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# Mesoscopic fluctuations in superconducting dots at finite temperatures

## Abstract

We study the thermodynamics of ultrasmall metallic grains with the mean level spacing $`\delta `$ comparable or larger than the pairing correlation energy in the whole range of temperatures. A complete picture of the thermodynamics in such systems is given taking into account the effects of disorder, parity and classical and quantum fluctuations. Both spin susceptibility and specific heat turn out to be sensitive probes to detect superconducting correlations in such samples.

Superconducting coherence is expected to be completely washed out in small metallic grains, where the average level spacing $`\delta 1/(𝒩(0)V)`$ may be comparable or even larger than the BCS energy scale $`\mathrm{\Delta }`$ . Despite of that, a series of experiments  by Ralph, Black and Tinkham (RBT) revealed a gap related to superconductivity in individual nanosized metallic grains, $`\delta \mathrm{\Delta }`$, with large electrostatic energy fixing the total number $`N`$ of electrons. The BCS description of superconducting coherence is no longer valid and the characterization of “superconductivity” from the bulk to the ultrasmall-grain regime has been studied in recent theoretical works . Starting from the standard pairing Hamiltonian , several spectral features at $`T=0`$ were calculated, which turn out to be universal functions of the single scaling parameter $`\delta /\mathrm{\Delta }`$ . It is remarkable that pairing determines strong fluctuational “superconductivity” even in ultrasmall grains , where $`\delta \mathrm{\Delta }`$ (we call this the “dot” regime). As in micron-size samples , parity effects are present, i.e. physical properties depend on $`N`$ being odd or even. An exact solution for the pairing problem in finite systems was found long ago by Richardson and Sherman (RS) .

In this work the thermodynamics of an ensemble of monodispersed superconducting dots is studied. The specific heat $`c_V(T)`$ (see Fig. 1) and the spin susceptibility $`\chi (T)`$ (see Fig. 2) are obtained in the whole temperature range. Our work is motivated by the fact that thermodynamic properties are a unique experimental tool in detecting unambiguous traces of superconducting correlations in the dot regime, where tunneling spectroscopy on individual dots is not sensitive enough . Di Lorenzo et al.  proposed that a possible signature of pairing for $`\delta \mathrm{\Delta }`$, is the reentrant behavior of the spin susceptibility $`\chi _o(T)`$ in dots with odd $`N`$, which is due to the combined parity and interaction effects, using a simple equally spaced spectrum for the single particle energies.

In ensembles of grains the single-particle spectrum is statistically distributed and characterized by level repulsion . The statistics has a universal character due to general symmetry properties and is described by Random Matrix Theory (RMT). The thermodynamics of ensembles of normal metal grains was studied long ago , but only in recent years the first experimental evidence of mesoscopic fluctuations and level repulsion in normal metal grains was provided with the observation of the $`T^2`$-dependence of the specific heat and of other thermodynamic quantities . Pioneering experimental works on thermal properties of small superconducting grains date back to the 80s .

Concerning superconductors, level statistics was found to yield enhanced superconductivity and parity effects in micron-size samples . Similar results have been recently found also in the dot regime  at $`T=0`$. Here we focus on ensembles of dots at finite temperature. They exhibit detectable features characteristic of the interplay between pairing interaction and the universal statistics of mesoscopic fluctuations, which determines the physics.

Our starting point is the Hamiltonian

$$=\underset{\alpha ,\sigma }{}(ϵ_\alpha \sigma \mu _BH)c_{\alpha ,\sigma }^{}c_{\alpha ,\sigma }\lambda T^{}T,$$
(1)
where $`\alpha `$ spans a shell of $`\mathrm{\Omega }`$ pairs ($`\sigma =\pm `$) of single particle energy levels with statistically distributed energies $`ϵ_\alpha `$ and annihilation operator $`c_{\alpha ,\sigma }`$. The magnetic field $`H`$ enters in the Zeeman form ($`\mu _B`$ is the Bohr magneton). For $`H=0`$ the pair of states $`\sigma =\pm `$ are degenerate and time-reversed. The operator $`T=_{\alpha =1}^\mathrm{\Omega }c_{\alpha ,}c_{\alpha ,+}`$ appears in the interaction term, which scatters pairs with amplitude $`\lambda `$, so a pair of levels $`\sigma =\pm `$ occupied by a single electron is blocked . Relevant energy scales are the average level spacing $`\delta `$ and the BCS energy, defined as $`\mathrm{\Delta }=\mathrm{\Omega }\delta /[2\mathrm{sinh}(\delta /\lambda )]`$. This model stems from a rather general description of electron-electron interaction in the metallic regime (large dimensionless conductance, $`g=E_T/\delta 1`$, where $`E_T`$ is the Thouless energy) which has been recently proposed . The Hamiltonian Eq.(1) describes universal properties of pairing interaction in disordered metallic dots, with fixed $`N`$ and negligible exchange interaction. We assume that the energies $`ϵ_\alpha `$ are distributed according to the Gaussian Orthogonal Ensemble (GOE), which describes mesoscopic fluctuations when no spin-orbit interaction is present and time-reversal symmetry is preserved.

Level statistics has a drastic effect if $`T\delta `$, where the thermodynamics is determined by samples with $`\delta _1`$, the closest level spacing to the Fermi energy, much smaller than the average $`\delta `$. The relevant excitations involve only few levels around the Fermi energy, and excitation energies can be estimated by solving the problem in a small shell, $`\mathrm{\Omega }^{}\mathrm{\Omega }`$, with renormalized coupling constant $`\lambda \stackrel{~}{\lambda }_\mathrm{\Omega }\stackrel{~}{\lambda }_\mathrm{\Omega }^{}`$ . Let’s consider dots with even $`N`$ and estimate the leading low temperature contribution to $`c_{Ve}(T)`$. In the regime $`\delta \mathrm{\Delta }`$, the system is first renormalized to an effective one with two electrons in two doubly degenerate levels, and interaction $`\stackrel{~}{\lambda }_2`$. We have to consider six states, and the relative excitation energies: ground state, excited state of paired electrons ($`\stackrel{~}{E}_\mathrm{p}(\delta _1)=2(\delta _1^2+\stackrel{~}{\lambda }_2^2)^{1/2}`$) and four states corresponding to a broken pair with different spin configurations ($`\stackrel{~}{E}_{\mathrm{bp}}(\delta _1)=\stackrel{~}{\lambda }_2+\stackrel{~}{E}_\mathrm{p}(\delta _1)/2`$). Notice that even if the coupling is weak, $`\stackrel{~}{\lambda }_2\delta `$, dominant configurations have $`\delta _1\stackrel{~}{\lambda }_2`$. The response of a set of grains is evaluated by retaining only fluctuations of $`\delta _1`$, governed by the level spacing distribution $`P_1^{^{\mathrm{GOE}}}(\delta _1)`$. In this way we obtain the analytic form for $`T\delta `$. The leading term for $`T\stackrel{~}{\lambda }_2`$ reads

$`c_{Ve}(T)=\mathrm{\hspace{0.17em}3}\pi ^2{\displaystyle \frac{\stackrel{~}{\lambda }_2^3}{\delta ^2T}}\mathrm{e}^{\frac{2\stackrel{~}{\lambda }_2}{T}}`$ (2)
and shows a gap $`2\stackrel{~}{\lambda }_2`$. In the limit $`\stackrel{~}{\lambda }_2T\delta `$ the full analytic result reproduces the known result for normal metal grains . For $`c_{Vo}(T)`$ we have to consider an effective three (fluctuating) level problem, and we obtain

$$c_{Vo}(T)=\frac{3}{2}\pi ^2\zeta (3)\left(\frac{T}{\delta }\right)^2+O\left(\frac{\stackrel{~}{\lambda }_3}{\delta }\right)^2,$$
(3)
which shows no trace of a gap. The contribution of superconducting correlations for $`T\stackrel{~}{\lambda }_3`$ is a correction of the result for normal grains , because the most important low-energy excitations are obtained by moving the unpaired electron.

Dots at intermediate temperatures can be studied numerically by the massive use of the RS exact solution. Noninteracting random spectra are obtained by diagonalizing $`500\times 500`$ random matrices belonging to the GOE and taking the central levels of the resulting semicircular distribution, in order to prevent undesired border effects. For each disorder realization we evaluate the partition function from the universal Hamiltonian Eq.(1) using the RS solution and calculate the average free energy. For the curve $`\delta /\mathrm{\Delta }=50`$ shown in Fig. 1 we used sets of 50 levels. At intermediate temperatures ($`T0.25\delta `$ for the curve in Fig. 1) we used 500 realizations and an energy cutoff $`5\delta `$. At larger coupling $`\lambda `$, corresponding to the crossover region $`\delta /\mathrm{\Delta }1`$, and when excited states with random spectra are concerned, singularities in the RS equations become untractable. Then the low-temperature behavior for $`\delta /\mathrm{\Delta }1`$ shown in Fig. 1 was studied following Ref. : for each realization of disorder and configuration of blocked levels the interaction is scaled down to some low-energy cutoff and the effective small ($`12`$ levels) system, and is then diagonalized.

Both methods described above cannot be used to obtain results at temperatures $`T\delta ,\mathrm{\Delta }`$ where $`c_V(T)`$ is expected to show anomalies. In this regime a huge number of states (at least $`510^4`$ already at $`T\delta `$) are needed for each single disorder realization. Then for high temperature we use a functional technique in the parity-projected (PP) grand canonical ensemble. Following Janko et al.  we introduce the even and odd $`N`$ partition function

$$Z_{e/o}(T,\mu )=\frac{1}{2}\underset{N=0}{\overset{\mathrm{}}{}}e^{\mu N/T}[1\pm e^{i\pi N}]Z(T,N),$$
(4)
for each given realization of disorder. Here $`Z(T,N)`$ is the canonical partition function so $`Z_{e/o}(T,\mu )`$ involve only sectors where $`N`$ is not fixed but its parity is. The effective imaginary-time action is obtained from Eq.(1) in the standard way and $`Z_{e/o}(T,\mu )`$ can be expressed as a path integrals over a Hubbard-Stratonovic (HS) auxiliary field $`\mathrm{\Delta }(\tau )`$ . This non-linear functional integral is evaluated in the RPA, an approximation which has been widely employed to study the Anderson model. We extract the static part of the HS field in the Matsubara-Fourier representation, $`\mathrm{\Delta }(\tau )=\mathrm{\Delta }_0+_{n0}\mathrm{\Delta }(\omega _n)\mathrm{exp}(i\omega _n\tau )`$, evaluate quantum corrections by including the contribution of small-amplitude deviations around a generic static path $`\mathrm{\Delta }_0`$ and perform numerically the remaining ordinary integral over $`\mathrm{\Delta }_0`$. We used systems of 100 levels distributed according to GOE. Finally the resulting free energy is averaged over 400 samples. Results for $`c_{Ve}(T)`$ are shown in Fig.1 . For large enough - albeit still nanosized - grains a finite temperature anomalous enhancement develops, which can be attributed to the presence of pairing interactions.

We now study the spin susceptibility. Using the same arguments leading to Eqs.(2,3) we can conclude that at low temperatures the susceptibility of grains with even $`N`$ is exponentially suppressed, so we concentrate on $`\chi _o(T)`$. For equally spaced single particle spectrum $`\chi _o(T)`$ shows a reentrant behavior for non-vanishing pairing interaction, because at low temperature the leading contribution is the $`1/T`$ Curie-like coming from the unpaired electron, whereas the response of the paired electrons exponentially increases with $`T`$ and becomes dominant at larger temperatures . As compared with results for equally spaced spectra, we notice that level statistics triggers two competing effects: the availability of low-lying excitations tends to increase $`\chi _o(T)`$, which would wash out the reentrance; on the other hand disorder enforces superconductivity, which would determine the opposite trend.

We evaluate $`\chi _o(T)`$ using the PP partition function Eq.(4) in the RPA. Results (Fig. 2) clearly show that $`\chi _o(T)`$ is reentrant also in disordered samples. The reentrance is slightly less pronounced than for regular spectra and it is present always but for unphysically small grains. Notice that the “superconducting” $`\chi _o(T)`$ is well suppressed with respect to normal metal grains, confirming the expectation that disorder favors superconductivity. The leading behavior of $`\chi _o(T)`$ for $`T\delta `$ is unaffected by level statistics.

