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# On dispersion relations and the statistical mechanics of Hawking radiation

## 1 Introduction

The gravitational collapse as described by general relativity can lead to the formation of space-times with peculiar causal structure and profound consequences on the (quantum) matter propagating on it. The most striking example is probably that, once the (apparent) horizon has formed, Hawking radiation  generically sets off  and the mass of the source should then decrease by this quantum mechanical process. The main problem that remains with such a semiclassical picture is the determination of the backreacted metric and the corresponding time evolution of the source.

A different (but possibly related) problem is the role played by very high (trans-Planckian) frequencies. In fact, by tracking back in space a photon of frequency $`\omega `$ as measured by a distant observer, one immediately finds that its frequency is blue-shifted, in the optical approximation and neglecting the backreaction, according to the formula

$`\omega ^{}\left(1{\displaystyle \frac{R_H}{r_e}}\right)^{1/2}\omega ,`$ (1.1)
where $`r_e`$ is the radial coordinate at the point of emission. It is clear that $`\omega ^{}`$ is unbounded from above if $`r_e`$ approaches the horizon radius $`R_H`$, and one is led to conclude that, in order to have $`\omega `$ finite, $`\omega ^{}`$ will soon exceed the Planck mass if $`r_eR_H`$ as it is expected for Hawking quanta. This is a very strong conclusion, since to study such energetic states one would need a full-fledged theory of quantum gravity.

More recently it was shown that, contrary to the above argument, trans-Planckian frequencies do not play a significant role in the Hawking process and the evaporation looks indeed insensitive to the presence of a UV (short distance) cut-off (for a review and list of references, see ). This opens up the possibility that the spectrum of emitted quanta be not linear and a non-trivial dispersion relation avoid the production of trans-Planckian modes (see, e.g. Refs.  for interesting proposals). About the origin of the new dispersion relation little is known. One might argue that the blue-shift in Eq. (1.1) must be corrected for the true (backreacted) metric in the vicinity of the (apparent) horizon. In fact, since the Hawking quanta are produced inside the potential barrier that surrounds the horizon, a fraction of them gets trapped and forms a (thermal) bath which backreacts on the metric. Moreover, the quanta which escape through the barrier do not propagate in vacuum since they must cross such a bath . The correct dispersion relation must then account for both aspects and, as such, reflects our inability to solve the main problem with black hole evaporation.

In the present paper we shall explore the connection between the dispersion relation and the statistical mechanics of Hawking quanta. We shall first work out general expressions in Section 2 which we then apply to both the canonical picture and the better sound microcanonical picture in Section 3. The starting point of the latter approach is the idea that black holes are (excitations of) extended objects ($`p`$-branes), a gas of which satisfies the bootstrap condition . This yields a picture in which a black hole and the particles it emits are of the same nature and the statistical mechanics of the radiation then follows straightforwardly from the area law of black hole degeneracy . One obtains an improved law of black hole decay which is consistent with unitarity (energy conservation) and no information loss paradox is expected. In fact, black holes approximately decay exponentially in this picture, although departures from the canonical behavior occur only around (or below) the planck mass .

Of course, the statistical mechanical approach is global and does not allow us to fully determine the local behaviour of the fields (although some explicit connection with the dynamics of the local geometry and the backreaction can be drawn ). In particular, it yields the occupation number density of Hawking quanta, but one then needs an extra hypothesis to determine the wave modes that lead to such a density. In principle, the new wave modes should describe the propagation in the black hole metric with the backreaction included. An hypothesis of this sort was put forward in Ref.  and we shall show that quantitatively negligible corrections to the linear dispersion relation predicted by the canonical picture are required by the microcanonical treatment of the Hawking radiation, except that there is a natural cut-off at $`\omega =M`$, where $`M`$ is the black hole mass. This is practically ineffective for the problem of trans-Planckian frequencies since $`M>1`$ (in units of the Planck mass, with $`c=\mathrm{}=G=1`$) for a (classical) black hole in four dimensions.

In the last part of the paper, Section 4, we shall reverse our line of reasoning and assume a dispersion relation in order to determine the corresponding occupation number and compare it with the canonical and microcanonical quantities. In particular, we shall choose a spectrum of the type proposed in Ref.  and show that it does not produce appreciable modifications to the luminosity of large black holes (in agreement with the general framework of Ref. ). In Section 5, we conclude by mentioning that this result might be significantly modified by the existence of extra dimensions , as the (microcanonical) luminosity was shown to depend strongly on the dimensionality of space-time .

## 2 Occupation number density and wave modes

An easy and instructive way of obtaining the standard (canonical) occupation number density of Hawking quanta is the following . Consider a spherically symmetric four-dimensional metric in the Painlevé-Gulstrand form

$`ds^2=c^2(r,t)dt^2+\left[drv(r,t)dt\right]^2+r^2d\mathrm{\Omega }^2,`$ (2.1)
where $`d\mathrm{\Omega }^2`$ is the the line element of a unit two-sphere. The metric admits an (apparent) horizon if $`r=R_H`$ exists such that $`v(R_H)v_H=c_Hc(R_H)`$. The surface gravity is then given by

$`\kappa ={\displaystyle \frac{g_H}{c_H}},`$ (2.2)
where

$`g_H{\displaystyle \frac{1}{2}}{\displaystyle \frac{d\left(c^2v^2\right)}{dr}}|_{r=R_H}.`$ (2.3)
The wave modes

$`\varphi (r,t)=A(r,t)\mathrm{exp}\left[\phi (r,t)\right]=A(r,t)\mathrm{exp}\left[i\omega ti{\displaystyle ^r}k(r^{})𝑑r^{}\right],`$ (2.4)
solve the d’Alambertian equation in the eikonal approximation,

$`_\mu \phi ^\mu \phi +iϵ=0,`$ (2.5)
provided the wave-number is given by

$`k={\displaystyle \frac{\omega }{\sigma (1+iϵ)c+v}},`$ (2.6)
where $`\sigma =+1`$ ($`1`$) for outgoing (ingoing) modes.

Near the horizon ($`rR_H`$), ingoing modes ($`\sigma =1`$) have wave-number

$`k_{\mathrm{in}}{\displaystyle \frac{\omega }{2c_H}},`$ (2.7)
and are defined for $`rR_H`$ both positive and negative. Instead, purely outgoing modes ($`\sigma =+1`$) exist only outside the horizon ($`r>R_H`$) with

$`k_{\mathrm{out}}{\displaystyle \frac{\omega }{\kappa (rR_H)}}.`$ (2.8)
Additionally, in this set of coordinates one can consider “straddling” modes that are defined for all values of $`r>0`$ and are swept “downstream” inside the horizon. For such modes one has (again for $`rR_H`$)

$`\varphi _{\mathrm{straddle}}(r,t)\mathrm{exp}\left\{i\omega ti{\displaystyle \frac{\omega }{\kappa }}\mathrm{ln}|rR_H|\right\}\left[\mathrm{\Theta }(rR_H)+\mathrm{exp}\left\{+{\displaystyle \frac{\pi \omega }{\kappa }}\right\}\mathrm{\Theta }(R_Hr)\right],`$ (2.9)
where the Boltzmann-like factor inside the square brackets emerges from the usual analyticity argument which relates ingoing and outgoing amplitudes  and corresponds to the inverse Hawking temperature

$`\beta _H={\displaystyle \frac{2\pi }{\kappa }}.`$ (2.10)
In fact, the physical vacuum is defined with respect to $`\varphi _{\mathrm{straddle}}`$, since freely falling observers should not see any peculiarities as they cross the horizon. The Bogolubov coefficients of the transformation from the basis $`\{\varphi _{\mathrm{straddle}}\}`$ to the basis $`\{\varphi _{\mathrm{in}},\varphi _{\mathrm{out}}\}`$ are then simply given by the (normalized) amplitude of the ingoing ($`N_{\mathrm{in}}`$) and outgoing ($`N_{\mathrm{out}}`$) parts of the “straddling” modes. From Eq. (2.9) one finds

$`|N_{\mathrm{in}}|^2=e^{\beta _H\omega }|N_{\mathrm{out}}|^2.`$ (2.11)
The (wronskian) normalization condition

$`|N_{\mathrm{in}}|^2|N_{\mathrm{out}}|^2=1,`$ (2.12)
then yields the thermal occupation number density

$`n_\beta =|N_{\mathrm{out}}|^2={\displaystyle \frac{1}{e^{\beta _H\omega }1}},`$ (2.13)
for the outgoing Hawking quanta. To summarize, one has obtained the occupation number density as a consequence of the near horizon geometry.

By reversing the above argument, one could in principle assume a specific function for the occupation number density and then reconstruct the related possible metrics. If the exact $`n`$ were known, one would obtain some insight for the metric which takes the backreaction properly into account. It is therefore useful to rewrite some of the above expressions in terms of a (this far) unspecified function $`n(\omega )`$. In particular, by replacing $`n_\beta `$ with $`n`$ one obtains new Bogolubov coefficients such that

$`|N_{\mathrm{in}}|^2=e^{\mathrm{ln}\left[1+n^1(\omega )\right]}|N_{\mathrm{out}}|^2,`$ (2.14)
and the backreacted “straddling” modes are determined as

$`\varphi _{\mathrm{straddle}}(r,t)`$ $``$ $`\mathrm{exp}\left\{i\omega t{\displaystyle \frac{i}{2\pi }}\mathrm{ln}\left[1+n^1(\omega )\right]\mathrm{ln}|rR_H|\right\}`$ (2.15)
$`\times \left[\mathrm{\Theta }(rR_H)+\sqrt{1+n^1(\omega )}\mathrm{\Theta }(R_Hr)\right],`$
again in the vicinity of the (apparent) horizon ($`rR_H`$).

