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# On the Statistical Significance of the Hipparcos Astrometric Orbit of 𝜌 Coronae Borealis

## 1 Introduction

One of the first stars around which a planet candidate was found \[Noyes et al. 1997\] was $`\rho `$ Coronae Borealis (HR 5968 = HD 143761 = HIP 78459). The discovery was based on the detection of a small periodic radial-velocity modulation, with an amplitude of 67 m s<sup>-1</sup>. The corresponding minimum mass of the unseen companion was found to be 1 Jupiter mass (=$`M_J`$), its actual mass depending on the orbital inclination.

Recently Gatewood, Han & Black \[Gatewood et al. 2001\] presented an analysis of the Hipparcos intermediate data, together with new ground-based astrometry they obtained with the Multichannel Astrometric Photometer \[Gatewood 1987\]. Their analysis suggests an orbital semi-major axis of 1.5 milli-arc-sec(=mas) with an extremely small orbital inclination – 0.5°, indicating that the secondary might be a late M star with a mass of $`0.14\pm 0.05`$ $`M_{}`$. The extremely small orbital inclination makes this discovery intriguing, because the probability of a binary to have such a small angle, assuming an isotropic orientation in space, is extremely small – $`4\times 10^5`$. Even among 50 systems, the current number of planet candidates \[Schneider 2000\], the probability to find one system with such an extremely small inclination is only $`0.002`$. Therefore, the statistical significance of the Gatewood, Han & Black (2001) analysis, which might have implications beyond the study of $`\rho `$ CrB, should be estimated carefully.

Recently, Pourbaix \[Pourbaix 2001\] studied the significance of the derived Hipparcos orbits of many planet candidates, including $`\rho `$ CrB. Pourbaix fitted an orbit to the Hipparcos data and checked the improvement in the fit resulting from the additional parameters, using an F-test. He used the F-distribution to assess the final significance level of the derived orbit, concluding that the significance is somewhat high – 99 per cent. This use of the F-distribution assumes Gaussianity of the individual measurements. We avoid this assumption by using the permutation test, which belongs to the class of distribution-free tests (e.g. Good 1994) and thus is more robust against modeling problems of the measurement process.

We present in this paper an independent analysis of only the Hipparcos astrometric data (i.e. without the MAP data), with an emphasis on the assessment of the significance of the detection. On one hand, we show that the Hipparcos data alone, together with the radial-velocity measurements of Noyes et al. \[Noyes et al. 1997\], yield, indeed, a small astrometric orbit of 1.5 mas, implying a small inclination for $`\rho `$ CrB. On the other hand, we show that the statistical significance of this finding is only about $`2\sigma `$. Therefore, we can expect about one system out of 40 to have shown a false astrometric orbit. Section 2 presents our analysis, while Section 3 discusses our finding.

## 2 Analysis

### 2.1 Orbital Solution

The present analysis used the 38 AFOE radial velocities of $`\rho `$ CrB (Noyes et al. 1997; 1999), together with the 42 astrometric measurements of Hipparcos \[ESA 1997\], which were analysed by the FAST and the NDAC consortia \[van Leeuwen & Evans 1998\]. The spectroscopic and astrometric solutions have in common the following elements: the period, $`P`$; the time of periastron passage, $`T_0`$; the eccentricity, $`e`$; the longitude of the periastron, $`\omega `$. In addition, the spectroscopic elements include the radial-velocity amplitude, $`K`$, and the centre-of-mass radial velocity $`\gamma `$. The astrometric orbital elements include three additional elements – the angular semi-major axis of the photocentre, $`a_0`$; the inclination, $`i`$; the longitude of the nodes, $`\mathrm{\Omega }`$. In addition, the astrometric solution includes the five regular astrometric parameters – the parallax, the position (in right ascension and declination) and the proper motion (in right ascension and declination). All together we had a 14-parameter model to fit to the spectroscopic and astrometric data. Note that we have allowed small corrections to the values of the Hipparcos reference solution of the five regular astrometric parameters.

These 14 elements are not all independent. From $`K`$, $`P`$ and $`e`$ we can derive the projected semi-major axis of the primary orbit – $`a_{1,phys}\times \mathrm{sin}i`$, in physical units. This element, together with the inclination $`i`$ and the parallax, yields the angular semi-major axis of the primary, $`a_1`$. Assuming the secondary contribution to the total light of the system is negligible, this is equal to the observed $`a_0`$.

The results of our fit, which are consistent with the previous orbital solutions (Noyes et al. 1997, 1999; Gatewood et al. 2001), are given in Table 1. The small semi-major axis implies a secondary mass of $`M_2=0.125\pm 0.042M_{},`$ where we assumed 1 $`M_{}`$ for the primary \[Noyes et al. 1997\].

### 2.2 Significance

The semi-major axis of the derived astrometric orbit is $`1.49\pm 0.46`$ mas. A very small semi-major axis could have been falsely “detected” even without any real astrometric motion, due to the scatter of the actual measurements \[Halbwachs et al. 2000\]. To find out if this is the case here we performed a “permutation” test (e.g., Good 1994) by generating simulated data from the very same astrometric measurements of $`\rho `$ CrB. If there is some evidence of an orbit in the measurements, it should be ruined by the permutation. However, if the derived orbit is spurious, some random permutations should be able to reproduce a similar effect. In a sense, we let the data “speak for themselves” and do not have to assume any specific distribution for the measurements.

We used the IAD Hipparcos measurements \[ESA 1997\] and permuted the actual timing of the observations, modifying the partial derivatives with respect to the five astrometric parameters \[ESA 1997\] accordingly. We then analysed the permuted astrometric data together with the actual radial velocities, deriving a new false astrometric orbit.

For most of the original measurements there are two stellar positions, one derived from the NDAC and the other from the FAST consortia. The two positions are, obviously, not independent, but have an assigned non-vanishing correlation. In our permutation we kept the pairing of the corresponding NDAC and FAST positions, while permuting the timings among the pairs. This turned out to be a nontrivial exercise, and caused us to falsely assign a higher significance to the astrometric detection in an early phase of this study.

A histogram of the falsely detected semi-major axes, derived from the “simulated” permuted data, is presented in Figure 1. We see that most of the artificially detected semi-major axes are at the range of 0.5–1.0 mas, with a small distribution tail beyond 1.5 mas. In 2,000 random permutations we got 46 astrometric solutions with semi-major axis larger than 1.5. This indicates that the detection significance is at the level of 0.977, which is about $`2\sigma `$.

## 3 Discussion

The analysis presented here shows that on average we expect about one out of 40 systems with a similar dataset to $`\rho `$ CrB to show a false astrometric orbit with $`a=1.5`$ mas. This implies that the statistical significance of the claimed astrometric orbit is not high enough at this point of the research.

As explained in the introduction, Pourbaix \[Pourbaix 2001\] derived that the significance of the astrometric solution is at the 99 per cent level. Compared to his technique we use a distribution-free analysis and thus we feel that our assertion, of a 97.7 per cent level, is more justified.

One way to find out the true nature of the secondary of $`\rho `$ CrB is to try and observe the secondary directly. If the secondary is indeed a stellar object, infrared spectroscopic observations, especially when analysed with TODCOR – a two-dimensional correlation technique \[Zucker & Mazeh 1994\], should detect some trace of the faint secondary (e.g., Mazeh et al. 2000a). Together with M. Simon and L. Prato, we plan such observations in the near future. Obviously, more precise astrometric measurements, expected to come in the future from the FAME \[Horner et al. 1999\], SIM \[NASA 1999\], DIVA \[Röser 1998\] and GAIA \[Gilmore et al. 1998\] missions, will enable us to derive the secondary mass much more accurately.

We turn now to discuss the relatively low metallicity of $`\rho `$ CrB. It was noted by many workers (Gonzalez 1997; Marcy & Butler 1998; Queloz et al. 2000; Gonzalez 2001; Butler et al. 2000) that most stars that were found to harbor planet candidates exhibit metallicities higher than the typical metallicity of the solar neighborhood. Queloz et al. \[Queloz et al. 2000\] and Butler et al. \[Butler et al. 2000\] further pointed out that the host stars to the “51 peg like” planets are particularly metal rich. Mazeh & Zucker \[Mazeh & Zucker 2001\] suggested a probable decrease of the stellar metallicity as a function of the orbital period of the planet candidates, a dependence which holds, according to their suggestion, up to about 100 days. To study their suggestion we plot in Figure 2 the metallicity as a function of the planet orbital period, for the stars that appear in The Extra Solar Planets Encyclopedia web site as of September 2000 \[Schneider 2000\]. We follow the Mazeh & Zucker \[Mazeh & Zucker 2001\] suggestion and therefore include in the figure only planet candidates with periods shorter than 100 days.

Whenever available we have used metallicities derived from spectral analysis, mostly from the seminal work of Gonzalez \[Gonzalez 2001\]. Mazeh et al. \[Mazeh et al. 2000b\] derived the metallicity of HD 209458. Whenever such an analysis was not available, we have used the photometric metallicity derived by Giménez \[Giménez 2000\]. The metallicities of the stars not considered by Giménez were derived by us following his prescription, based on the photometry of Hauck & Mermilliod \[Hauck & Mermilliod1998\] and the calibrations calculated by Crawford \[Crawford 1975\] and Olsen \[Olsen 1984\].