We now discuss experimental signatures of superconducting correlations. The main point is that in ensembles of dots available in experiments roughly 50% have odd $`N`$ and 50% have even $`N`$. At low temperatures the effect of pairing is detectable in the total $`c_V(T)`$: in an ensemble of normal metal grains the relative contributions to the ensemble specific-heat of dots with even $`N`$ is about $`63\%`$ . Pairing suppresses this contribution, Eq.(2), whereas in practice it does not affect $`c_{Vo}(T)`$, Eq.(3). Thus pairing reduces the total $`c_V(T)`$ of $`\mathrm{\hspace{0.17em}2}/3`$. Another signature is that $`c_V(T)`$ increases with an applied magnetic field. Other signatures can be found at intermediate $`T`$: The total susceptibility $`\chi (T)`$ is expected to show reentrant behavior ($`\chi (T)\chi _o(T)`$, since $`\chi _e(T)`$ is exponentially suppressed), except for extremely weak interactions or extremely small grains. Another signature is the increase of $`\chi (T)`$ with the applied magnetic field. In the same temperature regime ensembles of dots with $`\delta /\mathrm{\Delta }1`$ show an anomalous enhancement arising from the contribution of $`c_{Ve}(T)`$ which can be shifted towards lower temperatures and the progressively suppressed by applying a magnetic field. The whole phenomenology could provide unambiguous evidence of the presence of pairing correlations even in the dot regime.

The procedure used to obtain the analytic results for $`T\delta `$, neglects fluctuations of the renormalized coupling $`\stackrel{~}{\lambda }_2`$ ($`\stackrel{~}{\lambda }_3`$ for dots with odd $`N`$). They arise from fluctuations of larger shells of levels which may be systematically accounted for. In normal metal grains , they can be neglected for $`T\delta `$. We checked numerically that $`c_{Ve}`$ is exponentially suppressed and that for $`\delta /\mathrm{\Delta }1`$ the exponent roughly agrees with the scaling form discussed in Ref. . We used a large number of realizations ($`10^410^5`$) since at very low $`T`$, the system is very sensitive to the statistic. Detailed account will be given elsewhere.

Some remarks on the results presented above are clearly stated if we draw a comparison with a dot having equally spaced noninteracting levels, $`ϵ_\alpha =\alpha \delta `$. In this case all the thermodynamic quantities show gapped behavior for $`T\delta `$. This is essentially due to the finite level spacing , for instance the even specific heat has a gap $`\delta +\stackrel{~}{\lambda }_2`$. On the contrary, in ensembles of grains gapped behavior is not the rule. When a gap is present, it is due only to the pairing interaction, as in the case of $`c_{Ve}(T)`$, Eq.(2).

In Fig.(3) we present results at finite temperatures for $`c_{Ve}(T)`$ and $`\chi _o(T)`$ for regular spectra, $`ϵ_\alpha =\alpha \delta `$. In this case the exact RS solution allows to reach temperatures slightly larger than $`\delta `$; larger temperatures ($`T\delta `$) were studied by the PP approach, Eq. (4). In the inset we show $`\chi _o(T)`$, calculated using the canonical RS solution, and the PP grand canonical approach in the RPA and in the Static Path Approximation (SPA) . In the SPA fluctuations around the static path $`\mathrm{\Delta }_0`$ are neglected when evaluating the PP partition function Eq. (4). The SPA accounts for thermal fluctuations and it has been successfully employed to study the thermodynamics of micrometer size grains . By comparing the SPA with the RPA results we can quantify quantum corrections. As expected quantum superconducting fluctuations tend to enhance the features of pairing: the reentrance in $`\chi _o(T)`$ is deepened compared to the SPA result getting closer to the exact result for $`T\delta `$. Differences between the RPA and the exact result reflect the different sets of excitations available in the canonical and in the PP grand-canonical ensembles. The discrepancy is small and probably undetectable when pairing interaction is active, so RS solution and RPA can be used in combination. Small differences are present also in $`c_{Ve}(T)`$ (Fig.3) and they are expected to persist at $`T\delta `$. In this latter regime $`c_{Ve}(T)`$ approaches the behavior of normal metals, where it is known that the canonical $`c_V(T)`$ is smaller than the grand-canonical one, asymptotically by a quantity $`\frac{1}{2}k_\mathrm{B}`$ .

We now focus on the anomaly at intermediate temperatures appearing in $`c_{Ve}(T)`$. The qualitative behavior of $`c_{Ve}(T)`$ for $`\delta /\mathrm{\Delta }1`$ is reminiscent of what observed in bulk superconductors, but this is partly due to the special choice of the equally spaced noninteracting spectrum. In fact the $`T\delta `$ enhancement in the specific heat is present also if the pairing interaction is switched off. This artifact is not present for normal grains with levels $`ϵ_\alpha `$ distributed according to the GOE statistics (symbols in Fig.3. Thus the analysis of the effects of level statistics is necessary for a reliable study of the thermodynamics of small grains and gives an unequivocal discrimination of the effects of the pairing interaction.

In summary we studied the thermodynamics of ensembles of ultrasmall superconducting grains, addressing for the first time this problem in the dot regime. We draw a picture of the physics which comes from the interplay of disorder, strong pairing fluctuations and fixed number of electrons in each dot. Thermodynamic properties are a unique experimental tool in detecting unambiguous traces of superconducting correlations in dots. We found that several signatures of pairing (the low and intermediate temperature anomalies of the specific heat and the reentrant spin susceptibility) are experimentally detectable in ensembles of dots, despite superconductivity in the BCS sense breaks down. Finally the low-temperature behavior of $`c_V(T)`$ may provide direct evidence of the effects of level statistics  in interacting metallic systems.

Acknowledgments. We acknowledge Rosario Fazio, A. Di Lorenzo, L. Amico, G. Giaquinta, E. Piegari, G. Sierra, V. Tognetti. We acknowledge support of COFIN-MURST and EU grant TMR-FMRX-CT-97-0143. AF acknowledges support of “Fondazione Della Riccia”.


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# Sky Confusion Noise in the Far-Infrared: Cirrus, Galaxies and the Cosmic Far–Infrared BackgroundBased on observations with ISO, an ESA project with instruments funded by ESA Member States (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) and with the participation of ISAS and NASA.

## 1 Introduction

Sky confusion noise causes an uncertainty in the determination of the source flux, due to the variation of the sky brightness between the target (on-source) and reference (off-source) positions. This noise cannot be overcome by longer integration times, thus it constitutes a basic limitation for the detection of very faint point sources.

At far-infrared wavelengths the two major components responsible for the sky confusion noise are dust emission from irregularly shaped interstellar clouds, the “galactic cirrus” (Low et al., Low\_84 1984), and a component of the Extragalactic Background built up from the accumulated light of faint unresolved galaxies along the line of sight (Guiderdoni et al., Guiderdoni\_97 1997).

The confusion noise due to cirrus can be characterized by a formalism applied first by Gautier et al. Gautier\_92 (1992) for the IRAS 100 $`\mu `$m scans. They computed the second order structure function for a far-infrared map :

$$\mathrm{S}(\theta )=\left|\mathrm{B}(\mathrm{x})\frac{\mathrm{B}(\mathrm{x}\theta )+\mathrm{B}(\mathrm{x}+\theta )}{2}\right|^2_\mathrm{x}$$
(1)
where $`\mathrm{B}`$ is the sky brightness, $`\mathrm{x}`$ is the location of the target, $`\theta `$ is the separation between the target and reference sky positions and the average is taken in spatial coordinates over the whole map. The noise due to sky brightness fluctuations, N, is defined as:

$$\mathrm{N}(\theta )=\sqrt{\mathrm{S}(\theta )}\times \mathrm{\Omega }$$
(2)
where $`\mathrm{\Omega }`$ is the solid angle of the measuring aperture.

The measured confusion noise depends both on the size of the measuring aperture D and on the angular separation $`\theta `$ between the on-source and off-source positions. However, if the sky brightness distribution does not show any characteristic scale length (e.g. random fluctuations or fractal structure), the only important factor is the $`\theta `$/D ratio. For their study of the IRAS 100 $`\mu `$m maps Gautier et al. Gautier\_92 (1992) defined a standard measurement configuration where the on-source position is bracketed by two off-source positions separated by $`\pm \theta `$ (Fig. 1) and the ratio is fixed to the resolution (Nyquist) limit $`\theta `$ = $`\theta _{\mathrm{min}}`$ = 2D.

Gautier et al. Gautier\_92 (1992) pointed out that the Fourier power spectra of the IRAS 100$`\mu `$m scans were generally well represented by a power law, and that the structure noise can be linked to the parameters of the power spectra by the following relation:

$$\mathrm{N}\left(\frac{\mathrm{d}}{\mathrm{d}_0}\right)^{1\frac{\alpha }{2}}\times \mathrm{P}_0^{\frac{1}{2}}$$
(3)
where $`\mathrm{d}^1`$ is the spatial frequency, $`\mathrm{d}_0^1`$ is a reference spatial frequency, P0 is the Fourier power at d$`{}_{0}{}^{}{}_{}{}^{1}`$, and $`\alpha `$ is the spectral index of the Fourier power spectrum. It was also found that most scans can be described by the empirical relationships $`\alpha `$$``$ 3 and $`\mathrm{P}_0\mathrm{B}^3`$.

Based on the IRAS results Helou & Beichman Helou+Beichman\_90 (1990) (H&B) proposed a practical formula to predict the cirrus confusion noise, assuming that the empirical relationships of Gautier et al. Gautier\_92 (1992) are valid at other wavelengths, too. They also took into account that at the resolution limit of the telescope $`\mathrm{d}/\mathrm{d}_0`$ can be expressed by the resolution parameter of Fraunhofer diffraction, $`\lambda /\mathrm{D}_\mathrm{t}`$, where $`\lambda `$ is the wavelength of the measurement and $`\mathrm{D}_\mathrm{t}`$ is the diameter of the telescope primary mirror. Under these terms they expressed the cirrus confusion noise as:

$$\frac{\mathrm{N}_{\mathrm{H}\&\mathrm{B}}}{1\mathrm{mJy}}=0.3\times \left(\frac{\lambda }{100\mu \mathrm{m}}\right)^{2.5}\left(\frac{\mathrm{D}_\mathrm{t}}{1\mathrm{m}}\right)^{2.5}\left(\frac{\mathrm{B}_\lambda }{1\mathrm{MJysr}^1}\right)^{1.5}$$
(4)
Here $`\mathrm{B}_\lambda `$ is the surface brightness at the wavelength of the observation. The formula shows that the confusion noise depends on the wavelength in two separate ways: (1) via the variation of the surface brightness (spectral energy distribution of the emitting medium) and (2) via the dependence of the resolution parameter on $`\lambda `$. This relation which is valid for the standard measurement configuration as defined in Fig. 1 has been widely used for preparing far-infrared space telescope observations, and applied even for other configurations. The first noise analysis of four ISOPHOT maps was performed by Herbstmeier et al. Herbstmeier (1998), carrying out the first high spatial resolution study of the galactic cirrus at $`\lambda >`$100$`\mu `$m. They proved that the ISOPHOT sensitivity at far-infrared wavelengths is limited by sky confusion noise rather than by instrumental uncertainties.

The confusion noise caused by the CFIRB has different properties from the cirrus confusion noise. It can be represented by a Poissonian spatial distribution, therefore the confusion noise value is independent of the separation between the target and the reference positions. Ackermann et al. Ackermann92 (1992) investigated the sensitivity limits, including the effect of the CFIRB, for ISOPHOT and predicted that the long wavelength observations would be limited by galaxy confusion in the regions of faintest cirrus. Recently Lagache & Puget Lagache+Puget\_2000 (2000), Matsuhara et al. Matsuhara (2000) and Juvela et al. (for an overview see Lemke et al. Lemke2000 (2000)) analysed ISOPHOT maps and separated the cirrus and extragalactic components. They announced the detection of the CFIRB with a fluctuation power in the range of $`512\times 10^3\mathrm{Jy}^2\mathrm{sr}^1`$ at 170 and 180 $`\mu `$m, close to the predictions of Guiderdoni et al. Guiderdoni\_97 (1997). This leads to a galaxy confusion noise limit of 13–22 mJy for ISOPHOT at this wavelength.

