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# Disk-Jet Connection in Cygnus X-3

## 1 Introduction

Cygnus X-3 is the brightest radio source ever associated with an X-ray binary, in both quiescent and flare states (Waltman et al. wal95 (1995)). It is located at a distance of 9 kpc (Predehl et al. pre00 (2000)) in the Galactic plane in one of the arms. It exhibits multiple radio outbursts correlated with the high-soft state in the X-ray emission (Watanabe et al. wat94 (1994)). The VLBI observations of one such major flare revealed a core jet (Mioduszewski et al. mio01 (2001)), although it is not unambiguously resolved whether the jet is one-sided or two-sided (Marti et al. mar01 (2001)). Watanabe et al. (wat94 (1994)) also hint at a correlation between the soft X-ray (as observed by ASM aboard the Ginga observatory) and the quiescent radio emission (as seen by the GBI), during the low-hard state. McCollough et al. (mcc99 (1999)) give a detailed correlation test between the hard X-ray (as observed by the BATSE aboard the CGRO) and the radio (GBI), in the various states of radio and X-ray emission. They report 1) anti-correlation between the radio and hard X-ray emission during the quiescent period, 2) correlation between the radio and hard X-ray emission during the major flaring period, and 3) no correlation between the radio and hard X-ray emission during the minor flaring period.

The (quasi) simultaneous observations of X-ray binaries in the radio and X-ray bands has led to the notion that the presence of radio jets is $`ubiquitous`$ in sources with black holes or low magnetic field ($`10^9`$G) neutron stars as compact objects and these sources show a definite connection between the accretion (inflow) mechanism and the jet (outflow) formation (see Fender et al. fen01 (2001)). Correlation between radio and soft X-ray emission has been established for at least two Galactic blackhole candidates (BHCs), Cygnus X-1 (Brocksopp et al. bro99 (1999)) and GX 339-4 (Corbel et al. cor00 (2000)). In this $`Letter`$ we report the detection of a very strong correlation between the soft X-ray (as seen by the ASM aboard the RXTE) and the radio (GBI) during the low-hard and minor flaring state of Cygnus X-3, along with an anti-correlation between the hard X-ray (BATSE) and both soft X-ray (ASM) and radio (GBI) emissions. The soft X-ray:radio correlation is definitely stronger and more significant than the anti-correlation between the hard X-ray and the soft X-ray (and radio). We also carry out a detailed wide band spectral analysis, with available pointed RXTE observations during the low-hard state.

## 2 Data and Analysis

The daily monitoring data are obtained from the archives of the respective observatories: soft X-ray, in the energy range 2 – 10 keV, from ASM (aboard RXTE), hard X-ray in the energy range 20 – 600 keV from BATSE (aboard CGRO) and radio at 2.2 and 8.3 GHz from GBI (Green Bank Interferometer, at Green Bank site, West Virginia, operated by NRAO). The pointed observations of both the narrow field of view instruments aboard the RXTE, viz. PCA and HEXTE, are analysed for wide-band spectral study by combining the data from both, which include 129 channel PHA data from PCA standard-2 data (all PCUs added) and 64 channel data from the Cluster-0 of HEXTE. After analysing data from the Crab nebula, Vadawale et al. (vad01 (2001)) suggest using only Cluster-0 data from HEXTE and adding a systematic error of 2% to PCA data for a proper fit, and we have followed the same recipe. The basic data reduction and analysis was carried out using FTOOLS (V5.0) and XSPEC (V11.0).

In Figure 1 we plot the daily averaged lightcurve of Cygnus X-3 as seen by ASM (top panel), BATSE (middle panel) and GBI (2.2 GHz, bottom panel), during the period when all these three detectors were simultaneously monitoring the source. Historically, the behaviour of radio emission in Cygnus X-3 is classified into: 1) quiescent period ($``$ 50–100 mJy), 2) major flaring ($``$ 1Jy) with a preceding quenched state ($``$ 10–20 mJy), and 3) minor flaring ($``$ 100–150mJy) with partial quenching state (see Waltman et al. wal95 (1995); McCollough et al. mcc99 (1999)). Accordingly we have demarcated four regions in Figure 1, region 1 and 4 corresponding to the quiescent state (although region 4 contains two minor flares along with the long quiescent period), region 2 corresponding to the major flaring state and region 3 corresponding to the minor flaring state.

To test for the correlation among the soft X-ray, hard X-ray and the radio emission we have used the Spearman Rank Correlation (SRC) coefficient adapting the method prescribed by Macklin (mac82 (1982)) and have derived the corresponding D-parameter, which gives the confidence level, in terms of standard deviations, that the derived correlation is not due to the influence of the third parameter. Table 1 shows the SRC coefficient, null hypothesis probability and the D-parameter, using 10 day averages of the data for the different periods (and their combination) as demarcated in Figure 1. Reducing the number of days for averaging does not significantly change the results. The number of data points in region 1 (of Figure 1) is meagre and hence is not included in the correlation tests.

The most interesting result is that the soft X-ray and radio are very strongly correlated, with a very high significance level, in region 4 and regions 3 & 4 combined. It can also be ruled out (at $`>`$ 5 $`\sigma `$ level) that this correlation is influenced by the third parameter, the hard X-ray emission. Though these two parameters are correlated even in the flaring state (region 2) at a much reduced significance level, the correlation tests in this region could be influenced by the high variability at time scales shorter than the period chosen for taking the averages (10 days). Hence we concentrate on the results obtained for region 4 and region 3 & 4 combined. It is also found that the soft X-ray is anti-correlated with the hard X-ray emission. The anti-correlation between the radio and hard X-ray emission, though strong, could be influenced by the other two correlations, particularly when we examine the data for the region 3 & 4 combined. The similarity of the behaviour of region 4 and regions 3 & 4 combined suggest that the emission mechanism during the minor flaring and the quiescent period are the same, and hence these two can be clubbed together as one class.

Figure 2, showing the variation of flux in radio (correlated) and hard X-ray (anti-correlated) with soft X-ray flux during the low-hard state (region 4 of Figure 1), clearly demonstrates the simple monotonic dependence of the both with the soft X-ray (ASM) during the few hundred days. A total of 22 pointed observations of RXTE, of which 10 are in the low-hard state, exist during this period of simultaneous monitoring (shown in the top panel of Figure 1). Only three groups of observations, separated by more than ten days, exist, in the low-hard state. We have selected representative observation from each group, marked as inverted arrows in Figure 1, for a detailed X-ray spectral analysis. These three observations span the range of observed X-ray and radio fluxes and some salient features of these observations are given in Table 2. The three unfolded spectra are overlaid on the top panel of Figure 3 with the PHA ratios for the two extreme spectra shown in the bottom panel.

During the low-hard state, encompassing the regions 3 & 4 of Figure 1, the continuum spectra (5 – 150 keV) is best described by the Comptonization of seed photons from a thermal multi-coloured accretion disk by a thermal Comptonizing plasma cloud (CompST-Sunyaev & Titarchuk sun80 (1980); Nakamura et al. nak93 (1993); Rajeev et al. raj94 (1994)) along with a non-thermal powerlaw emission (Choudhury & Rao cho01 (2001)). The resolution of the three Fe lines (Kitamoto et al. kit94 (1994)) and the two absorption edges (Rajeev et al. raj94 (1994)) are beyond the capability of the PCA, hence we fix the relative separation of line and edge energies as reported by Rajeev et al. (raj94 (1994)); Nakamura et al. (nak93 (1993)); and Kitamoto et al. (kit94 (1994)), and treat the edge energy at 7.1 keV and the normalization of all the lines and edges as the variable parameters in the fit. The best fit values of the electron temperature (kTe) of the Compton cloud and the powerlaw photon index ($`\mathrm{\Gamma }_X`$) for the three spectra are given in Table 2B. Other simple models like cutoff powerlaw (along with a powerlaw), broken power-law, etc. do not consistently fit all the observed spectra with physically feasible parameter values and give much inferior fits. It can be seen from the figure that there is a systematic change in the shape of the spectrum with increasing soft X-ray flux (and radio flux, see Table 2). The X-ray spectrum, when the radio flux is low, is quite flat in the 20 – 40 keV region and the spectral curvature increases with the soft X-ray flux.

## 3 Discussion and Conclusion

Although Galactic BHCs exhibit radio jets during the low-hard state, viz. Cygnus X-1 (Brocksopp et al. bro99 (1999)), GX339-4 (Corbel et al. cor00 (2000)), GRS1915+105 (Dhawan et al. dha00 (2000)), XTEJ1550-534 (Corbel et al. cor01 (2001)), 1E1740.7 (Mirabel et al. mir92 (1992)), GRS1758-258 (Rodriguez et al. rod92 (1992)), a detailed correlation among the radio, soft and hard X-ray emission is done for a very few sources, viz. Cygnus X-1 and GX339-4, and their behaviour is quite different from that of Cygnus X-3. Cygnus X-3 is the only source that shows such a strong correlation between soft X-ray and radio, and it is also the only source to distinctly show the anti-correlation between the soft and hard X-rays, during the low-hard state. Watanabe et al. (wat94 (1994)) have examined the association of the X-ray (from Ginga) and radio emission from Cygnus X-3 and though there was a hint of correlation between the soft X-ray and radio flux in the hard state (see their Figure 6), a detailed correlation was not presented, presumably because of the sparse sampling of the source by the Ginga satellite.

The quiescent state of Cygnus X-3 has persistent (flat spectrum) radio emission (60 – 100 mJy). This state in Cygnus X-3 is likely to be similar to the “plateau”radio state seen in the most active micro-quasar GRS 1915+105 which shows flat spectrum radio emission for extended durations and the radio emission is identified with a compact jet of size $``$10 AU (Dhawan et al. dha00 (2000)). The spectral changes in association with the radio emission is also quite similar to GRS 1915+105 (Vadawale et al. vad01 (2001)).