In this figure $`\rho `$ CrB has one of the lowest metallicities. The analysis presented here, which does not support the conjecture about the stellar nature of the companion of $`\rho `$ CrB, strengthens the suggestion that the metallicity might depend on the period. The figure draws attention to the other two low-metallicity planet candidates. The extreme one is HD 114762 (Latham et al. 1989; Mazeh, Latham & Stefanik 1996) with a metallicity of about $``$0.60. The nature of this secondary is not clear because it has a minimum mass of about 10 $`M_J`$, and even a moderate inclination can turn it into a brown-dwarf or stellar secondary. However, The other one is HD 6434 \[Udry et al. 2000\], with a minimum mass of 0.5 $`M_J`$. This small minimum mass renders the conjecture that this is a real planet safe. Therefore, even if the secondary of HD 114762 turns out to be stellar, the dependence of the metallicity on the period might still be real.

## acknowledgments

We are indebted to R. Noyes for many seminal suggestions, which led to substantial improvement of this study. M. Simon is thanked for his wise advise. This work was supported by the US-Israel Binational Science Foundation through grant 97-00460 and the ISRAELI SCIENCE FOUNDATION (grant no. 40/00).


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# A detailed study of the 5 Hz quasi-periodic oscillations in the bright X-ray transient and black-hole candidate GRS 1739–278

## 1 Introduction

Before the launch of the Rossi X-ray Timing Explorer (RXTE), the usual picture for black-hole candidates (BHCs) was simple and one-dimensional: the changes in the X-ray spectra and the rapid X-ray variability are caused by changes in the mass accretion rate $`\dot{M}`$ (Tanaka & Lewin 1995; van der Klis 1995). In the BHC low-state (LS), $`\dot{M}`$ is low and the spectra are hard. The LS power spectra are dominated by a very strong (20%–50% rms amplitude) band-limited noise which follows approximately a power-law with index 1 at high frequencies, but below a certain frequency (the break frequency) the power spectrum becomes roughly flat. Above this frequency a broad bump or a quasi-periodic oscillation (QPO) is often present, although also QPOs with similar frequencies as the break frequency are observed. In some sources, a second break is visible in the power spectrum, above which the power-law index increases to about $``$2. In the high state (HS), $`\dot{M}`$ is higher, the spectra are much softer, and in the power spectra only a weak (a few percent) power-law noise component is present. In the very high state (VHS), $`\dot{M}`$ is the highest, the spectra are harder but not as hard as in the LS, and in the power spectra, noise is present similar to either the weak HS noise or the LS band-limited noise (although only with a strength of 1%–15% rms). QPOs near 6 Hz are detected sometimes with a complex harmonic structure.

With the many observations performed with RXTE on BHCs, the behaviour of BHCs turned out to be much more complex than previously thought. First of all, RXTE has expanded the range of frequencies at which the BHCs show variability up to 450 Hz (e.g., Remillard et al. 1999a,b; Cui et al. 2000; Homan et al. 2001; Strohmayer 2001). The nature of these BHC high-frequency QPOs is unclear, although it has been suggested that they might be related to the twin kHz QPOs in the neutron star systems (Psaltis et al. 1999). Also, with RXTE in many BHCs the VHS has now been detected and the associate low-frequency ($`<`$20 Hz) QPOs have been found (e.g., Remillard et al. 1999b; Borozdin & Trudolyubov 2000; Revnivtsev, Trudolyubov, & Borozdin 2000; Dieters et al. 2000; Cui et al. 2000; Homan et al. 2001), indicating that these QPOs are a common feature of BHCs. The phenomenology of these QPOs is very complex and they are observed during different luminosity levels (at levels significantly below the highest observed luminosities, i.e., not only during the VHS but at states intermediate between the LS and the HS; e.g., Homan et al. 2001). The phenomenology of these QPOs is such that even in individual sources, the QPO interrelationships are not fully understood (see, e.g., Wijnands et al. 1999 or Homan et al. 2001). The relationship between the QPOs observed in different BHCs is even less well understood. However, from a detailed study of the state behaviour in XTE J1550–564 it is clear that the one-dimensional picture described above for the BHC states (depending only on $`\dot{M}`$) does not hold in this particular source and another extra parameter is needed to explain its behaviour (Homan et al. 2001). Similar behaviour might also be observable for the other BHCs, however, not much information about this is presently available.

One of the most recent additions to the collection of BHCs which exhibit QPOs near 6 Hz is the X-ray transient and BHC GRS 1739–278. At the end of March 1996, this new X-ray transient was discovered with the SIGMA telescope on board Granat (Paul et al. 1996; Vargas et al. 1997). Soon after the discovery of this new X-ray source its radio and optical counterpart where discovered (Hjellming et al. 1996; Mirabel et al. 1996; Marti et al. 1997). From a ROSAT observation of the source an extinction of $`A_\mathrm{v}=14`$$`\pm `$2 was derived, implying that the source is located at a distance of 6–8.5 kpc and that it was radiating at least near the Eddington limit for a 1 M compact object (Dennerl & Greiner 1996; Greiner, Dennerl, & Predehl 1996). In X-rays, GRS 1739–278 was studied by the TTM experiment on board Mir-Kvant and by the PCA instrument on board RXTE (Borozdin, Alexandrovich, & Sunyaev 1996; Takeshima et al. 1996; Borozdin et al. 1998). The RXTE data showed that on 1996 March 31, the source was in the canonical black-hole very high state and the RXTE observations taken in 1996 May showed that the source had transit to the canonical high state. Recently, Borozdin & Trudolyubov (2000) reported the discovery of a 5 Hz QPO during the 1996 March 31 RXTE observation. Because the QPO behaviour of BHCs is not well understood, we decided to study the properties of this 5 Hz QPO in GRS 1739–278 in more detail (e.g., time variability, phase lags).

## 2 Observation and analysis

RXTE observed GRS 1739–278 on several occasions during its 1996 outburst. For a detailed overview of the RXTE observations, we refer to Borozdin et al. (1998). In this paper, we concentrate on the 1996 March 31 observation during which the 5 Hz QPO was discovered (Borozdin & Trudolyubov 2000). In order to avoid confusion with the bright neutron-star X-ray transient GRO J1744–28, the satellite was not pointed directly at GRS 1739–278 but had an off-set pointing of $`11`$ arcmin (see Takeshima et al. 1996, Borozdin et al. 1998). Borozdin & Trudolyubov (2000) showed that the QPO almost certainly originated from GRS 1739–278 and not from GRO J1744–28.

During the 1996 March 31 observation, data were simultaneously collected in the Standard2f mode (129 photon energy channels with 16 s time resolution), in the single bit modes SB\_125US\_0\_13\_1S and SB\_125US\_14\_35\_1S (1 photon energy channel, 128 $`\mu `$s time resolution), in the binned mode B\_2MS\_16A\_0\_35\_Q (16 photon energy channels, 2 ms time resolution), and in the event mode E\_16US\_64M\_36\_1S (64 photon energy channel, 16 $`\mu `$s time resolution). We used the Standard2f data to create a light curve and the colours. For this analysis, we only used the data during which all 5 detectors were on; because of this restriction, we disregarded the first $``$1000 seconds of the observation during which 2 out of the 5 detectors were off. For the analysis of the rapid X-ray variability we used all data available, unless otherwise noted. The high time resolution modes (single bit, binned, and event mode data) were used to calculate discrete Fourier transforms between 1/16–4096 Hz or 1/16–256 Hz, from which the power and cross spectra were calculated. The power spectra were fitted with a constant (representing the dead-time modified Poisson noise), a power-law (for the low-frequency noise component), and one or more Lorentzians (for the peaked noise component and the QPOs). The uncertainties in the fit parameters were calculated using $`\mathrm{\Delta }\chi ^2=1`$ and upper limits using $`\mathrm{\Delta }\chi ^2=2.7`$ which yields 95% confidence levels. The phase lags of the QPOs were calculated for a frequency interval equal to the FWHM of the Lorentzians used to fit the QPOs, centred on the peak frequency of these Lorentzians. To correct for the small dead-time effects on the phase lags, we subtracted the average 50–125 Hz cross vector from the cross spectra (see van der Klis et al. 1987). The single bit and the event mode data were used to search for high frequency ($`>`$100 Hz) QPOs.

## 3 Results

### 3.1 Light curve and colours

The RXTE all sky monitor (ASM111The quick-look ASM data used in this paper can be obtained from http://xte.mit.edu/ASM\_lc.html and are provided by the ASM/RXTE team. See Levine et al. (1996) for a detailed description of the ASM.) light curve (1.5–12 keV) of the source is shown in Figure 1a (see also Borozdin et al. 1998; Borozdin & Trudolyubov 2000). The outburst light curve of GRS 1739–278 can be classified as a typical fast rise, exponential decay light curve, although with multiple maxima in the decay. At the peak of the outburst the flux was about 1 Crab, which makes this source a bright X-ray transient. The 5–12 keV/1.5–3 keV count rate ratio curve is shown in Figure 1b, which shows that the spectrum was hardest at the start of the outbursts (during the rise, before the peak of the outburst) and gradually became softer. The 5 Hz QPO was discovered during the 1996 March 31 RXTE observation, which is day 90 in this figure, at a time when the source was already considerable weaker than at the peak of the outburst, and the X-ray spectrum had significantly softened compared to previous days.

