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# 86 GHz Very Long Baseline Polarimetry of 3C 273 and 3C 279 with the Coordinated Millimeter VLBI Array

## 1 Introduction

Magnetic fields trace the flows of relativistic plasma ejected from the cores of Active Galactic Nuclei (AGN) in the form of powerful jets. Ordering of the jet magnetic fields by shocks (e.g. Hughes, Aller, & Aller 1985, Marscher & Gear 1985) or shear (Wardle et al., 1994) occurs within a fraction of a parsec (pc) from the jets’ points of origin. Though synchrotron theory predicts sources may exhibit up to 75% fractional linear polarization ($`m`$) in the optically thin regime, this level of polarization has never been observed in AGN cores. It is likely that the modest $`m`$ observed in AGN cores at centimeter wavelengths results from disordered magnetic fields, depolarization, and high optical depths. 86 GHz ($`\lambda 3.5`$mm) Very Long Baseline Polarimetry (VLBP) should be sensitive to intrinsic field order and may reveal the first instances of magnetic field ordering mechanisms, for the effects of Faraday rotation ($`\lambda ^2`$) and depolarization are reduced at high frequencies.

## 2 Observations and Calibration

Images of 3C 273 and 3C 279 were produced from data taken with four antennas (Fort Davis, Los Alamos, Pie Town, Kitt Peak 12-m) during the Coordinated Millimeter VLBI Array (CMVA)111CMVA operations and correlation at Haystack are conducted under support from the National Science Foundation. program CA01 over $``$7 hours on 2000 April 17 (epoch 2000.30). The data were recorded at 86 GHz with a total bandwidth of 64 MHz. This four station subset of the complete CMVA run was correlated on the NRAO222The National Radio Astronomy Observatory is a facility of the National Science Foundation, operated under a cooperative agreement by Associated Universities, Inc. correlator as a certification test of the Haystack Mark IV correlator system. Approximately $`2^h45^m`$ total integration were devoted to each source leading to a theoretical RMS noise of $`6`$ mJy beam-1. The complete, eight station, $``$24 hour CMVA run, providing full tracks on both 3C 273 and 3C 279 with a global array of mixed single- and dual-polarization antennas, will be correlated at Haystack later in 2001.

Calibration and hybrid imaging were done using the NRAO AIPS and Caltech DIFMAP packages. Total intensity is notated as $`I`$, and linear polarization is represented by the complex quantity $`P=Q+iU=pe^{2i\chi }=mIe^{2i\chi }`$, where $`p=(Q^2+U^2)^{1/2}=mI`$ is the polarized intensity, and $`\chi `$ is the electric vector position angle (EVPA). Explanations of VLBP calibration and imaging may be found in Cotton (1993), Roberts, Wardle, & Brown (1994), and Attridge (1999a).

The calibration process for 86 GHz VLBI data must account for complexities not present in lower frequency data (Attridge, Greve, & Krichbaum, 1999b). For example, coherence times at 86 GHz are typically only $`10`$ seconds, severely limiting choice of solution interval in many AIPS tasks. Many antennas succumb to pointing problems at 86 GHz, primarily due to wind-loading. The impact of these problems escalates when considering that 86 GHz data is lower (by a factor of $`2`$) in SNR than 43 GHz data.

Of primary concern was calibration of the instrumental polarization (D-terms). Careful tests were performed to determine the veracity of the results. First, the sources were imaged with no D-term solution applied. Resulting images have scattered polarization throughout the fields of both 3C 273 and 3C 279. Next, the D-terms were calculated individually for each source using the AIPS task LPCAL, applied to the data, and then the data were imaged. The maps presented in this paper are derived from these individual applications of LPCAL. As a test of the LPCAL results, the D-terms for 3C 273 were then applied to 3C 279 and vice versa with no apparent change in the maps. The task PCAL was run on 3C 279333PCAL algorithms are restricted to very simple source structure, and therefore could not be applied to the extended structure of 3C 273. and the resulting D-terms were applied to both sources, again with no change in the maps.

For 3C 273, the D-terms range from $`316\%`$, and for 3C 279, from $`221\%`$, resulting in a typical value of $`12\%`$. These ranges represent the same set of D-terms offset by a vector constant, arising from the special case of the four antennas having effectively the same parallactic angle coverage (Conway & Kronberg, 1969; Roberts et al., 1994).

## 3 Results

Naturally weighted images in $`I`$ and $`P`$ are presented in Figures 1 and 2. These images are the first 86 GHz VLBI Stokes $`I`$ and $`P`$ images presented for any source. Currently, there is no known calibrator by which to register absolute EVPAs at 86 GHz; therefore sticks in the $`P`$ images represent the orientation of the electric field vectors assigned an arbitrary instrumental position angle, rotated through an adopted 90 EVPA calibration constant as explained in §4.2. Note that the EVPAs of the two sources relative to each other are correctly registered.

The $`I`$ images presented in Figures 1$`a`$ and 2$`a`$ have dynamic ranges of $``$100:1, and the Fourier transforms of the clean components represented by the images result in the best matches to the $`(u,v)`$ data among many trials of hybrid mapping and self-calibration, down to time scales of thirty seconds in phase, and two minutes in amplitude. DIFMAP’s “modelfit” routine was used to fit individual components in $`I`$, $`Q`$, and $`U`$. Because $`Q`$ and $`U`$ positions were restricted to the locations of the $`I`$ peaks, resultant values of $`m_{86}`$ do not necessarily represent the true maximum $`m_{86}`$ of a component. Model fits for both 3C 273 and 3C 279 are presented in Table 1.

### 3.1 3C 273

3C 273 (J1229+0203) is a low optical polarization quasar (LPQ) with $`z=0.158`$ (Strauss et al., 1992), corresponding to $`2.63h^1`$ pc/mas.444$`H_0=70h`$ km s-1 Mpc-1 and $`q_0=0.05`$ are assumed in all calculations. A typical core-jet source, 3C 273 contains a bright component to the east which is resolved in the north-south direction, and a jet extending to the west-southwest. The $`P`$ image shown in Figure 1$`b`$ displays linear polarization only in the jet component (C2) adjacent to the core (D); the core itself is unpolarized to a limit of $`1\%`$. Model fits to the data (Table 1) show that C2 has $`m_{86}11\%`$.

Historically, at frequencies lower than 86 GHz 3C 273 displays very low levels of fractional core polarization with increasing levels further down the jet. 3C 273’s variable nature and the differing resolutions provided by images at other frequencies, make temporal and spatial comparisons of all but the core quite difficult. The most recent, published VLBI values of $`m`$ for 3C 273 are presented by Taylor (1998) and Lister & Smith (2000) (hereafter L&S). At 15 GHz (epoch 1997.07), 3C 273 displayed $`m_{15}0.2\%`$ in the core (Taylor, 1998). At 22 GHz (epoch 1999.03), L&S found a maximum core polarization of $`m_{22}<0.1\%`$; 43 GHz results, also at epoch 1999.03, reveal a maximum core polarization of $`m_{43}<0.6\%`$.

### 3.2 3C 279

3C 279 (J1256-0547) is a compact source with a jet extending to the west-southwest. It is a high optical polarization quasar (HPQ) with $`z=0.536`$ (Marziani et al., 1996), corresponding to $`5.89h^1`$ pc/mas.44footnotemark: 4 In the $`P`$ image of Figure 2$`b`$, both the core (D) and the jet component (C1) are linearly polarized. In fact, C1 is highly polarized, displaying $`m_{86}20\%`$, while the core displays $`m_{86}5\%`$ (Table 1).

The 3C 279 results presented here are consistent with past high frequency VLBI observations of the source. Taylor (1998, 2000) found 15 GHz fractional polarization of $`m_{15}=4.0\%`$ in the core of 3C 279 at epoch 1997.07, and $`m_{15}=7.6\%`$ at epoch 1998.59 - an increase of 90%.5553C 279 experienced a significant outburst at 37 GHz (Wehrle et al., 2000) and 90 GHz in late-1997 (M. Tornikoski 2000, private communication), and at 15 GHz in mid-1998 (http://www.astro.lsa.umich.edu/obs/radiotel/umrao.h-tml). L&S found upper limits on the core polarizations to be 3.9% at 22 GHz, and 6.6% at 43 GHz; both at epoch 1999.03. Epoch 1997.58 VLBA observations at 43 GHz show $`m_{43}=4.5\%`$ in the core of 3C 279 (A. P. Marscher et al. 2001, in preparation).

## 4 Discussion

### 4.1 Proper Motion Extrapolation

Using an average proper motion of 1 mas/yr for 3C 273 as derived from six epochs of dual-frequency data by Homan et al. (2001), extrapolation of jet components from epoch 1999.03 (L&S) to the 86 GHz epoch of 2000.30 was performed. L&S’s component H evolves to a distance of 2.1 mas from the core, coincident with 86 GHz component C1. Two intermediate components from L&S, i and j, are located at 1.4 and 1.6 mas, respectively, from the core. These two components lie between components C1 and C2 of the 86 GHz data.

Similarly, a proper motion of 0.2 mas/yr, also from Homan et al. (2001), was used to extrapolate L&S’s epoch 1999.03 3C 279 jet components to epoch 2000.30. After extrapolation, L&S’s component F falls at a distance of 0.9 mas from the core, consistent with 86 GHz component C1. Component F/C1 reveals high levels of polarization at 22 GHz ($`m_{22}=18.3\%`$), 43 GHz ($`m_{43}=25.7\%`$) and 86 GHz ($`m_{86}20\%`$). High levels of fractional polarization ($`20\%`$) are not unique, and have been seen in a number of sources; e.g. 32% in OJ 287 (Gabuzda & Gómez, 2001), 20% in BL Lacertae (Denn, Mutel, & Marscher, 2000), and 29% in 3C 454.3 (Cawthorne & Gabuzda, 1996). Note that the peak $`m_{86}26\%`$ in 3C 279 is located 0.85 mas from the core; between the core and C1.

