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# PERIODIC ACCELERATION OF ELECTRONS IN THE 1998 NOVEMBER 10 SOLAR FLARE

## 1 INTRODUCTION

Non-thermal electrons generated in the impulsive phase of a flare are observed in hard X-ray, $`\gamma `$-ray, and microwaves. The light curves in these wavelengths show short-lived bursts with durations between 10 s and 10 min (Dulk et al., 1985). These bursts include smaller pulses with shorter duration, and they sometimes show periodicity.

A good example of such quasi-periodic pulsations (QPPs) was seen in a flare on 1980 June 7 (Kiplinger et al., 1983). Nakajima et al. (1983) and Kane et al. (1983) examined the temporal evolution of the X-ray and radio spectra and the spatial structure of the flare. They suggest that the quasi-periodic pulses indicate a modulation of the particle injection/acceleration rate. Tajima, Brunel, & Sakai (1982) showed by numerical simulation that stored magnetic energy is explosively transformed to particle acceleration. They also suggest that the current loop coalescence instability induces the QPPs. Moreover, Tajima et al. (1987) showed that the period of the QPP is equal to the Alfvén transit time ‘across’ the current loop. However, these works were mainly based on the total flux, and the detailed spatial configuration of the flare that shows QPP is still unknown.

On 1998 November 10 a solar flare (C7.9 on the GOES scale) occurred in NOAA 8375. The flare was observed by Yohkoh (Ogawara et al., 1991) and the Nobeyama radio observatory, and clearly showed quasi-periodic behavior in the hard X-ray and microwave time profiles. In this paper we analyze the QPP using the high resolution X-ray and microwave images. Then we compare the period of the QPP with typical time-scales of flare loops. Finally, we discuss the effect of the magnetic structure on the particle injection/acceleration rate.

## 2 OBSERVATIONS

The solar flare occurred in NOAA 8375 (N19, W78) at 00:10 UT, 1998 November 10. Microwave images of the flare were taken with the Nobeyama Radioheliograph (NoRH; Nakajima et al. 1994) which observed the sun at 17 and 34 GHz with a temporal resolution of 1.0 s. The spatial resolutions of NoRH data are $`12^{\prime \prime }`$ for 17 GHz and $`6^{\prime \prime }`$ for 34 GHz. The Nobeyama Radio Polarimeter (NoRP; Torii et al. 1979; Shibasaki et al. 1979; Nakajima et al. 1985) measured the total flux of the flare at 1, 2, 3.75, 9.4, 17, 34 and 80 GHz with a temporal resolution of 0.1 s. The hard X-ray images were obtained with the hard X-ray telescope (HXT; Kosugi et al. 1991) aboard Yohkoh, with a spatial and temporal resolution of about 5′′ and 0.5 s, respectively. The soft X-ray images were also obtained with the Yohkoh soft X-ray telescope (SXT; Tsuneta et al. 1991). We used full resolution images in the Partial Frame Image mode with a spatial resolution of about $`2_{}^{\prime \prime }5`$.

Figure 1 shows the microwave, soft X-ray, and hard X-ray time profiles. The top solid line is that of NoRH 17 GHz, the second dotted line is the GOES 1.0 - 8.0 Å channel, the third solid line is the HXT M1 band (23 - 33 keV), and the bottom solid line is the HXT L band (14 - 23 keV). Four bursts with duration between 10 and 30 s are seen in the microwave and hard X-ray emission. The fine spikes in the second burst clearly show the QPPs in both microwaves and hard X-rays. In this paper we investigate the quasi-periodic nature of the second burst.

Figure 2 shows the images of NoRH/17 GHz, the HXT/M1 band, and SXT at the second burst. The flare shows a double source in the microwave data (gray contours). We refer to the northern and brighter source as the source “A” and the other one as source “B”. On the other hand, in the hard X-ray data (black contours) only one source is seen near source “B”. This is common in the L and M1 bands of HXT, but it is unknown whether it is also common in the M2 (33 - 53 keV) and H (53 - 93 keV) bands. We could not synthesize the hard X-ray images in these bands at the time due to insufficient counts. The soft X-ray image (gray scale) shows a small bright kernel at the same region at source “B”. We can also see a faint loop which connects the bright kernel and the radio source “A”.

## 3 PERIODIC PULSATION

Figure 3 presents the hard X-ray and microwave time profiles for the second burst, from 00:14:20 UT to 00:14:40 UT. The QPPs are clearly seen. In the time profiles obtained with the NoRP data the QPPs are seen in 9.4 and 17 GHz. The period calculated from the autocorrelation function of the time profiles was 6.6 s. We also calculated the period of the QPPs in hard X-rays (M1 and M2 bands), and found that the period (6 s) was almost the same as those in NoRP. We analyzed the microwave spectrum using the NoRP data and found that the power-law distribution index was about $`21.5`$ and the turn-over frequency was about 10 GHz. These results indicate that the emission of the QPP originated from gyrosynchrotron radiation from non-thermal electrons. Since both the time profiles of the M1 and M2 bands clearly showed the QPPs, the emission in hard X-rays was also produced by non-thermal electrons.

As described in section 2, the flare has two microwave sources (see Figure 2). We found that the time profile of source “A” showed the QPP, while that of source “B” did not. The pulsating source is different from the hard X-ray source that is located near source “B”. To clarify the relation between the microwave pulsation at source “A” and the hard X-ray pulsation, we calculated the correlation between the time profiles of 17 GHz and the M1 band as a function of the time lag between them. The maximum correlation was found for a delay of the microwave pulsation with a time of 0.6 – 1.0 s.

We suggest that the acceleration site lies near the hard X-ray source, and that the delay time between microwaves and hard X-rays is explained by the flight duration of non-thermal electrons between both the sources. The length of the soft X-ray faint loop connecting the hard X-ray source and source “A” is about $`5.0\times 10^4`$ km. If we assume that the velocity of the electrons is about $`1.0\times 10^5`$ km s-1 ($``$ 30 % of the speed of light), the delay time between microwaves and hard X-rays is about 0.5 s, which is almost equal to the observed delay time. The soft X-ray images show two parts related to the flare: a bright kernel near source “B” and a faint large loop connecting the kernel and source “A” (see Figure 2). We believe that the flare occurred at the contact region of the two parts via magnetic reconnection (Hanaoka, 1997; Heyvaerts, Priest, & Rust, 1977). In such a scenario, the acceleration site would be located near the reconnection site. Hence, it is reasonable to suggest that the acceleration site is located near source “B” and the hard X-ray source.

Here, another question occurs; why did the time profile of the microwave source “B” not show the QPP? As an answer, we suggest that the emission mechanism of source“B” differs from that of source “A”. The emission mechanism of source “A” is optically-thin gyrosynchrotron radiation from non-thermal electrons. On the other hand, the dominant emission mechanism of source “B” is optically-thin thermal Bremsstrahlung since the spectrum index of source “B” that is derived from the 17 and 34 GHz is about 0. Therefore, the time profiles of source “B” do not show the population of the accelerated/injected non-thermal electrons. To confirm the suggestion, we estimated the thermal radio flux from source “B” by using the temperature and the emission measure of SXT bright kernel (see section 4), and found that the flux was almost the same as the observed flux of source “B”. We also suggest that the thermal emission was radiated from the thermal plasma that was confined by the flare loops. The loops were formed at the first burst via magnetic reconnection. Therefore, although the fine structure of the kernel is not resolved in the SXT images, we think that it consists of the main flare loops (see Figure 2).

## 4 TYPICAL TIMESCALES OF FLARE LOOP

In the previous section we showed that the period of the pulsation was 6.6 s. What is the explanatin for the period? To answer the question, we derive some typical time-scales of the flare loop and discuss them. Temperature, density, size, and magnetic field strength of the flare loop are needed for the estimation. The temperature $`T`$ and the volume emission measure $`EM`$ are derived from the soft X-ray images which were taken with the SXT thick aluminum (Al12) and beryllium (Be) filters. The region of flare loop $`A`$ is defined as the region where the intensity of an SXT Be filter image is more than 2,000 DN s-1 pix-1. This leads to an area of 2.5$`\times 10^{18}`$ cm2. Using the filter ratio method (Hara et al., 1992), the average temperature and volume emission measure over the flare loop are calculated to be 9.4 MK and 8.1$`\times `$1048 cm-3, respectively.

Here, we assume that the kernel is a cube, and that the volume $`V`$ of the flare kernel is the area to the power of three halves, i.e. $`V=A^{3/2}`$. Then, the number density $`n`$ in the top of the flare loop becomes $`n=\sqrt{EM/V}=\sqrt{EM/A^{3/2}}4.5\times 10^{10}\mathrm{cm}^3`$. Also, the acoustic velocity $`c_s`$ in the flare loop is given by $`c_s\sqrt{\gamma k_BT/m_p}360\mathrm{km}\mathrm{s}^1`$, where $`k_B`$ is Boltzmann’s constant; $`m_p`$ is the proton mass; $`\gamma `$ is the ratio of specific heats and is here assumed to be $`5/3`$. Since the structure of the flare loop is not resolved in the SXT images, we can not measure the length $`l`$ and width $`w`$ of the flare loop correctly. Therefore, we use the square root of the area instead of the length of the flare loop ($`lA^{1/2}`$ 16,000 km). Then, the acoustic transit time along the flare loop is $`\tau _{sl}=l/c_s44\mathrm{s}`$. On the other hand, if we use the width of the faint loop instead of the width of the flare loop ($`w`$ 6,000 km), the acoustic transit time across the flare loop becomes $`\tau _{sw}=l/c_s17\mathrm{s}`$. Both the time-scales are much longer than the observational period of the QPP (6.6 s).

In order to derive the Alfvén transit times of the flare loop, we have to estimate the magnetic field strength in the corona. However, this estimation is difficult in our case as; (1) we can not measure the magnetic field strength of the corona directly, (2) we can not obtain the actual magnetic field strength in the photosphere at the flare region since it is located near the north-west limb. Therefore, we calculate the potential field of the flare region based on a magnetogram on November 6. The magnetogram was obtained with the Michelson Doppler Interferometer (MDI; Scherrer et al. 1995) aboard the Solar and Heliospheric Observatory (SOHO; Domingo et al. 1995). The field strength on the apex of the flare loop $`B`$ is estimated to be about 300 G using the potential field extrapolation by the software package MAGPACK2 (Sakurai, 1982). As a result, the Alfvén velocity $`c_A`$ in the flare loop becomes $`c_AB/\sqrt{4\pi nm_p}3,100\mathrm{km}\mathrm{s}^1`$. Then, the Alfvén transit time ‘along’ the flare loop is $`\tau _{Al}=l/c_A5.1\mathrm{s}`$ and the Alfvén transit time ‘across’ the flare loop is $`\tau _{Aw}=w/c_A1.9\mathrm{s}`$.

The values of our estimations are summarized in Table 1. Although the Alfvén transit time is sensitive to the magnetic field strength estimated above, the transit time along the flare loop ($`\tau _{Al}`$) is the most similar to the observational period of the pulsation in microwave and hard X-rays.

## 5 DISCUSSION

We investigated the impulsive phase of the flare whose time evolution showed a clear QPP in microwaves and hard X-rays. We found that the periods of the QPP were 6.6 s and that the acceleration site of non-thermal electrons was located near source “B” using correlation analysis of the time profiles. Then, we estimated some typical time-scales of the flare loop from the observational data and found that the Alfvén transit time along the flare loop was close to the period of the pulsation.

Tajima et al. (1987) suggest that the periods of QPP in microwaves and hard X-rays are equal to an Alfvén transit time ‘across’ the flare loop ($`\tau _{Aw}`$). However, this transit time was much shorter than the observational period of the QPP. This implies that the origin of the periodic pulsation in our case is not the coalescence instability in the reconnection site.

