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# 1 Introduction

## 1 Introduction

The last ten years have seen a crescendo of discoveries that have revolutionized our understanding of the process by which the tiny graininess seen in the Cosmic Microwave Background (CMB) resulted in the formation of galaxies.

Up to a decade ago, galaxy evolution models followed the approach pioneered by Tinsley (1972), Larson & Tinsley (1974), Tinsley & Gunn (1976), the evolutionary population synthesis approach, wherein galaxies form at some redshift $`z_f`$, perhaps varying by type, with some star formation history $`\psi (t)`$ and some stellar initial mass function (IMF). The general framework was that postulated by Eggen et al. (1962) and Sandage (1986): elliptical galaxies had essentially a simple passive evolution after formation at high $`z`$ in a single rapid collapse and starburst, while the timescale for star formation of late type galaxies is much longer and in fact comparable with the Hubble time. Models were required to reproduce the photometric properties of local galaxies. The more refined models dealt simultaneously with both photometric and chemical evolution. Guiderdoni & Rocca-Volmerange (1987) were the first to introduce dust absorption. However, the general attitude was that dust extinction is a mere correction that does not change the main evolutionary trends seen in the optical band. This view appeared to be grounded by the fact that a comparison of the optical and far-IR luminosity densities in the local universe shows that only $`30\%`$ of starlight is reprocessed by dust.

Mazzei et al. (1992, 1994) produced the first self-consistent chemical and photometric evolution models including both dust absorption and emission, to get complete spectral energy distributions (SEDs) from UV to far-IR both for late- and early-type galaxies. These models showed that, while the SEDs of late-type galaxies are not expected to change drastically throughout their evolutionary history, under plausible assumptions spheroidal galaxies might have been very optically thick during their early phases, if indeed most of their stars were formed in a giant starburst. Their SEDs would then have been similar to that of hyper-luminous IRAS galaxies. Mazzei & De Zotti (1996) showed that (sub)-mm observations of a number of high redshift radio galaxies supported this scenario. These models were exploited by Franceschini et al. (1994) to produce the first set of galaxy counts at optical and far-IR to sub-mm wavelengths and to predict the SED of the Cosmic IR Background (CIRB); a remarkable result was that the CIRB intensity might be as large as, or larger than, that of the optical background.

Up to that time, the optical quest for “normal” high-$`z`$ (“primeval”) galaxies yielded a very meager return: only a handful of objects were discovered, mostly serendipitously or through absorption features in the spectra of distant quasars or gravitational lensing. The only effective method for finding high-$`z`$ galaxies was optical identifications of radio sources, which are generally associated to early type galaxies.

A major breakthrough occurred roughly at the same time, thanks to the color selection technique targeting the Lyman discontinuity at $`912`$Å, developed by Steidel & Hamilton (1992, 1993). Follow-up spectroscopy with the Keck telescope confirmed the efficiency of this technique (Steidel et al. 1996) which led to the discovery of a widespread population of high-$`z`$ galaxies.

Madau et al. (1996) applied the same technique to the multicolor images of the Hubble Deep Field to identify galaxies at $`2.0<z<3.4`$ ($`U`$ drop-outs) and at $`3.5<z<4.5`$ ($`B`$ drop-outs). They compared the luminosity density in HDF high-$`z`$ galaxy samples to that found in low-$`z`$ survey and interpreted these data in terms of evolution with redshift of the star-formation/metal-production rate. Although the results at high-$`z`$ were presented as lower limits (because nearly all the corrections to be applied drive the derived star formation rates up) it was argued that they may be not far from the true values and that they are consistent with a peak in the metal production rate at $`1<z<2`$. There was a remarkable, at least qualitative, agreement between the metal production rate, $`\dot{\rho }_Z(z)`$, estimated in this way and the prediction of the cosmic chemical evolution models by Pei & Fall (1995), and the predictions of hierarchical CDM models (Baugh et al. 1998), all of which show a peak in the metal production rate at $`z`$1–2. On the other hand, their conclusions were affected by several large uncertainties due to (Ferguson et al. 2000; Somerville et al. 2001):

1. Selection criteria: the adopted color selection was extremely conservative and spectroscopic surveys (Steidel et al. 1996; Lowental et al. 1997) have identified at least a dozen $`2<z<3.5`$ galaxies that would have been missed
2. Sampling of the luminosity function: Madau et al. (1996) simply summed up the observed fluxes of galaxies, although only the bright tail of the LF was sampled (Thompson et al. 2001).
3. Surface brightness corrections: for fixed luminosity and physical size, the surface brightness drops by about 1 mag between $`z=3`$ and $`z=4`$. This may produce a substantial underestimate of $`\dot{\rho }_Z(z)`$ at high $`z`$ (Ferguson 1998; Lanzetta et al. 1999).
4. Effects of dust: dust is ubiquitous in star-forming regions and relatively modest amounts of dust suffice to strongly attenuate the UV emission. Analysis of UV spectral slopes yielded evidences of substantial dust extinction (Pettini et al. 1998; Meurer et al. 1997, 1999; Sawicki & Yee 1998; Steidel et al. 1999; Flores et al. 1999; Mobasher & Mazzei 2000). The derived upward corrections of the luminosity densities by Madau et al. (1996) range from factors of $`3`$ to more than 10, indicating that the correction based on optical/UV data is both large and very uncertain. Even more: very dusty galaxies, akin to ultra-luminous IRAS galaxies, that were present at high $`z`$, would be largely unaccounted by these studies because they would be unlikely to be identified as Lyman-break galaxies.

All that boils down to the conclusion that the optical view of “primeval” galaxies is incomplete and biased. It must be complemented with far-IR/sub-mm observations.

Almost simultaneous with the discovery of LBGs was a second major breakthrough: the discovery of the Cosmic Infrared Background (Puget et al. 1996; Guiderdoni et al. 1997; Schlegel et al. 1998; Fixsen et al. 1998; Hauser et al. 1998; Lagache et al. 1999, 2000; Finkbeiner et al. 2000) at a level 10 times higher than the no-evolution predictions based on the IRAS local luminosity function of galaxies and twice as high as the Cosmic Optical Background obtained from the optical counts, implying that most of starlight emitted at early phases of galaxy evolution is actually reprocessed by dust (remember that in the local universe dust emission accounts for only $`30\%`$ of the bolometric luminosity of galaxies). The CIRB SED turned out to be in remarkably good agreement with the models by Franceschini et al. (1994) whereby most of the star formation in spheroidal galaxies was enshrouded by dust. Thus, far-IR to sub-mm observations carry the most direct, minimally biased information on the cosmic star-formation/metal-production history.

Sub-mm observations have a particularly privileged role in the game: their uniquely strong, negative K-correction, due to the steep increase with frequency of dust emission in galaxies, coupled with the strong cosmological evolution demonstrated by ISO and SCUBA data (Elbaz et al. 1999; Smail et al. 1997; Hughes et al. 1998; Barger et al. 1999a,b; Eales et al. 1999) as well as by the CIRB intensity, greatly emphasizes high-redshift galaxies. Such observations therefore hold the key to understanding the formation and evolution of massive elliptical galaxies, a still controversial issue in cosmology.

## 2 Monolithic versus merging scenarios for the formation of spheroidal galaxies

Two quite different scenarios are still confronting each other. One scenario, motivated by hierarchical clustering Cold Dark Matter (CDM) cosmologies, predicts that most large galaxies arise from a series of merging events taking place over a major fraction of the cosmological time (Baugh et al. 1998; Kauffmann 1996).

The other scenario assumes instead that the bulk of the baryonic mass of the galaxy was assembled in gaseous form. Most stars formed in a single gigantic starburst, followed by essentially passive evolution, due to the ageing of stellar populations. This scheme is sometimes qualified as monolithic.

It is worth stressing that the monolithic scenario too can be consistent with the hierarchical gravitational instability picture for the structure formation. The difference with the merging scenario is that large ellipticals formed most of their stars in situ as soon as the corresponding dark matter halos condensed out. In the merging scenario most stars are formed in smaller galaxies that subsequently merged and the merging events eventually triggered further bursts of star formation.

In the merging hypothesis, ellipticals would exhibit a broad range of colors and spectral properties, reflecting the variety of star formation histories, the bulk of stars having an intermediate age, and their number density should decrease with increasing redshift. On the contrary, in the monolithic scenario the number density should remain constant and the stars should be old and essentially coeval.

Several lines of observational evidence (the tightness of the fundamental plane for ellipticals in local clusters, the tight color-magnitude relation for ellipticals in clusters up to $`z1`$, the modest shift with increasing redshift in the zero-point of the fundamental plane, Mg–$`\sigma `$, and color-magnitude relations for cluster ellipticals, the small zero-point offset between cluster and field ellipticals) converge in indicating that most stars in galactic spheroids are old (formed at $`z\genfrac{}{}{0pt}{}{>}{}\mathrm{\hspace{0.17em}2}`$–3) and essentially coeval (see Renzini & Cimatti 1999, Shade et al. 1999, and Kodama et al. 1999 for recent discussions).

It is, however, still controversial whether ellipticals were assembled to their present mass at a later epoch, compared to that of formation of their stars (see Renzini & Cimatti 1999, Ferguson et al. 2000, and references therein, and the recent work by Martini 2001 and Rodighiero et al. 2001). Good agreement was recently found by Daddi et al. (2000) between the observed surface density of Extremely Red Objects (EROs) in the widest field survey for such objects available, with that predicted by Pure Luminosity Evolution (PLE) models after applying the appropriate color and luminosity thresholds. Since there are indications that the bulk of EROs are passively evolving ellipticals, this result supports the view that most field ellipticals were fully assembled by $`z2.5`$.

## 3 The role of sub-mm surveys

Sub-mm data provide information on an earlier stage of formation of ellipticals than optical data do, i.e. on the stage when these galaxies were forming most of their stars. SCUBA surveys did in fact provide the most critical test for the merging scenario111We will not deal here with the parameterized empirical approaches, evolving backwards in time the local luminosity functions at different wavelengths. Successful models of this kind were worked out by Franceschini et al. (1991), Franceschini (2000), Pearson & Rowan-Robinson (1996), Dwek et al. (1998), Blain et al. (1999), Tan et al. (1999), Rowan-Robinson (2001), Pearson et al. (2001), Takeuchi et al. (2001)..

A very comprehensive attempt to make detailed predictions for the observable properties of galaxies throughout the electromagnetic spectrum, at all redshifts, starting from an assumed initial spectrum of density fluctuations, was carried out by Granato et al. (2000). These authors combined the semi-analytical galaxy formation model of Cole et al. (2000; GALFORM) with the evolutionary spectro-photometric models including the effect of dust by Silva et al. (1998; GRASIL), to compute epoch-dependent galaxy luminosity functions from UV to sub-mm wavelengths.

GALFORM evolves the primordial density fluctuations and applies simplified analytical descriptions of the main physical processes of gas cooling and collapse, star formation, feedback effect from supernovae, galaxy merging, chemical enrichment of stars and gas, and more, on top of a Monte Carlo description of the process of formation and merging of dark matter halos through hierarchical clustering.

GRASIL follows the evolution of stellar populations and absorption and emission by dust with a realistic 3D geometry, with a disk and a bulge, two-phase dust (in clouds and in the diffuse ISM), star formation in the clouds, radiative transfer of starlight through the dust distribution, a realistic dust grain model including PAHs and quantum heating of small grains, and a direct evaluation of the dust temperature distribution at each point in the galaxy.

The models include both galaxies forming stars quiescently in disks, and starbursts triggered by galaxy mergers. They reproduce quite well a large number of observables, including the SEDs of normal spirals and starbusts from UV to sub-mm; their internal extinction properties and, in particular, the observed relationship between far-IR/UV luminosity ratio and the slope of the UV continuum and the observed starbust attenuation law (Calzetti et al. 2000) with the same dust mixture which reproduces the Milky Way extinction law; the local galaxy luminosity functions from UV to far-IR; the counts of galaxies in wavebands from UV to far-IR.