### 4.2 Electric Vector Position Angles

As previously stated, no absolute EVPA ($`\chi `$) calibration can yet be performed on the 86 GHz data. Nonetheless, the EVPAs of the two sources may be compared to each other, and to values measured at other frequencies.

If $`\mathrm{\Delta }\chi =\chi _{3C\mathrm{\hspace{0.17em}273}}\chi _{3C\mathrm{\hspace{0.17em}279}}`$, then $`\mathrm{\Delta }\chi _{86}=63^{}`$ is the difference between the EVPAs of 3C 273 and 3C 279 at 86 GHz. Similarly, single dish data from the James Clerk Maxwell Telescope (JCMT) results in $`\mathrm{\Delta }\chi _{270}=87^{}`$ at 270 GHz, epoch 1995.98 (Nartallo et al., 1998), and $`\mathrm{\Delta }\chi _{350}=97^{}`$ at 350 GHz, epoch 2000.26 (J. A. Stevens 2001, private communication). Epoch 1999.03 VLBI observations at 43 GHz show $`\mathrm{\Delta }\chi _{43}=60^{}`$ (L&S). The 86 GHz results are thus consistent with $`\mathrm{\Delta }\chi `$ values at adjacent frequencies. Comparing the $`\chi `$ values of 3C 273 and 3C 279 at 86 GHz with those at 43 GHz suggests an offset between the two frequencies of $`90^{}`$. This comparison is reasonable, as L&S’s 43 GHz data is closest in resolution to and is only one spectral octave off from the 86 GHz data. It would therefore be reasonable to assume that the proper EVPA calibration constant at 86 GHz is $`90^{}`$. This estimated 90 calibration constant has been applied to the $`P`$ images shown in Figures 1$`b`$ and 2$`b`$.

It is well known that the EVPAs of AGN jets are closely related to their jet position angles, $`\theta `$ (e.g. Cawthorne et al. 1993). VLBI observations at many frequencies generally show the EVPA of 3C 273 to be transverse ($`E_{}`$) to the VLBI jet axis, and the EVPA of 3C 279 to be longitudinal ($`E_{}`$) to the VLBI jet axis (e.g. 15 GHz: Homan & Wardle 1999; 22 and 43 GHz: L&S; 43 GHz: A. P. Marscher et al. 2001, in preparation). Aligning the EVPAs measured in single dish measurements at 270 GHz (Nartallo et al., 1998) and 350 GHz (J. A. Stevens 2001, private communication) with the VLBI jet position angle of a lower frequency produces the same results: 3C 273 displays $`E_{}`$ and 3C 279 displays $`E_{}`$. The 86 GHz $`P`$ images presented in Figures 1$`b`$ and 2$`b`$ reveal 3C 273’s EVPA to be transverse to the jet direction, and 3C 273’s to be longitudinal to the jet direction, consistent with results at adjacent frequencies. This suggests that application of the estimated 90 EVPA calibration constant suggested above is appropriate.

### 4.3 Rotation Measures and Faraday Screens

Taylor (1998, 2000) and L&S derive absolute Faraday rotation measures (RMs) in excess of 1000 rad m-2 in the cores of many quasars, including 3C 273 and 3C 279. Beyond projected distances of $`20`$ parsecs from the core, RMs in the jets of quasars drop to $`\left|RM\right|<100`$ rad m-2(Taylor, 1998). The presence of large RMs suggests that parsec-sized Faraday screens with organized magnetic fields will be found near the cores of quasars (L&S).

As Faraday rotation is $`\lambda ^2`$, RMs are expected to diminish at high frequencies. The observations presented here challenge this expectation by showing the cores of 3C 273 and 3C 279 to have low levels of polarization even at 86 GHz. The core of 3C 273 is unpolarized in VLBP observations up through 43 GHz, and the addition of the 86 GHz results ($`m_{86}<0.6\%`$) show that this trend continues at higher frequencies. It is interesting to explore the case where depolarization of 3C 273’s core is attributed to Faraday depolarization alone. Assuming that $`\sigma _{RM}`$ is the standard deviation of a Gaussian distribution of many RMs over a finely spaced grid (Burn, 1966), and that $`m_{86}11\%`$ of the jet represents a purely undepolarized state, $`\sigma _{RM}`$ must be $``$90000 rad m-2 for the core of 3C 273.

Alternatively, the magnetic field in the core of 3C 273 may be initially tangled, becoming ordered somewhere between the core (D) and the adjacent polarized jet component (C2). The degree of order of the magnetic field may be calculated assuming the magnetic field in the unshocked jet fluid contains a small-scale tangled component plus a uniform component aligned perpendicular to the line of sight. The resulting fraction of magnetic energy in the tangled component in 3C 273 is then $`89\%`$ (Burn, 1966; Wardle et al., 1994).

## 5 Conclusions

The CMVA results presented here validate 86 GHz VLBP as a practical and potent new tool to probe magnetic field properties of AGN cores. With only 86 GHz observations, it is impossible to distinguish between the depolarizing effects of a Faraday screen, and a tangled magnetic field. Future simultaneous, multi-frequency VLBP observations, including ones at 86 GHz, are crucial in testing various depolarization mechanisms in the cores of 3C 273 and 3C 279. With the addition of new 86 GHz antennas, particularly those that provide long baselines, resolutions much higher than those currently attainable at 43 GHz should be achieved. High resolution observations should set limits on the sizes of Faraday screens in both 3C 273 and 3C 279 by resolving the cores of these objects into smaller components, thereby testing the discussion of §4.3.

J. M. A. is supported by the MIT-CfA Postdoctoral Fellowship at Haystack. Radio astronomy at Haystack is supported by the NSF through the Northeast Radio Observatory Corporation under grant AST-9727353. This research has made use of data from the University of Michigan Radio Astronomy Observatory which is supported by funds from the University of Michigan. The author thanks the referee, A. P. Marscher, for his kind words and thorough reading of this manuscript; D. C. Homan, R. B. Phillips, and J. F. C. Wardle for rigorous discussions and suggestions on how to check the reliability of the data; A. Greve, T. P. Krichbaum, and J. A. Zensus for technical contributions to the global 86 GHz VLBP effort; and the CMVA group at Haystack and V. Spinetti for their encouragement and inspiration during the past two years.


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From Discrete Protein Kinetics to Continuous Brownian

Dynamics: A New Perspective

Hong Qian

Department of Applied Mathematics

University of Washington, Seattle, WA 98195-2420

qian@amath.washington.edu

Conformational fluctuation is a fundamental characteristic of proteins in aqueous solution, which differentiates the macromolecules from small molecules. The intrinsic beauty and the remarkable details of the protein structures from crystallography often resulted in the view that proteins are static. However, it is the conformational flexibility along with the well-defined structures which give rise to the versatile, almost magic, functionalities of proteins and enzymes (Karplus and McCammon, 1983). Ever since the conception of allosteric enzyme (Koshland et al., 1966, Monod et al., 1966), the multiple state notion of proteins has been widely appreciated. Two particular notable examples are the models for folding kinetics of soluble globular proteins and the gating kinetics of membrane channel proteins. Both these models introduce discrete conformational states which are macroscopic and operationally defined by kinetic experiments (Tsong et al., 1972, Ehrenstein et. al., 1974). These models are usually expressed as

$$U\underset{k_2}{\overset{k_1}{}}N,O\underset{k_\beta }{\overset{k_\alpha }{}}C$$
(1)
where $`U`$ and $`N`$ are unfolded and native states of a soluble protein, with $`k_1`$ and $`k_2`$ as folding and unfolding rate constants. Similarly, $`O`$ and $`C`$ are open and closed states of a membrane channel protein, with $`k_\alpha `$ and $`k_\beta `$ as closing and openning rate constants. When such simple models can not explain specific experiments, usually more intermediate states are added (Bezanilla et al., 1994, Baldwin, 1995).

The discrete state description of proteins, however, neglects conformational fluctuations within each state. The energy landscape theory, treating the polypeptides as polymers, is an more realistic view of the protein dynamics (Frauenfelder et al., 1991, Wolynes et al., 1995, Zwanzig, 1995, Doyle et al., 1997). More importantly, recent experimental studies on several proteins indicate that it is also necessary to invoke continuous energy landscapes in order to provide comprehensive interpretations for the experiments (Sigg et al., 1999, Qian and Chan, 1999). There are now a host of laboratory observations which call attentions to interpretations based on continuous energy. Most notably are ($`i`$) rapid early conformational changes in relaxation kinetics and ($`ii`$) nonactivated transitions induced by strong external forces. From a conceptual standpoint, as we shall show, these two types of observations are intimately related to the hysteresis and “bond rupturing” phenomena recently observed in the receptor-ligand dissociation under atomic force microscopy (Florin et al., 1994; Moy et al., 1994; Evans and Ritchie, 1997, Shapiro and Qian, 1997, 1998, Merkel et al., 1999).

In the continuous approach, the kinetics of a molecule is viewed as a Brownian motion on an energy surface. The theoretical basis of this approach has been extensively studied by Smoluchowski, Kramers, and others and is summarized in a review article on the fifty years after Kramers theory (Hänggi et al., 1990). It is interesting to see that the merging of discrete with continuous kinetic models has been a long process in chemistry, and it is now the turn for proteins. The following is a quotation from the article, which gives us a historical perspective.

> … For unimolecular gas phase reactions, a description of the rate in terms of discrete energy exchange was more suitable than the continuous energy-exchange mechanism underlying energy diffusion in Kramers’ model (1941). Work on chemical reactions in condensed phase, for which the Kramers theory is most appropriate, had to await the experimental progress achieved in the late seventies and eighties.

