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# BATSE Observations of Gamma-Ray Burst Tails

## 1 Introduction

Afterglow radiation at wavelengths from radio to X-rays has now been seen in several gamma-ray bursts (GRB) detected with Beppo-SAX and the Burst and Transient Source Experiment (BATSE) (e.g. (Costa et al., 1997; Piro et al., 1998; van Paradijs et al., 1997)). This has allowed the unambiguous determination of the cosmological distance scale of the bursters, has led to the association of gamma-ray bursts with faint galaxies rich in star-forming regions, and has opened up the possibility of using GRBs as cosmological probes (Lamb & Reichart, 2000). It has also been a vindication of fireball models for the production of GRBs. The fireball expands relativistically when large amounts of bulk kinetic energy are imparted to a small volume of plasma. Gamma rays are released during the fireball expansion and afterglow synchrotron radiation is anticipated as a result of the interaction between this fireball and the material through which it is moving.

Afterglow radiation is detected when a previously unknown and fading source is seen at a location consistent with the occurrence of a GRB. It is clear that there is a frequency-dependent temporal decay to the afterglow emission and a variety of afterglow temporal and spectral signatures have been seen. The GRBs for which afterglows have been detected encompass a wide range of brightnesses and durations in prompt gamma-ray emission. Indeed, there does not even appear to be a relationship between the brightness of the initial GRB and the brightness or decay time of the afterglow emission. It is tantalizing to scientists that no afterglow has been seen from the class of short GRBs defined as those lasting less than 2 s.

Prompt emission at gamma-ray energies was detected with BATSE (Fishman et al., 1989), and is seen with the Beppo-SAX GRB Monitor (GRBM) (Frontera et al., 1991), Ulysses (Hurley et al., 1992), HETE (Vanderspek et al., 1999) and other dedicated GRB detectors. Prompt X-ray emission can be seen by the Wide-Field Cameras (WFC) on SAX (Jager et al., 1997) and HETE (Vanderspek et al., 1999) or serendipitously by the RXTE All-Sky Monitor (Smith et al., 1999). The first and to-date most successful method used to pin down the afterglow radiation from GRBs has been to slew the Narrow-Field Instruments (NFI) on the Beppo-SAX satellite to observe a location from which the GRBM and WFC detected the prompt emission. The NFI observations are typically made 6 to 8 hours after the GRB trigger. A detection of X-ray afterglow using the NFI provides a location on the sky accurate enough for a search for optical afterglow using the most sensitive telescopes. These optical searches start about 1 day after the GRB trigger. Optical searches have also been initiated as a result of follow-up observations by RXTE which typically start 3–4 hours after the GRB trigger Takeshima et al. (1998).

Gaps exist between prompt and delayed emission observations and their relationship is still unclear. Shock models for GRBs suggest that the initial photons come from collisions of relativistic shells of differing Lorentz factors initiated by some kind of central engine (Rees & Meszárós, 1994), while the afterglow is a result of the shock formed by these shells colliding with an external medium (Sari & Piran, 1997). It has been suggested in the case of GRB 970228 that if one extends the light curve of the X-ray afterglow back in time, it joins smoothly with the prompt X-ray emission. This may indicate that some of the emission which appears to be part of the prompt component is consistent with being afterglow radiation (Costa et al., 1998). It is difficult to make this argument for bursts in general: the later peaks in bursts do not seem to be significantly different from the initial ones, and not all bursts are multi-episodic. The argument does open, however, the possibility that some component in the late prompt emission might be related to the afterglow. One can then ask what does this component look like, when does it start and how long does it last? Sari & Piran (1999) predict that the early afterglow of short GRBs will be separated from the prompt emission by dozens of seconds, while in longer bursts the afterglow will overlap the initial burst. In their scenario, short bursts are produced by internal shocks between thin shells, longer bursts by thicker shells. Recently, Fenimore & Ramirez-Ruiz (2000) have proposed that the prompt and afterglow gamma-ray emission may overlap if a shell of prompt photons is decelerated by the external medium prior to being caught up by other shells produced by the central engine.

In the work presented here, I explore the period of time from the BATSE GRB trigger to 2000 s later using data between 20 keV and 2 MeV. This time window is not usually probed in afterglow observations because of the delays in obtaining good GRB locations and mobilizing observing facilities. The continuous BATSE data stream and the development of a suitable background subtraction technique make possible the examination of long-term, low-level emission at gamma-ray energies. This technique will be described, followed by the results of its application to a search for long-lived emission in individual events and also in the combined signal from hundreds of events.

## 2 BATSE measurements of GRB tails

BATSE recorded continuously with all 8 Large Area Detectors (LADs) background data with 16 energy channel, 2.048 s time resolution for the $`80\%`$ of the time during which the detector voltages were activated (they are disabled during South Atlantic Anomaly (SAA) passages), and the spacecraft was in contact with a TDRSS satellite. Over the $`5600`$ s spacecraft orbital period, large, energy-dependent variations in background count rates are registered with the LADs owing to passage through regions of differing magnetospheric activity. Variations also occur in the cosmic ray component of the background rates because of changing rates of decay of induced radioactivity in different magnetic fields. A variation by a factor of about 1.4 in count rates occurs in a typical orbit. The triggering requirement for BATSE of $`5.5\sigma `$ above the rates between 50 and 300 keV registered during the previous 17 s in 2 or more of the 8 detectors in 64, 256, or 1024 ms ensures that the system responds to sudden increases in count rates typical of the prompt gamma-ray emission of GRBs. These increases (triggers) are easily distinguished above variations in background rates. In contrast, GRB afterglows at lower energies have typically been smooth on time-scales of thousands of seconds. To ensure detection of a similar trend at higher energies, careful background subtraction is required to extract any subtle signal over these time-scales in the BATSE system.

### 2.1 Background subtraction in the BATSE data

In addition to the background variation pattern over each orbit, successive orbits are quite different owing to the Earth’s rotation. The spacecraft orbit precesses, with a period of about 50 days, so that at the same time on two successive days, the spacecraft latitudes will have shifted. The closest match in rates registered by the LADs occurs at times 15 orbits before and 15 orbits after the orbit of interest. A background measurement is obtained by using the average of the count rates from two orbits, each 15 orbital periods away from the time of interest when a GRB triggers the instrument.

Figure 1 (left, top) shows the three superimposed lightcurves from a stretch of time covering two orbits on three successive days. One lightcurve is centered on GRB 970508, the other 2 are centered on times 15 orbits before and after the time of trigger of GRB 970508 and are to be used to estimate the background before, during and after the burst. In Figure 1 (left, bottom) the average of the background curves has been subtracted. It can be seen that in addition to the triggered event at time $`t=0`$, there are noise events in the orbits which are not constant from one to the next. The most significant of these discrepancies occur when the spacecraft exits or enters the SAA. These and other mismatches (electron events, phosphorescent spikes) are flagged and removed in the analysis, resulting in the case of GRB 970508 in the profile shown in Figure 1 (right). The holes in the light curve arise from telemetry gaps, disabling of the instrument during passage through SAA, and the exclusion of data from times during which the burst position is occulted by the Earth. In order to obtain a background measurement in this fashion there must be no spacecraft re-orientation during the 3 days so that the detector geometry relative to the burst position is constant. Telemetry gaps must not occur at the time of the burst or at the corresponding background orbit centers, and an additional requirement of no GRB triggers during the background orbits is imposed.

The quality of this background fitting was assessed using test orbits (which contain no triggered events) centered at a time 5 orbital periods after or before a GRB trigger. The test signal comprised the sum of the count rates from the detectors which were triggered by the GRB at times when the GRB position was visible to the spacecraft (i.e. not Earth-occulted). Test background orbits were found on adjacent days separated in time by 15 orbital periods, and the flatness of the resulting light curve after background subtraction and cleaning was taken as a measure of the power of the technique. It was found that the light curves were flat, but that non-Poissonian errors were present, particularly in the lower energy channels and at high spacecraft geomagnetic latitudes. Slight mismatches in the rates (probably due to spacecraft precession, and also due to the noisier data at the peaks of the orbits) are more severe at very high or very low latitudes than at the equator. A systematic error was added to the counting error, the magnitude of which depended on the latitude of the spacecraft. For each energy channel the systematic error was 10% of the deviation of the background rate from the average (i.e. at the equator) background rate.

For an individual orbit, the sensitivity of this technique is estimated to be of the order of $`10^9`$ erg cm-2s-1, or an order of magnitude lower than the BATSE trigger threshold. The technique has been successfully applied when examining the possible presence of tails in the bright gamma-ray burst GRB 980923 (Giblin et al., 1999). In the case of GRB 980923 the traditional method of background subtraction by linear interpolation of intervals before and after the GRB failed owing to the duration of the tail, the variations in background levels, and the faintness of the signal in the tail. This tail signal was more than two orders of magnitude fainter than the bright peaks which precede it, and persisted for at least 200 s whereas the main event stopped suddenly after 20 s. Other bursts have been seen which exhibit bright spikes superimposed on tail-like emission, but none with so dramatic a transition as GRB 980923. If this tail-like emission is a feature of GRBs in general, then it occurs at a level which is too faint to be visible by BATSE in most individual bursts, but might be detectable in the combined signal from many events. In such an analysis, it is crucial that the addition of signal not be hindered by an inadequate treatment of background count rates. The robustness of the orbital background subtraction method developed here to signal stacking was assessed by summing the background-subtracted test orbits described above. Of 100 original test orbits, 35 were rejected for poor background fits - either visually or in a chi-squared test performed on data between $`6000`$ and $`4000`$ s, and 4000 and 6000 s from the center of the test orbit. Figure 2 shows the summed light curve of the remaining 65 test orbits from 1000 s before to 1000 s after the aligned centers of the test orbits. The light curve is best fit by a a line of vertical offset $`0.5\pm 0.7`$ counts s-1 event-1, consistent with zero (dotted line).

Having established the flatness of the residual light curve after background subtraction and summation of light curves in the absence of GRB triggers, background-subtracted signals for orbits centered on triggered GRBs were summed, aligning the light curves at the peaks of the GRBs as Mitrofanov et al. (1996) did in their analysis of the asymmetry of burst peaks. The count rates in each 2.048 s time bin in the orbits before and after the GRB trigger during which the burst location was not Earth-occulted and for which data exist for all three days were included in the summed light curve. Ideally, the combined light curve would be a sum of all GRBs detected by BATSE, but the event attrition rate was quite severe owing to the data-intensive orbital background subtraction. BATSE triggered on 2365 cosmic GRBs between 1991 April and 1999 March. Of these, 526 occurred within 15 orbits of a spacecraft reorientation so that at least one of the two orbits required for background subtraction had a different detector geometry from that at the time of the GRB trigger and could not be further analysed. A further 595 were rejected because of the presence of a GRB trigger in one of the two background orbits. 427 GRBs triggered in a telemetry gap (special burst data is stored at these times but the continuous data stream is unavailable), or a telemetry gap or SAA passage was in progress at $`t=0`$ of at least one of the background orbits. These events were excluded owing to the lack of data around the time of the trigger. Background fits for 296 of the remaining 816 events were found to be unsatisfactory using a $`\chi ^2`$ test so that in total, 520 BATSE GRBs were available for inclusion in the combined light curve.

