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# Formation Scenarios for Globular Clusters and Their Host Galaxies

## 1. Introduction

The study of the formation of globular cluster systems and their host galaxies has progressed greatly in recent years. Two of the main subjects of this meeting - the formation of objects with the properties of young globular clusters in nearby galaxy starbursts/mergers, and the presence of distinct globular cluster populations around elliptical galaxies - were controversial ideas outside of the mainstream at the last major globular cluster conference in Santa Cruz about a decade ago. The goal of this paper is to place these advances in the context of models of the formation of globular cluster systems and their host galaxies, and to highlight critical areas for future progress. To discuss the formation of globular cluster systems and their host galaxies is a tall order. To provide some focus within this broad subject, I will orient this paper around three questions 1) How do globular clusters form (and evolve)? 2) Why do elliptical galaxies have more globular clusters than spirals (and how many more do they really have)? 3) Why do many elliptical galaxy globular cluster systems have bimodal color distributions?

## 2. Globular Cluster Formation

There are several reasons for starting the discussion of the formation of globular cluster systems and their host galaxies with the question of how globular clusters themselves form. Firstly, the physical conditions required for globular cluster formation must have been in place during galaxy formation in order to account for the presence of globular clusters around nearly all galaxies. If we can determine the physical conditions that enable globular clusters to form, it follows that these must have been present during the formation of their host galaxies. Secondly, there has been dramatic recent progress observing the process of globular cluster formation in nearby mergers and starbursts. These observations directly show us at least one set of physical conditions that leads to the formation of star clusters with the sizes and masses of globular clusters.

As evidenced in the conference poster and many talks at this meeting, HST imaging has revealed a wealth of compact, luminous young star clusters in starbursts and mergers. These star clusters are observed to have the sizes, luminosities, and colors predicted for globular clusters at young ages (e.g. Ashman & Zepf 1992). Subsequent spectroscopy has confirmed their stellar nature and ages, and in a few cases their masses inferred from the colors and luminosities (see also many papers in these proceedings). Spectroscopy has also shown that the metallicities of these clusters are very roughly solar, as expected from clusters that form out of enriched gas in spiral galaxy disks. Moreover, there are now examples of star clusters with masses and densities like those of Galactic globular clusters at essentially all ages. These include systems ranging from birth (e.g. NGC 4038/4039, Whitmore et al. 1999) through youth at several hundred Myr (e.g. NGC 7252, Miller et al. 1997) to middle age at several Gyr (e.g. NGC 1316, Goudfrooij et al. 2001) to old age (e.g. the Galaxy and M87, Kundu et al. 1999).

A natural interpretation of these data is that (metal-rich) globular clusters form in gas-rich mergers, and that the formation process of galaxies with a significant population of metal-rich globulars was similar to the nearby galaxy mergers we see today. Since most ellipticals have a significant metal-rich globular cluster population, this is essentially saying that mergers play a major role in the formation of ellipticals. Moreover, since roughly half of the globular clusters in the local universe are “metal-rich” ($`[\mathrm{Fe}/\mathrm{H}]>1.0`$), many globular clusters may have formed in a similar fashion to that observed in nearby mergers, placing important constraints on GC formation models.

These are powerful conclusions, so it is worth examining in detail how they come about, and what are some avenues for further tests and exploration of these ideas. Firstly, it is important to emphasize that the conclusion only applies directly to clusters that are fairly enriched, because we only observe the formation of such clusters in nearby starbursts and mergers. Whether the physics involved in forming globular clusters in gas-rich mergers can be extended to low metallicity regimes is uncertain. This question is something Keith Ashman and I are working on, with the main challenge being that metal-poor clusters tend to live in lower density regions, in which it is harder to maintain high pressures like those in dense starbursting regions. Therefore, it is possible that low metallicity ($`[\mathrm{Fe}/\mathrm{H}]<1.0`$) clusters have a different formation mechanism than that observed for high metallicity ($`[\mathrm{Fe}/\mathrm{H}]>1.0`$) clusters. Because elliptical galaxies generally also have a significant population of low metallicity clusters, this also leaves open the possibility that other processes not associated with starbursts/mergers contribute to the building up of elliptical galaxies.

A second question is whether all clusters with compact sizes and inferred masses like those of Galactic globulars are genuine globular clusters regardless of age. One concern is this regard that has been effectively addressed is whether the young clusters generally lack low-mass stars so that they will effectively disappear before reaching old age. This arises in large part because the stellar initial mass function in starbursts is not well-known and also because not all of the handful of young clusters observed with high spectral resolution and signal-to-noise have dynamical mass estimates consistent with standard stellar mass functions (Ho & Filippenko 1996, Filippenko & Ho 1996, Smith & Gallagher 2001). However, this concern is soundly laid to rest by the observations of the NGC 1316 intermediate age globular cluster system by Goudfrooij et al. (2001). These authors show convincingly through imaging and spectroscopy that there are many bright, dense clusters in this galaxy with ages of about 3 Gyr. This confirms the existence of intermediate age clusters that had been suspected based on photometry of the cluster systems of several galaxies (e.g. Whitmore et al. 1997, Georgakakis, Forbes, & Brodie 2001). The existence of 3 Gyr old star clusters is simply not possible if these objects only have high-mass stars. Thus the continuous age range observed for massive, dense star clusters, from very young to almost a Hubble time, provides strong evidence that some of the dense young clusters we observe today will survive to ripe old age.

The only significant observational difference between young and old dense cluster systems is their mass function. Specifically, young cluster systems appear to have a mass function that is a power-law with increasing numbers down to the limit of the observations of a few $`10^4M_{}`$, while old systems have a mass function that is similar to that of the young systems for masses greater than 1-2 $`10^5M_{}`$, but below this “turnover” mass the number of objects in old systems follows a very much shallower slope, so that it has many fewer low-mass objects. This difference in mass function has now been established for a number of both young and old systems (e.g. Fall & Zhang 1999, Zepf et al. 1999, Carlson et al. 1998, Miller et al. 1997). The question is whether this difference reflects a fundamental physical difference between younger and older globular cluster systems, or whether this is a result of the dynamical evolution of cluster systems.

Dynamical evolution of globular clusters is a consequence of basic physics. It has also long been realized that dynamical effects will tend to destroy lower mass clusters preferentially (e.g. Fall & Rees 1977, Spitzer 1987). Therefore, there is little question that in a qualitative sense, basic gravitational physics will tend to turn an initially power-law cluster mass function like that seen in young systems into something resembling the log-normal shape typical of old globular cluster systems. However, whether this actually works quantitatively remains a critical unanswered question. On the theoretical side, there has been much recent work on the subject (see talks at this meeting by Fall and Vesperini), but there is not yet a full consensus on whether dynamical evolution can produce a luminosity function as uniform as observed between galaxies and within galaxies from an initial mass function that is a power-law rising steeply to low masses. Observationally, perhaps the most critical question is whether intermediate cases can be found between the power-laws with no turnover down to several $`10^4M_{}`$ in young systems and the log-normal distributions with a “turnover” around 1-2 $`10^5M_{}`$ in old systems. As discussed in Zepf et al. (1999) it is not necessarily surprising that no turnover has been found in current studies of young systems, and it will be hard to push these to lower masses because of contamination with individual stars (cf. Whitmore et al. 1999). The best bet to make this test seems to be to push observations of intermediate age systems of several Gyr old to very faint levels.

The fact that globular cluster formation is directly observed is also a great advance for the study of how globular clusters form. Prior to these observations, there were few direct constraints on the physical conditions that lead to globular cluster formation. The observations of globular cluster formation in nearby starbursts and mergers have changed this situation dramatically. One attempt to take advantage of these new observations to inform models of globular cluster formation is a paper Keith Ashman and I have recently written (Ashman & Zepf 2001). A key point of our paper is that the high pressure observed in starbursts implies that any bound clouds that form in the ISM of the starburst will be much more compact than typical Galactic molecular clouds, and that for typical starburst pressures, clouds with globular cluster-like masses will have globular cluster-like radii. We also show that the recent observation of Zepf et al. (1999) that the young star clusters have a weak or absent mass-radius relation places strong constraints on formation models, since nearly all models start from clouds with a mass-radius relation. Specifically, we find that if the star formation efficiency in the progenitor cloud scales with the binding energy of the cloud, star clusters without a mass-radius relation may be formed from clouds with the virial mass-radius scaling observed for Galactic molecular clouds.

## 3. Why do elliptical galaxies have more GCs than spirals?

The origin and implications of the greater specific frequency (number normalized by galaxy luminosity or mass) of globular clusters around elliptical galaxies compared to spiral galaxies is a long-standing question. This difference was first used to argue that ellipticals are not formed by the mergers of spirals (e.g. van den Bergh 1990, Harris 1991), since the simple combination of spirals would result in ellipticals with the same normalized number of globular clusters as spirals. Schweizer (1987) and Ashman & Zepf (1992) argued that globular clusters could form in gas-rich mergers, thereby resulting in more globular clusters around ellipticals relative to spirals if ellipticals form by merging spirals. Moreover, Ashman & Zepf (1992) predicted that this would lead to bimodal metallicity distributions for globular cluster systems around elliptical galaxies. Specifically, elliptical galaxies formed by mergers would have a metal-poor population from the halos of the progenitor spiral galaxies, and a metal-rich population formed during the merger from the enriched gas in the disks of the spiral galaxies.

However, before venturing too far into the discussion of why elliptical galaxies have more globulars than spiral galaxies, it is useful to consider the actual observational constraints on the number of globular clusters around different galaxies. In Figure 1, I plot an updated version of the number of globular clusters normalized by the stellar mass of the galaxy against galaxy mass (cf. Ashman & Zepf 1998). The overall trend that elliptical galaxies, represented by open symbols, appear to lie above spiral galaxies, represented by closed symbols, seems clear from this figure. Thus, there is little question that per unit stellar mass, elliptical galaxies have more globular clusters than spiral galaxies. However, there is also tremendous scatter in this diagram.