The 2–60 keV light curve of the RXTE/PCA observation of 1996 March 31 is shown in Figure 2a. The gap between the two parts of the light curve is due to an Earth occultation of the source and a passage of the satellite trough the South Atlantic Anomaly (SAA). The light curve has been corrected for the instrument off-set (the collimator correction factor was 1.1572). In Figure 2b and c, the soft and the hard colour curves are shown, respectively. As soft colour we used the 3.7–6.2 keV/2.2–3.7 keV count rate ratio and as hard colour we used the 6.2–16.2 keV/2.2–3.7 keV count rate ratio.

From Figure 2a, it is apparent that the source was highly variable on time scales of minutes. Also, it can be observed that, although the source count rate was gradually decreasing on time scales of weeks, the count rate increased with time during this observation, which is most clearly visible in the second part of the observation. The soft colour (Fig. 2b) did not show a clear correlation with time, whereas the hard colour (Fig. 2c) clearly increased with time (best visible in the second part of the observation). Because the count rate also increased with time (Fig. 2a), in the ’hard’ hardness-intensity diagram (HID; as colour the hard colour was used; Fig. 3b), the hard colour showed a clear positive correlation with the count rate, but in the ’soft’ HID (as colour the soft colour was used; Fig. 3a), the soft colour did not show such a good correlation (as expected from the lack of a good correlation of the soft colour with time), although also the soft colour seemed to slightly increase with count rate. This is reflected in the colour-colour diagram (CD; Fig. 4) which shows that the soft colour tended to increase when also the hard colour increased.

### 3.2 Rapid X-ray variability

In order to study the rapid X-ray variability (i.e., the 5 Hz QPO discovered by Borozdin & Trudolyubov 2000), we first produced a dynamical power spectrum of the data (Fig. 5). From this figure, it is apparent that the QPO was only clearly present in the second part of the data and not in the first part. To check this, we created a power spectrum for each part separately (shown in Figures 6a and b). Using the energy range 2.8–31.7 keV, a very significant 5 Hz QPO (rms amplitude 2.33%$`\pm `$0.07% \[$`18\sigma `$\]; frequency 5.09$`\pm `$0.03 Hz, width 1.11$`\pm `$0.09 Hz) and its first overtone (rms amplitude 1.9$`\pm `$0.1 \[$`9\sigma `$\]; frequency 10.2$`\pm `$0.2 Hz; width 2.7$`\pm `$0.4 Hz) were present during the second part of the observation, but during the first part the 5 Hz QPO was not present (but see below), although a weak noise component around a few hertz was (see Fig. 6). During the second part, an extra noise component at low frequencies was also present which was fitted with a power-law (rms amplitude 1.16%$`\pm `$0.09% and with a power-law index of 0.71$`\pm `$0.08).

To study the energy dependence of the rapid X-ray variability, we made power spectra of each part in a soft band (2–8.7 keV; Figs. 6c and d) and a hard one (8.7–60 keV; Figs. 6e and f). At first glance, the noise component in the first part of the observation did not show any clear dependence on energy (but see below), but the QPOs in the second part did: at low energies the fundamental was stronger than its overtone, but at higher energies they were of comparable strength. The exact dependence of the QPO amplitude on photon energy is shown in Figure 7a for the fundamental and in Figure 7b for the first overtone (see also Tab. 1). From these figures, it is clear that at the highest energies ($`>10`$ keV) the overtone was even stronger than the fundamental, demonstrating that the overtone had a steeper dependence on photon energy than the fundamental.

To study the behaviour of the QPO fundamental in the second part with count rate and colours, we used 256 s data segments to track the QPO parameters in time. The results are shown in Figure 8. The frequency of the QPO increased slightly when the count rate increased (Fig. 8a) but more strongly when the hard colour increased (Fig. 8b), suggesting that the hard colour is a better tracer of the QPO frequency than the count rate. The other parameters of the QPO (rms amplitude and FWHM) did not show clear correlations either with the count rate or the colours.

We calculated cross spectra in order to study the phase lags of the QPOs. The phase lags between two broad energy bands as a function of frequency is shown in Figures 6g and h. Clearly the 5 Hz QPO had negative phase lags (Fig. 6h), meaning that the hard photons of the 5 Hz QPO preceded the soft ones. The phase lags of the 5 Hz QPO as a function of photon energy are shown in Figure 7c. The lags increased with increasing photon energy. The lowest energy bin is not shown because the QPO was not detected in this energy band. Using two broad energy bands, we find a $``$3$`\sigma `$ significant phase lag of –0.26$`\pm `$0.08 rad. for the first overtone between the energy bands 2.8–8.7 and 8.7–60 keV. Although barely significant, this might indicate that also for the first overtone the hard photons preceded the soft ones.

Figure 6g shows that the noise component around 3–5 Hz in the first part of the data also had negative phase lags. The profile in phase lag diagram is rather narrow (narrower than the width of the noise component) and suggest that it might be due to a narrower noise component or even a QPO. To investigate this possibility, we examined the power spectra of the first part of the data in great detail for different energy ranges. We found that the noise component becomes more peaked at higher energies until it was nearly a true QPO (with a Q value of $``$1.9; hereafter, we refer to this feature as QPO). In Figure 9, the power spectrum of the first part of the data is shown (only when all 5 PCUs were on) for the energy range 11.2–31.7 keV containing the QPO. Its strength was 9.8$`{}_{0.7}{}^{}{}_{}{}^{+0.8}`$% rms amplitude (6.7$`\sigma `$ significance), its FWHM was 1.7$`{}_{0.3}{}^{}{}_{}{}^{+0.5}`$ Hz, and its frequency was 3.2$`\pm `$0.1 Hz. Below 11.2 keV either this QPO was significantly broader or an extra noise component was present, which makes the QPO upper limits at lower energies difficult to obtain. A conservative upper limit can be given by assuming that all the power present is due to the QPO. This results in an upper limit of 4.5% and 1.1% for the energy ranges 4.3–11.2 keV and 2–4.3 keV, respectively. The QPO phase lag between 2.8–8.7 and 8.7–60 keV was –2.4$`\pm `$0.2 radian, which absolute value is larger than the absolute value of the phase lag of the 5 Hz QPO (see Tab. 2). For both QPOs the hard photons precede the soft ones.

Recently, QPOs above 100 Hz were found in several BHC, simultaneously with QPOs round 5–7 Hz (e.g., Homan et al. 2001; Cui et al. 2000). We searched the data for similar QPOs in GRS 1739–278, but none were found. The 95% confidence upper limits between 100 and 1000 Hz are 2.3% rms (1.7% rms) and 2.3% rms (1.8% rms), respectively for 2–60 keV and 4.3–60 keV, assuming a width of 150 Hz (the values for a FWHM of 50 Hz are given between brackets).

## 4 Discussion

We present a detailed study of the 5 Hz QPO in the bright X-ray transient and black-hole candidate GRS 1739–278. This QPO was only observed during one RXTE observation (on 1996 March 31) during which the source was in state which can be identified as a very-high state (see also Borozdin et al. 1998). However, it is clear that the source was not at its highest possible luminosity demonstrating that very-high state behaviour can also occur at low luminosities, similar to what has been found in other BHCs (e.g., Homan et al. 2001). We showed that only during the second part of the observation the 5 Hz QPO and its first overtone were prominently present. During the first part only a broad noise component was present for energies below 10 keV and a broad QPO near 3 Hz for energies above that. All the QPOs considerably increased in strength with increasing photon energies, and the phase lags for all the QPOs demonstrate that the hard photons preceded the soft ones by as much as 1.5–2.5 radian.

The similarities between the 3 Hz QPO and the 5 Hz QPO (see Tab. 2) strongly suggests that they are directly related to each other. Most likely, the 3 Hz QPO evolved in the 5 Hz QPO, during which the frequency of the QPO increased, the energy dependence of the QPO became less depended on energy, and the soft phase lag dropped from 2.5 radian to $``$1 radian (between the energy ranges 2.8–8.7 keV and 8.7–60 keV). Unfortunately, this evolution occurred during an Earth occultation of the source and a passage of the satellite through the SAA, so a detail study of this process could not be made. From the X-ray colours and the HIDs and CD, it is clear that a small but significant spectral difference is present between the two parts of the observation, with the part containing the 5 Hz QPO slightly harder than the part with the 3 Hz QPO. This shows that a very slight change of the X-ray spectrum is accompanied by a significant change in the rapid X-ray variability. Whatever triggered this change, it only minorly effected the X-ray spectrum. This significant difference between the two parts of the observation also makes it clear that during the VHS of GRS 1739–278, the accretion processes involved are far from stable but they are very dynamic on a time scale of less than an hour.

The difference between the first part and second part of the observation was not reported by Borozdin & Trudolyubov (2000), most likely because they combined both parts together in their analysis without performing any time selections. The 5 Hz QPO parameters quoted by them are therefore contaminated by the inclusion of the first part of the data which does not contain this feature. Therefore, we report a significantly larger strength for the 5 Hz QPO and its first overtone then Borozdin & Trudolyubov (2000).