For this paper we analysed 175 suitable far-infrared maps from the ISO Archive. Our goals were (1) to test the applicability of the Helou & Beichman Helou+Beichman\_90 (1990) formula, especially at $`\lambda >`$ 100 $`\mu `$m; (2) to determine the relative contributions of the galactic cirrus and the extragalactic components in the faintest regions of the sky; (3) to derive an easy-to-use formalism for predicting the total sky confusion noise for instruments on ISO, SIRTF and HERSCHEL and for various measurement configurations, and (4) to determine the Cosmic Far-Infared Background Radiation via its fluctuations.

## 2 Observations and data analysis

### 2.1 Selection of ISOPHOT maps

We selected 175 maps from the ISO Archive (Kessler et al., Kessler2000 2000), observed in the 90 to 200 $`\mu `$m wavelength range, covering 40 different sky regions. All maps were obtained with the ISOPHOT instrument (Lemke et al., Lemke\_96 1996) on-board the ISO satellite (Kessler et al., Kessler\_96 1996), in the PHT22 raster observing mode (Laureijs et al., Laureijs2000 2000). Our selection criteria were that the maps should be larger than 5$`\times `$5 raster points, corresponding to $``$ 8$`\times `$ 8 for the C100 (3$`\times `$3 pixel array, 46″ pixel size) and C200 (2$`\times `$2 pixel array, 92″ pixel size) detectors. Some maps were observed with full oversampling, i.e. the field was redundantly covered without gaps between detector pixels. The final map images are a composite of the individual array images on the different raster positions. The size of the image pixels is always a detector pixel.

We excluded maps with obvious individual structures (resolved stars, galaxies, planetary nebulae, etc.). The number of selected maps is 94, 4, 65 and 12 using the C1\_90, C1\_100, C2\_170 and C2\_200 filters, respectively, and they cover a wide range of surface brightnesses ($``$ 1–100 MJysr-1). A more detailed description of the maps will be presented in a forthcoming paper (Kiss et al. 2001, in prep.) dealing with the spatial structure of the extended emission.

### 2.2 Data reduction

Basic data reduction was performed using the ISOPHOT Interactive Analysis software, PIA V8.2 (Gabriel et al., Gabriel97 1997) with the standard batch mode set-up. Flat-fielding had to be applied, which corrects for the residual responsivity differences of the individual detector pixels. We chose the First Quartile Normalization method, which uses the first quartiles of the maps’ brightness distribution, computed for each detector pixel, for normalization. The reliability of this statistical flat-field method was tested in the case of oversampled maps, were redundant observations of the same sky position by each detector pixel are available. These tests confirmed that the First Quartile Normalization gives accurate flat-field values, and was therefore adopted for this analysis.

The maps still contain the zodiacal light (ZL) emission, and a contribution from the CFRIB. The zodiacal emission does not contribute to the sky confusion noise, because its distribution is smooth on the scale of our maps (Ábrahám et al., Abraham97 1997). Therefore, we can eliminate it from the total brightness. First, we determined the non color corrected ratio of the ZL–to–total emission at the DIRBE wavelengths, using the COBE/DIRBE weekly maps and the COBE/DIRBE sky and zodi atlas (Hauser et al.Hauser98 (1998), Kelsall et al. Kelsall (1998)). We colour corrected the ZL component adopting a spectral energy distribution (SED) shape of a black body with a temperature of 270 K (Leinert et al. Leinert (2001) find 255 K $``$ TZL$``$$`297K`$). The difference between the uncorrected total and ZL emission was color corrected by assigning a cirrus SED to it, assuming a 20 K modified black body with $`\nu ^2`$ emissivity law. Then interpolating the corrected ratios in between the COBE/DIRBE wavelengths, we estimated the ratios of the ZL-to-total emission for the ISOPHOT filter central wavelengths. The absolute ZL contribution in the ISOPHOT maps was computed by multiplying this ratio with the average total brightness measured by ISOPHOT (see also Héraudeau et al., Heraudeau 2001).

The remaining surface brightnesses include the CFIRB and the cirrus emission. In Sect. 3 we calculate the sky confusion noise and in Sect. 4.2 we separate the cirrus and Extragalactic Background fluctuations, and derive the value of the CFIRB.

### 2.3 Instrument noise

The determination of the instrument noise is crucial in order to get the real value of the sky confusion noise. In addition to the basic noise components (read-out noise, dark current variations, etc.), we also include in the instrument noise uncertainties related to the generation of the final maps (flat-field).

There are several ways to determine the instrument noise. The fundamental difference between them is the time scale over which the noise estimation was taken. We examined the following four methods:

* Ramp-noise: Each measurement is composed of many individual integrations on each raster position. A set of non-destructive read-outs builds up an integration ramp whose slope provides the signal of this integration (Lemke et al., Lemke\_96 1996). From each measurement we created two maps using the even and odd integration ramps separately. The instrument noise was calculated from the difference between the ’even’ and ’odd’ maps. This noise estimate provides information on the detector stability on a time scale of seconds, the typical difference between adjacent ramps.
* PIA-noise: PIA provides a determination of the signal uncertainty of the individual raster positions, which can also be adopted as an estimate of Ninst. It reflects the error propagation of random error components in (1) the linear fitting of the integration ramps, and (2) the averaging of all signals per raster point 111 The on-line PIA-manual is available at the URL: “http://www.iso.vilspa.esa.es/manuals/PHT/pia/pia.html”. The time scale here is the time spent on an individual raster position, typically in the order of a minute.
* Flat-field-noise: This noise value was calculated from the variation of the brightness at the same sky position in maps created from individual detector pixels (i.e. in case of pixel redundancy), after correction by the appropriate flat-fielding factors. Since these factors are kept constant for the whole map, although the detector pixels show different time dependent transient curves, this instrument noise estimate includes the effects of the long term changes in the detector behaviour. Therefore the time scale is the observational time of the whole map, typically in the order of an hour. Since the transient behaviour depends on the illumination level, the flat-field-noise may also depend on the brightness of the map.
* Repetition-noise: If a sky region has been observed several times, then it is possible to derive a noise value from the comparison of the individual maps. The typical time scale here is the difference in the observation dates. It provides a measure of the measurement reproducibility.

The ramp- and PIA-noise could be calculated for each map, but the flat-field-noise could be evaluated only in maps with full oversampling (see Sect. 2.1) and the repetition-noise was only computed for one particular sky region (Marano 1 field) consisting of several submaps, each observed four times. A comparison of the different noise estimates showed that the ramp-noise provided the lowest Ninst values, typically a factor of 2 lower than the PIA-noise. The flat-field noise was higher than the PIA one, and the repetition noise was found to be nearly identical to the flat-field-noise. Since in the case of the structure noise calculation (Eq. 1) the target and reference positions were observed at times typically separated by several minutes, the correct instrument noise should lie between the PIA- and the flat-field-noise values. To be on the safe side, we chose the value of the flat-field-noise, although it may represent a somewhat conservative estimate, which might cause a slight underestimation in the final confusion noise values. Since this noise value is not available for each map, we took the uncertainties provided by PIA and scaled them according to the mean ratio of 1.35 and 1.65 of the flat-field- and PIA-noise values for the C100 and C200 detectors, respectively.

The typical instrument noise values we found (see Fig. 2) are somewhat higher than that of other authors, e.g. a factor of 2 compared to Lagache et al. Lagache+Puget\_2000 (2000). This discrepancy can be traced back to the co-addition of four independent maps in their case, reducing the final noise values by this factor.

Following Herbstmeier et al. Herbstmeier (1998) we assumed that the sky brightness fluctuations and instrument noise contributions are statistically independent, therefore the measured structure noise can be expressed as:

$$\mathrm{N}_{\mathrm{meas}}^2\mathrm{N}^2+2\mathrm{N}_{\mathrm{inst}}^2$$
(5)
where $`\mathrm{N}_{\mathrm{meas}}`$ is the measured structure noise, $`\mathrm{N}`$ is the real structure noise and $`\mathrm{N}_{\mathrm{inst}}`$ is the instrument noise. We used this formula for the subtraction of the instrument noise from the measured noise, by assuming equality between the two sides of the expression. In order to test this assumption we compared the confusion noise values of four C2\_170 maps, where the same sky region was mapped repeatedly. The confusion noise must be the same and only the instrument noise values can differ in repeated observations. Assuming equality in Eq. 5 we obtained identical confusion noise values for all four measurements and for any separations.

## 3 Results

### 3.1 Confusion noise at the resolution limit

Fig. 3 presents our results on the sky confusion noise (after removing the instrument noise using Eq. 5) measured with the four ISOPHOT filters C1\_90, C1\_100, C2\_170 and C2\_200. We used the convention $`\theta `$ = 2D, defined by Gautier et al. Gautier\_92 (1992) (see Sect. 1). Following the H&B formula (Eq. 4) we fitted the data points for each filter separately, assuming a power-law relationship between the confusion noise and the average brightness of the field, but also allowing a constant factor:

$$\frac{\mathrm{N}(\theta _{\mathrm{min}})}{1\mathrm{mJy}}=\mathrm{C}_0+\mathrm{C}_1\times \left(\frac{\mathrm{B}}{1\mathrm{MJysr}^1}\right)^\eta $$
(6)
The coefficients C0, C1 and $`\eta `$ are listed in Table 1. In the case of the C1\_100 and C2\_200 filters no appropriate determination of the C0 offset was possible due to the lack of faint regions. Eq. 6 can be used to predict the confusion noise for the ISOPHOT filters studied here. Our confusion noise values measured at 170 $`\mu `$m are in agreement with a value of 45 mJy obtained by Dole et al. Dole2001 (2001) in the FIRBACK regions, taking into account that their value is a source flux confusion limit, which differs from ours by the footprint-fraction and is therefore a factor of 2 higher.

### 3.2 Comparison with the H&B formula

In Fig. 4 we compare our results with the predictions of the H&B formula (Eq. 4). In the surface brightness range where the cirrus emission dominates (5–30 MJysr-1) the H&B formula predicts confusion noise values within a factor of 2 of our results. The scatter cannot be attributed to measurement uncertainties, and probably it reflects the physical differences among the fields. For the brightest fields the H&B formula seems to systematically overestimate the measured confusion noise values. Such regions, however, contain molecular clouds, therefore they may have different spatial structure from a cirrus region and should be described by a different power law. The figure also shows a large discrepancy at low surface brightness which could well be treated by the introduction of an offset (see above). A possible explanation of the deviations in the faint range is discussed in Sect. 4.2.

Although the H&B formula gives rather good predictions for the surface brightness range it was developed for (5–30 MJysr-1), its coefficients, especially the three exponents, rely partly on the analysis of IRAS 100$`\mu `$m data, partly on theoretical considerations. Our data set offers a unique chance to test some of these exponents for the first time. The dependence of the confusion noise on the surface brightness was described by H&B using a power law with an exponent of 1.5 (Eq. 4), independently of the wavelength. This exponent $`\eta `$ was determined by our fits for four wavelengths in Sect. 3.1. The measured values in Table 1 are very close to the value of 1.5, proving the wavelength independence of this exponent.

In the next step we tested the dependence of the confusion noise on the resolution parameter $`\lambda /\mathrm{D}_\mathrm{t}`$, also assumed to be in the form of a power law with an exponent of 2.5 by H&B (Eq. 4). Since the diameter of the telescope mirror $`\mathrm{D}_\mathrm{t}`$ is the same regardless of the wavelength, in Fig. 5 we plotted the wavelength dependence of the C1 coefficient from Table 1. The figure confirms the assumption of a power law, and gives an exponent of 2.53$`\pm `$0.31, in agreement with the value in Eq. 4. The dependence of the confusion noise on the diameter of the telescope (Eq. 4) was not possible to check, since the telescope mirror of ISO had the same size as that of IRAS. Our results verify exponents of the H&B formula for the first time by observations over a wide range.