## 3 Canonical and microcanonical dispersion relations

For the following, it is useful to introduce the dimensionless $`\stackrel{~}{k}(rR_H)k_{\mathrm{out}}`$. From Eq. (2.15) and any number density $`n`$ one finds that, for $`r>R_H`$,

$`\stackrel{~}{k}\mathrm{ln}\left[1+n^1(\omega )\right].`$ (3.1)
This relation is in general difficult to invert, depending on the form of $`n(\omega )`$. For $`n=n_\beta `$, Eq. (3.1) reduces to $`\stackrel{~}{k}\beta _H\omega `$ and, for fixed values of $`r>R_H`$, one finds

$`{\displaystyle \frac{d\omega }{d\stackrel{~}{k}}}{\displaystyle \frac{1}{\beta _H}}={\displaystyle \frac{1}{8\pi M}}.`$ (3.2)
We now recall that the occupation number density in the microcanonical ensemble is certainly a better approximation to the (unknown) exact expression . It can be obtained directly from the area law without solving for the wave equation and is given by

$`n_M=\{\begin{array}{cc}C(\omega ){\displaystyle \underset{l=1}{\overset{[[M/\omega ]]}{}}}{\displaystyle \frac{\mathrm{exp}\left[4\pi (Ml\omega )^2\right]}{\mathrm{exp}(4\pi M^2)}}\hfill & \omega <M\hfill \\ & \\ 0\hfill & \omega >M,\hfill \end{array}`$ (3.6)
where $`M=1/4\kappa `$ is the (instantaneous) black hole mass and the function $`C`$ is a (unknown) factor which might account for high energy corrections coming, e.g., from string theory. In the following we shall set $`C1`$ unless differently specified. We also note that there is a natural cut-off at $`\omega =M`$ ($`>1`$). For a comparison between $`n_M`$ and $`n_\beta `$ see Fig. 1.

For $`n=n_M`$, $`\stackrel{~}{k}`$ is a rather complicated function of $`\omega `$. However, one can make some approximations on considering that we are particularly interested in the high frequency regime, i.e., $`\omega 1`$. For $`M1`$, it is useful to consider $`M`$ as a large integer and, for $`1ϵ<\omega <1`$ (with $`0<ϵ1`$), one can easily compute

$`{\displaystyle \frac{d\omega }{d\stackrel{~}{k}}}{\displaystyle \frac{n_M(1+n_M)}{\omega (dn_M/d\omega )}}.`$ (3.7)
In this range

$`n_M=e^{4\pi M^2}{\displaystyle \underset{l=1}{\overset{M}{}}}e^{4\pi (Ml\omega )^2}e^{8\pi M\omega }n_\beta ,`$ (3.8)
and

$`{\displaystyle \frac{dn_M}{d\omega }}=e^{4\pi M^2}{\displaystyle \underset{l=1}{\overset{M}{}}}\mathrm{\hspace{0.17em}8}\pi (l\omega M)e^{4\pi (Ml\omega )^2}8\pi Me^{8\pi M\omega }{\displaystyle \frac{dn_\beta }{d\omega }},`$ (3.9)
from which

$`{\displaystyle \frac{d\omega }{d\stackrel{~}{k}}}|_{\omega 1}{\displaystyle \frac{1}{8\pi M}},`$ (3.10)
in agreement with Eq. (3.2). The above turns out to be a rather good estimate for $`M10`$ and greater, as one can check numerically (see table 1).

For small values of $`M`$ ($`1`$), one must properly take into account the finite sum appearing in Eq. (3.6). The result of a numerical analysis is shown in Fig. 2 for $`M=1`$ and in Fig. 3 for $`M=10`$. As was expected from the figures given in Table 1, the dispersion relation for $`M=10`$ is visibly linear and does therefore not differ from the canonical picture. For $`M=1`$ the curve departs from linearity and turns upward for $`\omega `$ approaching the Planck energy.

## 4 Occupation number from dispersion relations

Upon solving Eq. (3.1) for $`n(\omega )`$ one obtains

$`n={\displaystyle \frac{1}{e^{\stackrel{~}{k}}1}},`$ (4.1)
which is uniquely defined only for intervals of $`\omega `$ where the function $`\stackrel{~}{k}(\omega )`$ is single valued. This seems to be true for the two cases inspected in the previous Section, and would also hold for a spectrum which goes asymptotically constant for large $`\stackrel{~}{k}`$ . However it does not apply to the Epstein functions suggested in Ref. . The latter can be considered as an extension to all values of $`\stackrel{~}{k}`$ of the spectrum studied in Ref. ,

$`\omega ^2={\displaystyle \frac{\stackrel{~}{k}^2}{k_0^2}}\left(1{\displaystyle \frac{\stackrel{~}{k}^2}{\mathrm{\Lambda }^2}}\right),`$ (4.2)
which is defined only for $`\stackrel{~}{k}<\mathrm{\Lambda }`$ and is presumably meaningful only as the next-to-leading order expansion at small $`\stackrel{~}{k}`$ of the correct dispersion relation.

We shall here consider a particular case of the family of functions studied in Ref. , namely

$`\omega ^2={\displaystyle \frac{\stackrel{~}{k}^2}{k_0^2}}\left[{\displaystyle \frac{ϵ}{1+e^{\stackrel{~}{k}/k_C}}}+{\displaystyle \frac{(42ϵ)e^{\stackrel{~}{k}/k_C}}{\left(1+e^{\stackrel{~}{k}/k_C}\right)^2}}\right],`$ (4.3)
where $`k_C`$ determines the location of the maximum of $`\omega `$. We also demand that $`n(\omega )n_\beta (\omega )`$ for $`\omega 1`$. This uniquely determines the coefficients $`k_0=\beta _H`$ and $`ϵ=0`$ from equating the two lowest order coefficients in the Taylor expansion of Eq. (4.3) near $`\stackrel{~}{k}=0`$ to the right hand side of Eq. (3.2). The constant $`k_C`$ can be fixed by requiring that the maximum of $`\omega `$ is close to $`1`$. Since the derivative of $`\omega (\stackrel{~}{k})`$ with respect to $`\stackrel{~}{k}`$ vanishes for $`\stackrel{~}{k}=k_m(5/2)k_C`$, from $`\omega (k_m)=1`$ one obtains $`k_C(3/4)\beta _H`$ and $`k_m(15/8)\beta _H`$. Finally,

$`\omega {\displaystyle \frac{\stackrel{~}{k}}{\beta _H}}\mathrm{sech}\left({\displaystyle \frac{2\stackrel{~}{k}}{3\beta _H}}\right).`$ (4.4)
In Fig. 4 we plot a comparison between the dispersion relation (4.4) and the canonical dispersion relation (3.2) for $`M=10`$ (we recall that the same dispersion relation follows from the microcanonical picture for such a large mass as shown in Table 1 and Fig. 3). In Fig. 5 we then display a comparison between the corresponding occupation number densities $`n`$ and $`n_\beta `$. We note that in the range $`0<\omega <1`$, $`n_Mn_\beta `$ while $`nn_\beta `$. One might from this infer that the microcanonical number density must be corrected for $`\omega 1`$ by a suitable $`C(\omega )`$ in Eq. (3.6).

Having determined a novel occupation number density, we can now proceed to estimate the corresponding luminosity for an evaporating black hole, which can be formally written as

$`=𝒜{\displaystyle _0^{\mathrm{}}}\mathrm{\Gamma }(\omega )n(\omega )\omega ^3𝑑\omega ,`$ (4.5)
where $`\mathrm{\Gamma }1`$ is the grey-body factor and $`𝒜=16\pi M^2`$ the horizon area. We now note that, since $`k_m1`$ for a black hole of mass $`M>1`$, the number density for momenta $`\stackrel{~}{k}>k_m`$ is highly suppressed by the form of Eq. (4.1). Further, $`\omega (\stackrel{~}{k})`$ vanishes exponentially for $`\stackrel{~}{k}k_m`$. One can therefore neglect the contribution of such modes, use the number density in Eq. (4.1) in the range $`0<\stackrel{~}{k}<k_m`$ and approximate the luminosity as

$``$ $``$ $`{\displaystyle \frac{\beta _H^2}{4}}{\displaystyle _0^1}n(\omega )\omega ^3𝑑\omega `$ (4.6)
$``$ $`{\displaystyle \frac{1}{4\beta _H^2}}{\displaystyle _0^{k_m}}\mathrm{sech}^4\left({\displaystyle \frac{2\stackrel{~}{k}}{3\beta _H}}\right)\left[1{\displaystyle \frac{2\stackrel{~}{k}}{3\beta _H}}\mathrm{tanh}\left({\displaystyle \frac{2\stackrel{~}{k}}{3\beta _H}}\right)\right]{\displaystyle \frac{\stackrel{~}{k}^3d\stackrel{~}{k}}{e^{\stackrel{~}{k}}1}}`$
$``$ $`M^2,`$
where $`k_m`$ is the value of $`\stackrel{~}{k}`$ at which the term in square brackets (proportional to $`d\omega /d\stackrel{~}{k}`$) vanishes and the last line follows from dimensional analysis. The above Eq. (4.5) is just the standard canonical result . The integral can also be estimated more precisely by changing the integration variable,

$`={\displaystyle \frac{\beta _H^2}{4}}{\displaystyle _0^{x_m}}\mathrm{sech}^4(x)\left[1x\mathrm{tanh}(x)\right]{\displaystyle \frac{x^3dx}{e^{\frac{3}{2}\beta _Hx}1}},`$ (4.7)
where $`x_mx(k_m)1.2`$, and performing the integration numerically. The result is displayed for comparison with the canonical luminosity in Fig. 6 which shows that Eq. (4.6) is indeed correct to an exceedingly good approximation.

We finally note that, since the microcanonical luminosity does not significantly differ from the canonical expression for four-dimensional black holes (necessarily with $`M>1`$ ), the luminosity (4.6) computed in this section is also in agreement with the microcanonical result.

## 5 Conclusions and outlook

In this paper we have studied how the statistical mechanics of the black hole evaporation is affected by the high energy behavior of Hawking quanta in four dimensions. We have found that one can consider large deviations from a linear dispersion relation at near Planckian frequencies without changing the luminosity of a black hole. In particular, the fact that the new dispersion relations advocated in Ref.  do not change the luminosity of a black hole with $`M>1`$ is a direct verification of the general framework described in Ref. . We have, however, not attempted at any estimate of how such modifications affect the laws of black hole thermodynamics, nor whether they can be indeed derived from a fundamental theory.

Although we have not explicitely considered black holes lighter than the Planck mass in this paper, we suspect one would obtain different results for those cases . Such objects are outside the domain of classical general relativity in four dimensions, since their Compton wavelength would be larger then the horizon radius. However, with more than four available dimensions  black holes could exist with $`M_0<M<1`$ (where $`M_0`$ is of the order of the fundamental mass scale of gravity). Further, the scale below which microcanonical corrections to the luminosity become significant in that scenario is given by the critical mass $`M_c`$ (much larger then the Planck mass) above which the black hole starts to behave like a purely four-dimensional object . It then follows that for black holes with $`M_0<M<M_c`$ one expects that modification of the dispersion relation for frequency $`1<\omega <M_c`$ indeed affects the luminosity. We hope to extend our analysis along this line in a future publication.

