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# The nature of the emission components in the quasar/NLS1 PG1211+143

## 1 Introduction

The quasar PG1211+143 ($`z=0.0809`$; Marziani et al. 1996) is one of the prototypes of AGN with particularly strong hard optical spectrum and profound steep soft X–ray emission (Elvis, Wilkes, & Tananbaum 1985). It has been frequently argued that the optical/UV and soft X–ray emission form a single Big Blue Bump component which extends across the unobserved XUV band (Bechtold et al. 1987), and strongly dominates the bolometric luminosity.

However, the nature of the soft X–ray emission – in particular, the spectral component that exhibits a very soft spectrum and often is seen in many quasars and Seyfert 1 galaxies only below $`1`$ keV – is still not determined unambiguously. There are arguments both in favor and against the origin of this emission component being the tail of the optical/UV Big Blue Bump. This is because any interpretation relies on extrapolating the spectrum over a decade in frequency through the unobserved XUV band.

The strong arguments in favor of the Big Blue Bump (BBB) extending up to the soft X–ray range are statistical in their nature. There is a strong, almost linear correlation between the luminosity of an object at 2500 Å and the soft X–ray luminosity in the ROSAT spectral band both in a large sample of Seyfert 1 galaxies (Walter & Fink 1993) and in radio quiet quasars (Yuan et al. 1998) suggesting a relatively uniform spectral shape of the BBB. Spectral analysis of both high redshift and low redshift quasars (Laor et al. 1997) allowed for a “shrinking” of the unobserved band and such spectra appear to cover smoothly the entire optical/UV/soft X–ray band.

Arguments against the soft X–ray emission being a direct tail of the optical / UV component are also mostly statistical. It is rather surprising from the theoretical point of view why the extension of the BBB should be the same in all objects having a range of black hole masses and luminosities. Instead, it was suggestive of some atomic processes (e.g. Czerny & Życki 1994). Also the normalized variability amplitude in the UV band is usually smaller than in the X–ray band (see e.g. Ulrich et al. 1997). A close look at the UV spectra of some sources frequently suggests a slight decline on $`\nu F_\nu `$ diagram in the far UV (Malkan 1983; Magdziarz et al. 1998 for NGC 5548). This does not really allow for this component to extend far enough into XUV range to make it observable in the soft X–ray band, even if a certain amount of unsaturated Comptonization is taken into account.

Detailed analysis of the broad band spectra of Seyfert 1 galaxy NGC 5548 (Magdziarz et al. 1998) led to a conclusion that the optical/UV spectrum is well modeled by an accretion disk, and the hard X–rays are reproduced by standard thermal Comptonization. However, an additional component is needed to model the soft X–ray source: the most viable candidate here is another, optically thick Comptonizing medium possibly associated with the transition between the disk and the hot plasma. This component would contain a major part of the source bolometric luminosity. Such a model also supports the scenario including a strong and extended Big Blue Bump with Comptonization playing a major role in formation of this component.

In this paper we study in detail the quasar PG1211+143. Our goal is to investigate (i) if a similar model also applies to this source, which is representative both for quasars and for Narrow Line Seyfert 1 galaxies, (ii) if this model is unique and (iii) what is the physical basis and possible observational consequences of such a phenomenological model.

The choice of object was motivated by the availability of considerable amount of observational data available, which span the last two decades. The object can be considered as a typical, although rather faint quasar, with $`\lambda F_\lambda `$ at 5100 Å about $`5\times 10^{44}`$ erg s-1 (Kaspi et al. 2000) for the Hubble constant $`H_o=75`$ km s-1 Mpc-1. The broad band $`\alpha _{ox}`$ index measured between 2500 Å and 2 keV is 1.16 (Corbin & Boroson 1996) while for a typical quasar, it is 1.5 (Yuan et al. 1998). The soft X–ray slope measured in the ROSAT band is $`3.1`$ (Walter & Fink 1993) while typical quasar value is 2.58 (Yuan et al. 1998). Its optical emission lines are narrow, with the FWHM of $`H_\beta `$ line is $`1832\pm 81`$ km s-1 (Kaspi et al. 2000; see also Corbin & Boroson 1996; Wilkes et al. 1999) implying a classification of this object as a Narrow Line Seyfert 1 galaxy.

In Section 2 we describe the observational data that we analyzed, and how we supplement these with the data available from the literature. In Section 3 we give the results of the variability and spectral studies of PG1211+143. We discuss the physical processes that may lead to the observed behavior of the source in Section 4 and summarize the results in Section 5.

## 2 Observations and data analysis

First spectral X–ray data for PG1211+143 were obtained from the EINSTEIN observatory (see Table 1). Strong soft X–ray emission seen in EINSTEIN was described by Bechtold et al. (1987), and it was subsequently reanalyzed by Elvis et al. (1991). We determine the 0.2 - 2 keV and 2 - 10 keV intrinsic fluxes (i.e. corrected for Galactic reddening) in the second observation from the fits provided by Bechtold et al. (1987). The quality of the first observation was much lower, so we determined the soft and hard fluxes in this data by rescaling the Bechtold et al. (1987) results with the IPC count rate ratios 0.695 between the two observations, as given by Elvis et al. (1991).

Subsequent observations were performed by EXOSAT on three occasions (Elvis et al. 1991; Saxton et al. 1993). We determine the 2 - 10 keV intrinsic fluxes through the spectral fitting of publicly available ME data to a simple broken power law model with fixed galactic absorption. The 0.2 - 2 keV flux was calculated from the results of spectral fitting to LE data presented in Saxton et al. (1993).

On one occasion the source was observed by GINGA. We take the 2 - 10 keV flux from Lawson & Turner (1997).

PG1211+143 has been observed six times by the ROSAT satellite with the PSPC detector. One of the ROSAT pointings was simultaneous with ASCA observations. The ROSAT and ASCA spectral data were reduced using the standard software package, where for ASCA, we used data from all four detectors (SIS0/1 and GIS2/3) fitted simultaneously. Preliminary results based on these data were presented by Yaqoob et al. (1994) but we repeat their analysis, using the updated, current version of the ASCA response matrices. The ASCA observation was sufficiently long (88 ksec) to attempt a study of the light curve within this single data set, so we could also determine the variability on short time scales.

The Rossi X–ray Timing Explorer (RXTE) observations of PG1211+143 are new, conducted as a part of optical / X–ray monitoring program. The object was monitored roughly every 5 days for 6 months; the results of this program will be reported elsewhere (Netzer, Madejski, Kaspi, et al., in preparation). Here, we use the spectrum derived from the summed RXTE Proportional Counter Array (PCA) data analyzed in a standard manner (including the background subtraction), using the ftool script rex. The source was detected to at least 12 keV, beyond which the signal - to - noise ratio was becoming very low. There was no significant detection with the RXTE’s High Energy X–ray Timing Experiment (HEXTE).

All analysis of the spectral X–ray data was done using the XSPEC software package, version 10.0 (Arnaud 1996). We adopt a redshift 0.0809 to this source after Marziani et al. (1996) instead of 0.085 used in most previous papers (e.g. Bechtold et al. 1987; Yaqoob et al. 1994) since the new determination seems to be convincing. Whenever we fix the Galactic column density, we adopt the value of $`N_H=2.83\times 10^{20}`$cm-2 after Elvis, Wilkes, & Lockman (1989) although another value ($`N_H=2.1\times 10^{20}`$cm-2) was used by Lawson & Turner (1997); we note that the exact value of $`N_H`$ makes essentially no difference in our analysis.

The optical/UV spectrum of this source was determined by Bechtold et al. (1987). We use the broad band data of Elvis et al. (1994) and we compare them with the HST observations of Bechtold et al. (2000), performed on April 13 and 16, 1991.

## 3 Results

### 3.1 Time variability

#### 3.1.1 Short timescales in the X–ray band

We study the short timescale variability in the hard and soft X–ray bands on the basis of the longest sequence from ASCA (June 3 - 4, 1993, $`8.7\times 10^4`$ s), and accompanying ROSAT (June 2 - 4, 1993, $`4\times 10^4`$ s). We analyzed the ASCA lightcurve binned into 128 s bins for two SIS and two GIS instruments separately, in the entire energy band. As an example, we show the GIS-2 lightcurve in Figure 1.

The source is clearly variable in both energy bands. The rms amplitude in ASCA and ROSAT bands are given in Table 2. Such values are comparable to those measured in X–rays in other AGN, e.g. 16% in MCG–6-30-15 on timescales shorter than $`10^6`$ s (Nowak & Chiang 2000). The count rate in ASCA is dominated by 1 - 2 keV energy band, where both the contribution of the soft X–ray excess and hard X–ray power law are important. We therefore compared the rms value derived above with the rms value measured from the light curve for photons above 2 keV. We used only the data from GIS instruments as those data are more reliable for time-series analysis than SIS data for PG 1211+143. This is because the PG 1211+143 ASCA observation was conducted in a 4-CCD mode of the SIS instrument, and the source image fell close to the gap between the CCD chips. Since the satellite attitude can change somewhat during the observation, some unknown fraction of photons may fall in the space between the chips, resulting in an apparent but erroneous variability. Both GIS2 light curves (whole energy band, and above 2 keV) were rebinned into 512 s bins to increase statistics; the two observations yield rms values of 0.095 and 0.171, respectively. This suggests that the observed variations at the time scales of minutes-hours are predominantly due to the hard X–ray power law. This is confirmed by the fact that rms value measured in the ROSAT band is much smaller during the 40 ksec observation than in the ASCA data.

The data from ASCA and ROSAT satellites are exactly simultaneous; nonetheless, the presence of gaps due to the Earth occultation of the source makes an attempt to use the Fourier analysis rather difficult, although there are methods which allow to overcome this problem for high quality observations (e.g. Done et al. 1992a). However, even the available ASCA data are not of sufficient quality to perform this kind of analysis. Therefore, here we adopt a complementary method based on a nonlinear prediction, which is described in Czerny & Lehto (1997). We analyzed the light curve binned into 128 s bins for two SIS and two GIS instruments separately, in the entire energy band. Such analysis reveals that the shape of the power density spectrum (hereafter PDS) is basically described as a power law, with the slope 1.5. Errors in determination of those values are substantial, and systematic errors dominate, since the existence of the signal in the data is marginal (the correlation coefficient itself is 0.62 and 0.67, i.e. below 0.8, which would be necessary for reliable results).

Such a value of the PDS slope is typical for Seyfert galaxies at high frequencies. Yaqoob (1997) obtained the high frequency slope of MCG–6-30-15 of 1.4, Edelson & Nandra (1999) determined the slope to be 1.74 in NGC 3516 at frequencies above $`10^6`$ Hz, and Nowak & Chiang (2000) as well as Chiang et al. (2000) give the slope of 1.0 at intermediate frequencies and a slope of 2.0 at high frequencies in MCG–6-30-15 and NGC 5548, respectively.

