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# Quasar Evolution and the Baldwin Effect in the Large Bright Quasar Survey

## 1. Introduction

Because the simplest photoionization models for the emission-line regions of quasars predict a linear proportionality between line and continuum strength, diagnostics such as equivalent widths (the ratio of integrated line flux over local continuum flux density) would be expected naively to be independent of continuum luminosity. Baldwin (1977) first noticed that the CIV $`\lambda 1549`$Å emission line equivalent width ($`W_\lambda `$ hereafter) in quasars decreases with increasing UV continuum ($`1450`$Å) luminosity. Since flux ratios like $`W_\lambda `$ are distance-independent, this discovery brought hope that, regardless of its physical explanation, the ensemble Baldwin Effect (EBEff hereafter) might enable quasars (QSOs) to be used as a “standard candle” in measuring cosmological distances.

Unfortunately, the large dispersion in this anticorrelation (e.g., Baldwin, Wampler, & Gaskell 1989; Zamorani et al. 1992) yields poor distance calibrations relative to other standard candles. Relative luminosity distances accurate to 10% at $`z0.5`$ and 20% at $`z=1`$ are becoming possible with Type Ia supernova measurements (e.g., Garnavich et al. 1998; Perlmutter et al. 1999). Combining these results with those of Boomerang, COBE, Planck, and MAP should more tightly constrain cosmological models in the near future (Park et al. 1998; Melchiorri 2000). A deeper understanding of the EBEff, elusive though it still seems, is worth pursuing for several reasons. First, QSOs represent the most distant non-transient bright objects observable in the Universe, extending to $`z6`$ (Fan et al. 2000). Second, substantial reduction in the scatter is not critical to use of the EBEff for cosmology. A ‘main sequence fitting’ approach with an ensemble of quasars could yield useful cosmological constraints, as long as we can be confident that there are no significant unaccounted for evolutionary effects (Baldwin 1999). Third, the EBEff harbors some important information on the nature and evolution of QSOs themselves. If we can understand both the origin of the EBEff and the source(s) of scatter, we will have learned much about the intrinsic physics of QSOs.

Physical processes or variables that could dominate the EBEff were recently sketched by Sergeev et al. (1999) and Green (1999), and include (1) Geometry - The inclination of an accretion disk could change the apparent continuum luminosity alone (Wilkes et al. 1999; Netzer, Laor, & Gondhalekar 1992). (2) Covering factor - A decrease in covering factor of broad emission line (BEL) clouds with luminosity (Wu, Boggess, & Gull 1983). (3) Optically thin clouds - As the dominant ionization state of the element changes, a flat or even negative correlation between continuum flux and line emission for a given species can result (Shields, Ferland & Peterson 1995). (4) Changes in spectral energy distribution (SED) with luminosity - A softer ionizing continuum in more luminous nuclei (Green 1998; Korista et al. 1998; Wandel 1999a) causes a decrease in emission line flux.

Observationally, a significant EBEff has been claimed not only for CIV, but also for ions such as OVI, He II, CIII\], Mg II, and Ly$`\alpha `$ (e.g., Tytler & Fan 1992; Zamorani et al. 1992). In all cases, we refer to slopes in the log-log domain of equivalent width $`W_\lambda `$ vs. luminosity $`L`$. Thus, a slope $`\beta _w`$ describes $`W_\lambda L^{\beta _w}`$. Typical slopes 111Some studies characterize the relationships as $`W_\lambda M_V^{\beta _m}`$ ($`\beta _m=0.4\beta _w`$; Zamorani et al. 1992; Zheng, Fang, & Binette 1992), or $`L_{line}L^\beta `$ ($`\beta =1+\beta _w`$; Pogge & Peterson 1992). for CIV are $`\beta _w0.2`$ (Kinney, Rivolo, & Koratkar 1990) and there have been claims that the EBEff shows steeper slopes for lines of higher ionization energy (Zheng, Fang, & Binette 1992; Espey & Andreadis 1999). In the SED picture, steeper slopes are naturally expected for species of higher ionization energy, since shifts in the relative normalization between their driving and underlying (UV) continuum are then more effective. An observational effect that has yet to be fully accounted for is that the narrow component of emission lines varies most with luminosity in samples of QSOs (Osmer, Porter, & Green 1994).

A line/continuum anticorrelation analogous to the EBEff is also observed in multi-epoch optical/UV spectroscopy of individual active galactic nuclei (AGN) of lower luminosity ($`M_B>23`$). The steep slope of the intrinsic Baldwin effect (IBEff) ($`\beta _w0.7`$) may add considerable scatter to the shallower EBEff, ($`\beta _w0.2`$; both slopes from Kinney, Rivolo, & Koratkar 1990), unless suitably time-averaged data are used for every object. The scatter in the IBEff decreases once time lags between emission line and continuum variations are removed (Pogge & Peterson 1992). The IBEff appears to persist even into the hard X-ray regime (for the Fe K$`\alpha `$ emission line; Iwasawa & Taniguchi 1993; Reeves et al. 2001). While multi-epoch spectroscopy and time-lag correction for large AGN samples might reduce scatter, practically speaking, it is prohibitive. Furthermore, variability anticorrelates with luminosity in AGN (Helfand et al. 2001; Webb & Malkan 2000; Giveon et al. 1999), so that scatter from the IBEff is unlikely to dominate in high luminosity QSOs.

Unfortunately, many studies of the EBEff have been conducted using compilations of measurements from the literature. These compilations mix samples that are diverse in their selection criteria, in the resolution and quality of their spectra, and in the techniques used to measure them. Line measurement techniques for large samples suffer from difficulty in achieving consistent and reliable measurements of the continuum, and of blended line emission. The latter problem is particularly thorny for the blended iron multiplets (FeI, FeII, and FeIII) and emission lines in close proximity. 222The optical iron emission appears to be predominantly FeII (Boroson & Green 1992). Absorption within the line profiles is rarely accounted for, and while few studies provide upper limits to undetected emission lines, the latter are invaluable for confirming or constraining claimed trends. We have therefore undertaken a major study of quasar line emission, accounting for absorption lines and blended iron emission, using largely automated procedures on carefully-selected samples, and providing upper limits for undetected lines. The analysis of samples of QSOs with more than a few hundred spectra requires some amount of automatization to give consistent results. The largest sample of QSO spectra currently available is that of the Large Bright Quasar Survey. Forster et al. (2001; Paper I hereafter) describe the initial results from emission line measurements of 993 LBQS QSOs (excluding those with strong broad absorption). Here, we use these measurements to study the Baldwin effect in the LBQS.

## 2. Significant Luminosity Correlations

Here we describe correlations between $`W_\lambda `$ and the restframe UV luminosity. We use $`L_{2500}`$, the monochromatic luminosity at 2500Å obtained by extrapolating $`B_J`$ photometric magnitude and assuming a continuum slope of $`\alpha =0.5`$ ($`f_\nu \nu ^\alpha `$). Photometric magnitudes are superior to those estimated from the spectra themselves, since the LBQS spectra are not spectrophotometric. Use of luminosities calculated for other rest wavelengths would simply offset the log$`L_{2500}`$ value for each quasar by a fixed amount (e.g., 26% fainter at $`\lambda 1549`$, 43% fainter at $`\lambda 1216`$), whereas we concern ourselves with EBEff slopes. Optical luminosities are calculated assuming $`H_0=50`$ km s-1 Mpc-1, $`q_0=0.5`$, and $`\mathrm{\Lambda }=0`$, with further details in Green et al. (1995).