However, they fail by a factor $`10`$ to reproduce the sub-mm counts, which turn out to be the most critical test for semi-analytic approach.

In fact, analogous conclusions are reached by Devriendt & Guiderdoni (2000) who implemented a independent ab-initio models, building on earlier work by Guiderdoni et al. (1997, 1998) and exploiting the spectro-photometric evolution models, including dust, developed by Devriendt et al. (1999; STARDUST). To reproduce the $`850\mu `$m counts they are forced to introduce an ad-hoc population of heavily extinguished, massive galaxies with large star-formation rates at intermediate and high redshifts.

These difficulties, affecting even the best current recipes, may indicate that new ingredients need to be taken into account. A key new ingredient may be the mutual feedback between formation and evolution of spheroidal galaxies and of active nuclei residing at their centers.

## 4 Relationships between quasar and galaxy formation

In the past, evolutionary histories of quasars and of galaxies have been dealt with as essentially independent subjects. This was due to two main reasons. On one side, it was essentially impossible to have a synoptic view of the evolutionary history of the two populations, since the high redshift universe was almost exclusively the realm of quasars while the “local” universe ($`z<1`$) was the realm of galaxies. On the other side, and perhaps more important, physical processes involved in the formation and evolution of both quasar and galaxies are of great complexity and therefore difficult to handle without the guidance of direct observational data.

The situation has drastically improved in the last years with the detection of ordinary and starburst galaxies up to $`z>3`$ which has opened to direct investigation the early phases of galaxy evolution. There is know convincing evidence of substantial star-formation activity at least up to $`z4`$ (Lagache et al. 1999; Steidel et al. 1999).

On the other hand, extensive data on the demography of super-massive black holes (BH) in nearby galaxies has been accumulating, allowing to piece together an increasingly quantitative description of their mass function (Salucci et al. 1999) and of where (and possibly when) they formed. There is no evidence of quasar activity outside galaxies and deep imaging of bright quasar samples have revealed that their hosts are most likely elliptical galaxies (Hall & Green 1998; McLure et al. 1999; Schade et al. 2000).

As recognized by Haehnelt & Rees (1993), the epoch of quasar activity coincides with the time when the first potential wells form in the standard CDM scenario. In the same framework, Haehnelt et al. (1998) demonstrated that the luminosity function of actively star-forming galaxies at $`z=3`$ and the B-band luminosity function of quasars at the same redshift can both be matched with the mass function of dark matter halos.

Suggestive similarities have been found between the history of the blue luminosity density produced by stars and quasars (Cavaliere & Vittorini 1998). The similarity persists and even strengthens when the history of star formation is compared with that of the global volume emissivity of Active Galactic Nuclei (Franceschini et al. 1999). The evolution of the luminosity density of extragalactic radio sources also appears to remarkably parallel that of the star formation rate (Dunlop 1998).

If quasars were in place roughly at the same time as galaxies, it is natural to expect that, given their high bolometric luminosities, they play an important role in the early evolution of galaxies (Silk & Rees 1998; Blandford 1999; Monaco et al. 2000): they may provide crucial feedback for limiting star formation, for arresting its growth, for inducing or inhibiting collapse of further density perturbations in the neighborhood and for ionizing the inter-galactic medium (Blandford 1999).

In turn, the fuelling of quasars is likely to be tightly related to galaxy evolution. Quasars are widely believed to be powered by accretion into a massive BHs. As discussed by Cavaliere & Vittorini (1998, 2000) the data on quasar evolution can be interpreted in terms of fuelling of BHs during the formation of the host galaxy while, at later times, accretion is rekindled by interactions of the host galaxy with companions.

It follows that a consistent evolutionary scenario must deal with the combined evolution of BHs and of their host galaxies. The link between the two classes of objects is given by the observed relationship between the BH mass and the mass (or, better, the velocity dispersion) of the host galaxy (Magorrian et al. 1998; Ferrarese & Merritt 2000; Gebhardt et al. 2000). If this relationship was imprinted during the early phases of the evolution (Silk & Rees 1998; Fabian 1999), the formation rate of spheroids can be derived directly from the formation rate of quasars, which, in turn, can be inferred from the epoch-dependent luminosity function, now observationally determined (or at least estimated) up to $`z4.5`$ (Boyle et al. 2000; Fan et al. 2001), given the quasar lifetime, $`\mathrm{\Delta }t_Q`$. The latter quantity can be determined from the condition of consistency with the present day mass function of spheroids (Salucci et al. 1999), giving $`\mathrm{\Delta }t_Q4\times 10^7`$yr, well within the range of current estimates yielding $`\mathrm{\Delta }t_Q8\times 10^6`$$`10^8`$yr (Salucci et al. 1999; Martini & Weinberg 2001; Monaco et al. 2000).

In this framework, Granato et al. (2001) propose the following scenario:

* Once the effects of cooling and heating processes (the latter being mostly due to stellar feedback) are properly taken into account, the timescale for star formation within virialized dark matter (DM) halos turns out to be relatively short for massive spheroidal galaxies ($`T_{\mathrm{SF}}0.6`$Gyr for $`M_{\mathrm{DM}}5\times 10^{12}M_{}`$), while in the case of less massive halos the feedback from supernovae (and/or from the active nucleus) slows down the star formation and can also expel a significant fraction of the gas. The canonical scheme implied by the hierarchical CDM scenario – small clumps collapse first – is therefore reversed when we consider baryons. During this phase, large spheroidal galaxies show up as luminous sub-mm sources, accounting for the $`850\mu `$m counts.
* When the quasar luminosity reaches a high enough value, its action (ionization and heating of the gas), together with that of SN explosions, stops the star formation and eventually expels the residual gas. This naturally explains the observed correlation between BH and host spheroidal masses (Silk & Rees 1998; Fabian 1999). The same mechanism distributes in the IGM a substantial fraction of metals.
* A “quasar phase” follows, lasting $`10^7`$$`10^8`$yr.
* Intermediate- and low-mass spheroids have lower SFR’s and less extreme optical depths. They show up as LBGs.
* A long phase of passive evolution follows, galaxy spectra becoming rapidly red.

Determining the redshift distribution of SCUBA source is obviously of utmost importance, since it allows us to obtain a unbiased view of the star-formation history of the universe and potentially holds the key to understanding the formation and evolution of the most massive ellipticals. Unfortunately this is a very difficult job, due to the rather poor angular resolution of SCUBA and to the faintness of the optical counterparts, making the identification ambiguous in most cases. Of greatest importance are deep VLA maps of SCUBA fields which allow us to identify radio counterparts or place stringent limits on the radio flux of the sub-mm galaxies. The recent work on sub-mm to radio spectral indices (Carilli & Yun 1999, 2000) has provided us with a useful tool for estimating, or constraining, the redshifts. The redshift information derived in this manner can be compared with the spectroscopic redshifts for individual candidate optical counterparts to determine the reliability of proposed identifications.

In spite of the fact that only a handful of redshifts of sources detected in blanck-field SCUBA surveys have been reliably measured, the results summarized in Dunlop (2001) indicate that most SCUBA sources are probably at $`z>2`$, consistent with the scenario in which the peak AGN emission corresponds to, or even causes the termination of, major star-formation activity in giant spheroidal galaxies (Granato et al. 2001). Given that the optical emission of powerful quasars peaks at $`z2.5`$, dust emission is expected to peak $`0.5`$Gyr earlier, i.e. at $`z3`$ (Dunlop 2001).

Other important implications of this scenario concern clustering (Magliocchetti et al. 2001) and lensing properties of dusty spheroids (Perrotta et al. 2001b).

At early times, collapsed objects are likely to be in the highest peaks of the density field, since one needs a dense enough clump of baryons in order to start forming stars. Such high-$`\sigma `$ peaks are highly biased tracers of the underlying density field (Kaiser 1984; Bardeen et al. 1986; Mo & White 1996). The bias factor is strongly dependent on the mass of dark halos. Therefore, clustering measurements allow estimates of involved masses. Although the samples of sub-mm galaxies are still too small to allow determinations of their clustering properties, large cell-to-cell fluctuations are seen, suggestive of strong clustering.

Gravitational lensing of extragalactic light by line of sight mass concentrations can strongly amplify fluxes of distant sources (Peacock 1982). Although the probability of strong lensing is very small, its distribution has a power-law tail ($`p(A)A^3`$) extending up to very large values ($`A_{\mathrm{max}}10`$–30 for extended sources; Perrotta et al. 2001a). If counts decrease with increasing flux fast enough, the fraction of lensed sources at bright fluxes may be large. The special properties of the sub-mm counts make this spectral region ideally suited for detecting lensed sources. In fact, as noted above, this spectral region greatly emphasizes high-redshift sources (which have the highest probability of being gravitationally lensed) and yields very steep counts, thus maximizing the amplification bias (Peacock 1982; Turner et al. 1984). Thus, we expect that the fraction of gravitationally lensed galaxies is boosted in large area, relatively shallow surveys at sub-mm wavelengths (Blain 1996, 1998).

In the scenario by Granato et al. (2001) the bulk of star-formation in massive early-type galaxies occurred at $`z2`$ and was essentially completed at $`z1`$. This translates into an essentially exponential turnover of the counts, reflecting the high-mass turnover of the mass (and of the associated luminosity) function of galactic halos in place at the relevant $`z`$. While this extremely fast decline of the counts at bright fluxes may imply that unlensed forming spheroidal galaxies will not be detectable by large area, relatively shallow surveys such as those to be carried out by ESA’s Planck satellite, on the other hand, the amplification bias due to lensing is maximized. As a result, the counts of this population may be actually dominated, at the brightest flux levels, by highly magnified sources. This characteristic feature of the model by Granato et al. (2001) may help to discriminate between different scenarios, such as the one proposed by Rowan-Robinson (2001), predicting less steep counts, implying a much lower fraction of highly magnified, bright sources (Perrotta et al. 2001b).


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# Growth of supermassive black holes and metallicity in quasars

## 1 Introduction

There is increasing evidence for the presence of supermassive black holes (SMBHs) in the centres of galaxies and quasars from current observations (see the reviews of Rees (1984), Richstone et al (1998), Kormendy & Gebhardt 2001). The masses of SMBHs in galaxies strongly correlate with the masses of the corresponding bulges (Magorrian et al (1998)), and even stronger with the dispersion velocity (Gebhardt et al. (2000)). These facts reflect that the SMBHs grow with the bulges, albeit in a way which is yet unknown (Burkert & Silk (2001)). The finding of the relation of Magorrian et al. (1998) may give us a clue to understand how SMBHs are formed in galaxies. Laor (1998) originally realized that there is a similar relation between the masses of SMBHs and the bulge luminosities of their host galaxies in 14 bright quasars (for active galactic nuclei see Wandel (1999), Ferrarese et al (2001)). In Laor’s sample, SMBH masses are measured by the velocity dispersion of the H$`\beta `$-emitting clouds, and the bulge luminosities are from Hubble Space Telescope (HST) observations. These relations are connected to the growth of the SMBHs. However, how exactly a black hole grows, remains open.

Rees (1984) gave a map of all possible routes of SMBH formation. There are mainly two possible ways to form the central SMBH (see the routes of SMBH formation in Rees’ diagram). The first is that SMBH forms directly from the primordial gas cloud, this is further investigated by Loeb (1993), Loeb& Rasio (1994). The physical reason is that star formation would be quenched when the infalling primordial gas reaches some critical central concentration (Loeb & Rasio (1994)). On the other hand, a dense star cluster may be formed via star formation. This is supported by the observations of nearby galaxies showing that there is a central star cluster with density of $`10^610^8M_{}`$ and a one dimensional velocity dispersion $`\sigma `$ of typically $`100400`$ Km s<sup>-1</sup> (Lauer (1989)). The dense star cluster will inevitably form a SMBH, although the stars may evolve in somewhat different ways (Begelman & Rees (1978), Duncan & Shapiro (1983), Quinlan & Shapiro (1987)).