Durations of GRBs detected with BATSE range from milliseconds to hundreds of seconds. The distribution of these durations is clearly bimodal (Kouveliotou et al., 1993) with a duration of 2s separating the short from the long GRBs. Efforts to associate the two classes with separate populations have generally been unsuccessful, although the bursts in the long part of the distribution do appear spectrally softer than the short ones (Kouveliotou et al., 1993). The most recent distinction between the two classes has been the lack of afterglow emission detected for the short ones. This lack cannot conclusively be claimed as an absence of afterglow intrinsic to short GRBs, since no short bursts have been seen by the WFCs on Beppo-SAX, and no sensitive counterpart searches have, therefore, been undertaken. About 80% of bursts seen with BATSE are in the long part of the distribution, and this holds for the sample of 520 bursts analysed here. The long and short bursts are treated separately in order to answer the following questions: Do long bursts in general show evidence for tail emission such as that seen in GRB 980923 but at levels below what would be visible in individual events? Can any such tail emission be seen at equally low levels in the combined signal from short GRBs?

## 3 Results

### 3.1 Long Bursts

Figure 3 shows the combined light curve for the 400 long bursts. The times are logarithmic and given relative to the aligned peak, $`t_0`$, and the rates are summed above 20 keV and averaged by dividing the total rates in a time bin by the number of bursts contributing to that bin. The time axis starts at $`t_0+40`$s. Bursts with precursor or successor emission, defined as outbursts which are separated from the time of the peak by longer than the duration of the longest episode of the burst, are excluded. This exclusion is performed because these multi-episodic events can sometimes have episodes of almost equal intensity so that deciding which peak to place at $`t=0`$ becomes problematic.

There are regions of the orbit following a trigger which are not well-sampled - it is very likely, for example, that a burst position will be occulted 2000 s after its detection. Since only bursts which trigger outside of gaps in the spacecraft telemetry are analysed, the likelihood of a telemetry gap or an SAA passage also increases with time. The statistics of the combined light curve are, therefore, better closer to $`t=0`$, partly because the signal is larger, but also because more bursts contribute to the averaged count rates. The ill-sampled light curve bins are eliminated by excluding time bins where more than 75% of the burst positions from a sample of bursts are occulted or occur in telemetry gaps.

No tail-like excess is seen in the hundreds of seconds before the aligned peak, and rates have returned to background following the ill-sampled portions of the orbit which end at about t+4000s. The period of interest is that which occurs during and after the prompt emission. It can be seen that the summed light curve exhibits a tail-like low-level of emission which extends beyond the duration of most GRBs. The tail extends to at least several hundred seconds after the aligned peak, and may still be there in the time bins between 1000 and 2000 s after $`t_0`$. Although most long bursts last only tens of seconds, and those with the longest measured durations are generally of the multi-episodic variety which were excluded from this light curve, it is reasonable to worry about the tail being a reflection of the duration of the longest bursts in the sample. The 400 long bursts were divided into two groups according to their durations, and a medium duration subsample defined as shortest $`50\%`$ of long events was created which contains 200 bursts with durations greater than 2 s but less than 30 s. Figure 4 starts at $`t_0+40`$ s and shows on a logarithmic scale the count rates per burst in the long burst sample and the medium sample: the stars are the 400 bursts longer than 2 s, the triangles are those 200 medium duration bursts, whose main prompt emission is deemed to be over by the time of the start of the plot. Count rates per burst between 20 keV and 100 keV are shown in the left plot, and are given as a fraction of the peak count rates at $`t_0`$ on the right. The tail is visible in both duration groups, although the count rates are higher for the longer bursts until $`t_0+200`$ s since the longest bursts are still contributing prompt emission at this time. The contribution to the tail beyond this time is independent of burst duration, suggesting a component is being detected which is distinct from the prompt emission. If the emission seen from the 200 medium duration bursts is mostly tail emission from $`t_0+40`$s onward, then the average appearance of the tail is that shown by the triangles in Figure 4 and can be fit by a power law of index $`0.6\pm 0.1`$. It is probable, however, that like most burst and afterglow properties, this tail varies considerably in individual bursts.

The spectrum of the emission in the combined light curve of Figure 4 is characterized by the ratio of counts detected in two adjacent energy channels. Figure 5 shows the evolution in time of the hardness of emission, measured as the ratio of the counts between 50 and 100 keV to those between 20 and 50 keV sample, starting at 10 s after $`t_0`$. The stars show the summed complete long GRB sample exhibiting a general softening which steepens with time after about $`t_0+200`$ s until $`t_0+600`$. The triangles indicate the trend for the summed medium duration bursts where emission beyond $`t_0+20`$ s is flat at first and then follows the softening trend seen in the longer bursts. The final point, which is the hardness ratios from the summed counts in the two bins at and above 1000 s in Figures 3 and 4 indicates a hardening in both sets of bursts, though statistics are poor at these low flux levels. This hardening is seen in the subset of the 182 longest bursts (excluding the medium duration GRBs) so it does not seem to be a contribution made solely by medium duration bursts.

Division of the 400 long bursts into three brightness-selected groups indicates that the tail is measured in the summed light curves of even the dimmest group. Figure 6 shows the intensity of the tail for the 3 groups, the stars showing the brightest group (peak flux $`>1.5`$ photons cm-2s-1 on a 1 s time-scale), the squares pertaining to the dimmest bursts ($`<0.65`$ photons cm-2s-1 at the peak intensity) and the triangles to those of intermediate brightness. Each group contains 133 bursts. The intensity of the tail as a fraction of the peak intensity (count rates at $`t_0`$) for each subsample is shown in the right hand plot of Figure 6. Although the magnitude of the tail appears largest in the bright group, the fraction of the peak count rate in the tail is smaller than in the dimmer groups. The similarity of the tail in the three groups despite the variety of bursts to which they pertain may lead to worry about the tail being an artifact of the orbital background subtraction method. It is clear from the flatness of the summed test orbits in Figure 2, however, that no such feature is introduced by this methodology.

### 3.2 Short Bursts

Figure 7 shows the combined light curve for the 100 short bursts - those with durations less than 2 s - and starts at $`t_0+10`$s. Although the post-burst emission is not as prominent as in the summed signals from the longer burst, an excess is apparent from $`t_0+20`$ s out to $`t_0+40`$ s and maybe even in the time period between $`t_0+100`$ s to $`t_0+300`$ s. The level of tail emission per contributing burst is a factor of 3–4 smaller than for the long bursts at this time, and the error bars are larger owing to the smaller sample size, so that fitting this tail emission to a power-law or other model of decay is not meaningful. Likewise, the flux is not large enough to compare its spectrum to the prompt emission or track any changes in hardness ratios throught the period of the excess. This lightcurve is, however, less flat than would be expected from the light curve obtained with the test orbits shown in Figure 2.

### 3.3 Individual Bursts

Long-lived gamma-ray emission is detected in the combined signal from many GRBs in the long part of the bimodal distribution and does not seem to scale with the brightness and duration of the prompt emission. Some individual bursts have visible persistent low-level emission following a much brighter epsiode, and in the class of bursts known as FREDs (Fast Rise Exponential Decay) the prompt emission decays gradually as a power-law in time. The orbital background subtraction method described above reveals these types of long-lived emission with greater sensitivity and over longer time-scales than are first apparent. The individual light curves from the bursts comprising the long-duration sample described above indicate that some have a more pronounced long-lived component than others, thus contributing more to the combined tail, without any obvious discriminant in the prompt emission to indicate why this might be the case, and not all bursts appear to have a detectable long-lived component. Likewise, afterglows at lower energies have been detected for a variety of GRB brightnesses and durations, but have not been seen for all GRBs for which they were sought. Efforts to correlate the presence of afterglow radiation with some property of the GRB prompt emission have not been successful. The dramatic change in appearance and spectrum seen in GRB 980923 and reported by Giblin et al. (1999) suggests that distinct emission components may be present in some GRBs. If the long-lived, low-level emission seen in GRB 980923 is related to the afterglow rather than the prompt emission of this burst, then one might expect some correlation between the detection of gamma-ray tail emission and the detection of lower-level afterglow emission.

Between 1996 July and 1999 December a total of 45 well-located GRBs were followed up in a search for afterglow emission at X-ray, optical, infrared or radio wavelengths, with varying degrees of depth of observation and delay times. Of this sample, 19 were detected by BATSE and could be processed using the background-subtraction methodology developed here. Although counting statistics and background fluctuations in individual orbits limit the sensitivity to which tails can be sought in individual bursts, each of these 19 events was examined and categorized as being tailless, tailed, possibly tailed, or impossible to categorize owing to poor or ambiguous background fits. Table 1 shows the list of obviously tailless events where the prompt emission stops abruptly and the return to background is immediate, and those where the presence of tailed, long-lived emission is apparent. The Table also indicates the presence of convincing afterglow candidates detected at X-ray (X), optical (O), infrared (I) or radio (R) wavelengths. A “Y” indicates a counterpart, a “N” implies observations were made but no counterpart was found, and the field is left blank if no counterpart searches were completed at a particular wavelength. The afterglow observations listed in Table 1 were taken from van Paradijs, Kouveliotou, & Wijers (2000) who provide a comprehensive list of observations through 1999 July, and from circulars issued to the Global Coordinates Network (Barthelmy et al., 2000).

The most dramatic gamma-ray tail is seen in GRB 991216. Although the tail emission is so faint compared to the peak emission that it cannot be seen without the background-subtraction method developed here, it lasts at least 1100 s, at which time the position becomes Earth-occulted, and may be faintly visible at 4000 seconds after the occultation period ends. The tail is so bright that an occultation step can be seen in the background-subtracted data at the expected time. The spectrum of the tail is significantly different from the peak emission, and a more detailed analysis of this burst is given in V. Connaughton et al. (in preparation).

Afterglows at all observed energies were seen for GRB 991216, as is also the case for another two tailed events, GRB 980329 and GRB 980703. Only a weak limit can be set by the absence of any counterpart to GRB 971024 because the follow-up optical observations were not very deep, so that the trend of visible tails existing for events with measured afterglows is not seriously compromised by the lack of a counterpart for GRB 971024. The non-detection of even an X-ray afterglow for GRB 970111 has always been puzzling given the brightness of the burst. Any weak correlation one might infer between gamma-ray tails and low-energy afterglows is negated by the presence of a tail in the BATSE data for GRB 970111. The situation is further weakened when one counts among the tailless events the afterglow-rich GRB 971214, and especially GRB 970508 which has such a convincing and much-observed afterglow light curve measured over a long and broad-energy base line.

No correlation can, therefore, be implied between the presence of gamma-ray tails and lower-energy afterglow detection using this small sample of GRBs.

## 4 Discussion

Emission in gamma rays from long GRBs seems to extend beyond what is first evident, at a level which is low compared to the prompt emission. It appears to overlap the prompt emission and outlast it by more than several hundred seconds, following a smooth decay that can be fit by a power law of index -0.6. Such power-law decays have been seen in the GRB afterglow detections at later times and lower energies, with indices varying between 1.1 and 1.9 (X-ray) and 1.1 and 2.4 (optical) (van Paradijs, Kouveliotou, & Wijers, 2000). The results presented here were obtained by summing the background-subtracted signals from 400 GRBs lasting longer than 2 s in order to establish the presence of gamma-ray tail emission in long bursts in general. This tail was also seen in a medium duration sample comprising those 200 bursts lasting between 2 and 30 s. The similarity of the tail in the summed light curve of the medium sample to that of the long sample suggests a lack of correlation between the duration and magnitude of the tail emission and the duration of the prompt GRB episode. The decay power law index of -0.6 is an average value so that if the gamma-ray tail is related to the afterglow at lower energies, one might expect that the variations in decay indices seen at lower energies are also inherent in the gamma-ray tails. In a study modeling the temporal decay of 40 GRBs, Giblin et al. (2000) find a mean power-law of $`2.05\pm 0.51`$, which is only marginally consistent with this work. One might expect the signal in the combined light curve to be dominated by flatter decays at the later times explored in this analysis (unless there is some dependence of the power-law decay index on the initial brightness of the tail component) but the average decay seen in this analysis is flatter than any single burst modeled in Giblin et al. (2000). This modeling of individual bursts uses data which is closer to the peak emission than in the analysis presented here, and it is possible that the tails in Giblin et al. (2000) may represent a decaying of prompt burst pulses rather than the shape of the gamma-ray afterglow (except for the tail of GRB 980923 which has such a different spectrum from the main emission).