The $`W_\lambda `$ values and corresponding errors that we use are from Paper I, but in cases where emission lines were modeled by more than one Gaussian component (exclusively for strong lines like Ly$`\alpha `$, C IV, and Mg II), we have combined those measurements, yielding a single $`W_\lambda `$ measurement for all objects. The median per-pixel signal-to-noise ratio (S/N) of the LBQS spectra is typically $``$5, independent of redshift. Our emission line fitting procedure yields uncertainty estimates, all of which are available in Paper I. The resulting emission line S/N can be characterized by ratio of the $`W_\lambda `$ values to their $`1\sigma `$ errors. Representative median (mean) S/N for strong UV line measurements are 5-6 (6-10). Weaker lines (e.g., H$`\gamma `$, O I$`\lambda 1305`$, O II$`\lambda 3728`$, Si IV$`+`$OIV\]$`\lambda 1400`$) have S/N between 3-5. For emission lines that are not detected, we include 2$`\sigma `$ upper limits to $`W_\lambda `$ using the survival analysis package ASURV (Lavalley, Isobe, & Feigelson 1992), and we apply the following tests to each pair of parameters: the Cox proportional hazard model, the generalized Kendall rank and the Spearman rank test. The probabilities of a correlation occurring by chance in these tests are presented in Table 1 (column 4), where the probability obtained from the Cox, Kendall, and Spearman rank tests are listed in that order. The number of line measurements studied and the number of upper limits included is also shown. We considered a correlation significant only if the probability of a correlation occurring by chance in all tests was less than 1% and the fraction of upper limits was less than 1/3. For comparison we also calculate the probability of a chance correlation for data that incorporate only detections. In Table 1 we also quote the slopes and the intercept coefficients for correlations, calculated using both all data and detections only.

We find significant correlations between $`L_{2500}`$ and the equivalent widths of the following emission lines: Ly$`\alpha `$, Si IV + O IV\] $`\lambda `$1400, C IV, Al III, Mg II. These correlations are displayed in Figure 1, with their correlation and regression results in Table 1. The slope of the Ly$`\alpha `$ Baldwin effect in our sample ($`\beta _w(\mathrm{Ly}\alpha )=0.27\pm 0.07`$) is steeper than the slope of $`0.12\pm 0.05`$ obtained by Kinney et al. (1990), for a compilation of 114 IUE spectra combined with measurements from several previously published studies. Our measured slope is also steeper than that obtained by Espey & Andreadis (1999; EA99 hereafter), who analyzed the IUE and HST spectra of a heterogeneous sample of 200 AGN to obtain $`0.08\pm 0.03`$. This may be the result of a smaller luminosity range covered by our sample (1 dex) compared to the other samples (4-5 dex), since it has been noted that the slope of the Baldwin effect flattens with increasing luminosity range (e.g. Netzer, Laor, & Gondhalekar 1992). For the C IV and Mg II Baldwin effect, our luminosity range is slightly larger than that for Ly$`\alpha `$, and we still find slopes that are slightly steeper than some previous studies. By comparison, $`\beta _w(\mathrm{CIV})`$ was found to be $`0.17\pm 0.04,0.17\pm 0.03`$, and $`0.13\pm 0.03`$ by Kinney et al. (1990), EA99, and Zamorani et al. (1992) respectively, while we find $`0.23\pm 0.02`$. Slopes $`\beta _w(\mathrm{MgII})`$ were found to be $`+0.01\pm 0.04`$ and $`0.08\pm 0.03`$ by EA99, and Zamorani et al. (1992) respectively, while we find $`0.19\pm 0.02`$.

We note that sensitivity to detecting any significant correlation is affected not only by the S/N of the spectra, but also by the luminosity range spanned by each emission line in the sample. The spectral coverage and flux limits of any uniform sample will yield a maximum redshift/luminosity range for lines whose rest wavelengths are near the short wavelength end of the observed-frame spectra. Consequently, for the LBQS spectra, the luminosity range of Mg II and FeUV are best (2.6dex), while shorter wavelength lines like Ly$`\alpha `$ span $`1`$dex, and optical lines (e.g., H$`\beta `$, \[O III\]) span $`1.5`$dex in luminosity. Several studies cited above present larger luminosity ranges for some of the lines we investigate here. In the present work, we confine ourselves primarily to homogeneous measurements of a uniformly-selected sample. A followup paper will combine similar measurements of other samples to cover larger portions of the $`Lz`$ plane.

Most studies have shown little evidence for an EBEff in the SiIV+OIV\] blend, although here we confirm with $``$400 QSOs the significant correlation noted by Laor et al. (1995) from HST spectroscopy of just 14 QSOs. We do not confirm the Baldwin effect found by Zheng, Kriss & Davidsen (1995) in Ly$`\beta +`$O VI measurements. However, if we analyze only the detections, we do find a significant correlation (see Table 1 and Figure 2a). The slope of this correlation ($`0.50\pm 0.19`$) is consistent within the errors with the slope found by Zheng, Kriss & Davidsen (1995; $`0.30\pm 0.03`$). These results show that including upper limits in the analysis can help to avoid spuriously significant correlations. However, as noted by Green (1998) the Zheng et al. result is probably still valid, as the O VI emission was detected for every QSO in their sample and no upper limits have been ignored in the analysis. This may imply that we find no O VI Baldwin effect due to a smaller luminosity range covered by our sample (1 dex cf. 5 dex in Zheng et al.).

We also find a marginal Baldwin effect for H$`\delta `$ and He II$`\lambda 4686`$, where 72% and 83% of the data respectively are non-detections. It is, however, reassuring that Wilkes et al. (1999), who study a heterogeneous sample of X-ray bright AGN, find the H$`\delta `$ Baldwin effect for a sample which includes only 30% non-detections. We also find a marginal Baldwin effect for the following forbidden lines \[Ne V\], \[O II\], \[Ne III\] and a trend for the \[O III\] equivalent width to correlate with $`L_{2500}`$. We call these trends marginal because the measurements consist of 50-75% upper limits, but they are worthy of further investigation in samples of higher S/N.

We do not confirm the CIII\] Baldwin effect first reported as an IBEff by Zheng, Fang & Binette (1992) for Fairall 9 and then by Green (1996) as a EBEff for a sample of 85 QSOs with IUE spectra. While the CIII\] EBEff has $`P_{Cox}<0.01`$, it does not meet our criteria for the other correlation tests. We also cannot confirm the He II $`\lambda `$1640 Baldwin effect found by Green (1996). Neither do we see a significant EBEff for NV, similar to Korista et al. (1998). A shallow, or even positive correlation with luminosity has been reported elsewhere for NV (EA99), and has been attributed to abundance effects (Hamann & Ferland 1993, HF93 hereafter). We discuss this further below in § 5 and § 6. Unfortunately, in many AGN spectra, NV is difficult to deblend from Ly$`\alpha `$(see also discussion in HF93). The effects of blending are much less pronounced in Ly$`\alpha `$ itself, since it is by a factor of 3-4 the stronger of the two lines.

## 3. The Iron Baldwin Effect

Many spectra show optical and ultraviolet (UV) iron emission blends (e.g. Wills, Netzer, & Wills 1985; Boroson & Green 1992) which appear most strongly around the H$`\beta `$+\[OIII\] complex and the Mg II$`\lambda `$2798 line. We model this emission in our spectra by independently fitting the optical template of Boroson & Green (1992), covering 4400Å$`<\lambda _{rest}<`$7000Å, and and the UV template of Vestergaard & Wilkes (2001), covering 1250Å$`<\lambda _{rest}<3100`$Å. For further details on the iron modeling see Paper I. We report for the first time a significant Baldwin effect for UV iron emission ($`P<10^4`$; 31% of 953 measurements are upper limits). We may be particularly sensitive to detecting the trend because the range of luminosity over which we can measure FeUV emission in the LBQS sample is larger than for any other emission line (about 3 orders of magnitude). We note that most of the upper limits occur for $`z>1.4`$, which corresponds closely to $`\mathrm{log}L_{2500}\stackrel{>}{}31`$ in the LBQS (see Figure 3). To confirm our results, we excluded these objects from the sample and reran the ASURV analysis. The BEff is still highly significant ($`P<10^4`$; 16% of 611 measurements are upper limits). The correlation also remains strong when only the (659) detections are analyzed.