Recently, Transition Region and Coronal Explorer (TRACE; Handy et al. 1999) observations have shown coronal loop oscillations that was induced by a flare (Nakariakov et al., 1999). T. Miyagoshi (in preparation) performed three-dimensional MHD simulations of the coronal loop oscillation and found that the period of the loop oscillation is equal to the Alfvén transit time ‘along’ the oscillating loops ($`\tau _{Al}`$). Does the oscillation of the coronal loop relate with the particle acceleration/injection? Tsuneta & Naito (1998) propose that non-thermal electrons can efficiently be accelerated by a first order Fermi process at the fast shock located below the reconnection X-point. They suggest that the accelerated electrons are trapped between the two slow shocks, and that the energy injection depends on the length of the fast shock which is pinched by these slow shocks. If the reconnected (flare) loop that is located under the fast shock is oscillating, then the length of the fast shock probably varies with the loop oscillation, synchronously. Hence, we propose, under the hypothesis of the acceleration model proposed by Tsuneta and Naito (1998), that the origin of the QPP in microwaves and hard X-rays is the modulation of the acceleration/injection of non-thermal electrons. Moreover, we propose that the modulation is produced by the variations of macroscopic magnetic structures, for example, oscillations of coronal loops.

We first acknowledge an anonymous referee for his/her useful comments and suggestions, which improved this paper. We’d like to thank Drs. K. Shibata, T. Terasawa, T. Saito, T. T. Ishii, and T. Miyagoshi for fruitful discussions. We also thank Drs. D. H. Brooks, T. Miyagoshi for their careful reading and helpful comments. We are indebted to Dr. T. Sakurai for allowing us to use his potential field program (MAGPACK2). We also thank all the members of Nobeyama Radio observatory for their support in our observation and study. We made extensive use of SOHO MDI Data Service and Yohkoh Data Center.


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# NGC 6994 - clearly not a physical stellar ensemble Based on observations made with the spectrograph Elodie on the 1.93m telescope at Observatoire de Haute Provence

## 1 Introduction

There is convincing evidence, from numerical simulations (e.g. Terlevich 1987, de la Fuente Marcos 1997) as well as from the observed distribution of cluster ages (Wielen 1971, Janes & Adler 1982, Lyngå 1982), that most of the open star clusters in the Milky Way undergo rapid dynamical evolution and decay on a time scale of 200 – 500 Myr. The dynamical evolution of an open cluster is driven (1) by mass-loss from stellar evolution of its most massive members, (2) by internal energy repartition in two-body interactions and encounters with binaries, and (3) by external perturbations due to the tidal forces exerted by the mean galactic field and by local inhomogeneities. In the final stage of its evolution an open cluster is expected to reduce to a small number of relatively massive stars, preferentially binaries, which have sunk to the cluster’s core while the less massive members have progressively escaped into the galactic field (de la Fuente Marcos 1997). Since the Galactic disk contains several thousand open clusters and since the typical lifetimes of these clusters are short with respect to the age of the disk, it seems likely that such cluster remnants exist in large numbers. It would be important to identify and investigate these remnants in order to check and constrain the numerical models of cluster evolution. However such small groups of stars are in general difficult to detect because they are seen in projection onto the field of foreground and background stars which dominate the stellar surface density, in particular in regions close to the galactic plane.

An interesting candidate for a very sparse cluster or cluster remnant is the object NGC 6994 = M 73 ($`\alpha ,\delta =20^h58\stackrel{m}{.}9,12^{}38^{}`$ (J2000.0); $`l,b=35\stackrel{}{.}7,34\stackrel{}{.}0`$) which is located at fairly high galactic latitude. It was first described by Messier (1784) as “a cluster of three or four small stars which resemble a nebula at first sight”. Later observers specified that it consists of four stars of magnitude 10 - 13 in an oblique triangle and that the two brightest of these stars are BD$``$13 5808 and BD$``$13 5809 (Holetschek 1907, Reinmuth 1926). The object has since been listed in a number of catalogs of open clusters (e.g. Collinder 1931, Alter et al. 1958, Lyngå 1987). Collinder (1931) gave the diameter of the cluster as $`2^{}`$ to $`3^{}`$, but somehow presumed that it might contain about 200 members and perhaps be a globular cluster. Ruprecht (1966) on the other hand classified it as a barely conspicuous poor cluster with stars of almost equal brightness and marked it as a doubtful case. Bassino et al. (2000) and Carraro (2000) recently undertook the first deep photometric studies of NGC 6994. These studies ended up with contradictory conclusions on the physical reality of the cluster. Same as Bassino et al. (2000), Bica et al. (2001) recently proposed NGC 6994 as a possible open cluster remnant.

In order to obtain a clear answer on the nature of NGC 6994, we decided to take high-resolution spectra of the few obvious bright member candidates and to derive their precise radial velocities and absolute magnitudes. In addition we also take into account the proper motions of the candidates as an important kinematic diagnostic. Clearly, small groups of physically related stars that do not stand out strongly against the underlying field can best be recognized by finding out whether the supposed members lie at a common distance and share a common space motion. In Section 2 of this paper we briefly review the different arguments on NGC 6994 that have been given in previous studies. In Section 3, we investigate the significance of NGC 6994 from the viewpoints of stellar surface density in different magnitude intervals and number statistics of bright stars. In Section 4 we consider the information available from proper motions. Section 5 then describes our spectroscopic observations and the results derived from them. In Section 6 we summarize our results and conclusions.

## 2 Previous studies on NGC 6994

Detailed investigations of the region of NGC 6994 exist only since recently. Bassino et al. (2000) have presented color-magnitude diagrams (CMDs) from CCD photometry in $`BVRI`$ down to $`V`$ = 21 mag for a field of diameter $`9\stackrel{}{.}6`$. They argue that the distribution of stars in their CMDs provides evidence for the presence of an old open cluster. The cluster is supposed to have an angular diameter of at least $`9^{}`$, a distance of about 620 pc and an age of 2 to 3 Gyr. The members of the cluster are however not directly obvious from the structure of the CMD, and a CMD for a nearby comparison field, which would in this case be essential, is not provided. Twenty-four stars are proposed as member candidates, in particular all stars brighter than $`V=14.5`$ in the field. These candidates have been selected with an iterative process of isochrone fitting in the plane of $`(BV,V)`$, but without the ability to take into account the color-magnitude distribution of field stars. In order to validate the result of this selection scheme the authors refer to predictions from a Galactic model by Reid & Majewski (1993), showing that their cluster member candidates are located on a sequence that lies away from the loci of simulated field stars. A critical point in this approach is that their comparison with the model relies on only one simulated sample. Since the field size is very small a single simulation may involve large fluctuations and so the CMD of only one simulated sample may not be representative. Our own experience from twenty simulations for the field of NGC 6994 obtained with the Besançon model of Galactic stellar population synthesis (Robin & Crézé 1986111The latest version of this model is available at http://www.obs-besancon.fr/modele/modele\_ang.html) shows that there are indeed considerable variations from sample to sample and no evidence for a general disagreement between the simulated field CMD’s and the observed CMD.

The second argument by which Bassino et al. support their assumption of the existence of a cluster is the shape of the radial stellar surface density profile, which they show in their Figure 11. Including all stars from magnitude 10 to 21 within their field of radius $`4\stackrel{}{.}8`$, the profile shows a clear increase of the surface density within $`1^{}`$ or $`1\stackrel{}{.}5`$ of the center and a rather flat distribution outside this range. Bassino et al. interpret this as a proof for the existence of a cluster with radius $`4\stackrel{}{.}5`$. However, without evidence for a significantly lower surface density at radii beyond $`4\stackrel{}{.}5`$ an alternative interpretation of this density profile is that it reveals merely the known concentration of four bright stars within about $`1^{}`$ of the center plus a constant background density of field stars and no cluster of fainter stars. In order to verify the cluster hypothesis the stellar surface density profile needs to be investigated on a larger scale and in different magnitude ranges. (see Section 3 and Fig. 2).

In a similar study, Carraro (2000) has obtained CCD photometry in $`BVI`$ down to $`V=22`$ mag in a field of $`9^{}\times 9^{}`$. While the resulting color-magnitude diagrams look very much like those of Bassino et al., Carraro draws a completely different conclusion from his data. He claims to see a normal field star CMD without any distinct cluster feature. He thus declares NGC 6994 to be a random enhancement of four field stars rather than an open cluster or cluster remnant. On the other hand, he also states that 11 stars in his sample significantly emerge from the field. This is confusing since it appears to be an argument that is in favor of the existence of a cluster and thus in conflict with the former conclusion. Unfortunately, the essential comparison with the stellar content in at least one nearby control field is again missing. Hence there is no obvious way to recognize whether or not there is a significantly enhanced number of stars and whether the distribution of stars in the CMD is consistent or inconsistent with that of the field star population. Furthermore, Carraro’s statement that the two brightest stars in the center of NGC 6994 belong to the solar neighborhood and have distances of 42 pc and 135 pc does not hold (see Section 5). The quoted distances are spurious because they have been derived from the very coarse (and in this case meaningless) trigonometric parallaxes given by the Tycho catalog (median standard error of 30 - 50 mas in the magnitude range in question; see ESA 1997, p.142). In summary, neither of the two studies have provided clear indications of what NGC 6994 really is and which stars belong to it. Thus further investigations were required to find the answer.

Bica et al. (2001) have selected NGC 6994 and a number of other known stellar groups as possible open cluster remnants on the basis of enhanced surface density with respect to the surrounding field. They point out that the number of stars counted down to $`B=12.5`$ mag in a field of $`9^{}\times 9^{}`$ around NGC 6994 is five instead of only one that would be expected from the average counts in a larger surrounding area. This alone is however not an argument for the physical nature of this group since any distribution of stars goes along with local fluctuations so that enhancements of low numbers can turn up also randomly. It is therefore necessary to quantify the expected frequency of such fluctuations, as will be done in the next section.

## 3 Spatial configuration, surface density and number statistics

We begin our study with a reanalysis of the spatial distribution of stars in the field of NGC 6994 and around it using data from the USNO-A2.0 star catalogue (Monet et al. 1998; based on POSS-I) and the Tycho-2 star catalogue (Høg et al. 2000). Fig. 1 shows the distribution of stars in a field of $`30^{}\times 30^{}`$ around NGC 6994 down to $`R=17.5`$ mag according to USNO-A2.0. Fig. 4a shows the stars from Tycho-2 in a somewhat larger field of $`54^{}\times 30^{}`$. Both reveal that the field of NGC 6994 is characterized by an unusual group of four bright stars, with magnitudes in the range $`10.4V_T11.9`$ and mutual angular separations between $`0\stackrel{}{.}4`$ and $`1\stackrel{}{.}0`$. The mean position of this group is regarded as the center of NGC 6994. The two brightest of its members are likely to correspond to the pair BD$``$13 5808/5809 although we note that the BD positions are not entirely consistent with the real stellar configuration. Apart from this group, there are two more stars of similar brightness ($`11.1V_T12.4`$) about $`4^{}`$ and $`5^{}`$ to the south. These two may also be suspected to belong to the NGC 6994 complex. All other stars out to more than $`6^{}`$ angular distance from the central group are at least 1 mag fainter than the aforementioned ones.