Recently it has been suggested that X-ray emission from BHCs GRS1915+105 (particularly during the “plateau” state) and XTE J1118+480 could be arising from synchrotron emission from the base of the jet (Vadawale et al. vad01 (2001); Markoff et al. mark01 (2001)). Therefore it leads to a speculation that some of the X-ray flux in Cygnus X-3 also could be arising from synchrotron emission from the base of the jet. This can explain the correlation between soft X-ray and radio fluxes but fails to explain the anti-correlation between soft and hard X-ray fluxes.

It is also possible that the soft X-ray emission is due to the accretion disk (directly or indirectly) and the observed correlation is due to a connection between the accretion disk and the jet emission. The X-ray emission from Cygnus X-3 is highly obscured and the bulk of the X-ray emission below 5 keV is due to the emission-line dominated photo-ionized plasma surrounding the compact object (Paerels et al. pae00 (2000); Kawashima & Kitamoto kaw96 (1996)). Hence there is no clear evidence for the disk blackbody emission, commonly seen as an X-ray spectral component in the soft X-ray region in other BHCs. Our spectral analysis above 5 keV has identified two spectral components and these, by analogy with other BHCs, can be identified with thermal/non-thermal Comptonization (Zdziarski et al. zdz01 (2001); Gierlinski et al. gie99 (1999)) occurring in the source (or due to X-ray synchrotron emission - see above). If we assume that the region of the Comptonization is confined to a small region near the compact object, we can qualitatively explain the observed correlations under the Two Component Accretion Flow (TCAF) model of Chakrabarti (cha96 (1996)), in which the Compton spectrum originates from a region close to the compact object, confined within the Centrifugal Boundary Layer (CENBOL). At low accretion rate, the CENBOL is far away from the compact object, the spectrum is harder with lower outflow (see Das and Chakrabarti das98 (1998)). On increasing the accretion rate the CENBOL comes closer to the compact object with greater outflow, giving rise to increased radio emission. Though this model qualitatively explains the observed correlations, we must add here that the thermal Compton model is only an approximation and a correct Comptonization model requires an accurate description of the geometry of the emission region.

## Acknowledgements

This research has made use of data obtained through the HEASARC Online Service, provided by the NASA/GSFC, and the Green Bank Interferometer, a facility of the National Science Foundation operated by the NRAO in support of NASA High Energy Astrophysics Programs. We thank J. S. Yadav for useful suggestions and H. Falcke, the referee of the paper, whose critical comments helped in significantly improving the quality of the work. AKJ is grateful to P. S. Goel, Director, ISAC and K. Kasturirangan, Chairman, ISRO, for their constant encouragement and support during the course of this work.


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# References

SLAC–PUB–9000

November 2001

Summary and Outlook for 9th International Symposium on Heavy Flavor Physics ***Work supported by the Department of Energy, contract DE–AC03–76SF00515.

Helen Quinn

Stanford Linear Accelerator Center

Stanford University, Menlo Park, California 94025

Abstract

This is the summary talk of a meeting held at the California Institute of Technology Sept 10–13, 2001. I do not attempt to summarize all the beautiful experimental results we have seen this week, nor to repeat the lively theoretical discussions that have occurred. Rather I will present my own biased perspective on what we have learned, and on the important tasks that need our attention as we work to make the most of the rapidly accumulating data in this field.

Talk presented at 9th International Symposium

on Heavy Flavor Physics

California Institute of Technology

Pasadena, CA

September 10-13, 2001

INTRODUCTION

I want to begin by thanking our hosts for presenting a well-organized and very effective meeting in a week where such tasks were not easy. Given the dreadful events of last Tuesday we were all a little distracted. None of us will forget where we were in this week, nor that we were well taken care of here. Despite the disaster (which, as one small side-effect, shut down CalTech for the day) a new location for our meeting on Tuesday was found, new arrangements to feed us made quickly and smoothly, and our meeting carried on. The technology continued to function, the talks were all given. We all appreciate the excellent hospitality we were given throughout the week, and the support we are now offered as we all try to figure out how we will get home. We owe a vote of thanks to David Hitlin, Frank Porter, Gregory Dubois-Felsmann, and Anders Ryd and their support staff for their efforts. They made it look easy, but I am sure it was not.

To turn to the physics, I start with a personal comment. I have greatly enjoyed being part of the process of development of the $`B`$ factory and the BaBar experiment almost from the beginning. This was a fascinating and humbling experience for a theorist. I have seen how much the naive first estimates of what such a facility can achieve are transformed as the reality of building an actual experiment and analyzing real data take over from the back-of-the-envelope guesses with which we begin the process. On both the theory side and the experimental side we (and from here on we means not just BaBar collaborators but all working in this field) have learned where our first approximations are insufficient. The process could be disheartening, except that there are enough clever and determined people involved that somehow we continue to make progress. Despite the difficulties, we manage to maintain optimism and work hard enough that real progress is made. The results on both the theory side and the experimental side that we have seen this week are a proof of that. The job is far from done, but it is well begun. We have begun to unravel the physics of $`B`$ meson decays.

I mention BaBar first only because it is there that I sit and so I have seen the process there first hand. The same hard work and persistence in other laboratories has also produced new and interesting results reported this summer. We have heard many results this week (even a few actually new ones) and over this last summer. In $`B`$ physics CLEO, Belle and BaBar are reporting results on some branching ratios as small as $`10^6`$ , and both BaBar and Belle have reported evidence that the $`CP`$ violating parameter sin ($`2\beta `$) (or sin ($`2\varphi _1`$) which is the same thing) is non-zero . With current accuracy, the result is consistent with the range predicted by the Standard Model. Results on charm, strange and tau physics have also been reported here. I do not intend to summarize all these results, they speak for themselves in the many excellent presentations we have heard . Ongoing experiments will bring more new results and we can expect improved precision on interesting measurements for some time to come.

So what have we learned from all these results? What more do we expect to learn by pursuing the physics of flavor over the next few years? We certainly have learned that persistence pays, and indeed is required to reach our goals. Both in theory and in experiment we must continue to work hard, for several more years at least, to truly pin down all the details of this sector. We have seen that in $`B`$-physics as in previous flavor physics there is no free lunch. The golden channel of $`\psi K_s`$ and its cousins ($`bc\overline{c}s`$ decays of $`B_d`$) is interesting. We were not lucky enough to find any challenge to the Standard Model in this first observation of $`CP`$ violation in the neutral $`B`$ meson decays. Since one of our major motivations for pursuing this physics is to test the Standard Model story on $`CP`$ violation that simply means that we must continue with the rest of the program, implementing physics analyses of many more channels.

In our struggle to understand the physics of flavor and with it the physics of $`CP`$ violation, for at least within the Standard Model the two are intimately linked, we have, once again, run into the fact that we cannot isolate quarks. This means that to study their decays we must inevitably also study some aspects of strong interaction hadronic physics. There are few “golden channels” in which the physics of interest to us for testing the Standard Model can be cleanly separated from the hadronic physics. Our calculational tools are then in need of help. The theory work advances steadily, but the net result is that the predictions we need to be able to make depend on quantities that we cannot directly calculate. We must therefore take a multichannel approach, where theory and experiment feed information to one another.

Theoretical predictions, once hadronic physics enters the picture, depend on some inputs that can only be obtained from measurement or models. Interpretation of measurements depend on input from theory. The process of learning is murky and iterative. In the rest of this talk I will illustrate this with some examples from the theory talks we have heard this week. I will draw a few morals about the way this game must be played if it is to succeed. Being an equal opportunity moralist I have advice for theorists and for experimentalists alike. In the end it comes down to the same advice—a plea for logical clarity and honest revelations about what is an input and what is an output in presenting any theory work or any experimental result. I will make myself clearer on this after the examples. I am going to say a lot of obvious things in this talk, at the risk of sounding preachy and naive. The reason I do this is because it seems sometimes that our tools become so sophisticated that we forget some obvious things. I guess I’m old enough to get away with being preachy on occasion.

My first example is the measurement of charmless semileptonic $`B`$ decays and the extraction of $`V_{ub}`$. Here we heard of new theoretical work from Christain Bauer  and ideas on using the spectrum of $`Bs\gamma `$ data as a way to measure some input parameters from Ira Rothstein . The CLEO experiment has begun to implement some of these ideas . You all know the problem. To extract $`V_{ub}`$ we must measure charmless decays. The cuts on the data that must be introduced to remove the background from the much more common decays to charm bring with them a price for the theorists. The fraction of the data kept after any cuts must be calculated. This fraction is sensitive to details of the spectrum that may not be reliably predicted by a quark level calculation.

Christian Bauer showed us how a combination of cuts can be used to limit the sensitivity to this problem and suggested how one can also gain some tests of that sensitivity by varying the cut prescription. He advised minimizing sensitivity to theory. That is impossible; we are trying to extract a theory parameter. But what he really meant was minimizing sensitivity to the uncertainties in the theory that arise from soft physics. That can be done! I would further suggest that the data should be presented in two ways. The cuts may be tuned based on theory input, but the result should first be stated in as theory independent a fashion as possible. Only after that should the analysis that gives the theoretical parameter be introduced. In this case this separation is readily made. One has simply to quote a rate of events in a given kinematic region, or perhaps a table of such numbers for different choices of kinematic cuts. The second step, of turning that table into a best estimate for $`V_{ub}`$, is also needed. It should be kept separate. In this step theory and experiment become inextricably mixed together. The reason I plead for the first step, the presentation of data with no theory in the numbers, is that that is what will allow us to come back at a later date (even possibly after the collaboration presenting the results is long disbanded) and re-analyze the data with new theory inputs. Experiments should not become so theory-driven that they only present results for theoretically interesting quantities. I know there are cases where my advice is simply too naive, where there is essentially no way to present a theory-free set of numbers. It is just this fact that has led us into the bad habit of confounding the two steps, that of measurement and that of interpretation. The pattern is perhaps reinforced when experiments publish only as letters; there is not room in a letter for the two steps, and the second number is regarded as the real result of the measurement. In the short term this is true, in the long term the theory independent result has more staying power! My advice to experiments is to pay attention to whether or not they are forced into this procrustean bed, or whether they are allowing themselves to fall there simply because they have not tried to hard enough avoid it!

