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# The Impact of an Extra Background of Relativistic Particles on the Cosmological Parameters derived from Microwave Background Anisotropies

## 1 Introduction

Our knowledge of the cosmological parameters has increased dramatically with the release of recent cosmic microwave background (CMB) observations (Netterfield et al. 2001; Lee et al. 2001; Halverson et al. 2001). Recent analyses of these datasets (de Bernardis et al. 2001; Pryke et al. 2001; Wang, Tegmark & Zaldarriaga 2001) have reported strong new constraints on various parameters including the curvature of the universe and the amount of baryonic and dark matter. The precise determination from the CMB of other parameters such as the cosmological constant or the spectral index of primordial fluctuations can be limited by various degeneracies, and such degeneracies are best lifted by combining CMB data with either supernova (SN) data (Garnavich et al. 1998; Perlmutter et al. 1997) or large scale structure (LSS) surveys, such as PSCz (Saunders et al. 2000), 2dF (Percival et al. 2001) or Lyman-$`\alpha `$ (Croft et al. 2001) data. At present, the values obtained from CMB measurements under the assumption of purely adiabatic fluctuations are consistent with the generic predictions of the inflationary scenario, $`n_s1`$ and $`\mathrm{\Omega }_{tot}=1`$ (Linde 1990), and with the standard big-bang nucleosynthesis bound, $`\mathrm{\Omega }_bh^2=0.020\pm 0.002`$ (Burles et al. 2001; Esposito et al. 2001). All of these observations converge towards a consistent picture of our universe, providing strong support for the inflationary scenario as the mechanism which generated the initial conditions for structure formation.

The derivation of the cosmological parameters from CMB is, however, an indirect measurement, relying on the assumptions of a theoretical scenario. For this reason, recent efforts have been made to study the effects of the removal of some of these assumptions. For example, a scale-invariant background of gravity waves, generally expected to be small, has been included in the analysis of Kinney, Melchiorri & Riotto (2000), Wang et al. (2001) and Efstathiou et al. (2001), with important consequences for parameter estimation. A scale-dependence of the spectral index has been included in the analysis of Griffiths, Silk & Zaroubi (2001), Santos et al. (2001) and Hannestad et al. (2001). Furthermore, in Bucher, Moodley & Turok (2000), Trotta, Riazuelo & Durrer (2001) and Amendola et al. (2001), the effects of including isocurvature modes, which naturally arise in the most general inflationary scenarios, have been studied, with the finding that the inclusion of these modes can significantly alter the CMB result. Even more drastic alterations have been proposed in Bouchet et al. (2001) and Durrer, Kunz & Melchiorri (2001).

All the above modifications primarily affect the constraints on the curvature, on the physical baryon density parameter, $`\omega _b=\mathrm{\Omega }_bh^2`$, and the scalar spectral index $`n_s`$.

In this paper we study another possible modification to the standard scenario, namely variations in the parameter $`\omega _{rel}`$ which describes the energy density of relativistic particles at times near decoupling, $`T\text{0.1 eV}`$. CMB data analysis with variations in this parameter has been recently undertaken by many authors (Hannestad 2000; Esposito et al. 2001; Orito et al. 2001; Hansen et al. 2001; Kneller et al. 2001; Hannestad 2001; Zentner & Walker 2001), giving rather crude upper bounds, significantly improved only by including priors on the age of the universe or by including supernovae (SN) or large scale structure (LSS) data. It is worth emphasizing that there is little difference in the bounds obtained on $`N_{eff}`$, the effective number of relativistic species, between old and recent CMB data because of the degeneracy which we will describe in detail below. We focus here on the effects that the inclusion of this parameter, $`\omega _{rel}`$, has on the constraints of the remaining parameters in the context of purely adiabatic models.

As we will show below (and as observed previously, see e.g. Hu et al. (1999)) there is a strong degeneracy between $`\omega _{rel}`$ and $`\omega _m`$. This is important, because an accurate determination of $`\omega _m`$ from CMB observations (and of $`\mathrm{\Omega }_m`$ by including the Hubble Space Telescope result $`h=0.72\pm 0.08`$) can be useful for a large number of reasons. First of all, determining $`\omega _{cdm}=\omega _m\omega _b`$ can shed new light on the nature of dark matter. The thermally averaged product of cross-section and thermal velocity of the dark matter candidate is related to $`\omega _m`$, and this relation can be used to analyze the implications for the mass spectra in versions of the Supersymmetric Standard Model (see e.g. Barger & Kao 2001, Djouadi, Drees & Kneur 2001, Ellis, Nanopoulos & Olive 2001). The value of $`\mathrm{\Omega }_m`$ can be determined in an independent way from the mass-to-light ratios of clusters (Turner 2001), and the present value is $`0.1<\mathrm{\Omega }_m<0.2`$ (Carlberg et al. 1997; Bahcall et al. 2000). Furthermore, a precise measurement of $`\mathrm{\Omega }_m`$ will be a key input for determining the redshift evolution of the equation of state parameter $`w(z)`$ and thus discriminating between different quintessential scenarios (see e.g. Weller and Albrecht 2001).

This paper is structured as follows. In the next section, we briefly review various physical mechanisms that can lead to a change in $`\omega _{rel}`$ with respect to the standard value. In section 3, we illustrate how the CMB angular power spectrum depends on this parameter and identify possible degeneracies with other parameters. In section 4, we present a likelihood analysis from the most recent CMB data and show which of the present constraints on the various parameters are affected by variations in $`\omega _{rel}`$. Section 5 forecasts the precision in the estimation of cosmological parameters for the future space missions MAP and Planck. Finally, in section 6, we discuss our results and present our conclusions.

## 2 Effective number of relativistic species

In the standard model $`\omega _{rel}`$ includes photons and neutrinos, and it can be expressed as

$$\omega _{rel}=\omega _\gamma +N_{eff}\omega _\nu $$
(1)
where $`\omega _\gamma `$ is the energy density in photons and $`\omega _\nu `$ is the energy density in one active neutrino. Measuring $`\omega _{rel}`$ thus gives a direct observation on the effective number of neutrinos, $`N_{eff}`$. Naturally there are only 3 active neutrinos, and $`N_{eff}`$ is simply a convenient parametrization for the extra possible relativistic degrees of freedom

$$N_{eff}=3+\mathrm{\Delta }N_{CMB}.$$
(2)
Thus $`\omega _{rel}`$ includes energy density from all the relativistic particles: photons, neutrinos, and additional hypothetical relativistic particles such as a light majoron or a sterile neutrino. Such hypothetical particles are strongly constrained from standard big bang nucleosynthesis (BBN), where the allowed extra relativistic degrees of freedom typically are expressed through the effective number of neutrinos, $`N_{eff}=3+\mathrm{\Delta }N_{BBN}`$. BBN bounds are typically about $`\mathrm{\Delta }N_{BBN}<0.21.0`$ (Burles et al. 1999; Lisi, Sarkar & Villante 1999).

One should, however, be careful when comparing the effective number of neutrino degrees of freedom at the times of BBN and CMBR, since they may be related by different physics (Hansen et al. 2001). This is because the energy density in relativistic species may change from the time of BBN ($`T`$ MeV) to the time of last rescattering ($`T`$ eV). For instance, if one of the active neutrinos has a mass in the range eV $`<m<`$ MeV and decays into sterile particles such as other neutrinos, majorons etc. with lifetime $`t(\text{BBN})<\tau <t(\text{CMBR})`$, then the effective number of neutrinos at CMBR would be substantially different from the number at BBN (White, Gelmini & Silk 1995). Such massive active neutrinos, however, do not look too natural any longer in view of the recent experimental results on neutrino oscillations (Fogli et al. 2001; Gonzalez-Garcia et al. 2001), showing that all active neutrinos are likely to have masses smaller than an eV. One could instead consider sterile neutrinos mixed with active ones which could be produced in the early universe by scattering, and subsequently decay. The mixing angle must then be large enough to thermalize the sterile neutrinos (Langacker 1989), and this can be expressed through the sterile to active neutrino number density ratio $`n_s/n_\nu 410^4\mathrm{sin}^22\theta (m/\text{keV})(10.75/g^{})^{3/2}`$ (Dolgov & Hansen 2001), where $`\theta `$ is the mixing angle, and $`g^{}`$ counts the relativistic degrees of freedom. With $`n_s/n_\nu `$ of order unity we use the decay time, $`\tau 10^{20}(\text{keV}/m)^5/\mathrm{sin}^22\theta `$ sec, and one finds, $`\tau 10^{17}(keV/m)^4yr`$, which is much longer than the age of the universe for $`m\text{keV}`$, so they would certainly not have decayed at $`t(\text{CMBR})`$. A sterile neutrino with mass of a few MeV would seem to have the right decay time, $`\tau 10^5`$ yr, but this is excluded by standard BBN considerations (Kolb et al. 1991; Dolgov, Hansen & Semikoz 1998).

Even though the simplest models predict that the relativistic degrees of freedom are the same at BBN and CMB times, one could imagine more inventive models such as quintessence (Albrect & Skordis 2000; Skordis & Albrect 2001) which effectively could change $`\mathrm{\Delta }N`$ between BBN and CMB (Bean, Hansen & Melchiorri 2001). Naturally $`\mathrm{\Delta }N`$ can be both positive and negative. For BBN, $`\mathrm{\Delta }N`$ can be negative if the electron neutrinos have a non-zero chemical potential (Kang & Steigman 1992; Kneller et al. 2001), or more generally with a non-equilibrium electron neutrino distribution function (see e.g. Hansen & Villante 2000). To give an explicit (but highly exotic) example of a different number of relativistic degrees of freedom between BBN and CMB, one could consider the following scenario. Imagine another 2 sterile neutrinos, one of which is essentially massless and has a mixing angle with any of the active neutrinos just big enough to bring it into equilibrium in the early universe, and one with a mass of $`m_{\nu _s}=3`$ MeV and decay time $`\tau _{\nu _s}=0.1`$ sec, in the decay channel $`\nu _s\nu _e+\varphi `$, with $`\varphi `$ a light scalar. The resulting non-equilibrium electron neutrinos happen to exactly cancel the effect of the massless sterile state, and hence we have $`\mathrm{\Delta }N_{BBN}=0`$. However, for CMB the picture is much simpler, and we have just the stable sterile state and the majoron, hence $`\mathrm{\Delta }N_{CMB}=1.57`$. For CMB, one can imagine a negative $`\mathrm{\Delta }N`$ from decaying particles, where the decay products are photons or electron/positrons which essentially increases the photon temperature relative to the neutrino temperature (Kaplinghat & Turner 2001). Such a scenario naturally also dilutes the baryon density, and the agreement on $`\omega _b`$ from BBN and CMB gives a bound on how negative $`\mathrm{\Delta }N_{CMB}`$ can be. Considering all these possibilities, we will therefore not make the usual assumption, $`\mathrm{\Delta }N_{BBN}=\mathrm{\Delta }N_{CMB}`$, but instead consider $`\mathrm{\Delta }N_{CMB}`$ as a completely free parameter in the following analysis.

The standard model value for $`N_{eff}`$ with 3 active neutrinos is $`3.044`$. This small correction arises from the combination of two effects arising around the temperature $`T\text{MeV}`$. These effects are the finite temperature QED correction to the energy density of the electromagnetic plasma (Heckler 1994), which gives $`\mathrm{\Delta }N=0.01`$ (Lopez & Turner 1999; Lopez et al. 1999). If there are more relativistic species than active neutrinos, then this effect will be correspondingly higher (Steigman 2001). The other effect comes from neutrinos sharing in the energy density of the annihilating electrons (Dicus et al. 1982), which gives $`\mathrm{\Delta }N=0.034`$ (Dolgov, Hansen & Semikoz 1997, 1999; Esposito et al. 2000). Thus one finds $`N_{eff}=3.044`$. It still remains to accurately calculate these two effects simultaneously.