We find only a marginal Baldwin effect for optical Fe II emission ($`P=10^4`$ but 44% of the measurements are upper limits). The optical iron correlation is not significant in the LBQS if only detections are analyzed. Our current analysis emphasizes consistent measurements of homogeneous samples, but we may also benefit by combining with other such samples to extend the luminosity range. We therefore analyze the only other such sample currently available to us, the optical spectra of 87 QSOs - the Palomar-Green (PG) sample of Boroson & Green (1992). The luminosity range is thereby just slightly extended down to $`\mathrm{log}L_{2500}=28.94`$. We measured the strengths of H$`\beta `$, \[O III\], He II$`\lambda 4686,`$ and FeIIopt emission using the automated technique described in Paper I. The combined PG and LBQS sample detects a significant Baldwin effect for FeIIopt (where 33% of data in the combined sample are comprised of upper limits). No other new significant trends are detected in the PG+LBQS sample according to our criteria.333The He II$`\lambda 4686`$ EBEff is significant, but the upper limits for He II decline from 83% in the LBQS to 58% in the combined sample, still above our threshold of 1/3.

## 4. Evolution of Iron Emission Strength

As expected in a flux-limited sample such as the LBQS, luminosity and redshift are strongly correlated, and the available range of $`L_{2500}`$ decreases with redshift. A plot of log$`L_{2500}`$ vs. log-redshift is shown in Figure 3. In the LBQS, $`L_{2500}`$ spans a factor of $`50`$ for $`z<0.5`$, 20 up until $`z2`$, and $`8`$ for $`z>2`$. Does iron emission strength depend more on luminosity, or redshift? This question has not been discussed much in treatments of the EBEff in general (though see Baldwin, Wampler, & Gaskell 1989). This is surprising, since the finding of a stronger redshift correlation would carry the important implication that evolution is directly detectable in quasar spectra. Here we take advantage of our large sample and consistent measurements to test for the primary relationship. Astronomical measurements often correlate strongly with several variables, and multivariate statistical analyses have been performed in a number of studies in the literature. Examples include Green (1996), Eskridge, Fabbiano, & Kim (1995), Wilkes et al. (1994), and Djorgovski et al. (1993). Partial Spearman Rank Analysis (hereafter PSRA; Kendall & Stuart 1976) allows for correlation analysis in the general multivariate case, using a matrix of bivariate Spearman rank statistics as input. PSRA tests for correlations between subsamples of the matrix parameters while holding constant all other variables in the matrix. We use the ASURV bivariate Spearman Ranks as input to multivariate PSRA, and find that since the partial correlation coefficients with redshift are of larger magnitude444Or correspondingly, the probability $`P`$ of a null correlation, is significantly smaller when redshift rather than luminosity is allowed to vary. iron equivalent width in the UV is primarily anticorrelated with redshift, not with luminosity. $`W_\lambda (\mathrm{FeII}_{\mathrm{UV}})`$ anticorrelates most strongly with redshift ($`P_{PSR}<0.005`$, and a PSR of $`\rho =0.123`$, while its correlation with $`L_{2500}`$ has $`P_{PSR}=0.177`$ and $`\rho =0.033`$). To check if this result is plausibly related to the magnitude limit of the LBQS ($`B_J=18.85`$), we also tested a brighter ($`B_J<18.6`$) subsample of the LBQS, and found a similar result (see Table 2). We discuss this subsample further in § 5 below.

Our finding of iron evolution is supported by the recent comparison by Kuhn et al. (2001) of two QSO samples matched in evolved luminosity. 555Both their high and low redshift samples span the range $`1<L/L_{}(z)<7`$, where $`L_{}(z)=L_{}(1+z)^k`$, the optical luminosity function parameterization of pure luminosity evolution from Boyle, Shanks, & Peterson (1988). They also found evidence for a decrease with redshift of the strength of the 2200-3000Å bump.

While iron is produced in all supernovae (SN), the dominant producer appears to be SN Ia (HF93; Wheeler et al. 1989). Since SN Ia progenitors have a lifetime of $``$1 Gyr, large increases in iron abundance could be delayed for at least that amount of time after the first epoch of star formation. For $`q_0=0.5`$, the age of the Universe is 1($`h^1`$)Gyr at $`z3`$. Thus as proposed by HF93, detection of this abundance shift might enable cosmological tests. In contrast to iron, magnesium production should be dominated by type II, Ia, and Ib supernova, so that changes in the Fe/MgII ratio should be most evident around the epoch when SN Ia become prevalent. Thompson, Hill, & Elston (1999) designed a test for this effect comparing three composite spectra: two averages of 6 QSOs each with mean redshifts of $`\overline{z}3.4`$ and $`\overline{z}4.5`$, and an LBQS composite with $`\overline{z}0.8`$. They found that the Fe/MgII was constant within their measurement errors. However, this ratio is certainly complicated by the strong MgII EBEff that we and others detect. When Thompson et al. attempted an independent iron measurement, they found $`W_\lambda (\mathrm{FeII}_{\mathrm{UV}})`$ to be “marginally larger” in the highest redshift composite. Unfortunately, the detailed structure of composite spectra depends on how and where their constituent spectra are normalized before adding (Brotherton et al. 2001), and this is especially crucial when measuring blended iron emission around the strong, broad MgII line.

## 5. Evolution of Emission Line Strength

Given the intriguing results showing that evolution of iron emission strength is a primary correlation (with luminosity secondary) we have pursued similar partial correlation analyses for all lines in our sample. Partial correlation results are presented in Table 2 for all lines showing a significant correlation with either luminosity or redshift. For the full LBQS sample, the influence of evolution on emission line strength appears to dominate for all lines, since the probability $`P`$ of a null correlation is significantly smaller when redshift rather than luminosity is allowed to vary. The equivalent widths of Ly$`\alpha `$, C IV, Al III, Si IV, C III\], Mg II, FeUV, and H$`\beta `$ all decrease with increasing redshift, with a stronger dependence on redshift than on luminosity. The evolution regressions for all significant $`W_\lambda `$-redshift correlations in the full sample are listed in Table 3, and drawn over the data (as dashed lines) in Figure 4 for correlations that show significant correlations separately with both luminosity and redshift. Identical ranges in log$`W_\lambda `$ are used as in Figure 1 to allow a direct comparison. We perform a simple analysis that we find to be an intuitive reflection of the visual impression that evolution plots have less dispersion than EBEff plots. We subtract the best-fit regression for those correlations also with a significant EBEff in Table 1, and derive the residual RMS dispersion.666Since the RMS is difficult to define when including upper limits, we examine detections only, and use the relevant regressions listed in Table 1 and Table 3. We find smaller RMS dispersions generally for the correlation we designate as primary from the PSRA results in Table 2. For this exercise, we only compared correlations that were significant both for the EBEff and for evolution. Neither C III\] nor H$`\beta `$ are included, since we detected no significant trend with luminosity. Their correlations with redshift are significant, and are plotted in Figure 5.

The distribution of $`W_\lambda `$ upper limits is typically weighted towards high luminosities and high redshifts, which if it is an observational effect could bias a correlation or a regression when the fraction of limits is large. To test the effect of this potential bias, we also ran partial correlation analyses on $`W_\lambda `$ as a function of log$`L_{2500}`$ and log$`z`$ for the subset of data that excludes line upper limits. The correlation results for this sample are also shown in Table 2. The primary correlation appears to still be redshift for Ly$`\alpha `$, Si IV, and C IV. The FeUV results for detections only are ambiguous, since the correlation coefficients ($`\rho `$) for log$`z`$ and log$`L_{2500}`$ are identical. In any case, since exposure times for the LBQS spectra achieved very similar median S/N ratios across the range of $`B_J`$ mag, the appearance of weaker lines at higher redshift is most likely due to an intrinsic effect.