## Acknowledgement

I would like to thank M. Bastero-Gil and L. Mersini for useful discussions and B. Harms for reading the manuscript.


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# Singularity analysis of a new discrete nonlinear Schrödinger equation

## 1 Introduction

Leon and Manna  introduced the following new discrete (differential-difference) nonlinear Schrödinger equation:

$$\alpha _t^2\psi _m=\mathrm{i}\beta \left(\psi _{m+1}\psi _{m1}\right)+2\left|\psi _m\right|^2\psi _m,$$
(1)
where $`\alpha `$ and $`\beta `$ are nonzero real parameters, $`m=0,\pm 1,\pm 2,\mathrm{}`$. This equation (1) was derived in  from the integrable Toda lattice equation using the reductive perturbation analysis. Later Levi and Yamilov  studied the integrability of (1) by means of the generalized symmetry analysis, and found that the equation (1) does not admit local generalized symmetries of order higher than three and, hence, does not possess the same integrability properties as of the Toda lattice equation, from which it has been derived.

In the present research note, we study the integrability of the Leon–Manna equation (1) by means of the Painlevé test, following the Ablowitz–Ramani–Segur algorithm of singularity analysis  (see also the review ). We discover the presence of nondominant logarithmic terms in the singular expansions of solutions of (1). This brings us to the same conclusion as made in , namely, that the new discrete nonlinear Schrödinger equation (1) must be nonintegrable. As a byproduct of the singularity analysis carried out, we obtain a new discrete equation which should be integrable according to the conjecture formulated by Weiss in .

## 2 Singularity analysis

Following , we study the equation (1) in its equivalent form:

$$\begin{array}{cc}\hfill _t^2u_m& u_m^2v_mu_{m+1}+u_{m1}=0,\hfill \\ \hfill _t^2v_m& v_m^2u_m+v_{m+1}v_{m1}=0,\hfill \end{array}$$
(2)
$`m=0,\pm 1,\pm 2,\mathrm{}`$, where $`u_m`$ and $`v_m`$ stand for $`\psi _m`$ and $`\overline{\psi }_m`$, and a complex-valued scale transformation of variables has been made.

From the standpoint of singularity analysis, the equation (2) is an infinite system of second-order nonlinear ordinary differential equations, which admits infinitely many branches of the dominant behavior of solutions, i.e. the choices of constants $`\sigma _m,\tau _m,u_{m,0},v_{m,0}`$ in $`u_m=u_{m,0}\varphi ^{\sigma _m}+\mathrm{}`$ and $`v_m=v_{m,0}\varphi ^{\tau _m}+\mathrm{}`$, where $`m=0,\pm 1,\pm 2,\mathrm{}`$ and $`_t\varphi =1`$. We will analyze only one of those branches, namely,

$$\sigma _m=\tau _m=1,u_{m,0}v_{m,0}=2,m=0,\pm 1,\pm 2,\mathrm{}.$$
(3)
Using the expansions

$$\begin{array}{cc}\hfill u_m& =u_{m,0}\varphi ^1+\mathrm{}+u_{m,r_m}\varphi ^{r_m1}+\mathrm{},\hfill \\ \hfill v_m& =v_{m,0}\varphi ^1+\mathrm{}+v_{m,r_m}\varphi ^{r_m1}+\mathrm{}\hfill \end{array}$$
(4)
with $`u_{m,0}v_{m,0}=2`$, we find from (2) that the positions of resonances are $`r_m=1,0,3,4`$, for all $`m`$, $`m=0,\pm 1,\pm 2,\mathrm{}`$. Though this branch (3) represents only a special type of the singular behavior of solutions, its analysis is sufficient for reaching the conclusion that the system (2) does not pass the Painlevé test for integrability.

Assuming that the solutions of (2) are represented in the case of (3) by the Laurent type expansions

$$u_m=\underset{i=0}{\overset{\mathrm{}}{}}u_{m,i}\varphi ^{i1},v_m=\underset{i=0}{\overset{\mathrm{}}{}}v_{m,i}\varphi ^{i1},$$
(5)
with $`_t\varphi =1`$, we find the following recursion relations for the constant coefficients $`u_{m,n}`$ and $`v_{m,n}`$, $`m=0,\pm 1,\pm 2,\mathrm{}`$, $`n=0,1,2,\mathrm{}`$:

$$\begin{array}{cc}\hfill (n1)(n2)u_{m,n}& \underset{i=0}{\overset{n}{}}\underset{j=0}{\overset{ni}{}}u_{m,i}u_{m,j}v_{m,nij}\hfill \\ & +u_{m1,n2}u_{m+1,n2}=0,\hfill \\ \hfill (n1)(n2)v_{m,n}& \underset{i=0}{\overset{n}{}}\underset{j=0}{\overset{ni}{}}v_{m,i}v_{m,j}u_{m,nij}\hfill \\ & v_{m1,n2}+v_{m+1,n2}=0,\hfill \end{array}$$
(6)
where $`u_{m,2}=v_{m,2}=u_{m,1}=v_{m,1}=0`$ formally.

Now we have to check whether the recursion relations (6) are consistent at all the resonances. At $`n=0`$, we have $`u_{m,0}=2/v_{m,0}`$ with arbitrary nonzero constants $`v_{m,0}`$, $`m=0,\pm 1,\pm 2,\mathrm{}`$, and no compatibility conditions arise. Next we obtain

$$u_{m,1}=v_{m,1}=0$$
(7)
and

$$\begin{array}{cc}\hfill u_{m,2}& =\frac{2}{3v_{m1,0}}\frac{2}{3v_{m+1,0}}+\frac{v_{m1,0}v_{m+1,0}}{3v_{m,0}^2},\hfill \\ \hfill v_{m,2}& =\frac{v_{m,0}^2}{6v_{m+1,0}}\frac{v_{m,0}^2}{6v_{m1,0}}+\frac{v_{m+1,0}v_{m1,0}}{3}\hfill \end{array}$$
(8)
from (6) with $`n=1`$ and $`n=2`$, respectively; $`m=0,\pm 1,\pm 2,\mathrm{}`$. At the resonance $`n=3`$, we obtain

$$v_{m,3}=\frac{1}{2}v_{m,0}^2u_{m,3},$$
(9)
where $`u_{m,3}`$ are arbitrary constants, $`m=0,\pm 1,\pm 2,\mathrm{}`$, and again no compatibility conditions arise. At the highest resonance, $`n=4`$, however, the recursion relations (6) fail to be consistent, and the infinite set of compatibility conditions

$$\frac{v_{m1,0}^2}{v_{m,0}v_{m2,0}}+\frac{2v_{m,0}}{v_{m2,0}}+\frac{2v_{m2,0}}{v_{m,0}}+\frac{v_{m,0}v_{m2,0}}{v_{m1,0}^2}$$

$$+\frac{v_{m+1,0}^2}{v_{m,0}v_{m+2,0}}+\frac{2v_{m,0}}{v_{m+2,0}}+\frac{2v_{m+2,0}}{v_{m,0}}+\frac{v_{m,0}v_{m+2,0}}{v_{m+1,0}^2}$$

$$\frac{2v_{m,0}^2}{v_{m1,0}v_{m+1,0}}\frac{4v_{m1,0}}{v_{m+1,0}}\frac{4v_{m+1,0}}{v_{m1,0}}\frac{2v_{m1,0}v_{m+1,0}}{v_{m,0}^2}=0$$
(10)
arises there for the infinite set of constants $`v_{m,0}`$, $`m=0,\pm 1,\pm 2,\mathrm{}`$.

Since we have obtained the nontrivial compatibility conditions (10), we have to modify the singular expansions (5) by introducing appropriate logarithmic terms, starting from the terms proportional to $`\varphi ^3\mathrm{log}\varphi `$ . The appearance of such logarithmic terms, however, is generally believed to be a clear symptom of nonintegrability . For this reason, we conclude that the differential-difference equation (1) should not be expected to be integrable.

## 3 Discussion

We have studied the integrability of the differential-difference equation (1) by means of the Painlevé test. The singularity analysis has brought us in a simple and straightforward way to the same conclusion as made by Levi and Yamilov who used the higher symmetry approach , namely, that the new discrete nonlinear Schrödinger equation (1) introduced by Leon and Manna  must be nonintegrable.

There is one more outcome of our research. As a byproduct of the singularity analysis carried out, we have obtained the new discrete (difference) equation (10), which can be written in the following more compact form using the notation $`z_m=v_{m,0}`$, $`m=0,\pm 1,\pm 2,\mathrm{}`$:

$$\frac{z_{m1}^2}{z_mz_{m2}}+\frac{2z_m}{z_{m2}}+\frac{2z_{m2}}{z_m}+\frac{z_mz_{m2}}{z_{m1}^2}$$

$$+\frac{z_{m+1}^2}{z_mz_{m+2}}+\frac{2z_m}{z_{m+2}}+\frac{2z_{m+2}}{z_m}+\frac{z_mz_{m+2}}{z_{m+1}^2}$$

$$\frac{2z_m^2}{z_{m1}z_{m+1}}\frac{4z_{m1}}{z_{m+1}}\frac{4z_{m+1}}{z_{m1}}\frac{2z_{m1}z_{m+1}}{z_m^2}=0.$$
(11)
An interesting conjecture formulated by Weiss  states that the differential constraints which arise in the singularity analysis of nonintegrable equations are themselves always integrable (see  for further discussion on this conjecture). Therefore we predict that the discrete equation (11) is integrable, and we would like to attract attention of experts in discrete systems to the problem of integrability study for this new equation.


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# New Projects of Crystal Extraction at IHEP 70 GeV Accelerator

## 1 Introduction

Crystal can channel a charged particle if it comes within so-called critical angle $`\theta _c`$, about $`\pm `$5 $`\mu `$rad/$`\sqrt{p(TeV)}`$ in silicon. This restricts crystal efficiency in divergent beams. However, it’s been argued theoretically that a breakthrough in crystal efficiency can be due to multiple character of particle encounters with a crystal installed in a circulating beam, where particle may scatter in inefficient encounters and have new chances on later turns. The importance of multi-pass mechanism of extraction was first shown in CERN SPS experiment. To benefit from the ”multi-pass” channeling, the crystal must be short enough to reduce beam losses in multiple encounters with it.

The Protvino experiment on slow extraction of 70 GeV protons from IHEP accelerator employs, as a primary element of the extraction system, a very short bent silicon crystal. To gain extraction efficiency from an increased number of proton encounters with the crystal, it is necessary to use crystals as short as possible.