## 3 CMB theory and degeneracies

The structure of the $`C_{\mathrm{}}`$ spectrum depends essentially on 4 cosmological parameters

$$\omega _b,\omega _m,\omega _{rel}\text{and},$$
(3)
the physical baryonic density $`\omega _b\mathrm{\Omega }_bh^2`$, the energy density in matter $`\omega _m(\mathrm{\Omega }_{cdm}+\mathrm{\Omega }_b)h^2`$, the energy density in radiation $`\omega _{rel}`$ and the ‘shift’ parameter $`\mathrm{}_{ref}/\mathrm{}`$, which gives the position of the acoustic peaks with respect to a flat, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ reference model. Here $`h`$ denotes the Hubble parameter today, $`H_0100h`$ km s-1 Mpc-1, and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is the density parameter due to a cosmological constant, $`\mathrm{\Omega }_\mathrm{\Lambda }\mathrm{\Lambda }/3H_0^2`$. In previous analyses (Efstathiou & Bond 1999; Melchiorri & Griffiths 2000 and references therein), the parameter $`\omega _{rel}`$ has been kept fixed to the standard value, while here we will allow it to vary. It is therefore convenient to write $`\omega _{rel}=4.1310^5(1+0.135\mathrm{\Delta }N)`$ (taking $`T_{CMB}=2.726`$ K), where $`\mathrm{\Delta }N`$ is the excess number of relativistic species with respect to the standard model, $`N_{eff}=3+\mathrm{\Delta }N`$. The shift parameter $``$ depends on $`\mathrm{\Omega }_m\mathrm{\Omega }_{cdm}+\mathrm{\Omega }_b`$, on the curvature $`\mathrm{\Omega }_k`$ and on $`\mathrm{\Omega }_{rel}=\omega _{rel}/h^2`$ through

$``$ $`=`$ $`2\left(1{\displaystyle \frac{1}{\sqrt{1+z_{dec}}}}\right)`$ (4)
$`\times {\displaystyle \frac{\sqrt{|\mathrm{\Omega }_k|}}{\mathrm{\Omega }_m}}{\displaystyle \frac{1}{\chi (y)}}\left[\sqrt{\mathrm{\Omega }_{rel}+{\displaystyle \frac{\mathrm{\Omega }_m}{1+z_{dec}}}}\sqrt{\mathrm{\Omega }_{rel}}\right],`$
where

$`y`$ $`=`$ $`\sqrt{|\mathrm{\Omega }_k|}{\displaystyle _0^{z_{dec}}}𝑑z`$
$`[\mathrm{\Omega }_{rel}(1+z)^4+\mathrm{\Omega }_m(1+z)^3+\mathrm{\Omega }_k(1+z)^2+\mathrm{\Omega }_\mathrm{\Lambda }]^{1/2}.`$
The function $`\chi (y)`$ depends on the curvature of the universe and is $`y`$, $`\mathrm{sin}(y)`$ or $`\mathrm{sinh}(y)`$ for flat, closed or open models, respectively. Eq. (4) generalizes the expression for $``$ given in Melchiorri & Griffiths (2001) to the case of non-constant $`\mathrm{\Omega }_{rel}`$.

By fixing the $`4`$ parameters given in (3), or equivalently the set $`\omega _b`$, the redshift of equality $`z_{eq}\omega _m/\omega _{rel}`$, $`\mathrm{\Delta }N`$ and $``$, one obtains a perfect degeneracy for the CMB anisotropy power spectra on degree and sub-degree angular scales. On larger angular scales, the degeneracy is broken by the late Integrated Sachs-Wolfe (ISW) effect because of the different curvature and cosmological constant content of the models. From the practical point of view, however, it is still very difficult to break the degeneracy, since measurements are limited by “cosmic variance” on those scales, and because of the possible contribution of gravitational waves.

Allowing $`\mathrm{\Delta }N`$ to vary, but keeping constant the other 3 parameters $`\omega _b`$, $`z_{eq}`$, and $``$, we obtain nearly degenerate power spectra which we plot in Fig. 1, normalized to the first acoustic peak. The degeneracy in the acoustic peaks region is now slightly spoiled by the variation of the ratio $`\mathrm{\Omega }_\gamma /\mathrm{\Omega }_{rel}`$: the different radiation content at decoupling induces a larger (for $`\mathrm{\Delta }N>0`$) early ISW effect, which boosts the height of the first peak with respect to the other acoustic peaks. Nevertheless, it is still impossible to distinguish between the different models with present CMB measurements and without external priors. Furthermore, a slight change in the scalar spectral index, $`n_s`$, can reproduce a perfect degeneracy up to the third peak.

The main result of this is that, even with a measurement of the first 3 peaks in the angular spectrum, it is impossible to put bounds on $`\omega _{rel}`$ alone, even when fixing other parameters such as $`\omega _b`$. Furthermore, since the degeneracy is mainly in $`z_{eq}`$, the constraints on $`\omega _m`$ from CMB are also affected (see section 4).

In Fig. 2 we plot the shift parameter $``$ as a function of $`\mathrm{\Delta }N`$, while fixing $`\mathrm{\Omega }_m=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$. Increasing $`\mathrm{\Delta }N`$ moves the peaks to smaller angular scales, even though the dependence of the shift parameter on $`\mathrm{\Delta }N`$ is rather mild. In order to compensate this effect, one has to change the curvature by increasing $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$. We therefore conclude that the present bounds on the curvature of the universe are weakly affected by $`\mathrm{\Delta }N`$. Nevertheless, when a positive (negative) $`\mathrm{\Delta }N`$ is included in the analysis, the preferred models are shifted toward closed (open) universes.

## 4 CMB analysis

In this section, we compare the recent CMB observations with a set of models with cosmological parameters sampled as follows: $`0.1<\mathrm{\Omega }_m<1.0`$, $`0.1<\mathrm{\Omega }_{rel}/\mathrm{\Omega }_{rel}(\mathrm{\Delta }N=0)<3`$, $`0.015<\mathrm{\Omega }_b<0.2`$; $`0<\mathrm{\Omega }_\mathrm{\Lambda }<1.0`$ and $`0.40<h<0.95`$. We vary the spectral index of the primordial density perturbations within the range $`n_s=0.50,\mathrm{},1.50`$ and we re-scale the fluctuation amplitude by a pre-factor $`C_{10}`$, in units of $`C_{10}^{COBE}`$. We also restrict our analysis to purely adiabatic, flat models ($`\mathrm{\Omega }_{tot}=1`$) and we add an external Gaussian prior on the Hubble parameter $`h=0.65\pm 0.2`$.

The theoretical models are computed using the publicly available cmbfast program (Seljak & Zaldarriaga 1996) and are compared with the recent BOOMERanG-98, DASI and MAXIMA-1 results. The power spectra from these experiments were estimated in $`19`$, $`9`$ and $`13`$ bins respectively, spanning the range $`25\mathrm{}1100`$. We approximate the experimental signal $`C_B^{ex}`$ inside the bin to be a Gaussian variable, and we compute the corresponding theoretical value $`C_B^{th}`$ by convolving the spectra computed by CMBFAST with the respective window functions. When the window functions are not available, as in the case of Boomerang-98, we use top-hat window functions. The likelihood for a given cosmological model is then defined by $`2\mathrm{l}\mathrm{n}L=(C_B^{th}C_B^{ex})M_{BB^{}}(C_B^{}^{th}C_B^{}^{ex})`$ where $`C_B^{th}`$ ($`C_B^{ex}`$) is the theoretical (experimental) band power and $`M_{BB^{}}`$ is the Gaussian curvature of the likelihood matrix at the peak. We consider $`10\%`$, $`4\%`$ and $`4\%`$ Gaussian distributed calibration errors (in $`\mu `$ K) for the BOOMERanG-98, DASI and MAXIMA-1 experiments respectively. We also include the COBE data using Lloyd Knox’s RADPack packages.

In order to show the effect of the inclusion of $`\omega _{rel}`$ on the estimation of the other parameters, we plot likelihood contours in the $`\omega _{rel}\omega _m`$, $`\omega _{rel}\omega _b`$, $`\omega _{rel}n_s`$ planes.

Proceeding as in Melchiorri et al. (2000), we calculate a likelihood contour in those planes by finding the remaining ’nuisance’ parameters that maximize it. We then define our $`68\%`$, $`95\%`$ and $`99\%`$ confidence levels to be where the likelihood falls to $`0.32`$, $`0.05`$ and $`0.01`$ of its peak value, as would be the case for a 2-dimensional Gaussian.

In Fig. 3 we plot the likelihood contours for $`\omega _{rel}`$ vs $`\omega _m,\omega _b`$ and $`n_s`$ (top to bottom). As we can see, $`\omega _{rel}`$ is very weakly constrained to be in the range $`1\omega _{rel}/\omega _{rel}(\mathrm{\Delta }N=0)1.9`$ at $`1\sigma `$ in all the plots. The degeneracy between $`\omega _{rel}`$ and $`\omega _m`$ is evident in the top panel of Fig. 3. Increasing $`\omega _{rel}`$ shifts the epoch of equality and this can be compensated only by a corresponding increase in $`\omega _m`$. It is interesting to note that even if we are restricting our analysis to flat models, the degeneracy is still there and that the bounds on $`\omega _m`$ are strongly affected. We find $`\omega _m=0.2\pm 0.1`$, to be compared with $`\omega _m=0.13\pm 0.04`$ when $`\mathrm{\Delta }N`$ is kept to zero. It is important to realize that these bounds on $`\omega _{rel}`$ appear because of our prior on $`h`$ and because we consider flat models. When one allows $`h`$ as a free parameter and any value for $`\mathrm{\Omega }_m`$, then the degeneracy is almost complete and there are no bounds on $`\omega _{rel}`$. In the middle and bottom panel of Fig. 3 we plot the likelihood contours for $`\omega _b`$ and $`n_s`$. As we can see, these parameters are not strongly affected by the inclusion of $`\omega _{rel}`$. The bound on $`\omega _b`$, in particular, is completely unaffected by $`\omega _{rel}`$. There is however, a small correlation between $`\omega _{rel}`$ and $`n_s`$: the boost of the first peak induced by the ISW effect can be compensated (at least up to the third peak) by a small change in $`n_s`$.

Since the degeneracy is mainly in $`z_{eq}`$, it is useful to estimate the constraints we can put on this variable. In Fig. 4 we plot the likelihood contours on $`z_{eq}`$ by using the marginalization/maximization algorithm described above. By integration of this probability distribution function we obtain $`z_{eq}=3100_{400}^{+600}`$ at $`68\%`$ c.l., i.e. a late-time equality, in agreement with a low-density universe.

External constraints. It is interesting to investigate how well constraints from independent non-CMB datasets can break the above degeneracy between $`\omega _{rel}`$ and $`\omega _m`$. The supernovae luminosity distance is weakly dependent on $`\omega _{rel}`$ (see however Zentner & Walker 2001), and the bounds obtained on $`\mathrm{\Omega }_m`$ can be used to break the CMB degeneracy. Including the SN-Ia constraints on the $`\mathrm{\Omega }_m\mathrm{\Omega }_\mathrm{\Lambda }`$ plane, $`0.8\mathrm{\Omega }_m0.6\mathrm{\Omega }_\mathrm{\Lambda }=0.2\pm 0.1`$ (Perlmutter et al. 1999), we find $`\omega _{rel}/\omega _{rel}(\mathrm{\Delta }N=0)=1.12_{0.42}^{0.35}`$ at the $`2\sigma `$ confidence level.

It is also worthwile to include constraints from galaxy clustering and local cluster abundances. The shape of the matter power spectrum in the linear regime for galaxy clustering can be characterized by the shape parameter $`\mathrm{\Gamma }\mathrm{\Omega }_mh/\sqrt{(1+0.135\mathrm{\Delta }N)}e^{(\mathrm{\Omega }_b(1+\sqrt{2h}/\mathrm{\Omega }_m)0.06)}`$. From the observed data one has roughly (see e.g., Bond & Jaffe 1998) $`0.15\mathrm{\Gamma }+(n_s1)/20.3`$.

The degeneracy between $`\omega _m`$ and $`\omega _{rel}`$ in the CMB cannot be broken trivially by inclusion of large-scale structure data, because a similar degeneracy affects the LSS data as well (see e.g. Hu et al 1999). However, the geometrical degeneracy is lifted in the matter power spectrum, and accurate measurements of galaxy clustering at very large scales can distinguish between various models. This is exemplified in the bottom panel of Fig. 1, where we plot 3 matter power spectra with the same cosmological parameters as in the top panel, togheter with the decorrelated matter power spectrum obtained from the PSCz survey.

The inclusion of the above (conservative) value on $`\mathrm{\Gamma }`$ gives $`\omega _{rel}/\omega _{rel}(\mathrm{\Delta }N=0)=1.40_{0.56}^{0.49}`$, that is less restrictive than the one obtained with the SN-Ia prior.

A better constraint can be obtained by including a prior on the variance of matter perturbations over a sphere of size $`8h^1`$ Mpc, derived from cluster abundance observations. Comparing with $`\sigma _8=(0.55\pm 0.05)\mathrm{\Omega }_m^{0.47}`$, we obtain $`\omega _{rel}/\omega _{rel}(\mathrm{\Delta }N=0)=1.27_{0.43}^{0.35}`$, again at the $`2\sigma `$ confidence level.

## 5 Forecast for Map and Planck

In this section we perform a Fisher matrix analysis in order to estimate the precision with which forthcoming satellite experiments will be able to constrain the parameter $`z_{eq}`$.