We conclude that the variability properties of PG1211+143 are rather typical of a Seyfert galaxy. Unfortunately, neither quasars nor Narrow Line Seyfert 1 galaxies were studied with equal accuracy as normal Seyfert 1 galaxies, so it is not known whether there are any systematic differences in variability apart from scaling with mass (e.g. Leighly 1999; Piasecki et al. 2000). Results for PG1211+143 may indicate that the variability pattern is universal.

#### 3.1.2 Trends of long-term variability in the X–ray band

Available archival data for PG1211+143 include six ROSAT pointings as well as historical observations from EINSTEIN, EXOSAT, GINGA, and ASCA; with those, we can also study the long time variability patterns of the source. The ROSAT observations cover a period of 1.5 years, allowing for a reliable measurement with the same instrument. We determine the observed fluxes in 0.2 - 2 keV band assuming a simple spectral model of a broken power law, with the second (hard X–ray) power law photon index fixed at 2.0 and the Galactic absorption fixed at the assumed value as given above. The ROSAT sequences $`c`$ and $`d`$ obtained on the same day were both fitted separately and combined (see Table 3). Since the errors in separate fits are large, we use only the combined set in further analysis. All flux measurements are summarized in Table 1.

The variability during the period of ROSAT observations is moderate, roughly by a factor 2. More precisely, the rms value measured on the timescale of $`4.8\times 10^7`$ s is only 0.25, which is not much higher than the rms variability on short time scales, within a single ASCA data set.

However, at the timescales of years the trend reverses, and the soft X–ray variability amplitude becomes higher than the hard X–ray variability on the same time scale. Analyzing the entire period of twenty years of observations, we measure the rms in 0.2 - 2 keV band which is higher than in 2 - 10 keV band (see Table 2). It is consistent with the trends shown by the Big Blue Bump in other AGN (e.g. Clavel et al. 1992 for NGC 5548 and Clavel, Wamsteker & Glass 1989 for Fairall 9).

The most dramatic change happened during the end of 1985/beginning of 1986 but this period is covered by only 3 EXOSAT observations (see Figure 3). Large changes in the soft X–ray emission are accompanied by the changes in the hard X–ray flux but not with comparable amplitude (see Figure 4).

Since the analysis of ASCA data allows us to estimate the slope of the PDS at high frequencies, we can reconstruct the total PDS from the values of rms on time scales of $`8\times 10^4`$ s and $`5\times 10^8`$ s. We assume the slope of 1.5 at high frequencies and a slope 0.0 below certain frequency $`\nu _o`$. Using the integral conditions connecting the PDS and rms at a given frequency (see e.g. Czerny, Schwarzenberg-Czerny, & Loska 1999) we obtain the flattening frequency $`\nu _o=8.4\times 10^7`$ Hz, corresponding to a timescale of $`1.2\times 10^6`$ s. This is again comparable to the results for most Seyfert galaxies: the flat part of the PDS starts at timescales $`10^6`$ s for MCG–6-30-15 (Nowak & Chiang 2000), $`10^7`$ s for NGC 5548 (Chiang et al. 2000) and $`10^8`$ s for NGC 3516 (Edelson & Nandra 1999).

#### 3.1.3 Black hole mass determination from variability

X–ray variability time scales have been successfully used to estimate the mass of the central black hole in active galaxies (e.g. Barr & Mushotzky 1986; Wandel & Mushotzky 1986), although a more robust method is the measurement of features in the PDS (see, e.g., Edelson & Nandra 1999). Convenient and powerful method based on the normalization of the high frequency tail of the power density spectrum was recently developed by Hayashida et al. (1998) and Hayashida (2000). Here we use a modified version of this method (Piasecki et al. 2000) which is based on comparison of the shape of the PDS with independent mass determination for the Seyfert 1 NGC 5548, an AGN; for the purpose of the mass estimate, this is likely to be more appropriate than scaling the normalization of Cyg X-1, an accreting binary system, used in Hayashida et al. 1998. The data discussed in previous section are not of sufficient quality to perform Fourier analysis. However, having the rms determined for a few time scales, we can reconstruct the power density spectrum assuming its shape in advance and using the integral connection between the power density spectrum and rms (see e.g. Czerny et al. 1999).

Here we assume that the PDS is flat below certain frequency and has a slope 1.5 above it, as determined in Section 3.1.1. As data points for this method, we use the GIS rms measurement for the $`8.7\times 10^4`$ s time scale and multi-instrument measurements on the $`4.3\times 10^8`$ s time scales. Extension of the measurements afforded by the RXTE observations only confirms that the break frequency is at timescales below $`10^8`$ s; if this timescale is above $`10^8`$ s, the rms would saturate. With this, we determine the break frequency to be at $`2\times 10^7`$ Hz, corresponding to timescales of $`5\times 10^6`$ s. The error on this value is large, since the uncertainty of the GIS rms measurement is already a factor 5.

This simple approach gives the value of the black hole mass log$`M`$ = 7.0 $`\pm `$ 0.7 \[$`M_{}`$\], if the error in determination of the rms in GIS data (0.3) is taken into account. The mass of PG1211+143 is thus definitely rather small for a quasar, and more typical for Seyfert galaxies. High luminosity of the object has to be related to a relatively high accretion rate, close to the Eddington value. Small mass is consistent with the measurements of Kaspi et al. (2000) based on the properties of the Broad Line Region: $`M=4.05_{1.21}^{+0.96}\times 10^7M_{}`$, $`L/L_{Edd}=0.29`$.

#### 3.1.4 Spectral variability in the soft X–ray band

While the overall X–ray spectral variability as discussed above can be interpreted as a relative change of the intensity of the soft vs. the hard component, we also aim to determine if the soft component alone of the total spectrum of PG1211+143 has a variable shape. To this end, we fit the ROSAT data with a spectral model consisting of a cold absorber and a broken power law. The results are shown in Table 3. We also searched for the presence of an ionized absorber in this source by adding an absori XSPEC model in the case of the data set $`f`$, which shows the worst $`\chi ^2`$. The fit was only marginally improved ($`\mathrm{\Delta }\chi ^2=7.0`$, with 34 d.o.f. instead of 36) and the best fit value of the column of the ionized gas was $`5.5\times 10^{21}`$ cm-2 (between 1.5 and 13.0), with a temperature $`kT1\times 10^6`$ K and $`\xi 20`$, where both $`T`$ and $`\xi `$ are only weakly constrained.

The data sets clearly show the variability of the flux of the soft component, as discussed in the previous section. Those variations, however, are not accompanied by significant changes in the spectral shape. There is a slight trend in the variations of the model value of $`N_H`$ with the total flux. However, no such trend is visible in the photon index. Formal analysis of the $`N_HF_\nu `$ relation shows that the two parameters are best represented by a linear fit shown in Fig. 5 but a constant line representation is also acceptable ($`N_H=3.44\pm 0.17`$, $`\chi ^2=0.60`$ for 6 d.o.f.) since the errors in determination of $`N_H`$ are very large (see Table 3). Similar analysis of the $`\mathrm{\Gamma }F_\nu `$ trend confirms the visual impression that the correlation between the two quantities is insignificant - and a constant line fit gives $`\mathrm{\Gamma }=3.21\pm 0.07`$ ($`\chi ^2=2.6`$ for 6 d.o.f.). With this, we conclude that the shape of the soft X–ray component does not vary, within the accuracy of the available data.

#### 3.1.5 Optical/UV variability

PG1211+143 was extensively monitored in the optical band in the period 1966 - 1982, but no variability was found within the accuracy of observations (Barbieri & Romano 1984). Bechtold et al. (1987) found the UV flux from IUE measurements in 1981 and 1982 that was systematically lower than the trend suggested by the optical data, although with a similar slope. Wit this, they grey-shifted the UV data by +0.27 in logarithmic scale to match the the optical data. More recent HST observations (Dobrzycki, private communication) give exactly the same UV flux as the grey-shifted value of Bechtold et al. (1987) (-25.68 of Dobrzycki at 1387 Å vs. -25.69 of Bechtold at 1370-1424 Å in the same logarithmic units), making it difficult to distinguish the true variability from an instrumental effect. The question was finally settled by the monitoring performed over a 7 1/2 year time span by Kaspi et al. (2000). New optical data clearly showed the variability by a factor of two, and the normalized variability amplitude at 5100 Å was determined to be 16.2%.

### 3.2 Spectral fitting of the broad-band data

Here, we perform spectral fits using simple phenomenological models as well as more realistic, physical models to individual data sets, and then make an attempt to fit the broad-band data simultaneously. We note that despite the changes in the normalization of each component, the shape of each spectral component varies very weakly with time. With this, we attempt to describe this shape more accurately by using the combined data for each component. We assume all model parameters are equal in all data sets apart from normalization.

#### 3.2.1 ROSAT data

Firstly, we analyze the combined ROSAT PSPC data, which we fit simultaneously using the same spectral model with variable normalization. We fit the following phenomenological models: broken power law with a variable break energy but with fixed hard photon index of 2.0 (model A); a single power law (model B); and black body with an underlying power law of photon index 2.0 (model C). We also fit more physical models, namely: thermal Comptonization model (comptt) of Titarchuk (1994) parameterized by the soft photon temperature, hot plasma temperature and its optical depth (model D). The best fitting results are presented in Table 4.

The last model clearly provides the best description of all the ROSAT data, although the $`\chi ^2`$ is still quite high. The soft photon temperature has only an upper limit of 0.034 keV, or $`4\times 10^5`$ K. Such temperature is consistent with the effective temperature of a standard accretion disk around a black hole with the mass inferred by us above. The hot plasma temperature is relatively low, $`kT_e0.4`$ keV or $`5\times 10^6`$ K, much lower than the plasma responsible for the formation of the hard X–ray emission, and the optical depth of the plasma is very high, $`\tau 10`$. The additional power law tail added in the model does not improve this fit substantially, since the ROSAT data cannot constrain the spectral slope in hard X–rays.

We also tried to improve the quality of fits to the spectrum by including the in the model the OVIII emission line. The model parameters (model E in table 4) remained basically unchanged and the line energy was fitted to 653 eV. However, the fit was not improved ($`\chi ^2/d.o.f.`$=287/189), and the line equivalent width could not be constrained ($`EW=32_{32}^{+20}`$ eV).

#### 3.2.2 Combined ROSAT/ASCA data - model without reflection

We apply our best model inferred above to ASCA/ROSAT data, which include all ROSAT pointings; in the fits we use data from all four ASCA detectors, as described previously. We supplement the comptt component with an underlying hard X–ray power law component characterized by its photon index, and assume fixed Galactic absorption with $`N_H=2.8\times 10^{20}`$cm-2. The results are given in Table 5, and the spectra are displayed in Figure 7.

The fit to the data in the entire ROSAT/ASCA energy band is acceptable, and the Comptonizing plasma parameters are only slightly modified such that the Comptonizning plasma temperature is now lower, and the optical depth increased by a factor of 2. However, the basic picture remains qualitatively unchanged. The hard X–ray index is close to typical values for Seyfert galaxies and somewhat smaller than typically measured in quasars. In this fit the reflection component was neglected.