I want to return to the idea that Ira Rothstein  talked about, that of using one set of channels to measure some soft physics parameters and then using those parameters in interpreting another set of channels. This may sound obvious, it is in practice neither obvious nor simple to implement. The issue is that these parameters are not physical quantities in the technical sense—they are definition and convention dependent. This means that one must in fact do some higher order QCD calculation to understand how the spectrum in say radiative $`B`$ decays is related to that in semileptonic $`B`$ decays. This is ongoing work, and the “best” or even standard conventions for defining the relevant $`B`$ physics parameters may not yet have emerged. This is a technical point, not a problem. However when experiments quote numbers for a theoretically-defined quantity, such as the parameter $`\overline{\mathrm{\Lambda }}`$ of the heavy quark effective theory, they must at the same time tell us what definition of this parameter (or equivalently, in this case, of quark mass) they are using. Without such a definition the quantity is meaningless.

A second topic where we saw some interesting theoretical analysis was on the subject of $`D\overline{D}`$ mixing, long advertized by theorists as a good place to look for new physics effects. In the talk by Zoltan Ligeti  we heard how the naively predicted pattern of the operator product expansion contributions to $`x`$ and $`y`$ is possibly disrupted because of SU(3) breaking effects. Since the otherwise-leading operator is suppressed by SU(3) symmetry, the symmetry-breaking effects can be significant. Indeed they may alter the expected relative sizes of $`x`$ and $`y`$. The size of expected Standard Model effects is also enhanced once SU(3) breaking is considered. So the lesson here is not to trust first rough estimates of theoretical uncertainties, these things always some study. However the effects here are still at most at the few percent level, so this remains a place to look for new physics effects.

No method can completely remove the issues of theoretical uncertainties. No matter what technical improvements are made, in the end we must are rely on some quark-level calculations and some version of quark-hadron duality. Now it is the job of the theorists to estimate how big the remaining uncertainties could be. Unfortunately there is often no rigorous approach that gives a definite answer. I believe that theorists must give skeptical answers here, but that it is important to try to be quantitative. It is just as bad to give an off-the-cuff overestimate of the uncertainties as it is to claim that everything is under control with an optimistic estimate of uncertainties.

So let us spend a little time considering how big can the violations of quark hadron duality be? What sets the scale of these effects? What level of averaging is needed to remove the detailed dependence on resonance masses in a spectrum and hence to get results that depend only on the underlying quark diagrams? To make this point I will digress a little and talk about a case where I know something about the answers, that is the rate of hadron production in $`e^+e^{}`$ annihilation. This is typically expressed as a ratio $`R_{e^+e^{}}`$ of hadron to non-resonant muon-pair production . One can prove quite formally that an integral over this ratio along the entire real physical cut can be given by the relevant quark-loop graph calculated in the deep Euclidean region. Indeed one can use the analytic properties of the quark graph to calculate an integral that weights a small segment of the cut. In the Euclidean region there are no small denominators from near-mass shell propagators and so the power series expansion is well behaved.

What limits the reliability of the calculation is that as one approaches a threshold on the physical cut certain propagators in the diagram give small denominator factors. We know which diagrams have to be summed to all orders to produce the onium resonances just below a new quark threshold. Right on resonance the violations of duality are huge if we do not make this resummation. We can avoid the resummation only if we calculate an integral that can be determined without the knowledge of the function close to the threshold. That is the essence of the “global” duality –it gives us a correct averaged cross-section, but not the detailed threshold and sub-threshold structure. On the other hand, once we are well above threshold we can approach quite close to the physical cut without any small denominators appearing in any diagram. Indeed we find that the averaged rate and the naive “local” quark calculation agree well in such a region. There are two main points that this example teaches us. The first is that the violations of local duality are very large if we are foolish enough to try to use it where some quark propagator goes on-shell, but quite small when we are far from any threshold. In a properly averaged quantity, the “duality violations” are small. The second point is that a careful enough examination of the quark diagrams revealed what went wrong with the perturbation series at the threshold, and hence indicated the range over which averaging was needed to avoid these problems. The size of duality violations is then controlled by the averaging scale compared to $`\mathrm{\Lambda }_{QCD}`$ (and also to light quark masses which are smaller).

These features then generalize to two questions. The first is how much do we need to average over hadronic mass spectra to ensure that corrections to a quark-hadron duality estimate are under control? The second is to find what effects can give large violations for the process in question, and what sets the scale of these effects in a suitably averaged quantity. In an ideal world we could give rigorous answers to these questions, in the real world different theorists reach different conclusions. For example for the case of the inclusive semileptonic decay rate to particle with charm, where no significant kinematic cuts are required to select events, these corrections have been discussed in some detail and are generally agreed to be be small. The range of lepton momenta achieves some averaging over the hadron mass spectrum. The argument among theorists is then over whether small means a few percent or of order $`10^3`$. Bigi and Uraltsev have argued that the latter number is appropriate . Their argument is plausible; no one has shown specific effects which they have ignored. However this same type of argumentation leads to other results that are discrepant with experiment, for example the differences in the lifetimes of different $`b`$-containing mesons and baryons are larger than duality-based arguments would predict. The conundrum is then whether we are at the stage where we should say these are serious violations of Standard Model predictions, or simply that violations of quark-hadron duality are bigger than expected. Any skeptical observer takes the latter position. But the results certainly show how important it is to try to gain a better understanding of how to quantify such duality violations reliably. We may lose the ability to recognize many signals of new physics if we do not do better on this front. Theorists generally divide into those who have made the calculations and are willing to make estimates of the size of the breaking, and skeptics who say we cannot reliably estimate these effects. The skeptics typically cannot point to any specific error in the calculations that have been made. I admit that I have generally been among the latter group—but at this stage of the game it is an inadequate position to take. We theorists need to keep attempting to do better.

However, at the same time as I preach that skeptical theorists should take on this challenge, I warn the experimentalists that the most aggressive (optimistic) estimates of theoretical uncertainties are often not reliable. The problem is that the diseases of the quark-level perturbation theory calculation can be very subtle and do not always manifest themselves in an obvious way. For the case of $`B`$ decays, we will only learn how to limit the size of duality violating effects by comparing predictions with data in many, many channels. In particular it is important to test the sensitivity of results to variation of any experimental cuts or changes in procedure. When there is significant sensitivity in the parameter extraction to cut-variation or to input models or assumptions then we know that we cannot trust the duality-based calculation. However, even when the sensitivity to variation in input is small we still cannot be certain that the effects of duality violations are small. This all leaves a very murky path to finding a distinction between new physics effects and unexpectedly large corrections to our calculations. I hope and expect that we will be able to find ways to separate these two things, but there are no guarantees.

One class of processes for which this process is now at a well-developed stage is the calculation of two-pseudo-scalar decay channels using qcd-improved factorization or the alternative formulation called perturbative qcd. We have all seen the papers and heard talks by two groups working on this topic. It has taken me some time to understand some of the details of this work. The results of the two groups are quite different, but it appears at first glance that they are pursuing the same methods. The methods both keep leading order terms in $`\mathrm{\Lambda }_{QCD}/m_b`$ and calculate the leading $`\alpha _s(m_b)`$ corrections. The groups get quite different results on some points. The problem is that even the conclusions on the power counting for the relative sizes of certain contributions are dependent on assumptions about the quark distribution function end-point behavior. In my opinion the fact that two independent groups have been working on this is important. We have seen that the estimates of theoretical uncertainties of one group have evolved due to the work of the other group. This is what we need, honest efforts to give good error estimates, and, to find what parts of those estimates are sensitive to assumptions, more than one group doing independent work on the same problem. This then leads to an iterative process that can eventually give us some confidence that we have a good estimate of theoretical uncertainties.

The group of Beneke et al. , represented in this meeting in the talk by Matthias Neubert, assume that the end point behavior is a power of $`x`$, and do not include any Sudakov suppression factor. They argue this effect does not play a significant role at the actual $`B`$ mass scale. They then use data and models to give the needed input for matrix elements; for example, the transition matrix element for $`B`$ to pseudoscalar meson is taken from semileptonic decay measurements. They make an honest effort to test a range of assumptions, for example for quark distribution functions, and see how their results vary as those input assumption are varied. This is the model we all must follow. But no matter how honest a group might be, it is important to also have another group or groups think independently about what input assumptions are reasonable. Only in this way can there be a serious discussion about whether the estimates of theory uncertainties are conservative or aggressive.

The group of Keum et al. , represented here by the talk by Y-Y. Keum, make a different set of assumptions. They include transverse-momentum dependence via Sudakov factor in the quark distribution functions. This suppresses the contribution which is the leading term in the Beneke et al. approach, so that in this so-called perturbative QCD approach the dominant term is an order $`\alpha _s(m_b)`$ hard-gluon exchange to the spectator quark. Then the inputs are light-cone quark distribution functions for the mesons, which they argue are calculable. I find that last statement quite doubtful (see the arguments on this subject in a paper that appeared shortly after this talk ). However one can simply regard these inputs as an alternate (and stronger) set of assumptions. One then must ask whether these are reasonable assumptions. They choose the parameters of the Sudakov term so that the scale of average transverse momenta in the quark distributions is $`k_{}^2=m_b\mathrm{\Lambda }_{QCD}`$. This is an incorrect choice! Even for the $`B`$ meson, and certainly for the pion, the transverse momenta should be scaled only by $`\mathrm{\Lambda }_{QCD}`$. This choice has significant implications for their numerical results, which I therefore find suspect.