Fisher matrix. Using $`(𝐬)`$ to denote the likelihood function for the parameter set $`𝐬`$ and expanding $`\mathrm{ln}`$ to quadratic order about the maximum defined by the reference model parameters $`𝐬_\mathrm{𝟎}`$, one obtains

$$(𝐬_0)\mathrm{exp}(\frac{1}{2}\underset{i,j}{}F_{ij}\delta s_i\delta s_j)$$

where the Fisher matrix $`F_{ij}`$ is given by the expression

$$F_{ij}=\underset{\mathrm{}}{\overset{\mathrm{}_{max}}{}}\frac{1}{(\mathrm{\Delta }C_{\mathrm{}})^2}\frac{C_{\mathrm{}}}{s_i}\frac{C_{\mathrm{}}}{s_j}$$
(6)
and $`\mathrm{}_{max}`$ is the maximum multipole number accessible to the experiment. The quantity $`\mathrm{\Delta }C_{\mathrm{}}`$ is the standard deviation on the estimate of $`C_{\mathrm{}}`$, which takes into account both cosmic variance and the expected error of the experimental apparatus and is given by

$`(\mathrm{\Delta }C_{\mathrm{}})^2{\displaystyle \frac{2}{(2\mathrm{}+1)f_{sky}}}(C_{\mathrm{}}+\overline{}_{\mathrm{}}^2)^2,`$ (7)
$`\overline{}_{\mathrm{}}^2={\displaystyle \underset{c}{}}w_ce^{(\mathrm{}(\mathrm{}+1)/\mathrm{}_c^2)}`$ (8)
(Knox 1995; Efstathiou & Bond 1999), for an experiment with $`N`$ channels (denoted by a subscript $`c`$), angular resolution (FWHM) $`\theta _c`$, sensitivity $`\sigma _c`$ per resolution element and with a sky coverage $`f_{sky}`$. The inverse weight per solid angle is $`w_c^1(\sigma _c\theta _c)^2`$ and $`\mathrm{}_c\sqrt{8\mathrm{ln}2}/\theta _c`$ is the width of the beam, assuming a Gaussian profile. If the initial fluctuations are Gaussian and a uniform prior is assumed, one finds that the covariance matrix is given by the inverse of the Fisher matrix, $`C=F^1`$ \[Bond et al. 1997\]. The standard deviation for the parameter $`s_i`$ (with marginalization over all other parameters) is therefore given by $`\sigma _i=\sqrt{C_{ii}}`$. This approximation is rigorously valid only in the vicinity of the maximum of the likelihood function, but it has proved to give useful insight even for large values of $`𝐬𝐬_\mathrm{𝟎}`$ (Efstathiou & Bond 1999; Efstathiou 2001). The main advantage of the Fisher matrix approach when compared to an exact likelihood analysis is that for $`m`$ cosmological parameters the former requires only the evaluation of $`m+1`$ power spectra. Therefore the computational effort is vanishingly small with respect to the one necessary for a full likelihood analysis of the parameter space.

Table 1 summarizes the experimental parameters for MAP and Planck we have used in the analysis. For both experiment we have taken $`f_{sky}=0.50`$. These values are indicative of the expected performance of the experimental apparatus, but the actual values may be somewhat different, especially for the Planck satellite.

Cosmological parameters. The validity of the Fisher matrix analysis depends on the chosen parameter set, as well as on the point $`𝐬_\mathrm{𝟎}`$ at which the likelihood function is supposed to reach its maximum. We use the following 9 dimensional parameter set: $`\omega _b,\omega _c,\omega _\mathrm{\Lambda },,z_{eq},n_s,n_t,r,Q`$. Here $`n_s,n_t`$ are the scalar and tensor spectral indices respectively, $`r=C_2^T/C_2^S`$ is the tensor to scalar ratio at the quadrupole, and $`Q=<\mathrm{}(\mathrm{}+1)C_{\mathrm{}}>^{1/2}`$ denotes the overall normalization, where the mean is taken over the multipole range accessible to the experiment. We choose to use the shift parameter $``$ because this takes into account the geometrical degeneracy between $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and $`\mathrm{\Omega }_k`$ \[Efstathiou & Bond 1999\]. Our purely adiabatic reference model has parameters: $`\omega _b=0.0200`$ ($`\mathrm{\Omega }_b=0.0473`$), $`\omega _c=0.1067`$ ($`\mathrm{\Omega }_c=0.2527`$), $`\omega _\mathrm{\Lambda }=0.2957`$ ($`\mathrm{\Omega }_\mathrm{\Lambda }=0.7000`$), ($`h=0.65`$), $`=0.953`$, $`z_{eq}=3045`$, $`n_s=1.00`$, $`n_t=0.00`$ , $`r=0.10`$, $`Q=1.00`$. This is a fiducial, concordance model, which we believe is in good agreement with most recent determinations of the cosmological parameters (flat universe, scale invariant spectral index, BBN compatible baryon content, large cosmological constant). Furthermore, we allow for a modest, $`10\%`$ tensor contribution at the quadrupole in order to be able to include tensor modes in the Fisher matrix analysis.

We plot the derivatives of $`C_{\mathrm{}}`$ with respect to the different parameters in Fig. 5. Generally, we remark that derivatives with respect to the combination of parameters describing the matter content of the universe ($`\omega _b`$ and $`\omega _c`$, $``$, $`z_{eq}`$) are large in the acoustic peaks region, $`\mathrm{}>100`$, while derivatives with respect to parameters describing the tensor contribution ($`n_t`$, $`r`$) are important in the large angular scale region. Since measurements in this region are cosmic variance limited, we expect uncertainties in the latter set of parameters to be large regardless of the details of the experiment. The curve for $`C_{\mathrm{}}/Q`$ is of course identical to the $`C_{\mathrm{}}`$’s themselves. The cosmological constant is a notable exception: variation in the value of $`\omega _\mathrm{\Lambda }`$ keeping all other parameters fixed produces a perfect degeneracy in the acoustic peaks region. Therefore we expect the derivative $`C_{\mathrm{}}/\omega _\mathrm{\Lambda }`$ to be 0 in this region. Small numerical errors in the computation of the spectra, however, artificially spoil this degeneracy, erroneously leading to smaller predicted uncertainties. In order to suppress this effect, we set $`C_{\mathrm{}}/\omega _\mathrm{\Lambda }=0`$ for $`\mathrm{}>200`$. From eq. (6) we see that a large absolute value of $`C_{\mathrm{}}/s_i`$ leads to a large $`F_{ii}`$ and therefore to a smaller $`1\sigma `$ error (roughly neglecting non-diagonal contributions). If the derivative along $`s_i`$ can be approximated as a linear combination of the others, however, then the corresponding directions in parameter space will be degenerate, and the expected error will be important. This is the case for mild, featureless derivatives as $`C_{\mathrm{}}/r`$, while wild changing derivatives (such as $`C_{\mathrm{}}/`$) induce smaller errors in the determination of the corresponding parameter. Therefore the choice of the parameter set is very important in order to correctly predict the standard errors of the experiment.

Error forecast. Table 2 shows the results of our analysis for the expected $`1\sigma `$ error. Determination of the redshift of equality can be achieved by MAP with $`23\%`$ accuracy, while Planck will pinpoint it down to $`2\%`$ or so. From $`\omega _{rel}=(\omega _b+\omega _c)/z_{eq}`$ it follows that the energy density of relativistic particles, $`\omega _{rel}`$, will be determined within $`43\%`$ by MAP and $`3\%`$ by Planck. This translates into an impossibility for MAP of measuring the effective number of relativistic species ($`\mathrm{\Delta }N_{eff}3.17`$ at 1$`\sigma `$), while Planck will be able to track it down to $`\mathrm{\Delta }N_{eff}0.24`$. As for the other parameters, while the acoustic peaks’ position (through the value of $``$) and the matter content of the universe can be determined by Planck with high accuracy (of the order of or less than one percent), the cosmological constant remains (with CMB data only) almost undetermined, because of the effect of the geometrical degeneracy. The scalar spectral index $`n_s`$ and the overall normalization will be well constrained already by MAP (within $`15\%`$ and $`1\%`$, respectively), while because of the reasons explained above the tensor spectral index $`n_t`$ and the tensor contribution $`r`$ will remain largely unconstrained by both experiments. Generally, an improvement of a factor 10 is to be expected between MAP and Planck in the determination of most cosmological parameters. Our analysis considers temperature information only, while it is well known that inclusion of polarization measurements greatly improves determination of the tensor mode parameters (see e.g. Bucher et al. 2000). For Planck, which will have polarization measurement capabilities, this will be of great importance.

A Fisher matrix analysis for $`\mathrm{\Delta }N_{eff}`$ was previously performed by Lopez et al. (1999) and repeated by Kinney & Riotto (1999) (with the equivalent chemical potential $`\xi `$), and a strong degeneracy was found between $`N_{eff},h`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, and to lesser extent with $`\mathrm{\Omega }_b`$. We have seen here that the degeneracy really is between $`\omega _{rel},\omega _m`$ and $`n`$, and the degeneracy previously observed is thus explained because they considered flat models, where a change in $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is equivalent to a change in $`\omega _m`$, $`\omega _m=(1\mathrm{\Omega }_\mathrm{\Lambda }\mathrm{\Omega }_b)h^2`$. The results of this paper, on how precisely the future satellite missions can extract the relativistic energy density, can be translated into approximately $`\mathrm{\Delta }N_{eff}=3.17`$ ($`\xi =2.4`$) and $`\mathrm{\Delta }N_{eff}=0.24`$ ($`\xi =0.73`$) for MAP and Planck respectively.

## 6 Conclusions

In this paper, we have examined the effect of varying the background of relativistic particles on the cosmological parameters derived from CMB observations. We have found that the present constraints on the overall curvature, $`\mathrm{\Omega }_k`$, and tilt of primordial fluctuations, $`n_s`$, are slightly affected by the inclusion of this background. However, we have found a relevant degeneracy with the amount of non relativistic matter $`\omega _m`$. Even with relatively strong external priors (flatness, $`h=0.65\pm 0.2`$, age $`>10`$ Gyrs) the present CMB bound ($`95\%`$ c.l.) $`0.1<\omega _m<0.2`$ spreads to $`0.05<\omega _m<0.45`$ when variations in $`\omega _{rel}`$ are allowed. Specifically, without priors on $`\omega _m`$ (through flatness, $`h`$, etc) no bounds on $`N_{eff}`$ can be obtained.

Another fundamental point bears on the identification of the best choice of parameters, i. e. parameter combinations which can be unambigously extracted from CMB data. It is of the greatest importance to realize which parameter set is least plagued by degeneracy problems, i. e. which directions in parameter space are non-flat. In the well known case of the geometrical degeneracy, the shift parameter $``$ can be determined with very high precision by measuring the position of the peaks. The curvature and the Hubble parameters, however, are almost flat directions in parameter space, and therefore are not ideal variables for extraction from CMB data. In this work, we have pointed out that an analogous situation exists for $`z_{eq}`$, $`\omega _{rel}`$ and $`\omega _m`$. In fact, $`z_{eq}`$ is well determined because it measures the physical distance to equality time, while on the contrary $`\omega _m`$ is a rather ill-suited variable for CMB data, since it suffers from degeneracy with $`\omega _{rel}`$ (at least up to the third acoustic peak).

Fortunately, as we saw in the last section, the matter – radiation degeneracy in the CMB data is present only up to the third peak and future space missions like Planck will be able to determine separately the amount of matter and radiation in the universe.

## Acknowledgments

We thank Celine Boehm, Ruth Durrer, Louise Griffiths and Alain Riazuelo for useful comments. RT is grateful to the University of Oxford for the hospitality during part of this work. RB is supported by the Fitzgerald Scholarship fund. SHH is supported by a Marie Curie Fellowship of the European Community under the contract HPMFCT-2000-00607. AM is supported by PPARC. This work is supported by the European Network CMBNET.


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# Introduction

## Introduction

Anticanonical hypersurfaces in toric Fano varieties provide a large supply of Calabi–Yau varieties. Many explicit computations and constructions on these varieties rely on the strength of toric geometry. In particular, ever since the paper of Batyrev , toric constructions have played an important role in the study of mirror symmetry.

According to string theory, one of the basic moduli spaces involved in mirror symmetry is the so-called Kähler moduli space of a Calabi–Yau variety $`Z`$. This in turn is intimately related to the nef cone $`𝒩(Z)`$ of $`Z`$, i.e. the closed cone of divisors in the Picard group over $``$ spanned by nef classes. The nef cone of a variety also appears in birational geometry; faces of this cone give information about possible birational contractions and fibre space structures on the variety. The explicit computation of this cone is therefore often of interest.

For toric hypersurfaces, one could hope that this cone, or at least its intersection with the subspace of toric divisors on $`Z`$ (divisors that lie in the image of the restriction map from the Picard group of the ambient space), can be computed explicitly in terms of the toric data. In a recent work , Cox and Katz give an combinatorial description of a certain cone $`𝒩_0`$ in the real vector space $`W`$ of toric divisors on $`Z`$. This cone is constructed from the ambient toric variety and some related varieties birational to it; for details turn to \[4, Section 6.2\] or Section 3 of this note. Cox and Katz conjecture \[4, Conjecture 6.2.8\] that the toric nef cone of the Calabi–Yau variety $`Z`$ is exactly $`𝒩_0`$.

In this note, I consider a certain toric quotient of a quintic hypersurface in $`^4`$ and its toric Calabi–Yau resolution $`Z`$. The variety $`Z`$ is a hypersurface in a toric Fano variety and so the conjecture of Cox and Katz applies to it. However, I obtain

###### Theorem 0.1

The hypersurface $`Z`$ in its ambient toric variety provides a counterexample to \[4, Conjecture 6.2.8\] of Cox and Katz: its (toric) nef cone is strictly larger than the cone $`𝒩_0`$ predicted by the conjecture.

