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# Intrinsic decoherence in atomic diffraction by standing light wave

## I Introduction

Typically the decoherence effects are ascribed to the action of an environment, i.e. not controlled degrees of freedom. This is the so called environment-induced decoherence . However, there could also be the possibility of an intrinsic nature of decoherence, i.e. coming from the system itself and not from external degrees of freedom, as pointed out recently . The idea underlying this approach is the fact that the interaction time, i.e. the time interval in which the effective Hamiltonian evolution takes place, is a random variable . This randomness can have different origins depending on the studied system.

In atom optics , for instance, the interaction time is determined by the transit time of the atoms through a cavity . Nevertheless, this interaction time is random, due to eventual classical fluctuations of atomic velocities, but beyond that, due to the finite extend of the interacting atomic wave packet . In fact, the instant at which a wave packet passes a given point of the axis is not determined precisely, but carries an uncertainty proportional to its width . Hence, there should be purely quantum mechanical intrinsic decoherence effects. Here, we study the appearance of such effects in atomic diffraction by standing light wave.

On the other hand, decoherence effects relevant to quantum optics domain are now beginning to be tested experimentally . As far as quantum objects bearing mass are concerned, decoherence has been only investigated for the motional states of the ions . Then, it would be also interesting to experimentally verify such a new type of decoherence. To this end, we show a possible modification of the measurable atomic momentum distribution.

## II Time formalism

In this section we review the formalism describing non-dissipative decoherence derived in Refs. . It is based on the idea that time is a random variable or, alternatively, that the system Hamiltonian (therefore its eigenvalues) fluctuates. This leads to random phases in the energy eigenstates representation. Then, the resulting evolution of the system must be averaged on a suitable probability distribution, and this leads to the decay of the off-diagonal elements of the density operator.

Let us consider an initial state $`\rho (0)`$ and consider the case of a random evolution time. Then, the evolved state will be averaged over a probability distribution $`P(t,t^{})`$, i.e.

$$\overline{\rho }(t)=_0^{\mathrm{}}𝑑t^{}P(t,t^{})\rho (t^{}),$$
(1)
where $`\rho (t^{})=\mathrm{exp}\{iLt^{}\}\rho (0)`$ is the usual solution of the Liouville-Von Neumann equation with $`L\mathrm{}=[H,\mathrm{}]/\mathrm{}`$. One can write as well

$$\overline{\rho }(t)=V_L(t)\rho (0),$$
(2)
where

$$V_L(t)=_0^{\mathrm{}}𝑑t^{}P(t,t^{})e^{iLt^{}}.$$
(3)
In Ref. , the function $`P(t,t^{})`$ has been determined to satisfy the following conditions: i) $`\overline{\rho }(t)`$ must be a density operator, i.e. it must be self-adjoint, positive-definite, and with unit-trace. This leads to the condition that $`P(t,t^{})`$ must be non-negative and normalized, i.e. a probability density in $`t^{}`$, so that Eq.(1) is a completely positive map; ii) $`V_L(t)`$ satisfies the semigroup property $`V_L(t_1+t_2)=V_L(t_1)V_L(t_2)`$, with $`t_1,t_20`$. These requirements are satisfied by

$$V_L(t)=\frac{1}{(1+iL\tau )^{t/\tau }},$$
(4)
and

$$P(t,t^{})=\frac{1}{\tau }\frac{e^{t^{}/\tau }}{\mathrm{\Gamma }(t/\tau )}\left(\frac{t^{}}{\tau }\right)^{(t/\tau )1},$$
(5)
where the parameter $`\tau `$ naturally appears as a scaling time. The expression (5) is the so-called $`\mathrm{\Gamma }`$-distribution function, well known in line theory. Its interpretation is particularly simple when $`t/\tau =r`$ with $`r`$ integer; in that case $`P(r,t^{})`$ gives the probability density that the waiting time for $`r`$ independent events is $`t^{}`$ and $`\tau `$ is the mean time interval between two events. Generally, the meaning of the parameter $`\tau `$ can be understood by considering the mean of the evolution time $`t^{}=t`$, and its variance $`t^2t^{}^2=\tau t`$.

When $`\tau 0`$, $`P(t,t^{})\delta (tt^{})`$ so that $`\overline{\rho }(t)\rho (t)`$ and $`V_L(t)=\mathrm{exp}\{iLt\}`$ is the usual unitary evolution. However, for finite $`\tau `$, the evolution operator $`V_L(t)`$ describes a decay of the off diagonal matrix elements in the energy representation, whereas the diagonal matrix elements remain constants, i.e. the energy is still a constant of motion. In fact, in the energy eigenbasis, Eqs.(2) and (4) yield

$$\overline{\rho }_{n,m}(t)=e^{\gamma _{n,m}t}e^{i\nu _{n,m}t}\rho _{n,m}(0),$$
(6)
where

$`\gamma _{n,m}`$ $`=`$ $`{\displaystyle \frac{1}{2\tau }}\mathrm{log}\left(1+\omega _{n,m}^2\tau \right),`$ (7)
$`\nu _{n,m}`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\mathrm{arctan}\left(\omega _{n,m}\tau \right),`$ (8)
with $`\mathrm{}\omega _{n,m}=(E_nE_m)`$ the energy difference. One can recognize in Eq.(6), beside the exponential decay, a frequency shift of every oscillating term.

The phase diffusion aspect of the present approach can also be seen in the evolution equation for the averaged density matrix $`\overline{\rho }(t)`$. Indeed, by differentiating with respect to time Eq.(2) and using (4) one gets the following master equation for $`\overline{\rho }(t)`$

$$\frac{d}{dt}\overline{\rho }(t)=\frac{1}{\tau }\mathrm{log}\left(1+iL\tau \right)\overline{\rho }(t).$$
(9)
It is worth noting that by expanding the logarithm up to second order in $`\tau `$, one obtains

$$\frac{d}{dt}\overline{\rho }(t)=\frac{i}{\mathrm{}}[H,\overline{\rho }(t)]\frac{\tau }{2\mathrm{}^2}[H,[H,\overline{\rho }(t)]],$$
(10)
which is the well known phase-destroying master equation . Hence, Eq.(9) appears as a generalized phase destroying master equation taking into account higher order terms in $`\tau `$. Nonetheless, the present approach is different from the usual master equation approach, in the sense that it is model independent, non perturbative and without specific statistical assumptions. In fact, the probability distribution (5), is derived only from the semigroup condition, and it is interesting to note that this condition yields a gaussian probability distribution as a limiting case when $`t\tau `$.

## III Atomic diffraction by standing light wave

We consider the deflection of an atomic beam of two-level atoms by a classical standing wave in a cavity as in Fig.(1). The atomic beam is normally incident on the standing wave and experiences an exchange of momentum with the photons in the light wave. We shall assume that the frequency of the light field is well detuned from the atomic resonance so that we may neglect the spontaneous emission. The Hamiltonian describing the system is

$$H=\mathrm{}\omega _0\sigma _Z+\frac{𝐏^2}{2M}+\mathrm{}\mathrm{\Omega }\left(\sigma _{}e^{i\omega t}+\sigma _+e^{i\omega t}\right)\mathrm{cos}(kX),$$
(11)
where $`𝐏(P_X,P_Y,P_Z)`$ is the center of mass momentum of the atom, $`M`$ is the atomic mass, $`\sigma _Z`$ and $`\sigma _\pm `$ are the pseudo spin operators for the atom, $`\omega _0`$ and $`\omega `$ are the atomic and field frequencies, $`k=\omega /c`$ is the wave number of the standing wave, and $`\mathrm{\Omega }`$ the Rabi frequency.

We shall assume that the interaction time is sufficiently small that the transverse kinetic energy absorbed by the atom during the interaction can be neglected (Raman-Nath approximation). This is equivalent to neglect the term $`P^2/2M`$ in the Hamiltonian (11). Then, transforming to the interaction picture (with $`H_0=\mathrm{}\omega \sigma _Z`$) the Hamiltonian may be written in the form

$`H`$ $`=`$ $`\mathrm{}\mathrm{\Delta }\sigma _Z+2\mathrm{}\mathrm{\Omega }\sigma _X\mathrm{cos}(kX),`$ (12)
$`=`$ $`\mathrm{}V(X)\left[\mathrm{cos}\theta (X)\sigma _Z+\mathrm{sin}\theta (X)\sigma _X\right],`$ (13)
where $`\mathrm{\Delta }=\omega _0\omega `$, $`V(X)=\sqrt{\mathrm{\Delta }^2+4\mathrm{\Omega }^2\mathrm{cos}^2(kX)}`$, $`\mathrm{cos}\theta (X)=\mathrm{\Delta }/V(X)`$ and $`\mathrm{sin}\theta (X)=2\mathrm{\Omega }\mathrm{cos}(kX)/V(X)`$.

In the limit of large detuning, i.e. $`\mathrm{\Delta }2\mathrm{\Omega }\mathrm{cos}(kX)`$, the effective Hamiltonian remains

$$H=\mathrm{}\mathrm{\Delta }\sigma _Z+\left[\frac{2\mathrm{}\mathrm{\Omega }^2\mathrm{cos}^2(kX)}{\mathrm{\Delta }}\right]\sigma _Z.$$
(14)
The atomic state vector can be written as

$$X|\mathrm{\Psi }(t)=a(X,t)|e+b(X,t)|g,$$
(15)
where $`|g`$, and $`|e`$ are the ground and excited internal atomic states, while $`a`$, and $`b`$ are probability amplitudes.

We assume the atoms initially in their ground state with a Gaussian wavefunction

$`a(x,0)`$ $`=`$ $`0,`$ (16)
$`b(x,0)`$ $`=`$ $`(\pi \sigma ^2)^{1/4}\mathrm{exp}\left[{\displaystyle \frac{x^2}{2ϵ_x}}\right],`$ (17)
where $`x=kX`$ and $`ϵ_x`$ is the transverse position spread of the input beam.

The Schrödinger equations are

$`{\displaystyle \frac{d}{dt}}a`$ $`=`$ $`i\left[{\displaystyle \frac{\mathrm{\Delta }}{2}}+{\displaystyle \frac{\mathrm{\Omega }^2\mathrm{cos}^2x}{\mathrm{\Delta }}}\right]a,`$ (18)
$`{\displaystyle \frac{d}{dt}}b`$ $`=`$ $`i\left[{\displaystyle \frac{\mathrm{\Delta }}{2}}+{\displaystyle \frac{\mathrm{\Omega }^2\mathrm{cos}^2x}{\mathrm{\Delta }}}\right]b,`$ (19)
Of course, it results $`a(x,t)=0`$, while the solution for $`b`$ can be written in terms of the Bessel functions of the first kind $`J_n`$ , as

$$b(x,t)=\mathrm{exp}\left[i\left(\frac{\mathrm{\Delta }}{2}+\frac{\mathrm{\Omega }^2}{2\mathrm{\Delta }}\right)t\right]\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}i^nJ_n\left(\frac{\mathrm{\Omega }^2t}{2\mathrm{\Delta }}\right)e^{2inx}b(x,0).$$
(20)
Taking the Fourier transform of this relationship shows the effect in the momentum space

$$\stackrel{~}{b}(p_x,t)=\mathrm{exp}\left[i\left(\frac{\mathrm{\Delta }}{2}+\frac{\mathrm{\Omega }^2}{2\mathrm{\Delta }}\right)t\right]\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}i^nJ_n\left(\frac{\mathrm{\Omega }^2t}{2\mathrm{\Delta }}\right)\stackrel{~}{b}(p_x2n,0),$$
(21)
where $`\stackrel{~}{b}`$ denotes the Fourier transform of $`b`$, and $`p_x=P_X/\mathrm{}k`$. The scattered ground state wavefunction is a superposition of Gaussian modulated plane waves with momentum $`2n\mathrm{}k`$. The momentum transferred from the field to the atom is an even multiplies of $`\mathrm{}k`$ corresponding to the absorption of a photon from the $`(+k)`$ component followed by induced emission in the $`(k)`$ component of the standing wave.

The final output momentum probability, which can be measured, is composed of a comb of images of the initial momentum distribution

$$w(p_x,T)=\left|\stackrel{~}{b}(p_x,T)\right|^2=\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}\underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}i^{(nm)}J_n\left(T/4\right)J_m\left(T/4\right)\stackrel{~}{b}(p_x2n,0)\stackrel{~}{b}(p_x2m,0),$$
(22)
where $`T=2\mathrm{\Omega }^2t/\mathrm{\Delta }`$. In order to resolve the peaks it is necessary to have a narrow initial momentum spread, i.e. $`ϵ_x>1`$.