The results for the combined ROSAT/ASCA data differ slightly from the results obtained on the basis of the ASCA data alone by Vaughan et al. (1999). The model used by Vaughan et al. is much simpler (power law + black body). Nevertheless, it is clear that the slope of the power law in our fit is flatter than in theirs (1.88 versus 2.07) and the soft X–ray excess is relatively stronger - the ratio of the luminosity of the soft X–ray excess to that of the hard power law in the 0.6 - 10 keV ASCA band is 0.28 in our fits and 0.17 in theirs. This difference is probably caused by our inclusion of the ROSAT data and can be attributed to residual calibration uncertainties between ROSAT PSPC and ASCA, resulting in different spectral slopes (see Iwasawa et al. 1999, describing the analysis of nearly-simultaneous ROSAT PSPC and ASCA data for NGC 5548).

#### 3.2.3 ASCA data - model with reflection

The spectral fitting of the ASCA data alone were presented by Vaughan et al. (1999) for the case of a simple model consisting of a power law, a black body and a Gaussian modeling the iron $`K\alpha `$ line. While the description of the soft X–ray excess with a simple black body component is justified in the ASCA data - these data are not sensitive to the shape of the soft excess - the presence of X–ray reflection in the data was not adequately studied by these authors, although the detection of the iron $`K_\alpha `$ line in the ASCA data (Yaqoob et al. 1994; Vaughan et al. 1999) clearly shows its importance.

Current models for the structure of AGN interpret the presence of the iron $`K_\alpha `$ line resulting from the irradiation of the accretion disk surface by hard X–ray emission. Such a fluorescent line is accompanied by the presence of a reflection component which is not an independent spectral feature (see, e.g., George & Fabian 1991). Therefore, we considered the properties of the entire reflection component, i.e. reflection hump plus the iron line (Życki, Done, & Smith 1997; 1998). The reprocessed spectrum is parameterized by the ionization parameter $`\xi =L_X/n_er^2`$ (Done et al. 1992b) and the reflection amplitude $`R=\mathrm{\Omega }/2\pi `$, where $`\mathrm{\Omega }`$ is the solid angle subtended by the reprocessor as viewed from the X–ray source. We applied two versions of this model: one that does not contain the effect of relativistic smearing and another that includes this effect. The second model formally contains additional free parameters, but some of these parameters of the model were always held fixed. In our case, the power law index of the radial distribution of the incident flux was fixed at -3.0, the entire disk surface was assumed to be a reflector (i.e. $`R_{in}=6R_g`$, $`R_{out}=10^3R_g`$, where $`R_G=GM/c^2`$), and the inclination angle was assumed to be $`30^o`$. The effect of these studies is shown in Table 6.

Formal minimum $`\chi ^2`$ is for the relativistically smeared neutral reflection, but the normalization of the reflection component is surprisingly high. The assumption about the model adopted for the soft X–ray excess was not essential - fitting the comptt model instead of a black body led to the same values of relativistic reflection. If the amount of reflection is fixed at 1.0 the reflection is possibly ionized ($`\xi =400_{400}^{+1000}`$) but $`\xi `$ is not well constrained. If the reflection is assumed to be neutral, the amplitude of reflection is high ($`R=2.8_{0.9}^{+1.1}`$). The quality of the fits is the same as before, and the $`\chi ^2`$ for the second option is lower by 3.0.

#### 3.2.4 RXTE data - reflection component

In order to put better constraints on the reflection parameters, we used the RXTE data, which nominally extend up to $`20`$ keV. While PG1211+143 in its flux state, as observed with the RXTE, is a relatively faint source to be studied in great detail by the RXTE’s PCA, a non-imaging instrument, the data still put some constraints on the crucial 8 - 20 keV band where the Compton reflection is important. We adopted the composite model consisting of a primary soft component (described as a Comptonized black body), power law continuum, and the Compton – reflected spectrum with the iron $`K\alpha `$ line included (Życki, Done & Smith 1997; 1998). The reprocessed spectrum is parameterized by $`\xi `$, $`R=\mathrm{\Omega }/2\pi `$, as above. The outer disk radius, as before, was fixed at $`10^4R_g`$ and the power law index describing the incident flux as a function of radius was fixed again at the value -3.0. However, the inclination angle and the inner radius of the reflecting disk surface were now allowed to vary. We only studied the relativistically smeared model since it is the most physical one. The iron line energy, again, is not a free parameter, but it depends on the ionization state of the reflecting medium. Its profile is connected with the assumed geometrical parameters: inner radius of accretion disc and viewing angle.

The resulting best fit parameters are given in Table 7 and presented in Figure 8. New results did not differ significantly from the ROSAT/ASCA results regarding the soft part of the spectrum, although the optical depth of the Comptonizning medium dropped somewhat, and the hard X–ray power law became softer. However, they provide an interesting insight into the geometry. The amplitude of reflection is consistent with 1.0, and the reflecting area extends down to the marginally stable orbit which means that the disk is probably not disrupted. However, its surface (at least in the inner parts dominating the reflection) is considerably ionized ($`\xi 500`$), and the neutral reflection is excluded at a $`90\%`$ confidence level. For such a case, the resulting iron line energy corresponds to the domination of Fe XXII ions and its rest frame energy is $`E6.7`$ keV, while the line equivalent width is $`EW150`$ eV. This supports the results of Yaqoob et al. (1994), who found a marginal evidence for an ionized iron $`K\alpha `$ line fitting the ASCA data. The inclination angle of the disk is low, i.e. we see the disk essentially face on.

#### 3.2.5 Optical/UV/X–ray data

Finally, we include the optical/UV data into our modeling. For that purpose, we add a new model component, which essentially has a form of standard accretion disk of Shakura & Sunyaev (1973) around a non-rotating black hole. We assume that the disk, whether it is or it is not covered by the ionized skin, radiates locally as a black body. It is certainly a simplifying assumption (see e.g. Merloni, Fabian & Ross 2000) but more accurate models critically depend on the assumed details of the disk vertical structure (e.g. Nayakshin, Kazanas, & Kallman 2000; Madej & Różańska 2000b). Such assumptions are beyond the scope of the present paper.

Fits of the reflected component suggest that the disk extends down to the marginally stable orbit. However, the reflection component indicates a highly ionized hot disk surface, and thus we assume that the emission of the standard cold disk is only detectable from radii larger than certain $`R_{ion}`$. The gravitational energy dissipated above $`R_{ion}`$ is directly re-emitted by the disk, while the energy dissipated below $`R_{ion}`$ has to provide the energy source for hard X–ray emission and Comptonizing medium.

The disk parameters are therefore: the black hole mass $`M`$, the mass accretion rate $`\dot{M}`$, and $`R_{ion}`$. We assume a face-on view of the accretion disk, and the distance to the source calculated assuming $`H_o=75`$ km s-1Mpc-1.

In the upper panel of the Figure 9 we plot the broad band spectrum of PG1211+143, constructed for the case of the maximum value of temperature of the seed photons undergoing Comptonization. The solid line marks the sum of the cold accretion disc spectrum and the model fitted to the X–ray data that consists of the Comptonized black body (dashed line), power law function and Galactic absorption (which is neglected in the plot).

In this case there is a clear gap between the UV and soft X–ray band, which would be seen as a local minimum in the continuum around $`2\times 10^2`$ keV. The bolometric luminosity measured between 10 000 Å and 100 keV (assuming an extrapolation of the measured hard X–ray power law) is $`1.5\times 10^{45}`$ erg s-1. The mass of the black hole is $`2.2\times 10^8M_{}`$, the accretion rate is 0.4$`M_{}`$ yr-1, and $`R_{ion}=28R_g`$. $`L/L_{Edd}`$ ratio in this solution is 0.05. About 50 % of the energy is dissipated in the black body component of the disk.

In the lower panel of Figure 9 we show the broad band spectrum determined under the assumption that cold disk itself provides the seed photons for Comptonization, i.e. the soft photon temperature is given by the effective temperature of the inner disk. Such a spectrum forms a continuous Big Blue Bump extending from the optical/UV to soft X–ray band. The bolometric luminosity of the source is in this case higher, $`1.9\times 10^{45}`$ erg s-1. The mass of the black hole is $`1.5\times 10^8`$ $`M_{}`$, the accretion rate is 0.54 $`M_{}`$ yr-1, and $`R_{ion}=42R_g`$. $`L/L_{Edd}`$ ratio in this solution is equal to 0.10. About 30 % of the energy is directly emitted by a black body outer disk, while 60 % is in the Comptonized component and $`10`$ % in the hard X–ray power law.

Both fits presented above reproduce the broad band spectral data well. We note that all intermediate solutions are also possible and at a level of pure data analysis, we cannot reject any of the above possibilities. However, a composite spectrum of quasars given by Laor et al. (1997) and the broad band spectrum of RE J1034+396 (e.g. Puchnarewicz et al. 2000) show clearly the existence of a single broad Big Blue Bump extending from optical/UV to soft X–ray band. Therefore using the analogy with these data we would favor our second solution.

The mass of the central black hole determined from the spectral analysis is somewhat higher than the value determined from the variability analysis (see Sect. 3.1.3). However, all quoted values are rather small for a quasar and comparable to the masses of the central black holes in Seyfert 1 galaxies such as NGC 5548, despite significantly higher bolometric luminosity.

## 4 Discussion

### 4.1 Determination of the black hole mass

The mass and luminosity estimates presented in this paper and those available in the literature render PG1211+143 as a relatively low-luminosity, low-mass object. Quasars constituting the sample of Laor et al. (1997) and Zhen et al. (1997) have black hole masses on average about $`1.4\times 10^9M_{}`$ but they have also higher luminosities, about $`10^{46}`$ erg s-1. An accurate measurement, however, is quite difficult to obtain. Our method based on the X–ray variability in the form of PDS measurement (see Sect. 3.1.3) gives $`\mathrm{log}(M)=7.0\pm 0.7`$, while the spectral fit indicates $`\mathrm{log}(M)=8.17`$. We did not give the formal error of this second measurement since the systematic error certainly dominates any statistical error involved. Nonetheless, the error in the value of the mass determined from the spectral fitting can be roughly estimated under the assumption that the outer part of the flow is well described by a standard Keplerian disk. The fit is based on two relationships. The first one is the asymptotic shape of the disk emission in optical band

$$F_\nu \nu ^{1/3}(M\dot{M})^{2/3}(\mathrm{cos}i)H_o^2f^{4/3},$$
(1)
where $`\mathrm{cos}i`$ is the inclination angle of the disk, $`H_o`$ is the adopted value of the Hubble constant and $`f`$ is the spectral correction given by the color temperature to the effective temperature ratio. The second constraint comes from the bolometric luminosity of the system

$$F_{bol}\dot{M}\eta H_o^2,$$
(2)
where $`\eta `$ is the efficiency of accretion. In our fits we adopted $`H_o=75`$ km s-1 Mpc-1, $`\mathrm{cos}i=1.0`$, $`f=1`$ and $`\eta =1/16`$. However, if those values in reality are different from the assumed ones, the derived mass will scale as

$$M=1.5\times 10^8f^2\eta (\mathrm{cos}i)^1(H_o/75)^1.$$
(3)
This means that the departure from a black body approximation and slight inclination of the system will tend to increase the mass, although not considerably. The color to effective temperature ratio was determined to be $`1.7`$ (Shimura & Takahara 1995; Sobczak et al. 1999). Merloni, Fabian, & Ross (2000) give even larger values for Galactic sources, but in the case of AGN, efficient bound-free transitions in heavy elements reduce $`f`$ significantly (Różańska 2000, private communication). Therefore the upper limit for $`f`$ seems to be about 1.7, and the most probable inclination is $`30^o`$, giving together an increase in the derived mass by a factor of 3. On the other hand, if there is a strong outflow close to the black hole, it will effectively decrease the standard efficiency of accretion, thus decreasing the mass. Strong outflow may give a factor of two, if it is comparable energetically to the outflows in radio-loud objects. On the grounds of this analysis, we can estimate an error in our determination from the spectral analysis as $`log(M)=8.17_{0.3}^{+0.5}`$. The lower limit is still not consistent within a formal error with the determination based on variability, but in that case it is difficult to estimate the possible systematic error of the method. As for the determination of Kaspi et al. (2000), the formal errors are small: $`4.05_{1.21}^{+0.96}\times 10^7M_{}`$, but recent analysis of the systematic errors of methods based on BLR properties indicates a possible factor of three error in both directions, due to technical problems with sampling as well as a possible (and quite probable) flattening of the BLR (Krolik 2000).