It has been argued that three parameters, such as the mass and the spin of the black hole, and the accretion rate, may give a full description of a quasar (Blandford 1990). Recently, the metallicity, has received attention as the fourth parameter. It has become evident that quasars have very high metallicity, even at very high redshift ($`z>4`$) (Hamann & Ferland (1999)). This means that there must have been very rapid and violent stellar evolution in the early stages of these quasars to produce the high metallicity (Haehnelt & Rees (1993)). Metallicity, as a possible consequence of the formation and growth of SMBHs, may provide invaluable information of the history of quasars (Hamann & Ferland (1999)).

We are motivated by the chemical evolution of quasars based on measurements of metallicity (Hamann & Ferland 1992, 1993) to investigate this subject. The observation of emission line spectra of quasars can, in principle, provide the abundances in the broad line region (BLR), and would allow to deduce the details of the chemical evolution of the corresponding nucleus since the BLR is the innermost part of a quasar. In this Letter, we make an attempt to trace the metallicity of every route in Rees’ diagram, and naturally connect the growth of the SMBH to the observed metallicity in quasars.

## 2 Observational metallicity in quasars

High metallicity is common among quasars. As an independent parameter describing quasars, metallicity may be used to trace the evolutionary history of quasars. The metallicity in quasars may open a new way to understand the growth of a SMBH. It has been suggested by Hamann & Ferland (1993) that $`\mathrm{NV}/\mathrm{CIV}`$ or $`\mathrm{NV}/\mathrm{HeII}`$ are very good indicators of the metallicity in quasars. They subsequently measured the metallicity in a large sample of quasars (Hamann & Ferland 1993, 1999). There appears unambiguous evidence for a correlation between metallicity and luminosity. Although we do not fit this correlation via regression, it is found that

$$\left(\frac{\mathrm{NV}}{\mathrm{CIV}}\right)\left(\nu L_\nu \right)^{\alpha _1},\mathrm{or}\left(\frac{\mathrm{NV}}{\mathrm{HeII}}\right)\left(\nu L_\nu \right)^{\alpha _2},$$
(1)
where $`\alpha _1\alpha _20.5`$, and $`L_\nu `$ is the specific luminosity at frequency $`\nu `$. The reverberation technique provides a set of available data of quasars (Kaspi et al 2000), and shows a relationship between the mass of a black hole and its luminosity $`M_{\mathrm{BH}}\left(\nu L_\nu \right)^\beta `$ with $`\beta 0.5`$. From the above relations, we have

$$\left(\frac{\mathrm{NV}}{\mathrm{CIV}}\right)M_{\mathrm{BH}}^{\alpha _1/\beta },\mathrm{or}\left(\frac{\mathrm{NV}}{\mathrm{HeII}}\right)M_{\mathrm{BH}}^{\alpha _2/\beta }.$$
(2)
This relation is mainly derived observationally, and the only assumption is that the BLR clouds are virialized in the potential of the SMBH. It is generally believed that this approximation works in quasars (Netzer 1990).

## 3 Metallicity in Rees’ diagram

Rees (1984) lists the possible ways to form SMBHs in the universe. There are five possible routes. Route 1 (R1) is collapse and/or accretion directly from an original gas cloud. Route 2 (R2) is through post-Newtonian instability of a supermassive star. The supermassive star may be formed through two possible ways: 1) direct collapse from a gas cloud, 2) from collisional disruption of stars in a dense star formed from the gas cloud. Route 3 (R3) is the merger of a black hole binary formed from the supermassive star induced by bar-mode instability. Route 4 (R4) means that a SMBH is born through spectacular accretion in a cluster of neutron stars or stellar-mass black holes. Route 5 (R5) suggests that a SMBH is formed in a relativistic cluster of compact objects as in R4, but the relativistic instability or gravitational radiation will induce the formation of SMBH.

First we check route 1 (R1). This route was studied by Loeb & Rasio (1994). In such a scenario, the SMBH is formed directly due to a catastrophic collapse or it grows via gradual accretion. As we show below, a supermassive black hole may be formed via a single catastrophic collapse, but without ejection of metals since the gravitational binding energy is too strong to eject matter. Thus there will be no relation between metallicity and the mass of the black hole.

A supermassive star is first formed via two possible ways before collapsing to a SMBH. According to R2 a SMBH will be formed due to a post-Newtonian instability, R3 suggests that the SMBH is formed due to the merger of binary black holes. This process will lead to huge radiation of gravitational waves. It may be confirmed by the detection of gravitational radiation. The two routes (R2 and R3) employ the formation of a supermassive star. Here we will show that there is an upper limit for the mass of a SMBH created via R2.

The structure and evolution of the supermassive star is insufficiently understood. We assume that the supermassive star is composed of hydrogen. The gravitational binding energy of an object with mass $`M`$ and radius $`R`$ is $`E_\mathrm{g}GM^2/R`$, where $`G`$ is the gravitational constant. Its total nuclear energy is $`E_\mathrm{n}=ϵMc^2`$ with $`ϵ`$ being the conversion efficiency ($`ϵ=0.007`$ for the burning of hydrogen to helium) and $`c`$ is the speed of light. If we adopt the mass-radius relation $`R=R_0\left(M/M_{}\right)^q`$ for supermassive stars, where $`R_0=9.0\times 10^{11}`$ cm and $`q=0.47`$ (Collins 1989), we will have the upper limit of the mass of the supermassive object ejecting matter during the supernova explosion

$$\frac{M_\mathrm{c}}{M_{}}=(2ϵ)^{1/(1q)}\left(\frac{c}{v_0}\right)^{2/(1q)}=4.5\times 10^6,$$
(3)
based on $`E_\mathrm{g}E_\mathrm{n}`$, where $`v_0=\left(GM_{}/R_0\right)^{1/2}`$. No mass ejection takes place during the formation of the black hole, albeit the collapse of the supermassive star for $`MM_\mathrm{c}`$. If a SMBH forms directly from the collapse of a primordial gas cloud, as the mass of SMBH is much higher than $`M_\mathrm{c}`$, the detectable metallicity may be low because (1) no heavy elements produced in the collapse have been ejected, and (2) the dominance of radiation pressure in supermassive stars and compact supermassive disks would prevent fragmentation and star formation in these systems (Loeb 1993, Loeb & Rasio 1994). Although a strong wind may developed from the suface of supermassive star, the first reason (1) is still supported by the fact that the timescale of contraction of the supermassive star is much shorter than that of the mass loss through the wind on the surface of supermassive star. The contraction timescale of a supermassive star approximates to $`t_{\mathrm{contr}}3\times 10^3R_{14}(M/M_\mathrm{c})^{1/2}`$ yr, where the typical dimension of the supermassive star $`R_{14}=R/10^{14}`$ cm (Fricke (1973)). This timescale is much shorter than the mass loss timescale $`t_\mathrm{w}=M_\mathrm{c}/\dot{M}10^{10}(M/M_\mathrm{c})`$ yrs (Bond, Arnet & Carr (1984)). Therefore there is no significant ejection of metals during the rapid evolution of the supermassive star.

It has been argued that the collision between a normal galaxy and a naked SMBH leads to the activity in a galaxy (Fukugita & Turner (1996)), but in this case there is no correlation between metallicity and the mass of SMBH. On the other hand, if a SMBH is formed in a dense star cluster via coalescence of stars or by a merger of stellar mass black holes, there is an approximate proportional relationship between the metallicity and the mass of the SMBH according to the dynamical and stellar evolution of the cluster. We will derive a crude approximation about this relation below.

Routes 4 and 5 (R4 and R5) suggest that the SMBH is formed in a dense star cluster. In R4 and R5, a cluster with stars heavier than 100$`M_{}`$ is formed in advance. The high rate of supernova explosions leads to the formation of a cluster of neutron stars or steller-mass black holes. We assume that some of the ejected medium from the supernova explosions may form clouds in the broad line region. The two ways have a rough metallicity prediction as we show in the following. Following Duncan & Shapiro (1983), we assume that the cluster consists of $`N=10^8N_8`$ stars with a dispersion velocity $`v=350v_{350}(\mathrm{Kms}^1)`$, this star cluster thus has a core with a radius $`R_\mathrm{c}=2.3N_8v_{350}^2`$pc. Out of the radius $`R_\mathrm{c}`$, the initial density has a power law profile $`n(r)r^p`$, here $`p`$ is the index. This power law distribution may work further into the klio parsec scale bulge (Balcells (2001)). The two-body relaxation time is $`t_\mathrm{r}=1.5\times 10^{10}N_8\mathrm{\Lambda }_{18}^1v_{350}^3`$yr, where $`\mathrm{\Lambda }_{18}=\mathrm{ln}(0.5N)/18`$ and the initial masses of all stars are taken as one solar mass $`m`$. The total mass and the collision time scale of star cluster are $`mN`$ and

$$t_{\mathrm{coll}}=6.8\times 10^{10}N_8^2v_{350}^5(1+1.3v_{350}^2)^1\mathrm{yr},$$
(4)
respectively. The black hole grows due to the coalescence of stars via collision and tidal capture of stars because the collisional interactions are inelastic. Detailed numerical simulations show that the growth of a black hole can be divided into two phases for an isothermal sphere of solar type stars in the absence of a black hole (Duncan & Shapiro 1983):

$$\dot{M}_{\mathrm{BH}}(M_{}\mathrm{yr}^1)=\{\begin{array}{cc}\mathrm{g}_0,\hfill & \mathrm{for}0\mathrm{t}\mathrm{t}_{\mathrm{coll}}\hfill \\ \mathrm{g}_0\mathrm{t}^\gamma ,\hfill & \mathrm{for}\mathrm{t}\mathrm{t}_{\mathrm{coll}}.\hfill \end{array}$$
(5)
where $`g_0`$ is a constant related to $`N_8`$ and $`v_{350}`$, $`\gamma =(32p)/p(0.91.0)`$ is the growth index in the later phase weakly depending on the cluster parameters. For example, $`g_01.7`$, $`\gamma =1`$ and $`t_{\mathrm{coll}}=2.0\times 10^8`$yr for the case of $`N_8=2.7`$, $`v_{350}=2.9`$ (Duncan & Shapiro 1983). Here we neglect the small peak of $`\dot{M}_{\mathrm{BH}}`$ around the critical time $`t_{\mathrm{coll}}`$. After the collisional phase the growth of the black hole is mainly via the capture of stars from the cluster. It is thus expected that the main phase of metallicity enrichment is within the the time $`t_{\mathrm{coll}}`$.

The Kelvin-Helmholtz time scale approximates to $`t_{\mathrm{KH}}3.0\times 10^7(m/M_{})^2`$yr, which represents the time scale to form a new star after coalescence (Quinlan & Shapiro 1987). Numerical results show that a massive star with about 50$`M_{}`$ can grow within a time scale $`t_{\mathrm{coal}}10^6`$ yr due to colliding star coalescence if the dispersion velocity is less than its escape velocity (Colgate 1967). The maximum mass of a star due to coalescence via collision can be estimated from the fact that the coalescence process saturates when an ordinary $`1M_{}`$ star cannot be captured by the coalescencing star since this star can pass straight through them. Supposing the mass-radius relation to be $`r^{}/R_{}=\left(m^{}/M_{}\right)^{3/4}`$, we have

$$m_{\mathrm{max}}^{}\left(\frac{v}{v_{\mathrm{esc}}}\right)^8M_{}=53\left(\frac{v_{350}}{2.9}\right)^8M_{},$$
(6)
where $`v_{\mathrm{esc}}=(2GM_{}/R_{})^{1/2}`$. This mass limit is sensitive to the dispersion velocity. Considering some other physical rules, the coalescencing stars may grow up to 50 $``$ 100 solar mass (Begelman & Rees (1978)).

