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# Photon Filamentation in Resonant Media with High Fresnel Numbers

## Abstract

The phenomenon of turbulent photon filamentation occurs in lasers and other active optical media at high Fresnel numbers. A description of this phenomenon is suggested. The solutions to evolution equations are presented in the form of a bunch of filaments chaotically distributed in space and having different radii. The probability distribution of patterns is defined characterizing the probabilistic weight of different filaments. The most probable filament radius and filament number are found, being in good agreement with experiment.

PACS: 02.30.Jr, 42.65.Sf

Keywords: Turbulent photon filamentation, resonant collective phenomena, problem of pattern selection

There exists a well established analogy between the evolution equations describing optical phenomena and hydrodynamic equations for compressible viscous liquid \[1–3\]. The Fresnel number for optical systems plays the same role as the Reynolds number for fluids. In optical systems, with increasing Fresnel number, there appears chaotic behaviour similar to fluid turbulence arising with increasing Reynolds number. Because of this analogy, one terms as the optical turbulence \[1–3\] the chaotic phenomena occurring in high-Fresnel-number optical systems.

For an optical cavity of the standard cylindrical shape of radius $`R`$ and length $`L`$, the Fresnel number is $`F\pi R^2/\lambda L`$, with $`\lambda `$ being the optical wavelength. Physical processes accompanying the route from the regular behaviour to the turbulent regime, arising with increasing Fresnel numbers, are practically the same in different types of active optical media, such as lasers and photorefractive crystals.

When Fresnel numbers are very small, $`F1`$, there exists the sole transverse mode almost uniformly filling the optical cavity. At Fresnel numbers around $`F1`$, several transverse modes emerge seen as bright spots in the transverse cross-section. These spatial structures are regular both in space and in time, since in space they form ordered geometric arrays, as polygons, and because in time they are either stationary or oscillating periodically. These transverse structures are imposed by the cavity geometry and correspond to the empty-cavity Gauss-Laguerre modes. The appearance of such regular geometric structures is well understood theoretically, with the theory being in good agreement with experiments both for lasers \[4–9\] as well as for photorefractive crystals \[10–12\]. For Fresnel numbers up to $`F5`$, the number of regular modes is proportional to $`F^2`$.

The transition from the regular behaviour to a turbulent state occurs around the Fresnel number $`F10`$. For Fresnel numbers $`F>15`$, the arising spatial structures are principally different from those defined by the empty-cavity Gauss-Laguerre modes. The related modal description becomes no longer relevant and the boundary conditions do not play the role any more. In the medium, there appears a large number of filaments stretched along the cavity axis. In the transverse cross-section, they are distributed chaotically. The correlation length is much shorter than the mean distance between filaments, so that they radiate independently of each other, aperiodically flashing in time. The number of filaments, contrary to the regular regime, is proportional to $`F`$. This chaotic filamentation has been observed in both photorefractive crystals \[10–12\], e.g. in Bi12SiO20, as well as in many lasers, such as Ne, Tl, Pb, N2, and N$`{}_{}{}^{+}{}_{2}{}^{}`$ vapor lasers \[13–17\], CO2 and dye lasers \[18–26\]. The specific random properties of the observed filamentation, such as chaotic distribution of filaments in space, the absence of correlations between them, and their aperiodic flashing, are analogous to the properties of turbulent fluids \[1–3\]. Because of this analogy of the chaotic photon filamentation in high-Fresnel-number optical media with turbulent phenomena in high-Reynolds-number viscous fluids, one commonly calls \[18–26\] the former the optical turbulence or, because of the formation of bright filaments with a high density of photons, it can be called the turbulent photon filamentation.

Contrary to the low-Fresnel number case, with regular optical structures, for which a good theoretical understanding has been achieved \[4–12\], for the high-Fresnel-number regime of the turbulent photon filamentation, there has been no persuasive theory suggested. This problem was addressed in Refs. \[27–30\]. However, because of the complexity of the phenomenon, only some oversimplified stationary models were considered. In the present paper, the description of the phenomenon of turbulent photon filamentation is suggested, based on realistic evolution equations. It has become possible to solve now this problem owing to the recently developed method for treating nonlinear differential equations, called the scale separation approach \[31–33\].

For the system of $`N`$ resonant atoms interacting with electromagnetic field, we use the standard dipole approximation. The evolution equations to be considered are those for the averages of atomic operators,

$$u(\stackrel{}{r},t)<\sigma ^{}(\stackrel{}{r},t)>,s(\stackrel{}{r},t)<\sigma ^z(\stackrel{}{r},t)>,$$
(1)
where $`\sigma ^{}`$ is a transition operator and $`\sigma ^z`$ is the population-difference operator. Equations for the quantities (1) can be easily obtained following the usual way, by writing the Heisenberg equations of motion, eliminating the field variables, and employing the standard semiclassical and Born approximations. All this machinery is well known and can be found, for instance, in the book . In order to present resulting equations in a compact form, it is convenient to introduce the notation $`ff_0+f_{rad}`$ for an effective field acting on an atom. This field consists of the term $`f_0i\stackrel{}{d}\stackrel{}{E}_0`$, due to the cavity seed field, and of the term

$$f_{rad}(\stackrel{}{r},t)\frac{3}{4}i\gamma \rho \left[\phi (\stackrel{}{r}\stackrel{}{r}^{})u(\stackrel{}{r}^{},t)\stackrel{}{e_d}^2\phi ^{}(\stackrel{}{r}\stackrel{}{r}^{})u^{}(\stackrel{}{r}^{},t)\right]𝑑\stackrel{}{r}^{}$$
(2)
describing the effective interaction of atoms through the common radiation field. Here $`\rho `$ is the density of atoms, $`\stackrel{}{d}d_0\stackrel{}{e}_d`$ is the transition dipole, and $`\phi (\stackrel{}{r})\mathrm{exp}(ik_0|\stackrel{}{r}|)/k_0|\stackrel{}{r}|`$, with $`k_0\omega _0/c`$ and $`\gamma 4k_0^3d_0^2/3`$. The cavity seed field selecting a longitudinal propagating mode, is taken, as usual, in the form of plane waves, $`\stackrel{}{E}_0=\stackrel{}{E}_1e^{i(kz\omega t)}+\stackrel{}{E}_1^{}e^{i(kz\omega t)}`$. The resulting equations are

$$\frac{du}{dt}=(i\omega _0+\gamma _2)u+sf,\frac{ds}{dt}=\mathrm{\hspace{0.33em}2}(u^{}f+f^{}u)\gamma _1(s\zeta ),$$

$$\frac{d|u|^2}{dt}=2\gamma _2|u|^2+s(u^{}f+f^{}u),$$
(3)
where $`\omega _0`$ is the transition frequency, $`\gamma _1`$ and $`\gamma _2`$ are the longitudinal and transverse relaxation widths, respectively, and $`\zeta `$ is the pumping parameter.

We consider a cylindrical cavity, typical of lasers, with radius $`R`$ and length $`L`$. For the case of high Fresnel numbers $`F10`$, the cavity can house several transverse modes. Therefore, it is reasonable to look for solutions of Eqs. (3) in the form of a bunch of $`N_f`$ filaments, so that

$$u(\stackrel{}{r},t)=\underset{n=1}{\overset{N_f}{}}u_n(\stackrel{}{r},t)\mathrm{\Theta }_n(x,y)e^{ikz},s(\stackrel{}{r},t)=\underset{n=1}{\overset{N_f}{}}s_n(\stackrel{}{r},t)\mathrm{\Theta }_n(x,y),$$
(4)
where $`\mathrm{\Theta }_n(x,y)=\mathrm{\Theta }(b_n^2(xx_n)^2+(yy_n)^2)`$ is a unit-step function; the pair $`x_n`$ and $`y_n`$ defines the axis of a filament; and $`b_n`$ is the radial distance from the filament axis, at which the solutions decrease by an order of magnitude. If the filament profile is approximately of normal law $`\mathrm{exp}(r^2/2r_n^2)`$, with $`r_n`$ being the filament radius, then $`b_n=\sqrt{2\mathrm{ln}10}r_n`$. The filaments do not interact with each other, because of which they cannot form a regular space structure, and the locations of their axes in the transverse cross-section are random. The absence of interactions between filaments is due to the fact that the kernel $`\phi (\stackrel{}{r})`$, playing the role of a Green function in the effective interaction field (2), fastly oscillates and diminishes with increasing $`r`$. Let us stress that the presentation of solutions in the form of a bunch of filaments (4) does not exclude the possible case of a sole filament almost uniformly filling the whole sample. This is because the number of filaments and their radii will be defined in a self-consistent way. Substituting the form (4) into Eqs. (3), we obtain a system of equations for $`u_n,s_n`$, and $`|u_n|^2`$. To simplify these equations, we employ the mean-field approximation for the averages

$$u(t)\frac{1}{V_n}_{V_n}u_n(\stackrel{}{r},t)𝑑\stackrel{}{r},s(t)\frac{1}{V_n}_{V_n}s_n(\stackrel{}{r},t)𝑑\stackrel{}{r},$$
(5)
and for the similarly defined $`|u(t)|^2`$, where the integration is over the volume $`V_n\pi b_n^2L`$ of a cylinder enveloping a filament. For the simplicity of notation, the index $`n`$ labelling filaments is dropped from the left-hand sides of Eqs. (5). In this way, Eqs. (3) are transformed to the system of equations

$$\frac{du}{dt}=(i\mathrm{\Omega }+\mathrm{\Gamma })uis\stackrel{}{d}\stackrel{}{E}_1e^{i\omega t},$$

$$\frac{ds}{dt}=4g\gamma _2|u|^2\gamma _1(s\zeta )4\mathrm{Im}\left(u^{}\stackrel{}{d}\stackrel{}{E}_1e^{i\omega t}\right),$$
(6)
$$\frac{d|u|^2}{dt}=2\mathrm{\Gamma }|u|^2+2s\mathrm{Im}\left(u^{}\stackrel{}{d}\stackrel{}{E}_1e^{i\omega t}\right)$$

for the functions (5). Here the notations for the collective frequency $`\mathrm{\Omega }\omega _0+g^{}\gamma _2s`$ and for the collective width $`\mathrm{\Gamma }\gamma _2(1gs)`$ are used, with the effective coupling parameter

$$g\frac{3\gamma \rho }{4\gamma _2V_n}_{V_n}\frac{\mathrm{sin}[k_0|\stackrel{}{r}\stackrel{}{r}^{}|k(zz^{})]}{k_0|\stackrel{}{r}\stackrel{}{r}^{}|}𝑑\stackrel{}{r}𝑑\stackrel{}{r}^{},$$
(7)
and with $`g^{}`$ defined as is Eq. (7) except for sine being replaced by cosine.

Equations (6) describe the evolution of a filament. These evolution equations can be analysed by using the scale separation approach \[31–33\]. For applying the latter, we, first, take into account the existence of usual small parameters $`\gamma _1/\omega _01`$ and $`\gamma _2/\omega _01`$, and also we consider the quasiresonance case, when $`|\mathrm{\Delta }|/\omega _01`$, with the detuning $`\mathrm{\Delta }\omega \omega _0`$. Then the functional variable $`u`$ in Eqs. (6) is to be classified as fast, as compared to the slow variables $`s`$ and $`|u|^2`$. The latter are quasi-invariants for the fast variable. Following the scale separation approach \[31-33\], we solve the equation for the fast variable $`u`$, which is straightforward when $`s`$ is a quasi-invariant. The found solution for $`u`$ has to be substituted into the right-hand sides of the equations for the slow variables $`s`$ and $`|u|^2`$, with averaging these right-hand sides over explicitly entering time of fast oscillations. This procedure, complimented by the transformation

$$w|u|^2\alpha s^2,\alpha \frac{|\stackrel{}{d}\stackrel{}{E}_1|^2}{(\omega \mathrm{\Omega })^2+\mathrm{\Gamma }^2},$$
(8)
where $`\alpha `$ is assumed to be small, $`\alpha 1`$, leads to the equations

$$\frac{ds}{dt}=4g\gamma _2w\gamma _1(s\zeta ),\frac{dw}{dt}=2\gamma _2(1gs)w$$
(9)
for the slow variables.