All this implies that taking the systematic errors into account, all measurements are roughly consistent with each other, even though they are highly inaccurate. We notice, however, that if we allowed for a maximally rotating black hole as a central object, our mass based on the spectral fits would be higher by a factor of 7. This result, however, would be rather difficult to reconcile with other measurements.

### 4.2 Luminosity state

PG1211+143 is both a quasar, and a Narrow Line Seyfert 1 galaxy. Temporal and spectral analysis presented in Section 3 show that the mass of the central black hole is rather low ($`5\times 10^72\times 10^8M_{}`$) for a source of such optical/X–ray bolometric luminosity ($`1.51.9\times 10^{45}`$ erg s-1). In a sample of Kaspi et al. (2000) it is on the border between normal Seyfert galaxies, NLS1 and quasars, having mass typical for a Seyfert1 but narrow $`H_\beta `$ line and larger luminosity than normal Seyferts. An interesting comparison can be made with Fairall 9 galaxy having broad $`H_\beta `$: when PG1211+143 is faint and Fairall 9 is exceptionally bright (Clavel, Wamsteker & Glass 1989) their luminosities are nearly equal. For those cases, the luminosity in Eddington units $`L/L_{Edd}`$ of PG 1211+143 remains only marginally larger than for Fairall 9 (we adopted the black hole mass of Firall 9 to be twice that of PG1211+143, after Kaspi et al. 2000).

The exact value of $`L/L_{Edd}`$ is not determined accurately since it depends on the black hole mass and bolometric luminosity determination. Our $`L/L_{Edd}`$ ratio determined from spectral fits ($`0.050.1`$) is somewhat lower than the value of 0.29 given by Kaspi et al. (2000) due to larger black hole mass and lower bolometric luminosity than resulted from BLR study and the use of monochromatic luminosity at 5100 Å. The source is strongly variable and our fits (as well as results of Kaspi et al. 2000) are mostly representative for a relatively faint state.

This result supports the view expressed by many authors (e.g. Pounds et al. 1995; Pounds & Vaughan 2000) that Narrow Line Seyfert 1 galaxies are objects accreting at a relatively high $`L/L_{Edd}`$ ratio. The analysis of the Compton reflection implies that the inclination to the accretion disk surrounding the nucleus is low, which is contrary to the scenario where NLS1 galaxies are viewed at a high inclination and their variability is caused by obscuration events (Brandt & Gallagher 2000; see also Boller 2000).

Weak hard X–ray producing corona (as compared to the large luminosity of the Blue Bump) and large $`L/L_{Edd}`$ ratio are consistent with the prediction of the two-temperature corona model (Janiuk & Czerny 2000), and the relatively low photon index even in this source ($`\mathrm{\Gamma }=2.18`$) suggests that models with strong advection cannot reproduce the observed spectrum well (Janiuk, Życki, & Czerny 2000). However, a non-accreting magnetic corona model, perhaps including some clumpiness, may well be viable, as argued by Poutanen & Fabian (1999).

### 4.3 Reflecting and Comptonizing medium

Our spectral analysis requires the existence of a number of various plasma zones: (1) very hot plasma, responsible for the hard X–ray emission, (2) moderately hot, moderately dense plasma responsible for Comptonization, (3) moderately hot plasma responsible for reflection and (4) a cold, dense disk. It is natural to pose the question whether the components (2) and (3) are actually the same medium but parameterized differently in the spectral fits.

Medium (2) has the temperature $`0.15`$ keV, or $`10^6`$K, and a large optical depth, $`\tau 10`$. Medium (3) has the ionization parameter $`\xi 500`$. Temperatures intermediate between the black body temperature and the Inverse Compton temperature are difficult to achieve by radiatively heated plasma, since there is a rapid transition between the two solutions (Krolik, McKee & Tarter 1981). This transition happens at $`\mathrm{\Xi }10`$ (see, e.g., Życki & Czerny 1994), and the relationship between the two ionization parameters is $`\xi =5\times 10^5T\mathrm{\Xi }`$. Plasma in zones (2) and (3) should be in such a transition state. Assuming $`\mathrm{\Xi }=10`$ and $`\xi =500`$ from plasma zone (3) we obtain the temperature consistent with the temperature of plasma zone (2). This would imply that the same medium which Comptonizes the disk photons coming from below also reflects the hard X–ray photons illuminating it from above.

Such interpretation clearly simplifies the geometry of the flow. The accreting stream consists simply of the outer black body disk and an inner disk which develops very optically thick ($`\tau 10`$), warm skin ($`T10^6`$K). A small fraction of energy is released in the form of hard X–ray emission above this skin. A possible schematic view of the flow is shown in Figure 10.

Similar values of the optical depth and the temperature of the “warm” plasma were derived for NGC 5548 by Magdziarz et al. (1998). However, in this source the magnitude of reflection was lower and it was not possible to locate geometrically the Comptonizing medium. Magdziarz et al. (1998) actually suggested that the radial transition zone from a classical disk to an inner ADAF-like flow is the most probable location. Another example of the presence of the warm skin was inferred from the XMM observations of PKS 0558-504 (O’Brien et al. 2000). Interestingly, numerous examples of a Comptonizing medium that modifies the shape of the spectrum in soft X–ray band were inferred from data for Galactic sources: for those, even before the effects of Comptonization, this soft component extends to higher energies as compared with AGN due to the higher disk temperature, and therefore can be more easily observed. Examples include Nova Muscae 1991 (Życki et al. 1998), Cyg X-1 (Gierliński et al. 1999), GRS 1915+105 (Vilhu & Nevalainen 1998), GS 2000+25, XTE J1550-564, GRO J1655-40 (Życki et al., in preparation), and the problem has been discussed in a review of Życki (2000).

Our results seem to indicate that, at least in sources like PG1211+143, this warm medium forms a horizontal layer. Its optical depth is only $`\tau 10`$, which is rather low in comparison to the total optical depth of the classical disk. Still, about 40 - 60% of the total gravitational energy dissipated by the flow is released in this zone, while the remaining $`5030\%`$ is released in the body of the disk. Roughly 10% of energy is emitted in hard X–rays and thus presumably released in the hot corona. However, this quantity is difficult to estimate due to the unobserved high energy cutoff.

### 4.4 Formation of the warm skin

Application of the thermal instability of the irradiated hot plasma by Krolik et al. (1981) to the vertical structure of the disk clearly shows that a warm skin, or a corona at the Inverse Compton temperature, forms above the cold disk. However, the details of the sharp transition between the disk and the Inverse Compton – heated corona are not clear (e.g. Begelman, McKee, & Shields 1983; Różańska & Czerny 1996; 2000; Nayakshin, Kazanas, & Kallman 2000; Nayakshin 2000).

Current models imply that the optical depth of this transition zone of intermediate temperature is generally very low and the total optical depth of the heated skin is never large. Results of Nayakshin et al. (2000) and Życki & Różańska (2000) allow at most for $`\tau 1.5`$ even if the X–ray radiation is released in compact regions leading to an enhancement of the irradiation under a hot spot by as much as two orders of magnitude. This is simply related to the fact thatthe X–ray heating does not penetrate deeply enough to support the high temperature of the transition zone.

Since the Comptonized component contains a significant fraction of the bolometric luminosity ($`4060`$ %), much larger than the fraction contained in the hard X–ray part (up to $`10`$ %) the Comptonizing medium cannot be heated by hard X–rays. For this reason, the discrepancy between the results quoted above and the large optical depth determined from our fits is not surprising. The dissipation must occur within this zone and we can attempt to compare the required amount of heating with most popular parametric prescription for the viscous dissipation of gravitational energy.

The properties of the reflection and Comptonization by the warm skin allow us to estimate the number density and the temperature of this medium at the optical depth of $`\tau 1.0`$. The temperature $`T_{warm}10^6`$ K results directly from the comptt fit to the data. The density can be determined from the ionization parameter of reflection $`\xi =500`$, assuming that the typical radius under discussion is $`20R_g`$ and the bolometric luminosity in hard X–ray band is $`10^{44}`$ erg s-1:

$$n=\frac{L_X}{r^2\xi }10^{12}\mathrm{cm}^3,$$
(4)
or equivalently, $`\rho 10^{12}`$ g cm-3. This medium is clearly Compton-cooled, since the efficiency of bremsstrahlung for such parameters, namely

$$\mathrm{\Lambda }_B=6.6\times 10^{20}\rho ^2T^{1/2}0.006\mathrm{erg}\mathrm{s}^1\mathrm{cm}^3$$
(5)
is two orders of magnitude lower than efficiency of Comptonization, which is

$$\mathrm{\Lambda }_C=F_{tot}\kappa _{es}\rho \frac{4kT}{m_ec^2}0.2\mathrm{erg}\mathrm{s}^1\mathrm{cm}^3,$$
(6)
where the value of $`F_{tot}10^{15}\mathrm{ergs}^1\mathrm{cm}^2`$ was estimated from the total bolometric luminosity $`10^{45}`$ erg s-1 and the distance of $`20R_g`$.

This large amount of cooling has to be compensated by the heating. The most popular parameterization of the heating in accretion flow is the $`\alpha `$ viscosity prescription introduced by Shakura & Sunyaev (1973). Two variants are most popular: $`\alpha P_{tot}`$ and $`\alpha P_{gas}`$. In the first case the amount of heating (in the context of a Keplerian flow) is given by

$$Q_{Ptot}^+=1.5\alpha P_{tot}\mathrm{\Omega }_K0.3\alpha \mathrm{erg}\mathrm{s}^1\mathrm{cm}^3,$$
(7)
where we approximated $`P_{tot}`$ by $`P_{rad}F_{tot}/c`$; the Keplerian angular velocity $`\mathrm{\Omega }_K`$ was estimated at $`20R_g`$ for a $`10^8M_{}`$ black hole mass. In the second case

$$Q_{Pgas}^+=1.5\alpha P_{gas}\mathrm{\Omega }_K3\alpha \times 10^3\mathrm{erg}\mathrm{s}^1\mathrm{cm}^3,$$
(8)
where the density and the temperature were taken from the previous estimates.