Similarly, since our results are plausibly biased by the magnitude limit of the LBQS ($`B_J=18.85`$), we also tested a brighter ($`B_J<18.6`$) subsample of the LBQS. Given that the magnitude range of this bright subsample is from 16 to 18.6, it only covers about an order of magnitude in blue flux, and therefore samples a different part of the luminosity function at each redshift. However, the effects of Malmquist biases and pileup at the sample flux limit are relieved, since every true $`B_J=18.6`$ source was easily detected. The mag errors are also lower than at the survey limit, so that fewer faint quasars land in the brighter subsample due only to photometric errors, and there is less random error in the derived log$`L_{2500}`$ values. For the $`B_J<18.6`$ subsample, all correlations which show an EBEff have their primary correlation with redshift (Table 2).777However, $`W_\lambda `$(C III\]) correlates significantly with neither luminosity ($`P_S=0.081`$) or redshift ($`P_S=0.045`$) in the $`B_J<18.6`$ subsample.

## 6. Trends with Ionization Potential

Zheng, Fang & Binette (1992) analyzed the IUE spectra of the highly variable AGN Fairall 9 and found that the slope of the intrinsic Baldwin effect becomes steeper for lines with higher ionization potential. Zheng, Kriss & Davidsen (1995) found a similar trend in a small sample of 32 QSOs and Seyfert 1 galaxies (observed by IUE, HST, and HUT). The EBEff showed the steepest slope for the O VI line (with the highest potential), followed by the slopes of C IV and Ly$`\alpha `$. This finding was later confirmed by EA99, who studied a larger number of UV and optical line slopes for a heterogeneous sample of $``$200 AGN and found a trend ($`P<5\%`$) that lines with increasing ionization potential show a steeper Baldwin effect slope (see their Figure 4).

We present the dependence of the EBEff slope on ionization potential in our LBQS sample in Figure 6. Open circles represent the slopes calculated for all LBQS data (from Table 1) with our linear fit shown by a dashed line. The slopes we calculate for detections only are represented by filled squares, with the best-fit slope shown with a solid line. Our best-fit linear “slope-of-slopes” (SOS) regressions for detections only ($`0.0026\pm 0.0007`$) and all data ($`0.0003\pm 0.0237`$) are consistent within the errors with that found by EA99 ($`0.0015\pm 0.0005`$). However the correlation between slope and the ionization potential is not significant in our sample, with or without emission line upper limits included ($`P=90\%`$ and $`P=30\%`$ respectively). The lack of a correlation is in part the result of relatively steep EBEff slopes we measure for the low ionization potential lines Ly$`\alpha `$ and FeUV. The steep Ly$`\alpha `$ slope we measure is probably caused by the rather small luminosity range covered for this wavelength in the LBQS sample (see Netzer et al. 1992). No FeUV slope was included in EA99. As described in § 3, an FeIIopt EBEff is excluded as insignificant by our adopted criteria, unless the PG sample is included. Inclusion of the PG sample shifts the FeIIopt EBEff slope from $`0.45`$ (see Table 1) to $`0.28`$, but the resulting SOS relation remains insignificant ($`P90\%`$).

It would be intriguing if ionization potential yielded a significant correlation, since the production of many emission lines may be sensitive to continuum photons both softer and harder than the ionization potential of the species in question, because such photons may ionize from excited states and also heat the gas via free-free and H- absorption. For example, in most photoionization models (e.g., Krolik & Kallman 1988), UV Fe originates at low optical depths in BLR clouds where EUV and soft X-ray photons contribute to heating. FeII emission in the optical is principally due to higher energy photons (above $`800`$eV). Ionization from excited states and heating via free-free and H- absorption also help determine the principal ionizing/heating continuum (Krolik & Kallman 1988) of an emission line. Perhaps more representative energies than the ionization potential should be used in the SOS plot, or lines that respond most significantly to heating could be excluded. The former involves many changes and considerable uncertainty in the chosen energies, while the latter does little to forge a significant correlation.

We do not include a NV EBEff slope in the above discussion, because it was not significant in the LBQS. The N V line was excluded from the slope of slopes figure of EA99 as well, because it did not fit the overall relation. It was claimed that the aberrant slope of NV is due to abundance changes with redshift (Korista et al. 1998; Hamann & Ferland 1999), which we discuss briefly below.

## 7. Discussion

The observed decrease of $`W_\lambda `$(FeUV) with redshift, if confirmed, corresponds to an increase of $`W_\lambda (\mathrm{FeII}_{\mathrm{UV}})`$ with cosmic time that could be attributable to a number of evolutionary effects including: (1) a increase in iron abundance (2) an increase in the covering factor of iron-emitting clouds or (3) a shift in continuum SEDs or (4) of gas conditions (i.e. density, temperature, or ionization) in the emitting clouds. If the significant evolutionary trends that we detect in this and other measured emission lines are the result of abundance changes, they proceed with the arrow of cosmic time in the expected sense; abundances increase with time as more stars cycle metals into the interstellar medium, thereby enhancing the abundances of clouds in the nuclear environment of quasars. However, most previous claims of detected trends in the metallicity of QSO emission line clouds appear to go in the opposite sense (Hamann & Ferland 1999; Vernet et al. 2001). Those less intuitive trends, if true, might be explained if QSOs at higher redshifts are more luminous (generally true in flux-limited samples) and also more massive, analogous to the mass-metallicity trend observed in nearby elliptical galaxies (e.g., Köppen & Arimoto 1990). Another explanation might be that the most effective metallicity enhancements occurred at early cosmological epochs, but high redshift QSOs are short-lived and unrelated to low-redshift counterparts (HF93). Are abundances larger in the BLR at early or late epochs? A determination of the correct answer is important, since it provides a potential measure of the epoch and lifetime of nuclear activity in galaxies.

Line ratios may be more robust indicators of metallicity then the equivalent width trends we emphasize within the scope of this paper. The measurements we provide in Paper I provide the basis for our pursuit of further line ratio studies. Nitrogen intensity should be particularly sensitive to metallicity since as a secondary element, it goes up roughly as the square of the metallicity ($`Z`$) in scenarios of rapid star formation. Expected line ratios for solar metallicity gas are $`0.1`$ for NV/CIV and $`1`$ for NV/HeII (Hamann & Ferland 1999). Ferland et al. (1996) found some robustly large NV/HeII ratios in luminous QSOs, requiring $`Z\stackrel{>}{}5Z_{}`$. Dietrich & Wilhelm-Erkens (2000) similarly derive $`Z\stackrel{>}{}8Z_{}`$ for a sample of 16 QSOs ($`2.4<z<3.8`$).The correlation of NV/CIV with NV/HeII (Hamann & Ferland 1999; Vernet et al. 2001) seems likely to be an abundance effect (Villar-Martin et al. 1999).

There are caveats, however. NV and CIV are produced in different regions, and their ratio is only linear in $`Z`$. Because of the substantial cooling afforded by CIV, an increase in abundance could be accompanied by a decrease in temperature, which in turn reduces the response of line strength to abundance; weak lines respond better. While NV and HeII lines arise in regions of similar ionization, both are notoriously difficult to measure in the majority of QSOs because they are broad and often strongly blended with nearby lines. Perhaps more importantly, we reiterate that the measurements of NV that dominate discussions of abundance are generally very difficult due to blending with the much stronger Ly$`\alpha `$ line. The proximity of NV to Ly$`\alpha `$ also means that outflowing clouds (e.g., as seen in BALs) may boost NV emission because of resonant scattering of Ly$`\alpha `$ in the restframe of the cloud (Krolik & Voit 1998). Studies of broad absorption lines in quasars may help (Korista et al. 1996). These also suggest high BAL cloud abundances of up to $`10Z_{}`$, where rapid star formation models yield better abundance fits than do scaled solar metallicities. The interpretation of BAL measurements is in flux, however, since the BAL profiles seem to be determined more strongly by partial covering than by optical depth (Arav et al. 1999).