What limits the comparison of ellipticals and spirals in this diagram? Firstly, there are very few well-studied spirals. The Milky Way and M31 dominate the comparison, along with M104, if it is counted as a spiral despite its very large bulge-to-disk ratio. This problem is being addressed in Katherine Rhode’s PhD thesis, which includes high quality WIYN data for nine spiral galaxies. However, for now, the elliptical to spiral comparison suffers from having only a handful of well-studied spirals. A second major problem is the large uncertainties in the elliptical galaxy measurements of the specific frequency of globulars. This can be seen by the sizeable error bars in Figure 1. Moreover, these probably underestimate the true errors because they typically only account for statistical uncertainties and not systematic concerns such as the extrapolations to large radii often necessary to estimate the total number of globulars. Mosaic Camera data for the well-studied Virgo elliptical NGC 4472 suggest that its specific frequency is about $`30\%`$ less than previously assumed (Rhode & Zepf 2001). Similar results may now be coming out for M87 (Forte at this meeting). The obvious way to address this problem is with a systematic multi-color survey of early-type galaxies with the new generation of CCD Mosaic imagers.

Despite the uncertainties, there are probably still some trends that show up in the data presented in Figure 1. One of these is that the specific frequency of globular clusters appears to increase slightly with increasing elliptical galaxy luminosity/mass (e.g. Djorgovski & Santiago 1992; Zepf, Geisler, & Ashman 1994, Kissler-Patig 1997). There are a number of plausible explanations for this effect. One possibility is dynamical evolution, because more luminous ellipticals have shallower density gradients, and thus destroy a smaller fraction of their clusters (e.g. Murali & Weinberg 1997). Therefore, dynamical evolution will naturally produce at least some of the observed trend of $`T`$ with elliptical galaxy mass/luminosity. Another possibility is based on evidence that more massive ellipticals tend to have more gas mass. Therefore, the systematic trend of $`T`$ for massive ellipticals might be accounted for by adopting a constant number of globular clusters per baryon mass, rather than per stellar mass (e.g. Blakeslee, Tonry, & Metzger 1997; McLaughlin 1999). Although the hope that the globular cluster frequency per “baryon mass” might be constant within a galaxy has also been ruled out recently in the best studied case of NGC 4472 (Rhode & Zepf 2001), there is a good correlation for the most massive ellipticals between high specific frequency and large gas mass.

However, the most striking result of Figure 1, the systematic difference between the mass-normalized frequency of globular clusters around ellipticals relative to spirals, is hard to account for with either of these effects. The appeal to the hot gas as “missing stars” only works for massive ellipticals, as typical ellipticals around $`L_{}`$ do not have much mass in hot gas and may have a significant contribution to their X-ray luminosity from stellar sources (e.g. Sarazin, Irwin, & Bregman 2000). Therefore, the difference in the mass-normalized globular cluster frequency ($`T`$) between ellipticals and spirals of the same stellar mass is not solved by including mass in hot gas. Dynamical evolution is more physically plausible, since the disks and compact bulges of spiral galaxies can accelerate the destruction of clusters (e.g. Gnedin & Ostriker 1997, Vesperini 1998), potentially resulting in fewer clusters around spirals compared to ellipticals. However, if the dynamical effects are strong enough to account for differences in specific frequency as large as those observed between ellipticals and spirals, they tend to produce significant differences between the mass functions of the different systems (e.g. Vesperini 2001). The strong similarity of the globular cluster luminosity functions of ellipticals and spirals (e.g. Whitmore 1997) therefore argues against dynamical evolution as the primary driver of the $`T`$ difference between spirals and ellipticals. Finally, it is possible to normalize the globular cluster numbers to bulge or halo luminosity (e.g. Harris 1991). In this case, the specific frequency of spiral bulges and/or halos can be similar to that of ellipticals (e.g. Forbes 2001), depending in large part on how the difficult task of determining bulge and/or halo luminosities is done for late-type galaxies. However, this approach does not address the critical question why disks like those of the Milky Way and M31 are unfavorable for globular cluster formation while the events that created the main bodies of elliptical galaxies were efficient at globular cluster formation, and what this means for how these galaxies formed.

The most appealing answer would seem to take a lesson from observations that quiescently star-forming disks are unfavorable for globular cluster formation, but actively starbursting and merging systems form globular clusters efficiently. Thus, if elliptical galaxies are those objects that had major mergers in their past, while spirals avoided such catastrophic events, the difference in their specific frequencies might be accounted for simply through the fact elliptical galaxies formed more of their stars in a mode favorable for globular cluster formation (Ashman & Zepf 1992, Zepf & Ashman 1993). Of course, such a proposal needs to be tested and compared to alternative pictures. Several efforts along these lines are discussed in the next section.

## 4. Why are the globular cluster systems of elliptical galaxies bimodal?

Ashman & Zepf (1992) suggested that elliptical galaxies formed by the mergers of disk galaxies would have two populations of globular clusters - a metal-poor population from the halos of the progenitor spiral galaxies, and a metal-rich population formed during the merger from the enriched gas in the disks of the spiral galaxies. This prediction is much different than the expectation of classical monolithic collapse models for elliptical galaxy formation in which a single metallicity peak is expected (e.g. Arimoto & Yoshii 1987). Therefore, when bimodality was first discovered in the color distribution of elliptical galaxy globular cluster systems (Zepf & Ashman 1993, Ostrov, Geisler, & Forte 1993), it was a striking success for a prediction of a simple merger model.

Although the prediction of the simple merger model leads to bimodality, it is natural to ask what happens when one considers a more complex merger history involving several different major mergers over time, along with many lesser accretion events. While a complete calculation along these lines would require a detailed understanding of a number of challenging subjects such as feedback and chemical evolution, some progress can be made by treating the Milky Way as a typical disk galaxy, and considering what we know about its metallicity as a function of time. The critical aspect of the Milky Way in this regard is that the disk was enriched to near its current metallicity very early in its history (Ng & Bertelli 1998; Carraro, Ng, Portinari & 1998). If this is typical of disk galaxies, then it is natural that most of the globulars formed in mergers will have fairly high metallicity. It also follows from this argument that mergers of enriched, gas-rich disks will form elliptical galaxies with mostly metal-rich stars. This is consistent with observations that elliptical galaxies appear to have a G-dwarf problem (i.e. an absence of low metallicity stars compared to closed box models) similar to that in spirals (e.g. Harris & Harris 2000, Marleau et al. 2000, Worthey, Dorman, & Jones 1996).

Thus it seems plausible that even complex merger histories will produce globular cluster systems of many elliptical galaxies with generally bimodal color distributions. This arises because disks like that of the Milky Way were enriched to near solar metallicity very early, and thus mergers of these disks will produce clusters that are predominantly metal-rich, while the halos of the progenitor spirals have clusters that are predominantly metal-poor. Of course, globular clusters formed out of enriched gas in early disks will be unlikely to all have exactly the same metallicity. There will likely be radial gradients in the progenitor disks, and there will probably be a dependence of the metallicity of the disk on the galaxy luminosity/mass. In a merger-induced starburst, there will likely be additional enrichment, the amount of which will probably be tied to the depth of the potential well. Moreover, a few gas-rich mergers will have happened recently enough that the metal-rich clusters will be too young to be clearly redder than the old metal-poor clusters. However, observing these fine distinctions in typical color distributions will be very difficult because of photometric errors and uncertainties in the conversion of broad-band colors to metallicity. The result is that the roughly solar metallicity of the Milky Way disk over nearly all of the Hubble time suggests that most of the gas-rich merger events that build up elliptical galaxies and possibly other large bulge systems will produce globular clusters with metallicities somewhere near solar, and these may often result in bimodal color distributions for globular cluster systems.

Another natural question is the origin of the metal-poor cluster populations around early-type galaxies. In the simplest merger picture, the metal-poor clusters come from the halos of the progenitor spirals. However, it has long been recognized that this model appears to be inadequate to account for the full range of properties of the metal-poor cluster populations around ellipticals, if the halo populations of the Milky Way and M31 are typical of such progenitor spirals (e.g. Zepf, Ashman, & Geisler 1995, Forbes et al. 1997, Kissler-Patig et al. 1998, Côté, Marzke, & West 1998, Ashman & Zepf 1998). In particular, a few ellipticals appear to be “missing” a significant metal-poor population (e.g. Woodworth & Harris 2000, Zepf et al. 1995), while many very massive ellipticals appear to have a high specific frequency of metal-poor clusters. One of the weaknesses in all of these studies are the large and potentially systematic uncertainties in specific frequencies discussed in the previous section. For example, NGC 4472 has often been taken as a fiducial example of a massive elliptical with a high specific frequency, but better data from Mosaic CCD imaging suggests that the specific frequency of this galaxy is lower than previous estimates (Rhode & Zepf 2001). Moreover, all of these analyses rely on the assumption that the Milky Way and M31 halos are typical of spiral galaxies. However, even with these serious systematic concerns, there are almost certainly some very massive ellipticals with higher mass-normalized specific frequencies for metal-poor clusters than can easily be achieved by combining typical spiral galaxies.

There are several possibilities for accounting for the large number of metal-poor globulars around some massive ellipticals. One is to consider that even the halos of the Milky Way and M31 appear to have been at least partially the result of accretion and merging over time. These processes would also be expected to occur both in the halos of the progenitor spirals and in the elliptical galaxy after it formed from major mergers. If for some reason, these elliptical galaxies accreted more low-mass galaxies, or the accreted galaxies had a higher specific frequency of metal-poor globulars, then it would be possible to make an elliptical with a larger mass-normalized specific frequency of metal-poor globulars. This process was modeled in detail by Côté et al. (1998), who found they could match the estimate of the metal-poor globular cluster population of NGC 4472 at that time, with a steep galaxy luminosity function ($`\alpha 1.8`$) and a fairly high specific frequency of metal-poor globulars for dwarf galaxies. An alternative is to revisit the idea that the gas mass around the most massive ellipticals was available to form metal-poor globulars, but not stars (e.g. Blakeslee et al. 1997, Harris, Harris, & McLaughlin 1998; McLaughlin 1999) These two ideas are not necessarily separate, since they both can be more or less accommodated in a model with a population of dwarf galaxies around these massive ellipticals that produces some globulars and not many stars in a burst, and then disperses, and is unable to cool again.