It is important to point out that every kinetic relaxation experiment has to involve two conditions for the protein under study. For protein folding they are usually the solvent condition or temperature, and for ion-channel gating it is membrane electrical potential. Recent experiments also apply external mechanical forces on proteins. At time zero, the protein under condition 1 is subjected to condition 2, which initiates the relaxation kinetics of the molecule. In terms of the energy function (potential of mean force), there are two different energy functions corresponding to the two conditions (Karplus and Shakhnovich, 1992, Qian and Chan, 1999). For the two-state kinetics show in Eq. 1, the corresponding energy landscapes are shown in Fig. 1A. Each discrete state is associated with an energy well. The continuous model, however, also points out that the shape of an energy well, as well as their relative heights, change with the condition. Immediately after the initiation, not only the thermal equilibrium between the two wells are perturbed, the equilibrium within each of the wells too is perturbed. Therefore the response of a protein to the perturbation is to readjust its equilibrium distributions within each energy wells, as well as to redistribute between the two wells. Since the latter process is thermally activated while the former process is energetically down-hill, the readjustment contributes a rapid early conformational change in any relaxation kinetics of proteins. One unique feature of this process, however, is that it is not thermally activated, hence non-exponential. Experimentally, from such non-exponential diffusion process one is expected to observe faster relaxation time with faster measuremental temporal resolution, reminiscent of a fractal behavior.

Since the down-hill readjustment within each energy well is usually much faster than the two-state barrier crossing, and since the magnitude of the readjustament is usually small relative to that of the two-state transition, such early kinetic events are difficult to observe experimentally. However, recent experiments on gating of voltage-dependent membrane ion channel proteins have observed such fast kinetic phase (Stefani and Bezanilla, 1996), and a Brownian diffusion mechanism has been proposed for the early fast ($`\mu `$s) components in the movement of gating-charge of the channel responding to a sudden change in membrane voltage (Sigg et al., 1999). In the kinetics of protein folding, such a fast energetically down-hill event is also observed (Sosnick et al., 1996, Hagen et al., 1996, Qi et al., 1998). In addition, a large amount of experimental observation of various intermediate states in the early time of protein folding kinetics (known as molten globular states) can be interpreted by a readjustment step responding to a sudden change in denaturant concentration in solvent (Karplus and Shakhnovich, 1992, Qian and Chan, 1999).

A second situation under which discrete kinetics fail to provide a cogent interpretation is when the perturbation is so large that it completely eliminates the activation barrier, as shown in Fig 1B. Under such conditions, the traditional rate process with thermal activation loses its meaning all together and the relaxation is a very fast energetically down-hill diffusion. This phenomenon has not been observed in monomeric protein folding (unfolding) kinetics. However, such a mechanism lies behind streptavidin-biotin bond rupturing with atomic force microscopy (Shapiro and Qian, 1997, 1998), as well as successive unfolding of giant muscle protein titin by force (Qian and Shapiro, 1999). A similar behaviour also has been observed in the gating kinetics of $`K^+`$ channel with an extreme holding potential (Sigg et al., 1999).

The introduction of continuous energy landscape does not invalidate the discrete transition between two energy wells, rather it generalizes the discrete model with an increasing molecular details. It is well known that with a sufficient large activation barrier separating two energy wells, there is a rapid equilibrium within each well. Furthermore, the transition from one well to another is essentially exponential, i.e., Arrhenius (also known as discrete-state Markovian). This is the theoretical basis for the practice of discrete-state kinetics. One should recognize, however, that the “molecular structures” of the discrete states, which usually are defined experimentally through spectroscopy, change with the environmental condition for the protein. These changes also reflected in the baselines when fitting discrete multi-state models to equilibrium measurements (Qian, 1997, Qian and Chan, 1999).

Another important reason for introducing the continuous energy function to augement the discrete-state kinetics is the inability of relating energy to force in the latter framework. Force is the change of energy in response to a change in distance. As we can see the concept of distance is completely missing in the discrete-kinetics. In the continuous energy landscape, no matter how ill-defined the reaction coordinates are, they provides a conceptual framework. Therefore, the continuous energy landscape provides a bridge between the experimental studies on kinetic of proteins and more direct measurements of force and displacement on single protein molecules (Kellermayer et al., 1997, Reif et al., 1997, Tskhovrebova et al., 1997, Qian and Shapiro, 1999).

In summary, one important consequence of the energy landscape concept is that within each discrete kinetic state, there could be significant conformational readjustment due a changing condition (perturbation) for the protein, such as changes in temperature, solvent, or membrane potential. Therefore, following a sudden change in one of these conditions, a protein has two characteristic kinetic steps: an energetically down-hill readjustment into the new equilibrium position within the same discrete state, and then an thermally activated rate process which jumps from one discrete state into another with lower energy. When the perturbation is sufficiently larger, it is also possible that the activation barrier is completely eliminated. Then the kinetics becomes a down-hill diffusion, and relaxation kinetics is no longer exponential. The continuous energy perspective on protein kinetics provides a comprehensive theoretical framework for a host of experimental observations, ranging from protein folding, to membrane channel gating, to protein-ligand dissociation and protein unfolding under external force.

The conceptual thrust of the continuous energy landscape approach to proteins is that it provides a theoretical language for discussing a wide range of dynamical behavior of proteins. It has laid a foundation for developing a macromolecular mechanics at a mesoscopic level between the discrete models and the atomic-level molecular dynamics (Qian and Shapiro, 1999). It allows important concepts such as force and movement to be discussed on an equal footing as energy and thermodynamic states. With the recent significant progress in biophysical measurements of forces and movements in single protein molecules, models based on continuous Brownian dynamics will become an indispensable part of the protein science. In a similar spirit, Eisenberg and his colleagues have developed a diffusion theory for ion movement (not to be confused with protein movement in the gating kinetics) in open channels to augement traditional discrete-state models. For a review see Cooper et al. (1988) and Eisenberg (1996).

Here is an example to show how the continuous energy function serves as a unifying theoretical edifice in molecular biophysics. One interesting phenomenon observed from protein-ligand interaction under external force is hysteresis: the association process under a force and the dissociation process under a force are significantly different. This can be quantitatively interpreted as in Fig. 2. Compare this model with the well-known protein folding-unfolding kinetics scheme below, one immediately sees that the main feature of the two molecular processes are indeed identical.

$$\begin{array}{ccccc}& & \text{unfolded state}& & \text{folded state}\\ & & & & \\ & & & & \\ \text{native condition}& & \text{wet molten globule}& & \text{native structure}\\ & & & & \\ & & & & \\ & & & & \\ \text{denaturing condition}& & \text{random coil}& & \text{dry molten globule}\\ & & & & \end{array}$$

where we introduce the term “wet molten globule” referring the collapsed intermediate state commonly observed in the protein refolding kinetics (cf. Baldwin, 1993). It has been interpreted as the unfolded state under a native condition (Dill and Shortle, 1991, Qian and Chan, 1999). The dry molten globule (Kiefhaber et al., 1995), on the other hand, has been interpreted as the folded state under a denaturing condition (Qian and Chan, 1999). Both these two states are kinetic intermediates which appear in the transient folding and unfolding processes, respectively. The wet molten globule is a kinetically metastable state before the major activation barrier in the folding process, while the dry molten globule is again a kinetically metastable state before the major activation barrier but in the unfolding process. This difference is the same as the hyseresis.

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Figure Captions

Figure 1 Schematic diagram showing continuous energy functions for a two-state protein kinetics (Eq. 1) under two different conditions. (A) It is shown that the shape of each energy well, as well as the relative heights of the two wells, change with the condition. (B) Under extreme condition, the activation-energy barrier can completle disappear. In this case, the relaxation process is an energetically down-hill diffusion.

Figure 2 When applying a force to a protein-ligand pair, one can either pull the ligand apart from the protein, or load the protein with the ligand. The events in these two kinetics processes are schematically shown here. The particle in the diagram represents the ligand which experiences both intermolecular force from the protein (modeled as a 6-12 potential) and the force probe (modeled as a Hookean spring). The energy minimum on the left is the equilibiurm position for the intermolecular energy; while the energy minimum on the right is the equilibrium position of the spring. For more discussion, see Qian and Shapiro, 1999.

Running Title: Discrete Kinetics and Continuous Dynamics

Keywords: channel gating, energy landscape, receptor-ligand interaction, macromolecular mechanics, protein folding


text:
# Are all noisy quantum states obtained from pure ones?

## Abstract

We ask what type of mixed quantum states can arise when a number of separated parties start by sharing a pure quantum state and then this pure state becomes contaminated by noise. We show that not all mixed states arise in this way. This is even the case if the separated parties actively try to degrade their initial pure state by arbitrary local actions and classical communication.

Density matrices and the question of their entanglement have been studied very intensively during the last few years. However the question of how these density matrices arise in the first place has received much less attention. It has been tacitly assumed that density matrices arise when a number of parties, separated in space, start by sharing a pure state, and then this state gets contaminated by noise, due to interaction with the environment. Is it the case that any density matrix can be obtained in this way? Surprisingly we will show that the answer is no.

The point is that, in the above scenario, the very fact that we can talk about separated parties, means that the noise is local. This imposes constraints as to how entangled states may be degraded by the environment. We study here the effects of these constraints.

We will consider two different situations. The first is where we consider a pure state shared by the parties which is contaminated by local noise; this is a typical situation of obvious physical significance. We will refer to states which can be produced from pure states by local contamination as LC states. The second situation is one in which the parties actively try to degrade the pure state: in addition to local noise we allow local measurements and classical communication between the parties. We refer to states which can be produced from pure states by local contamination and classical communication as LCCC states.

We note that in both situations, when we wish to get a density matrix of a given number of parties each with a given dimension of local Hilbert space, we demand that the precursor pure states lie in a system Hilbert space of the same local dimensions.

The specific question we address is: given a general “target” density matrix, can we find a pure state from which this density matrix can be obtained by local contamination, in either situation. We will show that generically, in both situations, the answer is no.

