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# Update on Partial-Wave Analysis

## I Overview

The majority of recent partial-wave analyses (PWA), applied to the study of N physics, have focused on photo- or electroproduction processes. In the following, I will discuss only this topic and further restrict my comments to pseudoscalar-meson photoproduction. I will first mention fits that have focused on the near-threshold region, where a single resonance is dominant, and one can argue for a truncated multipole expansion. Here the goal is a ‘model-independent’ extraction of amplitudes. Other more ambitious fits have extended over wider energy ranges where model-dependence is inevitable. As a result, in such cases, it becomes difficult to distinguish between models, with fitted parameters, and data-fits (with theoretical constraints). The addition of Born contributions will be discussed as an example illustrating the problems one encounters in fits to the full resonance region.

Before moving on to examples, it is worth repeating that the requirements for an ‘amplitude’ analysis and a ‘multipole’ analysis are not equivalent. This has been pointed out in the past, but the distinction is rarely noted in the literature. Amplitude analyses have been performed for pion-nucleon and nucleon-nucleon scattering. However, in most reactions of interest, arguments concerning the requirements for a ‘complete experiment’ are academic. We will be dealing with incomplete experimental information and should concentrate on finding methods which are as model-independent as possible.

In a workshop preceding this meeting, the Baryon Resonance Analysis Group (BRAG) compared the results of seven different fits to a benchmark dataset, with an agreed upon method for handling errors. These fits will be refined and repeated over an expanded dataset (of pion photoproduction data), giving an objective measure of the model-dependence in multipole amplitudes extracted from this reaction.

## II Near-Threshold Studies

Much of the recent work on pseudoscalar-meson photoproduction has focused on the ‘first bump’ region. In pion photoproduction, this structure is due to the $`\mathrm{\Delta }(1232)`$ resonance. Analyses of $`\pi ^0`$ production (both photo and electroproduction) have used truncated (S- and P-wave) multipole expansions with simplifications following from the dominance of the $`M_{1+}^{3/2}`$ contribution. In $`\eta `$ photoproduction, one again has a dominant ($`E_{0+}^{1/2}`$) multipole near threshold and higher waves are playing a minor role. A similar fitting strategy has been applied to $`\eta ^{}`$ photoproduction, with less conclusive results. While the total cross section displays a near-threshold peak, there is little agreement on the underlying resonance components.

In $`\pi `$ and $`\eta `$ photoproduction, interesting results follow from fits including measurements sensitive to the interference of dominant and sub-dominant amplitudes. In both cases, the photon asymmetry ($`\mathrm{\Sigma }`$) has played an important role, providing information on the E2/M1 ratio (for $`\pi `$) and the D13(1520) contribution (for $`\eta `$). This observable has also had a significant impact on pion photoproduction at higher energies and the ‘second bump’ in $`K^+`$ photoproduction.

These fits have suggested a few new states (in $`K^+`$ and $`\eta ^{}`$ photoproduction), and have given new determinations of the N(1520) and N(1535) photo-decay amplitudes (in $`\eta `$ photoproduction). Unfortunately, the new determinations disagree with older ones obtained from fits to $`\pi `$ photoproduction data. As a result, the status of photo-couplings is probably less certain than we would have claimed prior to this renewed experimental effort.

More ambitious analyses, covering broader energy ranges, will be required to convincingly establish the existence (or absence) of the many ‘missing resonances’ predicted by quark models. Clearly, we must also have mutually consistent photo-couplings from fits to the different reactions. This important issue is being studied by a number of groups.

## III Fitting the Full Resonance Region

Most photo-couplings have been determined from fits to $`\pi `$ photoproduction data. This reaction has been extensively studied, with measurements covering the full resonance region, and at least an order of magnitude more data than exists for the photoproduction of other pseudoscalar mesons. In $`\pi `$ photoproduction one also has the advantage of knowing where resonances should occur, given the equally extensive study of elastic $`\pi ^\pm p`$ scattering.

Moving to other channels, we must rely either on quark model predictions or much less reliable hadronic information (for example, $`\pi N\eta N`$ and $`\pi NKY`$) for a guide to possible resonance content. The total cross section is of little help, generally having a rapid increase near threshold, and a relatively smooth fall-off at higher energies. As a result, photo-decay amplitudes will be much more difficult to determine (unambiguously) in these reactions.

One method gaining popularity is the use of a multi-channel formalism which incorporates information from many channels simultaneously. This approach requires a single formalism capable of describing all included channels. An ingredient common to each of these processes is the Born term. In the following, I will briefly describe how this contribution behaves and explain why its inclusion is problematic.

### A The Born Terms: General Features

The most obvious influence of Born terms in photoproduction is the forward peak seen in the $`\pi ^+n`$ differential cross section. For example, at a photon energy of 1 GeV, both the data and Born term contribution have a forward peak and a dip near $`t=\mu ^2`$. However, away from this forward peak, the Born contribution has entirely the wrong shape. In addition, the total cross section from this piece alone exceeds the experimental value just a few hundred MeV above threshold. This divergence of the Born contribution from the experimental total cross sections is also seen in $`K^+`$ and $`\eta ^{}`$ photoproduction.

At higher energies (10 GeV), a simple Born approximation continues to give a qualitative description of the forward peak in $`\pi ^+n`$ photoproduction. This rather unexpected behavior has been explained in terms of finite energy sum rules. Thus we have a Born contribution which is ‘correct’ for the forward peak, but clearly is problematic for the total cross section. These features, together with the constraints of gauge invariance and proper analytic structure, can be used to assess the model input adopted in fitting data.

### B Taming the Born Contribution

Born term plus Breit-Wigner fits are adequate to describe cross section data. However, extrapolation beyond the fitted energy range tends to be very unstable. This problem is linked to the behavior of the Born component described above. One simple way to compensate for the Born contribution, is to multiply by an overall form factor. This approach clearly violates crossing symmetry and reduces the full angular distribution uniformly, including the forward peak which requires no suppression. It can even result in a ‘resonancelike’ Born contribution to the total cross section, as demonstrated in a fit to $`\eta ^{}`$ photoproduction.

Some of these problems can be avoided if each strong vertex, in the Born terms, is modified by a form factor depending on the off-shell 4-momentum. In this case a contact term is required to restore gauge invariance. This can be done in a way which preserves crossing symmetry. The effect of these form factor recipes, at the multipole level, is very different. An overall form factor, $`F(s)`$, having no angular dependence, reduces each multipole by the same amount as $`s`$ increases. If the recipe of Ref. is used instead, the effect is most important for low partial waves, and becomes negligible as the angular momentum increases. However, using simple and common (real) form factors, we have found that the recipe of Ref. also tends to kill the forward peak seen in $`\pi ^+n`$. As a result, it is difficult to see how the use of real form factors can be justified, based both on formal arguments and in comparison with general features seen in the data.

### C Results from Dispersion Relations

All of the above approaches to the Born contribution implicitly separate the ‘resonance’ and ‘background’ contributions. If one examines this problem within the context of dispersion relations, an entirely different picture emerges. In a fixed-t dispersion relation, the real part is given by the Born term plus a weighted integral over imaginary parts. In $`\pi `$ photoproduction, it has been shown that the Born term is damped primarily through the inclusion of $`M_{1+}^{3/2}`$ in the integral. Adding this contribution cancels the non-forward Born contribution and enhances the forward peak. Other resonance contributions appear to play a much smaller role, and this holds far above the energy of the $`\mathrm{\Delta }(1232)`$ resonance.

It is possible to write a Born term with form factors in terms of an unmodified Born term plus a contact term. This contact term must grow with energy to cancel the unmodified Born contribution, and therefore represents a significant contribution to the real part of the invariant amplitude. However, in fits such as the one reported by Crawford at this meeting, the dispersion integral appears to be well approximated by resonance contributions alone (over the resonance region).

### D SAID versus MAID

How then are the Born terms handled in the SAID and MAID fits over the resonance region? In both analyses, the Born terms are added (without form factors). In MAID, the full Born contribution is added to resonance contributions. In SAID, the low partial waves are parametrized and the high partial waves are given by a (real) Born contribution.

In Figure 13 of Ref., a cancellation of the unitarized Born and $`P_{33}`$ multipoles was noted in $`\pi ^+n`$ photoproduction. We have checked this behavior in SAID and find a very similar result. In fact, this simple model is remarkably successful in reproducing the forward $`\pi ^+n`$ peak up to the limit of the MAID analysis (1 GeV). We have also found that this model results in a qualitative description of very forward (4) $`\pi ^{}p`$ differential cross sections over the same energy region. We did not anticipate this result and haven’t found any specific mention of it in the literature.

In SAID and MAID the Born contribution is damped both by the (K-matrix) unitarization and a cancellation with the $`P_{33}(1232)`$ multipoles. Both contributions are required and important in the observed cancellation.

## IV Conclusions and Further Questions

Many recent studies have focused on reactions and kinematic regions with simplifying features. These have generally been near-threshold fits where a large signal is present, the final meson is neutral, and only a few partial-waves are important. If our goal is to find the many missing states predicted by quark models, these exploratory fits must be followed by more complete treatments of the full resonance region.

We have seen that the SAID and MAID fits have features similar to those mentioned long ago in the context of fixed-t dispersion relations. Aspects of the forward peaking and suppression of Born contributions at non-forward angles are largely due to the $`\mathrm{\Delta }(1232)`$, with smaller contributions from other states. These results weigh against approaches which attempt to separate Born (or generic background) and resonance contributions, suppressing the Born contribution through the use of phenomenological form factors.

Whether the photoproduction of other pseudoscalar mesons can be treated in an analogous manner is less clear. High energy $`K^+`$ photoproduction has a forward dip, rather than the peak seen in $`\pi ^+n`$. \[Aside: This forward region was, however, used by Dombey to estimate the $`K\mathrm{\Lambda }N`$ coupling constant.\] Some cancellation of the nucleon pole term and resonance contributions has been mentioned in the work of Zhao applied to $`\eta ^{}`$ photoproduction.

It would be interesting to see how well the various models, used in fitting data (or partial-wave amplitudes), reproduce the forward peak seen in $`\pi ^+n`$ photoproduction. A second test would involve determining the consistency of each approach with the constraints imposed by fixed-t dispersion relations. Checks of this kind may help to select the most promising approach to pursue.

###### Acknowledgements.

Thanks are due to R.A. Arndt for modifying SAID specifically for the NSTAR and BRAG meetings. Discussions with R.M. Davidson are also gratefully acknowledged. This work was supported in part by the U.S. Department of Energy Grant DE-FG02-99ER41110 and a contract from Jefferson Lab, which is operated by the Southeastern Universities Research Association under the U.S. Department of Energy Contract DE-AC05-84ER40150.