Recently, the phase lags of the low-frequency QPOs in BHC have received a considerable amount of attention in the literature. However, so far the phenomenology of these QPOs and their phase lags in particular are far from understood. The lags have now been studied for 1–20 Hz QPOs in GS 1124–683 (Takizawa et al. 1997), XTE J1550–564 (Wijnands, Homan, & van der Klis 1999; Cui et al. 2000; Remillard et al. 2001), GRS 1915+105 (Reig et al. 2000; Lin et al. 2000; Tomsick & Kaaret 2001), XTE J1859+226 (Cui et al. 2000), and GRS 1739–278 (this study). The phase lags show a large variety of behaviour. The different harmonics can have all the same sign for the lags (e.g., GS 1124–683; GRS 1739–278; although the sign can be both positive or negative) or can have different signs (the so-called ’alternating phase lags’; e.g., XTE J1550–564; GRS 1915+105). The situation is made even more complex by the very complex evolution of the phase lags in several sources (e.g., XTE J1550-564; GRS 1915+105).

Several theoretical studies have tried to address the complicated phase lags behaviour of the low-frequency QPOs in BHCs (e.g., Nobili et al. 2000; Böttcher & Liang 2000222Although submitted to ApJ for publication and available on astro-ph, this paper has been retracted for publication due to two major problems with the proposed QPO model: (1) the energy needed for the QPO mechanism to work exceeded that of the available energy, and (2) the predicted energy dependence of the QPO was the opposite to that observed (M. Böttcher 2001 private communication); Böttcher 2001), but those studies have focussed on the QPOs in GRS 1915+105. It is unclear to what extent the overall very complex behaviour of this source is influencing its QPO behaviour. Extrapolation from models for the behaviour (i.e., the QPOs and their phase lag behaviour) of GRS 1915+105 to other BHCs might turn out to be difficult and subject to errors. At the moment, there is no model available which can explain the observed phase lags of the QPOs, the evolution of those lags for the individual sources, and the differences between QPO behaviour in the different BHCs. However, it is clear that a Comptonizing medium around the black-hole (thought to produce the power-law tail in the spectrum) cannot explain the lags observed for the QPOs around 6 Hz, either due to Compton up- or down-scattering.

Recently, in several BHC transients QPOs above 100 Hz were found (e.g., Remillard et al. 1999a,b; Cui et al. 2000; Homan et al. 2001; Strohmayer 2001). Often, although not always, these QPOs are found simultaneously with low-frequency QPOs ($`<`$10 Hz), with similar characteristics as the 5 Hz QPO in GRS 1739–278. Therefore, similar high-frequency QPOs might also be present in GRS 1739–278. However, a search for such QPOs did not result in a significant detection, but the upper limits on the presence of such QPOs are not very stringent. Although in some sources stronger high-frequency QPOs have been found (e.g., XTE J1859+226; Cui et al. 2000), in other sources the high-frequency QPOs were considerable weaker than our upper limits (e.g., XTE J1550–564; Homan et al. 2001). Therefore, we cannot exclude that high frequency QPOs were present in GRS 1739–278.

## Acknowledgments

This work was supported by NASA through Chandra Postdoctoral Fellowship grant number PF9-10010 awarded by CXC, which is operated by SAO for NASA under contract NAS8-39073. This research has made use of data obtained through the HEASARC Online Service, provided by the NASA/GSFC and quick-look results provided by the ASM/RXTE team.


text:
# Origin of the roughness exponent in elastic strings at the depinning threshold

## Abstract

Within a recently developed framework of dynamical Monte Carlo algorithms, we compute the roughness exponent $`\zeta `$ of driven elastic strings at the depinning threshold in $`1+1`$ dimensions for different functional forms of the (short-range) elastic energy. A purely harmonic elastic energy leads to an unphysical value for $`\zeta `$. We include supplementary terms in the elastic energy of at least quartic order in the local extension. We then find a roughness exponent of $`\zeta 0.63`$, which coincides with the one obtained for different cellular automaton models of directed percolation depinning. The quartic term translates into a nonlinear piece which changes the roughness exponent in the corresponding continuum equation of motion. We discuss the implications of our analysis for higher-dimensional elastic manifolds in disordered media.

The competition between elasticity and disorder is a central theme of current research in statistical physics. The pinning of flux lines in a type-II superconductor , the motion of a charge density wave , an interface in magnets and several realizations of surface growth  are all governed by these two antagonistic mechanisms, one trying to smooth the surface, the other striving to distort it. These two mechanisms are already at work in the simplest such system, a one-dimensional elastic string in a two-dimensional medium, which today is far from being solved. In this paper, we report progress in our understanding of the zero-temperature motion of this system at the depinning threshold, defined by the critical driving force $`f_c`$. Above $`f_c`$, the elastic string flows with finite velocity, while it is pinned for forces $`ff_c`$. We consider the problem on the lattice, but keep full contact with the continuum description.

Previously , we showed that the dynamical Monte Carlo method can be reconciled with the continuum equation of motion approach if extended, non-local, moves are allowed for. In fact, earlier Monte Carlo work  had been hindered by pathologies of the commonly used local move set which leads to an infinite critical force for unbounded disorder. Many workers in the field  had circumvented these problems by rather considering cellular automaton models. These models are very useful. However, it is normally impossible to identify the differential equation which results in the continuum limit. In contrast, the Monte Carlo dynamics is derived from an energy function, and it satisfies detailed balance. We developed a method which finds with great ease the critical string, i. e. the string which is pinned at the critical force $`f_c`$. In , we showed that the critical force and the critical string are completely independent of all the details of the (non-local) Monte Carlo algorithm. Both from a conceptual and a practical point of view, the situation is thus much better controlled. In this paper, we are concerned with the statistical properties of critical strings for different functional forms of the (short-range) elastic energy.

Specifically, we consider an elastic string $`h^t=\{h_i^t\}_{i=0,\mathrm{},L}`$ moving on a finite lattice of size $`L\times M`$ with periodic boundary conditions in both directions. For concreteness, we take our random potential $`V(i,j)`$ at each site to be made up of uncorrelated Gaussian variables with unit variance. The energy of a string $`h^t`$ in presence of an external driving force $`f`$ is given by

$$E(h^t)=\underset{i=1}{\overset{L}{}}\left\{V(i,h_i^t)fh_i^t+E_{\text{el}}(\mathrm{\Delta }_i^t)\right\}.$$
(1)
Here, the (short-range) elastic energy $`E_{\text{el}}`$ is a function of the local extension $`\mathrm{\Delta }_i^t=h_{i+1}^th_i^t`$. Periodic continuation is implied, such that, for large driving forces $`f`$, the string $`h^t`$ keeps winding around the finite lattice. The Variant Monte Carlo method presented in  allows to compute the critical string $`h^c`$ for an arbitrary local convex elasticity.

The string’s roughness exponent $`\zeta `$, in the thermodynamic limit, is defined by

$$(h_i^ch_j^c)^2\text{const}|ij|^{2\zeta }.$$
(2)
Following , we obtain $`\zeta `$ by computing as a function of system size $`L`$ the mean square elongation

$$W^2(L):=\overline{<(h^c<h^c>)^2>}.$$
(3)
In eq.(3), $`<h^c>=\frac{1}{L}_ih_i^c`$, while the overbar stands for an average over the disorder.

As a first step, we show in figure 1 the mean square elongation $`W^2(L)`$ as a function of $`L`$ for a harmonic elastic energy $`E_{\text{el}}(\mathrm{\Delta })=\mathrm{\Delta }^2`$ for system sizes $`(L\times M)`$ up to $`(1000^2)`$. The data are very well fitted by a straight line of slope $`2.34`$, which indicates that the roughness exponent is $`\zeta 1.17`$. It is now well understood that a line with $`\zeta >1`$ cannot represent a physical string . In fact, the thermodynamic limit breaks down in this case, and the structure of the elastic string is described by a size-dependent constant in eq.(2) $`|h_i^ch_j^c|^2\overline{\mathrm{\Delta }^2(L)}|ij|^2`$, with a diverging mean square extension $`\overline{\mathrm{\Delta }^2(L)}`$ in the limit $`L\mathrm{}`$ .

The same behavior has been observed in the continuum limit $`(ix)`$ of the lattice model eq.(1), where a harmonic elastic energy yields a term $`^2`$ in the corresponding time evolution equation (quenched Edwards-Wilkinson equation):

$$\frac{}{t}h(x,t)=f+\eta (x,h)+2a_1^2h.$$
(4)
Here, the random force $`\eta (x,h)`$ is the negative derivative of the random potential $`V`$ in eq.(1). The eq.(4) has been much studied by analytical methods  as well as by direct numerical simulation  and the existence of a roughness exponent in excess of one is now well accepted. From the numerical work, we expect a value of $`\zeta 1.15`$ , while Chauve et al  obtained $`\zeta 1.2\pm 0.2`$ from a two-loop functional renormalization group calculation. Our numerical data in figure 1 thus establish perfect agreement of the lattice with the continuum framework.

The unphysical roughness of the elastic string described by the quenched Edwards-Wilkinson equation has led many authors  to conclude that a $`1`$dimensional string necessarily develops overhangs and islands, which go beyond a description by a single-valued function $`h(x,t)`$. Others  have attempted to introduce and to justify nonlinear terms in the time evolution equation (4) (cf below).