In a sense, density matrices which can be obtained by local contamination are simple in that their entanglement properties are simply related to those of their pure state precursor. The density matrices which cannot be obtained in this way have a more subtle and complex structure.

Let us first discuss the situation in which no classical communication is allowed. We consider $`n`$ separated parties each of which has a $`d`$ level system. The number of real parameters describing pure states is $`2d^n2`$, and the number describing general mixed states is $`d^{2n}1`$. The fact that it is not possible to reach an arbitrary “target” density matrix by degrading any pure state follows simply from the fact that the number of parameters describing local degrading is linear in $`n`$. Thus for sufficiently large $`n`$, the number of parameters describing density matrices will be larger that the number describing pure states and local contamination.

In order to see how large $`n`$ needs to be we need to calculate the number of parameters describing the set of general local transformations. The most general interaction of a $`d`$-level system with its environment is as follows :

$`|i_S|0_E|i^{}_{SE}={\displaystyle \underset{j}{}}|j_S|e_{ij}_E`$ (1)
where $`|i_S`$ are an orthonormal basis for the states of the system and $`|e_{ij}_E`$ are $`d^2`$ arbitrary (i.e. not necessarily normalised or orthogonal) states of the environment. It is only the norms and overlaps of the $`|e_{ij}_E`$ which are important and there are $`d^4`$ real parameters describing these. In fact the number of parameters describing the local degradation is less than $`d^4`$ since the $`d^2`$ environment states satisfy $`d^2`$ conditions arising from the fact the original states of the system $`|i_S`$ are an orthonormal basis.

Thus the total number of real parameters describing all pure states plus the number describing the local contamination is at most

$`2d^n2+n(d^4d^2).`$ (2)
This number is to be compared to the number of parameters describing density matrices of $`n`$ $`d`$-level systems, namely $`d^{2n}1`$.

In fact the number of parameters describing LC states will be less than (2), since some of the transformations included in (1) for a given party will transform pure states to pure states and so are double-counted in (2). However for the purposes of this letter, we only require an upper bound and rate of growth with $`n`$ and $`d`$ of the number of parameters describing LC states and so (2) is adequate.

The above calculations show that for $`n>2`$, not all density matrices can be produced by local contamination of pure states (i.e. not all states are LC states). Specific examples are given below. We also note that in the limit of large $`n`$ we may say that the dimension of LC states is essentially the same as that of pure states, at least when compared to the dimension of the space of all states. Put another way, for large $`n`$, the space of LC states is exponentially smaller than the space of all mixed states.

However it is worth noting that for $`n`$ equal to two, the rate of growth of the number of parameters describing local contamination is $`d^4`$, as is the rate of growth of the number of parameters describing density matrices. It would be interesting to know whether every density of two $`d`$-level systems can arise as the result of local contamination of pure states. Note that, in order for it to be possible to reach an arbitrary target density matrix by local contamination of a pure state, it is necessary that the number of parameters describing pure states plus contamination be greater than or equal to that describing density matrices. However even if parameter counting allows it, this does not guarantee that it is indeed possible to reach an arbitrary target density matrix; a more refined analysis is required to determine this.

We now turn to the situation where the parties actively try to produce a target density matrix; in other words we allow measurements and classical communication. Our arguments will not rely on the counting of parameters which is much more subtle here. To see that there is an issue, consider the simple case of two $`d`$-level systems. We can easily show that using classical communication and local operations, Alice and Bob can produce an arbitrary density matrix. For let us write the target density matrix as a mixture of (typically entangled) pure states $`|\psi _\mu `$:

$`\rho ={\displaystyle \underset{\mu }{}}p_\mu |\psi _\mu \psi _\mu |.`$ (3)
This state may be produced by the following protocol. Alice and Bob start with a maximally entangled state; we will use this pure state as the precursor for all target mixed states. We then simply note that any of the pure states $`|\psi _\mu `$ can be produced with probability one from the maximally entangled state by coordinated actions by Alice and Bob. Thus to produce $`\rho `$, Alice uses a random variable to produce an outcome $`\mu `$ with probability $`p_\mu `$; she communicates the value she receives to Bob; when they get the value $`\mu `$ they then perform the protocol to produce $`|\psi _\mu `$ with probability one from the maximally mixed state. Thus overall they have produced the required density matrix $`\rho `$. An optimised protocol, in the sense of using less entanglement, has been given recently by Vidal .

Thus with classical communication Alice and Bob can produce any density matrix of two $`d`$-level systems (i.e. every two party state is LCCC). However as we now show, for more parties, in general, even with classical communication, not every density matrix arises as the local contamination of a pure state. For consider the following state of three qubits

$`Z=p|\mathrm{W}\mathrm{W}|+(1p)|\mathrm{GHZ}\mathrm{GHZ}|`$ (4)
where $`|\mathrm{W}=\frac{1}{\sqrt{3}}(|001+|010+|100)`$ , and $`|\mathrm{GHZ}=\frac{1}{\sqrt{2}}(|000+|111)`$. Purifications of this state have the form

$`|\mathrm{\Psi }=\sqrt{p}|\mathrm{W}|f_1+\sqrt{1p}|\mathrm{GHZ}|f_2,`$ (5)
where $`|f_1`$ and $`|f_2`$ are orthonormal states of the three ancillas (at this stage we have made no restrictions about these states; they might be entangled states of the three local ancilla Hilbert spaces). If it were possible to create the mixture by local degradation of a pure state then there must be a pure state $`|\mathrm{\Phi }`$, such that adding local ancillas and evolving with local unitaries achieves the following transformation

$$|\mathrm{\Phi }|0\sqrt{p}|\mathrm{W}|f_1+\sqrt{1p}|\mathrm{GHZ}|f_2.$$
(6)
Since $`|f_1`$ and $`|f_2`$ are orthogonal, these two states may be distinguished with certainty using only local operations and classical communication . Thus doing the measurement which distinguishes $`|f_1`$ from $`|f_2`$ collapses the state onto $`|\mathrm{W}`$ or $`|\mathrm{GHZ}`$ thus giving some non-zero probability of creating either $`|\mathrm{W}`$ or $`|\mathrm{GHZ}`$ by LOCC starting with $`|\mathrm{\Phi }`$. However, it has been shown that the three-party states which may be converted with some probability into a $`|\mathrm{GHZ}`$ state by LOCC, and those which may be converted into a $`|\mathrm{W}`$ state form two disjoint classes . Therefore we have a contradiction and so it is impossible to make the mixture $`\rho `$ in this way.

We note that our arguments apply equally well to any state of the form (4) where instead of $`|\mathrm{W}`$ we have any state in the $`|\mathrm{W}`$ class and instead of $`|\mathrm{GHZ}`$ we have any state in the $`|\mathrm{GHZ}`$ class. In general, for larger numbers of particles, there may be a number of non-trivial inequivalent classes of entangled pure states, and we can produce non-LCCC states in a similar way. However the above argument will generalise only for mixtures of two different inequivalent pure states. This is because it has only been shown that two orthogonal states can be locally distinguished with certainty. Locally distinguishing more than two states may require the use of more copies .

The details of what happens in the case of more parties and higher spins remain to be worked out, although the general messages should be clear. In the case of no classical communication, typical density matrices cannot be produced by local contamination of pure states. In the case where we allow classical communication, it is certainly the case that any mixture of two pure states falling into disjoint classes (as with $`|\mathrm{W}`$ and $`|\mathrm{GHZ}`$ in the case of three qubits) will give rise to a “complex” density matrix (ie. one which cannot be formed by local contamination of a pure state). This is a particular method for constructing non-LCCC density matrices; we suspect that there are many other interesting classes of non-LCCC states.

The main goal of this letter was to raise the question of how density matrices can arise. Once the question has been raised, many other interesting issues suggest themselves. A first obvious one is to find a method for characterising whether a given mixed state is LC or LCCC. More generally we would like to understand how the space of all states decomposes into classes of states which are accessible from each other by local degrading (with or without classical communication). We would also like to characterise these classes by their entanglement properties and assess their physical implications. Finally, the fact that noise only takes pure states into a limited range of mixed states, rather than to the whole space of mixed states (of exponentially larger dimensionality), offers a quite new perspective on quantum error correction .

Acknowledgments

We gratefully acknowledge funding from the European Union under the project EQUIP (contract IST-1999-11063).


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# Shocked ammonia in the WR nebula NGC 2359

## 1 Introduction

The interstellar medium surrounding Wolf–Rayet (WR) stars is expected to be strongly disturbed by the fast stellar evolution with rapidly varying mass loss rates, luminosities, and elemental composition of the ejecta. The Wolf-Rayet (WR) star HD 56925 –WR 7 in the catalogue of van der Hucht (2001)– excites the wind-blown bubble NGC 2359 (Chu, Treffers & Kwitter 1983). The chemical enrichement (Esteban et al. 1990), the nearly spherical morphology and the kinematics of NGC 2359 suggest a relatively recent origin for this nebula, probably produced in the WR stage of the exciting star. The Hii region which surrounds the wind–blown bubble seems to be confined by molecular material in the southern direction (Schneps et al. 1981). The spatial distribution of the 1–0 (1) line of H2 (St-Louis et al. 1998) suggests that the H2 vibrationally excited emission is produced by the interaction of the WR star with the molecular material.

Recently Rizzo, Martín-Pintado & Mangum (2001, paper I) have mapped the CO J = $`10`$ and J = $`21`$, and the 13CO J = $`10`$ emission over the whole nebula. They found that the two velocity components toward the southern part of the nebula have LSR radial velocities (VLSR) of 54 and 67 km s-1. The 67 km s-1 component has a narrow linewidth (1 km s-1) indicating that this component traces quiescent material. On the other hand, the component with VLSR of 54 km s-1 is broad (5 km s-1), surrounds the southern and eastern parts of NGC 2359 (see Fig. 1a), and is spatially anticorrelated with the narrow component. The broad linewidths and the spatial distribution of the 54 km s-1 component indicate that it is affected by the interaction of the WR star with the ambient material at 67 km s-1. The shocks produced by the expansion of the stellar wind bubble are likely the origin of the line broadening.

