text:
# 1 (a) A schematic figure of the spin, charge and orbital ordering of Mn atoms in the ab plane. The magnetic structure consists of zig-zag chains of ferromagnetic Mn atoms coupled antiferromagnetically to neighboring chain atoms. Dashed lines are drawn parallel to the zigzag chains to highlight each chain. (b) The direction of displacement of the oxygen atoms are indicated with thick arrows, while small arrows show the direction of displacement of the Mn atoms. The choice of x and y axes used in the paper is also shown.

Proceedings of the 4th Asian Workshop on First-Principles Electronic Structure Calculations

Taipei, Taiwan (2001)

On charge and orbital ordering in La0.5Sr1.5MnO4
Priya Mahadevan1, K.Terakura2 and D.D. Sarma3

1 JRCAT-ATP and AIST, Tsukuba, Ibaraki 305-0046, Japan
2 JRCAT-NAIR and RICS-AIST, Tsukuba, Ibaraki 305-0046, Japan
3 Solid State and Structural Chemistry Unit, Indian Institute of Science, Bangalore-560012, India

Abstract. Using first principle band structure calculations, we critically examine results of resonant x-ray scattering experiments which is believed to directly probe charge and orbital ordering. Considering the specific case of La0.5Sr1.5MnO4, we show that this technique actually probes most directly and sensitively small structural distortions in the system. Such distortions, often difficult to detect with more conventional techniques, invariably accompany and usually cause the orbital and charge orderings. In this sense, this technique is only an indirect probe of such types of ordering. Our results also provide a microscopic explanation of the novel types of charge and orbital ordering realized in this system and other doped manganites.

In recent times the doped manganites have revealed a wide range of physical properties resulting from a strong interplay between the spin, charge and lattice degrees of freedom . In some of the hole-doped systems, the charge carriers preferentially occupy certain orbitals, known as orbital ordering (OO) or sometimes certain atomic sites, resulting in charge ordering (CO). The microscopic origin of these phenomena, especially the charge ordering have been explained invoking long-ranged Coulomb interactions . It is also possible that such orbital and charge orderings are driven by, or at least, substantially assisted by lattice distortions, not considered in a purely electronic mechanism.

It has been suggested  that resonant xray scattering can directly probe the orbital and charge orderings. To describe the technique briefly, X-ray diffraction experiments are carried out using photon energies in the vicinity of an absorption edge to fufil the resonant condition and the intensities of the diffraction spots are monitored as a function of the photon energy. While the intensities corresponding to the superlattice spots arising from charge or orbital orderings are generally very weak, these exhibit remarkable enhancement at the absorption threshold, enabling one to detect them easily. This sensitivity in the diffraction intensity from the superlattice spots arises from the fact that the X-ray scattering tensor is sensitive to various anisotropies such as orbital ordering and charge ordering. If a superlattice reflection is identified as arising due to a certain orbital ordering occurring at atomic sites A and B, with the energy splitting between the two specific orbitals involved in the ordering equal to $`\mathrm{\Delta }`$, it has been shown  that the intensity of the superlattice reflection at resonant conditions is proportional to $`\mathrm{\Delta }^2`$. Similarly at a charge ordering superlattice reflection, the same dependence on $`\mathrm{\Delta }`$ is seen. This technique has been extensively used to probe orbital and charge ordering  in Pr1-xCaxMnO3, Fe3O4, LaSr2Mn2O7, NaV2O5, LaMnO3 and La0.5Sr1.5MnO4.

In order to understand the microscopic origin of such orderings, we have studied a system, La0.5Sr1.5MnO4, in which both orbital as well as charge orderings are present. Mn in this system has an average valence of 3.5. X-ray resonant scattering experiments  have been interpreted to establish that one of the Mn sites has a valence of 3+, while the other Mn site has a valence of 4+, giving rise to an integral valence fluctuation between the two Mn sites arranged alternately in the lattice. This system appears to be an ideal testing ground, since preliminary crystal structure data  did not provide any evidence for any significant lattice distortion, suggesting a purely electronic origin for the charge and orbital orderings. Of course, a purely electronic mechanism, via electron-electron interactions, will be inaccessible to single-particle theories; however, as we shall show, first principle band structure results strongly suggest  an alternate origin of the observed phenomena, while simultaneously establishing significant lattice distortions in this system.

We have used the plane-wave pseudopotential method to calculate the electronic structure of La0.5Sr1.5MnO4. Ultrasoft pseudopotentials were used for Mn and the La/Sr site. We used virtual crystal approximation in order to treat alloying effects of La and Sr. The generalised gradient approximation  was used for the exchange functional, and the calculations were performed over a k-grid of 4x4x2. The lattice parameters of the unit cell were kept fixed at the experimentally deduced values, and the internal positions were optimised.

Neutron diffraction experiments  establish that the Mn spins order below 110 K forming one-dimensional zig-zag ferromagnetic chains in the ab-plane, coupled antiferromagnetically to each other (see Fig. 1(a)). The high temperature structure of the compound is found to be Immm, with the Mn-O bondlengths equal to 3.66 a.u in the ab-plane, while the Mn-O bondlength of the apical oxygens was found to be 3.74 a.u. At 217 K, a charge and orbital ordering transition is found to take place, and the Mn sites form a pattern of alternating ”Mn3+-Mn4+” sites in the ab-plane. A symmetry lowering was believed to take place, and the experimental data  were interpreted as arising from a breathing-mode like movement of the oxygen atoms in the $`ab`$ plane towards one set of Mn atoms, identified as the higher valent ”Mn4+” sites. As the structural information of this compound is shrouded in controversy, we optimised the internal positions. This proposed structure is found to have a higher energy in our calculations.

The exchange splitting at the Mn site is $``$ 3 eV. Consequently the hopping amplitude between adjacent zig-zag chains of Mn atoms which are coupled antiferromagnetically is small. Hence the electronic structure is governed by these one-dimensional chains. Considering a single chain as shown in Fig. 1(a), it was shown  that the anisotropic hopping between the Mn $`d`$ orbitals could explain the OO at the two Mn sites. We have performed ab-initio calculations considering the complete 3-dimensional Immm structure . Similar to the findings in ref. , we also found the kind of OO that is observed experimentally. While the $`d_{3x^2r^2}`$ orbital was preferentially occupied on Mn(1) atom, the $`d_{3y^2r^2}`$ orbital was preferentially occupied on the other Mn(3) atom (see Fig. 1a). These results can be understood within the framework of a simple nearest neighbour tight-binding model involving the $`e_g`$ orbitals shown in Fig. 1(a): $`d_{3x^2r^2}`$ and $`d_{y^2z^2}`$ on Mn(1), $`d_{3y^2r^2}`$ and $`d_{z^2x^2}`$ on Mn(3) as well as $`d_{3z^2r^2}`$ and $`d_{x^2y^2}`$ on Mn(2) and Mn(4) as used in Ref. . While the $`d_{3x^2r^2}`$ orbital at Mn(1) and $`d_{3y^2r^2}`$ orbital on Mn(3) hybridize with both $`e_g`$ orbitals on Mn(2) and Mn(4), the $`d_{y^2z^2}`$ on Mn(1) and $`d_{z^2x^2}`$ on Mn(3) do not.

The eigenvalue spectrum of such a simple model, consists of two bonding bands, energetically separated from four non-bonding bands, with the antibonding bands at higher energies. As the average valence of Mn is 3.5, there are two electrons in the $`e_g`$ orbitals of the 4 Mn atoms comprising the chain. Hence the two bonding bands which have dominantly $`d_{3x^2r^2}`$ character on Mn(1) and $`d_{3y^2r^2}`$ character on Mn(3) are occupied. Thus, the one-dimensional chains which are a consequence of the magnetic structure drive the OO within these calculations. However, the difficulty in approaching the problem this way is that the Immm structure exists only above the CO/OO temperature and there are extensive evidence in the literature suggesting a symmetry lowering below the ordering transition. However, the exact details of the experimental crystal structure of this compound is not available, specifically there is no information on the atom positions. It was suggested  that the structure, within the charge ordered state, is Cmmm with lattice constants equal to $`\sqrt{2}`$ a, $`\sqrt{2}`$ a, c where a and c are the cell dimensions of the basic Immm cell. More recent work by Larochelle et al. , however, indicate that the structure is Ammm or one of its two subgroups Am2m or A222, with the lattice parameters being $`\sqrt{2}`$a, 2$`\sqrt{2}`$ a, and c. None of the structural investigations have been able to provide the atom positions, particularly for the oxygen sites, owing to the large unit cell and the existing data quality . Ref. , however, suggests certain possible distortions of the oxygens, though not in agreement with ref. . The structure we find is Bmmm with lattice parameters $`\sqrt{2}`$a, 2$`\sqrt{2}`$a and c. The lattice parameters that we have obtained are in agreement with those of ref. .