## IV Effects of time fluctuations

The atomic wave packet has a finite position spread also in the longitudinal direction ($`Z`$ in Fig.1). For the sake of simplicity we assume $`ϵ_z=ϵ_x=ϵ=kϵ_Z=kϵ_X`$. The non-zero value of $`ϵ_z`$ give rise to an uncertainty in the arrival time  of the atoms at the end of the cavity, i.e. at the time $`T`$ of Eq.(22). We can account for this uncertainty by considering the time as a random variable and use the quantum mechanical consistent approach described in Section II . Then, accordingly to Eq.(1), we have to do the following replacement

$$w(p_x,T)\mathrm{Tr}\left\{p_x\rho (T)\right\}\overline{w}(p_x,T)\mathrm{Tr}\left\{p_x\overline{\rho }(T)\right\}.$$
(23)
From Eqs.(21) and (5), it results

$$\overline{w}(p_x,T)=\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}\underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}i^{(nm)}I_{n,m}(T)\stackrel{~}{b}(p_x2n,0)\stackrel{~}{b}(p_x2m,0),$$
(24)
where

$$I_{n,m}(T)=_0^{\mathrm{}}𝑑T^{}J_n(T^{}/4)J_m(T^{}/4)\frac{1}{𝒯}\frac{e^{T^{}/𝒯}}{\mathrm{\Gamma }(T/𝒯)}(T^{}/𝒯)^{T/𝒯1},$$
(25)
with $`𝒯=2\mathrm{\Omega }^2\tau /\mathrm{\Delta }`$, and the integral given explicitly in the appendix.

The output momentum distribution is shown in Fig.2 for several values of $`𝒯`$. Notice, that the chosen interaction time $`T`$ implies the deflection of all atoms in the ideal situation a), where no peak is present at $`p_x=0`$. However, the effect of intrinsic decoherence is to reduce the exchange of momentum between atoms and field, then to leave the atoms undeflected. In fact the central peak increases from b) to c) while the others decrease.

## V Conclusions

We know that $`𝒯`$ is related to the time parameter $`\tau `$. The latter represents the time uncertainty in the interaction process. On the other hand, the uncertainty in localizing temporally a wave packet at a given space point, which give rise to the time energy uncertainty relation , may be considered as $`\delta Z/v`$, where $`\delta Z`$ is the width of the packet and $`v`$ its group velocity . Then, we may assume

$$\tau =\frac{1}{P_Z/M}\sqrt{ϵ_Z^2+\left(\frac{\mathrm{}}{2M}\right)^2\frac{t^2}{ϵ_Z^2}+\left(\frac{1}{M}\right)^2_{P_Z}^2t^2},$$
(26)
where $`P_Z/M`$ is the mean velocity of the atoms along the $`Z`$ direction, while the square root term represents the width of the packet along the $`Z`$ direction. The first two terms inside the square root of Eq.(26) describe the well known free particle wave packet spread (during the interaction time $`t`$), while the last term is due to the classical momentum spread. In this case $`\tau `$ (hence $`𝒯`$) becomes time dependent, but the positive map described by Eqs.(1), (5), can be maintained by dropping the semigroup property.

Of course, if in the above expression (26) $`_{P_Z}`$ is the dominant term, we only have classical decoherence effect, essentially due to the thermal spread of momentum. However, even if such effect is eliminated, decoherence will be still present having a purely quantum nature. Moreover, it will be intrinsic to the system, and not due to external degrees of freedom.

Effects similar to those of Fig.(2) can be recognized in the experimental data of Ref., but mainly due to (classical) velocity spread. Nevertheless, more recently, cooling techniques offer the possibility to have almost monochromatic atomic beam (e.g. $`\delta P_Z/P_Z=10^3`$ with $`P_Z/M=10^3`$ $`\mathrm{ms}^1`$ ). Then, it would be possible to achieve minimum uncertainty states for the atomic wave packet, with e.g. $`ϵ_Z10^{11}`$ $`\mathrm{m}`$ . This means that the dominant term in Eq.(26), once fixed the interaction time $`t10^9`$ $`\mathrm{s}`$ , becomes the Schrodinger spread, i.e. the second term in the square root. That gives $`𝒯1`$ which is promising to test the intrinsic quantum nature of decoherence as can be seen from Fig.(2). On the other hand, the opposite limit, where $`ϵ_Z`$ is dominant in Eq.(26) could be investigated as well with slow atoms at large de Broglie wavelength .

In conclusion, we have studied intrinsic decoherence arising from the interaction time fluctuations in atomic diffraction by standing light wave. The main limitation to observe such effect relies on the necessity to suppress classical fluctuations, however, the technological achievements in atom optics, atom lasers  at last, make the possibility to observe intrinsic quantum decoherence realistic. Finally, it is worth interesting to also apply the above theory to the problem of atomic wave diffraction in time ; this is planned for future work.

## Appendix

The integral (25) can be written explicitly  as follows

$$I_{n,m}(T)=I_{|n|,|m|}(T)()^{(|n|n+|m|m)/2},$$
(27)
where

$$I_{|n|,|m|}(T)=\frac{𝒯^{(|n|+|m|)}\mathrm{\Gamma }\left(|n|+|m|+\frac{T}{𝒯}\right){}_{4}{}^{}F_{3}^{}(𝐮,𝐯,\frac{𝒯^2}{4})}{2^{3(|n|+|m|)}\mathrm{\Gamma }(1+|n|)\mathrm{\Gamma }(1+|m|)\mathrm{\Gamma }\left(\frac{T}{𝒯}\right)},$$
(28)
with $`F`$ the generalized hypergeometric function  whose vectors $`𝐮`$ and $`𝐯`$ are

$`𝐮`$ $``$ $`({\displaystyle \frac{1}{2}}+{\displaystyle \frac{|n|}{2}}+{\displaystyle \frac{|m|}{2}},{\displaystyle \frac{1}{2}}+{\displaystyle \frac{|n|}{2}}+{\displaystyle \frac{|m|}{2}},{\displaystyle \frac{|n|}{2}}+{\displaystyle \frac{|m|}{2}}+{\displaystyle \frac{T}{2𝒯}},{\displaystyle \frac{1}{2}}+{\displaystyle \frac{|n|}{2}}+{\displaystyle \frac{|m|}{2}}+{\displaystyle \frac{T}{2𝒯}}),`$ (29)
$`𝐯`$ $``$ $`(1+|n|,1+|m|,1+|n|+|m|).`$ (30)


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# The Inner Light Year of the Nearest Seyfert 1 Nucleus in NGC 4395

## 1 MOTIVATION

The Seyfert 1 nucleus of NGC 4395 holds three unique distinctions. First, in the optical regime it is the least luminous Seyfert nucleus known, with an absolute blue magnitude of only $`M_B=9.8`$ mag. On energetics grounds it is therefore essential to explore both black hole and stellar origins for the Seyfert activity (Filippenko & Sargent, 1989; Filippenko, Ho, & Sargent, 1993; Lira et al., 1999). Second, it is the only Seyfert nucleus known to be hosted by an Sm galaxy. Proving that the Seyfert traits of NGC 4395 are inconsistent with a stellar origin, but consistent with a black hole origin, would thus bolster claims of black hole ubiquity in the local universe (Magorrian et al., 1998). Finally, NGC 4395 lies at a distance $`D=2.6`$ Mpc (Rowan-Robinson, 1985), making it the nearest known Seyfert 1 nucleus. The corresponding scale is 10 mas $`=`$ 0.42 lt-year, so the inner light year can, in theory, be probed directly with the NRAO Very Long Baseline Array (VLBA). Direct imaging of radio emission on light-year scales can be a powerful discriminant between black hole and stellar origins: a black hole could launch jets (Falcke & Markoff, 2000), while stellar processes could result in a compact starburst (Condon et al., 1991), a supernova remnant resembling Galactic ones (Green, 1984), or a compact supernova remnant (Terlevich et al., 1995).

Recent observations of NGC 4395 with the NRAO Very Large Array (VLA) showed an unresolved source at a frequency $`\nu =1.4`$ GHz, with a flux density $`S=1680\pm 94\mu `$Jy; a diameter $`d<550`$ mas (23 lt-years); and a spectral index $`\alpha =0.60\pm 0.08`$ ($`S\nu ^\alpha `$) between 1.4 and 4.9 GHz, indicating synchrotron emission from a nonthermal plasma (Ho & Ulvestad, 2001). A VLA source of this strength is too weak to be imaged with the VLBA if just traditional self-calibration techniques are applied. However, the prospects for successfully imaging NGC 4395 with the VLBA are good if phase-referencing techniques are employed (Wrobel et al., 2000). Section 2 of this Letter reports the detection of one VLBA source at 1.4 GHz, using phase-referenced observations of a 550-mas region in NGC 4395. Section 3 examines the implications of this VLBA detection, plus published radio photometry, for black hole and stellar models for the origin of the radio emission. These data are shown to be consistent with an origin from a black hole but inconsistent with an origin from a compact starburst, a supernova remnant like Cassiopeia A, or a compact supernova remnant resembling SN 1988Z.

## 2 OBSERVATIONS, CALIBRATION, AND IMAGING

The VLBA (Napier et al., 1994) was used to observe NGC 4395 and calibrators on 2000 April 11 UT. Data were acquired in dual circular polarizations with 4-level sampling and at a center frequency 1.43840 GHz with bandwidth 32 MHz. Phase-referenced observations were made in the nodding style. A 3-minute observation of NGC 4395 was preceded and followed by a 2-minute observation of the phase, rate, and delay calibrator J1220+3431 (Wilkinson et al., 1998) about $`1.5\mathrm{°}`$ from NGC 4395. Sources J1215+3448 and J1310+3220 were also observed, respectively, to check the astrometric accuracy and to align the phases of the independent baseband channels (Ma et al., 1998). Observation and correlation assumed a coordinate equinox of 2000. The a priori position adopted for NGC 4395 was very close to that in Ho & Ulvestad (2001).

Data editing and calibration were done using the 1999 December 31 release of the NRAO AIPS software and following the strategies outlined by Ulvestad (2000). After data deletion based on a priori flags, data were deleted on all baselines involving any antenna observing below an elevation of $`20\mathrm{°}`$. Such elevation-based editing minimized differential ionospheric conditions between the lines of sight to J1220+3431 and NGC 4395. Despite this step, it was impossible to calibrate the phases on baselines to the VLBA antenna on Manua Kea in Hawaii, and those baselines were also deleted. This resulted in an observed baseline range of 240–5800 km and, for NGC 4395, a total of 129 baseline-hours of integration. VLBA system temperatures and gains were used to set the amplitude scale to an accuracy of about 5%, after first correcting for sampler errors. No self-calibrations were performed on NGC 4395.

The AIPS task IMAGR was used to form and deconvolve an image of the Stokes $`I`$ emission from NGC 4395, with the visibility data being naturally weighted to optimize image sensitivity. This image, given in Figure 1, was restored with an elliptical-Gaussian beam with FWHM dimensions of 13.9 mas (0.59 lt-year) by 10.7 mas (0.45 lt-year) and elongation orientation of $`20.3\mathrm{°}`$, and has an rms noise value of 51 microjanskys ($`\mu `$Jy) per beam area. The left panel of Figure 1 shows that only one VLBA source was detected above 4.5 times the rms noise, within a region centered on the unresolved VLA detection and spanning 550 mas (23 lt-years), which matches the upper limit to the diameter of the VLA detection at 1.4 GHz (Ho & Ulvestad, 2001). A quadratic fit to the peak of the VLBA detection yielded a position of $`\alpha (J2000)=12^h25^m48^s.874`$ and $`\delta (J2000)=33^{}32^{}48^{\prime \prime }.69`$. This position carries an absolute 2-dimensional error of 55 mas, set by the position error of J1220+3431 and verified with a phase-referenced image of J1215+3448. Given the signal-to-noise ratio of the VLBA detection of NGC 4395, its position can, in principal, be determined with an error of 1-2 mas (Ball, 1975) and efforts are underway to reach that limiting accuracy.

The right panel of Figure 1 displays the inner 76 mas (3.2 lt-years) centered on the position of the VLBA detection. The VLBA source seems to be slightly resolved but this apparent resolution is likely to be artifical, due to the weakness of the source and/or residual errors in the phase calibration. As a gauge of the importance of the latter effect, before self-calibration an image of the strong source J1215+3448 had a peak intensity only 88% of the peak after phase self-calibration. For the VLBA detection of NGC 4395, (1) image integration over $`N=5.8`$ beam areas gives a total flux density of $`530\pm 130\mu `$Jy, where the error is the quadratic sum of a 5% scale error and $`\sqrt{N}`$ times the rms noise; and (2) a conservative estimate to the diameter is $`d<11`$ mas (0.46 lt-year). Traits (1) and (2) imply that the VLBA detection has a brightness temperature $`T_\mathrm{b}>2.0\times 10^6`$ K.