### 3.3 Confusion noise for larger separations

The H&B formula provides information only on the measurement configuration presented in Fig. 1, at the resolution limit $`\theta _{\mathrm{min}}`$. However, in many applications the beam separation may be different. In most ISOPHOT measurements the observer was allowed to specify any separation up to 3′. Staring on-off measurements and sparse maps allowed even larger separations (Laureijs et al., Laureijs2000 2000). Properties of the sky confusion noise for these cases were not investigated so far.

As indicated in Sect. 1, the ratio of the confusion noise values measured at different separations is sensitive to the spatial distribution of the dominant component of the emission (galactic cirrus or distant galaxies). We found that the dependence of the sky confusion noise on the separation between target and reference sky positions can be described by a simple power law:

$$\mathrm{N}(\mathrm{q}\theta _{\mathrm{min}})=\mathrm{N}(\theta _{\mathrm{min}})\times \mathrm{q}^\gamma $$
(7)
where q=1,1$`\frac{1}{2}`$…3$`\frac{1}{2}`$ and $`\gamma `$ is constant for a specific map. We fitted $`\gamma `$ for all maps. The results are presented in Fig. 6, which suggests that the $`\gamma `$ value is a filter-independent parameter of the field, depending only on the surface brightness.

For faint fields $`\gamma `$ is close to zero, while it increases strongly with increasing surface brightness. We found that the behaviour can be approximated by the following relation (dotted curve in Fig. 6):

$$\gamma =\{\begin{array}{cc}0.02\hfill & \hfill \mathrm{if}\mathrm{B}3\mathrm{MJysr}^1\\ 0.65\times \mathrm{log}_{10}\mathrm{B}0.26\hfill & \hfill \mathrm{if}\mathrm{B}>3\mathrm{MJysr}^1\end{array}$$
(8)
Eq. 7 and 8 together with Eq. 6 and the coefficients in Table 1 provide a practical tool for the estimation of the confusion noise for a large variety of measurements.

## 4 Discussion

### 4.1 Variations of $`\gamma `$

As shown in Sect. 3.3, for low surface brightness fields the $`\gamma `$ values are close to zero. In those regions the noise distribution differs from that expected for the galactic cirrus (see e.g. Ackermann et al., Ackermann92 1992)), originating from its multifractal structure. $`\gamma `$ 0 is typical for a Poissonian distribution.

Higher $`\gamma `$ values in brighter regions may be caused by the cirrus structure. Despite this general trend the scatter of $`\gamma `$ at higher surface brightness is relatively large and there are a few regions measured by the C1\_90 filter with high $`\gamma `$ values at low brightness. These discrepancies are probably caused by real physical differences between the fields. The $`\gamma `$ parameter depends on the spectral index of the Fourier power spectrum of the field (cf. Eq. 3). This relationship will be analysed in detail based on experimental data in a forthcoming paper (Kiss et al. 2001, in prep.). Differences in physical properties may originate in different chemical/dust composition, spatial structure, gas-to-dust or molecular-to-neutral gas ratio.

### 4.2 Fluctuations due to the Extragalactic Background

#### 4.2.1 Findings from this work

When fitting the sky confusion noise as a function of the surface brightness in Sect. 3.1 a constant term C0 was allowed for. At both 90 and 170 $`\mu `$m definite positive values were obtained at the 3–4$`\sigma `$ significance level. Assuming that the cirrus confusion noise follows the power law behaviour also at very low surface brightness, this offset cannot be attributed to cirrus. The spatial distribution of the confusion noise below $``$3 MJysr-1 has different characteristics than in brighter cirrus fields (see Sect. 3.3 and Fig. 6). The likely origin of this noise component, as suggested by its invariability with the surface brightness and its Poissonian spatial distribution, would be the fluctuation due to the Cosmic Far-Infrared Background (CFIRB).

If this interpretation is correct, than Eq. 6 provides a new method to determine the value of the CFIRB fluctuation. The features of this method are (1) the subtraction of the cirrus component via its dependence on the surface brightness and (2) that this dependence is calibrated simultaneously on the brighter cirrus fields of the same database. An advantage of this method is the utilization of the largest ISOPHOT database for the determination of the CFIRB fluctuations. The results are not sensitive to characteristics in individual fields. On the other hand, any uncertainty in the surface brightness calibration of the cirrus would introduce an uncertainty in the fluctuation value, too.

The values given by the fitting procedure in Sect. 3.1 for the C0 coefficients are 6.6$`\pm `$1.9 and 10.2$`\pm `$2.5 mJy at 90 and 170 $`\mu `$m, respectively. In this fitting the surface brightness values still included a contribution from the CFIRB itself. Subtraction of the CFIRB increases the fluctuation amplitudes. Varying the CFIRB surface brightness B0 within the assumed range of 0.1 to 1.5 MJysr-1 and subtracting it from the total surface brightness we used Eq. 6 to derive the corresponding C0 coefficients which were then transferred to surface brightness fluctuations $`\delta `$B0 as $`\delta `$B0 = C0/$`\mathrm{\Omega }_\lambda `$, where $`\mathrm{\Omega }_\lambda `$ is the effective solid angle of a detector pixel (see Table 1).

The results are shown in Fig. 7. As it can be seen in this figure, the dependence of $`\delta `$B0 on the assumed value of B0 is not very strong, therefore, regardless of the real value of the CFIRB, a well confined value of $`\delta `$B0 can be derived. We obtained C0 = 7$`\pm `$2 mJy ($`\delta `$B0 = 0.11$`\pm `$0.03 MJysr-1) at 90$`\mu `$m and C0 = 15$`\pm `$4 mJy ($`\delta `$B0 =0.06 $`\pm `$0.02 MJysr-1) at 170$`\mu `$m.

In most models CFIRB fluctuations are caused by galaxy clustering, and, due to the flat power spectrum, the $`\delta `$B0/B0 value is constant in the 1° to 5′ resolution range (Kashlinsky et al. Kashlinsky (1996), Haiman & Knox Haiman (2000)). At finer resolution (higher spatial frequencies) effects by individual galaxies have to be considered. An estimate of $`\delta `$B0/B0 (or $`\delta `$($`\nu `$Iν)/($`\nu `$Iν)) can be performed following Bond et al. Bond (1986), assuming biased galaxy clustering. Using eq. 6.35 from Bond et al. Bond (1986), the fluctuation ratio is : $`\delta (\nu \mathrm{I}_\nu )/(\nu \mathrm{I}_\nu )=0.05\times (1\mathrm{}/\sigma )^{0.4}`$ where $`\sigma `$ is the smoothing angle, and the beam profile is approximated by a Gaussian. Equations 6.24 and 7.2 in Bond et al. Bond (1986) give $`\sigma `$ = 12″ and 23″ for 90 and 170 $`\mu `$m, respectively, for ISOPHOT. From this results $`\delta `$($`\nu `$Iν)/($`\nu `$Iν) = 10% at 90 $`\mu `$m and $`\delta `$($`\nu `$Iν)/($`\nu `$Iν) = 7% at 170 $`\mu `$m.

At 170 $`\mu `$m $`\delta `$B0/B0 = 7% provides B0 = 0.8$`\pm `$0.2 MJysr-1 equivalent to $`\nu `$Iν = 14$`\pm `$3 nWm-2sr-1.

At 90 $`\mu `$m the dependence of $`\delta `$B0 on B0 is even weaker than at 170 $`\mu `$m, therefore a well defined value of 0.11$`\pm `$0.03 MJysr-1 can be determined. The B0 value of 1.1$`\pm `$0.3 MJysr-1, equivalent to $`\nu `$Iν = 37$`\pm `$10 nWm-2sr-1), is the same as the average surface brightness of the faintest 90 $`\mu `$m maps in our data set. The expected cirrus contribution in these fields – predicted from the $``$0.8 MJysr-1 value at 170 $`\mu `$m by using a typical cirrus spectrum (modified black-body SED, $`\nu ^2`$ emissivity law, 20 K temperature) – is about 0.3 MJysr-1. This result suggests that the 1.1 MJysr-1 is an upper limit and the most likely value of the CFIRB lies at the lower end of the uncertainty range, i.e. $``$0.8 MJysr-1 equivalent to $`\nu `$Iν = 30 nWm-2sr-1.

Our results satisfy the three main criteria of a CFIRB detection as proposed by Hauser & Dwek Hauser+Dwek (2001): (1) We achieved a detection of a positive value of the fluctuation amplitudes (and therefore the absolute value as well) at 90 and 170 $`\mu `$m at the 4$`\sigma `$ level. (2) We removed the contribution by all known foreground (noise) emitters (zodiacal light, instrument noise, galactic cirrus). The properties of the spatial distribution related to the remaining noise term agree with that expected for the CFIRB fluctuations. (3) Due to the statistical nature of our method, the detection of the same well defined positive constant term in different areas of the far-infrared sky indicates the isotropy of this component.

#### 4.2.2 Comparison with other results

The 170 $`\mu `$m confusion noise C0 = 15$`\pm `$4 mJy is in good agreement with the 13 mJy obtained by Juvela et al. (see the overview of Lemke et al. Lemke2000 (2000)), and somewhat lower than the values of 18 mJy determined by Lagache & Puget Lagache+Puget\_2000 (2000) from the analysis of the Marano 1 field and the 22 mJy derived by Matsuhara et al. Matsuhara (2000) from the investigation of the Lockman Hole region. Our derived CFIRB value of 14$`\pm `$3 nWm-2sr-1 is the same as predicted from models by Pei et al. Pei (1999). Also the COBE measurements calibrated on the FIRAS photometric scale (Hauser et al. Hauser98 1998, for an overview see Hauser & Dwek 2001) give quite similar levels (15$`\pm `$6 nWm-2sr-1 at 140$`\mu `$m and 13$`\pm `$2 nWm-2sr-1 at 240$`\mu `$m) despite the big difference in spatial resolution.

The 90 $`\mu `$m confusion noise C0 = 7$`\pm `$2 mJy is close (although somewhat lower) to the 11 mJy found by Matsuhara et al. Matsuhara (2000). With regard to the 90 $`\mu `$m absolute value Schlegel et al. Schlegel98 (1998) provided the same 1.1 MJysr-1 value as an upper limit for the CFIRB at 100 $`\mu `$m, and also Lagache et al. Lagache2000 (2000) and Finkbeiner et al. Finkbeiner (2000) reported a detection of a 100 $`\mu `$m CFIRB level of 23$`\pm `$6 nWm-2sr-1 and 25$`\pm `$8 nWm-2sr-1 , respectively, which are close to our upper limit.

### 4.3 Confusion limits for far-infrared space telescopes

After the comparison of instrument and confusion noise values (see Fig. 2 and 3) it is obvious that even in the faintest sky regions the instrument noise is below the sky confusion noise by a factor of 2–3 for the C2\_170 filter. This confirms the results of Herbstmeier et al. Herbstmeier (1998), showing that the ISOPHOT C200 detector was limited by sky brightness fluctuations rather than by instrumental effects. In the case of the C1\_90 filter the instrumental and confusion noise are similar in strength at the resolution limit. Since our results confirm the applicability of the H&B formula, the predictions made for other space missions with telescopes of a similar size (SIRTF, Astro-F) on the basis of this formula can be trusted. Predictions made for the HERSCHEL satellite (3.6m mirror), however, still have to partially rely on assumptions, since we were not able to test the dependence of the confusion noise on the diameter of the telescope primary mirror. It remains to be demonstrated that the spatial structure of cirrus does not change below the resolution limit of ISO.