The properties of solutions to Eqs. (9) essentially depend on the value of the effective coupling $`g`$ defined in Eq. (7). From this definition, it is evident that the value of $`g`$ depends on the characteristics of the considered filament, in particular, on the filament radius $`r_n`$ which enters Eq. (7) through the radius $`b_n`$ of the enveloping cylinder. It is convenient to introduce the dimensionless parameter $`\beta \pi b_n^2/\lambda L`$ and to consider $`g=g(\beta )`$ as a function of this parameter in the domain $`0\beta F`$. Thus, each filament can be characterized by its radius or, equivalently, by the related parameter $`\beta `$. The bunch of filaments parametrized by $`\beta `$ forms the solutions (4). The stability properties of filaments with different values of $`\beta `$ are different, which can be described by defining the probability distribution of patterns corresponding to filaments with $`\beta `$ varying in the interval $`[0,F]`$. The latter can be done as follows. Any system of evolution equations, like Eqs. (9), can always be presented in the normal form $`dy/dt=v`$, in which $`y=\{y_i\}`$, and $`v=\{v_i\}`$ is a velocity field. In the case of Eqs. (9), we have $`y_1s,y_2w`$.

As is known from statistical mechanics, a probability $`p`$ is connected with entropy $`S`$ by the relation $`pe^S`$. In the nonequilibrium case, it is more appropriate to count the entropy $`S(t)`$, which is a function of time, from its initial value $`S(0)`$, thus, considering the entropy variation $`\mathrm{\Delta }S(t)S(t)S(0)`$. The entropy is defined as the logarithm of an elementary phase volume, $`S(t)=\mathrm{ln}|\mathrm{\Delta }\mathrm{\Phi }(t)|`$, where, in the nonequilibrium case, $`\mathrm{\Delta }\mathrm{\Phi }(t)_j\delta y_j(t)`$. The elementary phase volume can be expressed as $`\mathrm{\Delta }\mathrm{\Phi }(t)=_i_jM_{ij}(t)\delta y_j(0)`$ through the elements $`M_{ij}(t)\delta y_i(t)/\delta y_j(0)`$ of the multiplier matrix $`\widehat{M}(t)=[M_{ij}(t)]`$. Hence, the entropy variation is $`\mathrm{\Delta }S(t)=\mathrm{Tr}\widehat{L}`$, with the matrix $`\widehat{L}=[L_{ij}]`$ being composed of the elements $`L_{ij}\mathrm{ln}M_{ij}`$. By variating the evolution equations, one gets the equation $`d\widehat{M}/dt=\widehat{J}\widehat{M}`$ for the multiplier matrix $`\widehat{M}(t)`$, where $`\widehat{J}=[J_{ij}]`$ is the Jacobian matrix with the elements $`J_{ij}\delta v_i/\delta y_j`$. In this way, the probability $`pe^{\mathrm{\Delta }S}`$ acquires the form $`p\mathrm{exp}\{\mathrm{Tr}\widehat{L}\}`$. From the equation for the multiplier matrix, one has $`d\mathrm{Tr}\widehat{L}/dt=\mathrm{Tr}\widehat{J}`$, so that the entropy variation is $`\mathrm{\Delta }S(t)=_0^t\mathrm{\Lambda }(t^{})𝑑t^{}`$, where $`\mathrm{\Lambda }\mathrm{Tr}\widehat{J}`$ is called the contraction rate . Therefore, for the probability distribution of patterns, labelled by a parameter $`\beta `$, one has

$$p(\beta ,t)=\frac{1}{Z(t)}\mathrm{exp}\left\{_0^t\mathrm{\Lambda }(\beta ,t^{})𝑑t^{}\right\},$$
(10)
where $`Z`$ is the normalization factor. As is clear, that pattern is preferred over the other which possesses a higher probability weight. This implies, because of the form (10), that the most preferable pattern is that for which the contraction is minimal. At the initial stage of pattern formation, one may write $`p\mathrm{exp}\{\mathrm{\Lambda }(\beta ,0)t\}`$. Hence, the most probable pattern to be formed is that corresponding to the minimal contraction rate $`\mathrm{\Lambda }(\beta ,0)`$.

Considering the evolution equations (9), we keep in mind the standard way of exciting laser media by means of a nonresonant pumping described by the pumping parameter $`\zeta >0`$. No resonant fields are involved, so that $`s(0)<0`$. It is easy to calculate the contraction rate $`\mathrm{\Lambda }(\beta ,0)`$ corresponding to Eqs. (9), which is $`\mathrm{\Lambda }(\beta ,0)=\gamma _12\gamma _2(1gs_0)`$, where $`s_0s(0)`$. The minimum of this contraction rate is provided by the maximum of $`g=g(\beta )`$. The maximum of $`g(\beta )`$, with $`g(\beta )`$ given by Eq. (7), occurs at $`\beta =0.96`$. From here we find the most probable filament radius

$$r_f=0.26\sqrt{\lambda L}.$$

The most probable number of filaments can be evaluated from the normalization integral $`\frac{1}{V}s(\stackrel{}{r},t)𝑑\stackrel{}{r}=\zeta `$, where the integration runs over the whole volume of the sample, $`V=\pi R^2L`$. Considering this normalization integral for the stage when the filaments have already been formed and the population difference inside a filament of radius $`r_f`$ has reached a value close to $`\zeta `$, we obtain

$$N_f=\left(\frac{R}{r_f}\right)^2=4.71F.$$

The number of filaments is proportional to the Fresnel number $`F`$, which is common for the turbulent photon filamentation.

Calculating the filament radius $`r_f`$ for the variety of experiments with different lasers, we find that the theoretical values of $`r_f`$ are in perfect agreement with all experimental data available. Thus, for Ne, Tl, Pb, N2, and N$`{}_{}{}^{+}{}_{2}{}^{}`$ laser \[13–17\], we find $`r_f0.01`$ cm and for CO2 and dye lasers \[18–24\], we have $`r_f0.08`$ cm and $`r_f0.01`$ cm, respectively.

In conclusion, the solution for the problem of turbulent photon filamentation occurring in resonant media at high Fresnel numbers is suggested. The consideration is based on realistic evolution equations for resonant atoms under conditions typical of lasers. The solutions to these equations have the form corresponding to a bunch of filaments with different radii. The probability distribution of filament radii is found self-consistently from the evolution equations. The results are in good agreement with all experiments on the turbulent photon filamentation in laser media \[13–24\].

This work has been supported by the Bogolubov-Infeld Grant of the State Agency for Atomic Energy, Poland and by a Grant of the São Paulo State Research Foundation, Brazil.


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# Crossover Between Universality Classes in the Statistics of Rare Events in Disordered Conductors

## Abstract

The crossover from orthogonal to the unitary universality classes in the distribution of the anomalously localized states (ALS) in two-dimensional disordered conductors is traced as a function of magnetic field. We demonstrate that the microscopic origin of the crossover is the change in the symmetry of the underlying disorder configurations, that are responsible for ALS. These disorder configurations are of weak magnitude (compared to the Fermi energy) and of small size (compared to the mean free path). We find their shape explicitly by means of the direct optimal fluctuation method.

PACS numbers: 72.15.Rn, 71.23.An, 73.20.Fz

Statistical properties of the wave functions, $`\psi (𝒓)`$, in disordered conductors have been the subject of an intensive theoretical study during the last decade. Considerable attention was devoted to the so-called anomalously localized states (ALS). These states constitute the large-$`|\psi |^2`$ “tail” of the wave function distribution, where this distribution deviates strongly from the prediction of the random-matrix theory. Analytical results obtained to date are summarized in the comprehensive review . The bulk of these results are obtained using different versions of the nonlinear $`\sigma `$-model. The latest works on the subject report on numerical tests of the theoretical predictions. Calculations of the ALS density, based on non-linear $`\sigma `$ model , yield exponentially small tails with different numerical factors in the exponent, depending on the universality class. The drawback of the non-linear $`\sigma `$-model approach is that it fails to pinpoint the actual disorder realizations responsible for ALS. This is because within the machinery of the non-linear $`\sigma `$-model the averaging over the disorder is performed at an early stage of the calculation. In an attempt to overcome this deficiency, an alternative approach, the direct optimal fluctuation method, was proposed in Ref. . In two dimensions the optimal disorder configuration obtained in Ref.  had a shape of a compact potential well with a radius of the order of the Fermi wavelength, supplemented by a periodic modulation at large distances. An important accomplishment of Ref.  is the observation that, within a numerical factor in the exponent, the non-linear-$`\sigma `$-models-based results can be reproduced by considering a simplest configuration yielding the ALS, namely a circular (in two dimensions) region of space surrounded by a high and thick potential barrier. Then the anomalously large values of the wave function, $`\psi `$, can be characterized by a single, intuitively transparent, parameter

$$𝒯=|\psi _{out}|^2/|\psi _{in}|^2,$$
(1)
where ”in” and ”out” refer to the inner and outer boundaries of the barrier. As a direct consequence of the compactness of the fluctuations, the probablity of their formation is insensitive to weak magnetic fileds, in apparent contradiction to the $`\sigma `$-model predictions. On the basis of this contradiction the authors of Ref.  questioned the ability of the non-linear $`\sigma `$-models to handle the ALS.

The goal of the present paper is to demonstrate that the direct optimal fluctuation approach captures the dependence of the density of ALS on the universality class. Moreover, it allows to trace the crossover between the orthogonal and unitary classes with increasing magnetic field. We restrict our consideration to the two-dimensional case.

The sensitivity to a weak magnetic field within the direct optimal fluctuation approach is restored in two steps. First, instead of circle-shape fluctuations of Ref.  we consider fluctuations of ring-shape, schematically depicted in Fig. 1. This step is in accord with the paper by Karpov , who has demonstrated that in three dimensions fluctuations of a toroidal shape, providing a given value of $`𝒯`$, are more probable than spherical fluctuations, considered in Ref. . Ring-shape fluctuations, having much bigger area, are sensitive to the magnetic field. However, this class of fluctuations alone does not exhibit a crossover between the orthogonal and unitary classes. To reveal this crossover, as a second step, we note that, on a ring, the states with angular momenta $`m`$ and $`m`$ are degenerate in the absence of magnetic flux. This suggests that the fluctuations lifting this degeneracy cause the increase of $`𝒫(E_F,𝒯)`$, which is the probability to find a state with energy $`E_F`$ and a given value of $`𝒯`$. The underlying reason for this increase is the following. A weak coupling, $`\kappa `$, between the states $`|m`$ and $`|m`$ leads to decrease in the formation probability of the fluctuation. This decrease is quadratic in $`\kappa `$. On the other hand, the $`|m`$, $`|m`$ splitting due to this coupling is proportional to $`|\kappa |`$. This splitting results in a “gain” in $`𝒯`$, which is also proportional to $`|\kappa |`$. Thus, for small coupling, the “gain” overweighs the “penalty” for creating the coupling. The above argument is completely analogous to the Jahn-Teller effect . Kusmartsev and Rashba  have employed this argument to demonstrate that the fluctuations responsible for the tail states of a four-fold degenerate semiconductor valence band are of ellipsoidal rather than spherical shape. Summarizing, in a zero magnetic field $`𝒫(E_F,𝒯)`$ is determined by the warped ring-shape fluctuations of the random potential. In a finite magnetic field the degeneracy $`|m`$, $`|m`$ is lifted; the warp does not lead to increase of $`𝒫`$ anymore. Then the fluctuations contributing to $`𝒫`$ are close to rings. Thus, in the statistics of rare events, the crossover between the orthogonal and unitary classes can be viewed as switching from warped to almost perfect rings. This is illustrated in Fig. 1(a).