## 3 IMPLICATIONS

Figure 2 shows that the VLA detections of NGC 4395 (Ho & Ulvestad, 2001) match the spectral powers and spectral index of Sagittarius A in the Galactic Center (Pedlar et al., 1989). The VLA size limit for NGC 4395, conveyed by the dimension of the left panel of Figure 1, is also comparable to the diameter of 26 lt-years for Sagittarius A (Pedlar et al., 1989). But the VLBA detection of NGC 4395 at 1.4 GHz is less powerful (Figure 2) and more compact (Figure 1, left panel) than Sagittarius A. This hints that the VLBA source in NGC 4395 could be an extragalactic analog to Sagittarius A (Falcke et al., 1998), thought to mark the massive black hole at the dynamical center of the Galaxy (Reid et al., 1999). An accurate position is not available for the dynamical center of NGC 4395 (Swaters et al., 1999). The position of the VLBA detection does agree with positions for the optical continuum (Cotton, Condon, & Arbizzani, 1999), X-ray continuum (Ho et al., 2001), and nuclear H$`\alpha `$ emission (van Zee et al., 1998), but these agreements carry combined errors of order 1000 mas (42 lt-years). However, a stringent mass limit is available for a putative black hole in NGC 4395: Filippenko & Ho (2001) report detection of the Ca II infrared triplet lines in absorption from echelle spectra taken with the Keck I telescope, yielding estimates for the strength of the stellar contribution to the nuclear light ($`M_B=7.3`$ mag) and the central LOS velocity dispersion ($`\sigma 30`$ km s-1), which, in combination with the star cluster size from HST images, limit any black hole mass to $`M_{\mathrm{BH}}80,000M_{\mathrm{}}`$.

An accreting black hole could launch jets. While Falcke & Markoff (2000) use a spectral analysis to build a case for a jet origin for Sagittarius A, morphological evidence for an outflow would be far more compelling. In the case of NGC 4395, the VLBA source is unresolved at a linear resolution of 0.46 lt-year or 170 lt-days, and only 0.32$`\pm `$0.26 times as strong as the VLA source spanning 23 lt-years or less. A few nearby galaxies have had their radio nuclei probed on similar scales, or even finer scales down to a resolution of 10 lt-days (eg, NGC 3031, Bietenholz, Bartel, & Rupen 2000). While jets or jet-like structures are invariably observed, those galaxies exhibit spectral powers at 1.5 GHz that are an order of magnitude, or more, above the power of the source in NGC 4395 at comparable VLA resolutions (Wrobel, Machalski, & Condon, 2001). Still, the VLA and VLBA sources in NGC 4258 at 1.5 GHz (Cecil et al., 2000) are only about a factor of ten more powerful than their counterparts in NGC 4395. At a linear resolution of 0.94 lt-year, the VLBA source in NGC 4258 is resolved into two jets elongated over 5.9 lt-years. Similar jets, if present in NGC 4395, could account for some of the VLA flux density missing from Figure 1: a deeper VLBA image of NGC 4395 is required to search for such jets. The present VLBA detection could then correspond to the brightest region in the jets, an hypothesis that could be tested with VLBA imaging at higher linear resolution.

On energetics grounds it is reasonable also to explore a stellar origin for the Seyfert activity in NGC 4395 (Filippenko, Ho, & Sargent, 1993; Lira et al., 1999). In the radio regime, stellar processes could result in a compact starburst, a supernova remnant resembling Galactic ones, or a compact supernova remnant.

For a compact starburst, Condon et al. (1991) use an empirical scaling relation between thermal and nonthermal radio continuum, based on more extended star-forming galaxies with thermal electron temperature $`T_\mathrm{e}=10^4`$ K, to derive a limiting brightness temperature of $`T_\mathrm{b}10^5`$ K at 1.4 GHz. The VLBA source in NGC 4395, with brightness temperature $`T_\mathrm{b}>2.0\times 10^6`$ K, clearly exceeds this limit, excluding a compact starburst origin.

The Galactic supernova remnant Cassiopeia A, of age $`t400`$ years, has spectral powers and a spectral index (Baars et al., 1977; Green, 1984; Filippenko, Ho, & Sargent, 1993) very similar to those derived from the VLA detections of NGC 4395 (Ho & Ulvestad, 2001). These photometric similarities are displayed in Figure 2. The upper limit $`d=23`$ lt-years to the diameter of the VLA source in NGC 4395 is also consistent with the diameter $`d=13`$ lt-years for Cassiopeia A (Green, 1984). But the VLBA source in NGC 4395 is about a third as powerful (Figure 2) and considerably more compact ($`d<0.46`$ lt-year) than Cassiopeia A. This VLBA size constraint strongly excludes further analogy with Cassiopeia A.

Could the VLBA source in NGC 4395 be a compact supernova remnant (cSNR) whose evolution is governed by a supernova expanding into dense circumstellar material (Terlevich et al., 1995)? Such an interpretation encounters some successes and some difficulties (Filippenko, Ho, & Sargent, 1993; Lira et al., 1999). In the optical regime, published images of NGC 4395 plus the POSS revealed the presence of a starlike nucleus, visible at similar brightness levels since 1956 May 8 UT and implying an age $`t36`$ years in 1992. Lira et al. (1999) find that, while this slow blue photometric evolution could just be a signpost of a cSNR of age $`t300`$ years, the observed line properties roughly match those expected for a cSNR of age $`t34`$ years. The large-amplitude variability observed on time scales of days to months, in both the optical and X-ray regimes, remains a problem for the cSNR model.

In the radio regime, the record of photometric evolution of the VLA source, while sparse, supports approximate constancy over 1–2 decades at 1.4 and 4.9 GHz, since 1982 (Moran et al., 1999; Ho & Ulvestad, 2001). Also, Heeschen & Wade (1964) used the NRAO 91-m telescope in 1963 to set an upper limit of 0.2 Jy for the peak flux density of NGC 4395 at 1.4 GHz. Is this record consistent with a cSNR origin? Models for cSNRs do not, as yet, predict radio light curves, although Terlevich et al. (1995) do remark on the relevance of SN 1988Z, a radio supernova, to their models. Figure 3 shows the model light curves for SN 1988Z at 1.4 and 4.9 GHz, based on three years of monitoring in the radio regime (Van Dyk et al., 1993) but extrapolated to an age of 50 years. The powers of the VLA detections of NGC 4395, measured on 1982 Feb 8 UT and 1990 Mar 3 UT by Moran et al. (1999) with matched resolutions, and on 1999 Aug 29 and Oct 31 UT by Ho & Ulvestad (2001) also with matched resolutions, are plotted at their minimum possible ages assuming a reference date of 1956 May 8 UT. (No point appears for the VLBA detection due to concern about the effects of source resolution between VLA and VLBA scales.) The power of the 91-m upper limit, obtained during 1963 between Feb 1 UT and Dec 31 UT, is also plotted at the minimum possible age of about 7.2 years relative to the same reference date. Figure 3 shows that NGC 4395 is observed to be less powerful than SN 1988Z, by factors ranging from at least 60 at an age of about 7 years to about 100–700 at an age of 43 years. This latter discrepancy could reflect the failure of the SN 1988Z model after a few decades but model problems are unlikely through the first decade (Hyman et al., 1995). The spectral powers of NGC 4395 at 1.4 and 4.9 GHz thus appear to be too low since 1963 and too steady since 1982 to allow analogy with SN 1988Z. The former trait is more constraining than the latter, as the degree of variability could be artificially suppressed if only a small fraction of the VLA emission arises from a cSNR.

In summary, for the VLBA source in NGC 4395, the constraints on $`T_b`$, $`d`$, and $`P`$ are consistent with an origin from a black hole but exclude an origin from a compact starburst or a supernova remnant like Cassiopeia A. Also, the spectral powers of NGC 4395 at 1.4 and 4.9 GHz seem both too low and too stable for analogy with SN 1988Z, a suggested prototype for models of compact supernova remnants. Future studies of the VLBA source in NGC 4395 should focus on measuring its spectral index, reducing the upper limit to its diameter or seeking evidence for jet-like structures, assessing its astrometric stability (cf. Wrobel 2000), and imaging the missing VLA flux density.

Like other Seyfert galaxies, NGC 4395 exhibits copious evidence for thermal nuclear plasma. Estimates of the associated free-free optical depths $`\tau _{\mathrm{ff}}`$ at 1.4 GHz can constrain the relative geometries of the thermal and nonthermal plasmas. Equation 1 of Ulvestad et al. (1999) reduces to $`\tau _{\mathrm{ff}}=0.038T_\mathrm{e}^{1.35}E`$ at 1.4 GHz for a thermal plamsa with electron temperature $`T_\mathrm{e}`$ in units of K and emission measure $`E`$ in units of cm-6 pc. While $`T_\mathrm{e}`$ is either readily observed or plausibly estimated, neither condition generally applies to $`E`$. However, a notable exception is the thermal plasma responsible for the variable warm X-ray absorber in NGC 4395 (Iwasawa et al., 2000). For this plasma, $`T_\mathrm{e}=10^6`$ K is plausibly adopted, the column density is measured, and the variability time scale sets a lower limit to the density. The latter two quantities imply $`E2\times 10^{13}`$ cm-6 pc, which, in combination with $`T_\mathrm{e}=10^6`$ K, leads to $`\tau _{\mathrm{ff}}6000`$. The variable warm X-ray absorber in NGC 4395 has a free-free optical depth much larger than unity at 1.4 GHz and, therefore, cannot fully cover the VLBA source. Arguments such as these should be folded into discussions of unifying structures for the inner regions of quasars (eg, Elvis 2000).

The authors thank Dr. J. Ulvestad for discussions. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, Caltech, under contract with the National Aeronautics and Space Administration. NRAO is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc.

Figure 1

Figure 2

Figure 3


text:
# A simple out-of-equilibrium field theory formalism ?

## 1 Introduction

The real-time formulation  of thermal field theories encodes the interactions with the heat-bath through distribution functions that appear explicitly in the propagators of the fields. In thermal equilibrium, those distributions depend only on energy, and are the Bose-Einstein or Fermi-Dirac distributions.

This formalism has been thought to be also suitable for the study of processes taking place in a non-equilibrated medium , provided one replaces the equilibrium statistical weights by other functions of energy reflecting the new particle distributions. These functions are allowed to have a space-time dependence, but all the statistical weights of a diagram are taken at the same point in space-time, so that this coordinate is just a passive parameter in the calculation of a diagram. Therefore, the Feynman rules of this formalism remain formally similar to those of the initial real-time formalism. Of course, such a naive formalism is not expected to be universally valid to calculate out-of-equilibrium processes, but should be reasonably good for processes that are fast compared to the relaxation time of the medium. In other words, the approximation made by evaluating all the distribution functions at the same time in a diagram should be satisfactory if the distributions indeed change very little over the typical time it takes for this process to take place.

As a starting point of the discussion, let us come back to the work of Altherr and Seibert  who realized that this naive formalism is plagued by singular terms that seem to prevent its use for any practical purpose. More precisely, these terms are ill-defined products of propagators, with poles “pinching” the real energy axis, also known as “pinch singularities”. These pinch terms cancel exactly in equilibrium thanks to the Kubo-Martin-Schwinger  (KMS) identities. However, the KMS relations, which are an expression of the detailed balance principle, are not satisfied out-of-equilibrium, and this is responsible for the non-cancellation of the pinch singularities.

Altherr  then proposed to regularize the pinch terms by using effective propagators on which a width has been resummed. Indeed, this width moves the poles of the propagator away from the real axis, and the pinch terms become finite. For a width $`\mathrm{\Gamma }`$, they yield contributions proportional to $`1/\mathrm{\Gamma }`$. However, the order of magnitude of these pinch contributions has not been investigated in a systematic way.

In fact, subsequent work by Bedaque  and Niegawa  shows that pinch terms are clearly related to neglecting space-time inhomogeneities. In a more sophisticated formalism based on Baym-Kadanoff equations, the would-be pinch terms are compensated by terms containing gradients of the distribution functions.

One could therefore assess the validity of the naive formalism by estimating the order of magnitude of the pinch terms, compared to the ordinary terms. Large pinch contributions would indicate that the simplification that led to this formalism is not applicable, and that we are in a situation where the relaxation of the medium has a non trivial interplay with the process one is calculating. On the other hand, negligible pinch terms are an indication that this naive formalism can be used.

Our strategy in this paper is as follows. We start from this naive formalism, and perform a consistency check by estimating the relative order of magnitude of the pinch terms on a very simple example. From there, we obtain a condition for these pinch terms to be negligible in front of the regular ones. This condition defines the domain of validity of the naive formalism, and coincides with intuition: pinch terms are negligible if the typical time scale of the process under study is much smaller than the relaxation time. In other words, if this condition is satisfied, the calculation of a fast process at a given time can be performed with out-of-equilibrium statistical weights that are “frozen” at that time and one is allowed to neglect pinch terms.