Is the detected trend of iron an abundance effect? Within photoionization models, the effect of abundance on iron line strength is very weak due to the thermostatic effect of Fe II. Indeed, photoionization models have severe trouble accounting for the observed strength of iron emission (Collin & Joly 2000), requiring the iron emitting region to be heated by an additional, non-radiative mechanism. Wind models look promising because outflows (1) could produce the shocks and consequent non-radiative heating; (2) may shield the narrow line region (NLR) or even replace it with a denser medium. Furthermore, there are analogies in stellar winds that are observed to produce both a sort of intrinsic Baldwin Effect (Morris et al. 1993) and strong iron emission (e.g., Hillier & Miller 1998). So the underlying cause of the observed line evolution might be evolution in outflows (e.g., Murray & Chiang 1998), which may in turn be caused by evolution of black hole mass and accretion rate (e.g., Wandel 1999b). Studies of broad line width as a function of look-back time can help address this question.

Because evolution predominates in our sample even for $`W_\lambda `$(Ly$`\alpha `$), the trends we detect are indeed more likely to correspond to evolution in cloud conditions rather than in abundance (although the two are linked by thermostatic effects). Each QSO observable is an axis in a multidimensional space where that can be transformed using principal component analysis (PCA) into a new basis space whose first eigenvector represents most of the diversity in QSO spectra, and is a linear combination of the original axes (observables) . About 50% of QSO optical/UV spectral diversity can thus be projected along a principal eigenvector of spectral properties dubbed Eigenvector 1 (or PC1; Boroson & Green 1992; Wills et al. 1999, and references therein). Linking such measurables as FWHM(H$`\beta `$), FeII/H$`\beta `$, SiIII\]/CIII\], $`W_\lambda `$(C IV), $`W_\lambda `$(\[O III\]), and X-ray spectral slope $`\alpha _x`$, PC1 has been hypothesized to reflect accretion rate $`L/L_{Edd}`$ and/or the presence of outflowing winds. Narrow line Seyfert 1s (NLS1s) and low-ionization broad absorption line (loBAL) quasars share several properties that appear to lie at one extreme of PC1. Among them are weak narrow line but strong iron emission, narrow FWHM(H$`\beta `$), and perhaps evidence of outflows (Brandt 2000; Mathur 2000a) and steep (soft) intrinsic $`\alpha _x`$(Mathur et al. 2001). One possibile explanation of larger FeUV equivalent widths in the present epoch is that outflows are now more common. Debate has begun on whether the accretion rate is large in the early or late phases of evolution (Mathur 2000b; Wandel 1999c; Wilman & Fabian 1999). If outflows indeed dominate FeUV line strength, then our work here suggests the latter.

We do not propose that redshift/emission line correlations reported here completely explain the ensemble Baldwin effect. Significant EBEffs have been seen in samples spanning very small redshift ranges (e.g., Netzer et al. 1992; the $`0.08<z<0.4`$ sample of Wills et al. 1999). Furthermore, as described above (§ 1, even individual AGN observed at multiple epochs (a ‘sample’ with zero redshift range) exhibit an intrinsic $`W_\lambda `$ -luminosity anticorrelation (Kinney et al. 1990; Pogge & Peterson 1992). Rather, here we find new evidence that evolution may also play a role in the EBEff, and could be the primary correlation for several important lines. The simplest use of the EBEff to constrain cosmological parameters like $`q_0`$ is similar to main sequence fitting of star clusters, in that it depends on the assumption of no (or at least predictable) evolution (Baldwin 1999). Since evolution of the quasar luminosity function is well-accepted, it is reasonable to also expect evolution in other observables like emission line strength. Rather than using quasars to measure $`q_0`$, it will likely turn out instead that other methods of measuring cosmological parameters (see § 1) will provide a cosmology sufficiently precise that we can then make more rapid progress understanding quasar evolution, particularly at high redshifts.

The current study suffers from several problems. First, the typical S/N of the LBQS spectra are too low, with a median of $`5`$ averaged over the entire observed spectrum. Second, the sample has a single relatively bright flux limit, so that $`L`$ and $`z`$ are strongly correlated. The ideal study would measure two large quasar samples at very different redshifts, each spanning a wide but similar range of $`L`$, selected without regard to emission line strength, and with high S/N spectra available. As long as we’re making a wish list, multi-epoch spectroscopy for such samples would also be valuable, for reasons outlined in the introduction. Variability anticorrelates with luminosity in AGN (Webb & Malkan 2000; Giveon et al. 1999), and there is no evidence that variability correlates in any way with redshift (Helfand 2001; Hawkins 2000).

Extension of this study of the LBQS sample to lower redshifts and luminosities using consistent measurement techniques is clearly of interest to fill in the luminosity-redshift plane of Figure 3 and alleviate the degeneracy imposed by the strongest correlation in the current sample. We are pursuing such a study by measuring a large but heterogeneous sample of HST FOS spectra (Kuraszkiewicz et al. 2001), and expect that the results should prove convincing since the spectral coverage includes most of the same UV emission lines analyzed here. The emission line properties of the optically-selected quasars from the Sloan Digital Sky Survey (SDSS - Richards et al. 2001; York et al. 2000) could provide a large sample of great diversity. On the other hand, optical samples may highlight only the brief juncture in QSO evolution when luminosities are still large, but enshrouding material has been blown away (Wilman & Fabian 1999). Spectroscopy of upcoming X-ray selected samples from Chandra (ChaMP; Green et al. 1999; Wilkes et al. 2001), similarly analyzed, holds great promise to unravel the complexities of quasars’ intrinsic physics from their evolution over the span of the observable Universe.

The authors gratefully acknowledge support provided by NASA through grant NAG5-6410 (LTSA). We are grateful to Craig Foltz for providing the LBQS spectra, to Todd Boroson for providing the spectra of the PG QSOs, and to Jack Baldwin for providing his comments on a draft of this manuscript.


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# The Glass Transition of Thin Polymer Films: Some Questions, and a Possible Answer

## introduction

To explain the experimental observation that thin polymer films melt at temperatures well below the glass transition temperature of the bulk polymer, $`T_g^0`$ , is one of the major current challenges in the theory of homopolymers. At first glance, one might expect such a behavior, due to the impact of the finite size geometry of a thin film upon objects as large as polymer molecules. In fact, for molecular weights larger than about $`M_W`$ = 300 kg/mol, geometry effects have been recently shown to play a dominant role, resulting in a linear dependence of $`T_g`$ upon the film thickness, $`h`$ . For smaller molecules, however, the problem is conceptually more intricate, since a noticeable reduction of $`T_g`$ can be observed at film thicknesses orders of magnitude larger than the radius of gyration of the molecules. Furthermore, the shift $`T_g^0T_g(h)`$ becomes strongly nonlinear and largely independent of molecular weight , indicating that this regime must be governed by a different mechanism. A fundamental understanding of this effect would be of great interest not only for polymer physics, but potentially also elucidate the physics of the glass transition in a larger class of systems, since it comes into play at small molecular weight.

Many attempts have been undertaken to explain these observations, mostly by considering microscopic models of the inner structure of the films. D. Long and F. Lequeux have envisaged the freezing of the film as a percolation of rigid domains , mediated by thermal fluctuations . Other models assume a layered structure of the film, with a particularly mobile region close to the free surface of the film . Within this framework, J. Forrest and J. Mattsson  have recently been able to achieve quite impressive accordance with the experimental data . Their model makes use of the so-called cooperativity length, $`\xi (T)`$, which plays a mayor role in a whole class of theoretical concepts of the glass transition. The only drawback is that there is yet no well established theory of $`\xi (T)`$. Furthermore, as a consequence of the two-layer structure of the film inherent in the model, it is not completely clear why there should not be two glass transitions, rather than a single one shifted in temperature.

As a complementary approach, computer simulations of polymer films with free surfaces have recently been carried out, and most of the experimental findings were reproduced qualitatively . However, the polymer chains in these simulations were only 16 monomer units long, very much shorter than those used in the experiments. Before attempting to explain the effect theoretically, it is therefore worthwile to study experimentally the behavior of polymers with short chain length, both to ease comparison with simulation and to explore the range of validity of the apparent independence of the shift of $`T_g`$ on molecular weight.

Before going into the details of our study, let us take a break and summarize the main questions to be answered.