## 5 Summary

Using measurements obtained with ISOPHOT we investigated the properties of the sky confusion noise on a large sample of maps in the 90 $``$$`\lambda `$$``$ 200 $`\mu `$m wavelength range. We described the dependence of the sky confusion noise on the surface brightness for four selected ISOPHOT filters. We verified that the confusion noise scales as N $`\mathrm{B}^{1.5}`$ for the resolution limit, independent of the wavelength. We also confirmed that, due to the dependence on the resolution parameter, N $`\lambda ^{2.5}`$ at $`\lambda 100`$$`\mu `$m. According to our results for cirrus fields with $`\mathrm{B}>5`$ MJysr-1 the Helou & Beichman Helou+Beichman\_90 (1990) formula predicts confusion noise values within a factor of 2. The scaling of the noise value at different separations between target and reference positions was investigated for the first time, providing a useful formula to estimate the confusion for different separations, too. At 90 and 170 $`\mu `$m a noise term with a Poissonian spatial distribution was detected in the faintest fields ($`\mathrm{B}35\mathrm{MJysr}^1`$), which we interpret as fluctuations in the Cosmic Far-Infared Background (CFIRB). With a ratio of the fluctuation amplitude to the absolute level of 10% and 7% at 90 and 170 $`\mu `$m, respecively, we determined the fluctuation amplitudes and the surface brightness of the CFIRB. The fluctuation amplitudes are 7$`\pm `$2 mJy and 15$`\pm `$4 mJy at 90 and 170 $`\mu `$m, respectively. We obtained a CFIRB surface brightness of B0 = 0.8$`\pm `$0.2 MJysr-1 ($`\nu `$Iν = 14$`\pm `$3 nWm-2sr-1) at 170 $`\mu `$m and an upper limit of 1.1 MJysr-1 ($`\nu `$Iν = 37 nWm-2sr-1) at 90$`\mu `$m.

###### Acknowledgements.

The development and operation of ISOPHOT were supported by MPIA and funds from Deutsches Zentrum für Luft- und Raumfahrt (DLR, formerly DARA). The ISOPHOT Data Center at MPIA is supported by Deutsches Zentrum für Luft- und Raumfahrt e.V. (DLR) with funds of Bundesministerium für Bildung und Forschung, grant no. 50 QI 9801 3. This research was partly supported by the ESA PRODEX programme (No. 14594/00/NL/SFe) and by the Hungarian Research Fund (OTKA F-022566). M.J. acknowledges the support of the Academy of Finland Grant no. 1011055. The authors are responsible for the contents of this publication.


text:
# PROBABILITY FOR PRIMORDIAL BLACK HOLES IN HIGHER DERIVATIVE THEORIES

## Abstract

The probability for quantum creation of an inflationary universe with a pair of black holes in higher derivative theories has been studied. Considering a gravitational action which includes quadratic ($`\alpha R^2`$) and/or cubic term ($`\beta R^3`$) in scalar curvature in addition to a cosmological constant ($`\mathrm{\Lambda }`$) in semiclassical approximation with Hartle-Hawking boundary condition, the probability has been evaluated. The action of the instanton responsible for creating such a universe, with spatial section with $`S^1XS^2`$ topology, is found to be less than that with a spatial $`S^3`$ topology, unless $`\alpha <\frac{1}{8\mathrm{\Lambda }}`$ in $`R^2`$-theory. In the $`R^3`$ theory, however, there exists a set of solutions without a cosmological constant when $`\beta R^2=1`$ and $`\alpha =3\sqrt{\beta }`$ which admit primordial black holes (PBH) pair in an inflationary universe scenario. We note further that when $`\beta R^21`$, one gets PBH pairs in the two cases : (i) with $`\alpha `$ and $`\mathrm{\Lambda }`$ both positive and (ii) with $`\mathrm{\Lambda }`$ positive and $`\alpha `$ negative satisfying a constraint $`6|\alpha |\mathrm{\Lambda }>1`$. However, the relative probability for creation of an inflationary universe with a pair of black holes in the $`R^3`$-theory suppresses when $`\alpha >2\sqrt{\beta }`$ or $`|\alpha |<2\sqrt{\beta }`$. However, if the above constraints are relaxed one derives interesting results leading to a universe with PBH in $`R^3`$-theory without cosmological constant.
PACS No(s). : 04.20.Jb, 04.60.+n, 98.80.Hw

I. INTRODUCTION :

In recent times black holes are the most elusive object to study in Astrophysics and Cosmology. The mass of these objects may be greater than the solar mass or even less. It is known in stellar physics that a blackhole is the ultimate corps of a collapsing star when its mass exceeds twice the mass of the sun. Another kind of black holes are becoming important in cosmology which might have formed due to quantum fluctuations of matter distribution in the early universe. These are topological blackholes having mass very small. In particular these are important from the view point of Hawking radiation . Bousso and Hawking  ( in short, BH ) calculated the probability of the quantum creation of a universe with a pair of primordial black holes in (3 + 1) dimensional universe. In the paper they considered two different euclidean space-time : (1) a universe with space-like sections with topology $`S^3`$ and (2) a universe with space-like section with topology $`S^1\times S^2`$ , as is obtained in the Schwarzschild- de Sitter solution. The first kind of spatial structure describes an inflationary (de Sitter) universe without black hole while the second kind describes a Nariai universe , an inflationary universe with a pair of black holes. BH considered in their paper a massive scalar field which provided an effective cosmological constant for a while through a slow-rolling potential (mass-term). Chao  has studied the creation of a primordial black hole and Green and Malik  studied the primordial black holes production during reheating. Paul et al.  following the approach of BH studied the probability of creation of PBH including $`R^2`$-term in the Einstein action and found that the probability is very much suppressed in the $`R^2`$ -theory. It is well known that the theory with higher order Lagrangian are conformally equivallent to Einstein gravity with a matter sector containing a minimally coupled, self interacting scalar field. However, the renormalization of higher loop contributions introduces terms into the effective action that are higher than quadratic in $`R`$. Consequently it is important to study the effects of these terms to study quantum creation of a universe with a pair of PBH. It is important to confine with terms upto cubic terms only as for a polynomial Lagrangian

$$f(R)=\underset{n=1}{\overset{N}{}}\lambda _nR^n,$$

the form of the potential is extremely complicated. It was shown by Henk van Elst et al.  that $`N=2`$ contribution is rather special in four dimensions, while $`R^3`$-term gives a more generic purturbation. The qualitative behavior of the potential $`V(\varphi )`$ does not change relative to the $`R^3`$ term even when terms with $`N>3`$ are considered. We, therefore, consider term upto $`R^3`$ in the action and look for probability of a pair of PBH in the early universe. We calculate the probabilities for the creation of a universe with two types of topology namely, $`R\times S^3`$ topology and $`R\times S^1\times S^2`$ topology which accommodates a pair of primordial black holes. To calculate the probabilities for these spatial topologies, we use a semiclassical approximation for the evaluation of the euclidean path integrals. The condition that a classical spacetime should emerge, to a good approximation, at a large Lorentzian time was selected by a choice of the path of the time parameter $`\tau `$ along the $`\tau ^{Re}`$ axis from 0 to $`\frac{\pi }{2H}`$ and then continues along the $`\tau ^{im}`$ axis. The wave-function of the universe in the semiclassical approximation is given by

$$\mathrm{\Psi }_o[h_{ij},\mathrm{\Phi }_M]\underset{n}{}A_ne^{I_n}$$
(1)
where the sum is over the saddle points of the path integral, and $`I_n`$ denotes the corresponding Euclidean action. The probability measure of the creation of PBH is

$$P[h_{ab},\mathrm{\Phi }_M]e^{2I^{Re}}$$

where $`h_{ab}`$ is the boundary metric and $`I^{Re}`$ is the real part of the action corresponding to the dominant saddle point, i.e. the classical solution satisfying the Hartle-Hawking (henceforth, HH) boundary conditions . It was believed that all inflationary models lead to $`\mathrm{\Omega }_o1`$ to a great accuracy. This view was modified after it was discovered that there is a special class of inflaton effective potentials which may lead to a nearly homogeneous open universe with $`\mathrm{\Omega }_o1`$ at the present epoch. Cornish et al.  studied the problem of pre-inflationary homogeneity and outlines the possibility of creation of a small, compact, negatively curved universe. We show that a universe with $`S^3`$-topology may give birth to an open inflation.

The paper is organised as follows : in sec. II we write the gravitational action for a higher derivative theories and obtain gravitational instanton solutions and in sec. III we use the action to estimate the relative probability of the two types of the universes and in sec. IV we give a brief discussion.

II. GRAVITATIONAL INSTANTON SOLUTIONS WITH OR
WITHOUT A PAIR OF PRIMORDIAL BLACK HOLES:

We consider a Euclidean action containing higher derivative terms which is given by

$$I_E=\frac{1}{16\pi }d^4x\sqrt{g}f(R)\frac{1}{8\pi }_Md^3x\sqrt{h}Kf^{}(R)$$
(2)
where $`g`$ is the 4-dimensional Euclidean metric, $`f(R)=R+\alpha R^2+\beta R^32\mathrm{\Lambda }`$, $`R`$ is the Ricci scalar and $`\mathrm{\Lambda }`$ is the 4-dimensional cosmological constant. In the gravitational surface term, $`h_{ab}`$ is the boundary metric and $`K=h^{ab}K_{ab}`$ is the trace of the second fundamental form of the boundary $`M`$ in the metric. The second term is the contribution from $`\tau =0`$ back in the action. It vanishes for a universe with $`S^3`$ topology, but gives a non vanishing contribution for $`S^1\times S^2`$-topology.

(A) Topology $`S^3`$, the de Sitter spacetime :

In this section we study vacuum solutions of the Euclidean Einstein equation with a cosmological constant in four dimensions. We now look for a solution with spacelike section $`S^3`$. Hence we choose the four dimensional metric ansatz

$$ds^2=d\tau ^2+a^2(\tau )\left[dx_1^2+sin^2x_1d\mathrm{\Omega }_2^2\right]$$
(3)
where $`a(\tau )`$ is the scale factor of a four dimensional universe and $`d\mathrm{\Omega }_2^2`$ is a line element on the unit two sphere. The scalar curvature is given by

$$R=6\left[\frac{\ddot{a}}{a}+\left(\frac{\dot{a}^2}{a^2}\frac{1}{a^2}\right)\right].$$

where an overdot denotes differentiation with respect to $`\tau `$. We rewrite the action (2), including the constraint through a Lagrangian multiplier $`\beta `$ and obtain

$$I_E=\frac{\pi }{8}\left[f(R)a^3\beta \left(R+6\frac{\ddot{a}}{a}+6\frac{\dot{a}^21}{a^2}\right)\right]𝑑\tau \frac{1}{8\pi }_Md^3x\sqrt{h}Kf^{}(R).$$
(4)
Varying the action w.r.t. R, we determine

$$\beta =a^3f^{}(R).$$
(5)
Substituting the above equation, treating $`a`$ and $`R`$ as independent variables we get

$$I_E=\frac{\pi }{8}_{\tau =0}^{\tau _{\frac{\pi }{2H_o}}}\left[a^3f(R)f^{}(R)\left(a^3R6a\dot{a}^26a\right)+6a^2\dot{a}\dot{R}f^{\prime \prime }(R)\right]𝑑\tau $$

$$\frac{3\pi }{4}\left[\dot{a}a^2f^{}(R)\right]_{\tau =0},$$
(6)
here we have eliminated $`\ddot{a}`$ by integration by parts. The field equations can now be obtained by varying $`I_E`$ with respect to $`a`$ and $`R`$ , giving

$$f^{\prime \prime }(R)\left[R+6\frac{\ddot{a}}{a}+6\frac{\dot{a}^21}{a^2}\right]=0,$$
(7)
$$2f^{\prime \prime \prime }(R)\dot{R}^2+2f^{\prime \prime }(R)\left[\ddot{R}+2\frac{\dot{a}}{a}\dot{R}\right]+f^{}(R)\left[4\frac{\ddot{a}}{a}+2\frac{\dot{a}^2}{a^2}\frac{2}{a^2}+R\right]f(R)=0.$$
(8)
We now consider $`f(R)=R+\alpha R^2+\beta R^32\mathrm{\Lambda }`$ and obtain an instanton solution which is given by

$$a=\frac{1}{H_o}sinH_o\tau $$
(9)
where $`H_o^2[\beta ,\mathrm{\Lambda }]`$ is determined from the constraint equation $`432\beta H_o^63H_o^2+\mathrm{\Lambda }=0`$. We note that this solution satisfies the HH no boundary conditions viz., $`a(0)=0`$, $`\dot{a}(0)=1`$. One can choose a path along the $`\tau ^{Re}`$ axis to $`\tau =\frac{\pi }{2H}`$, the solution describes half of the Euclidean de Sitter instanton $`S^3`$. Analytic continuation of the metric (3) to Lorentzian region, $`x_1\frac{\pi }{2}+i\sigma `$, gives