On optimizing the internal coordinates, the system exhibited different distortions of the MnO6 octahedra associated with different Mn atoms. The direction of displacement of the oxygen atoms in the ab-plane is indicated by the arrows shown in Fig. 1(b), though the oxygen atoms have been left out of the figure for added clarity. The Mn site, Mn(3), showing $`d_{3y^2r^2}`$ OO lowered its energy by an elongation of the Mn-O bonds in the y-direction. This kind of distortion can be understood easily within the framework of crystal-field effects. A tetragonal distortion of a MnO6 octahedron resulting in an elongation of the Mn-O bondlengths in the y-direction, lowers the bare energy of the $`d_{3y^2r^2}`$ orbital. Thus, the sites Mn(1) and Mn(3) behave like a ”Mn3+” species, sustaining a Jahn-Teller (JT) like distortion of the surrounding oxygens in two mutually perpendicular directions, giving rise to the orbital ordering. As a consequence, the oxygen atoms surrounding the sites labelled Mn(2) and Mn(4) sustain distortions with the oxygen atoms along the x-axis being displaced in one direction and the ones along the y-axis being displaced in another direction, as shown in the figure, in contrast to the suggestion in ref.  where all four oxygen atoms surrounding the Mn(2) and Mn(4) sites move closer to the Mn atom. The sites Mn(2) and Mn(4) have been identified as ”Mn4+” sites in the literature; within our calculations the charge difference between the so-called ”Mn3+” and ”Mn4+” species is negligible, suggesting ”charge” ordering to be a misnomer in these cases.

While our calculations suggest different distortions of the surrounding oxygens about the ”Mn3+” and ”Mn4+” sites, the actual magnitude of the distortion is fairly small . The underestimation of the magnitude of the JT distortion by these first-principles approaches is well-known, though these methods do get the nature of distortions correctly. An example of this is LaMnO3 where the nature of distortion was correctly predicted, while the magnitude of the theoretical JT distortion was found to be half of the experimental value . We simulated the neutron diffraction pattern using the optimized coordinates as well as the coordinates assuming a Jahn-Teller distortion equal to what is found in LaMnO3. The simulated diffraction patterns were nearly identical, indicating the difficulty of determining the oxygen positions with any precision from such measurements. It is also significant that with optimized JT distortion, the correct ground state magnetic order cannot be reproduced for LaMnO3 . The situation seems to be the same in the present case, where the CE type antiferromagnetic state is more stable than the ferromagnetic state only with the enhanced JT distortion. Hence in the subsequent analysis, we have extrapolated the magnitude of the JT distortion to the value observed in LaMnO3.

The experiments by Murakami et al.  analyzed the energy dependence of the OO superlattice reflection across the Mn $`K`$ absorption edge. The strong energy dependence was interpreted as arising from a splitting of $``$ 5 eV between the 4$`p_x`$ and 4$`p_y`$ PDOS at the sites Mn(1) and Mn(3) which show OO. While the 4$`p_x`$ states were suggested to be 5 eV lower than the 4$`p_y`$ on one Mn atom, the order was reversed on the other Mn atom.

Theoretically there are two contrasting interpretations possible for such a splitting. Ishihara and Maekawa  argued in the context of LaMnO3 that the splitting in the Mn 4$`p`$ states induced by the intraatomic $`pd`$ Coulomb interaction produces such a strong tensor character of the scattering form factor. However, it was pointed out  that as the 4$`p`$ states are extended, the suggested $`p`$-$`d`$ Coulomb interaction strength is unphysically large and the splitting in the 4$`p`$ states is actually caused by the JT distortion, though Coulomb interactions, particularly within the Mn 3$`d`$ manifold, have important consequences for other properties, such as the magnetism, in these systems. These suggestions are consistent with an earlier analysis of transition metal $`K`$-edge XAS in Fe and Co oxides . A splitting of $``$ 3 eV is clearly visible in the Mn 4$`p`$ PDOS at Mn(1), with the 4$`p_x`$ states located at lower energies. The order is reversed at the other Mn site (Mn(3)) which shows $`d_{3y^2r^2}`$ ordering. Thus, our results on La0.5Sr1.5MnO4 are consistent with the suggestion  in the context of LaMnO3 that the JT distortion to be not only the driving force for the orbital ordering, but also responsible for the specific experimental effect of the pronounced tensor character of the form factor via the splitting of the 4$`p`$ partial DOS.

Strong enhancement in the intensity at the energy corresponding to the Mn $`K`$-absorption edge has been observed at the CO superlattice reflection.  The experimental results suggest the presence of two types of Mn atoms in the system, with a shift of about 4 eV between the corresponding absorption edges. As the absorption edges of formal ”Mn4+” compounds appear $``$4 eV above the absorption edge of formal ”Mn3+” compounds, the authors claimed that this was a direct evidence of an ordering of the two distinct charge species - ”Mn3+” and ”Mn4+” in this system. From the present calculations, we find that as the environment for the Mn(1) and Mn(3) sites is different from the environment for the Mn(2) and Mn(4) sites, there is a substantial modification in the Mn 4$`p`$ PDOS, explaining the shift in the absorption edges, though the net charges associated with these two sites, 4.53 at Mn(1) and Mn(3), and 4.51 at Mn(2) and Mn(4), are almost identical. As shown in Fig. 2 the 4$`p_x`$ states at Mn(1) are found to lie at lower energies compared to the Mn 4$`p_x`$ states at Mn(2). Although there is no substantial charge difference, the difference in the magnetic moment between the ”Mn3+” and the ”Mn4+” sites is 0.25 $`\mu _B`$ evaluated within a muffin-tin radius of 2 a.u about each Mn atom. A similar, but more pronounced, effect has been recently found in the case of CaFeO3, which was believed to be in a charge disproportionated state of Fe3+ and Fe5+ earlier; it has been found  that while the charge state at the two Fe sites are very similar, there is a strong lattice distortion that distinguishes these two sites and also stabilises considerably different magnetic moments at the two Fe sites.

In conclusion, we have carried out an analysis of the experimental observations for orbital and charge ordering in La0.5Sr1.5MnO4. Our results indicate the presence of two Mn species with very different environments. One of the Mn species has a JT distortion of the oxygen atoms surrounding that atom and hence, in this sense, may be thought to be similar to an ”Mn3+” species. The distortions around the other, so-called ”Mn4+”, atoms are different from the simple breathing mode distortion suggested earlier. These results establish that the remarkable sensitivity of the experimental technique to lattice distortions about the absorbing atom via the pronounced shift of the unoccupied extended states with such distortions, can provide valuable information which traditional techniques such as neutron scattering may not be able to provide. This is evident from Fig. 2. However, it is inappropriate to claim that this technique provides a direct probe to the charge and orbital orderings.


format: text

text:
# PLANCK: systematic effects induced by periodic fluctuations of arbitrary shape

## 1 Introduction

The anisotropy pattern in the Cosmic Microwave Background (CMB) radiation carries information about fundamental cosmological properties such as the present expansion rate and average density of the universe, the amount of dark matter, and the nature of the seed fluctuations from which all structures in the universe arose (Vittorio & Silk vittorio (1984), Efstathiou efstathiou (1987)). In 1992, the COBE-DMR maps provided the first experimental evidence of such fluctuations (Smoot et al. smoot (1992)) at angular scales $`>7\mathrm{°}`$ at a level $`\delta T/T10^5`$ (where $`T=2.725\pm 0.002`$ K, Mather et al. fixen (1999)). Since then, several balloon-borne and ground-based experiments have provided CMB anisotropy detection at sub-degree angular scales, thus improving substantially our knowledge of the anisotropy power spectrum. Recently, sub-orbital experiments have been able to map small sky patches with high angular resolution and sensitivity (e.g. Netterfield et al. boomerang1 (2000), De Bernardis et al. boomerang2 (2000), Lee et al. MAXIMA1 (2001), Stompor et al. MAXIMA2 (2001), Halverson et al. DASI1 (2001), Pryke et al. DASI2 (2001)).

Full-sky CMB maps with high resolution and sensitivity, however, can be obtained only by space experiments, where the entire sky is in full view and the environmental conditions are much more favourable (Danese et al. danese (1996)). The NASA satellite MAP (launched in June 2001) will provide the first improved full-sky maps since COBE, while the ESA satellite Planck will map the CMB with an accuracy set mainly by astrophysical limits.

A key factor for the success of these missions is a strict control of systematic effects (see, e.g., Bersanelli & Mandolesi, bersanelli (2000)), particularly those that are synchronous with the spacecraft spin period. These fluctuations, in fact, may be particularly difficult to remove from the data stream because of their similarity with the true sky signal, although some data analysis methods have been developed to deal also with spin synchronous signals of celestial origin (Delabrouille et al. delabrouille (2001)).

In many cases the above effects display a periodic behaviour leading to a periodic spurious contribution to the measured signal. While the transfer function from the fluctuation source to the measured signal depends on the details of the instrument and of the effect being considered, the transfer from the measurement output to the sky map does not depend on the source but only on the period of the effect and on the scan strategy, and therefore it can be treated independently.

