text:
# Old Stellar Populations of the Small Magellanic Cloud1footnote 11footnote 1 Based on observations with the NASA/ESA Hubble Space Telescope, obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555. These observations are associated with proposal ID 6604.

## 1 Introduction

Studies of the oldest stars of the Magellanic Clouds (MCs) provide an important data point in the study of galaxy formation. The MCs are sufficiently close that the oldest main sequence turnoff stars ($`M_V+4`$) can be observed easily through deep ground-based or HST imaging. In addition, they are distant enough that all stars can be safely assumed (to first order) to be at the same distance, thus avoiding the severe problem one faces when studying the Galactic halo. The oldest stars of the LMC have been well-studied, with recent work (Olsen, 1999; Holtzman et al., 1999; Dolphin, 2000a; Harris & Zaritsky, 2001) indicating two prolonged epochs of star formation, separated by a break in activity from roughly 8 Gyr ago until 4 Gyr ago. It is likely that the star formation history of the LMC, as well as that of the SMC, has been heavily influenced by past encounters with the Galaxy (Murai & Fujimoto, 1980).

The Magellanic Clouds may also hold a key to understanding the formation of our own halo. Outer halo clusters indicate a wide range of ages and metallicities, suggesting that in the past there has been accretion of several smaller galaxies (Searle & Zinn, 1978). That satellite accretion occurs has been illustrated in spectacular fashion by the discovery of the Sagittarius dwarf spheroidal galaxy. Thus the oldest populations of the Galaxy’s companions are likely directly related to the Galaxy’s older halo. However, a definitive comparison will arise only when accurate ages are available for the oldest MC components. Significant work has been done on the old clusters and field stars of the LMC (Olsen et al., 1998; Olsen, 1999; Holtzman et al., 1999; Dolphin, 2000a; Harris & Zaritsky, 2001). The SMC has been neglected, possibly because of the greater importance of the LMC for distance scale studies, the more complex structure of the SMC (Caldwell & Coulson, 1986; Mathewson et al., 1988; Hatzidimitriou & Hawkins, 1989), and its slightly greater distance.

Deep field star population studies for SMC stars of ages greater than a few $`10^8`$ yr began with Gardiner & Hatzidimitriou (1992), who covered the entire outer region (r $``$ $`2^{}`$ from the center) with a series of UK Schmidt plates. From an analysis of the CMDs (which only reached to the level of the HB at $`R20`$ mag), they found that the median age in these outer extremities is $`10`$ Gyr. They interpreted the existence of a red horizontal branch in their best CMD as evidence for a population of age 15–16 Gyr which comprises some 7% of the mass present. However, the combination of small samples, limited depth, and relatively poor photometric accuracy at faint magnitudes has limited the accuracy of this and other previous ground-based work.

The present work attempts to improve on the previous ground-based work through a combination of HST WFPC2 and ground-based imaging of outer SMC field stars, as well as HST WFPC2 imaging of the oldest cluster in the SMC, NGC 121, with an age of $`12\pm 2`$ Gyr (Stryker et al., 1985). We present our data in Section 2, a qualitative examination of the stellar content in Section 3, and a quantitative determination of the star formation history in Section 4.

## 2 Observations and Reduction

### 2.1 HST WFPC2 Data

As part of Hubble Space Telescope program GO-6604, we obtained WFPC2 images of NGC 121 and a nearby SMC field. The SMC field position was chosen to be well outside the area of recent star formation in the SMC, near NGC 121, but far enough from 47 Tuc to avoid contamination. Table 1 gives the coordinates of the five pointings (NGC 121 and four field pointings).

The NGC 121 data consist of four 400s and six 40s images in F555W, and four 500s and four 20s images in F814W. Guide star acquisition failed during the short F555W images, leaving the telescope guiding on gyroscopes only, but the brevity of the exposures was such that five of the six images (all but dataset U3770509R) were usable. Additionally, the lack of guide stars prevented HST from returning to same position during subsequent exposures, complicating the cosmic ray removal process.

Cosmic ray removal and photometry was made using the HSTphot package (Dolphin, 2000b). The long exposures were taken with two images per orbit, and each pair from the same orbit was combined into cleaned “deep” images. Likewise, the four short F814W images were combined into a cleaned “short” image. Unfortunately, the large guiding errors in the short F555W images (both during and between exposures) prevented the cleaning or combination of those images in any meaningful manner, forcing us to photometer the original uncleaned images. Figure 1 shows a cleaned, deep F814W WFPC2 mosaic.

The ten resulting images (two deep in each filter, one short in F814W, and five short in F555W) were photometered simultaneously using the HSTphot multiphot routine. While multiphot was originally written for variable star photometry, its ability to measure magnitudes from images with different pointings, plate scales (F555W vs. F814W), and PSFs (caused by poor guiding in all images) made it an ideal choice for these data. We also ran artificial star tests, with artificial stars distributed in position similarly to the image and evenly on a color-magnitude diagram (CMD). Figure 2 shows our full CMD (all stars) and our clean CMD (only stars with good photometry – $`\chi 2.0`$ and $`|\text{sharpness}|0.3`$). Because of a strong dependence of completeness on position and the desire to use artificial star tests to later reconstruct the CMD, we generated a large number (over 1.2 million) of artificial stars and stored the results (completeness fraction and distribution of output minus input magnitudes and colors) as functions of position and input photometry in an artificial star database. Figure 3 shows the completeness functions at various distances from the center of NGC 121, while Figure 4 shows the photometry accuracy as a function of position, as judged from output minus input $`V`$ magnitudes of the artificial star tests.

Photometry of the SMC field was much more straightforward. The data consist of four 500s F555W and four 600s F814W exposures at each of four pointings, separated by $`67`$ arcmin. There were no significant guiding problems, allowing us to generate cleaned 2000s F555W and 2400s F814W images at each pointing. These were also photometered with multiphot. Because of the small number of bright stars usable for aperture corrections, we are only using the WFC data from these pointings. As with NGC 121, we constructed a database of artificial star tests. However, as the crowding was essentially constant over the images, we ran only 375,000 artificial stars, distributed evenly across the images and the CMD. Figure 5 shows our resulting full and clean CMDs, and Figure 6 shows the completeness and photometry accuracy.

We used the CTE correction and calibrations given by Dolphin (2000c) to transform our photometry to the standard $`VI`$ system. Because we have both long and short exposures, these data allow the opportunity to test for the presence of the so-called “long vs. short” anomaly. Figure 7 shows a comparison of mean F814W magnitudes from our short (20s) images and long (500s) images, along with the trend found by Casertano & Mutchler (1998). As our data show no measurable systematic differences, we will follow the suggestion of Dolphin (2000c) and make no correction.

### 2.2 Ground-based Data

Ground-based photometry of outer SMC field stars was obtained using the CTIO 4m telescope and prime focus (PFCCD) camera, and with the 0.9m telescope and Cassegrain focus camera (CFCCD). Both cameras utilized SITe 2048 CCDs, read through four amplifiers with ARCON controllers. The field position was chosen to be $`2.0^{}`$ NE of NGC 121; a position closer to NGC 121 would have increased the contamination from the Galactic globular cluster 47 Tuc. The region we have chosen is well away from the disturbed “wing” and “bridge” regions of the SMC, and shows no indication of significant line-of-sight depth.

The 4m observations were made on the nights of 20-23 November 1995. Two of these nights were fully photometric and a third night was photometric during the time the SMC observations were made. Image FWHM varied between 0.8 and 1.2 arcsec. Exposures (typically $`10\times 300`$s $`V`$, $`10\times 300`$s $`I`$) were made in each of four $`15\times 15`$ arcmin fields centered on the HST SMC pointings. The telescope was dithered a few arcseconds between exposures to aid in flat-fielding. During photometric conditions exposures were taken of Landolt (1992) standard fields, and supplementary $`I`$ band exposures of an almost star-free field were taken in order to prepare a fringe frame; this in combination with twilight sky flat fields reduced systematics to well below one percent.

The 0.9m observations were made on the night of 8 November 1999, and consisted of short (100s $`V`$, 60s $`I`$) and long (300s $`V`$, 200s $`I`$) exposures for each field, $`13.6\times 13.6`$ arcmin in size. The night was photometric, and measurements were made of 105 Landolt (1992) standards in ten fields over a wide range in airmass; 86 of these stars were retained in the final color equation fits. Twilight sky flat field exposures were used to correct systematics to well below one percent.

The 0.9m standard star observations confirmed the good quality of the night; the uncertainties of the $`V`$ and $`VI`$ zeropoints were each 0.002 mags and the extinction coefficients were 0.13 ($`V`$) and 0.05 ($`I`$). Stars on the SMC frames were located and photometered using DAOPHOT (Stetson, 1987), then transformed to the $`VI`$ system by using the same aperture photometry parameters as had been used for the standard star measurements. All stars on the 0.9m SMC frames were subsequently measured with PSF-fitting; strong coma across the 0.9m field necessitates use of a PSF varying cubically with field position.

The 4m data set, also measured using DAOPHOT, was calibrated with reference to the 0.9m data. The accuracy of the zeropoints is thought to be no worse than $`\pm 0.01`$ mag in both $`V`$ and $`VI`$, as ascertained by combining in quadrature errors resulting from the various steps in proceeding from the standard star photometry to the SMC. Figure 8 shows our resulting CMD, and Figure 9 shows the completeness. Our photometry will be made available at ADC.

## 3 Distance and Stellar Content

### 3.1 NGC 121

We first turn our attention to NGC 121. The CMD shown in Figure 2 shows very sharp features, indicating that (as one would expect for a globular cluster) NGC 121 is a single-population object. The clean CMD in panel (b) shows only the expected globular cluster populations (main sequence, red giant branch, horizontal branch, and asymptotic giant branch) and a few foreground and background stars. The primary source of foreground contamination in NGC 121 is 47 Tuc, whose main sequence crosses the NGC 121 RGB at about the level of the NGC 121 horizontal branch. However, although such stars are clearly present in the NGC 121 data, it is not a major source of contamination. We note that some of the apparent scatter in the horizontal branch region is also due to the presence of RR Lyraes. More problematic is the SMC background, which contributes the stars seen above the NGC 121 main sequence turnoff and gives the impression of more blue stragglers than are really there. A comparison of Figures 2 and 5 shows that at least half of the apparent blue stragglers seen in the NGC 121 field, and nearly all of those in the WFC chips, are SMC field main sequence field stars.

The distance to NGC 121 can be measured through a variety of methods. The $`I`$ magnitude of the RGB tip (Da Costa & Armandroff, 1990; Lee et al., 1993) is relatively insensitive to age and metallicity, and thus can serve as a standard candle. However, the exact position of the RGB tip in this CMD is extremely uncertain due to the scarcity of stars. The brightest star in the CMD falls at $`I=14.34`$, which if it were truly an RGB star would bring the SMC closer than the LMC. Adopting the second-brightest star ($`I=14.60`$) and the top of the well-populated RGB ($`I=15.31`$) as our limits, we estimate the RGB tip position at $`I=15.0\pm 0.4`$. Adopting an extinction of $`A_V=0.10`$ from the Schlegel et al. (1998) maps and an RGB tip absolute magnitude of $`M_I=4.05`$ calculated from the Lee et al. (1993) calibration, we find a true distance modulus of NGC 121 of $`\mu _0=19.0\pm 0.4`$.

Given the quality the data presented in this paper, a more accurate measurement would involve the horizontal branch. We measure a horizontal branch mean magnitude of $`V=19.69\pm 0.03`$. Again adopting an extinction of $`A_V=0.10\pm 0.03`$ and using the absolute magnitude calibration of $`M_V=0.61\pm 0.09`$ (Carretta et al., 2000), we find a distance modulus of NGC 121 of $`\mu _0=18.98\pm 0.10`$.

The metallicity can be measured photometrically, using the color of the RGB at $`M_I=3.5`$ (Lee et al., 1993). For our NGC 121 CMD, we find $`(VI)=1.52\pm 0.02`$ or $`(VI)_0=1.48\pm 0.03`$ at this position on the RGB, which corresponds to a metallicity of $`[\text{Fe/H}]=1.22\pm 0.08`$. This metallicity corresponds to $`[\text{Fe/H}]=1.02`$ on the scale given by Carretta & Gratton (1997), which we will adopt because of its greater consistency (in terms of predicted RGB colors) with theoretical models.