Perhaps the most interesting question is what observations can be made to shed further light on how elliptical galaxies and their globular cluster systems formed. Here I will highlight two such possibilities. One area that can shed light on the physical mechanisms involved in the formation of elliptical galaxies and their cluster systems is the study of the kinematics of the globular cluster systems. Because this is the subject of other recent reviews (e.g. Bridges 2001, Zepf 2001), I will only highlight one aspect of this work. A key question that the kinematics can address is the angular momentum of globular cluster populations. If galaxies generally form by dissipational collapse, they will spin-up as the result of the collapse and conservation of angular momentum (e.g. Fall & Efstathiou 1980). In contrast, mergers provide a way to transport angular momentum outwards (e.g. Barnes & Hernquist 1992). Therefore, it is potentially very interesting that of the three elliptical galaxies for which fairly detailed kinematics of the globular cluster systems exist (NGC 5128, Hui et al. 1995; M87, Cohen 2000, Côté et al. 2001; and NGC 4472, Zepf et al. 2000), the rotation is significantly smaller than the dispersion for two of these (M87 and NGC 4472). In both cases, rotation appears to become more important at larger radii and/or for the less centrally concentrated metal-poor cluster populations, also suggesting angular momentum transport.

Another critical observation are the relative ages of the metal-rich and metal-poor clusters. In general, merger models predict that the typical ages of the metal-rich clusters will be younger than the typical ages of the metal-poor clusters. Conversely, models that start with a monolithic collapse at the center, and accrete the metal-poor population afterwards tend to predict older ages for the metal-rich clusters compared to the metal-poor clusters. The challenge is that determining ages, even relatively, is difficult. Even for the Galaxy and M31 the situation is not completely clear, although there is tentative evidence that at least some of the metal-rich globulars in the Milky Way (Rosenberg et al. 1999) and M31 (Barmby, Huchra, & Brodie 2001) are somewhat younger than the typical metal-poor globulars in these galaxies. Unsurprisingly, the situation is more difficult for globulars outside of the Local Group. Here I will review several of the techniques being applied, although they are far from definitive as yet. One common approach is to use the Balmer lines as age indicators. However, when applied to 47 Tuc and other metal-rich Galactic globulars, this gives ages of $`20`$ Gyr (Gibson et al. 1999, Vazdekis et al. 2001), so there are clearly some unresolved systematic questions (cf. Cohen, Blakeslee, & Ryzhov 1998, Beasley et al. 2000). In general the studies above find that the ages may be similar for cluster populations of different metallicities and that no cluster population is very young.

Another approach to determining the age differences between metal-rich and metal-poor populations is to compare their luminosity functions. Given the assumption the underlying mass functions are the same, the difference in the luminosity function can be turned into a difference in mass-to-light ratio, which can be combined with the observed color difference to estimate the relative age and metallicity of each population. When applied to M87, this technique appears to suggest the metal-rich population is somewhat younger than the metal-poor population (Kundu et al. 1999), and when applied to NGC 4472, the data tend to suggest fairly equal ages (e.g. Puzia et al. 1999). As discussed in these papers, the errror bars on these techniques are significant, and the results are very dependent on the stellar populations models applied and the assumption of equivalent mass functions for different metallicity populations.

An approach along somewhat similar lines is to use a wide enough spread of broad-band colors so that the age-metallicity degeneracy is broken to some extent. Puzia et al. (2001) and Kissler-Patig et al. (2001) have attempted this using $`VIK`$ colors with some success. An independent approach is to use far-UV colors as a probe of the color of the horizontal branch, which also has an age dependence. Two HST studies along these lines (PIs Zepf and O’Connell) are being carried out now, and the results should be forthcoming next year. Overall, there are suggestions of modestly younger, metal-rich populations in elliptical galaxies, but it is still early days for this work.

### Acknowledgments.

This work is due in large part to my many excellent collaborators. I especially acknowledge my long-time collaboration with Keith Ashman. Some of the work presented here has been supported by NASA Long-Term Space Astrophysics grant NAG5-9651 and NASA Astrophysics Theory Program grant NAG5-9168, and my travel to this meeting was partially supported by an AAS travel grant.

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# Vertex-Unfoldings of Simplicial Polyhedra

## 1 Introduction

It is a long-standing open problem to decide whether every convex polyhedron may be cut along edges and unfolded flat in one piece without overlap, i.e., unfolded to a simple polygon. This type of unfolding has been termed *edge-unfolding*; the unfolding consists of the faces of the polyhedron joined along edges. In contrast, unfolding via arbitrary cuts easily leads to nonoverlap. See \[O’R00\] for history and applications to manufacturing. Recently it was established that not every nonconvex polyhedron may be edge-unfolded, even if the polyhedron is *simplicial*, that is, all of its faces are triangles \[BDEK99, BDE+01\]. In this paper we loosen the meaning of “in one piece” to permit a nonoverlapping connected region that (in general) does not form a simple polygon, because its interior is disconnected. We call such an unfolding a *vertex-unfolding*: the faces of the polyhedron are joined at vertices (and sometimes edges). With this easier goal we obtain a positive result: the surface of every simplicial polyhedron, convex or nonconvex, of any genus, may be cut along edges and unfolded to a planar, nonoverlapping, connected layout. Our proof relies on the restriction that every face is a triangle. The problem remains open for nonsimplicial polyhedra with simply connected faces (see Section 7).

## 2 Overview of Algorithm

Let $`𝒫`$ be a simplicial polyhedron, and let $`G`$ be the *lattice graph* of the face lattice of the polyhedron: the nodes of $`G`$ are the facets (triangles), edges, and vertices of $`𝒫`$, with an arc for each incidence.

Define a *facet path* in $`G`$ to be a path that alternates between vertices and facets, includes each facet exactly once, and never repeats the same vertex twice in a row. In such a path $`p=(\mathrm{},v_1,f,v_2,\mathrm{})`$, $`v_1`$ and $`v_2`$ are distinct vertices of $`f`$.

Our first observation is that if $`G`$ contains a facet path $`p`$, then a vertex-unfolding exists. For the triangle $`f`$ can be placed inside a vertical strip with $`v_1`$ and $`v_2`$ on the left and right strip boundaries. Doing this for each triangle in $`p`$ yields a nonoverlapping unfolding, connected at the strip boundaries.

However, we do not know whether every lattice graph has a facet path. We can prove this only for polyhedra of genus zero (Theorem 3 in Section 6).

Instead we establish that that every $`G`$ (for any simplicial polyhedron, of any genus) has an “unfolding path,” which is roughly a facet path that may also include quadrilaterals. More precisely, an *unfolding path* is a path in $`G`$ that alternates between vertices and nonvertices, covers each facet exactly once, and never repeats the same vertex twice in a row. An edge-node of a path covers the two adjacent facets; otherwise a facet is covered if it is a node of the path. An example is shown in Fig. 1. Here the path is $`(x,f_0,y,e,z,f_3,w)`$, with $`e`$ covering $`f_1`$ and $`f_2`$. Of course every facet path is an unfolding path.

As is evident in the figure, if the quadrilateral $`Q=f_1f_2`$ is nonconvex, it is no longer as straightforward to place $`Q`$ inside a vertical strip. However, we can always choose to open up the end of $`e=yz`$ at which $`Q`$ has a convex angle ($`y`$ in the figure), which then allows $`Q`$ to be placed in a strip. See Fig. 2.

Therefore, once an unfolding path is found for $`G`$, a vertex-unfolding can be achieved.

## 3 Algorithm for Arbitrary Genus

Our proof that every lattice graph $`G`$ for a simplicial polyhedron $`𝒫`$ has an unfolding path is via an algorithm that finds such a path. The first step is to convert the surface into a simplicial complex $`D`$ forming a topological disk (henceforth, a *disk*) by cutting a sufficient number of polyhedron edges. For a polyhedron of genus $`0`$, just one edge needs be cut. The algorithm operates on $`D`$, finding a path through its triangles, and occasionally employing a quadrilateral when it can no longer extend with a triangle. In particular, the unfolding path starts at a vertex $`s`$ on the boundary of $`D`$, and ends at a boundary vertex $`ts`$.

Let $`D`$ be a disk containing at least one triangle. We’ll let $`D`$ represent its boundary. Let $`s`$ and $`t`$ be distinct boundary vertices. Vertex $`s`$ has two distinct neighbors $`s_1`$ and $`s_2`$ on $`D`$, and $`t`$ has two distinct neighbors $`t_1`$ and $`t_2`$ on $`D`$. Call the triangles incident to $`ss_i`$ and $`tt_i`$, $`i=1,2`$, *$`s`$-wings* and *$`t`$-wings* respectively. Although there may be as many as four distinct wings, there could be as few as one, because several of the wings might coincide. Say that a triangle $`T`$ *breaks the disk $`D`$* if $`DT`$ is not a topological disk. Define an $`s`$-wing to be a *good wing* if it is not incident to $`t`$ and does not break the disk; similarly a $`t`$-wing is good if it is not incident to $`s`$ and does not break the disk. Good wings permit easy advancement of the facet path. Throughout we let $`\pi (s,D,t)`$ represent an unfolding path from $`s`$ to $`t`$ through $`D`$, and use $``$ to represent path concatenation: $`\pi (a,D_1,b)\pi (b,D_2,c)`$ is the path from $`a`$ to $`b`$ in $`D_1`$ joined at $`b`$ to the path from $`b`$ to $`c`$ in $`D_2`$: $`(a,\mathrm{},b,\mathrm{},c)`$.