The above discussion suggests the following analytical steps. Firstly, the fluctuation $`V(𝒓)`$ of the white-noise random potential is presented as a sum of the angular harmonics $`V(𝒓)=_mV_m(\rho )e^{im\varphi }`$, where $`\rho =|𝒓|`$. Secondly, in the probability $`𝒫\{V(𝒓)\}`$ of the fluctuation $`V(𝒓)`$ determined by

$$\left|\mathrm{ln}𝒫\right|=\frac{\pi \nu \tau }{2\mathrm{}}𝑑𝒓V^2(𝒓)=\frac{\pi ^2\nu \tau }{\mathrm{}}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}𝑑\rho \rho \left|V_m(\rho )\right|^2,$$
(2)
only the angular harmonics $`V_0(\rho )`$ and $`V_{\pm 2m}(\rho )`$ are retained. This is because the $`|m`$, $`|m`$ coupling is provided by the harmonics $`\pm 2m`$ of the random potential. In Eq. (2) $`\tau `$ and $`\nu `$ stand for the scattering time and the density of states, respectively. Then the system of equations relating the components $`\chi _m`$ and $`\chi _m`$ of the wave function $`\rho ^{1/2}\psi (\rho ,\varphi )`$ takes the form

$$\widehat{H}_0\chi =\frac{\mathrm{}^2}{2M}\frac{d^2\chi }{d\rho ^2}+\left(V_{eff}^{(m)}(\rho )+\widehat{V}_2\widehat{\sigma }_x\right)\chi =E_F\chi ,$$
(3)
where $`M`$ is the electron mass, $`\chi =(\chi _m,\chi _m)`$ is a two-component wave function, the matrix $`\widehat{V}_2=diag(V_{2m},V_{2m})`$ is diagonal, and $`\widehat{\sigma }_i`$ are the Pauli matrices. The effective potential in (3) is a sum of a centrifugal potential and $`V_0(\rho )`$

$$V_{eff}^{(m)}(\rho )=\frac{\mathrm{}^2(m^21/4)}{2M\rho ^2}+V_0(\rho ).$$
(4)
The turning point, $`\rho _c`$, is determined by $`V_{eff}^{(m)}(\rho _c)=E_F`$ \[see Fig. 1(b)\]. As we will see below, the characteristic width, $`w`$, of the fluctuation $`V_0(\rho )`$ and the barrier thickness, $`d`$, \[see Fig. 1(b)\] are related as $`wd\rho _c`$. Similarly to Ref. , this separation of spatial scales allows a number of crucial simplifications: (a) since $`wd`$, it follows that, within the barrier, $`V_{eff}^{(m)}(\rho )`$ is dominated by the centrifugal term; (b) since $`d\rho _c`$, this term can be linearized within the barrier region as

$$V_{eff}^{(m)}(\rho )=E_F+\epsilon _0\frac{\rho _c\rho }{d},$$
(5)
where $`\epsilon _0\mathrm{}^2m^2d/M\rho _c^3`$ is the barrier height. Using the above simplifications the ratio $`𝒯=|\psi _E(\rho _cd)|^2/|\psi _E(\rho _c)|^2`$ can be readily calculated

$$\left|\mathrm{ln}𝒯\right|=2\frac{\sqrt{2M}}{\mathrm{}}_{\rho _cd}^{\rho _c}𝑑\rho \left[V_{eff}(\rho )E_F\right]^{1/2}=\frac{2m}{3}\left(\frac{2d}{\rho _c}\right)^{3/2}=\frac{2m}{3}\left(\frac{\epsilon _0}{E_F}\right)^{3/2}.$$
(6)
It is seen from Eq. (6) that the condition $`\rho _cd`$ can be rewritten as $`m|\mathrm{ln}𝒯|`$. Equation (6) relates $`𝒯`$ to the energy level position $`\epsilon _0`$ in the potential well centered around $`\rho _cdw/2`$ \[see Fig. 1(b)\]. Thus the problem of finding the distribution of $`𝒯`$ reduces to the conventional problem  of finding the most probable configuration of random potential which confines the energy level of a depth $`\epsilon _0`$. In our case $`\epsilon _0`$ is the eigenvalue of the matrix Hamiltonian $`\widehat{H}`$, defined as

$$\widehat{H}=\frac{\mathrm{}^2}{2M}\frac{d^2}{dx^2}+V_0(x)+\widehat{V}_2\widehat{\sigma }_x,$$
(7)
where $`x=\rho \rho _c+d+w/2`$. The form of the Hamiltonian Eq. (7) follows from the system Eq. (3) and the condition $`wd`$ which allows to neglect the change of the centrifugal potential within the potential well \[see Fig. 1(b)\].

The straightforward generalization of the approach of Ref.  to the matrix Hamiltonian (7) implies minimizing the functional $`F\{V_0,V_{\pm 2m}\}=|\mathrm{ln}𝒫|\lambda (\chi ^+\widehat{H}\chi )`$. With an appropriate choice of the Lagrange multiplier, $`\lambda `$, we obtain the following expressions for $`V_0`$ and $`V_{\pm 2m}`$ in terms of two-component wave function, $`\chi `$,

$$V_0=\chi ^+\chi ,V_{\pm 2m}=\chi ^+\widehat{\sigma }_\pm \chi .$$
(8)
At this point it is convenient to introduce dimensionless variables as $`z=x(2M\epsilon _0)^{1/2}/\mathrm{}`$ and $`\stackrel{~}{\chi }=\epsilon _0^{1/2}\chi `$. With new notations, the matrix Schrödinger equation, $`\widehat{H}\chi =\epsilon _0\chi `$, reduces to

$$\stackrel{~}{\chi }^{\prime \prime }+\frac{3}{2}\left(\stackrel{~}{\chi }^+\stackrel{~}{\chi }\right)\stackrel{~}{\chi }\frac{1}{2}\left(\stackrel{~}{\chi }^+\widehat{\sigma }_z\stackrel{~}{\chi }\right)\widehat{\sigma }_z\stackrel{~}{\chi }\stackrel{~}{\chi }=0,$$
(9)
and probability (Eq. (2)) of the fluctuation, providing a given value of $`𝒯`$, takes the form

$$\left|\mathrm{ln}𝒫_m\right|=\pi ^2\frac{\nu \tau \rho _c}{\mathrm{}}𝑑x\left(\left|V_0(x)\right|^2+2\left|V_{2m}(x)\right|^2\right)=(3/16)\pi k_Fl|\mathrm{ln}𝒯|C_m,$$
(10)
where $`k_F=(2ME_F)^{1/2}/\mathrm{}`$ is the Fermi momentum, $`l=\mathrm{}k_F\tau /M`$ is the mean free path; dimensionless factor $`C_m`$ in Eq. (10) is defined as

$$C_m=\frac{1}{2}𝑑z\left[3\left(\stackrel{~}{\chi }^+\stackrel{~}{\chi }\right)^2\left(\stackrel{~}{\chi }^+\widehat{\sigma }_z\stackrel{~}{\chi }\right)^2\right].$$
(11)
Equations (9)-(11) express analytically the Jahn-Teller physics discussed in the introduction. Indeed, this system has a conventional instanton solution $`\stackrel{~}{\chi }_m=0`$ and $`\stackrel{~}{\chi }_m=2^{1/2}\mathrm{cosh}^1z`$, corresponding to the absence of warp ($`V_{\pm 2m}0`$). This solution yields $`C_m=16/3`$. On the other hand, the Jahn-Teller-type solution $`\stackrel{~}{\chi }_m=\stackrel{~}{\chi }_m=(2/3)^{1/2}\mathrm{cosh}^1z`$ leads to a smaller value $`C_m=32/9`$, which corresponds to exponentially higher probability $`𝒫_m`$. Thus, the final result for orthogonal case reads

$$\mathrm{ln}𝒫_m=(2/3)\pi g|\mathrm{ln}𝒯|,$$
(12)
where $`g=k_Fl`$ is the dimensionless conductance. Remarkably, $`\mathrm{ln}𝒫_m`$ does not depend on the value of the angular momentum $`m`$, provided that $`m|\mathrm{ln}𝒯|`$. In fact, the condition $`m|\mathrm{ln}𝒯|`$ justifies all the assumptions made in deriving the result Eq. (12). To see this, we write explicitly the potentials $`V_0`$ and $`V_{\pm 2m}`$:

$$V_0=2V_{\pm 2m}=\frac{4\epsilon _0}{3\mathrm{cosh}^2\left[x(2M\epsilon _0)^{1/2}/\mathrm{}\right]}.$$
(13)
Using the relation $`\epsilon _0=E_F\left(3|\mathrm{ln}𝒯|/2m\right)^{2/3}`$, it is seen that under the condition $`m|\mathrm{ln}𝒯|`$ we have $`V_0(x)E_F`$, i.e. the potential well is shallow.

Other assumptions used in the calculation are less restrictive. Indeed, the typical width of the potential well $`w\mathrm{}/(M\epsilon _0)^{1/2}k_F^1(m/|\mathrm{ln}𝒯|)^{1/3}`$. On the other hand, for barrier width $`d`$ we have from Eq. (6) $`d=(\rho _c/2)(3|\mathrm{ln}𝒯|/2m)^{2/3}`$. Since $`\rho _c=m/k_F`$, we have $`d=m^{1/3}(3|\mathrm{ln}𝒯|/2)^{2/3}/2k_F`$, so that $`w/d|\mathrm{ln}^1𝒯|1`$. We have also assumed that the change of the centrifugal potential within the potential well is much smaller than $`\epsilon _0`$. This change can be estimated as $`\epsilon _0w/d\epsilon _0/|\mathrm{ln}𝒯|\epsilon _0`$.

We now turn to the case of a finite magnetic field, $`B`$. Due to the azimuthal symmetry of the problem the system of equations Eq. (3) relating the radial functions $`\chi _m,\chi _m`$ can be easily modified to

$$\widehat{H}_0\chi +\frac{\mathrm{}^2}{2M}\left(\frac{m}{l_B^2}\widehat{\sigma }_z+\frac{\rho ^2}{4l_B^4}\right)\chi =E_F\chi ,$$
(14)
where $`l_B=(c\mathrm{}/eB)^{1/2}`$ is the magnetic length. As can be seen from Eq. (14) there exists a following hierarchy of magnetic field strengths. When $`l_Bm^{1/2}/k_F`$, then the “confining” term $`\rho ^2/l_B^4`$ can be neglected. The latter condition is equivalent to $`R_L\rho _c`$, where $`R_L=k_Fl_B^2`$ is the Larmour radius for an electron with energy $`E_F`$. On the other hand, it is obvious that the term $`\pm \mathrm{}^2m/(2Ml_B^2)`$, lifting the $`|m,|m`$ degeneracy, becomes important when it is of the order of $`\epsilon _0`$. This yields $`R_L\rho _c(\mathrm{ln}𝒯/m)^{2/3}`$. Since $`|\mathrm{ln}𝒯|m`$, we conclude that there exists an interval of magnetic fields which affect the potential well but do not affect the barrier. Condition $`\epsilon _0\mathrm{}^2m/(Ml_B^2)`$ determines the characteristic magnetic field for orthogonal-unitary crossover: $`B_0^{(m)}=(\mathrm{\Phi }_0/2\pi )k_F^2(3|\mathrm{ln}𝒯|/2)^{2/3}m^{5/3}`$, where $`\mathrm{\Phi }_0`$ is the flux quantum. The remaining task is to find the dependence $`C_m(\delta )`$, where $`\delta =B/B_0^{(m)}`$, which describes the change of $`C_m`$ between “orthogonal”, $`C_m(0)=32/9`$, and “unitary”, $`C_m=16/3`$, values with increasing magnetic field, $`\delta `$. At finite $`\delta `$ the system Eq. (9) takes the form

$$\stackrel{~}{\chi }^{\prime \prime }+\frac{3}{2}\left(\stackrel{~}{\chi }^+\stackrel{~}{\chi }\right)\stackrel{~}{\chi }\frac{1}{2}\left(\stackrel{~}{\chi }^+\widehat{\sigma }_z\stackrel{~}{\chi }\right)\widehat{\sigma }_z\stackrel{~}{\chi }\stackrel{~}{\chi }=\delta (1\widehat{\sigma }_z)\stackrel{~}{\chi },$$
(15)
whereas Eqs. (10),(11) retain their form. At small $`\delta 1`$ the dependence $`C_m(\delta )`$ can be found by solving Eq. (15) perturbatively and substituting $`\stackrel{~}{\chi }(\delta )`$ into Eq. (11). This program can be carried out analytically, yielding

$$C_m(\delta )=C_m(0)\left(1+\frac{3\delta }{2}\right).$$
(16)
Our important observation is that perturbative expression Eq. (16) remains valid with high accuracy up to $`\delta =1/3`$, when the “unitary” solution $`\stackrel{~}{\chi }_m=0`$, $`\stackrel{~}{\chi }_m=2^{1/2}\mathrm{cosh}^1z`$ takes over. The crossover behaviour $`C_m(\delta )`$ is illustrated in Fig. 2. In the same figure we show the “orthogonal” solution of Eq. (15) at crossover point.