This work is a study of the impact of periodic signal fluctuations on the measured sky maps to be produced by the Planck survey. In particular we show how a periodic fluctuation in the instrument output transfers to the final maps and analyse the behaviour of the damping factor versus the oscillation frequency (Sect. 2). In this section we also evaluate the possibility to reduce the level of residual systematic errors by applying destriping algorithms (Sect. 2.2.2), also considering the combination of such systematic errors with instrumental noise. The main result of this analysis is summarised by a general relationship that allows us to estimate the final peak-to-peak error in a map starting from a periodic effect of arbitrary shape. In Sect. 3 we discuss the application of this relationship to an example of particular interest for Planck-LFI. Finally, in Sect. 4 we draw our main conclusions.

Although the examples presented in this paper are relative to Planck, the concepts at the basis of our treatment are general, and can be applied to any CMB imaging experiment.

## 2 Transfer of periodic oscillations from instrument output to maps

### 2.1 Level of residual fluctuations in scan circle time-scale

The Planck measurement strategy is such that the signal coming from each resolution element in the sky will be measured approximately 60 times during one scan, thus reducing the effect of fluctuations occurring on time-scales greater than the spin period.

In particular, if we average $`N`$ measurements of the same pixel taken at times $`t_j`$ then the residual signal oscillation is given by:

$$\delta T_{\mathrm{sky}}(t)_{t_N}=\frac{1}{N}\underset{j=1}{\overset{N}{}}\delta T_{\mathrm{sky}}(t_j)$$
(1)
where $`t_j=t+(j1)`$ $`\tau _{\mathrm{spin}}`$ ($`\tau _{\mathrm{spin}}`$ is the spin period which is also the interval between two consecutive measurements of the same pixel in the sky).

Let us consider a sinusoidal signal oscillation with amplitude $`A_\mathrm{f}`$ and period $`\tau _\mathrm{f}`$, i.e. $`\delta T_{\mathrm{sky}}(t)=A_\mathrm{f}\mathrm{cos}(2\pi t/\tau _\mathrm{f})`$. Eq. (1) takes then the form:

$`\delta T_{\mathrm{sky}}(t)_N={\displaystyle \frac{A_\mathrm{f}}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{cos}(2\pi t_j/\tau _\mathrm{f})=`$
$`={\displaystyle \frac{A_\mathrm{f}}{N}}\mathrm{cos}\left[\pi (2t+(N1)\tau _{\mathrm{spin}})/\tau _\mathrm{f}\right]{\displaystyle \frac{\mathrm{sin}(\pi N\tau _{\mathrm{spin}}/\tau _\mathrm{f})}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}/\tau _\mathrm{f})}}`$ (2)
Eq. (2) gives the amplitude of the signal oscillation after averaging $`N`$ measurements of the same pixel starting at time $`t`$. Because the term $`\mathrm{cos}\left[\pi (2t+(N1)\tau _{\mathrm{spin}})/\tau _\mathrm{f}\right]`$ is bounded by $`\pm 1`$, then the peak-to-peak fluctuation in the data stream after averaging over $`N`$ scan circles is simply given by:

$$\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_N=2\left|\frac{A_\mathrm{f}}{N}\frac{\mathrm{sin}(\pi N\tau _{\mathrm{spin}}/\tau _\mathrm{f})}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}/\tau _\mathrm{f})}\right|$$
(3)
Two special cases can be derived from the above equation: the case of “spin synchronous” fluctuations (for which $`\tau _\mathrm{f}=\tau _{\mathrm{spin}}/k`$ where $`k`$ is any integer) and the case of “spin resonant” fluctuations (for which $`\tau _\mathrm{f}=N\text{ }\tau _{\mathrm{spin}}/k`$, where $`k`$ is any integer not multiple of $`N`$).

Spin synchronous fluctuations are not damped by the measurement redundancy111This implication can be easily derived from Eq. (3) considering that $`lim_{x1}(\mathrm{sin}(N\pi x)/\mathrm{sin}(\pi x))=N`$ while spin resonant fluctuations, instead, are such that for every pixel the average fluctuation after $`N`$ consecutive measurements is zero.

Let us now consider first oscillations with $`\tau _\mathrm{f}\tau _{\mathrm{spin}}`$. In Fig. 1 we show a plot of $`\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_N`$ given by Eq. (3) for values of $`\tau _\mathrm{f}`$ up to 70 s, considering Planck nominal values ($`\tau _{\mathrm{spin}}=60`$ s and $`N=60`$) and assuming $`A_\mathrm{f}=0.5`$ mK.

The picture shows that the residual peak-to-peak fluctuation in a sky scan circle equals $`2A_\mathrm{f}`$ for spin-synchronous periods and is of the order of $`A_\mathrm{f}/N`$ otherwise. The inset in Fig. 1 highlights that for spin resonant periods the oscillation is completely cancelled by the averaging.

Fig. 2 shows the case of oscillations with $`\tau _\mathrm{f}>\tau _{\mathrm{spin}}`$. In this case there are no more spin synchronous periods, but we still have an effect of resonant periods up to $`\tau _\mathrm{f}=N\times \tau _{\mathrm{spin}}`$ (which equals 3600 s in our model). The envelope defining the upper limit of $`\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_N`$ (solid line) is given by:

$$\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_N^{\mathrm{max}}=2\left|\frac{A_\mathrm{f}}{N}\frac{1}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}/\tau _\mathrm{f})}\right|$$
(4)
Some remarks need to be made concerning the relevance of spin-resonant and spin-synchronous periods in the context of Planck measurements.

Spin-resonant fluctuations in principle do not contribute to the overall effect; in reality many non-ideal behaviours (like instability in the spin period, pointing errors, variations in the repointing time, etc.) will concur in eliminating such sharp resonances. The impact of spin-synchronous periods (in particular $`\tau _\mathrm{f}=60`$ s), instead, will be less sensitive to smearing by scan non idealities. In fact if we consider the main peak in Fig. 1 we see that it has a width (at half maximum) of $`1`$ s. Because the Planck spin rate will be stable at the level of $`10^4`$ rpm/h it follows that even in the case of a constant drift in the spin rate a fluctuation which is initially spin-synchronous will maintain this characteristic for time-scales of the order of one week.

Therefore, in our paper we will adopt a conservative approach by neglecting only the effect of spin-resonant periods. This implies that Eq. (4) is used to estimate the effect on the measured data stream of fluctuations with $`\tau _\mathrm{f}>\tau _{\mathrm{spin}}`$.

### 2.2 Level of residual fluctuations in final maps

The simplest way to estimate the impact of periodic fluctuations on the final measurements is to project the data stream of measurements averaged over multiple scans onto a map with a given pixel size and then evaluate the peak-to-peak amplitude. This rather simple procedure gives a gross upper limit of the amplitude of the effect, which is usually greatly reduced by applying so-called “destriping” algorithms to the time ordered data.

In the following we derive a general relationship to estimate the final peak-to-peak amplitude of a given systematic effect by knowing its amplitude at the instrument output, its frequency and the map pixel size. This relationship is obtained analysing the simple projection of the periodic signal onto the sky map and then considering the additional damping factor obtained after the application of our destriping code to the data stream.

#### 2.2.1 Projection of averaged data streams onto sky maps

The projection of a time ordered array of data onto a map consists in the association of every data sample to a pixel coordinate in the sky.

If we consider the Planck scanning strategy it is clear that pixels close to the ecliptic plane will be “visited” by a smaller number of scan circles compared to pixels around the ecliptic poles. Therefore, the amplitude of a fluctuation projected onto a sky map will be maximum along the ecliptic, where each pixel is crossed by $`N_{\mathrm{scan}}\theta _{\mathrm{pixel}}/\theta _{\mathrm{rep}}`$ circles, where $`\theta _{\mathrm{pixel}}`$ is the pixel size and $`\theta _{\mathrm{rep}}`$ indicates the repointing angle, that in Planck current baseline is $`2.5\mathrm{}`$.

A rather simple analysis of the data averaging in pixels around the ecliptic plane leads to the following formula for the peak-to-peak amplitude of a fluctuation with amplitude $`A_\mathrm{f}`$ and period $`\tau _\mathrm{f}`$ when projected onto a sky map with pixel size $`\theta _{\mathrm{pixel}}`$:

$$\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}=2\frac{A_\mathrm{f}}{N\times N_{\mathrm{scan}}}\left|\frac{\mathrm{sin}(\pi N\times N_{\mathrm{scan}}\tau _{\mathrm{spin}}/\tau _\mathrm{f})}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}/\tau _\mathrm{f})}\right|$$
(5)
From Eq. (5) it appears that $`\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}`$ can be zero for every value of $`\tau _\mathrm{f}`$ that satisfies the relationship $`\tau _\mathrm{f}=N\times N_{\mathrm{scan}}\tau _{\mathrm{spin}}/k`$, with $`k`$ integer. A set of these values is what we have called spin resonant periods, i.e. those periods which are resonant with the scan circle time $`N\times \tau _{\mathrm{spin}}`$. Another set of these values corresponds to periods that are resonant with the repointing time $`\tau _{\mathrm{scan}}=N_{\mathrm{scan}}\times \tau _{\mathrm{spin}}`$. Considering that $`N_{\mathrm{scan}}`$ is not constant all over the map (pixels close to the ecliptic poles are crossed by a greater number of scans compared to pixels close to the ecliptic plane) this latter set of periods does not actually produce a global zero-effect, but only in a limited number of pixels.