However even if their results are not yet reliable, there are some points that have been raised by these authors that have led to some revisions of the error estimates of the former group. This reinforces my statement that it is always useful to have two groups approaching the problem independently, to test assumptions about theoretical uncertainties. The major issue raised by the second set of calculations is the impact of, and control over, the ($`\mathrm{\Lambda }_{QCD}/m_b`$)-suppressed contributions. The contribution of annihilation graphs is one such term. In the Beneke et al. formalism it turns out that this contribution is infra-red singular and hence dependent on the cut-offs introduced to control this singularity. Recent papers of this group include an larger estimate of the uncertainties due to these terms than earlier papers (as far as I can tell). In the Keum et al. approach the infrared behavior of this contribution is softened by the $`k_{}`$ dependence of quark propagators, and the term is found to be numerically significant. In particular it contributes to a large imaginary part, the size of which is important for any estimate of direct $`CP`$-violation. These numerical results depend on the incorrect scale for the average $`k_{}`$ mentioned above, and so I do not trust them. However the fact that this contribution needs to be estimated carefully is an important point that was raised by this work. The public debate between the two groups has also helped those not directly involved to learn what are the critical issues. That is an important impact of having two sets of calculations.

This example provides a model for our path into the future. It is not possible to avoid all hadronic physics questions. We need theorists to tackle them and to make some assumptions in order to do so. We then must do a serious job of thinking about the range of input assumptions. Human nature being what it is, we must have more than one group tackle that job. That helps ensure a public discussion of all relevant issues. However much this is done, there will always be some remaining tension between those who have made the estimates and skeptics who doubt their methods. The history of the $`\mathrm{\Delta }I=1/2`$ enhancement and $`\frac{ϵ^{}}{ϵ}`$ provide a warning that favors the skeptics, but $`B`$-decays offer a new regime where more systematic expansions are available. There is ongoing progress on the theory of this regime.

So this effort must continue, both on the theory front in estimating uncertainties, and on the experimental front in presenting measurements in as theory-independent a fashion as possible. Then the clever application of theory to experimental data is needed, to provide the cleanest possible tests of the Standard Model. That requires close cooperation of theorists and experimentalists. Even after all the hard work is done the question remains whether we can be confident enough of our uncertainty estimates that we can be sure a discrepant measurement tells us there is new physics. The pessimistic view is that we will always be able to adjust the theory uncertainties to cover any measured results. The optimistic view is that eventually we will gain enough confidence in our methods to recognize true discrepancies if such exist. I suspect that any one result will not be convincing. It will take a pattern of discrepancies in fitting many channels to tell us that the Standard Model is failing. Both theorists and experiments still have much work to do. I have been impressed up till now by the persistence on both fronts in this work. This persistence has yielded steady progress, as we have seen in this meeting. I am hopeful that this progress will continue.


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# The Cochlear Tuning Curve

## Abstract

The *tuning curve* of the cochlea measures how large an input is required to elicit a given output level as a function of the frequency. It is a fundamental object of auditory theory, for it summarizes how to infer what a sound was on the basis of the cochlear output. A simple model is presented showing that only two elements are sufficient for establishing the cochlear tuning curve: a broadly tuned traveling wave, moving unidirectionally from high to low frequencies, and a set of mechanosensors poised at the threshold of an oscillatory (Hopf) instability. These two components suffice to generate the various frequency-response regimes which are needed for a cochlear tuning curve with a high slope.

Rockefeller University, 1230 York Avenue, New York
marcelo@zahir.rockefeller.edu

Our senses are understood to very different degrees. For example, a fair amount is known and understood about visual transduction: the eye is like a camera, with a lens that focuses light onto the sensitive film of the retina. The lens is solely responsible for the sharpness of imaging, while the rod cells of the retina are solely responsible for the high sensitivity of the eye; both have attained fundamental physical limits, diffraction-limited focusing and single-photon sensitivity. Furthermore we know the molecular players involved in phototransduction and quite a bit about how these players play together to generate a neural response to a single photon. By contrast, we know many facts about the ear, but we do not yet fully understand how to put them together into a coherent picture. We do know that the ear is nothing like a microphone; if anything, we could say that the ear is like a camera, with a “lens” that sharply focuses sound (according to frequency) onto a sound-sensitive film. We know that the sharpness and sensitivity of this process have achieved fundamental physical limitations. But the intriguing twist of the plot is that, *in the cochlea, the lens and the film are one and the same*: the hair cells are both the active sound-sensing elements, as well as the source of the active mechanical feedback of sound that results in the cochlea’s frequency selectivity. If the active mechanisms in the hair cells are turned off, the cochlea can neither sharply “focus” sound nor amplify faint sounds. This dual role of the hair cells as both lens and film has made it difficult to unravel various pieces of the puzzle. Furthermore, the picture is similarly difficult at the molecular level: the transduction channels which are ultimately responsible for generating an electrical impulse in response to sound have long eluded identification. First because they are so few, about tens per hair cell, as opposed to $`>10^9`$ rhodopsin molecules per rod cell. Secondly because the high-frequency nature of the detection has thrust upon these channels dual roles which preclude their direct interaction with other molecular players which might help in identifying them. Five different molecules mediate the information cascade between photon detection and the closing of ion channels that generates an electrical impulse; there is no evidence yet of any intermediates in hair cells, where the (still hypothetical) tip link-gating channel complex seems to have simultaneous roles in sound detection, electrical impulse generation and mechanical feedback.

The dual roles of the cochlea in amplification and frequency tuning appear to be two aspects of the same phenomenon. In 1948, T. Gold hypothesized  that in order for the cochlea to provide tuning in view of high viscous damping, it would have to follow a mechanism similar to regenerative receivers, where positive feedback can generate at the same time high amplification and sharp frequency selectivity. This *regenerative hypothesis* lay dormant for many years, due to what appeared as evidence against it. It slowly resurfaced because one of its fundamental implications, that misadjusted feedback would result in sound emission, is to date the only explanation we have for *spontaneous otoacoustic emissions,* the universally ocurring phenomenon of sound being emitted by the cochlea. A second line of microscopic experimental evidence for Gold’s hypothesis has been slowly surfacing recently. It was noted in , based on modeling of the transduction channel, that hair bundles appear to be operating near a Hopf bifurcation, the oscillatory instability behind regeneration, and experimental confirmation soon followed . Finally, purely theoretical considerations provide backing circumstancial evidence: the Hopf bifurcation posesses intrinsic essential nonlinear characteristics which agree with otherwise unexplainable nonlinear characteristics of the ear . It had already been noted by Gold that a feedback loop to keep the system tuned to the threshold of instability would be required, in the manner of *super*regenerative receivers; a plausible molecular implementation of self-tuning has been shown in ; though the exact players are debatable, the mechanism is generic.

The problem is that the Hopf instability alone does not seem to explain, by itself, the mechanical and neural tuning curves of the cochlea. A fundamental property of sensory systems is that they are “built” to be “used” by the brain; i.e., the most illuminating characterization of such systems is not the “forward” transfer responses which tell us how the system reacts to stimuli, but the “reverse” characteristics, in which we try to know what stimulus caused a given reaction. This is the viewpoint of the brain, which tries to infer what is out there in the world based on the information coming out of the sensory systems; an extremely clear example in the H1 neuron of the fly is given in , as well as the theoretical infrastructure to relate these ideas to Bayesian approaches and info theory. In the case of hearing, this viewpoint was taken very early on; because of the inaccesibility of the cochlea, first characterizations were of the neural output present in the auditory nerve rather than mechanical responses, and took the following form. A single frequency is presented, and its intensity is varied until the output reaches a specified level—be it spikes per second in the case of the nerve, or a given amplitude of vibration in the basilar membrane. As the frequency is sweeped, one reconstructs a curve telling how much input is necessary to elicit a given response as a function of the frequency, which is called the *tuning curve* ; in the case of auditory nerve measurements, this is called the *neural tuning curve.* The shape of these curve is close to universal: the tuning curve has one minimum, one specific frequency for which the intensity required to elicit a given response is minimal, the central frequency (CF) of the nerve fiber or spot on the cochlea being observed. Around that minimum there is marked and universal asymetry: a very shallow left flank, and an extremely steep right flank, and then saturation. The slope of the right flank is a fundamental measure of auditory acuitiy, reaching the 120 dB per octave in mammals, and a non-negligible 90-100 db/oct in lower vertebrates such as *Gekko gekko*. Contrarily, sufficiently close to a Hopf bifurcation systems respond in a universal way , which is symmetric around the resonant frequency, at least locally. In  a closed form solution shows the “tuning curve” of a single Hopf bifurcation to be locally symmetric; this is computed to be $`F^2=R^6+\mathrm{\Delta }\omega ^2R^2`$ which is (a) symetric, and (b) shallowly increasing near the critical frequency. Thus Gold’s hypothesis *by itself* does not fully generate a theory of cochlear function.

> Figure 1: Generic shape of a tuning curve.

> Figure 2: Cochlear velocimetry data, and its tuning curve, from . Courtesy of Mario Ruggero.

I shall now suply the missing ingredient, the *traveling wave* (TW). In order to understand tuning curves, one should study the forward quantitative measurements carefully. Careful examination of cochlear velocimetry data, for instance from , show the following. The response curves to the left of the resonance look quite similar to a Hopf response. However, the Hopf bifurcation is nonlinearly compressive *only* in the vicinity of the resonance frequency, while the cochlear velocimetry data is nonlinearly compressive at the resonant frequency *and all higher frequencies.* The amplitudes at higher frequencies fall extremely fast, but the responses are still bunched together at close to $`\frac{1}{3}`$dB per dB. Since the tuning curve is obtained by intersecting the response curves horizontally and checking which amplitude intersects the horizontal line at a given frequency, we get immediate insight: the steepness of the right flank is *not* generated as a result of high order poles or any such filtering: it is the result of the nonlinear compression acting only on frequencies greater than or equal to the CF. This suggests that as sound travels the cochlea, entering at the base, where high frequencies are mapped, it propagates until reaching the location for its frequency, where it is nonlinearly amplified. As it continues into the cochlea its amplitude diminishes rapidly, but it has already been nonlinearly saturated. The unidirectionality of the traveling wave, together with the fact we have an *array* of Hopf oscillators rather than only one, give us a strong asymmetry between lower and higher frequencies; the fact that the traveling wave propagates from high to low frequencies then dictates that nonlinear saturation occurs in Fig 2 on the *right* of the resonance.