$$ds^2=d\tau ^2+a^2(\tau )\left[d\sigma ^2+\mathrm{cosh}^2\sigma d\mathrm{\Omega }_2^2\right]$$
(10)
which is a spatially inhomogeneous de Sitter like metric. However, if one sets $`\tau =it`$ and $`\sigma =i\frac{\pi }{2}+\chi `$, the metric becomes

$$ds^2=dt^2+b^2(t)[d\chi ^2+\mathrm{sinh}^2\chi d\mathrm{\Omega }_2^2]$$
(11)
where $`b(t)=ia(it)`$. It describes the creation of an open inflationary universe. The real part of the Euclidean action corresponding to the solution calculated by following the complex contour of $`\tau `$ suggested by BH is given by

$$I_{S^3}^{Re}=\frac{\pi }{2H_o^4}\left[24\alpha H_o^4+4H_o^2\mathrm{\Lambda }\right].$$
(12)
With the chosen path for $`\tau `$ , the solution describes half the de Sitter Instanton with $`S^4`$ topology, joined to a real Lorentzian hyperboloid of topology $`R^1\times S^3`$. It can be joined to any boundary satisfying the condition $`a_M>0`$ . For $`a_M>H_o^1`$ , the wave function oscillates and predicts a classical space-time. We note the following cases : $``$ $`\beta =0`$ one obtains $`H_o^2=\mathrm{\Lambda }/3`$ and $`R=4\mathrm{\Lambda }`$ which corresponds to the result obtained by Paul et al. . $``$ $`\beta 0`$ and one gets now instanton solution even with a cosmological constant i.e., $`\mathrm{\Lambda }=0`$ giving $`H_o^2=\frac{1}{12\sqrt{\beta }}`$. This solution is interesting as with $`N2`$ in the polynomial $`f(R)`$ one always requires a cosmological constant to get such an instanton.

(B) Topology $`S^1\times S^2`$ :

In this section we consider Euclidean Einstein equation and look for a universe with $`S^1\times S^2`$ -spacelike sections as this topology accommodates a pair of black holes. The corresponding ansatz for (1 + 1 + 2) dimensions is given by

$$ds^2=d\tau ^2+a^2(\tau )dx^2+b^2(\tau )d\mathrm{\Omega }_2^2$$
(13)
where $`a(\tau )`$ is the scale factor of two sphere and $`b(\tau )`$ is the scale factor of the two sphere given by the metric

$$d\mathrm{\Omega }_2^2=d\theta ^2+sin^2\theta d\varphi ^2$$

The scalar curvature is given by

$$R=\left[2\frac{\ddot{a}}{a}+4\frac{\ddot{b}}{b}+2\left(\frac{\dot{b}^2}{b^2}\frac{1}{b^2}\right)+4\frac{\dot{a}\dot{b}}{ab}\right].$$
(14)
The Euclidean action (2) becomes

$$I_E=\frac{\pi }{2}\left[f(R)ab^2\beta \left(R+2\frac{\ddot{a}}{a}+4\frac{\ddot{b}}{b}+4\frac{\dot{a}\dot{b}}{ab}+2\frac{\dot{b}^2}{b^2}\frac{2}{b^2}\right)\right]𝑑\tau $$

$$\frac{1}{8\pi }_M\sqrt{h}d^3xKf^{}(R).$$
(15)
One can determine $`\beta `$ as is done before and obtains

$$I_{S^1\times S^2}=\frac{\pi }{2}_{\tau =0}^{\tau _M}\left[f(R)f^{}(R)\left(R4\frac{\dot{a}\dot{b}}{ab}2\frac{\dot{b}^2}{b^2}\frac{2}{b^2}\right)+2f^{\prime \prime }(R)\dot{R}\left(\frac{\dot{a}}{a}+2\frac{\dot{b}}{b}\right)\right]$$

$$ab^2d\tau \pi \left[\left(\dot{a}b^2+2ab\dot{b}\right)f^{}(R)\right]_{\tau =0}.$$
(16)
Variation of the action with respect to the scale factors $`R`$, $`a`$ and $`b`$ gives the following field equations

$$f^{\prime \prime }(R)\left(R+2\frac{\ddot{a}}{a}+4\frac{\ddot{b}}{b}+4\frac{\dot{a}\dot{b}}{ab}+2\frac{\dot{b}^2}{b^2}\frac{2}{b^2}\right),$$
(17)
$$2f^{\prime \prime \prime }(R)\dot{R}^2+2f^{\prime \prime }(R)\left(\ddot{R}+2\dot{R}\frac{\dot{b}}{b}\right)+f^{}(R)\left(R+4\frac{\ddot{b}}{b}+2\frac{\dot{b}^21}{b^2}\right)f(R)=0,$$
(18)
$$2f^{\prime \prime \prime }(R)\dot{R}^2+2f^{\prime \prime }(R)\left(\dot{R}\left(\frac{\dot{a}}{a}+\frac{\dot{b}}{b}\right)+\ddot{R}\right)+f^{}(R)\left(R+2\frac{\ddot{a}}{a}+2\frac{\ddot{b}}{b}+2\frac{\dot{a}\dot{b}}{ab}\right)$$

$$f(R)=0.$$
(19)
With $`f(R)=R+\alpha R^2+\beta R^32\mathrm{\Lambda }`$ one obtains an instanton solution from the field equations (17)-(19) which is given by

$$a=\frac{1}{H_o}sin(H_o\tau ),b=H_o^1,$$

$$R=4H_o^2$$
(20)
where $`H_o`$ satisfies the equation

$$16\beta H_o^6H_o^2+\mathrm{\Lambda }=0.$$

We note the following : (i) when $`\mathrm{\Lambda }=0`$, $`H_o^4=\frac{1}{16\beta }`$ and $`\alpha =3\sqrt{\beta }`$ which demands a positive coupling constant $`\beta `$, (ii) when $`\mathrm{\Lambda }0`$ then $`\alpha =\pm 3\sqrt{\beta }`$ which demands a positive coupling constant $`\beta `$ but $`\alpha `$ may take either sign, (iii) when $`\beta =0`$, $`\mathrm{\Lambda }=H_o^2`$ corresponds to the solution obtained by Paul et al. , and (iv) $`\alpha =0`$ and $`\beta =0`$ leads to $`\mathrm{\Lambda }=H_o^2`$ which corresponds to BH solution . These solutions satisfy the HH boundary conditions $`a(0)=0`$, $`\dot{a}(0)=1,b(0)=b_o`$, $`\dot{b}(0)=0`$. Analytic continuation of the metric (13) to Lorentzian region, i.e., $`\tau it`$ and $`x\frac{\pi }{2}+i\sigma `$ yields

$$ds^2=dt^2+c^2(t)d\sigma ^2+H_o^2d\mathrm{\Omega }_2^2$$
(21)
where $`c(t)=ia(it)`$. In this case the analytic continuation of time and space do not give an open inflationary universe. The corresponding Lorentzian solution is given by

$$a(\tau ^{Im})|_{\tau ^{Re}=\frac{\pi }{2H}}=H^1\mathrm{cosh}H\tau ^{Im},$$

$$b(\tau ^{Im})|_{\tau ^{Re}=\frac{\pi }{2H}}=H^1$$

Its space like sections can be visualised as three spheres of radius $`a`$ with a hole of radius $`b`$ punched through the north and south poles. The physical interpretation of the solution is that of two - spheres containing two black holes at opposite ends. The black holes have the radius $`H^1`$ accelerates away from each other with the expansion of the universe. The real part of the action can now be determined following the contour suggested by BH , and it is given by

$$I_{S^1XS^2}^{Re}=\frac{\pi }{H_o^4}\left[8\alpha H_o^4+4H_o^23\mathrm{\Lambda }\right].$$
(22)
where $`H_o^2`$ satisfies the constraint

$$16\beta H_o^6H_o^2+\mathrm{\Lambda }=0.$$

The solution (20) describes a universe with two black holes at the poles of a two sphere. However, unlike the BH case we are getting vanishing contribution of the action in this case from the surface term.

III. EVALUATION FOR THE PROBABILITY FOR PBH :

In the previous section we have calculated the actions for inflationary universe with or without a pair of black holes. We now compare the probability measure. The probability for creation of a higher dimensional de Sitter universe may be obtained from the action (6). Thus, the probability for nucleation of a higher dimensional universe without PBH is given by

$$P_{S^3}e^{\frac{\pi }{H_o^4}\left[24\alpha H_o^4+4H_o^2\mathrm{\Lambda }\right]}.$$
(23)
However for an inflationary universe with a pair of black holes the corresponding probability of nucleation can be obtained from the action (16). The corresponding probability is

$$P_{S^1\times S^2}e^{\frac{2\pi }{H_o^4}\left[8\alpha H_o^4+4H_o^23\mathrm{\Lambda }\right]}$$
(24)
We now describe the spacial cases of the general result :

$``$ when $`\alpha =0`$, $`\beta =0`$ one recovers the result obtained by Bousso and Hawking

$$P_{S^3}e^{\frac{3\pi }{\mathrm{\Lambda }}},P_{S^1\times S^2}e^{\frac{2\pi }{\mathrm{\Lambda }}}.$$
(25)
Thus with a positive cosmological constant the probability for a universe with PBH is less than that without PBH.

$``$ when $`\alpha 0`$, $`\beta =0`$ one determines $`H_o^2=\mathrm{\Lambda }`$ and the probabilities are

$$P_{S^3}e^{\frac{3\pi }{\mathrm{\Lambda }}+24\pi \alpha },P_{S^1\times S^2}e^{\frac{2\pi }{\mathrm{\Lambda }}+16\pi \alpha }.$$
(26)
In this case with a positive cosmological constant and a positive $`\alpha >0`$, de Sitter universe is more probable .

$$P_{S^3}e^{\frac{3\pi }{\mathrm{\Lambda }}},P_{S^1\times S^2}e^{\frac{2\pi }{\mathrm{\Lambda }}}.$$
(27)
However negative values of $`\alpha <\frac{1}{8\mathrm{\Lambda }}`$ could lead to an interesting possibilities as the probability for a universe with PBH in this case is more.However, the case $`\alpha <0`$ leads to a classical instability in $`R^2`$-theory.

$``$ when $`\alpha 0`$, $`\beta 0`$ one determines obtains instanton solution even with $`\mathrm{\Lambda }=0`$ and we get $`H_o^2=\sqrt{\frac{1}{144\beta }}`$ which leads to the probabilities

$$P_{S^3}e^{8\pi \left(3\alpha +6\sqrt{\beta }\right)},P_{S^1\times S^2}e^{16\pi \left(\alpha +2\sqrt{\beta }\right)}.$$
(28)
It is evident that one requires $`\beta >0`$ to obtain instanton but the values of $`\alpha `$ may be positive or negative. When $`\alpha >2\sqrt{\beta }`$ or $`|\alpha |<2\sqrt{\beta }`$ one obtains that a universe without PBH is more probable. In this case interesting possibilities emerges when $`\alpha <2\sqrt{\beta }`$ or $`|\alpha |>2\sqrt{\beta }`$.