In this paper, we study elastic strings which can be described by a function $`h(x,t)`$. We pursue a approach based on the analysis of the energy eq.(1) : We argue that a diverging extension $`\mathrm{\Delta }`$ is contradictory with the replacement of $`E_{\text{el}}(\mathrm{\Delta })`$ by the $`\mathrm{\Delta }^2`$ term, dominant only at small $`|\mathrm{\Delta }|`$. Correspondingly, the quenched Edwards-Wilkinson equation stems from a small gradient expansion , and is incompatible with this situation. We find that $`\zeta `$ changes and becomes physical (and universal) if terms beyond lowest order in $`\mathrm{\Delta }`$ are kept. A single higher-order contribution to the elastic energy is found to be important. It generates a nonlinear piece in the corresponding continuum equation of motion, whose origin has not been identified before.

We first consider an energy function, where the harmonic potential is cut off by a metric constraint:

$$E_{\text{el}}(\mathrm{\Delta })=\{\begin{array}{cc}\mathrm{}& |\mathrm{\Delta }|>1\\ a& |\mathrm{\Delta }|=1\\ 0& \mathrm{\Delta }=0\end{array}.$$
(5)
By construction, the constraint in eq.(5) forces the roughness exponent to be $`\zeta 1`$. Our data in the lower part of figure 1 evidence however a much more interesting fact, namely an exponent $`\zeta 0.63`$.

This exponent coincides with the one obtained in many numerical simulations of directed percolation depinning, as obtained with a variety of cellular automata models. Very interestingly, both the cellular automaton (model $`B`$) of Sneppen  and the rule proposed by Tang and Leschhorn  explicitly provide for a local constraint which limits the value of $`|\mathrm{\Delta }|`$, as we can do in eq.(5). Notice that a whole family of Monte Carlo rules correspond to each energy function $`E_{\text{el}}`$ and that the critical strings coincide for all its members.

As mentioned in the beginning, we strive to keep full contact between the Monte Carlo dynamics on the lattice and the continuum description. This can be achieved more easily if we consider smooth (but non-harmonic) functions $`E_{\text{el}}(\mathrm{\Delta })`$ of which eq.(5) should come out as a limiting case. To do so, we note that the elastic energy must be a symmetric function of the local extension $`\mathrm{\Delta }`$. We make the Ansatz to write it as a power series in $`\mathrm{\Delta }^2`$

$$E_{\text{el}}(\mathrm{\Delta })=a_1\mathrm{\Delta }^2+a_2\mathrm{\Delta }^4+\mathrm{},$$
(6)
where we assume all coefficients $`a_i`$ to be positive. In this way we assure convexity of the function $`E_{\text{el}}(\mathrm{\Delta })`$, which is a necessary prerequisite for our numerical algorithm. By direct computation of the roughness exponent in a variety of cases, we have found the same exponent $`\zeta 0.63`$ whenever a term of at least quartic order in $`\mathrm{\Delta }`$ was present. Consider, in figure 2, our data for different choices of the coefficient $`a_1`$ and $`a_2`$ in eq.(6). As can be seen in the figure, the roughness exponent is in all cases $`\zeta 0.63`$, a value which is not changed by powers $`\mathrm{\Delta }^6`$ and higher. This value of $`\zeta `$ is physically acceptable, as it yields a finite elastic energy per link of the critical string. We conclude that the elastic energy $`E_{\text{el}}(\mathrm{\Delta })`$ contains only relevant terms of order $`\mathrm{\Delta }^2`$ and $`\mathrm{\Delta }^4`$. This insight allows us to directly consider the continuum limit.

In this limit, the quenched Edwards-Wilkinson equation is modified by the negative gradient of the quartic term

$$\frac{}{t}h(x,t)=f+\eta (x,h)+2a_1^2h+12a_2^2h(\frac{h}{x})^2.$$
(7)
Our two observations:

* including a term $`\mathrm{\Delta }^4`$ yields a physically satisfactory roughness exponent $`\zeta <1`$;
* powers $`\mathrm{\Delta }^6`$ and higher do not influence the value of $`\zeta `$;

can now be interpreted in the light of the standard hydrodynamic scaling argument (cf ). This argument supposes the string to be self-affine, so that a scale transformation $`xbx`$ corresponds to a transformation $`hb^\zeta h`$. In the hydrodynamic limit ($`b\mathrm{}`$), higher derivatives (corresponding to higher-order terms in the elastic energy eq.(6)) are negligible compared to lower ones if the roughness exponent satisfies $`\zeta <1`$. Notice that the hydrodynamic scaling argument is self-consistent: The roughness exponent has to satisfy $`\zeta <1`$ even after dropping higher order terms. The naive application of the argument would lead us to neglect also the last term in eq.(7). This would bring us back to the quenched Edwards-Wilkinson equation, which describes a string which is not self-affine.

The discrepancy between the values of the roughness exponents $`\zeta 1.17`$ and $`\zeta 0.63`$ has usually been interpreted as due to the presence of two distinct universality classes for interface growth in disordered environments , one belonging to the quenched Edwards-Wilkinson equation (eq.(4)) , the other represented by the cellular automata models  as well as by experiments on directed percolation depinning . We would argue that $`\zeta =1.17`$ is a specific result, valid for the harmonic potential only, and strongly dependent on the behavior $`E_{\text{el}}(\mathrm{\Delta })`$ for $`|\mathrm{\Delta }|\mathrm{}`$.

Numerical work by Amaral et al  had detected the presence of a nonlinear relevant term in cellular automata that was initially believed to be caused by the $`\lambda (\frac{h}{x})^2`$ term in the quenched KPZ equation

$$\frac{}{t}h(x,t)=f+\eta (x,h)+\nu ^2h+\lambda /2(\frac{h}{x})^2.$$
(8)
However, in the KPZ equation this term is of kinematic origin and vanishes at the depinning threshold , where the critical string is a purely static object. It was later believed  that anisotropies in the disorder distribution might be responsible for such a nonlinear term.

In our system, an anisotropy is clearly absent. Rather, we have shown here that a roughness exponent $`\zeta 0.63`$ is naturally generated either by a higher order term in the elastic energy (cf eq.(6)) or, equivalently, by a metric constraint as in eq.(5). Such a constraint is also present in cellular automata models. Without it, we generate an unphysical elastic string with $`\zeta 1.17`$. The nonlinear term we introduced into eq.(7) is the most relevant one which can be generated at the microscopic level within the static description of an energy function eq.(1). Note that such a description is sufficient below the depinning threshold, where viscous or inertial effects are naturally absent. We suspect that the nonlinear term may generate other, more relevant, terms upon coarse graining (for related work, cf ). This point will certainly have to be studied analytically, and goes beyond the scope of this paper.

The quenched Edwards-Wilkinson equation has also been studied for the driven motion of $`d`$-dimensional interfaces in a $`d+1`$ dimensional target space. The $`d=4`$ dimensional exact, stable, solution has been used as a starting point for perturbative renormalization group calculations in dimension $`d=4ϵ`$ . The fact that, in $`d=1`$, the roughness exponent $`\zeta >1`$ seems to indicate that, by continuity, our nonlinear term will be present even in higher dimensions. There are indications of at least logarithmic divergencies even in $`d=2`$ . Clearly, much effort will still be needed in order to completely understand this system.

In conclusion, we have studied in this paper the effect of the elastic energy on the statistical properties of a string at the depinning threshold. For a harmonic energy $`E_{\text{el}}\mathrm{\Delta }^2`$, we find a roughness exponent $`\zeta `$ familiar from numerical and analytical work on the quenched Edwards-Wilkinson equation. This exponent indicates that the string is unphysical, as the mean square extension of the string $`\mathrm{\Delta }^2`$ diverges in the thermodynamic limit. We then studied different elastic energies, either by cutting off the harmonic function with a metric constraint on $`|\mathrm{\Delta }|`$ or by using a more general (differentiable) Ansatz for $`E_{\text{el}}(\mathrm{\Delta })`$. In both cases we regularized the string and obtained a physically sound roughness exponent $`\zeta 0.63`$. The lowest order addition to the elastic energy, of quartic order in $`\mathrm{\Delta }`$, generates a nonlinear piece in the corresponding continuum time evolution equation.

Although we do not know at present how this new nonlinear term (which preserves te symmetry $`hh`$) will behave under coarse graining, we can be quite sure that it is correct on a microscopic level and gives a consistent thermodynamic description of a driven elastic string at the depinning threshold. It will generate a roughness exponent of $`\zeta 0.63`$ in the continuum.

Finally, we note that the Monte Carlo methods introduced in  have allowed to obtain the critical string even for large systems, and for general convex energy functions. This yields the completely transparent transition between the two situations with $`\zeta =1.17`$ and $`\zeta 0.63`$, of which only the latter is universal and has physical relevance .