> Figure 3: Scheme of the model. (a) The mechanical equivalent circuit. Rectangles are passive, linear, weakly tuned elements, while the triangles represent active elements poised at the Hopf bifurcation. Sound enters through the top left of the diagram, where high frequencies are mapped, proceeds through the top track of linear elements, filters down through the active elements, and is collected through the bottom track of linear elements. The entire structure may be parametrized by local resonant frequency; highest frequency is $`\omega _e`$ at the entry point, and diminishes exponentially as the wave travels. (b) The response at any given point in the basilar membrane $`\omega _f`$ is a sum over all paths of the form shown, which are parametrized by $`\omega _0`$, and where $`\omega _0>\omega _f`$: sound moves unidirectionally through this structure and is not allowed to return back.

Are these two elements, Hopf plus traveling wave, enough to explain the tuning curve? Let us build a simple model of the mechanics of the cochlea. Let’s say that the passive mechanical part of the cochlea is set up as a series of very weakly tuned low pass filters, organized in a unidirectional series. Let us use a $`Q=1`$ Lorentzian response for simplicity. Let us say that there are an array of Hopf oscillators, whose central frequencies track the central frequencies of the passive part of the system, all arranged in parallel, and then collected together by a mechanical system identical to the first. (This arrangement has been selected for analytical tractability; other more complex topologies show similar results). The response is a sum over all paths through this graph; since the top and lower portion of the paths are linear they can be explicitly summed.

In what follows, I shall use specific functions chosen to (a) be reasonable and (b) be analytically tractable. The qualitative features of the model do not depend in the least upon this choice. Linear filtering shall be achieved through a local gain function where $`\omega `$ is the input frequency and $`\omega _0`$ the local resonant frequency

$$g(\omega ,\omega _0)=\frac{2}{(2\frac{\omega ^2}{\omega _0^2}1)^2+1}$$

which is equivalent to asserting that locally the filtering being done has a $`Q`$ of 1 at $`1/\sqrt{2}`$ of the local resonant frequency. Then the overall gain $`G`$ is obtained by cascading these filters; we replace the product of the gains with an exponential of the sum of the logarithms of the gains, and replace the sum by an integral, to get

$$\mathrm{log}G(\omega ,\omega _0)=_{\omega _0}^{w_e}\mathrm{log}g(\omega ,\omega _i)\frac{d\omega _i}{\omega _i}$$

if we think the filters are distributed on an exponential scale (usual model for the middle portion of the basilar membrane, since there is an approximately exponential stiffness); here $`\omega _e`$ is the entry frequency of the cochlea, e.g., 20 kHz. Thus, the amplitude $`X`$ at the top portion of the path at a position labelled $`\omega _0`$ (i.e., CF=$`\omega _0`$) as a result of an input with amplitude $`F`$ and frequency $`\omega `$ is

$$X_{\omega _0}(F,\omega )=FG(w,w_0)$$

and since the integrals can be computed analytically there is a closed form expression for $`X`$; the expression involves second-order polylogs $`Li_2`$ and is not particularly illuminating, so we skip it here. Please notice that the form of $`g`$ is arranged so that $`G`$ has indeed a maximum at $`\omega _0`$ because $`\mathrm{log}g(\omega ,\omega _0)`$ changes sign at $`\omega _0`$. The response $`R`$ of a Hopf oscillator forced by amplitude $`X`$ at frequency $`\omega `$ given an internal frequency $`\omega _0`$ is given by the root of the cubic

$$X^2=R^6+(\omega \omega _0)^2R^2$$

which is annoyingly solvable: $`A^3+dA=B`$

$$A=\frac{{}_{}{}^{3}\sqrt{27B+\sqrt{729B^2+108d^3}}}{\mathrm{3\hspace{0.17em}2}^{1/3}}\frac{2^{1/3}d}{{}_{}{}^{3}\sqrt{27B+\sqrt{729B^2+108d^3}}}$$

Then the rest of the path to the observation point $`\omega _f`$ achieves a gain of

$$Y_{\omega _0}(\omega ,\omega _0)=R\mathrm{exp}_{\omega _f}^{w_0}\mathrm{log}g(\omega ,\omega _i)\frac{d\omega _i}{\omega _i}$$

and so the entire contribution of any one path can be analytically computed. The final response shall be the sum over all paths through intermediate points $`\omega _0`$, which obviously depends upon how we weight the density of local $`\omega _0`$s. For simplicity, I shall keep compatibility with the reasoning above and keep the $`\omega _0`$ exponentially distributed, thus the density will equal $`d\mathrm{log}w_0=d\omega _0/w_0`$. In addition, we need to keep track of the relative phases of different paths; the phase lag for both the linear filter portion and the Hopf elements are all computable in closed form. Therefore the entire model is solvable in principle as quadratures of a complex function.

> Figure 4. Maximal path contribution to the final result. In (a) the linear TW response and the Hopf active elements are “aligned”, meaning their resonant frequencies coincide; in (b) they are displaced by a factor of 1.3. CF at observation point is 1000 Hz. Please note that the response divides into two clear regimes: $`\omega <\omega _f`$, to the left of the CF, looks like the Hopf resonance described in , while to the right of the CF, when $`\omega >\omega _f`$, all curves are nonlinearly compressed through a cubic root law. Evidently (a) may not have a sharp tuning curve, for even though the high-frequency regime is nonlinearly compressed, it impinges on the maximum with zero slope. (b) has a sharp tuning curve. The implication is that the Hopf elements *need* to be tuned at higher frequencies than the maximum of the passive TW component.

A first, qualitative examination of this model can be achieved by remarking that the response is going to be dominated by a single path through this graph, the one with the highest amplitude. For frequencies $`\omega `$ lower than the CF $`w_f`$ this path will go through the the top line and then shift down on the last Hopf oscillator, the one corresponding to the current position. Thus all lower frequencies than the CF respond exactly like a single Hopf oscillator composed with a weak linear filter. For frequencies higher than the CF, to lowest order the dominant path is the one which goes through the Hopf oscillator whose resonance frequency $`\omega _o`$ equals that of the input, $`\omega `$; thus the response, for all frequencies *higher* than the CF, look approximately like the response at the position whose CF equals the input frequency, composed with the bottom part of the path, which is a linear attenuation. Thus, to the right of the CF, all curves stay nonlinearly saturated and just drop down together. The plot is on Figure 4. Because the response of a Hopf element at $`\omega =\omega _0`$ is simply a cubic root, we have a particularly simple expression for the shape of the response to the right of the resonance:

$$Y=F^{\frac{1}{3}}\mathrm{exp}[_{\omega _f}^w\mathrm{log}g(\omega ,\omega _i)\frac{d\omega _i}{\omega _i}+\frac{1}{3}_\omega ^{w_e}\mathrm{log}g(\omega ,\omega _i)\frac{d\omega _i}{\omega _i}]$$

where we can see explicitly that the response goes like the cubic root of the input times a filter. While the formula looks right on paper, a plot of the response quickly shows not all is well: if the Hopf elements and the TW have coincident resonances a sharp tuning curve does not obtain, see Figure 4b.

.

> Figure 5. Tuning curves obtained by intersecting Fig 4b with speed levels 100 and 1000.

This picture changes if we take into account all paths, because the broadening of the Hopf response at higher intensities means that the number of paths that contribute significantly to the final result changes with intensity. However, we also need to keep track of relative phases. If phases are not taken into account at all we obtain a “wrong” result: because the width over $`\omega _0`$ for which the contribution is significant increases as a $`\frac{2}{3}`$ power law , the nonlinear compression would be utterly obliterated in the high-frequency regime. There is a trivial solution to this problem (following the classic “Cornu spiral” construction): if the paths have rapidly varying phases, then only the maxima and the stationary points of phases can contribute. For simplicity we shall stay with the maximal path contribution only.

The tuning curve is the inverse of the function computed above with respect to input and output amplitudes. The slope of this curve can be intuitively understood as how many lines of the response graph do we intersect as we move horizontally per unit of frequency change. This number clearly relates to what the slope of the lines is in the graph, times how many lines do we intersect as we move *vertically*: the more vertically bunched the lines are, the more bunched they are horizontally. Thus the immediate effect of the nonlinear saturation is to triple the number of decibels per octave supplied by the asymptotic front of the traveling wave on the steep right hand flank of the tuning curve. Furthermore the bunching and enveloping on the lines on the right hand side do not just result in a steep right side flank, but also in some invariance of the tuning curve to the level of response required: as we change our horizontal line up and down, the tuning curve does not substantially change shape.

At this point a detailed discussion of the relationship between this (trivial) model and various well established models in the literature, like Chadwick or Mammano and Nobile, should ensue, but I feel it’s better left for a later occasion. Also from this model one can verify the assymetry between the two cubic combination tones (i.e., when $`f_1>f_2`$ the combination tone $`2f_1f_2`$ is stronger than $`2f_2f_1`$). Etc.

I am deeply indebted to Jim Hudspeth, Victor Martinez-Eguiluz, Boris Shraiman, Oreste Piro and Bruce Knight for many fruitful discussions about propagation of sound in the cochlea and its effect on the tuning curves. In particular I owe to Victor Martinez-Eguiluz the observation that the presence of saturation on the right hand side of Fig 2 agrees with the traveling wave moving from high to low frequencies. I am further indebted to Yong Choe, Mark Ospeck, Pascal Martin and Frank Julicher for discussions on the role of Hopf bifurcations in auditory detection.