1. There is a good wing $`T`$. Let $`T=\mathrm{}ss_1u`$; all other cases are symmetric. We join $`(s,T,u)`$ to the recursively constructed path in the remainder (Fig. 3(1)):

$$\pi (s,D,t)=(s,T,u)\pi (u,DT,t).$$

Note that $`uDT`$ and $`ut`$, which justifies the recursion. Whether $`T`$ is an $`s`$\- or a $`t`$-wing, the structurally similar path construction suffices to reduce to a smaller disk, either from the $`s`$\- or from the $`t`$-end.
2. There is an $`s`$-wing $`T`$ that is not incident to $`t`$, or a $`t`$-wing that is not incident to $`s`$. Again let $`T=\mathrm{}ss_1u`$; all other cases are symmetric. Because $`T`$ is not good, it must break the disk, which implies that $`u`$ is on $`D`$. Let $`D_1`$ and $`D_2`$ be the disks separated by $`T`$, with $`sD_1`$. Note that neither $`s_1`$ nor $`u`$ can be $`t`$.

1. $`tD_1`$ (Fig. 3(2a)):

    $$\pi (s,D,t)=(s,T,s_1)\pi (s_1,D_2,u)\pi (u,D_1,t).$$
    2. $`tD_2`$ (Fig. 3(2b)):

    $$\pi (s,D,t)=\pi (s,D_1,u)(u,T,s_1)\pi (s_1,D_2,t).$$
3. Every $`s`$-wing is incident to $`t`$, and every $`t`$-wing is incident to $`s`$. Then it must be that $`D`$ is either a single triangle, or a quadrilateral.

1. $`D`$ is a triangle $`T`$. Then $`(s,T,t)`$ is an unfolding path for $`D`$.
    2. $`D`$ is a quadrilateral $`TT^{}`$; Fig. 3(3b). Then $`(s,st,t)`$ is an unfolding path for $`D`$.

It is not difficult to see that the algorithm can be implemented to require time only linear in the number of triangles in the disk $`D`$.

## 4 Algorithm Proof

###### Theorem 1

Any triangulated topological disk $`D`$ has an unfolding path connecting any two distinct boundary vertices $`s`$ and $`t`$.

Proof: The proof is by induction on the number of triangles $`n`$ in $`D`$. It obviously holds for $`n=1`$. The algorithm just described clearly results in an unfolding path for $`D`$, by construction. The only issues that remains are verifying that the cases indeed exhaustively cover the possibilities, and that in each case, the conditions of the induction hypothesis hold.

A good wing by definition neither breaks the disk, nor is incident to $`t`$ (resp. $`s`$) for an $`s`$\- (resp. $`t`$-) wing. Case 1 covers good wings, and Cases 2 and 3 cover the two ways to fail being a good wing: Case 2 for wings that do not violate the incidence condition (in which case they must violate the breaking condition), and Case 3 the wings that do violate the incidence condition. Thus the cases are mutually exclusive and comprehensive.

That the induction hypothesis holds in each case is easily seen. We are careful to ensure that the start and end vertices in each recursive application are distinct boundary vertices, and that the subcomplex being traversed is a disk.

The only issue that remains is why Case 3 requires $`D`$ to be a triangle or a quadrilateral. Suppose there are two $`s`$-wings, so that $`s_1`$ and $`s_2`$ are distinct. Each must be incident to $`t`$, so $`t`$ is neither $`s_1`$ nor $`s_2`$. Thus the two wings must be $`T=\mathrm{}ss_1t`$ and $`T^{}=\mathrm{}ss_2t`$. If $`s_1t`$ or $`s_2t`$ is not a boundary edge, then some wing of $`t`$ is not incident to $`s`$, which would place us in Case 2. So both are boundary edges, and $`D`$ is the quadrilateral $`TT^{}`$.

Finally, suppose that there is just one $`s`$-wing $`T=\mathrm{}ss_1u`$. Then both $`ss_1`$ and $`su`$ must be boundary edges, with either $`s_1=t`$ or $`u=t`$. In either case, if $`s_1u`$ is not a boundary edge, there would be a $`t`$-wing not incident to $`s`$, again leading to Case 2. Because we know Case 2 does not hold, $`s_1u`$ must be a boundary edge, and $`D=T`$. $`\mathrm{}`$

By our remarks in Section 2, Theorem 1 suffices to establish our main result:

###### Theorem 2

The surface of any simplicial polyhedron $`P`$ (of any genus) may be vertex-unfolded (in linear time): cut along edges and unfolded to a nonoverlapping, connected planar layout. In the layout, adjacent vertical strips each contain one or two triangles of $`P`$.

Note that the resulting unfolding could be viewed as a *hinged dissection* \[Fre97\] of the surface; see, for example, Fig. 4.

## 5 Examples

We have implemented the algorithm of Section 3 and applied it to a number of convex polyhedra. Fig. 5 shows several examples. The polyhedra were generated as convex hulls of randomly generated points. Most unfoldings were in fact facet paths: encountering a quadrilateral (in Case 3b of the algorithm) was somewhat rare. However, the figure illustrates only cases in which one or more quadrilaterals occur.

The next section shows that for polyhedra of genus zero, quadrilaterals can be avoided entirely.

## 6 Genus-Zero Facet Cycles

###### Theorem 3

The lattice graph of any simplicial polyhedron $`P`$ of genus zero contains a facet cycle $`C(P)`$.

A *facet cycle* is a facet path (cf. Sec. 2) that is also a cycle.

Proof: Note that any facet path in which each vertex is incident to an even number of path edges is a facet cycle, because it supports an Eulerian tour.

The proof is by induction on the number of polyhedron edges. If $`P`$ is a tetrahedron, then there is a facet cycle, as shown in Fig. 6.

Otherwise, let $`xy`$ be any edge of $`P`$, and contract it to form the lattice graph of a polyhedron $`Q`$. (In a triangulated planar graph, at least one edge incident to any vertex can be contracted, unless the graph is $`K_4`$, which is the induction base.) By induction, there is a facet cycle $`C(Q)`$ in the graph for $`Q`$. See Fig. 7(a-c).

Let $`L`$ be the link of $`x`$ on $`P`$: the edges opposite $`x`$ of all triangles incident to $`x`$. $`L`$ forms a cycle on $`P`$, and on $`Q`$. Now, remove the portion of $`C(Q)`$ that is inside $`L`$ on $`Q`$, as in Fig. 7(d); let $`H`$ be the resulting subgraph of $`C(Q)`$. The task now is to augment $`H`$ on $`P`$ so that it is connected, its vertices are even, and it covers all the triangles inside $`L`$ on $`P`$.

Let $`u`$ be a vertex of $`L`$. Label $`u`$ *odd* or *even* if the number of edges of $`H`$ incident to $`u`$ is odd or even respectively (see Fig. 7(d)). Let $`T(u)`$ be the triangle $`\mathrm{}uxv`$ of $`P`$, where $`u`$, $`x`$, and $`v`$ are in counterclockwise order. We use the following rule to augment $`H`$. For each $`uL`$, if $`u`$ is odd, add $`(v,T(u),x)`$; if $`u`$ is even, add $`(u,T(u),v)`$. See Fig. 7(e). Call the augmented graph $`C(P)`$.

By construction, each triangle inside $`L`$ is covered by $`C(P)`$. Each vertex $`uL`$ becomes incident to an added edge from the clockwise previous $`u^{}`$, regardless of whether $`u^{}`$ is odd or even. If $`u`$ is odd, then $`u`$ only receives one new edge from the clockwise previous vertex; if $`u`$ is even, it in addition adds an edge to cover $`T(u)`$. Consequently, every vertex on $`L`$ has even degree in $`C(P)`$. The vertex $`x`$ is even because it receives an edge from every odd vertex on $`L`$, and there are an even number of odd vertices in $`H`$ (as in any graph), all of which are on $`L`$.

Next we argue that the vertices on the link $`L`$ are connected. If there is an odd vertex $`u`$, then the added edges form a collection of “arms” extending from each odd vertex, clockwise through consecutive even vertices, and then connecting through $`x`$. If all vertices are even, then the added vertices form a cycle excluding $`x`$. In either case, the vertices of $`L`$ become connected in $`C(P)`$.

Finally we show that $`C(P)`$ is connected. Let $`uL`$ and let $`z`$ be a vertex of $`C(P)`$ outside of $`L`$. Because $`C(Q)`$ is connected, there must be some path $`p`$ in $`C(Q)`$ from $`z`$ to a vertex on $`L`$; let $`wL`$ be the first such. (Note that $`L`$ contains at least one triangle, and $`C(Q)`$ visits two of its vertices, at least one of which is on $`L`$.) The portion of the path $`p`$ from $`z`$ to $`w`$ is unchanged on $`P`$. Because the vertices on $`L`$ are connected in $`C(P)`$, there is a connection from $`z`$ to $`w`$ to $`u`$ in $`C(P)`$. Thus $`C(P)`$ is connected.

We have established that $`C(P)`$ covers the facets, is connected, and has even degree at each vertex. Therefore it is a facet cycle. $`\mathrm{}`$

Following this proof, and taking care to contract an edge incident to a low-degree vertex \[CE91\], leads to a linear-time algorithm. Through the vertical-strip layout, this theorem permits the surface of any triangulated genus-zero polyhedron to be unfolded to a string of triangles joined at vertices:

###### Corollary 4

The surface of any simplicial polyhedron $`P`$ of genus zero may be vertex-unfolded (in linear time) into parallel strips each containing one triangle of $`P`$.

Theorem 3 also yields an “ideal rendering” of any such surface on a computer graphics system with a $`1`$-vertex cache: each triangle shares one vertex with the previous triangle in the graphics pipeline. It is known that sharing two vertices is not always achievable: some triangulations do not admit a “sequential triangulation,” that is, an ordering of the triangles corresponding to a Hamiltonian path in the dual graph \[AHMS96\].

The restriction to simplicial polyhedra in Theorem 3 (and indeed in Theorems 1-2 as well) is necessary, for the truncated cube has no facet path: no pair of its eight triangles can be adjacent in a path, but the six octagons are not enough to separate the triangles.