Bending a short crystal to be installed in the accelerator vacuum chamber is not easy. The first crystal Si(111) was performed as a short plate of a big height, 0.5$`\times `$40$`\times `$7 mm3 (thickness, height, and length along the beam direction, respectively). It was bent transversally with a metal holder which had a hole of 20 mm size for beam passage, and gave the channeled protons a deflection of 1.7 mrad. Despite an angular distortion (a ”twist”) in that design, encouraging results on beam extraction were obtained in our first run in December 1997, Figure 1. The peak extraction efficiency reached about 20% and the extracted beam intensity was up to 1.9$`\times `$1011 . Here and later on in the paper, the extraction efficiency is defined as the ratio of the extracted beam intensity as measured in the external beamline to all the beam loss in the accelerator.

To further increase the extraction efficiency, further crystals (without twist) were made from a monolithic Si piece in a shape of ”O” at the Petersburg Nuclear Physics Institute, as described in Ref. . The crystals Si(110) used in our recent runs had the length along the beam direction of only 5 mm. The bent part of the crystal was just 3 mm long, and the straight ends were 1 mm each.

Such a crystal, with bending angle of 1.5 mrad, was successfully tested in March 1998 and has shown extraction efficiencies over 40% . In the mean time we have changed the crystal location in order to use another septum magnet (with partition thickness of 2.5 mm instead of 8 mm as in the old scheme) where a smaller bending angle is required from a crystal. This change was also motivated by the intention to test even shorter crystals (two of them, 2.5 and 3.0 mm long, are already prepared for the tests). The crystal used in this location was new, but of the same design and dimensions as earlier described. The bending angle used in our recent run was 0.65 mrad. Below we consider the results of the studies with this crystal.

## 2 Experiment

The general schematics of beam extraction by a crystal is shown in Ref.. As the small angles of deflection are insufficient for a direct extraction of the beam from the accelerator, a crystal served as a primary element in the existing scheme of slow extraction. Crystal was placed in straight section 106 of the accelerator upstream of a septum-magnet of slow-extraction system. The accuracy of the crystal horizontal and angular translations was 0.1 mm and 13.5 $`\mu `$rad, respectively. The horizontal emittance of the circulating proton beam was about 2$`\pi `$ mm$`\times `$mrad, and the beam divergence at the crystal location was 0.6 mrad. A local distortion of the orbit by means of bump windings in magnets moved the beam slowly toward the crystal. To obtain a uniform rate of the beam at crystal, a monitor for close loop operation based on a photomultiplier with scintillator was used to automatically adjust the orbit distortion. We used also function generator to control current in bump windings.

The beam deflection to the septum and its transmission through the beam line of extraction were supervised with a complex system of beam diagnostics, including TV system, loss monitors, profilometers, intensity monitors. All the diagnostics devices were firstly tested in fast-extraction mode and calibrated with beam transformers. The background conditions were periodically measured with and without crystal. According to the measurements, the fraction of background particles (e.g. elastically scattered protons) together with the apparatus noise did not exceed 4% of the useful signal level. This background was subtracted from the efficiency figures shown in the paper. The fraction of the beam directed to the crystal was defined as the difference between the measurements of the circulating beam intensity done with beam transformers before and after the beam extraction, with the systematic error of 1%. The extraction efficiency was evaluated in every cycle of acceleration.

## 3 Results

The accelerator beam intensity during the experiment was about 1.3$`\times `$1012 protons per cycle. The fraction of the circulating beam incident on the crystal $`\mathrm{\Delta }`$I was varied from 20 to 90%. The spill duration of the channeled beam in the feedback regime was on the order of 0.5 s. The plateau of the IHEP U-70 accelerator magnet cycle is 2 s long while the overall cycle of the machine is 9.6 s. Figure 1 shows the efficiency of extraction averaged over the spill, as measured in our three experiments of 1997-98. In the last one, the efficiency was about 50% even when all the accelerator beam was directed onto the crystal. The spill-averaged efficiency figures were reproducible with 1% accuracy from run to run. The dependence of the extracted beam intensity on orientation of the crystal was about the same as in Ref. and not shown here. The highest intensity of the extracted beam, for 1.15$`\times `$1012 protons incident at the crystal in a cycle, was equal to 5.2$`\times `$1011.

As the beam moves radially toward the crystal, the proton incidence angle drifts at the crystal. For this reason the extraction efficiency varies in time during the spill (Fig. 2), especially for a large beam fraction used. The peak extraction efficiency in a spill was always greater than 60%. Figure 2 shows also a minor ’satellite peak’, present in some cases and unexplained yet. The absolute extraction efficiency as obtained in our Monte Carlo simulations agree with the measurements to accuracy of about 5% for spill-averaged figures. The time dependence calculations (Figure 2) are more sensitive to the details of beam direction methods.

## 4 Crystal Collimation Experiment

Bent crystal, situated in the halo of a circulating beam, can be the primary element in a scraping system, thus serving as an ’active’ collimator. In this case, the only difference from extraction is that channeled particles are bent onto a secondary collimator instead of the extraction beamline. The bent particles are then intercepted (with sufficiently big impact parameter) at the secondary element and absorbed there.

We have performed the first demonstration experiment on crystal-assisted collimation. A bent crystal, with the same dimensions as the extraction crystals described above and with bending angle of 1 mrad, was positioned upstream of a secondary collimator (stainless steel absorber 4 cm wide, 18 cm high, 250 cm long) ”FEP” and closer to the beam in the horizontal plane. As the horizontal betatron tune is 9.73 in our accelerator, it was most convenient to intercept the bent beam at FEP not immediately on the first turn, but after 3 turns in the accelerator. In this case the deflection angle of 1 mrad transforms into more than 20 mm horizontal offset, and so the bent beam enters the FEP collimator at some $``$15 mm from the FEP edge. The optimal horizontal position of the crystal w.r.t. the FEP edge was found to be $``$10 mm.

The radiation level was monitored at 3 places along the ring in the vicinity of FEP. Figure 3 shows how the radiation level depends on the angular alignment of the crystal. At the best crystal angle, preferable for channeling, the radiation levels decrease by up to factor of $``$two in the places of monitoring. This is explained by the fact that $``$50% of the incident beam is channeled by the crystal and deflected to the depth of FEP where absorbed. In the case when crystal was out and the beam was scraped directly by FEP, the radiation at the monitors was at about the same level as in the case of disaligned crystal.

We were able to check the crystal efficiency figure by alternative means, measuring the profile and intensity of the particles incident at the FEP entry face. The channeled beam had a narrow profile and was well distanced from the FEP edge, as shows Figure 4 where this profile is shown in comparison with the profile of the accelerator beam deflected onto FEP by a kicker magnet. From comparison of the two profiles, from crystal and from kicker, we again derived the crystal efficiency, which was found to be about 50%, in agreement with the radiation monitoring figures and with the earlier shown figures of extraction efficiency with crystal in straight section 106.

## 5 Conclusions

The crystal-assisted method of slow extraction demonstrates peak efficiency in the order of 60-70%, now comparable to alternative techniques of slow extraction, and shows reliable, reproducible and predictable work. A crystal can channel at least 5-6$`\times `$1011 ppp without cooling measures taken and without degradation seen. The basis for the efficiency boost was the multiple character of the particle encounters with a short crystal.

In our experiment this technique was for the first time demonstrated for scraping of the beam halo. Such application has been studied by computer simulation for several machines, notably RHIC  and Tevatron . We have shown that radiation levels in accelerator can be significantly decreased by means of channeling crystal incorporated into beam cleaning system as a primary element.

We plan to continue tests with crystals 2.5-3.0 mm long, where Monte Carlo predicts $``$80% extraction efficiency. The ultimate efficiency in our 70 GeV experiment can be obtained with a crystal shortened to $``$1 mm. We study different techniques to prepare bent crystal lattices with required size, one of the most interesting approaches is described in Ref..


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# Enhanced signal of astrophysical tau neutrinos propagating through Earth

\[

## Abstract

Earth absorbs $`\nu _e`$ and $`\nu _\mu `$ of energies above about 100 TeV. As is well-known, although $`\nu _\tau `$ will also disappear through charged-current interactions, the $`\nu _\tau `$ flux will be regenerated by prompt tau decays. We show that this process also produces relatively large fluxes of secondary $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$, greatly enhancing the detectability of the initial $`\nu _\tau `$. This is particularly important because at these energies $`\nu _\tau `$ is a significant fraction of the expected astrophysical neutrino flux, and only a tiny portion of the atmospheric neutrino flux.

\]

Introduction.— A variety of astrophysical and exotic sources are expected to produce large fluxes of ultra-high-energy particles, including photons, protons, and neutrinos. Sources such as active galactic nuclei and gamma-ray bursts are at high redshifts, and the photons and protons will be attenuated by scattering on cosmic radiation backgrounds. The protons may also be deflected by magnetic fields. However, neutrinos from distant sources will neither be attenuated nor deflected, thus allowing true neutrino astronomy of the high-redshift universe. Further, it is now known that about one-third of the energy density of the universe is accounted for by particles outside the Standard Model. Among the possibilities are variants of superheavy dark matter, which may produce ultra-high-energy particles from their annihilations or decays. Such signals would be most readily observed from local sources. The existence of cosmic rays with energies up to and above $`10^{20}`$ eV is a powerful argument for the existence of ultra-high-energy astrophysical neutrinos. With the upcoming km-scale detectors, a new era of neutrino astronomy will begin, and the energies, directions, and flavors of astrophysical neutrinos will provide important clues to the most violent astrophysical objects and the nature of particle dark matter.

While these detectors can suppress downgoing atmospheric muons, atmospheric neutrinos are a much more challenging background. Like astrophysical neutrinos, these can pass through Earth and create upgoing muons (for example). They are produced in the decays of secondaries produced by the collisions of cosmic-ray protons with Earth’s atmosphere. The decays $`\pi ^+/K^+\mu ^+\nu _\mu `$ and $`\mu ^+e^+\nu _e\overline{\nu }_\mu `$ and their charge conjugates produce fluxes in the flavor ratio $`\nu _e:\nu _\mu :\nu _\tau 1:2:0`$, where neutrinos and antineutrinos have been combined. These ratios vary with energy and angle when the production of other mesons and their decay lengths relative to the slant depth of the atmosphere are taken into account. In particular, at the highest neutrino energies, there is a tiny relative $`\nu _\tau `$ flux from charm decay . The atmospheric neutrino flux falls roughly as $`E^3`$, whereas general considerations for astrophysical neutrino fluxes predict shallower slopes, and hence that they will dominate above some energy. For diffuse fluxes, this crossover is thought to be at least 10 TeV (point and/or transient sources can be identified at lower energies) .