In Fig. 2 we show the surface densities of stars of different magnitudes as a function of angular distance from the center of NGC 6994 (based on USNO-A2.0). The central group of bright stars produces a strong local enhancement in the surface density of stars with magnitudes $`R12.5`$ (see Fig. 2a). Fainter stars however, i.e., in the magnitude ranges from 12.5 to 15.0 and from 15.0 to 17.5 in $`R`$ do not show signs of a spatial concentration towards NGC 6994 and therefore do not provide evidence for the presence of a cluster. Figs. 2b and 2c show that the surface densities of stars in these magnitude intervals do not increase towards the center, but rather agree with the level of the surface density of surrounding field stars within the statistically expected uncertainty. In the faintest magnitude range there is a certain overdensity in the distance range from $`3^{}`$ to $`4^{}`$, but too close to the limit of statistical noise to be considered as a proof of the existence of a cluster ($`<2\sigma `$). In addition, we will show in Section 6 that the color-magnitude diagram for the field of NGC 6994 does also not provide evidence for cluster stars with magnitudes beyond 12.5 since there is actually no sign of a characteristic cluster main sequence. It therefore appears that the significance of NGC 6994 as a stellar ensemble is based solely on the clustering of the few stars brighter than 12.5 mag and that these are the only obvious member candidates for a cluster or cluster remnant in this place. Fig. 3 and Table 1 provide an identification of these stars in terms of position and Tycho catalogue number (TYC). Table 1 also shows the Tycho-2 photometry and proper motions of these stars. We remark that although stars fainter than 12.5 mag do not indicate the existence of a cluster, it could nevertheless be that a few of the fainter stars are physically related to the brighter stars provided that the latter indeed form a physical group.

One may expect that the clustering of the bright stars in the plane of the sky is by itself a proof of the physical nature of NGC 6994. However, it turns out that this argument is not as strong as it appears. The statistics of objects in the Tycho-2 catalog shows that the mean surface density of stars with magnitude $`10.0V_T12.0`$ in the region of NGC 6994 is $`\mathrm{\Sigma }38`$ stars/deg2, including some allowance for the incompleteness of the Tycho-2 catalog towards the faint end of the above interval. For a random distribution of stars with mean surface density $`\mathrm{\Sigma }`$, i.e., a distribution with number fluctuations that follows Poisson statistics, the probability of finding $`n`$ neighbors in a circular field of radius $`\mathrm{\Theta }`$ around an arbitrarily selected star is given by:

$$p(n)=\frac{1}{n!}(\mathrm{\Sigma }\pi \mathrm{\Theta }^2)^n\mathrm{exp}(\mathrm{\Sigma }\pi \mathrm{\Theta }^2)$$
(1)
Using $`\mathrm{\Sigma }=38`$ stars/deg2 and $`\mathrm{\Theta }=1^{}`$, the probabilities for $`n`$=1,2,3 are $`p(1)=3.0\times 10^2`$, $`p(2)=4.5\times 10^4`$, and $`p(3)=4.6\times 10^6`$. This means that the relative frequency for a random occurrence of a quadruple of stars like in NGC 6994 is about $`5\times 10^6`$. In other words, to find one such configuration randomly one needs a sample of about 170,000 stars or 4500 square degrees of sky with mean surface density of 38 stars/deg2. Therefore, from a statistical point of view the occurrence of NGC 6994 as a random grouping of physically unrelated stars is expected to be a rare case, but not so extremely rare that this possibility can be totally excluded. Turning it the other way round, the number statistics does not necessarily require that this particular group must be formed by physically related stars. Therefore, only proper motions and radial velocities can settle the question.

## 4 Evidence from proper motions

Important information on the kinematics of the bright stars in and around NGC 6994 is provided by the proper motions available in the Tycho-2 catalogue. The Tycho-2 proper motions are based on the comparison between contemporary mean positions derived from the recent Tycho observations onboard Hipparcos and early-epoch positions observed many decades ago (see Høg et al. 2000 and references therein). Due to the long time-baseline they (1) have rather high precision (in contrast to the Tycho parallaxes mentioned in Section 2) and (2) are not subject to influences from short period orbital motion that - in the case of binaries - might otherwise substantially affect the observed photocentric motion (see e.g. Odenkirchen & Brosche 1999). In other words, the proper motion data from Tycho-2 directly indicate the long-term mean tangential motions of the stars.

In Fig. 4c the proper motions of all Tycho-2 stars in the $`30^{}\times 54^{}`$ field around NGC 6994 are shown in a vector point diagram. The six cluster members candidates from Table 1 are marked and identified by their TYC number. Fig. 4c clearly demonstrates that these stars do not share a common mean tangential motion. The differences between the individual proper motion vectors are between 5 and 28 mas yr-1while the typical uncertainty of the proper motions is about 2 mas yr-1per component. Depending on the distances of the stars the observed differences in proper motion correspond to differences in tangential space velocity of 5 km s-1to 28 km s-1($`d=200`$ pc) or 20 km s-1to 112 km s-1($`d=800`$ pc). Such velocity differences strongly exceed the velocity dispersion of an open cluster or a long-lived group and are more characteristic of the general velocity dispersion in the Galactic disk. Comparing the proper motions of the candidate stars to those of other Tycho stars in the surrounding field it is indeed seen that the spread of proper motions among the candidates is in agreement with the typical spread in the local distribution of field star proper motions. In summary, we find that the tangential motions of the candidate stars do not support the idea of a physical relationship between them but are rather favorable to the alternative assumption that these stars are part of the local field population.

## 5 Spectroscopic investigation

For further assessment of the kinematic coherence or incoherence of the six principal member candidates of NGC 6994 we recently obtained high-resolution spectra of using the echelle spectrograph Elodie on the 1.93m telescope of the Observatoire de Haute Provence (Baranne et al. 1996). All stars were observed at two epochs, in July 2000 and August 2001. The spectra cover the range from 390 nm to 680 nm at a resolving power of 42 000 and have signal-to-noise ratios of 5.4 to 16.4 at $`\lambda 555`$ nm. The spectra were processed and calibrated with dedicated on-line data reduction software available at the telescope. Radial velocities were derived by crosscorrelating the spectra with a digital template mask for spectral type F or K. There is abundant experience with the instrument showing that the accuracy of the radial velocities obtained in this way is better than 1 km s-1for the considered stars of type F, G and K, even at relatively low signal-to-noise ratios (Baranne et al. 1996, Delfosse et al. 1999). Estimates of the atmospheric parameters $`T_{eff}`$, $`\mathrm{log}g`$ and \[Fe/H\] and the absolute magnitude $`M_V`$ of the stars were determined with the special TGMET software (Katz et al. 1998) in the same way as described in our previous open cluster study (Soubiran et al. 2000). Briefly, this software compares the observed spectrum to a library of empirical reference spectra and calculates the stellar parameters by weighted averaging over the parameter values of the five to ten best-matching reference stars.

The results of the reduction of the spectra are listed in Table 2. It turns out that there are no substantial variations in the radial velocities and the other stellar parameters between the two epochs for any of the six targets. The largest difference in radial velocity that occurs when comparing the results of the observations taken 13 months apart is about 0.8 km s-1(in this case the spectral lines are broadened due to rotation), the other differences are $`0.3`$ km s-1. This assures that the velocity measurements are not significantly affected by orbital motion with a companion and hence directly represent the mean space velocities of the stars.

The radial velocities of the six targets cover the range from $``$54 km s-1to +35 km s-1. We find that there is no agreement between any of the velocities at the level of the uncertainty of the measurements which is $`1`$ km s-1. The two most closely coinciding radial velocities have a difference of 4.1 km s-1(stars 0802 and 0565). There are three stars (0594, 0802, 0565) with radial velocities falling into the interval from $``$31 km s-1to $``$21 km s-1. The velocities of the other three stars are more widely dispersed. The three stars with somewhat similar velocities may at first sight appear as a kinematic subgroup. However, the differences in radial velocity are actually too large to interpret these stars as a wide triple system or a long-lived unbound group. Also, the proper motions and distances of these stars (see below) are such that their tangential velocities must be even more deviant than their radial velocities. This is true in particular for stars 0565 and 0802 which have proper motions that differ by 28 mas yr-1and hence can definitely not be part of the same kinematic group.

The values of the atmospheric parameters $`\mathrm{log}g`$ and $`T_{eff}`$ reveal that the sample of candidates contains three dwarfs, two red giants, and one subgiant. The absolute luminosities of the stars differ by up to 3.9 mag in $`V`$. This contrasts with a much smaller spread in the observed apparent $`V`$ magnitude which is less than 2 mag. Comparing the spectroscopically determined absolute magnitude $`M_V`$ and the photometrically measured $`V`$ (standard $`V`$ derived from Tycho-2 photometry via the transformation given in ESA 1997, p.63) one obtains an estimate of the individual distance modulus of each star. The distance moduli are found to spread over 3 mag, ranging from 7.2 mag to 10.2 mag (see Table 2). This indicates that the distances of the stars differ by a factor of 4. According to the reddening maps of Schlegel et al. (1998) the reddening at the position of NGC 6994 is $`E(BV)0.045`$ mag and varies between 0.038 mag and 0.065 mag in the $`20^{}\times 20^{}`$ arcmin region around it. We thus assume that the extinction is near $`A_V=0.15`$ mag so that the unreddened distance moduli are only slightly smaller than the measured ones. The distances of the stars hence lie between 250 pc (0492) and 1 kpc (0796). Altogether we find that the distances and radial velocities of the six stars strongly contradict the hypothesis that they form a physical group and does not even provide support for the existence of a subgroup or a physical pair.

The metallicities of the six stars range from zero to about $``$0.3 dex. The spread in metallicity suggests that the sample as a whole is not a chemically coherent group. It is possible to define subgroups of stars with similar metallicity, but these subgroups do not consistently match with the distributions of the other parameters, i.e. distance, radial velocity and tangential motion, and thus do not appear to be real.

## 6 Summary and conclusion

In Section 2 we pointed out that neither of the three recent studies involving NGC 6994 has provided truly convincing arguments for accepting or rejecting the hypothesis that it is a physical stellar system. In Section 3, we first showed that NGC 6994 is apparent as a stellar ensemble only by the concentration of a few stars brighter than 12.5 mag. A corresponding significant overdensity of fainter stars does not exist. We then deduced from the number density of bright stars around NGC 6994 that the relative frequency of close quadruples of stars like that of NGC 6994 in a random distribution of field stars is low, but not low enough to render the random occurence of such a quadrupel impossible. In Section 4 we demonstrated that the proper motion data from the Tycho-2 catalog provide a clear indication against the physical nature of the ensemble. The proper motions do not show any characteristic concentration and instead point towards a large spread in the tangential space velocities of the stars that is consistent with the motions of the surrounding field stars. In Section 5 we presented and discussed radial velocities, atmospheric parameters and absolute magnitudes derived from high-resolution spectra of the six obvious bright member candidates of NGC 6994. We find that the sample contains three dwarfs, two giants and one subgiant. The radial velocities and absolute magnitudes yield further strong evidence against the hypothesis of a system of physically related stars. First, the radial velocities of the stars are substantially different from each other, which is unlikely to be due to binary orbital motion since reobservation at a second epoch assures that there are no significant variations with time. Second, the distance moduli of the stars which result from their spectroscopically determined absolute magnitudes and their apparent brightness do not agree to each other. The latter shows that the stars are not clustered at a certain location along the line of sight. Taking together the results from proper motions and spectroscopy we conclude that neither the sample as a whole nor a subgroup in it forms a physical stellar system. Instead the asterism called NGC 6994 appears to be a rare occurrence of a random grouping of a few physically unrelated stars in projection on the celestial sphere. This conclusion confirms the conjecture of Carraro (2000) who had doubted the existence of a cluster or cluster remnant because of the lack of a characteristic sequence in the color-magnitude diagram.

###### Acknowledgements.

We thank the Observatoire de Haute Provence and the GDR “Galaxies” for allocating observing time to our various open cluster projects. M.O. thanks Eva Grebel for reading and commenting on the manuscript.


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# Evidence for Linelike Vortex Liquid Phase in Tl2Ba2CaCu2O8 Probed by the Josephson Plasma Resonance

## Abstract

We measured the Josephson plasma resonance (JPR) in optimally doped Tl2Ba2CaCu2O8+δ thin films using terahertz time-domain spectroscopy in transmission. The temperature and magnetic field dependence of the JPR frequency shows that the $`c`$-axis correlations of pancake vortices remain intact at the transition from the vortex solid to the liquid phase. In this respect Tl2Ba2CaCu2O8+δ films, with anisotropy parameter $`\gamma 150`$, are similar to the less anisotropic YBa2Cu3O7-δ $`(\gamma 8)`$ rather than to the most anisotropic Bi2Sr2CaCu2O8+δ single crystals ($`\gamma 500`$).