We see that the $`\alpha P_{gas}`$ variant of heating is by two orders of magnitude too small to compensate for the cooling. However, the $`\alpha P_{tot}`$ variant is of the right order of magnitude, provided the viscosity coefficient $`\alpha `$ is large. It does not explain the physical mechanism behind the heating but clearly indicates that $`\alpha P_{tot}`$ scaling is a good phenomenological description of the process.

### 4.5 Consequences of the $`\alpha P_{tot}`$ heating

There are two major consequences of the scaling favored by our analysis for the dissipation: disk instability and surface temperature gradient.

The disk models are known to be unstable under such scaling if the radiation pressure dominates, as it is the case in disks in active galaxies (Pringle, Rees, & Pacholczyk 1973; Ligthman & Eardley 1974). The disk is supposed to display strong outbursts in timescales of years, with about two orders of magnitude difference between the low and high luminosity states, as it is suggested by direct scaling of computations of the time evolution of Galactic sources (e.g. Honma et al. 1991; Szuszkiewicz & Miller 1998; Janiuk et al. 2000).

The variations of the Big Blue Bump on these timescales are observed in active galaxies in general (see Sect. 3.1.2), and the maximum variability (peak on PDS diagram) has not been determined yet for the far UV and soft X–ray band. This may be because such a peak is possibly at even longer timescales than can be inferred from observations covering a span of only 20 years. Therefore, we cannot yet determine the viscosity parameter $`\alpha `$ governing the timescales of outbursts. One aspect of the current data which may be in conflict with the above scenario is that the observed variations of the source luminosity do not appear as a fraction of a global outburst with the predicted large amplitude. There are, however, various effects which may lead to the difference between the modeled outbursts and the observed time behavior. The models studied so far did not include a warm skin as that discussed in Sect. 4.4. Moreover, any strong outflow is known to suppress the outburst amplitude, if the outflow is coupled to the temporary local accretion rate (Janiuk et al. 2000), and any irregularities in this outflow lead immediately to much more complex lightcurve than simple predictions would indicate (Nayakshin, Rappaport, & Melia 2000). In addition, if the viscosity parameter depends on the amount of the radiation pressure, the amplitude of the outburst can be reduced. Testing such scenarios is more promising in case of Galactic sources because of the shorter timescalesrequired.

Another aspect of the scenario that may present a conflict with observations is connected with the broadly discussed issue of the lack of Lyman edge in the observed spectra of AGN while the presence of such an edge is predicted by most models of accretion disk atmospheres (for a review, see Koratkar & Blaes 1999). Those studies, however, never included such a strong heating close to the surface as well as the accompanying Comptonization. Strong heating leads to a more isothermal atmosphere, as already argued by Laor & Netzer (1989), and Comptonization is also quite efficient in removing the edge, as stressed by Czerny & Zbyszewska (1991). Some of the recent papers already made a step towards reducing the predicted edge (Różańska et al. 1999; Madej & Różańska 2000a; Hubeny & Hubeny 1998) but most likely the issue cannot be fully resolved until heating is properly included in computations of the disk atmosphere.

### 4.6 Future observational tests

High resolution spectroscopy in soft X–ray band available now through Chandra and XMM data may provide an independent test of the physical conditions in the reflecting/Comptonizing warm skin. This region is not completely ionized so it is a source of intense emission lines, mostly of the hydrogen-like Ly$`\alpha `$ lines from CNO as well as Si, Mg, S and Ne. The presence of such lines has been possibly detected in the MCG–6-30-15 spectrum taken with the XMM (Branduardi-Raymont et al. 2000).

Computations of the irradiated slab predict the existence of such lines (Ross, Fabian, & Young 1999). Dumont et al. (2000) performed the radiative transfer in an irradiated slab under constant pressure, with the spectral slope of the incident radiation $`\mathrm{\Gamma }=2.0`$ and the high energy cut-off of 100 keV. In this case the equivalent width of the Ly$`\alpha `$ CVI, NVII and OVIII lines were equal to 1.6 eV, 2.3 eV and 7.4 eV for the ionization parameter $`\xi `$ (at the surface) of 300, and 1.3 eV, 2.8 eV and 11.5 eV for $`\xi =1000`$. Those values are quite similar to the EW measured in the X–ray spectrum of MCG–6-30-15 (Branduardi-Raymont et al. 2000). However, since in those considerations the slab was only radiatively heated from the outside, the high temperature zone was relatively thin (Thompson depth of 0.1 and 0.3, correspondingly). The optical depth of the Comptonizing medium determined by the data was on the order of 10. With this, it is difficult to predict if the additional heating in the interior of the warm skin interior may change these results.

On the other hand, the theoretical computations performed for a constant density irradiated medium, with harder incident flux ($`\mathrm{\Gamma }=1.9`$, extending up to 280 keV) indicated much larger EW, of order of 50 eV for $`\xi =1000`$ (Czerny & Dumont 1998) which suggests that EW of the soft X–ray lines is sensitive to the structure of the warm skin. Clearly, more detailed theoretical studies together with observational constraints on the line intensity and its profiles may help to resolve the problem of the formation of such warm skin. The models should include both the effect of Comptonization and kinematical/gravitational broadening of the line profiles, as both processes lead to development of red wings in emission lines, and may be difficult to differentiate.

## 5 Conclusions

The Narrow Line quasar PG1211+143 is considered to be a very good candidate to study the broad band emission and variability properties due to a rich sample of observational data available for this object. In this work, we considered the physical mechanisms which may be responsible for the optical, UV and X–ray emission and variability of this source, and we found that the following model can give a satisfactory explanation of the observations:

* The central object powering the source is a supermassive black hole with a mass $`M=10^72\times 10^8M_{}`$ and the luminosity to Eddington luminosity ratio is in the range of 5 - 40 %. Despite large errors both quantities are consistent with the explanation of the phenomenon of Narrow Line Seyfert galaxies based on a relatively low mass of the black hole and a high accretion rate.
* The emitted radiation originates in the cold accretion disk responsible for the optical/UV spectrum. Inner disk region develops a warm, optically thick skin, which produces the profound “soft excess” observed in the X–ray spectrum and is well modeled with a Comptonized black body emission. However, from the spectral analysis alone, it cannot be determined whether the source of seed photons for Comptonization is the cold accretion disk or a somewhat hotter plasma, and both explanations are possible.
* The warm disk skin is also responsible for the reflection of hard X–rays, which are emitted in the accretion disk corona. The latter has the form of active flares rather than forming a continuous medium.
* Both accretion disk and its warm skin are heated by the viscous dissipation process, which can be parameterized by $`\alpha P_{tot}`$ prescription. This may lead to the source luminosity variations resulting from the presence of regions where the radiation pressure is dominant.
* Measurements of the soft X–ray emission lines possible in the Chandra and XMM data and their comparison with theoretical models may help to test the warm skin structure.

Acknowledgments. We thank Piotr Życki and Asia Kuraszkiewicz for helpful discussions, and to Jill Bechtold, Adam Dobrzycki and their coauthors for supplying us with their HST spectrum of PG121+143 prior to publication. In the course of our research, we used data obtained through the HEASARC on-line service, provided by NASA/GSFC. This work was supported in part by grant 2P03D01519 of the Polish State Committee for Scientific Research. GM acknowledges support by NASA RXTE Observing Grant via the ADP program.


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# Mind The Gap

## 1 Motivation

The exact renormalisation group (ERG) is an important method for studying non-perturbative problems in quantum field theory.  The particular strength of this formalism is its flexibility, allowing for systematic approximations without being tied to the small coupling region. The extension to gauge theories makes it a promising tool for strong interactions.  For theories as complex as QCD, the application of the ERG – as of any other method – is bound to certain approximations. It is known that the integrated full flow approaches the full quantum effective action, independent of the choice for the regulator. In turn, the solution to a truncated flow typically depends on the regulator in pretty much the same way as approximate computations in perturbative QCD depend on unphysical parameters.

The origin of this spurious scheme dependence is understood as follows. The ERG flow is induced by an infrared regulator, which is a highly non-local function of momenta coupling to all operators of the effective action. Therefore, a change of the regulator function modifies the effective interactions amongst all operators. While this has no effect for the full solution, it matters for truncated ones: they are scheme dependent due to the absence of some neglected operators. Turning this observation around, it should be possible to identify optimised regulators which lead to a faster convergence of expansions, such that higher order contributions remain small and the physical information is almost exclusively contained in a few leading terms. This optimisation is of interest both conceptually and practically, and of great help for any high precision computation of physical observables.

In the present contribution, we discuss an optimisation criterion introduced in ref. . It is based on the infrared regulator, which, by definition, induces a gap for the effective inverse propagator. We explain why the extremisation of the gap leads to an improved convergence of the flow. The intimate link to the issue of spurious scheme dependence of approximate solutions is established. The optimisation is shown to provide a natural minimum sensitivity condition, which is compared with the principle of minimum sensitivity.  The question of predicitive power, an interesting connection between an optimised ERG and the Polchinski RG, and further applications are discussed as well. The computation of critical exponents for the Ising model serves as an illustration for our various findings.

## 2 Flows, regulators and the gap

The modern way of implementing an ERG goes by adding a regulator term quadratic in the fields $`d^dq\varphi (q)R_k(q^2)\varphi (q)`$ (for bosonic fields) to the action.  The operator $`R_k(q^2)`$, sometimes referred to as the regulator scheme (RS), induces a scale dependence, which, when written for the scale-dependent effective action $`\mathrm{\Gamma }_k`$, results in the flow equation

$$\frac{}{t}\mathrm{\Gamma }_k[\varphi ]=\frac{1}{2}\mathrm{Tr}\left\{\left(\frac{\delta ^2\mathrm{\Gamma }_k[\varphi ]}{\delta \varphi (q)\delta \varphi (q)}+R_k(q^2)\right)^1\frac{R_k}{t}\right\}.$$
(1)
Here, $`\varphi `$ denotes bosonic fields and $`t=\mathrm{ln}k`$ the logarithmic scale parameter. The right hand side of (1) contains the full inverse propagator and the trace denotes a sum over all indices and integration over all momenta.

