes the variational wavefunctions of Ref. , it is easy to check, by direct calculations, that the maximal values of $`|(\phi _m,\phi _n)|`$ for different $`mn`$ are of order $`0.1`$. Moreover, even this approximate orthogonality is not compulsory in the frame of the quasiresonance picture employed in Ref. . For deriving Eqs. (3), it is sufficient that $`c_n(t)`$ be considered as a slow function as compared to $`\mathrm{exp}(iE_nt/\mathrm{})`$. Then, integrating Eq. (1), one can make use of the exact orthonormality on average of functions $`\phi _n`$ in the sence of the equality $`lim_\tau \mathrm{}\frac{1}{\tau }_0^\tau \left[\phi _m^{}(\stackrel{}{r},t)\phi _n(\stackrel{}{r},t)𝑑\stackrel{}{r}\right]𝑑t=\delta _{mn}`$. Calculations of Ref.  show that $`c_n(t)`$ can, really, be treated as slow, compared to $`\mathrm{exp}(iE_nt/\mathrm{})`$ since the variation rate of $`c_n`$ is of order $`\alpha `$ which is an order smaller than $`E_n`$, that is, $`|dc_n/dt|E_n`$.

We solved the system of nonlinear equations (3) numerically, carefully analyzing the behaviour of the solutions for different parameters. This behaviour turned out to be surprisingly rich exhibiting unexpected critical effects. Analyzing Eqs. (3), it is convenient to make there a scaling, measuring time in units of $`\alpha ^1`$ and introducing the dimensionless parameters $`b|\beta |/\alpha `$ and $`\delta \mathrm{\Delta }\omega /\alpha `$. The dimensionless detuning is assumed to be always small, $`\delta 1`$. When the dimensionless transition amplitude $`b`$ is also small, the fractional populations oscillate according to the sine-squared law. When $`b`$ increases, the amplitude of oscillations also increases. The overall behaviour continues to be normal unless we reach a critical value $`b_c`$, when the dynamics of the system changes drastically. More generally, there exists a critical line connecting the parameters $`b`$ and $`\delta `$, so that $`b_c0.5\delta `$. In the vicinity of this line, the system dynamics experiences sharp changes, when the parameters are varied just a little. We illustrate this in Figs. 1–4, slightly varying the detuning and keeping $`b=0.4999`$, so that we are close to the critical line. In Fig. 1, the detuning is zero, and the oscillations of the fractional populations are yet normal. Shifting the detuning to $`\delta =0.0001`$ transforms the picture to that in Fig. 2, where the top of $`n_j(t)`$ and the bottom of $`n_0(t)`$ become flat, while the oscillation period is approximately doubled. Changing the detuning to $`\delta =0.0001001`$ results in Fig. 3, where the period is again doubled and there appear the upward cusps of $`n_j(t)`$ and the downward cusps of $`n_0(t)`$. Increasing further the detuning to $`\delta =0.00011`$ squeezes the oscillation period twice, as is shown in Fig. 4. The same phenomena occur when we cross the critical line $`b+\delta 0.5`$ at other values of parameters.

This unusual behaviour of the fractional populations is certainly due to the nonlinearity of the evolution equations (3). Systems of nonlinear differential equations, as is known, can possess qualitatively different solutions for parameters differing by infinitesimally small values. The transfer from one type of solutions to another type, in the theory of dynamical systems, is termed bifurcation. At a bifurcation point, dynamical system is structurally unstable. Bifurcations in dynamical systems are somewhat analogous to phase transitions and critical phenomena in equilibrium statistical systems. To elucidate this analogy for the present case, we have to consider the time-averaged behaviour of the system, which can be done as follows. First, we need to define an effective Hamiltonian generating the evolution equations (3). To this end, we notice that the latter equations can be presented in the Hamiltonian form $`idc_0/dt=H_{eff}/c_0^{},idc_j/dt=H_{eff}/c_j^{}`$, with the effective Hamiltonian

$$H_{eff}=\alpha n_0n_j+\frac{1}{2}\left(\beta e^{i\mathrm{\Delta }\omega t}c_0^{}c_j+\beta ^{}e^{i\mathrm{\Delta }\omega t}c_j^{}c_0\right).$$
(4)
Then, using the averaging method, we solve the evolution equations (3) finding