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# Why do Thin Polymer Films Melt at Lower Temperature? A Continuum Approach

## Abstract

We have investigated the reduction of the glass transition temperature, $`T_g`$, for thin supported films of particularly small molecular weight ($`M_W`$ = 2 kg/mol) polystyrene, and found good agreement with earlier studies on larger molecules. By combining the eigenmodes of the films with mode coupling theory, we arrive at a simple and predictive model which is in quantitative agreement with the data. Its only fitting parameter is the shear modulus governing the relevant fluctuations. The weak dependence of the latter upon the molecular weight of the polymer is in accordance with the general observation that the reduction of $`T_g`$ is largely independent of chain length at sufficiently low molecular weight.

The experimental observation that thin polymer films melt at temperatures well below the glass transition temperature of the bulk polymer  is one of the major current challenges in the theory of homopolymers. Although one might at first glance expect such a behaviour, due to the impact of the finite size geometry of a thin film upon objects as large as polymer molecules, a slightly closer look reveals the intricacy of the problem: the effect of a noticeable reduction of the glass temperature $`T_g`$, namely, occurs in many cases at film thicknesses orders of magnitude larger than the end-to-end distance, $`R_{ee}`$, of the molecules. A fundamental understanding of this effect would be of great interest not only for polymer physics, but potentially also elucidate the physics of the glass transition in general.

For the sake of clarity, but without loss of sufficient generality, let us restrict our discussion to the case of polystyrene (PS), which is among the best studied polymers in this context. As it has recently been pointed out in very thorough and elucidating studies , it is necessary to distinguish between long chain polymers with molecular weight above about 380 kg/mol, and shorter ones. For long PS chains, with a molecular weight of, say, 500 kg/mol, a substantial reduction is observed at a thickness below approximately 60 nm. Although $`R_{ee}`$ is still less than that, the length of a stretched molecule of this weight is of the order of one micron. In this case, the effect might indeed be attributed to finite size effects upon the chain conformation and chain motion. These ideas have been meanwhile developed and seem to reproduce successfully the features experimentally observed .

For shorter chains, however, the puzzle is more involved, since it is meanwhile accepted that the characteristic dependence $`T_g(h)`$ upon the thickness is largely independent of the chain length  in this case. A finite size effect upon the geometry and motion of the single chain is thus ruled out as the basic mechanism. Many attempts have been undertaken to explain these findings on other grounds, mostly by considering microscopic models of the inner structure of the films. D. Long and F. Lequeux have envisaged the freezing of the film as a percolation of rigid domains , mediated by thermal fluctuations . Other models assume a layered structure of the film, with a particularly mobile region close to the free surface of the film. Within this framework, Forrest and Mattsson  have recently been able to achieve quite impressive accordance with the experimental data . Their model makes use of the so-called cooperativity length, $`\xi (T)`$, which plays a mayor role in a whole class of theoretical concepts of the glass transition. The only drawback is that there is yet no well established theory of $`\xi (T)`$. Furthermore, as a consequence of the two-layer structure of the film inherent in the model, it is not completely clear why there should not be two glass transitions rather than a single one shifted in temperature.

As a complementary approach, computer simulations of polymer films with free surfaces have recently been carried out, and most of the experimental findings were obtained qualitatively . However, the polymer chains in these simulations were very much shorter than those used in the experiments (16 monomer units), well below the entanglement limit. It is therefore worthwile to study experimentally the behaviour of polymers with short chain length, both to ease comparison with simulation and to explore the range of validity of the apparent independence of the shift of $`T_g`$ on molecular weight.

We have thus investigated the glass transition in thin supported films of PS with a molecular weight as small as 2 kg/mol ($`20`$ monomer units). The polymer was purchased from Polymer Labs (UK) with a polydispersity index $`M_W/M_N`$ = 1.05, the radius of gyration is 1.3 nm. Effects from the molecular geometry are thus expected only for films of few nanometers thickness. The films were spin cast from toluene solution onto silicon wafers (Silchem GmbH, Freiberg/Germany), which were previously cleaned by ultrasonication in acetone, ethanol, and toluene, subsequently. Residual organics were removed with Caro’s acid (1:1 $`H_2SO_4+H_2O_2`$), and the substrates were thoroughly rinsed with hot millipore water afterwards. Films were investigated with thicknesses ranging from 4 to 160 nm. The roughness of the free surface of the films was less than 0.2 nm, as revealed by scanning force microscopy (SFM).

The glass transition temperature was determined in several ways independently. The standard procedure of monitoring the thermal expansion of the film via ellipsometry, as introduced by Keddy and Jones , was used for film thicknesses down to 9.6 nm. Thermal expansion coefficients agreed well with previously published data both above and below $`T_g`$. Possible loss of material during the heating and cooling procedures was checked by applying the Clausius-Mosotti relation to the thickness and refractive index data obtained from the ellipsometry. Perfect conservation of material was invariably found. At large film thickness, $`T_g`$ obtained in this way approached $`327\pm 1`$ K, which is consistent with the temperature at which macroscopic melting is observed in the bulk ($`T_g^0`$) for PS with this chain length.

For thinner films, we observed the buildup of amplified thermal fluctuations (spinodal dewetting) . These processes were monitored by SFM with in-situ heating. In order to speed up the experiments to a feasible time scale, dewetting was observed at temperatures close to $`T_g^0`$. In this way, the viscosity $`\eta (T)`$ was determined. Furthermore, we found that $`\eta (T)`$ varied with temperature according to a Vogel-Fulcher law, just as the bulk viscosity, but with the Vogel-Fulcher temperature shifted by a certain amount depending on film thickness. In this way, the apparent glass transition temperature of the film could be obtained by extrapolation.

Our data are shown in fig. 1 as the full symbols. The circles represent the thermal expansion measurements, the squares were obtained by extrapolation from spinodal dewetting experients. As one can clearly see, the glass transition temperature is substantially reduced for all films thinner than about 50 nm. The solid line represents the function

$$T_g=T_g^0(1+h_0/h)^1$$
(1)
This form has been shown before to account well for the data obtained by others for larger molecular weight films, if $`h_0=0.68`$ nm was assumed for PS . Within experimental scattering, our data exhibit indeed the same dependence of $`T_g(h)`$ in the full range of film thickness explored. Although our polymer chains are roughly by a factor of 50 shorter, we obtain $`h_0=0.82`$ from the fit, which is quite close to the above value. This confirms the weak dependence (if there is a significant one at all) of the reduction of the glass transition temperature on the molecular weight of the polymer, down to a molecular weight as small as 2 kg/mol, comparable to what has been studied by computer simulation .

It is clear that the behaviour displayed in fig. 1 can in no way be attributed to the geometrical impact of the finite film thickness upon the microscopic conformation of the individual chains. Were therefore present here a novel approach to the problem which intentionally makes no reference to the molecular structure of the film. Inspired by the ‘melting’ of the spinodal waves, we consider instead the eigenmode spectrum of the (viscoelastic) polymer film. This can be considered with all possible boundary conditions at the substrate, such that films with large extrapolation length, or free standing films, may as well be treated within the same framework.

The spectrum can be obtained in a straightforward manner by combining standard theory of elasticity  and hydrodynamics  in the limit of small Reynolds number (Stokes dynamics). The equation of motion reads

$$\{_t+\omega _0+\frac{E}{\eta }\}^2\varphi =\frac{p}{\eta }$$
(2)
where $`E`$ is Young’s modulus, $`\eta `$ is the viscosity, and $`\omega _0`$ is the rate of relaxation of the individual chains by diffusion. $`\varphi `$ is a vector field related to the strain tensor, $`𝐒`$. If we restrict ourselves to one lateral ($`x`$) and one normal ($`z`$) coordinate, $`\varphi `$ is defined via

$$𝐒=\left(\begin{array}{cc}_x\varphi _x& \frac{1}{2}(_x\varphi _z+_z\varphi _x)\\ \frac{1}{2}(_x\varphi _z+_z\varphi _x)& _z\varphi _z\end{array}\right)$$
(3)
Finally, $`p`$ is the pressure field.

For harmonic excursions of the free surface, $`\zeta (x)=\zeta _0\mathrm{exp}\{iqx\omega t\}`$, eq.(2) has solutions of the type

$`\varphi _x=[1+(h+q^1)\alpha (q)]\mathrm{cosh}qzq^1\alpha (q)\mathrm{sinh}qz`$ (4)
$`\varphi _z=[1+h\alpha (q)]\mathrm{sinh}qzz\alpha (q)\mathrm{cosh}qz`$ (5)
where for the function $`\alpha (q)`$, we find

$$\alpha (q)=\left(\frac{q}{2}\right)\frac{e^{2qh}1}{e^{2qh}1+qh}$$
(6)
for free standing films (symmetric modes) as well as for supported films with full slippage. At the free surface, we used the boundary conditions of zero tangential stress and $`p=\sigma _{xx}\zeta `$, where $`\sigma `$ is the surface tension of the polymer. For free standing films, $`h`$ is defined here as half the film thickness, such that the form of eqs. (5) and (6) accords with the experimental observation that the shift of $`T_g`$ for a free film of thickness $`2h`$ is roughly the same as for a supported film of thickness $`h`$ .

For the relaxation rates of the modes, we get

$`2\omega =(\omega _0+{\displaystyle \frac{E}{\eta }}+{\displaystyle \frac{\sigma q^2}{2\eta \alpha (q)}})`$ (7)
$`\pm \sqrt{(\omega _0+{\displaystyle \frac{E}{\eta }}+{\displaystyle \frac{\sigma q^2}{2\eta \alpha (q)}})^2+\omega _0^2{\displaystyle \frac{2\sigma q^2}{\eta \alpha (q)}}}`$ (8)
As it will become clear below, it is mostly the high frequency modes which contribute appreciably to the reduction of the glass transition temperature. We thus consider only the high frequency branch of eq. (8). Since $`\omega _0<<\frac{E}{\eta }`$, the latter is approximately given by

$$\omega =\omega _0+\frac{E}{\eta }+\frac{\sigma q^2}{2\eta \alpha (q)}$$
(9)
which is monotonously increasing with $`q`$. However, modes with $`q`$ much larger than the inverse film thickness, $`h^1`$, do not penetrate appreciably into the film, such that only a small fraction of the material takes part in these modes. Hence we are led to considering chiefly those modes for which $`qh^1`$, since these are the highest frequency modes comprising more or less all of the film material.