Molecular chemistry can be an important tool to firmly establish if the molecular material in the broad component is affected by the strong shocks produced by the stellar wind from HD 56925. In particular, the ammonia (NH3) fractional abundance changes from $`10^{10}`$ in photodissociation regions to $`10^6`$ in shocked regions. This is due to the fact that the NH3 is a very fragile molecule, easily photodissociated by UV radiation (van Dishoeck 1988; Roberge et al. 1991), but it can also be released from icy grain mantles by shocks with moderate velocities (Flower & Pineau-Des-Forets 1994). In this letter we report the first detection of ammonia emission towards a WR nebula. The rather high abundance of NH3 and the kinetic temperature found in the broad velocity component is in agreement with the idea that the molecular gas has been shocked by the stellar wind from the WR star HD 56925.

## 2 Observations and results

The (1,1) and (2,2) metastable ammonia lines were observed using the Effelsberg 100–m radiotelescope of the MPIfR in December 2000 and March 2001. The half power beam width of the telescope at the rest frequency of the NH3 lines, 23.7 GHz, was 40″. We used the new cooled dual channel HEMT K–band receiver with a typical system temperature of 230 K on a main beam brightness temperature scale. An 8192–channel autocorrelator was used as the backend. Both ammonia lines were observed simultaneously with a total bandwidth of 20 MHz and a velocity resolution of 0.06 km s-1. In order to improve the S/N ratio, the spectra were later smoothed to a resolution of 0.5 km s-1. The observations were made in a dual beam switching mode (switching frequency 1 Hz) with a beam throw of 121″ in azimuth. Pointing was regularly checked and it was found to be within 5″. The data were calibrated using the continuum emission of NGC 7027 as the principal calibrator, assuming a flux density of 5.4 Jy at 23.9 GHz (Ott et al. 1994). Orion-KL (Hermsen et al. 1988) was used as a line calibrator. Both calibrations agree to within 10% and we conclude that line intensities on a main beam temperature scale are accurate to within $`\pm `$15%.

Figure 1a shows the spatial distribution of the 12CO J = $`21`$ emission of the broad component at VLSR = 53 km s-1 in NGC 2359, overlaid on an optical image of the WR nebula. The filled square indicates the location of the maximum CO emission, which is also the position where the NH3 data were taken. Figs. 1b to 1e show the line profiles of the J = $`10`$ lines of 12CO and 13CO, and the (1,1) and (2,2) lines of NH3, respectively. All the lines were measured with similar beam sizes of 40″–50″. Both ammonia lines are weak but clearly detected at a 7–8 $`\sigma `$ levels. The observational parameters of the lines have been derived from gaussian fits to the profiles of the (1,1) and (2,2) lines, and the results are shown in Table 1. The radial velocities and linewidths are in good agreement with those of the broad CO component at 53–54 km s-1, indicating that both CO and NH3 emission arises from the same region.

Assuming optically thin emission for both ammonia lines, we have derived the (1,1) and (2,2) column densities given in Table 1. From the ratio of the (1,1) and (2,2) column densities we estimate a rotational temperature of 30 K. Under typical conditions of the molecular gas, this rotational temperature can be considered as a lower limit to the kinetic temperature of the gas (Walmsley & Ungerechts 1983). Using a kinetic temperature of 30 K and considering only the five lowest metastable (J = K) levels for the partition function, we derive a lower limit to the total ammonia column density of $`7\times 10^{12}`$ cm-2. For a CO column density of $`0.7\times 10^{17}`$ cm-2 (paper I) and assuming a fractional CO abundance of $`10^4`$, we derive a NH3 abundance of $`1\pm 0.4\times 10^8`$. This NH3 abundance is comparable to those measured in cold galactic molecular clouds (Benson & Myers 1983) and shocked regions (Martín-Pintado & Cernicharo 1987; Tafalla & Bachiller 1995), but significantly higher than in PDR’s (Fuente et al. 1990).

## 3 Discussion

The broad widths and the radial velocities of the (1,1) and (2,2) NH3 lines indicate that the NH3 emission arises from the gas which is interacting with the WR nebula. Two different kinds of interaction between an evolved massive star and the surrounding material are expected: UV photodissociation and shocks produced by the stellar wind. It is well known that the UV radiation from hot stars dissociates fragile molecules, such as NH3, even up to visual extinctions of 5 mag (i.e., H2 column densities of $`5\times 10^{21}`$ cm-2). In this case, the photodissociation rate would be of the order of $`10^7\mathrm{s}^1`$ (van Dishoeck 1988). Hence, the relatively high NH3 abundance is striking in view of the rather low H2 column density of $`10^{21}`$ cm-2 derived from the CO data. If the total extinction between the star and the NH3 region would be comparable to the total extinction derived from the CO data, the NH3 must be produced very efficiently in order to compete with its photodissociation due to the WR star radiation field. From the dust continuum emission measured by the IRAS HiRes data at $`60\mu `$m and $`100\mu `$m (Aumann, Fowler & Melnyk 1990; J. R. Rizzo et al., in preparation), we have derived a dust temperature of 29 K and a column density in the range $`25\times 10^{16}`$ cm-2 towards the position where NH3 is detected. These values were obtained from the color-corrected $`60\mu `$m and $`100\mu `$m emission maps smoothed to an angular resolution of 2′, and assuming an emissivity proportional to $`\lambda ^2`$. The dust grains were assumed to be spherical of size $`0.1\mu `$m and with a density of 3 g cm-3 (Hildebrand 1983). Assuming the standard gas-to-dust ratio of 100, the total gas column density associated to the warm dust at 29 K is only $`10^{18}`$ cm-2, at least two orders of magnitude below the total gas column density derived from CO in paper I. This suggests that basically all the dust associated with the molecular gas can not have temperatures of $``$ 10 K. The warm dust component measured by IRAS is likely associated to the material affected by the UV radiation from the WR star, shielding the warm gas from dissociation. The gas in the broad component seems to be warmer than the dust.

The presence of shockfronts acting in this region could explain both the NH3 abundance and the gas kinetic temperature higher than the dust temperature in the broad component. A C–shock of 10–15 km s-1 would heat the gas up to the temperatures derived from our data and release the NH3 from the dust grain icy mantles (Flower & Pineau-Des-Forets 1994) to achieve the observed abundance. García-Segura & Mac Low (1995a, 1995b) have modelled the dynamical evolution of WR bubbles and predicted the presence of several shockfronts running into the surrounding gas at the different stages of the evolution of massive stars. When the WR stellar wind shocks the previous RSG ejecta, an expansion velocity of $``$ 10–15 km s-1 is expected for the shocked gas. This velocity is in good agreement with the velocity separation of 12–13 km s-1 measured between the shocked and the quiescent gas (paper I).

The Galactic center region (GC) is known to contain large amounts of warm gas with relatively high abundance of molecules like NH3, SiO and C2H5OH extended over relatively large regions (Hüttemeister et al. 1995; Martín-Pintado et al. 1997; Martín-Pintado et al. 2001). This warm gas seems to be associated with the cold dust, and a shock chemistry has been claimed to explain the heating, the abundances and the densities of these molecules in the GC. However, the origin of the widespread shocks is, so far, unknown. Martín-Pintado et al. (1999) have recently found that a large fraction of the hot NH3 in the Sgr B2 envelope is located in shells of 1–2 pc, expanding at 8–10 km s-1. The large NH3 abundance and the rather high kinetic temperature found in the Sgr B2 envelope can be explained in terms of a C-shock chemistry (Flower, Pineau Des Forets & Walmsley 1995). Martín-Pintado et al. (1999) proposed that these hot molecular shells are the shocked layers produced by the strong winds of WR stars in the Galactic Center. The detection of warm NH3 associated with the expanding shells produced by a WR stellar wind supports the possible origin for the warm NH3 in the Sgr B2 envelope. Although the densities in the GC clouds are certainly higher than the density in NGC 2359, the ammonia abundances and the expansion velocities in the GC shells are comparable to those found in NGC 2359.

Hot ammonia has also been observed in the nuclei of the external galaxies IC 342 (Martin & Ho 1986; Ho et al. 1990) and Maffei 2 (Henkel et al. 2000; Takano et al. 2000). The rotational temperatures of 50 K and 80 K for IC 342 and Maffei 2, respectively, are similar to those observed in the GC. In both galaxy nuclei, the derived NH3 abundances are also similar to the GC. Furthermore, the gas temperatures derived from NH3 are higher than the dust temperature and the nucleus of IC 342 has overall properties similar to those of the GC region (Downes et al. 1992). In both galactic nuclei, IC 342 and Maffei 2, the gas heating is not due to recently formed stars but to large scale shocks. As in the case of the GC, the origin of such shocks remains unknown. Based on high angular resolution data (5″) from the nucleus of IC 342, Ho et al. (1990) conclude that the morphology of the NH3 emission may be a distributed bump of small and hot molecular clouds surrounding young OB stars. However, the NH3 is hard to be heated by the OB field radiation since it is easily photodissociated by the UV photons. It is worth noting that this ammonia distribution would also be consistent with hot shells like those observed by Martín-Pintado et al. (1999) in the GC. Further studies of the chemistry, physical conditions and kinematics of the molecular gas in the environs of galactic evolved massive stars would provide unvaluable constraints to the models for the impact of the evolution of massive stars onto the interstellar medium.

This work has been partially supported by the Spanish CICYT grant 1FD1997-1442. JRR wish to thanks to the MPIfR staff for their kind help with the observations at the 100m telescope. JRR is a fellow of the Conicet, Argentina.