Neutrino oscillations have an important consequence for suppressing the atmospheric neutrino background. The Super-Kamiokande atmospheric neutrino results  strongly favor $`\nu _\mu \nu _\tau `$ oscillations with $`\mathrm{sin}^22\theta 1`$ and $`\mathrm{\Delta }m^23\times 10^3`$ eV2. At the high energies considered here, $`\nu _\mu \nu _\tau `$ oscillations will never occur for atmospheric neutrinos, and their flavor ratios will reflect the production mechanism only. In the astrophysical production scenarios, the flavor ratios are also thought to be $`1:2:0`$ (again combining neutrinos and antineutrinos), reflecting their production by ultra-high-energy protons. But for the astrophysical sources, $`\nu _\mu \nu _\tau `$ mixing will always be complete because of the long path lengths, and so these ratios become $`1:1:1`$. In some exotic models , the initial $`\nu _\tau `$ flux is large; in any case, a large $`\nu _\tau `$ component in the astrophysical neutrino flux is guaranteed.

This simple fact is very important for the detection of astrophysical neutrinos above the atmospheric neutrino background. This is because $`\nu _e`$ and $`\nu _\mu `$ above about 100 TeV will be absorbed by Earth, whereas the absorbed $`\nu _\tau `$ flux will be regenerated by prompt tau decays . We point out a new effect: that the regeneration of the $`\nu _\tau `$ flux also creates relatively large secondary fluxes of $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$. These make the detection of astrophysical sources significantly easier, and must be accounted for to properly deduce the source spectra and flavor composition.

Neutrino propagation in Earth.— Above about 100 TeV, all neutrino flavors have a high probability of interacting in Earth via neutrino-nucleon scattering, with a total cross section $`\sigma E^{0.5}`$ . Except for $`\overline{\nu }_e+e^{}W^{}`$ at the Glashow resonance (6.3 PeV), neutrino-electron scattering is irrelevant. Charged-current (CC) and neutral-current (NC) interactions on nucleons occur in the ratio $`0.71:0.29`$, and in both cases, the surviving lepton carries about $`75\%`$ of the initial neutrino energy . The cross sections for neutrinos and antineutrinos are approximately equal. The neutrino interaction length is shown in Fig. 1; it is the same for all flavors since even tau mass threshold effects are negligible.

In the more likely CC interaction, the critical question is the subsequent fate of the charged lepton. An initial $`\nu _e`$ will be removed from the beam and the resulting electron very quickly brought to rest. With an initial $`\nu _\mu `$, the produced muon will eventually decay. However, the laboratory-frame decay length for the muon is always much longer than its range, the distance over which its electromagnetic energy losses bring it to rest. Thus the neutrinos from its decay will be below 50 MeV, and of no further interest here. The decay length and range for muons are shown in Fig. 1.

As first noted by Ritz and Seckel , the situation is very different for $`\nu _\tau `$, since at all but the highest energies, the tau decay length is less than its range, so that the tau will decay in flight without significant energy loss; see Fig. 1. Tau decays occur by many branches, but all contain a $`\nu _\tau `$. This regenerated $`\nu _\tau `$ carries a fraction about $`0.75\times 0.41/3`$ of the initial $`\nu _\tau `$ energy, where 0.4 is for $`\nu _\tau `$ from tau decay . Ritz and Seckel considered WIMP annihilation in the sun, and the propagation of the produced neutrinos. The utility of this regeneration effect for the detection of astrophysical neutrinos was not noted until a decade later, by Halzen and Saltzberg .

The regeneration process will continue (along with the less frequent NC scatterings) until the $`\nu _\tau `$ energy has been moderated to the energy such that the neutrino interaction length is comparable to the remaining distance in Earth. At nadir angle $`\psi =0^{}`$, such that the neutrino will cross the full diameter of Earth, the transparency energy is about 40 TeV (at larger nadir angles, neutrinos at higher energies can pass through without scattering). The distribution of $`\nu _\tau `$ energies around the transparency energy is characteristically lognormal, with a one-sigma width of approximately one decade. Thus all of the initial $`\nu _\tau `$ will emerge at relatively high energies.

Future km-scale astrophysical neutrino detectors are designed for the detection of $`\nu _e`$ (via an electromagnetic shower) or $`\nu _\mu `$ (via the track of a penetrating muon). The detection of $`\nu _\tau `$ is much more difficult. Learned and Pakvasa  have shown that $`\nu _\tau `$ may be detected by a “double-bang” signature, if the tau lepton production and decay, each accompanied by a large shower, are well-separated but both occur in the detector. The double-bang events will be observable only in a narrow range around several PeV, and only at large nadir angles, so other techniques for $`\nu _\tau `$ detection are needed.

This is precisely the point of the signal proposed by Halzen and Saltzberg . In their scheme, the $`\nu _\tau `$ interacts outside the detector and the tau created decays as $`\tau ^{}\mu ^{}\overline{\nu }_\mu \nu _\tau `$, where the muon, which has a long range, is seen in the detector. These $`\nu _\tau `$ events can be separated from $`\nu _\mu `$ CC events (which also produce a muon) on a statistical basis, using the fact that the $`\nu _\tau `$ nadir angle distribution will be unchanged by passage through Earth, whereas that for $`\nu _\mu `$ will show exponential absorption (as will $`\nu _e`$). Additionally, if the incoming neutrino spectrum is shallower than about $`E^2`$, the pileup near the transparency energy may be visible . However, it should be noted that the above tau branching ratio of 18% reduces the detectability of the $`\nu _\tau `$ flux compared to a $`\nu _\mu `$ flux at the same energy, both taken just below the detector. While the muon in the $`\nu _\tau `$-induced case will have an energy roughly 0.4 of that in the $`\nu _\mu `$-induced case because of the tau decay , the muon range and hence detectability varies only slowly with energy (see Fig 1).

Secondary antineutrinos.— While expected to be a significant component of the astrophysical neutrino flux, and the only component which is not attenuated in Earth, $`\nu _\tau `$ are not easily detected. However, we point out a new effect that significantly improves their detectability. In each step of the regeneration process $`\nu _\tau \tau \nu _\tau `$ described above, the tau lepton decay will always produce a $`\nu _\tau `$. Additionally, 18% of decays are $`\tau \nu _\tau \mu \overline{\nu }_\mu `$ and 18% are $`\tau \nu _\tau e\overline{\nu }_e`$. In the laboratory frame, on average $`\nu _\tau `$ and $`\mu `$ each carry a fraction 0.4 of the tau energy and $`\overline{\nu }_\mu `$ carries a fraction 0.2 . Secondary $`\nu _\mu `$ and $`\nu _e`$ are also produced by initial $`\overline{\nu }_\tau `$ (expected to have a flux comparable to the initial $`\nu _\tau `$). These secondary antineutrinos ($`\overline{\nu }_e,\overline{\nu }_\mu `$) and neutrinos ($`\nu _e,\nu _\mu `$) have not been taken into account before, but they have a surprisingly large effect on the detectability of $`\nu _\tau `$ and $`\overline{\nu }_\tau `$.

The number of regeneration steps for $`\nu _\tau `$ is approximately $`N=\mathrm{log}(E_i/E_T)/\mathrm{log}3`$, where $`E_i`$ is the initial energy and $`E_T`$ is the transparency energy. With more steps, there are more opportunities to create secondary $`\overline{\nu }_\mu `$ and $`\overline{\nu }_e`$. However, those created farther from the detector have a greater chance of being absorbed. On each step the secondary antineutrinos will carry about 1/6 of the initial $`\nu _\tau `$ energy, reflecting the energy lost in the CC scattering and the tau decay.

It is generally assumed that all scatterings and decays are collinear. However, as the number of regeneration steps increases, the cumulative non-collinearity could be large enough to blur astrophysical point sources. If the initial neutrino has energy $`E_\nu `$, simple considerations indicate that for $`\nu _\tau \tau `$, the scattering angle is about $`1^{}/\sqrt{E_\nu /\mathrm{TeV}}`$, and for $`\tau \nu _\tau `$, the decay angle is about $`0.2^{}/(E_\nu /\mathrm{TeV})`$. The decay angle can thus be neglected compared to the scattering angle. In order for the number of scatterings to be nonzero, $`E_\nu `$ must be above about 100 TeV, so that on the last step the angular deviation is about $`0.1^{}`$. Taking previous regeneration steps into account gives a maximum deviation of about $`0.3^{}`$. This is below the expected $`1^{}`$ reconstruction resolution of the proposed detectors , and so astrophysical point sources should not be blurred by $`\nu _\tau `$ regeneration.

We can estimate the secondary $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$ number flux produced by a $`\nu _\tau `$ beam by making the following crude assumptions: (i) $`\nu _\tau `$ do not lose energy in their CC or NC interactions; (ii) $`\overline{\nu }_e`$ or $`\overline{\nu }_\mu `$ which interact are removed from the beam; and (iii) $`\overline{\nu }_e`$ or $`\overline{\nu }_\mu `$ from tau decay are produced with the same energy as the initial $`\nu _\tau `$. Consider a beam of astrophysical neutrinos in the expected ratio $`\nu _e:\nu _\mu :\nu _\tau =1:1:1`$, each with a flux $`F_0`$, and all at an energy $`E_0`$. Define $`f`$ as the fraction of $`\nu _\tau `$ interactions that produce a a $`\overline{\nu }_e`$ or $`\overline{\nu }_\mu `$: $`f=0.71\times 0.18=0.13`$, where the first factor is the CC/NC fraction, and the second factor is the relevant tau-decay branching ratio. The secondary $`\overline{\nu }_\mu `$ flux from tau decay obeys the equation

$$\frac{d}{dx}F_{\overline{\nu }_\mu }(x)=\frac{f}{\lambda }F_0\frac{1}{\lambda }F_{\overline{\nu }_\mu }(x),$$

where $`x`$ is the distance through Earth at the chosen nadir angle. The first term represents the creation of $`\overline{\nu }_\mu `$ from the $`\nu _\tau `$ flux, and the second represents their subsequent absorption. Note that the interaction length $`\lambda `$ is the same for both flavors. Thus, in this simple estimate, the fluxes after propagation through Earth are

$`F_{\nu _e}/F_0`$ $`=`$ $`F_{\nu _\mu }/F_0=e^{x/\lambda };F_{\nu _\tau }/F_0=1`$ (1)
$`F_{\overline{\nu }_e}/F_0`$ $`=`$ $`F_{\overline{\nu }_\mu }/F_0=f\left(1e^{x/\lambda }\right);F_{\overline{\nu }_\tau }/F_0=0.`$ (2)
The initial $`\nu _e`$ and $`\nu _\mu `$ fluxes are exponentially depleted. However, the flux associated with the initial $`\nu _\tau `$ is increased due to the secondary $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$. For large $`x`$, corresponding to more $`\nu _\tau `$ regeneration steps, the increased production of $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$ is balanced by their increased absorption. For the expected initial antineutrinos (with the same fluxes and flavor ratios as for neutrinos), similar results obtain for the production of secondary neutrinos, and they must be added to the above. For small $`x`$, the initial $`\nu _e`$, $`\nu _\mu `$, $`\overline{\nu }_e`$, $`\overline{\nu }_\mu `$ fluxes will survive, whereas for large $`x`$, they will be absorbed but replaced by the approximately constant secondary fluxes created by $`\nu _\tau `$ and $`\overline{\nu }_\tau `$. Thus even for large energies and/or small nadir angles, the fluxes of $`\nu _e`$, $`\nu _\mu `$, $`\overline{\nu }_e`$, $`\overline{\nu }_\mu `$ never vanish, contrary to previous predictions.