## 2 Out-of-equilibrium retarded-advanced formalism

We start by a generalization of the closed-time-path (CTP) formalism  in which one replaces the Bose-Einstein and Fermi-Dirac distributions by arbitrary functions . In addition to having an energy dependence different from the equilibrium one, these distribution functions may depend on a space-time coordinate. However, an extra simplification of the formalism we are using here is that all the statistical weights of a given diagram are evaluated at the same point in space-time. In other words, all gradients are neglected. For bosons111We consider bosonic fields in this paper for the purpose of definiteness, but our arguments are valid for any type of field., the four components of the free matrix propagator in this formalism are:

$`G_0^{++}(P,X)=\mathrm{\Delta }_F(P)+2\pi n(|p_0|,X)\delta (P^2m^2),`$
$`G_0^{}(P,X)=\mathrm{\Delta }_F^{}(P)+2\pi n(|p_0|,X)\delta (P^2m^2),`$
$`G_0^+(P,X)=2\pi (\theta (p_0)+n(|p_0|,X))\delta (P^2m^2),`$
$`G_0^{++}G_0^+G_0^++G_0^{}=0,`$ (1)
with $`\mathrm{\Delta }_F(P)i/(P^2m^2+iϵ)`$ and where $`X`$ denotes the point in space-time where the distribution functions are evaluated. In order to keep the notations compact, we have implicitly assumed that the distributions are isotropic in momentum space since we have not included a $`𝐩`$ dependence. Since all the distribution functions will be evaluated at the same space-time point in the calculation of Feynman diagrams, we drop the variable $`X`$ in the following.

This formalism contains only these propagators and the vertices corresponding to the fundamental interactions. It does not contain any higher-order correlator reflecting the initial statistical distribution. In , it has been shown that this is achieved if one drops all the non Gaussian correlations coming from the initial density operator.

In this formalism, the vertices are the same as those of statistical equilibrium, i.e. $`\lambda ^{}=\lambda ^{+++}0`$ while all the other components are vanishing. Pinch singularities appear as products of $`\delta (P^2m^2)`$, or as products of $`𝒫/(P^2m^2)`$ where $`𝒫`$ denotes the principal part. It is worth noting that this formalism requires only the distribution function $`n(p_0)`$ for positive arguments; it is customary to extend its definition to the complete real axis by requiring $`n(p_0)=1n(p_0)`$ for bosons.

It is convenient to switch to the retarded-advanced basis  where two of the components of the free propagator are vanishing, and where pinch singularities appear as products of retarded and advanced propagators with the same momentum. The transformation that leads to this formalism is a linear transformation of the $`2\times 2`$ matrix made of the $`G_0^{\pm \pm }`$:

$$G_0^{XY}(P)\underset{a,b=\pm }{}U^{Xa}(P)U^{Yb}(P)G_0^{ab}(P),$$
(2)
where the capital indices $`X,Y`$ take the values $`R`$ or $`A`$, and where $`U(P)`$ is a $`2\times 2`$ matrix specifying the transformation. A choice leading to the retarded-advanced formalism is

$$U(P)\left(\begin{array}{cc}1& 1\\ n(p_0)& n(p_0)\end{array}\right),$$
(3)
where the first row is $`R`$, the second row is $`A`$, the first column is $`+`$ and the second column is $``$. After this transformation, the matrix propagator becomes:

$$G_0^{XY}(P)=\left(\begin{array}{cc}0& G_0^A(P)\\ G_0^R(P)& 0\end{array}\right),$$
(4)
with

$`G_0^A(P)G_0^{++}(P)G_0^+(P),`$
$`G_0^R(P)G_0^{++}(P)G_0^+(P).`$ (5)
In this formalism, the vertices $`\lambda ^{X\mathrm{}YZ}`$ can be expressed in terms of $`\lambda ^{+\mathrm{}+}`$ and of the distribution functions . In particular $`\lambda ^{A\mathrm{}A}=0`$. However, contrary to what happens in equilibrium, we have $`\lambda ^{R\mathrm{}R}0`$. This is a consequence of the fact that the KMS relations do not hold out of equilibrium.

## 3 Resummation of a self-energy

As it stands now, the out-of-equilibrium retarded-advanced formalism is plagued by pinch singularities. These pinch terms can be made finite, as noted in , by resumming a width on the propagators. One can see this width as a purely mathematical device introduced to make the results finite, but it makes more sense to identify it with the usual collisional width of particles in a plasma. For instance, if the theory under consideration were QCD, this width would be of order $`g^2T\mathrm{ln}(1/g)`$.

The self-energy that one has to resum in order to include the width has a peculiarity out-of-equilibrium: the component $`\mathrm{\Sigma }^{RR}`$ do not vanish, contrary to what happens in equilibrium. Indeed, the matrix corresponding to the self-energy in the RA formalism is:

$$\mathrm{\Sigma }^{XY}(P)=\left(\begin{array}{cc}\mathrm{\Sigma }^{RR}(P)& \mathrm{\Sigma }^R(P)\\ \mathrm{\Sigma }^A(P)& 0\end{array}\right).$$
(6)
This can be checked explicitly by using the previous Feynman rules for the retarded-advanced formalism, or can be understood by relating this component to the more familiar CTP formalism, which is done by means of the following relation:

$$\mathrm{\Sigma }^{RR}(P)=n(p_0)\mathrm{\Sigma }^+(P)(1+n(p_0))\mathrm{\Sigma }^+(P).$$
(7)
The right hand side of the previous equation is the usual collision term that appears in the Boltzmann equation, and it is known not to vanish out-of-equilibrium. Taking into account this extra component in the resummation, the resummed propagator is :

$$G^{XY}(P)=\left(\begin{array}{cc}0& G^A(P)\\ G^R(P)& i\mathrm{\Sigma }^{RR}(P)G^A(P)G^R(P)\end{array}\right),$$
(8)
where $`G^A`$ and $`G^R`$ are the resummed retarded and advanced propagators:

$`G^R(P){\displaystyle \frac{G_0^R(P)}{1+iG_0^R(P)\mathrm{\Sigma }^R(P)}},`$
$`G^A(P){\displaystyle \frac{G_0^A(P)}{1+iG_0^A(P)\mathrm{\Sigma }^A(P)}}.`$ (9)
The important property of the resummed matrix propagator is that its $`G^{AA}`$ component is not zero out of equilibrium. Moreover, this component is coming from the pinch terms, regularized by the imaginary part of the self-energy $`\mathrm{\Sigma }`$.

In the following, when we talk about the “contribution of pinch terms”, we have in mind the contribution of the $`G^{AA}`$ component of the full propagator (which does not exist in equilibrium, and could222Note that a product like $`G^A(P)G^R(P)`$ does not necessarily become infinite when the width $`\mathrm{\Gamma }0`$. It becomes singular only if the momentum $`P`$ can reach the mass shell, i.e. if the corresponding diagram exhibits a mass-shell singularity already in equilibrium. explode if the width is going to zero).

## 4 Order of magnitude of pinch terms

It is now interesting to compare the relative order of magnitude of the regular components $`G^R`$ or $`G^A`$ and of the component $`G^{AA}`$ which contains the pinch terms. We have for instance:

$$\frac{G^{AA}(P)}{G^R(P)}=i\mathrm{\Sigma }^{RR}(P)G^A(P)=\frac{\mathrm{\Sigma }^{RR}(P)}{P^2M^22ip^0\mathrm{\Gamma }},$$
(10)
where $`\mathrm{\Gamma }`$ is the width introduced on the propagator by the previous resummation, and $`M^2=m^2+\mathrm{Re}\mathrm{\Sigma }_R`$ is the resummed mass squared.

At this stage, it is very easy to express the previous ratio in terms of the various length scales of the problem. First, the width $`\mathrm{\Gamma }`$ is a collision rate, and its inverse is the mean free path of the particle in the medium:

$$\mathrm{\Gamma }\lambda _{\mathrm{mean}}^1.$$
(11)
The virtuality $`P^2M^2`$ can be related by the uncertainty principle to the typical lifetime of the off-shell state of momentum $`P`$. We can write:

$$P^2M^2p^0\lambda _{\mathrm{coh}}^1.$$
(12)
Physically, the space-time scale $`\lambda _{\mathrm{coh}}`$ (usually called coherence length) one can define with the typical virtuality of the propagators inside a diagram is a measure of the typical time it takes for the process under study to take place.

We need also an estimate for $`\mathrm{\Sigma }^{RR}(P)`$. This can be obtained if we recall that $`\mathrm{\Sigma }^{RR}(P)`$ is the collision term of a Boltzmann equation for particles of energy $`p_0`$ :

$$p_0\frac{dn(p_0,t)}{dt}=\mathrm{\Sigma }^{RR}(P),$$
(13)
so that we can write:

$$\mathrm{\Sigma }^{RR}(P)p_0\lambda _{\mathrm{non}\mathrm{eq}}^1,$$
(14)
where $`\lambda _{\mathrm{non}\mathrm{eq}}`$ is the scale characterizing the relaxation of the medium. Collecting everything, we find the relative order of magnitude of the pinch terms to be

$$\frac{\mathrm{pinch}}{\mathrm{reg}}\frac{\lambda _{\mathrm{non}\mathrm{eq}}^1}{\mathrm{Max}(\lambda _{\mathrm{mean}}^1,\lambda _{\mathrm{coh}}^1)}.$$
(15)
We can now discuss different limits. If the microscopic scale $`\lambda _{\mathrm{coh}}`$ is the smallest of the three scales: $`\lambda _{\mathrm{coh}}\lambda _{\mathrm{mean}},\lambda _{\mathrm{non}\mathrm{eq}}`$, we have:

$$\frac{\mathrm{pinch}}{\mathrm{reg}}|_{\mathrm{small}\lambda _{\mathrm{coh}}}\frac{\lambda _{\mathrm{coh}}}{\lambda _{\mathrm{non}\mathrm{eq}}}1.$$
(16)
In other words, the contribution of pinch terms is always negligible if the process under consideration is much faster than the relaxation of the medium. Practically, when this is the case, one can just discard the pinch terms.

On the contrary, when the coherence length is very large, this ratio is instead

$$\frac{\mathrm{pinch}}{\mathrm{reg}}|_{\mathrm{large}\lambda _{\mathrm{coh}}}\frac{\lambda _{\mathrm{mean}}}{\lambda _{\mathrm{non}\mathrm{eq}}}.$$
(17)
Usually, the remaining two scales are typically of the same order of magnitude since it takes a few times the mean free path to equilibrate the system.

We can now make a connection with the approaches of  and , who investigated the interplay between pinch singularities and the relaxation towards equilibrium. We see that the ratio of Eq. (15) becomes infinite in the limit where $`\lambda _{\mathrm{non}\mathrm{eq}}`$ becomes small, which is precisely the limit where effects of the relaxation are very important. This is equivalent to saying that neglecting the relaxation in the bare formalism of section 2 is responsible of pinch singularities. However, we add the following precision: the importance of pinch terms depend on the typical time-scale associated with the process under consideration; and they are negligible whenever the process is much faster than the relaxation. In other words, the calculation of such a fast process at a given time can be done with formulas similar to the equilibrium ones, with “frozen” out-of-equilibrium distributions. In order to specify these distributions, one needs to solve an appropriate Boltzmann equation with given initial conditions.

In the case of a very slow process (Eq. (17)), one cannot disentangle the evolution of the medium from the process under study, and it becomes necessary to keep track of the gradients. In addition, it becomes very problematic to define quantities like production rates, since the usual formulas of thermal field theory give local rates.

## 5 Conclusions

In this paper, we have investigated the consistency of a naive out-of-equilibrium field theory formalism in which rates are calculated at a given time, neglecting all gradients. We have estimated the relative order of the pinch terms and found that that they are always negligible for processes that are characterized by a time-scale very short in front of the relaxation scale.

In other words, the naive simplification which consists in dropping all the gradients and in using distribution functions that are “frozen” in time leads to a consistent formalism provided the statistical weights have very small variations over the typical time it takes for the process under study to take place.

On the contrary, the situation is much more involved if this condition is not satisfied, i.e. for a process whose typical time-scale is comparable to the relaxation time itself. That this situation is difficult to handle should not come as a surprise since in this regime a local kinetic theory is not applicable: one has to go back to first principles and solve Baym-Kadanoff-type equations.

## Acknowledgements

We would like to thank R. Baier for useful discussions. The work of F.G. is supported by DOE under grant DE-AC02-98CH10886. F.G. would also like to thank the European Center for Theoretical Studies in Nuclear Physics and related areas (ECT\*, Trento) where part of this work has been performed, for its hospitality and support.


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# Hexatic Order and Surface Ripples in Spherical Geometries

## Abstract

In flat geometries, two dimensional hexatic order has only a minor effect on capillary waves on a liquid substrate and on undulation modes in lipid bilayers. However, extended bond orientational order alters the long wavelength spectrum of these ripples in spherical geometries. We calculate this frequency shift and suggest that it might be detectable in lipid bilayer vesicles, at the surface of liquid metals and in multielectron bubbles in liquid helium at low temperatures. Hexatic order also leads to a shift in the threshold for the fission instability induced in the later two systems by an excess of electric charge.