The structure of the different vortex phases and the nature of the phase transitions in the magnetic phase diagram of high-$`T_c`$ superconductors has been the subject of intense study over the past several years . It has been established rather conclusively, both experimentally  and theoretically, that there exists a first-order phase transition at which the vortex lattice melts into a vortex liquid where at least in-plane long-range order is lost. This melting transition depends strongly on the anisotropy parameter, $`\gamma =\lambda _c/\lambda _{ab}`$, of the superconductor . Here $`\lambda _c`$ and $`\lambda _{ab}`$ are the London penetration depths along the $`c`$-axis and $`ab`$-plane, respectively. In YBa2Cu3O7-δ (Y-123), which has a low degree of anisotropy $`\gamma 8`$, the vortex lattice melts by a first-order phase transition into a linelike liquid  up to rather high magnetic fields $``$ 1$``$10 T . In the case of strong anisotropy $`\gamma 500`$ and $`150`$ as in, respectively, Bi- and Tl-based high-$`T_c`$ superconductors a model has been introduced, whereby the vortices are stacks of two-dimensional “pancake” vortices in the CuO2 layers weakly coupled by Josephson and magnetic interactions . At low temperatures and magnetic fields the vortex lattice is composed of aligned stacks of pancakes (vortex lines). However, the interactions between pancakes in adjacent layers are very weak and vortex lines are easily destroyed by either thermal fluctuations at high temperatures, or by random pinning. In Bi2Sr2CaCu2O8+δ (Bi-2212), which is the most anisotropic superconductor known, the vortex lattice undergoes a first-order melting into a pancake liquid at magnetic fields $`B500`$ G .

The structure of the vortex liquid phase in the anisotropic superconductors Y-123 and Bi-2212 has been the focus of numerous experimental and theoretical studies, e.g. Refs. . It has been found that at the melting transition in Bi-2212 vortex lines are disintegrated into a liquid of pancakes , in contrast to Y-123, where vortex lines are preserved above the melting line . In this Letter we report on the structure of the vortex state below and near the glass transition in Tl-2212 films, which have an intermediate anisotropy in between Bi-2212 and Y-123. We show that with respect to $`c`$-axis correlations in the liquid phase in fields below 0.25 T Tl-2212 films behave as Y-123 with strong disorder .

The $`c`$-axis correlations of pancake vortices are directly related to the interlayer phase coherence in the mixed-state . One of the most powerful experimental probes for the interlayer phase coherence in highly anisotropic layered superconductors is the $`c`$-axis Josephson plasma resonance . The JPR is a Cooper pair charge oscillation mode perpendicular to the CuO2 layers. In zero magnetic field the JPR is a direct probe of the Josephson coupling between the layers . The JPR frequency is given by: $`\omega _0(T)=c/[\lambda _c(T)\sqrt{ϵ_{\mathrm{}}}]=c/[\gamma \lambda _{ab}(T)\sqrt{ϵ_{\mathrm{}}}]`$. Here, $`c`$ is the speed of light, and $`ϵ_{\mathrm{}}`$ is the high-frequency dielectric constant along the $`c`$-axis. In the presence of a $`c`$-axis magnetic field $`B`$, the JPR can be written as

$`\omega _p^2(B,T)=\omega _0^2(T)\mathrm{cos}[\phi _{n,n+1}(𝐫,B)].`$ (1)
Here, $`\mathrm{cos}[\phi _{n,n+1}(𝐫,B)]`$ is the local thermal and disorder average of the cosine of the gauge-invariant phase difference between adjacent layers $`n`$ and $`n+1`$, and $`𝐫`$ is the in-plane coordinate. When the pancake vortices form straight lines perpendicular to the layers, $`\phi _{n,n+1}(𝐫,B)`$ vanishes. However, when the pancake vortices are misaligned along the $`c`$-axis, a nonzero phase difference is induced, which suppresses the interlayer Josephson coupling, and results in the reduction of $`\mathrm{cos}\phi _{n,n+1}`$ from unity. Thus, the JPR probes the correlations of pancake vortices along the $`c`$-axis, providing information on various phases and phase transitions in the vortex state.

Recent JPR microwave measurements in a Bi-2212 crystal  show a jump in the interlayer phase coherence factor, $`\mathrm{cos}\phi _{n,n+1}`$, from $``$0.65-0.7 to $``$0.3-0.4 at the first-order melting transition. These data, together with magnetization measurements, show that the melting of the vortex lattice is accompanied by disintegration of vortex lines into a pancake liquid, where $`c`$-axis correlations are lost. Quantitative analysis  of the JPR data confirmed that correlations of pancakes between neighboring layers in the liquid phase in Bi-2212 far away from $`T_c`$ are practically absent. Only at very low melting fields, $`B_m<B_J=\mathrm{\Phi }_0/\lambda _J^220`$ G, near $`T_c`$ does the JPR data  show evidence of a linelike liquid . Here $`\lambda _J=\gamma s`$ is the Josephson length where $`s`$ is the interlayer distance. Vortex lines (stacks of pancake vortices) are preserved across the melting transition when the intervortex distance is much larger than the meandering length, $`r_w`$, defined as the average in-plane distance between two pancake vortices in adjacent layers belonging to the same vortex line.

To probe $`c`$-axis correlations in less anisotropic high-$`T_c`$ superconductors, such as thallium and mercury compounds, where the JPR lies in the THz range, one needs optical techniques. Demonstrated techniques are either grazing incidence reflectivity , or terahertz time-domain spectroscopy (THz-TDS) in transmission . Here we report study of the JPR by use of THz-TDS in transmission. THz-TDS has a better signal-to-noise ratio, in comparison to grazing incidence reflectivity, allowing measurements close to $`T_c`$ . Details of the THz-TDS spectrometer are discussed in Refs. . The Tl-2212 film (700 nm) was grown on a 10 $`\times `$ 10 mm2 MgO substrate, and exhibited a sharp transition (0.2 K width) at $`T_c=103.4`$ K. The growth process is described in Ref. . The sample was positioned inside a cryostat with optical access, between a pair of permanent magnets with the magnetic field oriented along the $`c`$-axis. Measurements were performed in field cooled mode. In order to excite the JPR, $`p`$-polarized THz radiation, incident at an angle of 45 to the surface normal, is transmitted through the sample .

Fig. 1 shows the electric field of the THz pulse transmitted through the sample. Fig. 1(a) shows the oscillations due to the JPR in the time-domain at 70 K and 80 K. This clearly illustrates a downward shift in the oscillation frequency as the temperature ($`T`$) is increased from 70 K to 80 K. Fig. 1(b) shows the JPR in the time-domain at 70 K in zero magnetic field and in a 2.5 kG $`c`$-axis field. Here we clearly see the distortion of the THz pulse by vortices induced by the magnetic field. It is caused by both diminishing of the oscillation frequency and broadening of the JPR peak due to the disorder in pancake positions.

To obtain the transmission amplitude of the Tl-2212 film, we performed two sets of averaged scans at each temperature and field. The first set was performed on the sample (film plus substrate), and the other set was performed on a bare reference substrate. The fast Fourier transform of the sample was then divided by the fast Fourier transform of the reference. This ratio gave the complex transmission coefficient of the Tl-2212 film as a function of frequency. Fig. 2 shows the transmission amplitude as a function of frequency for the Tl-2212 film (a) in zero field from 70 to 100 K, and (b) in a 2.5 kG field applied along the $`c`$-axis. The inset in Fig. 2(b) shows the decrease of the JPR frequency with temperature at $`B=0`$ and $`B=2.5`$ kG, which clearly shows the sensitivity of the JPR to the vortex state.

The interlayer phase coherence factor, $`\mathrm{cos}\phi _{n,n+1}=\omega _p^2(B,T)/\omega _0^2(0,20\text{K})`$ (determined using data as shown in Fig. 2), as a function of $`T`$ at different fields is shown in Fig. 3. This factor is practically $`T`$-independent from 20 to 70 K at $`B=0.4`$ kG, and from 20 to 50 K at $`B=1.8`$ kG. This suggests that the pancake vortices are well pinned and largely unaffected by thermal fluctuations at lower $`T`$ in the vortex solid phase. $`\mathrm{cos}\phi _{n,n+1}`$ decreases linearly with field at 20 K $`T`$ 50 K. Such a field dependence was also observed in the vortex solid phase in Bi-2212 . At higher $`T`$ the drop of $`\mathrm{cos}\phi _{n,n+1}`$ with field becomes stronger, in agreement with theoretical predictions . We note that Dulić et al.  did not observe a change in the field dependence of the JPR frequency, $`\omega _p(B)`$, with temperature in grazing incidence reflectivity measurements up to $`70`$ K. The important point is that there is no indication of a sudden change of the field dependence as a function of $`T`$, which would have signaled a disintegration of vortex lines into a pancake liquid at the melting transition, as observed in Bi-2212 crystals.

For proper interpretation of our data it is important to determine the transition from the liquid to solid phase and the nature of this transition (melting or glass).

To address this issue we performed $`I`$$``$$`V`$ measurements in fields from 0.5 to 1.5 kG as a function of $`T`$. Fig. 4 shows the scaled $`I`$$``$$`V`$ curves in 1.0 kG. We determined the glass transition temperature $`T_g`$ by scaling the nonlinear $`I`$$``$$`V`$ curves via the Bose-glass model . When scaled, the $`I`$$``$$`V`$ data fall onto different curves for temperatures above and below $`T_g`$. The positions of $`T_g`$ determined in this manner at 70, 75, and 85 K are depicted in Fig. 5. Hence, in our films the melting transition is replaced by the glass transition due to disorder inherent to the films. Paulius et al  observed such replacement in Y-123 crystals under the effect of controlled disorder introduced by proton irradiation. For Tl-2212 single crystals, the irreversibility line was observed from magnetization measurements by Hardy et al.  at fields of 0.7, 0.6 and 0.3 kG at $`T=70`$, 75 and 85 K, respectively (see Fig. 5). In films the melting or glass transition field is strongly enhanced by pinning as compared to single crystals.

Next we address whether we have linelike vortices in the solid and liquid phases and how these phases differ with respect to $`c`$-axis correlations. For this we discuss the field dependence of the coherence factor $`\mathrm{cos}\phi _{n,n+1}`$ below and through this transition.

Suppression of the Josephson coupling due to pinning-induced meandering of vortex lines at low $`T`$ has been considered in Ref. . Let us discuss the isolated vortex regime at low fields $`B\mathrm{\Phi }_0/4\pi \lambda _{ab}^2,B_J`$, i.e. well below 0.05 T. Here the coherence factor drops linearly with $`B`$,

$$\mathrm{cos}\phi _{n,n+1}=1\frac{B}{B_w},B_w\frac{\mathrm{\Phi }_0}{\pi r_w^2\mathrm{ln}(\gamma s/r_w)},$$
(2)
where the field $`B_w`$ is a measure of the meandering length $`r_w`$. $`r_w`$, in turn, is determined by a balance between the pinning energy $`U_p`$ and the Josephson energy, $`E_J=\mathrm{\Phi }_0^2/16\pi ^3s\lambda _c^2`$, $`r_w^2U_p/E_J`$. Our data, Fig. 3, give $`B_w8`$ kG corresponding to $`r_w25`$ nm. This value for $`B_w`$ has to be compared with the lower value $`1.2`$ kG for the more anisotropic Bi-2212 , the similar value for a different Tl-2212 film, $`14`$ kG , and with the much higher value $`30`$ T for the less anisotropic underdoped Y-123 . This shows that $`B_w`$ is mainly determined by the anisotropy of the material. In the isolated vortex regime we found an intervortex distance $`a=\sqrt{\mathrm{\Phi }_0/B}>`$ 200 nm. Hence, disorder does not destroy vortex lines.