The RG flow is specified through the operator $`R_k(q^2)`$, which can be chosen at will within some basic restrictions. First of all, it is required that $`R_k(q^20)>0`$. This ensures that the effective propagator at vanishing field remains finite in the infrared limit $`q^20`$, and no infrared divergences are encountered in the presence of massless modes. The second requirement is the vanishing of $`R_k`$ in the infrared, $`R_k(q^2)0`$ for $`k0`$. This guarantees that the scale-dependent effective action $`\mathrm{\Gamma }_k`$ reduces to the quantum effective action $`\mathrm{\Gamma }=lim_{k0}\mathrm{\Gamma }_k`$. The third condition to be met is that $`R_k(q^2)`$ diverges in the UV limit $`k\mathrm{\Lambda }`$. This way it is ensured that $`\mathrm{\Gamma }_k`$ approaches the microscopic action $`S=lim_{k\mathrm{\Lambda }}\mathrm{\Gamma }_k`$ in the ultraviolet limit $`k\mathrm{\Lambda }`$. These conditions guarantee that the flow (1) interpolates between the classical and the quantum effective action.

The main ingredient of the flow equation is the full regularised propagator. Its inverse differs from the ‘free’ one in an important aspect: it displays a gap as a function of momenta and remains strictly positive for $`k>0`$,

$$\underset{q^20}{\mathrm{min}}\left(\frac{\delta ^2\mathrm{\Gamma }_k[\varphi ]}{\delta \varphi (q)\delta \varphi (q)}|_{\varphi =0}+R_k(q^2)\right)=Ck^2.$$
(2)
The existence of the gap $`C>0`$ is an immediate consequence of $`R_k`$ being an infrared regulator as defined above. Its size depends on the regulator function. It can be made arbitrarily small, which corresponds to the removal of the regulator, but not arbitrarily large, $`C<\mathrm{}`$. This observation leads naturally to an extremisation condition which is the main topic of this contribution. In terms of the dimensionless inverse propagator at vanishing field $`P^2`$, the gap is given by

$$C=\underset{y0}{\mathrm{min}}P^2(y).$$
(3)
An explicit expression for $`P^2`$ is $`P^2(y)=y[1+r(y)]`$, where we have written the regulator in terms of a dimensionless function $`r(y)`$ as $`R_k(q^2)=q^2r(y)`$ and $`y=q^2/k^2`$. For simplicity, we also assumed a standard kinetic term. Higher order effects like wave-function renormalisations can be considered as well.

## 3 Optimisation

A simple extremisation condition based only on $`P^2(y)`$ follows from requiring the gap to be maximal with respect to the regulator scheme,

$$C_{\mathrm{opt}}=\underset{\mathrm{RS}}{\mathrm{max}}\left(\underset{y0}{\mathrm{min}}P^2(y)\right).$$
(4)
We denote those regulators as ‘optimal’ for which the maximum is attained. The criterion (4) is based only on the effective propagator at vanishing field which renders the optimisation condition universally applicable. No reference is made to a specific model or theory. Notice also that any regulator function $`R_k`$ can be characterised by a countably infinite set of parameters (because $`R_k(q^2)`$ is at least square-integrable), of which only one is fixed by the optimisation criterion (4).

In ref. , we have provided a number of physical interpretations of the criterion (4), linked to the convergence of amplitude expansions, the convergence of the derivative expansion, the approach to convexity and the pole structure of threshold functions. The perhaps simplest physical explanation is given as an expansion of the flow equation in inverse powers of $`P^2(y)`$. Such expansions always exist, simply because $`P^2`$ displays a gap. The corresponding expansion coefficients  are moments of a scheme-dependent kernel $`K`$ w.r.t. powers of $`1/P`$,

$$a_n=_0^{\mathrm{}}𝑑yK[r]P^n(y).$$
(5)
Explicit examples for $`K`$, which depends on the specific physical quantity studied, are given in ref. . Here, we only need to know that the kernel $`K`$ for general expansion coefficients is finite, peaked, and suppressed for sufficiently large momenta $`q^2/k^2`$. This is a direct consequence of the constraints for $`R_k`$ and the structure of the flow.

Let us consider the large-$`n`$ behaviour of the coefficients (5). The factor $`P^n`$ strongly suppresses $`a_n`$ in the limit $`n\mathrm{}`$ because $`P^2`$ itself displays a gap and diverges for large momenta. The sole contribution to the integrand will then come from the minimum of $`P^2`$ where the integrand is the least suppressed. Taking into account that the kernel $`K`$ is well-behaved, we can conclude that the size of the pole (3) determines the size of the expansion coefficient

$$a_nC^{n/2}$$
(6)
for sufficiently large $`n`$, apart from a $`K`$-dependent (but $`n`$-independent) numerical prefactor. This brings us directly to the radius of convergence for amplitude expansions, defined as the ratio $`a_n/a_{n+2}`$ of two successive expansion coefficients in the limit $`n\mathrm{}`$. Making use of (6) it is found that the radius is given by the size of the gap (3), independent of $`K`$. Hence, the condition for maximising the radius of convergence coincides with the optimisation condition (4).

## 4 Optimisation vs. scheme dependence

The optimisation condition can be seen as a natural minimum sensitivity condition, linked to the spurious scheme dependence of approximate solutions to the flow equation. This statement deserves some explanation. Let us consider the scheme dependence of a physical observable $`O_{\mathrm{phys}}`$. Without loss of generality, we may assume that the effective action has been parametrised by a set of ‘couplings’ $`\lambda _m`$. Also, the scheme is parametrised by sets of numbers $`a_n`$. Solving the flow equation for a given set of initial values gives the couplings $`\lambda _m`$ as functions of the initial values and of the parameters $`a_n`$. Physical observables are functions of the couplings $`\lambda _m`$. Introducing the notation ‘(RS)’ for a parametrisation of different classes of regulators, the spurious scheme dependence of $`O_{\mathrm{phys}}`$ is

$$\frac{dO_{\mathrm{phys}}}{d(\mathrm{RS})}=\underset{\lambda _m,a_n}{}\frac{dO_{\mathrm{phys}}}{d\lambda _m}\frac{d\lambda _m}{da_n}\frac{da_n}{d(\mathrm{RS})}.$$
(7)
The factors $`dO_{\mathrm{phys}}/d\lambda _m`$ and $`d\lambda _m/da_n`$ are in general non-vanishing and solely determined by the physical problem and the chosen parametrisation of the effective action. The factors $`da_n/d(\mathrm{RS})`$ encode the essential scheme dependence. In general all terms in (7) are non-vanishing and scheme-dependent. For the full solution (no approximations) the sum vanishes for all (RS). For approximate solutions, (7) does not vanish automatically for all (RS). Let us consider the factors $`da_n/d(\mathrm{RS})`$ in more detail. Within an amplitude expansion we can use the coefficients (5) (with possibly different kernels) to parametrise the regulator. Their RS dependence is given by

$$\frac{da_n}{d(\mathrm{RS})}=_0^{\mathrm{}}𝑑x𝑑y\left[\frac{\delta K[r](x)}{y\delta r(y)}\frac{n}{2}\delta (xy)\frac{K[r](y)}{y[1+r(y)]}\right]P^n(y)\frac{dP^2(y)}{d(\mathrm{RS})}.$$
(8)
In general, the factor in square brackets does not vanish. However, for $`n`$ sufficiently large the integrand is strongly peaked due to the factor $`P^n`$ which gives the main contribution to the integrand at its maximum – which is the minimum of $`P^2(y)`$. In this case the sole contribution to the integral comes from the region around the minimum of $`P^2(y)`$. At this minimum we can replace $`dP^2(y)/d(\mathrm{RS})`$ by $`dC/d(\mathrm{RS})`$. Apart from a (finite) numerical prefactor, we obtain for (8), consistent with (6),

$$\frac{da_n}{d(\mathrm{RS})}\frac{dC}{d(\mathrm{RS})}.$$
(9)
The r.h.s. of (9) vanishes for optimised regulators, due to (4). Hence, we have just shown that the optimisation removes, for a given class of regulators, the essential scheme dependence due to (8). Therefore it provides a natural minimum sensitivity condition, regardless of the truncation or the theory or the observable considered.

## 5 Optimisation vs. principal of minimum sensitivity

Let us contrast the optimisation condition with the well-known principal of minimum sensitivity (PMS) , originally invented in the context of perturbative QCD. Given a class of regulators, the PMS condition singles out those schemes which make (7) vanish for the truncated case. This way, the spurious dependence on unphysical parameters is removed. The straightforward use of a PMS condition for flow equations has, however, a number of shortcomings: a solution to the PMS condition cannot be guaranteed; it may not be unique; it generically is non-universal, depending on the specific theory, on the specific observable, on the truncation and on the class of regulator function used for the extremisation.

To be more explicit, consider the Ising universality class, a $`N=1`$-component real scalar field theory in $`3d`$ at the Wilson-Fisher fixed point. The critical exponent $`\nu _{\mathrm{ERG}}`$ is the inverse of the single positive eigenvalue of the stability matrix at criticality. To leading order in a derivative expansion it depends on the scheme. We make use of the results of ref. , where the authors solved the PMS condition numerically within a polynomial expansion of the scaling potential for three classes of regulators parametrised as $`r_{\mathrm{exp}}=1/[2^{y^b}1]`$, $`r_{\mathrm{power}}=y^b`$ and $`r_{\mathrm{mix}}=\mathrm{exp}\left[b(y^{1/2}y^{1/2})\right]`$, all for $`b1`$. One solution $`b_{\mathrm{PMS}}`$ for each regulator, with a very weak dependence on the truncation, has been reported explicitly in ref. . A second solution exists for $`r_{\mathrm{exp}}`$ and $`r_{\mathrm{power}}`$ in the limit $`b\mathrm{}`$, given by the sharp cut-off regulator.  In order to facilitate a comparison with the corresponding optimised regulator, we convert the PMS parameters $`b_{\mathrm{PMS}}`$ into gaps $`C_{\mathrm{PMS}}`$, using (3). In Tab. 1, the ratios $`C_{\mathrm{PMS}}/C_{\mathrm{opt}}`$ are given for all different solutions to the PMS condition.

Tab. 1: Optimisation vs. PMS for specific regulators: two PMS solutions for $`r_{\mathrm{exp}},r_{\mathrm{power}}`$ and one for $`r_{\mathrm{mix}}`$ (see text).

| Regulator | $`r_{\mathrm{exp}}`$ | $`r_{\mathrm{power}}`$ | $`r_{\mathrm{mix}}`$ |
| --- | --- | --- | --- |
| $`C_{\mathrm{PMS}}/C_{\mathrm{opt}}`$ | $`0.999,\frac{1}{2}`$ | $`0.963,\frac{1}{2}`$ | $`0.984`$ |

There are a few lessons to be learnt from Tab. 1. Solutions to the PMS condition indeed depend on the chosen set of regulator functions and, though weakly, on the truncation. Furthermore, it can be shown that the PMS condition is solved by the sharp cut-off for any theory, any observable and any truncation.  Hence, the PMS condition by itself is not sufficient to single-out a unique solution and additional criteria (like convergence properties ) are required.

In turn, the optimisation condition (4) clearly discards the sharp cut-off simply because $`C_{\mathrm{sharp}}/C_{\mathrm{opt}}=\frac{1}{2}1`$. More importantly, we notice that one solution of the PMS condition is always very close to the corresponding solution obtained from optimising the propagator gap! This implies that the corresponding critical exponents obey $`\nu _{\mathrm{PMS}}/\nu _{\mathrm{opt}}1`$, a direct consequence of the vanishing of (9) for optimised regulators. This shows explicitly that the optimisation provides a natural minimum sensitivity condition, which, for the above reasons, has more predictive power than the standard PMS condition. For a detailed discussion, see ref. .