As noted above, this is the oldest globular cluster in the SMC and the only one containing RR Lyraes (Walker, 1989). However, its CMD shows a very red horizontal branch, indicating that it is likely much younger than Galactic and LMC globular clusters. This can be tested using the $`\mathrm{\Delta }V_{HB}^{TO}`$ age measurement (Chaboyer et al., 1996). We measure the turnoff position to be $`V=22.98\pm 0.05`$, giving $`\mathrm{\Delta }V_{HB}^{TO}=3.29\pm 0.06`$. Adopting the calibrations given by Chaboyer et al. (1996) that are closest to the horizontal branch $`M_V`$ value used here, we find an age of $`t=9.4\pm 0.9`$ Gyr (on this scale, the age of 47 Tuc is 12.7 Gyr).

We can also apply a CMD reconstruction technique similar to that described below, in Section 4, to attempt to measure the properties of NGC 121. Such a solution has several advantages – most notably, we obtain a single self-consistent solution (distance, extinction, age, and metallicity) in one step. This also provides an independent check on the values given above, as well as testing the accuracy of our CMD reconstruction technique. To make this solution, we divided the CMD into 0.1 magnitude ($`V`$) by 0.05 magnitude ($`VI`$) bins, counting the number of stars in each. We then generated synthetic CMDs using Girardi et al. (2000) isochrones, our artificial star library, and the field star CMD as a background CMD. By making a large number of synthetic CMDs, each with a different combination of distance, extinction, age, and metallicity, we are able to directly solve for the four parameters through a comparison of the observed and synthetic CMDs. The description of our fit parameter and derivation of uncertainties is described in Section 4. The calculated parameters from this solution are $`\mu _0=18.96\pm 0.03`$, $`A_V=0.04\pm 0.03`$, $`t=10.6\pm 0.5`$ Gyr, and $`[\text{Fe/H}]=1.03\pm 0.06`$ (random errors only). We also measured an initial cluster mass of $`3.25\pm 0.09\times 10^5M_{}`$ for the observed portion of the cluster (79% of the total cluster), assuming a Salpeter IMF and mass limits of 0.1 and 120 $`M_{}`$. These values are all consistent with those calculated above, and we will adopt these because of the smaller uncertainties that result from considering the entire CMD rather than just the positions of three features (HB magnitude, RGB color, and MSTO magnitude). Figure 10 shows the NGC 121 CMD (from Figure 2b) with this isochrone overplotted.

### 3.2 Field Stars

In contrast to the sharp, well-defined CMD observed for NGC 121, the ground-based field star CMDs (Figures 5 and 8) show a prolonged star formation history. Figure 11 shows the field CMD, with isochrones of various ages from 2.5 to 15 Gyr overplotted (using the distance and extinction found above for NGC 121). There is a tight red clump, centered at $`I=18.56\pm 0.03`$ and $`(VI)=0.88\pm 0.03`$, and a few possible horizontal branch stars, indicators of intermediate-aged and ancient populations, respectively. The clump magnitude is significantly fainter than the value of $`I_0=18.33\pm 0.05`$ reported by Udalski (1998), implying significant population differences between the fields examined – fields closer to the center have much more recent star formation and subsequently a brighter clump, as suggested by Girardi & Salaris (2001). The RGB is also well-populated, but falls off above the red clump because such stars would have been saturated in our data (we only obtained long images at the field pointings). The data also contain a weak young ($`<2`$ Gyr) main sequence population.

The bulk of our information regarding the star formation history comes from the turnoff region. Judging from the large spread in this region (compared with the sharp turnoff of NGC 121), along with the presence of populations ranging from a young main sequence to an old red clump, it seems clear that the SMC has been forming stars over much of its history. The relatively even spread of stars in the turnoff region implies that the star formation history has not been highly bursty, as strong bursts of star formation separated by long quiescent periods would create a color-magnitude diagram with multiple discrete turnoffs. We will attempt to quantify the star formation history in the next section.

A comparison between Figures 5 (our WFPC2 data) and 8 (our ground-based data) shows the strengths of each data set. The CMD from the WFPC2 data is extremely clean (very few stars falling in non-physical parts of the CMD) due to HST’s superior resolution. However, the smaller field of view produces over an order of magnitude fewer evolved stars, magnifying confusion from Poisson noise. Specifically, we note that the isochrones overlaid in Figure 11 fall at the positions of apparent bursts in the WFPC2 data; the lack of such structure in the main sequence turnoff of the ground-based CMD implies that the apparent gaps in the WFPC2 CMD are not real, but are caused by the small-number statistics. To quantify this uncertainty, we show four random samplings of the ground-based CMD in Figure 12, each containing 9% of the stars to simulate the combined size of our four WFPC2 fields. While Figure 8 shows a broad and smooth main sequence turnoff, three of the four panels in Figure 12 show what appear to be gaps in the turnoff region, which would likely be interpreted as gaps in the star formation history. Thus, while the WFPC2 CMD will be used below in our distance, extinction, and metallicity measurement (because of its superior photometry quality), the star formation history will be entirely based on the ground-based CMD.

## 4 Star Formation History

While the previous section described the star formation history of the SMC field rather qualitatively, we can attempt to make a quantitative measurement through CMD reconstruction. The method used in this paper was first proposed by Dolphin (1997), and the present form of the procedure is described by Dolphin (2001), and the reader is referred to those papers for detailed descriptions.

The goal of this procedure is to determine the star formation history that produces a synthetic CMD most resembling the observed CMD. While the NGC 121 solution described in Section 3.1 applied the constraint of a single-population object, this is not possible for field stars, as the CMD (as noted in the previous section) shows stars with a wide range of ages and/or metallicities. Instead, for an assumed of distance and extinction, we generate a library of synthetic CMDs covering the needed age and metallicity ranges, each synthetic CMD created by convolving a theoretical isochrone from the Girardi et al. (2000) models with our artificial star library. By determining the combination of synthetic CMDs that best matches the observed data, we are able to measure the star formation history. This procedure is repeated at a range of distance and extinction values, and those producing good fits to the observed CMD are used for calculating the distance, extinction, and star formation rate (a function of time and metallicity), as well as uncertainties for all values. Finally, we test the quality of the fit by Monte Carlo tests.

From these data, we find the star formation history given in Table 2 and plotted in Figure 13. The color-magnitude diagram derived from this fit is shown in Figure 14. The quality of the fit was mediocre, with an overall effective $`\chi ^2`$ of 2.1. However, the largest contribution to this error comes from the foreground stars and the stripes in the model CMD (produced by an insufficient number of artificial stars). The measured parameters of $`\mu _0=18.86\pm 0.10`$ and $`A_V=0.01\pm 0.12`$ were both consistent with those determined for NGC 121. The cleaner WFPC2 data could be fit better, with an overall effective $`\chi ^2`$ of 1.5. The measured distance and extinction were $`\mu _0=18.89\pm 0.12`$ and $`A_V=0.09\pm 0.10`$. Because of minimal overlap between the ground-based and WFPC2 fields (the ground-based data included only one of the four WFPC2 fields), we combine these mostly-independent measurements to obtain values of $`\mu _0=18.88\pm 0.08`$ and $`A_V=0.05\pm 0.07`$ for this region of the SMC. As with the CMD-based measurements for NGC 121, these uncertainties account for photometric errors and shot noise in the CMDs, but not for possible systematic errors in the models.

Examining the past star formation rates, which are based only on the ground-based data, we find what appears to be a broadly peaked star formation history, with the largest star formation rate between 5 and 8 Gyr ago. It is also consistent at the $`2\sigma `$ level with a constant star formation rate from 15 Gyr ago until $`2`$ Gyr ago. Assuming a Salpeter IMF from 0.1 to 120 $`M_{}`$, the mean star formation rate within this field is $`2.1\pm 0.1\times 10^5M_{}yr^1`$, corresponding to a star formation intensity of $`3.2\pm 0.2\times 10^4M_{}kpc^2yr^1`$. We have made the same calculations using the WFPC2 field star photometry, and measured a consistent star formation history and overall star formation rate, but the uncertainties are extremely large due to the much smaller field of view. Our measured star formation rates are consistent with the findings of Gardiner & Hatzidimitriou (1992), who found that $`7`$% of the stars were 15 Gyr old (we measure $`14\pm 5`$% of the star formation before 11 Gyr ago), that the mean stellar age is $`10`$ Gyr in the outer regions of the SMC (we measure a mean age of 7.5 Gyr). We would also agree with Hardy & Durand (1984), who commented that the SMC likely contains stars of all ages. After this long period of continuous star formation activity, the star formation rate in this location appears to have dropped by an order of magnitude $`2`$ Gyr ago and stopped entirely in the past 0.5 Gyr.

An interesting question is that of the age of the oldest stars in this region of the SMC. In our star formation history solutions above, we assumed a canonical maximum age of 15 Gyr. However, the 11-15 Gyr bin was only weakly detected, leaving the question of whether or not such stars exist in measurable amounts in this field. As demonstrated in Figure 11, the age-metallicity pseudo-degeneracy would permit one to “hide” a metal-poor 15 Gyr population in the CMD, with the only unambiguous trace being a handful of blue horizontal branch stars that are observationally indistinguishable from younger stars, foreground contamination, binaries, or blends. So while it is impossible to rule out the existence of 15 Gyr old stars, we can conduct a test for the oldest measurable population by fitting the star formation history with a variety of maximum ages. We find that excellent fits (equally good as our fit using 15 Gyr) can be obtained with maximum ages as young as 12 Gyr, and that acceptable fits can be obtained with maximum ages as young as 9 Gyr. This indicates that there are stars at least as old as 9 Gyr in the field and probably stars as old as 12 Gyr, but we cannot rule out the possibility of small amounts of older stars. With the maximum age set to 9 Gyr, we measure an identical star formation history to that in Table 2, except that all star formation older than 6 Gyr has been compressed into a 3 Gyr range to create a strong initial burst of star formation activity rather than the gradual increase to maximum seen in Table 2. This age constraint of $`912`$ Gyr is similar to that indicated by the presence of field RR Lyraes in this region of the SMC (Graham, 1975). Adopting NGC 121 as the youngest accurately-measured globular cluster with RR Lyraes (age = $`10.6\pm 0.5`$ Gyr) and allowing for metallicity effects, we likewise find that there must be stars with ages of at least $`10`$ Gyr in the field population.

In terms of chemical enrichment, we first note that no assumptions were made regarding the SMC chemical enrichment history. The values in Table 2 are entirely from the numerical star formation history solutions, and we find it encouraging that the solution passes the “sanity test” of finding metallicity increasing with age, from $`[\text{Fe/H}]=1.3\pm 0.3`$ at ages greater than 8 Gyr (or $`[\text{Fe/H}]=1.4\pm 0.2`$ at ages greater than 11 Gyr, if older stars are present) to $`[\text{Fe/H}]=0.7\pm 0.2`$ for stars younger than 3 Gyr. We also note that the metallicity during the epoch of formation of NGC 121 is consistent with the metallicity measured for NGC 121, which is also something not surprising. Comparing with literature values, we note that the enrichment history is consistent with the cluster enrichment history given by Olszewski et al. (1996) and nearly identical to that measured by Da Costa & Hatzidimitriou (1998) and calculated by Pagel & Tautvaisiene (1998). The metallicity for old stars also agrees with that measured by Suntzeff et al. (1986).

## 5 Summary

We have presented WFPC2 $`VI`$ photometry of NGC 121 and a nearby outer SMC field. The CMD of NGC 121 showed sharp features, as is expected for a single-population object. Using a numerical fit of Girardi et al. (2000) isochrones and observational errors to the observed CMD, we have measured a self-consistent solution of $`\mu _0=18.96\pm 0.04`$ ($`d=61.9\pm 1.1`$ kpc), $`A_V=0.04\pm 0.04`$, $`t=10.6\pm 0.5`$ Gyr, $`[\text{Fe/H}]=1.03\pm 0.06`$, and $`M_0=4.1\pm 0.4\times 10^5M_{}`$ (again assuming a Salpeter IMF cutting off at $`0.1M_{}`$), with uncertainties accounting for random errors and possible calibration errors, but not possible systematic errors in the isochrones. These values are all consistent with values measured through a variety of independent techniques – dust maps of Schlegel et al. (1998) (extinction), $`V_{HB}`$ (distance), RGB color ($`[\text{Fe/H}]`$), and $`\mathrm{\Delta }V_{HB}^{TO}`$ (age) – as well as with previous measurements of Stryker et al. (1985) and Mighell et al. (1998).