1. What is the principal mechanism responsible for the reduction of $`T_g`$ in thin films of low molecular weight ($`M_W<`$300kg/mol) polymers?
2. Down to how small molecular weight is this mechanism valid?
3. Why is the effect stronger in free standing films than in supported ones ?
4. Why is there no significant dependence of this effect on molecular weight ?
5. Why does the effect depend upon the chemical composition of the substrate for supported films ?
6. Why is there sometimes an increase of $`T_g`$ in thin films, instead of a reduction ?

We will try in the present paper to give answers to these questions, or at least show in which direction answers might be found, on the basis of a novel, quite simple model which rests mainly on the viscoelastic eigenmodes of the films. We restrict the discussion to the case of polystyrene (PS), since this is the most thoroughly studied polymer in this context. Furthermore, it is particularly well suited for comparison with theoretical models, since (atactic) polystyrene does not show any propensity to crystallization. In other polymers, which might crystallize at least in part of the film, modelling would be exceedingly difficult, and the main mechanism could well be obscured in experiments.

## Experiment

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

The glass transition temperature was determined in two different ways, depending on film thickness. The standard procedure of monitoring the thermal expansion of the film via ellipsometry, as introduced by Keddy and Jones , was used for film thicknesses down to 9.6 nm. Fig. 1a shows a typical run. The data were reproducible, irrespective of being taken during heating or cooling. Typical heating or cooling rates were 2 $`K/min`$. We plotted the changes in refractive index and thickness of the film in fig. 1b. The solid line represents the Clausius Mosotti relation. Obviously, there is good agreement, suggesting the absence of any loss or degradation of material. This was found invariably for all samples.

In fig. 2 we plotted the thermal expansion coefficients found above and below $`T_g(h)`$, which coresponds to the kink in fig. 1a. At large film thickness, $`T_g`$ obtained in this way approached $`327\pm 1`$ K, which is consistent with the temperature at which macroscopic melting is observed in the bulk ($`T_g^0`$) for PS with this chain length. The shaded areas represent published data of the expansion coefficients . Good agreement is found both above and below $`T_g`$. Small deviations at very small film thickness, as might be concluded from our data, have been reported before .

For films thinner than 9 nm, we determined the melting behaviour of the films by observing the buildup of amplified thermal fluctuations (spinodal dewetting) . These processes were monitored by SFM with in-situ heating. In order to speed up the experiments to a feasible time scale, dewetting was observed at temperatures close to $`T_g^0`$. As an example, we show in fig. 3 the temporal evolution of the Fourier transform (spatial power spectrum) of the surface topography. The hallmark feature is the clear peak representing the fastest growing mode. The inset shows the peak intensity as a function of time on logarithmic scale. Exponential growth is clearly observed up to a rather well defined time at which coalescence of holes sets in.

From the slope of the straight line in the inset, and the known effective interface potential , the viscosity $`\eta `$ of the polymer can be determined. Measuring the viscosity as a function of temperature, we found that this obeyed a Vogel-Fulcher law, with the Vogel-Fulcher temperature shifted by a certain amount $`\mathrm{\Delta }T_{VF}`$, which depended on the film thickness. We identified $`\mathrm{\Delta }T_{VF}(h)`$ with the shift in glass temperature. In this way, the apparent glass transition temperature of particularly thin films was inferred from the spinodal dewetting experiments by setting $`T_g(h)=T_g^0\mathrm{\Delta }T_{VF}(h)`$.

Our experimental results are shown in fig. 4 as the full symbols. The circles represent the thermal expansion measurements, the squares were obtained from the spinodal dewetting experiments. As one can clearly see, the glass transition temperature is substantially reduced for all films thinner than about 50 nm. The solid line represents the function

$$T_g=T_g^0(1+h_0/h)^1$$
(1)
This form has been shown before to account well for the data obtained by others for larger molecular weight films, if $`h_0=0.68`$ nm was assumed for PS . Within experimental scattering, our data exhibit indeed the same dependence of $`T_g(h)`$ in the full range of film thickness explored. It is remarkable that the data from both the thermal expansion and spinodal dewetting measurments are well fitted by the same curve. This tentatively corroborates the procedure of obtaining $`T_g`$ for very thin films (squares) as discussed above.

Although our polymer chains are roughly by a factor of 50 shorter than those investigated before, we obtain $`h_0=0.82`$ from the fit, which is quite close to the above value. This confirms the weak dependence (if there is a significant one at all) of the reduction of the glass transition temperature on the molecular weight of the polymer, down to a molecular weight as small as 2 kg/mol.

We can thus state that the reduction of $`T_g`$ in thin films, as described phenomenologically by eq. (1), is observed in a huge range of molecular weight, from molecules as small as 2 kg/mol up to a few hundred kg/mol. This is in accordance with molecular dynamics simulations , and rules out mere finite size effects on the individual coils as the main cause of the reduction of $`T_g`$ in this regime. Note that the radius of gyration of our polymer is only 1.3 nm, while $`T_g`$ is significantly reduced at a film thickness of 50 nm already. The fitting parameter used in eq. (1), $`h_0`$, changes only by about 20 % in this range, confirming that the dominant mechanism which is responsible for this effect cannot depend strongly on the molecular weight of the polymer.

## Eigenmode spectrum of the films

Since it is clear that the behaviour displayed in fig. 4 can in no way be attributed to the geometrical impact of the finite film thickness upon the microscopic conformation of the individual chains, we present here an approach to the problem which intentionally makes as few reference as possible to the molecular structure of the film. The latter is accounted for merely by the strain in the polymer, i.e., the deviation of the local average gyration ellipsoids of the molecules from a sphere. By ‘local’ we mean a volume much larger than the volume of the backbone of a single molecule, but with a lateral dimension much smaller than the film thickness.

Such a deviation from the equilibrium conformation (i.e., from a Gaussian coil, if self-avoiding is neglected), which may be viewed as an entropy fluctuation, can decay either by self diffusion of the individual molecules, or by some center-of-mass rearrangement (i.e., flow) of the melt. It is clear that close to a surface, such rearrangements are much easier to accomplish due to coupling of the capillary waves on the free surface to the bulk flow of the polymer. This coupling is effective down to a depth comparable to the wavelength of the capillary modes, which may be much larger than the coil size of the molecules. Thus we are provided with a mechanism which affects the motion of the polymer molecules, and naturally can act over distances which are large as compared to molecular dimensions. In order to explore the possible relevance of this mechanism for the reduction of $`T_g`$ in thin films, we have to consider the eigenmode spectrum of the (viscoelastic) polymer film. This can be discussed with all possible boundary conditions at the substrate, such that films with strong slip along the substrate, grafted films, or free standing films, may as well be treated within the same framework.

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

$$\{_t+\omega _0+\frac{E}{\eta }\}^2\varphi =\frac{p}{\eta }$$
(2)
where $`E`$ is Young’s modulus, $`\eta `$ is the viscosity, and $`\omega _0`$ is the Rouse rate of relaxation of the individual chains into their equilibrium configuration . $`\varphi `$ is a vector field related to the strain tensor, $`𝐒`$. For the sake of clarity, we restrict our discussion to a simple model, taking into account only the single intrinsic relaxation rate $`\omega _0`$, as opposed to more general treatments . Deviations of the real polymer from this simple behaviour will be introduced a posteriori farther below.

If we restrict the discussion to one lateral ($`x`$) and one normal ($`z`$) coordinate, $`\varphi =(\varphi _x,\varphi _z)`$ is defined via

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

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

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

$$\alpha (q)=\left(\frac{q}{2}\right)\frac{e^{2qh}1}{e^{2qh}1+qh}$$
(6)
for free standing films (symmetric modes) as well as for supported films with full slippage (zero friction). For supported films with some friction at the substrate, the expressions are of similar form, but considerably more complicated, and will not be discussed here. At the free surface, we used the standard boundary condition of zero tangential stress, and $`p=\sigma _{xx}\zeta `$, where $`\sigma `$ is the surface tension of the polymer. Note that for free standing films, $`h`$ is defined as half the film thickness.