At higher temperatures, meandering of vortex lines is determined by thermal fluctuations. We calculate the $`T`$\- and $`B`$-dependence of the interlayer phase coherence factor, $`\mathrm{cos}\phi _{n,n+1}`$, in the vortex solid phase neglecting pinning but accounting for Gaussian thermal fluctuations of pancakes , accounting for both Josephson and magnetic coupling of the layers. Calculations are based on the Lawrence-Doniach model in the London limit, which is completely defined by the London penetration depths $`\lambda _c`$ and $`\lambda _{ab}`$, and the interlayer spacing, $`s=15`$ Å. We extract $`\lambda _c`$ ($`0.003`$ cm at 70 K) directly from the JPR frequency using $`ϵ_{\mathrm{}}=9.1`$ . We find that the best agreement between calculation and experiment is achieved using $`\gamma =150`$, see Fig. 5. This value of $`\gamma `$ is consistent with the resistivity anisotropy of Tl-2212 single crystals near $`T_c`$ .

Extracted parameters of our film allow us to calculate the *expected* location of the melting transition at different fields for a corresponding clean material. In superconductors with dominating Josephson coupling, $`\gamma <\lambda /s`$, the melting temperature is given by $`T_m0.13ϵ_0a/\gamma `$ with $`ϵ_0=\mathrm{\Phi }_0^2/\left(4\pi \lambda _{ab}\right)^2`$ . In our case the anisotropy factor $`\gamma 150`$ is comparable with the ratio $`\lambda _{ab}/s`$ and the magnetic coupling between pancake vortices in neighboring layers may influence the melting transition. We calculated the shift of the melting transition caused by magnetic coupling using perturbation theory and obtain

$$T_m\left(B\right)0.13(\epsilon _0a/\gamma )(1+0.23a^2/\lambda _{ab}^2).$$
(3)
The position of both the *estimated* $`T_m`$ (closed arrows) and *experimentally determined* $`T_g`$ (open arrows) is indicated in Fig. 5. We find that the glass transition fields exceed the calculated melting fields in a clean material by $``$15$``$20%, while the irreversibility fields are even smaller in a single crystal. It is generally true that irreversibility is resolution limited and lies lower than $`T_m`$. It has been established that *point* disorder drives the glass transition *below* the melting line , while *correlated* disorder drives it *above* the melting line . Therefore, our results suggest that pinning in our films is dominated by correlated disorder, presumably dislocations . This is in contrast to single crystals where point disorder is likely to dominate. In our films, at glass temperatures in the isolated vortex regime in the solid phase, $`B_w`$ decreases about two times in comparison with low temperatures and $`r_w`$ increases to 35 nm at 80 K. The field dependence is completely smooth near the glass transition. These results strongly imply that vortex lines are preserved across the glass transition for $`T70`$ K.

In conclusion, we have measured the JPR in Tl-2212 thin films using THz-TDS in transmission. We used the JPR frequency measurements as a probe to study the interlayer phase coherence as a function of temperature and magnetic fields above and below the melting line. Our results show that in Tl-2212 films the glass transition takes place probably due to disorder inherent to the films. Vortex lines exist in the liquid state in magnetic fields below 2.5 kG. We conclude that Tl-2212 films, at least in the low magnetic field portion of the phase diagram, behave as Y-123, and not as Bi-2212 single crystals despite the closer anisotropy ratios of Bi-2212 and Tl-2212.

We thank Superconductivity Technologies for providing the Tl-2212 films. This research was supported by the UC Campus-Laboratory Collaborations and by the Los Alamos LDRD Program by the U.S. DOE. Work in Argonne was supported by the U.S. DOE, Office of Science, under contract No. W-31-109-ENG-38.


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# Dynamical Generation of Four-Dimensional Space-Time in the IIB Matrix Model

## 1 Introduction

One of the recent excitements in string theory is the appearance of concrete proposals for its nonperturbative definitions. The IIB matrix model , which was conjectured to describe type IIB superstrings in 10 dimensions, has a particularly simple form. It is a supersymmetric matrix model, which can be obtained from the zero-volume limit of 10d SU($`N`$) super Yang-Mills theory. The space-time is represented by 10 bosonic matrices, and hence treated dynamically. This allows us in particular to investigate the possibility  that our 4d space-time is generated dynamically in superstring theory in 10d. Since the model has manifest SO(10) symmetry, the emergence of 4d space-time requires the SO(10) symmetry to be spontaneously broken. However, the absence of SSB has been concluded in various simplified versions of the IIB matrix model . (See also Ref. .) These results suggested that the phase of the fermion integral must play a crucial role if the SSB really takes place. A saddle-point analysis of its effect  led to the conclusion that the SO(10) symmetry can be spontaneously broken down to SO($`d`$), where $`3d8`$. Monte Carlo studies have been attempted in Ref.  and an intuitive argument for $`d=4`$ has been presented. Ref. , on the other hand, has provided concrete examples of exactly solvable matrix models, in which SO($`D`$) symmetry is spontaneously broken precisely due to the phase.

In this paper, we address the issue of SSB in the IIB matrix model by using the Gaussian expansion technique developed in Refs. . Such a method for general supersymmetric models was originally proposed by Kabat-Lifschytz  with the particular intention of studying the strong-coupling regime of the Matrix Theory . Even at the leading order of the expansion, the result turned out to be consistent with the conjectured duality to supergravity, and various nonperturbative blackhole dynamics have been extracted successfully . However, the possibility of a systematic improvement beyond the leading order was left unclear. Here we will propose a prescription for including higher order corrections systematically, which indeed yields a rapid convergence to the exact result in a simple example.

We apply this prescription to the IIB matrix model and carry out calculations up to the third order. ‘Self-consistency equations’ allow various solutions which preserve only some subgroup of SO(10). Among them, the solution preserving SO(4) symmetry gives the smallest free energy. The value of the free energy comes much closer to the analytic formula obtained by Krauth-Nicolai-Staudacher  as we increase the order. As a fundamental observable which probes the space-time structure, we calculate the extent of space-time in each direction. For the SO(4) preserving solution, the extent in the four directions is found to be larger than the remaining six directions and moreover the ratio becomes larger as we go to higher order. These results provide the first analytical evidence that four-dimensional space-time is generated dynamically in the IIB matrix model.

## 2 Bosonic Yang-Mills Integral

In order to illustrate our method, let us consider the bosonic Yang-Mills integral defined by

$`Z`$ $`=`$ $`{\displaystyle \text{d}A\text{e}^S},`$ (1)
$`S`$ $`=`$ $`{\displaystyle \frac{1}{4}}N\beta \mathrm{tr}[A_\mu ,A_\nu ]^2,\beta ={\displaystyle \frac{1}{g^2N}}.`$ (2)
The bosonic matrices $`A_\mu `$ ($`\mu =1,\mathrm{},D`$) are $`N\times N`$ hermitian matrices, which we expand as $`A_\mu =A_\mu ^aT^a`$ with respect to the SU($`N`$) generators $`T^a`$ ($`a=1,\mathrm{},(N^21)`$) normalized as $`\mathrm{tr}(T^aT^b)=\frac{1}{2}\delta ^{ab}`$. The integration measure for $`A_\mu `$ is defined as $`\text{d}A=_{a=1}^{N^21}_{\mu =1}^D\frac{dA_\mu ^a}{\sqrt{2\pi }}`$. As an important consequence of the zero-volume limit, one can actually absorb the parameter $`g`$ by rescaling the dynamical variables $`A_\mu \sqrt{g}A_\mu `$. Therefore, the parameter $`g`$ is merely a scale parameter rather than a coupling constant. The partition function is conjectured to be finite  for $`N>D/(D2)`$, and this conjecture was proved in . A systematic $`1/D`$ expansion has been formulated in . In particular the absence of SO($`D`$) breaking is shown to all orders of the $`1/D`$ expansion and this conclusion is confirmed by Monte Carlo simulations  for various $`D=3,4,6,\mathrm{},20`$. The model has been studied by the Gaussian expansion assuming that the SO($`D`$) symmetry is not spontaneously broken , and the numerical results of the VEVs of Polyakov line and Wilson loop  have been reproduced qualitatively.

In order to examine the SSB of SO($`D`$) symmetry by means of the Gaussian expansion, we repeat the calculation of Ref.  without assuming the absence of SO($`D`$) breaking. It turns out to be convenient to introduce the rescaled dynamical variables $`X_\mu `$ given by $`X_\mu =\beta ^{1/4}A_\mu ,`$ so that the action takes the canonical form

$$S=\frac{1}{4}N\mathrm{tr}[X_\mu ,X_\nu ]^2.$$
(3)
The most general SU($`N`$) invariant Gaussian action without assuming SO($`D`$) symmetry can be brought into the form

$$S_0=\underset{\mu =1}{\overset{D}{}}\frac{N}{v_\mu }\mathrm{tr}\left(X_\mu X_\mu \right),v_\mu >0,$$
(4)
by making an appropriate SO($`D`$) transformation. Then we rewrite the partition function (1) as

$`Z`$ $`=`$ $`Z_0\text{e}^{(SS_0)}_0,`$ (5)
$`Z_0`$ $`=`$ $`{\displaystyle \text{d}A\text{e}^{S_0}}=\beta ^{D(N^21)/4}{\displaystyle \text{d}X\text{e}^{S_0}},`$ (6)
where $`_0`$ is a VEV with respect to the partition function $`Z_0`$. From (5) it follows that the free energy $`F=\mathrm{ln}Z`$ can be expanded as

$`F`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}F_k;F_0=\mathrm{ln}Z_0,`$
$`F_k`$ $`=`$ $`{\displaystyle \frac{(1)^k}{k!}}(SS_0)^k_{\mathrm{C},0}(\text{for}k1),`$ (7)
where the suffix ‘C’ in $`_{\mathrm{C},0}`$ means that the connected part is taken. The first two terms of the expansion are given as

$`F_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}(N^21)\left\{D\mathrm{ln}(N\beta ^{1/2}){\displaystyle \underset{\mu =1}{\overset{D}{}}}\mathrm{ln}v_\mu \right\},`$ (8)
$`F_1`$ $`=`$ $`S_0S_0_0,`$ (9)
$`S_0`$ $`=`$ $`{\displaystyle \frac{1}{8}}(N^21){\displaystyle \underset{\mu \nu }{}}v_\mu v_\nu ,`$ (10)
$`S_0_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}(N^21)D.`$ (11)
The variational parameters $`v_\mu `$ in the Gaussian action (4) can be determined in such a way that the free energy $`F`$ calculated up to the first order becomes minimum. This gives the self-consistency equations

$$0=\frac{1}{N^21}\frac{}{v_\mu }(F_0+F_1)=\frac{1}{2v_\mu }+\frac{1}{4}\underset{\nu \mu }{}v_\nu .$$
(12)
Considering $`v_\mu >0`$, one immediately finds that

$$v_1=v_2=\mathrm{}=v_D=\sqrt{\frac{2}{D1}},$$
(13)
which agrees with Ref. . Thus the Gaussian approximation is able to reproduce correctly the absence of the SO($`D`$) symmetry breaking.