My attempts at formulating an alternative conjecture or computing the nef cone of $`Z`$ have not been successful.

Acknowledgments The particular toric quotient considered in this note appears in a construction of Aspinwall and Morrison . I wish to thank Pelham Wilson for encouragement, comments and corrections and Victor Batyrev for a discussion about nef cones.

Notation and conventions All varieties are defined over $``$. If $`X`$ is a projective variety, its nef cone is the closed cone $`𝒩(X)`$ in $`Pic_{}(X)`$ generated by nef divisor classes, i.e. classes $`DPic(X)`$ satisfying $`DC0`$ for all effective curves $`CX`$. I use the language of toric geometry, in particular the ideas of linear Gale transform and Gelfand–Kapranov–Zelevinsky cones; the main references are Fulton , Oda–Park  and Cox–Katz \[4, Chapters 3 and 6\].

## 1 Some toric varieties

Fix $`\xi `$, a primitive fifth root of unity. Consider the image $`D`$ of the group

$$\{(z_i)(\xi ^{a_i}z_i):\underset{i=0}{\overset{4}{}}a_i=0(mod5)\}$$

in $`PGL(5,)`$ and its subgroup $`H=g_1,g_2`$ generated by

$$g_1:(z_0,z_1,z_2,z_3,z_4)(z_0,\xi z_1,\xi ^2z_2,\xi ^3z_3,\xi ^4z_4)$$

and

$$g_2:(z_0,z_1,z_2,z_3,z_4)(z_0,\xi z_1,\xi ^3z_2,\xi z_3,z_4).$$

I will be interested in the quotient variety $`^4/H`$ and its (partial) resolutions. To describe these torically, let $`\stackrel{~}{N}^4`$, $`\stackrel{~}{M}=Hom(\stackrel{~}{N},)`$ and consider the polyhedron

$$\stackrel{~}{\mathrm{\Delta }}=\left\{\underset{i=0}{\overset{4}{}}m_i1,m_i1\right\}\stackrel{~}{M}_{}$$

together with its dual polyhedron

$$\stackrel{~}{\mathrm{\Delta }}^{}=span\{(1,0,0,0),(0,1,0,0),(0,0,1,0),(0,0,0,1),(1,1,1,1)\}\stackrel{~}{N}_{}.$$

The data $`(\stackrel{~}{M},\stackrel{~}{\mathrm{\Delta }})`$ defines $`_{\stackrel{~}{M},\stackrel{~}{\mathrm{\Delta }}}^4`$ in the contravariant description of toric varieties. The obvious map of lattices and polyhedra $`(\stackrel{~}{N},\stackrel{~}{\mathrm{\Delta }}^{})(\stackrel{~}{M},\stackrel{~}{\mathrm{\Delta }})`$ corresponds to the quotient map

$$_{\stackrel{~}{M},\stackrel{~}{\mathrm{\Delta }}}^4_{\stackrel{~}{N},\stackrel{~}{\mathrm{\Delta }}^{}}^4/D.$$

###### Proposition 1.1

In the contravariant description, $`^4/H_{M,\mathrm{\Delta }}`$, where $`M^4`$ and $`\mathrm{\Delta }`$ is the polyhedron

$$\mathrm{\Delta }=span\{(1,0,0,0),(3,5,4,2),(0,0,1,0),(0,0,0,1),(2,5,3,1)\}M_{}.$$

The dual polyhedron $`\mathrm{\Delta }^{}N_{}`$ of $`\mathrm{\Delta }`$ is

$$\mathrm{\Delta }^{}=span\{(1,2,1,1),(4,1,1,1),(1,1,1,1),(1,2,4,1),(1,0,1,4)\},$$

where $`N=Hom(M,)`$. Moreover,

1. there are no lattice points in the interior of $`\mathrm{\Delta }^{}`$ except for the origin;
2. there are no lattice points in the interiors of three- or one-dimensional faces;
3. there are precisely two lattice points $`P_i,Q_i`$, $`i=1,\mathrm{},10`$ in the interiors of each of the ten two-dimensional faces; the combinatorics of the faces is shown below.

Proof The inclusion $`\stackrel{~}{N}\stackrel{~}{M}`$ corresponds to the inclusion in $`\stackrel{~}{M}`$ of the lattice of invariant monomials under the $`D`$ action. The sublattice $`M`$ of $`\stackrel{~}{M}`$ is the lattice of invariant monomials under the action of $`H`$. The points $`(4,1,1,1)`$, $`(1,1,2,0)`$, $`(1,1,4,1)`$, $`(1,1,1,4)`$ of $`\stackrel{~}{M}`$ give a choice of basis for $`M`$. An easy computation gives $`\mathrm{\Delta }`$, its dual polyhedron $`\mathrm{\Delta }^{}`$ and the lattice points contained in it. For further reference, the lattice points of $`\mathrm{\Delta }^{}`$ are listed in the Appendix. $`\mathrm{}`$

Denote $`_{M,\mathrm{\Delta }}`$ simply by $`_\mathrm{\Delta }`$. Let $`\mathrm{\Sigma }`$ be the fan consisting of cones over faces of $`\mathrm{\Delta }^{}`$ in $`N_{}`$. This fan defines the toric variety $`𝕏_{N,\mathrm{\Sigma }}_\mathrm{\Delta }`$.

###### Proposition 1.2

$`_\mathrm{\Delta }`$ is a $``$-factorial Gorenstein variety, with ten curves of canonical singularities. Every permutation $`\eta `$ of the lattice points $`\{P_i,Q_i\}`$ gives rise to a partial resolution

$$𝕏_{\mathrm{\Sigma }_\eta }_\mathrm{\Delta }.$$

The varieties $`𝕏_{\mathrm{\Sigma }_\eta }`$ have isolated singularities only.

Proof All this is basic toric geometry. The curves of singularities correspond to the ten two-dimensional faces of $`\mathrm{\Delta }^{}`$. The singularities can be partially resolved by subdividing the fan $`\mathrm{\Sigma }`$ using the lattice points $`\{P_i,Q_i\}`$. Any permutation $`\eta `$ of these points gives a fan $`\mathrm{\Sigma }_\eta `$ in the space $`N_{}`$ and a corresponding toric partial resolution $`𝕏_{\mathrm{\Sigma }_\eta }`$ with isolated singularities. $`\mathrm{}`$

## 2 Some hypersurfaces

Let $`Q`$ be a smooth anticanonical hypersurface in $`^4`$ invariant under the action of $`H`$; for example the Fermat quintic will do. Let $`\overline{Z}=Q/H`$ be the corresponding non-degenerate anticanonical hypersurface of $`_\mathrm{\Delta }`$. $`\overline{Z}`$ is singular at the ten intersection points with the curves of singularities of $`_\mathrm{\Delta }`$ which are $`\frac{1}{5}(1,1,3)`$ quotient singularities. Every map $`𝕏_{\mathrm{\Sigma }_\eta }_\mathrm{\Delta }`$ gives rise to a morphism $`Z_\eta \overline{Z}`$. The hypersurface $`Z_\eta 𝕏_{\mathrm{\Sigma }_\eta }`$ is a nonsingular Calabi–Yau variety because every $`𝕏_{\mathrm{\Sigma }_\eta }`$ is nonsingular in codimension three.

###### Proposition 2.1

The resolutions $`Z_\eta `$ are all canonically isomorphic to a Calabi–Yau resolution $`Z`$ of $`\overline{Z}`$.

Proof Let $`\eta _1`$, $`\eta _2`$ be two permutations of the interior lattice points. There is a corresponding birational map

$$𝕏_{\mathrm{\Sigma }_{\eta _1}}𝕏_{\mathrm{\Sigma }_{\eta _2}}.$$

It is easy to check that the exceptional sets of this birational map are disjoint from the hypersurfaces $`Z_{t,\eta _i}`$. The statement follows. $`\mathrm{}`$

The next statement shows that in the case at hand the space of toric divisors is in fact the whole Picard group.

###### Proposition 2.2

The restriction homomorphisms

$$Pic_{}(𝕏_{\mathrm{\Sigma }_\eta })Pic_{}(Z)$$

are all isomorphisms.

Proof This follows from \[7, Section 6, Theorem 2\]. The point is that every curve of singularities of $`_\mathrm{\Delta }`$ meets the general hypersurface in one point, so the exceptional divisors in $`𝕏_{\mathrm{\Sigma }_\eta }`$ restrict to irreducible divisors on the hypersurface $`Z`$. $`\mathrm{}`$

## 3 Some cones

Let $`W`$ denote the vector space $`Pic_{}(Z)`$. By Proposition 2.2, $`W`$ can be canonically identified with the linear Gale transform  of the set of points $`\{D_i,P_j,Q_r\}`$ in $`N`$. The fans $`\mathrm{\Sigma }_\eta `$ for different permutations $`\eta `$ give convex polyhedral cones, the so-called Gelfand–Kapranov–Zelevinsky cones $`cpl(\mathrm{\Sigma }_\eta )`$ in the vector space $`W`$, such that there are canonical maps and identifications

$$\begin{array}{ccccc}Pic_{}(𝕏_{\mathrm{\Sigma }_\eta })& \stackrel{}{}& Pic_{}(Z)& =& W\\ & & & & \\ 𝒩(𝕏_{\mathrm{\Sigma }_\eta })& & =& & cpl(\mathrm{\Sigma }_\eta )\end{array}$$

###### Lemma 3.1

Under these identifications, the cones $`cpl(\mathrm{\Sigma }_\eta )`$ are all contained in the nef cone $`𝒩(Z)W`$.

Proof The anticanonical hypersurface in $`𝕏_{\mathrm{\Sigma }_\eta }`$ is $`Z`$. Nef divisor classes on the ambient space clearly restrict to nef classes on the hypersurface. $`\mathrm{}`$

Thus

$$\underset{\eta }{}cpl(\mathrm{\Sigma }_\eta )𝒩(Z).$$

This is however not the full story. It is certainly possible that there are other subdivisions $`\mathrm{\Sigma }_0`$ of $`\mathrm{\Sigma }`$ satisfying the property used above; namely, that the anticanonical hypersurface in $`𝕏_{\mathrm{\Sigma }_0}`$ is isomorphic to $`Z`$. To treat these fans, I recall some definitions following \[4, 6.2\].

Suppose $`\mathrm{\Sigma }`$ is a fan in $`N_{}`$, $`\mathrm{\Sigma }^{(1)}`$ the set of its one-dimensional cones. A linear circuit is a linearly dependent set $`S\mathrm{\Sigma }^{(1)}`$, no subset of which is linearly dependent. There is a decomposition $`S=S_+S_{}`$ (depending on a choice) where $`S_+`$, respectively $`S_{}`$ are the vectors appearing with positive, respectively negative coefficients in a linear relation. Correspondingly, there is a fan $`\mathrm{\Sigma }_+(S)`$ given by cones spanned by $`Sn_i`$ for $`n_iS_+`$ and their subcones, and a similar fan $`\mathrm{\Sigma }_{}(S)`$.

A linear circuit $`S`$ is said to be supported by $`\mathrm{\Sigma }`$, if the following two conditions are satisfied:

* $`\mathrm{\Sigma }_+(S)`$ is a subfan of $`\mathrm{\Sigma }`$.
* Let $`\sigma `$ be a top-dimensional cone of $`\mathrm{\Sigma }_+(S)`$. If there exists a subset $`S^{}\mathrm{\Sigma }^{(1)}`$ such that $`\sigma S^{}`$ generates a top-dimensional cone of $`\mathrm{\Sigma }`$, then for all other top-dimensional cones $`\sigma ^{}`$ of $`\mathrm{\Sigma }_+(S)`$, $`\sigma ^{}S^{}`$ also generates a top-dimensional cone of $`\mathrm{\Sigma }`$.

Suppose that $`S`$ is a linear circuit supported by $`\mathrm{\Sigma }`$ and both $`S_{}`$ and $`S_+`$ are non-empty. Then there exists a new fan $`Flip_S(\mathrm{\Sigma })`$ from $`\mathrm{\Sigma }`$ obtained by replacing the simplices of $`\mathrm{\Sigma }`$ spanned by $`\sigma S^{}`$, where $`\sigma `$ is a cone of $`\mathrm{\Sigma }_{}(S)`$ and $`S^{}\mathrm{\Sigma }^{(1)}`$, by the simplices spanned by $`\sigma ^{}S^{}`$ where $`\sigma ^{}`$ is a cone of $`\mathrm{\Sigma }_+(S)`$. Then the fan $`Flip_S(\mathrm{\Sigma })`$ is simplicial, the toric variety defined by it is projective, and the cones $`cpl(\mathrm{\Sigma })`$ and $`cpl(Flip_S(\mathrm{\Sigma }))`$ in the linear Gale transform $`W`$ touch along a common face.

Corresponding to the two fans in $`N_{}`$, there is a birational map

$$\phi :𝕏_\mathrm{\Sigma }𝕏_{Flip_S(\mathrm{\Sigma })}.$$

It is easy to check that in case $`S_{}`$ contains only one element, this map is in fact a morphism contracting a divisor. If however both $`S_{}`$ and $`S_+`$ contain more than one element, the birational map is a generalized flop, a small contraction followed by a small resolution. If the flop $`\phi `$ has exceptional locus disjoint from the anticanonical hypersurface of $`𝕏_\mathrm{\Sigma }`$, it is called a trivial flop and in this case the flip attached to $`S`$ is referred to by  as a trivial flip.