Therefore, with the conservative assumption that spin resonant periods will not be relevant in practice, we can conclude that the best estimate of the peak-to-peak amplitude $`\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}`$ can be well approximated by the upper limit of Eq. (5), i.e.:

$`\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}^{\mathrm{max}}=`$
$`=2{\displaystyle \frac{A_\mathrm{f}}{N\times N_{\mathrm{scan}}}}\left|{\displaystyle \frac{1}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}/\tau _\mathrm{f})}}\right|={\displaystyle \frac{2A_\mathrm{f}}{F_{\mathrm{map}}}}`$ (6)
where $`F_{\mathrm{map}}`$ is the damping factor of the oscillation from the instrument output to the sky map.

We can now compare the damping factors calculated by Eq. (6) with those obtained by projecting periodic signals with different values of $`\tau _\mathrm{f}`$ onto sky maps. The maps (produced according to the HEALPix hierarchical structure, Gòrski et al. healpix (1998)) are relative to the position of a 30 GHz LFI radiometer and have a pixel size of 13.7′. All the maps have been produced assuming 10200 hours observation and the Planck baseline scanning strategy, which implies an average integration time per pixel of $`46.7`$ s.

Fig. 3 shows the result of this comparison and highlights a remarkable agreement between the damping factors obtained directly from maps and calculated from Eq. (6).

#### 2.2.2 Removal of periodic systematic effects from Time Ordered Data

In this section we evaluate the residual systematic error on the maps after the application of a “destriping” code developed by the LFI team for reducing the impact of $`1/f`$ noise fluctuations.

This code generally uses averaged one-hour scan circles (although it has the capability to work with the full, unaveraged data streams); because averaging acts like a low-pass filter, only the very low frequencies remain in the map as a residual effect. The basic hypothesis is that for each circle the residual effect can be well approximated by a constant additive level related to the mean level of the spurious fluctuation during the scan. The code optimises these levels by minimising the map temperature values in pixels observed by more than one scan circle during the mission. Further details of the code implementation can be found in Burigana et al, 1997b .

In Fig. 4 we show an example of the application of this code to a pure periodic fluctuation with a period of 4000 s and an amplitude (at the instrument output) of 1 mK peak-to-peak. A comparison between the two maps shows that the code is able to reduce the impact of such fluctuation by a factor of $`34`$.

So far we have considered the application of the destriping code to time ordered data containing only the periodic fluctuation, i.e. with no noise present. We have also shown that the presence of white and $`1/f`$ noise in the data stream does not change the ability of the code to remove periodic fluctuations. To verify this we have applied our code to a data stream containing noise (white and $`1/f`$) plus a periodic signal and to a second data stream containing only white and $`1/f`$ noise.

The noise is typical of LFI 30 GHz radiometers, i.e. white noise and 1/$`f`$ noise, with a spectral density of 230 $`\mu `$K$`\text{Hz}^{1/2}`$ and a knee frequency of 0.1 Hz (rather conservative estimates of the expected performances 30 GHz LFI radiometers)222The reported spectral density is relative to the noise requirement of the 30 GHz LFI radiometers and it has been chosen as a conservative case. The goal value is of about 180 $`\mu `$$``$ Hz-1/2 with an expected knee frequency of 0.05 Hz. The periodic fluctuation is the same as in Fig. 4.

By taking the difference between the map containing noise plus the periodic fluctuation and the map containing only noise (both after destriping) we obtain a map that is virtually indistinguishable (at the level of $`10^5`$ $`\mu `$K) from the bottom map of Fig. 4, which was obtained by applying the destriping algorithm to the periodic oscillation without noise. This indicates that the algorithm was able to recognise and reduce the effect of the periodic fluctuation even in presence of noise stream with a much larger amplitude level.

Our next step has been to evaluate the destriping damping factor for periodic fluctuations as a function of $`\tau _\mathrm{f}`$. Fig. 5 shows how this damping factor increases approximately linearly with $`\tau _\mathrm{f}`$ for periods greater than the spin period333For spin-synchronous fluctuations no damping of the effect is obtained from the application of destriping codes. It is important to underline that the exact form of the linear interpolation shown in Fig. 5 is dependent on the conditions under which the maps have been calculated, which are, in the case discussed here, a sampling rate of 1 sample every $`12`$  and a map pixel size of 13.7′ (typical conditions of LFI 30 GHz channels).

If we indicate with $`F_{\mathrm{destr}}(\tau _\mathrm{f})=a\tau _\mathrm{f}+b`$ the destriping damping factor, we can write the following general form for the total damping factor of the peak-to-peak amplitude of periodic oscillations from instrument output to final map:

$$F(\tau _\mathrm{f})F_{\mathrm{map}}(\tau _\mathrm{f})\times F_{\mathrm{destr}}(\tau _\mathrm{f})$$
(7)
where $`F_{\mathrm{map}}`$ can be calculated by Eq. (6). Note that Eq. (7) provides a lower limit of the total damping factor rather than the exact value. This is a consequence of our assumptions regarding the beam position and the scanning strategy which are marginally conservative with respect to the destriping efficiency.

In Fig. 6 we show a plot of the function $`F(\tau _\mathrm{f})`$ considering the destriping damping factor relative to the case shown in Fig. 5.

## 3 Application to a periodic fluctuation of arbitrary shape

In this section we extend our analysis to periodic fluctuations of general shape and show some examples of its application. Under very general assumptions we can write the oscillation in Fourier series as:

$$\delta T_{\mathrm{sky}}(t)=\underset{j=\mathrm{}}{\overset{+\mathrm{}}{}}A_j\mathrm{exp}(i2\pi \nu _jt)$$
(8)
where $`\nu _j`$ represent the harmonic frequencies. We now apply the same procedure discussed in the previous sections to each term of the series in Eq. (8) in order to calculate the peak-to-peak amplitude after one-hour averaging and after the projection of the averaged time data stream onto a map. Considering that for each harmonic term we have:

$`{\displaystyle \underset{k=1}{\overset{N}{}}}A_j\mathrm{exp}(i2\pi \nu _j(t_0+(k1)\tau _{\mathrm{spin}}))=`$
$`=A_j\mathrm{exp}\left[i\pi \left(2t_0+(N1)\tau _{\mathrm{spin}}\right)\nu _j\right]{\displaystyle \frac{\mathrm{sin}(N\pi \tau _{\mathrm{spin}}\nu _j)}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}\nu _j)}}`$ (9)
then the final peak-to-peak amplitude for a general signal on the map after destriping can be written as:

$$\delta T_{\mathrm{sky}}^{\mathrm{p}\mathrm{p}}_{\mathrm{map}}^{\mathrm{max}}=\frac{2}{N\times N_{\mathrm{scan}}}\left|\underset{j=\mathrm{}}{\overset{+\mathrm{}}{}}\frac{A_j/F_{\mathrm{destr}}(\nu _j)}{\mathrm{sin}(\pi \tau _{\mathrm{spin}}\nu _j)}\right|$$
(10)
Now we show an example of the application of this formalism to the signal oscillation shown in Fig. 7 both in time domain (upper graph) and Fourier space (lower graph)444Note that in the abscissa axis of the Fourier transform we indicate the period rather than the frequency.

This signal oscillation represents an estimate of the thermally-induced signal instability caused by the Planck Sorption Cooler working with degraded performances. It is worth underlying that this estimate was derived from simulations555Simulations were run using the Sorption Cooler thermal model implemented with the SINDA simulation software which do not represent a quantitative prediction of the expected Sorption Cooler performances, but were aimed at understanding qualitatively the impact of compressor non-idealities on the temperature stability. This oscillation pattern is used in our paper merely as an example of the application of our analysis to signal oscillations of complex shape.

From the figure it is apparent that the fluctuation is dominated by two main periods (667 s and 4000 s) but it also contains a high number of harmonics with periods down to about 40 s. The inset in the lower graph of Fig. 7 is a close-up of the high frequency tail of the fluctuation spectrum.

By applying Eq. (10) to the Fourier transform of the signal we are able to calculate the expected peak to peak amplitude of this effect when it is processed by our destriping code and projected onto a 13.7′ map. In the case discussed here the computation yields an expected value of 13.37 $`\mu `$K for the final peak-to-peak amplitude, which is in excellent agreement with the value obtained by the standard mapping procedure (see Fig. 8).