## 6 Optimisation vs. predictive power and outlook

In order to address the issue of predictive power, we ressort to the example of the previous section. Let us elaborate on the conjecture alluded to in the beginning, namely that the values $`\nu _{\mathrm{opt}}`$ are in the vicinity of the physical value $`\nu _{\mathrm{phys}}`$. More generally, the conjecture applies for generic observables. It is substantiated by our above analysis, which adds two important pieces of information: $`(i)`$ the critical exponent $`\nu _{\mathrm{ERG}}`$, a scheme-dependent number, is bounded as a function of the scheme ; $`(ii)`$ the boundary value $`\nu _{\mathrm{opt}}`$ is attained for $`r_{\mathrm{opt}}=(\frac{1}{y}1)\mathrm{\Theta }(1y)`$ (see ref.  for the derivation of $`r_{\mathrm{opt}}`$). Explicitly, we find that $`\nu _{\mathrm{ERG}}\nu _{\mathrm{opt}}`$ with $`\nu _{\mathrm{opt}}=0.64956\mathrm{}`$, while the physical value is given by $`\nu _{\mathrm{phys}}0.625`$ (Ising universality class). Here, the optimised value is indeed the closest to the physical one.

These particular results are interesting for another reason. We have computed the first few eigenvalues at criticality in the optimised case, including the critical exponent $`\nu _{\mathrm{opt}}`$ for all $`N`$ Our results agree, to all published digits, with the corresponding ones from the Polchinski RG . This is a very surprising result for at least two reasons. First of all, the ERG and the Polchinski RG, linked by a Legendre transform, have inequivalent derivative expansions. Secondly, the Polchinski RG is scheme-independent to leading order in the derivative expansion  while the ERG isn’t. Our findings point towards a more subtle picture: the ERG contains a redundant scheme freedom, which, when removed, makes the results of the two RGs equivalent in the present example.

The present analysis closes a gap in the ERG formalism by providing an understanding of the spurious scheme dependence and the related convergence of approximate solutions. This control of the flow is mandatory for reliable physical predictions. Extensions of these considerations to the case of fermions or gauge fields are straightforward.  For gauge theories, modified Ward or BRST identities  ensure the gauge invariance of physical Green functions, and the optimisation criterion is compatible with such an additional constraint. Also, the wave function renormalisation can be taken into account in the usual manner without changing the optimisation condition.  This optimisation works also for field theories at finite temperature within the imaginary or the real-time formalism.  Finally, it would be interesting to see how these ideas apply to Hamiltonian flows .

## Acknowledgements

It is a pleasure to thank the organisers for a stimulating conference. Financial support from the University of Heidelberg is gratefully acknowledged.

## References


text:
# On the critical behavior of a lattice prey-predator model

## I Introduction

The study of prey-predator systems has attracted a lot of attention since the pioneering works of Lotka  and Volterra . Working at a mean-field level (homogeneous populations) they showed that, depending on the initial state, the system can evolve toward a simple steady-state or a limit cycle, in which the populations oscillate periodically in time.

An important question is the understanding of the role played by the local environment on the dynamics (spatial effects)  and, accordingly, many extended prey-predator models have been studied during the past years . Recently, a simple prey-predator model was introduced by some of us . Although governed by only two control parameters, this model exhibits a rich phase diagram. As a function of the two control parameters $`\lambda _a`$ and $`\lambda _b`$, which are the growth rates of prey and predator respectively, two different phases are observed: a pure prey phase (P), and a coexistence phase of prey and predator in which an oscillatory (O) region and a non-oscillatory (NO) region can be distinguished. For a system size $`L\mathrm{}`$, these three different domains meet at a particular point, called $`T=(\lambda _a^T,\lambda _b^T)`$ (precise definitions are given below). It was shown  that $`\lambda _a^T=0`$ and $`\lambda _b^T5.0\pm 0.3`$. For $`\lambda _a>0`$, a phase transition line between the pure prey phase and the coexistence phase is present, and the critical exponents along this line are the ones of directed percolation (DP) . However, it was also observed that when the growth rate of prey $`\lambda _a0`$ and $`\lambda _b>\lambda _b^T`$, the model undergoes a non-DP continuous phase transition. Since the directed percolation is a generic universality class for models with absorbing states (unless some special conditions are satisfied ), existence of such a transition is certainly surprising. These two lines of different continuous non-equilibrium phase transition meet at the bicritical point $`T`$ , and one forecast that the critical behavior at this particular point may also belong to a new universality class.

The goal of this paper is to study in more details the properties of these non-DP phase transitions. First, we perform extensive steady-state simulations, which confirm the non-DP character of the transition in the limit $`\lambda _a0`$ and $`\lambda _b\lambda _b^T`$.

As it was already shown , in this limit the model exhibits oscillatory behavior. But, in addition to that, for $`\lambda _a=0`$ the model has infinitely many absorbing states. These two properties are responsible for a rather peculiar behavior of the model, which becomes particularly transparent when the model is examined using the dynamical Monte Carlo method. When applied to models with infinitely many absorbing states, this dynamical method uses the so-called natural absorbing states, which are the most likely states to be reached by the dynamical evolution of the system. We show, however, that this common but somehow heuristic procedure fails here. Indeed, for the present model, natural absorbing states contain only short-ranged islands of prey on which spreading is not critical. To restore criticality of spreading we generated the absorbing states using a quasi-static approach to the critical point. This example shows that for some models with infinitely many absorbing states a special approach is needed to examine the dynamical properties of the critical point.

The paper is organized as follows. In Sec. II, the model is defined and some of its properties discussed. A thorough investigation of the critical behavior has been made using two different complementary approaches. In Sec. III, the critical behavior is investigated using steady state properties while in Sec IV one uses dynamical Monte Carlo method. It is shown that for $`\lambda _a0`$ and $`\lambda _b\lambda _b^T`$ the steady-state exponents are indeed mean-field-like, while the dynamical exponents are non-universal depending continously upon $`\lambda _b`$. Nevertheless, trace of the mean-field character of the transition shows up in scaling relation among dynamical exponents. The critical behavior at point $`T`$ is also investigated, and it turns out that the corresponding exponents belong to a new universality class. Finally, physical arguments explaining the above findings are given in Sec. V.

## II Model

The model used in Ref.  is defined as follows. Each cell of a two-dimensional square lattice (of size $`L\times L`$, with periodic boundary condition), labeled by the index $`i`$, can be at time $`t`$, in one of the three following states: $`\sigma _i=0`$, 1, and 2. A cell in state 0, 1, or 2 corresponds, respectively, to a cell which is empty, occupied by prey, or simultaneously occupied by prey and predators. The transition rates for site $`i`$ are (i) $`01`$ at rate $`\lambda _a(n_{i,1}+n_{i,2})/4`$, (ii)$`12`$ at rate $`\lambda _b(n_{i,2})/4`$, and (iii) $`20`$ at rate 1, where $`n_{i,\sigma }`$ denotes the number of nearest neighbor sites of $`i`$ which are in the state $`\sigma `$. The first two processes model the spreading of prey and predators. The third process represents the local depopulation of a cell due to overly greedy predators. The rate of the third process is chosen to be 1, which sets the time scale, hence $`t`$, as well as $`\lambda _a`$ and $`\lambda _b`$ are dimensionless quantities.

The properties of this model have been investigated both by mean-field and Monte-Carlo methods . The Monte-Carlo result extrapolated to the case $`L\mathrm{}`$ is summarized in Fig. 1. The transition line between the prey phase and the coexistence phase, $`\lambda _b^{}(\lambda _a)`$, belongs to the directed percolation universality class , as expected, and terminates at the point $`T(\lambda _a^T=0,\lambda _b^T)`$, where the P, O, and NO domains meet. For $`\lambda _b>\lambda _b^T`$, the transition between the oscillatory domain of the coexistence phase and the prey phase takes place at $`\lambda _a=0`$. Along this transition line the predator density approaches zero as a power law $`b\lambda _a^{\beta _2}`$, with $`\beta _21`$, and so, does not belong to the DP class, which is somehow unexpected. The value $`\beta _21`$ lead to the conjecture  that this second transition could be mean-field-like. There is a crossover between the O and NO parts of the coexistence phase. The purpose of the present study is to give a complete description of the nature of the transitions near the line $`\lambda _a=0`$ for $`\lambda _b\lambda _b^T`$.

It is worth to mention, that our model is closely related to a model introduced by Drossel et al.   to investigate the effect of immunization in an extension of the simple forest-fire model . This three-state model (0: empty site, 1: tree, and 2: burning tree) differs from our model in some details: the growth rate of a tree ($`\sigma :01`$) is $`p`$, independently of the environment, and a tree is ignited ($`\sigma :12`$) with rate $`(1g)\mathrm{\Theta }(n_2)`$, ($`\mathrm{\Theta }`$ is the usual Heaviside-function). This second process models the immunization of trees against fire. The third process ($`\sigma :20`$) happens at rate 1. For non zero immunity and $`p>0`$ Albano  showed that the transition toward a single absorbing state is DP like, while for $`p=0`$ (at the end point of the DP transition line), the transition belongs to the dynamical percolation universality class, and the absorbing state is not unique.

## III Steady state study of the critical behavior

Extensive Monte-Carlo simulations for system sizes up to $`4000\times 4000`$ have been performed to investigate the behavior of the predator density $`b`$, for $`\lambda _a0`$ and three different values of $`\lambda _b`$, namely, $`\lambda _b=4.67`$, 5.0, and 6.0, following trajectories of type 2 and 4 in Fig. 1. The value $`\lambda _a=0,\lambda _b=4.67`$ corresponds to the best determination of the end point T, obtained by the dynamical approach described below. Owing to the oscillatory behavior near the critical line ($`\lambda _a=0,\lambda _b>\lambda _b^T`$), the system very easily evolves into an absorbing state, where the predators are extinct, therefore careful initialization is needed in the simulations. Usually $`10^4`$ MCS ”thermalization” were applied following $`10^4`$ MCS ”approaching” time where $`\lambda _a`$ was decreased continuously. The densities and the fluctuations of prey and predators were averaged over $`2\times 10^5`$ MCS for each $`\lambda _a`$, $`\lambda _b`$ points. It is found that $`b\lambda _a^{\beta _2}`$ for $`\lambda _a0`$. In order to see corrections to scaling, we compute the effective exponent

$$\beta _{eff}(\lambda _a(i))=\frac{\mathrm{ln}b(\lambda _a(i))\mathrm{ln}b(\lambda _a(i1))}{\mathrm{ln}\lambda _a(i)\mathrm{ln}\lambda _a(i1)}.$$
(1)
where $`\lambda _a(i)`$ and $`\lambda _a(i1)`$ are two consecutive values of the control parameter $`\lambda _a`$.