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# Wave particle duality: Merging de Broglie’s ”double solution” waves into (3+0)D electromagnetic solitons.

## 1 Introduction

As a linear combination of the solutions of a linear wave equation is, by definition, a solution, it is not possible to bind to a solution, without ambiguity or imprecision, a remarkable region called ”particle”; it is a source of paradoxes in quantum mechanics. On the contrary, in one dimensional, nonlinear problems, wave packets called (1+1)D solitons are stable, even when colliding with other solitons, and most of their energy remains in a limited, but propagating region of the space, so that they can be considered as particles. However, a true particle must be defined in three dimensions, and can be stopped: it must correspond to a (3+0)D soliton, but it seems that no such soliton was found up to now. The aim of the paper is transforming solutions of Maxwell’s equations in nonlinear dielectrics, observed as light filaments, into (3+0)D solitons, and using the observed properties of these filaments which often cannot been demonstrated theoretically, to find properties of these solitons which allow to consider them as particles.

The filaments of light which are (2+1)D solitons have been extensively studied  although the theory is difficult  because the mathematics of nonlinear systems is poor. The required nonlinearity may be provided by many effects, in particular Kerr or photorefractive; here, we will consider the propagation of a monochromatic wave in homogenous, isotropic, media in which a nonlinear variation of the index of refraction is a function of the modulus of the amplitude of the electric field; this function may be similar to the function corresponding to a saturated Kerr effect, but it is only needed that it allows the filament solutions of the propagation equation to be very stable. With the assumed isotropy the electric field will be considered as a scalar or a vector.

In section 2 the interaction with external fields and the stability of the filaments are described, using observed properties rather than the theory which works only for some perfect geometrical configurations.

In the two next sections, the existence of an isotropic, non-absorbing, conveniently nonlinear medium is assumed. A (2+1)D filament soliton is transformed into a (3+0)D soliton by the introduction of a magnetic nonlinearity: after the setting of notations, it is shown than a small increase of the index of refraction by an increase of the modulus of the magnetic field may introduce an instability of the straightness and produce a curvature depending only on the properties of the medium; this curvature propagates, so that the axis of the filament becomes a circle.

Section 5 is a preliminary discussion of the interaction of such a soliton with Young holes or slits, assuming that vacuum has the convenient nonlinearities, and supposing that the curvature of the filament does not change much its interaction with the external fields. The nearly linear part of the field appears as a ”pilot wave”, de Broglie’s $`\mathrm{\Psi }`$ function while the remainder may be the $`u`$ wave.

## 2 Stability of the filaments of light and interaction with fields.

Assuming the cylindrical symmetry and a saturation of the nonlinearity, the flux of energy in a filament has ”critical values” corresponding to modes, but we consider only the lowest energy solution, the other being unstable. Remark, although it is not optically realistic, that other stable solutions are found if the index of refraction has maximums while it increases, in the average, with the electric field.

The theory of nonlinear propagation is very difficult, so that many results are only found from the interpretation of the experiments.

The flux of energy in the filament may be absorbed strongly while the filament is long ; to maintain its energy not far under the critical energy, to recover the lost energy, the filament absorbs the surrounding field: it is an equilibrium between the flux of energy in the filament, near the critical value, and the surrounding field; this absorption of energy by the filament is shown too by the birth of the filament in a wide laser beam. Conversely, if a single filament is produced by an homogenous enough laser beam with more than the critical energy, its diameter oscillates and it loses energy.

The large powerful laser beam which splits into filaments  is far from being homogenous, but the filaments never merge, the filaments repulse each other; as the filaments recover energy from the surrounding field, the field is lower between two filaments than elsewhere: the repulsion shows that the filaments are attracted to the higher surrounding field.

After perturbations which have the cylindrical symmetry and do not change the energy, a stable filament recovers its initial properties except for a global phase change of the field. The observed stability implies that the filament is not destroyed by any small enough perturbation. In an homogenous, isotropic medium, the cylindrical symmetry is recovered; on the contrary, the experiments done in photorefractive media show that a lack of homogeneity of the excited medium curves the filament, while its sections perpendicular to the direction of propagation become nearly elliptical ; the complicated interaction of a filament with an other filament  curves the axis of the filament without destruction too.

## 3 Mathematical settings

Set $`𝑬_\mathrm{𝟎}(x,y,z,t)`$ the electric field, assumed polarised along $`Ox`$, of a stable filament propagating along the $`Oz`$ axis, in an homogenous, isotropic, lossless medium having a convenient isotropic electrical nonlinearity, and $`E_0(x,y,z,t)`$ the non-zero component of this field.

The electric field $`𝑬_\mathrm{𝟎}(x,y,z,t)`$ is an exact solution of Maxwell’s equations in which the relative permittivity $`ϵ`$ is a function of $`|𝑬(x,y,z,t)|`$, and the relative permeability $`\mu `$ is 1. Neglecting $`|\mathbf{}\mathbf{.}𝑬(x,y,z,t)|`$, Helmholtz propagation equation is obtained

$$𝚫𝑬(x,y,z,t)=\frac{\mu ϵ(|E(x,y,z,t)|)}{c^2}\frac{^2𝐄(x,y,z,t)}{t^2}.$$
(1)
Set

$$𝑬_0(x,y,z,t)=𝑬_t(x,y)\mathrm{cos}(\varphi \omega t)$$
(2)
with $`\varphi =kz`$. $`𝑬_t(x,y)`$ verifies the radial equation of the filament and may be written $`𝑬_t(r)`$ while $`\mathrm{cos}(kz\omega t)`$ is the propagation term. Assuming that the beam is cylindrical, and that there is no absorption, the time-reversal invariance shows that $`𝑬_t(x,y)`$ is real, so that the wavefronts are planes perpendicular to $`Oz`$.

The energy propagates on light rays parallel to $`Oz`$, but the index of refraction depends on the field, thus on the radius $`r`$ and may be written $`n(r)`$; the optical path between two wavefronts is a decreasing function of $`r`$.

Remark that equation 2 which is a consequence of the assumed symmetries does not depend on the approximate computations.

## 4 Perturbation by a magnetic nonlinearity.

Consider a slice of the filament between the planes $`\mathrm{\Pi }_0`$ of equation $`z=0`$ and $`\mathrm{\Pi }_{\delta z}`$ of equation $`z=\delta z`$. Set $`\mathrm{\Pi }_\alpha `$ the plane of equation $`z=\delta z(1+x\alpha )`$, where $`\alpha `$ is a small constant; suppose that a daemon changes the index of refraction in the sheet, so that the phase of the field $`\varphi `$ becomes a function of $`x`$ and $`y`$ getting in the plane $`\mathrm{\Pi }_\alpha `$ the values it had without the perturbation, for the same $`x`$ and $`y`$, in $`\mathrm{\Pi }_{\delta z}`$.

The component of the curl of the electric field along $`Oy`$ becomes $`\delta E_0(x,y,z,t)/(\delta z(1+x\alpha ))(1x\alpha )\delta E_0(x,y,z,t)/\delta z`$, neglecting high order terms. Assuming that the index of refraction $`n(x,y)`$ increases up to a saturation with the modulus of $`|\mathbf{}\mathbf{}𝑬_0(x,y,z,t)|`$ , that is with the time derivative of the modulus of the magnetic field (or with the modulus of the amplitude of magnetic field for a fixed frequency), $`n(x,y)`$ becomes a growing function of $`\alpha `$ for $`x`$ positive.

The index of refraction is mostly changed by the perturbation where the electromagnetic field is large, so that one may think that the wave surfaces are not anymore plane; but the variations of index are very similar to the one which occur bending a filament in a photorefractive material: assuming the stability of the filament, the wave surfaces are not distorted by the perturbations, but odd terms in $`\alpha `$ must be considered in a development of $`n(x,y)`$, so that the wave surface for $`z=\delta z`$ is turned by an angle $`\beta (\alpha )`$.

Adjusting the parameters of magnetic nonlinearity of the medium, $`\beta (\alpha )`$ may be equal to $`\alpha `$ for a certain $`\alpha _0`$, with a sign of the derivative which provides a stability: thus the problem is self-consistent without daemon. The value $`\delta z/\alpha _0`$ of the radius of curvature depends only on the properties of the medium. A small, local perturbation destroying the straightness of the filament, the perturbation propagates, the filament curves into a torus; adjusting the frequency, the output field after a turn is exactly the assumed input, the filament closes into a (3+0)D soliton.

The flux of energy in the filament being near the critical value, and the length of filament transformed into a torus depending on the assumed properties of the medium, the energy of the soliton is quantified.

The existence of electromagnetic (3+0)D solitons has been shown, apparently for the first time, in the particular case where the variation of the index of refraction produced by the magnetic field is low; it may be a starting point for numerical computations of more general solitons; numerical computations seem necessary to answer many questions such as:

\- what happens increasing the magnetic nonlinear contribution to the index of refraction: in particular, can the torus become next to a sphere ?

\- can the soliton have an electric or magnetic charge introduced by a non zero divergence of the fields ?

The process of building (3+0)D solitons may be extended, for instance introducing a torsion.

## 5 Solving the wave particle duality by solitons

In the vacuum, up to X rays, Maxwell’s equations with linear parameters are well verified, but a powerful enough $`\gamma `$ photon interacts with an electric or magnetic field, or with an other $`\gamma `$ photon to produce an electron pair . In quantum physics, the required nonlinearity is introduced through virtual particles; in a classical scheme, nonlinear terms must be introduced in Maxwell’s equations (Schwinger ); this introduction breaks the superposition property of linear systems, gives individualities to regions of field such as (3+0)D solitons. The properties of the ring model of the electron  bound to its symmetries could apply to the (3+0)D soliton.