IV. DISCUSSIONS :

In this work we have evaluated the probability for primordial black holes pair creation in a higher derivative theories. In section II, we have obtained the gravitational instanton solutions in two cases : a universe with (i) $`R\times S^3`$ \- topology and a universe with (ii) $`R\times S^1\times S^2`$ -topology respectively. The Euclidean action is then evaluated. We found that the probability of a universe with $`R\times S^3`$ topology turns out to be much lower than a universe universe with topology $`R\times S^1\times S^2`$ in the $`R^2`$-theory unless $`\alpha <\frac{1}{8\alpha }`$. It may be mentioned here that one gets a regular instanton in $`S^4`$ \- topology if there are no black holes. The existence of black holes restricts such a regular topology. The result obtained here on the probability of creation of a universe with a pair of primordial black holes is found to be strongly suppressed if one extends the theory with $`R^3`$-term in the action under the constraints (i) $`\alpha >2\sqrt{\beta }`$ or (ii) $`|\alpha |<2\sqrt{\beta }`$ when $`\mathrm{\Lambda }=0`$. Thus one interesting result is that in the framework of $`R^3`$-theory we get de Sitter instantons with $`S^3`$ and $`S^1\times S^2`$ topologies even without a cosmological constant. Thus one obtains PBH in the theory even without a cosmological constant in $`R^3`$ theory. It is interesting to note here that analytic continuation of a $`R\times S^3`$ metric considered here to Lorentzian region leads to an open 3 - space. One obtains Hawking-Turok  type open inflationary universe in this case. In the other type of topology an open inflation is not permitted. A detail study of an open inflationary universe will be discussed elsewhere. Thus in a polynomial Lagrangian in $`R`$-theory, quantum creation of PBH seems to be suppressed in the minisuperspace cosmology for some values of the parameters in the action.

Acknowledgement :

The work is suported by Minor Research grant of the University Grants Commission, New Delhi and North Bengal University (NBU). BCP would like to thank the Inter-University University Centre for Astronomy and Astrophysics (IUCAA), Pune for providing facilities to carry out the work and AS would like to thank the Physics Department, North Bengal University and to S. Mukherjee for providing IRC facilities at NBU to carry out a part of the work.


text:
# Quark and Gluon Propagators in Covariant Gauges

## Abstract

We present data for the gluon and quark propagators computed in the standard lattice Landau’s gauge and for three values of the covariant gauge-fixing parameter ($`\lambda =0,8,16`$). Our results are obtained using the $`SU(3)`$ Wilson action in the quenched approximation at $`\beta =6.0`$ and $`V=16^3\times 32`$.

In the last few years we have proposed a new lattice gauge-fixing algorithm - to study in a non perturbative framework the gauge dependence of the fundamental QCD correlators, i.e. gluon and quark propagators. Since a naïve generalization of the standard Landau gauge-fixing functional is not possible , we propose to fix a generic covariant gauge by minimizing a discretized version of the functional

$$H_A[G]d^4x\text{Tr}\left[(_\mu A_\mu ^G\mathrm{\Lambda })(_\nu A_\nu ^G\mathrm{\Lambda })\right]$$
(1)
where the $`\mathrm{\Lambda }`$’s belong to the Lie algebra of the group and are generated with a Gaussian distribution $`\mathrm{exp}[1/\lambda d^4x\text{Tr}(\mathrm{\Lambda }^2)]`$ (for all notations and conventions see ,). We have implemented a discretization of the functional (1) which is linear in any single local gauge transformation. This can be achieved with a careful manipulation of $`𝒪(a)`$ terms in the lattice functional definition .

We retrieved $`221`$ $`SU(3)`$ gauge configurations at $`\beta =6.0`$ and $`V=16^3\times 32`$  available from the repository at the “Gauge Connection” (http://qcd.nersc.gov). Covariant gauges corresponding to $`\lambda =0,8`$ have been fixed for all of them, while the gauge corresponding to $`\lambda =16`$ has been imposed on $`80`$ configurations only. We have required always a gauge fixing quality factor $`\theta <10^6`$. The calculation of the gauge-fixing rotation has been performed on the Boston University’s Origin2000.

Last year we presented in Bangalore  some preliminar results on the gluon propagator in the $`SU(3)`$ quenched theory computed in the standard Landau and in the covariant gauge at two values of the parameter $`\lambda =0,8`$. Here we present another set of data ($`\lambda =16`$) for the gluon propagator and the quark propagator, with the Wilson fermionic action, for three values of the gauge parameter $`\lambda =0,8,16`$.

In Fig. 1 we show the behaviour of the the gluon propagator at zero spatial momentum

$$A_iA_i(t)\frac{1}{3V^2}\underset{i}{}\underset{𝐱,𝐲}{}TrA_i(𝐱,t)A_i(𝐲,0)$$
(2)
as a function of $`t`$.

While the data for the standard Landau gauge and for $`\lambda =0`$ are compatible within errors, the results for $`\lambda =8,16`$ show signals of a gauge dependence of the gluon propagator.

We have analyzed the data of the gluon propagator also in the Fourier space by using the usual separation of transverse and longitudinal components, i.e.

$$D_{\mu \nu }(q)=(\delta _{\mu \nu }\frac{q_\mu q_\nu }{q^2})D_T(q)+\frac{q_\mu q_\nu }{q^2}\frac{D_L(q)}{q^2}.$$
(3)
In Fig. 2 we present the behaviour of the transverse part $`q^2D_T(q)`$ as a function of $`q=\sqrt{q^2}`$. The data have been averaged over the $`Z_3`$ group  and only values corresponding to $`k_0=\frac{2\pi }{32}(0÷12)`$ and $`k_i=\frac{2\pi }{16}(0÷6)`$ are reported. We see that at large $`q^2`$ the data at the three values of the gauge parameter tend to coincide, while at low $`q^2`$ they exhibit a clear gauge dependence. The data with higher $`\lambda `$ show a lower peak than those with $`\lambda =0`$, but the peak position remains fixed. Note that in this region physical effects caused by confinement are expected, see for example .

The inverse of the quark propagator $`S^1(q)`$, at $`K=0.1515`$, has been decomposed in the standard way

$$S(q)^1=i\overline{)}q\mathrm{\Sigma }_1(q^2,m)+m\mathrm{\Sigma }_2(q^2,m).$$
(4)
In Fig. 3 we report $`\mathrm{\Sigma }_1`$ as a function of $`q^2`$. At large $`q^2`$ in the Landau gauge, $`\mathrm{\Sigma }_1`$ is expected to be a constant at leading order in perturbation theory. On the contrary, in the covariant gauge it should decrease logarithmically as a function of $`q^2`$  with a slope which depends on $`\lambda `$. The data can be fitted using the perturbation expansion in order to extract the gauge fixing parameter renormalization constant $`Z_\lambda `$. The data favor a small value of the gauge parameter renormalization constant: $`Z_\lambda `$$`.35`$ for $`\lambda =8`$ and $`Z_\lambda `$ $`.20`$ for $`\lambda =16`$. In order to complete the presentation of our results, we show in Fig. 4 the behaviour of $`\mathrm{\Sigma }_2`$. It is well known  that in the Wilson fermionic regularization this function is affected from large $`𝒪(a)`$ effects and our data confirm this pathology in the covariant gauge too.

In conclusion, our data show signals of gauge dependence in the gluon and quark propagator. We observe a small value of $`Z_\lambda `$ with a large dependence on $`\lambda `$ which seems to reduce the separation among gauges with different $`\lambda `$.

Our study implicitly indicates that lattice Gribov copies do not have a statistical significance in the quark and gluon propagators in the Landau gauge. In fact Gribov copies are averaged with different weights in the standard Landau gauge-fixing and in the covariant gauge at $`\lambda =0`$. Nevertheless anything different turns out to be within our statistical errors.

We warmly thank Massimo Testa for many fruitful discussions. We thank the Center for Computational Science of Boston University where the gauge fixing was performed. We also gratefully acknowledge the use of the gauge configurations produced by the authors in Ref. .


text:
# 1 Introduction

## 1 Introduction

Sense impressions or empirical observations seem to suggest a dichotomy of the physical world into isolated independently existing objects and a physical mechanism to relate observed mutual influences between them. In modern perspective one finds expression of this dichotomy in terms of elementary particles and their interactions(believed to be the four fundamental forces of nature). Philosophical urge to seek connectedness with the separation, and wholeness within the parts have led to the conception of physical reality with intrinsic duality. Primarily due to this, both action-at-a-distance (AAD) and field theory possess a sort of indistinguishable character as far as the verifiable experimental consequences are concerned. The main aim of this article is to elucidate the proposition that the nature of time might play a fundamental role to throw light on the meaning of instantaneous AAD. To delineate the basic problems a brief commentary on AAD is presented in the next section. The concept of time is discussed in section 3. In the final section the idea of the absolute time is presented, and its implications on AAD versus field theory are outlined.

## 2 Review of Action-At-A-Distance

The idea of AAD is commonly attributed to Newton, however, Cajori in the appendix to Newton’s Principia  argues that the doctrine of AAD belongs to Cotes, not to Newton. He quotes Maxwell to support his claim,and refers to a letter from Newton:

> That gravity should be innate, inherent and essential to matter, so that one body may act upon another at a distance through a vacuum, without the mediation of anything else, by and through which their action and force may be conveyed from one to another, is to me so great an absurdity, that I believe no man,who has in philosophical matters a competent faculty of thinking,can ever fall into it. Gravity must be caused by an agent according to certain laws,but whether this agent is material or immaterial, I have left to the consideration of my readers.”

The transition from ‘absence of a medium’ to ‘instantaneous action’ is not straightforward, in fact the discoveries of force laws in electricity and magnetism, and analogy with Newton’s gravitational force law led to a subtle change in the interpretation. Newtonian interpretation suggests that a medium to transmit force is necessary, but it can happen instantaneously. Maxwell field equations, on the other hand give rise to wave equations such that the fields have finite velocity of propagation. For an electrostatic field of a charged body an additional feature emerges: the longitudinal waves. To see this, the electrostatic potential $`\mathrm{\Phi }(𝐫)`$ is expanded in a Fourier integral, and the Poisson equation is used to obtain the following relation for a point charge

$$\mathrm{\Phi }_𝐤=\frac{4\pi e}{k^2},$$
(1)
here $`\mathrm{\Phi }_𝐤`$ is the Fourier component of a zero frequency wave with wave vector $`𝐤`$. Fourier components of electric field vector can be calculated using equation (1) to give

$$𝐄_𝐤=i\frac{4\pi e𝐤}{k^2}.$$
(2)
Since $`𝐄_𝐤`$ is parallel to $`𝐤`$, the Coulomb field has longitudinal waves, and the time independence is interpreted to imply instantaneous AAD. Generalizing the Poisson equation to in-homogeneous wave equation the action propagating with the velocity of light is obtained. One can formulate a theory without introducing the fields using the interaction action integral:

$$_I=\frac{1}{2}\underset{i,j=1(ij)}{\overset{n}{}}e_ie_j\frac{dz_i^\mu }{d\lambda _i}\frac{dz_\mu ^j}{d\lambda _j}\delta \left[(z_iz_j)^2\right]𝑑\lambda _i𝑑\lambda _j.$$
(3)
This type of theory is called AAD because no mediating agency is required to carry the interaction . Here $`\lambda _i`$ is a parameter used to label the worldline $`z_i^\mu `$ of $`i`$-th charged particle $`e_i`$ of the $`n`$-particle system. Delta-function in (3) ensures that for $`_I`$ to be non-vanishing the “worldlines” are connected by light signal, and self interaction is absent as $`ij`$. The statement in  “strictly, the phrase ‘action at a distance’ should be changed to ‘action at no distance’” shows that such theories are not genuine AAD. Moreover, direct particle fields introduced in this approach, and the perfect absorption by the rest of the universe postulated by Wheeler and Feynmann  though explain the existence of radiation overcoming the difficulties faced by the Schwarzschild-Tetrode-Fokker theory, the resulting scheme is more akin to field theory than the AAD. Ironically the delta-functions in field theories serve the purpose of bringing in particulate aspect as field singularities while in this version of the AAD they incorporate fields. The simplest way to recognize this fact is to affect the variation on $`_I`$, and define the direct potential as

$$A_i^\mu (z_k)=e_i\underset{\mathrm{}}{\overset{+\mathrm{}}{}}\delta \left[(z_kz_i)^2\right]\frac{dz_i^\mu }{d\lambda _i}𝑑\lambda _i.$$
(4)
These potentials satisfy the inhomogeneous wave equation, and depend on the sources more like defining relations without independent degrees of freedom. The details can be seen in . The application of this approach to derive the equation of motion of electron has been extensively discussed in the literature. An important critique by Havas  deserves attention comparing Dirac’s theory with this theory arriving at the conclusion that experimentally the two theories are “indistinguishable”.