Overall, the direct optimal fluctuation approach yields in two dimensions $`|\mathrm{ln}𝒫|g|\mathrm{ln}𝒯|`$ rather than $`|\mathrm{ln}𝒫|g\mathrm{ln}^2𝒯`$ in Ref. . This is because the truly optimal fluctuations are close to rings rather than to circles. The ring area, $`S_m\rho _cw`$, being much bigger than the area of a circle $`k_F^2`$ in  is the origin of a high sensitivity of rings to the magnetic field. On the other hand, due to the same relation, $`S_mk_F^2`$, the rings are much more “vulnerable” to the perturbations caused by the harmonics with small angular momenta, for which the centrifugal barrier is low. To demonstrate this we write down the expression for the decay rate of quasilocal state in a ring

$$\text{Im }E=2\pi \underset{\mu }{}\left(m|V_0|\mu ^2+\underset{n0}{}m|V_n|\mu ^2\right)\delta (EE_\mu )=\frac{\mathrm{}}{\tau _1}+\frac{\mathrm{}}{\tau _2},$$
(17)
where $`m|V_n|\mu `$ are the matrix elements of the harmonics $`V_n(\rho )`$ \[see Eq. (2)\]; $`|\mu `$ is the state of the continuous spectrum in the absence of random potential (the corresponding energy is $`E_\mu `$). For simplicity in Eq. (17) we have neglected the warp. Above we were looking for the fluctuations with anomalously large $`𝒯`$. Note, that within a numerical factor $`𝒯=\mathrm{}/\epsilon _0\tau _1`$. It is seen from Eq. (17) that our consideration is justified only if $`\tau _2\tau _1`$. Within the optimal fluctuation approach harmonics with small $`n`$, contributing to $`\mathrm{}/\tau _2`$, do not affect the principal exponent. They enter at the stage of the prefactor calculation . A typical value of $`\tau _2`$ is the scattering time $`\tau `$, which is much shorter than $`\tau _1`$. The relation $`\tau _2\tau _1`$ is satisfied only for sparse configurations, in which the harmonics $`V_n`$ are suppressed within the ring. Therefore, our result for $`𝒫_m`$ should be multiplied by the probability, $`P`$, to find such a configuration. To calculate this probability we consider the distribution function of time $`\tau _2`$:

$$P(\tau _2)=\delta \left(\frac{1}{\tau _2}𝑑𝒓𝑑𝒓^{}S(𝒓,𝒓^{})V(𝒓)V(𝒓^{})\right)_{V(𝒓)}$$
(18)
where the expression for $`S(𝒓,𝒓^{})`$ follows from Eq. (17)

$`S(𝒓,𝒓^{})={\displaystyle \frac{2\pi }{\mathrm{}}}\rho _c\chi _m(\rho )\chi _m^{}(\rho ^{}){\displaystyle \underset{\mu }{}}\psi _\mu (𝒓)\psi _\mu ^{}(𝒓^{})\delta \left(EE_\mu \right).`$Averaging over random potential $`V(𝒓)`$ in Eq. (18) can be carried out explicitly. The result is expressed in terms of eigenvalues, $`\lambda _n`$, of the integral operator with the kernel $`S(𝒓,𝒓^{})`$: $`𝑑𝒓^{}S(𝒓,𝒓^{})\varphi _n(𝒓^{})=\lambda _n\varphi _n(𝒓)`$. With the accuracy of a numerical factor the result can be obtained qualitatively. This is because $`P(\tau _2)`$ is determined by the first $`N_0`$ eigenvalues, which are almost equal to each other: $`\lambda _n\lambda _0`$ for $`n<N_0`$. The value $`N_0`$ can be estimated as the number of squares with a side $`k_F^1`$ within the area of a ring $`S_m`$, i.e. $`N_0\rho _cwk_F^2`$. On the other hand, there is an exact sum rule $`_n\lambda _n=2\pi \nu `$ for the eigenvalues $`\lambda _n`$. Since $`_n\lambda _n\lambda _0N_0`$, we can find $`\lambda _0`$. This leads to the following result for the distribution Eq. (18) $`P(\tau _2)(\nu \tau /\lambda _0\tau _2)^{N_0}(\tau /\tau _2)^{N_0}`$. Then the sought product $`\stackrel{~}{𝒫}_m=𝒫_mP(\tau _2\tau _1)`$, describing the probability to find ALS with “preexponential” accuracy, can be presented as

$$\mathrm{ln}\stackrel{~}{𝒫}_m=\mathrm{ln}𝒫_mc_2N_0\mathrm{ln}(𝒯/g)=\frac{2}{3}\pi g|\mathrm{ln}𝒯|c_2\frac{m^{4/3}}{\mathrm{ln}^{1/3}𝒯}\mathrm{ln}(𝒯/g),$$
(19)
where $`c_21`$ is a numerical factor. For concreteness we choose in Eq. (19) the orthogonal expression for $`\mathrm{ln}𝒫_m`$. The above expression for $`\stackrel{~}{𝒫}_m`$ allows to find the optimal value of the angular momentum, $`m`$. Indeed, the prefactor falls off rapidly with $`m`$, while the main term to the first order is independent on $`m`$. We note that the $`m`$-dependent correction to the principal term in $`\mathrm{ln}𝒫`$, which originates from the corrections to the barrier potential Eq. (5), is of the order of $`|\mathrm{ln}𝒫|d/\rho _c`$, i.e., it has the form $`c_1g(\mathrm{ln}𝒯/m)^{2/3}|\mathrm{ln}𝒯|`$, where $`c_11`$ is another numerical coefficient. The sign of the correction is determined by the fact that, due to deviation of $`V_{eff}^{(m)}(\rho )`$ from the linear form Eq. (5), preserving the value of $`\mathrm{ln}𝒯`$ requires an increase in the binding energy, $`\epsilon _0`$. Thus, the correction is negative, and increases with $`m`$. Probability $`\stackrel{~}{𝒫}_m`$ is maximal for $`m=m_{opt}=c_0(g|\mathrm{ln}𝒯|)^{1/2}`$, where $`c_0=(c_1/2c_2)^{1/2}`$. The resulting expression for $`\stackrel{~}{𝒫}_m`$ with the improved accuracy reads

$$|\mathrm{ln}\stackrel{~}{𝒫}_m|=\frac{2}{3}\pi g|\mathrm{ln}𝒯|\left(1+\frac{9c_0^{4/3}}{8}\left[\frac{|\mathrm{ln}𝒯|}{g}\right]^{1/3}\right).$$
(20)
It is seen from Eq. (20) that the above consideration is valid within the domain $`1\mathrm{ln}𝒯g`$. For the optimal $`m`$ the ring radius is $`\rho _c=c_0k_F^1(g|\mathrm{ln}𝒯|)^{1/2}l`$, whereas the ring width is $`w=c_0^{1/3}k_F^1(g/|\mathrm{ln}𝒯|)^{1/6}`$.

Note in conclusion, that the function $`𝒫(𝒯)`$ studied in the present paper describes the distribution of the ALS widths. Therefore, among asymptotical distributions of various characteristics of ALS (see Ref. ), $`𝒫(𝒯)`$ corresponds to the distribution of the relaxation times. The random potential fluctuations that determine this distribution are shallow compared to $`E_F`$. Whether these fluctuations emerge within $`\sigma `$-model-based calculations remains to be seen.

Acknowledgments. Two of the authors MER and BS acknowledge the hospitality of the University of Köln and of the Institute for Theoretical Physics at UCSB where the parts of this work were completed. This research was supported in part by the National Science Foundation under Grant No. PHY99-07949.


text:
# On Manifolds Supporting Quasi Anosov Diffeomorphisms

## 1. Introduction

In this work we obtain some restrictions on a manifold $`M`$ in order to support quasi Anosov diffeomorphisms (QAD), meaning diffeomorphisms $`f:MM`$ such that $`(f^n)^{}(x)v+\mathrm{}`$ for all non zero vectors $`vT_xM`$, either for $`n\mathrm{}`$ or for $`n\mathrm{}`$.

These maps were introduced in \[M1\] by Mañé, who showed they satisfy Axiom A and the no-cycle condition. Besides, they are the $`C^1`$ interior of the class of expansive diffeomorphisms $`g`$ \[M2\], those satisfying for some $`\alpha >0`$, that $`sup_nd(f^n(x),f^n(y))>\alpha `$, if $`xy`$.

We expect on one hand, that studying the relation between QAD’s (seen as simplified examples of expansive diffeomorphisms) and the manifolds supporting them, will bring some ideas about the restrictions that expansive homeomorphisms impose on their ambient manifolds. Indeed, let us recall, for instance, that no expansive homeomorphism may be found on the 2-sphere, all expansive homeomorphisms are conjugated to Anosov diffeomorphisms on the 2-torus, and to pseudo-Anosov maps if they live in a surface with genus greater than 1 \[H1, L\].

In the case $`M`$ is a 3-manifold, an expansive $`C^{1+\epsilon }`$ diffeomorphism is conjugated to an Anosov diffeomorphism if its non-wandering set is $`M`$; in which case $`M`$ must be $`𝕋^3`$ \[V\].

On the other hand, Mañé \[M3\] and Hiraide \[H2\] have posed the question of whether a QAD on $`𝕋^n`$ is necessarily Anosov. This work provides a positive answer for $`n=3`$, though we must point out that solving the problem for higher dimensions seems to involve more sophisticated tools.

However, there are also examples of QAD’s on 3-dimensional manifolds having wandering points \[FR\]. We present here necessary conditions on a 3-manifold to support this kind of examples. Partial results on 4-manifolds are also obtained.

The main result in this work is the following:

###### Theorem .

Let $`f:M^nM^n`$ be a quasi Anosov diffeomorphism which is not Anosov. If $`n=3`$ then $`\pi _1(M)`$ contains a subgroup which is isomorphic to $`^6`$. If $`n=4`$, $`\pi _1(M)`$ contains a subgroup which is isomorphic to $`^4`$.

This result is strongly based on a theorem due to R. Plykin, which is stated below, and arguments concerning Axiom A diffeomorphisms with the no-cycle condition.

###### Theorem 1.1 (\[P1, P2\]).

Let $`f:MM`$ be a diffeomorphism on an $`n`$-manifold , where $`n3`$. If $`f`$ has $`k`$ expanding attractors or shrinking repellers of codimension $`1`$ then $`\pi _1(M)`$ contains a subgroup isomorphic to $`_k^n`$.

We recall that a hyperbolic attractor is said to have dimension $`u`$ or equivalently codimension $`nu`$ if the dimension of its unstable fibre bundle is $`u`$. Analogously we shall say that a hyperbolic repeller is of dimension $`s`$ or codimension $`ns`$ if the dimension of its stable fiber bundle is $`s`$.

