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# A half-a-day long thermonuclear X-ray burst from KS 1731-260

## 1 Introduction

Many low-mass X-ray binaries show thermo-nuclear explosions, or type I X-ray bursts (for a review see Lewin et al. 1993). These appear as rapid ($``$1 s) increases in the X-ray flux, followed by an exponential decline, with typical durations of the order of seconds to minutes. The (net) burst spectra are well described by black-body emission from a compact object with $``$10 km radius and temperature of $``$1–2 keV. The inferred temperature decreases during the decay, indicating cooling of the neutron star surface. Typical integrated burst energies are in the $``$1039 to 1040 erg range.

Recently, new modes of unstable burning on neutron stars may have been revealed, with the discovery of X-ray flares lasting several hours (Cornelisse et al. 2000; Strohmayer 2000; Strohmayer & Brown 2001; Wijnands 2001; Kuulkers 2001; Cornelisse et al. 2001). The recurrence times of these events are not well constrained. Wijnands (2001) reported two events from 4U 1636$``$53 which were $``$4.7 years apart. So far, only seven events have been found, indicating that they are rare. The availability of X-ray instruments such as the BeppoSAX/WFC and the RXTE/ASM, which more frequently monitor the X-ray sky, and the RXTE/PCA, which performs long studies of the X-ray burster population, is the reason that these events have now been discovered.

These long X-ray flares share many of the characteristics of type I bursts, which is the reason they are attributed to thermonuclear runaway events (see e.g. Cornelisse et al. 2000). What distinguishes them from normal type I bursts are the long duration (exponential decay times of a few hours), the large fluences ($``$1042 erg), and the aforementioned extreme rarity. Because of the large fluences, they are also referred to as ‘superbursts’ So far, these events have only been observed in sources with persistent pre-burst luminosities of $``$0.1–0.3 times the Eddington luminosity (e.g. Wijnands 2001).

The current view is that the superbursts are caused by the unstable burning of the ashes of the (un)stable hydrogen and/or helium burning (Cumming & Bildsten 2001; Strohmayer & Brown 2001). Such bursts in principle thus not only tell us about properties of material buried below the hydrogen and/or helium layer, but also about the burning of the hydrogen and/or helium layer itself.

We here report on a superburst seen with the BeppoSAX Wide Field Camera (WFC) from KS 1731$``$260 on 1996 September 23. In Sect. 2, we briefly review what is known about KS 1731$``$260. Next, we describe the observations (Sect. 3) and the results (Sect. 4). We conclude with a discussion of possible mechanisms for the superbursts. Hereafter we use the term (X-ray) bursts, whenever we refer to type I (X-ray) bursts (unless it is needed for clarity).

## 2 KS 1731$``$260

KS 1731$``$260 was discovered as a transient and bursting source in 1989 by COMIS/TTM onboard Mir-Kvant (Sunyaev et al. 1989, 1990). A possible infrared counterpart was identified recently using a precise localisation by Chandra (Wijnands et al. 2001b; Revnivtsev & Sunyaev 2002; Groot et al. 2001, in preparation). The source is an X-ray burster (Sunyaev et al. 1990; Muno et al. 2000), which identifies the compact object as a neutron star. Highly coherent X-ray oscillations were discovered by the RXTE/PCA at a period of 1.9 ms during several X-ray bursts (Smith et al. 1997; Muno et al. 2000) as well as kHz quasi-periodic oscillations at $``$900 Hz and $``$1200 Hz in the persistent emission (Wijnands & van der Klis 1997). The distance to the source, as derived from the peak luminosity observed in radius-expansion bursts, is about 7 kpc (Muno et al. 2000).

Fig. 1a shows the RXTE/ASM light curve of KS 1731$``$260 from near the start of the RXTE mission, i.e. 1996 Jan 6, to 2001 May 1. The source is highly variable on time scales of a day to weeks. During the first two and a half year of the RXTE mission the overall source intensity varied slowly on time scales longer than a week. Subsequently, it showed a two and a half year interval with strong flares or outbursts on time scales of weeks to a month, reflecting a change in source state (see also Muno et al. 2000; Revnivtsev & Sunyaev 2001). At the beginning of 2001, the source became quiescent (see Wijnands et al. 2001a).

## 3 Observations

BeppoSAX was launched on 1996 April 30. Onboard are two Wide Field Camera’s (WFCs); they consist of coded mask aperture cameras (Jager et al. 1997). They point in opposite directions of one another and perpendicular to the Narrow-Field Instruments on the same satellite (Boella et al. 1997). The field of view of each WFC is 40$`\times `$40 square degrees full-width to zero response with an angular resolution of about 5 arc minutes in each direction. The band pass of the instruments is 2 to 28 keV. The imaging capability and sensitivity allow an accurate monitoring of complex sky regions, like the Galactic Centre. Two times per year, in spring and autumn, for about two months a dedicated program is carried out to monitor the Galactic Centre region typically for about half a day on a weekly basis. During the performance verification phase, however, the Galactic Centre was monitored continuously (only interrupted by South Atlantic Anomaly passages and earth occultations) for an interval of $``$9 days, four months after launch (see e.g. Cornelisse et al. 2000; Kuulkers et al. 2000). KS 1731$``$260 lies close to the Galactic Centre ($`l=1.07\mathrm{°}`$, $`b=+3.66\mathrm{°}`$), ensuring the source is well covered. In this paper we use the data from from either WFC unit 1 or 2, from the Galactic Centre monitoring program as well as from serendipitous observations close to the Galactic Centre, obtained in 1996 (net observing time of 851 ksec), 1997 (785 ksec) and northern spring 1998 (414 ksec). Data covering (part of) the Galactic Centre are routinely checked for X-ray bursts. We found a total of 63 bursts from KS 1731$``$260 in the above interval.

The Rossi X-ray Timing Explorer (RXTE) was launched 1995 December 30. This satellite carries three instruments, including the All-Sky Monitor (ASM), which consists of three Scanning Shadow Cameras (SSCs) mounted on a rotating drive such that one is perpendicular to the other two (Levine et al. 1996). The cameras are held stationary for 90-s intervals, called ‘dwells’, during which data are accumulated. The mount rotates the assembly through a 6$`\mathrm{°}`$ angle between dwells until a full rewind is necessary. In this manner, $``$80% of the sky is observed every 90-min orbit. Each dwell provides intensities in the 1.5–12 keV band for all known sources in the field of view of each camera, and results that meet a set of reliability criteria are saved in electronic tables that are available over the world wide web111These quick-look results can be found at http://xte.mit.edu, and final ASM data products can be found at http://heasarc.gsfc.nasa.gov/docs/xte/asm\_products.html.. An alternate, time-series, data mode records the total counts in each SSC in 0.125-s bins, but does not preserve the position of each photon (Levine et al. 1996, Smith et al. 2001). Over the $``$5.5 years of RXTE operation, KS 1731–260 was observed an average of $``$10 times a day, yielding $``$17000 individual intensity measurements.

## 4 Analysis and results

### 4.1 A long X-ray flare

Following the discovery of the long X-ray flare in 4U 1735$``$44 (Cornelisse et al. 2000), we found two other such events in our WFC database of X-ray bursters: one from Ser X-1, presented by Cornelisse et al. (2001), the other from KS 1731$``$260, presented here. The long X-ray flare of KS 1731$``$260 can be seen clearly in Fig. 1b, which shows the WFC data obtained on KS 1731$``$260 in 1996, together with the one-day averages of the ASM. A blow-up of this light curve in two energy bands near the flare is shown in Figs. 1c and d. The flare started near MJD 50349.42 (1996 September 23.42 UT), the observed maximum was seen about half an hour later. Subsequently the source decayed back exponentially to its pre-flare level with a decay time of $`\tau _{\mathrm{exp}}2.7`$ hr (2–28 keV; see Table 1). The decay is faster at high energies than at low energies (Table 1). The distinction in the two decay light curves is shown clearly in the hardness curve (Fig. 1e): the spectra harden during the rise to maximum, and soften again during the subsequent decay.

The flare was partly covered by the RXTE/ASM (Fig. 1c) and corresponds to the highest data point in the ASM light curve (Fig. 1a). This enhancement was already noticed by Wijnands (2001), who, however, could not determine its nature because no evidence for softening could be found. We note that there are other high data points which stand out in the ASM light curve (e.g. near MJD 50623: 1997 June 24), which might be remnants of other long X-ray flares. We examined the time-series data mode for each dwell that yielded an anomalously high intensity for KS 1731$``$260 and found no evidence that a X-ray burst had occurred during any of these observations, which would increase the mean count rate during a dwell. Although some of the high excursions occur when the Sun was close in position in the sky to KS 1731$``$260 (e.g., near MJD 50400: 1996 November 13), suggesting that the increase is not due to the source itself, we can not rule out that the other high data points were obtained during long X-ray flares (if so, this would indicate recurrence times of less than a year).

In Fig. 2a, we show the count rates (2–28 keV) of the observation near the start of the X-ray flare. The data show a short increase in intensity for about 4 s, about 380 s after the start of the observation. We will refer to this as ‘a precursor’ hereafter. Afterwards, the intensity decreases somewhat erratically to almost its pre-burst level222In Figs. 1c and d, the flux appears to increase steadily during the start of the flare. This is due to the choice of data rebinning.. Just before the data gap, the flux may start to rise again, but unfortunately we cannot be certain. In Fig. 3a, we again show the count rates, now including the X-ray flare, on a logarithmic time scale. After the gap ($``$13 min later), the flux is high and it is possible the flare has already passed its maximum.

We fit the decay light curve of the precursor with an exponential and derive the peak intensity, integrated count rate, and exponential decay time, $`\tau _{\mathrm{exp}}`$. In Table 1, we compare these numbers with what is found for the other 63 X-ray bursts seen with the WFC at comparable persistent pre-burst fluxes (i.e. before MJD 51000). We find that the characteristics of the precursor are comparable to the other bursts, but note that the data are not of sufficient quality to determine whether there occurs significant softening during its decay (thus, we cannot prove it is a type I burst). For comparison, we show a light curve around another similar short and weak X-ray burst (one of the 63 bursts) in Fig. 2b, to illustrate that such bursts are not uncommon in KS 1731$``$260 (see also Muno et al. 2000).

In Fig. 1b, we show with tickmarks the times of occurrence of normal X-ray bursts observed with the WFC around the time of the long X-ray flare (no bursts were found during the short ASM dwells on the KS 1731$``$260 region in the same interval). We found 20 normal bursts, all of which occur before the flare. The mean burst rate, corrected for data gaps, is $``$3 per day, but the waiting times between bursts are variable, the shortest being $``$0.08 day.

No normal bursts were found during the WFC observations which were obtained up to $``$35 days after the flare, despite considerable exposure time (227 ksec). Given that 20 bursts occurred during 589 ksec of observation time before the flare we would have expected to find $``$8 bursts after the flare. We verified the significance of finding no bursts after the flare by performing Monte Carlo simulations. We randomly varied the burst waiting times between the lowest observed waiting time (0.08 day) and 0.6 day (i.e. symmetric around 0.34 day). We then determined the number of bursts which occurred within the observing windows after the flare. By doing 106 simulations we found that the expected number of bursts is indeed 7.6$`\pm `$2.4 (1 $`\sigma `$); the probability of observing no bursts after the flare is 1$`\times `$10-4. We verified our method by applying the same procedure for the interval before the flare: 20$`\pm `$3.5 are expected; indeed 20 are seen.

Another way to estimate the significance is to assume that the number of observed normal bursts follows a Poisson distribution. In this case we find that the probability of seeing no bursts instead of the 8 expected is 3.4$`\times `$10-4. Finally, in WFC observations during 1997 (first observation was on MJD 50509, i.e. 1997 March 2) and 1998, when the source was at comparable flux levels, the source was also bursting, again with similar burst frequencies as those before the flare (see Fig. 4).

Given the above, we conclude that the burst activity was significantly reduced or had ceased after the long X-ray flare.