The central assumption is now that the physical cause for the melting, or freezing, of these thin film modes are memory effects in the polymer material. These are of course not included in the above linear theory, and may be formulated in a generic way by means of a suitable memory kernel, which may be written as $`m\{\varphi (t)\}=a_1\varphi +a_2\varphi ^2+a_3\varphi ^3+\mathrm{}`$ . It should be well noted that we are considering the strain field, $`\varphi `$, which describes the local state of the material. The equation of motion (2) is of first order in time, hence we have

$$\varphi ^{}+\omega \varphi +\lambda _0^tm\{\varphi (\tau )\}\varphi ^{}(t\tau )𝑑\tau =0$$
(10)
where $`\lambda `$ is a coupling parameter. This type of mode coupling equations has been thoroughly analysed  in relation to the microscopic physics of the glass transition (to which we do not refer here), as well as to large scale degrees of freedom . It was found that the coefficients $`a_i`$ of the memory kernel vary concurrently with temperature, and that upon crossing a certain border in the space spanned by the $`a_i`$, the system freezes into a nonergodic state . The existence of such a freezing transition has been found to be largely independent of the precise form of the memory kernel. For the simple scaling analysis to be done here, we therefore simply assume the $`a_i`$ to vary all in the same way, which appears to be justified closely enough to the transition. In what follows, we thus assume that all temperature dependence may be absorbed into the coupling parameter, $`\lambda `$, and the system freezes when a critical value, $`\lambda _c`$, is reached.

From eq. 10 we see directly that $`\lambda `$ has the same dimension as $`\omega `$, and there is no further independent time scale in the system. Since we expect $`\lambda 0`$ for $`T\mathrm{}`$, and $`\lambda \mathrm{}`$ for $`T0`$, we can expand $`\lambda =b_1\frac{T_c}{T}+b_2(\frac{T_c}{T})^2+\mathrm{}`$, with $`\mathrm{\Sigma }b_i=\lambda _c`$. Retaining only the leading term , and setting $`q=1/h`$ as discussed above, we arrive at a simple formula for the glass transition temperature:

$$T_g(D)=T_g^0\left(1+\frac{1.16\sigma }{h(E+\eta \omega _0)}\right)^1$$
(11)
This is exactly the form of eq. (1), and fig. 1 shows that this describes our data very well. There was no significant improvement by including higher terms in the expansion series for $`\lambda `$.

The quantity $`\eta \omega _0`$ is on the order of a few kPa and can in general be safely neglected against $`E`$. The characteristic length scale which appears here, and which was called $`h_0`$ in eq. (1), is thus the ratio $`\sigma /E`$, with the surface tension $`\sigma =31`$ mN/m for PS. It should thus be well noted that the elastic modulus determining the dynamics of the relevant modes, $`E`$, is the only physical fitting parameter in the model.

The physical picture which emerges from this model is that as the temperature is increased, melting proceeds as the fastest mode involving all of the film material detaches from its freezed state and fluctuates. The concomitantly increased motion of polymer chains reduces the effective viscosity also for modes with smaller $`q`$, which, as a consequence, are sped up and melt in turn. In this way, the film finally melts at all length scales. One might apply this view also to the surface of a bulk polymer sample, for which the spectrum is obtained setting $`\alpha =q/2`$. As it is readily seen, one should expect surface melting at the polymer surface, down to a thickness of $`h_{sm}=h_0T_g^0(T_g^0T)^1`$. To the best of our knowledge, there is yet no conclusive evidence in favour or in disfavour of polymer surface melting. This may be left to further studies.

Let us turn back to our experimental data. From $`h_0=0.82`$ nm, as obtained from the fit, we find for the elastic modulus $`E=44.1`$ MPa, which is, on logarithmic scale, right in between the modulus of the frozen material (a few GPa) and the modulus just above $`T_g`$ (about 300 kPa). As it is well known, both values display no marked dependence on the molecular weight, such that on the basis of our model, $`T_g(h)`$ is expected as well to be largely independent of molecular weight. This is in agreement with all data collected so far for molecular weights up to about 300 kg/mol. Nevertheless, the exact physical significance of this somewhat arbitrary choice of $`E`$, which may be viewed as $`E`$ at $`T_g`$, is to be investigated in further studies.

###### Acknowledgements.

The authors owe many very helpful hints to J. A. Forrest and K. Dalnoki-Veress. We are furthermore indebted to D. Johannsmann, J. Baschnagel and R. Blossey for stimulating discussions. Funding from the Deutsche Forschungsgemeinschaft within the Priority Program ‘Wetting and Structure Formation at Interfaces’ is gratefully acknowledged.


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# Atmospheric, Solar, and CHOOZ neutrinos: a global three generation analysis

## 1 Introduction

The evidence for non zero neutrino mass and mixing is, at present, the only solid experimental hint for physics beyond the Standard Model. Flavor oscillations  are the privileged tool to explore the neutrino mass and mixing parameter space. At present, there are three experimental indications in favor of neutrino flavor oscillations: 1) the evidence for $`\nu _e`$ appearance from a $`\nu _\mu `$ beam in the Liquid Scintillator Neutrino Detector (LSND) ; 2) the evidence for $`\nu _e`$ disappearance in the solar neutrino flux ; 3) the strong evidence for $`\nu _\mu `$ suppression in the atmospheric neutrino flux, together with the evidence of $`L`$–dependence of such suppression, in SuperKamiokande (SK) , as well as in MACRO and Soudan 2 .

Any of the above pieces of evidence requires a different mass scale: $`\mathrm{\Delta }m^2O(1\mathrm{eV}^2)`$ for LSND, $`\mathrm{\Delta }m^2O(10^3\mathrm{eV}^2)`$ for atmospheric neutrinos, and $`\mathrm{\Delta }m^210^4\mathrm{eV}^2`$ for solar neutrinos. To account for all of them we need at least one sterile neutrino. Anyway, the evidence coming from LSND is, at the moment, controversial. For this reason, waiting for an independent confirmation of the LSND result, we prefer to discard this datum and to analyze only the solar and atmospheric evidence of oscillation in a “standard” scenario with three active neutrinos. In addition, we consider also the negative evidence coming from CHOOZ . Such 1 km–baseline reactor experiment has not found any evidence for $`\nu _e`$ disappearance. As we will see, this negative result has a strong impact in constraining the $`3\nu `$ parameter space. (Similar conclusions have also been derived by Gonzales–Garcia et al. )

## 2 The standard $`3\nu `$ framework

Flavor eigenstates are related to mass eigenstates through the mixing matrix $`U`$:

$$\nu _\alpha =\underset{i=1}{\overset{3}{}}U_{\alpha i}\nu _i,,$$
(1)
where $`\alpha =e,\mu ,\tau `$. We stick in the “one mass scale dominance hypothesis”, i.e., $`\delta m^2m_2^2m_1^2m^2|m_3^2m_{1,2}^2|`$. In this hypothesis – that will be proved a posteriori – CP violating effects are unobservable and the matrix elements $`U_{\alpha i}`$ can be considered, without loss of generality, real. Moreover, atmospheric (and, eventually, CHOOZ) neutrino oscillations probe the flavor composition of the “lone” state $`\nu _3`$ and can be described by the subspace $`(m^2,U_{e3},U_{\mu 3},U_{\tau 3})`$. Conversely, solar neutrino oscillations can probe the mass composition of the $`\nu _e`$ and can be described by the subspace $`(\delta m^2,U_{e1},U_{e2},U_{e3})`$. The only common parameter that can be probed both by solar and atmospheric neutrino oscillations is $`U_{e3}`$.

## 3 3$`\nu `$ Atmospheric and CHOOZ analysis

We have performed an updated analysis  of the latest (70.5 kTy) data from SK  and CHOOZ . The details of the analysis can be found in . The SK data include 55 zenith bins: 10+10 bins for the subGeV $`e`$+$`\mu `$ events, 10+10 bins for the multiGeV $`e`$+$`\mu `$ events, and 5+10 bins for the upward stopping (US) and through-going $`\mu `$ events. For CHOOZ, we use the 14 experimental bins.

The result of the analysis is shown in Fig. 1, where the unitarity triangle introduced in  has been used. A point inside each triangle in Fig. 1 represents a generic combination of the flavor eigenstates (for a fixed $`m^2`$), the mixing matrix elements $`U_{e3}^2`$, $`U_{\mu 3}^2`$, and $`U_{\tau 3}^2`$ being identified with the projected heights onto the $`\nu _\tau `$$`\nu _\mu `$, $`\nu _\tau `$$`\nu _e`$, and $`\nu _\mu `$$`\nu _e`$ “sides” respectively. Using a well known property of the triangles with equal sides, the unitarity relation $`U_{e3}^2+U_{\mu 3}^2+U_{\tau 3}^2=1`$ is thus satisfied.

The triangles on the left of Fig. 1 show the zones allowed using SK atmospheric data only, for five representative values of $`m^2`$. The absence of $`\nu _e`$ distorsion in the atmospheric flux tends excludes pure $`\nu _\mu \nu _e`$ oscillations, although a moderate mixing of $`\nu _e`$ is still allowed by SK data. The best fit is reached for $`m^23\times 10^3`$ eV2 and pure maximal $`\nu _\mu \nu _\tau `$ mixing ($`U_{\mu 3}^2U_{\tau 3}^21/2`$ and $`U_{e3}^20`$).

The middle column of triangles show the zones allowed by CHOOZ. In this experiment no signal of $`\nu _e`$ disappearance has been found. This is crucial in constraining the mixing between $`\nu _3`$ and $`\nu _e`$. The zones allowed by CHOOZ are shaped as horizontal strips near the bottom (corresponding to small values of $`U_{e3}^2`$) and near the $`\nu _e`$ corner (corresponding to $`U_{e3}^21`$). The last solution is, however, incompatible both with solar and atmospheric neutrino oscillations.

The triangles on the right show the combined SK+CHOOZ analysis. Only a very small zone, around pure maximal $`\nu _\mu \nu _\tau `$ oscillations, is allowed. Solutions disappear at 99% C.L. for $`m^26\times 10^3`$ eV2 and $`m^21.5\times 10^3`$ eV2. The best fit is reached again for $`m^23\times 10^3`$ eV2 and pure maximal $`\nu _\mu \nu _\tau `$ mixing. In particular, the upper limit on $`U_{e3}`$ is $`0.3`$ at 99% C.L.

## 4 3$`\nu `$ Solar and CHOOZ analysis

In this Section we present an updated analysis  of the solar neutrino data (total rates and SK Day and Night recoil spectrum, as presented at the Neutrino 2000 conference ), as well as of the latest theoretical solar $`\nu `$ fluxes and uncertainties . The details of the analysis can be found in . Moreover, we have included the CHOOZ constraints on $`U_{e3}`$. In this case, it is necessary to fix the value of $`m^2`$, since the leading oscillations in CHOOZ are driven by the higher mass gap ($`m^2`$).