## 7 Discussion

Our work raises three new open problems:

1. Does every lattice graph of a simplicial polyhedron of genus more than zero have a facet path, i.e., can Theorem 3 be extended to higher-genus polyhedra?
2. Does every polyhedron with faces homeomorphic to a disk have a nonoverlapping vertex-unfolding? The strip construction fails for faces with more than three sides. If faces are permitted to have holes, then there are examples that cannot be vertex-unfolded, e.g., a box-on-top-of-a-box (cf. Fig. 7 of \[BDD+98\]).
3. Does every $`4`$-polytope, or more generally, every polyhedral complex in $`^4`$, have a vertex-unfolding? It was this question that prompted our investigation.

### Acknowledgments

We thank Anna Lubiw for a clarifying discussion, and Allison Baird, Dessislava Michaylova, and Amanda Toop for assisting with the implementation.


text:
# The low-energy nuclear density of states and the saddle point approximation

## I Introduction

One of the important ingredients in the Hauser-Feshbach approach to the calculation of nuclear reaction rates important for astrophysical interest is the nuclear density of states. In fact uncertainties in the nuclear density of states is a leading cause of errors in these calculations.

The studies of nuclear level densities dates back to the 1950s. with work by Rozenweig, and Gilbert and Cameron. The usual technique is to calculate the partition function and then invert the Laplace transform using the saddle point approximation. At energies sufficiently high for shell and pairing effects to be washed out the density of states is given in terms of the single particle density of states at the Fermi surface (and its derivatives) the shell correction energy and pairing energy. Most statistical model calculations use the back shifted fermi gas description . Monte-Carlo shell model calculations as well as combinatorial approaches show excellent agreement with this phenomenological approach. At lower energies the results are more problematic and typically crude extrapolations from the higher energy are used.

In this paper we study the nuclear level density with an emphasis on the lower energy region, using a single particle shell model. The dependences in the two regimes are rather different. In contrast to higher energies, where the density of states depends on the shell correction and the smooth single particle density of states, in the lower energy regime the density of states depends on the separation of single particle levels and their degeneracy. Moreover, at very low energy the saddle point approximation itself breaks down. We show that in this region the correction suggested by Grossjean and Feldmeier gives dramatic improvements.

In the next section we review the saddle point approximation in the context of nuclear level density calculation. We use thermodynamic identities to rewrite the equations in simpler form compared to the usual ones. Furthermore, we discuss the possible ways to simplify the evaluation of level densities at low energies. A temperature dependent parabolic equation for excitation energy seems to be a good choice. The corrections suggested and the corresponding modifications to the equation are discussed in section 3. Finally in section 4 we discuss our calculation and the results.

## II The Saddle Point Approximation

The grand canonical partition function for two type of particles can be written as:

$$e^\mathrm{\Omega }=\underset{N^{},Z^{},E^{}}{}\mathrm{exp}(\alpha _NN^{}+\alpha _ZZ^{}\beta E^{})$$
(1)
where the sum is over all nuclei with $`N^{}`$ neutrons, $`Z^{}`$ protons and over all energy eigenstates $`E^{}`$ . $`\tau =\beta ^1`$, is the temperature and $`\mu _{N(Z)}=\frac{\alpha _{N(Z)}}{\beta }`$ is the chemical potential for neutrons (protons). The sum over eigenstates can be substituted by an integral:

$$e^\mathrm{\Omega }=\underset{N^{},Z^{}}{}𝑑E^{}\rho (E^{},N^{},Z^{})\mathrm{exp}(\alpha _NN^{}+\alpha _ZZ^{}\beta E^{})$$
(2)
where $`\rho (E^{},N^{},Z^{})`$ is the nuclear density of states. It represents the density of energy eigenvalues for the nucleus $`(N^{},Z^{})`$ at the energy $`E^{}`$. The above equation also shows that the grand partition function can be considered a Laplace transform of the nuclear density of states. The inversion integral is:

$$\rho (E^{},N^{},Z^{})=\frac{1}{(2\pi i)^3}𝑑\alpha _N𝑑\alpha _Z\beta e^S$$
(3)
where the entropy $`S=\mathrm{\Omega }\alpha _NN\alpha _ZZ+\beta E`$ . The above contour integrals are also known as Darwin- Fowler integral. This integral is usually done by the saddle point approximation and in this section we will explore this approximation. The location of the saddle point is defined by the equations,

$$\frac{d\mathrm{\Omega }^{}}{d\beta }=E;\frac{\mathrm{d}\mathrm{\Omega }^{}}{\mathrm{d}\alpha _\mathrm{N}}=\mathrm{N};\frac{\mathrm{d}\mathrm{\Omega }^{}}{\mathrm{d}\alpha _\mathrm{Z}}=\mathrm{Z}.$$
(4)
The path of the integration can be chosen to pass through this point. By expanding the exponent $`S`$ in Taylor series about the saddle point and retaining only the quadratic terms, the nuclear density of states in the saddle point approximation can be written as:

$$\rho =\frac{e^S}{(2\pi )^{3/2}D^{1/2}}$$
(5)
where $`D`$ is the determinant of the second derivative of $`S`$ with respect to the parameters $`\alpha _N`$ , $`\alpha _Z`$ , and $`\beta .`$ The determinant can be simplified to a product of factors by changing the variables which are held fixed when the derivatives are performed.

The determinant is written as:

$$D=\left|\begin{array}{ccc}\frac{d^2S}{d\beta ^2}& \frac{d^2S}{d\beta d\alpha _N}& \frac{d^2S}{d\beta d\alpha _Z}\\ \frac{d^2S}{d\beta d\alpha _N}& \frac{d^2S}{d\alpha _N^2}& \frac{d^2S}{d\alpha _Nd\alpha _Z}\\ \frac{d^2S}{d\beta d\alpha _Z}& \frac{d^2S}{d\alpha _Nd\alpha _Z}& \frac{d^2S}{d\alpha _Z^2}\end{array}\right|$$
(6)
To simplify the above determinant we change the independent variables to $`\tau =1/\beta `$ , $`\mu _N=\tau \alpha _N`$ , and $`\mu _N=\tau \alpha _Z`$ and change the dependent variable to $`\mathrm{\Omega }^{}=\tau \mathrm{\Omega }=\tau S+\mu _NN+\mu _ZZE`$. In terms of the new variables the equations determining the saddle point are:

$$\frac{d\mathrm{\Omega }^{}}{d\tau }=S;\frac{\mathrm{d}\mathrm{\Omega }^{}}{\mathrm{d}\mu _\mathrm{N}}=\mathrm{N};\frac{\mathrm{d}\mathrm{\Omega }^{}}{\mathrm{d}\mu _\mathrm{Z}}=\mathrm{Z}.$$
(7)
Using these equations the determinant can be written as:

$$D=\tau ^5\left|\begin{array}{ccc}\frac{dS}{d\tau }& \frac{dN}{d\tau }& \frac{dZ}{d\tau }\\ \frac{dS}{d\mu _N}& \frac{dN}{d\mu _N}& \frac{dZ}{d\mu _N}\\ \frac{dS}{d\mu _Z}& \frac{dN}{d\mu _Z}& \frac{dZ}{d\mu _Z}\end{array}\right|$$
(8)
In deriving this result we have used the fact that in a determinant addition of a multiple of row (column) to another row (column) does not change the value of the determinant. In the first row the derivatives are at constant $`\mu _N`$ and $`\mu _Z`$ ; in the second at constant $`\tau `$ and $`\mu _Z`$, and the third at constant $`\tau `$ and $`\mu _N`$ . The variables which are held constant can be changed using the following equations:

$$\frac{dS}{d\tau }|_{\mu _N\mu _Z}=\frac{dS}{d\tau }|_{NZ}+\frac{dS}{dN}|_{\tau Z}\frac{dN}{d\tau }|_{\mu _N\mu _Z}+\frac{dS}{dZ}|_{\tau N}\frac{dZ}{d\tau }|_{\mu _N\mu _Z}$$
(9)
$$\frac{dS}{d\mu _N}|_{\tau \mu _Z}=\frac{dS}{dN}|_{\tau Z}\frac{dN}{d\mu _N}|_{\tau \mu _Z}+\frac{dS}{dZ}|_{\tau N}\frac{dZ}{d\mu _N}|_{\tau \mu _Z}$$
(10)
and

$$\frac{dS}{d\mu _Z}|_{\tau \mu _N}=\frac{dS}{dN}|_{\tau Z}\frac{dN}{d\mu _Z}|_{\tau \mu _N}+\frac{dS}{dZ}|_{\tau N}\frac{dZ}{d\mu _Z}|_{\tau \mu _N}$$
(11)
Subtracting $`\frac{dS}{dN}|_{\tau Z}`$ times the second column and $`\frac{dS}{dZ}|_{\tau N}`$ times the third column from the first column we have:

$$D=\tau ^5\frac{dS}{d\tau }|_{NZ}\left|\begin{array}{cc}\frac{dN}{d\mu _N}& \frac{dN}{d\mu _Z}\\ \frac{dZ}{d\mu _N}& \frac{dZ}{d\mu _Z}\end{array}\right|$$
(12)
This procedure can be repeated to yield:

$$D=\tau ^5\frac{dS}{d\tau }|_{NZ}\frac{dN}{d\mu _N}|_{\tau Z}\frac{dZ}{d\mu _Z}|_{\tau \mu _N}$$
(13)
Note the progression on the variables held constant. This procedure can be extended in an iterative manner to any number of constants of motions. The main gain is that we now have a simple product rather than a determinant.

Let us now try to understand how this new form may help us in practice. To calculate the density of states as a function of energy for fixed particle number we need the entropy $`S`$ as a function of energy at fixed $`N`$ and $`Z`$ for the exponent in the numerator. The temperature can then be obtained from $`dS/dE|_{NZ}=1/\tau `$ and $`dS/d\tau |_{NZ}=1/(\tau ^3d^2S/dE^2)`$. This leaves the derivatives of the particle numbers to be separately evaluated. Thus we have three independent functions to parameterize.