Note that in Fig. 8 the morphology of the residual systematic on the map (which is relative to the signal oscillation shown in Fig. 7) is very similar to the morphology shown in the bottom map of Fig. 4 (relative to a “pure” periodic signal with $`\tau _\mathrm{f}=4000`$ s). This is the consequence of the fact that the oscillation in Fig. 7 is dominated by the 4000 s wave (as shown in the Fourier transform) which determines the main visible structure in the map.

The same procedure was also applied to other two signal fluctuations with very different shapes, which represent thermally-induced fluctuations for various Sorption Cooler performance scenarios. The results of the three tests summarised in Table 1 show a very good agreement between the final peak-to-peak amplitudes obtained directly from maps and calculated with Eq. (10), which confirms the general validity of our approach.

The values reported in the last two columns of Table 1 are relative to 30 GHz LFI maps with a pixel size $`\theta _{\mathrm{pixel}}=13.7`$′. Because the optical beam size will be approximately three times larger than $`\theta _{\mathrm{pixel}}`$, the actual amplitude of the systematic effect on the instrument angular scale would be much smaller, ranging from $`0.5`$ $`\mu `$K to $`5`$ $`\mu `$K for the three cases reported in Table 1.

Although further analysis (which is out of the scope of our paper) is needed to understand the impact on the recovered amplitude and polarisation power spectra, our analysis can give rather precise estimates of the damping factor of the peak-to-peak amplitude of the fluctuation at the instrument output after the projection in the final maps.

## 4 Conclusions

In this paper we have proposed an analytic method to estimate the effect of periodic signal oscillations on CMB maps to be produced by sky scanning experiments. When these signal fluctuations are processed with a destriping algorithm and subsequently projected onto a sky map, the amplitude is reduced by a factor of several hundreds; an exception is represented by spin-synchronous oscillations that, in general, are not damped by the scanning strategy and can be reduced by dedicated algorithms only in special cases where we have information about the behaviour of these signals (e.g. external stray light, Delabrouille et al., delabrouille (2001)).

We have derived an analytical transfer function of the peak-to-peak amplitude from the signal oscillation at the instrument output to the map before destriping. The main result is a general relationship that allows to estimate peak-to-peak effect of arbitrary periodic fluctuations on maps with arbitrary pixel size.

The additional damping obtained by applying a destriping algorithm has been derived as a function of the oscillation period for maps that are typical of the 30 GHz Planck-LFI channels. The application of this procedure to a signal fluctuation of complex shape has shown that it is possible to predict accurately the final peak-to-peak effect.

Although this study has been performed in the context of Planck measurements, the results obtained are generally applicable to any sky imaging experiment involving redundant pixel measurements. Further developments of this study will be aimed at applying these results to predict the impact of different kinds of periodic systematic effects in Planck-LFI.

###### Acknowledgements.

Mauro Prina (Jet Propulsion Laboratory, Pasadena, USA) contributed in simulating the Sorption Cooler temperature stability characteristics, Roberto Ferretti (LABEN S.p.A., Milano, Italy) contributed in simulating the thermal behaviour of the Planck-LFI instrument. Both contributions have been fundamental to define the signal oscillations at the basis of the results reported in Table 1. The HEALPix package use is acknowledged (see HEALPix home page at http://www.eso.org/science/healpix/). We also wish to thank the Planck LFI Data Processing Center for the support to the simulation work.


text:
# Thermodynamics of SU(2) bosons in one dimension

## References


text:
# A change in the outburst recurrence time of the Rapid Burster

## 1 Introduction

The Rapid Burster (MXB 1730–335; hereafter RB) is a well known and extensively studied low mass X–ray binary (LMXRB; see the review by Lewin et al. 1995) located in the globular cluster Liller 1, at a distance of $``$8 kpc from earth (Ortolani et al. 1996). The RB is unique among LMXRBs in that it displays two different kinds of X–ray bursts: Type I bursts, which are typical of many LMXRBs harbouring a low-magnetic field neutron star (NS), and Type II bursts. The former events are interpreted as due to nuclear burning of accreted material on the surface of the NS. Type II bursts, instead, result from spasmodic accretion onto the NS surface (see e.g. Lewin et al. 1995). Type I and II burst emission patterns as observed with RXTE during several RB outbursts were thoroughly studied by Guerriero et al. (1999). Also, X–ray spectral analysis was carried out by Guerriero et al. (1999) with RXTE during maximum and by Masetti et al. (2000) with BeppoSAX during the decay phase. Recently, a transient radio counterpart of the RB was observed by Moore et al. (2000) while the system was undergoing X–ray active phases, while the optical and infrared counterparts are still unknown or uncertain despite the high-accuracy position of the RB determined with Chandra (Homer et al. 2001).

Another characteristic feature of the RB is that this source is a recurrent transient with outbursts lasting a few weeks, followed by quiescent, or “off”-state, intervals which generally are $``$6-8 months long (Lewin et al. 1993; Guerriero et al. 1999); thus far, no quantitative explanation for this behaviour has still been developed, although it may be possibly due to some accretion energy storage mechanism in the disk around the accreting NS as described by the disk-instability model (e.g. Lasota 2001). However, in this Letter I will show, by means of the data collected up to now by the All-Sky Monitor (ASM) onboard RXTE, that recently this recurrence time has apparently undergone a substantial change. Section 2 will deal with the analysis of the ASM data, and in Section 3 a discussion of the results is given.

## 2 ASM light curve data analysis

The RXTE satellite (Bradt et al. 1993) carries an ASM111ASM light curves are available at:
http://xte.mit.edu/ASM\_lc.html (Levine et al. 1996) which regularly scans the X–ray sky in the 2–12 keV range. During each scan, data from 90-seconds long dwells are obtained for each known X–ray source covered by the ASM. From these individual dwells (typically 5-10) a one-day averaged light curve of the monitored X–ray sources with a daily sensitivity of 5 mCrab is automatically computed and is available also. Figure 1 reports the complete up-to-date (November 2001) 2–12 keV ASM one-day averaged light curve of the RB starting on January 1996.

The light curve is divided into two panels for the sake of clarity in order to show an apparent change of recurrence time in the RB outbursts after MJD 51500 (November 17, 1999). It can also be noted that the outburst peak intensities are significantly lower after that date, and that the first two outbursts after that date, namely the one around MJD 51625 (March 21, 2000) and the previous, albeit less well determined, one around MJD 51550 (January 6, 2000), have the most scattered shape and the lowest peak intensity among the whole ASM set shown in Fig. 1.

To better study and to quantify this phenomenon, I performed a timing analysis of the entire RXTE ASM daily averaged data set using a Discrete Fourier Transform (DFT) algorithm (for a thorough description see Press et al. 1992). The Power Spectral Density (PSD) obtained with the DFT algorithm and corresponding to this data set is shown in Fig. 2. As one can see, the two most prominent peaks (marked by the arrows) fall at 0.48$`\times `$10-2 and 0.97$`\times `$10-2 cycles d-1, which correspond to $``$210 and $``$100 days, respectively.

In order to get a better insight on this result, and most of all to prove that the shorter recurrence periodicity of Fig. 2 is not simply an alias of the main one produced by the Fourier analysis of the ASM data set, I also ran the DFT algorithm on the data collected after MJD 51500. The corresponding PSD is reported in Fig. 3. From this figure it appears evident that only the peak corresponding to the higher frequency, here at 0.95$`\times `$10-2 cycles d-1 ($``$105 days), has survived. Instead, at the position of the peak associated with the lower frequency (again marked with an arrow) there is no significant signal from the considered subset of data points.

Thus, the $``$6-8 months long outburst recurrence time seems to have suddenly halved about two years ago and is still following this periodicity since then. The same can be said concerning the outburst average peak intensities, which changed from $``$25 counts s-1 before November 1999 to $``$12 counts s-1 after that date. Identical results are obtained if the DFT algorithm is applied to the dwell-by-dwell ASM light curve of the RB.

Furthermore, to check the reliability of this result for the sake of completeness, I also inspected the periodicities displayed by the ASM data by running a non-DFT period searching algorithm based on the Phase Dispersion Minimization (PDM) method (Stellingwerf 1978). The results obtained with the PDM algorithm from the analysis of both the daily averaged and the dwell-by-dwell ASM data points do not show any significant difference with respect to those coming from the application of the DFT method.

## 3 Discussion

I have shown, from the analysis of the long-term monitoring of the RB by means of the RXTE ASM, that a change in the recurrence time of this source suddenly occurred around the end of 1999. In parallel, a decrease in the outburst peak intensity is seen occurring at the same time. Possibly, the first outburst (around MJD 51550) after this sudden change was aborted or at least not fully developed. Since then, the RB outbursts occurred following this new recurrence time.