In Figure 2 we show the results of the analysis for $`m^2=3\times 10^3`$ and $`1.5\times 10^3`$ eV2 (corresponding, respectively, to the best fit and to the lowest value allowed by atmospheric $`\nu `$ oscillations), and for increasing values of $`U_{e3}`$. The case $`U_{e3}=0`$ corresponds to the usual $`2\nu `$ analysis, with the identification $`U_{e1}^2/U_{e2}^2\mathrm{tan}^2\theta `$. The best fit is reached for $`U_{e3}=0`$, $`U_{e1}^2/U_{e2}^20.36`$, and $`\delta m^24.7\times 10^5`$ eV2. The solution at small mixing angle is disfavored by the lack of the evidence of distorsion in the SK spectrum. Solar neutrinos alone prefer $`U_{e3}=0`$, although the upper limit on $`U_{e3}`$ is weak ($`U_{e3}0.8`$ ).

For increasing values of $`U_{e3}`$ the solutions rapidly disappear because they become incompatible with CHOOZ. In particular, the upper limit at 99% C.L. on $`U_{e3}`$ is $`0.3`$ for $`m^2=1.5\times 10^3`$ eV2. The inclusion of CHOOZ in the analysis also strongly constrain the upper value of $`\delta m^2`$: $`\delta m^27\times 10^4`$ eV2 at 99% C.L. For such high values of $`\delta m^2`$ the one mass scale dominance is valid only approximatively. For this reasons the subleading effects of nonzero $`\delta m^2`$ in CHOOZ and finite $`m^2`$ in solar analysis have been taken into account in the analysis.

## 5 Conclusions

We have presented an updated $`3\nu `$ analysis of the atmospheric neutrino anomaly and the solar neutrino deficit together with the negative evidence coming from CHOOZ. Atmospheric neutrinos prefer almost pure $`\nu _\mu \nu _\tau `$ oscillations with large mixing between $`\nu _\mu `$ and $`\nu _\tau `$ and $`m^2[1.5,6]\times 10^3`$ eV2. In particular, the best fit is reached for maximal pure $`\nu _\mu `$$`\nu _\tau `$ mixing. Solar neutrinos still allow a multiplicity of solutions (with $`\delta m^27\times 10^4`$ eV2), although large $`\nu _1`$$`\nu _2`$ mixing is preferred. The combined analysis with CHOOZ strongly constrains the $`U_{e3}`$ mixing ($`U_{e3}0.3`$). In particular, a theoretical attractive scenario, called “bimaximal mixing” ($`U_{e1}^2=U_{e2}^2=1/2=U_{\mu 3}^2=U_{\tau 3}^2`$, $`U_{e3}^2=0`$ is allowed. The goal for the next generations of experiments is to constrain more tightly the parameter space(s) and eventually to check (or disprove) non–standard solutions of the current evidences of neutrino oscillations.

## Aknowledgments

D.M. thanks the organizers of the “Rencontres de Moriond” for kind hospitality. This work is co–financed by the INFN and by Italian Ministero dell’Università e della Ricerca Scientifica e Tecnologica (MURST) within the “Astroparticle Physics” project.


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# Untitled Document

The Ultimate Future of the Universe,

Black Hole Event Horizon Topologies,

Holography, and

The Value of the Cosmological Constant

by

Frank J. Tipler1 e-mail address: tipler@mailhost.tcs.tulane.edu

Department of Mathematics and Department of Physics

Tulane University

New Orleans, Louisiana 70118 USA

Abstract. Hawking has shown that if black holes were to exist in a universe that expands forever, black holes would completely evaporate, violating unitarity. I argue this means unitarity requires that the universe exist for only a finite future proper time. I develop this argument, showing that unitarity also requires the boundaries of all future sets to be Cauchy surfaces, and so no event horizons can exist. Thus, the null generators of the surfaces of astrophysical black holes must leave the surface in both time directions, allowing non-spherical topologies for black hole surfaces. Since all information eventually escapes astrophysical black holes, and since the null surfaces defining astrophysical black holes are Cauchy surfaces, holography automatically holds. I further show that unitarity requires the effective cosmological constant to be zero eventually, since otherwise the universe would expand forever.

INTRODUCTION

Hawking showed a quarter century ago that if a black hole were to exist in a spacetime that exists for infinite proper time, it would completely evaporate, destroying the information inside the BH, thereby violating unitarity. Hawking argued that this result demonstrated that unitarity was indeed violated, but since unitarity is absolutely fundamental to quantum mechanics, I shall explore the implications of assuming that Hawking’s result and unitarity are BOTH correct. This assumption will be shown to imply: (1) the universe must be closed, with its future c-boundary being a single point, which means that there are no event horizons, and sets of the form $`I^+(p)`$ for any event $`p`$ are Cauchy surfaces, so the information inside a black hole both gets out in the far future and is also coded entirely on the surface of an astrophysical black hole: holography automatically holds; (2) the fact that the generators of any set $`I^+(p)`$ eventually leave in the future direction, in contrast to event horizon null generators, means that higher genus black hole surface topologies MAY be possible; (3) the value of the cosmological constant is required to be near zero; in particular the “natural value” $`\mathrm{\Lambda }=8\pi c^5/G\mathrm{}`$, corresponding the the Planck energy density would violate unitarity.

THE ULTIMATE FUTURE OF THE UNIVERSE

I shall now show that unitarity strongly constrains the future of the universe. Astrophysical black holes exist, but Hawking has shown that if black holes are allowed to exist for unlimited proper time, then they will completely evaporate, and unitarity will be violated. Thus unitarity requires that the universe must cease to exist after finite proper time, which implies that the universe has spatial topology $`S^3`$. (All other recollapse topologies, e.g. $`S^2\times S^1`$  and negative $`\mathrm{\Lambda }`$ universes can be eliminated as possibilities by arguments which will be published elsewhere.) The Second Law of Thermodynamics says the amount of entropy in the universe cannot decrease, but it can be shown (, p. 410) that the amount of entropy already in the CBR will eventually contradict the Bekenstein Bound  near the final singularity unless there are no event horizons, since in the presence of horizons the Bekenstein Bound implies the universal entropy $`Sconstant\times R^2`$, where $`R`$ is the radius of the universe, and general relativity requires $`R0`$ at the final singularity. The absence of event horizons by definition means that the universe’s future c-boundary is a single point, call it the Omega Point. MacCallum has shown that an $`S^3`$ closed universe with a single point future c-boundary is of measure zero in initial data space. Barrow  has shown that the evolution of an $`S^3`$ closed universe into its final singularity is chaotic. Yorke  has shown that a chaotic physical system is likely to evolve into a measure zero state if and only if its control parameters are intelligently manipulated. Thus life ($``$ intelligent computers) almost certainly must be present arbitrarily close to the final singularity in order for the known laws of physics to be mutually consistent at all times. Misner has shown in effect that event horizon elimination requires an infinite number of distinct manipulations, so an infinite amount of information must be processed between now and the final singularity. The amount of information stored at any time diverges to infinity as the Omega Point is approached, since $`S+\mathrm{}`$ there, implying divergence of the complexity of the system that must be understood to be controlled.

THE TOPOLOGY OF BLACK HOLE EVENT HORIZONS

If event horizons do not exist, then strictly speaking neither do black holes. However, astrophysical black holes exist, and I have constructed  a spherically symmetric spacetime satisfying all the energy conditions which shows how this is possible: the spacetime is identical to a dust-filled closed universe with black holes in the expanding phase, but it has no event horizons. So the non-existence of event horizons does not contradict any observation on astrophysical black holes. However, this model does show that we have to take the theorems (e.g. , , ) proving black hole horizons to be 2-spheres with a grain of salt. These theorems must in effect make an assumption about the topology of scri , and use the fact that event horizon generators cannot leave the horizons in the future direction. However, if the universe is closed with the future c-boundary a single point, then it is easy to show that the boundaries of all future sets which lie in the future of some Cauchy surface must be Cauchy surfaces. Thus the null generators of an astrophysical black hole pseudo-horizon  must leave the black hole surface both in the future and the past, since I have argued that the universe must have $`S^3`$ Cauchy surfaces. The toroidal horizons of Hughes et al  are a slicing phenomenon in spacetimes with the standard scri , and can exist for only period $`M`$ because in standard scri spacetimes, eventually horizon null generators must cease to enter the horizon, and once on the horizon, can never leave it. But neither is necessarily true if only pseudo-horizons exist. Thus if unitarity and standard quantum gravity are both true, higher genus black holes MAY exist.

THE VALUE OF THE COSMOLOGICAL CONSTANT

Current observations show an accelerating universe with $`\mathrm{\Omega }_\mathrm{\Lambda }=2/3`$, and if the universe were to continue to accelerate, black holes would evaporate, violating unitarity. Hence, unitarity requires that the acceleration will eventually return to a de-acceleration, followed by a recollapse. Now Gibbons and Hawking  have shown that the vacuum energy in de Sitter space generates thermal Hawking radiation with a temperature of $`T_H^{deS}=(\mathrm{}/2\pi k_B)\sqrt{\mathrm{\Lambda }/3}=3.9397\times 10^{30}h\sqrt{\mathrm{\Omega }}_\mathrm{\Lambda }`$ K, or $`T_H^{deS}=2.25\times 10^{30}`$ degrees Kelvin with $`h=0.70`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=2/3`$. So if the cosmological constant were never to be canceled, any black hole with a Hawking temperature greater than this would eventually evaporate and violate unitarity. Thus only black holes with a mass greater than $`10^{25}M_{}`$ — more mass than there is in the visible universe — could avoid evaporation.

In fact, we can use the same argument to show why the cosmological constant must be near zero, instead of being its expected value of $`\mathrm{\Lambda }=8\pi G\rho _{vac}=8\pi G(c^5/\mathrm{}G^2)=8\pi c^5/G\mathrm{}`$ given by the Planck density. If the cosmological constant were this large, in a universe that expands forever, there would be a finite (though extremely small) probability that vacuum or other density fluctuations would give rise to a black hole smaller than the de Sitter horizon $`R^{deS}=c\sqrt{3/\mathrm{\Lambda }}`$, which would have a higher Hawking temperature than the de Sitter background temperature, and hence evaporate, violating unitarity. So ultimately, the cosmological constant is near zero because a large cosmological constant would violate unitarity.

References

 Tipler F J 1994 The Physics of Immortality (New York: Doubleday).

 Brill, D. R. et al Phys. Rev. D56 (1997), 3600.

 Galloway, G. Comm. Math. Phys. 151 (1993), 53.

 Chrusciel, P. T. and R. M. Wald, Class. Quan. Grav. 11 (1994), L147.

 Jacobson, T. and S. Venkataramani, Class. Quan. Grav. 12 (1995), 1055.

 Barrow, J. D. Phys. Reports 85 (1982).

 Yorke, J. A. et al Phys. Rev. Lett. 68 (1992), 2863.