The time scale for star evolution approximates to $`t_{\mathrm{evo}}=6.0\times 10^6(50M_{}/M)`$yr for stars larger than $`12M_{}`$. $`t_{\mathrm{KH}}`$ is much shorter than the coalescence and evolution time scales of massive stars. It appears that the solar mass stars in the cluster may form many massive stars following the collisions and coalescence within the collision time scale. Once a massive star forms, the ejection of metal-rich ejecta will follow the post-main sequence nuclear burning, culminating most probably in a Type II supernova. The heavy $`(Z>6Z_{})`$ element mass $`M__\mathrm{Z}`$ yield in ejecta varies with the progenitor mass, but is expected to be in the range of $`440`$ $`M_{}`$ (Woosley & Weaver (1986)). The rapid rotation of the progenitor can modify the metal yield by a modest amount as shown by the calculations (Bodenheimer & Woosley (1983)). Although it remains uncertain, the most likely remnants of massive progenitors are stellar-mass black holes with $``$ 10 solar mass (Woosley & Weaver (1986)). Considering that the life time of a massive star is much shorter than the collisional time scale, the total mass of metals produced by supernova explosion is about $`M_\mathrm{Z}=m__\mathrm{Z}\left(dN/dt\right)t`$, then the metal abundance $`Z`$ can be obtained by,

$$Z\left(\frac{m__\mathrm{Z}}{m}\right)\left(\frac{1}{N}\frac{dN}{dt}\right)t=\left(\frac{m__\mathrm{Z}}{m}\right)\left(\frac{t}{t_{\mathrm{coll}}}\right).$$
(7)
Combining eqs (5) and (7) we obtain the following relation between the mass of a growing black hole and the metallicity as

$$Z=\frac{1}{g_0t_{\mathrm{coll}}}\left(\frac{m__\mathrm{Z}}{m}\right)M_{\mathrm{BH}},\mathrm{for}0tt_{\mathrm{coll}}.$$
(8)
When $`tt_{\mathrm{coll}}`$, as the growth of the SMBH is dominated by the capture of stars, the above relationship will not hold. Detailed numerical calculations using a photoionization model show that the abundance $`Z`$ is roughly proportional to the two ratios,

$$Z\left(\frac{\mathrm{NV}}{\mathrm{CIV}}\right)^{\gamma _1},\mathrm{or}Z\left(\frac{\mathrm{NV}}{\mathrm{HeII}}\right)^{\gamma _2},$$
(9)
and $`\gamma _1\gamma _21`$ measured from the right panel in Figure 6 of Hamann & Ferland (1999). We would like to point out that this result is based on a series of broad emission line simulations that hold all other parameters fixed while the abundances are varied. We should keep this in mind. Thus the observable metallicity is given by

$$\left(\frac{\mathrm{NV}}{\mathrm{CIV}}\right)M_{\mathrm{BH}}^{1/\gamma _1},\mathrm{or}\left(\frac{\mathrm{NV}}{\mathrm{HeII}}\right)M_{\mathrm{BH}}^{1/\gamma _2}.$$
(10)
This formula works within the collisional timescale $`t_{\mathrm{coll}}`$ which is determined by the cluster itself. We find that the theoretical prediction (10) is in good agreement with the observational relation (2). Therefore routes 4 and 5 (R4 and R5) may be the likely ways to form a SMBH from a primordial gas cloud.

## 4 Conclusions and discussions

In this paper we trace the metallicity along the routes in Rees’ diagram in order to test the possible ways by which SMBHs form in quasars. The argument that a single collapse of a supermassive star forms a SMBH is not supported by the observed relation between metallicity and luminosity in quasars. The reason is that the mass is too high for the ejection of metals since its self-gravitation energy is larger than the energy of nuclear reaction. We derive a formula of growth of a black hole with metallicity, which is in good agreement with the observed relation between metallicity and luminosity. Thus observations seem to support the formation of SMBHs from a dense star cluster via coalescence and evolution of stars.

There is a modified route 1 (hereafter MR1) suggested by the referee. It states that if stars form during the collapse, they will enrich the gas with metals before the formation of the central SMBH. The gas that forms the SMBH might be processed by a generation of stars in the host galaxy before it gets funneled into the core to make the SMBH. Such a complex formation of SMBH depends on many processes, fragmentation of cloud during the collapse, the formation of multi-generations of stars. Let us speculate that a primordial gas cloud with mass of several $`10^8M_{}`$ is gravitationally fragmentated into several hundreds of massive stars with mass less than 4.5$`\times 10^6M_{}`$. These massive stars evolve undergoing hydrogen burning, then eject metals due to supernovae explosion, leaving a cluster with several hundreds of intermediate mass black holes ($`<10^6M_{}`$). What’s the observational consequence of such a cluster? This interesting route will be explored in the future.

Recently, much attention has been given to the recurrent activity model of quasars (Haehnelt & Rees (1993)), which seems to be supported by observations (Kuhn et al (2001)). The mass growth of a SMBH in the first generation of quasars may be mainly due to R4 or R5. The masses of SMBHs in recurrent quasars may not increase significantly in the subsequent generations within the Eddington timescale $`M_{\mathrm{BH}}/\dot{M}_{\mathrm{Edd}}5.0\times 10^8`$ years. This argument might be supported by the fact that the relation of the SMBH mass with the bulge mass in quasars (Laor (1998)) is similar to the Magorrian et al. relation in galaxies. We note that the slope of the relation found by Laor (1998) is slightly different from that of the Magorrian et al. relation. If the differences are real, we might then deduce the evolution of SMBH accretion after the first generation. This is worthy of a future investigation.

###### Acknowledgements.

The author is very grateful to an anonymous referee for the stimulating suggestions to improve the manuscript. Professor R. Staubert is highly acknowledged for a careful reading of the manuscript to improve the English and helpful suggestions. He appreciates the helpful discussions with Professors A. Laor, A. Wandel, H. Netzer, Z. Han and Dr. O. Shemmer. The author is supported by the “Hundred Talents Program” of The Chinese Academy of Sciences. This research is financed by the Special Funds for Major State Basic Research Project.


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# Recent results in the BFKL theory

## 1 Gluon Reggeization in perturbative QCD

The key role in the derivation of the BFKL equation  for the processes at high energy $`\sqrt{s}`$ in perturbative QCD is played by the gluon Reggeization. “Reggeization” of a given elementary particle usually means that the amplitude of a scattering process with exchange of the quantum numbers of that particle in the $`t`$-channel goes like $`s^{j(t)}`$ in the Regge limit $`s|t|`$. The function $`j(t)`$ is called “Regge trajectory” of the given particle and takes the value of the spin of that particle when $`t`$ is equal to its squared mass. In perturbative QCD, the notion of gluon Reggeization is used in a stronger sense. It means not only that a Reggeon exists with the quantum numbers of the gluon, negative signature and with a trajectory $`j(t)=1+\omega (t)`$ passing through 1 at $`t=0`$, but also that this Reggeon gives the leading contribution in each order of perturbation theory to the amplitude of processes with large $`s`$ and fixed (i.e. not growing with $`s`$) squared momentum transfer $`t`$.

To be definite, let us consider the elastic process $`A+BA^{}+B^{}`$ with exchange of gluon quantum numbers in the $`t`$-channel, i.e. for octet color representation in the $`t`$-channel and negative signature (see Fig. 1). Gluon Reggeization means that, in the Regge kinematical region $`su\mathrm{}`$, $`t`$ fixed (i.e. not growing with $`s`$), the amplitude of this process takes the form

$$\left(A_8^{}\right)_{AB}^{A^{}B^{}}=\mathrm{\Gamma }_{A^{}A}^c\left[\left(\frac{s}{t}\right)^{j(t)}\left(\frac{s}{t}\right)^{j(t)}\right]\mathrm{\Gamma }_{B^{}B}^c.$$
(1)
Here $`c`$ is a color index and $`\mathrm{\Gamma }_{P^{}P}^c`$ are the particle-particle-Reggeon (PPR) vertices, not depending on $`s`$. They can be written as $`\mathrm{\Gamma }_{P^{}P}^c=gP^{}|T^c|P\mathrm{\Gamma }_{P^{}P}`$, where $`g`$ is the QCD coupling constant and $`T^c`$ are the color group generators in the fundamental (adjoint) representation for quarks (gluons). This form of the amplitude has been proved rigorously  to all orders of perturbation theory in the leading-logarithmic approximation (LLA), which means resummation of the terms $`\alpha _s^n\mathrm{ln}^ns`$. In this approximation $`\mathrm{\Gamma }_{P^{}P}`$ is given simply by $`\delta _{\lambda _P^{}\lambda _P}`$, where $`\lambda _P`$ is the helicity of the particle $`P`$, and the (deviation from 1 of the) Reggeized gluon trajectory enters with 1-loop accuracy ,

$$\omega ^{(1)}(t)=\frac{g^2t}{(2\pi )^{D1}}\frac{N}{2}\frac{d^{D2}k_{}}{k_{}^2(qk)_{}^2}=\frac{g^2N\mathrm{\Gamma }(1ϵ)}{(4\pi )^{D/2}}\frac{\mathrm{\Gamma }^2(ϵ)}{\mathrm{\Gamma }(2ϵ)}(q_{}^2)^ϵ.$$

Here $`D=4+2ϵ`$ has been introduced in order to regularize the infrared divergences and the integration is performed in the space transverse to the momenta of the initial colliding particles111In the following, since the transverse component of any momentum is obviously space-like, the notation $`p_{}^2=\stackrel{}{p}^{\mathrm{\hspace{0.25em}2}}`$ will be also used.. In the NLA, which means resummation of the terms $`\alpha _s^{n+1}\mathrm{ln}^ns`$, the form (1) has been checked in the first three orders of perturbation theory  and is only assumed to be valid to all orders. In this approximation, the NLA contribution to the PPR vertices takes the form $`\mathrm{\Gamma }_{P^{}P}=\delta _{\lambda _P^{}\lambda _P}\mathrm{\Gamma }_{PP}^{(+)}+\delta _{\lambda _P^{},\lambda _P}\mathrm{\Gamma }_{PP}^{()}`$, where a helicity non-conserving term appeared, and the Reggeized gluon trajectory enters with 2-loop accuracy.