By looking at tail emission as a fraction of the peak flux, one can see that for the ensemble of medium duration bursts whose tails can be measured over a longer time-line than the longer bursts, the emission at $`t_0+40`$ s is about 4/1000 that at the peak, and 1000 s later it is an order of magnitude lower yielding an approximate fluence during this time of 2 photons/cm-2 above 20 keV, or $`5\times 10^7`$ erg/cm-2 assuming a mean medium-duration GRB peak flux and a GRB-like power-law spectrum. This compares with an estimate of the average medium duration burst fluence of $`4\times 10^6`$ ergs/cm-2 obtained by summing the fluences between 20 and 300 keV for bursts in the sample using values from the BATSE current catalog (http://gammaray.msfc.nasa.gov). The observed brightness of a GRB, measured by its peak flux, is affected by its distance to the observer, but the wide range of luminosities implied by the measurements of just a few GRB redshifts suggests a broad intrinsic luminosity function for the population of GRBs (Lamb & Reichart, 2000). By dividing the 400 long bursts into 3 groups according to peak flux and examining their summed light curves, it was seen that although the tail emission is most significant in the brightest group, the difference is not as great as the variation in peak fluxes between the ensembles. The fact that there is some dependence of the magnitude of the tail on the GRB peak brightness as seen in the left panel of Figure 6 might be because on average the dimmer bursts are further away. Figure 6 (right) shows, however, that as a fraction of peak count rates the tail is brighter for the dimmer ensemble. This implies a tail component which does not scale directly with the intrinsic brightness of the prompt GRB emission. Whether this tail component is truly independent of the brightness of the prompt emission cannot be inferred from this analysis, but the intensity of the tail is clearly not directly proportional to the intensity of the burst. The average fluences of the prompt emission in the 3 brightness groups obtained as above from the current BATSE catalog are $`1.5\times 10^5`$, $`3.2\times 10^6`$, and $`1.3\times 10^6`$ ergs/cm-2. The count-rate fluences of these groups, calculated between $`t_0+100`$ and $`t_0+1000`$ s (to avoid including much prompt emission) calculated from Figure 6 are 12000, 6000, and 5000 counts. Assuming a similar spectrum in the tails of the 3 brightness groups, the ratio of the fluence in the prompt emission to the fluence in the tail does not follow a linear relationship. The results appear consistent with the fluence in the tail scaling with the square root of the fluence in the prompt emission to within the large errors associated with this crude estimate.

Giblin et al. (1999) and Burenin et al. (1999) have found tail-like emission in the bright bursts GRB 980923 and GRB 920723, respectively. A temporal decay in time with a power law index of $`0.69\pm 0.17`$ was seen in the case of GRB 920723, consistent with this analysis. A much steeper index of $`1.8\pm 0.02`$ was measured for GRB 980923, illustrating the variety of decays which may be contributing to the combined tail profile. The fluence contained in the tails of bursts GRB 920723 and GRB 980923 is 20% and 7% of the total burst fluence, respectively, which agrees with the estimated fluence in the tail between $`t_0+40`$ s and $`t_0+1000`$ s of 12% of the average prompt GRB fluence for the medium duration sample. One hundred seconds after the peak, the emission of GRB 920723 was 1/1000 that of its maximum flux, that of GRB 980923 was a few thousandths of the peak intensity. The intensity of this tail emission is considerably lower than that at the peak, consistent with what is seen in the analysis presented here, but what really separates it from the main emission is a sharp spectral transition. The tail in each case is much softer than the peak. Clearly, the issue of spectral differences between prompt and tail emission is important in establishing distinctions between the two components. Gamma-ray bursts in general show a softening throughout their light curve (Norris et al., 1986) so that any additional softening which is a signature of a separate component will be hard to discern in the summed signal from many bursts. With the overlap of prompt and tail emission of bursts of different durations and spectral characteristics, it is difficult to separate these components. There is some evidence for distinct spectral components in the main and tail emission which can be seen in the evolution of the hardness ratio of the combined tail signal shown in Figure 5. Softer emission is apparent in the medium duration bursts until $`t_0+100`$ s compared to the entire set of long bursts which contains events which are still in their prompt phase during that time. The flatness of the medium burst set from $`t_0+20`$ to $`t_0+300`$ is consistent with what was seen in the tail of the individual burst GRB 980923. Claims of distinct spectral identities for prompt and tail emission are more convincing, however, in individual bursts where the spectral forms can be modeled rather than using hardness ratios between two energy bands, and the transition between prompt and tail emission is easier to discern.

A sudden steepening and subsequent flattening of the spectrum seen at $`t_0+1000`$ s in Figure 5 is more puzzling. This effect is seen in both the medium and the long burst data sets. It is difficult to quantify given the low fluxes involved, but qualitatively, at least, this hardening may be consistent with the onset of an Inverse Compton (IC) component which is anticipated by Dermer et al. (2000) (in external shock GRB models); by Totani (1998) (from synchrotron emission by protons in the GRB jet to explain delayed high-energy GRB emission such as that seen in GRB 940217 (Hurley et al., 1994)); and more recently by Panaitescu & Kumar (2000) and Sari & Esin (2001). Sari and Esin state that this inverse Compton component might most easily be seen in the early afterglow at gamma-ray and X-ray energies. Fast-cooling fireball scenarios explored by Sari & Esin (2001) show a significant IC presence in the gamma-ray spectrum 43 minutes after the trigger time. While they expect the onset and importance of the inverse Compton emission to vary from one burst to another, the hardness of the summed rates from all the long ($`>2`$s) bursts between 1000 and 2000 s after their aligned peak might be indicative of the onset of the IC frequency entering the observable energy range of BATSE and the domination of this IC component over the fading synchrotron tail. At later times in the afterglow, IC emission has been reported by Harrison et al. (2001) as contributing to the X-ray afterglow spectrum of GRB 000926 2 and 10 days after the GRB but no other afterglows have so far been observed with this bump in their afterglow spectrum.

In the analysis of the combined light curve, the most convincing evidence for the distinct nature of the tail relative to the prompt emission is the lack of scaling of its duration and intensity with those of the early emission. If the emission components are distinct, then their overlap in time is consistent theoretically with the deceleration model of Fenimore & Ramirez-Ruiz (2000). This model suggests that bursts from fireballs with high Lorentz factors will exhibit two contemporaneous emission components, one a result of an initial fireball-external medium deceleration shock, the other the arising from the internal shocks within the fireball. If the Lorentz factor is low ($`<1000`$) internal shocks occur prior to the first shell being decelerated by the external medium, and only main prompt emission and the post-burst afterglow will be seen. The deceleration depends, therefore, on the initial Lorentz factor of the fireball, not on any parameter such as the width of the shells (determining duration of GRB peaks) or the total energy in the fireball (determining GRB intensity and fluence). One signature of such a deceleration phenomenon is an overlapping tail component which is different in nature from the main emission. Fenimore & Ramirez-Ruiz (2000) postulate that this component will be smoother, weaker and spectrally distinct from the main emission. The analysis presented here finds a tail component which could result from this deceleration and the possibility that all long bursts exhibit this property is not excluded. A connection between GRB tail emission and the deceleration model has a major impact on the energetics of GRBs. The appeal of deceleration by an initial external shock is that it makes the internal shocks more efficient by introducing a large difference in Lorentz factors between leading and subsequent fireball shells. Not so much of the bulk energy remains to be dissipated following the prompt GRB episode, lowering the total energy budget at the expense of a high initial Lorentz factor.

If in establishing the distinctness of the prompt and tail gamma-ray components detected here, one looks to lower energy afterglow observations rather than theory, the picture is also encouraging. Afterglows at lower energies have been measured for both bright and dim BATSE events, and for both medium and long-duration bursts, so that the independence of a gamma-ray tail component of both duration and brightness of the prompt emission is not unexpected if this tail component is related to the afterglow emission.

Not all bursts seem to have lower-energy afterglow emission, and not all bursts have obvious gamma-ray tails. The lack of correlation found here between the detection of afterglow emission at X-ray, optical and radio energies and the presence of a gamma-ray tail in individual events, however, suggests the relationship between the different afterglow components may not be simple. It is not possible to draw conclusions based on the small number of tailed and obviously tailless GRBs. The unambiguous determination of the absence of a gamma-ray tail is often difficult given the sensitivity of the BATSE detectors and the background-subtraction technique. Moreover, the searches for afterglows at lower energies are not always deep or timely enough to place severe limits on afterglow counterparts.

To date, no afterglow emission has been seen from short bursts, but no such bursts have been detected in prompt X-rays with the SAX Wide-Field Cameras and consequently no follow-up observations have been performed for well-localized short events. It is not known whether the lack of detected afterglows from short bursts is a function of their being deficient in prompt X-ray emission, whether instrumental biases result in poor triggering efficiency for these events using the SAX GRBM/WFC system, or whether the smaller numbers of short GRBs have allowed them to elude detection thus far. In this analysis, there does appear to be some excess in the tens of seconds after the summed, aligned peaks of the short GRBs in Figure 3, consistent in onset time with the predictions of Sari & Piran (1999) that the early afterglow of short GRBs will be separated from the prompt emission by dozens of seconds, while in longer bursts the afterglow will overlap the initial burst. The flux at a given frequency at the onset of the afterglow is determined by an initial Lorentz factor. It is conceivable that in these short bursts there is an afterglow signal at gamma-ray energies which is just at the sensitivity of the analysis presented in this paper, but the evidence is more tantalizing than conclusive.

Long-lived tail emission does seem to be a common attribute of long BATSE GRBs. It is not clear whether tail components are associated with the prompt emission or the afterglow, but the combined light curves from various ensembles of events suggests they are somewhat independent of the duration and intensity of the initial burst of gamma rays. Owing to the overlap in time between the tail and the main emission in individual bursts like GRB 980923 (Giblin et al., 1999) evidence for the distinct natures of the two components comes mainly from spectral differences between them. The most exciting discovery from the analysis of the 19 individual bursts presented here is the tail following the bright burst GRB 991216 for which afterglow candidates were observed at lower wavelengths. V. Connaughton et al. (in preparation) find a preliminary spectral analysis of this burst confirms the hypothesis of distinct components. Detection of high-energy afterglow emission coincident with low energy afterglow observations in individual bursts expands the energy range over which energy-frequency temporal dependencies predicted in blast-wave models for the production of afterglow emission can be probed (Wijers, Rees, & Meszárós, 1997). Although BATSE can no longer provide this high-energy platform, HETE and Swift will be operational during the next few years. The observations of GRBs at optical (Swift), X-ray and gamma-ray energies either simultaneously or within seconds of a trigger will avoid the time lag inherent in the pioneering afterglow pursuits of SAX and RXTE which require time-consuming spacecraft repointings. Swift will be sensitive to lower gamma-ray fluxes than BATSE so that tails of individual bursts will be easier to probe. While HETE is not as sensitive, its circular orbit facilitates background subtraction and any long-lived, low-level emission will be easier to discern. Both of these major GRB space missions will be decisive in answering the questions of the prevalence and nature of tails in long GRBs and the possible presence of tails in the short events.