 Schiffer, M. and J. D. Bekenstein Phys. Rev. D39 (1989), 1109.

 Barrow, J. D. and F. J. Tipler, Mon. Not. R. astr. Soc. 216 (1985), 395.

 Tipler, F. J. et al, gr-qc/0003082

 Hughes, S. A. et al Phys. Rev. D49 (1994), 4004

 Galloway, G. J. et al gr-qc/9902061

 Gibbons, G. W. and S. W. Hawking, Phys. Rev. 15 (1977), 2738.

 Weinberg, S. Rev. Mod. Phys. 61 (1989), 1.


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# Spectral variability in transonic discs around black holes

## 1 Introduction

Observations of Galactic black hole candidates (BHCs) and active galactic nuclei (AGNs) have gone a long way in obtaining very detailed information on these sources. The analysis of X-ray data revealed the existence of at least four distinct spectral states in BHCs, defined on the basis of the spectral shape and the flux level (see e.g. Tanaka & Lewin ; Narayan, Mahadevan & Quataert  for reviews). In the high (soft) state the spectrum is dominated by a soft thermal component, commonly attributed to a standard accretion disc. In the low (hard) state a power-law high energy tail, probably originated by the comptonization of soft photons by a hotter medium, dominates the spectrum. Usually, as the flux decreases, the power-law component becomes more and more pronounced, while the thermal one weakens and eventually disappears. Optical/UV/X-ray AGN spectra consist of three main components: a big blue bump, a soft X-ray excess, a hard power-law tail with a reflection hump and a high-energy cut-off (see e.g. Zdziarski et al.  for a review). As it was realized long ago, by shifting a typical AGN spectrum to higher energies by a factor $`100`$, such that the big blue bump falls in the 1-10 keV band, one obtains a X-ray spectrum which closely resembles that of a typical BHC in an intermediate state. The actual similarity between these two classes of sources (modulo the energy shift) is corroborated by a number of observational evidences (see e.g. Grebenev et al. ; Grebenev, Sunyaev & Pavlinsky  for the properties of power-law tails and Zdziarski, Lubiński & Smith  for the spectral index-Compton reflection hump correlation).

In the last few years, a great wealth of information on the physical conditions in BHCs has come from the study of their variability. Besides transitions among different spectral states (on time-scales $`1`$ hour-1 month), time analysis revealed much more rapid variations, ranging from very low (mHz) to high-frequency (100 Hz) QPOs. In some sources (e.g. GRS 1915+105) phase lags between photons in different X-ray bands have been detected, with typical values in the range 10-1000 ms (Cui et al. ; Reig et al. ; Cui, Zhang & Chen ; Pottschmidt et al. ). If the characteristic times scale linearly with the black hole mass, as one naively expects, the shortest variability in AGNs should occur on $``$ hours-days. Up to now, no definite evidence for QPOs nor phase lags has been reported in AGNs, although multi-wavelength observations of some active galaxies seem to indicate a correlated variability between the optical-UV and X-ray fluxes (Clavel et al. ; Edelson et al. ; Nandra et al. ). Time delays of a few days between the optical-UV and X-ray bands could be detectable, providing a powerful tool to probe the geometry of the accretion flow in the nuclear regions, as recently suggested by Zampieri et al. .

The analogies between the spectral properties in the optical/UV/X-ray bands and, possibly, the variability patterns in BHCs and AGNs suggest that in both classes of sources the same basic mechanism might be responsible for the observed emission. Much effort was devoted in recent years to envisage a “unified” scenario that has been partially successful in explaining the different spectral states in BHCs. The current picture is based on a two-component accretion flow: a standard disc and a hotter phase which could be advection-dominated (see e.g. Narayan, Mahadevan & Quataert ). The different states are then produced by the varying importance of the two components. However, specific models do not provide a consistent description for the structure and evolution of the accretion flow.

It has been known since a long time that the inner regions of a standard disc are thermally and viscously unstable (e.g. Pringle, Rees & Pacholczyk ; Shapiro, Lightman & Eardely ; Ichimaru ). This suggested the intriguing possibility that the observed spectral transitions may be triggered by such instabilities. A definite answer should be sought in terms of a time-dependent hydrodymical approach, such as that adopted by Honma, Matsumoto & Kato  and Szuszkiewicz & Miller , . In particular, the latter authors have calculated the non-linear (global) evolution of transonic accretion discs produced by the onset of a thermal instability driven by radiation pressure and have shown that the evolution follows a cyclic pattern, passing through successive stages of evacuation and replenishment of the inner disc region (see also Takeuchi & Mineshige ).

Ultimately, in order to get detailed theoretical predictions for the observed quantities, it is necessary to compute the spectra emitted during the instability cycle. Model spectra should properly take into account for the effects of the disc atmosphere, through which energy deposition is likely to take place at different heights. Models of disc atmospheres have been already presented (LaDous ; Shimura & Takahara ) and some thought has been given to the problem of energy deposition (Shaviv & Wehrse ; Hubeny ). The first thorough investigation of the vertical structure and emission spectrum of a thin accretion disc has been presented by Shimura & Takahara , who found that, for intermediate accretion rates, local spectra, emitted from each disc annulus, can be approximated by a Planckian with an average hardening factor $`f1.7`$. Investigations of the spectra emitted by steady-state, dissipative accretion discs in AGNs have been carried out by Sincell & Krolik  (standard discs) and Wang et al.  (slim discs). Recently, Hubeny and co-workers ( and references therein) reported on the progress in their long term programme to construct detailed spectra from stationary, thin accretion discs in AGNs.

In this paper we compute spectra under the slim-disc approximation, which is appropriate for modeling intrinsically bright sources and allows us to follow the non-stationary evolution of a disc subject to a thermal instability. We will assume that energy deposition takes place entirely in the disc. More complex situations in which energy deposition occurs also in the atmosphere will be considered in a follow-up paper. This work is part of an ongoing research programme dedicated to the analysis of hydrodynamical instabilities in slim accretion discs and to the modeling of the spectral and variability properties of BHCs, in particular of the microquasar GRS 1915+105. In this paper we compute the spectra that emerge from slim discs during their instability cycle and discuss their possible relevance for the soft spectral component of GRS 1915+105. The paper is organized as follows. In Section 2 we describe the structure and evolution of thermally unstable transonic disc, concentrating on those properties relevant to spectral calculations. In Section 3 our approach to the solution of radiative transfer in the disc atmosphere is outlined. Computed spectra are presented in Section 4. Discussion and conclusions follow in Section 5.

## 2 Radial structure of a thermally unstable transonic accretion disc

Thermally unstable discs may undergo a limit-cycle behaviour with successive evacuation and refilling of their central parts. By means of a full time-dependent hydrodynamical simulation, Szuszkiewicz & Miller  explored in detail a model with black hole mass $`M=10M_{}`$, initial accretion rate $`\dot{M}=0.96`$ (in Eddington units) and viscosity parameter $`\alpha =0.1`$. In this particular model the cycle has a duration of about 780 s and can be divided into two distinct parts: a very short ($`20`$ s) outburst phase, during which the inner part of the disc is evacuated, and a quiescent stage (corresponding to the slow refilling) lasting for $`760`$ s. We have chosen four particular snapshots during the disc evolution for which to calculate emergent spectra. They correspond to the end of the refilling phase, just before the outburst starts (model 1), the peak of the outburst (the maximal evacuation stage, model 2), the beginning (model 3), and half way through the refilling phase (model 4). The theoretical bolometric light curve together with the positions of the four chosen snapshots is shown in Fig. 1.

In this section we discuss the radial structure of the disc for each of the four stages.

The electron temperature distributions for models 1-4 are shown in Fig. 2; unless stated otherwise, hereafter all lengths are in units of the Schwarzschild radius, $`r_G=2GM/c^2`$. Before the instability sets in (model 1) the temperature profile is that given by the solid line, labeled 1 in Fig. 2. At the onset of the instability, two density waves are sent out from the locally-unstable region, one moving inwards and the other outwards. At the same time the temperature rises significantly in the unstable region. As the outgoing wave progresses the temperature peak is reduced (model 2) but remains still above that of model 1. Another effect of the propagating wave is to push a significant amount of matter outwards leaving behind an underdense region. This can be seen in Fig. 3 where the volume density is plotted against radius. The outgoing wave heats the material through which it passes, causing the perturbed part of the disc to swell up, as shown in Fig. 4.

During the evacuation phase the disc temperature is high. However, once the wavefront has moved beyond the linearly unstable region, the disc cannot remain at such a high temperature for a very long time. Eventually the front weakens and the temperature falls dramatically (model 3). After this, the underdense region begins to fill up on a viscous time-scale. This increase in density is associated with a progressive rise in the temperature.

A quantity of immediate interest for spectral calculations is the effective optical thickness of the disc, $`\tau _{eff}=[\tau _a(\tau _{es}+\tau _a)]^{1/2}`$; here $`\tau _{es}`$ and $`\tau _a`$ are the scattering and absorption depths respectively. As shown in Fig 5, during the the maximal evacuation stage (model 2) the effective optical depth drops slightly below unity in the disc inner region.

However, $`\tau _{eff}`$ is sufficiently large to safely assume that the radiation field in the disc is in LTE. Then, close to the equatorial plane the radiation intensity approaches a blackbody. In traversing the disc atmospheric layers radiation goes out of equilibrium and scattering effects are likely to change the spectrum, as we will discuss in more detail in Section 4. The total flux distribution for each stage of the evolution is shown in Fig. 6. Neglecting relativistic effects, the total luminosity of the disc in the four different stages $`L_{disc}`$ can be computed integrating the flux over the disc surface (see Table 1). It should be noted that $`L_{disc}`$ becomes larger than the Eddington limit in the outburst phase. Super-Eddington luminosities may indeed be produced during the non-steady evolution and/or in a non-spherical flow. In this particular case, this happens because of the significant transient increase in the disc temperature. The flux together with the disc thickness will be used in the next section to calculate the emergent spectra.

## 3 Radiative transfer in the disc atmosphere

In this section we outline the numerical method used in computing the evolution of the radiation spectrum emitted by the transonic accretion disc. As discussed previously (see Section 2), we consider four stages that correspond to the maximal evacuation stage (model 2) and three replenishment stages (model 1, 3 and 4).