$$c_0=\left[\mathrm{cos}\frac{\mathrm{\Omega }t}{2}+i\frac{\alpha (n_0n_j)\mathrm{\Delta }\omega }{\mathrm{\Omega }}\mathrm{sin}\frac{\mathrm{\Omega }t}{2}\right]\mathrm{exp}\left\{\frac{i}{2}(\alpha \mathrm{\Delta }\omega )t\right\},$$

$$c_j=i\frac{\beta ^{}}{\mathrm{\Omega }}\mathrm{sin}\frac{\mathrm{\Omega }t}{2}\mathrm{exp}\left\{\frac{i}{2}(\alpha +\mathrm{\Delta }\omega )t\right\},\mathrm{\Omega }^2=\left[\alpha (n_0n_j)\mathrm{\Delta }\omega \right]^2+|\beta |^2.$$
(5)
The usage of the averaging method here is accomplished in the same way as it has been done for solving nonlinear evolution equations describing superradiant spin relaxation in magnets , or nonadiabatic dynamics of atoms in magnetic traps . Technical details can be found in the latter references. Employing the found solutions (5), with the normalization $`n_0+n_j=1`$, we obtain for the effective Hamiltonian $`H_{eff}=\alpha n_j^2+n_j\mathrm{\Delta }\omega `$. Averaging the fractional populations over the explicitly entering time, we get the average population $`\overline{n}_j=b/2\epsilon `$, where, as earlier, $`b|\beta |^2/\alpha `$ and $`\epsilon \overline{\mathrm{\Omega }}/\alpha `$ is the dimensionless average frequency, with $`\overline{\mathrm{\Omega }}`$ given in Eqs. (5), where $`n`$ is replaced by $`\overline{n}_j`$. This average frequency is defined by the equation $`\epsilon ^4(\epsilon ^2b^2)=(\epsilon ^2b^2\epsilon ^2\delta )^2`$. Substituting the average population $`\overline{n}_j`$ in the effective Hamiltonian, we obtain the average effective energy $`E_{eff}=(\alpha b^2/2\epsilon ^2)(b^2/2\epsilon ^2+\delta )`$. An order parameter for the averaged system can be defined as the difference of the average populations, $`\eta \overline{n}_0\overline{n}_j=1b^2/\epsilon ^2`$. The capacity of the system to store the energy pumped in by the resonant field is characterized by the derivative $`C_\beta =E_{eff}/|\beta |`$ of the average energy with respect to $`|\beta |`$. And the absolute value of the derivative of the order parameter with respect to $`\delta `$ defines a kind of susceptibility $`\chi _\delta =|\eta /\delta |`$. Note that $`C_\beta `$ plays the role of heat capacity, because of which it can be called the pumping capacity.

The solution for $`\epsilon `$ shows that the average frequency changes from $`\epsilon 12\delta `$ at $`b=0`$ to $`\epsilon \sqrt{0.5\delta }`$ at $`b=b_c0.5\delta `$. After this, the frequency diminishes by a jump to $`\epsilon b`$ for $`b>b_c`$. This implies that at the point $`b_c`$ the average oscillation period increases by a jump almost twice. The order parameter diminishes from $`\eta =1`$, when there is no resonance modulation, that is $`b=0`$, to $`\eta _c0.5+\delta `$ at $`b=b_c`$, after which the order parameter becomes approximately zero for $`b>b_c`$. The pumping capacity grows from zero at $`b=0`$, becoming divergent at $`b=b_c`$. The same concerns the susceptibility. All this suggests that $`b_c`$ is a critical point and the relation $`b_c+\delta =0.5`$ defines the critical line, which is in agreement with our numerical solution of the evolution equations (3). The asymptotic behaviour of the characteristic quantities in the vicinity of the critical line defines the corresponding critical indices. Thus, for the small relative deviation $`\tau |bb_c|/b_c0`$ from the critical point $`b_c`$, we have $`\eta \eta _c\frac{\sqrt{2}}{2}(12\delta )\tau ^{1/2},C_\beta \frac{\sqrt{2}}{8}\tau ^{1/2},\chi _\delta \frac{1}{\sqrt{2}}\tau ^{1/2}`$. Hence, the related critical indices are $`1/2`$ for all characteristics. It is interesting that the critical indices of $`\eta ,C_\beta `$, and $`\chi _\delta `$ satisfy the known scaling relation: $`ind(C_\beta )+2ind(\eta )+ind(\chi _\delta )=2`$, where $`ind`$ is the evident abbreviation for index.