Exploring the causes of this behaviour is not an easy task. As a first attempt, one can consider the possibility that the recurrence time reflects the orbital period of the system and that its change is connected with a modification in the orbit of the system. This is however unacceptable for several reasons. First, given that the RB is a LMXRB clearly hosting a NS (as it displays X–ray bursts) which is accreting via Roche lobe overflow, an orbital period of $``$200 (or even of $``$100) days is far too long to be reconciled with this scenario. Second, a reduction of 50% in the orbital period over a time comparable with the period itself was never seen in LMXRBs and very likely in any other type of close binary, and in any case it would indicate a severe orbital instability phase eventually leading to a very quick disruption of the system; no indication of all this is however apparent from the ASM data set shown in Fig. 1. Third, a long-period binary system would hardly survive the interactions occurring within the core of a globular cluster. Fourth, optical and near-infrared observations of the RB error box as determined by Chandra do not reveal the presence of any remarkable object with anomalous colors and/or resembling a giant (Homer et al. 2001). Therefore, the eventuality of a connection of the decrease in the recurrence time with a change in the supposed (long) orbital period of this system can reasonably be excluded.

An alternative, and in my opinion more viable, explanation may come by considering a sudden (altough possibly small) change in the average quiescence mass transfer rate $`\dot{M}_\mathrm{q}`$ from the secondary. Indeed, according to the disk-instability model, an increase in $`\dot{M}_\mathrm{q}`$ causes the recurrence time to shrink substantially (see e.g. Osaki 1996). An example of connection between these two parameters comes by considering the behaviour of SU UMa-type and ER UMa-type systems: both are short-period Dwarf Novae (DNe) in which a white dwarf is accreting from a late-type dwarf star via Roche lobe overflow, but objects belonging to the ER UMa-type group are characterized by shorter outburst cycles and smaller amplitude outbursts (Kato & Kunjaya 1995). These differences are interpreted as due to the fact that $`\dot{M}_\mathrm{q}`$ from the secondaries in ER UMa-type systems is higher and closer to the critical value which marks the border between stable and unstable accretion disks (Osaki 1995, 1996).

Thus one may suppose that, given its frequent outbursts, the RB is close to the critical quiescence mass transfer rate $`\dot{M}_{\mathrm{q},\mathrm{crit}}`$ for (in)stability, and that an increase of $`\dot{M}_\mathrm{q}`$ may have brought the system even closer to persistence; this may have therefore started the production of outbursts with shorter recurrence times and lower peak intensities. It must however be noted that, in the case of the RB and more generally of LMXRBs, $`\dot{M}_\mathrm{q}`$ should not be confused with the total (quiescence plus outburst) mass transfer rate $`<`$$`\dot{M}`$$`>`$ averaged over an outburst cycle, which is an indicator the total energy emitted during the outburst, and in turn for the outburst peak intensity: looking at Fig. 1, one can argue that the value of this parameter has instead clearly reduced after MJD 51500. I also remark here that $`\dot{M}`$ in transient LMXRBs increases substantially during outburst because of strong X–ray irradiation of the secondary; this effect is instead practically absent in DNe due to the nature of the accreting object (van Paradijs 1996).

The trend observed in the light curve of Fig. 1 is also reminiscent of the behaviour followed by Type II bursts displayed by the RB during outbursts. Their time behaviour is like that of a relaxation oscillator: their fluence $`E`$ is roughly proportional to the time interval, $`\mathrm{\Delta }t`$, to the following burst (Lewin et al. 1976) and their origin is known to be due to spasmodic accretion onto the NS (Lewin et al. 1993). Moreover, the long-term behaviour of the RB X–ray light curve is also similar to the well-known outburst pattern observed in the optical from DNe, in the sense that the longer is the time spent in quiescence after the last outburst, the larger will be the accretion energy stored in the disk and thus the more intense will be the subsequent outburst (for a complete phenomenological description of DNe, see Warner 1995). This is a further indication that an accretion phenomenon is responsible for the observed recurrence time change.

The reasons for this increase of $`\dot{M}_\mathrm{q}`$ are however not straightforward: in particular, it is not clear whether this is due to a increased X–ray heating produced by the quiescent NS emission on the outer layers of the secondary star (as described by e.g. Hameury et al. 1986), or to a small change in the orbital parameters which shrinked the Roche lobe of the secondary star, or to other, more complex phenomena. It must be however stressed that a detailed analysis of the causes of this change in the RB outbursts recurrence time is beyond the scopes of this Letter: here I just wanted to draw the reader’s attention on the result as it is.

This variation in the outburst recurrence time, albeit peculiar, is actually not an unique behaviour among transient X–ray binaries. Indeed, two recurrent Soft X–ray Transients, namely 4U 1630$``$47 (suspected to harbour a black hole) and Aql X-1 (known to contain a NS) have shown changes in their outburst recurrence times in the past. Concerning 4U 1630$``$47, Kuulkers et al. (1997) found that the quiescent period between outbursts increased in a linear fashion from $``$600 to $``$700 days between the years 1984 and 1987. As regards Aql X-1, Kitamoto et al. (1993) noted that the outburst recurrence time increased substantially over the years, going from 125 days as observed between 1969 and 1979 to 309 days in the period 1987-1992. In both cases, and in particular for Aql X-1, changes in the value of $`\dot{M}_\mathrm{q}`$ from the secondary (possibly induced by chromospheric activity) or instabilities in the accretion disk were invoked to explain the observed behaviour, although none of these modelizations seems to satisfactorily describe these apparent changes in the “internal clock” of these systems (e.g. Kitamoto et al. 1993).

As a final remark, it should be noteworthy to say that the result illustrated here can also be useful for programming future multiwavelength observations of the next outbursts coming from the RB. Indeed, if this new recurrence time shown here for the RB outbursts will be maintained in the future, I expect that the next RB outburst will start around the last decade of December 2001. Moreover, a deep X–ray observation of the RB in quiescence performed with high-sensitivity instruments onboard last-generation satellites such as Chandra and XMM-Newton is highly desireable in order to provide a high precision measurement of the quiescent flux from this system and a comparison with the only quiescent RB detection obtained – with ASCA – so far (Asai et al. 1996). Such a comparison will help to give a better insight on the proposed inrerpretation (the increase of $`\dot{M}_\mathrm{q}`$) as the cause of the observed change in the RB outburst recurrence time.

###### Acknowledgements.

I would like to thank Filippo Frontera, Sergio Campana and Luigi Stella who triggered this analysis; I also thank Eliana Palazzi and again Luigi Stella for several important comments on the manuscript. I am grateful to the anonymous referee for several comments which helped me to improve this Letter. ASM data were provided by the RXTE ASM teams at MIT and at the RXTE SOF and GOF at NASA’s GSFC.


text:
# Detection of non-random patterns in large-scale structure

## 1.  THE METHOD

In Valdarnini (2001) I propose an alternative method for analyzing the clustering morphology which is a generalization of the 2-point function $`\xi (r)`$ (Peebles & Hauser 1974) and is based on the spherical harmonic analysis. The method is drawn from molecular dynamics simulations, where it has been introduced for studying orientational order of supercooled liquids and metallic glasses (Wang & Stroud 1991). Let us consider a system of $`N_p`$ particles. The $`ith`$ particle has coordinates $`\stackrel{}{r}_i`$, in an arbitrary reference frame. For a specified cutoff radius $`R_c`$ all the particles such that $`|\stackrel{}{r}_i\stackrel{}{r}_j|<R_c`$ are neighbors of $`i`$. The line joining $`i`$ to one of the $`j`$ is termed a bond. The angular coordinates of the vector $`\stackrel{}{\mathrm{\Delta }}_{ji}\stackrel{}{r}_j\stackrel{}{r}_i`$ are $`\theta _j,\varphi _j`$ and the quantity

$$Q_{lm}(\stackrel{}{r}_i)=\underset{ji}{}Y_{lm}(\theta _j,\varphi _j),$$
(1)
is the coefficient of the spherical harmonic expansion of the angular density of the bonds associated with the particle $`i`$. In Eq. 1, and hereafter, summation is understood over all particles $`j`$ of the distribution such that $`|\stackrel{}{r}_i\stackrel{}{r}_j|<R_c`$.