## 3 The IIB matrix model

Let us move on to the IIB matrix model, which is defined by the partition function

$$Z=\text{d}A\text{d}\mathrm{\Psi }\text{e}^S;S=S^{(\mathrm{B})}+S^{(\mathrm{F})},$$
(14)
where $`S^{(\mathrm{B})}`$ is the bosonic action given by (2) with $`D=10`$, and $`S^{(\mathrm{F})}`$ is given by

$$S^{(\mathrm{F})}=\frac{i}{2}N\beta \mathrm{tr}\left(\mathrm{\Psi }_\alpha (\stackrel{~}{\mathrm{\Gamma }}_\mu )_{\alpha \beta }[A_\mu ,\mathrm{\Psi }_\beta ]\right).$$
(15)
The fermionic matrices $`\mathrm{\Psi }_\alpha `$ ($`\alpha =1,\mathrm{},16`$) are traceless $`N\times N`$ hermitian matrices, which we expand as $`\mathrm{\Psi }_\alpha =\mathrm{\Psi }_\alpha ^aT^a`$. The integration measure is given by $`\text{d}\mathrm{\Psi }=_{a=1}^{N^21}\left(_{\alpha =1}^{16}\text{d}\mathrm{\Psi }_\alpha ^a\right)`$. The $`16\times 16`$ symmetric matrices $`\stackrel{~}{\mathrm{\Gamma }}_\mu `$ are given as $`\stackrel{~}{\mathrm{\Gamma }}_\mu =𝒞\mathrm{\Gamma }_\mu `$, where $`\mathrm{\Gamma }_\mu `$ are the 10d gamma matrices after Weyl projection, and $`𝒞`$ is the charge conjugation matrix, which satisfies $`\mathrm{\Gamma }_\mu ^{}=𝒞\mathrm{\Gamma }_\mu 𝒞^{}`$ and $`𝒞^{}=𝒞`$. The partition function (14) is conjectured  to be finite for arbitrary $`N`$, and this conjecture was proved in .

Again we introduce the rescaled variables $`X_\mu `$, and similarly we introduce $`\mathrm{\Phi }_\alpha `$ by $`\mathrm{\Phi }_\alpha =\beta ^{3/8}\mathrm{\Psi }_\alpha ,`$ so that the fermionic action takes the canonical form

$$S^{(\mathrm{F})}=\frac{i}{2}N\mathrm{tr}\left(\mathrm{\Phi }_\alpha (\stackrel{~}{\mathrm{\Gamma }}_\mu )_{\alpha \beta }[X_\mu ,\mathrm{\Phi }_\beta ]\right).$$
(16)
We write down the SU($`N`$) symmetric Gaussian action without assuming SO(10) invariance as

$$S_0=S_0^{(\mathrm{B})}+S_0^{(\mathrm{F})},$$
(17)
where $`S_0^{(\mathrm{B})}`$ is the anisotropic bosonic Gaussian action (4) and $`S_0^{(\mathrm{F})}`$ is written as

$$S_0^{(\mathrm{F})}=\frac{N}{2}\underset{a=1}{\overset{N^21}{}}\mathrm{\Phi }_\alpha ^a𝒜_{\alpha \beta }\mathrm{\Phi }_\beta ^a,$$
(18)
where $`𝒜`$ is a $`16\times 16`$ anti-symmetric matrix.

As before, we introduce $`Z_0`$, $`_0`$ and the free energy is expanded as (7). Note that correlation functions $`_{\mathrm{C},0}`$ including odd powers of $`S^{(\mathrm{F})}`$ vanish trivially. When we evaluate the free energy $`F`$ by using the formula (7), we have to reorganize the expansion in such a way that we can take into account the three-point interaction $`S^{(\mathrm{F})}`$ properly. As in Ref. , we consider $`S^{(\mathrm{B})}`$, $`S_0^{(\mathrm{B})}`$, $`S_0^{(\mathrm{F})}`$, $`(S^{(\mathrm{F})})^2`$ to be of the same ‘order’ and arrive at the new expansion

$`F`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\stackrel{~}{F}_k;\stackrel{~}{F}_0=\mathrm{ln}Z_0;`$ (19)
$`\stackrel{~}{F}_k`$ $`=`$ $`{\displaystyle \underset{l=0}{\overset{k}{}}}a_{k,l}(S^{(\mathrm{B})}S_0)^{kl}(S^{(\mathrm{F})})^{2l}_{\mathrm{C},0},`$ (20)
$`a_{k,l}={\displaystyle \frac{(1)^{k+l}}{(k+l)!}}{}_{k+l}{}^{}\text{C}_{kl}^{}(\text{for}k1).`$
This prescription was first proposed in Ref.  for general supersymmetric models 111 In Ref.  the Gaussian action is constructed using a superfield formalism. Similarly we may use the four-dimensional superfield formalism regarding the IIB matrix model as the zero-volume limit of 4d $`𝒩=4`$ super Yang-Mills theory. The result turns out to be quite similar to what we obtain below for the solution assuming the SO(4) symmetry. .

The zeroth order free energy can be obtained as

$`\stackrel{~}{F}_0`$ $`=`$ $`(N^21)\left\{C{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu =1}{\overset{10}{}}}\mathrm{ln}v_\mu \mathrm{ln}(\text{Pf}𝒜)\right\},`$ (21)
$`C`$ $``$ $`{\displaystyle \frac{1}{2}}\left\{10\mathrm{ln}(N\beta ^{1/2})16\mathrm{ln}(N\beta ^{3/4})\right\}.`$ (22)
The first order correction to the free energy reads

$$\stackrel{~}{F}_1=S^{(\mathrm{B})}_0S_0_0\frac{1}{2}(S^{(\mathrm{F})})^2_{\mathrm{C},0}.$$
(23)
The first term is the same as (10) in the bosonic case. The other terms are given as

$`S_0_0=3(N^21),`$ (24)
$`(S^{(\mathrm{F})})^2_{\mathrm{C},0}={\displaystyle \frac{1}{2}}(N^21)Q,`$ (25)
$`Q{\displaystyle \underset{\mu }{}}\rho _\mu v_\mu ,\rho _\mu {\displaystyle \frac{1}{4}}\text{Tr }\left\{(𝒜^1\stackrel{~}{\mathrm{\Gamma }}_\mu )^2\right\},`$ (26)
where the trace Tr  is taken with respect to the $`16`$-dimensional spinor indices. Thus, at the first order, the free energy is calculated as

$`{\displaystyle \frac{1}{N^21}}(\stackrel{~}{F}_0+\stackrel{~}{F}_1)`$ $`=`$ $`C{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu =1}{\overset{10}{}}}\mathrm{ln}v_\mu \mathrm{ln}(\text{Pf}𝒜)`$ (27)
$`+{\displaystyle \frac{1}{4}}{\displaystyle \underset{\mu \nu }{}}v_\mu v_\nu +3{\displaystyle \frac{1}{4}}Q.`$
Let us parametrize the $`16\times 16`$ anti-symmetric matrix $`𝒜_{\alpha \beta }`$ in a SO(10) covariant way as

$$𝒜=\frac{i}{3!}\underset{\mu \nu \lambda }{}w_{\mu \nu \lambda }_{\mu \nu \lambda };_{\mu \nu \lambda }=𝒞\mathrm{\Gamma }_\mu \mathrm{\Gamma }_\nu ^{}\mathrm{\Gamma }_\lambda ,$$
(28)
where $`w_{\mu \nu \lambda }`$ is a complex totally anti-symmetric rank-three tensor. As it becomes clear from this parametrization, the fermionic Gaussian action breaks the full SO(10) symmetry for any nonzero $`w_{\mu \nu \lambda }`$. The self-consistency equations at the first order read

$`0`$ $`=`$ $`{\displaystyle \frac{1}{2v_\mu }}+{\displaystyle \frac{1}{4}}{\displaystyle \underset{\nu \mu }{}}v_\nu {\displaystyle \frac{1}{4}}\rho _\mu ,`$ (29)
$`0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{Tr }(𝒜^1_{\mu \nu \lambda })+{\displaystyle \frac{1}{8}}{\displaystyle \underset{\mu }{}}v_\mu \text{Tr }\left\{(𝒜^1\stackrel{~}{\mathrm{\Gamma }}_\mu )^2𝒜^1_{\mu \nu \lambda }\right\}.`$ (30)
In order to go beyond the leading order approximation, we specify the prescription for systematic higher order calculations as follows. We choose the parameters in the Gaussian action in such a way that the truncated free energy $`_{k=0}^n\stackrel{~}{F}_k`$ is extremized. (Technically, we search for solutions by Newton’s method near the solutions found at lower orders.) This will give the $`n`$-th order approximation to the free energy. Similarly to the free energy (19), the expectation value of an operator $`𝒪`$ is calculated using the reorganized series expansion

$`𝒪`$ $`=`$ $`𝒪_0+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\stackrel{~}{O}_k;`$ (31)
$`\stackrel{~}{O}_k`$ $``$ $`{\displaystyle \underset{l=0}{\overset{k}{}}}a_{k,l}(S^{(\mathrm{B})}S_0)^{kl}(S^{(\mathrm{F})})^{2l}𝒪_{\mathrm{C},0}.`$ (32)
We truncate the infinite series (31) at $`k=n`$, and evaluate it at the solutions to the $`n`$-th order self-consistency equations.

As a test, we applied this prescription to a toy model  with the action $`S=\frac{1}{4g^2}\varphi ^4`$. Here we can easily proceed up to the 10th order (or even higher) by using Mathematica. We found solutions to the self-consistency equation except for the 2nd and 4th orders. At each order (other than 2 and 4), we calculated the free energy and the expectation value $`\varphi ^2`$. For the free energy, the discrepancy from the exact result is only 0.1% already at order 3, and it becomes 0.004% at order 10. For the expectation value $`\varphi ^2`$, the discrepancy is found to be 0.4% already at order 3, and it becomes 0.03% at order 10. This suggests that the above prescription for higher order calculations indeed yields a rapid convergence.222 We have also tried other prescriptions. For instance, when we evaluate the expansions truncated at the $`n`$-th order, we may use the solution to the first order self-consistency equations. However, the results obtained for the free energy and $`\varphi ^2`$ both start oscillating at the third order, and the oscillation becomes increasingly violent as we go to higher order. Details shall be reported elsewhere.

## 4 Ansatz

Since the Gaussian action contains too many parameters (10 real numbers from $`v_\mu `$ in (4) and 120 complex numbers from $`w_{\mu \nu \lambda }`$ in (28)), it seems a formidable task to explore the whole solution space of the self-consistency equations. Here we search for solutions assuming that SO($`d`$) plus some discrete subgroup of SO(10) is preserved. For each case below ($`d=2,4,6,7`$) the parameters are reduced to two real and one complex numbers. For other values of $`d`$, we need to keep more independent parameters, and we leave these cases for future investigations.

First let us assume that SO(7) symmetry is preserved, which allows us to set $`v_1=\mathrm{}=v_7V`$ and all the $`w_{\mu \nu \lambda }`$ except $`w_{8,9,10}w`$ to zero. By further imposing the symmetry under cyclic permutations of $`x_8`$, $`x_9`$ and $`x_{10}`$, we set $`v_8=v_9=v_{10}v`$.

Secondly let us assume SO(6) symmetry, which allows us to set $`v_1=\mathrm{}=v_6V`$ and all the $`w_{\mu \nu \lambda }`$ with indices $`16`$ to zero. We further impose the symmetry under even permutations of $`x_7`$, $`x_8`$, $`x_9`$ and $`x_{10}`$. This requires $`v_7=v_8=v_9=v_{10}v`$ and $`w_{7,8,9}=w_{7,8,10}=w_{7,9,10}=w_{8,9,10}w`$.

Next let us assume SO(4) symmetry, which allows us to set $`v_1=\mathrm{}=v_4V`$ and all the $`w_{\mu \nu \lambda }`$ with indices $`14`$ to zero. We also impose the symmetry under a particular SO(10) transformation

$$x_\mu x_\nu ;x_\nu x_\mu ;x_1x_1,$$
(33)
where $`(\mu ,\nu )=(5,6),(7,8),(9,10)`$. Furthermore we impose the symmetry under cyclic permutations of the three pairs $`(x_5,x_6),(x_7,x_8),(x_9,x_{10})`$. This leads to $`v_5=\mathrm{}=v_{10}v`$ and $`w_{\mu \nu \lambda }w`$, where $`\mu \{5,6\}`$, $`\nu \{7,8\}`$, $`\lambda \{9,10\}`$.