## 2 BFKL in the LLA

Amplitudes with quantum numbers in the $`t`$-channel different from the gluon ones are obtained in the BFKL approach by means of unitarity relations, thus calling for inelastic amplitudes. In the LLA, the main contributions to the unitarity relations from inelastic amplitudes come from the multi-Regge kinematics, i.e. when rapidities of the produced particles are strongly ordered and their transverse momenta do not grow with $`s`$. In the multi-Regge kinematics, the real part222The imaginary part gives a next-to-next-to-leading contribution in the unitarity relations. of the production amplitudes takes a simple factorized form, due to gluon Reggeization,

$$A_{AB}^{\stackrel{~}{A}\stackrel{~}{B}+n}=2s\mathrm{\Gamma }_{\stackrel{~}{A}A}^{c_1}(\underset{i=1}{\overset{n}{}}\gamma _{c_ic_{i+1}}^{P_i}(q_i,q_{i+1})\left(\frac{s_i}{s_R}\right)^{\omega _i}\frac{1}{t_i})\frac{1}{t_{n+1}}\left(\frac{s_{n+1}}{s_R}\right)^{\omega _{n+1}}\mathrm{\Gamma }_{\stackrel{~}{B}B}^{c_{n+1}},$$
(2)
where $`s_R`$ is an energy scale, irrelevant in the LLA, $`\gamma _{c_ic_{i+1}}^{P_i}(q_i,q_{i+1})`$ is the (non-local) effective vertex for the production of the particles $`P_i`$ with momenta $`k_i=q_iq_{i+1}`$ in the collisions of Reggeons with momenta $`q_i`$ and $`q_{i+1}`$ and color indices $`c_i`$ and $`c_{i+1}`$, $`q_0p_A`$, $`q_{n+1}p_B`$, $`s_i=(k_{i1}+k_i)^2`$, $`k_0p_{\stackrel{~}{A}}`$, $`k_{n+1}p_{\stackrel{~}{B}}`$ and $`\omega _i`$ stands for $`\omega (t_i)`$, with $`t_i=q_i^2`$. In the LLA, $`P_i`$ can be only the state of a single gluon (see Fig. 2). By using $`s`$-channel unitarity and the previous expression for the production amplitudes, the amplitude of the elastic scattering process $`A+BA^{}+B^{}`$ at high energies can be written as

$`A_{AB}^{A^{}B^{}}`$ $`=`$ $`{\displaystyle \frac{is}{\left(2\pi \right)^{D1}}}{\displaystyle \frac{d^{D2}q_1}{\stackrel{}{q}_1^2\stackrel{}{q}_1^{\mathrm{\hspace{0.17em}2}}}\frac{d^{D2}q_2}{\stackrel{}{q}_2^2\stackrel{}{q}_2^{\mathrm{\hspace{0.17em}2}}}_{\delta i\mathrm{}}^{\delta +i\mathrm{}}\frac{d\omega }{\text{sin}(\pi \omega )}\underset{R,\nu }{}\mathrm{\Phi }_{A^{}A}^{(R,\nu )}(\stackrel{}{q}_1;\stackrel{}{q};s_0)}`$ (3)
$`\times `$ $`\left[\left({\displaystyle \frac{s}{s_0}}\right)^\omega \tau \left({\displaystyle \frac{s}{s_0}}\right)^\omega \right]G_\omega ^{\left(R\right)}(\stackrel{}{q}_1,\stackrel{}{q}_2,\stackrel{}{q})\mathrm{\Phi }_{B^{}B}^{(R,\nu )}(\stackrel{}{q}_2;\stackrel{}{q};s_0).`$
Here and below $`q_i^{}q_iq`$, $`qq_{}`$ is the momentum transfer in the process, the sum is over the irreducible representations $`R`$ of the color group contained in the product of two adjoint representations and over the states $`\nu `$ of these representations, $`\tau `$ is the signature equal to $`+1(1)`$ for symmetric (antisymmetric) representations and $`s_0`$ is an energy scale. $`\mathrm{\Phi }_{P^{}P}^{(R,\nu )}`$ is the so-called impact factor in the $`t`$-channel color state $`(R,\nu )`$ and $`G_\omega ^{(R)}`$ is the Mellin transform of the Green’s functions for Reggeon-Reggeon scattering (see Fig. 3). The dependence from $`s`$ is determined by $`G_\omega ^{(R)}`$, which obeys the equation (see Fig. 4)

$`\omega G_\omega ^{(R)}(\stackrel{}{q}_1,\stackrel{}{q}_2,\stackrel{}{q})`$ $`=`$ $`\stackrel{}{q}_1^{\mathrm{\hspace{0.25em}2}}\stackrel{}{q}_1^{\mathrm{\hspace{0.25em}2}}\delta ^{(D2)}(\stackrel{}{q}_1\stackrel{}{q}_2)`$ (4)
$`+`$ $`{\displaystyle \frac{d^{D2}q_r}{\stackrel{}{q}_r^{\mathrm{\hspace{0.25em}2}}\stackrel{}{q}_r^{\mathrm{\hspace{0.25em}2}}}K^{(R)}(\stackrel{}{q}_1,\stackrel{}{q}_r;\stackrel{}{q})G_\omega ^{(R)}(\stackrel{}{q}_r,\stackrel{}{q}_2;\stackrel{}{q})},`$
whose integral kernel,

$$K^{(R)}(\stackrel{}{q}_1,\stackrel{}{q}_2;\stackrel{}{q})=[\omega (\stackrel{}{q}_1^{\mathrm{\hspace{0.25em}2}})+\omega (\stackrel{}{q}_1^{\mathrm{\hspace{0.25em}2}})]\delta ^{(D2)}(\stackrel{}{q}_1\stackrel{}{q}_2)+K_r^{(R)}(\stackrel{}{q}_1,\stackrel{}{q}_2;\stackrel{}{q}),$$
(5)
is composed by a “virtual” part, related to the gluon trajectory, and by a “real” part, related to particle production in Reggeon-Reggeon collisions. In the LLA, the “virtual” part of the kernel takes contribution from the gluon Regge trajectory with 1-loop accuracy, $`\omega ^{(1)}`$, while the “real” part takes contribution from the production of one gluon in the Reggeon-Reggeon collision at Born level, $`K_{RRG}^{(B)}`$. The BFKL equation is Eq. (4) specialized for $`t=0`$ and singlet quantum numbers in the $`t`$-channel.

The representation (3) of the elastic amplitude, $`A+BA^{}+B^{}`$, derived from $`s`$-channel unitarity, for the part with gluon quantum numbers in the $`t`$-channel ($`R=8`$, $`\tau =1`$), must reproduce the representation (1) with one Reggeized gluon exchange in the $`t`$-channel, with LLA accuracy. This consistency is called “bootstrap” and was checked in the LLA already in . Subsequently, a rigorous proof of the gluon Reggeization in the LLA was constructed .

The part of the representation (3) with vacuum quantum numbers in the $`t`$-channel ($`R=0`$, $`\tau =+1`$) for the case of zero momentum transfer is relevant for the total cross section of the scattering of particles $`A`$ and $`B`$, via the optical theorem. In the LLA, it turns out that $`\sigma _{AB}^{\text{LLA}}s^{\omega _P^B}/\sqrt{\mathrm{ln}s}`$, with $`\omega _P^B=4\mathrm{ln}2N\alpha _s/\pi `$. This relation shows that unitarity is violated, since the cross section overcomes the Froissart-Martin bound. This is obvious since, in the LLA, only a definite set of intermediate states, as we have seen, contributes to the $`s`$-channel unitarity relation. This means that the BFKL approach cannot be applied at asymptotically high energies. In order to identify the applicability region of the BFKL approach, it is necessary to know the scale of $`s`$ and the argument of the running coupling constant, which are not fixed in the LLA.

## 3 BFKL in the NLA

In the NLA, the Regge form of the elastic amplitude (1) and of the production amplitudes (2), implied by gluon Reggeization, has been checked only in the first three orders of perturbation theory . In order to derive the BFKL equation in the NLA, gluon Reggeization is assumed to be valid to all orders of perturbation theory. It becomes important, therefore, to check the validity of this assumption. This will be done at the end of this Section.

In the NLA it is necessary to include into the unitarity relations contributions which differ from those in the LLA by having one additional power of $`\alpha _s`$ or one power less in $`\mathrm{ln}s`$. The first set of corrections is realized by performing, only in one place, one of the following replacements in the production amplitudes (2) entering the $`s`$-channel unitarity relation:

$$\omega ^{(1)}\omega ^{(2)},\mathrm{\Gamma }_{P^{}P}^{c\text{(Born)}}\mathrm{\Gamma }_{P^{}P}^{c\text{(1-loop)}},\gamma _{c_ic_{i+1}}^{G_i\text{(Born)}}\gamma _{c_ic_{i+1}}^{G_i\text{(1-loop)}}.$$

The second set of corrections consistes in allowing the production in the $`s`$-channel intermediate state of one pair of particles with rapidities of the same order of magnitude, both in the central or in the fragmentation region (quasi-multi-Regge kinematics). This implies one replacement among the following in the production amplitudes (2) entering the $`s`$-channel unitarity relation:

$$\mathrm{\Gamma }_{P^{}P}^{c\text{(Born)}}\mathrm{\Gamma }_{\{f\}P}^{c\text{(Born)}},\gamma _{c_ic_{i+1}}^{G_i\text{(Born)}}\gamma _{c_ic_{i+1}}^{Q\overline{Q}\text{(Born)}},$$

$$\gamma _{c_ic_{i+1}}^{G_i\text{(Born)}}\gamma _{c_ic_{i+1}}^{GG\text{(Born)}}.$$

Here $`\mathrm{\Gamma }_{\{f\}P}`$ stands for the production of a state containing an extra particle in the fragmentation region of the particle $`P`$ in the scattering off the Reggeon, $`\gamma _{c_ic_{i+1}}^{Q\overline{Q}\text{(Born)}}`$ and $`\gamma _{c_ic_{i+1}}^{GG\text{(Born)}}`$ are the effective vertices for the production of a quark anti-quark pair and of a two-gluon pair, respectively, in the collision of two Reggeons.

The detailed program of next-to-leading corrections to the BFKL equation was formulated in Ref. . They have been calculated over a period of several years, mostly by one research group, lead by V.S. Fadin (for an exhaustive review, see Refs. ). It turns out that also in the NLA the amplitude for the high energy elastic process $`A+BA^{}+B^{}`$ can be represented as in Eq. (3) and in Fig. 3. The Green’s functions obey an equation with the same form as Eq. (4), with a kernel having the same structure as in Eq. (5). Here the “virtual” part of the kernel takes also the contribution from the gluon trajectory at 2-loop accuracy, $`\omega ^{(2)}`$ , while the “real” part of the kernel takes the additional contribution from one-gluon production in the Reggeon-Reggeon collisions at 1-loop order, $`K_{RRG}^{(1)}`$ , quark anti-quark pair production at Born level, $`K_{RRQ\overline{Q}}^{(B)}`$ (Ref.  for the forward case, Ref.  for the non-forward case) and from two-gluon pair at Born level, $`K_{RRGG}^{(B)}`$ (Ref.  for the forward case, Ref.  for the non-forward, octet case). So, summarizing, the “virtual” part of the kernel is known in the NLA; as for the “real” part in the NLA, it is known completely for the singlet color representation in the $`t`$-channel in the forward case ($`t=0`$) and for the octet color representation in the $`t`$-channel in the non-forward case. The singlet NLA kernel in the non-forward case is not completely known, since the singlet $`K_{RRGG}^{(B)}`$ contribution is still missing.

The consistency between the representation (3) of the elastic amplitude, $`A+BA^{}+B^{}`$, derived from $`s`$-channel unitarity, for the part with gluon quantum numbers in the $`t`$-channel ($`R=8`$, $`\tau =1`$), and the representation (1) with one Reggeized gluon exchange in the $`t`$-channel (“bootstrap”) is of crucial importance in the NLA. In this approximation, indeed, gluon Reggeization was only assumed in order to derive the BFKL equation. Moreover, the check of the bootstrap is also a (partial) check of the correctness of calculations which, as already pointed out, were performed mostly by one research group. In the NLA, the bootstrap leads to two conditions to be verified , one on the NLA octet kernel, the other on the NLA octet impact factors. The first bootstrap condition has been verified at arbitrary space-time dimension for the part concerning the quark contribution to the kernel in massless QCD , while for the part concerning the gluon contribution to the kernel it has been verified in the $`D4`$ limit . The second bootstrap condition is process-dependent, therefore it should be checked in principle for every octet impact factor. So far, it has been checked at arbitrary space-time dimension for quark and gluon NLA impact factors in QCD with massive quarks .