Split the electromagnetic field, somewhat arbitrarily, into two parts: the nearly linear part and the remainder identified respectively to the $`\psi `$ and $`u`$ functions introduced by de Broglie . Show that the $`\mathrm{\Psi }`$ wave is an ”onde pilote” :

Remark first that even if a good test of nonlinearity allows to split the soliton wave well, the $`\mathrm{\Psi }`$ wave remains badly known: our solutions of Maxwell’s equations are generally mathematically exact, physically wrong because, for instance, the absorption of a wave emitted by one dipole requires an infinity of dipoles: it remains everywhere the zero point electromagnetic field, the addition of which transforms the first Planck’s law into the second. This field perturbs permanently the electrons (producing the Lambshift, for instance) and the soliton. The zero point field comes from a lot of sources, so that it is generally incoherent.

Suppose that the $`u`$ soliton, exactly as a filament, goes where the field is high. Hitting a screen pierced of two Young holes, the $`u`$ part of a soliton may be absorbed; if it is transmitted, the soliton has lost a part of its $`\mathrm{\Psi }`$ wave and the remainder interfere; the soliton is not much perturbed by the incoherent part of the field so that it goes to a region of high field, that is a bright interference fringe: the $`\mathrm{\Psi }`$ wave is a pilot wave.

## 6 Conclusion

Quantum electrodynamics is not necessary to compute the results of all experiments of optics (including fourth order interferences), provided that one uses the right classical electrodynamics which includes the zero point field. Assuming an electric and magnetic nonlinearity of vacuum at very high frequencies, it seems that this result extends to a classical interpretation of the interferences of massive particles considered as solitons of the electromagnetic waves.


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# Untitled Document

Linearisable systems and the Gambier approach

S. Lafortune

LPTM et GMPIB, Université Paris VII

Tour 24-14, 5eétage

75251 Paris, France

B. Grammaticos

GMPIB, Université Paris VII

Tour 24-14, 5eétage

75251 Paris, France

A. Ramani

CPT, Ecole Polytechnique

CNRS, UPR 14

91128 Palaiseau, France

Abstract A systematic study of the discrete second order projective system is presented, complemented by the integrability analysis of the associated multilinear mapping. Moreover, we show how we can obtain third order integrable equations as the coupling of a Riccati equation with second order Painlevé equations. This is done in both continuous and discrete cases.

1. Introduction Integrability is far too general a term. In order to fix the ideas we can just present three most common types of integrability, which suffice in order to explain the properties of the majority of integrable systems . These three types are:

\- Reduction to quadrature through the existence of the adequate number of integrals of motion.

\- Reduction to linear differential systems through a set of local transformations.

\- Integration through IST techniques. This last case is mediated by the existence of a Lax pair (a linear system the compatibility of which is the nonlinear equation under integration) which allows the reduction of the nonlinear equation to a linear integrodifferential one. The above notions can be extended mutadis mutandis to the domain of discrete systems.

This paper will focus on the second type of integrability, usually referred to as linearizability. The prototype of the linearizable equations is the Riccati. In differential form this equation writes:

$$w^{}=\alpha w^2+\beta w+\gamma $$
$`(1.1)`$
which is linearisable through a Cole-Hopf transformation. Similarly, the discrete Riccati equation, which assumes the form of a homographic mapping:

$$\overline{x}=\frac{\alpha x+\beta }{\gamma x+\delta }$$
$`(1.2)`$
where $`x`$ stands for $`x_n`$, $`\overline{x}`$ for $`x_{n+1}`$ (and, of course, $`\underset{¯}{x}`$ for $`x_{n1}`$), can be also linearized through a Cole-Hopf transformation.

The extension of the Riccati to higher orders can be and has been obtained . The simplest linearizable system at $`N`$ dimensions is the projective Riccati which assumes the form:

$$w_\mu ^{}=a_\mu +\underset{\nu }{}b_{\mu \nu }w_\nu +w_\mu \underset{\nu }{}c_\nu w_\nu \mathrm{with}\mu =1,\mathrm{},N$$
$`(1.3)`$
In two dimensions the projective Riccati system can be cast into the second order equation:

$$w^{\prime \prime }=3ww^{}w^3+q(t)(w^{}+w^2)$$
$`(1.4)`$
The discrete analog of the projective Riccati does exist and is studied in detail in . The corresponding form is:

$$\overline{x}_\mu =\frac{a_\mu +x_\mu +\underset{\nu }{}b_{\mu \nu }x_\nu }{1_\nu c_\nu x_\nu }$$
$`(1.5)`$
Again in two dimensions the discrete projective Riccati can be written as a second-order mapping of the form

$$\alpha \overline{x}x\underset{¯}{x}+\beta \overline{x}x+\gamma x\underset{¯}{x}+\delta \overline{x}\underset{¯}{x}+ϵx+\zeta \overline{x}+\eta \underset{¯}{x}+\theta =0$$
$`(1.6)`$
which was first introduced in . The coefficients $`\alpha ,\beta ,\mathrm{},\theta `$ are not totally free. Although the linearizability constraints have been obtained in , the study of mappings of the form (1.6) was not complete. In the present work we intend the study of (1.6) in its general form.

Another point must be brought to attention here. In the continuous case the study of second order equations has revealed the relation of the linearizable equations (1.4) to the Gambier equation . The latter is obtained as a system of two coupled Riccati in cascade

$$y^{}=y^2+qy+c$$
$`(1.7)`$
$$w^{}=aw^2+nyw+\sigma $$

where $`n`$ is an integer. It contains as a special case the linearizable equation (1.4) which is obtained from (1.7) for $`n=1`$ and $`a=1`$, $`c=0`$ and $`\sigma =0`$. The discrete analog of the Gambier mapping was introduced in  and in full generality in .

In the present work we shall also address the question of the construction of integrable third order systems in the spirit of Gambier. Namely we shall start with a second order integrable equation and couple it with a Riccati (or a linear) first order (also integrable) equation. This enterprise may easily assume staggering proportions. In order to limit the scope of our investigation we shall consider coupled systems where the dependent variable enters only in a polynomial way. This leads naturally to the coupling of a Painlevé ($`P`$) I or II to a Riccati.

In the next section we shall analyse (1.6) and show how one can isolate the integrable cases through the use of the singularity confinement criterion. In Section 3 we will present how a third order integrable equation can be constructed from the coupling of a Riccati and a Painlevé equation (in the discrete and the continuous case).

2. Linearizable mappings as discrete projective systems In  we have introduced projective system as a way to linearize a second-order mapping. (The general theory of discrete projective systems has been recently presented in ). In this older work of ours we have focused on a three-point mapping that can be obtained from a $`3\times 3`$ projective system. The main idea was to consider the system:

$$\left(\begin{array}{c}\overline{u}\\ \overline{v}\\ \overline{w}\end{array}\right)=\left(\begin{array}{ccc}p_{11}& p_{12}& p_{13}\\ p_{21}& p_{22}& p_{23}\\ p_{31}& p_{32}& p_{33}\end{array}\right)\left(\begin{array}{c}u\\ v\\ w\end{array}\right)$$
$`(2.1)`$
and conversely

$$\left(\begin{array}{c}\underset{¯}{u}\\ \underset{¯}{v}\\ \underset{¯}{w}\end{array}\right)=\left(\begin{array}{ccc}m_{11}& m_{12}& m_{13}\\ m_{21}& m_{22}& m_{23}\\ m_{31}& m_{32}& m_{33}\end{array}\right)\left(\begin{array}{c}u\\ v\\ w\end{array}\right)$$
$`(2.2)`$
where the matrix $`M`$ is obviously related to the matrix $`P`$ through $`\overline{M}=P^1`$ . Introducing the variable $`x=u/v`$ and the auxiliary $`y=w/v`$ we can rewrite (2.1) and (2.2) as

$$\overline{x}=\frac{p_{11}x+p_{12}+p_{13}y}{p_{21}x+p_{22}+p_{23}y}$$
$`(2.3)`$
$$\underset{¯}{x}=\frac{m_{11}x+m_{12}+m_{13}y}{m_{21}x+m_{22}+m_{23}y}$$
$`(2.4)`$
(Since the $`m_{3i}`$, $`p_{3i}`$ do not appear in (2.3), (2.4) and we can simplify $`M,P`$ by taking $`m_{33}=p_{33}=1`$ and $`m_{31}=p_{31}=m_{32}=p_{32}=0`$). Finally eliminating $`y`$ between (2.3) and (2.4) we obtain the mapping:

$$\alpha \overline{x}x\underset{¯}{x}+\beta \overline{x}x+\gamma x\underset{¯}{x}+\delta \overline{x}\underset{¯}{x}+ϵx+\zeta \overline{x}+\eta \underset{¯}{x}+\theta =0$$
$`(2.5)`$
where the $`\alpha ,\beta ,\mathrm{}\theta `$ are related to the $`m,p`$’s.

Equation (2.5) will be the starting point of the present study. Our question will be when is an equation of this form integrable? (Clearly the relation to the projective system works only for a particular choice of the parameters). In order to investigate the integrability of (2.5) we shall use the singularity confinement approach that was introduced in . What are the singularities of (2.5)? Given the form of (2.5) it is clear that diverging $`x`$ does not lead to any difficulty. However, another (subtler) difficulty arises whenever $`x_{n+1}`$ is defined independently of $`x_{n1}`$. In this case the mapping “loses one degree of freedom”. Thus the singularity condition is

$$\frac{x_{n+1}}{x_{n1}}=0$$

which leads to :

$$(\alpha x+\delta )(ϵx+\theta )=(\beta x+\zeta )(\gamma x+\eta )$$
$`(2.6)`$
Equation (2.6) is the condition for the appearence of a singularity. Given the invariance of (2.5) under homographic transformations it is clear that one can use them in order to simplify (2.6). Several choices exist but the one we shall make here is to choose the roots of (2.6) so as to be equal to $`0`$ and $`\mathrm{}`$, unless of course (2.6) has two equal roots, in which case we bring them both to $`0`$. Let us examine the distinct root case. For the roots of (2.6) to be $`0`$ and $`\mathrm{}`$ we must have:

$$\alpha ϵ=\beta \gamma $$
$`(2.7)`$
$$\delta \theta =\zeta \eta $$

The generic mapping of the form (2.5) has $`\alpha \theta 0`$ and we can take $`\alpha =\theta =1`$ (by the appropriate scaling of $`x`$ and a division). We have thus,

$$\overline{x}x\underset{¯}{x}+\beta \overline{x}x+\gamma x\underset{¯}{x}+\zeta \eta \overline{x}\underset{¯}{x}+\beta \gamma x+\zeta \overline{x}+\eta \underset{¯}{x}+1=0$$
$`(2.8)`$
Nongeneric cases do exist as well and have been examined in detail in .