Acknowledgments: During the course of this work we have benefited from very valuable input by P. Le Doussal. We also thank A. A. Middleton, L. Santen, and J. Vannimenus for helpful discussions.


text:
# 1 Introduction

## 1 Introduction

For the last two decades, the indirect search for Supersymmetric (SUSY) signals through Flavour Changing Neutral Current (FCNC) and CP violating processes has proven to be a crucial complementary tool to direct accelerator search . After the end of the LEP era, our hopes for a detection of SUSY particles focus on the upgraded Tevatron and even more on LHC, the resolutive machine for low-energy SUSY. In the years before LHC, the challenge for SUSY hints mostly relies upon virtual effects in FCNC and CP rare processes. After the intensive experimental and theoretical work on Kaon physics, and waiting for the important results on rare $`K`$ decays, the next frontier is represented by $`B`$ physics. Although all of us hope in some dramatic effect signaling the presence of new physics (for instance, had the CP asymmetry in $`BJ/\psi K`$ ($`a_{J/\psi K}`$) settled at the level of $`10\%`$ there would be no doubt ), it is likely that we will have to face a more complicate situation where the information on new physics will be entangled with the hadronic uncertainties plaguing nonleptonic $`B`$ decays. In view of this fact, processes as $`B_s`$$`\overline{B}_s`$ mixing acquire a crucial relevance in increasing the redundancy of the Unitarity Triangle (UT) determination, hence allowing for a possible discrimination among different SUSY extensions of the SM. In this respect, it proves quite useful to test various classes of low-energy SUSY models considering, in addition to the stringent constraints from $`K`$ physics, the joint information from the mixing and the CP asymmetries in $`B`$ physics.

On the other hand, just the severity of the present FCNC constraints  seems to point to two definite directions: either the mechanism of SUSY breaking is flavour blind, resulting in the so-called Minimal Supersymmetric Standard Model (MSSM) with Minimal Flavour Violation (MFV), or we need some mechanism (based on flavour symmetries, alignment, or heavy first generations sfermions, for instance) to forbid disastrously large SUSY contributions to FCNC and CP violating processes arising from the new flavour structure of the model. As for the former option, already several detailed analyses of the impact of these models on FCNC and CP violation have been performed . Concerning the second possibility, much interesting work has recently focused on the construction of successful non-abelian flavour models -, mainly concentrating on the prediction of fermion masses and mixing angles. However, with a few valuable exceptions, most of these works have not thoroughly investigated the impact of SUSY contributions to FCNC in relation with the UT determination. Such attitude was fully justified when the main objective was the prohibition of too large SUSY effects, but nowadays, since our goal is the detailed comparison of the SM and SUSY predictions on FCNC, it is mandatory to reconsider SUSY flavour models taking into account the specific SUSY contributions to rare processes.

As a first step in this direction, in this Letter we consider two promising models with nonabelian flavour symmetries, which particularly constrain the flavour structure of the SUSY soft breaking terms. We show that it is possible to successfully reproduce the SM fit of the UT while allowing for sizable deviations from the SM predictions for three interesting $`B`$ physics observables: $`a_{J/\psi K}`$, $`a_{J/\psi \varphi }`$, the time-dependent CP asymmetry in $`B_sJ/\psi \varphi `$ decays, and $`\mathrm{\Delta }m_{B_s}`$, the $`B_s`$$`\overline{B}_s`$ mass difference. Our analysis shows the importance of using theoretically clean $`B`$-physics observables in disentangling the SUSY effects in models with viable flavour structures.

## 2 A model with a $`U(2)`$ flavour symmetry

Let us first consider a model based on a $`U(2)`$ symmetry acting on the two lighter families -. The pattern of fermion masses and mixing reveals an approximately symmetric structure under $`U(2)`$. This symmetry, in fact, suppresses (forbids, in the unbroken limit) the Yukawa couplings of the two lighter families and the non-degeneracy of their supersymmetric partners. Moreover, the $`U(2)`$ symmetry can be considered the residual symmetry unbroken after the large breaking of an $`U(3)`$ symmetry by the top Yukawa coupling. The fermions of the third, $`\psi _3`$, and of the first two families, $`\psi _a`$, $`a=1,2`$, have the obvious transformation properties under $`U(2)`$. The Higgs fields are assumed to be singlets. The Yukawa couplings involving the lighter families are associated to VEVs of SM singlets breaking the flavour symmetry and coupling to the SM fermions through non-renormalizable Yukawa interactions. Such VEVs can only transform as an antidoublet $`\varphi ^a`$, an antisymmetric tensor $`A^{ab}`$ or a symmetric tensor $`S^{ab}`$ under the flavour symmetry111Upper and lower indexes correspond to conjugated transformations.. The two step breaking of the rank two group $`U(2)`$ can be accomplished by using only the first two of those representations: $`\varphi ^a`$ and $`A^{ab}`$. No assumption needs to be made on the orientation of the corresponding VEVs in the flavour space, since every choice is equivalent to $`\varphi =(0,V)^T`$, $`V>0`$, $`A^{ab}=vϵ^{ab}`$, $`v>0`$ up to an $`U(2)`$ transformation. Notice that $`\varphi `$ leaves a residual $`U(1)`$ unbroken, which protects the mass of the lightest family. The asymmetric VEV $`A^{ab}`$ then breaks the residual $`U(1)`$ and gives mass to the lightest family. The interfamily mass hierarchy is obtained if $`V>v`$, so that

$$U(2)\stackrel{V}{}U(1)\stackrel{v}{}1.$$
(1)
Within this framework, we now briefly describe a new model which is a variation of , to which we refer for a more detailed discussion of the general framework, and represents an example of how our understanding of flavour and CP-violation can be affected by new physics. We assume that the $`U(2)`$ breaking is communicated to the SM fermions $`\psi _3`$, $`\psi _a`$ through a Froggatt-Nielsen (FN) mechanism by an heavy $`U(2)`$ doublet $`\chi ^a`$ in the same gauge representation as a whole fermion family. Since we want $`\chi ^a`$ to be heavy in the $`U(2)`$ symmetric limit, we include the conjugated fields $`\overline{\chi }_a`$ in the messenger sector. We work in the context of a supersymmetric $`SU(5)`$ GUT. Once $`U(2)`$ is broken, the light (in the $`U(2)`$-symmetric limit) families $`\psi _a`$ and the heavy copies $`\chi ^a`$ mix, thus giving rise to the light Yukawa couplings. We also take into account the possibility that the two SU(5) multiplets $`H_1`$, $`H_2`$ containing the up and down light Higgses mix with heavy copies $`H_1^{}`$, $`H_2^{}`$, $`U(2)`$ singlets too222If part of the hierarchy $`m_bm_t`$ is due to an hierarchy between the corresponding Yukawa couplings, the latter can be accounted for by a mixing in the Higgs sector..

Let us now discuss the size of mass terms and VEVs. One simple possibility is to assume that the mass $`M`$ of the heavy doublets $`\chi ^a`$, $`\overline{\chi }_a`$ is generated above the $`SU(5)`$ breaking scale, $`M>M_{\mathrm{GUT}}`$, and is therefore $`SU(5)`$ invariant. A small ratio $`V/M`$ is then generated if the $`U(2)`$-breaking takes place at the $`SU(5)`$ breaking scale, $`VM_{\mathrm{GUT}}`$. $`SU(5)`$ breaking corrections to the heavy mass $`M`$ will also be correspondingly smaller than $`M`$. As for the mass $`M^{}`$ of the heavy multiplets possibly mixing with the Higgs multiplets, we will assume it to be of the order of the GUT scale. The $`U(2)`$-singlet, $`SU(5)`$ fiveplet messengers $`H_1^{}`$, $`H_2^{}`$ will therefore be lighter than the $`U(2)`$ doublet messengers $`\chi ^a`$, $`\overline{\chi }_a`$. This at the same time accounts for the empirical relation $`m_s/m_b|V_{cb}|`$ and for the hierarchy $`m_c/m_tm_s/m_b`$, enhances the supersymmetric contributions to $`B`$-mixing, improves the agreement of the measured value of $`|V_{ub}/V_{cb}|`$ with the prediction of the model in terms of light quark masses  and might be related to the large mixing in the neutrino sector indicated by the atmospheric neutrino anomaly . Finally, the breaking of the residual $`U(1)`$ occurs below the GUT scale, $`v<M_{\mathrm{GUT}}`$. As for the transformation properties of the VEVs $`A^{ab}`$, $`\varphi ^a`$ under $`SU(5)`$, the only crucial assumption is that $`A^{ab}`$ is $`SU(5)`$ invariant, which accounts for the hierarchy $`m_um_c/m_t^2m_dm_s/m_b^2`$. By writing the most general superpotential and soft terms one then gets the following textures for quark and squark masses at the GUT scale:

$`M_d`$ $`=`$ $`m^D\left(\begin{array}{ccc}0& \frac{ϵ^{}}{\sqrt{1+\rho ^2k^2}},& 0\\ ϵ^{}& 0& ϵe^{i\varphi }\\ 0& \rho & 1\end{array}\right)`$ (5)
$`M_u`$ $`=`$ $`m^U\left(\begin{array}{ccc}0& cϵϵ^{}& 0\\ cϵϵ^{}& 0& aϵ\\ 0& bϵe^{i\psi }& 1\end{array}\right)`$ (9)
$`m_Q^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& \alpha ϵϵ^{}\\ 0& 1& 0\\ \alpha ^{}ϵϵ^{}& 0& r_3\end{array}\right)`$ (13)
$`m_d^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& \alpha ^{}ϵϵ^{}\\ 0& 1+\lambda |\rho |^2& \beta \rho ^{}\\ \alpha _{}^{}{}_{}{}^{}ϵϵ^{}& \beta ^{}\rho & r_3^{}\end{array}\right)`$ (17)
$`m_u^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& \alpha ^{\prime \prime }ϵϵ^{}\\ 0& 1& 0\\ \alpha _{}^{\prime \prime }{}_{}{}^{}ϵϵ^{}& 0& r_3^{\prime \prime }\end{array}\right),`$ (21)
where $`ϵ=𝒪(V/M)`$, $`ϵ^{}=𝒪(v/M)`$, $`\rho =𝒪(V/M^{})`$ and all other coefficients arise from couplings of order one. The parameters $`r_3`$, $`r_3^{}`$, $`r_3^{\prime \prime }`$ differentiate the third sfermion family masses from the $`U(2)`$ invariant masses of the first two families. They can differ from one since the flavour symmetry does not constrain this ratio. For simplicity, from now on we will assume $`r_3=r_3^{}=r_3^{\prime \prime }`$.