We have calculated the secondary $`\overline{\nu }_e`$ and $`\overline{\nu }_\mu `$ production with a Monte Carlo code that simulates the passage of high-energy neutrinos through Earth. We assume collinear propagation for all particles followed, as justified above. The code starts with an initial neutrino and randomly samples its interaction probability at each step in distance, using the CC and NC total cross sections from Gandhi, Quigg, Reno, and Sarcevic . In each interaction, we sample the outgoing charged lepton or neutrino energy around the average inelasticity values $`y`$ given in Ref. . At these energies, $`y`$ is the same for CC or NC interactions, and the same for neutrinos or antineutrinos. Accordingly, for the distributions about $`y`$ we use the $`d\sigma /dy`$ distribution given in Ref.  for neutrino-nucleon CC scattering.

After a NC interaction, the neutrino is followed until the next interaction. After a CC interaction, if a muon or tau is created, it is followed. For their energy loss, we use the results of Ref. , and for their decays we use the laboratory-frame decay probability distributions. Any electrons created are assumed stopped. For the laboratory-frame $`\nu _\tau `$ distribution from tau decays, summed over all branches and including the tau polarization, we use the distributions given in Ref. . In tau decays leading to $`\overline{\nu }_e`$ or $`\overline{\nu }_\mu `$, we use the distributions for those branches . There are many tau decay branches that yield charged pions or kaons. However, these mesons will be stopped before they decay, so that the produced neutrinos are at low energies and hence ignored. For all particles, we impose a low-energy cutoff at 100 GeV, though the results are insensitive to the cutoff as long as it is well below the transparency energy.

In Fig. 2 (cf. Fig. 2 of Ref. ), we plot the numerical results for the emergent $`\nu _\mu `$ and $`\nu _\tau +\overline{\nu }_\mu `$ fluxes using several initial energies. A very small fraction (about 1%) of $`\nu _\tau `$ either downscatter to very low energies by repeated NC interactions, or the tau lepton emerges from Earth; these are neglected in Fig. 2. The results are in general agreement with the analytic estimates, though the $`\overline{\nu }_\mu `$ flux is about twice as large as the analytic estimate. The principal reason for this is the fact that the secondary $`\overline{\nu }_\mu `$ are about 1/2 as energetic as the regenerated $`\nu _\tau `$, and so have a longer interaction length than assumed in the analytic estimate. They are created in the last few interaction lengths of the $`\nu _\tau `$. We find that the $`\nu _\tau `$ and $`\overline{\nu }_\mu `$ are distributed around the transparency energy, as expected. The surviving $`\nu _\mu `$ have the initial energy $`E_0`$, at least until their flux is greatly suppressed. A very small fraction will be moderated down to the transparency energy by repeated NC interactions; this is why the $`\nu _\mu `$ flux in Fig. 2 never completely vanishes.

Conclusions.— Earth absorbs high-energy $`\nu _e`$ and $`\nu _\mu `$. In fact, high-energy $`\nu _\tau `$ are absorbed too, but the $`\nu _\tau `$ flux is regenerated by prompt tau decays, thus moderating the $`\nu _\tau `$ energies down to near the transparency energy. As a function of the nadir angle, the $`\nu _e`$ and $`\nu _\mu `$ fluxes are exponentially absorbed, while the $`\nu _\tau `$ flux remains unchanged by passage through Earth. Halzen and Saltzberg have proposed that these $`\nu _\tau `$ can be detected by CC interactions after which the tau decays to a muon below the detector, and that they can be separated from $`\nu _\mu `$ CC interactions by their characteristic nadir-angle dependence . A difficulty with this technique is the 18% branching fraction for the tau decay into a muon.

We have pointed out a new effect, that the $`\nu _\tau \tau \nu _\tau `$ regeneration process creates a secondary $`\overline{\nu }_\mu `$ flux. Though their flux is at most 0.2 of the $`\nu _\tau `$ flux, they are as detectable by the production of muons as the entire $`\nu _\tau `$ flux. Similarly, a secondary $`\overline{\nu }_e`$ flux is created that doubles the detectability of $`\nu _\tau `$ by the production of electrons and their associated showers. The detectability of $`\nu _\tau `$ by neutral-current channels will be about 40% larger. For astrophysical antineutrinos, the secondary neutrinos created have the same effect, again doubling the detectability of the $`\overline{\nu }_\tau `$ flux. Taking these secondary fluxes into account in the energy and nadir-angle distributions (e.g., in studies like Refs. ) will be essential for understanding the spectra and flavor composition of astrophysical neutrinos.

We thank Francis Halzen, Dan Hooper, David Saltzberg, and Ina Sarcevic for useful discussions. J.F.B. (as a David N. Schramm Fellow) and E.W.K. were supported by NASA under NAG5-10842, and by Fermilab, which is operated by URA under DOE contract No. DE-AC02-76CH03000. E.W.K. thanks the Korea Institute for Advanced Study for their hospitality while this work was completed. P.C. was supported by DOE grant No. 5-90098.


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# Long-Term Monitoring of Anomalous X-ray Pulsars

## 1. Introduction

Anomalous X-ray pulsars (AXPs) are an unusual class of astrophysical objects. There are currently only five confirmed AXPs: 4U 0142+61, 1E 1048.1–5937, 1E 1841–045, RXS J170849.0–400910, and 1E 2259.1+586. All five are found in the plane of the Galaxy; and two of the five certain members of the class appear to be located at the geometric centers of apparent supernova remnants.

AXP characteristics can be summarized as follows (see Israel, Mereghetti, & Stella 2002, for a review): they exhibit X-ray pulsations in the range $``$5–12 s; they have pulsed X-ray luminosities in the range $`10^{34}10^{35}`$ erg s<sup>-1</sup>; they spin down regularly; their X-ray luminosities are much greater than the rate of loss of rotational kinetic energy inferred from the observed spin-down; they have spectra that are characterized by thermal emission of $`kT0.4`$ keV with evidence for a hard tail in some sources. Soft gamma repeaters also exhibit AXP-like pulsations in quiescence (e.g. Kouveliotou et al. 1998); the connection between AXPs and SGRs is intriguing but not yet clear. The results here summarize those reported by Gavriil & Kaspi (2001).

## 2. Results and Discussion

The results presented here were obtained using the Proportional Counter Array (PCA) on board the Rossi X-ray Timing Explorer (RXTE). Our observations consist primarily of short snapshots taken on a monthly basis. In addition, we used a handful of archival observations; the exposures in these observations vary.

Phase-coherent timing of AXPs has shown that the rotational stability of some AXPs is comparable to those of some radio pulsars. The rotational stability of 1E 2259.1+586, first reported by Kaspi, Chakrabarty, & Steinberger (1999), has now persisted over 4.5 yr, although the inclusion of $`\ddot{\nu }`$ has recently been necessary. 4U 0142+61 has been an extremely stable rotator over 4.4 yr of RXTE monitoring. For RXS J170849.0–400910, phase coherent timing has been accomplished in the 1.4 yr since the glitch reported by Kaspi, Lackey, & Chakrabarty (2000). In these data, we find a significant positive $`\ddot{\nu }`$. This indicates a decay of the negative $`\dot{\nu }`$, expected for long-term glitch recovery, as seen in glitching radio pulsars (e.g. Shemar & Lyne 1996). 1E 1841–045 shows rotational stability but with considerably higher red noise (see Gotthelf et al., this volume). 1E 1048.1–5937 has exhibited far noisier behavior, making phase-coherent timing using monthly and weekly observations virtually impossible. Interestingly there is a correlation between timing stability and $`\dot{\nu }`$: the sources with the smallest $`\dot{\nu }`$ are the most stable. Arrival time residuals for 1E 2259.1+586, 4U 0142+61 and RXS J170849.0–400910 are shown in Figure 1.

AXP spectra are generally best fit by a two-component model consisting of a photoelectrically absorbed blackbody with a hard power-law tail (Israel et al. 1999). Whether these two components are physically distinct is an open question (see Özel, Psaltis, & Kaspi 2001). To investigate this, we compared the pulse profile morphology of the AXPs in two energy bands. Figure 2 displays the average pulse profiles of RXS J170849.0–400910, 1E 2259.1+586 and 1E 1048.1–5937 in the energy bands 2–4 keV and 6–8 keV. From Figure 2 it is clear that AXP pulse profiles exhibit different degrees of energy dependence; RXS J170849.0–400910 shows high energy dependence, while 1E 1048.1–5937 shows no energy dependence.

We have also used our RXTE data to monitor the pulsed flux of the AXPs as a function of time. Rapid ($`<`$ months) flux variability would challenge the magnetar model and accreting sources generally show flux variability correlated with $`\dot{\nu }`$. Given the large field-of-view of the PCA and the low count rates for the sources relative to the background, total flux measurements are difficult with our RXTE data. Instead, we have determined the pulsed component of the flux, by using the off-pulse emission as a background estimator. The flux time series for 1E 2259.1+586, 4U 0142+61 and RXS J170849.0–400910 are displayed in Figure 3. We do not find evidence for any large variability in the pulsed flux for any source, and have set $`1\sigma `$ upper limits on variations $``$20–30% (depending on the source). This is surprising given previous reports of large (factor of 5–10) total flux variations in 1E 2259.1+586 and 4U 0142+61 (Baykal & Swank 1996; Oosterbroek et al. 1998). Assuming a constant pulsed fraction, this suggests that more than one of the AXPs happen to be much more quiescent during the RXTE monitoring than in the past.