Our strategy is to see that a QAD on a 3-manifold must have at least two codimension one attractors or repellers, while on a 4-manifold, it must have at least one. This fact will allow us to prove our main theorem, getting the following as an immediate corollary:

###### Corollary 1.1.

Every quasi Anosov diffeomorphism on $`𝕋^3`$ is Anosov.

Corollary 1.1 provides an easier way of recognizing Anosov diffeomorphisms on $`𝕋^3`$: it suffices to check that each non zero vector in the tangent bundle goes to infinity under the action of $`Df^n`$.

## 2. Relation among dimension 1 attractors and codimension 1 repellers

From now on, we shall assume $`M`$ is a compact smooth $`n`$-manifold without boundary, and $`f:MM`$ is a QAD. The non- wandering set of $`f`$ will be denoted by $`\mathrm{\Omega }(f)`$, and $`\mathrm{\Lambda }_i`$ will stand for the basic sets arising from the Spectral Decomposition Theorem \[S\]. We shall also maintain the standard notation $`W^s(x)`$ for the stable manifold of $`x`$, i.e. the set of points $`yM`$ such that $`d(f^n(x),f^n(y))0`$ as $`n\mathrm{}`$.

###### Definition 2.1.

Letting $`\mathrm{\Omega }(f)=\mathrm{\Lambda }_1\mathrm{}\mathrm{\Lambda }_k`$, we shall say that $`\mathrm{\Lambda }_i`$ is of type $`(s,u)`$ if the stable dimension of $`\mathrm{\Lambda }_i`$ is $`s`$, and the unstable dimension of $`\mathrm{\Lambda }_i`$ is $`u`$. The expression $`W^\sigma (\mathrm{\Lambda }_i)`$ will be used to denote the set $`_{x\mathrm{\Lambda }_i}W^\sigma (x)`$, for $`\sigma =s,u`$, in which case the relation $`\mathrm{\Lambda }_i\mathrm{\Lambda }_j`$ will mean that $`W^u(\mathrm{\Lambda }_i)W^s(\mathrm{\Lambda }_j)\mathrm{}`$.

We recall from \[M1\] that a QAD is Anosov, if it satisfies the strong transversality condition. Notice that this condition is satisfied if all basic sets are of the same type. We state this conclusion as a lemma

###### Lemma 2.1.

If all basic sets of a QAD $`f`$ are of the same type then $`f`$ is Anosov.

Therefore we get the following

###### Proposition 2.1.

Let $`f`$ be a QAD such that $`\mathrm{\Omega }(f)M`$. If some basic set of $`f`$ is of type $`(1,n1)`$ (or $`(n1,1)`$), then $`f`$ must have a codimension one attractor (repeller).

###### Proof.

Let $`\mathrm{\Lambda }_1`$ be a basic set of $`f`$, of type $`(1,n1)`$ then $`W^u(\mathrm{\Lambda }_1)`$ must meet $`W^s(\mathrm{\Lambda }_2)`$ where $`\mathrm{\Lambda }_2`$ is another basic set of $`f`$ (the no cycle condition yields $`\mathrm{\Lambda }_1\mathrm{\Lambda }_2`$). Hence $`\mathrm{\Lambda }_1\mathrm{\Lambda }_2`$, implying that the stable dimension of $`\mathrm{\Lambda }_2`$ is one. Indeed, let $`x\mathrm{\Lambda }_1`$ and $`y\mathrm{\Lambda }_2`$ such that $`zW^s(x)W^u(y)`$. If the stable dimension of $`\mathrm{\Lambda }_2`$ were greater than one, then we would find a non zero vector $`vT_zM`$ which would be tangent both to $`W^u(z)`$ and $`W^s(z)`$, what would yield $`f^n(z)v0`$ as $`|n|\mathrm{}`$, contradicting the fact that $`f`$ is quasi Anosov.

This leaves us only two possibilities: either $`W^u(\mathrm{\Lambda }_2)`$ meets $`W^s(\mathrm{\Lambda }_3)`$, for some other basic set $`\mathrm{\Lambda }_3`$, or $`\mathrm{\Lambda }_2`$ contains the whole set $`W^u(\mathrm{\Lambda }_2)`$, whence it would be a codimension one attractor. In this way we inductively obtain a chain

$$\mathrm{\Lambda }_1\mathrm{\Lambda }_2\mathrm{}\mathrm{\Lambda }_r$$

which must end after a finite number of steps, due to the no cycle condition. Besides, the previous argument shows that $`\mathrm{\Lambda }_i`$ has stable dimension one, for each $`i=1,\mathrm{}r`$.

If we suppose the previous chain is maximal, then $`\mathrm{\Lambda }_r`$ must be a codimension one attractor. ∎

## 3. Proof of the Theorem

We shall see that each QAD on a 3-manifold must have an attractor and a repeller of codimension one, provided that it is not Anosov. This, together with Theorem 1.1 finishes the case $`dimM=3`$.

Let $`f:M^3M^3`$, since quasi Anosov maps do not have attracting or repelling periodic points, their basic sets must be all of type $`(1,2)`$ or $`(2,1)`$. If $`f`$ has a basic set of type $`(1,2)`$ then Proposition 2.1 implies the existence of a codimension one attractor. Now, if $`f`$ is not Anosov, then it must also have a basic set of type $`(2,1)`$, otherwise, all the basic sets would be of the same type. But in this case, Proposition 2.1 guarantees the existence of a codimension one repeller, as well.

Observe that the previous argument also shows that if $`f:M^4M^4`$ is not an Anosov diffeomorphism, then it must have (at least) a basic set of type $`(1,3)`$ or $`(3,1)`$, otherwise, all basic sets would be of type $`(2,2)`$ what would imply $`f`$ is Anosov. Proposition 2.1 again, implies the existence of an attractor or a repeller of codimension one.


text:
# Relativistic Mean Field Theory of Surface Pion Condensation in Finite Nuclei

on leave of absence from \] Research Center For Nuclear Physics (RCNP)

## Abstract

We study the possible occurrence of surface pion condensation in finite nuclei in the relativistic mean field (RMF) theory. We are led to this conjecture due to the essential role of pions in few-body systems and the recent (p,n) experiments performed at RCNP for spin-isospin excitations of medium and heavy nuclei. We calculate explicitly various N=Z closed shell nuclei with finite pion mean field in the RMF framework and demonstrate the actual occurrence of surface pion condensation.

The pion is conjectured by Yukawa as the mediator of nucleon-nucleon interaction Yukawa (1935). The pion is identified then as the Nambu-Goldstone mode when the underlying symmetry, the chiral symmetry, is spontaneously broken Nambu and Jona-Lasinio (1961). The pion plays the central role in hadron physics, particularly for the low energy phenomena, and now the chiral perturbation approach with the pion as the essential degree of freedom is the powerful tool for the study of hadron properties and collisions.

On the other hand, since the establishment of the shell model, we usually solve nuclear many-body problems in the model space, where single particle states have good parities. Because the parity of a nucleon changes when it absorbs or emits a pion, we must include the higher configurations like 2p-2h (2 particle–2 hole), $`\mathrm{}`$, to incorporate the effect of the pion in the parity-conserved space. To avoid such complications we renormalize the central and the spin-orbit interactions in nuclei to incorporate the effect of the strong correlations caused by the pion. It means that we make a model space in which the parity is conserved and then define the effective interaction acting between nucleons in the model space. One of the main purpose of the present study is to expand the model space for the pion to play its important role explicitly and see the effect on nuclear structure.

As for the importance of the pion, we remind ourselves of the findings of few-body systems, where they are solved rigorously without the restriction of model space with a realistic nucleon-nucleon interaction. The calculations are performed in the non-relativistic framework and hence the pion is hidden mainly in the tensor force, which is much larger than the central force in the one pion exchange interaction even up to the Compton length. There are many extensive calculations using the variational principle and sophisticated numerical techniques and the calculated results compare with experiments very well Carlson and Schiavilla (1998); Suzuki and Varga (1998). The calculated results demonstrate a dominant role of the tensor force in the few-body system. Almost a half of the attraction is caused by the tensor force, and hence the pion exchange interaction Akaishi (1986). The recent variational calculations of the Argonne group up to A=8 system also demonstrate the dominant role of the pion and further the importance of the three-body interaction, which also originates from the pion Pieper and Wiringa (2001).

There are several experimental data demanding the important role of pion in medium and heavy nuclei. The (p,n) reactions on medium and heavy nuclei demonstrate that only a half of the Gamow-Teller ($`\sigma \tau `$) strengths is carried by 1p-1h excitations, while the rest is interpreted as carried by 2p-2h excitations due to the coupling to 1p-1h states by the strong tensor force Wakasa et al. (1997). A further dramatic result is the ratio of the longitudinal and the transverse spin responses being close to one, while the strong pionic correlations ought to provide a large enhancement in the longitudinal channel Wakasa et al. (1999). In addition, there appear large short range correlations, which bring the single particle strengths up to highly excited states, seen in the (e,e’p) experiments as caused by the strong tensor force.

All these facts suggest us to look into the possibility of finite pion mean field in medium and heavy nuclear systems. We have been reluctant in doing this, since we have to break the parity and isospin symmetries once the pion mean field becomes finite and have to project out the states with these good quantum numbers in order to get observables. There is also a common sense that pion condensation does not happen in nuclear matter of the saturation density Toki and Weise (1979); Oset et al. (1982). This fact does not mean, however, that the pion mean field vanishes in finite nuclear system. The pion is a pseudoscalar meson; it couples with a nucleon through the $`\stackrel{}{\sigma }\stackrel{}{}`$ coupling, and therefore the source term of the pion field needs the parity mixing and the density modulation Takatsuka and Tamagaki (1976). In infinite matter, we have to provide this density modulation for the pion to work, which costs energy. In finite nuclear system, we have the nuclear surface and automatically there is the necessary density modulation for the pion to work. Hence, if the pion mean field turns out finite in nuclear system, the pionic correlations utilize the change of the density at the surface. Hence, we would like to name this phenomenon as surface pion condensation.

We start with writing the relativistic meson-nucleon Lagrangian density, which naturally includes the pion term, $`\pi `$;

$``$ $`=`$ $`\overline{\psi }[i\gamma ^\mu _\mu Mg_\pi \gamma _5\gamma ^\mu \tau ^a_\mu \pi ^ag_\sigma \sigma g_\omega \gamma ^\mu \omega _\mu g_\rho \gamma _\mu \tau ^a\rho ^{a\mu }e\gamma _\mu {\displaystyle \frac{(1\tau _3)}{2}}A^\mu ]\psi `$ (1)
$`+{\displaystyle \frac{1}{2}}_\mu \pi ^a^\mu \pi ^a{\displaystyle \frac{1}{2}}m_\pi ^2\pi ^a\pi ^a+{\displaystyle \frac{1}{2}}_\mu \sigma ^\mu \sigma {\displaystyle \frac{1}{2}}m_\sigma ^2\sigma ^2{\displaystyle \frac{1}{3}}g_2\sigma ^3{\displaystyle \frac{1}{4}}g_3\sigma ^4`$
$`{\displaystyle \frac{1}{4}}H_{\mu \nu }H^{\mu \nu }+{\displaystyle \frac{1}{2}}m_\omega ^2\omega _\mu \omega ^\mu +{\displaystyle \frac{1}{4}}c_3(\omega _\mu \omega ^\mu )^2{\displaystyle \frac{1}{4}}G_{\mu \nu }^aG^{a\mu \nu }+{\displaystyle \frac{1}{2}}m_\rho ^2\rho _\mu ^a\rho ^{a\mu }{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu },`$
where the field tensors $`H`$, $`G`$ and $`F`$ for the vector fields are defined through

$`H_{\mu \nu }`$ $`=`$ $`_\mu \omega _\nu _\nu \omega _\mu ,`$ (2a)
$`G_{\mu \nu }^a`$ $`=`$ $`_\mu \rho _\nu ^a_\nu \rho _\mu ^ag_\rho ϵ^{abc}\rho _\mu ^b\rho _\nu ^c,`$ (2b)
$`F_{\mu \nu }`$ $`=`$ $`_\mu A_\nu _\nu A_\mu .`$ (2c)
The pion term couples with the nucleon through the pseudo-vector coupling. We take here all the terms used in Ref. Sugahara and Toki (1994). Here, $`\sigma `$ denotes the scalar meson, $`\omega `$ the vector meson and $`\rho `$ the isovector-vector meson. The photon is denoted by $`A`$. At the same time, in principle, there should be a coupling of pion with the delta state. In this paper, we do not include this contribution for simplicity of discussion, although this contribution will act constructively for surface pion condensation. We do not consider the tensor coupling term of the $`\rho `$ meson either in order to concentrate on the pion degree of freedom. All these effects will be worked out in the near future.