Some comments are in order. Since $`(M_d)_{22}=0`$, an asymmetry $`(M_d)_{32}>(M_d)_{23}`$ is required in order to agree with the relation $`(m_s/m_b)_{\mathrm{GUT}}|V_{cb}|_{\mathrm{GUT}}`$ without invoking cancellations between the contributions to $`V_{cb}`$ from $`M_d`$ and $`M_u`$. Such an asymmetry is obtained here because $`(M_d)_{32}`$ is generated by exchange of the $`U(2)`$ singlets $`H_1^{}`$, $`H_2^{}`$ at the scale $`M^{}V`$, whereas $`(M_d)_{23}`$ is generated by the exchange of the $`U(2)`$ doublets $`\chi ^a`$, $`\overline{\chi }_a`$ at the higher scale $`MV`$. The same singlet exchange splits the masses of the first two families in the down-right sector. Since the $`U(2)`$ singlets $`H_1^{}`$, $`H_2^{}`$ are $`SU(5)`$ singlets, they do not contribute at first order to the up-quark mass matrix: both $`(M_u)_{23}`$ and $`(M_u)_{32}`$ are of order $`ϵ`$. The larger hierarchy $`m_c/m_tm_s/m_b`$ follows. As for the further suppression of $`m_um_c/m_t^2`$ with respect to $`m_dm_s/m_b^2`$, it is due here to the invariance of $`A^{ab}`$ under $`SU(5)`$ . The operator $`A^{ab}T_aT_bH`$, in standard $`SU(5)`$ notations, does in fact vanish due to the antisymmetry of $`A^{ab}`$. $`SU(5)`$ breaking effects must be included in order to generate a non-vanishing $`(M_u)_{12}`$ entry, thus giving the extra $`ϵ`$ there. Finally, the factor $`(1+\rho ^2k^2)^{1/2}`$ in the $`(M_d)_{12}`$ entry comes from the diagonalization of the kinetic terms. Notice that, thanks to rephasing invariance, we have the freedom to have all real entries apart from $`(M_d)_{23}`$ and $`(M_u)_{32}`$. We choose to work with real parameters, and so explicitly write these phases in terms of two angles $`\varphi `$ and $`\psi `$.

We do not discuss here the A-terms. The flavour symmetry constrains them to have the same structure of the Yukawa couplings. Once the constraints from $`\mathrm{\Delta }F=1`$ processes (and EDMs) have been taken into account333Notice that indeed the saturation of $`\epsilon ^{}/\epsilon `$ can be obtained even for tiny values of the corresponding A-parameters ., the contributions to the $`\mathrm{\Delta }F=2`$ transitions relevant to the UT fit are negligible . We can therefore safely drop these terms in the following.

One important property of the flavour structure in eq. (5) is the presence of a large mixing between the second and third generation in the right-handed sector. This is irrelevant for SM contributions to flavour-changing processes, but has a large impact in the sfermionic sector. Indeed, squark exchange with this mixing can generate large coefficients for the Left-Right four-fermion operators in the $`\mathrm{\Delta }F=2`$ effective Hamiltonian, which are then enhanced both by the QCD running and by the matrix elements. Therefore, we are in the interesting situation in which there is a complementary sensitivity of SUSY contributions to those features of the flavour structure that cannot be probed considering only SM-induced amplitudes. This explains why in this case it is very important to include SUSY effects when testing the flavour structure of the model. The same considerations apply, as we shall see in the following, to the model based on a $`SU(3)`$ flavour symmetry.

### Unitarity Triangle Analysis

As discussed in the Introduction, our aim here is to show how SUSY effects can modify the predictions of flavour models, and in particular how the shape of the UT depends on the contributions from the SUSY sector. In general, some of the parameters of the flavour model can be determined using only SM-dominated (tree-level) processes. However, the CP-violating phases and the sfermion mass parameters can only be extracted from loop processes. In principle, one should proceed by simultaneously fitting all these parameters. Unfortunately, at present this is not possible since the only relevant quantities that have been measured are $`\epsilon _K`$ and $`\mathrm{\Delta }m_{B_d}`$, together with the lower bound on $`\mathrm{\Delta }m_{B_S}`$. When, hopefully in the near future, more experimental data will be available (a more precise measurement of $`a_{J/\psi K}`$, CP-asymmetries in other channels, rare decays, etc.), a global fit will be feasible. For the purpose of illustrating the potentially large effects due to SUSY contributions, we can however proceed by fixing the CP phases in the Yukawa couplings to some representative values. We then scan over the sfermionic parameter space imposing $`\epsilon _K`$, $`\mathrm{\Delta }m_{B_d}`$ and $`\mathrm{\Delta }m_{B_s}`$ constraints and obtain predictions for other observables as a function of SUSY parameters. Once new measurements are available, these predictions can be turned into further constraints on the SUSY parameter space.

For our numerical analysis, we first run with SUSY one-loop renormalization group equations the mass matrices from the GUT to the electroweak scale . We then use the NLO QCD running  from the electroweak scale to the hadronic scale for the $`\mathrm{\Delta }F=2`$ amplitudes and take the relevant $`B`$-parameters from lattice QCD, whenever they are available. In particular, we use the NLO $`\mathrm{\Delta }S=2`$ effective Hamiltonian in the Landau RI scheme (LRI) as given in ref.  and the corresponding $`B`$ parameters from ref. . Concerning the $`\mathrm{\Delta }B=2`$ $`B`$-parameters, only one of the three we need is available at present, and we have taken it from ref. .

The first step of the analysis is to fit the parameters entering the fermionic matrices for fixed values of the phases, to reproduce the experimental values for fermion masses and $`|V_{ub}|`$, $`|V_{us}|`$ and $`|V_{cb}|`$, which can be determined using tree-level weak decays. In table 1 we report some numerical examples for different choices of the phase. The fit uses the values in table 2 as input parameters.

The second step is to constrain the SUSY parameters making use of $`\epsilon _K`$ and $`\mathrm{\Delta }m_{B_d}`$444For our choice of SUSY parameters the gluino exchange represents the dominant SUSY contribution. We performed the actual computation of $`\mathrm{\Delta }F=2`$ amplitudes in the mass insertion approximation (MIA) . Given the particular textures we are using for sfermionic soft mass terms, to obtain a reliable result in MIA for $`\mathrm{\Delta }S=2`$ observables, multiple mass insertions have been included. We can then predict $`\mathrm{\Delta }m_{B_s}`$, $`a_{J/\psi K}`$ and $`a_{J/\psi \varphi }`$ for each given set of SUSY masses compatible with the constraints. First of all, we note that for vanishing phases in the Yukawa couplings, once the $`\epsilon _K`$ and $`\mathrm{\Delta }m_{B_d}`$ constraints are imposed, the predicted value of $`\mathrm{\Delta }m_{B_s}`$ is below the present lower bound for almost any choice of SUSY parameters. The reason for this is the following. For vanishing CKM phase, the UT collapses to the positive $`\overline{\rho }`$ axis, which implies that the SM contribution to $`\mathrm{\Delta }m_{B_d}`$ is about one half of the experimental value. While this can be compensated by a large SUSY contribution, the flavour structure then forces the SUSY contribution to $`\mathrm{\Delta }m_{B_s}`$ to interfere destructively with the SM one, resulting inevitably in a too low value for the $`B_s\overline{B}_s`$ mass difference (see fig. 1).

Once we introduce CP violation in the CKM matrix this anticorrelation between SUSY contributions to $`\mathrm{\Delta }m_{B_d}`$ and $`\mathrm{\Delta }m_{B_s}`$ is lost, and good fits can be obtained also for relatively small values of the CKM phase. This is interesting since, as we anticipated in the introduction, not only can we successfully reproduce all the observed CP violation, but thanks to SUSY contributions we can obtain values for $`\mathrm{\Delta }m_{B_s}`$, $`a_{J/\psi K}`$ and $`a_{J/\psi \varphi }`$ that can considerably differ from the SM predictions. As an example, we report in figs. 2, 3 and 4, the scatter plots for $`\mathrm{\Delta }m_{B_s}`$, $`a_{J/\psi K}`$ and $`a_{J/\psi \varphi }`$ for non-vanishing CKM phases, to be compared with the predictions of the standard UT analysis (see for example ref.  for up-to-date results) and the SM prediction $`a_{J/\psi \varphi }0`$. Notice that, as expected, for increasing phases $`\varphi `$ and $`\psi `$ the prediction tends to reproduce the SM ones, due to the fact that SUSY is playing a weaker role. Indeed, it is possible to show that this model can reproduce $`\epsilon _K`$ and $`\mathrm{\Delta }m_{B_d}`$ also with vanishing SUSY contributions .