As the Fig. 2 shows, for $`\lambda _b=5`$ and 6, the linear extrapolation of $`\beta _{eff}`$ converges to $`1`$ within statistical errors

$`\beta _2(\lambda _b=5.0)=1.01(1),`$ (2)
$`\beta _2(\lambda _b=6.0)=0.96(2).`$ (3)
For $`\lambda _b=4.67`$ (trajectory of type 2 in Fig. 1) it goes to a somewhat higher value, and one finds

$$\beta _2(\lambda _b=4.67)=1.33(4).$$
(4)
The measurement of the fluctuations

$`\chi _b=L^2(bb)^2\lambda _a^\gamma `$ (5)
are less precise and we estimate $`\gamma =0.6(16)`$ at $`\lambda _b=4.67`$, and $`\gamma 0`$ for $`\lambda _b=5`$, 6.

For $`\lambda _b>\lambda _b^T`$ these values are consistent with the previous prediction  $`\beta _21`$. However, at the bicritical point $`T`$ the value of $`\beta _2`$ is completely different and thus belongs to a new universality class.

## IV Dynamical study of the critical behavior

A very useful technique to study the critical properties of a system with absorbing states is the so-called dynamical Monte Carlo method . In this approach, the system is prepared in an initial state, which is one of the absorbing states up to one site, which is set to be in the active state. One considers an ensemble of trials starting from the same initial state. Certain dynamical quantities exhibit a power law behavior when the system is critical. For example, the survival probability behaves as

$`P(t)t^\delta .`$ (6)
The deviation from this power law behavior, when the system is off-critical, provides a very precise way to locate the critical point.

The number of active sites $`N(t)`$ behaves as

$`N(t)t^\eta `$ (7)
while, for the mean square spreading from the origin $`R^2(t)`$

$`R^2(t)t^z,`$ (8)
where the dynamical exponent $`z=2\nu _{}/\nu _{}`$ is the ratio of the critical exponents of spatial ($`\nu _{}`$) and temporal ($`\nu _{}`$) correlation lengths. Some scaling relations between these exponents can be also derived .

We made various simulations using the dynamical Monte Carlo method and our results are summarized below.

### A Case of $`\lambda _a=0`$

First, we simulated the model on the $`\lambda _a=0`$ line, taking, as an absorbing state, a lattice filled with prey (trajectory of type 3 in Fig. 1). Measuring the survival probability $`P(t)`$, we found that $`\lambda _b=\lambda _b^T4.67`$ is the critical point, which separates the absorbing phase ($`\lambda _b<\lambda _b^T`$) and the phase with annular growth ($`\lambda _b>\lambda _b^T`$). Measuring the slope at $`\lambda _b=\lambda _b^T`$ (see Fig. 3) we estimate $`\delta 0.095(5)`$, which is very close to the value obtained for dynamical percolation, for which, in two dimensions, $`\delta =0.092`$ . Moreover, using (7) and (8) we obtained $`\eta =0.60(5)`$ and $`z=1.72(4)`$, which are also very close to the dynamical percolation values.

Note that the usual $`\beta `$ exponent for dynamical percolation, which takes the value $`\beta 0.14`$, is defined through $`b(\lambda _b^T\lambda _b)^\beta `$, which differs from our definition of $`\beta _2`$ in Sec. III. Thus it is not surprising that these two exponents differ. Note also that the dynamical estimation of the critical endpoint $`\lambda _b=\lambda _b^T`$ has been used in the static approach of Sec. III.

### B Case of $`\lambda _a>0`$

The same scheme was used for $`\lambda _a>0`$. The critical point was located for $`\lambda _a=0.5`$ and 1 (trajectory of type 1 in Fig. 1), and they agree with the steady state results of Ref. . Measuring the slope at criticality (see Fig. 4) we estimate $`\delta 0.45`$, i.e., the value compatible with DP . The fact, that for $`\lambda _a>0`$ the phase transition belongs to the DP universality class, was already confirmed using the static calculations .

In Sec. II we already noticed the similarity of the present model with a forest-fire model with immunization. Results presented in this section provide farther arguments supporting such an analogy. Indeed, dynamical exponents measured by Albano for the forest fire model are also close to the dynamical percolation (without growth of tree) and the directed percolation (with growth of tree) .

### C Inhomogeneous absorbing states

Static simulations suggest that the model becomes critical on the line $`\lambda _b>\lambda _b^T`$ and $`\lambda _a=0`$. Moreover, let us notice that for $`\lambda _a=0`$ there are infinitely many absorbing states: indeed, any configuration without predators is an absorbing state. It is well known that dynamical Monte Carlo method can be applied also to models with infinitely many absorbing states. However, as we will see below, applicability of this method to the criticality on this line requires serious reconsiderations.

First, let us recall that the dynamical Monte Carlo method for models with infinitely many absorbing states usually uses the so-called natural absorbing states, i.e. states which are reached by the model’s dynamics. Numerical evidence suggests that for such states the dynamical critical point coincides with the static one. Moreover, dynamical exponents $`\delta `$ and $`\eta `$, measured on such states, take universal values.

Following this prescription, we generated natural absorbing states for $`\lambda _a=0`$ and $`\lambda _b>\lambda _b^T`$, and then used such states to perform dynamical simulations. An initial configuration was chosen randomly, with equal probabilities of a site being empty, occupied by prey, or simultaneously by prey and predator. Fixing $`\lambda _a(=0)`$ and $`\lambda _b`$, we then allowed the system to evolve until an absorbing configuration was reached (i.e. all predators die out). Our results, presented in Fig. 5, show, however, that the spreading of activity is not critical (i.e. power-law), but rather exponential. But we can argue that this is not surprising. Indeed, a random initial configuration (with probability of prey equal 1/3) is below the percolation threshold with respect to the clusters of prey, and contains only finite clusters of them . On such clusters activity has certainly finite duration (for $`\lambda _a=0`$ prey do not grow) and the exponential decay of $`P(t)`$, as it can be seen in Fig. 5, is an expected feature.

Clearly, the lack of criticality in $`P(t)`$ is due to the finiteness of prey clusters in the natural absorbing states. In principle, we can cure this effect starting from random initial configurations but containing larger fraction of prey. For sufficiently large concentrations the system will be above the percolation threshold and activity will be able to spread infinitely. Probably, for a certain concentration of prey we can tune the system to have power-law decay for $`P(t)`$. Such a procedure, however, is somehow artificial, and criticality of spreading will not be related with the static criticality of the system.

The question arises here, whether it is possible to generate absorbing states on which spreading would be critical, and where this criticality would be generated “more naturally”? Hopefully, criticality of spreading on absorbing states obtained during such a procedure should be related with the steady-state criticality of the model. In the following we suggest a procedure which imitate the quasi-static approach to the critical point on the line $`\lambda _a=0`$. In our approach we gradually reduce $`\lambda _a`$ according to the formula:

$$\lambda _a=\lambda _a^0\mathrm{exp}(rt),$$
(9)
where $`\lambda _a^0=1`$ and $`r`$ is the ’cooling’ rate. \[We expect that the detailed time dependence in Eq. (9) is not relevant as long as it is a slow process\]. We terminate the cooling when an absorbing state is reached. When the cooling is slow, the system have enough time to build large clusters of prey. Our simulations for $`\lambda _b=6`$ suggest (see Fig. 5) that in the limit $`r0`$, such absorbing states are critical, with $`\delta =0.59(10)`$ (along trajectories of type 5 in Fig. 1). Measuring the number of active sites $`N(t)`$, and using Eq. (7) we estimate $`\eta =0.34(10)`$ (see Fig. 6). The departure of the curves from a straight line observed for large values of time is related to the finiteness of the cooling rate. Moreover, we measured the averaged squared distance $`R^2(t)`$, and using Eq. (8) we obtain $`z=2.0(1)`$ (see Fig. 7). Actually, we expect that the correct value of this exponent is $`z=2`$. Indeed, in Eq. (8) one makes the average only over surviving runs, thus the long-time contributions to $`R^2(t)`$ come from the rare events, when the activity happened to be placed on a large island of prey. Since $`\lambda _b>\lambda _b^T`$, the activity on such islands spreads in a deterministic way (annular growth), which leads to $`z=2`$.

The same procedure for $`\lambda _b=8`$ yields: $`\delta =0.35(10)`$, $`\eta =0.67(10)`$ and $`z=2.0(1)`$. (Relatively large errors of estimations of critical exponents are due to several, and difficult to estimate factors, as finite time $`t`$, finite cooling rate $`r`$, and statistical fluctuations.) Such results confirm that $`z=2`$, and suggest that exponents $`\delta `$ and $`\eta `$ might change continuously with $`\lambda _b`$. Non-universality of these exponents is a well-known property for some other models belonging to the directed percolation universality class . Note, however, that the situation is different in our case, because the non-universality is related to the value of $`\lambda _b`$, rather than to the choice of the initial state. Such control parameter dependence has already been observed in other models . Note that non-universal behavior is not present along the DP line since the corresponding absorbing state is unique. Let us finally note that $`\delta +\eta `$ seems to be close to unity, which is an exact mean-field result ($`\delta _{MF}=1,\eta _{MF}=0`$). This is the only dynamical trace of the mean-field nature of the transition observed in the steady state. Let us emphasize, however, that the criticality of spreading appears only if we prepare the absorbing states using the method which mimics the quasi-steady-state evolution of the model.

## V Conclusions

The detailed investigation of the critical properties of a simple prey-predator model introduced in Ref.  showed the presence of three different types of non-equilibrium phase transitions between active and absorbing states. First, the existence of a usual DP-like transition line was confirmed at $`\lambda _b^{}(\lambda _a)`$ for $`\lambda _a>0`$. Second, a mean-field-like transition was observed for $`\lambda _a0`$, $`\lambda _b>\lambda _b^T`$. The mean-field character of this transition can be explained in terms of oscillations present in the model. Indeed, as described in Ref. , when $`\lambda _a0`$, the system is subject to large density oscillations. These oscillations are generating an important local mixing of the possible states, leading to a mean-field-like behavior. The criticality along the $`\lambda _a=0`$ line was confirmed with the dynamical approach using specially prepared inhomogeneous initial states. Some dynamical trace of the mean-field nature of this transition was also observed. Third, at the bicritical point $`T`$, where the two different critical lines meet, we found a dynamical percolation type transition moving along the $`\lambda _a=0`$ line, while approaching the $`T`$ point from finite $`\lambda _a`$’s we observed a new type of critical behavior.

The measured exponents corresponding to the $`\lambda _a=0`$ line are summarized in Table I. The best numerical estimates for the critical exponents of the two-dimensional dynamical percolation are given for comparison: $`\delta =0.092`$, $`\eta =0.586`$, and $`z=1.771`$ .

###### Acknowledgements.

This work has been partially supported by the Swiss National Foundation, the Hungarian Academy of Sciences (Grant OTKA T-25286, T-029792 and Grant Bolyai BO/00142/99), and by the Polish State Committee for Scientific Research (5 P03B 032 20). The simulations were performed partially on the SZTAKI parallel computing cluster.