The coefficients $`Q_{lm}(\stackrel{}{r}_i)`$ are defined as the bond-orientational order parameters and they can be drastically changed by a rotation of the reference systems. A natural quantity to consider , which is rotation invariant, is

$$Q_l(\stackrel{}{r}_i)=\sqrt{\frac{4\pi }{2l+1}\underset{m=l}{\overset{m=l}{}}Q_{lm}^{}(\stackrel{}{r}_i)Q_{lm}(\stackrel{}{r}_i)}.$$
(2)
Using the addition theorem for the spherical harmonics, the expression simplifies to

$$Q_l(\stackrel{}{r}_i)=\sqrt{\underset{j}{}\underset{k}{}P_l(\gamma _{jk})},$$
(3)
where $`P_l`$ is the Legendre polynomial,

$$\gamma _{jk}cos(\theta _{jk})=\stackrel{}{\mathrm{\Delta }}_{ji}\stackrel{}{\mathrm{\Delta }}_{ki}/(|\stackrel{}{\mathrm{\Delta }}_{ji}||\stackrel{}{\mathrm{\Delta }}_{ki}|)$$

is the angle between two bonds and the summations in Eq. 3 are then independent of the chosen frame. An useful quantity is the auto-correlation $`G_l(r)`$ of the coefficients $`Q_l(\stackrel{}{r}_i)`$. The function $`G_l`$ is defined as follows: for all of the $`M_p`$ pairs $`(i,k)`$, such that $`|\stackrel{}{r}_i\stackrel{}{r}_k|=r\pm \mathrm{\Delta }r`$, where $`\mathrm{\Delta }r`$ is the thickness of the radial bin, then $`G_l(r)`$ is the sum over all of these pairs

$$G_l(r)=\frac{1}{M_p}\underset{i}{}\underset{k}{}\frac{4\pi }{2l+1}\underset{m=l}{\overset{m=l}{}}Q_{lm}^{}(\stackrel{}{r}_i)Q_{lm}(\stackrel{}{r}_i+\stackrel{}{r}).$$
(4)
This equation can be greatly simplified: let $`j`$ be the set of neighbors of the particle $`i`$ and $`p`$ that of the particle $`k`$, which satisfy $`|\stackrel{}{r}_j\stackrel{}{r}_i|<R_c`$ and $`|\stackrel{}{r}_p\stackrel{}{r}_k|<R_c`$. Then the summation becomes

$$G_l(r)=\frac{1}{M_p}\underset{i}{}\underset{k}{}\underset{j}{}\underset{p}{}P_l(\mathrm{\Gamma }_{jp}),$$
(5)
with $`\mathrm{\Gamma }_{jp}`$ being the angle between $`\stackrel{}{\mathrm{\Delta }}_{ji}`$ and $`\stackrel{}{\mathrm{\Delta }}_{pk}`$. The summation over the pairs is $`_i_k`$, with the sum over the particles $`k`$ only for those particles with $`|\stackrel{}{r}_i\stackrel{}{r}_k|=r\pm \mathrm{\Delta }r`$.

The effectiveness of the statistical analysis in quantifying clustering morphology is studied (Valdarnini 2001) by applying the statistical estimator $`G_l`$ to point distributions produced by an ensemble of cosmological $`N`$ body simulations with a CDM spectrum. The results shown that the statistical method defined by the function $`G_l(r)`$ can be used to analyze the clustering morphology produced by gravitational clustering in a quantitative way. The function $`G_l(r)`$ describes anisotropies in the clustering distribution by measuring the degree of correlation between the angular densities as seen from two different observers separated by $`r`$. $`G_l(r)`$ can then be considered a statistical measure of clustering patterns, with different scales probed by varying the input parameters $`l`$ and $`R_c`$. With large redshift surveys becoming available in the next few years, the proposed statistical method appears as a promising tool for analyzing patterns in the galaxy distribution.

## References

Peebles, P.J.E. & Hauser, M.C. 1974, ApJS 28, 19

Valdarnini, R. 2001, AA 366, 376

Wang, Z.Q. & Stroud, D. 1991, J. Chem. Phys. 94, 3896


text:
# Measurement of Direct CP Violation by NA48

## 1 Introduction

In the neutral kaon system the CP eigenstates are linear combinations of the strangeness eigenstates, $`K^0`$ and $`\overline{K^0}`$. If the mass eigenstates, $`K_S`$ and $`K_L`$, were pure CP eigenstates, $`K_L`$ would decay only into CP=–1 and $`K_S`$ only into CP=+1 final states. The two decay modes in $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ have CP=+1, so $`K_S`$ are allowed to decay into pion pairs, but not $`K_L`$. Then, in the neutral kaon system CP violation manifests in the observation of the CP-forbidden $`K_L\pi \pi `$ decays. First evidence of CP violation was observed in 1964 by Christenson, Cronin, Fitch and Turlay.

In the Standard Model, CP violation is related to the existence of three generations of quarks and to a complex phase in the CKM matrix. Two different mechanisms contribute: indirect CP violation, due to the mixing of the $`K^0`$ and $`\overline{K^0}`$ states, represented by the parameter $`\epsilon `$, and direct CP violation, due to the decay process itself, through the interference of final states with different isospins, and represented by the parameter $`\epsilon `$’.

The parameters $`\epsilon `$ and $`\epsilon `$’ are related to the amplitude ratios

$`\eta _+=\frac{A(K_L\pi ^+\pi ^{})}{A(K_S\pi ^+\pi ^{})}`$ $`\epsilon +\epsilon ^{}`$ $`\eta _{00}=\frac{A(K_L\pi ^0\pi ^0)}{A(K_S\pi ^0\pi ^0)}`$ $`\epsilon 2\epsilon ^{}`$

which represent the strength of the CP violating amplitudes with respect to the CP conserving ones, in each mode. $`\epsilon `$’ is small compared to $`\epsilon `$ and it is convenient to measure $`\mathrm{Re}(\epsilon ^{}/\epsilon )`$. The experimental observable, the double ratio $`\mathrm{R}`$, is related to the decay widths and to $`\mathrm{Re}(\epsilon ^{}/\epsilon )`$ through

$`\mathrm{R}=\frac{\mathrm{\Gamma }(K_L\pi ^0\pi ^0)}{\mathrm{\Gamma }(K_S\pi ^0\pi ^0)}/\frac{\mathrm{\Gamma }(K_L\pi ^+\pi ^{})}{\mathrm{\Gamma }(K_S\pi ^+\pi ^{})}16\mathrm{Re}(\epsilon ^{}/\epsilon )`$

The first generation of experiments, NA31 at CERN and E731 at Fermilab, gave inconclusive results: while NA31 reported evidence for direct CP violation, indicating a $`3.5\sigma `$ effect, the result of E731 was compatible with no effect. Two new experiments were setup to clarify the situation.

In 1999 first results were reported and both experiments confirmed the existence of direct CP violation: KTeV at Fermilab measured $`\mathrm{Re}(\epsilon ^{}/\epsilon )=((28.0\pm 4.1)\times 10^4)`$ and NA48 at CERN $`\mathrm{Re}(\epsilon ^{}/\epsilon )=((18.5\pm 7.3)\times 10^4)`$. Before June 2001, the four most precise results  gave a world average of $`(19.2\pm 2.5)\times 10^4`$, with a $`\chi ^2`$/ndf = 10.4/3, that indicates poor constincency between the data. In order to establish the size of direct CP violation, new results form the two experiment, with substantially smaller uncertainties, were expected. Current theoretical predictions are in the range ($`1÷30\times 10^4`$).

This paper describes a new result from NA48, based on the analysis of data collected during the 1998 and 1999 runs; the statistics, is seven times larger ($`3.3\times 10^6K_L\pi ^0\pi ^0`$) than that used for the published 1997 result.

## 2 The NA48 method

NA48 aims to measure $`\mathrm{Re}(\epsilon ^{}/\epsilon )`$ with an accuracy of $`2\times 10^4`$ using the double ratio technique and nearly collinear simultaneous $`K_S`$ and $`K_L`$ beams. The required statistical error is reached by collecting several millions of $`K_L\pi ^0\pi ^0`$ (the statistically limiting decay mode); data are collected using fast and efficient data acquisition system, triggers with high rejection power and high capacity data storage systems.

The basic principle of the experiment is to make the systematic biases symmetric between either the $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ decays or the $`K_L`$ and $`K_S`$ beams. In this way most of the systematic effects cancel to first order and only the differences between two components need to be considered in detail in the analysis.

In order to fully exploit the double ratio technique, the four decay modes are collected simultaneously; this cancels out effects due to beam fluxes, inefficiencies in $`K_S`$, $`K_L`$ identification, trigger and event selection, as well as dead time and accidental losses. In order to minimise acceptance corrections, the four decay modes are collected from a common decay region and with two quasi collinear beams, so that the decay products illuminate the detector in a similar way. However, due to the very different lifetimes of the $`K_S`$ and $`K_L`$ particles, the vertex distributions vary a lot along the beam direction. In order to obtain almost identical decay distributions for $`K_L`$ and $`K_S`$, $`K_L`$ decays are weighted with a function of the proper time. The backgound, that cannot be reduced by cancellation, is suppressed using high resolution detectors. The remaining $`K_S`$-$`K_L`$ difference in energy spectra are reduced by performing the analysis in energy bins (20 bins, between 70 and 170 GeV).

## 3 Experimental set-up

The NA48 beam line and detector are designed to fulfill these requirements. A primary 450 GeV proton beam ($`1.5\times 10^{12}ppp`$) at the SPS accelerator produces the $`K_L`$ beam on a beryllium target. The non-interacting protons are sent to a bent silicon crystal; only a small fraction of protons satisfy the conditions for channelling and an attenuated proton beam ($`3\times 10^7ppp`$) impinges on the $`K_S`$ target. In the way to the target, the protons pass through a tagging station, that tag protons that are going to produce the $`K_S`$ beam.