Return to the lattice $`N`$ containing the polyhedron $`\mathrm{\Delta }^{}`$. Define a fan $`\mathrm{\Sigma }_0`$ in $`N_{}`$ to be good, if it satisfies the following

Condition:  There is a permutation $`\eta `$ such that the fan $`\mathrm{\Sigma }_0`$ can be obtained from the fan $`\mathrm{\Sigma }_\eta `$ by a sequence of trivial flips.

The Condition implies that the set of one-dimensional cones of $`\mathrm{\Sigma }_0`$ is precisely $`\{D_i,P_i,Q_i\}`$. So the cones $`cpl(\mathrm{\Sigma }_0)`$ defined by the good fans $`\mathrm{\Sigma }_0`$ embed canonically into $`W`$. As the flips involved are trivial, the proper transform of $`Z`$ in $`𝕏_{\mathrm{\Sigma }_0}`$ is isomorphic to $`Z`$. Setting

$$𝒩_0=\underset{\mathrm{\Sigma }_0\mathrm{good}}{}cpl(\mathrm{\Sigma }_0),$$

there is an inclusion

$$𝒩_0𝒩(Z).$$

\[4, Conjecture 6.2.8\] expects this inclusion to be an equality. However, the situation is more complicated. The following is Theorem 0.1 stated in the Introduction:

###### Theorem 3.2

In the case discussed, the inclusion above is strict. The anticanonical hypersurface $`Z`$ in the toric variety $`𝕏_{\mathrm{\Sigma }_\eta }`$ provides a counterexample to \[4, Conjecture 6.2.8\] of Cox and Katz.

Proof Let $`\mathrm{\Sigma }_0`$ be a good fan satisfying the condition that the cones over the tetrahedra

$$D_2P_{10}Q_{10}P_6,D_2D_4Q_{10}P_6,D_4P_{10}Q_{10}P_6,D_2P_{10}Q_{10}P_7,D_2D_4Q_{10}P_7,D_4P_{10}Q_{10}P_7$$

are top-dimensional cones in $`\mathrm{\Sigma }_0`$ (see the figure; remember it is a three-dimensional image of a four-dimensional setup).

Under this assumption, there are two interesting circuits supported on $`\mathrm{\Sigma }_0`$. The first one is

$$S=\{D_2,D_4,P_{10},Q_{10}\}.$$

The linear relation is

$$3𝐪_{\mathrm{𝟏𝟎}}+𝐝_2+𝐝_4+𝐩_{10}=0$$

in obvious notation. Setting $`S_+=\{D_2,D_4,P_{10}\}`$, it is easy to check that the assumptions imply that $`S`$ is supported on $`\mathrm{\Sigma }_0`$. The corresponding birational map $`\phi _1`$ is a contraction of the divisor $`E_1`$ given by the one-dimensional cone spanned by $`Q_{10}`$. It is easy to check that $`E_1^1\times ^2`$ contracting to $`^1`$. $`\phi _1`$ restricts to the threefold $`Z`$ as the contraction of an irreducible exceptional divisor $`F_1^2`$ to a singular point.

Now consider the circuit $`S=\{P_6,P_7,Q_{10}\}`$. The relation is

$$𝐪_{10}+𝐩_6+𝐩_7=0.$$

With $`S_+=\{P_6,P_7\}`$, the circuit is supported on $`\mathrm{\Sigma }_0`$. The corresponding contraction $`\phi _2`$ on $`𝕏_{\mathrm{\Sigma }_\eta }`$ is again divisorial, having exceptional divisor defined by the one-dimensional cone spanned by $`D_{10}`$. So $`\phi _2`$ has the same exceptional divisor $`E_2=E_1^1\times ^2`$ as $`\phi _1`$. The image of the exceptional divisor is in this case two-dimensional: the contraction $`\phi _2`$ restricts to $`E_2`$ as the projection to $`^2`$.

The restriction of $`\phi _2`$ to $`Z`$ contracts the set $`Exc(\phi _2)Z`$ to $`^2`$. However, in the first part of the discussion I have shown that $`Exc(\phi _2)Z=Exc(\phi _1)Z=^2`$. Under $`\phi _2`$, this maps isomorphically to $`^2`$. Hence the contraction $`\phi _2`$ restricts to $`Z`$ as the identity.

The contraction $`\phi _2`$ is divisorial, in particular not a flop; hence the corresponding face of $`cpl(\mathrm{\Sigma }_0)`$ is a face of the cone $`𝒩_0`$. However, divisors in this face (and beyond) are still ample on $`Z`$. This implies that the corresponding face is not in the boundary of $`𝒩(Z)`$. Thus the cone $`𝒩(Z)`$ is strictly larger than $`𝒩_0`$ as claimed. $`\mathrm{}`$

###### Remark 3.3

It is easy to see that possible counterexamples to \[4, Conjecture 6.2.8\] can only arise where the relevant face of $`𝒩_0`$ gives a contraction with fibre dimension one. In all other cases, the hypersurface $`Z`$ contains at least one contracted curve, and so the face is indeed a face of the nef cone of $`Z`$.

From this point of view, it is instructive to consider the following, much simpler example. Let $`=^1\times ^3`$ and let $`Z`$ be an anticanonical Calabi–Yau threefold. $``$ has a nef cone with two faces, the faces corresponding to the contractions to the two factors. In particular, the nef cone of $``$ is also the effective cone, the cone of effective classes.

One of the contractions restricts to $`Z`$ as a K3 fibration. However, the (Stein factorization of) the morphism to $`^3`$ is not a fibration, and not even a divisorial contraction: it is the contraction of a finite set of rational curves. In particular, it is a flopping face, there is another marked birational model for $`Z`$ (which as an unmarked model is incidentally isomorphic to $`Z`$). What happens here is that the nef cones are the same, but the effective cone changes: the effective cone of $`Z`$ is strictly larger than its nef cone. Note that the trouble came again from a contraction of the toric ambient space of fibre dimension one.

## Appendix: Description of the polyhedron $`\mathrm{\Delta }^{}`$

The vertices of $`\mathrm{\Delta }^{}`$ in $`N`$:

$`D_0=(1,2,1,1),D_1=(4,1,1,1),D_2=(1,1,1,1),`$

$`D_3=(1,2,4,1),D_4=(1,0,1,4)`$

The lattice points on the two-dimensional faces:

$$\begin{array}{cccc}P_1=(2,0,1,1)\hfill & Q_1=(0,1,1,1)\hfill & \text{ on }& D_0D_1D_2\\ P_2=(0,1,2,1)\hfill & Q_2=(1,0,0,1)\hfill & \text{ on }& D_0D_1D_3\\ P_3=(0,1,1,0)\hfill & Q_3=(1,0,1,1)\hfill & \text{ on }& D_0D_1D_4\\ P_4=(1,1,0,1)\hfill & Q_4=(1,0,1,1)\hfill & \text{ on }& D_0D_2D_3\\ P_5=(1,1,1,0)\hfill & Q_5=(1,1,1,1)\hfill & \text{ on }& D_0D_2D_4\\ P_6=(1,0,0,2)\hfill & Q_6=(1,0,1,0)\hfill & \text{ on }& D_0D_3D_4\\ P_7=(0,0,0,1)\hfill & Q_7=(1,1,1,1)\hfill & \text{ on }& D_1D_2D_3\\ P_8=(0,0,1,2)\hfill & Q_8=(1,0,1,0)\hfill & \text{ on }& D_1D_2D_4\\ P_9=(2,1,0,0)\hfill & Q_9=(0,1,1,1)\hfill & \text{ on }& D_1D_3D_4\\ P_{10}=(1,1,2,0)\hfill & Q_{10}=(1,0,0,1)\hfill & \text{ on }& D_2D_3D_4\end{array}$$


text:
# Scaling Limit of Vicious Walkers, Schur Function, and Gaussian Random Matrix Ensemble

## Abstract

We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric polynomials called the Schur functions. In the special case in the scaling limit that all walkers are started from the origin, the probability density is simplified and it shows that the positions of walkers on the real axis at time one is identically distributed with the eigenvalues of random matrices in the Gaussian orthogonal ensemble. Since the diffusion scaling limit makes the vicious walkers converge to the nonintersecting Brownian motions in distribution, the present study will provide a new method to analyze intersection problems of Brownian motions in one-dimension.
PACS numbers: 05.40.-a, 05.50.+q, 02.50.Ey

The problem of vicious walkers was introduced by Fisher and its application to various wetting and melting phenomena were described in his Boltzmann medal lecture Fis84 . Recently, by using the standard one-to-one correspondence between walks and Young tableaux, Guttmann et al. GOV98  and Krattenthaler et al. KGV00  showed that the exact solutions for some enumeration problems of vicious walks AME91 ; EG95  are derived from the theory of symmetric functions Mac95  or the representation theory of classical groups FH91 . Important analogies between the ensembles of Young tableaux and those of Gaussian random matrices were reported by Johansson Joh00 , and Baik Bai00  and Nagao and Forrester NF01  studied the vicious walker problem using the random matrix theory of the Gaussian orthogonal ensemble (GOE) Meh91 ; Dei00 .

The purpose of this Letter is to demonstrate more explicit relations among the vicious walker problem, the Schur function Schur , and the GOE, by performing the diffusion scaling limit of the vicious walkers. We derive the time-dependent spatial-distribution function of walkers in this scaling limit. The dependence on the initial configurations is generally described by using the Schur functions. We show that the case, in which all walkers are started from the origin, can be treated, and in this special case the probability density of positions of walkers at time $`t=1`$ is identified with the probability density of eigenvalues in the GOE. Since the distribution of random walkers converges to that of Brownian motions in the diffusion scaling limit, the present analysis will solve some intersection problems of one-dimensional Brownian motions. More applications to the probability theory will be reported elsewhere KT

Vicious walks are defined as a subset of the simple random walks as follows. Let $`\{R_k^{s_i}\}_{k0},iI_n\{1,2,\mathrm{},n\}`$, be the $`n`$ independent symmetric simple random walks on $`𝐙=\{\mathrm{},2,1,0,1,2\mathrm{}\}`$ started from $`n`$ distinct positions, $`2s_1<2s_2<\mathrm{}<2s_n`$, $`s_i𝐙`$. Fix the time interval $`m`$ as a positive even number. The total number of walks is $`2^{mn}`$, all of which are assumed to be realized with equal probability $`2^{mn}`$. Now we consider a subset of walks such that any of walkers does not meet other walkers up to time $`m`$, that is, the condition

$$R_k^{s_1}<R_k^{s_2}<\mathrm{}<R_k^{s_n}1km$$
(1)
is imposed. Such a subset of walks is called the vicious walks (up to time $`m`$) Fis84 . Let $`N_n(m;\{e_i\}|\{s_i\})`$ be the total number of the vicious walks, in which the $`n`$ walkers arrive at the positions $`2e_1<2e_2<\mathrm{}<2e_n`$ at time $`m`$. Then the probability that such vicious walks with fixed end-points are realized in all possible random walks started from the given initial configuration is $`N_n(m;\{e_i\}|\{s_i\})/2^{mn}`$, which is denoted by $`V_n(\{R_k^{s_i}\}_{k=0}^m;R_m^{s_i}=2e_i)`$ in this Letter. We also define

$$V_n(\{R_k^{s_i}\}_{k=0}^m)=\underset{e_1<e_2<\mathrm{}<e_n}{}V_n(\{R_k^{s_i}\}_{k=0}^m;R_m^{s_i}=2e_i).$$

Recently Krattenthaler et al. KGV00  evaluated the asymptotes for large $`m`$ of $`V_n(\{R_k^{s_i}\}_{k=0}^m)`$ for the two special initial-configurations, (i) $`s_i=i1`$ and (ii) $`s_i=2(i1)`$, as

$$V_n(\{R_k^{s_i}\}_{k=0}^m)=a_nb_n(\{s_i\})m^{n(n1)/4}\left(1+𝒪(1/m)\right),$$

where

$`a_n`$ $`=`$ $`\{\begin{array}{cc}(2^n/\pi )^{n/4}{\displaystyle \underset{i=1}{\overset{n/2}{}}}(2i2)!\hfill & \text{if}n=\text{even}\hfill \\ (2^{n+1}/\pi )^{(n1)/4}{\displaystyle \underset{i=1}{\overset{(n1)/2}{}}}(2i1)!\hfill & \text{if}n=\text{odd},\hfill \end{array}`$ (4)
with $`b_n(\{i1\})=1,b_n(\{2(i1)\})=2^{n(n1)/2}.`$

We found that their result can be immediately generalized as

$$b_n(\{s(i1)\})=s^{n(n1)/2}\text{for any}s=1,2,\mathrm{}.$$
(5)
This observation suggests that we can take the scaling limit such that $`L\mathrm{}`$ with the time interval $`m=Lt`$ and the initial spacing of walkers $`s=\sqrt{L}/2`$, where $`t`$ is finite.