The author thanks an anonymous referee for constructive comments. She is grateful to Re’em Sari and to Tim Giblin, Michael Briggs, Chryssa Kouveliotou, and Matt Scott of the BATSE team for critical reading of and suggestions for improvements to this paper. She credits Ralph Wijers with the encouragement and nagging which spurred the completion of the paper. The author also acknowledges the National Research Council postdoctoral fellowship program which supported the research presented here.


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# Breakdown of the Action Method in Gauge Theories

## Introduction

The functional integral approach to quantum field theories consists of two basic steps: first the determination of a “physical” Euclidian integration measure $`\text{d}\mu `$ on the configuration space and second the reconstruction of the quantum theory via an Osterwalder-Schrader procedure. The latter issue has been treated rigorously in several approaches – first by Osterwalder and Schrader  for scalar fields, recently by Ashtekar et al.  for diffeomorphism invariant theories. However, in contrast to this, the former issue kept a problem that has been solved completely only for some examples. Typically, one tried to define this integration measure $`\text{d}\mu `$ heuristically using the action method, this means (up to a normalization factor) simply by

$`\text{d}\mu :=\text{e}^S\text{d}\mu _0,`$

where $`S`$ is the classical action of the theory under consideration and $`\text{d}\mu _0`$ is an appropriate kinematical measure on the configuration space. In this letter we will discuss why just this ansatz can prevent the rigorous description of a huge class of physical theories. More precisely, we are going to show that in every model with uncountably many non-vanishing Wilson-loop expectation values there is no function $`f`$ at all describing such a theory via $`\text{d}\mu :=f\text{d}\mu _0`$. The criterion above is obviously fulfilled for most of the known physical theories, irrespectively of the dimension of the underlying space-time. Consequently, typically the naive action method fails.

## Framework

This letter is based on the Ashtekar approach  to gauge field theories because it is best-suited for solving measure-theoretical problems. Its basic idea goes as follows: The continuum gauge theory is known as soon as its restrictions to all finite floating lattices are known. This means, in particular, that the expectation values of all observables that are sensitive only to the degrees of freedom of any fixed lattice can be calculated by the corresponding integration over these finitely many degrees of freedom. Examples for those observables are the Wilson loop variables $`\text{tr}h_\beta `$ where $`\beta `$ is some loop in the space or space-time and $`h_\beta `$ is the holonomy along that loop.

The above idea has been implemented rigorously for compact structure groups $`𝐆`$ as follows: First the original configuration space of all smooth gauge fields (modulo gauge transforms) has been enlarged by distributional ones . This way the configuration space became compact and could now be regarded as a so-called projective limit of the lattice configuration spaces . These, on the other hand, consist as in ordinary lattice gauge theories of all possible assignments of parallel transports to the edges of the considered floating lattice (again modulo gauge transforms). Since every parallel transport is an element of $`𝐆`$, the Haar measure on $`𝐆`$ yields a natural measure for the lattice theories. Now the so-called Ashtekar-Lewandowski measure $`\text{d}\mu _0`$  is just that continuum measure whose restrictions to the lattice theories coincide with these natural lattice Haar measures. It serves as a canonical kinematical measure. The corresponding square-integrable functions build the Hilbert space of wave-functions.

An important class among these functions is given by the so-called cylindrical functions . These are (continuous) functions depending only on the degrees of freedom of a finite floating lattice. A particular example for cylindrical functions are the so-called spin-network states : Given some lattice, one labels every edge with some representation of the structure group $`𝐆`$ and every vertex with some contracting intertwiner between the representations of the adjacent edges. The spin network state is now defined by the corresponding contraction of the representation matrices of the parallel transports along the edges of the lattice. The importance of these functions comes from the fact that they form a complete orthonormal system for the space of wave-functions. Note, furthermore, that a Wilson loop $`\text{tr}h_\beta `$ is just a special case of a spin-network state. Here, the underlying graph is simply one loop $`\beta `$ without self-intersections, the only edge $`\beta `$ is labelled with the fundamental representation, and the contraction at the only vertex corresponds to taking the trace.

However, in contrast to the beautiful results in the formulation of quantum geometry  (coupled or not with Yang-Mills fields ) within this framework, the progress to date in the treatment of general continuum gauge theories here has been quite limited. Only for the two-dimensional Yang-Mills theory the complete quantization program has been performed explicitly . However, even there the full measure has not been defined directly via the action method, but using a regularization and a certain limit. This was necessary because no extension of the classical action $`S=\frac{1}{4}F^2`$ to distributive gauge fields is known. Probably the same problem will arise for more complicated models as well. Therefore we are going to investigate a more fundamental problem: What kind of models at all can be studied via the action method or might it be typical that the action method fails?

## Result

Let us be given a pure gauge theory (or the pure sector of a gauge theory), i.e. some integration measure $`\text{d}\mu `$ such that the expectation values can be computed by integrating the respective observables over the space $`\overline{𝒜}/\overline{𝒢}`$ of all (distributive) gauge fields modulo gauge transforms:

$`O={\displaystyle _{\overline{𝒜}/\overline{𝒢}}}O\text{d}\mu .`$

Moreover, we assume that within this model there are uncountably many non-zero spin-network expectation values. Then there is no function $`f`$ with $`\text{d}\mu =f\text{d}\mu _0`$.

Before establishing this result, we remark that obviously there is at least no $`\text{d}\mu _0`$-square-integrable function $`f`$. Namely, if there were such a function $`f`$, it could be expanded into a generalized Fourier series over spin-network states $`T`$ (recall that these states span a complete orthonormal basis of square-integrable functions):

$`f`$ $`=`$ $`{\displaystyle \underset{T}{}}(T,f)T{\displaystyle \underset{T}{}}\left({\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\overline{T}f\text{d}\mu _0\right)T`$ (1)
$`=`$ $`{\displaystyle \underset{T}{}}\left({\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\overline{T}\text{d}\mu \right)T={\displaystyle \underset{T}{}}\overline{T}T.`$ (2)
Here, $`(\phi _1,\phi _2):=_{\overline{𝒜}/\overline{𝒢}}\overline{\phi _1}\phi _2\text{d}\mu _0`$ denotes the scalar product on the Hilbert space of wave-functions. Now, the coefficients in this series are just the spin-network expectation values (up to complex conjugation). Hence, by assumption, there are uncountably many non-zero Fourier coefficients in this series, but this is known to be impossible for Fourier series in any Hilbert spaces.

Let us now come to the general case und let us assume there were some (integrable) function $`f`$ fulfilling $`\text{d}\mu =f\text{d}\mu _0`$. It is well-known  that every integrable function can be approximated by cylindrical functions. Let now $`f_n`$ be such a sequence of cylindrical functions with $`f_nf`$. Since $`f`$ is real, we can assume that all $`f_n`$ are real. (Otherwise simply take the real part of each $`f_n`$.) Obviously we have

$`(f_n,\phi )`$ $``$ $`{\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\overline{f}_n\phi \text{d}\mu _0={\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\phi f_n\text{d}\mu _0`$ (3)
$``$ $`{\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\phi f\text{d}\mu _0={\displaystyle _{\overline{𝒜}/\overline{𝒢}}}\phi \text{d}\mu \phi `$ (4)
for every continuous function $`\phi `$ on $`\overline{𝒜}/\overline{𝒢}`$. We know, by assumption, that there are uncountably many non-zero spin-network expectation values $`T`$. But, note that we have only countably many approximating functions $`f_n`$. This means by (4), there must be some $`n`$ such that $`(f_n,T)`$ is non-zero for uncountably many spin-network states $`T`$. But this is a contradiction, since first a cylindrical function that depends, say, on the lattice $`\mathrm{\Gamma }`$ is orthogonal to all spin-network states that belong to a lattice different from $`\mathrm{\Gamma }`$ and since second for every fixed lattice there exist only countably many spin-network states. Consequently, there is no function $`f`$ with $`\text{d}\mu =f\text{d}\mu _0`$ as claimed above.

## Implications

Since every Wilson loop can be interpreted as a special spin network, we get immediately the following criterion: If there are uncountably many non-zero Wilson-loop expectation values in the theory under consideration, then the action method fails for that theory, i.e. the definition of the integration measure via $`\text{d}\mu :=\frac{1}{Z}\text{e}^S\text{d}\mu _0`$ cannot yield the correct expectation values. This is true even if we would substitute the classical action $`S`$ by some other function, maybe a regularized or renormalized action.

The significance of this result comes from its wide-range applicability. Almost all known physical gauge theories formulated in terms of loops do have uncountably many non-vanishing Wilson-loop expectation values (WLEVs). Already in the easiest example of a gauge theory in two dimensions, this criterion is fulfilled. There the WLEVs of non-selfoverlapping loops are explicitly given by $`\text{tr}h_\beta =d\text{e}^{\frac{1}{2}\text{g}^2c|G_\beta |}`$ with g being the coupling constant, $`c`$ the Casimir invariant of $`𝐆`$, $`d`$ the dimension of $`𝐆`$ and $`|G_\beta |`$ being the area enclosed by $`\beta `$ . Although for gauge theories in higher dimensions, such as for the pure gauge boson sectors of QED or QCD in four dimensions, the WLEVs are mostly not known explicitly, the knowledge of their approximative behaviour suffices to see that uncountably many of them do not vanish. Hence, even there the action method fails.

But so it does typically for all theories describing confinement or deconfinement. In the first case the WLEVs are generally expected to obey an area law , i.e. being more or less proportional to $`\text{e}^{\text{const}|G_\beta |}`$ for loops $`\beta `$ growing in the time-direction. This, however, implies immediately the existence of a “continuous”, hence uncountable family of loops with non-zero WLEVs. The same argumentation can be used in the case of a length law being an indicator for deconfinement.

Finally, just the existence of some continuous (quantum) symmetry in the given theory should typically suffice for the failure of the action method. Namely, if there is some non-vanishing WLEV, say for the loop $`\beta `$, then all other expectation values for the loops $`\mathrm{\Phi }(\beta )`$ with $`\mathrm{\Phi }`$ running through the symmetry group will be non-vanishing as well. If now $`\beta `$ itself is not accidentally invariant under most of the symmetries, we get again uncountably many non-vanishing WLEVs.

## Reason

What could be the deeper reason behind that behaviour? A striking hint comes from the observation that the above criterion is obviously non-applicable for gauge theories on a fixed lattice. Since here the number of basic loops is finite, both the number of spin networks and that of Wilson loops is infinite, but countable. (We assume that the dimension of the structure group $`𝐆`$ is finite.) Therefore, the uncountability assumption above cannot be fulfilled on the level of a finite lattice. And, indeed, typically one can find certain lattice actions $`S_\mathrm{\Gamma }`$ such that the corresponding lattice integration measures $`\text{d}\mu ^\mathrm{\Gamma }`$ can be written as $`\frac{1}{Z_\mathrm{\Gamma }}\text{e}^{S_\mathrm{\Gamma }}\text{d}\mu _{\text{Haar}}^\mathrm{\Gamma }`$. However, this just means that the deeper reason for the breakdown of the action method must be the continuum limit, i.e. the transition from a discrete space-time to a continuous space-time – or, in other words, the transition from countability to uncountability.

At the same time, this observation shows possibly the best way out for defining physical integration measures for gauge theories avoiding this problem: Construct first the lattice measures using the action method with some action adapted to the lattice, calculate then the corresponding expectation values (if necessary, by means of certain limiting processes), transfer them to the continuum and reconstruct here the full measure. In fact, this procedure has been successfully implemented, completely, e.g., in the two-dimensional case .