The radial grid of each numerical disc model is made up of $``$250 points dividing the integration domain, $`r_{in}=2.5<r<r_{out}=2.8\times 10^5`$, into a succession of comoving annular zones, each one $`11\%`$ more massive than the one interior to it. The mass of the innermost zone was determined in accordance with numerical convenience. In order to compute the spectrum of these models, we introduce coarser radial zones (or rings) whose width is fixed by the requirement that their contribution to the total luminosity is $`5\%`$. We have found more convenient to keep the ring boundaries coincident with the mesh points of the hydrodynamic calculation, avoiding unnecessary interpolations. The luminosity $`L_r`$ and average height $`h_r`$ of each ring are then computed as

$`L_r={\displaystyle \underset{i}{}}2\pi r_{i1/2}\mathrm{\Delta }r_ir_G^2F_{i1/2}`$ (1)
$`h_r={\displaystyle \underset{i}{}}h_i/N`$ (2)
where $`r_i`$ and $`\mathrm{\Delta }r_i`$ are the radial mesh and grid spacing of the time-dependent hydrodynamic code, $`F_{i1/2}`$ and $`h_{i1/2}`$ are the radiative flux and disc height (evaluated at the mid-point) and $`N`$ is the number of radial points within the ring. Clearly, since the ring luminosity is calculated as the sum of the contributions from the original zones, it differs slightly from one annulus to another. In terms of the width $`\mathrm{\Delta }r=r_Nr_1`$ and the average radius $`r_m=(r_1+r_N)/2`$ of each ring, the luminosity can be approximately written as

$$L_r=2\pi r_m\mathrm{\Delta }rr_G^2\underset{i}{}F_i/N.$$
(3)
We found that the aforementioned zoning procedure guarantees a sufficient accuracy when summing up all the rings and comparing the total disc luminosity to that computed from the output of the transfer calculation. However, especially in model 2, the temperature may change significantly within a ring and this contrasts the assumption, which will be introduced later on, that it may be approximated as isothermal. Therefore, we further ask that the fractional temperature variation in each ring does not exceed $`2.5\%`$, independently of the zone luminosity. Because the outermost zones of the original grid do not contribute appreciably to the total luminosity, they are grouped together into one single broad ring. Typically, this procedure results in a total number of rings $`N_{rings}=3040`$ (see table 1 for details).

The calculation of the radiation spectrum from each annulus proceeds in a way similar to that of Shimura & Takahara (; ) for Shakura-Sunyaev discs. Each ring is characterized by its luminosity and height above the mid-plane, and is approximated as (radially) isothermal. No energy dissipation occurs in the disc atmosphere that is then in radiative energy equilibrium. All the radiative flux is produced in the disc and enters the atmosphere from below. Consequently, the radiative luminosity is constant throughout the atmosphere, $`L=L_r`$.

The vertical structure is computed solving the coupled hydrostatic, energy and transfer equations in a plane-parallel, completely ionized, hydrogen layer. Solving the transfer of radiation in a geometrically thin plane parallel slab is formally very similar to solving the corresponding problem in a geometrically thin radial atmosphere. Thus we decided to model the disc atmosphere using the same equations considered by Zampieri et al.  for a static, spherically symmetric, hydrogen atmosphere around a neutron star. The equations have been slightly modified neglecting general relativistic corrections, taking into account for the radial displacement of the ring from the center of gravity and suppressing the energy release within the atmosphere. The scattering depth $`\tau =_{h_r}^{\mathrm{}}\kappa _{es}\rho 𝑑z`$ (here $`\kappa _{es}`$ is the scattering opacity and $`\rho `$ the density) is used as the independent variable and the inner and outer boundaries are placed at $`\tau _{in}=8`$ and $`\tau _{out}=10^4`$, respectively. The variation of the height $`z(\tau )`$ is obtained by differentiation. The radiation spectrum is computed from the first two moment equations for the monochromatic radiation energy density $`U_\nu `$ and flux $`F_\nu `$, assuming that at the base of the atmosphere, where the $`\tau _{eff}>1`$, the radiation field is Planckian. This set of coupled differential equations provides the run of pressure $`P`$, temperature $`T`$, height $`z`$, radiation energy density $`U_\nu `$ and flux $`F_\nu `$ as functions of depth. The density is obtained from the perfect gas equation of state. A thorough discussion of the numerical method adopted to solve these equations can be found in Nobili, Turolla & Zampieri .

We note that the luminosity computed by the transfer code is $`L_{r,sph}=4\pi r_{sph}^2r_G^2F_\nu 𝑑\nu `$, where $`r_{sph}`$ is an “effective spherical radius”. Assuming $`F_\nu 𝑑\nu =_iF_i/N`$ and $`L_{r,sph}=L_r`$ (equation ), we obtain

$$r_{sph}=\sqrt{r_m\mathrm{\Delta }r/2}.$$
(4)
The spectrum emitted by the whole disc is evaluated by summing up the contributions from the various rings

$$L_{\nu ,disc}=\underset{rings}{}4\pi r_{sph}^2r_G^2F_\nu .$$
(5)
## 4 Spectra from transonic accretion discs

Local spectra from a number of selected radial zones are shown in Figs. 7 and 8 for the four evolutionary stages considered, together with the corresponding temperature profiles in the disc atmosphere. We found that the emergent spectra are harder than the blackbody at the ring effective temperature, $`T_{eff,r}=(L_r/2\pi r_mr_G^2\mathrm{\Delta }r\sigma )^{1/4}`$ (here $`\sigma `$ is the Stefan-Boltzmann constant). The presence of an overall spectral hardening is a common feature of radiative transfer in plane-parallel atmospheres and has been discussed by various authors in different contexts (e.g. London, Howard & Taam  for atmospheres around X-ray bursting neutron stars; Romani  and Zampieri et al.  for atmospheres around cooling and accreting neutron stars; Shimura & Takahara  for the reprocessing of radiation by the top layers of Shakura-Sunyaev discs).

The hardening is essentially caused by two distinct effects. Models 1, 3 and 4 have an average $`\dot{M}0.5`$ (in Eddington units) and are rather cool (atmospheric temperature $`5\times 10^6`$ K). Their deeper layers ($`\tau \tau _{in}`$) are comparatively hotter, $`T(\tau _{in})T_{eff}`$. High energy photons produced there escape more easily, because the free-free opacity (which is the main source of absorption) declines rapidly with increasing frequency. The emergent spectrum is then, roughly, the superposition of blackbody spectra with decreasing temperatures, which is peaked at $`kT(\tau _{in})`$. This mechanism is responsible for the spectral broadening with respect to a Planckian and the sensible deviation from the best-fitting blackbody in the local spectra of models 1, 3 and 4 (see Fig. 8 and the upper left panel in Fig. 7).

The case is different for model 2, which is more luminous and comparatively hotter, $`T(\tau _{in})3\times 10^7`$ K, with an average accretion rate $`\dot{M}25`$ (in Eddington units). Local spectra at small radii are more affected by scattering and they appear nearly Planckian close to the maximum. The scattering depth of the inner layers ($`\tau _{in}10`$) is large enough to build up a Compton parameter $`y=4(kT/mc^2)\mathrm{max}(\tau ,\tau ^2)0.11`$. Therefore, high energy photons tend to fill the Wien peak at the local atmospheric temperature and photons with energy $`3kT`$ are systematically downscattered. As Shimura & Takahara  pointed out, this explains the nearly Planckian shape of the spectrum close to the maximum and also the low energy tail in excess to the best-fitting blackbody clearly visible in the first three spectra in Fig. 7 for model 2. The Compton parameter of models 1, 3 and 4 is a factor $`10`$ smaller, $`y0.1`$, not large enough to produce any spectral distortion.

Despite the fact that local spectra may deviate appreciably from a blackbody, it is quite useful to introduce, as is commonly done, a hardening factor to quantify the spectral changes caused by radiative transfer in the disc atmosphere. For each radial zone the fit of the computed spectrum with a Planckian, $`\nu ^3/(\mathrm{exp}h\nu /kT_c1)`$, gives the color temperature $`T_c`$. The hardening factor is defined as $`f=T_c/T_{eff}`$ and measures the overall energy shift of the spectrum with respect to the blackbody at $`T_{eff}`$, regardless of the actual spectral distortions. The run of the hardening factor in the disc is shown in Fig. 9. Quite remarkably, we find that the hardening factor is very similar in all four evolutionary stages considered here, and is very nearly constant through the disc. The typical value is $`f1.65`$ and it shows only a marginal increase in the outer zones. Following Shimura & Takahara , we define a radially-averaged hardening factor as

$$f_{ave}=\underset{rings}{}f_r/N_{rings}.$$
(6)
The values of $`f_{ave}`$ for our models are listed in table 1 and the spectra from the whole disc are shown in Fig. 10, together with the multicolor blackbody spectra at $`fT_{eff}`$ with both $`f=f_{ave}`$ and $`f=1`$. As shown in Fig. 10, with the possible exception of the intermediate energy range of model 2, the spectrum from the whole disc can be qualitatively described in terms of a superposition of Planckian spectra with an average temperature calculated using $`f_{ave}`$. We note that a similar result was found by Shimura & Takahara  for Shakura-Sunyaev discs with intermediate values of the accretion rate and $`\alpha =0.1`$.

The behavior of the hydrodynamic variables across the disc atmosphere is briefly illustrated here. Because the luminosity of each radial zone is well below the Eddington limit, pressure scales linearly with depth. The temperature variation across the atmosphere is rather modest: $`T`$ decreases monotonically outwards, with the exception of the inner zones of model 2, where the increase is caused by the effectiveness of Compton heating/cooling in the energy balance (see the bottom panels in Figs. 7-8). The atmospheric scale height is always quite small and the fractional increase of $`z(\tau _{out})`$ over the average ring height $`h_r`$ is only a few percent.

Although present spectra can not be taken as representative of the whole X-ray emission from BHCs, in that they do not exhibit any power-law hard tail (see section 5), actual spectra as seen by an observer at infinity have been calculated. General relativistic effects have been included, following the method by Cunningham . We consider here only the case of a Schwarzschild black hole, to which the pseudo-Newtonian potential is the closest non-relativistic analog. The same calculation could be easily performed for a maximally rotating Kerr black hole but this seems not appropriate in the present framework. The original assumption of Keplerian rotation has been maintained. Deviations from a pure Keplerian law in our disc models are not too large and should not introduce major differences. The specific intensity at the top of the atmosphere ($`\tau _{out}=10^4`$), needed to evaluate Cunningham’s expression for the luminosity at infinity, has been obtained in terms of the first two moments of the radiation field as

$$4\pi I_\nu (\mu )=cU_\nu +3\mu F_\nu =(2+3\mu )F_\nu $$
(7)
where $`\nu `$ is the frequency measured by a local observer comoving with the disc and $`\mu =\mathrm{cos}\theta `$. Results are shown in Fig. 11 for different viewing angles, $`\theta `$. Apart the obvious decrease in amplitude produced by inclination and gravitational effects, two major features are apparent in the spectra at infinity, particularly in the high energy tail which is produced deeper into the potential well. First, the exponential cut-off is shifted to lower energies with respect to the Newtonian model because of the gravitational redshift and, second, the spectrum tends to become harder for increasing inclination angle. This is because the orbital motion acquires a larger component along the line-of-sight and this produces a larger kinematical blue-shift. Finally, we note that owing to relativistic ray-bending, radiation from the inner zone can be seen also when the disc is edge-on ($`\mathrm{cos}\theta =0`$).