In this Letter we consider the diffusion scaling limit; setting $`m=Lt,s_i=\sqrt{L}x_i/2,e_i=\sqrt{L}y_i/2,iI_n`$, and taking the limit $`L\mathrm{}`$. The key lemma, which will be proved shortly, is the following. For given $`t>0`$ and $`0x_1<x_2<\mathrm{}<x_n(x_i𝐙),y_1<y_2<\mathrm{}<y_n`$, let $`\xi (x)=(\xi _1(x),\mathrm{},\xi _n(x))`$ be a partition specified by the starting positions $`\{x_i\}`$ as

$$\xi _i(x)=x_{ni+1}(ni),iI_n,$$
(6)
then

$`\underset{L\mathrm{}}{lim}\left({\displaystyle \frac{\sqrt{L}}{2}}\right)^nV_n\left(\left\{R_k^{\sqrt{L}x_i/2}\right\}_{k=0}^{Lt};R_{Lt}^{\sqrt{L}x_i/2}={\displaystyle \frac{\sqrt{L}y_i}{2}}\right)`$
$`=(2\pi t)^{n/2}s_{\xi (x)}(e^{y_1/t},e^{y_2/t},\mathrm{},e^{y_n/t})`$
$`\times \mathrm{exp}\left({\displaystyle \frac{1}{2t}}{\displaystyle \underset{i=1}{\overset{n}{}}}(x_i^2+y_i^2)\right){\displaystyle \underset{1i<jn}{}}(e^{y_j/t}e^{y_i/t}),`$ (7)
where $`s_\lambda (z_1,\mathrm{},z_n)`$ is the Schur function Schur . We consider the rescaled one-dimensional lattice $`𝐙/(\sqrt{L}/2)`$, where the unit length is $`2/\sqrt{L}`$, and let $`\stackrel{~}{R}_k^x`$ denote the symmetric simple random walk starting from $`x`$ on $`𝐙/(\sqrt{L}/2)`$. Then (7) implies that

$`\underset{L\mathrm{}}{lim}V_n\left(\left\{\stackrel{~}{R}_k^{x_i}\right\}_{k=0}^{Lt};\stackrel{~}{R}_{Lt}^{x_i}[y_i,y_i+dy_i]\right)`$
$`=f_n(t;\{y_i\}|\{x_i\})d^ny,`$
where $`f_n(t;\{y_i\}|\{x_i\})`$ is defined by the RHS of (7).

In order to normalize $`f_n`$, we consider the integral

$`𝒩_n(t;\{x_i\})={\displaystyle _{y_1<\mathrm{}<y_n}}d^nyf_n(t;\{y_i\}|\{x_i\})`$
$`={\displaystyle \frac{e^{{\scriptscriptstyle x_i^2/2t}}}{(2\pi t)^{n/2}n!}}{\displaystyle d^nys_{\xi (x)}(e^{y_1/t},\mathrm{},e^{y_n/t})}`$
$`\times e^{{\scriptscriptstyle y_i^2/2t}}{\displaystyle \underset{1i<jn}{}}|e^{y_j/t}e^{y_i/t}|,`$ (8)
where we have used the fact that with the absolute values the integrand is invariant under permutation of $`y_i`$, since the Schur function is a symmetric function. The spatial-distribution function in the scaling limit of the $`n`$ vicious walkers at finite time $`t`$ is then given by $`d\mu _n=f_nd^ny/𝒩_n`$, or more explicitly

$$d\mu _n(t;\{y_i\}|\{x_i\})=g_n(t;\{y_i\}|\{x_i\})d^ny,$$

with the probability density

$`g_n(t;\{y_i\}|\{x_i\})={\displaystyle \frac{\mathrm{𝟏}\{y_1<y_2<\mathrm{}<y_n\}}{Z_n(t;\{x_i\})}}`$
$`\times s_{\xi (x)}(e^{y_1/t},\mathrm{},e^{y_n/t})`$
$`\times \mathrm{exp}\left({\displaystyle \frac{1}{2t}}{\displaystyle \underset{i=1}{\overset{n}{}}}y_i^2\right){\displaystyle \underset{1i<jn}{}}(e^{y_j/t}e^{y_i/t})`$ (9)
for $`0x_1<\mathrm{}<x_n,x_i𝐙`$, where $`\mathrm{𝟏}\{\omega \}`$ is 1 if $`\omega `$ is satisfied and is zero otherwise, and $`Z_n(t;\{x_i\})=(2\pi t)^{n/2}e^{{\scriptscriptstyle x_i^2/2t}}𝒩_n(t;\{x_i\}).`$ It should be noted that, if the initial configuration is $`x_i=i1,iI_n`$, then $`\xi _i(x)0`$ and the Schur function in (8) and (9) is $`s_{\xi (x)}=1`$.

Now we give a proof of (7). Define a subset of the square lattice $`𝐙^2`$,

$$_m=\{(x,y)𝐙^2:x+y=\text{even},0ym\},$$

and $`_m`$ be the set of all edges which connect the nearest-neighbor pairs of vertices in $`_m`$. Then each walk of the $`i`$-th walker, $`iI_n`$, can be represented as a sequence of successive edges connecting vertices $`S_i=(2s_i,0)`$ and $`E_i=(2e_i,m)`$ on $`(_m,_m)`$, which we call the lattice path running from $`S_i`$ to $`E_i`$. If such lattice paths share a common vertex, they are said to intersect. Under the vicious walk condition (1), what we consider is a set of all $`n`$-tuples of nonintersecting paths Stem90 . Let $`\pi (SE)`$ be the set of all lattice paths from $`S`$ to $`E`$, and $`\pi _0(\{S_i\}_{i=1}^n\{E_i\}_{i=1}^n)`$ be the set of all $`n`$-tuples $`(\pi _1,\mathrm{},\pi _n)`$ of nonintersecting lattice paths, in which $`\pi _i`$ runs from $`S_i`$ to $`E_i`$, $`iI_n`$. If we write the number of elements in a set $`A`$ as $`|A|`$, then $`N_n(m;\{e_i\}|\{s_i\})=|\pi _0(\{S_i\}_{i=1}^n\{E_i\}_{i=1}^n)|`$ and the Lindström-Gessel-Viennot theorem gives GV85 ; Stem90 ,

$$N_n(m;\{e_i\}|\{s_i\})=\underset{1i,jn}{det}(|\pi (S_jE_i)|).$$

Since $`|\pi (S_jE_i)|=\left(\genfrac{}{}{0pt}{}{m}{m/2+s_je_i}\right),`$ we have the binomial determinant

$`V_n(\{R_k^{s_i}\}_{k=0}^m;R_m^{s_i}=2e_i)`$
$`=2^{mn}\underset{1i,jn}{det}\left(\left({\displaystyle \genfrac{}{}{0pt}{}{m}{m/2+s_je_i}}\right)\right).`$
Application of Stirling’s formula yields

$`\underset{L\mathrm{}}{lim}2^{Ltn}(\sqrt{L}/2)^n\underset{1i,jn}{det}\left(\left({\displaystyle \genfrac{}{}{0pt}{}{Lt}{Lt/2+\sqrt{L}(x_jy_i)/2}}\right)\right)`$
$`=\underset{1i,jn}{det}\left(\underset{L\mathrm{}}{lim}2^{Lt}(\sqrt{L}/2)\left({\displaystyle \genfrac{}{}{0pt}{}{Lt}{Lt/2+\sqrt{L}(x_jy_i)/2}}\right)\right)`$
$`=\underset{1i,jn}{det}\left((2\pi t)^{1/2}e^{(x_jy_i)^2/2t}\right)`$
$`=(2\pi t)^{n/2}e^{{\scriptscriptstyle (x_i^2+y_i^2)/2t}}\underset{1i,jn}{det}\left(e^{x_jy_i/t}\right).`$
We rewrite the determinant as

$`\underset{1i,jn}{det}\left(e^{x_jy_i/t}\right)`$
$`={\displaystyle \frac{det_{1i,jn}\left((e^{y_i/t})^{x_{nj+1}}\right)}{det_{1i,jn}\left((e^{y_i/t})^{nj}\right)}}\times \mathrm{\Delta }_n\left(\{e^{y_i/t}\}\right),`$
where $`\mathrm{\Delta }_n(\{z_i\})`$ is the Vandermonde determinant

$$\mathrm{\Delta }_n(\{z_i\})\underset{1i,jn}{det}(z_i^{j1})=\underset{1i<jn}{}(z_jz_i).$$

Combining with (6) and the definition of Schur function Schur  completes the proof of (7).

Since

$`s_{\xi (\mathrm{}x)}(e^{y_1/\mathrm{}t},\mathrm{},e^{y_n/\mathrm{}t})\mathrm{\Delta }(\{e^{y_i/\mathrm{}t}\})`$
$`=s_\xi (x)(e^{y_1/t},\mathrm{},e^{y_n/t})\mathrm{\Delta }(\{e^{y_i}\})=\underset{1i,jn}{det}\left(e^{x_jy_i/t}\right)`$
for any integer $`\mathrm{}`$, where $`\mathrm{}x=(\mathrm{}x_1,\mathrm{},\mathrm{}x_n)`$, we can prove the following scaling property for the scaling-limit probability density. For any integer $`\mathrm{}`$

$$g_n(t;\{y_i\}|\{x_i\})=\mathrm{}^ng_n(\mathrm{}^2t;\{\mathrm{}y_i\}|\{\mathrm{}x_i\}).$$
(10)
Using this property, we can generalize the expression (9) for any rational numbers, $`x_1<\mathrm{}<x_n`$, and then using the connectedness of real numbers, for any real numbers $`\{x_i\}`$.

Next we study the $`t\mathrm{}`$ asymptotes of the above results. Since Schur

$`\underset{t\mathrm{}}{lim}s_{\xi (x)}(e^{y_1/t},\mathrm{},e^{y_n/t})=s_{\xi (x)}(1,1,\mathrm{},1)`$
$`={\displaystyle \underset{1i<jn}{}}{\displaystyle \frac{x_jx_i}{ji}}b_n(\{x_i\})`$
(remark that this definition of $`b_n(\{x\})`$ is consistent with (5)), and

$$\underset{t\mathrm{}}{lim}t^{n(n1)/2}\underset{1i<jn}{}(e^{y_j/t}e^{y_i/t})=\underset{1i<jn}{}(y_jy_i),$$

the normalization factor is asymptotically

$`𝒩_n(t;\{x_i\})=t^{n^2/2}\left(1+𝒪(1/t)\right)`$
$`\times {\displaystyle \frac{b_n(\{x_i\})}{(2\pi )^{n/2}n!}}{\displaystyle d^nye^{{\scriptscriptstyle y_i^2/2t}}\underset{1i<jn}{}|y_jy_i|}`$
$`=t^{n(n1)/4}\left(1+𝒪(1/t)\right)`$
$`\times {\displaystyle \frac{b_n(\{x_i\})}{(2\pi )^{n/2}n!}}{\displaystyle d^nue^{{\scriptscriptstyle u_i^2/2}}\underset{1i<jn}{}|u_ju_i|},`$
where $`u_i=y_i/\sqrt{t}`$. The last integral is the special case ($`\gamma =1/2`$ and $`a=1/2`$) of

$`{\displaystyle d^nue^{a{\scriptscriptstyle u_i^2}}\underset{1i<jn}{}|u_ju_i|^{2\gamma }}`$
$`=(2\pi )^{n/2}(2a)^{n(\gamma (n1)+1)/2}{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{\mathrm{\Gamma }(1+i\gamma )}{\mathrm{\Gamma }(1+\gamma )}},`$
which was derived by Mehta (eq.(17.6.7) on page 354 in Meh91 ) as a consequence of Selberg’s integral. Here $`\mathrm{\Gamma }(x)`$ is the Gamma function with the values $`\mathrm{\Gamma }(3/2)=\sqrt{\pi }/2`$ and $`_{i=1}^n\mathrm{\Gamma }(1+i/2)=2^{n(n1)/2}(\sqrt{\pi }/2)^nn!a_n,`$ where $`a_n`$ is given by (4). Then we have

$`𝒩_n(t;\{x_i\})`$
$`=t^{n(n1)/4}2^{n(n1)/2}a_nb_n(\{x_i\})\left(1+𝒪(1/t)\right)`$ (11)
as $`t`$ tends to infinity. Using (11) the asymptotic form in $`t\mathrm{}`$ of the probability density is given as

$`g_n(t;\{y_i\}|\{x_i\})=\mathrm{𝟏}\{y_1<y_2<\mathrm{}<y_n\}c_nt^{n(n+1)/4}`$
$`\times e^{{\scriptscriptstyle y_i^2/2t}}{\displaystyle \underset{1i<jn}{}}(y_jy_i)\left(1+𝒪(1/t)\right)`$
with $`c_n=2^{n(n1)/2}/\{(2\pi )^{n/2}a_n\}`$ and thus