As for the exchange of vacuum quantum numbers in the $`t`$-channel, the NLA corrections to the BFKL kernel lead to a large correction to the BFKL Pomeron intercept : $`\omega _P=\omega _P^B(12.4\omega _P^B)`$, with $`\omega _P^B=4\mathrm{ln}2N\alpha _s(\stackrel{}{q}^{\mathrm{\hspace{0.25em}2}})/\pi `$. A lot of papers have been devoted to the problem of this large correction (see, for instance, ). In my opinion, the BFKL Pomeron intercept itself has not a special physical meaning. Instead, the BFKL approach can predict the full amplitude of hard QCD processes in the NLA, as soon as NLA impact factors of colorless particles accessible to perturbative QCD are known in the next-to-leading-order. In this respect, one of the most interesting calculations, that of $`\gamma ^{}\gamma ^{}`$ impact factors in the NLA, is in progress .

## 4 Strong bootstrap

It has been proposed by Braun and Vacca  that gluon Reggeization is realized also in the unphysical particle-Reggeon scattering amplitude with gluon quantum numbers in the $`t`$-channel. This requirement leads to two so-called “strong” bootstrap conditions. One of them fixes the process-dependence of the octet impact factors, stating that any octet impact factor is proportional to the corresponding effective vertex by a universal “coefficient function”. The other states that this universal coefficient function is “eigenstate” of the octet BFKL kernel, taken as operator in the transverse space, with the gluon trajectory as “eigenvalue”. The coefficient function has been determined in the NLA by the known expression of the octet quark impact factors  and has been used to check the strong bootstrap condition on gluon impact factors  in the NLA. The strong bootstrap condition on the kernel is trivially satisfied in the LLA. As for the NLA, it has been verified so far only for the quark part . Although the physical role of the strong bootstrap conditions is not yet clear, they are of practical importance, since their fulfillment implies that of the “soft” ones .


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# Doublet channel neutron-deuteron scattering in leading order effective field theory

## I Introduction

An intriguing difficulty arises in the application of leading order EFT to the three-body problem. One finds that the full amplitude describing three-boson scattering, or nucleon-deuteron (nd) scattering in the $`J=1/2`$ channel, is sensitive to the cutoff used to solve the scattering equations - even though each perturbation diagram, with resummed two-body interactions, is individually finite. In  it was argued that the addition of a one-parameter three-body force counter-term is necessary and sufficient to eliminate this cutoff dependence. On the other hand, in refs.  and  we have shown, on the example of three bosons, that the cutoff dependence is just a natural consequence of the existence of infinitely many solutions to the given scattering equation; moreover, by carefully identifying the physical amplitude from amongst the infinitely many non-physical solutions, we have shown that the cutoff problem can be solved without the introduction of a three-body force.

In the present contribution we show that the physical three-body scattering amplitude in fact does not depend on the constant contact interaction three-body force at all. Further, we demonstrate that for doublet channel nd scattering, good agreement with experiment is obtained with the inclusion of two-body forces only.

## II Why there is no three-body force dependence

To show that the leading order EFT three-body amplitude is independent of constant three-body forces, it is sufficient to restrict the discussion to the case of three bosons.

### A Scattering amplitude without three-body forces

In the three-boson case without three-body forces, the s-wave particle-bound-state scattering amplitude $`a(p,k)`$ satisfies the equation

$$a(p,k)=M(p,k)+\frac{2\lambda }{\pi }_0^{\mathrm{}}𝑑qM(p,q)\frac{q^2}{q^2k^2iϵ}a(q,k),$$
(1)
where

$$M(p,q)=\frac{8}{3}\left(\frac{1}{a_2}+\sqrt{\frac{3}{4}p^2mE}\right)\left[\frac{1}{2pq}\mathrm{ln}\left(\frac{q^2+pq+p^2mE}{q^2qp+p^2mE}\right)\right].$$
(2)
In this equation $`k`$ ($`p`$) is the incoming (outgoing) momentum magnitude, $`E=3k^2/4m1/ma_2^2`$ is the total energy, and $`a_2`$ is the two-body scattering length. Here it is assumed that the summation of perturbation theory diagrams and loop integration can be interchanged in the sense that the difference is of higher order and hence negligable in given leading order calculations. In general such assumptions have to be investigated very carefully as they may lead to fictitious fundamental problems .

Eq. (1) is known as the S-TM equation , and in the three-boson case has $`\lambda =1`$. Three nucleons in the spin $`J=1/2`$ channel obey a pair of integral equations with similar properties to this bosonic equation, while the $`J=3/2`$ channel corresponds to $`\lambda =1/2`$. For $`\lambda >0`$ Danilov’s work  shows that the homogeneous equation corresponding to Eq. (1) has a solution for arbitrary $`E`$; in particular, there exists a solution for every energy corresponding to the scattering of a projectile off a two-body bound state.

The existence of these solutions implies that Eq. (1) has an infinite number of solutions. In fact the homogeneous equation has more than one solution for any given $`E`$. Writing these solutions as $`a_h^i`$ where $`i=1,2,3,\mathrm{}`$, the most general solution of Eq. (1) can be written as $`a=a_p+_iC_ia_h^i`$ where $`a_p`$ is any particular solution. It is useful to examine the asymptotic behaviour of $`a(p,k)`$ for large $`p`$. Because the inhomogeneous term $`M`$ behaves asymptotically as $`1/p`$, it follows that either (i) $`a0`$ faster than $`1/p`$, or (ii) the asymptotic behaviour of $`a`$ is determined by the asymptotic behaviour of the homogeneous solution $`a_h`$. In the latter case the asymptotic behaviour has the form

$$a(p,k)=\underset{i}{}A_i\left(k\right)p^{s_i}+O\left(1/p\right)$$
(3)
where $`s_i`$ are roots of the equation

$$1\frac{8\lambda }{\sqrt{3}}\frac{\mathrm{sin}\pi s/6}{s\mathrm{cos}\pi s/2}=0.$$
(4)
The summation in Eq. (3) goes over all solutions of Eq. (4) for which $`|\mathrm{Re}s|<1`$. For $`\lambda =1`$ Eq. (4) has two roots for which $`|\mathrm{Re}s|<1`$: $`s=\pm is_0`$, where $`s_01.00624`$, so that Eq. (3) gives the asymptotic behaviour of the amplitude as

$$a(p,k)A_1\left(k\right)p^{is_0}+A_2\left(k\right)p^{is_0}.$$
(5)
By contrast, for $`\lambda <0`$ the homogeneous equation has no non-trivial solution and the solution of Eq. (1) is unique; in this case the physical amplitude $`a`$ must vanish asymptotically faster than $`1/p`$.

In refs.  we have shown that the oscillatory behaviour of the general amplitude $`a`$ for $`\lambda =1`$ is simply an artifact of the homogeneous equation (corresponding to Eq. (1)) having non-zero solutions, and that the physical amplitude does not display this spurious behaviour; instead, it behaves just like the solution for $`\lambda <0`$, namely, it vanishes asymptotically faster than $`1/p`$. Thus amongst the solutions given by Eq. (5), the physical solution is the one with $`A_1(k)=A_2(k)=0`$. More generally, for any $`\lambda >0`$ the physical amplitude is the one that has no admixtures of homogeneous equation solutions, and by the above argument, it must therefore vanish asymptotically faster than $`1/p`$.

Considering Eq. (1) for the case where $`a`$ is the physical amplitude, since the free term of Eq. (1) behaves like $`1/p`$ for large $`p`$, the coefficient of $`1/p`$ coming from this inhomogeneous term should cancel the coefficient of a similar term coming from the integral part (we note that this argument is valid for both $`\lambda =1`$ and $`\lambda =1/2`$). Hence

$$0=\frac{4}{\sqrt{3}}+\frac{8\lambda }{\sqrt{3}\pi }_0^{\mathrm{}}\frac{dqq^2}{q^2k^2iϵ}a(q,k).$$
(6)
### B Identical scattering amplitude with a constant three-body force

Multiplying Eq. (6) by $`2/\sqrt{3}(1/a_2+\sqrt{3/4p^2mE})H`$ and adding the result to Eq. (1), we obtain the scattering equation where the constant three-body force $`H`$ is included to all orders (an $`H`$ is simply added to the term in the square bracket of Eq. (2)). Hence the physical non-oscillating solution of Eq. (1) with no three-body force also satisfies the modified Eq. (1) where an arbitrary $`H`$ is included. Hence the inclusion of a constant three-body force has no effect on the physical scattering amplitude.

In a recent paper  it has been shown that doublet channel neutron-deutron scattering amplitude in EFT with effective range parameters taken into account, does not exhibit any dependence on a constant three-body force. This result is therefore in agreement with the observations of the present work.

## III Nd scattering with two-body forces only

Doublet channel neutron-deuteron scattering in leading order EFT is analogous to the scalar case and does not involve any additional problems. Starting from the EFT Lagrangian, one can obtain the following system of doublet channel neutron-deuteron scattering equations :

$`a(p,k)`$ $`=`$ $`M(p,k)+{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑qM(p,q)\left[G_1(q)a(q,k)+3G_2(q)b(q,k)\right],`$ (7)
$`b(p,k)`$ $`=`$ $`3M(p,k)+{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑qM(p,q)\left[3G_1(q)a(q,k)+G_2(q)b(q,k)\right],`$ (8)
where $`a`$ and $`b`$ are the neutron-$`{}_{}{}^{3}S_{1}^{}`$ (nd) and nucleon-$`{}_{}{}^{1}S_{0}^{}`$ amplitudes, respectively,

$`G_1(q)={\displaystyle \frac{q^2}{q^2k^2iϵ}},G_2={\displaystyle \frac{3/4q^2}{\left(\sqrt{3/4q^2mE}+1/a_2^t\right)\left(\sqrt{3/4q^2mE}1/a_2^siϵ\right)}},`$

$`a_2^{s,t}`$ are the two-particle scattering lengths in singlet and triplet channels, and $`E=3k^2/4m1/m(a_2^t)^2`$ is the total energy. Apart from a factor of 1/4, the driving term $`M(p,q)`$ differs from Eq. (2) only in that $`a_2`$ is replaced by $`a_2^t`$.

Solving the system (7)-(8) and isolating the non-oscillating solution for $`a(p,k)`$ we obtain the physical amplitude for $`nd`$ scattering. The results are shown in Fig. 1. In order to isolate the physical amplitude we had to solve the corresponding homogeneous system of equations. This task is especially difficult due to the existence of a continuum of solutions corresponding to the continuous spectrum of scattering energies. The method employed to achieve this numerical solution does not allow us to obtain high accuracy for low momenta  \- that is why our curve does not extend to the origin. We note that while our calculations fit the experimental data quite well, the accuracy of these data is open to question. Ref.  does not contain error estimates and ref.  claims that at least the scattering length calculated in ref.  may be incorrect.

This work has been supported by a grant from the Australian Research Council.


text:
# Crisis–induced intermittency due to attractor–widening in a buoyancy–driven solar dynamo

## I Dynamo model

The induction equation for the mean magnetic field $`𝑩`$ in the first-order smoothing approximation is given by

$$\frac{𝑩}{t}=\times \left\{𝒖\times 𝑩+\alpha 𝑩\beta \times 𝑩\right\}.$$
(1)
All mean quantities are defined here as longitudinal averages, so that the mean field is the axisymmetric component of the actual field. The $`\alpha `$ term parametrises the effect of helical motions. In the solar dynamo, its main effect is to create a poloidal field from a toroidal field. The total $`\alpha `$ effect consists of a buoyancy-driven term in the overshoot layer, which exists only if $`|𝑩|`$ exceeds a threshold value, and a small-scale kinematic $`\alpha `$ effect in the convection zone, which is modeled as a random forcing term. The flow $`𝒖`$ consists of differential rotation (chosen to model helioseismological inversion results schouetal1998 ), one updraft at a fixed low latitude, and downdrafts, with a finite lifetime, placed at random chosen latitudes.