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# Interacting Agents and Continuous Opinions Dynamics

## 1 Introduction

Many models about opinion dynamics (Fölmer 1974, Arthur 1994, Orléan 1995, Latané and Nowak 1997, Weisbuch and Boudjema 1999), are based on binary opinions which social actors update as a result of social influence, often according to some version of a majority rule. Binary opinion dynamics have been well studied, such as the herd behaviour described by economists (Fölmer 1974, Arthur 1994, Orléan 1995). One expect that in most cases the attractor of the dynamics will display uniformity of opinions, either 0 or 1, when interactions occur across the whole population. Clusters of opposite opinions appear when the dynamics occur on a social network with exchanges restricted to connected agents. Clustering is reinforced when agent diversity, such as a disparity in influence, is introduced, (Latané and Nowak 1997, Weisbuch and Boudjema 1999).

One issue of interest concerns the importance of the binary assumption: what would happen if opinion were a continuous variable such as the worthiness of a choice (a utility in economics), or some belief about the adjustment of a control parameter?

The rationale for binary versus continuous opinions might be related to the kind of information used by agents to validate their own choice:

* the actual choice of the other agents, a situation common in economic choice of brands: ”do as the others do”;
* the actual opinion of the other agents, about the ”value” of a choice: ”establish one’s opinion according to what the others think or at least according to what they say”.

On the empirical side, there exist well documented studies about social norms concerning sharing between partners. Henrich et al. (2001) compared through experiments shares accepted in the ultimatum game and showed that people agree upon what a ”fair” share should be, which can of course vary across different cultures. Young and Burke (2000) report empirical data about crop sharing contracts, whereby a landlord leases his farm to a tenant laborer in return for a fixed share of the crops. In Illinois as well as in India, crop sharing distributions are strongly peaked upon ”simple values” such as 1/2-1/2 or 1/3-2/3. The clustering of opinions about ”fair shares” is the kind of stylised fact that our model tries to reproduce. More generally, we expect such opinion dynamics to occur in situation where agents have to make important choices and care to collect many opinions before taking any decisions: adopting a technological change might often be the case. The present paper was motivated by changes towards environmental-friendly practices in agriculture under the influence of the new Common Agricultural Policy in Europe.

Modeling of continuous opinions dynamics was earlier started by applied mathematicians and focused on the conditions under which a panel of experts would reach a consensus, (Stone 1961, Chatterjee and Seneta 1977, Cohen et al.1986, Laslier 1989, Krause 2000, Hegselmann and Krause 2002, further referred to as the ”consensus” literature).

The purpose of this paper is to present results concerning continuous opinion dynamics subject to the constraint that convergent opinion adjustment only proceeds when opinion difference is below a given threshold. The rationale for the threshold condition is that agents only interact when their opinions are already close enough; otherwise they do not even bother to discuss. The reason for refusing discussion might be for instance lack of understanding, conflicting interest, or social pressure. The threshold would then correspond to some openness character. Another interpretation is that the threshold corresponds to uncertainty: the agents have some initial views with some degree of uncertainty and would not care about other views outside their uncertainty range.

Many variants of the basic idea can be proposed and the paper is organised as follows:

* We first expose the simple case of complete mixing among agents under a unique and constant threshold condition.
* We then check the genericity of the results obtained for the simplest model to other cases such as localised interactions, distribution of thresholds, varying thresholds and binary strings of opinions.

A previous paper (Deffuant et al.2000) reported more complete results on mixing across a social network and on binary strings of opinions.

## 2 The basic case: Complete Mixing and one fixed threshold

Let us consider a population of $`N`$ agents $`i`$ with continuous opinion $`x_i`$. We start from an initial distribution of opinions, most often taken uniform on  in the computer simulations. At each time step any two randomly chosen agents meet: they re-adjust their opinion when their difference in opinion is smaller in magnitude than a threshold $`d`$. Suppose that the two agents have opinion $`x`$ and $`x^{}`$. $`Iff`$ $`|xx^{}|<d`$ opinions are adjusted according to:

$`x`$ $`=`$ $`x+\mu (x^{}x)`$ (1)
$`x^{}`$ $`=`$ $`x^{}+\mu (xx^{})`$ (2)
where $`\mu `$ is the convergence parameter whose values may range from 0 to 0.5.

In the basic model, the threshold $`d`$ is taken as constant in time and across the whole population. Note that we here apply a complete mixing hypothesis plus a random serial iteration mode222The ”consensus” literature most often uses parallel iteration mode when they suppose that agents average at each time step the opinions of their neighbourhood. Their implicit rationale for parallel iteration is that they model successive meetings among experts. .

The evolution of opinions may be mathematically predicted in the limiting case of small values of $`d`$ (Neau 2000)333The other extreme is the absence of any threshold which yields consensus at infinite time as earlier studied in Stone 1961 and others.. Time variations of opinions’ density $`\frac{d\rho (x)}{dt}`$ obey the following dynamics:

$$\frac{d\rho (x)}{dt}=\frac{d^3}{2}\mu (1\mu )\frac{^2(\rho ^2)}{x^2}$$

This implies that starting from an initial distribution of opinions in the population, any local higher opinion density is amplified. Peaks of opinions increase and valleys are depleted until very narrow peaks remain among a desert of intermediate opinions.

For finite thresholds, computer simulations show that the distribution of opinions evolves at large times towards clusters of homogeneous opinions.

* For large threshold values ($`d>0.3`$) only one cluster is observed at the average initial opinion. Figure 1 represents the time evolution of opinions starting from a uniform distribution of opinions.
* For lower threshold values, several clusters can be observed (see figure 2). Consensus is then NOT achieved when thresholds are low enough.

Obtaining clusters of different opinions does not surprise an observer of human societies, but this result was not a priori obvious since we started from an initial configuration where transitivity of opinion propagation was possible through the entire population: any two agents however different in opinions could have been related through a chain of agents with closer opinions. The dynamics that we describe ended up in gathering opinions in clusters on the one hand, but also in separating the clusters in such a way that agents in different clusters don’t exchange anymore.

The number of clusters varies as the integer part of $`1/2d`$: this is to be further referred to as the ”1/2d rule” (see figure 3444Notice the continuous transitions in the average number of clusters when $`d`$ varies. Because of the randomness of the initial distribution and pair sampling, any prediction on the outcome of dynamics such as the 1/2d rule can be expressed as true with a probability close to one in the limit of large $`N`$; but one can often generate a deterministic sequence of updates which would contradict the ”most likely” prediction.).

## 3 Social Networks

The literature on social influence and social choice also considers the case when interactions occur along social connections between agents (Fölmer 1974) rather than randomly across the whole population. Apart from the similarity condition, we now add to our model a condition on proximity, i.e. agents only interact if they are directly connected through a pre-existing social relation. Although one might certainly consider the possibility that opinions on certain un-significant subjects could be influenced by complete strangers, we expect important decisions to be influenced by advice taken either from professionals (doctors, for instance) or from socially connected persons (e.g. through family, business, or clubs). Facing the difficulty of inventing a credible instance of a social network as in the literature on social binary choice, we here adopted the standard simplification and carried out our simulations on square lattices: square lattices are simple, allow easy visualisation of opinion configurations and contain many short loops, a property that they share with real social networks.

We then started from a 2 dimensional network of connected agents on a square grid. Any agent can only interact with his four connected neighbours (N, S, E and W). We used the same initial random sampling of opinions from 0 to 1 and the same basic interaction process between agents as in the previous sections. At each time step a pair is randomly selected among connected agents and opinions are updated according to equations 1 and 2 provided of course that their distance is less than $`d`$.

The results are not very different from those observed with non-local opinion mixing as described in the previous section, at least for the larger values of $`d`$ ($`d>0.3`$, all results displayed in this section are equilibrium results at large times). As seen in figure 4, the lattice is filled with a large majority of agents who have reached consensus around $`x=0.5`$ while a few isolated agents have “extremists” opinions closer to 0 or 1. The importance of extremists is the most noticeable difference with the full mixing case described in the previous section.

Interesting differences are noticeable for the smaller values of $`d<0.3`$ as observed in figure 5.

For connectivity 4 on a square lattice, only cluster percolates (Stauffer and Aharony 1994) across the lattice. All agents of the percolating cluster share the same opinion as observed on figure 4. But for $`d<0.3`$ several opinion clusters are observed and none percolates across the lattice. Similar opinions, but not identical, are shared across several clusters. The differences of opinions between groups of clusters relate to $`d`$, but the actual values inside a group of clusters fluctuate from cluster to cluster because homogenisation occurred independently among the different clusters: the resulting opinion depends on fluctuations of initial opinions and histories from one cluster to the other. The same increase in fluctuations compared to the full mixing case is observed from sample to sample with the same parameter values.

The qualitative results obtained with 2D lattices should be observed with any connectivity, either periodic, random, or small world.

The above results where obtained when all agents have the same invariant threshold. The purpose of the following sections is to check the general character of our conclusions:

* when one introduces a distribution of thresholds in the population;
* when the thresholds themselves obey some dynamics.

## 4 Heterogeneous constant threshold

Supposing that all agents use the same threshold to decide whether to take into account the views of other agents is a simplifying assumption. When heterogeneity of thresholds is introduced, some new features appear. To simplify the matter, let us exemplify the issue in the case of a bimodal distribution of thresholds, for instance 8 agents with a large threshold of 0.4 and 192 with a narrow threshold of 0.2 as in figure 6.