The SMC field observations were taken $`2^{}`$ away from NGC 121 to avoid contamination from NGC 121 and from the nearby Galactic cluster 47 Tuc. The primary analysis was done using ground-based data containing 16110 stars. We also used four WFPC2 pointings in the same area, containing a total of 4141 stars, for a consistency check. A qualitative examination of the resulting CMDs shows a very broad turnoff region, with stars at least 10 Gyr old and stars as young as 2 Gyr.

We made a numerical fit to the observed CMD in a similar manner as that made for NGC 121. Combining our ground-based and WFPC2 data, we measured a distance and extinction of $`\mu _0=18.88\pm 0.08`$ and $`A_V=0.05\pm 0.07`$, respectively, for this region of the SMC. We found evidence of continuous star formation from ancient times until 2 Gyr ago, with an average star formation rate of $`3.2\pm 0.2\times 10^4M_{}kpc^2yr^1`$ (assuming a Salpeter IMF cutting off at $`0.1M_{}`$). At the $`1\sigma `$ level, we detect a broadly-peaked past star formation rate, with the maximum between $`58`$ Gyr ago. At the $`2\sigma `$ level, it is possible that the star formation rate was constant from 15 Gyr ago until 2 Gyr ago. The oldest measurable star formation was $`912`$ Gyr ago; we can neither confirm nor rule out the presence of older stars. Regardless of what one decides for the intermediate-age and ancient star formation history, the greatly decreased star formation in the past 2 Gyr (by an order of magnitude) is certain.

Our star formation history solution also derived a chemical enrichment history of the SMC. We find a metallicity of $`[\text{Fe/H}]=1.3\pm 0.3`$ for the oldest stars, increasing to a value of $`[\text{Fe/H}]=0.7\pm 0.2`$ between $`12`$ Gyr ago, consistent with the findings of previous studies (Olszewski et al., 1996; Da Costa & Hatzidimitriou, 1998; Pagel & Tautvaisiene, 1998). The lack of young stars prohibits a definitive measurement of the metallicities of younger stars.

Support for this work was provided by NASA through grant number GO-06604 from the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA contract NAS 5-26555.


format: text

text:
# Markov subshifts and partial representation of 𝔽_𝑛

## Introduction

Considering a Markov subshift on an alphabet $`\{g_1,\mathrm{},g_n\}`$, R. Exel proved in  that $`n`$ partial isometries on a Hilbert space $`H`$, satisfying the corresponding Cuntz–Krieger relations, give rise to a partial representation of the free group $`𝔽_n`$ on $`H`$, that is, a map $`S:𝔽_n(H)`$, satisfying $`S(t^1)=S(t)^{}`$ and $`S(tr)S(r^1)=S(t)S(r)S(r^1)`$ for all $`r,t`$ in $`𝔽_n`$.

In this work we fix a set $`\mathrm{\Lambda }^{}`$ of positive elements of $`𝔽_n`$ which, among other requirements is assumed to be closed under sub-words, and we take a set $`\{S_1,\mathrm{},S_n\}`$ of partial isometries on $`H`$. We define a map $`S:𝔽_n(H)`$ by $`S(r_1\mathrm{}r_k)=S(r_1)\mathrm{}S(r_k)`$, where $`S(r_i)=S_j`$ if $`r_i=g_j`$, $`S(r_i)=S_j^{}`$ if $`r_i=g_j^1`$ and $`r=r_1\mathrm{}r_k`$ is in reduced form.

Under certain conditions studied by Matsumoto in , we prove that the map $`S`$ is a partial representation of $`𝔽_n`$ on $`H`$. Since Matsumoto’s conditions generalize the Cuntz–Krieger relations our result is a generalization of Exel’s result mentioned above.

This paper is based on the author’s Master’s thesis at the Federal University of Santa Catarina under the supervision of Ruy Exel.

## Partial Representations of $`𝔽_n`$

Let us consider the Free Group $`𝔽_n`$ generated by a set of $`n`$ elements, $`G=\{g_1,\mathrm{},g_n\}`$. The elements of $`𝔽_n`$ can be written in the form $`r=r_1\mathrm{}r_k`$ where each $`r_iGG^1`$. We say that $`r`$ is in reduced form if $`r_ir_{i+1}^1`$, for each $`i`$. Two elements $`r=r_1\mathrm{}r_k`$ and $`s=s_1\mathrm{}s_l`$ of $`𝔽_n`$, in reduced form, are equal if and only if $`l=k`$ and $`r_i=s_i`$, for all $`i`$. In this way, each element, in reduced form, have unique representation and we define its length by the number of components, that is, if $`r=r_1\mathrm{}r_k`$ is in reduced form then $`r`$ have length $`k`$, which will be denoted by $`|r|=k`$. A element $`r=r_1\mathrm{}r_k`$ of $`𝔽_n`$, in reduced form, is called a positive element if $`r_iG,`$ for all $`i`$, and the set of all positive elements will be called $`P`$. We consider $`e`$ a element of $`P`$.

Let us fix a set $`\mathrm{\Lambda }^{}P`$ with the following properties:

1. $`e\mathrm{\Lambda }^{}`$,
2. $`G=\{g_1,\mathrm{},g_n\}\mathrm{\Lambda }^{}`$,
3. $`\mathrm{\Lambda }^{}`$ is closed under sub-words, that is, if $`\nu =\nu _1\mathrm{}\nu _k\mathrm{\Lambda }^{}`$ then each element of the form $`\nu _i\mathrm{}\nu _{i+j}`$ with $`i=1\mathrm{}k,j`$ is a element of $`\mathrm{\Lambda }^{}`$.

For all $`\mu \mathrm{\Lambda }^{}`$ we define the following sets:

$$L_\mu ^1=\{g_jG|j=1,\mathrm{},n,\mu g_j\mathrm{\Lambda }^{}\},$$

$$L_\mu ^k=\{\nu =\nu _1\mathrm{}\nu _k\mathrm{\Lambda }^{}|\mu \nu _1\mathrm{}\nu _{k1}\mathrm{\Lambda }^{},\mu \nu \mathrm{\Lambda }^{}\},k.$$

###### Lemma 1

Let $`\mu \mathrm{\Lambda }^{}`$ and $`r,sP`$. If $`vr=v^{}s`$, where $`vL_\mu ^k`$ and $`v^{}L_\mu ^l`$, then $`v=v^{}`$.

Proof: Suppose by contradiction that $`vv^{}`$. Then $`|v||v^{}|`$, because otherwise, $`v_1\mathrm{}v_kr=v_1^{}\mathrm{}v_k^{}s`$, from where it follows that $`v=v^{}`$. Without loss of generality suppose $`|v|>l`$, write $`v=v_1\mathrm{}v_l\mathrm{}v_k`$ and $`v^{}=v_1^{}\mathrm{}v_l^{}`$. Since $`v_1\mathrm{}v_l\mathrm{}v_kr=vr=v^{}s=v_1^{}\mathrm{}v_l^{}s`$, then $`v_1\mathrm{}v_l=v_1^{}\mathrm{}v_l^{}`$, and therefore $`v=v^{}v_{l+1}\mathrm{}v_k`$. Since $`v^{}L_\mu ^l`$, by definition of $`L_\mu ^l`$, $`\mu v^{}\mathrm{\Lambda }^{}`$, hence $`\mu v_1\mathrm{}v_{k1}=\mu v^{}v_{l+1}\mathrm{}v_{k1}\mathrm{\Lambda }^{}`$. That is a contradiction, because $`vL_\mu ^k`$ and so $`v=v^{}`$.
$`\mathrm{}`$

Let us consider a Hilbert space $`H`$ and a set of partial isometries $`\{S_1,\mathrm{},S_n\}(H)`$. Recall that $`S_i`$ is a partial isometry if $`S_iS_i^{}S_i=S_i`$. Define a map

$`S:𝔽_n(H)`$

$`r=r_1\mathrm{}r_kS(r_1)\mathrm{}S(r_k)`$

where $`r`$ is in reduced form, $`S(r_i)=S_j`$ if $`r_i=g_j`$ and $`S(r_i)=S_j^{}`$ if $`r_i=g_j^1`$. By convention, $`S(e)=I`$, where $`I`$ is the identity operator on $`H`$. In this way, for all $`r𝔽_n`$ we have an operator $`S(r)(H)`$.This operator will also be called $`S_r`$. We will suppose that our set of partial isometries $`\{S_1,\mathrm{},S_n\}(H)`$ generated a map $`S`$ which satisfies:

1. $`\underset{i=1}{\overset{n}{}}S_iS_i^{}=I`$;
2. For all $`\mu `$ and $`\nu `$ in $`\mathrm{\Lambda }^{}`$ the operators $`S_\mu S_\mu ^{}`$ and $`S_\nu ^{}S_\nu `$ commute;
3. $`IS_i^{}S_i=\underset{k=1}{\overset{\mathrm{}}{}}\underset{\nu L_i^k}{}S_\nu S_\nu ^{}`$, $`i=1,\mathrm{},n`$.

Note that for all $`i`$, $`S_iS_i^{}`$ is idempotent and self-adjoint, and so a projection. By $`(M_1)`$, $`\underset{i=1}{\overset{n}{}}S_iS_i^{}`$ is a projection and therefore $`S_iS_i^{}`$ and $`S_jS_j^{}`$ are orthogonal, for all $`ij`$. So

$$S_i^{}S_j=(S_i^{}S_iS_i^{})(S_jS_j^{}S_j)=S_i^{}(S_iS_i^{}S_jS_j^{})S_j=0$$

whenever $`ij`$.

###### Lemma 2

For all $`\mu \mathrm{\Lambda }^{}`$, $`S_\mu =S_\mu S_\mu ^{}S_\mu `$.

Proof: The proof will be by induction on $`|\mu |`$. For $`|\mu |=1`$, $`S_\mu =S_\mu S_\mu ^{}S_\mu `$ by hypothesis. Suppose $`S_\mu =S_\mu S_\mu ^{}S_\mu `$ for all $`\mu \mathrm{\Lambda }^{}`$ with $`|\mu |=k`$, and consider $`\nu \mathrm{\Lambda }^{}`$, with $`|\nu |=k+1`$. Then $`\nu =\alpha g_j`$, with $`|\alpha |=k`$, and

$$S_\nu S_\nu ^{}S_\nu =S_{\alpha g_j}S_{\alpha g_j}^{}S_{\alpha g_j}=S_\alpha S_{g_j}S_{g_j}^{}S_\alpha ^{}S_\alpha S_{g_j}=S_\alpha S_\alpha ^{}S_\alpha S_{g_j}S_{g_j}^{}S_{g_j}=S_\alpha S_{g_j}=S_\nu .$$

$`\mathrm{}`$

###### Lemma 3

Let $`\alpha P`$ and $`\nu \mathrm{\Lambda }^{}`$.