We only mention finally that also other attempts has been made using, e.g., block-spin and renormalization group techniques (cf. ), but here again the full integration measure has not been gained in general.

## Remarks

The main result of this letter can even be strengthened under some additional assumptions . For that purpose, let us consider a theory having the following three properties: First there is a universal (bare) coupling constant, i.e. the interaction in the classical regime between arbitrarily charged, composite matter particles is determined completely by the interaction between the elementary particles and the charge of the particles. (For instance, in the electromagnetic case this simply encodes the fact that the interaction between $`n`$-times charged particles equals $`n^2`$ the interaction between single-charged particles.) Second there are some loops that are independent random variables. And third in certain cases the WLEVs go (not too slowly) to $`1`$ when the considered loops shrink. (This assumption is met, e.g., in every model describing confinement.)

If the first two suppositions are fulfilled, then the lattice measures still can be received via the action method. However, if all three conditions are given, then not only the action method fails in the continuum, but the continuum integration measure $`\text{d}\mu `$ is even contained in a zero subset of the kinematical integration measure $`\text{d}\mu _0`$. This means, absolutely none information about the physical model can be extracted from integration over $`f\text{d}\mu _0`$ where $`f`$ is some function, maybe $`f=\frac{1}{Z}\text{e}^S`$.

The same singularity result can be deduced if we assume as above the existence of uncountably many non-zero WLEVs and are provided additionally with some symmetry group that acts ergodically on the configuration space $`\overline{𝒜}/\overline{𝒢}`$ w.r.t. both $`\text{d}\mu `$ and $`\text{d}\mu _0`$.  This is the case  for the weavy states of the free Maxwell field constructed from the polymer-like excitations of the diffeomorphism invariant quantum theory in the canonical framework.

Finally, we note that the physical integration measure $`\text{d}\mu `$ is often concentrated near non-generic strata , i.e. certain singular gauge fields.

## Conclusions

As we have shown, the breakdown of the action method can be regarded as a typical property of the continuum: Assuming the existence of uncountably many non-zero Wilson loop expectation values, the definition of the physical interaction measure via $`\text{d}\mu :=\frac{1}{Z}\text{e}^S\text{d}\mu _0`$ is impossible. If one uses the action method, one can at most “approximate” it by lattice integration measures constructed this way. For all that it is mostly tried to get $`\text{d}\mu `$ via the action method on the continuum level. Perhaps adherence to the action method is a deeper reason for the problems with the continuum limit occuring permanently up to now. The desired absolute continuity between $`\text{d}\mu `$ and $`\text{d}\mu _0`$ seems to be a deceivingly simple tool, since it hides important physical phenomena.

But, the singularity of a measure per se is completely harmless. Namely, there is no singularity in the dual picture, i.e. for the expectation values. Moreover, strictly speaking, an integration measure is not a physically relevant quantity; only expectation values are detectable. From the theoretical point of view it is completely sufficient to know that such a measure does exist. Insofar, our result is just a striking hint that not the usage of functional integrals itself, but their definition is to be revised.

## Acknowledgements

This work has been supported by the Reimar-Lüst-Stipendium of the Max-Planck-Gesellschaft (CF) and in part by the Polish CSR grant 2 P038 060 17 (JL) and the Albert-Einstein-Institut (JL). The authors are very grateful to Abhay Ashtekar and Olaf Richter for their valuable comments on the draft version of this letter.


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# Light and electric field control of ferromagnetism in magnetic quantum structures

## Abstract

A strong influence of illumination and electric bias on the Curie temperature and saturation value of the magnetization is demonstrated for semiconductor structures containing a modulation-doped p-type Cd0.96Mn0.04Te quantum well placed in various built-in electric fields. It is shown that both light beam and bias voltage generate an isothermal and reversible cross-over between the paramagnetic and ferromagnetic phases, in the way that is predetermined by the structure design. The observed behavior is in quantitative agreement with the expectations for systems, in which ferromagnetic interactions are mediated by the weakly disordered two-dimensional hole liquid.

preprint: November 12, 2001

Soon after the discovery of carrier-controlled ferromagnetism in Mn-doped III-V Ohno92  and II-VI Haur97  semiconductor compounds, it has become clear that these systems offer unprecedented opportunities to exploit the powerful methods developed for tuning carrier densities in semiconductor quantum structures, in order to control the magnetic characteristics in these systems Haur97 ; Kosh97 ; Ohno98 ; Koss00 ; Ohno00 . Such a control opens new prospects for information storage and processing, as well as it makes it possible to examine the behavior of strongly correlated systems as a function of externally controllable parameters. In the case of III-V magnetic semiconductors, Koshihara et al. Kosh97  detected an enhancement of ferromagnetism by illumination of an (In,Mn)As/GaSb heterostructure, an effect assigned to the presence of an interfacial electric field that drives the photo-holes to the magnetically active (In,Mn)As layer. More recently, Ohno et al. Ohno00  demonstrated that a gate voltage of $`\pm 125`$ V changes the Curie temperature $`T_\text{C}`$ by about 1 K in a field-effect transistor structure containing an (In,Mn)As quantum well (QW).

In the case of II-VI diluted magnetic semiconductors (DMS), Mn does not introduce any carriers. Hence, hole-mediated ferromagnetic interactions can be induced by modulation-doping of heterostructures Diet97 . Due to the valence band structure, $`T_\text{C}`$ is typically lower in II-VI than in III-V DMS. At the same time, however, it may be expected Haur97 ; Koss00  that, owing to the small background hole density, the strength of the carrier mediated ferromagnetic interactions can be tuned over a wider range in II-VI than in III-V DMS.

In this paper, we present photoluminescence (PL) studies of modulation-doped p-type (Cd,Mn)Te QW. The (Cd,Zn,Mg)Te barriers are doped either p- or n-type, so that p-i-p or p-i-n structures are formed. The QW in these systems are ferromagnetic below about 3 K. We show that, depending of the sample layout, the ferromagnetism is either destroyed or enhanced during illumination by photons with energy greater than the band gap of the barrier material. In both cases, the switching process is isothermal and reversible. Moreover, we demonstrate that the reverse biasing of the p-i-n diode by a voltage smaller than 1 V turns the ferromagnet into a paramagnetic material. Importantly, this strong effect of light and electric field can be readily explained by considering the distribution of carriers and photo-carriers in the p-i-p and p-i-n structures. At the same time, by tracing how the system properties vary with the hole density in the QW, we identify processes accounting for the magnitude of the Curie temperature and spontaneous magnetization in this low-dimensional ferromagnetic system.

Our samples were grown coherently onto a Cd0.88Zn0.12Te substrate by molecular beam epitaxy, exploiting previous expertise in p-type Arno99  and n-type Arno00  modulation doping of tellurides. As shown in Fig. 1, the structures contain a single 8 nm QW of (Cd,Mn)Te, with typically 3% to 5% Mn and (Cd,Mg,Zn)Te barriers. In the back barrier of the p-i-p structure, a nitrogen-doped p-type layer is inserted at 100 nm from the QW. A hole gas in the QW is created by doping the top barrier with nitrogen acceptors of concentration exceeding $`10^{17}`$ cm-3. The corresponding spacer layer thickness is 20 nm. In the p-i-n diode, the back barrier doped with aluminum (n-type) resides 320 nm away from the QW, and the spacer between the QW and the p-doped layer is diminished to 10 nm. This leads to a hole density in the QW of about $`2\times 10^{11}`$ cm-2 in both p-i-p and p-i-n structures, so that the carriers occupy only the ground-state heavy-hole subband. A semi-transparent gold film is evaporated on top of the p-i-n diodes, and then $`2\times 2`$ mm2 squares are formed by Ar-ion etching down to the n-type layer, a procedure followed by the deposition of In contacts. In these diodes, non-linear current-voltage characteristics are observed up to room temperature.

Following the established procedure Haur97 ; Koss00 ; Gaj94 ; Koss99 , we probe the properties of the system by PL and its excitation (PLE). Owing to the exchange coupling between the band carriers and the Mn spins, the PL line splitting is proportional to the Mn magnetization.This allows us to measure the magnetization locally, in a single QW, with a much higher sensitivity than using a conventional magnetometer. PL is excited by an Al2O3:Ti or HeNe laser, whose photon energy is below the barrier gap, and the output power is kept below 9 mW/cm2. An additional above-barrier illumination, which aims at affecting the ferromagnetism (by increasing or reducing the hole density, as explained below), is provided either by a halogen lamp screened by one blue and a variable number of gray filters, or by an Ar-ion laser. The Moss-Burstein shift between the PL and PLE lines serves us to determine the hole density Koss99  at given values of illumination intensity and bias voltage. To increase the accuracy, these measurements were also carried out in a magnetic field over 1 T, in which the hole gas is entirely spin polarized, so that the magnitude of the shift is doubled. Fig.1b shows the influence of the bias voltage $`V_d`$, on the Moss-Burstein shift (arrows) for a sample with only 0.5% Mn in the QW so that no ferromagnetic ordering is observed. This procedure appears to provide an accurate evaluation of the relative hole density, whereas its absolute value is determined within a factor of 2. It was checked that for the depleted QW both spectral position and giant Zeeman splitting of the exciton reflectivity line are consistent with those expected for the nominal values of QW width and Mn concentration (3% to 5%). Furthermore, an increase of the spin temperature Koni00  can be deduced from the Zeeman splitting but only for much higher illumination intensities than in the present study.

Figure 2 presents PL spectra collected for p-i-p and p-i-n structures in the absence of an external magnetic field at various temperatures, illumination intensities, and bias voltages. The PL line corresponds to the e1$``$ hh1 transitions. Its splitting, accompanied by a red shift of its lower component Haur97 ; Koss00 , signals the transition to an ordered phase. The splitting energy is proportional to the spontaneous magnetization within a magnetic domain. Since the easy axis is oriented along the growth direction, the emitted light contains two circularly polarized components of equal intensity corresponding to the two possible orientations of the magnetic domains. Applying a small field in the Faraday geometry results in variations of the splitting and circular polarization of the lines in agreement with the evolution expected from such domains Koss00 . As shown, the phase transition occurs not only on lowering the temperature \[Figs. 2(a) and 2(c)\], but also isothermally, on changing the illumination \[Fig. 2(b)\] or bias voltage \[from Fig. 2(c) to Fig.2 (d)\]. Remarkably, while above barrier illumination destroys ferromagnetism in the p-i-p structures \[Fig. 2(b)\], it enhances the spontaneous magnetization in the p-i-n diodes \[dotted line in Fig. 2(c)\]. Since in the systems in question ferromagnetic interactions are mediated by holes, we assign the observed behavior to the influence of illumination and bias voltage on the hole density in the QW which contains the Mn spins. To put these considerations onto a more quantitative basis we will first relate the illumination intensity and bias voltage to the hole density, and then examine how the latter determines $`T_\text{C}`$ and spontaneous magnetization.