We then assume that the expectation value of the pion field is finite. In addition, the nuclear system is isospin-singlet due to the choice of N=Z nuclei and hence the self-consistent Hamiltonian is invariant under the isospin rotation Ripka (1968). We choose therefore the finite value of the pion mean field as the z-component; i.e. $`a=0`$, without the loss of generality . We write the finite pion mean field as $`\pi `$ without the isospin suffix.

For simplicity, we write only the equations of motion for the nucleon, the sigma and pion with only the linear terms. They are written as,

$$[i\gamma ^\mu _\mu Mg_\sigma \sigma g_\pi \stackrel{}{}\pi \gamma _5\stackrel{}{\gamma }\tau _0]\psi =0,$$
(3)
for nucleon and

$$(\stackrel{}{}^2m_\pi ^2)\pi =g_\pi \stackrel{}{}\overline{\psi }\gamma _5\stackrel{}{\gamma }\tau _0\psi ,$$
(4)
and

$$(\stackrel{}{}^2m_\sigma ^2)\sigma =g_\sigma \overline{\psi }\psi ,$$
(5)
for pion and sigma mesons. Here, the bracket $`\mathrm{}`$ above denotes the ground state expectation value. The other mesons follow the same equations of motion as above.

The equations (3) and (4) tell the structure of surface pion condensation. The pion field is generally finite when the source term breaks the parity. The pion field is enhanced by a spacial change of the source term. When the pion field is finite in (3), the nucleon single particle state breaks the parity, which provides again the pion source term finite. The self-consistency provides the converged solution to the above equations.

These equations tell the reason why we have not included the pion mean field until now. The violation of the parity is caused by the pion term in the above Dirac equation for nucleons. Hence, the single particle state can be expressed as

$$\psi _{njm}(x)=\underset{\kappa }{}W_\kappa ^n\varphi _{\kappa jm}(x).$$
(6)
Here, $`\varphi _{\kappa jm}`$ denote nucleon single particle wave functions with the total angular momentum $`j`$ and its projection $`m`$. We assume the spherical symmetry for the intrinsic state. The summation over $`\kappa `$ means the parity mixing, where $`\kappa `$ is $`\kappa =(l_{}+1)`$ for $`l_{}=j1/2`$ and $`\kappa =l_{}`$ for $`l_{}=j+1/2`$. The calculational detail will be provided in the forthcoming publication Sugimoto et al. (2001).

We show the numerical results. We take the TM1 parameter set of Ref. Sugahara and Toki (1994). As for the pion-nucleon coupling we take the value of Bonn A potential Brockmann and Machleidt (1990), which corresponds to taking $`g_\pi =f_\pi /m_\pi `$ and $`f_\pi 1`$. We stress again here that we use all the terms given in the Lagrangian (1). This means that the saturation property is guaranteed and the bulk part of the nucleus tends to have the saturation density. Since we are especially interested in the occurrence of finite pion mean field and want to see its effect under the simplest condition, we neglect the Coulomb term. We calculate the N=Z closed shell nuclei as 12C, 16O, 40Ca, 56Ni, 80Zr, 100Sn and 164Pb.

We show the results in Table 1 with and without pion mean field. We show the total binding energy (BE), the kinetic energy (KE), the sigma energy (Vσ), omega energy (Vω) and pion energy (Vπ). The finite pion mean field case provides larger total binding energy than the one without pion mean field. The pion energy is attractive, while all the other terms as the kinetic energy, the combined sigma and omega energy do not favor finite pion mean field.

We show the mass number dependence of the pion energy per nucleon in Fig. 1. We mention here that the kinetic energy and the sigma and omega energies are almost constant of the mass number and hence they are volume like as easily recognized from the numbers in Table 1. We see, on the other hand, a peculiar behavior in the pion energy. The magnitudes of the pion energy are clearly separated into two groups. One group is large and the common feature is jj-closed shell nuclei; the magic number nuclei due to a larger spin-orbit partner (j-upper) being filled. The other group is small and they are LS-closed shell nuclei. The pion energy per nucleon for jj-closed shell nuclei decreases monotonically with the mass number. The rate of the decrease follow more strongly than $`A^{1/3}`$. This means that the pion mean field energy behaves in proportion with the nuclear surface or even stronger than that. Hence, we use the word of surface pion condensation. Concerning the separation into two groups for the pion energy; LS-closed and jj-closed shell cases, we shall mention the possible reason later.

We discuss here the role of the pion by performing the parity projection from the symmetry broken intrinsic state. We write the single particle state with mixed parity (6) in a simpler form as

$$|\overline{jm}=\alpha _j|jm+\beta _j|\stackrel{~}{jm}.$$
(7)
Here, $`|\overline{jm}`$ denotes a parity mixed single particle state expressed as a linear combination of $`|jm`$, some parity state (we call it as a normal parity state) and $`|\stackrel{~}{jm}`$, the opposite parity state (abnormal parity state). We write the intrinsic state with these single particle states up to the Fermi surface and with all the magnetic sub-shells filled as

$`\mathrm{\Psi }=`$ $`{\displaystyle \underset{jm}{}}(\alpha _j|jm+\beta _j|\stackrel{~}{jm})`$
$`=`$ $`{\displaystyle \underset{jm}{}}\alpha _j|jm+{\displaystyle \underset{j_1m_1}{}}{\displaystyle \underset{jmj_1m_1}{}}\alpha _j\beta _{j_1}|jm|\stackrel{~}{j_1m_1}`$ (8)
$`+`$ $`{\displaystyle \underset{j_1m_1j_2m_2}{}}{\displaystyle \underset{jmj_1m_1j_2m_2}{}}\alpha _j\beta _{j_1}\beta _{j_2}|jm|\stackrel{~}{j_1m_1}|\stackrel{~}{j_2m_2}+\mathrm{}`$
This intrinsic state has the total spin 0 because all the magnetic sub-shells are filled, but the parity is mixed. The first term, $`_{jm}\alpha _j|jm`$, in (8) has the positive parity and corresponds to the ground state in the zeroth order. The second term has the negative parity, since each normal parity state, $`|j_1m_1`$, is replaced by an abnormal parity state, $`|\stackrel{~}{j_1m_1}`$ for all occupied $`|j_1m_1`$. Hence, if we say the first term as the 0p-0h state, then the second term is a coherent 1p-1h state with $`0^{}`$ spin parity. The third term consists of 2p-2h states with a pair of 1p-1h states with $`0^{}`$ spin parity and therefore has $`0^+`$ spin parity. The next term has three 1p-1h states with $`0^{}`$ spin parity and therefore has $`0^{}`$ spin parity and so on.

Hence the positive parity projection $`P_+`$ would provides the state with even number of 1p-1h states with $`0^{}`$ spin parity. $`P_+\mathrm{\Psi }=|0+|2p2h+|4p4h+\mathrm{}`$. This means that the positive parity projection provides 2p-2h states as the major correction terms. Hence, surface pion condensation together with parity projection provides the 2p-2h admixture due to the pion exchange interaction as the case of the $`\alpha `$ particle Akaishi (1986). The negative parity projection $`P_{}`$ would provide the state with odd number of 1p-1h states with $`0^{}`$ spin parity. $`P_{}\mathrm{\Psi }=|1p1h+|3p3h+\mathrm{}`$. This is the brother state having the quantum number of $`0^{}`$ to the $`0^+`$ ground state. The ground state consists of highly correlated particle–hole states and the $`0^{}`$ state is, therefore, a coherent 1p-1h state compiled on the highly correlated $`0^+`$ ground state.

This demonstration gives us the hint of providing the two groups of the strong pion energy case, the jj-closed shell, and the weak pion energy case, the LS-closed shell. In the LS-closed shell case, the higher spin-orbit partner in the upper shell above the Fermi surface is not used for the $`0^{}`$ particle-hole excitations. On the other hand, in the jj-closed shell case, this higher spin-orbit partner state is now filled and is used for the $`0^{}`$ particle-hole excitations as a hole state. Hence, more attraction is expected for jj-closed shell nuclei than those of the LS-closed shell nuclei. The pion energy is gained largely for the jj-closed shell nuclei, because the number of states to be mixed by the pionic correlations increases and these states contribute coherently to the pion energy. We are, however, not yet clear about the peculiar mass dependence of the LS-closed shell nuclei. This distinct feature of the difference between the LS-closed and the jj-closed shell nuclei can be the consequence of using only the pion correlations.

We discuss here the qualitative consequence of surface pion condensation. First, we discuss the Gamow-Teller (GT) transitions. Without pion condensation, there exist no transitions for LS-closed shell nuclei as 16O, 40Ca and only two transitions, for example, for 90Zr. However, the mixing of parity in the intrinsic state allows transitions of 2p–2h states. This makes the spectrum of the GT transitions with some GT strengths above the two dominant peaks in 90Zr Wakasa et al. (1997). Hence, naturally we have large strengths in the continuum in the simple mean field theory as the experiment demands.

The longitudinal spin response functions should be largely modified due to pion condensation. The longitudinal spin response is caused by the pionic correlations. Since the large pionic strength is used up to construct the nuclear ground state, the pionic fluctuation oughts to be reduced largely. This should make the spin response in the pion channel weak. This remains to be demonstrated in the future work.

The surface pion condensation provides us with the possibility to describe the short range correlation effect. As seen above in the discussion of the parity projection, the surface pion condensation provides a large amount of the 2p–2h excitations in the nuclear ground state automatically. There should be many other consequences of surface pion condensation in nuclear phenomena. The pairing correlations and the spin-orbit couplings are all surface phenomena and surface pion condensation would couple with these correlations and would provide rich phenomena.

We have discussed the possible occurrence of surface pion condensation in order to understand the recent (p,n) experimental data taken at RCNP. This suggestion is motivated by the missing pion contribution in the discussion of ground states of finite nuclei, while pions are essential for hadron physics. We have made calculations with the inclusion of finite pion mean field and demonstrated the finite results for N=Z closed shell nuclei. We have demonstrated that the pion energy behaves proportional to or even stronger than the nuclear surface. Hence the name surface pion condensation is used in this paper. We have made qualitative discussions on the consequence of surface pion condensation on the Gamow-Teller strengths, the spin response functions and the short range correlations. The large difference of the pion energies in jj-closed shell and LS-closed shell nuclei has been found and may be connected with the mechanism of a part of spin-orbit splitting as due to the tensor force discussed long time ago by Takagi et al. and Terasawa Terasawa (1960). To go further, we have to fix the parameters of the Lagrangian (1), which includes the effect of finite pion mean field and other terms as the delta state and the $`\rho `$ meson tensor term.

###### Acknowledgements.

We acknowledge fruitful discussions with H. Horiuchi and Y. Akaishi on the roll of the pion in light nuclei.


text:
# Discovery of X-ray emission from the protostellar jet L1551 IRS5 (HH 154)

## 1 Introduction

During the final stages of the formation of low-mass stars (in the so-called classical T Tau phase) accretion of material from the proto-stellar nebula onto the Young Stellar Object (YSO) takes place through an accretion disk. Very often (and possibly always) the presence of the accretion disk is correlated with the presence of energetic polar outflows, that is, collimated jets of material being ejected perpendicularly to the disk, along its axis. Several models of the formation of the jet have been proposed, in most of which the jet is collimated by the presence of a (proto-stellar) magnetic field. When these jets collide with the surrounding ambient medium – or with previously ejected material – they form a shock structure, which is directly observable in the form of so-called Herbig-Haro jets (e.g. Reipurth & Raga, 1999).