In order to investigate the integrability of the mapping (2.8) we shall apply the singularity confinement criterion. Here the singularities are by construction 0 and $`\mathrm{}`$. Following the results of  we require confinement in just one step. We require to have an indeterminate form $`0/0`$ at the step following the singularity. This leads to the condition $`\beta =\zeta =0`$. We thus obtain the mapping:

$$\overline{x}x\underset{¯}{x}+\gamma x\underset{¯}{x}+\eta \underset{¯}{x}+1=0$$
$`(2.9)`$
or, solving for $`\overline{x}`$ :

$$\overline{x}=\gamma +\frac{\eta \underset{¯}{x}+1}{x\underset{¯}{x}}$$
$`(2.10)`$
where $`\gamma `$ and $`\eta `$ are free. This is indeed integrable: we can show that (2.10) can be obtained from the projective system (2.1), (2.2) provided we take

$$P=\left(\begin{array}{ccc}(\gamma q+1)& q\overline{q}& 1\\ q& 0& 0\\ 0& 0& 1\end{array}\right)$$
$`(2.11)`$
and $`M=\underset{¯}{P}^1`$ provided $`q`$ is some solution of the equation $`\overline{q}q\underset{¯}{q}+q\underset{¯}{q}\eta +\underset{¯}{q}\underset{¯}{\gamma }+1=0`$. Integrable but nonlinearizable cases of (2.8) do also exist: they have been identified and presented in detail in .

Before closing this section let us present the continuous limits of the linearizable equation we have identified above. For (2.9) we put $`x=1+\nu w`$, $`\gamma =3+\nu ^2p`$, $`\eta =\gamma +\nu ^3q`$ and we obtain at the limit $`\nu 0`$ the equation:

$$w^{\prime \prime }=3ww^{}w^3+pw+q$$
$`(2.12)`$
This is equation #6 in the Painlevé/Gambier classification  (in noncanonical form) and precisely the one that can be obtained from a $`N=2`$ projective Riccati system.

3. Constructing Integrable Third Order Systems: the Gambier Approach

The key idea of Gambier was to construct an integrable second order equation by suitably coupling two integrable first order ones. The latter were well-known: at first order the only integrable (in the sense of having the Painlevé property) ordinary differential equations are either linear or of Riccati type. The Gambier equation is precisely the coupling of two Riccati in cascade.

In , we extend this idea for third order systems. We couple Painlevé second order equations with the Riccati equation both in the continuous and the discrete cases.

The coupling of a Painlevé equation with a Riccati was first considered by Chazy. He examined the coupling PI:

$$w^{\prime \prime }=6w^2+z,$$

with a Riccati:

$$y^{}=\alpha y^2+\lambda w+\gamma $$
$`(3.1)`$
where $`\alpha ,\beta ,\lambda ,\gamma `$ are functions of $`z`$. This coupling is additive: it is indeed the only coupling that is compatible with integrability. Chazy found that (3.1) must have the form:

$$y^{}=\frac{1k^2}{4}y^2+w+\gamma ,$$
$`(3.2)`$
where $`k=6m+n`$. Chazy found the following necessary integrability constraints:

$$\begin{array}{cc}n=2& \gamma =0\\ n=3& \gamma ^{}=0\\ n=4& \gamma ^{\prime \prime }=\mu \gamma ^2+\nu z\\ n=5& \gamma ^{\prime \prime \prime }=\mu \gamma \gamma ^{}+\nu ,\end{array}$$

where $`\mu `$ and $`\nu `$ are specific numerical constants. It turns out that for $`k=n`$ they are also sufficient. For $`k=6m+1`$ the first condition appears at $`k=7`$. In this case the constraint reads:

$$\gamma ^{(5)}=48\gamma \gamma ^{\prime \prime \prime }+120\gamma ^{}\gamma ^{\prime \prime }\frac{2304}{5}\gamma ^{}\gamma ^224z\gamma ^{}48\gamma .$$

This equation has the Painlevé property and is thus expected to be integrable.

In  we have presented the coupling of a Riccati to other integrable second order differential equations.

To construct integrable discrete systems in the same spirit as Gambier we need a detailed knowledge of the forms of the equations to be coupled and an integrability detector. The second order mappings which play the role of the Painlevé equations in the discrete domain have been the object of numerous detailed studies and we are now in possesion of discrete forms of all the equations of the Painlevé/Gambier classification. The discrete integrability detector is based on the singularity confinement.

We consider the coupling of a discrete Riccati for the variable $`y`$:

$$\overline{y}=\frac{(\alpha x+\beta )y+(\eta x+\theta )}{(ϵx+\zeta )y+(\gamma x+\delta )},$$
$`(3.3)`$
(where $`\alpha `$, $`\beta `$, $`\mathrm{}`$,$`\theta `$ depend in general on $`n`$) the coefficients of which depend linearly on $`x`$, the solution of the discrete PII. The mapping (3.3) can be brought under canonical form through the application of homographic transformations on $`y`$ to either:

$$\overline{y}=\frac{(\alpha x+\beta )y+1}{y+(\gamma x+\delta )}.$$
$`(3.4)`$
or:

$$\overline{y}(\gamma x+\delta )y(\alpha x+\beta )1=0.$$
$`(3.5)`$
In  we examined in detail the coupling of (3.4) and (3.5) with either d-PI or d-PII (under various forms). Here, we will focus on a particular example of a coupling to d-PII.

How does one apply the singularity confinement criterion to a mapping such as (3.4) when $`x`$ is given by some discrete equation like d-PI or d-PII? The singularity manifests itself by the fact that $`\overline{y}`$ is independent of $`y`$ i.e. when

$$(\gamma x+\delta )(\alpha x+\beta )=1.$$
$`(3.6)`$
This quadratic equation has two roots $`X_1`$, $`X_2`$. The confinement condition is for $`y`$ to recover the lost degree of freedom. This can be done if $`y`$ assumes an indeterminate form $`0/0`$. This means that $`x`$ at this stage must again satisfy (3.6) and moreover be such that the denominator (or, equivalently, the numerator) vanishes.

Let us assume now that for some $`n`$ we have $`x_n=X_1`$. The confinement requirement is that $`k`$ steps later $`x_{n+k}=X_2`$. Starting from $`x_n=X_1`$ and some initial datum $`x_{n1}`$, we can iterate the mapping for $`x`$ and obtain $`x_{n+k}`$ as a complicated function of $`x_{n1}`$ and $`X_1`$. Since $`x_{n+k}`$ depends on the free parameter $`x_{n1}`$ there is no hope for $`x_{n+k}`$ to be equal to $`X_2`$ if $`X_1`$ is a generic point for the mapping of $`x`$. The only possibility is that both $`X_1`$ and $`X_2`$ be special values. What are the special values of this equation depends on its details, but clearly in the case of the discrete Painlevé’s we shall examine here, these values can only be the ones related to the singularities. To be more specific, let us examine d-PII:

$$\overline{x}+\underset{¯}{x}=\frac{zx+a}{1x^2}.$$
$`(3.7)`$
The only special values of $`x`$ are the ones related to the singularity $`x_n=\pm 1`$, $`x_{n+1}=\mathrm{}`$, $`x_{n+2}=1`$ while $`\mathrm{}`$, $`x_{n2}`$, $`x_{n1}`$ and $`x_{n+3}`$, $`x_{n+4}`$, $`\mathrm{}`$ are finite. This means that the two roots of (3.6) must be two of $`\{+1,\mathrm{},1\}`$ and moreover that confinement must occur in two steps. The precise implementation of singularity confinement requires that the denominator of (3.4) at $`n+2`$ vanishes (and because of (3.6) this ensures that the numerator vanishes as well). Moreover, we must make sure that the lost degree of freedom (i.e. the dependence on $`y`$) is indeed recovered through the indeterminate form.

The singularity patterns of (3.7) are

$$\{\pm 1,\mathrm{},1\}.$$
$`(3.8)`$
This means that the singularity condition (3.4) must have $`\pm 1`$ as roots. As a result we have:

$$\delta =\beta /(\alpha ^2\beta ^2),$$
$`(3.9)`$
$$\gamma =\alpha /(\alpha ^2\beta ^2).$$
$`(3.10)`$
The two different patterns lead to a first confinement conditions given by:

$$\beta =k\alpha $$

where $`k`$ is a constant with binary freedom which we will ignore from now. The second condition:

$$\underset{¯}{\alpha }\alpha ^2\overline{\alpha }=\frac{1}{(1k^2)^2}.$$
$`(3.11)`$
This equation can be solved by linearisation just by taking the logarithm of both sides. More examples of couplings of discrete equations can be found in .

3. Conclusion In the previous sections we have first investigated 3-point mappings that are integrable through linearization. Our analysis was guided by the analogy with the continuous situation and results of ours on $`N=2`$ projective systems. We have presented an analysis of the linearizable mapping and identified one of its integrable form. Moreover we have presented an approach for the construction of integrable third order systems through the coupling of a second order equation to a Riccati or a linear first order equation. Thus we have extended the Gambier approach (first used in his derivation of the second order ODE that bears his name) to higher order systems. We have applied this coupling method to both continuous and discrete systems.

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