For the relaxation rates of the modes, we get

$`2\omega =(\omega _0+{\displaystyle \frac{E}{\eta }}+{\displaystyle \frac{\sigma q^2}{2\eta \alpha (q)}})`$ (7)
$`\pm \sqrt{\left(\omega _0+{\displaystyle \frac{E}{\eta }}+{\displaystyle \frac{\sigma q^2}{2\eta \alpha (q)}}\right)^2+\omega _0{\displaystyle \frac{2\sigma q^2}{\eta \alpha (q)}}}`$ (8)
Since it is only the ‘fast’ modes which contribute appreciably to the reduction of the glass transition temperature (see below), we consider only the upper branch of eq. (8). Observing that $`\omega _0<<\frac{E}{\eta }`$, this is given by

$$\omega =\omega _0+\frac{E}{\eta }+\frac{\sigma q^2}{2\eta \alpha (q)},$$
(9)
as a very good approximation. The dependence of the wave number, $`q`$, stems solely form the coupling to the capillary waves on the free film surface. The first major assumption of our model is that $`T_g(h)`$ is determined by the spectrum of the viscoelastic eigenmodes of the film as given by eq. (9).

## The freezing mechanism: memory effects

The second major assumption is that the physical cause for the melting or freezing of the film, respectively, are memory effects in the polymer material. These are of course not included in the linear theory discussed above, and may be formulated in a generic way by means of a suitable memory kernel, as used in a class of theoretical models of the glass transition, called mode coupling models . Within this framework, memory effects are taken into account by inserting a convolution integral with the memory kernel $`m\{\varphi (t)\}=a_1\varphi +a_2\varphi ^2+a_3\varphi ^3+\mathrm{}`$ in the otherwise linear differential equation of motion of the modes considered . In these models, $`\varphi `$ usually describes density fluctuations. In contrast, we consider the material to be essentially incompressible, and $`\varphi `$ denotes here the strain in the polymer material, as defined above. It thus describes the local state of the material, similar to what the density does for simple glass forming liquids .

In our case, the equation of motion (2) is of first order in time, hence we have

$$\varphi ^{}+\omega (q)\varphi +_0^tm\{\varphi (\tau )\}\varphi ^{}(t\tau )𝑑\tau =0$$
(10)
as the mode coupling equation. This type of equations has been thoroughly analysed  in relation to the microscopic physics of the glass transition (to which we do not refer here), as well as to large scale degrees of freedom . For density fluctuations in glass forming simple liquids, it was found that the coefficients $`a_i`$ of the memory kernel vary concurrently with temperature, and that upon crossing a certain border in the space spanned by the $`a_i`$, the system freezes into a nonergodic state . The existence of such a freezing transition has been found to be largely independent of the precise form of the memory kernel. In fact, most of the features of a glass transition may be well represented in what has become known as schematic models, which are simple mode coupling equations not referring in their memory kernels to the microscopic physics of the system under study.

It is now worthwhile to contemplate on possible memory effects in a polymer melt, as to their scaling with temperature. Let us first consider a polymer molecule in equilibrium, forming a more or less Gaussian coil. If this is elongated by straining the polymer melt, to what extent will it memorize this process after the strain is released? In the strained state, the molecule will relax to some extent. However, this relaxation will not proceed homogeneously along the molecule, since the activation energy, $`U`$, for local rearrangements will depend upon the local topological environment.

In order to discuss the relaxation behaviour of the local molecular geometry, let us define a local geometric exponent of the coil, $`\mu `$, by the relation

$$<\mathrm{\Delta }𝐫>=(\mathrm{\Delta }s)^\mu $$
(11)
where $`<\mathrm{\Delta }𝐫>`$ is the typical distance travelled in space upon moving alongside the polymer chain by a distance $`\mathrm{\Delta }s`$. In completely stretched parts of the chain, $`\mu =1`$, whereas in equilibrated domains, $`\mu =\mu _{equilib.}0.5`$. The variation $`\mathrm{\Delta }U`$ of $`U(s)`$ determines the variation of the relaxation rate of $`\mu `$ towards $`\mu _{equilib.}`$. When the strain is released, remnants of this variation will remain, and thus represent a memory of the strain. This holds as long as the strain/release process is fast as compared to the equilibration time, $`\omega _0^1`$. For the modes to be considered here, this is well fulfilled. When $`\mathrm{\Delta }U<<kT`$, as can be safely assumed, these remnant variations in $`\mu (s)`$ scale as $`\mathrm{\Delta }U/kT`$, thus we can conclude that memory effects in the polymer scale as $`1/T`$. As a direct consequence, we can replace the memory kernel $`m\{\varphi (𝐭)\}`$ of eq. (10), the coefficients $`a_i`$ of which are temperature dependent, with $`M\{\varphi \}/T`$, where $`M`$ is now independent of temperature.

By proper normalizaton of time, eq. (10) can now be rewritten as

$$\varphi ^{}+\varphi +\frac{1}{T\omega (q)}_0^tM\{\varphi (\tau )\}\varphi ^{}(t\tau )𝑑\tau =0$$
(12)
From this equation, we see directly that the modes with the largest relaxation rate freeze at the lowest temperature. Furthermore, the precise form of $`M`$, which might be derived from a detailed analysis of the non-equilibrium dynamics of the polymer molecules, does not need to be considered here any further. It is only required that it belongs to the class of kernels which yield a freezing transition for $`\varphi `$ at all.

Let us now turn back to the eigenmodes of the film. The relaxation rates, as given by eq. (9), are monotonously increasing with $`q`$. However, modes with $`q`$ much larger than the inverse film thickness, $`h^1`$, do not penetrate appreciably into the film, such that only a small fraction of the material takes part in these modes. Hence we are led to considering chiefly the modes with $`qh^1`$, since these are the highest frequency modes comprising all of the film material.

Setting thus $`T_g\omega (h^1)=`$ const. as suggested by eq. (12), we directly arrive at a simple formula for the glass transition temperature:

$$T_g(D)=T_g^0\left(1+\frac{1.16\sigma }{h(E+\eta \omega _0)}\right)^1$$
(13)
This is precisely the form of eq. (1), and fig. 4 shows that it describes our data very well.

## Discussion

The quantity $`\eta \omega _0`$ is on the order of a few kPa and can in general be safely neglected against $`E`$. The characteristic length scale which appears here, and which was called $`h_0`$ in eq. (1), is thus the ratio $`\sigma /E`$, with the surface tension $`\sigma =31`$ mN/m for PS. It follows that the elastic modulus determining the dynamics of the relevant modes, $`E`$, is the only physical fitting parameter in the model. From $`h_0=0.82`$ nm, as obtained from the fit of our model, we find for the elastic modulus $`E44`$ MPa, which is, on logarithmic scale, right in between the modulus of the frozen material (a few GPa) and the modulus just above $`T_g`$ (about 300 kPa). On the basis of the model discussed above, let us now try to formulate answers to the questions asked in the introduction, one after the other.

1. What is the main mechanism responsible for the reduction of $`T_g`$ in thin films of low molecular weight ($`M_W<`$300kg/mol) polymers? The physical picture which emerges from our model is that as the temperature is increased, melting proceeds as the fastest mode involving all of the film material escapes from its frozen state and fluctuates. This proceeds with the help of the capillary waves on the free film surface, which ease entropy fluctuations in the polymer melt. The concomitantly increased motion of polymer chains reduces the effective viscosity also for modes with smaller $`q`$, which, as a consequence, are sped up ($`\eta `$ appears in the denominator in eq. (9)!) and melt in turn. In this way, the film finally melts at all length scales. It is illustrative to note that the softness of the spinodal modes, as used for the determination of $`T_g`$ at small film thickness, does not contradict our model: these are modes with $`q<<1/h`$, and are thus not the fastest modes, as considered in the melting mechanism.

2. Down to how small molecular weight is this mechanism valid? We found that in agreement with simulation results , the effect is present even for molecules as short as about 20 monomer units. This is well below the limit of entanglement. It thus spans a wide range in molecular weight, over more than two orders of magnitude. It is precluded, or obscured, by other effects at molecular weights in excess of about 300 kg/mol .