1. If $`|\alpha ||\nu |`$ then $`S_\nu S_\nu ^{}S_\alpha =\{\begin{array}{cc}S_\alpha & \text{ if }\alpha =\nu r\text{ for some }rP\\ 0& \text{ otherwise}\end{array}`$
2. If $`|\alpha |<|\nu |`$ then $`S_\nu S_\nu ^{}S_\alpha =\{\begin{array}{cc}S_\nu S_r^{}& \text{ if }\nu =\alpha r\text{ for some }rP\\ 0& \text{ otherwise}\end{array}`$

Proof:

1. Supposing that there exists $`r`$ in $`P`$ such that $`\alpha =\nu r`$, we have

$$S_\nu S_\nu ^{}S_\alpha =S_\nu S_\nu ^{}S_{\nu r}=S_\nu S_\nu ^{}S_\nu S_r=S_\nu S_r=S_\alpha .$$

On the other hand, if $`\alpha \nu r`$ for all $`rP`$, write $`\alpha =\alpha _1\mathrm{}\alpha _l\mathrm{}\alpha _k`$, $`\nu =\nu _1\mathrm{}\nu _l`$ and take the smallest index $`i`$ such that $`\alpha _i\nu _i`$. Then we have $`\alpha _1\mathrm{}\alpha _{i1}=\nu _1\mathrm{}\nu _{i1}`$, and so

$$S_\nu S_\nu ^{}S_\alpha =S_{\nu _1\mathrm{}\nu _{i1}\nu _i\mathrm{}\nu _l}S_{\nu _1\mathrm{}\nu _{i1}\nu _i\mathrm{}\nu _l}^{}S_{\alpha _1\mathrm{}\alpha _{i1}\alpha _i\mathrm{}\alpha _k}=$$

$$=S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _i\mathrm{}\nu _l}S_{\nu _i\mathrm{}\nu _l}^{}S_{\nu _1\mathrm{}\nu _{i1}}^{}S_{\nu _1\mathrm{}\nu _{i1}}S_{\alpha _i\mathrm{}\alpha _k}=$$

$$=S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _1\mathrm{}\nu _{i1}}^{}S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _i\mathrm{}\nu _l}S_{\nu _i\mathrm{}\nu _l}^{}S_{\alpha _i\mathrm{}\alpha _k}=0$$

because $`S_{\nu _i}^{}S_{\alpha _i}=0`$.
2. Suppose $`\nu =\alpha r`$ for some $`rP`$. Then

$$S_\nu S_\nu ^{}S_\alpha =S_{\alpha r}S_{\alpha r}^{}S_\alpha =S_\alpha S_rS_r^{}S_\alpha ^{}S_\alpha =S_\alpha S_\alpha ^{}S_\alpha S_rS_r^{}=S_\alpha S_rS_r^{}=S_{\alpha r}S_r^{}=S_\nu S_r^{}.$$

If $`\nu \alpha r`$, for all $`rP`$ as in (a), take the smallest index $`i`$ such that $`\nu _i\alpha _i`$. Then $`\nu _1\mathrm{}\nu _{i1}=\alpha _1\mathrm{}\alpha _{i1}`$ and

$$S_\nu S_\nu ^{}S_\alpha =S_{\nu _1\mathrm{}\nu _{i1}\nu _i\mathrm{}\nu _k}S_{\nu _1\mathrm{}\nu _{i1}\nu _i\mathrm{}\nu _k}^{}S_{\alpha _1\mathrm{}\alpha _{i1}\alpha _i\mathrm{}\alpha _l}=$$

$$=S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _i\mathrm{}\nu _k}S_{\nu _i\mathrm{}\nu _k}^{}S_{\nu _1\mathrm{}\nu _{i1}}^{}S_{\nu _1\mathrm{}\nu _{i1}}S_{\alpha _i\mathrm{}\alpha _l}=$$

$$=S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _1\mathrm{}\nu _{i1}}^{}S_{\nu _1\mathrm{}\nu _{i1}}S_{\nu _i\mathrm{}\nu _k}S_{\nu _i\mathrm{}\nu _k}^{}S_{\alpha _i\mathrm{}\alpha _l}=0$$

because $`S_{\nu _i}^{}S_{\alpha _i}=0`$.

$`\mathrm{}`$

###### Theorem 1

If $`\nu P\backslash \mathrm{\Lambda }^{}`$ then $`S_\nu =0`$.

Proof: Write $`\nu =g_j\alpha `$, and in this way,

$$S_\nu ^{}S_\nu =S_\alpha ^{}S_{g_j}^{}S_{g_j}S_\alpha =S_\alpha ^{}S_\alpha \underset{k=1}{\overset{\mathrm{}}{}}\underset{\mu L_{g_j}^k}{}S_\alpha ^{}S_\mu S_\mu ^{}S_\alpha .$$

We will analyse the summands of $`\underset{k=1}{\overset{\mathrm{}}{}}\underset{\mu L_{g_j}^k}{}S_\alpha ^{}S_\mu S_\mu ^{}S_\alpha `$ in the following way:

1. Case 1: $`|\mu |>|\alpha |`$
By Lemma 3, $`S_\mu S_\mu ^{}S_\alpha 0`$ only if $`\mu =\alpha r`$, for some $`rP`$. We will show that there exists no such $`r`$. Suppose $`\mu L_{g_j}^k`$ is such that $`\mu =\alpha r`$, with $`|r|=l`$. By definition of $`L_{g_j}^k`$, $`g_j\mu _1\mathrm{}\mu _{k1}\mathrm{\Lambda }^{}`$, but $`g_j\mu _1\mathrm{}\mu _{k1}=g_j\alpha r_1\mathrm{}r_{l1}`$, and so $`\nu =g_j\alpha \mathrm{\Lambda }^{}`$. This is a contradiction, because we are supposing $`\nu \mathrm{\Lambda }^{}`$. Therefore $`\mu \alpha r`$, for all $`rP`$, and so, by Lemma 3,$`S_\alpha ^{}S_\mu S_\mu ^{}S_\alpha =S_\alpha ^{}(S_\mu S_\mu ^{}S_\alpha )=0`$ for all $`\mu `$ with $`|\mu |>|\alpha |`$.
2. Case 2: $`|\mu ||\alpha |`$
By Lemma 3, $`S_\mu S_\mu ^{}S_\alpha 0`$, only if $`\alpha =\mu r`$, for some $`r`$ em $`P`$, and by Lemma 1 if there exists such $`\mu L_{g_j}^k`$, it is unique. In this case we have by Lemma 3 that $`S_\alpha ^{}S_\mu S_\mu ^{}S_\alpha =S_\alpha ^{}(S_\mu S_\mu ^{}S_\alpha )=S_\alpha ^{}S_\alpha .`$

In this way, $`S_\nu ^{}S_\nu =zS_\alpha ^{}S_\alpha `$, where $`z=0`$ if there exists $`\mu \underset{k}{}L_{g_j}^k`$ such that $`\alpha =\mu r`$ for some $`rP`$, and $`z=1`$ otherwise.
Write $`\nu =\nu _1\mathrm{}\nu _k`$ and take the smallest index $`i`$ such that $`\nu _{i+1}\mathrm{}\nu _k\mathrm{\Lambda }^{}`$. So,

$$S_\nu ^{}S_\nu =z_1S_{\nu _2\mathrm{}\nu _k}^{}S_{\nu _2\mathrm{}\nu _k}=\mathrm{}=z_1\mathrm{}z_{i1}S_{\nu _i\mathrm{}\nu _k}^{}S_{\nu _i\mathrm{}\nu _k},$$

where $`z_i`$ are 0 or 1. We will show that $`S_{\nu _i\mathrm{}\nu _k}^{}S_{\nu _i\mathrm{}\nu _k}=0`$. Since $`\nu _i\mathrm{}\nu _k\mathrm{\Lambda }^{}`$, by case 1 and case 2 above, we need to show that there exist some $`\mu \underset{k}{}L_{\nu _i}^k`$ such that $`\nu _{i+1}\mathrm{}\nu _k=\mu r`$ for some $`rP`$.
Take the index $`j`$ such that $`\nu _i\mathrm{}\nu _j\mathrm{\Lambda }^{}`$ but $`\nu _i\mathrm{}\nu _j\nu _{j+1}\mathrm{\Lambda }^{}`$. Such index exists because $`\nu _i\mathrm{\Lambda }^{}`$ and $`\nu _i\mathrm{}\nu _k\mathrm{\Lambda }^{}`$. Moreover, $`\nu _{i+1}\mathrm{}\nu _{j+1}\mathrm{\Lambda }^{}`$ because $`\nu _{i+1}\mathrm{}\nu _k\mathrm{\Lambda }^{}`$, and so, $`\nu _{i+1}\mathrm{}\nu _{j+1}L_{\nu _i}^{j+1i}`$. Thereby $`S_{\nu _i\mathrm{}\nu _k}^{}S_{\nu _i\mathrm{}\nu _k}=0`$, and so $`S_\nu ^{}S_\nu =0`$, in other words, $`S_\nu =0`$.
$`\mathrm{}`$

Observe that if $`r=r_1\mathrm{}r_k`$ is in reduced form, with $`r_iG^1`$ and $`r_{i+1}G`$, then $`S(r_ir_{i+1})=S(r_i)S(r_{i+1})=0`$, from where $`S(r)=0`$. Also, if $`r=r_1\mathrm{}r_k`$ and $`s=s_1\mathrm{}s_l`$ are elements of $`𝔽_n`$ in reduced form and $`r_ks_1^1`$, then the reduced form of $`rs`$ is $`r_1\mathrm{}r_ks_1\mathrm{}s_l`$, and so $`S(rs)=S(r)S(s)`$ by definition of $`S`$.

###### Definition 1

Given a group $`𝔾`$ and a Hilbert space $`H`$, a map $`S:𝔾(H)`$ is a partial representation of the group $`𝔾`$ on $`H`$ if:

1. $`S(e)=I`$, where $`e`$ is the neutral element of $`𝔾`$ and $`I`$ is the identity operator on $`H`$,
2. $`S(t^1)=S(t)^{}`$, $`t𝔾`$,
3. $`S(t)S(r)S(r^1)=S(tr)S(r^1)`$, $`t,r𝔾`$,

###### Theorem 2

If the map $`S:𝔽_n(H)`$ defined before satisfies $`M_1`$,$`M_2`$ and $`M_3`$, then $`S`$ is a partial representation of the group $`𝔽_n`$ on $`H`$.

Proof: Property $`P_1`$ is trivial. The proof of $`P_2`$ will be by induction on $`|t|`$. If $`|t|=1`$, the equality between $`S(t^1)`$ and $`S(t^{})`$ is obviously true. Suppose $`S(t^1)=S(t^{})`$ for all $`t𝔽_n`$ with $`|t|=k`$. Take $`t𝔽_n`$ with $`|t|=k+1`$ and write $`t=\stackrel{~}{t}x`$, where $`|\stackrel{~}{t}|=k`$. Using the induction hypothesis and the fact that the equality is true for $`|x|=1`$,

$$S(t^1)=S((\stackrel{~}{t}x)^1)=S(x^1\stackrel{~}{t}^1)=S(x^1)S(\stackrel{~}{t}^1)=$$

$$S(x)^{}S(\stackrel{~}{t})^{}=(S(\stackrel{~}{t})S(x))^{}=S(\stackrel{~}{t}x)^{}=S(t)^{}.$$

To verify property $`P_3`$ we will prove the following :
Claim: For all $`r`$ in $`𝔽_n`$ and $`t`$ in $`GG^1`$, $`E(r)=S(r)S(r)^{}`$ and $`E(t)=S(t)S(t)^{}`$ commute.
If $`r=r_1\mathrm{}r_k`$ where $`r`$ is in its reduced form, with $`r_iG^1`$ and $`r_{i+1}G`$ for some $`i`$, then $`S(r)=0`$ and so the claim is trivial . Therefore let $`r=\alpha \beta ^1`$, where $`r`$ is in reduced form and $`\alpha ,\beta P`$. If $`\beta \mathrm{\Lambda }^{}`$, by Theorem 1, $`S_\beta =0`$ from where we again see that the claim follows. Thus let us consider $`\beta \mathrm{\Lambda }^{}`$.
Case 1: If $`tG`$, that is, $`t=g_j`$, for some $`j`$.

1. $`|\alpha |0`$.
Write $`\alpha =\alpha _1\mathrm{}\alpha _l`$. If $`\alpha _1g_j`$, then $`S(g_j)^{}S(\alpha )=0`$ and so $`E(t)E(r)=0=E(r)E(t)`$. If $`\alpha _1=g_j`$ we have

$$S(\alpha )^{}S(g_j)S(g_j)^{}=S(\alpha _2\mathrm{}\alpha _l)^{}S(\alpha _1)^{}S(g_j)S(g_j)^{}=$$

$$=S(\alpha _2\mathrm{}\alpha _l)^{}S(\alpha _1)^{}S(\alpha _1)S(\alpha _1)^{}=S(\alpha _2\mathrm{}\alpha _l)^{}S(\alpha _1)^{}=$$

$$=(S(\alpha _1)S(\alpha _2\mathrm{}\alpha _k))^{}=S(\alpha )^{}$$

and similarly $`S(g_j)S(g_j)^{}S(\alpha )=S(\alpha )`$. It follows that $`E(t)`$ and $`E(r)`$ commute.
2. $`|\alpha |=0`$.
We have $`r=\beta ^1`$. Since $`\beta \mathrm{\Lambda }^{}`$, using $`M_2`$,

$$E(r)E(t)=S(r)S(r)^{}S(t)S(t)^{}=S(\beta )^{}S(\beta )S(g_j)S(g_j)^{}=$$

$$=S(g_j)S(g_j)^{}S(\beta )^{}S(\beta )=S(t)S(t)^{}S(r)S(r)^{}=E(t)E(r).$$

Case 2: If $`tG^1`$, namely, $`t=g_j^1`$, with $`g_jG`$.