As shown for similar p-i-p structures with a lower Mn content Koss99 , photons of energy larger than the barrier bandgap reduce the hole density in the QW. According to Fig. 1, the photo-electrons created in this way migrate to the QW, where they recombine with the pre-existing holes. At the same time, photo-holes are trapped in the barrier layers, and tunnel rather slowly back to the QW. The interplay of these processes determines the steady hole density. In agreement with the previous studies Koss99 , the relation between the light intensity $`I`$ and the hole density $`p`$ determined from the Moss-Burstein shift is well described by the formula expected for tunneling through the triangular barrier arising due to the electric field induced by the presence of the 2D hole gas in the QW, $`I=A(pp_0)\mathrm{exp}(\beta \sqrt{p})`$, where $`p_0`$ is the hole density without illumination, and the parameters $`A`$ and $`\beta `$ are proportional to the rates of electron migration and hole tunneling, respectively. We find their values to be similar to those determined previously Koss99 , e.g., $`\beta =3.34\times 10^7`$ m. Moreover, photo-carriers created directly by PL excitation into the QW , recombine fast so that they do not affect the carrier density Koss99 .

Turning to the p-i-n diodes, the band structure (Fig. 1), and the fact that the penetration length of light is larger than one micrometer, show that the built-in electric field drives the majority of the photo-holes towards the QW. This causes an enhancement of ferromagnetism under illumination, an effect visible in Fig. 2(c). In addition, biasing the p-i-n diodes controls the QW hole density: the density, evaluated from the Moss-Burstein shift, changes from $`p_02\times 10^{11}`$ cm-2 at zero bias down to zero at $`0.7`$ V. Accordingly, at this bias, no signature of ferromagnetism is observed in the PL spectra down to 1.5 K, as shown in Fig. 2(d). Knowing the sample layout, we can estimate the bias $`V_d`$, which has to be applied in order to deplete the QW entirely. The main contribution is that of the electric field across the capacitance formed by the QW and the n-type layer. For the dielectric constant of CdTe, $`ϵ=10`$, this leads to $`V_dep_0L/ϵ_oϵ=1`$ V which reproduces well the experimental value.

An important aspect of our data is that they provide detailed information on the dependence of $`T_\text{C}`$ and the spontaneous magnetization on the hole density $`p`$. There are two ways of crossing the phase boundary in our system: by varying the temperature $`T`$ at constant $`p`$, or by varying $`p`$ at constant $`T`$. The experimental values of $`T_\text{C}`$ have been obtained by tracing the position of the lower PL line as a function of $`T`$ at constant $`p`$, as shown in Fig. 3(a). This procedure avoids uncertainties associated with the renormalization of the PL energy by carrier-carrier correlation, which depends more on $`p`$ than on $`T`$, an effect visible in Fig. 2(b). A mean-field model for $`T_\text{C}`$ in low-dimensional structures has been derived by some of the present authors Haur97 ; Diet97  and others Lee00 ; Jung01 . The applicability of the mean-field approximation (MFA) is justified by the long-range character of the ferromagnetic interactions in question. In the theory adopted here Haur97 ; Diet97  the contribution of short range antiferromagnetic interactions is included in terms of an effective spin density and with an effective Curie-Weiss temperature which is negative (noted $`T_{\text{AF}}`$ hereafter) as measured for undoped DMS. As a result, the Curie-Weiss temperature is given by $`T_\text{C}=T_\text{F}T_{\text{AF}}`$, where $`T_\text{F}`$ is proportional to the Pauli susceptibility of the hole liquid $`\stackrel{~}{\chi }_h`$. Hence in a degenerate gas, $`\stackrel{~}{\chi }_h`$ is proportional to the density of states at Fermi energy, which is independent of $`p`$ for an ideal 2D gas Diet97 . The hole-hole interactions are incorporated into $`\stackrel{~}{\chi }_h`$ according to the Fermi liquid theory. In the following, when evaluating $`\stackrel{~}{\chi }_h`$ at such low values of the hole density Koss00 , the assumption that the hole liquid is in the highly degenerate limit is relaxed, and the electrostatic disorder is taken into account by a gaussian broadening of the hole density of states. Then, $`T_\text{C}`$ evolves smoothly from $`T_{\text{AF}}`$ to the constant value pertaining to the clean degenerate 2D liquid.

As shown in Fig. 3(b), there is a good agreement between experimental and theoretical values of $`T_\text{C}`$ as a function of the hole density. The theoretical curve is drawn with two adjustable parameters: the Fermi liquid parameter $`A_F=2.1`$ and the full-width at half maximum of the density-of-states gaussian broadening $`\mathrm{\Gamma }=1.7`$ meV. Such a two-fold enhancement of the Pauli susceptibility by the interactions, as implied by the magnitude of $`A_F`$, is to be expected for the hole density range in question Jung01 . According to Fig. 3(b), it is principally the non-zero value of $`\mathrm{\Gamma }`$ which accounts for the lowering of $`T_\text{C}`$ observed in the regime of small hole densities. Indeed, the value of $`\mathrm{\Gamma }`$ determined here compares favorably with the activation energy of 1.5 meV, determined for positively charged excitons in a similar CdTe QW Brin99 : these charged excitons were thought to be trapped by potential fluctuations brought about by acceptors residing at 50 nm from the QW on its both sides.

It has been shown Diet97  that, in the ideal 2D case, the hole gas should be completely polarized immediately below $`T_\text{C}`$. Therefore, the magnetization of the Mn spins induced by the molecular field of the spin polarized holes is expected to increase linearly with the hole density. Experimental values of the zero-field splitting at 1.35 K, plotted versus the hole density in Fig. 3(c), corroborate this expectation in the density range where the zero-field splitting is observed. The small difference between the experimental values and the results of the mean-field model Diet97  may suggest a possible influence of carrier-carrier correlation on optical spectra. However, the limited accuracy of our determination of the absolute value of the hole densities precludes any definitive conclusion. Nevertheless, it is worth noting that this linear dependence is markedly different from that found for (Zn,Mn)Te:N epilayers Ferr01 , in which a part of the Mn spins escape the ferromagnetic interaction at low carrier density, probably due to hole localization in the presence of acceptors in the DMS.

In conclusion, our results show how manipulating the density $`p`$ of the two-dimensional hole liquid affects the ferromagnetic properties of magnetic quantum wells. In particular, in agreement with the theoretical expectations Diet97 , the spontaneous magnetization is linear in $`p`$. While no dependence of $`T_\text{C}`$ on $`p`$ is expected for a fully degenerate ideal 2D hole liquid, we observe a dependence which is rather weak and well explained by disorder effects. Moreover, our findings show that both photon beam and electric field can isothermally drive the system between the ferromagnetic and paramagnetic phases, in a direction which can be selected by an appropriate design of the structure. This offers new tools for patterning magnetic nanostructures as well as for information writing and processing, beyond the heating effects of light exploited in the existing magneto-optical memories. Obviously, however, practical application of the tuning capabilities put forward here have to be preceded by a progress in the synthesis of functional room temperature ferromagnetic semiconductors. As far as II-VI compounds are concerned, according to theoretical suggestions Diet00 ; Sato01 , structures containing ZnO, such as p-type (Zn,Mn)O/(Zn,Mg)O, appear to be a prospective material system.

The French-Polish collaboration is supported by the Polonium program. The authors thank Y. Genuist and R. Hammelin for technical assistance.


text:
# Regularization of Ill-Posed Problems with Unbounded Operators. key words:regularization, ill posed problems, unbounded operators Math subject classification: 47A52 65J 20

## 1 Introduction. Variational regularization.

There is a large literature on methods for solving ill-posed problems: variational regularization, method of quasisolutions, iterative and projection regularization -. The case of ill-posed problems with a closed linear operator was discussed in , and the case of nonlinear, possibly unbounded, operators possibly unbounded, does not seem to be discussed. In the theory of ill-posed problems the following well-known result (\[1, Lemma I.5.8\]) is often used: if $`A`$ is an injective and continuous mapping from a compact set $`M`$ of a Banach space into a set $`N:=AM`$, then the inverse mapping $`A^1:NM`$ is continuous. In \[7, p.112\] the usual assumption about continuity of $`A`$ in the above result is replaced by the assumption about closedness of $`A`$.

In this short note ill-posed problems are studied in the case of the mapping $`A`$ not necessarily continuous, but closed, possibly nonlinear. Our argument is very simple and the result is fairly general.

Let $`A`$ be an injective, possibly nonlinear, closed operator on a Banach space $`X,`$ and the equation

$$Ay=f$$
$`(1.1)`$
has a solution $`y`$. Our arguments hold in metric spaces as well without changes.

Assume that $`A^1`$ is not continuous. This implies that problem (1.1) is ill-posed. Let

$$f_\delta f\delta .$$
$`(1.2)`$
Given $`f_\delta `$ and $`A`$, one wants to construct $`u_\delta =R_\delta (f_\delta )`$, such that $`u_\delta y0`$ as $`\delta 0`$, where $`y`$ solves (1.1). If $`u_\delta `$ is constructed, then the operator $`R_\delta `$ yields a stable approximation of the solution $`y`$ to (1.1).

Let us first describe the method of variational regularization in our case.

Define the functional

$$F(u):=A(u)f_\delta +\delta \varphi (u),$$
$`(1.3)`$
and assume that $`\varphi (u)0`$ is a functional, such that for any constant $`c>0`$ the set

$$\{u:\varphi (u)c\}\text{ is }\text{precompact }\text{in }X.$$
$`(1.4)`$
The functional $`F`$ depends on $`\delta `$ and $`f_\delta `$, but for simplicity of writing we do not show this dependence explicitly. Assume that $`D(A)D(\varphi )`$, the domain of definition of $`\varphi `$, contains $`D(A)`$. This assumption implies that $`yD(\varphi )`$, so that $`\varphi (y)<\mathrm{}`$. Define $`D(F)=D(A)`$. If $`A`$ were bounded, defined on all of $`X`$, then one would assume $`yD(\varphi )`$ and $`D(F)=D(\varphi )`$. If $`A`$ were unbounded and $`D(\varphi )D(A)`$, then one would assume that $`yD(\varphi )`$ and $`D(F)=D(\varphi )`$.

Denote

$$0m:=\underset{uD(A)}{inf}F(u).$$
$`(1.5)`$
The number $`m=m(\delta )0`$. Let $`u_j`$ be a minimizing sequence $`u_jD(F)`$ for the functional $`F`$, such that:

$$F(u_j)m+\frac{1}{j}=m+\delta ,\frac{1}{j}\delta .$$
$`(1.6)`$
Denote by $`u_\delta :=u_{j(\delta )}`$ a member $`u_{j(\delta )}`$ of this minimizing sequence, where $`j(\delta )`$ is chosen so that $`\frac{1}{j(\delta )}\delta `$. There are many such $`j(\delta )`$ and we fix one of them, for example, the minimal one. Since

$$F(y)\delta +\delta \varphi (y):=c_1\delta ,c_1:=1+\varphi (y),$$
$`(1.7)`$
one has:

$$mc_1\delta ,$$
$`(1.8)`$
and

$$F(u_\delta )m+\delta c\delta ,c:=c_1+1.$$
$`(1.9)`$
Thus $`\delta \varphi (u_\delta )c\delta `$, and

$$\varphi (u_\delta )c.$$
$`(1.10)`$
Let us now take $`\delta 0`$. By (1.4) and (1.10) one can select a convergent in $`X`$ subsequence of the set $`u_\delta `$, which we denote also $`u_\delta `$, such that

$$u_\delta u0\text{ as }\delta 0,$$
$`(1.11)`$
where $`u`$ is the limit of $`u_\delta `$.

From (1.2), (1.3), (1.9) and (1.10), one gets

$$0=\underset{\delta 0}{lim}F(u_\delta )=\underset{\delta 0}{lim}A(u_\delta )f_\delta =\underset{\delta 0}{lim}A(u_\delta )f.$$
$`(1.12)`$
Since $`A`$ is closed, (1.11) and (1.12) imply

$$\underset{\delta 0}{lim}A(u_\delta )=A(u),0=A(u)f.$$
$`(1.13)`$
Since $`A`$ is injective, (1.13) and (1.1) imply $`u=y`$, so

$$\underset{\delta 0}{lim}u_\delta y=0.$$
$`(1.14)`$
Since the limit $`y`$ of any subsequence $`u_\delta `$ is unique, the whole sequence $`u_\delta `$ converges to $`y`$.