An important problem which has a bearing on this discussion, the essence of which was perceived by Planck studying the matter-radiation interaction arises in the quantum electrodynamics. Einstein’s light quantum hypothesis and field theory seemed irreconcilable to him, and led to his second and third theories . In 1911 he proposed that while emission of radiation occurs discontinuously in quanta, absorption is a continuous process. In this second theory, a remarkable result followed, namely the appearance of zero-point energy of the oscillator. In 1914 he revised his ideas and proposed his third theory: the emission and absorption are both continuous, the discrete energy exchange takes place only during collisions between the oscillators and free particles. In the language of quantum electrodynamics, the interaction is described in terms of the exchange of photons i.e. the carriers of the interaction. Following Planck we may ask if the photon acquires continuous field property once emitted from the charged body. Or is it possible to formulate a complete particle theory totally dispensing with the continuous electromagnetic fields, and employing only photons?

Present brief commentary shows that the role of time, the nature of sources and the understanding of continuum are fundamental issues to be addressed for making further decisive progress in resolving the debate on the mechanism of interaction(s), and that one must be careful as regards to the version of AAD one is referring to.

## 3 The Concept of Time: A Critique

Relativist’s world-view is claimed to have revolutionized our thinking on space and time, radically altering the classical Newtonian system. Is it true? To answer this question, first I will base my discussion on Einstein’s own exposition of his theory of relativity. Special theory of relativity (STR) asserts the following: (1) The laws of nature are in concordance for all inertial frames, (2) the hypothesis of the absolute character of time is discarded, (3) simultaneity has no objective meaning, and (4) four dimensional space-time has absolute character, and has physical reality. Einstein does not define motion, and assuming uniform motion postulates inertial frames ($`K`$). Absolute time, according to him has the meaning: “the time of an event in $`K^{}`$ is the same as the time in K”. This absolute time makes physical sense if instantaneous signals exist, and the state of motion of a clock has no effect on its rate. Since no such signals exist, a scheme for time measurement is suggested postulating the constancy of the velocity of light in vacuum. In a frame $`K`$, clocks $`U_n`$ relatively at rest are placed at all points of space. A light signal from one of the clocks $`U_k`$ sent at the instant $`t_k`$ travels in vacuum to $`U_l`$ placed at a distance $`d_{kl}`$ which is now set to indicate the time

$$t_l=t_k+\frac{d_{kl}}{c}.$$
(5)
In all inertial systems the clocks are regulated in this manner. Simultaneity becomes relative, and time specification depends on the space of reference. The constancy of the velocity of light in all inertial frames leads to a geometrical invariant 4-dimensional length

$$ds^2=dr^2c^2dt^2=0.$$
(6)
The step from (6) to arbitrary non-zero $`ds^2`$ being invariant invokes the assumption of the directional independence in space. In analogy with the Euclidean geometry, the world-geometry in STR is postulated to be 4-dimensional space-time continuum. In contrast to Einstein, Newton is careful to distinguish two kinds of space, time and motion: absolute and relative. Absolute (relative) motion is the translation of a body from one absolute (relative) place into another. Absolute time, by its own nature flows equably without relation to anything external. Relative or common time is some sensible and external measure of duration by means of motion . Einstein is concerned with this relative time, and the process of its measurement. What is the meaning of the instant $`t_k`$ recorded by the clock $`U_k`$? Obviously it is implicit assumption that there is something called time, and that there exists earlier and later ordering of time.

Criticisms/analyses by other authors have been presented in some of my earlier papers , however, a brief discussion may be pertinent at this point. Reichenbach using light and matter axioms offers an axiomatization of STR with space, time and motion as presupposed concepts . He says that modern epistemology has shown that Kant’s intuitive time is untenable, and attempts to define time at a point P without invoking the direct perception of time flow. First a signal is defined as a physical process which can be marked at a real point $`P`$, and can be transmitted to another point $`P^{}`$ where the mark can be recognized. A signal marked at $`P`$ is sent to some other point $`P^{}`$, again marked at $`P^{}`$ returns to $`P`$. The detection of two marks ascertains the temporal sequence at $`P`$. It is logically unsatisfactory to consider another distant point $`P^{}`$ in order to define the time order at $`P`$. Not only this, Reichenbach ignores the interaction duration for the marking process, and the memory and logical decision making capability of the detection device.

Bunge’s aim is to free STR from misinterpretations . Time, Euclidean space and inertial frames belong to proto-physics, and the role of electromagnetic fields is stressed by him. Newtonian absolute time is criticized as being metaphorical and hanging in the midst of nothingness. ‘Flows equably’ implies constant rate which in turn involves the notion of time, and hence there is a circularity in this definition. However, Bunge’s analysis does not provide any new insight into the meaning of time, and temporal order as well as protophysics remain unexplained.

Thus relativity is founded on motion, inertial system and relative time of Newton with a new measurement convention using light signal, see also Dingle’s interpretation. It does not deal with the absolute time and its nature. I have argued earlier  that it is not merely a question of philosophical taste or pure reasoning, the life-time of an unstable particle changing with velocity poses a paradox if relativistic time dilation is identified with this. The decay being an irreversible process, life-time corresponds to a unidirectional lapse of time;on the other hand time dilation is based on time inversion symmetrical kinematics. Therefore, the question of the physical reality of time is not an empty issue; we address this problem in the next section.

## 4 Absolute Time: Physical Reality

The basic idea put forward in late 1970s  is very simple: time is the primeval cause of the manifest universe, and time flow is regulated by a Cosmic principle. To make physical sense out of it, and to relate it with the contemporary understanding and the language of discourse is, however not easy. We postulate an inert and unobservable source space which is continuously being changed to observable active space(or manifest universe) by the action of time. The possible active states are proposed to be those of rotation and expansion. An alternative definition of source space is the rest of the space other than the universe. The universe spins with reference to the source space and expands into it. The cause of rotation and expansion is the absolute time, the duration of which is determined by cosmic motion. Universality of the absolute time flow entails space continuum for the whole of the universe. The rotation determines periodicity of the cosmic clock, and expansion makes the time to be inherently unidirectional. Time reversal is non-existent, and space-time continuum has no meaning for this absolute time. Though the spatial changes within the universe are correlated with the absolute time frame as far as earlier and later ordering is concerned, one is free to setup convenient definition and measurement setup for relative or common time to describe such spatial relations.

In a somewhat abstract construction following the absolute and common time can be explained noting that any measurement in physics ultimately reduces to a counting of spatial relations in terms of a reference standard unit, $`D`$. For unchanging spatial relations between any two points in the space (a rigid structure) one can use a standard scale, but this method has to be modified once changing spatial relations are allowed. A reference unit $`C`$ possessing intrinsic uniform spatial relation, if it exists may replace the scale for calibrating changing spatial relations. Let us imagine a space $`S`$ within which occur continuous flow of space points thereby leading to changing spatial relations. Note that this description endows the space $`S`$ an active role i.e. moving points. One can classify sets of uniform changing relations, $`I`$, and admit the possibility of reversible changes. To reduce the complexity of the description an order parameter, $`t`$ may be introduced, and calibrated using the device $`C`$. Let us now suppose some ‘external’ change on the whole of the space $`S`$ such that this regulates the changes within $`S`$ i.e. there is a harmony between the two, and this change, denoted by $`T`$ takes place uniformly and unidirectionally without relation to anything ’inside’ $`S`$. Translating this description to physical situation, $`S`$ is the universe, $`t`$ is common time, $`I`$ is the inertial frames, $`C`$ is the light signal, and $`T`$ is the absolute time. The parameter $`t`$ merely represents a convenient mathematical definition to coordinate the changes in spatial relations, and admits the transformation $`tt`$, but it is unphysical. The parameter $`t`$ acquires physical meaning only when it is related with unidirectional flow $`T`$.

Inadvertently identity of mathematical parameter and physical common time has been assumed since the time of Newton resulting into unexplainable possible physical situations. In STR the light cone and its future and past division illustrates one of the problems: equation (6) is valid for mathematical time $`t`$, but to relate it with T one invokes causality and impossibility of any material particle attaining or exceeding the velocity of light. In general relativity the things are not so simple since the metric in

$$ds^2=g_{\mu \nu }dx^\mu dx^\nu $$
(7)
will change the light cone from one space-time point to another. Usually one defines locally special relativistic time in the GR, but near massive bodies this procedure is not applicable. Singularities as space-time edge appear to be distinct at the beginning (e.g. big-bang creation) and end (collapse of a massive object to a black hole), see . Does it indicate arrow of time? The question itself becomes meaningless as shown by Godel’s solution . He points out that relativity of simultaneity implies that lapse of time has no objective meaning . In cosmological models based on GR which appear to be consistent with the observations, a time common to the whole universe can be defined. Jeans took it as supporting the idea of an absolute lapse of time, but Godel argues that there do exist cosmological solutions which allow one to travel in the past, present and future. The assumed metric is a solution of the field equation

$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R=8\pi k\varrho u_\mu u_\nu +\lambda g_{\mu \nu }.$$
(8)
Besides the matter energy-momentum tensor, it has the cosmological constant term first introduced by Einstein for static universe, but with opposite sign

$$\lambda =\frac{R}{2}(=4\pi k\varrho ).$$
(9)
Using time-like and null vectors a reasonable definition of time direction is introduced, but it is found that no time coordinate at each space-time point exists which increases as one moves in a positive time-like direction. Einstein in his reply  very clearly recognizes the difficulty of incorporating time ordering in relativity, but insists on the necessity of a signal to define time. Regarding Godel’s solution he asks whether these are acceptable on physical grounds. Unfortunately there is no physical or mathematical criterion to choose a field equation like (8) amongst many possible field equations;and even if one settles down to a definite field equation there exist arbitrary large number of solutions of the field equation. In view of the idea of the absolute time $`T`$ we conclude that time in GR is not physical time. Newtonian absolute time is regarded as a metaphysical concept by Cajori  but $`T`$ discussed here has physical reality. Profound consequences follow from this idea as shown in a recent monograph . Here we limit our discussion to its implications in the context of AAD. By its very nature universality of time $`T`$ in the whole of the universe implies space continuum, and instantaneous action. Thus the space could be viewed as a medium in Newtonian sense, and if the meaning of AAD is understood to be the absence of a medium then this action is instantaneous but not AAD. In what form does this action manifest in the universe? In  it was suggested that gravitation as an apparent force originates due to inhomogeneous distribution of spatial structures and the expansion of the universe. Therefore, identifying gravitation with this action, we arrive at the conclusion that gravitation is an instantaneous action. Let us now consider the electromagnetic force. The first significant out-come of our space-time analysis is that the nature of source i.e. electric charge can be understood in mechanical terms. This becomes possible with the belief that cosmic process is replicated at sub-atomic level, and the observation that the electric charge occurs as $`e^2`$ once the field quanti- ties are expressed in geometrical units(for example electric field in the unit of length<sup>-2</sup>). That large scale structure of universe has some deep connection with the atomic structure is a belief shared by many physicists, notably by Eddington as pointed out by Infeld in . Einstein rejected it but recent unified theories also seem to indicate this connection. A space-time model is envisaged such that “spatio-temporal” bounded structures posses spinning motion and translation in space (corresponding to rotation and expansion of the universe respectively). Noting that the dimension of $`e^2/c`$ is that of angular momentum, we can formulate a direct particle interaction theory for electromagnetism. The localized space-time structures approximated as isolated objects are defined to be the particles, e.g. electron and photon. Electron-electron or electron-photon interaction is a direct particle contact interaction(collision) not action-at-a-distance, and there is no self field associated with them. External electric or magnetic fields represent a kind of photon fluid. Two electrons immersed in such a photon fluid placed a distance apart transmit the disturbance caused by their spinning motion through the fluid, and influence each other. This interaction is therefore not instantaneous. Since this approach is radically different than the standard electromagnetism, there are many open problems in it though some progress has been made and we refer the reader to. I believe alternative paradigm for fundamental physics propounded here deserves attention to resolve the debatable issues such as instantaneous AAD versus field theory.

Acknowledgments

I am gratefull to Dr. R. Smirnov-Rueda for inviting me to write this essay which proved to be a rewarding experience. Library facility at the Banaras Hindu University is acknowledged.

References