One observes that in the long run convergence of opinions into one single cluster is achieved due to the presence of the few ”open minded” agents (the single cluster convergence time is 12000, corresponding to 60 iterations per agent on average, for the parameters of figure 6). But in the short run, a metastable situation with two large opinion clusters close to opinions 0.35 and 0.75 is observed due to narrow minded agents, with open minded agents opinions fluctuating around 0.5 due to interactions with narrow minded agents belonging to either high or low opinion cluster. Because of the few exchanges with the high $`d`$ agents, low $`d`$ agents opinions slowly shift towards the average until the difference in opinions between the two clusters falls below the low threshold: at this point the two clusters collapse.

This behaviour is generic for any mixtures of thresholds. At any time scale, the number of clusters obeys a ”generalized 1/2d rule”:

* on the long run clustering depends on the higher threshold;
* on the short run clustering depends on the lower threshold;
* the transition time between the two dynamics is proportional to the total number of agents and to the ratio of narrow minded to open minded agents.

In some sense, the existence of a few ”open minded” agents seems sufficient to ensure consensus after a large enough time for convergence. The next section restrict the validity of this prediction when threshold dynamics are themselves taken into account.

## 5 Threshold Dynamics

Let us interprete the basic threshold rule in terms of agent’s uncertainty: agents take into account others’ opinion on the occasion of interaction because they are not certain about the worthiness of a choice. They engage in interaction only with those agents which opinion does not differ too much from their own opinion in proportion of their own uncertainty. If we interprete the threshold for exchange as the agent uncertainty, we might suppose with some rationale that his subjective uncertainty decreases with the number of opinion exchanges.

Taking opinions from other agents can be interpreted, at least by the agent himself, as sampling a distribution of opinions. As a result of this sampling, agents should update their new opinion by averaging over their previous opinion and the sampled external opinion and update the variance of the opinion distribution accordingly.

Within this interpretation, a ”rational procedure” (in the sense of Herbert Simon) for the agent is to simultaneously update his opinion and his subjective uncertainty. Let us write opinion updating as weighting one’s previous opinion $`x(t1)`$ by $`\alpha `$ and the other agent’s opinion $`x^{}(t1)`$ by $`1\alpha `$, with $`0<\alpha <1`$. $`\alpha `$ can be re-written $`\alpha =1\frac{1}{n}`$ where $`n`$ expresses a characteristic number of opinions taken into account in the averaging process. $`n1`$ is then a relative weight of the agent previous opinion as compared to the newly sampled opinion weighted $`1`$. Within this interpretation, updates of both opinion $`x`$ and variance $`v`$ should be written:

$`x(t)`$ $`=`$ $`\alpha x(t1)+(1\alpha )x^{}(t1)`$ (3)
$`v(t)`$ $`=`$ $`\alpha v(t1)+\alpha (1\alpha )[x(t1)x^{}(t1)]^2`$ (4)
The second equation simply represents the change in variance when the number of samples increases from $`n1`$ at time $`t1`$ to $`n`$ at time $`t`$. It is directly obtained from the definition of variance as a weighted sum of squared deviations.

As previously, updating occurs when the difference in opinion is lesser than a threshold, but this threshold is now related to the variance of the distribution of opinions sampled by the agent. A simple choice is to relate the threshold to the standard deviation $`\sigma (t)`$ according to:

$$d(t)=\nu \sigma (t),$$
(5)
where $`\nu `$ is a constant parameter often taken equal to 1 in the simulations.

When an agent equally values collected opinions independently of how old they are, he should also update $`\alpha `$ connected to $`n1`$ the number of previously collected opinions:

$$\alpha (t)=\frac{n(t)1}{n(t)}\alpha (t1)$$
(6)
This expression is also used in the literature about ”consensus” building to describe ”hardening” of agents opinions as in Chatterjee and Seneta (1977) and Cohen et al.in 1986.

Another possible updating choice is to maintain $`\alpha `$ constant which corresponds to taking a moving average on opinions and giving more importance to the $`n`$ later collected opinions. Such a ”bounded” memory would make sense in the case when the agent believes that there exists some slow shift in the distribution of opinions, whatever its cause, and that older opinions should be discarded.

Both algorithms were tried in the simulations and give qualitatively similar results in terms of the number of attractors, provided that one starts from an initial number of supposed trials $`n(0)`$ corresponding to the same $`\alpha `$.

### 5.1 Scaling

#### 5.1.1 Constant $`\alpha `$

In the case of constant $`\alpha `$, a simplified computation valid in the limit of small $`\nu `$ predicts an exponential decay of thresholds. Neglecting the second term in the dynamics of variance 555In fact adding the second term would compensate the decay in variance due to the multiplication by $`\alpha `$ in the limit of large $`\nu `$; for finite $`\nu `$, partial compensation depends on the form of the distribution of opinions, but anyway, variance decays exponentially with a smaller rate than when $`\nu `$ is close to 0 :

$$v(t)=\alpha v(t1)$$
(7)
gives :

$$v(t)=\alpha ^tv_0.$$
(8)
Writing $`\alpha `$ as $`1\frac{1}{n}`$ and approximating it as exp$`(\frac{1}{n})`$ for large $`n`$, we see that the variance decays exponentially with a characteristic time of $`n`$ and that the thresholds vary as:

$$d(t)d_0exp[\frac{t}{2n}]$$
(9)
A parallel estimation for the dynamics of convergence of opinions towards some average opinion $`x_{\mathrm{}}`$ (corresponding to the attractor) can be made by replacing $`x^{}(t1)`$ by $`x_{\mathrm{}}`$ in equation (3) describing the dynamics of $`x(t)`$. After subtracting $`x_{\mathrm{}}`$ to both members, the deviation of opinions from their attractor can be written as:

$$x(t)x_{\mathrm{}}=\alpha (x(t1)x_{\mathrm{}})$$
(10)
Equation 10 shows that opinions also converge exponentially towards the attractor with the same time constant as variance.

#### 5.1.2 Varying $`\alpha `$

Equivalent computations were also made for the case when $`\alpha `$ varies as $`1\frac{1}{n(t)}`$. For instance, the dynamics of variance is described by the following set of equations:

$$v(t)=(1\frac{1}{n(t)})v(t1)$$
(11)
$$v(t)=v_0\underset{n^{}=n_0}{\overset{n_0+t}{}}(1\frac{1}{n^{}})$$
(12)
and with some approximation:

$$v(t)v_0\frac{n_0}{n_0+t}$$
(13)
Thresholds then vary as the inverse square root of the number of interactions.

The equivalent computation for the evolution of opinion deviation from the attractor also gives an hyperbolic decay:

$$x(t)x_0(x(0)x_{\mathrm{}})\frac{n_0}{n_0+t}$$
(14)
The above expressions allow us to predict average trends for the dynamics of thresholds and opinions.

* The variable $`t`$ appearing in the expressions is NOT time, but the number of ACTUAL updates of the agent opinions. The time scaling laws, exponential or hyperbolic are the same for both variance and distance to the attractor. When going from time to number of updates, one should take into account the frequency of sampling one agent and the probability of actually updating the agent which is proportional to the inverse number of attractors. With this caveat, the simulations results are in accordance with the above predictions.
* The scaling laws are different for constant and varying $`\alpha `$, with faster convergence (exponential) when $`\alpha `$ is kept constant. But one should note that in both cases opinions dynamics follow the same scaling rules as thresholds dynamics: phenomena such as clustering should then be similar. The same dynamics of opinions and thresholds are to be observed in both conditions provided that the horizontal axis used to plot opinions for varying $`\alpha `$ is warped to an exponential for constant $`\alpha `$.

### 5.2 Simulation Results

When comparing to constant threshold dynamics, decreasing thresholds results in a larger variety of final opinions. For initial thresholds values which would have ended in opinion consensus, one observes a number of final clusters which decreases with $`\alpha `$ (and thus with $`n`$). Smaller values of $`\alpha `$ correspond to a fast decrease of the thresholds, which prevents the aggregation of all opinions into large clusters.

Observing the chart of final opinions versus initial opinions on figure 7, one sees that most opinions converge towards two clusters (at $`x=0.60`$ and $`x=0.42`$) which are closer than those one could obtain with constant thresholds (typically around $`x=0.66`$ and $`x=0.33`$): initial convergence gathered opinions which would had aggregate at the initial threshold values, but which later segregate due to the decrease in thresholds. Many outliers are apparent on the plot.

#### 5.2.1 Large $`\alpha `$ and $`n`$

Large values of $`\alpha `$, close to one, e.g. $`n>7`$, correspond to averaging on many interactions. The interpretation of large $`\alpha `$ and $`n`$ is that the agent has more confidence in his own opinion than in the opinion of the other agent with whom he is interacting, in proportion with $`n1`$.

For constant values of $`\alpha `$, the observed dynamics is not very different from what we obtained with constant thresholds.

The exponential decay of thresholds predicted by equation 9 is verified on figure 8 plotted for the same parameters values. The observed decay constant on figure 8 is 1.7, slightly less than 2, the theoretical prediction based on equation 9 which neglects the possible increase of variance due to other opinions.

For $`\alpha `$ varying according to equation 13, the variance dynamics is hyperbolic as observed on the log-log plot of figure 9. The observed slope on figure 9 is not far from the predicted value, -1.0.

In both cases the scaling of variance and thresholds is verified on more than one decade, but deviations are observed:

* for varying $`\alpha `$, clustering is slow and deviations are observed at small times when the segregation of clusters is not yet achieved because the probability of updating a random pair is not yet constant;
* for constant $`\alpha `$, deviations are observed at large times due to the existence of outliers which maintain a larger variance (see the next section).

#### 5.2.2 Small $`\alpha `$ and $`n`$

A more complicated dynamics is observed for lower values of $`n`$ and $`\alpha `$. Apart from the expected main clusters, one also observes large and small clusters plus isolated individuals (outliers).