One of the main predictions of theories of dislocation  and disclination  mediated melting in two dimensions is that the transition from solid to liquid can be a two-stage process . First, at a temperature $`T=T_m`$, dissociation of dislocation pairs drives the transition from a crystal to an intervening hexatic phase. This liquid-crystalline phase has no translational order but still exhibits extended orientational correlations. Then, its quasi-long-ranged orientational order is destroyed in a second transition which takes place at a higher temperature $`T=T_i`$. Here, an unbinding of disclination pairs finally produces an isotropic liquid.

The hexatic phase predicted by theory has now been observed in free standing liquid crystal films , in various types of two dimensional colloidal crystals , in magnetic bubble arrays  and in Langmuir-Blodgett surfactant monolayers . Despite the modest time scales available even on the fastest computers, there is now evidence via computer simulations for continuous melting and a narrow sliver of hexatic phase for hard disks  and a more substantial hexatic phase for particles interacting with a repulsive $`1/r^{12}`$ potential .

In the above experiments, two dimensional order was typically probed via diffraction or by direct measurement of correlation functions in real space. It is difficult to use these methods when hexatic order is present in a curved, spherical geometry. Examples where hexatic order might be present include ”liposomes”, i.e., closed vesicles composed of lipid bilayers , the surface of liquid metal droplets confined in Paul traps , and multielectron bubbles submerged in liquid helium . Two dimensional planar multilayers of the phospholipid DMPC  have many similarities to free standing liquid crystal films, which are known to have hexatic phases . Celestini et al. have found evidence from computer simulations for extended orientational correlations at the surface of supercooled liquid metals . Electrons trapped on the surface of liquid helium by a submerged, positively charged capacitor plate have long been used to investigate two dimensional melting . Although these experiments are consistent with dislocation mediated melting, evidence for a hexatic phase and disclination unbinding remains elusive. Multielectron bubbles result when large numbers of electrons $`(10^510^7)`$ at the helium interface subduct in response to an increase in the anode potential and coat the inside wall of a large sphere (10-100 micron radius) of helium vapor.

One might hope that bond orientational order in a membrane or interface could be detected by its effects on the dynamics of undulation modes or capillary waves. Unfortunately, hexatic order couples only to the Gaussian curvature , which vanishes for a simple sine wave deformation of a flat membrane or an interface (cf. Eq. (12) below). The situation is different, however, when these excitations are superimposed on a nontrivial background geometry such as that of a sphere. Here, we determine the effect of hexatic order on, e.g., the quadrupole and octopole undulation modes and capillary wave excitations for the spherical systems described above. The frequency shift is large for liposomes with hexatic order and might also be observable in liquid metal droplets and in multielectron bubbles in helium.

We first consider liquid droplets with surface hexatic order, either due to surface ordering or to coating with surface active molecules. The equilibrium shape minimizes a free energy $`F_d`$ given by

$$F_d=\sigma 𝑑A+\frac{1}{2}K_A𝑑AD_in^jD^in_j,$$
(1)
where $`\sigma `$ denotes the surface tension of the interface connecting a droplet with density $`\rho _l`$ surrounded by vapor with density $`\rho _v`$. For a general manifold with internal coordinates $`x=(x_1,x_2)`$, the surface element is given by $`dA=\sqrt{g}d^2x`$, where $`g(x)`$ is the determinant of the metric tensor $`g_{ij}(x)`$. For an undeformed sphere with radius $`R_0`$, $`x(\theta ,\phi )`$ with polar coordinates $`\theta `$ and $`\phi `$ and $`dA=R_0^2\mathrm{sin}\theta d\theta d\phi `$. Finally, $`\stackrel{}{n}`$ is a unit vector in the tangent plane with $`n_in^i=1`$ which identifies (modulo $`2\pi /6`$) the long-range correlations in the hexatic bond directions . Here, $`D_in^jg^{jk}D_in_k`$, where $`g^{ij}`$ is the inverse of $`g_{ij}`$ and $`D_i`$ denotes a covariant derivative with respect to the metric $`g_{ij}`$. Thus, $`D_in^j_in^j+\mathrm{\Gamma }_{ki}^jn^k`$, where the $`\mathrm{\Gamma }_{ki}^j`$ are Christoffel symbols of second kind, see e.g. . The hexatic stiffness $`K_AE_c(\xi _T/a_0)^2`$, where $`\xi _T`$ is the translational correlation length, $`a_0`$ is the particle spacing and $`E_c`$ is the dislocation core energy. The ratio $`K_A/k_BT`$ jumps from an universal value $`72/\pi `$ to zero when the hexatic melts into an isotropic liquid at $`T=T_i^{}`$ .

The fundamental assumption which underlies the hexatic free energy discussed above is that the configuration of minimal elastic energy corresponds to a vector field $`\stackrel{}{n}_0`$ where $`\stackrel{}{n}_0(x+dx)`$ can be obtained from $`\stackrel{}{n}_0(x)`$ by parallel transport of $`\stackrel{}{n}_0`$. On a sphere however, curvature introduces “frustration” since parallel transport of $`\stackrel{}{n}`$ along closed loops on the surface leads to a rotation of $`\stackrel{}{n}`$. For geometries frustrated by a nonzero integrated Gaussian curvature $`\overline{G}`$, the state of minimum energy always has topological defects .

These defects reduce the elastic energy by screening the Gaussian curvature. This point can be made more precise by introducing a local bond-angle field $`\theta `$, the angle between $`\stackrel{}{n}`$ and some local reference frame. The singular part of $`\theta `$ is then connected with the disclination density  and the hexatic contribution $`F_h`$ to Eq. (1) becomes

$`F_h`$ $`=`$ $`{\displaystyle \frac{1}{2}}K_A{\displaystyle 𝑑A𝑑A^{}\left[G(x)s(x)\right]}`$ (3)
$`\times \left({\displaystyle \frac{1}{\mathrm{\Delta }_{xx^{}}}}\right)\left[G(x^{})s(x^{})\right].`$
Here, $`1/\mathrm{\Delta }`$ is the inverse Laplacian, $`G(x)`$ the Gaussian curvature and $`s(x)`$ the disclination density ,

$$s(x)\frac{1}{\sqrt{g(x)}}\underset{i=1}{\overset{N_d}{}}q_i\delta (xx_i),$$
(4)
with $`N_d`$ disclinations of charge $`q_i=\pm 2\pi /6`$ at positions $`x_i`$. The defects minimize $`F_h`$ by arranging themselves to approximately match the Gaussian curvature. For low temperatures, large core energy $`E_c`$ and spherical geometries we expect $`N_d=12`$, corresponding to 12 5-fold disclinations at the vertices of an icosahedron.

To investigate the influence of hexatic order on droplets, we study deformations about the equilibrium configuration. We expand the free energy $`F`$ in a small time-dependent displacement field $`\delta \stackrel{}{R}(x,t)`$, where $`\stackrel{}{R}^{}=\stackrel{}{R}_0+\delta \stackrel{}{R}`$ is the deformed surface and $`\stackrel{}{R}_0`$ is the radius vector of a sphere. Here, the displacement field can be chosen to be purely normal, $`\delta \stackrel{}{R}(x,t)=R_0\zeta (x,t)\stackrel{}{N}`$, where $`\stackrel{}{N}=\stackrel{}{R}_0/R_0`$ is the normal vector of the sphere and $`\zeta `$ can be expanded in terms of spherical harmonics

$$\zeta (x,t)=\underset{l=0}{\overset{\mathrm{}}{}}\underset{m=l}{\overset{l}{}}r_{lm}(t)\mathrm{Y}_{lm}(x).$$
(5)
In the absence of defects, the expansion of $`F`$ in $`\zeta `$ would be straightforward. On the sphere however, one has to deal with a distribution of discrete disclination charges which produces a small static icosahedral surface deformation. We initially neglect this discreteness and show afterwards that the corrections arising from the discrete nature of $`s(x)`$ are irrelevant for the oscillation frequencies $`\omega (l)`$ with $`l<6`$. These considerations can be made more precise by expanding $`s(x)`$ in terms of spherical harmonics

$$s(x)=G_0+\frac{1}{R_0^2}\underset{l=1}{\overset{\mathrm{}}{}}\underset{m=l}{\overset{l}{}}s_{lm}\mathrm{Y}_{lm}(x),$$
(6)
where $`G_0=1/R_0^2`$ and $`s_{lm}_{i=1}^{N_d}q_i\mathrm{Y}_{lm}^{}(x_i)`$. In the following, we first assume $`s_{lm}0`$ for $`l>0`$ and then discuss the corrections due to nonzero $`s_{lm}`$.

For $`s_{lm}=0`$ with $`l>0`$ the hexatic order has no influence on the droplet shape and the equilibrium configuration is a sphere with a radius $`R_0`$. However, the presence of hexatic order and a nonzero stiffness constant $`K_A`$ does affect the fluctuation spectrum $`\omega (l)`$ of a hexatic liquid droplet. To see this, we solve the Navier-Stokes equation for the fluid in the presence of an undulating interface with boundary condition

$$\rho _l\frac{\mathrm{\Phi }(r)}{t}|_{r=(R_0+\zeta R_0)^{}}\rho _v\frac{\mathrm{\Phi }(r)}{t}|_{r=(R_0+\zeta R_0)^+}=\mathrm{\Delta }p(x),$$
(7)
where $`\mathrm{\Phi }(r,x,t)`$ is the velocity potential. Eq. (7) thus relates the pressure difference between the inside and outside of the droplet with the generalized pressure discontinuity $`\mathrm{\Delta }p`$ which is caused by the shape displacement. $`\mathrm{\Phi }(r,x,t)`$ is here given by  $`\mathrm{\Phi }(r,x,t)=_{l,m}A_{lm}^>\mathrm{Y}_{lm}(x)\left(\frac{R_0}{r}\right)^{l+1}`$ for $`r>R_0(1+\zeta )`$ and $`\mathrm{\Phi }(r,x,t)=_{l,m}A_{lm}^<\mathrm{Y}_{lm}(x)\left(\frac{r}{R_0}\right)^l`$ for $`r<R_0(1+\zeta )`$. The displacement field $`\zeta `$ and the velocity potential $`\mathrm{\Phi }`$ are related by the additional boundary condition $`R_0\dot{\zeta }R_0\zeta /t=\mathrm{\Phi }/r|_{r=R_0(1+\zeta )}`$, which yields $`A_{lm}^>(t)=R_0^2\dot{r}_{lm}(t)/(l+1)`$ and $`A_{lm}^<(t)=R_0^2\dot{r}_{lm}(t)/l`$. Upon setting $`\mathrm{\Delta }p(x)_{l,m}(\mathrm{\Delta }p_{lm}(t))\mathrm{Y}_{lm}(x)`$, one then finds

$$\mathrm{\Delta }p_{lm}(t)=\left(\frac{\rho _l}{l}+\frac{\rho _v}{l+1}\right)R_0^2\ddot{r}_{lm}(t),$$
(8)
where the generalized surface pressure of the displaced surface is given by $`\mathrm{\Delta }p_{lm}=\delta F(r_{lm})/R_0^3\delta r_{lm}^{}`$. Since the interfacial energy contribution to Eq. (1) is (cf. e.g. )

$$F_i=\frac{1}{2}\sigma R_0^2\underset{l,m}{}|r_{lm}|^2(l1)(l+2)$$
(9)
and the hexatic free energy reads

$$F_h=\frac{1}{2}K_A\underset{l=1}{\overset{\mathrm{}}{}}\underset{m=l}{\overset{l}{}}|r_{lm}|^2\frac{(l1)^2(l+2)^2}{l(l+1)}$$
(10)
we set $`r_{lm}=r_{lm}^0(t)e^{i\omega (l)t}`$ and find (for $`l>0`$ and $`\rho _v\rho _l`$)

$$\omega ^2=\frac{\sigma }{\rho _lR_0^3}l(l1)(l+2)\left[1+\frac{K_A}{\sigma R_0^2}\frac{(l1)(l+2)}{l(l+1)}\right].$$
(11)
Note that $`\omega (l)`$ vanishes for $`l=1`$, corresponding to translations of the droplet as a whole. Eq. (11) also shows that hexatic order only affects capillary waves in a curved geometry: In the flat space limit of large $`R_0`$ and $`l1`$ with $`kl/R_0`$ fixed, one has

$$\omega ^2\frac{k^3}{\rho _l}\left[\sigma +\frac{K_A}{R_0^2}\right].$$
(12)
The hexatic contribution drops out as $`R_0\mathrm{}`$ and we recover the result for capillary waves of a flat fluid surface . Thus, it is essential to study deformations of a curved geometry to reveal the presence of hexatic order. In general, the undulation frequency Eq. (11) depends on the ratio $`\frac{K_A}{\sigma R_0^2}`$ which for hexatic order at the surface of supercooled liquid metal droplets is $`K_A/\sigma R_0^2(\xi _T/R_0)^2(E_c/\sigma a_0^2)`$. This ratio becomes of order unity when $`\xi _TR_0`$.