## 5 Discussion and conclusions

In this paper we have investigated the emission properties of time-dependent, slim accretion discs, calculating for the first time the evolution of the disc spectra along the limit instability cycle. This work is part of an ongoing numerical programme to investigate the time-dependent behaviour triggered by the onset of various types of instability (thermal, viscous and acoustic), as outlined in Szuszkiewicz & Miller , and to get detailed theoretical predictions for observational quantities relevant to accreting black holes in galactic X-ray binaries and AGNs, as outlined in Szuszkiewicz, Turolla & Zampieri .

Away from the outburst (maximal evacuation) phase, the spectrum emitted by each annulus of the disc deviates significantly from a pure Planckian distribution, showing a characteristic broadening. This effect is typical of the spectra emitted by free-free dominated atmospheres and is caused by the superposition of photons emitted at different depths: because of the energy dependence of the free-free opacity, more energetic photons are emitted in the deeper atmospheric layers, where the temperature is higher. Outburst spectra are more Planckian in shape around the maximum because the higher atmospheric temperature makes comptonization comparatively more effective: photons tend to form an excess at low energies and to fill the Wien peak at high energies. A usual way to estimate the overall hardening of a thermal spectrum is to compare the best-fitting Planckian distribution with a blackbody at the effective temperature. We found that, in all stages of the instability cycle, the temperature of the best-fitting blackbody is typically larger than the local effective temperature by a factor $`f1.65`$, indicating that the hardening factor is substantially constant both in radius and time. There is only a slight increase of $`f`$ with radius in the outer region. Therefore, although the mechanism responsible for the hardening is different (thermal comptonization in one case and superposition of blackbody spectra in the others), outburst spectra have an average hardening factor comparable to that of the spectra emitted during the evacuation and refilling stages. We note that the average value of the hardening factor for the local spectra in the initial state and the tendency to increase outwards are consistent with what found for a Shakura-Sunyaev disc by Shimura & Takahara (; $`f1.7`$) for similar values of the black hole mass, viscosity parameter and accretion rate. The values of the hardening factor during the other stages cannot be directly compared because the structure of the disc is rather different.

In this investigation we focused on the properties of radiation emitted by thermally-unstable accretion discs. We remind that in the present model no energy is released in the disc atmosphere and that no high-energy, thermal or non-thermal, electron component has been included. Therefore, computed spectra are thermal and do not show the hard tail often observed in BHCs and AGNs. This must be taken into account in comparing present models with the observed spectra, in that only the evolution of the soft component can be reproduced. As shown in Figs. 10 and 11, our model undergoes rather dramatic spectral changes along the instability cycle. The spectrum emitted before the instability sets in is typical of a standard accretion disc at moderate accretion rates and has a broad bump in the 0.1–1 keV band. During the outburst phase, the inner region becomes hotter and contributes most of the high energy emission in the 1–10 keV range: a very pronounced peak, centered around $``$ 5 keV appears in the spectrum. The spectrum then softens considerably during the refilling phase, up to the point that almost no photons are emitted above $``$ 1 keV. A usual way to describe the observed spectra, frequently used in X-ray astronomy at low energy resolution, is to compute the hardness ratios. Because present spectra lack the power-law, high energy tail, we do not attempt to make a quantitative comparison with the observed hardness ratios but simply track their evolution during the cycle. In Table 2 we report the hardness ratio HR1 (HR2), defined as the ratio of the count rate in the 5-13 (13-60) keV energy band over the count rate in the 2-5 keV band, for the computed spectra of models 1 and 2 (the values for model 3 and 4 are zero). The calculation has been performed using the RXTE response function and accounting for interstellar absorption (with a column density $`N_H=2\times 10^{22}`$ cm<sup>-2</sup>). As shown in Table 2, the hardness ratios at the beginning of the cycle are low. However, during outburst they increase reaching interesting values (HR1 $`1`$, HR2 $`0.03`$). Table 2 clearly indicates that the evolution of our model along the instability cycle is qualitatively very similar to the evolution of the soft component in GRS1915+105 (see Belloni et al. ). In this respect, it is tempting to interpret the observed soft state B (characterized by a higher temperature) as corresponding to the outburst spectral state of our models. The higher temperature is associated to the innermost part of the disc, accreting at much higher rates than the outer unperturbed part. Further investigation of this promising result is definitely required and is presently under way.

A few comments on the assumptions involved in our treatment of the accretion flow and radiative transfer should be made. We decided to use the slim disc approximation even if we are aware that realistic discs are truly 2D structures in which all thermodynamic quantities vary with height and radius. Modeling the 2D structure of accretion discs is much more complicated than using a 1D vertically averaged approximation. However, as recently discussed by Huré & Galliano , the accuracy of vertically averaged models should be sufficient in practice for many astrophysical applications. The slim disc model (Abramowicz et al. ) retains the assumption that the disc is geometrically thin but the centrifugal force no longer balances gravity exactly. The thickness of the disc depends on both pressure and viscosity: the higher is the pressure and (in general) the viscosity, the thicker is the disc. In going from extremely thin discs to thicker ones, the effects of advection become progressively more important. The slim disc approach includes the effects of advection in a correct way while continuing to make use of vertical averaging. Advection is particularly important for the inner parts of an accretion disc around a black hole: while a standard Keplerian disc ends at the marginally stable orbit, a realistic accretion flow may continue inwards and must cross a sonic point before reaching the event horizon. Finally, we note that gravity has been represented by the pseudo-Newtonian potential of Paczyński & Wiita , which describes in a satisfactory way the dynamical effects of the Schwarzschild gravitational potential. The main approximation that has been introduced in treating the vertical transfer of radiation in the disc concerns stationarity. This approximation turns out to be very good almost everywhere in the disc because the time-scale over which the radiation field changes is much shorter than the fastest dynamical time $`r/v_\varphi `$, $`t_{rad}=(c_s/c\tau _{eff})(r/v_\varphi )r/v_\varphi r/v_r`$, where $`c_s`$, $`v_\varphi `$ and $`v_r`$ are the sound, azimuthal and radial velocities. Only in the transonic region of the disc this approximation might break down. However, the radial extent of this region is usually fairly small and does not contribute significantly to the total disc luminosity ($`5\%`$ for the outburst state). The disc model used here neglects all the effects induced on the surface layers by the X-ray photons produced (or scattered) by an external medium. X-ray illumination by an external source heats the disc photosphere and leads to the formation of a highly ionized layer which can become Thomson thick for large enough luminosities (see e.g. Nayakshin, Kazanas & Kallman ; Nayakshin & Kallman ). While this will definitely influence the emitted spectrum shifting the emission at higher energies, its effect onto the hardening factor are more difficult to estimate and would require a consistent calculation. We only note that present results show that $`f`$ is not much sensitive to the disc surface temperature (see Table 1).

## Acknowledgments

E.S. gratefully acknowledges financial support from the Polish State Committee for Scientific Research (grant KBN 2P03D01817), the Italian Ministry for University and Scientific Research (MURST) and the University of Padova. Work partially supported by MURST through grant COFIN-98-02154100.


text:
# Whispering gallery modes in open quantum billiards

## Abstract

The poles of the $`S`$ matrix and the wave functions of open 2D quantum billiards with convex boundary of different shape are calculated by the method of complex scaling. Two leads are attached to the cavities. The conductance of the cavities is calculated at energies with one, two and three open channels in each lead. Bands of overlapping resonance states appear which are localized along the convex boundary of the cavities and contribute coherently to the conductance. These bands correspond to the whispering gallery modes appearing in the classical calculations.

The physics of nanoscale systems has advanced rapidly over the last few years. A consistent description of these small systems is a challenging task for quantum theory since their properties may be influenced strongly by attaching leads to them . They are simulated often by means of quantum billiards. When the cavity is not fully opened, the propagation of the mode is restricted to energies at which the overlap integral between the wave functions of the resonance states and the channel modes has a non-vanishing value. In the case of well isolated resonances, the electron can propagate therefore only at the energies of the resonance states (”resonance tunneling”). Due to the coupling between the internal states of the cavity and the channel mode, the states get widths. When the coupling is sufficiently strong, the resonances start to overlap and to interact via the channel mode. As a consequence, some redistribution in the resonance states of the cavity takes place. It reflects the transition from the spreading of $`K`$ channel modes over the $`N`$ resonance states of the cavity at small opening to their free propagation at large opening. In the last case, $`NK`$ resonance states are (practically) decoupled from the channel while only $`K`$ of them are coupled strongly leading to a maximum propagation of the $`K`$ waves in the cavity. An illustration for $`K=1`$ is shown in . This transition, called resonance trapping , has been studied theoretically in many different systems such as nuclei, atoms and molecules (for references see ). In microwave cavities, it is traced as a function of the opening of the cavity theoretically  as well as experimentally .

The role of the structure of the cavity states themselves in the redistribution process is almost not studied up to now. We will show in the following that the interplay between the structure of the cavity states and the one-to-one alignment of a few states with channels characterizes the situation when the lead has a smaller extension than the cavity. Such a case is intermediate between the two limiting cases discussed above. The examples we consider are cavities with a convex boundary which are discussed recently in optical and other devices . In these systems, whispering gallery modes (WGM) are known to appear classically. We show that in the quantum mechanical calculations, a certain number $`N_1>K`$ of resonance states overlap, couple with comparable strength to the channels in both leads while $`N_2=NN_1`$ ones are almost decoupled from the channels by resonance trapping. The $`N_1`$ states are localized near the convex boundary in contrast to the other ones. The localized states correspond to the WGM and cause an increased conduction (or reflection) of the quantum billiard.