We have proved the following result:

###### Theorem 1.1.

Assume that (1.4) holds, $`\varphi 0`$, $`A:D(A)X`$ is a closed, injective, possibly nonlinear unbounded operator, $`A(y)=f`$, and $`A^1`$ is not continuous. Let $`u_\delta `$ be constructed as above so that (1.9) holds. Then (1.14) holds.

In section 2 the method of quasisolutions is discussed in the case of possibly unbounded and nonlinear operators.

## 2 Quasisolutions for unbounded operators.

In this section the assumptions about equation (1.1) and the operator $`A`$ are the same as in section 1, in particular, $`A^1`$ is not continuous, so that solving equation (1.1) is an ill-posed problem.

Choose a compactum $`KX`$ such that the solution of (1.1) $`yK`$. Consider the problem

$$A(u)f_\delta =inf:=\mu ,uKD(A).$$
$`(2.1)`$
The infimum $`\mu =\mu (\delta )0`$ depends on $`f_\delta `$ also, but we do not show this dependence explicitly. Let $`u_j`$ be a minimizing sequence:

$$A(u_j)f_\delta \mu +\frac{1}{j}.$$
$`(2.2)`$
Choose $`j=j(\delta )`$ such that $`\frac{1}{j}\delta `$ and denote $`u_j:=u_\delta `$.

Then

$$A(u_\delta )f_\delta \mu +\delta .$$
$`(2.3)`$
Since $`A(y)f_\delta \delta `$, it follows that $`\mu \delta `$, so

$$A(u_\delta )f_\delta 2\delta .$$
$`(2.4)`$
Since $`\{u_\delta \}K`$ one can select a convergent (to some $`u`$) subsequence, denoted also $`\{u_\delta \}`$:

$$u_\delta u\text{ as }\delta 0.$$
$`(2.5)`$
From (2.4) it follows that $`A(u_\delta )`$ converges to $`f`$:

$$A(u_\delta )fA(u_\delta )f_\delta +f_\delta f3\delta 0\text{ as }\delta 0.$$
$`(2.6)`$
Since $`A`$ is closed, it follows from (2.5) and (2.6) that

$$A(u)=f.$$
$`(2.7)`$
Injectivity of $`A`$, equation (2.7), and the equation $`A(y)=f`$ imply $`u=y`$. We have proved:

###### Theorem 2.1.

Assume that $`A:D(A)X`$ is a closed, injective, possibly nonlinear and unbounded, operator, $`A(y)=f`$, (1.2) holds, $`K`$ is a compact set in $`X`$, and $`yK`$. If $`u_\delta K`$ satisfies (2.4), then (1.14) holds.

Acknowledgement. The author thanks Professor A.Yagola for useful discussions.


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# Finite size and temperature effects in the 𝐽₁-𝐽₂ model on a strip

## Abstract

Within Takahashi’s spin-wave theory we study finite size and temperature effects near the quantum critical point in the $`J_1J_2`$ Heisenberg antiferromagnet defined on a strip ($`L\times \mathrm{}`$). In the continuum limit, the theory predicts universal finite size and temperature corrections and describes the dimensional crossover in magnetic properties from 2+1 to 1+1 space-time dimensions.

Takahashi’s spin-wave theory is a useful tool for qualitative study of thermodynamic properties in low-dimensional spin systems . For instance, the theory is capable to reproduce the universal low-temperature behavior in two-dimensional (2D) Heisenberg antiferromagnets (HAFM)  originally predicted on the basis of the 2+1 nonlinear $`\sigma `$ model  in the limit $`\rho _sT`$ ($`\rho _s`$ is the spin-wave stiffness constant). Near the quantum critical point 2D HAFM is expected to possess universal magnetic properties for arbitrary $`T/\rho _s`$ provided $`\rho _s,TJ`$, $`J`$ being a characteristic exchange energy . Finite size and temperature effects in 2D HAFM in the limit $`\rho _sT`$ have previously been analyzed in the geometry $`L\times L`$ .

In the present work we apply Takahashi’s approach to a frustrated $`J_1J_2`$ Heisenberg antiferromagnet defined on a strip with linear dimensions $`L\times \mathrm{}`$ . In this geometry the coupled self-consistent equations for the spectral gap $`\mathrm{\Delta }`$, the current field $`g=a_\mathrm{𝟎}^{}b_{\widehat{x}}^{}`$, and the density field $`f=a_\mathrm{𝟎}^{}a_{\widehat{x}+\widehat{y}}`$ can be represented in the form

$`S+{\displaystyle \frac{1}{2}}`$ $`=`$ $`{\displaystyle \frac{1}{2L}}{\displaystyle \underset{k_1}{}}{\displaystyle _\pi ^\pi }{\displaystyle \frac{dk_2}{2\pi }}{\displaystyle \frac{1}{\sqrt{1\eta _𝐤^2\gamma _𝐤^2}}}\mathrm{coth}\left({\displaystyle \frac{ϵ_𝐤}{2T}}\right),`$ (1)
$`g=S+{\displaystyle \frac{1}{2}}`$ $``$ $`{\displaystyle \frac{1}{2L}}{\displaystyle \underset{k_1}{}}{\displaystyle _\pi ^\pi }{\displaystyle \frac{dk_2}{2\pi }}{\displaystyle \frac{1\gamma _𝐤^2\eta _𝐤}{\sqrt{1\eta _𝐤^2\gamma _𝐤^2}}}\mathrm{coth}\left({\displaystyle \frac{ϵ_𝐤}{2T}}\right),`$ (2)
$`f=S+{\displaystyle \frac{1}{2}}`$ $``$ $`{\displaystyle \frac{1}{2L}}{\displaystyle \underset{k_1}{}}{\displaystyle _\pi ^\pi }{\displaystyle \frac{dk_2}{2\pi }}{\displaystyle \frac{1\kappa _𝐤}{\sqrt{1\eta _𝐤^2\gamma _𝐤^2}}}\mathrm{coth}\left({\displaystyle \frac{ϵ_𝐤}{2T}}\right),`$ (3)
where $`ϵ_𝐤=4J_1g\eta _𝐤^1\sqrt{1\eta _𝐤^2\gamma _k^2}`$ is the magnon dispersion relation \[$`\eta _𝐤^1=1(\alpha f/g)(1\kappa _𝐤)+\mu `$, $`\kappa _𝐤=\mathrm{cos}k_1\mathrm{cos}k_2`$, $`\gamma _𝐤=(\mathrm{cos}k_1+\mathrm{cos}k_2)/2`$\] $`\alpha =J_2/J_1`$ is the frustration parameter, and $`S`$ is the value of the lattice spin. The components of the wave vector $`𝐤=k_1\widehat{𝐱}+k_2\widehat{𝐲}`$ take the values $`k_1=2\pi n_1/L`$ \[$`n_1=0,\pm 1,\mathrm{},\pm (N_01)/2`$\] and $`k_2[\pi ,\pi ]`$, where $`L`$ is an odd integer. We use a system of units where $`\mathrm{}=k_B=a=1`$, $`a`$ is the lattice spacing. The chemical potential $`\mu `$ is connected to the spectral gap by the relation $`\mathrm{\Delta }=4J_1g\sqrt{2\mu }`$ .

At $`T=0`$ and in an infinite geometry ($`L=\mathrm{}`$) the system is in the magnetic Néel state, characterized by the on-site magnetization

$$m_0=S+\frac{1}{2}\frac{1}{2}_\pi ^\pi _\pi ^\pi \frac{dk_1dk_2}{(2\pi )^2}\frac{1}{\sqrt{1\eta _𝐤^2\gamma _𝐤^2}},$$
(4)
up to the quantum critical point $`\alpha _c`$. Recent studies predict that the sysrem is magnetically disordered from $`\alpha _c=0.38`$ up to $`\alpha 0.6`$, and support the hypothesis that $`\alpha _c`$ is a second-order phase transition point described by the $`O(3)`$ nonlinear $`\sigma `$ model . Eqs. (1) are supposed to describe the magnetically disordered phase at finite temperatures both in the infinite $`\mathrm{}\times \mathrm{}`$ and in the strip $`L\times \mathrm{}`$ geometries . In addition, the theory can also be applied for the magnetically disordered ground state of the strip system. In both cases the excitation gap $`\mathrm{\Delta }0`$ appears as a result of the constraint that implies zero total staggered magnetization \[the first of Eqs. (1)\] and the theory is restricted to strip systems with the integer ”rung” spin $`SL`$. An equivalent spin-wave description of the ground state of finite-size systems has originally been proposed by Hirsch and Tang.

Leading corrections in $`T`$ and $`1/L`$ near the quantum critical point $`(T,\alpha )=(0,\alpha _c)`$ can be obtained in the low-energy long-wavelength limit of the theory when the magnon dispersion relation takes the form

$$ϵ_𝐤=c\sqrt{M^2+k^2}.$$
(5)
Here $`c=4J_1g\beta `$ is the spin-wave velocity $`\left(\beta =\sqrt{1/2\alpha f/g}\right)`$ and $`M=\sqrt{2\mu }/\beta `$ is the magnon ”mass” which is connected to the spectral gap by the relation $`\mathrm{\Delta }=cM`$. In the framework of the discussed theory the spin-wave stiffness constant is defined by the relation $`\rho _s=2J_1g\beta ^2m_0`$. In the long-wavelength limit Eqs. (1) are simplified to

$`S+{\displaystyle \frac{1}{2}}f+g`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}W(L,T),`$ (6)
$`S+{\displaystyle \frac{1}{2}}g`$ $`=`$ $`{\displaystyle \frac{2\beta ^2+1}{4\beta }}U(L,T)+{\displaystyle \frac{\beta }{2}}M^2W(L,T),`$ (7)
$`S+{\displaystyle \frac{1}{2}}f`$ $`=`$ $`{\displaystyle \frac{1}{2\beta }}U(L,T),`$ (8)
where

$`W(L,T)`$ $`=`$ $`{\displaystyle \frac{2T}{cL}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k_1}{}}{\displaystyle _\pi ^\pi }{\displaystyle \frac{dk_2}{2\pi }}{\displaystyle \frac{1}{\omega _n^2/c^2+M^2+k^2}},`$ (9)
$`U(L,T)`$ $`=`$ $`{\displaystyle \frac{2T}{cL}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k_1}{}}{\displaystyle _\pi ^\pi }{\displaystyle \frac{dk_2}{2\pi }}{\displaystyle \frac{k^2}{\omega _n^2/c^2+M^2+k^2}}.`$ (10)
In the last equations $`\omega _n=2\pi nT`$ and $`k=\sqrt{k_1^2+k_2^2}`$.