To see that this modified form of the density of states agrees with the standard form we consider the independent particle model where with a constants single particle density of states $`g`$. The entropy then is $`S=2\sqrt{aE}`$ where $`a=\pi g/6.`$ The temperature is $`\tau =\sqrt{E/a}`$, $`dS/d\tau |_{NZ}=a/2`$, and $`dN/d\mu _N=dN/d\mu _Z=g`$. This then gives the well know formulae:

$`\rho ={\displaystyle \frac{\sqrt{\pi }}{12}}{\displaystyle \frac{\mathrm{exp}[2\sqrt{aE}]}{E^{5/4}a^{1/4}}}`$

Now let us consider a normal quantum system with a discrete spectrum. In this case there are in general no closed forms for the various functions, so we consider the zero temperature limit of $`dN/d\mu _N`$. We start with an open shell situation where there is a partially filled shell. For this discussion it is only necessary to consider the properties of the partially filled level. We take the level to have a degeneracy of $`g_1`$, an energy of $`ϵ_1`$ and a partial occupancy of $`d`$. As $`\tau `$ goes to zero the saddle point condition for the number of particle becomes $`g_1/(1+\mathrm{exp}[(ϵ_1\mu )/\tau ])=dg_1`$. Solving for $`\mu `$ we have $`\mu =ϵ_1+\tau \mathrm{ln}[d/(1d)]`$. Note that this formulae breaks down for $`d`$ equals zero or one corresponding to closed shells. The derivative $`dN/d\mu `$ is given as $`g_1d(1d)/\tau `$. Note that it diverges as $`\tau `$ goes to zero.

For a closed shell it necessary to consider two levels, the last filled level and the first unfilled level. We denote the energies and degeneracies of these levels as $`ϵ_1,g_1`$ and $`ϵ_2,g_2`$. The saddle point condition is now $`g_2/(1+\mathrm{exp}[(ϵ_1\mu )/\tau ])+g_2/(1+\mathrm{exp}[(ϵ_2\mu )/\tau ])=g_1`$. Solving for $`\mu `$ we have $`\mu =(ϵ_1+ϵ_2)/2\tau \mathrm{ln}[g_1/g_2]`$ for small temperatures. The derivative $`dN/d\mu `$ is given as $`2\sqrt{g_1g_2}\mathrm{exp}[(ϵ_1ϵ_2)/(2\tau )]/\tau `$. This goes to zero exponentially fast as $`\tau `$ goes to zero. Note that in neither of the cases above shell correction is involved.

The above discussion is useful since $`S`$ is a function of the energy. Here again one may use a few trick. It turns out to be easier to parameterize $`E`$ as function of $`\tau `$. Since $`\tau dS=dE`$, one can write $`S=_0^\tau \frac{1}{\tau ^{}}\frac{dE}{d\tau ^{}}𝑑\tau ^{}+S(\tau =0)`$. The last term is the integration constant and is given once the degeneracy of the ground state is known. It contributes to exponent but not to the denominator where derivatives are taken.

Next one needs $`E`$ as a function of $`\tau `$. For many systems there is a quite reliable approximation. For very low temperature, much less then the level spacing, the energy does not change significantly. However above some critical temperature ,$`\tau _0`$, it starts to increase rapidly. For temperature nears this region the energy can be parametrized quite simply by

$$EE_0=c(\tau \tau _0)^2\theta (\tau \tau _0)$$
(14)
We have checked this approximation using a simple shell model and found that it works quite well except if there are more then one level approximately equal distant from the Fermi surface. The parameters $`\tau _0`$ and $`c`$ depend on the level spacing and degeneracy near the Fermi surface. Again they do not depend on the shell correction.

Before being useful at very low energies a short-coming of the saddle point approximation must be overcome. It is well known that at low energies the saddle point approximation tends to diverge as the denominator goes to zero, In many cases this problem can be fixed by using a technique from ref.  which handles the contribution to the nuclear density of states from the ground state delta function explicitly.

## III Modified Saddle Point

In ref. Grossjean and Feldmeier have proposed a modification of the saddle point method to remove the divergences of the level density at the ground state. Introducing explicitly the ground state energy $`E_g(A)`$ as the lower boundary, the density of state becomes

$$\stackrel{~}{\omega }(E^{},A)=\omega (E^{}+E_g(A),A)\delta (E^{})\delta (AA_0)$$
(15)
where $`E^{}=EE_g`$ is the excitation energy and $`A_0`$ is the mean particle number. The corresponding modified grand canonical potential is given by,

$$\stackrel{~}{\mathrm{\Omega }}=\mathrm{\Omega }+\beta E_g+ln(1Y)$$
(16)
where

$$Y=d_0e^{\alpha _NN+\alpha _ZZ\beta E_g\mathrm{\Omega }}$$
(17)
The chemical potentials for neutrons and protons are given by $`\mu _Z=\frac{\alpha _Z}{\beta }`$ and $`\mu _N=\frac{\alpha _N}{\beta }`$ respectively, $`d_0`$ being the ground state occupancy.

The nuclear level density in the modified saddle point approximation becomes,

$$\rho =\frac{\stackrel{~}{S}}{(2\pi )^{3/2}\stackrel{~}{D}^{1/2}}$$
(18)
where $`\stackrel{~}{D}`$ is the determinant in the form of eq.8, defined in terms of $`\stackrel{~}{S}`$, the entropy corresponding to the potential $`\stackrel{~}{\mathrm{\Omega }}`$. The steps of the previous section (eq.(8) - eq.(13)) can be retraced and then one gets,

$$\stackrel{~}{D}=\tau ^5\stackrel{~}{\frac{dS}{d\tau }}|_{NZ}\stackrel{~}{\frac{dN}{d\mu _N}}|_{\tau Z}\stackrel{~}{\frac{dZ}{d\mu _Z}}|_{\tau \mu _N}$$
(19)
The derivation of eq.(19) is straightforward as it depends only on the thermodynamic relations of the quantities involved and not on their explicit forms.

The computation of the level density using eq.(18) will depend on the relations between the usual and the modified thermodynamic quantities as the usual quantities are directly related to the single particle shell model states.

The modified saddle point conditions in terms of the usual thermodynamic potential becomes,

$`{\displaystyle \frac{d\mathrm{\Omega }}{d\alpha }}|_{\alpha _0,\beta _0}=A`$ (20)
$`{\displaystyle \frac{d\mathrm{\Omega }}{d\beta }}|_{\alpha _0,\beta _0}=(E_g+\stackrel{~}{E^{}})`$ (21)
where $`\stackrel{~}{E^{}}=E^{}(1Y)`$ (see eq.(17)). For $`\alpha =\alpha _{N(Z)}`$, $`A=N(Z)`$. The derivatives of the entropy and numbers are related as,

$`\stackrel{~}{{\displaystyle \frac{dS}{d\tau }}}|_{N,Z}=({\displaystyle \frac{dS}{d\tau }}|_{N,Z}\beta ^3E_{}^{}{}_{}{}^{2}Y+\beta ^3E_{}^{}{}_{}{}^{2}Y^2)\times {\displaystyle \frac{1}{1+Y}}`$ (22)
$`\stackrel{~}{{\displaystyle \frac{dN}{d\mu _N}}}|_{\tau ,Z}={\displaystyle \frac{dN}{d\mu _N}}|_{\tau ,Z}\times {\displaystyle \frac{1}{1+Y}}`$ (23)
$`\stackrel{~}{{\displaystyle \frac{dZ}{d\mu _Z}}}|_{\tau ,N}={\displaystyle \frac{dZ}{d\mu _Z}}|_{\tau ,N}\times {\displaystyle \frac{1}{1+Y}}`$ (24)
Using the above equations one can compute the level density (eq.(18)) in terms of single particle states.

## IV discussion

The single particle energies, required for the evaluation of different thermodynamic quantities are obtained for the Nilsson shell model. The values of the constants associated with $`𝐥^2`$ and $`𝐥.𝐬`$ are taken from ref.. Here it should be mentioned that the level densities are strongly dependent on the single particle energy levels. Hence for astrophysical applications one should make a judicious choice for the model as well as the constants.

We first calculate the level densities for different nuclei, for both the usual as well as modified saddle point approximations, using all the filled and a equal number of unfilled levels. It should be noted the for low excitation energies (of the order of first excitation level or less) the inclusion of only the last filled and the first filled level, as described in section 2, is sufficient for the evaluation of the level densities.

A comparison of the level densities from eq.(3) and eq.(18) for nuclei $`{}_{}{}^{32}S`$, $`{}_{}{}^{88}Sr`$ and $`{}_{}{}^{208}Pb`$ are shown in fig. 1, fig. 2 and fig. 3 respectively. The modified saddle point results are shown by curve (a) and the usual saddle points results are shown by curve (c) in the above figures. As evident from the graphs the usual saddle point does show a divergence at the low energies whereas modified version goes to zero smoothly. This is due to the fact that entropy in the modified version goes to zero much faster as it takes into account the nonavailability of states below the ground state energy. Moreover, at low energies the differences are more pronounced for the lighter nuclei like $`{}_{}{}^{32}S`$ compared to $`{}_{}{}^{208}Pb`$. The differences can be attributed to the fact that in modified prescription the thermodynamic potential gets an additive contribution compared to the usual one as shown by eq.(16).

As discussed in section 2. we try to fit the excitation energies with parabolic form as given in eq.(14). These fits for different nuclei are shown in fig. 4, fig. 5 and fig. 6 respectively. In figures (4-6) we have plotted the variation of excitation energy with temperature. For low energies, the fitted value is in good agreement with exact values. Next we calculate the entropy and its derivative, using the steps given in section 2, from this fitted expression for excitation energy, the derivatives of $`N`$ and $`Z`$ being the same as in preceding paragraph. Using these we calculate the level densities for different nuclei. A comparison of the level densities from the full calculation from modified saddle point approximation (curve (a)) and the one using fitted excitation energies (curve (b)) are shown in fig. 1, fig. 2 and fig. 3. It is obvious from the graphs that the fitted excitation energy gives a better agreement with exact calculation for heavier nuclei.