If, after exciting a coherent mode, one switches off the pumping, then the following dynamics is to be considered separately, taking into account stability conditions as well as the lifetime of the condensate as such, which is defined by depolarizing collisions . Finally, let us analyse the optimal conditions when the considered effects could be achieved experimentally. To reach the bifurcation line one needs to invoke the transition amplitude $`\beta \alpha /2`$. At the same time, the interaction parameter $`\alpha `$, at least in the strong-coupling limit , can be of the order of the transition frequency $`\omega `$. When the magnitude of the transition amplitude $`\beta `$ becomes close to the transition frequency $`\omega `$, the effect of power broadening is expected. This effect is well known in optics , where the role of $`\beta `$ is played by the Rabi frequency. In the regime of power broadening, one would expect the ground state to be coupled to more than one excited mode, so that the quasi-resonant two-mode picture could become not a good approximation. This picture remains a good approximation provided that the probability of nonresonant excitation of neighboring levels is small. The probability of an induced transition between levels $`i`$ and $`j`$, due to a monochromatic field with frequency $`\omega `$, can be estimated  as $`P_{ij}\beta _{ij}^2/2[(\omega \omega _{ij})^2+\beta _{ij}^2]`$, where $`\beta _{ij}`$ and $`\omega _{ij}`$ are the related transition amplitude and frequency, respectively. To estimate $`P_{ij}`$, we may use the calculations of Ref. , slightly modifying them to take into account the cylindrical symmetry of a trap with radial and axial frequencies $`\omega _r`$ and $`\omega _z`$, respectively. Dealing with a cylindrical trap gives an additional explicit parameter $`\nu \omega _z/\omega _r`$, hence, more possibilities for varying conditions. In the case of nonresonant excitation, when $`\omega \omega _{ij}\omega `$, the magnitude of $`P_{ij}`$ essentially depends on the value of the transition amplitude $`\beta _{ij}`$. The maximal value of the latter, occurring when approaching the bifurcation line, is close to $`\alpha /2`$. The value of $`\alpha `$ depends on the parameter $`g\nu `$, with $`g4\pi a_sN/l_r`$, where $`a_s`$ is a scattering length, $`N`$ is the number of atoms, and $`l_r\sqrt{\mathrm{}/m_0\omega _r}`$. If $`g\nu `$ is not large, then $`\alpha \omega `$. Thence the maximal $`\beta _{ij}\alpha /2\omega `$ and $`P_{ij}1`$. Therefore the nonresonant excitation can be neglected, and the two-level picture is a good approximation. When $`g\nu 1`$, then $`\alpha \omega `$, so that the maximal $`\beta _{ij}\omega /2`$, from where $`P_{ij}0.1`$. This tells that, although power broadening can influence quantitative results, the two-level picture still serves as a reasonable first approximation. To reduce the influence of power broadening, one can proceed as follows. In the case of an almost spherical trap, with $`\nu 1`$, the number of atoms is to be restricted in order not to make $`g`$ too high. When the number of atoms is large, so that $`g1`$, this can be compensated by taking a long cigar-shape trap, with $`\nu 1`$, which would result in $`g\nu 1`$. In the present-day experiments there is such a wide variety of possibilities for changing characteristic parameters  by choosing an appropriate shape of a trap, by changing the number or the type of trapped atoms, by varying the scattering length using Feshbach resonances, and so on, that it looks rather feasible to observe the critical phenomena described.

Figure captions

Fig. 1. The time dependence of the fractional populations $`n_0(t)`$ and $`n_j(t)`$ for $`b=0.4999`$ and $`\delta =0`$. Here and in all following pictures the dashed line corresponds to the ground-state population $`n_0(t)`$ and the solid line, to the excited-level population $`n_j(t)`$.

Fig. 2. Flattening of the fractional populations, with their oscillation period being doubled, at $`b=0.4999`$ and $`\delta =0.0001`$.

Fig. 3. The appearance of the upward cusps of $`n_j(t)`$ and of the downward cusps of $`n_0(t)`$ for $`b=0.4999`$ and $`\delta =0.0001001`$.

Fig. 4. Fractional populations versus time for $`b=0.4999`$ and $`\delta =0.00011`$.