Finally let us assume SO(2) symmetry, which allows us to set $`v_1=v_2V`$ and all the $`w_{\mu \nu \lambda }`$ with indices $`1`$ or $`2`$ to zero. We also impose the symmetry under the transformation (33) with $`(\mu ,\nu )=(3,4),(5,6),(7,8),(9,10)`$. Furthermore we impose the symmetry under even permutations of the four pairs $`(x_3,x_4),(x_5,x_6),(x_7,x_8),(x_9,x_{10})`$. This requires $`v_3=\mathrm{}=v_{10}v`$ and $`w_{\mu \nu \lambda }=w_{\mu \nu \rho }=w_{\mu \lambda \rho }=w_{\nu \lambda \rho }w`$, where $`\mu \{3,4\}`$, $`\nu \{5,6\}`$, $`\lambda \{7,8\}`$, $`\rho \{9,10\}`$.

## 5 Results

For each ansatz preserving the SO($`d`$) symmetry ($`d=2,4,6,7`$), we obtain one or two solutions. In the latter case, we only show results for the one which gives the smaller free energy. An analytic formula for the free energy at arbitrary $`N`$ was obtained in Ref.  based on explicit numerical evaluations at small $`N`$ combined with other analytical calculations . At large $`N`$, the formula gives 333The famous factor  $`_{n|N}\frac{1}{n^2}`$ in the partition function gives an $`O(N^2)`$ contribution in eq. (34), hence it is irrelevant in the present analysis.

$$\frac{F}{N^21}=\mathrm{ln}(\sqrt{N}g^7)+\left(\mathrm{ln}8\frac{3}{4}\right)+O\left(\frac{\mathrm{ln}N}{N^2}\right).$$
(34)
The Gaussian expansion reproduces the first term correctly for any solution. Therefore, we compute the ‘free energy density’ defined by

$$f=\underset{N\mathrm{}}{lim}\left\{\frac{1}{N^21}F\mathrm{ln}(\sqrt{N}g^7)\right\}.$$
(35)
The results are shown in the Table.

At the first order, the free energy becomes larger for smaller $`d`$. At the second order, we find no solutions to the self-consistency equations. This is not so surprising, however, since we encounter a similar situation with the $`\varphi ^4`$ toy model as we mentioned below (32). At the third order, we find that the free energy becomes minimum at the solution preserving SO(4) symmetry. Note also that the value of $`f`$ obtained for $`d=4`$ comes much closer to the ‘exact’ result ($`\mathrm{ln}8\frac{3}{4}=1.32944`$) as we proceed from order 1 to order 3. We also calculate the extent in the $`\mu `$-th direction $`R_\mu \sqrt{\frac{1}{N}\mathrm{tr}(A_\mu )^2}`$. Note that $`R_1=\mathrm{}=R_dR`$ and $`R_{d+1}=\mathrm{}=R_{10}r`$ due to the imposed symmetry. At the first order, the ratio $`\rho R/r`$ is given by $`\sqrt{V/v}`$ and we find that $`\rho >1`$. At the third order, we observe that the ratio $`\rho `$ increases in all the cases except for $`d=2`$.

## 6 Discussion

In this paper we have formulated an analytical approach to the spontaneous breakdown of SO(10) symmetry in the IIB matrix model. Our approach is based on the Gaussian expansion technique, which was quite successful in the Matrix Theory even at the leading order. We have given a prescription for systematic higher order calculations, which, to our surprise, yields a rapid convergence in a simple example.

Here we have carried out our program up to the third order, which can be done with reasonable efforts (e.g., we evaluated 34 four-loop diagrams). We found various solutions which break SO(10) symmetry, and among them the SO(4) preserving solution turned out to give the smallest free energy. Moreover the ratio of the extents in the 4 and the other 6 directions increases as we go to higher order. These results support the conjectured scenario that 4d space-time is generated dynamically in nonperturbative superstring theory. Let us also recall that the emergence of four-dimensional space-time in the IIB matrix model has already been suggested in Ref.  based on Monte Carlo results and the branched polymer description  of its low-energy effective theory. It is encouraging that we arrive at ‘4d’ from a totally different approach.

The analytic formula for the free energy obtained by Krauth-Nicolai-Staudacher  provides a useful guide-line for the convergence of the present approach. Indeed we observed that the free energy calculated for the SO(4) preserving solution comes much closer to the KNS result as the order is increased. In the bosonic model, the Gaussian expansion (even at the first order) becomes exact in the large-$`D`$ limit . This fact can be understood naturally from the viewpoint of a systematic $`1/D`$ expansion . In the supersymmetric models, $`D`$ is restricted to 4, 6 and 10 and therefore ‘the large-$`D`$ limit’ does not make sense. Still it is conceivable that the convergence is reasonably fast if $`D`$ is as large as 10, i.e. the case corresponding to the IIB matrix model. The same reasoning explains the success of the (leading-order) Gaussian approximation in the Matrix Theory . Nevertheless it is certainly worth while to perform higher order calculations and confirm the convergence directly. Incidentally we had to restrict the parameter space of the Gaussian action for a purely technical reason. It would be interesting to enlarge the parameter space to study other SO($`d`$) preserving solutions, in particular $`d=3`$ and $`d=5`$.

Finally we would like to comment on the scale parameter $`g`$ in the action (2) and (15). In the present approach, we rescale the matrices in such a way that the action takes the canonical form (3), (16). This corresponds to setting $`g^2N=1`$ in the original action. Then the $`N`$ dependence is eliminated from the self-consistency equations. If $`𝒪`$ converges in high order calculations, it means that the quantity becomes finite in the large-$`N`$ limit with $`g^2N`$ fixed. This explains the observed large-$`N`$ behavior of the space-time extent and the Wilson loops in the bosonic and supersymmetric models . In the IIB matrix model, it is therefore plausible that $`g^2N`$ should be fixed in order to obtain finite Wilson loop correlators in the large-$`N`$ limit. On the other hand, Monte Carlo results  suggest that the extent of the space-time (in the 4 directions) may diverge in this large-$`N`$ limit. It would be interesting to see if such trends appear in the higher order calculations. We hope that our analytical approach to the IIB matrix model is useful to extract more information on its highly nontrivial dynamics.

###### Acknowledgments.

The authors would like to thank I. Kostov, P. Di Francesco and other organizers of the Sixth Claude Itzykson Meeting (Matrix Models 2001), which triggered the current collaboration.


text:
# Hydrogen-Poor Disks in Compact X-Ray Binaries

## 1 Introduction

The vast majority of accretion disks around compact objects in close binary star systems are composed of hydrogen–rich material, as a result of Roche-lobe mass-transfer or wind-capture from a non-degenerate companion star (see Lewin, van Paradijs & van den Heuvel 1995 and Warner 1995 for reviews). It has long been known that such hydrogen-rich disks are subject to a thermal-viscous instability occurring when hydrogen becomes partially ionized, at central (mid-plane) temperatures $`T_c10^4`$ K (or, equivalently, disk effective temperatures $`T_{\mathrm{eff}}<\mathrm{\hspace{0.33em}10}^4`$ K; Meyer & Meyer-Hofmeister 1981; see, e.g., Cannizzo 1993a; Ludwig, Meyer-Hofmeister & Ritter 1994; Hameury et al. 1998 for detailed calculations).

There is also a well-established class of close binaries, the so-called AM CVn stars, in which the donor star is thought to be a helium white dwarf (e.g. Warner 1995). Helium disks in these systems are subject to the same thermal ionization instability as hydrogen-rich disks, as shown by Smak (1983) and subsequent workers (Cannizzo 1984; Tsugawa & Osaki 1997; El-Khoury & Wickramasinghe 2000).

Recently, the existence of a new class of close binaries, in which disks are not made of hydrogen or helium but instead metals such as O and Ne (because of the nature of the white dwarf donors), has been proposed (Schulz et al. 2001; Juett, Psaltis & Chakrabarty 2001). In our study of the properties of supernova fallback disks (predominantly made of metals; Menou, Perna & Hernquist 2001a,b), we showed that disks composed of pure C or O are also subject to the thermal ionization instability. We argued that accretion disks of any metal content should be subject to this instability as well.

In this Letter, we extend our work on metal disks to derive more precise global stability criteria. We then apply these results to the candidate metal disks in compact binaries, in an attempt to characterize their stability properties.

## 2 Local Thermal Structure

The thermal-viscous stability of gaseous, thin accretion disks around compact objects has been investigated extensively in the past. We follow a standard procedure here, similar to that employed to study the properties of fallback disks (Menou et al. 2001a). Because of the limited availability of metal opacities in the appropriate density and temperature ranges, our work is limited to C and O compositions only. The case of pure He is also considered for comparison with previous results.

The Rosseland-mean opacities are taken from the OPAL database (Iglesias & Rogers 1996)111The OPAL database website is http://www-phys.llnl.gov/Research/OPAL/. The opacities, at a specific mass density of $`10^6`$ g cm-3, are shown as a function of temperature in Fig. 1, for the four compositions of interest: pure He (dash-dotted), pure C (dotted), pure O (dashed) and a C/O composition with a 40%–60% mass fraction (solid). The sudden opacity drop at temperatures $`T<\mathrm{\hspace{0.33em}10}^4`$ K, which corresponds to the recombination of the last free electron, is responsible in each case for the thermal ionization instability (Menou et al. 2001a). This temperature differs from composition to composition because of different ground state ionization potentials for each element. In particular, note that C dominates the opacity of the C/O composition at low temperatures (while O does at high temperatures). This is because C recombines at lower temperatures than O, and it implies that the stability properties of a disk with this C/O composition will be very similar to those of a disk made of pure C (see below).

The disk thermal equilibria are found by equating the local viscous dissipation rate $`Q^+`$ to the radiative cooling rate $`Q^{}`$, where $`Q^{}`$ is a function of the disk opacity. We neglect X-ray irradiation when calculating the thermal equilibria (see discussion below). The thermal equilibria are calculated from an extended grid of detailed models for the disk vertical structure, for different values of the surface density $`\mathrm{\Sigma }`$ and the central temperature $`T_c`$, at a given radius $`R`$ from the central object of mass $`M_1`$ (see Hameury et al. 1998 for details on the numerical technique employed). Once a solution to the vertical structure (corresponding to a given $`\mathrm{\Sigma }`$, $`T_c`$ and $`R`$) is known, the disk effective temperature $`T_{\mathrm{eff}}`$ is uniquely determined. The equation of state adopted for all the compositions is that of a perfect gas with a monoatomic adiabatic index $`\gamma =5/3`$. The lack of a detailed equation of state implies that vertical heat transport by convection, usually treated in the mixing length approximation, cannot be included in our calculations (see, e.g., Eq.  of Hameury et al. 1998). We note, however, that Gu, Vishniac & Cannizzo (2000) have argued for weak convection in thin accretion disks, because of the action of shearing and turbulent radial mixing.

Figure 2 shows thermal equilibrium curves (“S-curves”) thus obtained, in a surface density vs. effective temperature diagram. In each panel, the sections of the S-curves with negative slope are thermally and viscously unstable (see, e.g., Cannizzo 1993b and Lasota 2001 for reviews of the instability). For each composition, the thermal equilibrium solutions are shown for a different value of the viscosity parameter $`\alpha `$, in order to guarantee that opacities are available in the range of density and temperature covered by the model. In the four panels of Fig. 2, the solid, dashed and dotted lines correspond to “S-curves” calculated at a radius $`R=2\times 10^{10}`$, $`4\times 10^{10}`$ and $`6\times 10^{10}`$ cm, respectively, from a central object of mass $`M_1=1.4M_{}`$. (The calculation of only two S-curves for the He case was sufficient to test the consistency with previous results.)