Note that

$$E(r)E(t)=E(r)S_tS_t^{}=E(r)S_{g_j}^{}S_{g_j}=E(r)\left(I\underset{k=1}{\overset{\mathrm{}}{}}\underset{\mu L_{g_j}^k}{}S_\mu S_\mu ^{}\right)=$$

$$=E(r)E(r)\left(\underset{k=1}{\overset{\mathrm{}}{}}\underset{\mu L_{g_j}^k}{}S_\mu S_\mu ^{}\right)$$

and similarly,

$$E(t)E(r)=S_{g_j}^{}S_{g_j}E(r)=E(r)\left(\underset{k=1}{\overset{\mathrm{}}{}}\underset{\mu L_{g_j}^k}{}S_\mu S_\mu ^{}\right)E(r).$$

To prove that $`E(t)`$ and $`E(r)`$ commute, it is enough to show that

$$E(r)S_\mu S_\mu ^{}=S_\mu S_\mu ^{}E(r)\mu L_{g_j}^k,k.$$

1. $`|\alpha |0`$.

1. $`|\alpha ||\mu |`$.
    By Lemma 3, if $`\alpha =\mu s`$ for some $`s`$ in $`P`$ then $`S_\alpha ^{}S_\mu S_\mu ^{}=S_\alpha ^{}.`$ Therefore,

    $$E(r)S_\mu S_\mu ^{}=S_\alpha S_\beta ^{}S_\beta S_\alpha ^{}S_\mu S_\mu ^{}=S_\alpha S_\beta ^{}S_\beta S_\alpha ^{}=E(r),$$

    and similarly $`S_\mu S_\mu ^{}E(r)=E(r),`$ and this proves that $`E(r)S_\mu S_\mu ^{}=S_\mu S_\mu ^{}E(r)`$. Also by Lemma 3, if $`\alpha \mu s`$ for all $`sP`$, then $`S_\alpha ^{}S_\mu S_\mu ^{}=0=S_\mu S_\mu ^{}S_\alpha `$ and also in this case $`E(r)`$ and $`S_\mu S_\mu ^{}`$ commute.
    2. $`|\alpha |<|\mu |`$.
    By Lemma 3, if $`\mu \alpha ssP`$, then $`S_\alpha ^{}S_\mu S_\mu ^{}=0=S_\mu S_\mu ^{}S_\alpha `$, from where the equality follows. If $`\mu =\alpha s`$ for some $`sP`$, also by Lemma 3, $`S_\alpha ^{}S_\mu S_\mu ^{}=S_sS_\mu ^{}`$ and $`S_\mu S_\mu ^{}S_\alpha =S_\mu S_s^{}`$, from where

    $$E(r)S_\mu S_\mu ^{}=S_\alpha S_\beta ^{}S_\beta S_\alpha ^{}S_\mu S_\mu ^{}=S_\alpha S_\beta ^{}S_\beta S_sS_\mu ^{}=S_\alpha S_\beta ^{}S_\beta S_sS_s^{}S_\alpha ^{},$$

    and

    $$S_\mu S_\mu ^{}E(r)=S_\mu S_\mu ^{}S_\alpha S_\beta ^{}S_\beta S_\alpha ^{}=S_\mu S_s^{}S_\beta ^{}S_\beta S_\alpha ^{}=S_\alpha S_sS_s^{}S_\beta ^{}S_\beta S_\alpha ^{}.$$

    Since $`\beta \mathrm{\Lambda }^{}`$, by $`M_2`$,

    $$S_sS_s^{}S_\beta ^{}S_\beta =S_\beta ^{}S_\beta S_sS_s^{},$$

    and this shows that $`E(r)S_\mu S_\mu ^{}=S_\mu S_\mu ^{}E(r).`$
2. $`|\alpha |=0`$
Since $`\beta \mathrm{\Lambda }^{}`$, the equality between $`E(r)S_\mu S_\mu ^{}`$ and $`S_\mu S_\mu ^{}E(r)`$ follows from $`M_2`$.

This proves our claim. Let us now return to the proof of $`P_3`$, that is,

$$S(t)S(r)S(r^1)=S(tr)S(r^1),t,r𝔽_n.$$

To do this we use induction on $`|t|+|r|`$. The equality is obvious if $`|t|+|r|=1`$. Suppose the equality true for all $`t,r𝔽_n`$ such that $`|t|+|r|<k`$. Take $`t,r𝔽_n`$, with $`|t|+|r|=k`$, write $`t=\stackrel{~}{t}x,r=y\stackrel{~}{r}`$, with $`x,yGG^1`$. If $`yx^1`$, we have $`S(tr)=S(t)S(r)`$, from where $`S(tr)S(r^1)=S(t)S(r)S(r^1)`$. Let us consider the case $`x=y^1`$.

$$S(t)S(r)S(r^1)=S(\stackrel{~}{t}x)S(y\stackrel{~}{r})S((y\stackrel{~}{r})^1)=$$

$$=S(\stackrel{~}{t})S(x)S(y)S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(y^1)=S(\stackrel{~}{t})S(x)S(x^1)S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x).$$

Using the claim and the fact that $`S(x)`$ is a partial isometry,

$$S(\stackrel{~}{t})S(x)S(x^1)S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x)=S(\stackrel{~}{t})S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x)S(x^1)S(x)=$$

$$=S(\stackrel{~}{t})S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x)$$

and by the induction hypothesis,

$$S(\stackrel{~}{t})S(\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x)=S(\stackrel{~}{t}\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x).$$

On the other hand,

$$S(tr)S(r^1)=S(\stackrel{~}{t}xy\stackrel{~}{r})S((y\stackrel{~}{r})^1)=$$

$$=S(\stackrel{~}{t}\stackrel{~}{r})S(\stackrel{~}{r}^1y^1)=S(\stackrel{~}{t}\stackrel{~}{r})S(\stackrel{~}{r}^1)S(x).$$

This concludes the proof of $`P_3`$, and also of the theorem .
$`\mathrm{}`$

Instituto de Matemática, Estatística e Computação Científica
UNICAMP-IMECC
Caixa Postal: 6065
13083-970 Campinas, SP, Brasil.
E-mail adress: royer@mtm.ufsc.br


text:
# From Néel to NPC: Colouring Small Worlds

## Abstract

In this note, we present results for the colouring problem on small world graphs created by rewiring square, triangular, and two kinds of cubic (with coordination numbers 5 and 6) lattices. As the rewiring parameter $`p`$ tends to 1, we find the expected crossover to the behaviour of random graphs with corresponding connectivity. However, for the cubic lattices there is a region near $`p=0`$ for which the graphs are colourable. This could in principle be used as an additional heuristic for solving real world colouring or scheduling problems. Small worlds with connectivity 5 and $`p0.1`$ provide an interesting ensemble of graphs whose colourability is hard to determine. For square lattices, we get good data collapse plotting the fraction of colourable graphs against the rescaled parameter parameter $`pN^\nu `$ with $`\nu =1.35`$. No such collapse can be obtained for the data from lattices with coordination number 5 or 6.

Several NP-complete papadimitriou  constraint satisfaction problems have recently been found to show threshold phenomena. As some parameter is varied, the fraction of problems than can be solved suddenly changes from 1 to 0 (e.g., cheesemankanefskytaylor ; hogghubermanwilliams ). A related transition occurs for the difficulty of determining whether a problem instance is solvable. Far from the transition, this is almost always easy, while computationally hard problems are clustered near the critical value of the parameter. These transitions have been compared to phase transition appearing in physical systems, and has attracted much interest from physicists who have used techniques from statistical physics such as finite-size scaling kirkpatrickselman  and replica symmetry breaking monassonzecchina  to study it. Most of the work by physicists has so far been concentrated on the boolean satisfiability problem, though it should be noted that there has been much analytical work on the number partitioning problem mertens .

One important NP-complete problem is the k-colouring problem (k-col). It consists of colouring all the nodes of a graph using k colours in such a way that no edge joins two nodes of the same colour. This problem is particularly interesting for physicists, since it corresponds to finding the zero temperature ground state of an antiferromagnetic k-state Potts model. Graph colouring also has many real-world applications, including scheduling and register-allocation problems. For the k-col problem on random graphs with average degree $`\gamma `$, Achlioptas and Friedgut achlioptasfriedgut  have shown rigorously that there is a $`\gamma _c`$ where the fraction of colourable graphs jumps from 1 to 0. Even though there is currently no exact analytical result for the value of $`\gamma _c`$, Achlioptas achlioptas:thesis  has bound it rigorously by $`3.84<\gamma _c<5.05`$.

Small world graphs have recently been introduced in an attempt to capture the topological properties of real graphs. Regular lattices have long average distance between nodes, but show a high degree of clustering (i.e., if we remove a node from the graph, its neighbours will still have short paths between them). On the other hand, random graphs bollobas  have no clustering and small average distances. Watts and Strogatz wattsstrogatz:nature ; wattsbook  have therefore proposed a new graph model. In their model, we start from a regular graph and apply a rewiring process to each edge in it: with probability $`p`$, the edge is replaced by a short-cut, linking one of the original nodes to a randomly selected other node in the graph. The total number of edges (and hence the mean connectivity) is thus conserved in the small world model. In Watts and Strogatz’s original model, a ring lattice where each node is connected to its $`2k`$ nearest neighbours is used as a starting point; most of the work done on small worlds use this model too. For recent reviews on this and related graph models, see newmanreview ; newmanstrogatzwatts2000 .

Here we use other lattices as starting points. The motivation for this is to determine the influence of the small world properties of the graphs on the phase transition. Since $`\gamma =4`$ for the 2D square lattice and $`\gamma =6`$ for the 2D triangular and 3D simple cubic lattices, we know that for $`p=1`$ they should display completely different behaviour (at least in the thermodynamic limit of $`N\mathrm{}`$). For $`p=0`$, all lattices used in this paper are colourable using 3 colours. (In physics the repeating pattern of alternating colours used for this is called a Néel state.)

The hardness of colouring small-world graphs has previously been investigated by Walsh walsh:searchsmall , who used the original linear model of Waltz and Strogatz. In addition to studying some other constraint satisfaction problems on small world graphs, Walsh showed that the cost to prove that a small world graph is colourable has an “easy-hard-easy” behaviour as a function of $`p`$. The results presented here are different, since the rewiring procedure starts from other lattices. In particular, since it is known hogg:asmcsp  that k-col on random graphs displays a “phase-transition” as the connectivity $`\gamma `$ passes a threshold value $`\gamma _c4.6`$, it is worthwhile to investigate whether there are differences when starting from lattices with connectivity 4, 5, and 6.

Another motivation for using other lattices as starting points is an interpretation of k-col as a toy model of a complex system that displays frustration. Such models need to be placed on more realistic graphs. For example, networks that model the interactions between agents occupying different parts of a land area and competing for some common resource are best modeled using the square lattice as a starting point.

To colour the graphs, a backtrack search program based on the Brelaz heuristic brelaz  was used. Simulations were performed for the 2D square (connectivity $`\gamma =4`$) and triangular ($`\gamma =6`$) lattices as well as two different 3D simple cubic lattices, with $`\gamma =5`$ and 6. The cubic lattice with $`\gamma =5`$ was obtained from the simple cubic lattice by deleting every second vertical edge in a chess-board pattern.

The linear size of the square lattice was varied from 4 to 7, while the experiments on the cubic lattices used $`L=3`$, 4, and 5. Triangular lattices of linear size 6 and 9 were also tested. For each $`p`$ and lattice, an average was performed over up to $`10^7`$ different graphs. A considerable smaller number of graphs were used for the large $`L`$ and all the $`\gamma =5`$ runs. This was necessary because of the “easy-hard-easy”-transition and because of the exponential time-complexity of the Brelaz algorithm. The number of nodes visited in the search tree was used as a measure of the cost of colouring a graph or determining that no solution exists. The random number generator used to generate most of the graphs is the Mitchell-Moore generator (see, e.g., knuth2 ). Similar results were obtained in test runs using the standard C library’s drand48() generator.

Figure 1 shows the results for the fraction of colourable graphs for all different start lattices. Notice that this and the other plots are in a semilogarithmic scale. Plot legends describe the lattice and its linear size. The symbol “F” denotes the $`\gamma =5`$ cubic lattice; thus “F 4” denotes a system of size $`N=4^3=64`$ variables.

In figure 2 we compare the data for the square and $`\gamma =5`$ cubic lattices, while figure 3 shows the $`\gamma =5`$ and $`\gamma =6`$ data from the runs on the triangular and cubic lattices. The phase transition in solvability can be seen quite clearly in these figures. But note that even for rather large $`p`$ and $`N`$, there is still a rather high probability that a $`\gamma =5`$ graph can be coloured. In fact, the appearance of the $`L=3`$, 4, and 5 curves seems to indicate that there could be a cross-over at a finite $`p`$. Unfortunately, the exponential time requirements of the Brelaz algorithm currently prevents us from investigating this in more detail numerically.

As seen in figure 4, good data collapse can be obtained for the square lattices by plotting the solvable fraction as a function of $`pN^\nu `$ with $`\nu =1.35`$. No such collapse can however be obtained for the cubic or triangular data.

In figures 5 and 6, we show the cost (measured as the number of nodes visited in the search-tree) for the runs performed. The $`\gamma =5`$ graphs prove to be much harder than the others. This is natural since they are closer to the phase transition for random graphs. For the other data, the cost is essentially determined by the number of variables in the problem, independent of which lattice was used as a starting point. The “easy-hard-easy” pattern which can be seen for some of the data in these figures as a function of $`p`$ is similar to that of k-col on random graphs.

In conclusion, we studied graph colouring on small world graphs produced by starting with regular lattices of coordination number 4, 5, and 6. The hardness patterns found are similar to those for the original small world model. More interestingly, we found that for finite system sizes, there is a range of $`p`$’s for which the graphs are still colourable even for $`\gamma =5`$ and 6. We found a new class of problems that are hard for the Brelaz algorithm and could be used as a benchmark for new algorithms. Investigating constraint satisfaction problems on small world graphs and other random graph ensembles with topologies different from that of the standard model $`𝒢(N,\frac{1}{2}\gamma N)`$ is important because these graphs might better capture the appearance of real world instances of the problems. For the same reason, it would be interesting to look at other constraint satisfaction problems (such as the vertex-cover problem) on such graphs.


text:
# Bulk band gaps in divalent hexaborides

\[

## Abstract

Complementary angle-resolved photoemission and bulk-sensitive k-resolved resonant inelastic x-ray scattering of divalent hexaborides reveal a $`>`$1 eV X-point gap between the valence and conduction bands, in contradiction to the band overlap assumed in several models of their novel ferromagnetism. This semiconducting gap implies that carriers detected in transport measurements arise from defects, and the measured location of the bulk Fermi level at the bottom of the conduction band implicates boron vacancies as the origin of the excess electrons. The measured band structure and X-point gap in CaB6 additionally provide a stringent test case for proper inclusion of many-body effects in quasi-particle band calculations.

\]

Great interest in the divalent hexaborides has been generated recently by the discovery of ferromagnetism (FM) in La-doped CaB6  and by exotic theoretical models to explain the unusual magnetism, e.g. that it represents the ground state of a dilute electron gas  or of a doped excitonic insulator . Subsequent experiments have extended the observation of ferromagnetism also to the undoped systems of CaB6, SrB6 and La-doped BaB6  raising new questions about the origins of the unusual magnetism.

Central to the excitonic instability model, and indeed the starting point of most thinking about the divalent hexaborides, is the presumed existence of small band overlap between the top of the boron valence states and the bottom of the cation $`d`$-conduction band at the X-point of the simple cubic Brillouin zone appropriate to these materials. Band overlap is predicted by LDA band structure calculations  and de Haas-van Alphen (dHvA) and Shubnikov-de Haas (SdH) experiments  have been interpreted in this semi-metal framework.

The well known need for many body corrections to the LDA in calculating semiconductor band gaps  calls into question the LDA band overlap result. Indeed a recent pseudopotential $`GW`$ quasiparticle band calculation for CaB6 has predicted a large 0.8 eV X-point band gap . In contrast, two new all-electron $`GW`$ calculations have instead predicted an intermediate 0.3 eV bandgap , and an unusual increased band overlap relative to LDA , the latter thought to be due the special character of the X-point states. The wide disparity in results for three different implementations of the $`GW`$ quasiparticle band calculation scheme, which has been very successful for calculating band gaps in many common semiconductors , shows clearly that existing methodologies are inconsistent , applied in this case to a system with which there is no prior experience or firm experimental knowledge. Thus the question of band overlap versus a band gap (and its magnitude) is not only crucial for the novel physics of these materials but also serves as a particularly pointed test case for one of the most fundamental aspects of the modern theory of electrons in solids.

In this paper we present data on divalent hexaborides from angle resolved photoemission (ARPES) and resonant inelastic x-ray scattering (RIXS) showing a global $`bulk`$ electronic structure consistent with the calculated bulk boron-block band structure, including the existence of a $`>`$1 eV X-point band gap that is significantly larger than any of the three $`GW`$ band calculations. For stoichiometric material there are just enough electrons to fill the boron-block bands so an X-point gap makes the material an insulator, whereas band overlap makes it a semimetal with hole and electron Fermi surfaces that enclose equal volumes. Thus the new band gap model, first suggested to the community by Ref. 18 and experimentally confirmed here, requires the reinterpretation of previous bulk sensitive experiments  and also the recognition that the presence of measured metallic carrier densities of $``$$`10^{19}`$-$`10^{20}`$ cm-3 can only be explained by off-stoichiometry. Furthermore, Fermi surfaces measured by ARPES for SrB6 and EuB6 locate the chemical potential in the bottom of the conduction band and identify the carriers as $`n`$-type, consistent with the sign of the Hall coefficient . Additionally it is found that the chemical potential is variable from sample to sample and is also surface dependent, not surprising for a defect dominated semiconductor. The observed excess electrons imply either excess cations or boron vacancies, almost certainly the latter since it is not likely that excess metal ions can be packed into the rigid B6 sublattice. While such boron vacancies may also produce the magnetic moments , recent detection of Fe impurities correlated to magnetism suggest an alternate origin , and both possibilities suggest some similarities to dilute magnetic semiconductors .

Single crystal samples of CaB6, SrB6 and EuB6 were grown from an aluminum flux using powders prepared by boro-thermally reducing cation oxides . ARPES experiments were performed both at the undulator beamline 10.0 of the Advanced Light Source synchrotron and at the Ames/Montana beamline of the Synchrotron Radiation Center (SRC) at the University of Wisconsin. Samples oriented by Laue diffraction were cleaved in situ to reveal a  surface just before the measurement, which was done at a sample temperature of 20-30 K and in a vacuum of $``$4$`\times 10^{11}`$ Torr. A photon energy of 30 eV was used to probe the $`\mathrm{\Gamma }`$-X band structure, a value internally consistent with an “inner potential step” of 11.2 eV experimentally determined for EuB6 from photon energy dependent measurements. The Fermi energy ($`E_\mathrm{F}`$) and instrumental resolution were calibrated with a reference spectrum taken on scraped Au or sputtered Pt foils. The ALS instrumental resolution was 22 meV with total angular resolution of 0.3. The SRC instrumental resolution was 130 meV with an angular resolution of $`\pm `$1. Fermi-energy intensity maps (or “Fermi surface” maps) were acquired by detection of electron emission along two orthogonal detection angles relative to fixed sample position. The energy window for the SRC FS maps was 170 meV.

Bulk-sensitive soft x-ray emission (SXE) and absorption (XAS) spectroscopies were performed at the ALS Beamline 8.0 with experimental emission and absorption spectral resolutions of $``$0.3 eV and $``$0.1 eV, respectively. SXE, measured with a 1500 lines/mm grating spectrometer for fixed photon energy excitation at and above the B $`1s`$ core threshold, is used as a probe of the dipole-selective occupied valence band (VB) partial density of states (DOS), i.e. boron p-states. In the resonant inelastic x-ray scattering (RIXS) regime near threshold, momentum conservation between valence and conduction electrons in the final state provides k-resolved features in the valence SXE . XAS, a probe of unoccupied conduction band (CB) states, was measured both by total electron yield (TEY) as a function of photon energy and by partial fluorescence yield (PFY) with the detection window covering the entire VB emission.

Fig. 1 shows the band structure measured at the ALS for CaB6 along $`\mathrm{\Gamma }`$-X compared to the pseudopotential $`GW`$ band calculation . The ARPES data, shown with reverse grayscale intensities, is the sum of two data sets with s- and p-polarization geometries that individually exhibit strong symmetry selection rule effects that we will present and analyze elsewhere. All boron-derived theory bands (1-6) are easily identified as labeled in Fig. 1 . The valence band labeled 1 is observed to lie 1.15 eV below $`E_\mathrm{F}`$while the theory conduction band 0 is not observed. This indicates that indeed it is separated by a gap from valence band 1, and that the theory underestimates the bandgap by at least 0.35 eV.

ARPES data always show the valence band structure of Fig. 1, including the X-point gap, but often the chemical potential is located in conduction band 0 above the gap to create a small X-point electron pocket. Fig. 2(a,b) presents SRC data showing only the near $`E_\mathrm{F}`$ behavior for SrB6 and EuB6 with band labeling as in Fig. 1. Shown in Fig. 2(c,d) are kx/ky FS maps of the X-point electron pockets for the same surfaces as for the data of Fig. 2(a,b). The maps reveal an elliptical FS contour for EuB6 and a smaller, not fully resolved, FS for SrB6. As defined from peak positions marked in Fig. 2(a), the observation of the bottom of the conduction band allows a quantitative measure (1.15$`\pm `$0.1 eV) of the X-point gap for SrB6, approximately 40% larger than the maximum gap found in the CaB6 $`GW`$ band calculations. A similar gap value is inferred for EuB6 in Fig. 2(b), but with larger uncertainty due to the visible smearing of spectral weight at the top of band 1. We ascribe this smearing, which occurs also for the other EuB6 boron bands (not shown), but does not occur in CaB6 and SrB6 to the larger number of B vacancies in EuB6 implied by the larger occupation of its X-point conduction band.

SdH and dHvA experiments on EuB6  also find ellipsoidal Fermi surfaces, i.e. two frequencies with the angle dependences  for the two extremal orbits, but with four frequencies total indicating two ellipsoids having slightly differing sizes. The semi-metallic band overlap model identifies these two FS sheets as the electron and hole pockets while an alternate interpretation, consistent with our ARPES data, is that a single electron pocket is slightly spin-split by the large internal field of the ferromagnetically ordered Eu $`4f`$ moments, aided by the very high magnetic field employed in the measurements . Consistent with this interpretation, dHvA studies of CaB6 and SrB6 reveal only two frequencies  as expected for a single elliptical conduction band pocket. Of the more complex “lens” and “napkin ring” FS topologies resulting from band-overlap electron-hole mixing , only the “lens” FS has a possible dHvA correspondence  for CaB6 and SrB6, and both are precluded for EuB6 by the observed SdH angular dependences.

Given the logical necessity for boron vacancies, it is then not surprising that considerable variation of the chemical potential position from sample to sample and from bulk to surface is a basic aspect of divalent hexaborides. For example, the FS dimensions found for EuB6 by SdH and dHvA  are different both from one another and also from those implied by the ARPES of Fig. 2. In one ARPES experiment on EuB6 an X-point electron pocket was initially not present and then appeared somewhat abruptly about four hours after cleavage, but with a size smaller than that of Fig. 2 (a,c). As expected if boron vacancies are involved, this time dependent shift of the surface chemical potential was accompanied by some redistribution and shift of the boron-block bands, but always with the same band gap value observed previously. Thus, as occurs for other semiconductors, surface defects and band bending control the surface chemical potential position. Elucidating and controlling the details of the defect states for both the bulk and the surface is an essential goal for future research on these materials.

Bulk-sensitive SXE and XAS quantitatively confirm the X-point band structure of CaB6 presented in Fig. 1. Fig. 3(a) compares valence emission spectra for CaB6 with at-threshold (187.85 eV) and above-threshold excitation (212 eV) as indicated by arrows in the TEY absorption spectrum (Fig. 3 inset). The above-threshold SXE shows a lineshape in very good agreement with a calculated boron p-DOS for SrB6 . The threshold-excited RIXS spectrum, on the other hand, has a different overall profile and multiple distinct peaks including a sharp elastic emission peak (labeled e in Fig. 3) at the threshold onset energy (187.85 eV) as the result of direct radiative decay from the CB minimum. This elastic peak provides a convenient marker for relative calibration of the emission and absorption energy scales . The separation of the top of the VB emission from this absorption-threshold elastic peak is a graphic signature of the existence of a bulk semiconductor band gap.

Interpreted in the framework of RIXS, the threshold excitation into the X-point CB minimum results in a superposition of coherent momentum-conserving emission and incoherent emission of various origins . As done in previous RIXS studies of semiconductors , we can refine the RIXS analysis to highlight the k-selective features if we approximate the incoherent emission profile by the above-threshold SXE spectrum and subtract it from the RIXS spectrum with the scaling shown in Fig. 3(a). The resulting RIXS difference spectrum is shown in Fig. 3(b) with comparison to the sharpest low binding energy peaks of the X-point CaB6 ARPES spectrum plotted to align peaks 2 and 3. This alignment produces excellent agreement between ARPES and RIXS for peak 1, i.e. the VB maximum. Furthermore, the PFY absorption edge is also plotted in Fig. 3(b) and it is observed that the ARPES Fermi level occurs at the onset of the PFY threshold intensity rise. Thus for CaB6, we have provided a bulk confirmation of all the features of the surface-sensitive ARPES measurements, in particular, the value of the X-point band gap (1.15 eV) and the location of the chemical potential just at the bottom of the conduction band. Soft x-ray measurements of other divalent hexaborides give similar results , and SXE and ARPES of La-doped CaB6 and trivalent LaB6 reveal that the gap magnitude is very sensitive to the conduction band occupation .

In summary, complementary ARPES and SXE/XAS experiments on divalent CaB6 quantitatively agree to provide a clear case for the existence of a large energy scale bulk band gap. Small energy scale excitonic-insulator or hybridization gap models based on X-point band overlap are thus precluded. Widely differing band gap values from pseudopotential and all-electron $`GW`$ calculations illustrate the insufficiency of current theory, and our high-quality ARPES bulk band structure of CaB6 sets a clear benchmark for future work. The positioning of the bulk chemical potential in the conduction band and the resulting $`n`$-type carriers observed in nominally stoichiometric samples implicate boron vacancies. The physics of the divalent hexaborides is not that of an intrinsic semi-metal, but that of a defect semiconductor.

JWA thanks M.C. Aronson for stimulating his interest in these materials. We are grateful for very enlightening discussions with C. Kurdak, O. Gunnarsson and E. Shirley. This work was supported at U. of Michigan by the U.S. DoE under Contract No. DE-FG02-90ER45416 and by the U.S. NSF Grant No. DMR-99-71611. The NHMFL is supported by the U.S. NSF Grant No. DMR-99-71348. The Ames Lab is supported by the U.S. DoE under contract No. W-7405-ENG-82 and the SRC is supported by the U.S. NSF Grant No. DMR-00-84402. The ALS is supported by the U.S. DoE under Contract No. DE-AC03-76SF00098.

Fig. 1. Comparison of the experimental and theoretical band structures of CaB6 along $`\mathrm{\Gamma }`$-X. The reverse gray scale image of ARPES intensities is the sum of two data sets with 30 eV s- and p-polarized excitation. Dashed lines are from the quasiparticle $`GW`$ calculation giving X-point gap between bands 0 and 1.

Fig. 2. Near-$`E_\mathrm{F}`$ valence band structure for (a) SrB6 and (b) EuB6 along $`\mathrm{\Gamma }`$-X showing small band 0 electron pockets above the X-point gap to band 1. $`E_\mathrm{F}`$ intensity maps of the X-point at h$`\nu `$=30 eV for (c) SrB6 and (d) EuB6 showing differing electron pocket sizes.

Fig. 3. (a) CaB6 valence x-ray emission excited at-threshold (RIXS) and above-threshold (SXE) with comparison to calculated  boron p-DOS (dashed). (Inset) TEY absorption spectrum indicating excitation energies. (b) k-resolved RIXS difference spectrum (RIXS-SXE) with comparison to ARPES X-point spectrum showing alignment of valence band peaks and alignment of the ARPES Fermi level to the PFY absorption threshold.


text:
# 1 Magnitude orders of the lagrangian densities 𝐿₁ and 𝐿₂ for a type I superconductor (Pb) and for a type II superconductor (YBCO), computed according to eq. (). Also listed are the values of the London length 𝜆 and the coherence length 𝜉 at 𝑇=0 []and the average pairs density 𝑛_𝑝, computed from 𝜆 by the relation 𝑛_𝑝=𝑚_𝑒/(2𝜇₀𝑒²𝜆²). For YBCO, the values of 𝜉 along the 𝑎-𝑏 direction and the 𝑐 direction are given separately, and so the corresponding values of 𝐿₂; 𝑛_𝑝 is the density in the 𝑎-𝑏 planes, computed with the effective mass 𝑚^∗≃4.5𝑚_𝑒.

Local contribution of a quantum condensate to the vacuum energy density

Giovanni Modanese111e-mail address: giovanni.modanese@unibz.it California Institute for Physics and Astrophysics
366 Cambridge Ave., Palo Alto, CA 94306 and University of Bolzano – Industrial Engineering
Via Sernesi 1, 39100 Bolzano, Italy

## Abstract

We evaluate the local contribution $`g_{\mu \nu }L`$ of coherent matter with lagrangian density $`L`$ to the vacuum energy density. Focusing on the case of superconductors obeying the Ginzburg-Landau equation, we express the relativistic invariant density $`L`$ in terms of low-energy quantities containing the pairs density. We discuss under which physical conditions the sign of the local contribution of the collective wave function to the vacuum energy density is positive or negative. Effects of this kind can play an important role in bringing about local changes in the amplitude of gravitational vacuum fluctuations - a phenomenon reminiscent of the Casimir effect in QED.

1. Global cosmological term

The vacuum energy density term, or “cosmological term” in the Einstein equations has become popular again in the last years, after a series of observations which indicate $`\mathrm{\Lambda }10^{50}cm^2`$ as most probable value. Earlier observations set an upper limit on $`\mathrm{\Lambda }`$ of the order of $`10^{54}cm^2`$, so it was thought to vanish exactly for symmetry reasons.

As remarked by several authors, the observed non-zero value of $`\mathrm{\Lambda }`$ creates an arduous fine-tuning problem . This value should in fact be regarded as the residual of a complex interplay, in poorly known sectors of particle physics, between positive and negative vacuum energy densities. According to , the observed residual should also be scale-dependent and this dependence could appear most clearly at length scales corresponding to the mass of the lightest particles, like neutrinos or unidentified scalars.

The above mentioned value of $`\mathrm{\Lambda }`$ is global, in the sense that it is supposed to define a uniform background present in the whole universe. In order to elucidate the notion of local contributions to the vacuum energy density, let us first recall here some known facts. The cosmological term is an addition to the l.h.s. of the Einstein equations, of the form $`\mathrm{\Lambda }g_{\mu \nu }(x)`$, with $`\mathrm{\Lambda }`$ constant:

$$R_{\mu \nu }(x)\frac{1}{2}g_{\mu \nu }(x)R(x)+\mathrm{\Lambda }g_{\mu \nu }(x)=8\pi GT_{\mu \nu }(x).$$
(1)
A quantum field $`\mathrm{\Phi }`$ contributes to the cosmological constant in two ways:

(i) Its zero-point oscillations are associated with a huge energy density, whose value depends on the frequency cut-off.

(ii) The field can have a non-vanishing vacuum expectation value (VEV) $`\mathrm{\Phi }_0=0|\mathrm{\Phi }|0`$. This contribution is essentially classical. If $`L`$ is the field lagrangian, the corresponding cosmological term is $`8\pi GL(\mathrm{\Phi }_0)g_{\mu \nu }(x)`$, because the energy-momentum tensor has in general the form

$$T_{\mu \nu }=\mathrm{\Pi }_\mu _\nu \mathrm{\Phi }g_{\mu \nu }L,$$
(2)
where $`\mathrm{\Pi }_\mu `$ (conjugate momentum of $`\mathrm{\Phi }`$) and $`_\nu \mathrm{\Phi }`$ vanish in the case of a constant field. One of the roots of the cosmological constant paradox is clearly seen here: any constant term in the lagrangian of a system, though irrelevant for the system’s dynamics, has gravitational consequences. In elementary particle physics a non-vanishing VEV is usually the consequence of a spontaneous symmetry breaking process.

2. Local cosmological term

A local contribution to the vacuum energy density can arise when the state of a localized physical system is described by a classical field comparable with the VEV of a quantum field. We are interested into cases of this kind occurring in condensed matter physics. In this context, the physical systems properly described by continuous classical-like fields (also at microscopic level, not just in a macroscopic-average sense as for fluids) are basically

(1) the electromagnetic field in the low-frequency limit, in states where the photons number uncertainty is much larger than the phase uncertainty;

(2) systems with macroscopic quantum coherence, described by “order parameters”, like superfluids, superconductors and spin systems.

Suppose that, in one of these systems, the field has a constant value $`\mathrm{\Phi }_0`$ in a bounded region and is zero outside. (Consider for instance a container with superfluid helium of constant density.) We can speak of a contribution of the field to the cosmological constant in this region, equal to $`8\pi GL(\mathrm{\Phi }_0)`$. A magnitude order estimate shows that such a contribution can be of the same order of the observed $`\mathrm{\Lambda }`$ or even larger, although it is clear that this energy, being present only in a small region of space, does not have any cosmological relevance.

From the classical point of view, one can correctly object that the description of this situation in terms of a local cosmological constant is purely formal, because the gravitational field present is just that due to the superfluid regarded as an energy-momentum source. Moreover, there is no distinction, still at the classical level, between a truly continuous source, like the superfluid wave function, and an incoherent fluid.

3. The cosmological term vs. dipolar fluctuations

The perspective changes if one takes into account short-scale gravitational quantum fluctuations. Suppose to describe gravity with the covariant perturbation theory in the weak-field approximation. The action contains some parameters, and one of these is the effective $`\mathrm{\Lambda }`$ in the considered region. The value of $`\mathrm{\Lambda }`$ acquires a special significance in relation to the so-called “dipolar vacuum fluctuations”, which constitute a class of zero modes of the pure Einstein action . Let us recall their features in short.

The functional integral of pure Einstein quantum gravity can be written as $`z=d[g_{\mu \nu }]\mathrm{exp}(iS/\mathrm{})`$, with $`S=d^4x\sqrt{g(x)}R(x)/8\pi G`$. The “spacetime foam”  consists of fluctuations whose action does not exceed a quantity of order $`\mathrm{}`$. 222Note, however, that we use units such that $`\mathrm{}=c=1`$ throughout this work. This implies, for curvature fluctuations on a scale $`r`$, that $`|R|<G/r^4`$ (according to naive power counting) or $`|R|<1/(L_Pr)`$ (according to numerical lattice estimates ). Therefore, large fluctuations are expected to take place only at very small distances.

Since, however, the Einstein action is not positive definite, one can also expect some fluctuations due to peculiar cancellations of distinct contributions to the action, which are by themselves larger than $`\mathrm{}`$. In order to show this explicitely, let us consider the Einstein equations with an auxiliary source $`T_{\mu \nu }`$:

$$R_{\mu \nu }(x)\frac{1}{2}g_{\mu \nu }(x)R(x)=8\pi GT_{\mu \nu }(x)$$
(3)
and their trace

$$R(x)=8\pi Gg^{\mu \nu }(x)T_{\mu \nu }(x)8\pi G\mathrm{Tr}T(x)$$
(4)
Then consider a solution $`g_{\mu \nu }(x)`$ of (3) with any source satisfying the condition

$$d^4x\sqrt{g(x)}\mathrm{Tr}T(x)=0$$
(5)
In view of (4), this metric has zero action. We have constructed in this way a zero mode of the pure Einstein action. The source is unphysical, but it is “forgotten” after obtaining the metric. Condition (5) means in fact that it is a “dipolar” source, with a compensation between regions having positive and negative mass-energy density. Since this auxiliary source is used to construct a virtual field configuration, we sometimes call it a “virtual source”.