Iwasawa, Koyama, & Halpern (1992) reported a significant change in the pulse morphology of 1E 2259.1+586 in 1.2–14 keV GINGA observations obtained in 1990, such that the leading pulse had amplitude roughly half that of the trailing pulse. If correct, this has important implications for the magnetar model, which predicts such pulse morphology changes in the event of a restructuring of the magnetic field, as might occur following a major SGR-like outburst. Motivated by this finding, we searched for pulse profile changes in our RXTE observations of all the AXPs. We have not detected any large pulse profile variations. This justifies our other analysis procedures which assume a fixed profile. We rule out variations in features having amplitude $`>`$20% of the peak amplitude at the $`1\sigma `$ level, although the limit depends on source and integration time.

### Acknowledgments.

This work was supported in part by a NASA LTSA grant (NAG5-8063) and an NSERC Research Grant (RGPIN228738-00) to VMK, with additional support from a NASA ADP grant (NAG 5-9164).

## References

Baykal, A. & Swank, J. 1996, ApJ, 460, 470

Cordes, J. M. & Helfand, D. J. 1980, ApJ, 239, 640

Gavriil, F. P. & Kaspi, V. M. 2001, ApJ, in press, http://xxx.lanl.gov/abs/astro-ph/0107422

Gotthelf, E. V., Gavriil, F., Kaspi, V. M., Vasisht, G., & Chakrabarty, D. 2001, this volume

Israel, G., Mereghetti, S., & Stella, L. 2002 (Memorie della Societa’ Astronomica Italiana), in press

Israel, G. L., Oosterbroek, T., Angelini, L., Campana, S., Mereghetti, S., Parmar, A. N., Segreto, A., Stella, L., Van Paradijs, J., & White, N. E. 1999, A&A, 346, 929

Iwasawa, K., Koyama, K., & Halpern, J. P. 1992, PASJ, 44, 9

Kaspi, V. M., Chakrabarty, D., & Steinberger, J. 1999, ApJ, 525, L33

Kaspi, V. M., Lackey, J. R., & Chakrabarty, D. 2000, ApJ, 537, L31

Kouveliotou, C., Dieters, S., Strohmayer, T., van Paradijs, J., Fishman, G. J., Meegan, C. A., Hurley, K., Kommers, J., Smith, I., Frail, D., & Murakami, T. 1998, Nature, 393, 235

Oosterbroek, T., Parmar, A. N., Mereghetti, S., & Israel, G. L. 1998, A&A, 334, 925

Özel, F., Psaltis, D., & Kaspi, V. M. 2001, ApJ, in press, http://xxx.lanl.gov/abs/astro-ph/0105372

Shemar, S. L. & Lyne, A. G. 1996, MNRAS, 282, 677


text:
# Gravothermal Collapse of Self-Interacting Dark Matter Halos and the Origin of Massive Black Holes

## I Gravothermal Evolution and Collapse of a SIDM halo

The structure of a relaxed SIDM halo can be defined by the central mass density $`\rho _\mathrm{c}`$, the (one-dimensional) velocity dispersion $`v_\mathrm{c}`$, and the total halo mass $`M_{\mathrm{tot}}`$. For a given cosmology, the background density, $`\overline{\rho }`$, is a function only of redshift. We assume that the central density contrast $`x\rho _\mathrm{c}(t=0)/\overline{\rho }`$ at halo virialization is independent of redshift and halo mass, which is consistent with the simulations of Dav$`\stackrel{`}{\text{e}}`$ et al.  and recent work on truncated isothermal spheres by Shapiro, Iliev and Raga . The independent parameters of a SIDM halo are then $`M_{\mathrm{tot}},x`$ and $`z_0`$, the redshift of virialization. Define mass and radius scales, $`M_0`$ and $`R_0`$ respectively, where $`M_0=4\pi R_0^3\rho _\mathrm{c}`$ and $`v_\mathrm{c}^2=GM_0/R_0`$, and also the ratio $`gM_{\mathrm{tot}}/M_0`$, which is a unique function of $`x`$. The central velocity satisfies

$$v_\mathrm{c}^2(t=0)=(4\pi )^{1/3}G(M_{\mathrm{tot}}/g(x))^{2/3}(x\overline{\rho }(z_0))^{1/3}.$$
(1)
Evolutionary Stages. The properties in the halo depend critically on the ratio of the collisional mean-free-path, $`\lambda `$, to the gravitational scale height, $`H`$:

$$\lambda =(\rho \sigma )^1,H=\left(\frac{v^2}{4\pi G\rho }\right)^{1/2},$$
(2)
where $`\rho `$ is the local mass density, $`v`$ is the local one dimensional velocity dispersion, and $`\sigma `$ is the SIDM cross section per unit mass. In the long mean-free-path (lmfp) region $`\lambda H`$, particles perform several orbits between collisions; in the short mean-free-path (smfp) region $`\lambda H`$, particle motion is severely restrained, and heat transfer proceeds through diffusion, as in a fluid. Simulations show that a halo core must form in the lmfp regime ; otherwise the particles generate strong shocks, whereby entropy loss to the halo destroys the central core structure .

The requirement that at formation the core satisfies $`(\lambda /H)_\mathrm{c}1`$ yields an upper limit for the halo mass:

$$M_{\mathrm{tot}}4\pi (\overline{\rho }(z_0)x)^2g(x)\sigma ^3.$$
(3)
Black Hole Formation Gravothermal evolution of a SIDM halo is shown in Figure 1 . While the extended halo ($`\rho r^{2.19}`$) remains in the lmfp limit, the core becomes increasingly dense. The core eventually bifurcates into a smfp inner part which is fluid-like $`(\lambda H)`$, and a lmfp outer part which is nearly static. The transition region corresponds to $`\lambda /H1`$. It is the inner core and its immediate surroundings which collapse to a black hole following the onset of the relativistic instability, leaving the outer core and extended halo in dynamical equilibrium about the central hole .

Evaporation of mass due to collisions from a lmfp core into the halo is rapid with $`d\mathrm{log}M_\mathrm{c}/d\mathrm{log}(v_\mathrm{c}^2)4.27`$ . But once the core becomes very dense, with central $`\lambda /H100`$, evaporation is limited to a surface effect, which is much less efficient. We find  that if the core of a SIDM halo forms with $`\lambda /H1`$, its mass decreases by about one order of magnitude prior to reaching the smfp limit (while the central velocity hardly changes),

after which the core mass decreases according to $`d\mathrm{log}M_\mathrm{c}/d\mathrm{log}(v_\mathrm{c}^2)0.85`$. This estimate gives the inner core mass $`M_{\mathrm{coll}}`$ at the onset of relativistic instability ($`v_\mathrm{c}c/3`$):

$$\mathrm{log}_{10}\left(\frac{M_{\mathrm{coll}}}{M_\mathrm{c}(0)}\right)1+0.85\mathrm{log}_{10}\left(\frac{v_\mathrm{c}^2(0)}{10^{10}\mathrm{km}^2\mathrm{s}^2}\right).$$
(4)
Core Lifetime. The lifetime of the core until collapse is  $`t_{\mathrm{coll}}290t_\mathrm{r}(0)`$, where $`t_\mathrm{r}(0)`$ is the collision relaxation timescale in the core at formation,

$$t_\mathrm{r}=\frac{1}{a}\left(\rho _\mathrm{c}(t=0)v_\mathrm{c}(t=0)\sigma \right)^1$$
(5)
and $`a2.26`$ for purely elastic, hard-sphere collisions and a Maxwell-Boltzmann velocity distribution. Requiring that the core of a halo formed at redshift $`z_0`$ collapses by redshift $`z_1`$ yields a lower limit on the mass of the SIDM halo:

$$M_{\mathrm{tot}}\left(\frac{290}{a}\right)^3(4\pi G^3)^{1/2}\frac{(\overline{\rho }(z)x)^{7/2}g(x)\sigma ^3}{\left[t(z_1)t(z_0)\right]^3}.$$
(6)
## II A Direct Scenario for SMBH Formation

Since the core virializes with nonrelativistic velocities, $`v_\mathrm{c}10^210^3`$km$`\text{s}^1`$ , the core mass at collapse will be several orders of magnitude smaller than $`M_\mathrm{c}(0)10^2M_{\mathrm{tot}}`$ according to Eq. (4). Consequently, gravothermal evolution directly culminating in a SMBH with a mass above $`10^6M_{}`$ requires that the total mass of the progenitor SIDM halo exceed $`10^{12}M_{}`$. Equations (3) and (6) determine the range of halo masses formed at redshift $`z_0`$ that undergo core collapse by redshift $`z_1`$. These masses increase for smaller values of the ratio $`x`$, i.e., for smaller central density contrasts at halo formation.

We examine this scenario by setting $`x`$ to the relatively small value of $`x=1.8\times 10^4`$, which leads to $`g206`$. This is the value derived for a truncated isothermal sphere of dark matter  for an Einstein de-Sitter universe, and also applies for all but very small redshifts for a flat universe with a finite cosmological constant . In Figure 2 we show the range of halo masses which experience core collapse (upper frame) as a function of formation redshift $`z_0`$. Since the lower limit depends also on the desired redshift at collapse, $`z_1`$, we show three variations: $`z_1=6,3`$ and 0. The lower frame shows the corresponding core ($``$ black hole) masses at collapse, using Eqs. (1) and (4). The cosmological model is $`\mathrm{\Omega }_\mathrm{m}=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`h=0.65`$, and we set $`\sigma =5`$cm$`{}_{}{}^{2}\text{gm}_{}^{1}`$ .

We find that SMBHs of $`10^610^7M_{}`$ can form in massive halos which experience core collapse at intermediate and low redshifts. At redshift $`z_1=6`$, our model limits the initial black hole mass to $`M5\times 10^5M_{}`$. Subsequent accretion onto the black hole must be invoked to reach masses of $`10^9M_{}`$ , especially to reconcile with recent observations of high red shift quasars . Very young halos are practically excluded as candidates for reaching core collapse by redshift $`z=0`$: halos formed later than $`z1.5`$ will not have reached core collapse, regardless of mass, and only cores of extremely massive halos ($`M_{\mathrm{tot}}10^{14}M_{}`$) could have collapsed if formed after $`z=3`$.