The decays in $`\pi ^+\pi ^{}`$ are reconstructed using a magnetic spectrometer composed of four large drift chambers and a dipole magnet. The momentum resolution is $`\sigma (p)/p0.5\%0.009p[GeV/c]\%`$ ($`1\%`$ for 100 GeV/c track momentum). The time of $`\pi ^+\pi ^{}`$ events is measured by a scintillator hodoscope ($`\sigma _t200ps`$). The trigger for $`\pi ^+\pi ^{}`$ decays consists of a fast pretrigger and a processor farm that computes the decay vertex position and the invariant mass from the drift chamber signals. This trigger has an inefficiency of $`2.2\%`$ and a dead time of $`1.1\%`$.

The decays in $`\pi ^0\pi ^0`$ are reconstructed from the informations on energy, position and time of the four clusters given by the Liquid Krypton electromagnetic calorimeter. The energy resolution is $`\sigma (E)/E3.2\%/\sqrt{E}0.09/E0.42\%`$ (E in GeV, better than 1% for 25 GeV photons). The time resolution is $`250ps`$. The neutral trigger uses the calorimeter informations and look-up tables to make a fast decision. The inefficiency is $`0.1\%`$ with almost no dead time.

The reconstructed decay products have to be assigned to a parent particle (either $`K_L`$ or $`K_S`$); the identification is done using the tagging station. The time of flight between the detector and the tagger is measured: events with a time coincidence inside a $`\pm 2ns`$ window are assigned to $`K_S`$ parent particle, events outside this window are identified as $`K_L`$.

## 4 Data analysis

The data collected during the 1998 run amount to 1.1 millions of $`K_L\pi ^0\pi ^0`$ in 135 days of data taking. In 1999, an upgrade of the trigger and event builder PC farm, as well as a better stability of the detectors and electronics, resulted in high data taking efficiency and the experiment collected, in 128 days, 2.2 millions of $`K_L\pi ^0\pi ^0`$.

### 4.1 Event selection

The analysis is based on the principle of minimising the corrections to be applied to the double ratio of the decay counts. The key points of the analysis can be summarized as follows:

* The four decay modes are counted in the same kaon energy interval ($`70GeV<E_K<170GeV`$), and decay volume ($`0<\tau _S<3.5`$ in units of $`K_S`$ lifetime). An anti-counter (AKS), placed in the $`K_S`$ beam, determines the beginning of the $`K_S`$ decay region.
* Dead time in the trigger or read out is applied to all four modes, in order to equalise intensity conditions and to preserve the principle of symmetrization.
* In $`\pi ^+\pi ^{}`$ decays $`K_S`$ and $`K_L`$ can also be identified by extrapolating the vertical decay vertex position. To keep the symmetry principle, the tagging is used for $`K_S`$ -$`K_L`$ identification both for $`\pi ^0\pi ^0`$ and $`\pi ^+\pi ^{}`$ decays; in this way the measurement is sensitive only to differences between neutral and charged mistagging probabilities.
* To cancel the contribution from the different $`K_L`$ and $`K_S`$ lifetimes to the acceptance, each $`K_L`$ candidate is weighted with a function of the proper time to match the decay vertex distribution of $`K_S`$ (Fig. 1).

Events are counted, in each sample, and corrections are applied in twenty bins of kaon energy, each 5 GeV wide, in order to reduce the influence of residual difference in $`K_S`$/$`K_L`$ spectra. The result is obtained by averaging the twenty double ratios.

### 4.2 $`K_S`$-$`K_L`$ misidentification

In the tagging procedure, there are two possible sources of misidentification: $`K_S`$ can be identified as $`K_L`$ ($`\alpha _{SL}`$), due to tagging inefficiencies, and $`K_L`$ can be identified as $`K_S`$ ($`\alpha _{LS}`$), due to accidental coincidences between protons in the tagger and $`K_L`$ decays. The double ratio is sensitive only to the differences between the mistagging probabilities, $`\mathrm{\Delta }\alpha _{SL}=\alpha _{SL}^{00}\alpha _{SL}^+`$ and $`\mathrm{\Delta }\alpha _{LS}=\alpha _{LS}^{00}\alpha _{LS}^+`$. The tagging inefficiency measured in $`\pi ^+\pi ^{}`$ decays is $`\alpha _{SL}^+=(1.63\pm 0.03)\times 10^4`$; the differential effect is evaluated using 2$`\pi ^0`$ and 3$`\pi ^0`$ events with one photon conversion: $`\mathrm{\Delta }\alpha _{SL}=(0\pm 0.5)\times 10^4`$. The accidental tagging probability, measured with $`\pi ^+\pi ^{}`$ decays, is $`\alpha _{LS}^+=(10.649\pm 0.008)`$; the value of $`\mathrm{\Delta }\alpha _{LS}`$ is estimated using sidebands away from the coincidence peak in the time difference distribution: $`\mathrm{\Delta }\alpha _{LS}=(4.3\pm 1.8)\times 10^4`$ (Fig. 1).

### 4.3 Charged and Neutral Background

In both decay modes, $`K_S`$ has no significant background. The main source of background in $`\pi ^+\pi ^{}`$ decays are semileptonic 3-body decays $`K_L\pi e\nu `$ and $`K_L\pi \mu \nu `$. The $`K_{e3}`$ is rejected by measuring the energy of the electrons in the calorimeter and their momentum in the spectrometer and then by requiring $`E/p<0.8`$. For the $`K_{\mu 3}`$ case, no associated hit in the muon veto is required. In addition a cut on the kaon invariant mass is applied. The remaining background is subtracted using two control regions in the invariant mass-rescaled transverse momentum squared plane ($`p_{T}^{^{}}{}_{}{}^{2}`$). The background under the signal region is estimated using cleanly identified $`K_{e3}`$ and $`K_{\mu 3}`$ events.

In $`\pi ^0\pi ^0`$ decays, the dominant background is $`K_L\pi ^0\pi ^0\pi ^0`$. This background is rejected by requiring no extra showers in time. Furthermore an invariant mass cut in the space of the two $`\pi ^0`$ invariant mass is applied, using a $`\chi ^2`$-like variable. The residual backgroung under the signal is estimated from the control region in the $`\chi ^2`$ distribution (Fig. 2).

### 4.4 Other systematics

Other sources of systematics have been carefully studied. The accidental activity effects are evaluated by overlaying random events to real good events and by studying the beam correlation at small and large time scales. In the $`\pi ^0\pi ^0`$ decays the distance scale is directly related to the energy scale. The latter is constrained by reconstructing the well known position of a detector: in our case it is the AKS position, which determines the beginning of the decay region. The acceptance correction is reduced to a very small level due to the symmetric detector illumination, consequence of the $`K_L`$ weighting procedure. The small residual effect, due to the small angle between the two beams, is estimated using Monte Carlo. Table 1 shows a list of all corrections and systematic uncertainties applied to the raw double ratio; the effect on $`\mathrm{Re}(\epsilon ^{}/\epsilon )`$ is obtained dividing the numbers by a factor of 6.

## 5 The result

The result, obtained from the data collected in years 1998 and 1999 (statistics shown in Table 2), is

$`\mathrm{R}=0.99098\pm 0.00101_{stat}\pm 0.00126_{syst}`$

which corresponds to

$`\mathrm{Re}(\epsilon ^{}/\epsilon )=(15.0\pm 2.7)\times 10^4`$

Combining this result with the published result (1997 data), we obtain

$`\mathrm{Re}(\epsilon ^{}/\epsilon )=(15.3\pm 2.6)\times 10^4`$

The stability of the corrected double ratio with applied cuts and changes in beam and detector conditions has been extensively checked. In Fig. 3 the stability with kaon energy is shown.

## 6 Conclusion and outlook

The NA48 combined result is 5.9 standard deviations away from zero. This confirms the existence of direct CP violation, with a positive value of $`\epsilon `$’.

Recently the KTeV collaboration has anounced a new result based on data from the 1997 run and a revised analysis of their published result (part of the 1996 statistics): $`\mathrm{Re}(\epsilon ^{}/\epsilon )=(20.7\pm 2.8)\times 10^4`$.

Taking into account the results from previous generation expriments , the KTeV updated result and the NA48 combined result, presented in this paper, we obtain a world average (see Fig. 3) of

$`\mathrm{Re}(\epsilon ^{}/\epsilon )=(17.2\pm 1.8)\times 10^4`$

with $`\chi ^2`$/ndf = 5.5/3 (14 $`\%`$ probability).

This definitely establishes direct CP violation.

In the year 2000, NA48 collected data without the spectrometer, due to an implosion of the beam pipe that damaged all the four drift chambers; these data were used for systematic checks for the neutral decays.

The year 2001 is the last year of data taking and we expect to collect $`1.5`$ millions of $`K_L\pi ^0\pi ^0`$. We will complete the statistics and, with the new spectrometer and different beam conditions (spill), we will check the result under different conditions.