$`\underset{t\mathrm{}}{lim}d\mu _n(t;\{\sqrt{t/\tau }u_i\}|\{x_i\})=\mathrm{𝟏}\{u_1<u_2<\mathrm{}<u_n\}`$
$`\times c_n\tau ^{n(n+1)/4}e^{{\scriptscriptstyle u_i^2/2\tau }}{\displaystyle \underset{1i<jn}{}}(u_ju_i)d^nu`$ (12)
for any $`\tau >0`$. We note that the diffusion scaling limit, $`L\mathrm{}`$ with $`m=Lt,s_i=\sqrt{L}x_i/2,e_i=\sqrt{L}y_i/2`$, and the above $`t\mathrm{}`$ limit with $`y_i=\sqrt{t/\tau }u_i`$ are combined to define a limit $`L^{}Lt/\tau \mathrm{}`$ with $`m=L^{}\tau ,e_i=\sqrt{L^{}}u_i/2`$ and $`s_i`$ in the smaller order than $`\sqrt{L^{}}`$. Since $`s_i/e_i0`$ in this limit, the limit (12) should be regarded as the scaling limit $`d\mu _n(t;\{y_i\}|\{x_i\})`$ for $`x_i=0,iI_n`$. That is, when all walkers are started from the origin, the probability density in the scaling limit should be

$`g_n(t;\{y_i\}|\{0\})=\mathrm{𝟏}\{y_1<y_2<\mathrm{}<y_n\}c_nt^{n(n+1)/4}`$
$`\times \mathrm{exp}\left({\displaystyle \frac{1}{2t}}{\displaystyle \underset{i=1}{\overset{n}{}}}y_i^2\right){\displaystyle \underset{1i<jn}{}}(y_jy_i).`$ (13)
By using the scaling property (10), we can give another explanation for the reason why the above limit procedure gives the case for $`x_i0`$ as follows. The scaling property (10) can be written for distribution functions as

$$d\mu _n(t;\{y_i\}|\{x_i\})=d\mu _n(\mathrm{}^2t;\{\mathrm{}y_i\}|\{\mathrm{}x_i\})$$

for any integer $`\mathrm{}`$. Then, if we set $`x_i0`$ and $`T=\mathrm{}^2t`$, we have the invariance

$$d\mu _n(t;\{y_i\}|\{0\})=d\mu _n(T;\{\sqrt{T/t}y_i\}|\{0\})$$
(14)
for any $`T>0`$. Then we can take the limit $`T\mathrm{}`$, which will derive the expression (13).

The result (13) is very important, since if we set $`t=1`$ and assume that $`y_1<\mathrm{}<y_n`$, then we have the equality

$$g_n(1;\{y_i\}|\{0\})=n!g_n^{\mathrm{GOE}}(\{y_i\})$$

where $`g_n^{\mathrm{GOE}}(\{y_i\})`$ is the probability density of eigenvalues of random matrices in the GOE Meh91 . The equality (14) with $`T=1`$ implies that $`d\mu _n(t;\{y_i\}|\{0\})`$ is a function of $`n`$ variables $`\{u_i=y_i/\sqrt{t}\}`$. In other words, the dynamical scaling with the classical exponent $`\theta =2`$ (see, for example, chapter 16 in Hen99 ) is established, in which the scaling function is exactly and explicitly given by $`n!\times g_n^{\mathrm{GOE}}(\{u_i\})`$ with the scaling variables $`u_i=y_i/t^{1/\theta }`$.

In the present diffusion scaling limit, the random walks converge to the Brownian motions in distribution. Then (11) gives the asymptote in $`t\mathrm{}`$ of the probability that the $`n`$ independent one-dimensional Brownian motions started from $`x_1<x_2<\mathrm{}<x_n(x_i𝐙)`$ do not intersect up to time $`t`$. The scaling property (10) is nothing but the diffusion scaling of Brownian motions, $`𝒩_n(\mathrm{}^2t;\{\mathrm{}x_i\})=𝒩_n(t;\{x_i\}).`$ Moreover, we can define a diffusion process by giving the transition probability density as

$`p_n(s;\{y_i\}|\{x_i\})=\underset{t\mathrm{}}{lim}{\displaystyle \frac{f_n(s;\{y_i\}|\{x_i\})𝒩_n(t;\{y_i\})}{𝒩_n(t+s;\{x_i\})}}`$
$`={\displaystyle \frac{b_n(\{y_i\})}{b_n(\{x_i\})}}f_n(s;\{y_i\}|\{x_i\}),`$
where (11) has been used KT . Isozaki and Yoshida IY  studied the $`n=2`$ case as the limit process of the two friendly walkers in the “wetting phase”.

In summary, we have performed the diffusion scaling limit of the vicious walkers and determined the time-dependent spatial-distribution functions in the limit. There the Schur function plays an important role to describe the initial-configuration dependence. The relation with the Gaussian orthogonal ensemble of random matrices was clarified. In the present study we have constructed new continuous-time processes on the real axis for arbitrary numbers of walkers $`n`$. We remark that the results reported in this Letter may hold also in the fully “wetting phases” Brazil  of the models of friendly walkers TK98 ; CC99 ; GV ; IK01 , which are related with a famous unsolved problem, the directed percolation problem. Further study of the distribution functions and diffusion processes derived in this Letter will be desired.

The authors acknowledge useful discussions with J. Cardy, D. Arrowsmith and J. Essam.


text:
# Applicability of the Broken-Bond Rule to the Surface Energy of the fcc Metals

## I INTRODUCTION

The surface energy is one of the most fundamental solid state properties since it determines the equilibrium shape of a mezoscopic crystal and plays a decisive role in phenomena like roughening, faceting and crystal growth. Despite of their importance, surface energies are difficult to determine experimentally and just few data exist . Most of these experiments are performed at high temperatures and contain uncertainties of unknown magnitude . The most comprehensive experimental data stem from surface tension measurements in the liquid form being extrapolated to zero temperature , which cannot provide orientation specific information. Gold crystallites  and single surfaces  have attracted a lot of attention aiming to study the orientation dependence of the surface energy, but these experiments, as it was also the case for experiments on In and Pb crystallites , are performed at high temperatures so that the results are difficult to interpret. Entropy terms, describing the lower vibrational frequencies of the atoms at the surface as compared to the bulk, the formation of kinks and finally the creation of holes and pillboxes at the low-index surfaces, have to be added to the total free energy. At such high temperatures the surface-melting faceting , i.e. the break-down of a vicinal surface in a dry and a melted one, plays a predominant role. Also the measurement of core level shifts at the surface has been proposed as an indirect measurement of the surface energy anisotropy . Recently, Bonzel and Edmundts  have shown that analyzing the equilibrium shape of crystallites at various temperatures by scanning tunneling microscopy can yield absolute values of the surface energies versus temperature, but this technique has not yet been applied.

During the last years there have been several attempts to calculate the surface energy of metals using either ab-initio techniques , tight-binding parameterizations  or semi-empirical methods . Methfessel and collaborators were the first to study the trends in the surface energy, work function and relaxation for the whole series of bcc and fcc 4$`d`$ transition metals , using a full-potential version of the linear muffin-tin orbitals (LMTO) method in conjunction with the local-spin density approximation to the exchange-correlation potential . In the same spirit Skriver and co-workers have used a Green’s function LMTO technique  to calculate the surface energy and the work function of most of the elemental metals . Recently, Vitos and collaborators  using their full-charge density (FCD) Green’s function LMTO technique in the atomic sphere approximation (ASA)  in conjunction with the generalized gradient approximation (GGA)  constructed a large database that contains the low-index surface energies for 60 metals in the periodic table . Their results present a mean deviation of 10 % from the full-potential results by Methfessel and collaborators for the 4$`d`$ transition metals . Afterwards, they have used this database in conjunction with the pair-potential model  to estimate the formation energy for monoatomic steps on low-index surfaces for an ensemble of the bcc and fcc metals .

In reference  we have demonstrated that the surface energies of noble metals scale accurately with the number of broken bonds between first neighbors. This broken-bond rule is very useful for the estimation of the surface energies of vicinal surfaces and of the step energies; the latter ones can be calculated as the energy difference between a vicinal and a flat surface. In this contribution we investigate the question whether the broken-bond rule can also be applied to the surface energies of the other paramagnetic fcc metals: the transition metals Rh, Pd, Ir and Pt, and the $`sp`$ metals Ca, Sr, Al and Pb. To calculate the surface energies we used the recently developed screened Korringa-Kohn-Rostoker (KKR) method which has been already used to calculate the magnetic properties of 4$`d`$ monoatomic rows on Ag vicinal surfaces . In Section II we analyze the details of our calculations and the convergence of our results. We also discuss the importance of relativistic effects. In Section III, we present the surface energies of the transition and $`sp`$ metals and discuss the applicability of the broken bond rule for these systems. All results presented in section III are obtained accounting for relativistic effects in the scalar-relativistic approximation. Finally we discuss the use of the full-potential instead of the atomic sphere approximation

## II METHOD OF CALCULATION

### A Computational Details

To perform the calculations, we used the Vosko, Wilk and Nusair parameterization  for the local density approximation (LDA) to the exchange-correlation potential  to solve the Kohn-Sham equations within the screened KKR method that was recently developed in our group . Its main advantage is that it can treat both 2$`D`$ and $`3D`$ systems in the same footing. Both the atomic sphere approximation (ASA)  and the capability to treat the full-potential (FP) are implemented in this scheme. The ASA calculations take into account the full charge density. It was shown by Andersen and collaborators that the charge density obtained in this way for spherically symmetric potentials is close to the density obtained using a FP method . The full-potential is implemented by using a Voronoi construction of Wigner-Seitz polyhedra that fill the space as described in reference . A repulsive muffin-tin potential (4 Ry high) is used as reference system to screen the free-space long-range structure constants into exponentially decaying ones . For the screening we took for all metals interactions up to the second neighbors into account leading to a tight-binding (TB) cluster around each atom of 19 neighbors. To calculate the charge density, we integrated along a contour on the complex energy plane, which extends from the bottom of the band up to the Fermi level . Due to the smooth behavior of the Green’s functions for complex energies, only few energy points are needed; in our calculations we used 27 energy points. For the Brillouin zone (BZ) integration, special points are used as proposed by Monkhorst and Pack . Only few tens of $`𝐤_{}`$ are needed to sample the BZ for the complex energies, except for the energies close to the real axis near the Fermi level for which a considerably larger number of $`𝐤_{}`$ points is needed. Here we used from $``$ 300 points for the vicinal surfaces up to $``$ 800 points for the (110) surface. In addition we used a cut off of $`\mathrm{}_{max}`$=6 for the mutlipole expansion of the charge density and the potential and a cut off of $`\mathrm{}_{max}`$=3 for the wavefuctions. Finally in our calculations the core electrons are allowed to relax during the self-consistency.

To simulate the surface we used a slab with $`N`$ metal layers and $`N_{vac}`$ vacuum layers from each side. We have converged the number of metal and vacuum layers so that our surface energies are converged within 0.01 eV. The number of layers needed to converge the surface energies increases with the roughness of the surface and we had to use 12 layers of the fcc metal for the (111) surface, 14 for the(100), 18 for the (110), 21 for the (311), 30 for the (331) and the (210) surfaces. We have also used 3 vacuum layers from each side of the slab. For all the systems studied we used the experimental lattice parameters: 3.80 Å for Rh, 3.89 Å for Pd, 3.84 Å for Ir, 3.92 Å for Pt, 5.58 Å for Ca, 6.08 Å for Sr, 4.05 Å for Al and finally 4.95 Å for Pb . These numbers differ around 0.1 Å from the numbers used in reference  where the theoretical GGA equilibrium lattice constants have been used.

### B Stability of Anisotropy Ratios

To test our convergence we present in table I the scalar-relativistic ASA low-index surface energies of Ag and the anisotropy ratios with respect to the different parameters used in the program. The absolute values of the energies change less than 0.01 eV and the anisotropy ratios change by less than 1%. The largest effect comes from the $`\mathrm{}_{max}`$ cut-off for the wavefunctions, but globally the first set of parameters is sufficient to give accurate values of both the surface energies and the anisotropy ratios. The second test presented in table II concerns the effect of the lattice parameter on the surface energies and on the anisotropy ratios. Our test has been also performed for the noble metals in scalar-relativistic ASA. Using Cu as a test case, the absolute values of the surface energies change by the same percentage for all the surface orientations when the lattice parameter is decreased. In the case of Cu the theoretical LDA lattice constant is around 2% smaller than the experimental one, so that this effect changes the surface energy by less than 2.5%. However due to error cancellation the anisotropy ratio changed by less than 1.1%. For Ag and in general for the other 4$`d`$ metals, Rh and Pd, the LDA lattice constants are somewhat 1% smaller than the experimental lattice constants, while for the 5$`d`$ metals the LDA values agree with the experimental lattice constants. Therefore the anisotropy ratios are independent of whether we use the LDA or the experimental lattice parameter and the following discussion of the anisotropy ratios would not change if we would have used the LDA instead of the experimental lattice constants in our calculations.