## III A Bottom-Up Scenario for SMBH Formation

Large values of $`M_{\mathrm{coll}}`$ require very massive halos in the direct scenario. Virialization of massive halos, especially at high redshift, is not favored in the currently accepted picture of structure formation . The smaller mass halos formed preferentially in current theory can undergo core collapse in a Hubble time provided the fiducial value of $`x`$ is larger (see Eqs. ). In Figure 3 we show similar results to those of Fig. 2, except that now $`x=10^6`$ (and $`g902`$). This value appears to be in better agreement with the numerical simulations of ref. , at least for low redshifts.

The relations $`M_{\mathrm{min}}x^{7/2}`$ and $`M_{\mathrm{max}}x^2`$ show why core collapse shifts to relatively low mass halos for $`x=10^6`$. For this $`x`$ any halo which virializes at redshift $`z5`$ will have undergone core collapse. However, young halos formed at low redshifts will still be safe from core collapse, as we found also for $`x=1.8\times 10^4`$. In this scenario, core collapse even by redshift $`z=6`$ is quite possible, for halos with masses in the range $`10^710^{10}M_{}`$ virialized at redshifts $`z=710`$. The masses of the collapsed cores are small, and for halo masses considered realistic in the Press-Schechter formalism , $`M_{\mathrm{coll}}10^210^3M_{}`$. In this case gravothermal core collapse does not lead directly to the formation of SMBHs found in the centers of galaxies, but the resulting intermediate mass black holes can serve as seeds for SMBH build-up through mergers , or accretion.

## IV Discussion

Gravothermal core collapse in a SIDM halo triggers the formation of a SMBH at its center. The black hole forms when the inner core becomes relativistic and dynamically unstable. The mass of the collapsing core will be $`10^810^6`$ times the total mass of the halo. Forming SMBHs by core collapse in SIDM halos requires no baryons, no prior epoch of star formation and no other black hole seed mechanism.

For massive ($`>10^{13}M_{}`$) halos which virialize at modest overdensities, SMBHs with masses of $`10^610^7M_{}`$ form directly through gravothermal collapse. An alternative scenario where the smaller SIDM halos preferred in current cosmological models reach core collapse in a Hubble time is also possible and arises if the typical overdensity of the halos at virialization is large. In this case any halo which forms prior to redshift $`z=5`$ produces a black hole by $`z=0`$, and black hole formation at high redshift is also possible. However, these halos give rise only to low and intermediate mass black holes, $`10^210^3M_{}`$. These might be seeds of SMBHs through multiple halo mergers . Even if only a few percent of the halos achieve core collapse by $`z=5`$, this initial black hole population is sufficient to generate the observed SMBH spectrum eventually . Coalescence of black holes in halo mergers is a likely source of gravitational waves, potentially detectable with the Laser Interferometer Gravitational Wave Observatory (LIGO) as well as the planned Laser Inferometer Space Antenna (LISA). If most of the SMBH population arises through multiple mergers of lower mass seed black holes, the rate may be as large as several per year .

The newly formed black hole may grow through accretion of SIDM from the halo. The main reservoir for accretion is the outer core, which is characterized by $`\lambda /H>1`$, and includes a mass $`10^3M_{\mathrm{tot}}`$. If the ambient SIDM halo eventually dominates the spherical bulge of galaxies, then the accretion of the entire outer core would provide a natural means of producing the ratio $`M_{\mathrm{BH}}/M_{\mathrm{bulge}}`$ observed in nearby galaxies. It would also explain the origin of the most massive ($`>10^9M_{}`$) central black holes. The possibility that SIDM accretion onto seed black holes is the origin of SMBHs was also proposed in , but there it is assumed that the seeds arise from supernovae explosions in massive stars rather than the gravothermal scenario discussed here. Their quantitative results depend crucially on an assumed singular power-law density profile of the SIDM, which has yet to be verified self-consistently.

Young halos, especially low mass ones, could not have reached core collapse by $`z=0`$. This allows SIDM halos to explain the flat density cores observed in some dwarf and low-surface-brightness galaxies, where the inferred values of central density and velocity dispersion are $`\rho _\mathrm{c}0.02M_{}\text{pc}^3`$ and $`v_\mathrm{c}10^7`$cm$`\text{s}^1`$ , yielding a gravothermal core lifetime that greatly exceeds the Hubble time.

To identify the main route for SMBH formation, it would be useful to determine the SMBH population as a function of redshift. More data about the presence or absence of central black holes in dwarf galaxies would also be useful.

We thank Y. Birnboim and P. R. Shapiro for useful discussions. This work was supported in part by NSF Grant PHY-0090310 and NASA Grants NAG5-8418 and NAG5-10781 at the University of Illinois at Urbana-Champaign.


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# In Search of Exact Solutions

## Abstract

Many-body systems, such as electrons flowing in a superconductor, are among the most difficult theoretical problems to study. A new family of exactly solvable models may offer some answers.

During the past 40 years, understanding quantum systems involving many particles has been one of the main goals of theoretical physics. This kind of research is designed not to work out the laws of interactions between particles, but, assuming that these interactions are already known, to calculate their effects on a system of $`n`$ particles. A system where $`n`$ is large constitutes the ‘many-body problem’, and can exhibit rich behaviour, including phase transitions, superconductivity and Bose-Einstein condensation. The impact of exactly solvable theoretical models on research into these systems is undeniable. With few exceptions, previous exact solutions have applied only to one-dimensional systems. But writing in Physical Review Letters, Dukelsky $`et.al.`$  introduce a new family of exactly solvable theoretical models dealing with quantum many-body systems in any number of dimensions: one, two, three or even more.

A wide range of many-body systems has been studied, with varying numbers of particles. For example, systems of nuclei ($`n10^2`$ nucleons) are important in nuclear physics, and atomic and molecular physics deal with systems involving $`n10^2`$ electrons, whereas mesoscopic ($`n10^210^6`$) and macroscopic ($`n10^{23}`$) systems arise in condensed-matter physics. Real systems are usually extraordinarily complex and involve a large set of parameters, most of which are irrelevant for discussing the phenomena under investigation. So theoretical physicists begin by defining a model that is, an idealized system much simpler than the real one, but retaining all the necessary ingredients to discuss the physical properties of interest. However, there are only a few examples of ‘exactly solvable’ models of this type in which one can calculate exactly all the possible quantum states and their energies and/or the various thermodynamic quantities of the system. Such exact solutions always play a decisive role in theoretical physics.

With very few exceptions, the exact solutions of many-body problems can be found only in one dimension. For example, the Tomonaga-Luttinger solution for a one-dimensional system of interacting fermions (particles such as electrons) demonstrates how the Landau-Fermi liquid description of electrons, which has been the theoretical basis of the whole quantum theory of solids, breaks down in one or two dimensions. This discovery had a considerable impact on condensed-matter physics, and gave rise to a new field concerned with the properties of the one-dimensional state known as the ‘Luttinger liquid’. In contrast, several exactly solvable models have been developed in nuclear physics that make use of group-theory techniques. These models are based on the concept of dynamical symmetries, and a non-trivial generalization of this approach is the ‘pairing model’, in which particles that form a pair interact through a force with a particular strength. Such a model has been applied to discussions of superfluidity, and also to studies of superconductivity in small metallic grains.

The pairing model was solved exactly by Richardson  more than 30 years ago, a result that passed almost unnoticed despite its enormous potential impact on nuclear as well as condensed-matter physics. In their paper, Dukelsky and colleagues  provide an important generalization of Richardson’s work, leading to new classes of pairing models that are exactly solvable in any dimension. To obtain this result, the authors apply group-theoretical and algebraic methods similar to those already used by Gaudin . They discover three classes of integrable (a remarkable property that makes them mathematically tractable) pairing models, which they were able to solve exactly.

In analogy with the work of Gaudin, the three new classes of pairing models found by Dukelsky $`et.al.`$  are named the rational, the trigonometric and the hyperbolic models. The authors go on to apply the rational model to a two-dimensional system of $`18`$ fermions with repulsive interactions, for which they find an exact numerical solution. Their first results indicate that there are attractive correlations between pairs of fermions, despite the underlying repulsive interaction. Such models might apply to high-temperature superconductivity, in which mutually repulsive electrons have to pair up to flow without resistance. In further work, Dukelsky $`et.al.`$  propose an exact correspondence between the solution of the quantum pairing model and a two-dimensional classical electrostatic problem: the trigonometric model can be mapped to an electrostatic problem on a spherical surface, whereas the hyperbolic model seems to correspond to a mapping on a more general surface.

The new solutions of the pairing models seem to be limited to systems of finite size a necessary condition for solving equations giving exact quantum states. But they can certainly be applied to systems where $`n`$ is quite large, from which the extrapolation to infinite $`n`$ is fairly accurate. The solutions are also restricted to systems at a temperature of absolute zero ($`273^{}`$ C), but because the exact solution provides all the quantum states and their energies, any thermodynamic quantity can be calculated at a non-zero temperature by thermal averaging, according to the Boltzmann formula of statistical mechanics. Exact solutions, as well as predicting the particular properties of a simplified system, can also indicate how good a given approximation is to a many-body system.

In all these respects, the models of Dukelsky $`et.al.`$ are highly welcome. Another useful feature of these models is that they apply equally to boson and fermion systems. All known particles are either fermions (such as electrons) or bosons (such as photons), which obey different quantum statistics. As the authors show , the rational model may have some bearing on fermion systems, in particular the physics of high-temperature superconductors. In the case of boson systems, Dukelsky and Shuck  have applied the rational model to the transition of a group of low-temperature atoms to a Bose-Einstein condensate, a state of matter in which all the atoms share the same quantum state. In similar work, Dukelsky and Pittel  applied the model to a system of bosons with short-range repulsive interactions, and obtained new evidence for the validity of the ‘interacting boson model’ of nuclear physics.

The physics of strongly correlated fermion systems is one area of active research that should benefit immediately from these new families of exactly solvable models. Despite considerable theoretical efforts, mainly motivated by the problems raised by high-temperature superconductivity, such systems remain a huge challenge to theorists. These, and other seemingly intractable problems, would welcome any insight offered by a new family of theoretical tools. The results obtained by Dukelsky $`et.al.`$  for a two-dimensional system of fermions with repulsive interactions is a first step in this direction.

Michel Héritier is in the Laboratoire de Physique des Solides d’Orsay, Centre Scientifique d’Orsay, 91405 Orsay, France.

e-mail: heritier@lps.u-psud.fr