In the presence of a cosmological term in the action, the dipolar fluctuations acquire a small monopolar component. In fact, the contribution of a dipolar fluctuation to the cosmological term is of the form

$$\mathrm{\Delta }S_\mathrm{\Lambda }=\mathrm{\Lambda }\tau Mr^2Q,$$
(6)
where $`\tau `$ is the duration of the fluctuation, $`M`$ is the order of magnitude of the virtual +/- masses, $`r`$ their distance and $`Q`$ is an adimensional function which can be positive or negative and depends on the detailed form of the dipole. This means that it is still possible to obtain a zero mode, provided the contribution to the Einstein part of the action is the opposite of $`\mathrm{\Delta }S_\mathrm{\Lambda }`$. This implies in turn that the integral of the covariant trace of the energy-momentum tensor needs not be zero, i.e., there is a monopolar mass component in the virtual source.

The magnitude order of the monopolar component is readily found to be

$$|m_{tot}|\mathrm{\Lambda }Mr^2$$
(7)
Here the amplitude $`M`$ of the dipolar component is limited only by the $`R^2`$-like quantum corrections to the Einstein action (Ref. , Section 2.4). Choosing length and time scales as $`r1cm`$, $`\tau 1s`$ ($`10^{10}cm`$ in natural units), one finds an upper limit for $`M`$ of $`10^{56}cm^1`$; with the observed value of $`\mathrm{\Lambda }`$, the monopolar residual is then $`|m_{tot}|10^6cm^1`$.

So we see that the effective local value of the cosmological constant sets the amplitude of the monopolar component of a class of strong quantum gravity fluctuations, corresponding to remarkable positive and negative virtual mass densities, and present at distance scales much larger than Planck scale. 333In a complete, non-perturbative theory of quantum gravity these fluctuations should of course take part in defining the renormalized value of the coupling constants and of quantities like the vacuum polarizability. Consider now the local contribution of coherent matter to the cosmological term again . If this causes some local inhomogeneity in $`\mathrm{\Lambda }`$, an inhomogeneity in the vacuum fluctuations will follow, and it is well known from the Casimir effect that this can give rise to observable effects. In an analogy with the Casimir effect, the role of the metallic conductors which impose a cut-off on the electromagnetic vacuum fluctuations is played here by the coherent condensed matter.

4. General form of $`L`$ for a superconductor obeying the Ginzburg-Landau equation, in the non-relativistic limit

At this point it is important to evaluate the lagrangian density $`L`$ in some concrete situation and compare its value, in sign and magnitude, with the background $`\mathrm{\Lambda }/8\pi G`$. For the electromagnetic field this is straightforward. Superfluids, on the other hand, cannot be adequately described by an effective lagrangian theory . So we shall focus our attention on the case of superconductors, for which a widely used lagrangian phenomenological theory is available – the Ginzburg-Landau theory – based on the macroscopic wave function $`\psi _{GL}`$. In the following we shall compute the relativistic lagrangian of a superconductor in terms of the non relativistic wave function $`\psi _{GL}`$, which is well known in several physical situations.

We are therefore seeking the low energy limit of a scalar field theory appropriate for superconductors. This is not trivial. Some proposals for the inverse procedure, namely a relativistic generalization of Ginzburg-Landau theory, have been previously described in the literature . However, in  only variations in the phase of $`\psi _{GL}`$ are considered, and in  the tetrad formalism is employed, with a particular gauge fixing. We shall follow a somewhat more conservative method. Let us consider the usual time-independent non-relativistic limit of the Klein-Gordon wave function, namely

$$\psi _{KG}(𝐱)=e^{imt}\varphi (x),$$
(8)
where $`m`$ is the Cooper pairs mass. By introducing this into the Klein-Gordon lagrangian one obtains

$$L=\frac{1}{2}\psi _{KG}^{}(𝐱)\psi _{KG}(𝐱).$$
(9)
This coincides with the part of the Ginzburg-Landau lagrangian containing the partial derivatives , provided the wave function is suitably normalized. We set

$$\psi _{GL}(𝐱)=\sqrt{m}\psi _{KG}(𝐱)$$
(10)
and so obtain

$$L=\frac{1}{2m}\psi _{GL}^{}(𝐱)\psi _{GL}(𝐱).$$
(11)
In the following we shall just write $`\psi `$ instead of $`\psi _{GL}`$ and we shall omit the space dependence. The normalization above corresponds to $`|\psi (𝐱)|=\rho (𝐱)`$, where $`\rho ^2`$ is the density of Cooper pairs.

Next we generalize our initial lagrangian, without spoiling its relativistic invariance, in such a way to make it coincide with the full Ginzburg-Landau lagrangian in the low energy limit. To this end it suffices to add a quadratic and a quartic term. We also introduce the minimal coupling with the four-potential $`𝐀(𝐱)`$, finally obtaining

$$L=\frac{1}{2m}|i\psi +2e𝐀\psi |^2\alpha \psi ^{}\psi \frac{1}{2}\beta (\psi ^{}\psi )^2=$$
(12)
$$=\frac{1}{2m}\left[(\psi ^{})(\psi )2i𝐀\psi ^{}\psi +2i𝐀\psi \psi ^{}+4e^2𝐀^2\psi ^{}\psi \right]\alpha \psi ^{}\psi \frac{1}{2}\beta (\psi ^{}\psi )^2,$$
(13)
where $`\alpha `$ and $`\beta `$ are two arbitrary coefficients, which in the end are identified with the Ginzburg-Landau coefficients. This lagrangian density, multiplied by $`8\pi G`$, gives the local contribution to the vacuum energy density. Now we evaluate it for wave functions which satisfy the Ginzburg-Landau equation.

A crucial point should be stressed here. Remember that this equation is obtained by minimizing the spatial integral of $`L`$; while doing this, one transforms a term $`(\psi ^{})(\psi )`$ into a term $`\psi ^{}^2\psi `$, integrating by parts and supposing that $`\psi =0`$ at the boundary. Here, however, we are not interested into the integral of $`L`$, but into its local value. Therefore, we take the Ginzburg-Landau equation

$$\frac{1}{2m}\left(i\psi +2e𝐀\right)^2\psi +\left(\alpha +\beta \psi ^{}\psi \right)\psi =0$$
(14)
and multiply it by $`\psi ^{}`$ on the left. In the gauge $`𝐀=0`$, $``$ commutes with $`𝐀`$; after isolating the term $`4e^2𝐀^2\psi ^{}\psi `$ and replacing it into (13), we find

$$L=\frac{1}{2m}\left[(\psi ^{})(\psi )2ie𝐀(\psi ^{}\psi +\psi \psi ^{})+\psi ^{}^2\psi m\beta (\psi ^{}\psi )^2\right].$$
(15)
We observe that $`L`$ is, by construction, real. Therefore the imaginary part of the expression above must vanish and we have

$$2ie𝐀(\psi ^{}\psi +\psi \psi ^{})=iIm(\psi ^{}^2\psi ).$$
(16)
In conclusion equation (15) becomes

$$L=\frac{1}{2m}\left[(\psi ^{})(\psi )+Re(\psi ^{}^2\psi )m\beta (\psi ^{}\psi )^2\right].$$
(17)
5. Numerical evaluation of $`L`$

Introducing variables $`\rho (𝐱)`$ and $`\theta (𝐱)`$, such that $`\psi (𝐱)=\rho (𝐱)e^{i\theta (𝐱)}`$, we finally obtain for the lagrangian density a simple expression, in which the magnetic field does not appear explicitly

$$L=\frac{1}{2m}\left[(\rho )^2+\rho ^2\rho m\beta \rho ^4\right].$$
(18)
In this expression we can restore $`\mathrm{}`$, obtaining

$$L=\frac{1}{2m}\left[\mathrm{}^2(\rho )^2+\mathrm{}^2\rho ^2\rho m\beta \rho ^4\right].$$
(19)
We recall  that the $`\alpha `$ and $`\beta `$ coefficients depend on the absolute temperature $`T`$. The coefficient $`\beta `$ is always positive and approximately constant near $`T_c`$; $`\alpha `$ is negative for $`T<T_c`$ and behaves like $`const.(TT_c)`$ near $`T_c`$. The ratio between $`\alpha `$ and $`\beta `$ is given by the relation $`n_p=\alpha /\beta `$, where $`n_p`$ is the average density of pairs in the material. Finally, $`\beta `$ is linked to the value of the Ginzburg-Landau parameter $`\kappa =\lambda /\xi `$ by the relation $`\kappa ^2=m^2\beta /(2\mu _0\mathrm{}^2e^2)`$. We also recall that the wave function must satisfy suitable boundary conditions at interfaces with vacuum and at junctions with normal conductors.

It is straightforward to check that the sign of $`L`$ is positive for two types of configurations:

(1) For the constant solutions of eq. (14) in the absence of external field, which implies $`\rho ^2(𝐱)=n_p`$. The corresponding constant lagrangian density is $`L_1=\frac{1}{2}\beta n_p^2`$.

(2) For regions of the superconductor where $`\rho ^2\rho `$ is negative and greater, in absolute value, than $`(\rho )^2`$. It is straightforward to check that these are regions located around local density maximums, or more generally lines and surfaces where the first partial derivatives of $`\rho `$ are zero and the second derivatives are negative or null. The lagrangian density at a maximum is $`L_2\frac{\mathrm{}^2}{2m}\rho |\rho ^{\prime \prime }|`$. If the maximum is sharp, $`L_2`$ can be much larger than $`L_1`$. Configurations of this kind are characteristic of solutions of the Ginzburg-Landau equation with strong magnetic flux penetration .

In all other configurations, $`L`$ is negative. Some numerical estimates are given in Table 1, where the gradients are taken to be of the order of $`\rho \xi ^1`$. At local minima or in regions with strong gradients, we can suppose that $`|L|`$ is of the same magnitude order as $`L_2`$.

6. Conclusions

We are interested into the value of the lagrangian density $`L`$ for condensed matter systems described by an order parameter, because the value of $`L`$ \- by interfering with the vacuum energy term in the Einstein action - affects locally the amplitude of dipolar vacuum fluctuations. This amplitude is proportional to $`|L\mathrm{\Lambda }/8\pi G|`$, where $`\mathrm{\Lambda }`$ is the “natural” background vacuum energy density. At cosmological scale $`\mathrm{\Lambda }`$ is known to be negative (with our conventions on the metric) and of the order of $`10^{50}cm^2`$, so that $`|\mathrm{\Lambda }/8\pi G|10^1J/m^3`$ in SI units. However, $`\mathrm{\Lambda }`$ is probably scale-dependent, and increases at small distances .

For electric and magnetic fields in the low frequency limit, when the photons number uncertainty is much larger than the phase uncertainty, the lagrangian density is simply proportional to the square of the field strength and has positive and negative sign, respectively. The magnitude order of $`L`$ is, for instance, $`L_E10^2J/m^3`$ for $`E=10^6V/m`$ and $`L_B10^5J/m^3`$ for $`B=1T`$.

For a superconductor described by a collective wave function obeying the Ginzburg-Landau equation, we have seen that in the non-relativistic limit it is possible to express $`L`$ as a function of $`|\psi _{GL}|`$. Relevant values of $`L`$ are those for the case of constant pairs density ($`L_1`$) and those at local density maximums ($`L_2`$). As shown in Table 1, this kind of local contributions to the vacuum energy density can be much larger than the pure electromagnetic contributions.

In the absence, however, of any reliable experimental or theoretical estimates for the value of $`\mathrm{\Lambda }`$ at short scales, it is not possible to compare $`\mathrm{\Lambda }/8\pi G`$ with the above values of $`L`$ and guess whether the lagrangian density of coherent matter can affect the amplitude of the monopolar component of dipolar vacuum fluctuations. Conversely, the experimental search for anomalous effects of the gravitational fluctuations in the presence of coherent matter can give useful information on the short-scale value of $`\mathrm{\Lambda }`$ (see  and ref.s).

The hypothesized phenomenon could be regarded as a sort of gravitational analogue of the Casimir effect. In spite of the relative weakness of gravitational forces at atomic scale, such vacuum effects can be relevant because the dipolar fluctuations in Einstein gravitation are zero-modes of the action and are therefore much stronger than electromagnetic vacuum fluctuations.

Acknowledgment \- This work was supported in part by the California Institute for Physics and Astrophysics via grant CIPA-MG7099.