3. Why is there no significant dependence of the effect on molecular weight? The physical property which solely determines the thin film behaviour according to our model is the elastic modulus, $`E`$. As it is well known, $`E`$ displays no marked dependence on the molecular weight , such that on the basis of our model, $`T_g(h)`$ is expected as well to be largely independent of molecular weight. To be precise, $`E`$ is slightly less for smaller molecular weight than for larger , such that according to eq. (13), $`h_0`$ should be larger for smaller molecular weight. In fact, we obtained $`h_0=0.82`$ nm for our very short molecules, whereas for larger molecules, $`h_0=0.68`$ nm was found . The observation that the relevant length scale, $`h_0`$, decreases with increasing molecular weight is another evidence against geometrical effects on individual chains to be relevant in the regime discussed here. The exact physical significance of the somewhat arbitrary ‘choice’ of $`E`$, which may be viewed as $`E`$ at $`T_g`$, is to be investigated in further studies.

4. Why is the effect stronger in free standing films than in supported ones? We have mentioned that the eigenmodes of supported films of thickness $`h`$ with no friction are identical to those (the symmetric ones) of free standing films of thickness $`2h`$. Thus our model predicts that the effect in a supported film is just as large as in a free standing film of twice the thickness. This is indeed in accordance with experimental observation .

5. Why does the effect depend upon the chemical composition of the substrate for supported films? It is clear that the amount of friction of the film material at the substrate changes the eigenmode spectrum of the film, such that a dependence on the chemical composition of the substrate is indeed expected on the basis of our model. For a quantitative comparison with experimental data, however, the friction coefficients would have to be determined for the systems investigated. It should be well noted that this also induces some uncertainty in the numerical value of $`E`$ derived from our fit (cf. fig. 4), since we have not characterized the friction of the films on the substrate.

6. Why is there sometimes an increase of $`T_g`$ in thin films ? We can try to give a rough idea to what extent effects like this may be accounted for within our model, by including the interaction of the free surface with the substrate via long range forces. This is described most conveniently by replacing $`\sigma q^2`$ by $`\sigma q^2+\frac{d^2V}{dh^2}`$, where $`V(h)`$ is the effective interface potential of the film due to long range forces . For unretarded van der Waals forces, $`V(h)=A/12\pi h^2`$, where $`A`$ is the Hamaker constant. If $`A>0`$, $`\frac{d^2V}{dh^2}`$ is negative, such that the van der Waals forces tend to destabilize film, giving rise to spinodal dewetting for sufficiently thin films. In any case, a positive $`A`$ will reduce the relaxation rate of all of the modes, including the one at $`q=1/h`$, and thereby tend to increase the glass transition temperature. Quantitatively, this effect is obtained by accordingly replacing $`\sigma `$ in eq. (13) by $`\sigma \frac{A}{2\pi h^2}`$. As it turns out, $`T_g`$ attains a minimum at $`h_{min}=3\sqrt{A/2\pi \sigma }`$, and increases sharply for smaller thickness. For $`A=2.2\times 10^{20}`$ J, representing PS on silicon oxide , this is at $`h_{min}`$ 1 nm. An increase of $`T_g`$ above $`T_g^0`$ at a film thickness significantly larger than 1 nm can be explained only with an unphysically large Hamaker constant.

However, one should anyway be cautious with trying to interpret an increase of $`T_g`$ in thin films in the framework of our model if working with polymers other than PS . It is not at all clear what impact a possible crystallization (which is not present in atactic PS) can have on $`T_g(h)`$. Consequently, possible model systems for studying the mechnaism discussed in the present paper have to be carefully chosen to ensure the absence of any pronounced inner texture of the film. Our model can be appropriate only for ‘structureless’ films, and might break down for films with a pronounced layered texture like, e.g., a Langmuir-Blodgett film , or for other polymers which may crystallize at least in some part of the film.

## Outlook

It is tempting to apply the view developed here also to the surface of a bulk polymer sample, for which the spectrum is obtained setting $`\alpha =q/2`$. As it is readily seen, one should expect surface melting at the polymer surface, down to a thickness of $`h_{sm}=h_0T_g^0(T_g^0T)^1`$. This is very much along the lines of first ideas which had been put forward to explain the observed reduction of $`T_g`$ in thin films . To the best of our knowledge, there is yet no conclusive evidence in favor or in disfavor of polymer surface melting.

To confirm the theoretical concept put forward here, an ab-initio derivation of the memory kernel, $`m\{\varphi \}`$, from the statistics and microscopic transport properties of the individual molecule would be desirable. Furthermore, it is important to elaborate on the significance of Young’s elastic modulus, $`E`$, at the glass transition. This was determined experimentally using our model to be $`E=44`$ MPa, but it is not yet clear what physical principle distinguishes this value. A complete theory of the glass transition on the basis of the proposed model would be rather cumbersome, since it involves two strongly nonlinear mechanisms mutually affecting each other: freezing by the mode coupling mechanism, and non-Newtonian effects on the viscosity. Our model furthermore suggests that the glass transition in a homopolymer may be viewed as a mode-coupling-model freezing of its viscoelastic bulk modes. This needs not to contradict more classical views of the glass transition in homopolymers, but might serve as an interesting, and potentially useful, alternative approach.

###### Acknowledgements.

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


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# References

Disk contamination in a sample of proper motion selected halo stars
A comment on Direct Detection of Galactic Halo Dark Matter, B.A. Oppenheimer et al. 2001, Science

David S. Graff — graff@umich.edu
University of Michigan Astronomy
Ann Arbor, MI 48109

submitted as a Technical Comment to Science

Sir:

I am writing in comment to the recent survey by Oppenheimer et al . This survey finds 34 high velocity white dwarfs, and concludes that these white dwarfs form a component of dark matter, representing 3% of the local mass of the halo.

This survey is similar to the Luyten survey , covering 10% of the sky whereas Luyten covers 2/3 of the sky, but this survey goes somewhat deeper. It covers about 2/3 the volume of the Luyten survey, ignoring the proper motion limits. The authors are sensitive to a similar range of proper motions to Luyten, though the range of velocities is not the same since the Oppenheimer et al. survey will see objects to a larger distance, and hence a larger velocity.

Since the surveys are so similar, it is surprising that the results are so different. However, closer examination shows that the results are not different. A further analysis of the Luyten survey including trigonometric parallax  shows that roughly half Luyten’s white dwarfs have velocities greater than 94 km s-1, as is true for Oppenheimer et al’s. Whereas these objects were classified as disk or thick disk dwarfs by , they are classified as Halo objects by Oppenheimer et al.

In both surveys, these stars are the high velocity Gaussian tail of the disk population. The density of halo main sequence stars is about 1/600 the density of disk stars. The authors claim that their cut at 94 km/sec will eliminate 95% of the disk population, but this means that the remaining 5% of the disk dwarfs should still outnumber the halo dwarfs by 30 to 1.

The problem is even worse since this is a proper motion limited survey. Such a survey obviously selects for the highest velocity stars, thus the typical velocity of a proper motion limited survey will be higher than in the underlying population. A quick Monte Carlo simulation shows that the mean velocity in a proper motion limited survey is about twice that of the underlying population. Thus, the 94 km/sec threshold is actually a 1 $`\sigma `$ cutoff, and we expect a fair fraction of detected disk stars pass this threshold. This is born out by examining figure 3 of Oppenheimer et al. which shows that most of the white dwarfs in the sample are rotating around the galaxy in the same direction as disk stars (on the right half of the diagram.

The authors have noticed this weighting in their sample, but claim that this is due to a selection effect: they are not sensitive to the faster moving halo stars. The upper limit to proper motions is 3 ′′/yr. Only one star approaches this limit, F351-50 at 2.5 ′′/yr. The second highest proper motion is 1.7′′/yr and the third highest is $`1.1^{\prime \prime }`$/yr.

This paper does not discover a new dark matter population, but only rediscovers the white dwarfs of the disk.