X-ray emission (and thus the presence of hot plasma, at temperatures in excess of several $`\times 10^5`$ K, up to $`100`$ MK during energetic flares) has by now been observed in most stages of the formation of low-mass stars, ranging from the highly embedded, perhaps spherically accreting protostars (Class 0 objects) to the final stages of the pre-main sequence life of a star, the Weak-Line T Tau stage, during which the X-ray luminosity is thought to come from a “normal” (however very active) stellar corona.

While accretion itself has been considered as a possible source of X-ray emission in classical T Tau stars, up to now no evidence of energetic phenomena associated with protostellar jets has been observed. In this paper we present the first observations of X-ray emission from a protostellar jet, obtained in a well-studied system in which the proto-star (and its immediate circumstellar environment) powering the outflow is so heavily obscured that the jet can be singled out as the source of emission of the X-rays without ambiguity. Our observations show that this jet is indeed an X-ray source with a luminosity equivalent to a fraction of the X-ray luminosity normally associated with YSOs. The observed X-ray spectrum is compatible with a thermal origin of the observed X-ray emission. The associated temperature is moderate, well matched to the shock velocities observed in this and other Herbig-Haro jets. This raises the question of whether the X-ray emission associated with jets could indeed be a common feature of stellar formation, so that in some cases a significant fraction of the X-ray luminosity associated with the star (YSO/accretion disk) is actually emanating from shocks in the jet.

## 2 The L1551 IRS5 outflow

The L1551 cloud is one of the nearest ($`d140`$ pc) sites of ongoing star formation, in which objects in several different stages of the process are clearly visible, from deeply embedded, actively accreting (proto-)stars to the final stages of star formation represented by the Weak-Line T Tau stars with no remaining circumstellar material. Several “canonical” examples of jets and outflows associated with protostellar accretion are present in the region. In this paper we are mainly concerned with the jet associated with the IRS5 source embedded in the L1551 cloud and its associated outflow.

L1551 IRS5 is a deeply embedded protostellar binary system (e.g. Rodriguez et al., 1998 and references therein), effectively invisible at optical wavelengths as it is hidden behind some $`150`$ mag of visual extinction (Stocke et al., 1988; Smith et al., 1987; White et al., 2000) which most likely originates in the circumstellar accretion disk. The two Class 0/1 stars have a total luminosity of $`30L_{}`$. The two IRS5 stars appear to be (jointly?) powering at least two observable outflows. A large (several arcmin) bipolar molecular outflow (actually the first discovered, Snell et al., 1980) and a much smaller (with a length of $`10`$ arcsec) denser two-component jet (Fridlund & Liseau, 1998), consisting of material at temperatures of $`T10^4`$ K, thus visible in the emission lines of e.g. H$`\alpha `$, representative of recombination. The jet and the molecular outflow have been shown to be likely causally unrelated, given that the jet has a momentum insufficient by several orders of magnitude to drive the molecular outflow (Fridlund & Liseau, 1998). The jet moves at transverse velocity of 200–400 km s-1 (Fridlund & Liseau, 1994) and appears to end in a shock against the ambient medium (a “working surface” – Fridlund & Liseau, 1998)

## 3 Observations

### 3.1 XMM-Newton

The X-ray observations discussed in the this paper were obtained with the XMM-Newton observatory. A deep (50 ks) exposure of the star-forming region of the L1551 cloud was obtained starting on Sep. 9 2000 at 19:10 UTC. All three EPIC cameras were active at the time of the observation, in full-frame mode, with the medium filters.

Data have been processed by us with the standard SAS V5.0.1 pipeline system, concentrating, for the spectral analysis, on the EPIC-PN camera. In order to minimize the unwanted contribution of non-X-ray events we have retained only the counts whose energy is in the 0.3–7.9 keV range. To deal with the time-varying background, we have applied a technique purposely developed at the Palermo Astronomical Observatory which maximizes the statistical significance of weak sources by identifying and removing the fraction of the exposure time strongly affected by high-background episodes.

In many XMM data sets most of the background is due to a small number of short (but intense) episodes – mostly related to solar events – so that the background events are strongly concentrated in time. Removal of the small fraction of the observing time in which the high-background episodes are concentrated results in a much larger $`S/N`$ ratio data set with a comparatively small loss of source photons. Fig. 1 shows the time evolution of the total count rate for the PN data set (in the top panel), together with the threshold (shown by the horizontal line) above which the data are discarded. The threshold is dynamically chosen by maximizing a merit function, defined to optimize the detection of faint sources (which are background, rather than photon-noise, dominated). The value of the merit function for the L1551 PN observation is plotted in the lower panel of Fig. 1 as a function of the total accepted time.

As a result of the overall procedure the initial data set of $`10^6`$ photons collected during an exposure of $`56.8`$ ks for the MOS cameras and $`54.5`$ ks for the PN camera, was reduced to a cleaned data set of $`\mathrm{250\hspace{0.17em}000}`$ photons collected in $`55`$ ks for the MOS and $`51`$ ks for the PN cameras, i.e with a judicious time and energy filtering we have been able to reduce the background level by a factor $`4`$ while rejecting only $`5`$% of the overall exposure time.

The cleaned data set obtained by summing the data of the two MOS and one PN EPIC cameras has been searched for sources with the Wavelet Transform detection algorithm also developed at Palermo Astronomical Observatory (Pwdetect, Damiani et al. 2001 in preparation). The characteristics of the XMM-Newton version of the algorithm are inherited from the version developed for the ROSAT PSPC (Damiani et al., 1997). The overall analysis procedure follows the recipe described in more details by Sciortino et al. (2001). The L1551 observation has been taken with the medium filters; in such a case we have derived that the value of the relative efficiency of the PN and of the individual MOS cameras is 2.94, hence the summed data set has a single MOS-equivalent cleaned exposure time of $`2\times 55+2.94\times 51=260`$ ks.

In order to assess the source significance threshold to adopt to ensure detection of the faintest sources a full set of simulations of empty fields with the same background level and the same exposure map as the summed data set needs to be run. Following this, a limiting threshold can be set which ensures e.g. a maximum of one spurious source per field. While this has been done for the complete analysis of the full L1551 exposure (and will be discussed in a future paper), the three X-ray sources discussed in the present paper are all well above the minimum threshold, and consequently their significance is well above the spurious source threshold.

The quality of the XMM aspect solution (“bore-sight correction”) was verified by comparing the positions of X-ray bright sources as determined in the PN detector by the Pwdetect algorithm with the position of their optical counterparts. Only X-ray bright sources (with more than 300 source counts in the PN camera) with single, unambiguous optical counterparts with good position determination were used, resulting in 8 such sources being available in the L1551 field. The optical coordinates were obtained from the Simbad database. No significant bias is present in the data, with a mean $`\mathrm{\Delta }\mathrm{RA}=0.33\pm 1.46`$ arcsec, and a mean $`\mathrm{\Delta }\mathrm{Dec}=0.15\pm 1.85`$ arcsec, so that the positional error for the faint sources is fully dominated by the photon noise coupled with the XMM point spread function.

The extraction of source and background photons was performed using the xmmselect tool. Source photons have been extracted from a circular region of 45 arcsec diameter, while background photons have been extracted from a region on the same CCD chip and at the same off-axis angle as for the source region. Response matrices (“arf files”) appropriate for the position and size of the source extraction regions have been computed for the EPIC PN camera. The spectral analysis has been performed using the XSPEC package, after rebinning the source spectra to a minimum of 20 source counts per (variable width) bin.

### 3.2 Ground-based observations

New optical spectra and images of the IRS5 jet have been obtained with the 2.6 m Nordic Optical Telescope (NOT). The spectra were obtained in December 1999 using the echelle mode of the ALFOSC combined imager and spectrograph. The cross disperser/grating combination allowed for a spectral resolution of $`1`$ Å at the wavelength of H$`\alpha `$. The detector was a $`2048\times \mathrm{2048\; 15}\mu `$m pixel CCD. A slit width of 1 arcsec projected on the sky was used, and the integration time per spectrum was 3600 s. The complete velocity field of the jet was mapped in emission lines between 4800 Å and 7900 Å. For the purpose of evaluating shock velocities in this paper our interpretation is based on an analysis of the H$`\alpha `$ data with the other lines used as a consistency check. A full analysis will be presented in a forthcoming paper. H$`\beta `$ was used together with H$`\alpha `$ in order to estimate the extinction towards the shocks in the L1551 IRS5 jet.

For the identification of the optical counterparts to the X-ray sources detected in the XMM image both new narrow band images (also obtained with the NOT) and already available HST images were used. The HST $`R`$-band WFPC2 image of the jet region is shown in Fig. 3 together with the EPIC PN X-ray image; the position of the X-ray source associated with the L1551 jet, together with the position of one of the background sources, is shown on the WFPC2 image by a black circle. The size of the circle corresponds to the likely extent of the X-ray source as determined by the Pwdetect algorithm. The WFPC2 image was obtained in February 1996 with the F675W ($`R`$-band) filter, and part of it is discussed in Fridlund & Liseau (1998).

New narrow band images were also obtained with the NOT. These observations were carried out in March of 2001 again using the ALFOSC, this time in imaging mode. Deep images integrated for 1800 s (H$`\alpha `$) and 3600 s (I-band) were obtained in order to detect possible new emission knots, as well as to search for faint background or embedded sources shining through the molecular cloud (in possible association with the background X-ray sources discussed in Sect. 5). A narrow band filter centered on the H$`\alpha `$ line was used, while the I-band filter was centered on 7150 Å with a FWHM of 1600 Å. Being several arcmin in size the field of view of the NOT images is significantly larger than the WFPC2 one, although with less spatial resolution and shallower limiting magnitude.

## 4 X-ray emission from the L1551 IRS5 jet

A faint X-ray source (the leftmost one in the left panel of Fig. 3) is positionally coincident with the embedded source L1551 IRS5 and its jet. The background-subtracted count rate is only $`8.4\times 10^4`$ cts s-1 in the EPIC PN camera, so that the total number of source counts is limited to 42 cts in the $`50`$ ks exposure (with an equivalent number of background counts in the extraction box used, a circle 45 arcsec in diameter). The low statistics allow a limited amount of spectral information to be derived for the source. The resulting spectrum (shown in Fig. 4) is soft, and can be reasonably described with a moderately absorbed thermal spectrum. Using a mekal model with an added interstellar absorption component in xspec gives a best-fit temperature $`T=0.5\pm 0.3\times 10^6`$ K, with a moderate value of the best-fit absorption ($`1.4\pm 0.4\times 10^{22}`$ cm-2), corresponding to an extinction of $`A_V=7.3\pm 2.1`$ mag111Using a conversion factor $`N_\mathrm{H}/A_V=1.9\times 10^{21}`$ atoms cm-2 mag-1, see e.g. Cox (2000). The null hypothesis probability for the fit is $`15\%`$, i.e. the fit is, from the statistical point of view, fully acceptable. The limited statistics of the spectrum (and the corresponding small number of bins) do not allow to constrain the spectrum at a more detailed level. The full width at half power (FWHP) of the XMM point-spread function (PSF) for EPIC PN camera is $`14`$ arcsec, significantly larger than the size of the jets (whose visible length is $`10`$ arcsec). Thus, it is not possible to locate the precise site of the X-ray emission within the jet structure.

## 5 Background sources

Two additional X-ray source are detected within the area on the sky that is dominated by the molecular outflow from L1551 IRS5. The centroid positions, and background subtracted count-rates can be found in Table 1. The position of the brighter of the two against the molecular outflow is visibile in Fig. 3. Neither of these sources can be associated with any visible object in the deep H$`\alpha `$ and $`I`$-band images at these positions.