For $`d(0)=0.5`$ (which would yield consensus with only one cluster if kept constant) and $`\alpha =0.5`$ (corresponding to $`n=2`$, i.e. agents giving equal weight to their own opinion and to the external opinion), more than ten clusters unequal in size are observed plus isolated outliers. One way to characterise the dispersion of opinions with varying $`\alpha `$ is to compute $`y`$ the relative value of the squared cluster sizes with respect to the squared number of opinions.

$$y=\frac{_{i=1}^ns_i^2}{(_{i=1}^ns_i)^2}$$
(15)
For $`m`$ clusters of equal size, one would have $`y=1/m`$. The smaller $`y`$, the more important is the dispersion in opinions. Figure 10 shows the increase of the dispersion index $`y`$ with $`n`$ ($`n1`$ is the initial ”subjective” weight of agent’s own opinion).

As previously noticed on figure 7, some outliers do not aggregate in the large clusters. The origin of these isolated agents is due to randomness of:

* sampling the individual agents at various times;
* sampling the pairs, i.e. which pair of agent is sampled for possible interaction.

The time pattern of thresholds appearing as green bands on figure 11 give us some insight on these effects. One band corresponds to a given number of opinion exchanges experienced by the agents: the upper band corresponds to the variance after one exchange, the second upper to two exchanges and so on. The lower bound of a band corresponds to the result of interactions between very close opinions when the second term in equation 4 is negligible. The vertical width of a band is due to this second term, which relative importance to the first can be estimated from the figure: it is roughly 10 perc. (for $`\nu =0.5`$). The horizontal width of a band corresponds to the fact that different agents are experiencing the same number of updating at different times: rough evaluations made on figure 11 show that most agents have their first exchange between time 0 and 4000, and their fifth exchange between 1000 and 12 000.

When the decrease of threshold and the clustering of opinions is fast, those agents which are not sampled early enough and/or not paired with close enough agents can be left over from the clustering process. When they are sampled later, they might be too far from the other agents to get involved into opinion adjustment. The effect gets important when convergence is fast, i.e. when $`n`$ and $`\alpha `$ are small.

Let us note that these agents in the minority have larger uncertainty and are more ”open to discussion” than those in the mainstream, in contrast with the common view that eccentrics are opinionated! For $`\alpha =0.7`$, $`d(0)=0.4`$, $`\nu =0.5`$ and $`N=1000`$, the parameters of figure 11, we found that mainstream agents in the two attractors account for 43 and 42 perc. of the population while 15 perc. are in the minority peaks.

The results of the dynamics are even more dispersed for lower values of $`\alpha `$. In this regime, corresponding to ”insecure agents” who don’t value their own opinion more than those of other agents, we observe more clusters which importance and localisation depend on the random sampling of interacting agents and are thus harder to predict than in the other regime with a small number of big clusters. Using a physical metaphor, clustering in this regime resembles quenching to a frozen configuration, thus maintaining many ”defects” (e.g. here the outliers), while the opposite regime it resembles annealing (with suppression of defects).

In fact, one way to evaluate the influence of the two effects, randomness of the time at which agents are sampled from randomness of pairing, is to compare the standard random updating iteration that we have used to parallel updating: in a parallel updating, a random pair matching of all agents is first realised and all pairs are then updated simultaneously. Parallel updating then suppresses randomness of updating time: only randomness of pairing remains.

We found by comparing the two algorithms, random and parallel, for the same set of parameters, that parallel updating only slightly reduces the number of outliers. We can then conclude that most of the observed disorder results from the randomness of pairing.

### 5.3 Distribution and Dynamics of thresholds

Finally, an obvious set of simulations to perform is to have a distribution of thresholds and to let these thresholds evolve according to one of the two rules, $`\alpha `$ constant or decreasing, according to equation 5.

We used a uniform distribution of thresholds on $`[0,d_{max}]`$ and observed, not surprisingly since some thresholds are close to zero even at initial times, that clusters and outliers are in larger number than for single initial thresholds. Figure 12 displays the time evolution of opinions for a constant value of $`\alpha =0.7`$ , $`\nu =1`$ and $`N=200`$. The initial thresholds were uniformly distributed on $`[0,0.63]`$. Clusters correspond to agents with larger thresholds, outliers to thresholds close to 0.

Convergence times differ according to the size of the clusters: agents in large clusters have more occasions to update their opinion in proportion to the number of agents in the same cluster. Small clusters then need longer times to get stabilised.

These results generalise and summarise our previous findings in sections 4, 5.1 and 5.2.

## 6 Vector opinions

### 6.1 The model

Another subject for investigation is vectors of opinions. Usually people have opinions on different subjects, which can be represented by vectors of opinions. In accordance with our previous hypotheses, we suppose that one agent interacts concerning different subjects with another agent according to some distance with the other agent’s vector of opinions. In order to simplify the model, we revert to binary opinions. An agent is characterised by a vector of $`m`$ binary opinions about the complete set of $`m`$ subjects, shared by all agents. We use the notion of Hamming distance between binary opinion vectors (the Hamming distance between two binary opinion vectors is the number of different bits between the two vectors). Here, we only treat the case of complete mixing; any pair of agents might interact and adjust opinions according to how many opinions they share.666The bit string model shares some resemblance with Axelrod’s model of disseminating culture (Axelrod 1997) based on adjustment of cultures as sets of vectors of integer variables characterising agents on a square lattice. The adjustment process occurs when agents agree on at least $`md`$ subjects (i. e. they disagree on $`d1`$ or fewer subjects). The rules for adjustment are as follows: when opinions on a subject differ, one agent (randomly selected from the pair) is convinced by the other agent with probability $`\mu `$. Obviously this model has connections with population genetics in the presence of sexual recombination when reproduction only occurs if genome distance is smaller than a given threshold. Such a dynamics results in the emergence of species (see Higgs and Derrida 1991). We are again interested in the clustering of opinion vectors. In fact clusters of opinions here play the same role as biological species in evolution.

### 6.2 Results

We observed once again that $`\mu `$ and $`N`$ only modify convergence times towards equilibrium; the most influential factors are threshold $`d`$ and $`m`$ the number of subjects under discussion. Most simulations were done for $`m=13`$. For $`N=1000`$, convergence times are of the order of 10 million pair iterations. For $`m=13`$:

* When $`d>7`$, the radius of the hypercube, convergence towards a single opinion occurs (the radius of the hypercube is half its diameter which is equal to 13, the maximum distance in the hypercube).
* Between $`d=7`$ and $`d=4`$ a similar convergence is observed for more than 99.5 per cent of the agents with the exception of a few clustered or isolated opinions distant from the main peak by roughly 7.
* For $`d=3`$, one observes from 2 to 7 significant peaks (with a population larger than 1 per cent) plus some isolated opinions.
* For $`d=2`$ a large number (around 500) of small clusters is observed (The number of opinions is still smaller than the maximum number of opinions within a distance of 2).

The same kind of results are obtained with larger values of $`m`$: two regimes, uniformity of opinions for larger $`d`$ values and extreme diversity for smaller $`d`$ values, are separated by one $`d_c`$ value for which a small number of clusters is observed (e.g for $`m=21`$, $`d_c=5`$. $`d_c`$ seems to scale in proportion with $`m`$ ).

Figure 13 represents these populations of the different clusters at equilibrium (iteration time was 12 000 000) in a log-log plot according to their rank-order of size. No scaling law is obvious from these plots, but we observe the strong qualitative difference in decay rates for various thresholds $`d`$.

## 7 Conclusion

The main lesson from this set of simulations is that opinion exchanges restricted by a proximity threshold result into clustering of opinions. The $`1/2d`$ rule predicts the outcome of the dynamics in the simplest cases, but it also provides some qualitative insight for the case of threshold dynamics.

Continuous opinions and binary strings share some similarity: clustering with a number of clusters decreasing with $`d`$. But continuous opinions display a regular decrease of cluster number with $`d`$ while binary strings display a phase transition from consensus to a large multiplicity of clusters.

When one introduces dynamics on thresholds on the basis that agents interprete opinion exchange as sampling a distribution of opinions:

* The amplitude of $`\alpha `$ and $`n`$ determine clustering properties.
* For large $`\alpha `$ and $`n`$, when agents trust their own opinion more that the opinion of any other agent, updating is smooth resulting in large clusters (annealing).
* For small $`\alpha `$ and $`n`$, with relatively ”insecure” agents, updating is irregular resulting in more clusters and outliers (quenching).
* Maintaining $`\alpha `$ constant, (short term memory) or updating also $`\alpha `$ each time a new opinion is collected does not change the outcome of the clustering process but changes the convergence time: constant $`\alpha `$ yields a fast exponential convergence, while varying $`\alpha `$ results in an hyperbolic convergence.

One can of course question the genericity of the results that were obtained with such simple models. In fact the main result, namely clustering, would not be canceled but rather re-inforced by two most direct generalisations of the model:

* A given population of agents might have a distribution of eventually conflicting interests which could be translated in our formalism as initial clustering of opinions or at least a non-uniform distribution.
* Opinions can also result from the combination of hypotheses which can already lead to different clusters because of conflicting interpretations.

We can then conclude that clustering into different opinions groups is the rule as soon as openness is limited.

Acknowledgments:

We thank David Neau and the members of the IMAGES FAIR project, Edmund Chattoe, Nils Ferrand and Nigel Gilbert for helpful discussions. GW benefited at different stages in the project from discussions with Sam Bowles, Winslow Farell and John Padgett at the Santa Fe Institute whom we thank for its hospitality. Thanks to Rainer Hegselmann for pointing us the references to the ”consensus” literature. This study has been carried out with financial support from the Commission of the European Communities, Agriculture and Fisheries (FAIR) Specific RTD program, CT96-2092, ”Improving Agri-Environmental Policies : A Simulation Approach to the Role of the Cognitive Properties of Farmers and Institutions”. It does not necessarily reflect its views and in no way anticipates the Commission’s future policy in this area.

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