To conclude, we have shown that the modification of the saddle approximation is necessary for the correct evaluation of the level densities at lower energies. One can simplify the equations substantially using the thermodynamic identities. Furthermore, a parabolic prescription for the excitation energy may be useful for easier computation of the level densities. More work in this direction is needed to make the methodology useful for direct application to astrophysical reactions.


text:
# Correlations in quantum systems and branch points in the complex plane

## I Introduction

The statistical properties of the shell-model states of nuclei around 24Mg are studied a few years ago  by using two-body forces which are obtained by fitting the low-lying states of different nuclei of the $`2s1d`$ shell. In the center of the spectra, the generic properties are well expressed in spite of the two-body character of the forces used in the calculations. It is therefore not surprisingly that embedded random matrix ensembles are relevant for a description of eigenfunctions and transition strengths in many-body quantum systems . Some regularity in the ground state region of the spectra is obtained in recent calculations with the two-body random ensemble  which could be explained in the cases considered .

In the calculations with the two-body random ensemble, the two-body character of the forces in the Hamiltonian and the Pauli principle are taken into account: states with given total angular momentum $`J`$ consist of $`N`$ identical Fermi-particles distributed among a set of single-particle states, and interact via two-body matrix elements. By standard shell-model (SM) techniques, the Hamiltonian matrix is calculated in terms of the independent two-body matrix elements which are taken at random from a given distribution. The number of independent two-body matrix elements is small as compared to the total number of matrix elements. Due to its nearness to the SM, the two-body random ensemble is expected to be more appropriate than the Gaussian orthogonal ensemble for a study of nuclear spectra . The level density calculated with a two-body random ensemble is, indeed, more realistic than that of the Gaussian orthogonal ensemble. It is nearly Gaussian in contrast with the Wigner’s semi-circle law, that holds for the Gaussian orthogonal ensemble in the limit of a large number of states.

In Ref. , the spectrum of $`N`$ fermions distributed over $`M`$ orbitals and the structure of the eigenstates is calculated with a two-body random ensemble by using the methods of scar theory. At the edges of the spectrum, significant deviations from random matrix theory expectations are found. The deviations are much smaller when a spin is added to the Hamiltonian (as in nuclear SM calculations). Due to the spin, the single-particle states split and the many-particle SM states may cross. The crossing of any interacting discrete states is, however, not free but avoided. Thus, the results of the calculations  with and without spin differ by the number of avoided crossings of their levels.

It is the aim of the present paper to study the relation between avoided crossings of levels and the mixing of their wave functions in detail. The avoided crossings of the many-particle levels are a property of the whole system consisting of many particles. The correlations induced by them are a second-order effect (via the continuum) as compared to those induced directly by the two-body forces. Nevertheless, they may play an important role, especially at high level density.

In section 2, the relation between branch points and avoided level crossings is discussed by means of a simple example. The correlations induced by the branch points in the complex plane are considered in section 3. Numerical examples are shown and discussed in section 4 and the results obtained are summarized in the last section.

## II Branch points in the complex plane and avoided level crossings

To every avoided crossing of discrete states, the corresponding crossing point in the complex plane can be found. This can be seen by considering the matrix

$`=\left(\begin{array}{cc}e_1(a)& v\\ v& e_2(a)\end{array}\right){\displaystyle \frac{i}{2}}\left(\begin{array}{cc}c_1(a)& 0\\ 0& c_2(a)\end{array}\right)`$ (5)
whose eigenvalues are

$`_{i,j}E_{i,j}{\displaystyle \frac{i}{2}}C_{i,j}={\displaystyle \frac{\epsilon _1+\epsilon _2}{2}}\pm \sqrt{(\epsilon _1\epsilon _2)^2+4v^2}`$ (6)
with $`i,j=\pm `$. Further, $`\epsilon _ke_ki/2c_k(k=1,2)`$ is the energy $`e_k`$ of the state $`k`$ continued by $`1/2c_k`$ into the complex plane. The states with energies $`e_k`$ are assumed to be unperturbed by any interaction with other states. Their energies may be traced as a function of a certain parameter $`a`$. Diagonalizing $``$ gives the energies $`_{i,j}`$ of the eigenstates of $``$ in which the interaction $`v`$ between the two basic states $`1`$ and $`2`$ is taken into account.

The eigenvalue equation (6) shows the following. When the non-diagonal matrix elements $`v`$ (which describe the interaction between the two states $`k=1,2`$) are real and different from zero, the two states $`i,j=\pm `$ can cross, as a function of the parameter $`a`$, only in the complex plane. The crossing point $`a=a^{\mathrm{cr}}`$ is defined by $`_+(a^{\mathrm{cr}})=_{}(a^{\mathrm{cr}})`$ and

$`F^{\mathrm{cr}}=\{\epsilon _1(a^{\mathrm{cr}})\epsilon _2(a^{\mathrm{cr}})\}^2+4v^2=0.`$ (7)
This crossing point is a branch point in the complex plane according to Eq. (6). It lies at $`\{\epsilon _1(a^{\mathrm{cr}})+\epsilon _2(a^{\mathrm{cr}})\}/2`$.

The non-trivial mathematical properties of these branch points in the complex plane as well as their relation to the higher-order poles of the $`S`$ matrix are known for a long time, e.g. . The eigenfunctions $`\stackrel{~}{\mathrm{\Phi }}_R`$ of $``$ are bi-orthogonal. They are normalized  according to

$`(\stackrel{~}{\mathrm{\Phi }}_R)^2`$ $``$ $`\stackrel{~}{\mathrm{\Phi }}_R^{}^{}|\stackrel{~}{\mathrm{\Phi }}_R=\delta _{RR^{}}`$ (8)
and therefore

$`|\stackrel{~}{\mathrm{\Phi }}_R|^2`$ $``$ $`\stackrel{~}{\mathrm{\Phi }}_R|\stackrel{~}{\mathrm{\Phi }}_R1;|\stackrel{~}{\mathrm{\Phi }}_{R^{}R}|\stackrel{~}{\mathrm{\Phi }}_R||\mathrm{Im}\stackrel{~}{\mathrm{\Phi }}_{R^{}R}|\stackrel{~}{\mathrm{\Phi }}_R|0.`$ (9)
Approaching a double pole,

$`\stackrel{~}{\mathrm{\Phi }}_1^{\mathrm{bp}}\pm i\stackrel{~}{\mathrm{\Phi }}_2^{\mathrm{bp}}`$ (10)
see , and

$`|\stackrel{~}{\mathrm{\Phi }}_R^{\mathrm{bp}}|^2\mathrm{};|\stackrel{~}{\mathrm{\Phi }}_{R^{}R}^{\mathrm{bp}}|\stackrel{~}{\mathrm{\Phi }}_R^{\mathrm{bp}}|\mathrm{},`$ (11)
see . At an avoided crossing in the complex plane and in its neighborhood, the difference between $`|\stackrel{~}{\mathrm{\Phi }}_R|^2`$ and $`(\stackrel{~}{\mathrm{\Phi }}_R)^2`$ is large but finite. Numerical examples are given in . The $`S`$ matrix contains $`\stackrel{~}{\mathrm{\Phi }}_R^{}|\stackrel{~}{\mathrm{\Phi }}_R`$ but not $`\stackrel{~}{\mathrm{\Phi }}_R|\stackrel{~}{\mathrm{\Phi }}_R`$, i.e. it behaves smoothly also when the bi-orthogonality is large. This holds also at a double pole of the $`S`$ matrix where two resonance states cross .

The influence of avoided level crossings on the dynamics of a system under adiabatic conditions and on the correlations between the different states has been studied in atoms  and open quantum billiards . In these systems, it is possible to trace the turn-over of the avoided crossings into a real crossing (corresponding to a double pole of the $`S`$ matrix) by tuning the system parameters. All the results obtained show that branch points in the complex plane may have an important influence on the spectroscopic properties of a quantum system although their number is of measure zero.

## III Correlations induced by branch points in the complex plane

The correlations between states are expressed usually by the mixing of their wave functions

$`\stackrel{~}{\mathrm{\Phi }}_R={\displaystyle \underset{i}{}}b_{R,i}\mathrm{\Phi }_i^0`$ (12)
where the $`\{\mathrm{\Phi }_i^0\}`$ are the eigenfunctions of the Hamilton operator $`_0`$ of the unperturbed system. In the SM calculations, the functions $`\{\mathrm{\Phi }_i^0\}`$ are the Slater determinants. They do not contain any residual forces and represent therefore a natural basis set for the SM wave functions $`\mathrm{\Phi }_R^{\mathrm{SM}}`$. In the case of an open quantum system, the functions $`\{\mathrm{\Phi }_i^0\}`$ are the wave functions of the corresponding closed system. In the continuum shell model, these are the SM wave functions $`\{\mathrm{\Phi }_R^{\mathrm{SM}}\}`$. In the case of the matrix (6), $`_0`$ is defined by $`v=0`$ and the $`\{\mathrm{\Phi }_i^0\}`$ are the eigenfunctions of $`_0`$.