Finite-size effects at T=0:

In the ground state the functions $`W_0(L)W(L,0)`$ and $`U_0(L)U(L,0)`$ take the forms

$$W_0(L)=\frac{1}{L}\underset{k_1}{}_\pi ^\pi \frac{dk_2}{2\pi }\frac{1}{\sqrt{M^2+k^2}}$$

and

$$U_0(L)=\frac{1}{L}\underset{k_1}{}_\pi ^\pi \frac{dk_2}{2\pi }\sqrt{M^2+k^2}M^2W_0(L).$$

To extract the finite-size corrections we follow the method suggested in Ref.  (see also Ref ). Using integral representations for the integrands, the above two equations are, respectively, transformed to

$$W_0(L)=_0^{\mathrm{}}\frac{dt}{2\pi }\frac{e^{M^2t}}{t}\mathrm{erf}(\pi \sqrt{t})Q_L(t)$$

and

$`U_0(L)`$ $`=`$ $`M+{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{2\sqrt{\pi }}}{\displaystyle \frac{e^{M^2t}}{t^{3/2}}}\left[1{\displaystyle \frac{\mathrm{erf}(\pi \sqrt{t})}{\sqrt{4\pi t}}}Q_L(t)\right]`$ (11)
$``$ $`M^2W_0(L),`$ (12)
where $`\mathrm{erf}(z)`$ is the error function and $`Q_L(t)=(1/L)_{n=L/2+1/2}^{L/21/2}\mathrm{exp}[(2\pi n/L)^2t]`$. Note that $`lim_L\mathrm{}Q_L(t)=\mathrm{erf}(\pi \sqrt{t})/\sqrt{4\pi t}`$.

The finite-size contributions in $`W_0(L)=W_0(\mathrm{})+\delta W_0(L)`$ and $`U_0(L)=U_0(\mathrm{})+\delta U_0(L)`$ can be separated by using the asymptotic formula $`(L>>1)`$ (see Ref. , p. 148)

$$Q_L(t)\frac{1}{\sqrt{4\pi t}}\left[\mathrm{erf}(\pi t^{1/2})+2\underset{l=1}{\overset{\mathrm{}}{}}\mathrm{exp}(l^2L^2/4t)\right].$$
(13)
The result reads

$`\delta W_0(L)`$ $`=`$ $`{\displaystyle \frac{M}{\sqrt{\pi }}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{2\pi }}t^{3/2}`$ (14)
$`\times `$ $`\mathrm{exp}\left(t{\displaystyle \frac{l^2L^2M^2}{4t}}\right)\mathrm{erf}\left({\displaystyle \frac{\pi \sqrt{t}}{M}}\right),`$ (15)
$`\delta U_0(L)`$ $`=`$ $`{\displaystyle \frac{M^3}{\sqrt{\pi }}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{4\pi }}t^{5/2}`$ (16)
$`\times `$ $`\mathrm{exp}\left(t{\displaystyle \frac{l^2L^2M^2}{4t}}\right)\mathrm{erf}\left({\displaystyle \frac{\pi \sqrt{t}}{M}}\right)M^2\delta W_0(L).`$ (17)
For $`M<<1`$ the error function in the above equations can be replaced by unity and after some algebra one gets

$$\delta W_0(L)=\frac{1}{\pi L}\mathrm{Li}_1\left(e^{LM}\right)$$
(18)
and

$$\delta U_0(L)=\frac{1}{\pi L^3}F(LM).$$
(19)
Here $`\mathrm{Li}_s(z)=_{n=1}^{\mathrm{}}z^n/n^s`$ is the polylogarithmic function of $`s`$ kind and

$$F(y)y^2\mathrm{Li}_1(e^y)+y\mathrm{Li}_2(e^y)+\mathrm{Li}_3(e^y).$$
(20)
Using Eq. (4), near the quantum critical point $`(T,\alpha )=(0,\alpha _c)`$ the first of equations (6) takes the form

$$cM=\frac{2c}{L}\mathrm{arcsinh}\left[\frac{1}{2}\mathrm{exp}\left(\frac{2\pi \rho _sL}{c}\right)\right].$$
(21)
Finally, a subtraction of the $`L=\mathrm{}`$ contributions in the last two of Eqs. (6) leads to the expressions

$`g`$ $`=`$ $`g_c+{\displaystyle \frac{(2\beta _c^2+1)}{4\pi \beta _c}}{\displaystyle \frac{1}{L^3}}F(LM){\displaystyle \frac{(2\beta _c^21)}{4\beta _c^2}}U_0(\mathrm{})(\beta \beta _c)`$ (22)
$``$ $`{\displaystyle \frac{\beta _c}{2}}M^2\delta W_0(L)`$ (23)
and

$$f=f_c+\frac{1}{2\pi \beta _c}\frac{1}{L^3}F(LM)+\frac{U_0(\mathrm{})}{2\beta _c^2}(\beta \beta _c).$$
(24)
Here $`g_c`$, $`f_c`$, and $`\beta _c`$ are the values of the respective functions at the quantum critical point. The above expressions are valid near the quantum critical point.

Eq. (21) exactly reproduces the saddle point equation (with an appropriate regularization) in the $`1/N`$ expansion of the $`O(N)`$ nonlinear sigma model in 2+1 space-time dimensions.  As can be expected from the relativistic dispersion relation (5), the ratio $`c/L`$ plays the role of an effective temperature. It is well known that the gap equation (21) describes three different regimes, i.e., (i) the renormalized classical, (ii) the quantum critical, and (iii) the quantum disordered regimes (see, e.g., Ref ).
(i) For $`\rho _sL/c1`$ (large linear-size behavior) the approximate solution reads $`\mathrm{\Delta }Mc=(c/L)\mathrm{exp}(2\pi \rho _sL/c)`$. Using the mentioned symmetry and the refined result  for the correlation length $`\xi `$ at low temperatures, the expression for $`\mathrm{\Delta }`$ can be improved to

$$\frac{\mathrm{\Delta }(L)}{c}=A\mathrm{exp}\left(\frac{2\pi \rho _sL}{c}\right)\left(1\frac{c}{4\pi \rho _sL}\right),$$
(25)
where $`A`$ is some dimensionless parameter. The last equation may be interpreted as the spectral gap of a 1D HAFM defined on a ladder characterized by the integral ”rung” spin $`S_{eff}=\rho _sL/c`$.
(ii) Exactly at the quantum critical point Eq. (21) gives

$$\mathrm{\Delta }=y_0\frac{c}{L},$$
(26)
where $`y_0=2\mathrm{ln}(1/2+\sqrt{5}/2)`$ is an universal constant.
Eqs. (22) and (24) lead to the universal finite-size contribution for the internal energy per spin \[$`e(L)=2J_1(g^2\alpha f^2)`$\]

$$e(L)=e_c(\mathrm{})\frac{c}{\pi L^3}\stackrel{~}{F}(LM),$$
(27)
where $`\stackrel{~}{F}(y)=F(y)(y^2/2)\mathrm{L}i_1(\mathrm{e}^y)`$. It can be shown that for $`\alpha <\alpha _c`$ and in the limit $`LM1`$ the function $`\stackrel{~}{F}(LM)`$ reduces to $`\zeta (3)`$, whereas exactly at the critical point we have $`\stackrel{~}{F}=4\zeta (3)/5+y_0^3/12`$: the last result is obtained by using Sachdev’s identity (Ref. ). Here $`\zeta (x)`$ is the Riemann zeta function.

(iii)Finally, in the quantum disordered regime ($`\alpha >\alpha _c`$) we get

$$e(L)=e_c(\mathrm{})\frac{cM^2}{2\pi L}\mathrm{exp}(LM).$$
(28)
The exponential form of the finite-size corrections reflects the existence of an excitation gap in the quantum disordered phase. Notice, however, that in this regime the system is known to possess gapped triplet excitations , whereas Takahashi’s theory is entirely based on transverse spin-wave excitations.

Finite-size effects at low temperatures:

Using the Jacobi identity

$$\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{exp}(um^2)=\sqrt{\frac{\pi }{u}}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{exp}\left(\frac{\pi ^2m^2}{u}\right)$$

and the Poisson summation formula, one can transform Eqs. (9) into the forms $`W(L,T)=W(\mathrm{},0)+\delta W(L,T)`$ and $`U(L,T)=U(\mathrm{},0)+\delta U(L,T)`$. In what follows we will consider only finite size and temperature corrections to the internal energy. Since at low temperatures the magnon mass $`M`$ is exponentially small, it is enough to calculate the function $`\delta U(L,T)`$ for $`M=0`$. The result reads

$$\delta U(L,T)_{M=0}=\frac{2\mathrm{\Gamma }(3/2)}{\pi ^{3/2}c^3}T^3\underset{m,n=\mathrm{}}{\overset{\mathrm{}}{}}\left(m^2+n^2L^2T^2/c^2\right)^{3/2},$$
(29)
where the term $`m=n=0`$ must be omitted.
(i) In the regime $`Tc/L`$ it is convenient to transform Eq. (29) to the form

$`\delta U(L,T)_{M=0}`$ $`=`$ $`{\displaystyle \frac{2\zeta (3)T^3}{\pi c^3}}+{\displaystyle \frac{4\zeta (2)T}{\pi cL^2}}`$ (30)
$`+`$ $`{\displaystyle \frac{16T^2}{c^2L}}{\displaystyle \underset{l,m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{l}{m}}K_1\left({\displaystyle \frac{2\pi lmLT}{c}}\right),`$ (31)
\[$`K_1(x)`$ is the McDonald function\] which yields the following expression for the internal energy per spin:

$`e(L,T)`$ $`=`$ $`e_c(\mathrm{},0)+{\displaystyle \frac{2\zeta (3)}{\pi c^2}}\left\{1+O\left[(TL/c)^{3/2}e^{2\pi \frac{TL}{c}}\right]\right\}`$ (32)
$`\times `$ $`T^3+{\displaystyle \frac{4\zeta (2)}{\pi L^2}}T.`$ (33)
In the considered long-wavelength approximation the expansion parameter $`(TL/c)^1`$ gives exponentially small contributions in the $`T^3`$ prefactor. In the bulk limit the $`T^3`$ term in Eq. (32) exactly reproduces the expected contribution to the internal energy of the 2D HAFM from the Goldstone modes at $`𝐤=(0,0)`$ and $`𝐤=(\pi ,\pi )`$ (see, e.g., Ref. ).

(ii) In the regime $`Tc/L`$ it is convenient to use instead of Eq. (30) the expression

$`\delta U(L,T)_{M=0}`$ $`=`$ $`{\displaystyle \frac{2\zeta (3)}{\pi L^3}}+{\displaystyle \frac{4\zeta (2)T^2}{\pi c^2L}}`$ (34)
$`+`$ $`{\displaystyle \frac{16T}{cL^2}}{\displaystyle \underset{l,m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{l}{m}}K_1\left({\displaystyle \frac{2\pi lmc}{LT}}\right)`$ (35)
which leads to the formula

$`e(L,T)`$ $`=`$ $`e_c(\mathrm{},0)+{\displaystyle \frac{2c\zeta (3)}{\pi }}\left\{1+O\left[(TL/c)^{3/2}e^{2\pi \frac{c}{TL}}\right]\right\}`$ (36)
$`\times `$ $`{\displaystyle \frac{1}{L^3}}+{\displaystyle \frac{4\zeta (2)}{\pi cL}}T^2.`$ (37)
In conclusion, based on Takahashi’s spin-wave theory we have obtained expressions for the spectral gap and the internal energy per spin of a frustrated Heisenberg antiferromagnet defined on a strip. The expressions are valid in the continuum limit close to the quantum critical point and have a universal form depending only on the macroscopic magnetic parameters $`\rho _s`$ and $`c`$.

###### Acknowledgements.

This work was supported by the Bulgarian Science Foundation (Grant No. 817/98) and the University of Plovdiv (Contract 01-F-23). N.B.I. and N.S.T. acknowledge the financial support, respectively, from the Max-Planck Institut für Physik Komplexer Systeme (Dresden, Germany) and the Associate and Federation Scheme of ICTP (Trieste, Italy).

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