Nonzero coefficients $`s_{lm}`$ with $`l>0`$ affect the mean curvature $`H(x)`$ of the stationary droplet via the extremal equation

$`2H=2H_0+{\displaystyle \frac{K_A}{\sigma R_0^2}}{\displaystyle \frac{1}{R_0}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=l}{\overset{l}{}}}{\displaystyle \frac{(l1)(l+2)}{l(l+1)}}s_{lm}\mathrm{Y}_{lm},`$

with $`H_0=1/R_0`$, leading to static surface deformation coefficients $`r_{lm}^0=s_{lm}K_A/\sigma R_0^2l(l+1)`$ which vanish in the limit $`R_0\mathrm{}`$. Thus, for $`K_A0`$ the defects effectively repel each other and deform the droplet, cf. Fig. 1. However, as we show below, nonzero $`s_{lm}`$ have no influence on the frequencies $`\omega (l)`$ for $`0<l<6`$.

Next, we discuss the influence of hexatic order on the fluctuations of a vesicle. Here, the free energy is given by

$`F_v`$ $`=`$ $`{\displaystyle \frac{1}{2}}\kappa {\displaystyle 𝑑A(2H)^2}+\kappa _G{\displaystyle 𝑑AG}`$ (14)
$`+{\displaystyle \frac{1}{2}}K_A{\displaystyle 𝑑AD_in^jD^in_j},`$
where $`\kappa `$ and $`\kappa _G`$ are the mean and Gaussian rigidity, respectively. In the following analysis, the second term of Eq. (14) can be neglected since we only consider surface shapes which are topologically equivalent to a sphere.

Since $`\kappa `$ plays a similar role for vesicles as $`\sigma `$ plays for droplets, hexatic order should lead here to similar effects on the spectrum $`\omega (l)`$. However, for vesicles the fluctuations are overdamped and one has to analyze the Stokes equation. This can be done by generalizing the approach of  to hexatic membranes. One then obtains  (neglecting for simplicity the volume constraint)

$`\omega (l)`$ $`=`$ $`i{\displaystyle \frac{\mathrm{\Gamma }(l)}{\eta R_0^3}}(l1)(l+2)`$ (16)
$`\times \left[\kappa l(l+1)+K_A{\displaystyle \frac{(l1)(l+2)}{l(l+1)}}\right],`$
where $`\eta `$ is the liquid viscosity and $`\mathrm{\Gamma }(l)l(l+1)/(2l+1)(2l^2+2l1)`$. In the flat space limit one has

$$\omega i\frac{1}{4\eta }\left[\kappa k^3+\frac{K_A}{R_0^2}k\right],$$
(17)
in agreement with  for $`R_0\mathrm{}`$.

The frequency shift (16) now depends on the ratio $`K_A/\kappa `$. However, as $`R_0\mathrm{}`$, we expect that $`K_A4\kappa `$ (a universal result for flat hexatic membranes at long wavelength ) leading to a frequency enhancement by a factor $`13/91.44`$ for the $`l=2`$ quadrupole mode. Thus, bond orientation order has a strong effect on the fluctuations of a membrane and should have experimentally observable consequences in dynamical light scattering .

For vesicles, the presence of a finite number of defects also leads to an equilibrium configuration with a deformed surface. The mean curvature $`H(x)`$ of the stationary vesicle now satisfies

$`2H=2H_0+{\displaystyle \frac{K_A}{\kappa }}{\displaystyle \frac{1}{R_0}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=l}{\overset{l}{}}}{\displaystyle \frac{(l1)(l+2)}{l^2(l+1)^2}}s_{lm}\mathrm{Y}_{lm},`$

leading to nonzero coefficients $`r_{lm}^0=s_{lm}K_A/\kappa l^2(l+1)^2`$ in the ground state. However, icosahedral symmetry insures that $`s_{lm}=0`$ unless $`l=6,10,12,\mathrm{}`$, so corrections of order $`s_{lm}`$ have no influence on the frequencies $`\omega (l)`$ for small $`l`$. Provided the positions of the disclinations remain fixed in the lipid matrix on the time scale of an undulation ($`\omega (l=2)40`$Hz for a $`1\mu `$ vesicle) the dispersion relation (16) remains valid for $`0<l<6`$. Because disclination motion is catalyzed by absorption and emission of dislocations with spacing $`\xi _T`$, the disclination diffusion constant is $`D_5(a_0/\xi _T)^2D_{lipid}`$, where $`D_{lipid}10^8\mathrm{cm}^2/\mathrm{sec}`$. The estimate $`(a_0/\xi _T)^210^2`$ suggests only minor disclination motion during an undulation period. Similar estimates show that disclination motion is negligible during a capillary wave period for hexatic droplets.

Finally, we will discuss multielectron bubbles in liquid $`{}_{}{}^{4}\mathrm{He}`$. These bubbles can undergo both a freezing transition and a shape instability. Thus, here hexatic order affects not only the fluctuation spectrum but also the instability-threshold for fission. The free energy of a multielectron bubble $`F_b=F_d+F_c`$ is that of a droplet (cf. Eq. (1)) with an additional Coulomb contribution

$$F_c=\frac{1}{2\epsilon }𝑑A𝑑A^{}\frac{\rho (x)\rho (x^{})}{|xx^{}|},$$
(18)
where $`\rho (x)`$ denotes the charge distribution on the surface and $`\epsilon `$ is the $`{}_{}{}^{4}\mathrm{He}`$ dielectric constant. In an equilibrium fluid, $`\rho =eN/4\pi R_0^2`$ for a sphere with $`N`$ electrons.

Within the approximations described above, one now finds (with $`l>0`$ and neglecting the density inside the bubble)

$`\omega ^2`$ $`=`$ $`{\displaystyle \frac{\sigma }{\rho _lR_0^3}}(l1)(l+1)`$ (20)
$`\times \left[(l+2)4{\displaystyle \frac{R_{cr}^3}{R_0^3}}+{\displaystyle \frac{K_A}{\sigma R_0^2}}{\displaystyle \frac{(l1)(l+2)^2}{l(l+1)}}\right],`$
where $`R_{cr}^3=(eN)^2/16\pi \sigma \epsilon `$ is the critical radius for multielectron bubbles without hexatic order . Thus, for $`K_A=0`$ spherical bubbles become unstable to fission if $`R<R_{cr}`$, i.e. $`\omega ^2(l=l_c)<0`$ for $`R<R_{cr}`$ and $`l_c=2`$. For $`K_A0`$ the stability of charged bubbles is enhanced by the hexatic order of the electrons on the sphere. Thus, for $`T_m<T<T_i`$ one still has $`l_c=2`$ but $`\omega ^2(l_c=2)<0`$ for $`R_0<R_c^{}`$ with $`R_c^{}<R_c`$. The icosahedral symmetry of the deformed shape with $`s_{lm}0`$ is too high to have an influence on the fission instability which occurs at $`l=2`$.

Because the electrons (which determine $`K_A`$) are far apart relative to the helium atoms (which determine $`\sigma `$) $`K_A/\sigma R_c^2`$ will be smaller than for droplets of supercooled liquid metals with $`R_0R_c`$. For helium-bubbles with $`N10^6`$ one has $`R_c10\mu `$m and we expect that $`\frac{K_A}{\sigma R_c^2}10^3`$. Charged metal droplets undergo the same fission instability. Thus, it might be possible to detect hexatic order by investigating the stability of charged liquid droplets in Paul traps.

The effects discussed here are even larger if the hexatic phase is bypassed and one freezes directly into a curved two-dimensional solid with shear modulus $`\mu `$ . The resulting frequency shifts can be estimated by setting $`K_A\mu R_0^2`$ in the formulas above (although the $`l`$-dependence will be different). There are also interesting consequences of hexatic order for dynamics of liquids and membranes in a cylindrical geometry .

We thank S. Balibar, G. Gabrielse, N. Goddard, J. Lidmar and R. Pindak for helpful discussions. This work has been supported by the NSF through Grant No. DMR97-14725 and through the Harvard MRSEC via Grant No. DMR98-09363. P. L. has been supported by an Emmy-Noether fellowship of the Deutsche Forschungsgemeinschaft (Le 1214/1-1).


text:
# Cosmological Matter Perturbations with Causal Seeds

## Abstract

We investigate linear matter density perturbations in models of structure formation with causal seeds. Under the fluid approximation, we obtain the analytic solutions using Green-function technique. Some incorrect solutions in the literature are corrected here. Based on this, we analytically prove that the matter density perturbations today are independent of the way the causal seeds were compensated into the background contents of the universe when they were first formed. We also find that the compensation scale depends not only on the dynamics of the universe, but also on the properties of the seeds near the horizon scale. It can be accurately located by employing our Green-function solutions.

With the cosmological principle as the basic premise, there are currently two main paradigms for structure formation of the universe—inflation Guth  and topological defects VilShe . Although recent observations of the cosmic microwave background (CMB) seem to have favored inflation maxiboom , defects can still coexist with it and their observational verification will have certain impact to the grand unified theory. In the literature the power spectra of models with causal seeds like defects have been investigated using the full Einstein-Boltzmann equations. However, the study of the phase information of these perturbations still remains difficult due to the limited computation power AveShe4 . Although there have been some detailed treatments for models with causal seeds HuSelWhi ; HuWhi , we shall present a simpler formalism to provide not only a physically transparent way to understand the evolution of their density perturbations, but also a computationally economical scheme to investigate their phase information cmp . This formalism is parallel to those presented in VeeSte  and turok , but we give modifications to include the cosmological constant $`\mathrm{\Lambda }`$, as well as some other improvements and corrections.

In a flat Friedmann-Robertson-Walker (FRW) model with an evolving weak source field of energy-momentum tensor $`\mathrm{\Theta }_{\mu \nu }(𝐱,\eta )`$, the full evolution equations of linear perturbations can be obtained by considering the stress-energy conservation of the fluids and the source, as well as the linearly perturbed Einstein equations cmp . With the photon-baryon tight coupling approximation, a closed set of equations for the density perturbations in the synchronous gauge are:

$`\ddot{\delta }_\mathrm{r}{\displaystyle \frac{4}{3}}\ddot{\delta }_\mathrm{c}+{\displaystyle \frac{\dot{R}}{1+R}}(\dot{\delta }_\mathrm{r}{\displaystyle \frac{4}{3}}\dot{\delta }_\mathrm{c}){\displaystyle \frac{1}{3(1+R)}}^2\delta _\mathrm{r}=0,`$ (1)
$`\ddot{\delta }_\mathrm{c}+{\displaystyle \frac{\dot{a}}{a}}\dot{\delta }_\mathrm{c}{\displaystyle \frac{3}{2}}\left({\displaystyle \frac{\dot{a}}{a}}\right)^2\left[\mathrm{\Omega }_\mathrm{c}\delta _\mathrm{c}+(2+R)\mathrm{\Omega }_\mathrm{r}\delta _\mathrm{r}\right]=4\pi G\mathrm{\Theta }_+,`$ (2)
where $`R=3\rho _\mathrm{B}/4\rho _\mathrm{r}`$, $`\mathrm{\Theta }_+=\mathrm{\Theta }_{00}+\mathrm{\Theta }_{ii}`$, $`a`$ is the scale factor, a dot represents the derivative with respect to the conformal time $`\eta `$, and the subscripts ‘c’, ‘B’ and ‘r’ denote cold dark matter (CDM), baryons, and radiation respectively.111Here we have ignored neutrinos, whose effects on the current study is negligible. By splitting the perturbations into the initial (I) and subsequent (S) parts as $`\delta _N(𝐱,\eta )=\delta _N^\mathrm{I}(𝐱,\eta )+\delta _N^\mathrm{S}(𝐱,\eta )`$ where $`N=\mathrm{c},\mathrm{r}`$, and employing the zero entropy fluctuation condition on super-horizon scales as part of the initial condition, we solve the above equations for $`\mathrm{\Lambda }=0`$ in the Fourier space to yield

$`\stackrel{~}{\delta }_N^\mathrm{I}(𝐤,\eta )`$ $`=`$ $`\stackrel{~}{𝒢}_3^N(k;\eta ,\eta _\mathrm{i})\stackrel{~}{\delta }_\mathrm{c}(𝐤,\eta _\mathrm{i})+\stackrel{~}{𝒢}_4^N(k;\eta ,\eta _\mathrm{i})\dot{\stackrel{~}{\delta }}_\mathrm{c}(𝐤,\eta _\mathrm{i}),`$ (3)
$`\stackrel{~}{\delta }_N^\mathrm{S}(𝐤,\eta )`$ $`=`$ $`4\pi G{\displaystyle _{\eta _\mathrm{i}}^\eta }\stackrel{~}{𝒢}_4^N(k;\eta ,\widehat{\eta })\stackrel{~}{\mathrm{\Theta }}_+(𝐤,\widehat{\eta })𝑑\widehat{\eta },`$ (4)
where $`\eta _\mathrm{i}`$ is the initial conformal time, and the full expressions of $`\stackrel{~}{𝒢}_i^N`$, including the baryonic effects, are presented in cmp . We notice that to solve for $`\delta _\mathrm{c}`$ we need only two Green functions ($`\stackrel{~}{𝒢}_3^\mathrm{c}`$ and $`\stackrel{~}{𝒢}_4^\mathrm{c}`$), instead of five as presented in VeeSte , some of which are incorrect due to incorrect initial conditions. Figure 1 (left) shows the asymptotic behaviors of these two Green functions on the super-horizon ($`k\widehat{\eta }1`$) and sub-horizon ($`k\widehat{\eta }1`$) scales: $`\stackrel{~}{T}_i^\mathrm{c}(k;\widehat{\eta })lim_{\eta /\eta _{\mathrm{eq}}\mathrm{}}\stackrel{~}{𝒢}_i^\mathrm{c}(k;\eta ,\widehat{\eta })a_{\mathrm{eq}}/a`$, where the subscript ‘eq’ denotes the epoch of radiation-matter density equality. A simple and accurate extrapolation scheme can then be used to obtain solutions in the non-flat or $`\mathrm{\Lambda }0`$ cosmologies cmp . All the solutions are numerically verified to high accuracy.