The properties of open quantum systems are described usually by means of the poles of the $`S`$ matrix. The resonance part of the $`S`$ matrix reads

$`S_{cc^{}}=i{\displaystyle \underset{R=1}{\overset{N}{}}}{\displaystyle \frac{\stackrel{~}{\gamma }_{Rc^{}}\stackrel{~}{\gamma }_{Rc}}{E\stackrel{~}{E}_R+\frac{i}{2}\stackrel{~}{\mathrm{\Gamma }}_R}}`$ (1)
where the $`\stackrel{~}{}_R=\stackrel{~}{E}_R\frac{i}{2}\stackrel{~}{\mathrm{\Gamma }}_R`$ are the (energy dependent) eigenfunctions of the effective Hamilton operator $`=_0+W`$ of the open quantum billiard, $`_0`$ is the Hamiltonian of the closed cavity and the

$`W_{R^{}R}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{c=1}{\overset{\mathrm{\Lambda }}{}}}𝒫{\displaystyle \underset{ϵ_c}{\overset{\mathrm{}}{}}}𝑑E^{}{\displaystyle \frac{\gamma _{Rc}\gamma _{R^{}c}}{EE^{}}}{\displaystyle \frac{i}{2}}{\displaystyle \underset{c=1}{\overset{\mathrm{\Lambda }}{}}}\gamma _{Rc}\gamma _{R^{}c}`$ (2)
are complex, generally, . Equation (1) is true also for overlapping resonances . The poles of the $`S`$ matrix correspond to the solutions of the fixed-point equations $`_RE_R\frac{i}{2}\mathrm{\Gamma }_R=\stackrel{~}{E}_R(E=E_R)\frac{i}{2}\stackrel{~}{\mathrm{\Gamma }}_R(E=E_R)`$ and determine the energies $`E_R`$ and widths $`\mathrm{\Gamma }_R`$ of the resonance states. The $`\gamma _{Rc}`$ ($`\stackrel{~}{\gamma }_{Rc}`$) are the energy dependent coupling matrix elements between the eigenfunctions $`\mathrm{\Phi }_R`$ of $`_0`$ (eigenfunctions $`\stackrel{~}{\mathrm{\Phi }}_R`$ of $``$ ) and the channel modes. The $`\stackrel{~}{\gamma }_{Rc}`$ determine, together with the values $`\stackrel{~}{}_R(E)`$, the transmission $`|S_{c_ic_j}^{(ij)}|^2`$ from lead $`i`$ to lead $`ji`$ and the reflection $`|S_{c_ic_i^{}}^{(ii)}|^2`$ in the lead $`i`$ at the energy $`E`$.

In our calculations, we find the poles of the $`S`$ matrix and the wave functions $`\stackrel{~}{\mathrm{\Phi }}_R`$ of the resonance states by using the method of exterior complex scaling together with the finite element method. For details see . The conductance is calculated from the Schrödinger equation for the closed cavity which is modified by the boundary conditions by attaching the leads, see ref. .

We performed calculations for three small flat resonators of different shape with comparable area: a semicircle as an example for an almost regular cavity, a semicircle with an internal scatterer (SIS) and a semi-Bunimovich billiard as examples for more chaotic cavities. Every resonator is coupled to two leads, see Figs. 1.c – j for the SIS. The eigenvalue pictures are very similar to one another in all three cases. There are different groups of poles (see Fig. 1.a): one group is very near to the real axis while the other ones are deep into the complex plane. The states near to the real axis are trapped by those of the other groups.

The short-lived states start at the opening of thresholds lying at $`E=\pi ^2,(2\pi )^2`$ and $`(3\pi )^2`$. They form bands of overlapping resonance states, i.e. their widths are larger than their distance in energy. The states of the band $`A`$ appear when the first channel opens. They are coupled strongly to the open channel in each of both leads (Figs. 1.c, d, g). At $`E=(2\pi )^2`$, the second band ($`B`$) of poles starts whose wave functions are related to two channels in each lead (Figs. 1.e, h). Here, also another group $`B1`$ of states arises the widths of which increase first but then decrease with increasing energy (Fig. 1.f). The bands $`A`$ and $`B`$ continue to higher energy while a new band ($`C`$) starts at $`E=(3\pi )^2`$ where the third threshold opens. The wave functions of these states are related to three channels in every lead (Fig. 1.i). Also here, another group ($`C1`$) of states appears whose widths first increase but then decrease with increasing energy (Fig. 1.j).

In all three cases studied by us (semi-Bunimovich and semicircle billiards), the structure of the cavity states plays an important role in the trapping process. The most interesting result is the localization of the wave functions of the states belonging to the bands $`A,B`$ and $`C`$, called WGM in the following. The first WGM is pushed in direction to the border of the cavity at higher energies while the second one is parallel to it. Even some hint to a third WGM can be seen when three channels are open at $`E>(3\pi )^2`$. In contrast to the WGM, the long-lived states are spread over the whole cavity. The WGM are characteristic of the structure of the states of the closed systems considered by us. Attaching the leads as in Fig. 1, they have larger coupling matrix elements $`\gamma _{Rc}`$ in relation to the channels $`c`$ than the other states. When the cavities become opened, their widths can therefore increase strongly by trapping the other resonance states. The states belonging to the WGM form bands with a (nearly) square root dependence on energy.

In Fig. 2.a, we show the eigenvalue picture for the SIS whose convex surface is distorbed by a cut (Fig. 2.g). There are two groups of short-lived states corresponding to the fact that the WGM splits, by the distorbing cut, into two parts with different lenghts of the ”ways” for reflection in channel 1 and 2. The two separated parts of the WGM can be seen in the wave functions of these states. One example is shown in Fig. 2.g.

The eigenvalue picture shown in Fig. 2.c corresponds to the SIS with a shifted position $`s=1`$ of one of the leads, see Fig. 2.h. Also this eigenvalue picture shows some band structure. The states of $`A`$ split into two parts: the localized part (related to the WGM) is coupled more strongly to the unshifted lead than to the shifted one while the other (not localized) part, arising from the ”sea” of almost bound states, is coupled also to the shifted lead. Both parts interact strongly at higher energy where two channels are open.

The trajectories of the eigenvalues as a function of the shift $`s`$ of the left lead (Fig. 2.e) show the mechanism of resonance trapping. The widths of the WGM decrease as a function of increasing $`s`$ while the widths of some states of the ”sea” of almost bound states increase according to the sum rule $`\stackrel{~}{\mathrm{\Gamma }}_R(E)=const`$. In the neighbourhood of $`s=2.5`$, resonance trapping occurs between the latter states: the widths of three states become maximum at $`s=2.5`$ by trapping the other ones which again approach the real axis at this value of $`s`$. The wave functions of the short-lived states have a clear bouncing-ball structure (Fig. 2.i). The poles of the WGM are almost independent of $`s`$ near $`s=2.5`$ and their wave functions have kept their WGM-structure (Fig. 2.j). The bouncing-ball structure is less stable than the WGM one since the degree of overlapping of the poles is smaller (Fig. 2.e).

The properties of the resonance states are reflected, at least partly, in the conductivity of the cavity. According to equation (1), the maximum value of the matrix element $`S_{cc}^{(ij)}`$ is reached for $`\stackrel{~}{\gamma }_{Rc}^{(i)}\stackrel{~}{\gamma }_{Rc}^{(j)}(ji)`$. While single short-lived states formed by resonance trapping are aligned each with one channel and $`\stackrel{~}{\gamma }_{Rc^{}}\stackrel{~}{\gamma }_{Rc}`$, each of the two states $`R`$ and $`R^{}`$ is coupled to both channels with almost the same strength when the poles overlap ($`_R^{}_R`$) as the poles of the WGM do. The WGM are expected therefore to cause a large conductance of the cavity when the leads are attached symmetrically.

In Fig. 1.b, the conductivity of the SIS is shown as a function of energy. The coherent structure of the conductance in the energy interval between the two lowest thresholds can be seen clearly. The mean value of the conductance is about 0.9 in the energy interval between the two lowest thresholds. In the next higher energy region, the value of the conductance is never smaller than $`1`$ meaning that the wave is reflected into one channel, at the most.

We calculated also the conductance and reflection of the SIS, when its shape is distorted either by a cut in the circular boundary of the cavity (Fig. 2.b) or by a somewhat shifted position of one of the leads (Fig. 2.d). The reflection shows, in the first case, the same coherent structure as the conductance in the undistorted case. The mean value is large in the energy regions considered. In the other case, the conductance decreases strongly with energy in the interval between the first and second threshold. This is caused by the fact that modes with higher energy move more nearly to the convex boundary of the cavity than those with lower energy. This result is supported by the behaviour of the conductance at higher energy which does not exceed the maximum value of the conductance of a one-channel case. The conductance as a function of the position of one of the leads (Fig. 2.f) decreases strongly with approaching the bouncing-ball situation ($`s=2.5`$) in which reflection can occur only.

To shed light on the quantum mechanical results we consider the classical motion of a free particle inside billiards with the same geometry as discussed above. The potential is assumed to be zero inside the billiard and the boundaries are mirrors for the motion of the particle along trajectories calculated from the laws of the geometric optics. The dynamics of the motion can be reduced to a canonical mapping in Birkhoff coordinates $`(q,p)`$  which is a Poincare mapping at the boundary of the billiard. The coordinate $`q`$ is that of the arc length at the boundary of the billiard where the bounce takes place, and $`p_t=\stackrel{}{𝐩}\stackrel{}{𝐭}/|\stackrel{}{𝐩}|`$ is the tangential momentum at this point. Each trajectory starts at some arbitrary initial point $`(x_0,y_0)`$ of the attached leads with an angle $`\alpha _0`$ characterizing the direction of the motion. The trajectories which run close to the convex boundary of our billiard and accumulate upon it are defined as the WGM of the billiard. These trajectories occupy the major part of the surface of section as can be seen from Fig. 3 for the SIS. The symmetry of the chosen geometry is reflected in the mapping of the regions corresponding to a different number of bounces at the boundary. Additionally, we calculated the ratio of the number of trajectories of the WGM to the total number of trajectories passing through the billiard. This ratio is about $`60\%`$ for the semicircle and about $`70\%`$ for the SIS, since the non-WGM trajectories are hindered by the scatterer inside the cavity. This result supports the idea that the WGM give the main contribution to the conductance. Further, a billiard with a convex boundary possesses a family of invariant tori which correspond to the motion close to boundary . In our quantum mechanical simulations, the wave functions of the states of the WGM band are localized close to the convex boundary in the closed systems and remain localized when the systems are opened to a few channels by attaching leads to them. Thus, the classical results are in qualitative agreement with the quantum-mechanical ones.

Summarizing the results, we state the following. In open quantum cavities with convex boundary, the structure of the wave functions of the cavity states plays an important role in the trapping process. Some resonance states receive large widths by trapping the remaining ones, form bands of overlapping resonance states and are localized near the convex boundary of the cavity. These bands correspond to the WGM known from classical calculations for different systems with convex boundary. When two leads are attached symmetrically to the cavity, the WGM are coupled to both leads with comparable strength. WGM-like structures exist in relation to every open channel in the two waveguides. The WGM are responsible for a high conductivity which decreases dramatically when the symmetry of the system is distorted. This fact can be used surely for the design of quantum cavities in practical applications.

Acknowledgment: K.P. and P.S. gratefully acknowledge the hospitality of the MPI PKS during their stays in Dresden.

e-mail: rashid@thsun1.jinr.ru; pichugin@fzu.cz;
rotter@mpipks-dresden.mpg.de; petr.seba@uhk.cz