The instability occurs at a characteristic effective temperature $`T_{\mathrm{eff},\mathrm{crit}}`$ (where the slope in the S-curve changes from positive to negative), which is a function of the disk composition and the radius of interest. When vertical transport of heat by convection is not included, as is the case here (because of the simple equation of state used), the value $`T_{\mathrm{eff},\mathrm{crit}}`$ is also function of the viscosity parameter $`\alpha `$ (see below). As expected from the C-dominated opacities at low temperatures, the S-curves for the C/O composition are very similar to those of the pure C case. Our results for the He case are in good agreement with previous work on He disks (e.g. Smak 1983, Tsugawa & Osaki 1997).

## 3 Global Stability Properties

The curves of thermal equilibrium can be used to derive a global stability criterion for the corresponding accretion disk. The relation $`\dot{M}=8\pi R^3\sigma T_{\mathrm{eff}}^4/3GM_1`$ between the disk accretion rate and its effective temperature (e.g. Frank, King & Raine 1992) implies that a disk becomes thermally unstable if it locally accretes at a rate below the value corresponding to $`T_{\mathrm{eff},\mathrm{crit}}(R)`$. The corresponding critical accretion rate is therefore obtained by fitting the turnover point of the “S-curve” at various radii for a given composition, as indicated by the dash-dotted line in Fig. 2.

For the four compositions of interest here, we find (after extrapolation to large $`\alpha `$ for the three metallic cases):

$`\mathrm{He}:\dot{M}_{\mathrm{crit}}^+\left(R\right)`$ $``$ $`5.9\times 10^{16}m_1^{0.87}R_{10}^{2.62}\alpha _{0.1}^{0.41}\mathrm{g}\mathrm{s}^1,`$ (1)
$`\mathrm{C}:\dot{M}_{\mathrm{crit}}^+\left(R\right)`$ $``$ $`1.3\times 10^{16}m_1^{0.74}R_{10}^{2.23}\alpha _{0.1}^{0.44}\mathrm{g}\mathrm{s}^1,`$ (2)
$`\mathrm{O}:\dot{M}_{\mathrm{crit}}^+\left(R\right)`$ $``$ $`5.0\times 10^{16}m_1^{0.68}R_{10}^{2.05}\alpha _{0.1}^{0.45}\mathrm{g}\mathrm{s}^1,`$ (3)
$`\mathrm{C}/\mathrm{O}:\dot{M}_{\mathrm{crit}}^+\left(R\right)`$ $``$ $`1.2\times 10^{16}m_1^{0.74}R_{10}^{2.21}\alpha _{0.1}^{0.42}\mathrm{g}\mathrm{s}^1,`$ (4)
where $`m_1`$ is the mass of the central object in solar units, $`R_{10}`$ is the radius of interest in units of $`10^{10}`$ cm and $`\alpha _{0.1}=\alpha /0.1`$. The scaling of $`\dot{M}_{\mathrm{crit}}^+`$ with $`m_1`$ was deduced by noting that $`m_1`$ enters the problem only via the square of the Keplerian angular frequency, $`\mathrm{\Omega }_K^2m_1/R^3`$, hence the direct proportionality to the scaling with radius (see Hameury et al. 1998 for the equations solved). We also have included in the above formulae the results of numerical explorations of the dependence of $`\dot{M}_{\mathrm{crit}}^+(R)`$ on the viscosity parameter $`\alpha `$ (not explicitly shown in Fig. 2 for conciseness).222We have checked that, e.g. in the solar-composition case (for which a detailed equation of state was available), the dependence of $`\dot{M}_{\mathrm{crit}}^+`$ on $`\alpha `$ nearly disappears when significant vertical heat transport by convection is allowed (see Fig. 2 of Menou et al. 2001a for a specific, quantitative comparison of stability in the presence and in the absence of convection). This result, which is confirmed by several previous vertical structure calculations (e.g. Cannizzo 1993b; Hameury et al. 1998; Tsugawa & Osaki 1997), shows that our poor understanding of the role of convection for vertical heat transport in thin disks is a significant source of uncertainty for the derived stability criteria.

These critical accretion rates do not differ strongly from the scaling $`\dot{M}_{\mathrm{crit}}^+(R)9.3\times 10^{15}m_1^{0.89}R_{10}^{2.68}`$ g s-1 found by Hameury et al. (1998) in the solar composition case (for a viscosity parameter $`\alpha =0.1`$). A disk of a given composition which satisfies everywhere $`\dot{M}(R)>\dot{M}_{\mathrm{crit}}^+(R)`$ is ionized and thermally (as well as viscously) stable.

## 4 Applications

In what follows, we apply the stability criteria derived in §3 to a few specific systems. In each case, we adopt a viscosity parameter $`\alpha =0.1`$ since there is empirical evidence from dwarf novae outbursts that this is the right order of magnitude for viscosity in a fully-ionized, MHD-turbulent thin disk (Smak 1999; Gammie & Menou 1998; Balbus & Hawley 1991; 1998).

### 4.1 Metal-Rich Disk in 4U 1626-67

Schulz et al. (2001) recently reported the Chandra detection of broad, double-peaked emission lines and strong photoelectric absorption edges of O and Ne in the low-mass X-ray binary pulsar 4U 1626-67. Based on this, the authors argued that the disk in this ultra-compact system (with $`P_{\mathrm{orb}}=42`$ min; Middleditch et al. 1981; Chakrabarty 1998) is probably fed by a C-O-Ne or O-Ne-Mg white dwarf of mass $`0.02M_{}`$. The short orbital period and small mass ratio in 4U 1626-67 imply a disk outer radius $`2\times 10^{10}`$ cm (Schulz et al. 2001; Wang & Chakrabarty 2001).

Assuming a mass $`M_1=1.4M_{}`$ for the neutron star and a viscosity parameter $`\alpha =0.1`$, we find that the mass-transfer rates below which the disk outermost regions in 4U 1626-67 become subject to the thermal ionization instability are $`4.7\times 10^{16}`$ g s-1 and $`1.6\times 10^{17}`$ g s-1 for pure C and pure O compositions, respectively. We note that the various compositions discussed by Schulz et al. (2001) for the white dwarf donor are dominated by either C or O, with some contribution from Ne. The above estimates of critical mass-transfer rates for stability should therefore be relevant in most cases because the disk stability properties tend to be dominated by the element with the lowest recombination temperature, as shown in §2 and 3 (Ne recombines first, followed by O and then C at lower temperatures; see e.g. Mihalas et al. 1990). However, if Mg makes a significant contribution to the disk composition (a possibility suggested by Schulz et al. for an O-Ne-Mg white dwarf donor), the critical mass transfer rate could be even lower because Mg recombines at lower temperatures than C (we were unable to address the Mg case in detail because opacities were not available).

The above critical mass-transfer rates are between a factor a few and two orders of magnitude larger than the observationally-inferred value of $`10^{16}`$ g s-1 and the theoretically-inferred value of $`2\times 10^{15}`$ g s-1 discussed by Schultz et al. (2001) for 4U 1626-67. Our work therefore suggests that the accretion disk in this system should be subject to the thermal ionization instability.333A similar conclusion is reached if the disk is assumed to have a solar composition.

### 4.2 Hydrogen-Poor Disks in Other Systems

Juett et al. (2001) propose that four other low-mass X-ray binaries (4U 0614+091, 2S 0918-549, 4U 1543-624, 4U 1850-087) are also ultra-compact binaries with low-mass, hydrogen-depleted donors. Only 4U 1850-087 has a known orbital period of $`20.6`$ min (clearly making it an ultra-compact system), but Juett et al. argue that the three other systems may also have orbital periods smaller than 1 hr.

If this interpretation is correct (i.e. short orbital periods, low mass donors, helium- or metal-rich disks), we expect mass transfer driven by gravitational radiation at a rate similarily low as in 4U 1626-67 and disks equally subject to the thermal ionization instability.444Again, the presence of a substantial amount of Mg in these disks could modify this conclusion. We note, however, that the knowledge of the binary orbital period is essential for the stability analysis because it largely determines the disk outer radius, which enters the stability criteria in Eqs. (1)–(4) with a large power.

### 4.3 Helium-Rich Disk in 4U 1820-30

The low-mass X-ray binary 4U 1820-30 is an ultra-compact system, with a $`685`$ s orbital period, located in the globular cluster NGC 6624 (Stella, White & Priedhorsky 1987). The X-ray burst properties of this system show that the donor star is a He white dwarf (Bildsten 1995). Given the short orbital period, the disk outer radius is $`<\mathrm{\hspace{0.33em}10}^{10}`$ cm and, according to Eq. (1), the critical mass-transfer rate below which the He disk would be subject to the thermal ionization instability is $`<\mathrm{\hspace{0.33em}4.4}\times 10^{16}`$ g s-1. The inferred X-ray luminosity of the system is $`>2\times 10^{37}`$ erg s-1, however, implying an accretion rate in excess of $`10^{17}`$ g s-1 (Bildsten 1995) and stability. This conclusion appears consistent with the inferred stability of the accretion rate in the system (Bildsten 1995), although the $`176`$ d low-amplitude luminosity cycle remains to be explained (Priedhorsky & Terrell 1984).

## 5 Discussion

We have calculated, as a function of radius, critical accretion rates below which disks become subject to the thermal ionization instability, for four specific hydrogen-poor compositions. We have applied these results to disks in several low-mass X-ray binaries with possibly Hydrogen-depleted donors and found that some of them could indeed be unstable.

We caution, however, that our results are subject to a number of uncertainties. We have already mentioned the uncertainties associated with the magnitude of convection in thin disks (our results correspond to the inefficient convection limit). We have also shown that the exact composition of the disk material is important because the stability properties are in general dominated by the element with the lowest ground state ionization potential (e.g. Mg for an O-Ne-Mg white dwarf). Finally, we have neglected the stabilizing effects of disk irradiation in our calculations (van Paradijs 1996; Dubus et al. 1999). This is not unreasonable given that all the systems discussed are thought to be ultra-compact, but we note that irradiation may affect the stability of disks extending beyond $`10^910^{10}`$ cm from the central neutron star, depending on their geometry (e.g. Dubus et al. 1999).

The usual outcome of the thermal ionization instability in low-mass X-ray binaries and dwarf novae is the development of large amplitude outbursts and subsequent long periods of quiescence. However, this outcome crucially depends on the efficiency of angular momentum transport (or equivalently the value of the viscosity parameter $`\alpha `$) in the disk when it becomes neutral (in the sense that a value of $`\alpha `$ significantly smaller in the neutral disk than in the ionized disk is required to produce large amplitude outbursts; Smak 1984).555Several global numerical simulations have shown that, for similar values of $`\alpha `$ in the neutral and ionized phases, unstable disks experience only short, small amplitude luminosity variations (Smak 1984; Menou, Hameury & Stehle 1999). While there are good reasons for $`\alpha `$ to be significantly reduced in a neutral, hydrogen-rich disk because of MHD turbulence decay (Gammie & Menou 1998; Menou 2000; Fleming, Stone & Hawley 2000), it may not be so in a hydrogen-poor disk.

Menou (2002) emphasizes the importance of dissociative recombination by molecular hydrogen as a “sink” for free electrons and therefore a “source” of large resistivity in neutral, hydrogen-rich disks. In disks lacking hydrogen, the decay of MHD turbulence may be reduced or even absent, depending on the physical state and chemistry of the gas in the neutral phase. In our view, this is one of the most interesting aspects of the physics of hydrogen-poor disks, in the sense that a differential study of the disk stability and variability properties in hydrogen-poor and hydrogen-rich systems may reveal important clues on the nature of viscosity in quiescent, neutral disks.

## Acknowledgments

Support for this work was provided by NASA through Chandra Fellowship grant PF9-10006 awarded by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073. KM thanks the Center for Astrophysical Sciences at Johns Hopkins University for hospitality.