### C Relativistic Effects

To study the importance of the relativistic effects we present in figure 1 the non-relativistic (NR) and scalar relativistic (SR) density of states (DOS) for Au and Pt for the central layer atoms of the (111) slab which represent accurately the bulk DOS. Au has all $`d`$ states filled and the $`d`$-bands are deeper in energy compared to Pt that has only 9 $`d`$-electrons and thus has a peak near the Fermi level. This means that the bonds between Pt atoms are stronger than for Au, so that for Pt more energy is needed to create a surface of a given orientation than for Au. Relativistic effects are small for the Pt DOS at the Fermi level but they widen the $`d`$-band so that the energy needed to break a bond is considerably increased. Although the SR-DOS of Au at the Fermi level is barely enhanced, relativistic effects broaden the band and shift it higher in energy thus enhancing the bonds between Au atoms and increasing the surface energies. Ag and Cu present a similar DOS with Au although the bandwidth of their $`d`$-bands is somehow smaller. In these cases, relativity only slightly changes the DOS, so the effect on the surface energies is smaller than for Au.

In figure 2 we present the FP surface energies of the three noble metals obtained both in NR and SR calculations. The main relativistic effect is to increase the surface energies and this effect is largest for Au being the heaviest element. In the NR calculations Au has the lowest surface energies of all three noble metals but in the SR calculations Au surface energies become comparable to the one of Cu and the inclusion of spin-orbit coupling further increases them . Also the anisotropy ratios are increased compared to non-relativistic values, by about 2-4% in the case of Cu and Ag and up to 8-10% in the case of Au.

## III SURFACE ENERGIES AND ANISOTROPY RATIOS

We have studied the surface energies of the low-index surfaces, (111), (100) and (110) and of the three most close-packed vicinal surfaces: (311), (331) and (210). From a slab calculation one can calculate the surface excess free energy at zero temperature from the relation

$$\gamma =\frac{E_{slab}NE_{bulk}}{2}$$
(1)
where $`E_{slab}`$ is the total energy of the slab, $`N`$ is the total number of layers of the metal, $`E_{bulk}`$ is the per atom energy in the bulk crystal and the 2 enters because when we do a slab calculation we open two surfaces. To be consistent for all the cases we used as $`E_{bulk}`$ the energy per atom of the central layer of the slab.

The broken bond-rule states  that the surface energy $`\gamma _{(hkl)}`$ in eV/(surface atom) needed to create a surface with a Miller index $`(hkl)`$ reduces just to the product of $`\gamma _{(111)}`$ and the ratio of the first-neighbor broken bonds $`N_{(hkl)}`$ and $`N_{(111)}=3`$:

$$\gamma _{(hkl)}\frac{N_{(hkl)}}{3}\gamma _{(111)}.$$
(2)
$`N_{(hkl)}`$ can be easily obtained for any fcc surface :

$$N_{(hkl)}=\{\begin{array}{cc}2h+k\hfill & h,k,l\text{ odd}\hfill \\ 4h+2k\hfill & \text{otherwise}\hfill \end{array}hkl.$$
(3)
As a consequence the anisotropy ratios between the surface energy for an arbitrary surface orientation over the surface energy for the (111) surface orientation is close to the ratio between the number of broken bonds between nearest neighbors for these surfaces. Here we will study how well the paramagnetic fcc transition and $`sp`$ metals satisfy the broken bond rule for the surface energies.

### A Transition Metals

In table III we have gathered our FP scalar relativistic results for all the transition metal surfaces. The first comment that someone can make on this table is pretty obvious. For all the metals the surface energy increases with the roughness of the surface, i.e. as the number $`N_{(hkl)}`$ of broken bonds increases, where (111) is the most close-packed surface with $`N_{(111)}`$=3. Also it is pretty obvious that surface energies for an isoelectronic row increase with the extent of the wavefunction; the surface energy of Pt is larger than the one of Pd, since the Pt 5$`d`$ wavefunctions have a somewhat larger extent than the Pd 4$`d`$ ones. Also along a line surface energy is larger for the compound with the smaller number of $`d`$ electrons as this one presents a stronger peak at the Fermi level (see figure 1), e.g. Pt presents larger surface energies than Au. Also in the same table we present in parenthesis the anisotropy ratios. To open the (100) surface we break 4 nearest-neighbor bonds, the (110) 6 bonds, the (311) 7 bonds, the (331) 9 bonds and finally the (210) 10 bonds. So the ideal broken bond ratios with respect to the (111) surface, for which we break 3 nearest-neighbors bonds, are 4/3, 2, 7/3, 3 and 10/3, for the (100), (110), (311), (331) and (210) surface orientations respectively. The calculated surface energy anisotropy ratios deviate slightly from these ideal numbers. For Pd the ratios are smaller by the ideal ones by $``$3-4% for all the surface orientations, while Ir ratios are larger from the ideals ones by $``$4-7% for all the surface orientations except the (331) where the Ir calculated ratio is only by 1.3% larger than the ideal ratio. Pt and Rh show a mixed behavior but in general the ratios differ less than 3% from the ideal nearest-neighbors broken bonds ratios for any surface. So in general transition metal surfaces follow the broken bond rule but with slightly larger deviations than the noble metals due to the fact that their $`d`$ band is not filled and they present peaks at the Fermi level, which can slightly change from one surface orientation to the other and consequently the energy needed to break a bond changes also slightly.

In figure 3 we have plotted the surface energy anisotropy ratios with respect to the (111) surface for the low-index surface together with the results by Vitos et al. from the reference . In contrast to the noble metals the values of Vitos et al. only slightly deviate from our results for the transition metals. In reference  we have explained the discrepancy for the noble metals as due to an insufficient number of k-points used in reference  in the evaluation of the Brillouin zone integrals. The (111) surface of the noble metals presents a surface state centered at the $`\overline{\mathrm{\Gamma }}`$ point which can only be accounted for by a sufficiently dense grid. Such states do not occur for the fcc transition metals and thus the number of k-points used in reference  is sufficient to produce accurate ratios, that agree well with our FP results. Since the authors of the reference  did not perform calculations for the vicinal surfaces, we cannot judge the behavior of the FCD-LMTO-ASA method in these more difficult cases.

As mentioned in the introduction there are several other ab-initio calculations for the surface energies of these materials but they concern just one or two surfaces and thus allow no conclusions for the anisotropy ratios. In table IV we have gathered the results from previous ab-initio calculations and experiments. We have expressed all the results in Jm-2 and not in eV/atom, as experiment have been performed in the liquid phase of the metals. For the noble metals our and Vitos’ results agree nicely when expressed in Jm-2, and the calculated values are very close to the experimental ones. The latter values are not orientation specific but averaged values and they should be closer to the most close-packed surface: the (111). Other calculations agree with our and Vitos databases. The FP-LMTO results by Methfessel and collaborators  agree nicely with ours except the case of Ag where they predict a jellium like behavior for the (111) and (100) surfaces, i.e. same surface energy per unit surface area, which is not expected for a noble metal. Finally our calculated surface energies are in reasonable agreement with previous tight-binding calculations by Barreteau et al.  on the low-index surfaces of Rh and Pd and by Mehl and Papaconstantopoulos  on the ensemble of noble and transition metals.

We should mention that in our calculations we did not relax the positions of the layers but to a large extent this effect does not affect the surface energies . Feibelman and collaborators  and Mansfield and collaborators  showed by first-principle calculations that the effect of the relaxation on the calculated surface energy of a particular facet should be around 2-5% depending on the roughness of the facet. Surface relaxations for vicinal surfaces have been studied mainly using semi-empirical methods due to the complexity arisen by the simultaneous relaxation of a large number of layers . Rodriguez and collaborators using such a semi-empirical method showed that surface relaxations affect typically the anisotropic ratios by less than 2 % , and so the neglect of relaxation should have little effect on our results.

#### 1 ASA versus FP Calculations

The results presented in the previous section have been obtained taking into account the non-spherical part of the potential, i.e. known as the full-potential scheme. The use of the FP instead of the ASA accounts in a more accurate way for the charge distribution near the surface where due to the lower symmetry the charge exhibits larger variations than in the bulk. The use of FP lowers the energies compared to ASA by about 15% for all the surfaces under study. A similar behavior is also found for the vicinal surfaces. At first sight it seems that the ASA is efficiently accurate to describe the surface energies of the materials under study. However, the anisotropy ratios are more sensitive that the surface energies themselves.

In figure 4 we have represented the anisotropy ratios for the noble and transition metals for the three low index and the three vicinal surfaces which we have studied. The straight lines represent the ideal broken bonds ratios. We see that already for the Pd(311) surface the ASA produces a ratio that deviates strongly from the broken bond rule while FP is near it. The differences become even more dramatic for the more open (331) and (210) surfaces. ASA produces ratios for the Cu and Ir surfaces that deviate strongly from the broken bond rule while using the FP we find again the ideal ratios. Especially for Pd, the ASA predicts that the surface energy for the (331) surface is larger than the one for the (210) surface which is more open. The use of FP restores the broken-bond rule behavior. So although the ASA is sufficiently accurate to produce reasonable surface energies, the use of FP is decisive for the calculation of the anisotropy ratios of the vicinal surfaces.

### B $`sp`$ Metals

To complete our study we also investigated the paramagnetic $`sp`$ metals – Ca, Sr, Al and Pb – that crystallize also in the fcc structure. In table V we have gathered the FP surface energies and in parenthesis the anisotropy ratios for the six more close-packed surfaces. In general the surface energies for these materials are smaller than for the $`d`$ metals due to the fact that the bonds are made of $`s`$ and $`p`$ electrons that are more mobile than the localized $`d`$ electrons and so one needs less energy to break these bonds. This becomes even more clear when we look at the surface energy expressed in surface units (see table VI). The Ca(100) and Sr(100) surfaces show a rather small anisotropy ratio compared to the transition and noble metals and also compared to Al. Ca and Sr are in the periodic table just near the simple metals which are known to be well described by a simple jellium model . So we expect that to some extent we would find a jellium like behavior also for the Ca and Sr surfaces at least for the low-index ones. This is really what happens. In figure 5 we represent the anisotropy ratios but now taking into account the energy per surface area (Jm-2) and not per atom (eV/atom). For a jellium model the surface energy per surface area would be constant for any surface and the anisotropy ratio would be always 1. With the solid line we represent the anisotropy ratios if the broken-bond rule is applicable, and the ratios for Ca, Ag and Ir. Ag is closer to the broken bond rule than Ir where the ratios are always overestimated. For the Ca(100) surface we see that the value is closer to the jellium model but for the more open surfaces the anisotropy ratios are closer to the broken bond model than the jellium.

Contrary to Ca and Sr, Al shows the same behavior with Pd and the calculated ratios are slightly smaller than the ideal ones (see table V). The most interesting case is Pb. For the (100) and (110) surfaces the ratios are near the Sr ones while for the next two vicinal surface orientations, (311) and (331), the calculated anisotropy ratios are more than 6% smaller than the ideal values. But for the (210) surface the anisotropy ratio changes the behavior and now is larger by 6% than the ideal value of 10/3. This is an indication that the behavior of Pb is more complicated than all the other fcc metals we have studied in this contribution. Here we have to mention that the surface energies in table V have been calculated taking the 5$`d`$ as valence electrons as they are located just below the $`sp`$ bands. We recalculated the surface energies of Pb considering the 5$`d`$ as core states, by increasing the number of layers, the number of energy points used to do the integrations in the complex energy plane and finally the number of k-points. Although the surface energies changed slightly due to the core treatment of the 5$`d`$ states, the anisotropy ratios were extremely stable.

In table VI we have gathered our calculated surface energies in Jm-2 together with other calculations and experiments. Our results agree nicely with the Vitos et al. database in reference  with the exception of Pb where our surface energy per surface area is double as high, but our results agree nicely with previous calculations by Mansfield and Needs  using pseudopotentials and the existing experimental data. Both Schöchlin et al.  and Stumpf and Scheffler  have studied all the three low-index surfaces of Al. Comparing Schöchlin et al. calculations with Stumpf’s and Scheffler’s results we see that the former calculations predict comparable surface energies for the (100) and (110) surfaces while the latter ones predict comparable surface energies for the (111) and (100) surfaces. Both calculations are in contradiction to our calculations that predict a considerable increase of the surface energy as the surface becomes more open, while the calculations in reference  state that the surface energy per surface area is smaller for the (110) surface compared to the (100) surface. This spread of the results for Al does not allow us to draw safe conclusions for the variation of the surface energy with the surface orientation.

## IV CONCLUSIONS

We have shown using the full-potential (FP) screened KKR code that the broken bond rule, i.e. the surface energy scales linearly with the number of nearest-neighbors broken bonds, already shown for the noble metals is also valid for the transition metals. For the $`sp`$ metals the (111) and (100) surfaces show a jellium like behavior but for the more open surfaces the surface energies follow again the broken-bond rule with Pb presenting the largest deviations. The use of full-potential instead of the full-charge atomic-sphere approximation (ASA) decreased the surface energies and we showed that it is necessary to accurately calculated the anisotropy ratios for the vicinal surfaces.

## Acknowledgments

Authors gratefully acknowledge support from the TMR network of Interface Magnetism (Contract No: ERBFMRXCT96-0089) and the RT Network of Computational Magnetoelectronics (Contract No: RTN1-1999-00145) of the European Commission.