## 3 A model with an SU(3) flavour symmetry

In this case quark Superfields are assigned to transform as a triplet under $`SU(3)`$ to be denoted by $`\psi _i3`$. This model is very similar to the one discussed in . The flavons in the model are $`S^{ij}\overline{6}`$ and $`\varphi _i3`$. Another singlet $`T_j^i8`$, not directly coupled to matter Superfields, is required to get phenomenologically acceptable textures (it is responsible for the appearance of the parameter $`b`$, see below). The breaking pattern associated to $`SU(3)`$ breaking fields directly coupled to SM fermions555The auxiliary fields in  modify the breaking pattern but as far as the observable sector is concerned the effective breaking is the one shown. is

$$SU(3)\stackrel{<S^{33}>}{}SU(2)\stackrel{<\varphi >}{}\mathrm{}.$$

The symmetry violating operators involving the lighter families are suppressed by the flavons VEVs over the scale of symmetry breaking messengers in the FN mechanism. The suppression factors we get are $`1>\eta >ϵ>ϵ^{}`$ in the equations below.

The textures we get are (neglecting higher order terms)

$`M_d`$ $`=`$ $`m^D\left(\begin{array}{ccc}0& ϵ^{}& 0\\ ϵ^{}& c\eta & bϵ\\ 0& ϵ& \eta \end{array}\right)`$ (25)
$`M_d`$ $`=`$ $`m^U\left(\begin{array}{ccc}0& 0& 0\\ 0& c\eta & 0\\ 0& 0& \eta \end{array}\right)`$ (29)
$`m_Q^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& \alpha ϵϵ^{}\\ 0& 1+\lambda ϵ^2& \beta ϵ\eta \\ \alpha ^{}ϵϵ^{}& \beta ^{}ϵ\eta & r_3\end{array}\right)`$ (33)
$`m_d^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& \alpha ^{}ϵϵ^{}\\ 0& 1+\lambda ^{}ϵ^2& \beta ^{}ϵ\eta \\ \alpha _{}^{}{}_{}{}^{}ϵϵ^{}& \beta _{}^{}{}_{}{}^{}ϵ\eta & r_3\end{array}\right)`$ (37)
$`m_u^2`$ $`=`$ $`m_{3/2}^2\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& r_3\end{array}\right).`$ (41)
where $`cm_c/m_t`$, $`m^U`$ and $`m^D`$ are proportional to the masses of top and bottom quark respectively. As in the $`U(2)`$ case, $`r_3`$ denotes the ratio $`m_{G_3}^2/m_{3/2}^2`$. Although for unbroken $`SU(3)`$ one has $`r_3=1`$, the large breaking can generate a mass splitting between the third and first two generations of order one.

Comparing the Yukawa couplings to the ones in ref. , one sees that the (1,3) and (3,1) entries are missing in our case. This implies that the CKM phase in the present model is negligibly small (proportional to $`m_c/m_t`$). However, as we shall see in the following, we are able to explain $`\epsilon _K`$ with SUSY contributions and fit the UT, and therefore we do not need to introduce these additional entries. Notice that the reality of the fermionic mass matrices is not another assumption added by hand, but just a consequence of the structure of the textures, that always allows to redefine the fermionic fields in such a way as to remove all the complex phases (an explicit check of this property can be achieved with the Jarlskog determinant ). The $`U(2)`$ model presented in the previous section does not share this property, due to the non-trivial structure of the up-type quark mass matrix, and indeed the fit of the model required a sizable complex phase in the CKM matrix, as discussed before. The possibility of fitting all CP violating observables with a real CKM matrix is indeed an interesting property of this $`SU(3)`$ model.

Just as in the case of $`U(2)`$, we have a large mixing between second and third generation in the right-handed sector, due to the presence of the asymmetry parameter $`b`$. Therefore, also in this case one can have large SUSY contributions to $`\mathrm{\Delta }F=2`$ processes induced by sfermion mixing in the right-handed sector (see the discussion below eq. (5)).

### Unitarity Triangle Analysis

Since in this case we can neglect the CKM phase, we can separately fit the Yukawa couplings to the SM-dominated quantities, and the SUSY parameters to $`\mathrm{\Delta }F=2`$ amplitudes. In this case, the UT collapses to a line, but in the region of negative $`\overline{\rho }`$. This means that the SM contribution to $`\mathrm{\Delta }m_{B_d}`$ is exceedingly large ($`1.04`$ ps-1). This is compensated by SUSY contributions. The predicted amplitude for $`\mathrm{\Delta }m_{B_s}`$ can be much larger than given by the standard UT analysis, and the CP asymmetries $`a_{J/\psi K}`$ and $`a_{J/\psi \varphi }`$ can also differ in sizable way from the SM prediction.

In table 3 we report the fitted values of the fermionic parameters and the purely SM contributions to $`\mathrm{\Delta }F=2`$ processes. The parameter $`b`$, responsible for the large asymmetry between the entries $`M_{23}^D`$ and $`M_{32}^D`$, is generated, as explained in detail in ref. , by a $`SU(3)`$ breaking in the adjoint representation, which is however not directly coupled to matter fields. We assume $`SU(3)`$ breaking to take place at a scale near the fundamental one, and we take $`\eta =0.7`$, compatibly with this assumption.

We notice that all the solutions we find correspond to relatively small phases also in the SUSY sector. One may then think that this model could be embedded in some “approximate CP” scenario .

For illustrative purposes, we report in figures 5, 6 and 7 the scatter plots for the $`a_{J/\psi K}`$ and $`a_{J/\psi \varphi }`$ asymmetries and for $`\mathrm{\Delta }m_{B_s}`$. Similar plots can be obtained as a function of the other parameters. We see that large values of both $`a_{J/\psi \varphi }`$ and $`\mathrm{\Delta }m_{B_s}`$ can be obtained, which would unambiguously signal new physics contributions. Also small values of $`a_{J/\psi K}`$ are possible.

## 4 Conclusions

We have studied SUSY virtual effects in two nonabelian flavour models, in which both the flavour structure of the fermionic and the sfermionic sectors are tightly constrained. We have explicitly shown the relevance of SUSY corrections, and discussed how these may modify the UT fit in these models and generate significant deviations from SM predictions for three theoretically clean observables: $`a_{J/\psi K}`$, $`a_{J/\psi \varphi }`$ and $`\mathrm{\Delta }m_{B_s}`$. In the model based on a $`U(2)`$ flavour symmetry, where CP violation is present in the CKM matrix and a good fit can also be obtained in the limit of negligible SUSY contributions, the shape of the UT can be sizably modified for SUSY masses around $`500`$ GeV, resulting in large values of the CP asymmetry in $`B_sJ/\psi \varphi `$ decays and of $`\mathrm{\Delta }m_{B_s}`$. In the $`SU(3)`$ model, the CKM matrix is real to a very good approximation, and the UT collapses to a line with negative $`\overline{\rho }`$; however, for SUSY masses around $`500`$ GeV, sparticle contributions can account for all of the observed CP violation, while large deviations from the SM predictions for $`a_{J/\psi K}`$, $`a_{J/\psi \varphi }`$ and $`\mathrm{\Delta }m_{B_s}`$ are possible.

In conclusion, the role played by SUSY in FCNC and CP violating processes crucially depends on the nature of the mechanism which originates the SUSY breaking and transmits the information to the observable sector. A first, plausible option is that such mechanism has nothing to do with what gives rise to the flavour structure of the theory. The MFV situation is encountered in classes of SUSY models: anomaly, gauge, gaugino mediated SUSY breaking mechanisms constitute interesting examples. In these cases the hopes to indirectly observe SUSY manifestations in FCNC are rather slim: the CP asymmetry in $`bs\gamma `$ or the $`\gamma `$ angle of the UT are certainly interesting possibilities, but overall the general impression is that we will have to wait for direct detection to have a SUSY signal. On the contrary, if one turns to gravity mediated SUSY breaking, there is no particular reason for such flavour blindness. As soon as a new flavour structure arises in the sfermionic sector, SUSY allows for quite conspicuous new contributions to FCNC, which in general are even too large for the tight FCNC experimental constraints. Among the adopted solutions to this flavour problem, the presence of an additional non-abelian flavour symmetry stands up as one of the most attractive possibilities. In this context, our analysis has considered a couple of interesting examples. The message which emerges from them is twofold. On one hand it appears that SUSY plays a major role in the fit of the UT. On the other hand it emerges that SUSY flavour models have concrete potentialities to exhibit sizable departures from the SM in particularly clean B-physics observables, while keeping under control all the other dangerous FCNC threats. Here the “competition” between direct and indirect searches to give the first hint for SUSY remains still open.

## Acknowledgments

This work is partially supported by the RTN European Program HPRN-CT-2000-00148. We thank O. Vives for stimulating discussions.