For a detailed description of the model, the reader is referred to ossendrijver2000  (’model B’). Its main features are as follows. The dynamo equation (1) is solved in a spherical shell between $`r=0.5R_{}`$ and $`r=R_{}`$, consisting of a layer with convective overshooting between $`r_1=0.6R_{}`$ and $`r_2=0.7R_{}`$, and a convection zone above it. The magnetic field strength is expressed in units of $`B_0`$, the threshold value for the buoyancy instability. Time is measured in terms of $`R^2/\beta _0`$, the magnetic diffusion time for the convection zone (see below).

## II Results

The numerical integration is carried out using an implicit 2D code developed by D. Schmitt and T. Prautzsch of Göttingen. The grid size is set to 61 points in the radial direction, and 51 in the latitudinal direction.

Fig. 1 shows a butterfly diagram for the mean toroidal magnetic field of a solution with grand minima (model B, Fig. 4 in ossendrijver2000 ). The numerical solution features intervals of ordinary cyclic dynamo action interrupted by intervals of irregular duration without cycles, reminiscent of the grand minima of solar activity. The ordinary solar cycle is characterized by belts of magnetic activity on both hemispheres, which have opposite polarity, and migrate towards the equator during the course of a cycle. At the solar minimum, the old belt disappears, and a new belt of opposite polarity is formed at higher latitudes. Note that the present schematic model is not designed to reproduce all known detailed features of the solar cycle but some of the most important aspects, particularly the regular butterfly diagram and the existence of grand minima.

Fig. 2 shows the evolution of the solutions as one parameter of interest, $`C_{\delta \alpha }`$, is changed. The shutdown periods correpond to grand minima and the active period correpond to the (noisy) solar cycle. As can be easily seen, if $`C_{\delta \alpha }`$ is raised, the bursting becomes more and more frequent. The critical parameter value $`C_{\delta \alpha }^{}`$ for which the smaller attractor, corresponding to the minima, starts to burst was found to be around $`C_{\delta \alpha }^{}59`$. This is indicative of the existence of some form of crisis, which we substantiate below. According to the theory grebogietal1987 , around the critical parameter value $`C_{\delta \alpha }^{}59`$ the attractor collides in phase space with the stable manifold of some unstable periodic orbit. The excursions or burst phases seen in Fig. 2 result in the widening of the attractor after this crisis.

Phenomenologically, the time series could be interpreted in terms of various different types of intermittency. In particular, the time series could be mislead as solutions of systems exhibiting on–off intermittency plattetal1993 , or Type I/II/III Pomeau–Manneville intermittency pomeauetal1980 . However, we have eliminated this possibility by analysing both the power spectra (see Fig. 3) and the probability distribution of the shutdown phases (see Fig. 4).

It has been shown 1overf  that the corresponding power spectra for Type I intermitency have a broad-band feature whose shape obeys approximately the inverse-power law, $`P(f)f^1`$, for $`f>f_s`$, where $`f_s`$ is the saturation frequency. Our power spectra do not seem to show this property. Neither do they conform to the theoretical expectation that the power spectra for an on–off process follows a law $`P(f)f^{1/2}`$ venkataramanietal1996a  over an intermediate range of frequencies. Furthermore the probability distribution of shutdown phases (Fig. 4) does not follow the scaling $`P(n)n^{\frac{3}{2}}`$, as predicted for on–off intermittency plattetal1993  but the theoretically predicted scaling grebogietal1987

$$\tau e^{\tau /\tau }.$$
(2)
Finally we confirm the agreement with the theoretical predictions for “crisis–induced intermittency” by calculating the average time $`\tau `$ between the bursts which obeys the scaling law grebogietal1987

$$\tau \left|C_{\delta \alpha }C_{\delta \alpha }^{}\right|^\gamma ,$$
(3)
which we confirmed for our model, as can be seen in Fig. 5. The value of $`\gamma `$ is found to be $`\gamma =2.19\pm 0.04`$. This further reinforces the conclusion that the type of intermittency observed here is neither Type I (for which $`\gamma =\frac{1}{2}`$), Type II or III (for which $`\gamma =1`$) or on–off intermittency (for which $`\gamma =1`$).

The $`\gamma `$ coefficient can be calculated also analytically, as shown in grebogietal1987 . The method involves calculating the stable and unstable manifolds of the unstable orbit mediating the crisis. However, because our attractor seems to be of a high dimension, the method of using the time series to reconstruct the attractor and analyse Poincaré sections of such embeddings was not useful in identifying the mediating unstable orbit. The value of $`\gamma `$ seems to confirm that our attractor is indeed of a high dimension, given the theoretically expected range $`(D1)/2\gamma (D+1)/2`$ grebogietal1987 . This would imply $`D=4`$.

## III Discussion

We have obtained concrete evidence, in terms of time series signatures, power spectra and dynamical scalings, to demonstrate concretely the presence of crisis–induced intermittency due to attractor widening in a mean–field PDE dynamo model. Despite the presence of simplifications in these models, this is of potential importance since it shows the occurrence of another type of intermittency (in addition to Type I Pomeau–Manneville, attractor merging intermittency typeIcrisisPDE  and in–out intermittency inout  recently discovered) in these models. This may be taken as an possible indication that more than one type of intermittency may occur in solar and stellar dynamos multiple . Given that the underlying model showed several important features of solar activity, such as minima of activity and a realistic butterfly diagram, this suggest that intermittency, and in particular the form showed here, may be the underlying nonlinear dynamical process responsible for the observed solar magnetic activity.

EC was partially supported by a PPARC postdoctoral fellowship; MO acknowledges funding by the Deutsche Forschungsgemeinschaft. EC would like to thank Reza Tavakol for very useful discussions and insights.


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# PHOTOIONIZATION MODELS FOR BALQSO PG 0946+301

## 1 DESCRIPTION

In the following pages we present photoionization-modeling results for all the ionic column densities constraints found in the HST/STIS spectra of PG 0946+301. We use the $`N_H`$/$`U`$ plane presentation, applied to optically thin slabs, which is described in § 4 of the main paper. Two incident spectra are used for the CLOUDY models, the standard Mathews–Ferland AGN spectrum and a modified $`\alpha `$=–2 power-law spectrum which is more consistent with the observed far UV spectral shape of the PG 0946+301 spectrum. Both spectra are shown in figure 1. Figures 2–4 show the results for the modified $`\alpha `$=–2 power-law spectrum. In figure 2 we include only the hydrogen and helium results, for helium we have an upper limit which therefore excludes the parameter area above the curve. Figure 3 shows results for the available ionic constraints from 8 “metals.” Each curve is labeled by its corresponding ion and the number beneath the label is the $`\mathrm{log}(N_{ion})`$ constraint. An * following the $`\mathrm{log}(N_{ion})`$ denotes an upper limit (excluding the parameter area above the curve), otherwise the constraint is a lower limit (excluding the parameter area below the curve). The small box at the center of the plots identifies the area in parameter space which is fully consistent with 21 ionic constraints, marginally inconsistent with 3 and is strongly inconsistent with 2 (see § 4 for details). Figure 4 is identical to figure 7 in the main paper.

Figures 5–8 are similar to figures 2–4, using the Mathews–Ferland AGN spectrum. To ease the comparison between results from the two incident continua, we left the parameter space box at the same location as for the power-law spectrum.


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# A New Spin-Orbit Induced Universality Class in the Quantum Hall Regime ?

## Abstract

Using heuristic arguments and numerical simulations it is argued that the critical exponent $`\nu `$ describing the localization length divergence at the quantum Hall transition is modified in the presence of spin-orbit scattering with short range correlations. The exponent is very close to $`\nu =4/3`$, the percolation correlation length exponent, the prediction of a semi-classical argument. In addition, a region of weakly localized regime, where the localization length is exponentially large, is conjectured.

72.20.My,73.40.Kp,73.50.Jt

Spin-orbit scattering (SOS) is known to give rise to pronounced effects in disordered systems. In three dimensions, the presence of SOS changes the universality class of the metal-insulator transition . More dramatically, in two dimensions, SOS of non-interacting electrons leads to a metal-insulator transition, which does not exist in its absence . In the weakly localized regime, SOS changes localization into anti-localization , reversing the sign of the magnetoresistance, while in the strongly localized regime, SOS increases the localization length (e.g. by a factor of 4 compared to its value in the absence of SOS in quasi one dimensional systems), thus affecting the resistance by orders of magnitude . The change in the universality class manifested in the level statistics also attenuates the conductance fluctuations in the weakly localized regime (again by a factor of 4) .

In spite of these remarkable effects, there have not been many studies of the effects of SOS in the quantum Hall regime . One possible reason is that in the presence of a strong magnetic field, SOS does not change the symmetry of the Hamiltonian, and thus may not be expected to change the underlying universality class. A counter example, however, exists in the strongly localized regime, where even in the presence of a strong magnetic field, SOS increases the localization length (again by a factor of 4 in quasi-one dimensional system, as in the absence of a field). Spin mixing induced by random magnetic field was studied by Lee , Hanna et al.  (as a specific model for SOS), and Kagalovsky et al . The main conclusion is that random Zeeman term causes splitting of the spin-degenerate quantum Hall transition, but does not change its universality class. The critical exponent for this kind of disorder then remains about $`2.35\pm 0.02`$, the accepted numerical value for the quantum Hall transition . Hikami et al. studied an electron interacting with a two-dimensional random magnetic field with white noise correlations, and demonstrated the existence of a different universality class at $`E=0`$ (apparently related to non-analyticity of the density of states).

In this work we discuss a two-dimensional electron system in the quantum Hall regime, subject to a random potential and random SOS, manifested in a spin-dependent random magnetic field (that couples to the z-component of the electron spin), and random spin-flip processes. The Zeeman splitting is assumed negligible (a specific Hamiltonian will be addressed below). We give heuristic arguments why one expects a change of critical behavior of the quantum Hall transition, a change that becomes more evident for potentials with short-range correlations. In addition we argue that when the potential correlation length decreases, there exists a quasi-metallic region, where the localization length is exponentially large. These arguments compare very well with numerical calculations.

The heuristic arguments are based on the semi-classical approach of Mil’nikov and Sokolov , which was later applied to the quantum Hall effect in layered three dimensional systems. In the semi-classical description, the electron follows skipping orbit trajectories around potential hills or valleys, and there is a critical energy $`E_c`$ where the trajectory percolates through the system . Thus, away from the critical energy the electron is confined to a percolation cluster of typical size $`\xi _p`$, the percolation correlation length. Near threshold $`\xi _p|E_cE|^{\nu _p}`$, where $`\nu _p=4/3`$ is the two-dimensional percolation exponent. As one approaches the transition the clusters approach each other near saddle points of the potential energy landscape. While classically the electron cannot move from one cluster to another, quantum mechanically it can tunnel through the potential barrier. If the electron energy $`E`$ is close enough to the transition, the potential barrier is close to parabolic and the tunneling probability through such a saddle point is proportional to $`\mathrm{exp}[(E_cE)]`$. The number of such saddle points through which tunneling occurs in a system of length $`L`$ is typically $`L/\xi _p`$. Since the transmission coefficient is multiplicative, the conductance $`\sigma `$ (or the tunneling probability) through the whole system is

$$\sigma \left[e^{(E_cE)}\right]^{L/\xi _p}e^{L/\xi },$$
(1)
with $`\xi (E_cE)^\nu `$ and $`\nu =\nu _p+1=7/3`$. The numerical estimate $`\nu =2.35\pm 0.02`$ , which is somewhat supported by experimental data , has a surprisingly excellent agreement with the result of the above argument, especially in view of its crudeness.