One important problem for structure formation with causal seeds is to investigate how the source energy was compensated into the radiation and matter background when the seeds were formed at $`\eta _\mathrm{i}`$, and how the resulting perturbations today depend on this. First consider the pseudo energy $`\tau _{00}=\mathrm{\Theta }_{00}+(3/8\pi G)\left(\dot{a}/a\right)^2(\mathrm{\Omega }_\mathrm{c}\delta _\mathrm{c}+\mathrm{\Omega }_\mathrm{r}\delta _\mathrm{r})+(\dot{a}/a)\dot{\delta _\mathrm{c}}/4\pi G`$. Since causality requires $`\tau _{00}=3\delta _\mathrm{r}/4\delta _\mathrm{c}=0`$ on super-horizon scales, it follows that the initial source energy $`\mathrm{\Theta }_{00}`$ can be compensated into between $`\delta _N`$ and $`\dot{\delta }_N`$ with different portions. With our Green-function solutions, it can be straightforwardly shown that no matter how $`\mathrm{\Theta }_{00}`$ was compensated into the background at $`\eta _\mathrm{i}`$, the resulting $`\delta _{\mathrm{c}}^{}{}_{}{}^{\mathrm{I}}`$ and thus $`\delta _\mathrm{c}`$ today will be the same. This was first numerically observed in turok , and here we can provide an analytic proof.

Finally we use our Green-function solutions to study the compensation mechanism and the scale on which it operates. First it can be shown that cmp  $`\stackrel{~}{\tau }_{00}(𝐤,\eta _0)=\left(1T(k)\right)\stackrel{~}{\mathrm{\Theta }}_{00}(𝐤,\eta _0)+_{\eta _\mathrm{i}}^{\eta _0}\left[T^{}(k;\widehat{\eta })(\dot{a}(\widehat{\eta })/a(\widehat{\eta }))\stackrel{~}{\mathrm{\Theta }}_+(𝐤,\widehat{\eta })+T(k)\dot{\stackrel{~}{\mathrm{\Theta }}}_{00}(𝐤,\widehat{\eta })\right]𝑑\widehat{\eta }`$, where $`T(k)`$ is the standard CDM transfer function in the inflationary models, and $`T^{}(k;\widehat{\eta })=\stackrel{~}{𝒢}_4^\mathrm{c}(k;\eta _0,\widehat{\eta })/\stackrel{~}{𝒢}_{40}^\mathrm{c}(k;\eta _0,\widehat{\eta })`$ (see Figure 1 right). On super-horizon scales, it is clear that $`T(k)`$ is unity by definition so that only the integral survives, and that the quantity inside the square brackets is nothing but $`\stackrel{~}{\mathrm{\Theta }}_{0i,i}(𝐤,\widehat{\eta })`$ due to the source stress-energy conservation and the fact $`T=T^{}`$. Since $`\stackrel{~}{\mathrm{\Theta }}_{0i,i}`$ has a $`k^4`$ fall-off power spectrum due to causality, it follows immediately that the pseudo-energy $`\tau _{00}`$ also has a $`k^4`$-decay power spectrum outside the horizon. On sub-horizon scales, on the other hand, although $`(1T(k))`$ is approximately unity, the usual sub-horizon power-law decay in $`\stackrel{~}{\mathrm{\Theta }}_{00}`$ (as in the case of topological defects) will make the first term negligible, while the quantity inside the integral is no longer simply $`\stackrel{~}{\mathrm{\Theta }}_{0i,i}`$. As a result, we see that the compensation scale, above which the power of both $`\delta _\mathrm{c}`$ and $`\tau _{00}`$ decays as $`k^4`$, is determined not only by the functions $`T`$ and $`T^{}`$, but also by the properties of the source near the horizon scale. Once the detailed behavior of the source near the horizon scale is known, we can accurately locate the compensation scale using our formalism cmp . We acknowledge the support from NSF KDI Grant (9872979) and NASA LTSA Grant (NAG5-6552).


text:
# ULTRALUMINOUS X–RAY SOURCES IN EXTERNAL GALAXIES

## 1. INTRODUCTION

The existence in spiral galaxies of off–nuclear X–ray sources whose luminosities appear significantly larger than the Eddington limit for a $`1\mathrm{M}_{}`$ object has been known for some time (Fabbiano, 1989). These sources are distinct from the weak AGN present in many spiral galaxies known as LINERs (Ho et al. 1997), although in at least one case (M33, cf Dubus et al, 1997) they may be confused with AGN. Recently considerable effort has been devoted to interpreting the properties of these ‘ULXs’ (= ultra–luminous compact X–ray sources, e.g Makishima et al, 2000 and references therein). A key to understanding their nature may be that they appear to occur preferentially, although not exclusively, in regions of star formation (Zezas, Georgantopoulos & Ward 1999; Roberts and Warwick 2000, Fabbiano, Zezas & Murray, 2001). In this paper we investigate models for the ULXs.

Bright, non–nuclear X–ray point sources in galaxies divide into two groups: accreting neutron stars and black holes, and young supernova remnants. The luminosities of the first group, but not the second, are constrained by the Eddington limit:

$$L_XL_{\mathrm{Edd}}\frac{4\pi GM_1m_pc}{\sigma _T}1.3\times 10^{38}m_1\mathrm{erg}\mathrm{s}^1,$$
(1)
where $`\sigma _T`$ is the Thomson cross–section and $`m_1`$ is the accretor mass $`M_1`$ in $`\mathrm{M}_{}`$. This constraint applies to any non–explosive source, whether powered by accretion or other means such as nuclear burning.

Evasions of the limit are possible, but rare. In the transient system A0538–66 a magnetic neutron star accretes from the wind of a Be–star companion. The system sometimes has super–Eddington luminosities $`L_X10^{39}\mathrm{erg}\mathrm{s}^1`$ (White & Carpenter, 1978) but these may result from the reduction in the electron scattering cross–section below $`\sigma _T`$ in the $`10^{11}`$ G magnetic field of the neutron star pervading the accretion columns. Thus if we regard the observed variability of ULXs as ruling out the identification as supernova remnants, a straightforward interpretation as non–explosive sources requires black holes with masses $`M_150100\mathrm{M}_{}`$, accreting at rates which on occasion can exceed $`10^6\mathrm{M}_{}\mathrm{yr}^1`$. As we shall see, while individual ULXs could harbour such masses, there are major difficulties with such a picture as an explanation for the ULXs as a class. Accordingly we consider models in which the X–ray emission is assumed to be significantly beamed. In this case ULXs may correspond to a relatively shortlived but common epoch of the evolution of close intermediate– or high–mass X–ray binaries, perhaps the thermal–timescale mass transfer phase following the normal X–ray phase.

## 2. LUMINOSITIES, LIFETIMES, MASSES, BIRTHRATES

We first consider the restrictions placed by observation on accretion models for the ULXs. We assume that a compact object of mass $`M_1`$ accretes from a mass reservoir (e.g. a companion star) of mass $`M_2`$. We denote the mean observed number of ULXs per galaxy as $`n`$, the beaming factor as $`b`$ ($`=\mathrm{\Omega }/4\pi `$, where $`\mathrm{\Omega }`$ is the solid angle of emission), the duty cycle (= time that the source is active as a fraction of its lifetime) as $`d`$, and define an ‘acceptance rate’ $`a`$ as the ratio of mass accreted by $`M_1`$ to that lost by $`M_2`$, i.e. the mean accretion rate $`\dot{M}_1=a(\dot{M}_2)`$. We further define $`L_{\mathrm{sph}}`$ as the apparent X–ray (assumed bolometric) luminosity of a source, given by the assumption of isotropic emission, and let $`L_{40}=L_{\mathrm{sph}}/10^{40}\mathrm{erg}\mathrm{s}^1`$. From these definitions it follows that the luminosity

$$L=bL_{\mathrm{sph}}=10^{40}bL_{40}\mathrm{erg}\mathrm{s}^1$$
(2)
and the minimum accretor mass if the source is not to exceed the Eddington limit is

$$M_110^2bL_{40}\mathrm{M}_{}.$$
(3)
The total number of such sources per galaxy is

$$N=\frac{n}{bd}$$
(4)
with a minimum mean accretion rate during active phases of

$$\dot{M}_{\mathrm{active}}=\frac{\dot{M}_1}{d}=\frac{\dot{M}_2a}{d}>10^6bL_{40}\mathrm{M}_{}\mathrm{yr}^1.$$
(5)
The mass loss rate from $`M_2`$ is thus

$$\dot{M}_2>10^6\frac{bd}{a}L_{40}\mathrm{M}_{}\mathrm{yr}^1,$$
(6)
and the lifetime of a source is

$$\tau =\frac{M_2}{\dot{M}_2}10^6\frac{m_2a}{bdL_{40}}\mathrm{yr},$$
(7)
with $`m_2=M_2/\mathrm{M}_{}`$, leading to a required birthrate per galaxy

$$B=\frac{N}{\tau }\frac{n}{bd}.\frac{bdL_{40}}{10^6m_2a}=10^6\frac{nL_{40}}{m_2a}\mathrm{yr}^1.$$
(8)
It is important to note here that the required birthrate is independent of beaming (and duty cycle): the greater intrinsic source population $`N`$ required by $`bd<1`$ (cf eq. 4) is compensated by their longer lifetimes (cf eq. 7).

## 3. UNBEAMED MODELS

For an unbeamed model we set $`b=1`$, and recover from (3) the requirement $`M_110^2L_{40}`$. We note immediately that some ingenuity is required (cf Makishima et al., 2000) to make these masses compatible with the characteristic observed X–ray temperatures 1 – 2 keV, whereas these are natural values for the lower masses we shall find below for beamed models. With $`b=1`$ (5) gives $`\dot{M}_{\mathrm{active}}10^6L_{40}\mathrm{M}_{}\mathrm{yr}^1`$. This effectively forces the mass reservoir to be a companion star; except for extremely high black hole masses $`M_13\times 10^4\mathrm{M}_{}`$, Bondi accretion from even a relatively dense part of the interstellar medium is inadequate, giving a rate

$$\dot{M}_{\mathrm{Bondi}}1\times 10^{11}\frac{m_{100}^2(\rho /10^{24}\mathrm{g}\mathrm{cm}^3)}{u_{10}^2+c_{10}^2}\mathrm{M}_{}\mathrm{yr}^1$$
(9)
where $`m_{100}=M_1/100\mathrm{M}_{},\rho `$ is the mass density of the ambient interstellar medium, and $`u_{10},c_{10}`$ are the relative speed of the hole and the local ISM, and the local ISM sound speed, both in units of 10 km s<sup>-1</sup>. While individual ULXs might contain black holes of masses $`M_13\times 10^4\mathrm{M}_{}`$, it seems improbable that a galaxy like the Antennae should contain about 10 accreting examples. Unbeamed models for the ULX class thus have to invoke a class of extremely massive X–ray binaries. As we shall see, this may be a potential problem. Accepting that suitable binaries could in principle form, there are the usual constraints familiar from LMXB evolution (cf Kalogera & Webbink, 1996). Particularly important are (a) the binary must be wide enough that the progenitor of the compact star (here a $`100\mathrm{M}_{}`$ black hole) must be able to fit inside its Roche lobe (otherwise it will provoke common–envelope evolution), and (b) the binary must be able to provide the inferred minimum accretion rate $`\dot{M}_110^6\mathrm{M}_{}\mathrm{yr}^1`$. Constraint (a) immediately sets a scale, as main–sequence stars of masses $`100\mathrm{M}_{}`$ have radii $`10^3\mathrm{R}_{}`$ (e.g. Stothers & Chin, 1999). Using Kepler’s law, and assuming $`M_1>>M_2`$, this implies binary periods

$$P1m_{100}^{0.5}\mathrm{yr}.$$
(10)
We can compare this with the critical period beyond which the accretion disc around the black hole cannot be thermally stable, and the system must therefore be transient. From King (2000) we find

$$P_{\mathrm{crit}}4m_{100}^{1/8}m_2^{1/8}\mathrm{d}.$$
(11)
We see that unbeamed ULXs must be transient. Hence the inferred $`\dot{M}_110^6\mathrm{M}_{}\mathrm{yr}^1`$ now refers to the outburst state only: this is advantageous, as persistent mass transfer rates $`\dot{M}_2`$ of this order would have been difficult to explain. To fill the Roche lobe in a binary with period given by (10) requires an extended star (note that the binary period essentially fixes the mean density of this star uniquely, cf e.g. Frank et al., 1992, Ch. 4). From the formulae of King (1988) (cf Ritter, 1999) we see that an evolved star with helium core mass $`M_c0.40.5\mathrm{M}_{}`$ will fill the Roche lobe, independently of the total donor mass $`M_2>M_c`$. Mass transfer is driven by the nuclear expansion of the star, at the rate

$$\dot{M}_21\times 10^7P_{\mathrm{yr}}^{0.93}m_2^{1.47}\mathrm{M}_{}\mathrm{yr}^1$$
(12)
where $`P_{\mathrm{yr}}`$ is the binary period in years (cf King, Kolb & Burderi, 1996, eq 7). Thus even a duty cycle $`d`$ as long as 10% would yield mean accretion rates of the required order, i.e. $`\dot{M}_1=\dot{M}_{\mathrm{active}}=\dot{M}_1d^110^6\mathrm{M}_{}\mathrm{yr}^1`$ during outbursts.