### 4.2 Spectral behaviour

In order to derive the characteristics of the long X-ray flare emission, we created spectra throughout its duration, including the precursor. The time intervals were chosen such that we had sufficient statistics per spectrum. The net flare spectra (i.e. total source spectra minus pre-flare persistent emission spectrum C described below) were satisfactorily fitted with emission from a black-body ($`\chi _{\mathrm{red}}^2`$1 for 23 degrees of freedom). We note that some of the $`\chi _{\mathrm{red}}^2`$ values are rather small, perhaps due to a slight overestimate of the systematic errors. As we cannot constrain interstellar absorption well with the WFC, we fixed $`N_\mathrm{H}`$ to the value derived by Barret et al. (2000), 1.3$`\times `$1022 atoms cm-2. The results are shown in Figs. 3b–e. The black-body temperature reaches a maximum of $`kT=2.4\pm 0.1`$ keV and decreases thereafter. The apparant black-body radius at the distance of 7 kpc remains more or less constant throughout the burst with a value of $``$6 km; as expected, the relation between $`kT`$ and $`F_{\mathrm{bb}}`$ is consistent with a power law, $`F_{\mathrm{bb}}`$$``$$`T^\alpha `$, with $`\alpha =3.9`$$`\pm `$0.4. Similar black-body parameters are found for normal X-ray bursts from this source (e.g. Muno et al. 2000).

We also performed spectral fits to the flare spectra not subtracting the pre-flare persistent emission. The fits to the spectra up to 12200 s into the flare were acceptable: $`\chi _{\mathrm{red}}^2=0.71.2`$ (maximum $`F_{\mathrm{bb}}=2.9\pm 0.1\times 10^8\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, maximum $`kT=2.2\pm 0.1`$ keV, $`R_{\mathrm{bb},7}10`$ km). However, the fits to the spectra of the remainder of the burst were not acceptable: $`\chi _{\mathrm{red}}^2=2.87.7`$. This indicates that while it seems more likely the persistent emission was present during the flare, we can not rule out its absence during the first $``$3.5 hr. In the remainder of the paper we use the result from the spectral fits to the net-flare emission.

We estimated the fluence, $`E_\mathrm{b}`$, of the flare by assuming that the rise from the start to the observed maximum is linear and that the decay after this maximum is described by an exponential. In Table 1, we list the values of $`E_\mathrm{b}`$, the maximum observed net-burst black-body flux, $`F_{\mathrm{bb},\mathrm{max}}`$, the ratio $`\tau E_\mathrm{b}/F_{\mathrm{bb},\mathrm{max}}`$, and the ratio $`\gamma F_{\mathrm{pers}}/F_{\mathrm{bb},\mathrm{max}}`$ (where Fpers is the bolometric persistent source flux approximated by extrapolating the observed persistent spectrum between 0.01 and 100 keV). Note that the values of $`\tau `$ and $`\gamma `$ are rather uncertain since we missed the peak of the flare. We find that the fluence $`E_\mathrm{b}`$ of the flare is a factor of 250–425 larger than what is observed for normal X-ray bursts in this source (see e.g. Muno et al. 2000). We note that if we do not use the exponential but simply integrate the observed fluxes during the flare and interpolate over gaps, we obtain a slightly higher fluence of $`2.4\times 10^4\mathrm{erg}`$. The flare does not reach the Eddington limit during our observations: $`F_{\mathrm{bb},\mathrm{max}}0.4L_{\mathrm{Edd}}`$ given the Eddington flux of $`6.3\times 10^8\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ inferred by Muno et al. (2000) from radius expansion bursts of KS 1731$``$260.

### 4.3 Persistent emission

The change in bursting behaviour just after the flare led us to investigate whether the persistent emission is influenced as well. We calculated hardness ratios (as defined in Sect. 3.1) during the interval 1996–1998, when the source was at comparable persistent flux levels. These are shown in Fig. 4; clearly, the source did not have exceptional hardness values after the flare.

In order to quantify the above, we created a total of six X-ray spectra of the persistent emission before and after the flare during different intervals between MJD 50308–50388 (see Table 2). For each spectrum data from various contiguous observations with the same pointing were accumulated. To parametrize the persistent emission we fitted the 2–20 keV spectra to an absorbed cut-off power-law model plus a gaussian line at 6.4 keV (see Barret et al. 2000). As above, we fixed the value of NH to 1.3$`\times `$1022 atoms cm-2; furthermore, we fixed the line width of the gaussian, $`\sigma `$, to 0.1. This provided a good description of the spectra333Previously, a black-body component (or a disk black-body component) has been included in spectral fits (Barret et al. 2000; Narita et al. 2001). We, however, found their inclusion made the fits rather unstable, while providing little (spectra A and F) or no (B–E) improvement.; the results are presented in Table 2. The unabsorbed persistent luminosity before and after the flare was $`0.1L_{\mathrm{Edd}}`$ (2–10 keV).

We conclude that the persistent X-ray spectra days to weeks after the flare (when no normal bursts occurred) are not different from the spectra days to weeks before and months to years after the flare (when normal bursts did occur).

## 5 Discussion

### 5.1 Very long thermonuclear runaway events

In many of its characteristics, the long X-ray flare resembles type I bursts from KS 1731$``$260 (e.g. Muno et al. 2000) as well as type I bursts from other sources. The rise to maximum is relatively fast with respect to the decay, the decay is exponential, and the spectra soften (indicating cooling) during the decay. This strongly suggests a thermo-nuclear runaway event on the neutron star. The duration of the X-ray flare, however, is about half a day, i.e., a factor of $``$1500–4000 longer than normal X-ray bursts from this source. Therefore, the fluence, $`10^{42}`$ erg (at 7 kpc), is also much larger than typical. The longest ‘normal’ X-ray bursts seen in general are much shorter and less energetic, and all are radius expansion events: they had durations on the order of half an hour (Hoffman et al. 1987: probably from 4U 1708$``$23; Kuulkers et al. 2001: GX 17+2), fluences of $``$1041 erg, exponential decay times of 5.5 min (4U 1708$``$23) and 4.6 min (GX 17+2), and ratios of the fluence to peak net-burst flux ($`\tau `$) of $``$5.4 min and 6.6 min, respectively. These values are an order of magnitude smaller than those for the superbursts.

The long X-ray flare resembles the superbursts seen in five other sources (4U 1820$``$30, Ser X-1, 4U 1735$``$44, 4U 1636$``$53 and GX 3+1), as can be seen in Table 3, where we compare the properties of all seven flares observed to date. The duration of the superbursts are estimated by eye from the light curves and the hardness curves. With respect to duration of about half a day the flare in KS 1731$``$260 is the longest among the superbursts seen so far.

The superburst seen in 4U 1820$`30`$ (Strohmayer 2000; Strohmayer & Brown 2001) is the only one for which the full rise to maximum has been observed. That superburst was immediately preceeded by a normal X-ray burst. This ‘precursor’ lasted for $``$20 s. Both the ‘precursor’ and the superburst exhibited radius expansion, indicating the luminosity reached the Eddington limit. The superbursts from all sources but 4U 1820$``$30 seem to be a factor 2–4 fainter than their brightest normal bursts, although we should stress again that only in 4U 1820$``$30 the rise to maximum was fully covered. Next best is KS 1731$``$260, for which we observed the start and found a short ($``$4 s) and weak burst, most probably a type I burst, preceding the superburst by $``$200 s. Note that the precursor does not necessarily need to be a trigger of the superburst (see also Strohmayer & Brown 2001). The observation of precursors close to the superbursts is another difference from normal (type I) bursts, which do not have such precursors (see e.g. Lewin et al. 1993).

We found evidence that the occurrence of normal bursts stopped for more than a month after the superburst in KS 1731$``$260. Similarly, no bursts were observed for about a week after the superburst in 4U 1735$``$44, whereas in Ser X-1 no bursts were seen for $``$5 weeks after the superburst (Cornelisse et al. 2000, 2001; see also Table 3). This suggests that the superburst has profound influence on the outer envelope of the neutron star where normal bursts originate. The outer envelope may be heated by the energy generated by superburst, causing the burning of hydrogen and/or helium to become stable (see Cumming & Bildsten 2001). However, the persistent emission of KS 1731$``$260 during the non-bursting interval is not significantly different compared to intervals of normal bursting. This seems evidence against the idea that the neutron star is significantly hotter, but might also just be because the observed persistent emission is dominated by emission from the accretion disk.

### 5.2 Unstable carbon burning…

Assuming unstable nuclear processes, we can use the time scales and total energy to estimate where the burning occurs, how much matter needs to be involved, etc. (see also Cumming & Bildsten 2001; Strohmayer & Brown 2001). Since the fusion of elements higher than hydrogen releases about 1 MeV per nucleon ($`10^{18}\mathrm{erg}\mathrm{g}^1`$; see, e.g., Lamb & Lamb 1978), one needs to process roughly 1024 g of matter to produce the total energy of 1042 erg released during a superburst. With the mass accretion rates of $``$$`10^9\mathrm{M}_{}\mathrm{yr}^1`$ (as appropriate for sources which radiate at $`0.1`$$`0.3L_{\mathrm{Edd}}`$) the expected recurrence time is at least half a year (depending on how much of the accreted matter is consumed during a superburst). This indicates that they are indeed rare events.

The above mass estimate corresponds to an ignition column depth $`y=\mathrm{\Delta }M/4\pi R_{\mathrm{ns}}^28\times 10^{10}\mathrm{g}\mathrm{cm}^2`$ (where $`\mathrm{\Delta }M`$ is the amount of burned matter and $`R_{\mathrm{ns}}`$ the radius of the neutron star; we take $`R_{\mathrm{ns}}=10`$ km). At these column depths, the thermal time is on the order of 1.5–3 hrs, almost independent of the temperature (see e.g. Brown & Bildsten 1998). This is in excellent agreement with the decay time scale of the superbursts. We note that the density at column depths $`8\times 10^{10}\mathrm{g}\mathrm{cm}^2`$ is $`\rho 10^8\mathrm{g}\mathrm{cm}^3`$ (see, e.g., Brown & Bildsten 1998).

The above arguments have led to the suggestion that superbursts are due to unstable carbon burning deeper in the neutron star, in a layer beneath the (un)stable hydrogen/helium or helium layer (Cumming & Bildsten 2001; Strohmayer & Brown 2001). Obviously, in order for this to work, the ashes of the burning hydrogen/helium layer need to contain carbon. One way to achieve this is to have stable burning of helium. This may occur in 4U 1820$``$30, in which the neutron star is thought to accrete pure helium because the companion is most likely a helium white dwarf (based on the very short orbital period (Rappaport et al. 1987), which is consistent with the short bursts this source shows. 4U 1820$``$30 shows long intervals in which no normal X-ray bursts occur, which gave ample time to generate the necessary amount of carbon (Strohmayer & Brown 2001).

The above mechanism cannot work for all systems, however. In particular, for 4U 1735$``$44 and 4U 1636$``$53 it has been shown that the donors provide hydrogen-rich material (Augusteijn et al. 1998). For burning of a hydrogen/helium mix, one expects only small amounts of carbon to be produced, both for the case that the burning is stable and for the case that it is unstable (e.g. Schatz et al. 1999, 2001). In particular, during normal bursts temperatures in excess of $`10^9`$ K are reached and a break-out of the CNO cycle occurs, creating elements far beyond the iron group. Nevertheless, over a sufficiently long time (many years for mass accretion rates of a few tenth of Eddington) sufficient carbon may be produced to cause a superburst (Cumming & Bildsten 2001).

Another issue is whether the burning of pure carbon can be unstable at such low column depths as 8$`\times `$1010 g cm-2. Brown & Bildsten (1998) found ignition at $`>`$5$`\times `$1012 g cm-2 for pure carbon at Eddington accretion rates. The superbursters accrete near a tenth of the Eddington accretion rate, making it even more of a challenge to ignite carbon at the lower pressures implied by the observations. Strohmayer & Brown (2001) show that one may underestimate the amount of energy released when integrating the superburst X-ray flux, and therefore also the amount of carbon consumed during the superburst. According to the authors, most of the energy is released as neutrinos, and most of the heat produced by the burning largely flows inwards. If so, the large amounts of carbon required ($``$1026 g), imply very long recurrence times for the superbursts in 4U 1820$``$40 (decades). An alternative suggestion is that the precursor helium flash triggered unstable carbon burning, but Strohmayer & Brown (2001) consider this to be less likely.

Cumming & Bildsten (2001) have a different view. They point out that the heavy elements in the ashes will reduce the thermal conductivity, which may lead to large temperature gradients and ignition at the observed column depth. They find this works for mass accretion rates above 10% of the Eddington rate and for mass fractions of carbon larger than 0.1. They argue that the fact that up to now superbursts have only been reported in systems with accretion rates between 10 and 30% of Eddington, is that at lower mass accretion rates the superbursts are easier to distinguish from the persistent emission.

Cumming & Bildsten (2001; see also Strohmayer & Brown 2001) argued that the cooling following the carbon burning may provide a large heat flux into the hydrogen/helium burning layers, stabilizing the burning there. For mass accretion rates of 10–20% of Eddington bursting would then cease for about 15–20 days after the superburst. This is more or less consistent with what is observed in KS 1731$``$260 and Ser X-1.

### 5.3 … or runaway electron capture?

Although with unstable carbon burning it appears possible to understand the superbursts, there may be an interesting alternative. The densities at which the Fermi energy of the electrons, which provide the pressure in the outer layers, becomes equal to the difference in rest-mass of a neutron and a proton are 2–3$`\times `$107 g cm-3 (where the exact number depends on the composition). This density corresponds to a column density of $`y2\times 10^{10}g_{14.3}^1`$ g cm-2, where $`g_{14.3}`$ is the surface gravity normalised to $`10^{14.3}`$ cm s-2, appropriate for a neutron star mass $`M_{\mathrm{ns}}=1.4`$ M and $`R_{\mathrm{ns}}=10`$ km (e.g. Bildsten & Cumming 1998). This is not too different from the values inferred above. Hence, if any protons are present, they will capture electrons via the $`p(e^{},\nu )n`$ reaction (Rosenbluth et al. 1973; see also Taam et al. 1996; Bildsten & Cumming 1998). The released neutrons are then captured by heavy nuclei (rather than by protons, see also below) releasing $``$7–8 MeV per nucleon (Bildsten & Cumming 1998). Depending on the temperature (which sets the precise distribution of electron energies) and the thermal conductivity, this process may be unstable: an increase in temperature leads to a larger fraction of the electrons at high energies; if the region does not cool sufficiently fast, this leads to more captures, a further increase in temperature, etcetera.

There have been some studies of the above described mechanism, but only for the case in which no heavy nuclei are present and the neutrons are captured by protons. This process is called ‘deep hydrogen burning’ (Hameury et al. 1982, 1983; Woosley & Weaver 1984; Fushiki et al. 1992; Taam et al. 1993, 1996). This type of burning can become unstable when the neutron star envelope has a low temperature ($``$107 K) and/or when the abundance of CNO elements is very low ($`Z0.001`$). The latter may not be as unrealistic as it appears at first, since the original CNO abundance received from the donor may be significantly reduced due to nuclear spallation processes in the accretion shock (Bildsten et al. 1992). In the models, long ($`>`$30 min) X-ray bursts have been produced at moderate accretion rates ($``$0.1 ṀEdd), with total nuclear energy releases of up to several times 1041 erg (Woosley & Weaver 1984, their model 6; Fushiki et al. 1992). This is still an order of magnitude less than observed in superbursts (but rather similar to the ‘long’ X-ray bursts seen from 4U 1708$`23`$ and GX 17+2!).

Several other questions have to be answered as well, however. Foremost, whether there is (enough) hydrogen left after the (un)stable hydrogen/helium burning. Various calculations suggest residual hydrogen mass fractions of $`X_H`$0.04–0.2 for mass accretion rates of $`>`$10-9 M yr-1 (e.g. Taam et al. 1996; see also Koike et al. 1999). (Of course, this mechanism cannot explain the superburst in 4U 1820$``$30, since for that source there are no protons to begin with. We note, however, that this superburst seems to be somewhat different from the others, so a different mechanism may not be unexpected.)

To produce $`10^{42}\mathrm{erg}`$ one needs $``$1023 g of residual hydrogen (given the energy release of 7–8 MeV per nucleon). Thus a total accreted matter of 5–25$`\times `$1023 g is needed; for accretion rates of $``$10-9 M yr-1 the recurrence times of superbursts would then be 0.25–1.25 yr. This is in an order of magnitude shorter than the case for unstable carbon burning as estimated by Cumming & Bildsten (2001). We estimate the maximum expected energy release for runaway electron capture from $`E_{\mathrm{max}}=4\pi R_{\mathrm{ns}}^2yE_{\mathrm{nuc}}X_H=2\times 10^{41}R_{\mathrm{ns},10}^4X_{H,0.1}`$erg, where $`R_{\mathrm{ns}}=10R_{\mathrm{ns},10}`$km is the radius of the neutron star, $`E_{\mathrm{nuc}}`$ the above quoted energy release, and $`X_H=0.1X_{H,0.1}`$ (the fourth-power dependence on radius arises because of the dependence of $`y`$ on the surface gravity). This may be consistent with the observed value of $`10^{42}`$erg, if the radius of the neutron star is larger than 10 km, as is indeed inferred for many equations of state (see, e.g., the review by Lattimer & Prakash 2000), and/or the residual mass fraction of hydrogen is larger than 0.1. Thus, unstable electron capture appears a viable alternative mechanism for the superbursts.

###### Acknowledgements.

We thank Lars Bildsten, Andrew Cumming and Ron Taam for discussions, in particular about the possibility of the superbursts being due to electron capture. The BeppoSAX satellite is a joint Italian and Dutch programme. We made use of quick-look results provided by the ASM/RXTE team. MHvK acknowledges support from the Royal Netherlands Academy of Science KNAW.


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# Higher Dimensional Cosmological Model in Space-Time-Mass (STM) Theory of Gravitation

## 1  Introduction

The domination of Newtonian theory had received the blow at the advent of Einstein general theory of relativity, where the Newtonian gravitational parameter G resticted as constant. Several theories of gravitation ( Brans and Dicke , Dirac, Hoyle Narlikar and Canuto et al. ) alternatives to Einstein gereral theory of relativity have been proposed on which the parameter G and or mass m vary slowly with time.These theories have the common feature that they assume the absences of fixed scales in cosmological solutions over times comparable to the age of the universe.

In this contents, the variable gravitational theory proposed by Wesson  deserved serious attention. The space-time five dimension with coordinate $`x^0=ct`$ ( c=velocity of light, t = time), $`x^{1,2,3}`$ (space coordinate) and $`x^4=\frac{Gm}{c^2}(m=mass).`$ The Einstein theory is recovered when the velocity $`\frac{Gm}{c^2}\frac{dm}{dt}=0.`$ In some sense, the usual Einstein theory Einstein theory would be embedded in it.This new five dimensional theory of variable rest mass is a nutural extension a of relativity theory. In our work, we have extend the work of L K Chi  for n-dimensional variable mass theory of gravity. Here we intend to investigate the new class of vacuum solutions in n-dimensional space-time-mass (STM) theory of gravity. These cosmological higher dimensional models describe expanding universe without a big bang singularity and the higher dimensional of these models shrinks as they expand.

### 1.1 Field Equations

The line element for a n-dimensional homogeneous and spatially isotropic cosmological model is taken as

$$ds^2=e^\nu dt^2e^\omega \underset{i=1}{\overset{(n2)}{}}dx_i^2+e^\mu dm^2$$
(1)
where $`\mu ,\omega `$ and $`\nu `$ are the functions of time and mass.Here the coordinate $`x^0=t,x^{1,2,\mathrm{},(n2)}`$ (space coordinate) and $`x^{(n1)}=m.`$ For simlicity we have set the magnitudes of both c and G to unity. By applying this metric to the Einstein field equation $`G_{ij}=R_{ij}\frac{1}{2}g_{ij}R=0,`$ we get

$$G_{00}=(n2)(n3)\frac{\dot{\omega }^2}{8}(n2)\frac{\dot{\omega }\dot{\mu }}{4}(n2)e^{\nu \mu }\left(\frac{{}_{}{}^{^{}}\omega }{2}\frac{{}_{}{}^{^{}}\omega {}_{}{}^{^{}}\mu }{4}+(n1)\frac{{}_{}{}^{^{}}\omega _{}^{2}}{8}\right)$$
(2)
$`G_{11}=e^{\omega \mu }\left({\displaystyle \frac{\ddot{\mu }}{2}}+{\displaystyle \frac{\dot{\mu }^2}{4}}{\displaystyle \frac{\dot{\mu }\dot{\nu }}{4}}\right)+(n3)e^{\omega \nu }\left({\displaystyle \frac{\ddot{\omega }}{2}}+{\displaystyle \frac{\dot{\omega }\dot{\mu }}{4}}{\displaystyle \frac{\dot{\nu }\dot{\omega }}{4}}+(n2){\displaystyle \frac{\ddot{\omega }^2}{8}}\right)`$
$`+(n3)e^{\omega \mu }\left({\displaystyle \frac{{}_{}{}^{^{}}\omega }{2}}+{\displaystyle \frac{{}_{}{}^{^{}}\omega {}_{}{}^{^{}}\mu }{4}}{\displaystyle \frac{{}_{}{}^{^{}}\nu {}_{}{}^{^{}}\omega }{4}}+(n2){\displaystyle \frac{{}_{}{}^{^{}}\omega _{}^{2}}{8}}\right)+e^{\omega \mu }\left({\displaystyle \frac{{}_{}{}^{^{}}\nu \text{ }}{2}}+{\displaystyle \frac{{}_{}{}^{^{}}\nu _{}^{2}}{4}}{\displaystyle \frac{{}_{}{}^{^{}}\nu {}_{}{}^{^{}}\mu }{4}}\right)`$ (3)
$$G_{11}=G_{22}=G_{33}=\mathrm{}=G_{(n2)(n2)}$$

$$G_{0(n1)}=(n2)\left(\frac{\dot{\omega }^{}}{2}+\frac{{}_{}{}^{^{}}\omega \dot{\omega }}{4}\frac{{}_{}{}^{^{}}\nu \dot{\omega }}{4}\frac{\dot{\mu }{}_{}{}^{^{}}\omega }{4}\right)$$
(4)
$$G_{(n1)(n1)}=(n2)(n3)\frac{{}_{}{}^{^{}}\omega _{}^{2}}{8}(n2)\frac{{}_{}{}^{^{}}\omega {}_{}{}^{^{}}\nu }{4}(n2)e^{\mu \nu }\left(\frac{\ddot{\omega }}{2}\frac{\dot{\omega }\dot{\nu }}{4}+(n1)\frac{\dot{\omega ^2}}{8}\right)$$
(5)
where a dot and star denote, respectively partial derivative with respect to time and mass.

### 1.2 Solutions

Equationa (2) , (3) and (5) have the peculiar property that the time derivative and mass derivative are completly separeted.
Hence we get

$$(n3)\frac{\dot{\omega ^2}}{2}+\dot{\omega }\dot{\mu }=0$$
(6)
$$(n3)\frac{{}_{}{}^{^{}}\omega _{}^{2}}{2}+{}_{}{}^{^{}}\omega {}_{}{}^{^{}}\nu =0$$
(7)
$${}_{}{}^{^{}}\omega \frac{{}_{}{}^{^{}}\omega {}_{}{}^{^{}}\mu }{2}+(n1)\frac{{}_{}{}^{^{}}\omega _{}^{2}}{4}=0$$
(8)
$$\ddot{\omega }\frac{\dot{\omega }\dot{\nu }}{2}+(n1)\frac{\dot{\omega }^2}{4}=0$$
(9)
assuming that $`{}_{}{}^{^{}}\omega `$ and $`\dot{\omega }`$ are not zero, it then follows from equations (6) and (7)

$$\dot{\omega }=\frac{2\dot{\mu }}{(n3)}$$
(10)
$${}_{}{}^{^{}}\omega =\frac{2{}_{}{}^{^{}}\nu }{(n3)}$$
(11)
with the aid of equations (8) - (11), we find that equation (3) is identically satisfied.
Using equations (10) and (11), we can integrate equation (4) to give

$$e^\omega =\left[\frac{(n2)}{2}k(m)𝑑m+r(t)\right]^{\frac{2}{(n2)}}$$
(12)
where $`k(m)`$ is an arbitary function of m and r(t) is an arbitary function of t. once $`\omega `$ is known, $`\mu `$ and $`\nu `$ can easily be found from equations (10) and (11).

$$e^\mu =\frac{Pk(m)^2}{\left[\frac{(n2)}{2}k(m)𝑑m+r(t)\right]^{\frac{n3}{(n2)}}}$$
(13)
$$e^\nu =\frac{Qr(t)^2}{\left[\frac{(n2)}{2}k(m)𝑑m+r(t)\right]^{\frac{2}{(n2)}}}$$
(14)
wherw P and Q are integrating constant.

### 1.3 Conclusion

The implification of the condition $`\dot{\omega }=0`$ is that the function r(t) can not be a constant and these cosmological models are not static. Equation (10) implies that the higher dimensions shrinks as the universe expand. This conclusion can also be drawn from the explicit expansion (12) and (13). It it interesting to note that if r(t) is an increasing function of time t and the function k(m) is bounded, then $`e^\mu `$ becomes smaller as $`e^\omega `$ increase. For the expanding universe, we may choose the function r(t) to be positive function of t or an exponential function of t. The condition $`{}_{}{}^{^{}}\omega 0`$ implies that we can not choose the arbitary fubnction k(m) to be zero. Hence, this expanding universe in higher dimensional STM theory donot start with a big bang singularity.


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# Adiabaticity in Nonlinear Quantum Dynamics: Bose-Einstein Condensate in a Time-Varying Box

## I Introduction

The Adiabatic Theorem of quantum mechanics insures that an eigenstate of a system whose Hamiltonian evolves sufficiently slowly in time (as determined by criteria for the applicability of the theorem) will remain in the same eigenstate, even though the eigenstate evolves in time . Hence, a slowly evolving system which is initially in its ground state will remain in the ground state throughout the course of its evolution. The adiabatic theorem relies heavily on the superposition principle of quantum mechanics (although in classical mechanics similar theorems are valid for nonlinear systems ). It is of interest to determine to what extent adiabaticity carries over to nonlinear quantum systems, such as Bose-Einstein condensates (BECs) in the region where the mean-field description is appropriate. Well below the critical temperature, the mean-field description is based on the Gross-Pitaevskii equation (GPE),

$$i\mathrm{}\frac{\mathrm{\Psi }}{t}=\left[\frac{\mathrm{}^2}{2m}^2+V(𝐫,t)+N_0U_0|\mathrm{\Psi }|^2\right]\mathrm{\Psi },$$
(1)
and this approximation often yields excellent results for the system dynamics, even when the external potential $`V`$ varies with time. In Eq. (1), $`U_0=4\pi a_0\mathrm{}^2/m`$ is the atom-atom interaction strength that is proportional to the $`s`$-wave scattering length $`a_0`$, and $`m`$ is the atomic mass. The parameter $`N_0`$ in Eq. (1) is the total number of atoms, and the wave function $`\mathrm{\Psi }`$ is subject to the normalization $`|\mathrm{\Psi }(𝐫,t)|^2𝑑𝐫=1`$ (the normalization integral is a dynamical invariant of GPE). Adiabatic considerations regarding the GPE dynamics have been applied to cold Bosonic atoms trapped in optical lattices , and the formation of optical lattice gates for quantum computing from atomic BECs . However, the applicability of the adiabaticity concept to BECs does not follow from the above-mentioned Adiabatic Theorem of quantum mechanics, since the nonlinearity does not allow applicability of the superposition principle to the GPE. On the other hand, adiabaticity of nonlinear wave equations, and in particular, of soliton solutions to such equations, have been extensively studied (for a review, see Ref. ). Nevertheless, BEC dynamical problems based on the GPE have their own specific features, so that this case can be different from that studied in the framework of perturbed soliton solutions to the nonlinear Schrödinger equation (NLSE) in other contexts.

Here we develop a physically relevant one-dimensional BEC model which we study in detail by means of analytical and numerical methods to determine the nature of adiabaticity in nonlinear quantum systems within mean-field theory. There are several regimes in which adiabaticity can be experimentally and theoretically probed for nonlinear systems. The simplest regime is one for which the characteristic dynamical time scale (i.e., the time during which parameters of the Hamiltonian undergo an essential change), $`T`$, satisfies conditions

$$\tau _{AD}T\tau _{NL}.$$
(2)
Here, $`\tau _{AD}`$ is the quantum-mechanical linear adiabatic time scale determined in terms of the inverse of the difference of the energy eigenvalues at different values of time, $`\tau _{AD}=\mathrm{max}\{\mathrm{}/\left[ϵ_1(t)ϵ_0(t)\right]\}`$, where the maximum is taken with respect to a given time interval , while the nonlinear time scale is $`\tau _{NL}=\mathrm{max}\{\mathrm{}/\mu (t)\}`$, with $`\mu (t)`$ being the instantaneous chemical potential . In this case, the applicability of the Adiabatic Theorem of linear quantum mechanics  is insured by the first inequality in (2), and nonlinearity cannot play a significant role in the dynamics due to the second inequality. Therefore, the dynamics must be adiabatic in this case. This regime applies to the NIST optical-lattice experiments wherein microsecond duration light pulses are applied to a sodium BEC .

A more intriguing and more problematic regime is when the dynamical time scale is large, i.e., $`\tau _{AD},\tau _{NL}T`$. This case applies, e.g., to the BEC experiments reported in Refs. . Here, the nonlinearity plays an essential role in the dynamics, and a relevant question is whether the dynamics can be adiabatic. Generally, the answer is no, since further time scales may appear in the multidimensional GPE, viz., a diffraction time, $`\tau _{DF}=2mL_0^2/\mathrm{}`$, where $`L_0`$ is the length of the system (see below), or a tunneling time scale, $`\tau _{\mathrm{tun}}`$ (which itself may vary in the course of the system’s evolution) . If $`T`$ is larger than all these time scales, clearly the dynamics will be adiabatic. In what follows, we show that the GPE does allow for adiabaticity when $`\tau _{AD},\tau _{DF},\tau _{NL}T`$, and we give explicit criteria for the validity of adiabaticity in the GPE for the specific problem considered here. We do so by means of an analytical estimate of corrections to (deviations from) the adiabatic approximation. We also present numerical results for the dynamics of this system when this condition does not apply.

## II The dynamical model

We consider a model based on the 1D GPE, in which the external potential $`U(x)`$ is an infinitely deep well,

$$U(x)=\{\begin{array}{cc}0,\hfill & 0<x<L(t),\hfill \\ +\mathrm{},\hfill & x<0\mathrm{or}x>L(t).\hfill \end{array}$$
(3)
The size of the well $`L(t)`$ slowly varies with time, and we are interested in determining the behavior of the system in this case, to determine the applicability of adiabaticity. The 1D GPE takes the form

$$i\mathrm{}\psi _t=\frac{\mathrm{}^2}{2m}\psi _{xx}+g\left|\psi \right|^2\psi ,$$
(4)
with the boundary conditions

$$\psi (0,t)=\psi (L(t),t)=0,$$
(5)
and normalization of the wave function,

$$_{\mathrm{}}^{\mathrm{}}|\psi (x)|^2𝑑x=1.$$
(6)
The nonlinearity parameter $`g`$ appearing in this 1D GPE is related to the nonlinearity parameter $`N_0U_0`$ in its 3D counterpart, Eq. (1), and is determined so that $`N_0U_0|\mathrm{\Psi }_m|^2=g|\psi _m|^2`$, where $`\mathrm{\Psi }_m`$ and $`\psi _m`$ are the maximum values of the 3D and 1D wave functions, respectively. This condition insures that the time scales for the nonlinear interaction in the 3D and 1D cases are equal (see below and Ref. ).

This is the generalization of the particle in a box problem to the case where (a) the size of the box is varying with time, and (b) there are many bosonic particles in the box that are interacting via a mean field.

A typical situation in which the dynamics may be adiabatic is when the function $`L(t)`$ takes on constant values as $`t\pm \mathrm{}`$, and slowly varies in between on a long time scale $`T`$. We aim to find the final state $`\psi (x,t=+\mathrm{})`$ into which an initial state $`\psi (x,t=\mathrm{})`$ will be transformed if $`T`$ is sufficiently large, and to check whether the wave function $`\psi (x,t)`$ remains adiabatic during the course of the evolution, provided that the function $`L(t)`$ varies slowly enough (in practice, of course, the evolution time interval is large but finite). To determine what “sufficiently slow” means, we define the nonlinear time scale obtained directly from the GPE as

$$t_{NL}=(g|\psi _m|^2/\mathrm{})^1\mu /\mathrm{},$$
(7)
where $`\mu `$ and $`|\psi _m|`$ are the chemical potential and maximum of the wave function in the initial configuration. The evolution is is slow as compared to nonlinear time scale if $`Tt_{NL}`$. In many BEC systems, the nonlinear time scale is large compared with the diffraction time scale $`\tau _{DF}=2mL_0^2/\mathrm{}`$, also obtained directly from the GPE , so we should have $`Tt_{NL}\tau _{DF}`$.

It is convenient to transform the variables $`x`$, $`t`$ and $`\psi `$ to new (dimensionless) variables $`\tau `$, $`\xi `$ and $`u`$:

$$\xi x/L(t),$$
(8)
$$\tau \frac{\mathrm{}}{2m}_0^t\frac{dt^{}}{L^2(t^{})},$$
(9)
$$u\sqrt{2gm}\mathrm{}^1L(t)\psi .$$
(10)
Note that the problem is mapped onto a fixed spatial interval $`\xi [0,1]`$ of the dimensionless spatial variable $`\xi `$, and the boundary condition is therefore not time dependent when the problem is reformulated in terms of these variables. The 1D GPE (4) takes the following form in terms of the new variables:

$$iu_\tau +u_{\xi \xi }\left|u\right|^2u=i\left(L_\tau /L\right)\left(\xi u\right)_\xi ,$$
(11)
where $`L_\tau dL/d\tau `$. Equation (11) is supplemented by boundary conditions following from Eq. (5),

$$u(\xi =0,\tau )=u(\xi =1,\tau )=0.$$
(12)
The norm defined in terms of the transformed wave function $`u`$,

$$N[u(\tau )]_0^1\left|u(\xi ,\tau )\right|^2𝑑\xi ,$$
(13)
is not conserved in time, unlike the original norm, $`_0^{L(t)}\left|\psi (x,t)\right|^2𝑑x=1`$. Indeed, as follows from the substitution of Eq. (10) for $`u`$ into Eq. (13), the $`u`$-norm is an explicit function of time:

$$N[u(\tau )]=\frac{2gm}{\mathrm{}^2}L(\tau )n_0\frac{L(\tau )}{L_0},$$
(14)
where $`L_0L(t=\mathrm{})`$ (or alternatively $`L_0L(t=t_0)`$ if the initial moment in time is $`t_0`$). The dimensionless nonlinear-strength parameter,

$$n_02gmL_0/\mathrm{}^2,$$
(15)
introduced in Eq. (14) will play an important role below.

When the system size $`L(\tau )`$ is a slowly varying function of time, the right-hand side (RHS) of Eq. (11) is small, being proportional to the logarithmic derivative of the slowly varying function. Therefore Eq. (11) may be naturally considered as a perturbed self-defocusing NLSE, and the adiabatic methods for nonlinear wave equations reviewed in Ref.  might be applied. However, the perturbation term on the RHS of Eq. (11) need not allow straightforward application of the perturbation theory to the present problem since this term does not vanish at $`\xi =0`$ and $`\xi =1`$ when a general solution found in the zeroth-order approximation (the expression (18) below) is inserted into it. One can easily check that, as a consequence of this, a perturbative expansion generated by the term on RHS of Eq. (11) is incompatible with the boundary conditions (12).

To resolve the problem, we transform the wave function once again, defining

$$u(\xi ,\tau )v(\xi ,\tau )\mathrm{exp}\left(\frac{i}{4}\frac{L_\tau }{L}\xi ^2\right).$$
(16)
The transformation (16) generates a more convenient form of the perturbed NLS equation,

$$iv_\tau +v_{\xi \xi }\left|v\right|^2v=i\frac{L_\tau }{2L}v+\frac{LL_{\tau \tau }2L_\tau ^2}{4L^2}\xi ^2v,$$
(17)
which is subject to the same boundary conditions as in Eq. (12), $`v(\xi =0,\tau )=v(\xi =1,\tau )=0`$. An obvious advantage of having the perturbed NLS equation in the form (17) is that now the perturbation vanishes at $`\xi =0`$ and $`\xi =1`$, once a solution found in the zeroth-order approximation vanishes at these points.

Note that the first term on the right–hand side of Eq. (17) is non-conservative. Accordingly, it is straightforward to see that this term leads to the exact relation (14) for the norm evolution. Another important fact is that the second term on the RHS of Eq. (17), unlike the first term, is second-order small with regard to derivatives of the slowly varying functions. In the perturbation-theory section that follows below, we will not consider effects produced by the second-order term, focusing solely on the most important first-order effects.

## III Adiabatic Perturbation theory

### A Zeroth-Order Approximation

In zeroth-order approximation of the perturbation theory (neglecting the RHS of Eq. (17)), an exact stationary solution satisfying the zero boundary conditions at $`\xi =0`$ and $`\xi =1`$ is given by :

$$v(\xi ,\tau )=2^{3/2}kK(k)\mathrm{sn}(2K(q)\xi ,k)\mathrm{exp}(i\mu \tau )V(\xi ;k)\mathrm{exp}\left(i\varphi \left(\tau \right)\right).$$
(18)
Here $`\mathrm{sn}(,)`$ is the doubly periodic Jacobi elliptic sine function, $`k`$ is the corresponding elliptic modulus, $`K(k)`$ is the complete elliptic integral of the first kind, and the chemical potential $`\mu `$ is related to $`k`$ as follows:

$$\mu =4(1+k^2)K^2(k).$$
(19)
The modulus $`k`$, which takes values $`0k1`$, determines the strength of the nonlinearity: it is weak if $`k0`$, and strong if $`k1`$. In fact, $`k`$ is related directly to the dimensionless nonlinearity-strength parameter $`n_0`$ defined in Eq. (15) as follows:

$$8K(k)\left[K(k)E(k)\right]=n_0,$$
(20)
where $`E(k)`$ is the complete elliptic integral of the second kind. Thus, $`k`$ completely determines the normalization of the initial wave function, and visa versa.

To illustrate the zeroth-order solution, plots of $`8K(k)\left[K(k)E(k)\right]`$ versus $`k`$ (see Eq. (20)), and $`2^{3/2}kK(k)\mathrm{sn}(2K(q)\xi ,k)`$ versus $`\xi `$ for three different values of $`k`$ in the regime of strong nonlinearity, $`k>0.5`$ (see Eq. (18)), are displayed in Figs. 1(a) and 1(b). We remark that an exact solution that can be expressed in terms of the Jacobi elliptic functions is frequently called a cnoidal wave, which stems from the notation $`\mathrm{cn}`$ for the Jacobi’s elliptic cosine, related to the elliptic sine.

### B The Nonlinear Adiabatic Approximation

The first-order perturbation term on the RHS of Eq. (17) can be treated in terms of nonlinear adiabatic perturbation theory . We stress that, unlike the perturbation term in the intermediate equation (11), which is “abnormal” in the sense that it is not compatible with the necessary boundary conditions, as it was explained above, the “normal” perturbation in Eq. (17) satisfies the boundary conditions. The applicability of simple perturbative techniques for this class of models can be proved using a rigorous expansion based on the inverse scattering transform for the unperturbed NLS equation (i.e., one can prove that the “simple techniques” yield, in the lowest-order nontrivial approximation, exactly the same results as the rigorous methods, see Ref.  and references therein).

The first standard step of the perturbative analysis is to apply the lowest-order adiabatic approximation. This approximation takes the unperturbed solution (18), which contains the parameter $`k`$, and makes it the first-order approximate solution to the perturbed equation, assuming that the modulus $`k`$ is slowly varying in time, rather than remaining constant.

The slow dependence of the parameter(s) is introduced so as to cancel the secular divergence(s) in the perturbation theory. An important case is when the unperturbed solution contains a single nontrivial parameter ($`k`$, in the present case), and the perturbed equation gives rise to an exact relation replacing a conservation law existing in the unperturbed version of the equation (this exact relation is usually called a balance equation for the (former) conserved quantity). This is the case in Eq. (14). Then, the time dependence of the parameter, i.e., $`k(\tau )`$, can be found in a very simple way by substitution of the zeroth-order approximation for the solution into the balance equation . In the present case, this condition amounts to evaluation of the actual value of the norm (13), inserting the solution (18) into it, and then substituting the result into the exact relation (14). The final result is

$$8K(k)\left[K(k)E(k)\right]=n_0L(\tau )/L_0.$$
(21)
Eq. (21) is a transcendental equation to determine $`k(\tau )`$ for a given function $`L(\tau )`$ and $`n_0`$ (recall that $`n_0`$ is a constant).

An essential ingredient of the adiabatic approximation is a consistent definition of the phase $`\varphi (\tau )`$ for the first-order solution with variable $`k(\tau )`$. Indeed, substituting $`k(\tau )`$ back into the general expressions (18) and (19) for the wave function, it is easy to see that the consistently defined phase is

$$\varphi (\tau )=_{\tau _0}^\tau \mu (\tau ^{})𝑑\tau ^{}4_{\tau _0}^\tau \left[1+k^2(\tau ^{})\right]K^2\left(k(\tau ^{})\right)𝑑\tau ^{},$$
(22)
$`\tau _0`$ being the initial time ($`\tau _0=\mathrm{}`$ in the usual formulation of the adiabatic approximation).

Thus, the full expression for the lowest-order perturbative solution obtained in the adiabatic approximation is

$$v(\xi ,\tau )=V(\xi ;k(\tau ))\mathrm{exp}\left(i\varphi (\tau )\right),$$
(23)
where $`V(\xi ;k)`$ and $`\varphi (\tau )`$ are given by Eqs. (18) and (22), respectively. Note that expression (23) automatically satisfies the zero boundary conditions at the points $`\xi =0`$ and $`\xi =1`$.

Knowing a particular form of the slow temporal dependence $`k(\tau )`$ obtained from Eq. (21), one can find the temporal dependence of the solution’s amplitude,

$$A(\tau )\underset{\xi }{\mathrm{max}}|v(\xi ,\tau )|=2^{2/3}k(\tau )K\left(k(\tau )\right).$$
(24)
The temporal dependence of state’s width (which, for instance, can be defined as the full width at half-maximum of $`|v(\xi ,\tau )|^2`$) can similarly be obtained in the adiabatic approximation from the above expressions. Using Eqs. (19) and (21), it is also possible to predict the evolution of the instantaneous value of the chemical potential $`\mu (\tau )`$.

### C Corrections to the Lowest-Order Adiabatic Approximation

Once the slow time dependence of $`k(\tau )`$ has been determined as described above, one can look for perturbation-induced corrections to the state’s shape, which was not taken into account in the first-order adiabatic approximation. A solution to Eq. (17) including the corrections can be sought in the form of an expansion compatible with the zero boundary conditions, namely,

$$v(\xi ,\tau )=\left[V(\xi ;k)+\underset{m=1}{\overset{\mathrm{}}{}}b_m(\tau )\mathrm{sin}(\pi m\xi )\right]\mathrm{exp}\left(i\varphi (\tau )\right),$$
(25)
where the functions $`V`$ and $`\varphi `$ are those which were obtained in the previous subsection.

The simplest way to derive evolution equations for the amplitudes $`b_m(t)`$ is to directly substitute the expansion (25) into Eq. (17), multiply the resulting equation by $`\mathrm{sin}(\pi m\xi )`$, and integrate from $`\xi =0`$ to $`\xi =1`$, carrying out this procedure for each integer $`m`$. The correction terms are neglected when substituting the expression (25) into the first perturbation term on the RHS of Eq. (17), as they would give rise to higher-order perturbations. Implementing this procedure, we use the classical Fourier expansion for the function $`\mathrm{sn}`$,

$`\mathrm{sn}(2K(k)\xi ,k)`$ $`=`$ $`{\displaystyle \frac{2\pi }{kK(k)}}{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{Q^{p1/2}}{1Q^{2p1}}}\mathrm{sin}\left(\pi (2p1)\xi \right),`$ (26)
$`Q(k)`$ $``$ $`\mathrm{exp}\left[{\displaystyle \frac{\pi K\left(\sqrt{1k^2}\right)}{K(k)}}\right].`$ (27)
A complicated system of inhomogeneous linear evolution equations for $`b_m(\tau )`$ ensues. If $`m`$ is odd, i.e., $`m2p1`$, we obtain

$$i\frac{db_{2p1}}{d\tau }+R_{2p1}b_{2p1}\underset{n=1}{\overset{\mathrm{}}{}}M_{2p1,n}\left(2b_nb_n^{}\right)=\frac{iL_\tau }{L}\frac{\pi }{kK\left(k\right)}\frac{Q^{p1/2}}{1Q^{2p1}},$$
(28)
and, if $`m`$ is even, i.e., $`m2p`$,

$$i\frac{db_{2p}}{d\tau }+R_{2p}b_{2p}\underset{n=1}{\overset{\mathrm{}}{}}M_{2p,n}\left(2b_nb_n^{}\right)=0.$$
(29)
Here $`Q`$ is the Jacobi parameter defined in Eq. (27), and the coefficients appearing on the left-hand sides of Eqs. (28) and (29) are

$`R_m`$ $``$ $`2\left(1+k^2\right)K^2(k){\displaystyle \frac{1}{2}}\left(\pi m\right)^2,`$ (30)
$`M_{mn}`$ $``$ $`4k^2K^2(k){\displaystyle _0^1}\mathrm{sn}^2(2K(k)\xi ,k)\left[\mathrm{cos}\left(\pi (mn)\right)\mathrm{cos}\left(\pi (m+n)\right)\right]𝑑\xi .`$ (31)
In fact, all the coefficients $`M_{mn}`$ with $`m`$ and $`n`$ having opposite parities are zero, hence we may set $`b_{2p}0`$, and we are left with the system of equations (28). Recall that one should substitute the time-dependent modulus $`k(\tau )`$ as found from Eqs. (21)) into the above expressions.

This cumbersome system can be simplified if $`k(\tau )`$ does not take on values too close to unity. Then, $`\mathrm{sn}`$ remains close to the usual sine function (for instance, at $`k^2=1/2`$, the Jacobi parameter, which determines the anharmonicity of the expansion (26), is $`Q=\mathrm{exp}(\pi )0.043`$, which may be regarded as a sufficiently small expansion factor). Thus, to obtain a simple approximation for the coefficients $`M_{mn}`$ defined in Eq. (31), one may simply set $`\mathrm{sn}(2K(k)\xi ,k)\mathrm{sin}(\pi \xi )`$. Within this approximation the only nonzero components of in the matrix $`\left(M_{mn}\right)`$ are

$$M_{11}=3k^2K^2(k),M_{mm}=2k^2K^2(k)(m>1),M_{m,m2}=M_{m2,m}=k^2K^2(k).$$
(32)
Furthermore, the RHS of Eq. (28) also greatly simplifies in the same approximation. It is different from zero solely for $`m=1`$, being equal to $`iL_\tau /(2L)`$. Thus, the approximation which replaces the $`\mathrm{sn}`$ function by the usual sine leads to the following equations, instead of Eqs. (28) and (29):

$$i\frac{db_1}{d\tau }+\left[2\left(12k^2\right)K^2(k)\frac{\pi ^2}{2}\right]b_1+3k^2K^2(k)b_1^{}+k^2K^2\left(2b_3b_3^{}\right)=\frac{iL_\tau }{2L},$$
(33)
$`i{\displaystyle \frac{db_{2p1}}{d\tau }}+\left[2\left(1k^2\right)K^2(k){\displaystyle \frac{[\pi (2p1)]^2}{2}}\right]b_{2p1}+2k^2K^2(k)b_{2p1}^{}`$

$$+k^2K^2\left(2b_{2p3}+2b_{2p+1}b_{2p3}^{}b_{2p+1}^{}\right)=0,$$
(34)
where $`p>1`$. Recall that all the amplitudes $`b_m`$ with even values of $`m`$ are zero.

Despite the fact that the approximate system consisting of Eqs. (33) and (34) is considerably simpler than the exact Eqs. (28), it can only be solved numerically by truncating the system of the linear equations at some finite integer. Nevertheless, some qualitative generic features of the solution can be determined. The general structure of the system is of the form

$$i\frac{dB}{d\tau }+𝐀(\tau )B=iC(\tau ),$$
(35)
where $`B`$ is a column vector of the variables $`b_{2p1}`$, $`𝐀`$ is a matrix of coefficients multiplying the variables $`b`$, and $`C`$ is the vector column of free terms on the left-hand side, with the single nonzero entry $`c_1L_\tau /(2L)`$. Both $`C`$ and $`𝐀`$ slowly depend upon time - the former directly, the latter via $`k(\tau )`$.

Solutions to the system (35) consist of terms of the type

$$_{\tau _0}^\tau \mathrm{exp}\left(i^\tau ^{}\omega (\tau ^{\prime \prime })𝑑\tau ^{\prime \prime }\right)f(\tau ^{})𝑑\tau ^{},$$
(36)
where $`\omega (\tau )`$ is an eigenvalue of the matrix $`𝐀(\tau )`$, and $`f(\tau )`$ are slowly varying functions similar to the above-mentioned $`c_1`$. Note that the time scales $`2\pi /\omega `$, determined by different eigenfrequencies $`\omega `$, are, in fact, a mixture of the adiabatic and nonlinear time scales, $`\tau _{AD}`$ and $`\tau _{NL}`$, defined in the Introduction.

The following conclusion can be made concerning the size of the nonadiabatic effects (shape corrections) considered above. If the function $`L(\tau )`$ slowly depends on $`\tau `$ with a characteristic time scale $`T`$ (as defined in the introduction), and if a characteristic value of $`\omega `$ is $`\omega _0`$ (within the limits of its slow evolution on the time scale $`T`$), the criterion for the applicability of the adiabatic approximation is

$$\omega _0T/(2\pi )1.$$
(37)
We stress that, as the characteristic times $`2\pi /\omega _0`$ taken for the different eigenfrequencies constitute a set including the adiabatic and nonlinear time scales $`\tau _{AD}`$ and $`\tau _{NL}`$ (see above), the inequality (37) is exactly the condition for the applicability of the adiabatic approximation conjectured in the Introduction.

The evolution equations (35) for the shape-correction amplitudes are to be solved for an initial state without shape corrections, i.e., $`b_m(\tau =\tau _0)=0`$ $`m`$. If one takes the initial moment as $`\tau _0\mathrm{}`$ (as mentioned above, this is the standard assumption in the treatment of adiabatic processes ), one can determine eventual values of the shape-correction amplitudes as $`b_m(\tau )`$ at $`\tau +\mathrm{}`$. Classical estimates for integrals involving products of rapidly and slowly varying functions  show that the values of $`b_m(\tau +\mathrm{})`$ are exponentially small when condition (37) is satisfied:

$$|b_m(\tau =+\mathrm{})|\mathrm{exp}\left(\mathrm{const}\omega _0T\right).$$
(38)
A particular value of the constant in this expression depends on the choice of the unperturbed state and on the form of the function $`L(\tau )`$. Hence, in analogy with the well-known theorems estimating nonadiabatic corrections to the adiabatic approximation in (nonlinear) classical mechanics , the $`b_m(\tau +\mathrm{})`$ values are exponentially small.

## IV Numerical Results

We first present results for the amplitudes $`b_m(\tau )`$ in Eq. (25), obtained by numerically solving Eqs. (33) and (34). We take $`k^2=0.3`$, $`L_0=1`$, and

$`L(\tau )=L_0\left[1+\mathrm{exp}\left({\displaystyle \frac{(\tau T/2)^2}{2\sigma ^2}}\right)\right],`$

with $`\sigma =T/10`$. Figure 2 shows the computed excited-state probability,

$$P_{\mathrm{ex}}(\tau )\underset{m=1}{\overset{N_c}{}}|b_m(\tau )|^2,$$
(39)
versus time $`\tau `$, with the number of modes kept in the truncated calculation being $`N_c=1,3,5,7`$, and $`9`$, for $`T=100`$. Except for $`N_c=1`$, all the curves lie on top of each other, hence the results do converge very quickly as a function of the number of the modes. We see from Fig. 2 that the probability of finding excited states for all times is below $`3.2\times 10^5`$, and for $`t=T`$ the probability is exceedingly small, i.e., the process is almost completely adiabatic. A minimum of $`P_{\mathrm{ex}}(\tau =T/2)`$ is expected from the general form of the perturbation equations since the derivative of $`L(\tau )`$ vanishes at $`\tau =T/2`$. For $`T_{}^<\mathrm{\hspace{0.17em}10}`$, the excited-state probability (39) begins to be large ($`>0.2`$), and the adiabatic-theory results are no more reliable. For example, Fig. 3 shows the results for $`T=10`$. Again the convergence as a function of the number of the modes is very fast, but the excited state probability is not small. For times $`\tau >T`$, $`P_{\mathrm{ex}}(\tau )`$ oscillates with time.

For stronger nonlinearity, $`0.5<k^21`$, perturbative methods cannot be used (in particular, the approximation based on the replacement of the elliptic sine by the ordinary sine, as described in the above section, does not apply), so we directly solved Eq. (17) using a split-step fast Fourier transform method, in order to check if adiabaticity still takes place in this regime. Figure 4 shows the results for the calculated wave function $`\psi (\xi ,\tau =T)|\psi (\xi )|e^{i\theta (\xi )}`$ versus $`\xi `$ in the box at the completion of the dynamical process for small (non-adiabatic) time-scale, $`T=0.01`$, and for $`k=0.963`$. Also shown for comparison is the initial eigenstate magnitude $`|\psi (\xi ,\tau =0)|`$. The magnitude of the wave function in the final state is not too different from that in the initial eigenstate, and the spatial variation of the phase is fairly flat. Figure 5 pertains to the same case, but with a larger time scale, $`T=1`$. Now, the magnitudes of the wave function in the finite and initial state are barely distinguishable on the scale of the figure, and the spatial profile of the phase is almost flat. Thus, the process is largely adiabatic in the latter case.

## V Conclusion

We have presented a consistent derivation of the nonlinear dynamics for a simple model describing a BEC confined in a box with a temporally-varying size $`L(\tau )`$. The speed of the variation of $`L(\tau )`$ determines whether the dynamics is adiabatic. A “trivial” regime of adiabaticity is that for which $`\tau _{AD}T\tau _{NL}`$; in this work, we have shown that adiabaticity can also be maintained when $`\tau _{AD},\tau _{DF},\tau _{NL}T`$, where the various time scales have been defined in the Introduction. If other time scales appear, the condition $`\tau _{AD},\tau _{DF},\tau _{NL}T`$ may not be sufficient to insure adiabaticity. For example, if a barrier is present in the middle of the box - e.g., a repulsive delta-function at $`x=L_0/2`$ \- then another time scale, corresponding to the time of tunneling under the barrier, $`\tau _{\mathrm{tun}}`$, is present in the problem. If this time scale is long compared with $`\tau _{NL}`$ , adiabaticity will not be maintained, and a non-vanishing spatially-varying phase will develop across the condensate wave function . Hence, the issue of adiabaticity in nonlinear problems must be investigated carefully; the perturbative techniques reviewed in Ref.  may be applicable, but additional considerations may play a role.

The particle in a box is a paradigm problem in one-body quantum mechanics. We have extended it to the many-body regime at least within a mean-field approach, and studied the adiabaticity for such a system when the size of the box varies with time. Specifically, we formulated the criteria for the validity of the adiabatic approximation for a BEC in a box whose size varies with time, developed the analytical and numerical tools for investigating adiabaticity in the dynamics within quantum mean-field theory, and presented results of calculations for this system.

###### Acknowledgements.

This work was supported in part by grants from the US-Israel Binational Science Foundation, the Israel Science Foundation, the James Franck Binational German-Israeli Program in Laser-Matter Interaction, and the Polish KBN 62/P03/2000/18.


text:
# Incompleteness, Complexity, Randomness and Beyond

## 1 Incompleteness and Uncomputability

Interest in incompleteness dates from early times. Incompleteness was an important issue for Aristotle, Kant, Gauss, Kronecker, but it didn’t have a fully explicit, precise meaning before the works of Hilbert and Ackermann, Whitehead and Russell, Gödel and Turing.

In a famous lecture before the International Congress of Mathematicians (Paris, 1900), David Hilbert expressed his conviction of the solvability of every mathematical problem: “Wir müssen wissen. Wir werden wissen.” (We must know. We will know.). Hilbert highlighted the need to clarify the methods of mathematical reasoning, using a formal system of explicit assumptions, or axioms. Hilbert’s vision was the culmination of 2,000 years of mathematics going back to Euclidean geometry. He stipulated that such a formal axiomatic system should be both ‘consistent’ (free of contradictions) and ‘complete’ (in that it represents all the truth).

In their monumental Principia Mathematica (1925-1927), Whitehead and Russell developed the first coherent and precise formal system aimed to describe the whole of mathematics. Although Principia Mathematica held a great promise for Hilbert’s demand, it fell short of actually proving its completeness.

After proving the completeness of the system of predicate logic in his doctoral dissertation (1929), Gödel has continued the investigation of the completeness problem for more comprehensive formal systems, especially systems encompassing all known methods of mathematical proof. In 1931 (see ) Gödel proved his famous First Incompleteness Theorem, which in modern terms reads:

> any computably enumerable, consistent formal axiomatic system containing elementary arithmetic is incomplete, that is, there exist true, but unprovable (within the system) statements.

The system is computably enumerable if its ‘theorems’ can be listed by a Turing machine. Informally, the set of axioms and deduction rules generates all ‘theorems’; for example, we cannot take as axioms all true statements about natural numbers as this set is not computably enumerable. The condition that the system contains the elementary arithmetic is also essential. For example, the Euclidean geometry which makes statements only about points, circles and lines in general does not satisfy this condition, hence it might be complete; and, indeed, it is complete as Tarski has proved. The flat nature of the Euclidean geometry plays no role here, non-Euclidean geometries are also complete.

This result together with the Second Incompleteness Theorem (which states that the consistency of the axioms cannot be proved within the system) ended a hundred years of attempts to establish axioms to put mathematics on an axiomatic basis. Gödel’s Incompleteness Theorem does not destroy the fundamental idea of formalism, but suggests that a) mathematics will be described by many formal systems as opposed to a universal one, b) a more sophisticated and comprehensive form of formal system than that envisaged by Hilbert is required (see also Post ).

Anticipating resistance to his conclusions Gödel wrote his papers very carefully. Speculating on his extreme caution, Feferman  stated that Gödel “could have been more centrally involved in the development of the fundamental concepts of modern logic – truth and computability – than he was.” Gödel took pain to convince various people about the validity of his assertions and results, but he avoided any public debate and considered his results to have been accepted by those whose opinion mattered to him. For example, P. Finsler, E. Post and E. Zermelo were concerned with priority issues, while C. Perelman, M. Barzin, J. Kuczyński asserted that Gödel had in fact discovered another antinomy; see . Unlike the others, Post expressed “the greatest admiration” for Gödel’s work, conceding that “after all it is not ideas but the execution of ideas that constitute\[s\] … greatness”. Gödel’s result provoked Hilbert’s anger, but he apparently accepted its correctness (cf. ). Hilbert never cited Gödel’s work.

The reactions of two great philosophers are also of interest. Wittgenstein’s negative comments (dated 1938 and posthumously published in “Remarks on the foundations of mathematics” in ) are now generally considered an embarrassment in the work of a great philosopher. Russell realized the importance of Gödel’s work, but expressed his continuous puzzlement in a rather ambiguous way in a letter from 1 April 1963 (addressed to L. Henkin; see ): Are we to think that $`2+2`$ is not 4, but $`4.001`$?. Following the same source, Gödel remarked (in a letter addressed to A. Robinson) that “Russell evidently misinterprets my result; however he does so in a very interesting manner …”.

In the long run Gödel’s interpretations of incompleteness prevailed: the Incompleteness Theorems neither rejected the notion of formal system (quite the opposite) nor caused despair over the imposed limitations; they just re-affirmed the creative power of human reason. In Post’s celebrated words: “mathematical proof is \[an\] essentially creative \[activity\].”

In 1936 Turing  showed the undecidability of the Halting Problem, the question of whether a given computer program will eventually halt:

> no mechanical procedure (therefore no formal axiomatic theory) can solve the Halting Problem.

These two results have very deep connections. To understand them we need to examine a very delicate notion: randomness.

## 2 Randomness

What is randomness? Are there random events in nature? Are there laws of randomness? Even today, these few questions stir controversy.

> I am convinced that the vast majority of my readers, and in fact the vast majority of scientists and even nonscientists, are convinced that they know what ‘random’ is. A toss of a coin is random; so is a mutation, and so is the emission of an alpha particle. … Simple, isn’t it? said Kac in .

Well, no! Kac knew very well that randomness, the very stuff of life, could be called many things, but not simple. The fact that maintaining perfect order is difficult surprises no one, but it may come as something of a “revelation” that perfect disorder is beyond reach. People, even experts, perform poorly when dealing with randomness. The “gambler fallacy” is a classical example: the common belief that after a sequence of losses in a game of chance there will probably follow a sequence of gains is false. Various explanations have been suggested: according to one of them, the human cognitive and psychological constitution, trained over the years to look for patters and trends (even where there are none) is “blind” when it comes to see randomness.

Randomness is a most troubling concept – it is hard not only to attain but also to define or even to imagine in spite of the fact that have been heroic efforts to understand randomness (cf. Efron (cited in Kolata ).

Books on probability theory do not even attempt to define it: It’s like the concept of a point in geometry books. According to Beltrami ):

> The subject of probability begins by assuming that some mechanism of uncertainty is at work giving rise to what is called randomness, but it is not necessary to distinguish between chance that occurs because of some hidden order that may exist and chance that is the result of blind lawlessness. This mechanism, figuratively speaking, churns out a succession of events, each individually unpredictable, or it conspires to produce an unforeseeable outcome each time a large ensemble of possibilities is sampled.

Randomness means the absence of order or pattern. In an extreme sense there is no such notion as “true randomness”. As an illustration note that any sequence (the simplest mathematical infinite object) has some kind of order, regularity. For example, van der Waerden (1927) proved that in all binary sequences at least one of the two symbols must occur in arithmetical progressions of every length. Many other patterns common to all sequences have been subsequently discovered.

Randomness as pattern-breaking (within a given context) can be viewed in (at least) four ways:

$``$ Randomness as the output of a “chance” process: patterns are specified by a set of very small probability.

$``$ Randomness as the result of “mixing”: far-from-equilibrium-states specify the patterns.

$``$ Randomness as “mimicking chance”: statistical tests specify the patterns.

$``$ Randomness as a measure of incompressibility: low complexity (short) programs specify the patterns.

In what follows, we will focus on the information-theoretic approach to randomness proposed by Algorithmic Information Theory. To this aim we will work with a fixed alphabet $`\mathrm{\Sigma }`$ and a universal self-delimiting Turing machine (shortly, universal Chaitin machine) $`U`$ processing strings (over $`\mathrm{\Sigma }`$) into strings. Self-delimiting means that no halting program is a prefix of another. In this context universality is a stronger property than classical (Turing) universality: not only can the universal machine simulate every other machine, but the simulation is done in the most economical way. This means that the program-size complexity induced by $`U`$, $`H_U(x)`$, defined as the length of the shortest program which on $`U`$ produces $`x`$111Formally, $`H_U(x)=\mathrm{min}\{|w|U(w)=x\}`$. is asymptotical optimal.222That is, for every Chaitin machine $`C,`$ there is a constant const such that for every string $`x`$ we have $`H_U(x)H_C(x)+\text{const}.`$

There are various equivalent ways to define the notion of (algorithmic) random sequence: measure-theoretical definitions (Martin-Löf  and Solovay ), information-theoretical definitions (Chaitin  and Schnorr), topological definition (Hertling and Weihrauch ). For example, an infinite sequence $`𝐱=x_1x_2\mathrm{}x_n\mathrm{}`$ is Chaitin-random if the difference between the complexity of a prefix of lenght $`n`$ and the length itself tends to infinity.333Formally, $`lim_n\mathrm{}H_U(x_1x_2\mathrm{}x_n)n=\mathrm{}`$.

A real $`\alpha `$ is random  if its binary expansion is a random (infinite) sequence (Chaitin ); the choice of base is irrelevant (Calude and Jürgensen , Hertling and Weihrauch , Staiger ).

Random reals share many properties naturally associated with randomness:

* a random real has maximum entropy,
* no random real is computable,
* the digits of a random real are ‘generated’ in an unpredictable way,
* global disorder contrasts with local total order (any pattern appears).

## 3 Information-Theoretic Incompleteness

Is there any relation between randomness and incompleteness? The answer is affirmative and one possibility to reveal such relations is to look at a special class of reals – the computable enumerable reals (see Soare ).

Turing’s argument was based on computable real numbers. A real is computable if there is a computable function for calculating its digits one by one (see Rice . There are programs for calculating $`\pi `$, $`e`$, $`\sqrt{3}`$, $`\mathrm{log}_23`$, all rationals, all algebraic reals, and in fact all “natural” constants, but it is a bit surprising that nearly all real numbers are not computable.

A real $`\alpha `$ is computably enumerable (c.e.) if it is the limit of a computable, increasing, converging sequence of rationals. In contrast with the case of a computable real, whose digits are given by a computable function, during the process of approximation of a c.e. real one may never know how close one is to the final value. Specker  gave the first example of a convergent, computable sequence of rationals which does not converge computably, hence its limit is a c.e. real which is not computable.

In 1975 a more modern version of the Halting Problem emerged. Chaitin  introduced the probability that an arbitrary universal Chaitin machine will eventually halt:

$$\mathrm{\Omega }_U=\underset{U(x)\text{ stops}}{}2^{|x|}.$$

The number $`\mathrm{\Omega }_U`$ is a probability because of Kraft’s inequality (which applies to the set of halting programs of the self-delimiting machine $`U`$). Chaitin’s Omega reals share two apparently irreconcilable properties: ‘algorithmic randomness’ and ‘computable enumerability’. Note also that c.e. and random reals have many other interesting properties; for example, they are weak truth-table-complete, but not truth-table-complete (Calude and Nies ).

Each $`\mathrm{\Omega }_U`$ depends on the choice of $`U`$, so there is not just one Omega (as there is only one $`\pi `$), but a class of Omegas. This observation leads to Solovay’s question (): Are there random and computably enumerable real numbers other than Omegas? The answer is negative, and the proof is constructive, cf. Calude, Hertling, Khoussainov, Wang , Slaman  (see also Kučera and Slaman ):

> Let $`\alpha (0,1)`$. The following conditions are equivalent:
>
> 1. The real $`\alpha `$ is c.e. and random.
> 2. The real $`\alpha `$ is the halting probability of some universal Chaitin machine $`U`$, $`\alpha =\mathrm{\Omega }_U`$.

To make the discussion more concrete we will formulate all results relative to $`ZFC`$, Zermelo-Fraenkel set theory with choice; all theorems hold true under more general conditions. The First Information-theoretic Incompleteness Theorem (Chaitin ) is:

> Let $`U`$ be a universal Chaitin machine. Then, $`ZFC`$, if arithmetically sound, can prove only finitely many statements of the form $`\mathrm{`}\mathrm{`}H_U(x)>m\mathrm{"}`$.

In fact, there is a constant $`c>0`$ such that $`ZFC`$ cannot prove the statement $`\mathrm{`}\mathrm{`}H_U(x)>m\mathrm{"}`$ if $`m>H_U(ZFC)+c`$. So, all true statements $`\mathrm{`}\mathrm{`}H_U(x)>m\mathrm{"}`$ (an infinite set) are unprovable in $`ZFC`$. Recognizing high complexity is a difficult task even for $`ZFC`$. The difficulty depends upon the choice of $`U`$: some $`U`$’s are worse than others. Raatikainen  has shown that there exists a universal Chaitin machine $`U`$ so that $`ZFC`$, if arithmetically sound, can prove no statement of the form $`\mathrm{`}\mathrm{`}H_U(x)>0\mathrm{"}`$. It follows that $`ZFC`$, if arithmetically sound, can prove no (obviously, true) statement of the form $`\mathrm{`}\mathrm{`}H_U(x)>0\mathrm{"}`$.

Chaitin’s Second Information-theoretic Incompleteness Theorem reads:

> Let $`U`$ be a universal Chaitin machine. If $`ZFC`$ is arithmetically sound, then $`ZFC`$ can determine the value of only finitely many bits of $`\mathrm{\Omega }_U`$.

We can explicitly compute a bound on the number of bits of $`\mathrm{\Omega }_U`$ which $`ZFC`$ can determine, but the bound is not computable. For example, Chaitin  has constructed a universal Chaitin machine $`U_{\mathrm{Lisp}}`$ and a theory $`T`$ such that $`T`$ can determine the value of at most $`H_{U_{\mathrm{Lisp}}}(T)+15,328`$ bits of $`\mathrm{\Omega }_U`$.

Can we ‘find out’ the (finitely many) bits which $`ZFC`$ can determine?

For every c.e. and random real $`\alpha `$ we can construct a universal Chaitin machine $`U`$ such that $`\alpha =\mathrm{\Omega }_U`$ and $`ZFC`$ is able to determine finitely (but as many as we want) bits of $`\mathrm{\Omega }_U`$. Solovay  went into the opposite direction by showing that:

> We can effectively construct a universal Chaitin machine $`U_{Solovay}`$ such that $`ZFC`$, if arithmetically sound, cannot determine any single bit of $`\mathrm{\Omega }_{U_{Solovay}}`$.

Chaitin’s Second Information-theoretic Incompleteness Theorem holds true for any universal Chaitin machine while Solovay constructed a specific machine. A Chaitin machine for which Peano Arithmetic can prove its universality and $`ZFC`$ cannot determine more than the initial block of 1’s of the binary expansion of its halting probability will be called Solovay machine. Which c.e. and random reals are halting probabilities of Solovay machines? Calude  proved the following result:

> Assume that $`ZFC`$ is arithmetically sound. Then, every c.e. and random real is the halting probability of a Solovay machine.

For example, if $`\alpha (3/4,7/8)`$ is c.e. and random, then in the worst case $`ZFC`$ can determine its first two bits (11), but no more. Assume that $`ZFC`$ is arithmetically sound. Then, every c.e. and random real $`\alpha (0,1/2)`$ is the halting probability of a Solovay machine which cannot determine any single bit of $`\alpha `$. No c.e. and random real $`\alpha (1/2,1)`$ has the above property.

A direct consequence of Solovay’s result is the following constructive form of information-theoretic incompleteness:

> There exists a universal Chaitin machine $`U_{Solovay}`$ so that $`ZFC`$, if arithmetically sound, cannot prove the true statement “the first bit of $`\mathrm{\Omega }_{U_{Solovay}}`$ is 0”.

In fact, a more general theorem is true:

> For every binary string $`s=s_1s_2\mathrm{}s_n`$ we can effectively construct a Solovay machine $`U_{Solovay}`$ such that the binary expansion of $`\mathrm{\Omega }_{U_{Solovay}}`$ has the string $`0s_1s_2\mathrm{}s_n`$ as prefix. Hence, the following statements
>
> $$\text{“The }\mathrm{\hspace{0.17em}0}^{th}\text{binary digit of the expansion of}\mathrm{\Omega }_{U_{Solovay}}\text{is }\mathrm{\hspace{0.17em}0}\mathrm{"},$$
>
> $$\text{“The }\mathrm{\hspace{0.17em}1}^{st}\text{binary digit of the expansion of}\mathrm{\Omega }_{U_{Solovay}}\text{is }s_1\mathrm{"},$$
>
> $$\text{“The }\mathrm{\hspace{0.17em}2}^{nd}\text{binary digit of the expansion of}\mathrm{\Omega }_{U_{Solovay}}\text{is }s_2\mathrm{"},$$
>
> $$\mathrm{}$$
>
> $$\text{“The }n^{th}\text{binary digit of the expansion of}\mathrm{\Omega }_{U_{Solovay}}\text{is }s_n\mathrm{"},$$
>
> are true but unprovable in $`ZFC`$.

The information-theoretic version of incompleteness produces, in a constructive way, natural examples in which the axiomatic method is completely powerless. It also shows that incompleteness is pervasive, not accidental (for a different approach see ). This may change the general view on the axiomatic method, one of the most powerful tools in mathematics. In Gödel’s own words ():

> …besides mathematical intuition there exists another (though only probable) criterion of truth of mathematical axioms, namely their fruitfulness in mathematics, and one may add, possibly also in physics …The simplest case of an application of the criterion under discussion arises when some …axiom has number-theoretical consequences verifiable by computation up to any given integer.

Do these results have any impact on mathematics and/or the philosophy of mathematics? Opinions vary dramatically. H. Weyl described incompleteness in a pessimistic way, as a constant drain on the enthusiasm of pursuing scientific research; F. Dyson sees it in an optimistic way, as an insurance policy that science will go on forever. And, of course, some would argue that the work of the overwhelming majority of mathematicians and philosophers has been quite unaffected by the incompleteness results. One thing is certain: incompleteness has captured the interest of many. Many books and thousands of technical papers discuss it and its implications and the March 29 1999 issue of TIME magazine has included Gödel and Turing in its list of the twenty greatest twenty scientists and thinkers of the twentieth century.

## 4 Beyond

In this section we will discuss some recent results which in a way or another “challenge” the limits discussed above.

### 4.1 Computing a glimpse of an Omega

Any attempt to compute the uncomputable or to decide the undecidable is without doubt challenging, but hardly new (see, for example, Marxen and Buntrock , Stewart , Casti ). What about computing pieces of a concrete Omega number? First, note that any Omega number is not only uncomputable, but random, making the computing task even more demanding.

Computing lower bounds for Omega is not difficult: we just generate more and more halting programs. Are the bits produced by such a procedure exact? Hardly. If the first bit of the approximation happens to be 1, then sure, it is exact. However, if the provisional bit given by an approximation is 0, then, due to possible overflows, nothing prevents the first bit of Omega to be either 0 or 1. This situation extends to other bits as well. As we have already discussed, only an initial run of 1’s may give exact values for some bits of Omega.

Another (more serious) difficulty preventing the computation of a fragment of an Omega is the following. Globally, if we can compute all bits of $`\mathrm{\Omega }_U`$, then we can solve the Halting Problem for every program for $`U`$ and conversely, knowing all halting programs one can compute all bits of $`\mathrm{\Omega }_U`$. Locally, given the first $`N`$ bits of Omega one can decide the halting status of all programs of length at most $`N`$. However, if we can solve for $`U`$ the Halting Problem for all programs up to $`N`$ bits long we might not get an exact value for any bit of $`\mathrm{\Omega }_U`$ (less all values for the first $`N`$ bits). Reason: longer halting programs can contribute to the value of a “very early” bit of the expansion of $`\mathrm{\Omega }_U`$. Using a “hybrid approach”, programming combined with mathematical proofs, in  all halting programs of up to 84 bits for a concrete $`U`$ have been calculated. This information has been used to compute (only) the first 63 exact bits on $`\mathrm{\Omega }_U`$:

$`000000100000010000100000100001110111001100100111100010010011100`$.

### 4.2 Turing’s barrier revisited

Classically, there are two equivalent ways to look at the mathematical notion of proof: a) as a finite sequence of sentences strictly obeying some axioms and inference rules, b) as a specific type of computation. Indeed, from a proof given as a sequence of sentences one can easily construct a machine producing that sequence as the result of some finite computation and, conversely, giving a machine computing a proof we can just print all sentences produced during the computation and arrange them in a sequence. A proof is an explicit sequence of reasoning steps that can be inspected at leisure; in theory, if followed with care, such a sequence either reveals a gap or mistake, or can convince a skeptic of its conclusion, in which case the theorem is considered proven.

This equivalence has stimulated the construction of programs which perform like artificial mathematicians.444Other types of “reasoning” such as medical diagnosis or legal inference have been successfully modeled and implemented; see, for example, the British National Act which has been encoded in first-order logic and a machine has been used to uncover its potential logical inconsistencies. From proving simple theorems of Euclidean geometry to the proof of the four-color theorem, these “theorem provers” have been very successful. Of course, this was a good reason for sparking lots of controversies. Artificial mathematicians are far less ingenious and subtle than human mathematicians, but they surpass their human counterparts by being infinitely more patient and diligent. What about making errors? Are human mathematicians less prone to errors? This is a difficult question which requires more attention.

If a conventional proof is replaced by a “quantum computational proof” (or a proof produced as a result of a molecular experiment), then the conversion from a computation to a sequence of sentences may be impossible, e.g., due to the size of the computation. For example, a quantum machine could be used to create some proof that relied on quantum interference among all the computations going on in superposition. The quantum machine would say “your conjecture is true”, but there will be no way to exhibit all trajectories followed by the quantum machine in reaching that conclusion. In other words, the quantum machine has the ability to check a proof, but it may fail to reveal any “trace” of how it did it. Even worse, any attempt to watch the inner working of the quantum machine (e.g. by “looking” at any information concerning the state of the on going proof) may compromise forever the proof itself!

These facts may not affect the essence of mathematical objects and constructions (which have an autonomous reality quite independent of the physical reality), but they seem to have an impact on how we learn/understand mathematics (which is thorough the physical world). Indeed, our glimpses of mathematics seem to be “revealed” through physical objects, i.e. human brains, silicon computers, quantum Turing machines, etc., hence, according to Deutsch , they have to obey not only the axioms and the inference rules of the theory, but the laws of physics as well.

The question of trespassing Turing’s barrier, i.e. the possibility to solve a Turing undecidable problem, to compute an uncomputable function has been considered by various authors, for example, . Is there any hope for quantum (or DNA) computing to challenge the Turing barrier, i.e. to solve an undecidable problem, to compute an uncomputable function? According to Feynman’s argument (see , a paper reproduced also in ) any quantum system can be simulated with arbitrary precision by a (probabilistic) Turing machine, so the answer seems to be negative. However, some recent tentative approaches promise a positive answer: for quantum approaches see 555The solution proposed in  is based on the “continuity” of quantum programs. Because of continuity, in deciding the halting/non-halting status of a non-halting machine, the quantum program “announces” (with a non-empty probability) the non-halting decision well before reaching it; hence, the challenge is to design a procedure that detects and measures this tiny, but non-empty signal. This was indeed achieved by exploiting some properties of the Brownian motion.  and for DNA methods see .

Is incompleteness affected? We need more understanding of the quantum world to be able to answer this question. One step toward a possible answer to this question is to look at the quantum version of $`\mathrm{\Omega }`$, the number $`\mathrm{\Omega }_q`$ invented in 1995 by G. Chaitin, K. Svozil and A. Zeilinger (see ; see also ). The number $`\mathrm{\Omega }_q`$ is the probability amplitude with which a random quantum program halts on a self-delimiting universal quantum machine (hence, the halting probability of a self-delimiting universal quantum machine is $`|\mathrm{\Omega }_q|^2`$).666Things are more complicated as the halt bit of the quantum machine might enter a superposition state and remain there while other parts of the output state describing the quantum machine continue to change. Finally, to settle the matter one has to perform a measurement. For computing $`\mathrm{\Omega }_q`$ only the quantum versions of classical bits in the domain of the quantum machine are allowed as inputs, so from the computability point of view $`\mathrm{\Omega }_q`$ is an $`\mathrm{\Omega }`$, hence all information-theoretic results remain unchanged. The halting probability of any quantum device capable to solve the Halting Problem (for classical Turing machines) will be an $`\alpha `$ number (as introduced in ), a random, but not c.e. real; the “incompleteness” derived from such a number has not (yet) been studied.

As is pointed out in , even if theoretically one could show that Turing’s barrier can be trespassed by a quantum machine, the impact on computer technology would be very low because for all practical purposes the halting computation has a non-zero, but very small chance of detection. So, when reality seems so far way from theory, why are we concerned with the later? According to Landauer  the answer is:

> Because it is at the very core of science. … Information, numerical or otherwise, is not an abstraction, but it is inevitable tied to a physical representation. … the handling of information is inevitable tied to the physical universe, its contents and its laws.

## 5 Digression: Is the Universe Lawless?

The hypothesis that the “Universe is lawful” is supported by our daily observations: the rhythm of day and night, the pattern of planetary motion, the regular ticking of clocks. It is a simple matter of reflection to point out some limits to this type of argument: the vagaries of weather, the devastation of earthquakes or the fall of meteorites seem to be fortuitous. How can the same physical process, for example the spin of a roulette wheel, obey two contradictory laws, the laws of chance and the laws of physics?

Perhaps a different hypothesis can better explain this type of behaviour. As our direct information refers to finite experiments, it is not out of question to discover local rules, functioning on large, but finite scales, even if the global behaviour of the process is, or appears to be, random. The fact that the first billion digits of a random sequence are perfectly lawful, for instance by being exactly the first digits of the decimal expansion of $`\pi `$, does not change in any way the global property of randomness. But, to “see” this global randomness we have to go beyond the finite; we have to access the infinite! The hypothesis stating that the “Universe is lawless”, motivated by a crude model of Universe based on the Omega number developed in , was discussed in : it tries to explain our partial, incomplete and provisional understanding of the Universe in a different way. But, of course, the adjectives “partial, incomplete and provisional” apply to the model itself!

## 6 Bibliographical Comments

The list of references is by no means comprehensive and should be used in conjunction with bibliographies appearing in the cited works. One of the best presentations of Gödel’s Incompleteness Theorem is . The founders of algorithmic information theory are Solomonoff , Kolmogorov  and Chaitin . Chaitin’s monographs  deal with information-theoretic incompleteness. More on these issues can be found in ; for critical discussions see . Algorithmic information theory is presented in . For other interesting discussions on randomness see . Easy to understand presentations include . Recent literature inspired by Gödel’s incompleteness include . Gödel’s life is discussed in . The literature on quantum computing is growing at full speed: some references are .

## Acknowledgment

We thank Greg Chaitin, Jack Copeland, Fred Kroon, Sergiu Rudeanu, Jerry Seligman and Karl Svozil for useful comments and criticism.