Following , this argument can be generalized to include SOS. If the spin-dependent part of the Hamiltonian is slowly varying, one can carry out a local gauge transformation, so that the local spin points in the direction of the local effective random magnetic field (generated by the SOS potential) . In the adiabatic limit, where the spin-dependent potentials vary slowly in space, the problem separates into two independent ones with different critical energies, split by twice the typical magnetic field $`H_{eff}`$. Nonadiabaticity (short-range correlations) leads to mixing between these two effective spin directions. Consequently, one may repeat the above argument taking into account the fact that the critical energy $`E_c`$ in this case is not equal to the potential energy of the saddle-point, but is $`H_{eff}`$ away from it . Thus, the conductance $`\sigma _{so}`$ is

$$\sigma _{so}\left[e^{H_{eff}}\right]^{L/\xi _p}e^{L/\xi _{so}},$$
(2)
with $`\xi _{so}(E_cE)^\nu `$ and $`\nu =\nu _p=4/3`$.

So the semi-classical argument predicts that the localization length critical exponent is equal to the two-dimensional classical percolation exponent. The physical picture behind the reduction in the localization exponent is simple: since the potential landscape for the opposite spin directions is different, then, due to the random effective magnetic field, an electron approaching a saddle point may “prefer” to flip its spin (rather than tunnel through the saddle point), and then continue to propagate semiclassically. The probability for such a Zener tunneling depends on the potential gradients at the point, and is exponentially close to unity for rapidly changing potentials . In fact, since the tunneling probability at the saddle point energy is equal to $`1/2`$ , one may expect that for rapidly changing potentials there will be a region in energy where the electron will always “prefer” to flip its spin as it approaches the saddle point, and thus may cross the system classically. Quantum effects in two dimensions will localize the electron, but the localization length in this anomalous regime is expected to be exponentially large.

To check these predictions we use a specific, physically relevant model. Consider the lowest two Landau levels, and denote the states in these levels by $`|n_\sigma ,k>`$, where $`n`$ is the Landau level index (0 or 1), $`\sigma `$ is the spin and $`k`$ is the momentum. We consider the case where, in the absence of disorder, the spin-down state in the lower Landau level is degenerate with the spin-up state in the upper one. This may happen for electrons with a magnetic field dependent g-factor, and seems to be relevant for composite fermions, e.g. with filling factors around $`\nu =3/2`$ , or at filling factors $`\nu =2/3`$ and $`\nu =4/5`$ . We consider only the subspace of these two degenerate Landau levels (i.e. assume that the Landau level splitting is much larger than the disorder potential and the SOS potential). The disorder Hamiltonian $`_1`$ is of the form

$$_1=V(x,y,z)+\alpha \sigma V(x,y,z)\times 𝚷,$$
(3)
where $`V(x,y,z)`$ is the three-dimensional disorder potential, $`\mathrm{\Pi }𝐩\mathrm{𝐞𝐀}/𝐜`$ is the electron kinetic momentum, and $`\alpha `$ determines the strength of SOS. As the momentum is constrained to two-dimensions, taking the limit $`z0`$ yields,

$$_1=V(x,y)+\alpha V_z(x,y)\left(\sigma _y\mathrm{\Pi }_x\sigma _x\mathrm{\Pi }_y\right),$$
(4)
with $`V_zV/z`$. Since the operator $`\mathrm{\Pi }`$ operating on a state $`|0_\sigma ,k>`$ yields the state $`|1_\sigma ,k>`$, the matrix form of above Hamiltonian, $`<n_\sigma ,k|_1|n_\sigma ^{}^{},k^{}>`$ reads,

$$\left(\begin{array}{cc}<0k|V|0k^{}>& <1k|V_{so}|1k^{}>\\ <1k^{}|V_{so}|1k>& <1k|V|1k^{}>\end{array}\right),$$
(5)
where the Landau level index now implicitly carries also the spin quantum number, and $`V_{so}\alpha V_z`$. The regular random potential then plays the role of an effective random magnetic field (which couples to the $`z`$-component of the generalized spin), while the SOS term allows random spin-flips. In order to investigate the effects of the latter term, the random potentials $`V`$ and $`V_{so}`$ are assumed independent. We fix the parameters of $`V`$ and vary those of $`V_{so}`$, namely, its strength $`V_0`$ (relative to the strength of the disorder potential which defines the energy unit), and its correlation distance $`\lambda `$,

$$<V_{so}(x,y)V_{so}(x^{},y^{})>=V_0^2f(xx^{})f(yy^{}),$$
(6)
with $`f(x)=(2\pi \lambda )^{1/2}e^{x^2/2\lambda }`$. The corresponding correlation distance for the disorder potential $`V(x,y)`$ was taken to be unity (all lengths are expressed in units of the magnetic length).

Fig. 1. The finite-size localization length $`\xi _L`$ scaled by the system size $`L`$, for $`L=80`$, as a function of energy, for different values of $`\lambda `$, the correlation length of the SOS potential. SOS causes a splitting of the quantum Hall transition, an increase in the localization length and, for small $`\lambda `$, a quasi-metallic (weakly localized) regime between the two critical points (the graph is symmetric around $`E=0`$ and thus only positive $`E`$’s are plotted). In the inset we show $`\xi _L/L`$ in the absence of SOS in the lowest two Landau levels. $`\xi _L`$ is maximal at $`E=0`$, the critical energy in this case.

Given the parameters $`V_0`$ and $`\lambda `$ we generate and diagonalize an ensemble of random Hamiltonians of the form (5) in the space of the lowest two Landau levels, using the Landau gauge and periodic boundary conditions in the x-direction, for squares of different sizes $`L=`$40, 60 and 80. The localization length of a specific eigenstate $`\mathrm{\Psi }`$ is determined by

$$\xi _L^2\left[\mathrm{\Psi }\right]y^2|\mathrm{\Psi }(x,y)|^2𝑑x𝑑y\left(y|\mathrm{\Psi }(x,y)|^2𝑑x𝑑y\right)^2.$$
(7)
By dividing the energy spectrum into bins and averaging over many disorder realizations, we are able to obtain the energy dependence of $`\xi _L(E)`$. In Fig. 1 we plot $`\xi _L(E)/L`$ for several values of $`\lambda `$, for $`L=80`$ and $`V_0=4`$. The immediate conclusions one can draw from the figure are the following: (1) The localization length, which in the absence of SOS was maximal at $`E=0`$ (see inset), now has a maximum at two energies, $`E=\pm E_c`$ (we show only positive energies - the graph is symmetric around $`E=0`$). This leads to a splitting of the quantum Hall transition. (2) The localization length increases with decreasing $`\lambda `$ on both sides of the critical point, in accordance with the above arguments. (3) At small $`\lambda `$, the localization length in the region between the two critical points is constant and of the order of the size of the system, again in accordance with the semi-classical arguments.

Fig. 2. The inverse finite-size localization length $`\xi _L`$ scaled by the system size $`L`$, as a function of energy for different values of $`L`$, for $`\lambda =1`$. The value of $`E`$ where the curves meet determines the critical energy. By scaling the curves near the critical energy (inset), one finds $`\xi (E)`$, from which the critical exponent is determined.

In order to determine whether the change in the localization length is simply due to a numerical prefactor, or rather, to a different critical behavior, we carry out the usual scaling analysis - evaluate $`\xi _L(E)`$ for different $`L`$’s, and collapse all the data onto a single plot after scaling the system size by $`\xi `$, (the $`L\mathrm{}`$ localization length), and set $`L/\xi _L(E)=F\left[L/\xi (E)\right]`$. In Fig. 2 we plot $`L/\xi _L(E)`$ for different $`L`$’s, for $`\lambda =1`$. At the critical energy $`E=E_c`$, $`L/\xi _L(E)`$ does not change, and thus $`\xi `$ diverges as $`EE_c`$. The scaling of all curves onto a single plot (Fig. 2, inset) determines $`\xi (E)`$, and by fitting $`\xi (E)(EE_c)^\nu `$, we obtain the critical exponent $`\nu `$.

Fig. 3 depicts the derived best values of $`\nu `$ as a function of $`\lambda `$. We find that for small $`\lambda `$ the critical exponent is indeed very close to the expected value from the semi-classical argument, $`\nu =\nu _p=4/3`$. As expected, when $`\lambda `$ increases $`\nu `$ eventually increases and approaches its regular quantum Hall value. We find that for very large $`\lambda `$ (not plotted) the critical exponent is very close to the regular quantum Hall exponent. Interestingly, for small $`\lambda `$, if we try to scale $`\xi _L(E)`$ for a large range of $`E`$ around $`E_c`$, we find a larger critical exponent, closer to the quantum Hall one. This may indicate that the system flows towards its low energy critical behavior by passing close to the quantum Hall critical point. We cannot, however, based on our numerical procedure, determine the full phase diagram of the quantum Hall effect in the presence of SOS.

Fig. 3. The derived values of $`\nu `$, the localization length critical exponent, as a function of $`\lambda `$, the correlation length of the SOS potential. For small $`\lambda `$ the exponent is close to $`\nu _p=4/3`$, the percolation correlation length exponent, in agreement with the prediction of the semi-classical theory. This theory also predicts that the critical behavior will crossover to the regular quantum Hall transition ($`\nu 7/3`$) for large $`\lambda `$, in agreement with the numerical results.

It is interesting to compare our results with previous works. Lee  and Hanna et al. studied an Hamiltonian with a spin-dependent term $`𝐇(𝐫)𝐒`$, in which $`𝐇(𝐫)`$ is a random field that couples to the electron spin $`𝐒`$. Their conclusion is that, at least for random field which varies smoothly in space, the quantum Hall transition splits, but the critical behavior remains unchanged. Hanna et al. also noted that for random field with short-range (white noise) correlations, the conductance is peaked at $`E=0`$, similarly to our curve for $`\xi _L/L`$ for $`\lambda =0.5`$ in Fig. 1. Their interpretation is that the critical energy may have shifted close to $`E=0`$, but the critical behavior remains that of the regular quantum Hall effect. If one assumes, however, a single critical point at $`E=0`$, one finds a critical exponent larger than the quantum Hall one (which may explain the experimental observations for spin-degenerate Landau levels ). Indeed we checked that within the $`𝐇(𝐫)𝐒`$ model, even if the correlation length of the random magnetic field decreases, the critical behavior remains quantum-Hall-like ($`\nu 2.35`$). The difference between that model and ours might seem surprising, since the model we use (5) looks very much like a random field. However, the distinction becomes apparent in Fig. 4, where we plot the density of states and $`\xi _L(E)/L`$ for the two models. While for the $`𝐇(𝐫)𝐒`$ model the density of states splits into two peaks, indicating a splitting of the spin-degenerate Landau level into two independent Landau levels, in our model the density of states remains peaked at $`E=0`$ (even though the critical points move away from it), and thus the two effective spin-directions are still strongly mixed. The motivation to study the $`𝐇(𝐫)𝐒`$ model stems from the fact that the magnetic field breaks the simplectic symmetry of the spin-orbit Hamiltonian, and thus it was assumed enough to study an Hamiltonian with a unitary symmetry. Our model, however, still obeys the full symmetry one expects for SOS in the presence of a magnetic field – time-reversal symmetry followed by reversing the (uniform) magnetic field. Thus, it is expected that the two models belong to different universality classes. A similar argument has been successfully applied to the change in localization length in the strongly localized regime  where it was shown that an application of SOS changes the scaling of the localization length, even in the presence of a strong magnetic field, though the universality class might have been expected to remain the same.

Fig. 4. Comparison of our model (5) to the $`𝐇(𝐫)𝐒`$ model, (a) $`\xi _L(E)/L`$, and (b) density of states, for $`L=80`$ and $`\lambda =1`$. While the critical energies in both models split from $`E=0`$, the density of states in our model remains peaked at $`E=0`$, in contrast with the split density of states for the $`𝐇(𝐫)𝐒`$ model, allowing for stronger mixing of the spins and a possible change in the critical behavior.

To conclude, we have presented arguments and demonstrated numerically that spin-orbit scattering in the quantum Hall regime may alter the critical behavior for potentials with short range correlations. The calculated critical exponent agrees very well with the percolation correlation length exponent, a value predicted by semi-classical arguments.

This work is supported by DIP, BSF and ISF funds.