However, applying the simple irradiated–disc theory of King & Ritter (1998) predicts that the accretion rate $`\dot{M}_{\mathrm{active}}`$ should decay linearly from its initial peak down to zero on a 10 –20 yr timescale. This is not easily compatible with comparison of ROSAT and Chandra data. This may not be a crucial objection to this type of unbeamed model for ULXs; the theory of outbursts in large irradiated discs is complicated, even without adding further difficulties such as radiation–induced disc warping.

A more serious objection to unbeamed models is the one touched on above, namely that they require a $`100\mathrm{M}_{}`$ black hole to coexist in a binary with an evolved companion star. Mass loss from very massive stars with non–zero metallicity is usually thought to be so strong that the final black hole mass is much smaller than the initial stellar mass (see Baraffe, Heger & Woosley 2001 for a recent view, and Papaloizou 1973 for a possible objection). Assuming coeval formation of the two stars in the binary rules out a primordial origin for the black hole progenitor, and would thus require a progenitor with a mass $`100\mathrm{M}_{}`$. If the IMF within the stellar clusters is close to that of Salpeter, we conclude that the number of stars formed having masses $`100\mathrm{M}_{}`$ is a factor $`100`$ lower than the number of stars having initial masses $`10m100\mathrm{M}_{}`$. We would therefore expect X–ray binaries containing neutron stars and lower–mass black holes to outnumber markedly those containing higher–mass black holes. The X–ray luminosity of the systems observed in the Antennae (Fabbiano, Zezas & Murray, 2001) contradicts this, assuming that all systems are unbeamed, although the number of low luminosity systems is not currently well known.

Alternatively, a $`100\mathrm{M}_{}`$ black hole may only recently have gained a new stellar partner. Such black holes may be produced within dense clusters through the merger of lower–mass black holes (see for example Lee 1993, 1995). Indeed this has been proposed as the origin of the moderate–mass black hole inferred to be present in the central regions of M82 (Matsushita et al 2000, Matsumoto et al. 2001, Kaaret et al., 2001). Although it is possible that a moderate–mass black hole produced in a central cluster of M82 has gained a stellar companion by some dynamical process (tidal capture or via an exchange encounter involving a binary, this scenerio is unlikely to work for the systems observed in the Antennae where the ULXs are observed to be strongly associated with the young star clusters which are located some distance from the galactic nuclei (Fabbiano, Zezas & Murray, 2001). Any massive BHs would therefore have to be formed within these stellar clusters and not the nuclear clusters. To produce moderate–mass black holes within a cluster via the successive merger of lower–mass objects, the potential well of the cluster has to be sufficiently deep to retain the black holes. This can be the case for the stellar cluster in the nucleus of a galaxy but is not true for globular clusters where the typical escape speed is far too low to retain black hole binaries as they are hardened via encounters. This has been suggested as the reason for the absence of black hole binary systems in globular clusters (Sigurdsson & Hernquist 1993, Kulkarni et al 1993).

A population of $`100\mathrm{M}_{}`$ black holes originating from a much earlier generation of effectively zero–metallicity stars seems unlikely to explain the ULXs observed in the Antennae (Fabbiano, Zezas & Murray, 2001) as these black holes would be distributed throughout the galactic halo and the probability of picking up stars from the young stellar clusters via dynamical encounters within the last $`10^7`$ years is extremely low.

## 4. BEAMED MODELS

Since unbeamed models run into difficulties because of the required black hole mass $`100\mathrm{M}_{}`$ and the need for a companion, we consider the effect of assuming that the observed X–rays are mildly beamed. The simplest candidate mechanism is the idea that the accretion disc around an accreting black hole has much lower scattering optical depth over a restricted range of solid angles (e.g. the rotational poles) than in other directions. Almost all the emitted X–rays would therefore emerge in these directions. A beaming factor $`b0.1`$ would bring the required minimum accretor mass (cf eqn 3) into the range $`M_110\mathrm{M}_{}`$ commonly found in dynamical measurements of X–ray binaries, particularly quiescent soft X–ray transients (e.g. Charles, 1998), while $`b0.01`$ would bring $`M_1`$ down to neutron–star values. In addition this kind of disc geometry, i.e. a thick disc with a central funnel, may actually radiate a total luminosity in excess of the Eddington limit (Jaroszynski, Abramowicz & Paczynski, 1980; Abramowicz, Calvani & Nobili, 1980). Thus such modest $`b`$–values may allow quite large apparent luminosities for perfectly standard black–hole or neutron–star masses. The obvious implication is that beamed ULXs might represent some short–lived phase in the evolution of a large class of X–ray binaries: from eqn 7 we find $`\tau 10^7m_2a/(b/0.1)d`$ yr.

A good candidate for such a phase is an episode of thermal–timescale mass transfer. These are extremely common, occurring when the donor has a radiative envelope and is either (a) somewhat more massive than the accretor, and/or (b) first fills its Roche lobe as it expands across the Hertzsprung gap. In general both cases give rise to highly super–Eddington mass transfer rates. Case (a) is unavoidable for example in any neutron–star binary with an intermediate–mass ($`24\mathrm{M}_{}`$ donor): King & Ritter (1999) and Podsiadlowski & Rappaport (2000) show that Cygnus X–2 is a survivor of such an episode, in which $`\dot{M}_2`$ reached values of order $`10^6\mathrm{M}_{}\mathrm{yr}^1`$ and the excess mass transfer is simply blown away from the system rather than resulting in common–envelope evolution (see also King & Begelman 1999, and Kolb et al., 2000). Case (b) requires only a reasonably wide binary separation after formation of the compact star, and clearly benefits from a large initial phase space. One of Case (a) or (b) is also the likely path for all high–mass X–ray binaries such as Cyg X–1 once the current wind–fed X–ray phase ends.

Until recently it has generally been assumed that thermal–timescale episodes are unobservable, as they are short, and without beaming X–rays could not emerge from the super–Eddington accretion flow at all. We investigate here the possibility that ULXs could be systems in this phase, where beaming allows us to see the X–rays.

The thermal–timescale mass transfer rate from a donor near the upper main sequence is roughly (cf King & Begelman, 1999)

$$\dot{m}_23\times 10^8m_2^{2.6}\mathrm{M}_{}\mathrm{yr}^1.$$
(13)
Comparing with the Eddington accretion rate we can calculate an acceptance rate

$$a=0.43m_1m_2^{2.6}$$
(14)
and thus a lifetime (assuming $`d=1`$)

$$\tau 4.3\times 10^6(b/0.1)^1L_{40}^1m_1m_2^{1.6}\mathrm{yr}$$
(15)
and birthrate

$$B2.3\times 10^6n(b/0.1)L_{40}m_1^1m_2^{1.6}\mathrm{yr}^1$$
(16)
per galaxy. In particular, for a system like Cyg X–2, which has $`m_11.4,m_23\mathrm{M}_{}`$ (King & Ritter, 1999; Podsiadlowski & Rappaport, 2000; Kolb et al., 2000) we get a required birthrate

$$B1\times 10^6n(b/0.1)L_{40}\mathrm{yr}^1.$$
(17)
We may compare this with the Galactic birthrate $`10^610^7\mathrm{yr}^1`$ deduced for Cyg X–2–like systems (King & Ritter, 1999; Podsiadlowski & Rappaport, 2000; Kolb et al., 2000). For a high–mass black–hole system like Cyg X–1 both $`m_1`$ and $`m_2`$ are probably significantly higher, raising $`B`$ by as much as an order of magnitude. However the short X–ray lifetime $`10^5`$ yr of this X–ray phase requires a correspondingly high Galactic birthrate $`\mathrm{few}\times 10^5\mathrm{yr}^1`$, again allowing a significant ULX population. X–ray binaries reach the thermal–timescale phase in a timescale comparable with the main–sequence lifetime of the donor. Thus ULXs descending from high–mass X–ray binaries would naturally be associated with a young stellar population, as required by observation.

A possible example of a ULX in the Galaxy is GRS 1915+105, where $`L_x1\times 10^{39}\mathrm{erg}\mathrm{s}^1`$ (e.g. Belloni et al., 1997). As this is a microquasar, with radio jet axis at about $`70^{}`$ to the line of sight (see Mirabel & Rodriguez, 1999), only mild beaming $`b0.6`$ is possible, even assuming that we view the system at the edge of the X–ray beam. However this is indeed sufficient to reduce the luminosity to sub–Eddington values. Moreover such a geometrical alignment is quite reasonable, as it offers an explanation for the very unusual long–term behaviour of GRS 1915+105. The system was not detected in X–rays until 1992, since when it has remained persistently bright with only short interruptions. The usual explanation of this as an accretion disc instability, prolonged by self–irradiation by X–rays (cf King & Ritter, 1998) would require an implausibly large disc mass. An attractive alternative is that the X–ray light curve reflects slight changes in the X–ray beaming, which would have decreased enough in 1992 to allow us to see the X–rays.

## 5. CONCLUSIONS

We have considered models for the ULX class and reached the following conclusions.

(i) Unbeamed models probably require a black hole of $`M_1100\mathrm{M}_{}`$ in $`1`$ yr binary orbit with an evolved donor star. Forming such a system presents considerable difficulties, and even then the likely transient behaviour of the accretion disc in such a wide system is hard to reconcile with observation. It is still possible that an individual ULX may contain a very massive black hole ($`M_13\times 10^4\mathrm{M}_{}`$), perhaps accreting from the interstellar medium.

(ii) The assumption of mild beaming ($`b0.10.01`$) reduces $`M_1`$ to values already observed for Galactic X–ray binaries, and suggests that ULXs represent a shortlived phase of their evolution. The most likely candidate for this is the thermal–timescale mass transfer episode inevitable in a very wide class of intermediate– and high–mass X–ray binaries. This in turn suggests a link to the Galactic microquasars (cf King, 1998, quoted in Mirabel & Rodriguez, 1999). The short donor lifetime in high–mass X–ray binaries would explain why ULXs are associated with young stellar populations.

The major theoretical uncertainty for (ii) above is whether beaming is a natural consequence of high accretion rates. Only large numerical simulations can address this question. Perhaps encouragingly for this type of model, not only are the X–ray spectra fairly similar to those of Galactic black hole systems, Kubota et al (2001) observed X–ray spectral transitions typical of such source in two ULXs. The same type of spectral and timing variability has also been seen in the X–9 source in the M81 field (La Parola et al ). There are several possible observational tests of these ideas. First, continued X–ray monitoring with a view to detecting possible changes in beaming geometry is clearly worthwhile. We note however that X–ray eclipses are unlikely in any beamed model, assuming that the X–ray beam axis is normal to the binary plane. Optical identifications of ULXs might allow at least two kinds of test: if the total X–ray luminosities really are as large as predicted if there is no beaming, one might expect to detect photionization nebulae around ULXs. If on the other hand ULXs are beamed, and thus of normal stellar mass, one might hope ultimately to detect a spectroscopic period (say 10’s of days) in a ULX within the Local Group.

We thank Mike Garcia, Jim Pringle, Hans Ritter, Tim Roberts, Rashid Sunyaev and Pete Wheatley for discussions. MBD gratefully acknowledges the support of a University Research Fellowship from the Royal Society. Theoretical astrophysics research at Leicester is supported by a PPARC rolling grant. This work was supported in part by NASA contract NAS 8-39073 (CXC).