The Schrödinger equation of an open quantum system with the Hamiltonian $``$ can be written as

$`(_0\stackrel{~}{}_R)|\stackrel{~}{\mathrm{\Phi }}_R`$ $`=`$ $`W|\stackrel{~}{\mathrm{\Phi }}_R`$ (13)
$`=`$ $`{\displaystyle \underset{R^{}}{}}\stackrel{~}{\mathrm{\Phi }}_R^{}|W|\stackrel{~}{\mathrm{\Phi }}_R{\displaystyle \underset{R^{\prime \prime }}{}}\stackrel{~}{\mathrm{\Phi }}_R^{}|\stackrel{~}{\mathrm{\Phi }}_{R^{\prime \prime }}|\stackrel{~}{\mathrm{\Phi }}_{R^{\prime \prime }}`$ (14)
where the operator $`W`$ describes the interaction of the two states $`R`$ and $`R^{}`$ via the environment. In the case of the continuum shell model, this is the interaction via the continuum which is complex, as a rule . The source term (rhs. of Eq. (14)) contains the $`\stackrel{~}{\mathrm{\Phi }}_R|\stackrel{~}{\mathrm{\Phi }}_R^{}`$. Thus, the mixing of the wave functions via the continuum is related to the bi-orthogonality of the eigenfunctions of $``$, Eq. (9). Numerical examples for the bi-orthogonality, given in e.g. Refs. , show that the standard relations $`\stackrel{~}{\mathrm{\Phi }}_R|\stackrel{~}{\mathrm{\Phi }}_R^{}=\delta _{RR^{}}`$ are not fulfilled neither at the branch point in the complex plane nor at an avoided level crossing, see Eq. (9). Thus the source term of Eq. (14) contains terms being non-linear in the wave functions $`\stackrel{~}{\mathrm{\Phi }}_R`$ when the quantum system is open and the $`\stackrel{~}{\mathrm{\Phi }}_R`$ are complex.

SM calculations are performed with an Hermitian Hamilton operator $`^{\mathrm{SM}}`$. The eigenvalues and eigenfunctions are real. It seems therefore, that the source term in Eq. (14) can not play any role in the SM calculations. This is, however, not true as will be shown in the following. The reason for this unexpected behaviour is, above all, the analyticity of the wave functions. The eigenvalues lying at negative energy show, as a function of tuning the system parameters, the same motion in the complex plane as those at positive energy.

In the following, the motion of the eigenvalues by varying the system parameters will be considered in a language more fitting into the concept of the SM. As a matter of fact, SM calculations provide not only the eigenvalues $`E_i`$ of the SM states but also the eigenfunctions $`\mathrm{\Phi }_i`$. Knowing the SM wave functions $`\mathrm{\Phi }_i^A`$ of the system consisting of $`A`$ particles and those of the system with one particle less, the amplitudes $`\mathrm{\Phi }_i^A|\mathrm{\Phi }_c^{A1}`$ of the spectroscopic factors can be calculated. Here, $`\mathrm{\Phi }_c^{A1}`$ is the wave function of a well-defined state of the residual system having one bound particle less than the initial system. These amplitudes depend on the quantum numbers of the separated particle. By multiplying the spectroscopic factor with an energy dependent common penetration factor, one gets the probability for the transition of the initial state $`i`$ (with $`A`$ bound particles) to the decay channel $`c`$ (with one particle in relative motion to a certain state of the system with $`A1`$ bound particles). The separated particle may either be transferred (at negative energy) or emitted (at positive energy). In the last case, the product of spectroscopic factor and penetration factor is identified with the partial decay width $`(\gamma _i^c)^2`$ of the state $`i`$ into the channel $`c`$. Further, $`\mathrm{\Gamma }_i=_c(\gamma _i^c)^2`$ is the width of an isolated state. Thus, the most characteristic part of the width $`\mathrm{\Gamma }_i`$ of an isolated state is involved in the spectroscopic factor calculated from SM wave functions.

As a result, the SM eigenvalues and eigenfunctions of the two bound systems with $`A`$ and $`A1`$ particles, respectively, contain all information on the motion of the complex values $`E_i\frac{i}{2}G_i`$ (where $`G_i`$ is proportional to the spectroscopic factor) by varying the system parameters, although both Hamiltonians $`_0^A`$ and $`_0^{A1}`$ are Hermitian and their eigenvalues are real. The accompanying motion of the energies $`E_i`$ is considered in many studies and avoided level crossings have been observed. The accompanying motion of the spectroscopic factors, however, is not considered up to now.

## IV Numerical results

In order to illustrate the motion of the energies and spectroscopic factors as a function of a certain parameter, let us consider the matrix $``$, Eq. (5), with $`e_1=1a/2;e_2=a;c_1=c_2=0`$ and $`v`$ real. By means of the parameter $`a`$, crossing or avoided crossing of the two states can be traced under different conditions, e.g. for different values of $`v`$. The results show crossing for $`v=0`$ and avoided crossing for all $`v0`$ at the critical value $`a^{\mathrm{cr}}=2/3`$. The influence of $`v`$ on the eigenvalues is small as long as $`v`$ is small: the typical avoided-crossing behaviour can be seen (Landau-Zener effect, figure 1 top left). The two states are exchanged, what is surely without any interest for statistical considerations. For larger $`v`$, the avoided crossing of the eigenvalues as a function of $`a`$ is difficult to see in the trajectories: the eigenvalues are weakly dependent on $`a`$. The comparison with the eigenvalues for $`v=0`$ shows, however, the changes of the trajectories in the neighborhood of $`a^{\mathrm{cr}}`$. The wave functions are exchanged also in this case at $`a=a^{\mathrm{cr}}`$. The wave functions are mixed strongly near $`a^{\mathrm{cr}}`$ for all $`v`$ as can be seen from the right-hand side of figure 1. Here the coefficients $`b_{i,j}^2`$ of the representation $`\mathrm{\Phi }_i=b_{i,j}\mathrm{\Phi }_j^0`$, Eq. (12), for $`v=0.05,\mathrm{\hspace{0.33em}0.5}`$ and 1 are shown ($`\mathrm{\Phi }_j^0`$ are the wave functions at $`v=0`$).

While the wave functions are mixed only in a very small region around the critical value $`a^{\mathrm{cr}}`$ for small $`v`$, they are mixed also at large distances $`|aa^{\mathrm{cr}}|`$ when $`v`$ is larger (figure 1). At high level density, avoided level crossings with other states appear, as a rule, before $`b_{i,i}1,b_{i,ji}0`$ is reached. As a consequence, the $`b_{i,j}`$ contain components from more than just the two crossing levels.

For illustration, the energies and wave functions of four states are calculated from

$`^{(4)}=\left(\begin{array}{cccc}e_1(a)& v& v& v\\ v& e_2(a)& v& v\\ v& v& e_3(a)& v\\ v& v& v& e_4(a)\end{array}\right)`$ (19)
and shown in figure 2 for the two values $`v=0.005`$ and 0.03 ($`e_1=1a/3;e_2=1(5/12)a;e_3=1a/2;e_4=a`$). As long as $`v`$ is small, the influence of the branch points consists mainly in an exchange of the corresponding two states and of the mixing of just these two wave functions in a region $`|aa^{\mathrm{cr}}|`$ which is well separated from other analogous regions around other critical values. At larger $`v`$, however, the states are exchanged and mixed with all the other ones since the different regions $`|aa_k^{\mathrm{cr}}|`$, corresponding to different branching points, overlap.

In the special case considered, the regions $`|aa_k^{\mathrm{cr}}|`$ in which $`b_{i,i}1,b_{i,ji}0`$ is reached, are well separated for the different critical values $`a_k^{\mathrm{cr}}`$ as long as $`v<0.02`$. The overlap of the different regions $`|aa_k^{\mathrm{cr}}|`$ starts at $`v0.02`$. Here, the mixing of the wave function of every state with those of all the other ones starts. It changes smoothly with increasing $`v>0.03`$. Characteristic of this regime is that an unequivocal identification of the $`i`$ and $`j`$ in the mixing coefficients $`b_{i,j}^2`$ is impossible. In this manner, correlations between the wave functions of all the states may be created by the avoided crossings, more exactly, by the branch points in the complex plane (expressed mathematically by the source term in the Schrödinger equation (14)).

Due to the mixing, the wave functions of the states become more similar and the differences of their spectroscopic factors in relation to a certain channel become less. That means, the level repulsion along the real axis is accompanied by an adjustment of the spectroscopic factors. This result coincides fully with the results obtained from a study of the motion of the poles of the $`S`$ matrix in the neighborhood of an avoided crossing in the complex plane. Here, level repulsion along the real axis is accompanied by an adjustment of the widths .

The results show that the energies of the states are almost independent of $`a`$ and $`v`$, if $`v`$ is sufficiently large or (and) the level density is high. That means, the system is stabilized against (real) distortions of any type. This is true also for the distortions introduced by the real part of the coupling to the continuum (principal value integral) which does not vanish, generally . In any case, the states have lost their individual SM properties by spreading their spectroscopic features. This spreading is caused by the source term of Eq. (14) which continues analytically into the function space of the discrete states. It does no longer show features characteristic of the special type of the two-body forces used in the calculation.

It follows immediately, that the states in the centre of a SM spectrum show features caused by the branch points in the complex plane, i.e. by the non-linear terms in the Schrödinger equation. The states at the border of the spectrum are less influenced by avoided crossings with other states. This is true especially for the lowest states which may shift downwards by crossing only a few (or no) other states.

## V Summary

In this paper, the influence of branch points in the complex plane onto the correlations between the states of a quantum system is studied. As a quantitative measure of the correlations, the degree of mixing of the wave functions, i.e. the values $`b_{R,i}`$ in the representation (12) is used. The results are the following.

* The exchange of two discrete levels which avoid crossing can be traced back to the existence of a branch point in the complex plane. Here, the levels have equal energies and widths, their wave functions are linearly dependent, and the Schrödinger equation contains non-linear terms.
* The correlations induced by the branch points in the complex plane appear between the discrete states of a closed system in the same manner as between the resonance states of an open system.
* The number of avoided level crossings at high level density is much larger than usually assumed. Most important correlations are introduced even by those avoided crossings which are difficult to identify at first sight.

It follows further from these results that the correlations induced by the branch points in the complex plane are the larger the higher the level density is. At the edges of the spectrum, branch points have only a small influence on the spectrum. The properties of these states are therefore determined, at least partly, by two-body forces.

Acknowledgments Valuable discussions with J. Flores, M. Müller and T.H. Seligman at the Centro Internacional de Ciencias, Cuernavaca, Mexico, and with E. Persson are gratefully acknowledged.