Both $`\chi ^2`$ and K-S tests show that the X-ray emission from these sources is constant to a high ($`90\%`$) probability level. The spectra of these two sources are significantly harder than the spectrum of the source associated with the L1551 IRS5 jet (the spectrum of the brighter of the two is shown in Fig. 5), and can both be satisfactorily described with an absorbed power-law spectrum, with indices varying between 1.2 and 2.5. The absorbing column density is in both cases moderate, with $`A_V`$ between $`5`$ and $`8`$ magnitudes. The resulting column densities are thus similar to what is expected for the L1551 molecular cloud at these positions (Sandqvist & Bernes, 1980). Given the X-ray spectral characteristics, as well as the lack of any visible candidate counterpart in our deep $`I`$-band images, we consider it likely that these sources are not associated with the molecular L1551 IRS5 outflow, even though they are positionally coincident with (parts of) it. Rather, they are most likely to be extra-galactic X-ray sources (plausibly active galactic nuclei) shining through the L1551 cloud. Typical active galactic nuclei would have, on the basis of their high $`F_\mathrm{X}/F_V`$ ratio, optical magnitudes $`V19`$, which would become $`V24`$ when the intervening column density is taken into account. Therefore their optical counterparts are not expected to be visible, on the optical images presented here, againts the background of the molecular outflow emission.

The spectra could in principle be fit also with a thermal spectrum, with a very high resulting temperature ($`T100`$ MK). While this temperature would not be incompatible with coronal protostellar origin during e.g. an energetic flare, the lack of any visible counterpart down to faint magnitudes (even though the absorbing column is only a few magnitudes) and the constant light curve of the sources make this last hypothesis unlikely.

The presence of two serendipitous X-ray sources in the PN image shown in Fig. 3 at flux levels of order $`10^{14}`$ erg cm-2 s-1 is fully in line with the expected number density of background sources determined on the basis of the $`\mathrm{log}N\mathrm{log}S`$ relationship for X-ray sources (see e.g. Hasinger et al., 2001), which predicts that at this flux limit 100 to 200 sources per square degree should be present in any given X-ray observation. The area covered by X-ray image of Fig. 3 is $`0.02`$ square deg, so that the expected number of serendipitous sources is 2 to 4.

## 6 Discussion

Hubble Space Telescope (HST) observations (Fridlund & Liseau, 1998) indicate the presence of a number of shocks along the extent of the IRS5 jet. The jet is observed to end in a “working surface” against the ambient medium at $`10`$ arcsec from the presumed location of the source powering it (see Figs. 1 and 2 of Fridlund & Liseau, 1998). This shock feature is designated “knot D” in the nomenclature of Neckel & Staude (1987) and Fridlund & Liseau (1994). We have measured the H$`\alpha `$/H$`\beta `$ ratio towards the working surface (knot D) of the jet. Assuming a type B pure recombination spectrum (which is justified since we also detect \[O iii\] 5007 Å emission at this position – see below), we find $`A_V`$ to be 4–6 mag, depending on which extinction law is applied. We also find that the extinction is increasing in the direction towards IRS5 along the jet (confirming the result of Stocke et al., 1988). The absorbing column density, for the IRS5 X-ray spectrum, is thus compatible with the absorbing column density measured toward the visible jet (and in particular toward the shock feature), making the association between the X-ray emission and the jet plausible. Since as mentioned above the IRS5 protostellar system is hidden behind a very thick layer of absorbing material, corresponding to $`A_V150`$ mag, it can be excluded that the X-ray photons – given the small absorbing column density and the lack of high-energy photons in the spectrum) – emanate from (or close to) the photosphere/chromosphere of the protostars powering the jet. We therefore draw the conclusion that this source is the result of thermal emission in the shocks whose recombination light is seen along the jet in the visual wavelength regime.

The brightest shock as observed in several spectral lines at visual wavelengths (H$`\alpha `$, H$`\beta `$, \[O iii\], \[O i\] and \[S ii\]) is the working surface (knot D – see above). This is also the only position along the jet where \[O iii\] 5007 Å emission has been unambiguously detected (Cohen & Fuller, 1985; Sarcander et al., 1985). This is thus indicative of shock velocities $`100`$ km s-1 (Hartigan et al., 1987). At this position the FWZI (Full Width at Zero Intensity) of the H$`\alpha `$ emission line is 215 km s-1, while the peak radial velocity is $`180`$ km s-1. Taken together with the proper motion of this knot of $`200`$ km s-1 (Fridlund & Liseau, 1994) this is indicative of a fluid velocity of $`270`$ km s-1, and an inclination, $`i45`$ deg. Following e.g. Hartigan et al. (1987) we will assume that the FWZI of the radial velocity is equivalent to the shock velocity, which is also compatible with the presence of relatively strong \[O iii\] emission from this point. From the result of Fridlund & Liseau (1998) we also know that the shock interface is extremely narrow – less than the spatial resolution of HST, which is estimated to be $`1.0\times 10^{14}`$ cm. The immediate post-shock temperature can be estimated as in Raga (1989):

$$T_{\mathrm{ps}}\frac{2.9\times 10^5\mathrm{K}}{1+X}\times (\frac{v_{\mathrm{shock}}}{100\mathrm{kms}^1})^2$$
(1)
where $`X`$ is the hydrogen pre-ionization fraction and a number abundance of 0.9 (H) and 0.1 (He) has been assumed. Fridlund & Liseau (1998) have found that it is likely that the ionization fraction is close to 1. Then, for a shock velocity of 215 km s-1 the resulting temperature will be $`T_{\mathrm{ps}}0.67`$ MK, fully compatible with the observed X-ray temperature of $`0.5\pm 0.3`$ MK. Thus, the observed X-ray emission is likely to be due to material heated at the interface shock (the working surface) between the jet and the ambient medium medium, or possibly in shocks along the cavity excavated by the jet.

The X-ray luminosity of the emission associated with the jets is $`L_\mathrm{X}3\times 10^{29}`$ erg s-1(assuming a distance of 140 pc for the L1551 complex). This value is approximately an order of magnitude higher than the H$`\alpha `$-luminosity of knot D, which is $`4\times 10^{28}`$ erg s-1(Fridlund & Liseau, 1994).

### 6.1 Energetics

Following Fridlund & Liseau (1998), we can attempt to determine the mass and energetics of the jet, and compare these with the X-ray result. From the \[S ii\] 6717/6731 Å ratio we find that the electron density is $`n_e500`$ cm-3 along the jet, while knot D – identified as the working surface by Fridlund & Liseau (1998) – has an electron density of $`n_e10^4`$ cm-3. The ionization fraction in the jet is close to 1 from the reasoning of Fridlund & Liseau (1998). This is also supported by the relatively low shock temperature found from the X-ray spectrum.

We assume that the jet consists of the following components: a) a “pipe flow” of $`1\times 1\times 10`$ arcsec geometrical size and density $`n_e500`$ cm-3 and b) a “working surface” of $`2\times 2\times 2`$ arcsec geometrical size and density $`n_e10^4`$ cm-3. Under these assumptions the mass of the jet is then found to be between $`1\times 10^6`$ M and $`2\times 10^6`$ M (see also the detailed discussion in Fridlund & Liseau, 1998). The shock velocity is $`200`$ km s-1 from the arguments above, and the highest and lowest fluid velocities (measured proper motions and $`v_{\mathrm{rad}}`$ corrected for inclination) are $`100`$ km s-1 and $`300`$ km s-1 respectively. This means that the mechanical luminosity of the jet will be between $`10^{41}`$ and $`10^{42}`$ erg s-1, so that a very low conversion efficiency between mechanical and radiant luminosity is sufficient to justify the observed X-ray luminosity from the shock. Again, the H$`\alpha `$ luminosity is $`4.7\times 10^{28}`$ erg s-1 (Fridlund & Liseau, 1998, Fridlund & Liseau, 1994), approximately an order of magnitude lower the X-ray luminosity derived here.

A characteristic size for the X-ray emitting region can be derived from the emission measure determined from the X-ray spectrum and the density determined above. The emission measure is defined as $`EM=n_en_H𝑑V0.8n^2V`$, where $`n_e`$ is the electron density, $`n_H`$ the hydrogen density, and $`V`$ is the volume of the emitting region (under the simplistic assumption of uniform density). Given that $`EM=1.1\times 10^{52}`$ cm-3 (from the thermal fit to the X-ray data), assuming a density $`n_e10^4`$ cm-3 (see above), one derives a volume $`V=1.4\times 10^{44}`$ cm3, which corresponds to a characteristic linear size $`lV^{1/3}5\times 10^{14}`$ cm. This scale size is comparable to the upper limit for the size of the shock interface derived from the HST observations, $`1.0\times 10^{14}`$ cm, thus further supporting the identification of the shock interface as the seat of the X-ray emission.

## 7 Conclusions

While the energetic nature of the collimated jets observed to be originating from protostellar sources has been evident for some time, no high-energy photons have up to now been observed from these phenomena. Here we report the first convincing evidence of X-ray emission from the protostellar jet associated with the IRS5 protostar(s) in the L1551 cloud. The X-ray source and the protostar and related jets are positionally coincident, and the small absorbing column density observed for the X-ray spectrum (with an equivalent $`A_V7`$ mag, fully compatible with the absorbing column density observed in the optical towards the jet) allow us to exclude that the X-ray emission is associated with the protostellar sources (which are hidden behind $`150`$ mag of obscuration). The size of the jets ($`10`$ arcsec) originating at L1551 IRS5 is smaller in angular extent than the XMM EPIC PSF ($`14`$ arcsec), so that no inference is possible on spatial grounds about the possible detailed location of the origin of the X-ray emission.

The emission from the IRS5 jet is compatible with being caused by thermal emission from a plasma heated to a moderate temperature ($`T0.5`$ MK), equivalent to the shock temperature that is expected at the interface (“working surface”) between the jet and the surrounding circumstellar medium, on the basis of the observed jet velocity. This is regardless of whether it is a bow-shock or a reversed shock, which in itself is a function of whether the jet is denser than the ambient medium or vice versa. Fridlund & Liseau (1998) find strong evidence for the jet being less dense than the surrounding medium. That conclusion was reached by estimating the mass in the jet from the relative brightness of the shock, as well as discerning the ambient density from molecular line measurements. Our observation of X-rays from a $`0.5`$ MK plasma is fully consistent with the conclusion of Fridlund & Liseau (1998). This is because the hypothesis of a “light” jet requires a high degree of ionization (so that we visually observe all the material present in the jet in recombination radiation). A low degree of ionization at the observed shock velocities, would imply a plasma temperature well above 1 MK, which is incompatible with our X-ray data. We thus consider it most likely that the X-ray emission originates directly from a shock associated with the so-called knot D, and that our observations support the conclusion of Fridlund & Liseau (1998) that the jet has a high degree of ionization.

The presence of a soft X-ray source at the position of the shock associated with the jet is likely to have a significant influence on the physical conditions of the accretion disk: while X-ray emission from the star’s corona is often likely to be more powerful that the emission coming from the jet, most of the accretion disk (except for the innermost part) is effectively shielded and not strongly illuminated by the stellar coronal emission. The jet X-ray source on the other hand lies above the disk (if indeed it is located at the jet-circumstellar medium interface it is some 1000 AU above the disk), illuminating the disk from above. This X-ray flux can therefore ionize the disk material, and thus influence significantly the disk physical conditions. Once more, if X-ray emission from protostellar jets is indeed a common feature, this would influence the protostellar environment significantly. This will be investigated in the future through detailed modelling of the relative contribution of the stellar coronal and jet X-ray luminosity to the ionization of the accretion disk.

###### Acknowledgements.

GM, SS acknowledge the partial support of ASI and MURST. This paper is based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA). Part of the data have been taken using ALFOSC, which is owned by the Instituto de Astrofisica de Andalucia (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the NBIfAFG of the Astronomical Observatory of Copenhagen. Nordic Optical Telescope is operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias.