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# Post-LEP CMSSM Benchmarks for Supersymmetry

## I Introduction

The completion of the LEP experimental programme has brought to an end an era of precise electroweak measurements and the search for new particles with masses $`<100`$ GeV. With the start of Tevatron Run II, the advent of the LHC and hopefully a linear $`e^+e^{}`$ collider, the experimental exploration of the TeV energy scale is beginning in earnest.

The best-motivated scenario for new physics beyond the Standard Model (SM) at the TeV energy scale is generally agreed to be Supersymmetry. Theoretically, it is compellingly elegant, offers the possibility of unifying fermionic matter particles with bosonic force particles, is the only framework thought to be capable of connecting gravity with the other interactions, and appears essential for the consistency of string theory. However, none of these fundamental arguments offer clear advice as to the energy scale at which supersymmetric particles might appear. Preserving the gauge hierarchy in a natural way, however, motivates supersymmetry at the TeV scale. Supersymmetry suggests the existence of a light Higgs boson, which is favoured indirectly by precision electroweak data. If a Higgs particle weighing less than about 130 GeV is discovered at the Tevatron, testing for the existence of supersymmetric particles and exploring their properties would become a prime focus of the experiments at the LHC.

As an aid to the comparative assessment of the prospects for detecting and measuring these sparticles at different accelerators, benchmark sets of supersymmetric parameters have often been found useful, since they provide a focus for concentrating the discussion Hinchliffe et al. (1997); ATLAS (1999); Aguilar-Saavedra et al. (2001). Here we review a recently-proposed set of post-LEP benchmark points that take into account constraints derived from the direct searches for sparticles and Higgs bosons, the measurement of the $`bs\gamma `$ branching ratio, and the preferred cosmological density range, within the framework of the constrained MSSM (CMSSM) Battaglia et al. (2001). Some of our points have been adopted by the working groups at Snowmass 2001 in defining the benchmark ‘Snowmass slopes’ 1–4. Input parameters in the CMSSM are universal gaugino masses $`m_{1/2}`$, scalar masses $`m_0`$ (including those of the Higgs multiplets) and trilinear supersymmetry breaking parameters $`A_0`$ at the supersymmetric grand unification scale, together with $`\mathrm{tan}\beta `$ and the sign of $`\mu `$. This framework has the merit of being sufficiently specific that the different phenomenological constraints can be combined meaningfully. On the other hand, it is just one of the phenomenological possibilities offered by supersymmetry, and others also merit study.

## II Constraints

Important constraints on the CMSSM parameter space are provided by direct sparticle searches at LEP and the Tevatron collider. Also important is the LEP limit on the Higgs mass $`m_H>`$114.1 GeV Igo-Kemenes et al. (2001). This holds in the Standard Model and, for the lightest Higgs boson $`h`$, in the general MSSM for $`\mathrm{tan}\beta <8`$ and for all $`\mathrm{tan}\beta `$ in the CMSSM cases of interest, at least as long as CP is conserved. This limit imposes important indirect constraints on the CMSSM parameters, principally $`m_{1/2}`$. Finally, the loop-mediated $`bs\gamma `$ transition is sensitive to chargino, squark and charged Higgs masses. The $`bs\gamma `$ measurement Ahmed et al. (1999); Abe et al. (2001) is currently compatible with the rate predicted in the SM, thus restricting the possible mass range of those superpartners. This constraint is more important for $`\mu <0`$ but is also significant for $`\mu >0`$ when $`\mathrm{tan}\beta `$ is large.

The cosmological constraints on the CMSSM are set by requiring that the supersymmetric relic density $`\rho _\chi =\mathrm{\Omega }_\chi \rho _{critical}`$ falls within the preferred range $`0.1<\mathrm{\Omega }_\chi h^2<0.3`$. The upper limit is rigorous, since astrophysics and cosmology tell us that the total matter density $`\mathrm{\Omega }_m<0.4`$, and the Hubble expansion rate $`h1/\sqrt{2}`$ to within about 10% (in units of 100 km/s/Mpc). On the other hand, the lower limit is optional, since there could be additional important contributions, other than sparticles, to the overall matter density. There are generic regions of the CMSSM parameter space where the relic density falls within the preferred range. Since the relic density typically increases with the relic mass, one might expect an upper limit on the mass of the lightest superparticle (LSP) $`m_\chi <`$ 1 TeV. However, there are various ways in which this generic upper bound on $`m_\chi `$ can be evaded. For example, the relic density may be suppressed by coannihilation Griest and Seckel (1991); Mizuta and Yamaguchi (1993); Edsjo and Gondolo (1997); Ellis et al. (1998, 2000); Gomez et al. (2000); Boehm et al. (2000); Ellis et al. (2001a); Arnowitt et al. (2001a) and the allowed CMSSM region may acquire a ‘tail’ extending to large $`m_\chi `$, as in the case where the next-to-lightest superpartner (NLSP) is the lighter stau, $`\stackrel{~}{\tau }_1`$, and $`m_{\stackrel{~}{\tau }_1}m_\chi `$ Ellis et al. (1998, 2000); Gomez et al. (2000); Arnowitt et al. (2001a). Another mechanism is rapid annihilation via a direct-channel pole when $`m_\chi \frac{1}{2}m_{Higgs,Z}`$ Ellis et al. (2001a); Lahanas and Spanos (2001). This may yield a ‘funnel’ extending to large $`m_{1/2}`$ and $`m_0`$ at large $`\mathrm{tan}\beta `$. Another allowed region at large $`m_0`$ is the ‘focus-point’ region Feng et al. (2000a, b, c), where the LSP has a sizable higgsino component, enhancing its annihilation.

These filaments extending the preferred CMSSM parameter space are clearly unconventional, but they cannot be excluded, and we think it important to investigate the sensitivity of future planned and proposed colliders to their phenomenology.

## III Proposed Benchmarks

The above constraints and limits define allowed regions in the $`(m_{1/2},m_0)`$ plane which are qualitatively illustrated in Fig. 1a. Electroweak symmetry breaking (EWSB) is not possible in the top left corner, and the LSP would be charged in the bottom right region. The experimental constraints on $`m_h`$ and $`bs\gamma `$ exert pressures from the left, depending on the exact value of $`\mathrm{tan}\beta `$ and the sign of $`\mu `$. In the remaining unshaded areas to the right the relic density is too large and the Universe is overclosed. We observe a central (‘bulk’) allowed region. The three filaments extending away from it are (from top to bottom) the ‘focus-point’ region, the rapid-annihilation ‘funnel’ and the coannihilation region.

In Fig. 1b we show the corresponding allowed regions in the $`(\mathrm{tan}\beta ,m_0)`$ plane. The absence of EWSB excludes the areas at the top and to the right (where $`\mu ^2<0`$ and $`m_A^2<0`$, correspondingly). The $`m_h`$ constraint is effective at low $`\mathrm{tan}\beta `$, while the bottom area is ruled out because the LSP is charged. The $`bs\gamma `$ constraint is maximally sensitive for large $`\mathrm{tan}\beta `$ and light superpartners, i.e., in the lower right corner. Finally, the relic density is too large in the remaining unshaded area in the middle. One can still recognize three distinct areas inside the allowed region: the ‘focus point’ branch at the top, the vertical band on the right, due to the rapid annihilation ‘funnel’, and the horizontal band at the bottom, comprising the ‘bulk’ and ‘coannihilation’ regions.

Within these allowed domains of CMSSM parameter space, thirteen benchmark points have been proposed, as sets of $`m_{1/2}`$, $`m_0`$, $`\mathrm{tan}\beta `$ and $`sgn(\mu )`$ values defining the entire spectrum of sparticles. These are given in Table 1, while the details of the corresponding spectra are to be found in Battaglia et al. (2001). In order to reduce the number of free parameters and in the absence of clear guidance from experimental and theory constraints, for simplicity we have set $`A_0=0`$. Small nonzero values of $`A_0`$ have very little impact on phenomenology, because of the fixed point structure of the $`A`$-term renormalization-group equations. In order to obtain sufficiently distinct spectra, one must consider rather large values of $`A_0`$. The inputs listed in the Table have been used with the SSARD programme to calculate the last three lines. For the convenience of experimental simulations, in Battaglia et al. (2001) we have also provided inputs for ISASUGRA 7.51 which reproduce the relevant features of the benchmark spectra as closely as possible.

The recent precise measurement Brown et al. (2001) of the anomalous magnetic moment of the muon, $`g_\mu 2`$, which is in apparent disagreement with the SM at the $`2.5\sigma `$ level, can also be used to derive constraints on the CMSSM parameters Feng and Matchev (2001); Chattopadhyay and Nath (2001); Komine et al. (2001); Ellis et al. (2001b); Arnowitt et al. (2001b); Martin and Wells (2001); Baer et al. (2001); Komine and Yamaguchi (2001). It disfavours $`\mu <0`$ and large values of $`m_0`$ and $`m_{1/2}`$ for $`\mu >0`$. However, as the experimental accuracy is soon expected to be significantly improved and consensus on the calculation of hadronic contributions to $`g_\mu 2`$ has yet be reached 111We note, in particular, the current questioning of the sign of the light-by-light scattering contribution Knecht and Nyffeler (2001); Knecht et al. (2001)., we have chosen not to apply strictly this constraint in the definition of the benchmarks here. However, our choice of benchmark points has preferred somewhat those compatible with the present $`g_\mu 2`$ measurement. Table 1 shows the supersymmetric contribution to $`a_\mu (g_\mu 2)/2`$, the relic density, and the $`B_{s\gamma }B(bs\gamma )`$ for each benchmark point.

The proposed points were not chosen to provide an ‘unbiased’ statistical sampling of the CMSSM parameter space but rather are intended to illustrate different possibilities that are still allowed by the present constraints Battaglia et al. (2001), highlighting their different experimental signatures. Five of the chosen points are in the ‘bulk’ region at small $`m_{1/2}`$ and $`m_0`$, four are spread along the coannihilation ‘tail’ at larger $`m_{1/2}`$ for various values of $`\mathrm{tan}\beta `$, two are in the ‘focus-point’ region at large $`m_0`$, and two are in rapid-annihilation ‘funnels’ at large $`m_{1/2}`$ and $`m_0`$. Furthermore, the proposed points range over the allowed values of $`\mathrm{tan}\beta `$ from 5 up to 35 and 50. Most of the points have $`\mu >0`$, as favoured by $`g_\mu 2`$, but there are also two points with $`\mu <0`$.

## IV Discussion

With time, some of the points we propose will become obsolete, for example because of Higgs or SUSY searches at the Tevatron or reductions in the error in $`g_\mu 2`$. If there is no convincing indirect signal of new physics in low-energy experiments, the points in the coannihilation ‘tail’, especially at its extreme tip, in the ‘focus-point’ region and in the rapid-annihilation ‘funnels’ will be more difficult to exclude or explore by direct detection. Some of these points might appear disfavoured by fine-tuning arguments, but they cannot be excluded. Taken together, the points proposed exemplify the range of different possible scenarios with which future colliders may be confronted, and should provide helpful aids for understanding better the complementarity of different accelerators in the TeV energy range.

The physics reaches of various TeV-scale colliders: the LHC, a 500-GeV to 1-TeV linear $`e^+e^{}`$ collider such as TESLA, the NLC or the JLC, and a 3- to 5-TeV linear $`e^+e^{}`$ collider such as CLIC have been estimated. The detectability criteria adopted for the LHC are discussed in detail in Battaglia et al. (2001). For $`e^+e^{}`$ colliders, the observability of each sparticle has been assessed on the basis of a required 0.1 fb for the product of production cross section $`\times `$ observable decay branching fraction Battaglia et al. (2001). A grand summary of the reaches of the various accelerators is presented graphically in Fig. 2. The different levels of shading (colour) present the different types of sparticle: Higgses, charginos and neutralinos, sleptons, squarks and gluino. The first six points (I, L, B, G, C, J) are presently favoured: they are compatible within 2 $`\sigma `$ with the present $`g_\mu 2`$ measurement, and the fine tuning is relatively small for most of these points. Figure 2 summarises the discussion of Battaglia et al. (2001), and exposes clearly the complementarity of hadron and electron machines. It is apparent that many alternative scenarios need to be kept in mind.

The LHC is expected to observe at least one CMSSM Higgs boson in all possible scenarios, and will in addition discover supersymmetry in most of the models studied. However, we do observe that the discovery of supersymmetry at the LHC is apparently not guaranteed, as exemplified by benchmarks H and M. It would be valuable to explore the extent to which precision measurements at the LHC could find indirect evidence for new physics in such scenarios. We have chosen points at different values of $`\mathrm{tan}\beta `$, five of which are at large values, which may assist the LHC experiments in assessing the implications of the underlying phenomenology in the trigger and reconstruction of events. Some points, such as B and those at high $`\mathrm{tan}\beta `$, have final states rich in $`\tau `$s, point H involves a heavy long-lived $`\stackrel{~}{\tau _1}`$, and the different mass hierarchies between squarks and the gluino affect the transverse energies and jet multiplicities of signal events. The CMS Collaboration has started an investigation of the B, C, E and G benchmarks, representative of these different scenarios, and analogous studies are foreseen by ATLAS. The need for high $`\mathrm{tan}\beta `$ points for LHC studies is dictated e.g. by the experimentally challenging $`H\tau \tau `$ decays, for a Higgs with a mass in the range of 300-500 Ge; this can be studied with points I and L.

An $`e^+e^{}`$ linear collider in the TeV range would in most cases bring important additional discoveries, exceptions being benchmarks H and M, and possibly E. Moreover, such a linear collider would also provide many high-precision measurements of the Higgs boson and supersymmetric particle masses and decay modes, that would play a pivotal rôle in first checking the CMSSM assumptions and subsequently pinning down its parameters. In particular point B is a prime candidate to be studied at such a collider.

In many of the scenarios proposed, the discovery and detailed measurements of the complete set of supersymmetric particles, and especially some of the heavy Higgses, gauginos and sleptons, will have to await the advent of a machine like CLIC. For some of the proposed points, CLIC may even need to run at an energy considerably higher than 3 TeV. Distinguishing the different squark flavours could be an interesting challenge for CLIC. The CLIC potential in mapping the sparticle properties is presently being studied for points C, E and H.

## V Prospects

Our preliminary observations need now to be confirmed by more detailed exploration of these benchmark scenarios. Moreover, we have not considered benchmarks for models with gauge-mediated Dine and Nelson (1993); Dine et al. (1995, 1996), gaugino-mediated Kaplan et al. (2000); Chacko et al. (2000) or anomaly-mediated Randall and Sundrum (1999); Giudice et al. (1998) supersymmetry breaking, or models with broken $`R`$ parity. Studies of additional benchmarks in these and other models would represent interesting complements to this work. History reminds us that benchmarks have a limited shelf-life: at most one of them can be correct, and most probably none. In future, the CMSSM parameter space will be coming under increasing pressure from improved measurements of $`g_\mu 2`$, assuming that the present theoretical understanding can also be improved, and $`bs\gamma `$, where the $`B`$ factories will soon be dominating the measurements. We also anticipate significant improvement in the sensitivity of searches for supersymmetric dark matter Ellis et al. (2001c). This may stimulate the further redefinition of benchmarks for supersymmetry. However, we hope that the diversity of sparticle spectra and experimental signatures represented in these benchmarks will guarantee some general validity for the conclusions that can be obtained from their detailed study.

###### Acknowledgements.

The work of K.A.O. was supported partly by DOE grant DE–FG02–94ER–40823.


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# System to estimate ages and redshifts for radio galaxies

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Bolzonella M., Miralles J.-M., Pelló R. 2000. Astron. Astroph., 363, 476

Bruzual G., Charlot S. 1993, ApJ, 405, 538

Fioc M., Rocca-Volmerange B., 1997, Astron. Astroph., 326, 950, 1999: astro-ph/9912179

Schlegel, D., Finkbeiner, D., Davis, M., 1998, ApJ, 500, 525


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# References

MSUMB 98-02, May 1998

Differential Geometry of the $`q`$-superplane

Salih Çelik 111E-mail: scelik@fened.msu.edu.tr 222New E-mail address: sacelik@yildiz.edu.tr

Mimar Sinan University, Department of Mathematics,

80690 Besiktas, Istanbul, TURKEY.

Abstract. Hopf algebra structures on the extended $`q`$-superplane and its differential algebra are defined. An algebra of forms which is obtained from the generators of the extended $`q`$-superplane is introduced and its Hopf algebra structure is given.

1. Introduction

Differential geometry of Lie groups plays an important role in the mathematical modelling of physics theories. A class of noncommutative Hopf algebra has been found in the discussions of integrable systems. These Hopf algebras are $`q`$-deformed functions algebras of classical groups and this structure is called a quantum group . The quantum group can also be regarded as a generalization of the notion of a group . Thus it is also attractive to generalize the corresponding notions of differential geometry. Mathematical aspects of such a generalization are promising. More recently it has been suggested that the zero branes in matrix theory  should be identified with supercoordinates in noncommutative geometry .

Noncommutative geometry  has started to play an important role in different fields of mathematical physics for the last few years. The basic structure giving a direction to the noncommutative geometry is a differential calculus on an associative algebra. The noncommutative differential geometry of quantum groups was introduced by Woronowicz in ref. 5. In this approach the quantum group is taken as the basic noncommutative space and the differential calculus on the group is deduced from the properties of the group. The other approach, initiated by Wess and Zumino , succeed Manin’s emphasis  on the quantum spaces as the primary objects, differential forms are defined in terms of noncommuting (quantum) coordinates, and the differential and algebraic properties of quantum groups acting on these spaces are obtained from the properties of the spaces. The natural extension of their scheme to superspace  was introduced by Soni in ref. 9.

The quantum superplane is the simplest example of a noncommutative superspace. We have investigated the noncommutative geometry of the quantum superplane. In section 2 we introduce two noncommutative differential calculi on the $`q`$-superplane. One of them is quite different from the calculus described in ref. 9, where $`GL_q(1|1)`$ covariance was assumed. The graded Hopf algebra structures of the extended $`q`$-superplane and these super-calculi are given in section 3. In the following section we introduce two forms from the differential algebra and also give the graded Hopf algebra structure of the obtained algebra of forms.

2. Differential calculi on $`q`$-superplane

Let us begin with the Manin superplane. The quantum superplane is defined as an associative algebra whose the even coordinate $`x`$ and the odd (grassmann) coordinate $`\theta `$ satisfy

$$x\theta q\theta x=0\theta ^2=0$$
$`(1)`$
where $`q`$ is a nonzero complex parameter. The algebra of $`q`$-polynomials will be called the algebra of functions on the quantum 2-dimensional supervector space (superplane) and will be denoted by $`𝒜`$.

In order to establish a noncommutative differential calculus on the quantum superplane, we assume that the commutation relations between the coordinates and their differentials are in the following form

$$x𝖽x=A𝖽xx$$

$$x𝖽\theta =F_{11}𝖽\theta x+F_{12}𝖽x\theta $$
$`(2)`$
$$\theta 𝖽x=F_{21}𝖽x\theta +F_{22}𝖽\theta x$$

$$\theta 𝖽\theta =B𝖽\theta \theta .$$

The coefficients $`A,B`$ and $`F_{ij}`$ will be determined in terms of the complex deformation parameter $`q`$. To find them we shall use the consistency of calculus. We first note that the properties of the exterior differential. The exterior differential d is an operator which gives the mapping from the generators of $`𝒜`$ to the differentials:

$$𝖽:u𝖽uu\{x,\theta \}.$$
$`(3)`$
We demand that the exterior differential d has to satisfy two properties: the nilpotency

$$𝖽^2=0$$
$`(4)`$
and the graded Leibniz rule

$$𝖽(fg)=(𝖽f)g+(1)^{\widehat{f}}(𝖽g)$$
$`(5)`$
where $`\widehat{f}=0`$ for even variables and $`\widehat{f}=1`$ for odd variables. From the consistency conditions

$$𝖽(x\theta q\theta x)=0𝖽(\theta ^2)=0$$

we find

$$F_{11}+qF_{22}=qF_{12}+qF_{21}=1B=1.$$
$`(6\text{a})`$
Similarly, from

$$(x\theta q\theta x)𝖽x=0(x\theta q\theta x)𝖽\theta =0$$

one has

$$F_{12}F_{22}=0(F_{11}qA)F_{22}=0.$$
$`(6\text{b})`$
The system (6) has, at least, two solutions and we shall discuss them below.

We now define the commutation relations between variables and their differentials in the following form

$$Z^i𝖽Z^j=(1)^{\widehat{i}(\widehat{j}+1)}C^{ji}{}_{kl}{}^{}𝖽Z^kZ^l$$
$`(7)`$
where $`CEnd(𝒞𝒞)`$. Comparing (7) with (2) we obtain the general matrix C

$$C=\left(\begin{array}{cccc}A& 0& 0& 0\\ 0& F_{21}& F_{22}& 0\\ 0& F_{12}& F_{11}& 0\\ 0& 0& 0& 1\end{array}\right).$$
$`(8)`$
In the language of matrix $`C`$, associative and consistency with the properties of d requires that $`C`$ fulfill the following conditions:

$$C_{12}C_{13}C_{23}=C_{23}C_{13}C_{12}\widehat{C}_{12}\widehat{C}_{23}\widehat{C}_{12}=\widehat{C}_{23}\widehat{C}_{12}\widehat{C}_{23}$$
$`(9)`$
where $`C_{12}=CI`$, etc., $`\widehat{C}=PC`$ and $`P`$ is the superpermutation matrix. The general matrix $`\widehat{C}`$ may have, at least, one of two distinct forms:

$$\widehat{C}_I=\left(\begin{array}{cccc}p& 0& 0& 0\\ 0& 0& pq& 0\\ 0& q^1& p1& 0\\ 0& 0& 0& 1\end{array}\right)F_{12}=0$$
$`(10\text{a})`$
and

$$\widehat{C}_{II}=\left(\begin{array}{cccc}s& 0& 0& 0\\ 0& r& q& 0\\ 0& qr1& 0& 0\\ 0& 0& 0& 1\end{array}\right)F_{22}=0$$
$`(10\text{b})`$
where $`p,r,s𝒞`$ are free parameters. Similar matrices are found in  to obtain differential calculi on the quantum plane.

The matrix $`\widehat{C}_I`$ satisfies all required conditions. If we set $`s=qr`$ then the matrix $`\widehat{C}_{II}`$ also obeys all required conditions . Each of these matrices leads to a family of differential calculi on the $`q`$-superplane.

So we have the following commutation relations: for $`\widehat{C}_I`$

$$x𝖽x=p𝖽xxx𝖽\theta =pq𝖽\theta x$$
$`(11\text{a})`$
$$\theta 𝖽x=q^1𝖽x\theta +(1p)𝖽\theta x\theta 𝖽\theta =𝖽\theta \theta .$$

For $`\widehat{C}_{II}`$

$$x𝖽x=s𝖽xxx𝖽\theta =q𝖽\theta x+(qr1)𝖽x\theta $$
$`(11\text{b})`$
$$\theta 𝖽x=r𝖽x\theta \theta 𝖽\theta =𝖽\theta \theta .$$

In the case of Family I, it is easy to check that the differential structure is invariant under action of quantum supergroup $`GL_q(1|1)`$ (see, e.g. ) if we take $`p=q^2`$. Similarly one can see, in the case of Family II, that the differential structure is invariant under action of $`GL_{q,r}(1|1)`$ (see, e.g. ) if we set $`s=qr`$.

Applying the exterior differential d to the first and second (or third) relations of (11) we obtain

$$(𝖽x)^2=0𝖽x𝖽\theta =pq𝖽\theta 𝖽x$$
$`(12\text{a})`$
for Family I and

$$(𝖽x)^2=0𝖽x𝖽\theta =r^1𝖽\theta 𝖽x$$
$`(12\text{b})`$
for Family II.

A differential algebra on the an associative algebra $``$ is a $`z_2`$-graded associative algebra $`\mathrm{\Gamma }`$ equipped with an operator d that has the properties (3)-(5). Furthermore, the algebra $`\mathrm{\Gamma }`$ has to be generated by $`\mathrm{\Gamma }^0\mathrm{\Gamma }^1\mathrm{\Gamma }^2`$, where $`\mathrm{\Gamma }^0`$ is isomorphic to $``$. For $``$ we write $`𝒜`$. Let us denote the algebra (as a matter of fact the module) generated by $`𝖽x`$ and $`𝖽\theta `$ with the relations (11) by $`\mathrm{\Gamma }^1`$, where $`\mathrm{\Gamma }^1`$ is isomorphic to $`𝖽𝒜`$, and the algebra (12) by $`\mathrm{\Gamma }^2`$. Let $`\mathrm{\Gamma }`$ be the quoitent algebra of the free associative algebra on the set $`\{x,\theta ,𝖽x,𝖽\theta \}`$ modulo the ideal $`J`$ that is generated by the relations (1), (11) and (12).

In the following section we shall show that the algebra $`𝒜`$ ($`q`$-superplane), the algebra $`\mathrm{\Gamma }^1`$ and also $`\mathrm{\Gamma }^2`$ are all the graded Hopf algebras and so is the algebra $`\mathrm{\Gamma }`$.

3. Hopf algebra structures

A Hopf algebra structure on the quantum plane was introduced in . In this section we introduce a graded Hopf algebra structure on the algebra $`𝒜`$ (i.e. on the $`q`$-superplane) and give the natural extension on $`\mathrm{\Gamma }`$.

3.1. A Hopf algebra structure on $`𝒜`$

We know, from section 1, that the quantum superplane, $`𝒜`$, is an associative algebra over a field $`k`$ generated by two elements $`x`$, $`\theta `$ obeying the relations (1). We can now define a coproduct and a counit on the algebra $`𝒜`$ as follows.

The coproduct $`\mathrm{\Delta }:𝒜𝒜𝒜`$ is defined by

$$\mathrm{\Delta }(x)=xx$$

$$\mathrm{\Delta }(\theta )=\theta x+x\theta $$
$`(13)`$
$$\mathrm{\Delta }(1)=11.$$

The counit $`ϵ:𝒜𝒞`$ is given by

$$ϵ(x)=1ϵ(\theta )=0.$$
$`(14)`$
The algebra $`𝒜`$ with the coproduct and the counit has a structrure of bi-algebra. One extends the algebra $`𝒜`$ by including inverse of $`x`$ which obeys

$$xx^1=1=x^1x.$$

If we extend the algebra $`𝒜`$ by adding the inverse of $`x`$ then the algebra $`𝒜`$ admits a coinverse (antipode) $`S:𝒜𝒜`$ defined by

$$S(x)=x^1S(\theta )=x^1\theta x^1.$$
$`(15)`$
The coinvers has the properties of an inverse and we have $`S^2=1`$. Indeed,

$$S^1(x)=S(x)S^1(\theta )=S(\theta ).$$

Note that

$$\mathrm{\Delta }(x^1)=x^1x^1.$$

It is not difficult to verify the following properties of co-structures:

$$(\mathrm{\Delta }\text{id})\mathrm{\Delta }=(\text{id}\mathrm{\Delta })\mathrm{\Delta }$$
$`(16)`$
$$\mu (ϵ\text{id})\mathrm{\Delta }=\mu ^{}(\text{id}ϵ)\mathrm{\Delta }$$
$`(17)`$
$$m(S\text{id})\mathrm{\Delta }=ϵ=m(\text{id}S)\mathrm{\Delta }$$
$`(18)`$
where id denotes the identity mapping,

$$\mu :𝒞𝒜𝒜\mu ^{}:𝒜𝒞𝒜$$

are the canonical isomorphisms, defined by

$$\mu (ku)=ku=\mu ^{}(uk)u𝒜k𝒞$$

and $`m`$ is the multiplication map

$$m:𝒜𝒜𝒜m(uv)=uv.$$
$`(19)`$
The multiplication in $`𝒜𝒜`$ follows the rule

$$(AB)(CD)=(1)^{\widehat{B}\widehat{C}}ACBD.$$
$`(20)`$
The coproduct, counit and coinverse which are specified above supply the algebra $`𝒜`$ with a graded Hopf algebra structure.

3.2. A Hopf algebra structure on $`\mathrm{\Gamma }`$

We first note that consistency of a differential calculus with commutation relations (1) means that the algebra $`\mathrm{\Gamma }`$ is a graded associative algebra generated by the elements of the set $`\{x,\theta ,𝖽x,𝖽\theta \}`$.

Since the algebra $`\mathrm{\Gamma }`$ is generated by the generators set $`\{x,\theta ,𝖽x,𝖽\theta \}`$ we must only describe the actions of co-maps on the subset $`\{𝖽x,𝖽\theta \}`$. To denote the coproduct, counit and coinverse which will be defined on the algebra $`\mathrm{\Gamma }`$ with those of $`𝒜`$ may be inadvisable. For this reason, we shall denote them with a different notation. To this end we define a map $`\widehat{\mathrm{\Delta }}_R:\mathrm{\Gamma }\mathrm{\Gamma }𝒜`$ such that

$$\widehat{\mathrm{\Delta }}_R𝖽=(𝖽\text{id})\mathrm{\Delta }.$$
$`(21)`$
Thus we have

$$\widehat{\mathrm{\Delta }}_R(𝖽x)=𝖽xx$$

$$\widehat{\mathrm{\Delta }}_R(𝖽\theta )=𝖽\theta x+𝖽x\theta .$$
$`(22)`$
We now define a map $`\varphi _R`$ as follows:

$$\varphi _R(u_1𝖽v_1+𝖽v_2u_2)=\mathrm{\Delta }(u_1)\widehat{\mathrm{\Delta }}_R(𝖽v_1)+\widehat{\mathrm{\Delta }}_R(𝖽v_2)\mathrm{\Delta }(u_2).$$
$`(23)`$
Then it can be checked that the map $`\varphi _R`$ leaves invariant the relations (11) and (12). One can also check that the following identities are satisfied:

$$(\varphi _R\text{id})\varphi _R=(\text{id}\mathrm{\Delta })\varphi _R(\text{id}ϵ)\varphi _R=\text{id}.$$
$`(24)`$
But we do not have a coproduct for the differential algebra because the map $`\widehat{\mathrm{\Delta }}_R`$ does not gives an analog for the derivation property (5), yet. So we define another map $`\widehat{\mathrm{\Delta }}_L:\mathrm{\Gamma }𝒜\mathrm{\Gamma }`$ such that

$$\widehat{\mathrm{\Delta }}_L𝖽=(\tau 𝖽)\mathrm{\Delta }$$
$`(25)`$
and a map $`\varphi _L`$ with again (23) by replacing $`L`$ with $`R`$. Here $`\tau `$ is a map which gives $`\tau (a)=(1)^{\widehat{a}}a`$. The map $`\varphi _L`$ also leaves invariant the relations (11) and (12), and the following identities are satisfied:

$$(\text{id}\varphi _L)\varphi _L=(\mathrm{\Delta }\text{id})\varphi _L(ϵ\text{id})\varphi _L=\text{id}.$$
$`(26)`$
Let us define the map $`\widehat{\mathrm{\Delta }}`$ as

$$\widehat{\mathrm{\Delta }}=\varphi _R+\varphi _L$$
$`(27)`$
which will allow us to define the coproduct of the differential algebra. We denote the restriction of $`\widehat{\mathrm{\Delta }}`$ to the algebra $`𝒜`$ by $`\mathrm{\Delta }`$ and the extension of $`\mathrm{\Delta }`$ to the differential algebra $`\mathrm{\Gamma }`$ by $`\widehat{\mathrm{\Delta }}`$:

$$\widehat{\mathrm{\Delta }}|_𝒜=\mathrm{\Delta }\mathrm{\Delta }|_\mathrm{\Gamma }=\widehat{\mathrm{\Delta }}.$$
$`(28)`$
It is possible to interpret the first relation in (28) as the definition of $`\widehat{\mathrm{\Delta }}`$ and (27) as the definition of $`\widehat{\mathrm{\Delta }}`$ on differentials.

One can see that $`\widehat{\mathrm{\Delta }}`$ is a linear map and a homomorphism. In fact, for example,

$$\widehat{\mathrm{\Delta }}(x𝖽x)=(\varphi _R+\varphi _L)(x𝖽x)=\mathrm{\Delta }(x)(\widehat{\mathrm{\Delta }}_R+\widehat{\mathrm{\Delta }}_L)(𝖽x)$$

and with (28)

$$\mathrm{\Delta }(x)\widehat{\mathrm{\Delta }}(𝖽x)=\mathrm{\Delta }(x)[\mathrm{\Delta }(1)(\widehat{\mathrm{\Delta }}_R+\widehat{\mathrm{\Delta }}_L)(𝖽x)].$$

Using the coassociativity of $`\mathrm{\Delta }`$, eq. (16), we can also show the coassociativity of $`\widehat{\mathrm{\Delta }}`$ . So the map $`\widehat{\mathrm{\Delta }}`$ is a coproduct for the differential algebra $`\mathrm{\Gamma }`$.

Similarly, if we define a counit $`\widehat{ϵ}`$ for the differential algebra as

$$\widehat{ϵ}𝖽=𝖽ϵ=0$$
$`(29)`$
and

$$\widehat{ϵ}|_𝒜=ϵϵ|_\mathrm{\Gamma }=\widehat{ϵ}.$$
$`(30)`$
one has

$$\widehat{ϵ}(𝖽x)=0\widehat{ϵ}(𝖽\theta )=0$$
$`(31)`$
where

$$\widehat{ϵ}(u_1𝖽v_1+𝖽v_2u_2)=ϵ(u_1)\widehat{ϵ}(𝖽v_1)+\widehat{ϵ}(𝖽v_2)ϵ(u_2).$$
$`(32)`$
Here we used the fact that $`𝖽(1)=0`$.

The next step is to obtain a coinverse $`\widehat{S}`$. For this, it suffices to define $`\widehat{S}`$ such that

$$\widehat{S}𝖽=𝖽S$$
$`(33)`$
and

$$\widehat{S}|_𝒜=SS|_\mathrm{\Gamma }=\widehat{S}$$
$`(34)`$
where

$$\widehat{S}(u_1𝖽v_1+𝖽v_2u_2)=\widehat{S}(𝖽v_1)S(u_1)+S(u_2)\widehat{S}(𝖽v_2).$$
$`(35)`$
So the action of $`\widehat{S}`$ on the generators $`𝖽x`$ and $`𝖽\theta `$ is as follows:

$$\widehat{S}(𝖽x)=x^1𝖽xx^1$$

$$\widehat{S}(𝖽\theta )=x^1𝖽\theta x^1+2x^1𝖽xx^1\theta x^1.$$
$`(36)`$
Notice that it is easy to check that $`\widehat{ϵ}`$ and $`\widehat{S}`$ leave invariant the relations (11) and (12).

Consequently, we can say that the structure $`(\mathrm{\Gamma },\widehat{\mathrm{\Delta }},\widehat{ϵ},\widehat{S})`$ is a graded Hopf algebra.

4. Hopf algebra structure of forms on $`𝒜`$

In this section we shall define two forms using the generators of $`𝒜`$ and show that the algebra of forms is a graded Hopf algebra.

If we call them $`w`$ and $`u`$ then one can define them as follows:

$$w=𝖽xx^1u=𝖽\theta x^1𝖽xx^1\theta x^1.$$
$`(37)`$
We denote the algebra of forms generated by two elements $`w`$ and $`u`$ by $`\mathrm{\Omega }`$. The generators of the algebra $`\mathrm{\Omega }`$ with the generators of $`𝒜`$ satisfy the following rules

I.

$$xw=pwx\theta w=w\theta +(1p)ux$$

$$xu=pqux\theta u=pqu\theta .$$
$`(38\text{a})`$
II.

$$xw=swx\theta w=qrw\theta $$

$$xu=qux+q(qrs)w\theta \theta u=qu\theta .$$
$`(38\text{b})`$
The commutation rules of the generators of $`\mathrm{\Omega }`$ are

I.

$$w^2=0wu=uw.$$
$`(39\text{a})`$
II.

$$w^2=0wu=qrs^1uw.$$
$`(39\text{b})`$
We make the algebra $`\mathrm{\Omega }`$ into a graded Hopf algebra with the following co-structures: the coproduct $`\mathrm{\Delta }:\mathrm{\Omega }\mathrm{\Omega }\mathrm{\Omega }`$ is defined by

$$\mathrm{\Delta }(w)=w1+1w$$

$$\mathrm{\Delta }(u)=u1+1u.$$
$`(40)`$
The counit $`ϵ:\mathrm{\Omega }𝒞`$ is given by

$$ϵ(w)=0ϵ(u)=0$$
$`(41)`$
and the coinverse $`S:\mathrm{\Omega }\mathrm{\Omega }`$ is defined by

$$S(w)=wS(u)=u.$$
$`(42)`$
One can easy to check that (16)-(18) are satisfied. Note that the commutation relations (38) and (39) are compatible with $`\mathrm{\Delta }`$, $`ϵ`$ and $`S`$, in the sense that $`\mathrm{\Delta }(xw)=p\mathrm{\Delta }(wx)`$, $`\mathrm{\Delta }(w^2)=0`$ and so on.

Acknowledgement

This work was supported in part by TBTAK the Turkish Scientific and Technical Research Council. I would like to express my deep gratitude to the referees for critical comments and suggestions on the manuscript.


text:
# Turbulence in small-world networks

## I Introduction

A general scenario for the appearance of turbulence in extended systems is spatiotemporal intermittency, i.e., a sustained regime characterized by the coexistence of coherent-laminar and disordered-chaotic domains in space and time Ciliberto ; Kan1 . Some of the most extensive investigations of this phenomenon have been based on model dynamical systems such as coupled map lattices Kan1 ; Chate1 ; Chate2 ; Grass ; Stassi . The idea is that the ingredients of such models — a discrete space, discrete time system of interacting elements whose states vary continuously according to specific functions — are sufficient to capture much of the phenomenology observed in complex spatiotemporal processes, in particular some relevant features of spatiotemporal intermittency and turbulence. In this respect, coupled map systems can be considered as mathematically simpler and computationally more efficient models than partial differential equations of hydrodynamics Manne . The transition to turbulence via spatiotemporal intermittency has mainly been investigated in networks of coupled maps where the connectivities between elements are defined from deterministic rules that provide order to their spatial structure. There are examples of such studies in Euclidean lattices Kan1 ; Chate1 ; Chate2 ; Grass ; Stassi , fractal geometries CK , and treelike arrays Kay , as well as on globally coupled systems Parravano . These investigations have allowed the characterization of the transition to turbulence as a critical phenomenon in a range of Euclidean and fractal dimensions and on several connection topologies.

Because of their discrete spatial nature, coupled map systems seem especially appropriate for investigating physical phenomena occurring in heterogeneous or disordered media. Recently, intensive and interesting research has been performed on the theory and applications of small-world networks Watts ; Watts2 ; Mou ; Barrat . Small-world networks are a class of networks with a high degree of local clustering and a small characteristic length between any two elements. It has been shown that small-world networks describe many natural and artificial networks Newman . By varying a parameter, small-world networks can be continuously tuned between ordered, deterministic lattices and completely random networks. In this article, we consider coupled maps defined on small-world networks as spatiotemporal dynamical systems. We study the nature of the transition to turbulence and the properties of spatiotemporal intermittency on these networks. We explore the changes induced in those processes as a result of the variation in the connection topology of the interactions in the system.

In Sec. II, a general coupled map lattice model for the treatment of small-world networks is presented. The transition to turbulence in coupled maps on small-world networks is investigated in Sec. III. The site map model that we employ is based on the one introduced earlier by Chaté and Manneville for regular Euclidean lattices in one and two dimensions Chate1 , and which captures the essential features of the transition to turbulence in extended systems. Section IV contains the observations of nontrivial collective behavior arising in the system. Conclusions are given in Sec. V.

## II Coupled maps on small-world networks

There are several ways to construct a small-world network. In this article we employ the small-world network construction algorithm originally proposed by Watts and Strogatz Watts . We start from a ring of $`N`$ sites, where each site is connected to its $`k`$ nearest neighbors, $`k`$ being an even number. Then each connection is rewired at random with probability $`p`$ to any other site of the network, to avoid self-connections. After the rewiring process, the number of elements coupled to each site (which we call neighbors of that site) may vary, but the total number of links in the network is constant and equal to $`Nk/2`$. It is assumed that all links are bidirectional. Although this algorithm does not guarantee that the resulting graph is connected, we have used only connected ones for our calculations.

The state of each site on the network can be assigned a continuous variable, which evolves according to a deterministic rule depending on its own value and the values of its connecting elements. We define a coupled map lattice dynamical system on a small-world network as

$$x_{t+1}(i)=f(x_t(i))+\frac{ϵ}{k(i)}\underset{jS(i)}{}\left[f(x_t(j))f(x_t(i))\right];$$
(1)
where $`x_t(i)`$ gives the state of the site $`i`$ $`(i=1,2,\mathrm{},N)`$ at discrete time $`t`$; $`k(i)`$ is the number of neighbors or elements connected to site $`i`$; $`S(i)`$ is the set of neighbors of site $`i`$; $`ϵ`$ is a parameter measuring the coupling strength between connected sites, and $`f(x)`$ is a nonlinear function describing the local dynamics.

The above coupled map equations can be generalized to include other coupling schemes or continuous time local dynamics. Different spatiotemporal processes can be studied on small-world structures by providing appropriate local dynamics and couplings.

## III Transition to turbulence in small-world networks

The phenomenon of spatiotemporal intermittency in extended systems consists of a sustained regime where coherent and chaotic domains coexist and evolve in space and time. A local map possessing the minimal requirements for observing spatiotemporal intermittency in coupled map systems is Chate1

$$f(x)=\{\begin{array}{cc}\frac{r}{2}\left(1\left|12x\right|\right),\hfill & \text{if }x[0,1]\hfill \\ x,\hfill & \text{if }x>1\text{,}\hfill \end{array}$$
(2)
with $`r>2`$. This map is chaotic for $`f(x)`$ in $`[0,1]`$. However, for $`f(x)>1`$ the iteration is locked on a fixed point. The local state can thus be seen as a continuum of stable “laminar” fixed points $`(x>1)`$ adjacent to a chaotic repeller or “turbulent” state $`(x[0,1])`$.

In ordered, deterministic networks, the turbulent state can propagate through the lattice in time for a large enough coupling, producing sustained regimes of spatiotemporal intermittency. Here, we investigate the phenomenon of transition to turbulence in small-world networks using the local map $`f`$ (Eq. (2)) in the coupled system described by Eq. (1). The local parameter is fixed at the value $`r=3`$ in all the calculations. As in ordered networks, the transition to the extended turbulent state can be characterized through the average value of the instantaneous fraction of turbulent sites $`F_t`$, a quantity that acts as the order parameter for the system Chate1 . We have calculated $`F`$ as a function of various parameters of the system from a time average of the instantaneous turbulent fraction $`F_t`$, as

$$F=\frac{1}{T}\underset{t=1}{\overset{T}{}}F_t.$$
(3)
Thus $`F=0`$ describes a laminar state and $`F(0,1]`$ corresponds to a turbulent state of the network. Random initial conditions were used in all runs with given parameter values of the system Eq.(1). About $`10^4`$ iterations were discarded before taking the time average in Eq.(3) and $`T`$ was typically taken at the value $`10^4`$. Increasing the averaging time $`T`$ or the network size $`N`$ does not have appreciable effects on the results. It should be noticed that a minimum number of initially turbulent sites is always required to reach a sustained state of turbulence.

Figure 1 shows $`F`$ as a function of $`ϵ`$ for different fixed values of the probability $`p`$ in a typical small-world network with nearest neighbor number $`k=10`$ and size $`N=10^4`$. The error bars shown on $`F`$ correspond to plus and minus the standard deviations $`\mathrm{\Delta }F`$ (square root of the variance) of the time series of $`F_t`$ at each value of the coupling parameter $`ϵ`$. We have verified, by doing 25 realizations of the rewiring process described in Sec. I, that fluctuations on $`F`$ and on $`\mathrm{\Delta }F`$ due to different configurations of the networks are not significant.

Figures 1(a)-1(d) show that, for a fixed value of $`p`$, there is a critical value of the coupling $`ϵ_c`$ at which the transition from a laminar state to turbulence occurs. For small values of $`p`$ (Fig. 1(a)), a regime of relaminarization of the system takes place on an interval of the coupling parameter, after a window of turbulence. The relaminarization gap disappears with increasing $`p`$, leaving a dip in the $`F`$ curve, as seen in Fig. 1(b). For small values of $`p`$ the transition to turbulence as the coupling is varied takes place continuously, similarly to a second order phase transition. As $`p`$ is increased, the transition becomes progressively steeper until it happens discontinuously, as in a first order phase transition. There exists a critical value of the probability $`p_c0.55`$ at which the character of the transition to turbulence changes from a second order phase transition (Figs. 1(a) and 1(b)) to a first order phase transition (Figs. 1(c) and 1(d)).

In Figs. 2(a) and 2 (b) we show the mean turbulent fraction $`F`$ and its standard deviation $`\mathrm{\Delta }F`$ plotted as functions of both $`p`$ and $`ϵ`$. Fig. 2(a) shows that the transition to sustained turbulence occurs on a critical curve on the parameter plane $`(p,ϵ)`$. The variation in the nature of this transition along this critical curve as $`p`$ increases can clearly be appreciated in Fig. 2(a). Typical statistical deviations are seen for small values of $`p`$ and $`ϵ`$ in Fig. 2(b); however this figure reveals very large fluctuations in the instantaneous turbulent fraction occurring for larger values of those parameters, and which can also be observed as the “bulbs” in Figs. 1(c) and 1(d). As it shall be discussed in the next section, this phenomenon is associated to the emergence of nontrivial collective behavior in the system.

We have calculated numerically the critical values of the coupling $`ϵ_c`$ for the onset of turbulence in small-world networks with fixed $`k=10`$ as a function of their rewiring probability $`p`$. Figure 3 shows the resulting critical boundary $`ϵ_c(p)`$ for the transition to turbulence, as well as the phase diagram of the system, on the parameter plane $`(p,ϵ)`$. The critical coupling value $`ϵ_c`$ increases as the disorder in the network, described by the probability $`p`$, grows. The critical boundary curve $`ϵ_c(p)`$ corresponds to a continuous, second order phase transition for $`p<p_c=0.55`$ and to a discontinuous, first order transition for $`p>p_c`$. Figure 3 indicates with a dotted line where the first maximum of the mean turbulent fraction $`F`$ occurs on the parameter plane. This line of first maxima of $`F`$ crosses the critical boundary separating the laminar and the turbulent states of the system at the value $`p=p_c`$, and the character of the phase transition changes at this point. The relaminarization gap is also indicated on the plane $`(p,ϵ)`$.

For values of the probability $`p<p_c`$, where a continuous transition from a laminar regime to turbulence occurs, the variation of the order parameter $`F`$ near the critical curve can be characterized by a critical exponent $`\beta `$ as $`F(ϵϵ_c)^\beta `$. For fixed $`p`$, the exponent $`\beta `$ can be calculated from a log-log plot of $`F`$ vs. $`(ϵϵ_c)`$. The critical exponent $`\beta `$ varies continuously with the rewiring probability $`p`$. In Fig. 4 we show the resulting graphs of $`\beta `$ as a function of $`p`$ for several small-world networks characterized by their neighbor number $`k`$. In each case, the dependence of the exponent $`\beta `$ with $`p`$ is well accounted by the linear relation $`\beta =h(p_cp)`$, where the slope $`h`$ varies with $`k`$. As $`p`$ increases, the exponent $`\beta `$ becomes smaller and the corresponding phase transition from laminarity to turbulence gets more abrupt. The change in the character of the transition from second order to first order should occur at the value $`p=p_c`$ for which the exponent $`\beta `$ vanishes. Figure 4 shows the extrapolation of the straight line corresponding to the small-world network with $`k=10`$ until its intersection with the $`p`$ axis, predicting a critical value $`p_c=0.55`$. This, in fact, is the critical value of the probability at which the change in the character of the transition to turbulence for this network was observed in Figs. 1 (c), 2(a), and 3. We recall that the measures of the characteristic path length for the family of small-world networks with $`k=10`$ drops to small values typically associated to a random network when the rewiring probability is about $`0.55`$ Watts . Thus the critical value $`p_c=0.55`$ found for the emergence of the first order phase transition should be related to the onset of randomness in the network. In fact, it has recently been reported that the transition from laminarity to turbulence in randomly coupled map networks can occur discontinuously Sandra .

By extrapolating the different lines, one can get predictions of the critical probabilities $`p_c`$ for different values of $`k`$. We have numerically verified these critical values $`p_c`$ for several small-world networks possessing different neighbor numbers $`k`$. Thus the linear relation that arises from Fig. 4 seems to characterize the transition to turbulence via spatiotemporal intermittency in small-world networks. Furthermore, Fig. 4 predicts that no critical value $`p_c1`$ can be found in the case $`k=4`$, and thus the transition to turbulence in a small-world network with neighbor number $`k=4`$ should occur continuously (second order) for any $`p`$, and should always possess a critical exponent $`\beta >0`$. This prediction was also verified numerically.

Figure 5 shows the predicted critical probability values $`p_c`$ as a function of $`k`$. Note that $`p_c`$ decreases rapidly with increasing neighbor number $`k`$. The characteristic path length becomes smaller with increasing $`k`$ Watts  and, consequently, the connectivity of the small-world network approaches the all-to-all coupling limit of a globally coupled system, where the transition to turbulence is always a first order phase transition Parravano . In globally coupled systems, the absence of spatial relations excludes the possibility of supporting small domains of turbulent maps which would be necessary for a continuous transition to turbulence. The decrease in the value of $`p_c`$ observed in Fig. 5 means that the networks need less disorder for achieving a first order phase transition to turbulence if their neighbor number $`k`$ is sufficiently large. This reflects the fact that networks with large enough $`k`$ are already closer to global coupling, and therefore they require less rewiring to behave statistically similar to globally coupled systems.

## IV Nontrivial collective behavior

In contrast to the usually expected statistical behavior, the large amplitudes of the standard deviations observed on some regions of the parameter plane $`(p,ϵ)`$ in Fig. 2(a) do not diminish with increasing system size or with longer averaging time. These large fluctuations of a statistical quantity indicate the presence of collective motions of the system. For example, Fig. 6 displays the return maps of the instantaneous turbulent fraction $`F_t`$ for two different values of the coupling corresponding to the two “bulbs” observed in Fig. 1(d). Figure 6(a) shows a quasiperiodic orbit in the dynamics of $`F_t`$ in the first bulb, while Fig. 6(b) reveals a collective period-two motion occurring in the second bulb of Fig. 1(d). The large fluctuations measured by $`\mathrm{\Delta }F`$ reflect the amplitude of the collective oscillations of $`F_t`$ that emerge in those regions of parameters. This feature corresponds to a phenomenon of nontrivial collective behavior already observed in the temporal evolution of the mean field of several chaotic extended systems Chate3 . The quantity $`F_t`$ is a simpler statistical description than the mean field and, in this case, it already manifests a nontrivial collective behavior of the system over long times.

The two regions on the parameter plane where states of nontrivial collective behavior appear are indicated within the turbulent zone in the phase diagram of Fig. 3. Note that the emergence of nontrivial collective behavior occurs for large enough coupling and an appreciable degree of disorder, which itself implies a small characteristic length between any two elements in the network. Thus, as both the amount of short cuts and the coupling strength between different parts of the network increase, the information transfer required for the emergence of collective behavior is more likely to occur.

Nontrivial collective oscillations in the turbulent phase of coupled map systems have also been observed in high dimensional Euclidean lattices Chate4 , fractal lattices CK , as well as in globally coupled maps Parravano . Our results for small-world networks show that ordered connections are not essential for the occurrence of nontrivial collective behavior.

## V Conclusions

We have investigated a coupled map model for the transition to turbulence via spatiotemporal intermittency in small-world networks. Although the local dynamics is simple, we expect that the essential properties of the transition to turbulence in small-world structures is captured by this model. Coupled Chaté-Manneville maps could be regarded as a crude description for the dynamics of an excitable medium. The system of coupled maps on small-world networks can also be used to study different spatiotemporal dynamical processes on these structures by providing appropriate local maps or couplings.

By varying the rewiring probability in small-world networks, the behavior of the transition to turbulence can be studied in the regime between ordered lattices and completely random networks. The critical boundary separating the laminar and the turbulent regimes was calculated on the parameter plane $`(p,ϵ)`$ of the system. We have found that the character of the this transition changes progressively from a second order phase transition to a first order phase transition as the disorder in the network, measured by the rewiring probability, is increased. The critical value of the rewiring probability for the onset of the first order phase transition was predicted from the scaling behavior observed in the critical exponent $`\beta `$ for small values of the probability. Additionally, we have been able to calculate the critical values of the rewiring probability as a function of the number of initial nearest neighbor in small-world networks.

Discontinuous transition to turbulence and nontrivial collective behavior in the turbulent regime are characteristic features of globally coupled maps Parravano . These same collective properties emerge in small-world networks as their rewiring probability is increased. Because of the ubiquity of small-world networks in nature and in human-made structures, we may expect to see nontrivial collective behaviors arising in many systems if the appropriate values of relevant parameters are reached. We may expect that other typical phenomena of globally coupled systems, such as the formation of clusters of syncronized elements Clusters , could also be observed in small-world networks.

## Acknowledgment

This work was supported by Consejo de Desarrollo Científico, Humanístico y Tecnológico of Universidad de Los Andes, Mérida, Venezuela.


text:
# 1 Introduction

## 1 Introduction

So far, we have witnessed only limited progress towards realizing a formal theory of quantum gravity. Yet, there has still been much support for a fundamental relationship between the proposed constituents. Nowhere is this relationship more in evidence than in the thermodynamic behavior of black holes; where gravitation, the laws of thermodynamics and quantum theory appear to been linked together in some profound, but mysterious manner.

In regard to black hole thermodynamics, the most prominent open question is the microscopic origin of black hole entropy. There have been many attempts at resolving the issue with varying degrees of success. (For a review and references, see Ref..) Perhaps the most profound resolution has been proposed by Strominger and others  in the context of weakly coupled string theory; where massive string states can be represented by extremal black holes. In these works, a statistical procedure has been used to generate, precisely, the Bekenstein-Hawking area law (i.e., entropy is given by one quarter of the horizon surface area ). It follows, by implication, that the extremal limit (i.e., the degeneracy of two otherwise distinct horizons in a charged or rotating black hole) must be well defined, with the corresponding entropy being a non-vanishing, mass-dependent quantity. Alas, this is in direct conflict with the Nernst’s enthropic formulation of the third law of thermodynamics: as the temperature of a system approaches zero, the entropy must approach a constant (typically zero) that is independent of all macroscopic parameters of the system .111This formulation of the third law should not be confused with Nernst’s other version: it is impossible to reach absolute zero by a finite number of reversible processes. The two formulations, although typically equivalent, need not coincide for “exotic” thermodynamic systems (such as black holes). In contrast to the third law, the extremal limit corresponds to a vanishing Hawking temperature  but a Bekenstein-Hawking entropy that (at least naively) depends on the mass of the black hole.

In view of this apparent conflict between the third law and the extremal limit of black hole thermodynamics, Hawking and others  have argued as follows. Extremal black holes and non-extremal black holes are qualitatively distinct entities, with no possibility of one class continuously deforming into the other. In this picture, extremal black holes are indeed assigned zero entropy, assuming that they can exist at all. Since the original conjecture, there have been various other semi-classical calculations in support of this viewpoint. (See Ref. for an up-to-date list of the relevant citations.)

However, in spite of Hawking et al.’s convincing arguments and considerable supporting evidence, the status of extremal thermodynamics remains, very much, an open question. This ambiguity can be attributed to the implications of the forementioned, compelling string-theory calculations.222For a list of other papers supporting a well-defined extremal limit, see Ref.. Given the apparent incompatibility of these two points of view, any evidence, one way or the other, should be closely examined. In this spirit, let us proceed towards the focus of this paper.

Recently, this author has considered the near-extremal thermodynamics of a 4-dimensional Reissner-Nordstrom (i.e., spherically symmetric and charged) black hole . Let us briefly review, in point form, the procedure used and the outcomes of this analysis.

(i) We began by reviewing a duality  that exists between the near-extremal sector of Reissner-Nordstrom (RN) black holes and 2-dimensional anti-de Sitter (AdS) gravity.333It is interesting to note that this duality has its origins in the AdS2/CFT1 correspondence . The static black hole solutions of the latter are described by what is known as Jackiw-Teitelboim (JT) theory .

(ii) It was shown that the thermodynamic properties of a near-extremal RN black hole coincide precisely with near-massless JT thermodynamics. Significantly, the massless limit of JT black holes is, at least classically, a well-defined procedure for which the associated temperature and entropy both vanish. Hence, from a classical perspective, this correspondence strongly supports the viewpoint of a well-defined extremal limit.

(iii) After reviewing the classical duality, we went on to examine the corresponding situation at a one-loop level. In particular, we incorporated a (massless) quantum scalar field into the formalism and then considered the first-order back reaction on the JT geometry. Our focus was on the quantum-corrected surface gravity (i.e., temperature ). Inspired by a prior study , we adopted the viewpoint that a consistent black hole solution demands a non-negative surface gravity.

(iv) Initially, we considered a scenario where the quantum matter field is minimally coupled in the effective 2-dimensional theory. From this perspective, we found that a massless JT black hole remains a well-defined limiting case (i.e., the surface gravity remains non-negative). We argued, however, that this scenario is inappropriate for the following reason. The JT action, in this context, has its origins in a higher-dimensional theory, and so any matter field should be subjected to the same criteria.

(v) With the above argument in mind, we subsequently considered a matter field with a 4-dimensional pedigree. That is, one that is minimally coupled in the originating RN theory. After repeating the same procedures of dimensional reduction and field reparametrization that had been imposed on the classical action, we found that the effective one-loop action mimics a dimensionally reduced (non-rotating) BTZ model . By directly applying prior works of relevance to this model ,444For earlier studies on dimensionally reduced theories of this nature, see -. we were able to demonstrate that the limiting procedure will break down before a vanishing mass can be achieved. That is to say, the one-loop surface gravity will only remain non-negative for finite values of the JT black hole (renormalized) mass. This finite lower bound can be quantitatively expressed in terms of fundamental constants and the observables (mass and charge) of the dual RN black hole.555It should be pointed out that one-loop calculations have previously been carried out for a near-extremal, 4-dimensional black hole . It was not, however, the intent of Ref. to perform rigorous one-loop calculations, but rather to consider qualitative features in the context of the observed duality.

(vi) On the basis of the above result and the observed RN-JT duality, we concluded that a RN black hole will be unable to achieve extremality. Moreover, the quantum back reaction will inhibit the RN black hole from even coming arbitrarily close to an extremal state. Rather, it will “freeze” at a finite temperature that is related to the Planck scale.

Let us also briefly touch on another recent study of interest . Barvinsky, Das and Kunstatter considered the physical spectra of charged black holes and deduced that extremal black holes can not be achieved (at the quantum level) due to vacuum fluctuations in the horizon. These authors also argued that their outcomes applied, quite generically, to any black hole model that can effectively be described by a 2-dimensional dilaton theory.

Given the implied generality of Ref., the interest of the current paper is to ascertain if the results of our prior analysis  have a more general validity. In particular, we will consider a charged, spherically symmetric black hole in an arbitrary-dimensional spacetime. As it turns out, the results of our prior study do indeed carry over to this generalized model. The rest of this paper argues in support of this claim.

The proceeding sections are organized as follows. Section 2 introduces the Einstein-Maxwell action of interest and considers the near-extremal thermodynamic properties of the black hole solutions. In Section 3, we apply procedures of dimensional reduction and field reparametrization in obtaining an effective Jackiw-Teitelboim theory. We are then able to demonstrate the duality that exists between JT thermodynamics and the near-extremal sector of the higher-dimensional theory. In Section 4, we present a simple argument as to why the results of the prior study  persist for this generalized model. Finally, Section 5 contains a brief discussion.

## 2 Generalized Einstein-Maxwell Theory

We begin with an $`n`$+2-dimensional Einstein-Maxwell action:

$$I^{(n+2)}=\frac{1}{16\pi l^n}d^{n+2}x\sqrt{g^{(n+2)}}\left[R^{(n+2)}F^{AB}F_{AB}\right],$$
(1)
where $`l^n`$ is the $`n`$+2-dimensional Newton constant ($`l`$ being a length parameter) and $`F_{AB}`$ is the Abelian field-strength tensor ($`A,B=0,1,\mathrm{},n+1`$).

The unique static and spherically symmetric solution of this action can be described as follows :

$$ds^2=h(r)dt^2+\frac{1}{h(r)}dr^2+r^2d\mathrm{\Omega }^2,$$
(2)
$$h(r)=1\frac{16\pi l^nM}{n𝒱_nr^{n1}}+\frac{32\pi ^2l^{2n}Q^2}{n(n1)𝒱_n^2r^{2n2}},$$
(3)
where $`M`$ and $`Q`$ represent the conserved quantities of black hole mass and charge (respectively), and $`d\mathrm{\Omega }^2`$ is an $`n`$-dimensional constant-curvature hypersurface with volume $`𝒱_n=2\pi ^{\frac{n+1}{2}}/\mathrm{\Gamma }\left(\frac{n+1}{2}\right)`$.

If $`M^2>nQ^2/2(n1)`$, this is the solution for a charged, non-extremal black hole. In this case, the outermost pair of horizons are distinct and described as follows:

$$r_\pm ^{n1}=\frac{8\pi l^n}{n𝒱_n}\left[M\pm \sqrt{M^2\frac{nQ^2}{2(n1)}}\right].$$
(4)
Using the usual prescription for non-extremal black hole thermodynamics , we find that the associated entropy and temperature are respectively given by:

$$S_{BH}=\frac{A_+}{4\mathrm{}l^n}=\frac{𝒱_nr_+^n}{4l^n\mathrm{}},$$
(5)
$$T_H=\frac{\mathrm{}\kappa _+}{2\pi }=\frac{\mathrm{}}{4\pi }\frac{dh}{dr}|_{r_+}=\mathrm{}\left[\frac{4(n1)l^nM}{n𝒱_nr_+^n}\frac{16\pi l^{2n}Q^2}{n𝒱_n^2r_+^{2n1}}\right],$$
(6)
where $`A_+`$ is the surface area and $`\kappa _+`$ is the surface gravity with respect to the outermost horizon ($`r_+`$).

For the case of extremal black holes (i.e., $`r_{}=r_+`$), the associated thermodynamics remains an open issue (as discussed earlier). However, we can still safely consider a “near-extremal regime” by setting $`\mathrm{\Delta }M=MM_o`$, where $`M_o^2=nQ^2/2(n1)`$ (with the charge assumed to be a fixed quantity). Then to leading order in $`\sqrt{\mathrm{\Delta }M}`$:

$$r_+^{n1}=\frac{8\pi l^n}{n𝒱_n}\left[M_o+\sqrt{2M_o\mathrm{\Delta }M}\right].$$
(7)
Using this expression and expanding as necessary, we can obtain near-horizon forms for the entropy (5) and temperature (6). To leading order in $`\sqrt{\mathrm{\Delta }M}`$, these quantities can be expressed as follows (with $`wn1`$):

$`\mathrm{\Delta }S_{BH}`$ $``$ $`S_{BH}(M,Q)S_{BH}(M_o)`$ (8)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{}}}\left[2\right]^{\frac{5}{4}\frac{n+1}{w}}\left[\pi \right]^{\frac{n}{w}}\left[n\right]^{\frac{1}{4}\frac{n3}{w}}\left[w\right]^{\frac{1}{4}\frac{5n3}{w}}\left[𝒱_n\right]^{\frac{1}{w}}\left[l\right]^{\frac{n}{w}}\left[Q\right]^{\frac{1}{2}\frac{n+1}{w}}\sqrt{\mathrm{\Delta }M},`$
$`\mathrm{\Delta }T_H`$ $``$ $`T_H(M,Q)T_H(M_o)`$ (9)
$`=`$ $`\mathrm{}\left[2\right]^{\frac{1}{4}\frac{n+9}{w}}\left[\pi \right]^{\frac{n}{w}}\left[n\right]^{\frac{1}{4}\frac{n3}{w}}\left[w\right]^{\frac{1}{4}\frac{5n3}{w}}\left[𝒱_n\right]^{\frac{1}{w}}\left[l\right]^{\frac{n}{w}}\left[Q\right]^{\frac{1}{2}\frac{n+1}{w}}\sqrt{\mathrm{\Delta }M},`$
where $`S_BH(M_o)M_o^{\frac{n}{n1}}`$ and $`T_H(M_o)=0`$.

## 3 Effective Jackiw-Teitelboim Theory

Let us now consider the dimensional reduction of the action (1) to an effective 2-dimensional theory.666For further discussion on the various aspects of 2-dimensional gravity, see Ref. and references therein. If one imposes the following ansatz:

$$ds_{n+2}^2=ds^2(t,x)+\varphi ^2(x,t)d\mathrm{\Omega }^2,$$
(10)
$$F_{AB}=F_{\mu \nu }(t,x)where\mu ,\nu =0,1only,$$
(11)
then the following form is obtained (also see Refs.):

$$I=\frac{𝒱_n}{16\pi l^n}d^2x\sqrt{g}\varphi ^n\left[R+n(n1)\left(\frac{(\varphi )^2}{\varphi ^2}+\frac{1}{\varphi ^2}\right)\frac{32\pi ^2l^{2n}Q^2}{\varphi ^{2n}𝒱_n^2}\right].$$
(12)
Here, the “dilaton” $`\varphi `$ is identifiable with the radius of the symmetric two-sphere, the conserved charge is still given by $`Q`$, and all geometric quantities have been defined with respect to the resultant 1+1-dimensional manifold.

At this stage, it is convenient to redefine the dilaton as follows:

$$\psi (x,t)=\left[\frac{\varphi }{l}\right]^{\frac{n}{2}}.$$
(13)
The reduced action (12) now reads:

$$I=\frac{1}{2G}d^2x\sqrt{g}\left[D(\psi )R+\frac{1}{2}\left(\psi \right)^2+\frac{1}{l^2}V_Q(\psi )\right],$$
(14)
where we have defined:

$$\frac{1}{2G}\frac{8(n1)𝒱_n}{16\pi n},$$
(15)
$$D(\psi )\frac{n}{8(n1)}\psi ^2,$$
(16)
$$V_Q(\psi )\frac{n^2}{8}\psi ^{\frac{2n4}{n}}\frac{4\pi ^2l^2nQ^2}{(n1)𝒱_n^2\psi ^2}.$$
(17)
The above form of the action is now suitable for the direct implementation of a field reparametrization that is known to eliminate the kinetic term . Thus, we appropriately redefine the dilaton, metric and “dilaton potential” in the following manner:

$$\overline{\psi }=D(\psi )=\frac{n}{8(n1)}\psi ^2,$$
(18)
$$\overline{g}_{\mu \nu }=\mathrm{\Omega }^2(\psi )g_{\mu \nu }$$
(19)
$$\overline{V}_Q(\overline{\psi })=\frac{V_Q(\psi )}{\mathrm{\Omega }^2(\psi )},$$
(20)
$$\mathrm{\Omega }^2(\psi )=\mathrm{exp}\left[\frac{1}{2}\frac{d\psi }{\left(dD/d\psi \right)}\right]=𝒞\left[\frac{8(n1)\overline{\psi }}{n}\right]^{\frac{n1}{n}}.$$
(21)
Take note of $`𝒞`$, which is a (seemingly) arbitrary constant of integration. It can be fixed via physical arguments, and so we follow Section V of Ref. (also see Ref.) and set: $`𝒞=n^2/8(n1)`$.

With these reparametrizations, the reduced action (14) takes on the following compact form:

$$I=d^2x\sqrt{\overline{g}}\left[\overline{\psi }R(\overline{g})+\frac{1}{l^2}\overline{V}_Q(\overline{\psi })\right],$$
(22)
where we have also set $`G=1/2`$.

It is pertinent to this analysis that the extremal configuration (i.e., the extremal limit, assuming its existence, in the higher-dimensional model) can be recovered when $`\overline{V}_Q(\overline{\psi })=0`$. With the above formalism, one finds that this “potential” vanishes for $`\overline{\psi }=\overline{\psi }_o`$, such that:

$$\left[\overline{\psi }_o\right]^{2\frac{n1}{n}}\left[\frac{2\pi lQ}{(n1)𝒱_n}\right]^2\left[\frac{n}{8(n1)}\right]^{\frac{n2}{n}}.$$
(23)
With this in mind, let us now define $`\stackrel{~}{\psi }\overline{\psi }\overline{\psi }_o`$ and expand the action (22) about the extremal configuration. To first order in $`\stackrel{~}{\varphi }`$, the following is obtained:

$$I=d^2x\sqrt{\overline{g}}\left[\stackrel{~}{\psi }R(\overline{g})+\frac{1}{l^2}\stackrel{~}{V}_Q(\stackrel{~}{\psi })\right],$$
(24)
where:

$`\stackrel{~}{V}_Q(\stackrel{~}{\psi })`$ $``$ $`{\displaystyle \frac{d\overline{V}_Q}{d\overline{\psi }}}|_{\overline{\psi }_o}\stackrel{~}{\psi }=2{\displaystyle \frac{(n1)^2}{n}}\left[{\displaystyle \frac{n}{8(n1)}}\right]^{\frac{1}{n}}\left[\overline{\psi }_o\right]^{\frac{n+1}{n}}\stackrel{~}{\psi }`$ (25)
$`=`$ $`2{\displaystyle \frac{(n1)^2}{n}}\left[{\displaystyle \frac{8(n1)}{n}}\right]^{\frac{1}{2}\frac{n3}{n1}}\left[{\displaystyle \frac{(n1)𝒱_n}{2\pi l|Q|}}\right]^{\frac{n+1}{n1}}\stackrel{~}{\psi }.`$
Henceforth, we drop the tildes and bars; thus considering the following action:

$$I=d^2x\sqrt{g}\psi \left[R(g)+2\frac{\lambda }{l^2}\right],$$
(26)
where $`\psi \lambda `$ corresponds to one half of the right-hand side of Eq.(25). This is simply the action for 2-dimensional AdS gravity; the black hole solutions of which are the well-known JT black holes .

It can be readily shown that, for a static gauge, the general solution of the JT action (26) can be expressed as follows:

$$ds^2=(\lambda \frac{x^2}{l^2}lm)dt^2+(\lambda \frac{x^2}{l^2}lm)^1dx^2,$$
(27)
$$\psi =\frac{x}{l},$$
(28)
where $`m`$ represents the conserved mass of the JT black hole. Moreover, with straightforward application of Ref. (applicable to a generic 2-dimensional dilaton theory), we are able to identify the following thermodynamic properties:

$$S_{JT}=\frac{4\pi }{\mathrm{}}\psi _+,$$
(29)
$$T_{JT}=\frac{\mathrm{}\lambda }{2\pi l}\psi _+,$$
(30)
where $`\psi _+=x_+/l=\sqrt{lm/\lambda }`$ is the horizon value of the dilaton field.

Substituting for $`\lambda `$ into the above expressions and also identifying $`m`$ with $`\mathrm{\Delta }M`$, we ultimately find the following (with $`w=n1`$):

$$S_{JT}=\frac{1}{\mathrm{}}\left[2\right]^{\frac{1}{4}\frac{7n+3}{w}}\left[\pi \right]^{\frac{1}{4}\frac{6n2}{w}}\left[n\right]^{\frac{1}{4}\frac{3n5}{w}}\left[w\right]^{\frac{1}{4}\frac{7n5}{w}}\left[𝒱_n\right]^{\frac{1}{2}\frac{n+1}{w}}\left[l\right]^{\frac{n}{w}}\left[Q\right]^{\frac{1}{2}\frac{n+1}{w}}\sqrt{\mathrm{\Delta }M},$$
(31)
$$T_{JT}=\mathrm{}\left[2\right]^{\frac{1}{4}\frac{3n+7}{w}}\left[\pi \right]^{\frac{1}{4}\frac{6n2}{w}}\left[n\right]^{\frac{1}{4}\frac{3n5}{w}}\left[w\right]^{\frac{1}{4}\frac{7n5}{w}}\left[𝒱_n\right]^{\frac{1}{2}\frac{n+1}{w}}\left[l\right]^{\frac{n}{w}}\left[Q\right]^{\frac{1}{2}\frac{n+1}{w}}\sqrt{\mathrm{\Delta }M}.$$
(32)
A direct comparison of these expressions with Eqs.(8,9) yields the following intriguing outcomes:

$$S_{JT}=𝒦\mathrm{\Delta }S_{BH},$$
(33)
$$T_{JT}=\frac{1}{𝒦}\mathrm{\Delta }T_H,$$
(34)
where $`𝒦`$ is some dimensionless numerical factor.

It is easy to verify that $`𝒦=1`$ for $`n=2`$ (i.e., the 4-dimensional RN black hole). In general, however, one finds that $`𝒦1`$.777That 4-dimensional gravity holds a privileged position is not all together new. For example, black holes only saturate a Bekenstein-like entropy bound in four dimensions of spacetime . For instance, if $`n=3`$, then $`𝒦=\sqrt{3/2\pi }`$. However, this lack of an exact coincidence (when $`n2`$) is essentially irrelevant, given that we are always free to rescale the fundamental constants from the perspective of the lower-dimensional theory. That is, as far as the second law of thermodynamics is concerned, the above thermodynamics does indeed coincide. (The pertinent points being that $`S_{JT}T_{JT}=\mathrm{\Delta }S_{BH}\mathrm{\Delta }T_H`$ and all dimensional quantities coincide exactly.) Hence, we have demonstrated the anticipated duality for any choice of $`n`$: the near-extremal sector of charged, spherically symmetric black holes with the near-massless sector of JT theory.

## 4 One-Loop Considerations

In analogy to the $`n=2`$ analysis of Ref., it is also necessary to consider the implications (to first-perturbative order) of a quantum scalar field. First note that any consideration of a minimally coupled matter field in two dimensions follows trivially from the prior treatment.888This is because the lower-dimensional, reparametrized action (26) is formally identical for all $`n`$. However, it is still necessary to examine the repercussions of a matter field that has its origins in the higher-dimensional theory.

Let us thus consider a massless scalar field ($`f`$) that is minimally coupled with respect to the original $`n`$+2-dimensional Einstein-Maxwell model. The revised (total) action can now be written as:

$$I_{TOT}^{(n+2)}=I^{(n+2)}\frac{\mathrm{}}{16\pi l^n}d^{n+2}x\sqrt{g^{(n+2)}}(^{(n+2)}f)^2,$$
(35)
where $`I^{(n+2)}`$ is the classically defined action of Eq.(1). Again imposing the spherically symmetric ansatz of Eqs.(10,11) (along with $`f=f(t,x)`$), we obtain the following reduced formulation:

$$I_{TOT}=I\frac{\mathrm{}𝒱_n}{16\pi l^n}d^2x\sqrt{g}\varphi ^n(f)^2,$$
(36)
where $`I`$ is the reduced action of Eq.(12).

Following the exact same pattern of field reparametrization and expansion as previously described, we ultimately find that:

$$I_{TOT}=I_{JT}\frac{\mathrm{}(n1)𝒱_n}{2\pi n}d^2x\sqrt{\overline{g}}\stackrel{~}{\psi }(\overline{}f)^2,$$
(37)
where $`I_{JT}`$ is the JT action of Eq.(24) (or Eq.(26)), and we have explicitly shown the tilde and bar notation for the sake of clarity.

As was also found for the special case of $`n=2`$ , the dilaton-matter coupling is precisely that obtained in the dimensional reduction (from three to two dimensions) of a BTZ black hole; assuming minimal coupling in the higher-dimensional theory .999The unorthodox constant factor in front of the above matter action is irrelevant, as this can always be absorbed through a redefinition of $`f`$. This means that all of the outcomes of the prior ($`n=2`$) analysis will automatically persist for the generic-$`n`$ case and need not be repeated. Hence, we conclude that, by way of duality, an $`n`$+2-dimensional spherically symmetric, charged black hole can not reach a state of extremality and, moreover, can not even come arbitrarily close to an extremal state.

## 5 Conclusion

In summary, we have extended the results of a prior analysis  on the 4-dimensional Reissner-Nordstrom black hole to analogous black holes of arbitrary dimensionality. The outcomes, now applicable to any dimension, argue against the existence of a well-defined extremal limit. The basis of these arguments is that a consistent black hole solution requires a non-negative surface gravity . With this criteria, it can readily be verified  that an effective (2-dimensional) Jackiw-Teitelboim theory  must have a lower bound imposed on its black hole mass. By way of a duality (which we have clearly demonstrated), it follows that $`n`$+2-dimensional RN-like black holes will “freeze” at some finite temperature before ever reaching extremality.

It is interesting to note that the same treatment can be readily applied to a rotating BTZ model , with equivalent outcomes. This follows, almost trivially, by virtue of the known duality (between the near-extremal BTZ sector and JT theory ) and simplifications that are inherent to the BTZ analysis (primarily, the absence of a kinetic term in the higher-dimensional action). It is not yet clear, however, how more “exotic” black hole geometries may hold up; for instance, $`n`$+2-dimensional Reissner-Nordstrom-anti-de Sitter black holes. On the other hand, given the wide class of black holes exhibiting a near-extremal duality with AdS2 , we anticipate that similar outcomes are obtainable for many other black hole scenarios. We will defer this question to future studies.

## 6 Acknowledgments

The author would like to thank V.P. Frolov for helpful conversations.


text:
# Semiglobal Numerical Calculations of Asymptotically Minkowski Spacetimes

## Acknowledgements

The author thanks H. Friedrich, B. Schmidt and J. Winicour for helpful discussions, and P. Hübner and M. Weaver for letting him use their codes, explaining their results and providing general support in order to take over this project.


text:
# References

We consider the relation between the maximum entropy of a quantized surface and the area of this surface. To be definite, we start the investigation with the approach to the surface quantization based on loop quantum gravity (LQG) \[1-5\]. Here, a surface geometry is determined by a set of $`\nu `$ punctures on this surface. In general, each puncture is supplied by two integer or half-integer “angular momenta” $`j^u`$ and $`j^d`$:

$$j^u,j^d=0,1/2,1,3/2,\mathrm{}.$$
(1)
$`j^u`$ and $`j^d`$ are related to edges directed up and down the normal to the surface, respectively, and add up into an angular momentum $`j^{ud}`$:

$$𝐣^{ud}=𝐣^u+𝐣^d;|j^uj^d|j^{ud}j^u+j^d.$$
(2)
The area of a surface is

$$A=\alpha l_p^2\underset{i=1}{\overset{\nu }{}}\sqrt{2j_i^u(j_i^u+1)+2j_i^d(j_i^d+1)j_i^{ud}(j_i^{ud}+1)}.$$
(3)
A comment on the last formula is appropriate here. It is quite natural that the Planck length squared

$$l_p^2=\frac{G\mathrm{}}{c^3}$$
(4)
serves as the unit area. The generalized quantum number

$$N=\underset{i=1}{\overset{\nu }{}}\sqrt{2j_i^u(j_i^u+1)+2j_i^d(j_i^d+1)j_i^{ud}(j_i^{ud}+1)},$$
(5)
is on the order of $`j_i^u`$ and $`j_i^d`$. Then, for $`A`$ to be finite in the classical limit of a large sum of quantum numbers, the power of $`N`$ should be equal to that of $`\mathrm{}`$ in $`l_p^2`$. This argument, formulated in , is also quite natural. It can be checked easily by inspecting any expectation value nonvanishing in the classical limit in ordinary quantum mechanics. This is why just $`N`$, i. e. the sum of square roots, but not for instance the sum of $`j(j+1)`$ or of $`\sqrt[4]{j(j+1)}`$, should enter the expression for area.

As to the overall numerical factor $`\alpha `$ in (3), it cannot be determined without an additional physical input. This ambiguity originates from a free (so-called Immirzi) parameter  which corresponds to a family of inequivalent quantum theories, all of them being viable without such an input. One may hope that the value of this factor in (3) can be determined by studying the entropy of a black hole. This idea (mentioned previously in ) was investigated by one of us  for rather simplified models under the assumption that the entropy of an eternal black hole in equilibrium is maximum. This assumption goes back to , where it was used in a model of the quantum black hole as originating from dust collapse. In the present article we confine to the calculation of the maximum entropy of a surface with the area given by relation (3) (or some its generalization).

The entropy $`S`$ of a surface is defined as the logarithm of the number of states of this surface with fixed area $`A`$, i.e. fixed sum (5). Let $`\nu _i`$ be the number of punctures with a given set of momenta $`j_i^u`$, $`j_i^d`$, $`j_i^{ud}`$. The total number of punctures is

$$\nu =\underset{i}{}\nu _i.$$

To each puncture $`i`$ one ascribes a statistical weight $`g_i`$. Since $`𝐣_i^{ud}=𝐣_i^u+𝐣_i^d`$, this statistical weight equals, in the absence of new constraints, to the number of possible projections of $`𝐣_i^{ud}`$, i.e. $`g_i=2j_i^{ud}+1`$. Then the entropy is

$$S=\mathrm{ln}\left[\underset{i}{}\frac{(g_i)^{\nu _i}}{\nu _i!}\nu !\right]=\underset{i}{}\nu _i\mathrm{ln}g_i\underset{i}{}\mathrm{ln}\nu _i!+\mathrm{ln}\nu !.$$
(6)
The structure of expressions (3) and (6) is so different that naturally in a general case the entropy cannot be proportional to the area (see a more detailed discussion in ). However, as will be demonstrated now, this is the case for the maximum entropy in the classical limit.

By combinatorial reasons, it is natural to expect that the absolute maximum of entropy is reached when all values of quantum numbers $`j_i^{u,d,ud}`$ are present. This guess is confirmed as well by concrete calculations for some model cases (see ). We assume also that in the classical limit the typical values of puncture numbers $`\nu _i`$ is large. Then, with the Stirling formula for factorials, expression (6) transforms to

$$S=\underset{i}{}\left[\nu _i\mathrm{ln}(2j+1)\left(\nu _i+\frac{1}{2}\right)\mathrm{ln}\nu _i\right]+\left(\underset{i}{}\nu _i+\frac{1}{2}\right)\times \mathrm{ln}\left(\underset{i^{}}{}\nu _i^{}\right).$$
(7)
We have omitted here terms with $`\mathrm{ln}\sqrt{2\pi }`$, each of them being on the order of unity. The validity of this approximation, as well as of the Stirling formula by itself for this problem, will be discussed later.

We are looking for the extremum of expression (7) under the condition

$$N=\underset{i}{}\nu _ir_i=\mathrm{const},\mathrm{where}r_i=\sqrt{2j_i^u(j_i^u+1)+2j_i^d(j_i^d+1)j_i^{ud}(j_i^{ud}+1)}.$$
(8)
The problem reduces to the solution of the system of equations

$$\mathrm{ln}g_i\mathrm{ln}\nu _i+\mathrm{ln}\left(\underset{i^{}}{}\nu _i^{}\right)=\mu r_i,$$
(9)
or

$$\nu _i=g_ie^{\mu r_i}\underset{i^{}}{}\nu _i^{}.$$
(10)
Here $`\mu `$ is the Lagrange multiplier for the constraining relation (8). Summing expressions (10) over $`i`$, we arrive at the equation on $`\mu `$:

$$\underset{i}{}g_ie^{\mu r_i}=1.$$
(11)
On the other hand, when multiplying equation (9) by $`\nu _i`$ and summing over $`i`$, we arrive with the constraint (8) at the following result for the maximum entropy for a given value of $`N`$:

$$S_{\mathrm{max}}=\mu N.$$
(12)
Here the terms

$$\frac{1}{2}\underset{i}{}\mathrm{ln}\nu _i\text{and}\frac{1}{2}\mathrm{ln}\nu $$

in the expression (7) have been neglected. Below we will come back to the accuracy of this approximation.

Thus, it is the maximum entropy of a surface which is proportional in the classical limit to its area. This proportionality certainly takes place for a classical black hole. And this is a very strong argument in favour of the assumption that the black hole entropy is maximum.

It should be emphasized that relation (12) is true not only in LQG, but applies to a more general class of approaches to the quantization of surfaces. What is really necessary here, is as follows. The surface should consist of patches of different sorts, so that there are $`\nu _i`$ patches of each sort $`i`$, with a generalized effective quantum number $`r_i`$, and a statistical weight $`g_i`$. Then in the classical limit, the maximum entropy of a surface is proportional to its area.

As a simple example, let us consider the situation when the general formula (3) reduces to

$$A=\alpha l_p^2\underset{i=1}{\overset{\nu }{}}\sqrt{j_i(j_i+1)}=\alpha l_p^2\underset{j=1/2}{\overset{\mathrm{}}{}}\sqrt{j(j+1)}\nu _j.$$
(13)
Previously , the entropy was found in this case under the assumption of the fixed sum of quantum numbers

$$n=\underset{j=1/2}{\overset{\mathrm{}}{}}j\nu _j.$$

Now we will solve this problem for fixed

$$N=\underset{j=1/2}{\overset{\mathrm{}}{}}\sqrt{j(j+1)}\nu _j.$$
(14)
Here the statistical weight of a puncture with the quantum number $`j`$ is $`g_j=2j+1`$, and equation (11) can be rewritten as

$$\underset{p=1}{\overset{\mathrm{}}{}}(p+1)z^{\sqrt{p(p+1)}}=1,p=2j,z=e^{\mu /2}.$$
(15)
Its solution is

$$z=0.423,\text{or}\mu =2\mathrm{ln}z=1.722.$$
(16)
Thus, here the maximum entropy is

$$S_{\mathrm{max}}=1.722N=2.515\nu .$$
(17)
The mean value of the angular momentum is

$$<j>=\frac{1}{\nu }\underset{j=1/2}{\overset{\mathrm{}}{}}j\nu _j=1.059.$$
(18)
In a sense, the simplest choice for the quantum numbers $`j_i`$ in this model is to put all of them equal to $`1/2`$. Then $`\nu _j=\nu \delta _{j,1/2}`$, and

$$S=\mathrm{ln}2\nu ,\text{or}S=\frac{2\mathrm{ln}2}{\sqrt{3}}N.$$
(19)
In fact, this is the value of the black hole entropy derived previously in  within a Chern-Simons field theory; the typical value of $`j_i`$ obtained therein is also $`1/2`$.

One more example is as follows. Here at each puncture we have $`j_i^u=j_i^d=j_i,j_i^{ud}=0`$. In this case

$$N=2\underset{j=1/2}{\overset{\mathrm{}}{}}\sqrt{j(j+1)}\nu _j,$$
(20)
and $`g_j=1`$. Then the equation for $`z=\mathrm{exp}(\mu /2)`$ is

$$\underset{p=1}{\overset{\mathrm{}}{}}z^{\sqrt{p(p+1)}}=1,$$
(21)
with the solution

$$z=0.602,\text{or}\mu =2\mathrm{ln}z=0.508.$$
(22)
Thus obtained maximum entropy and the mean angular momentum are

$$S_{\mathrm{max}}=0.508N=1.655\nu ,$$
(23)
$$<j>=1.224.$$
(24)
Let us consider at last the general case, with $`N`$ given by formula (5), $`g_i=2j_i^{ud}+1`$, and with all values of $`j_i^u`$, $`j_i^d`$, $`j_i^{ud}`$ allowed. In this case the solution of equation (11) is

$$z=0.202,$$
(25)
and the maximum entropy equals

$$S_{\mathrm{max}}=3.120N=4.836\nu .$$
(26)
The mean values of quantum numbers are

$$<j^u>=<j^d>=1.072,<j^{ud}>=2.129.$$
(27)
It should be emphasized that in this way one always arrives at the quantization rule for the black hole entropy (and area) effectively with integer quantum numbers $`\nu `$, as proposed in the pioneering article  (see also ).

Let us discuss now the accuracy of our result for the maximum entropy. To make our arguments more concrete and clear, we will consider the second of the above models, with $`N`$ given by formula (21), and results described by (22)-(24). However, one can readily check that the estimates obtained here are valid qualitatively both for the first model described by formulae (14)-(18), and for the third, most general case. With $`<j>1`$, the number of punctures $`\nu `$ is on the same order of magnitude as $`N`$. Thus, in the classical limit, $`\nu N1`$. Now, according to relation (10), with $`z<\mathrm{\hspace{0.17em}1}`$, the numbers $`\nu _j`$ satisfy the condition $`\nu _j>1`$ as long as the quantum numbers $`j`$ are bounded as follows:

$$j<J\mathrm{ln}N.$$
(28)
Clearly, the typical values of those $`\nu _j`$ which give essential contributions to $`N`$ are large, and the Stirling approximation for $`S`$ is fully legitimate.

On the other hand, the number of terms in the sums over $`j`$ in the expressions of the type (7) is effectively bounded by inequality (28). Thus, the contribution of the terms with $`\mathrm{ln}\sqrt{2\pi }`$, omitted in (7), as well as of the term

$$\frac{1}{2}\mathrm{ln}\nu $$

retained in (7), but neglected in the final expression (12), is on the order of $`\mathrm{ln}N`$ only. The leading correction to our result (12) originates from the term

$$\frac{1}{2}\underset{i}{}\mathrm{ln}\nu _i,$$

and constitutes $`\mathrm{ln}^2N`$ in order of magnitude. By the way, this leading correction is different from that for the model considered in , where this correction is on the order of $`\mathrm{ln}N`$.

In conclusion, let us mention the attempts made in  to calculate the surface entropy in LQG. In those papers the distribution of the angular momenta $`j`$ over the edges is not discussed at all. We cannot understand how one could find the surface entropy without such information.

\***

We are grateful to G.G. Kirilin for the interest to the work and useful discussions. The investigation was supported in part by the Russian Foundation for Basic Research through Grant No. 01-02-16898, through Grant No. 00-15-96811 for Leading Scientific Schools, by the Ministry of Education Grant No. E00-3.3-148, and by the Federal Program Integration-2001.


text:
# Chandra Observations of Pulsar B1509–58 and Supernova Remnant G320.4–1.2

## 1. Introduction

The supernova remnant (SNR) G320.4–1.2 (MSH 15–52) has unusual radio and X-ray properties. At radio wavelengths (Figure 1), its morphology is dominated by two distinct limbs of radio emission. Superimposed on the northern limb is a bright core of emission, coincident with the H$`\alpha `$ nebula RCW 89. The distinctly non-circular appearance of this source has been attributed to expansion into an elongated cavity, a claim supported by recent H i observations of this region (Dubner et al. 2002). H i absorption towards the SNR demonstrates it to be at a distance of 5 kpc (Gaensler et al. 1999).

At X-ray energies (Figure 1), the system is dominated by a bright central point source. This corresponds to the pulsar B1509–58, which has also been detected at radio wavelengths and in $`\gamma `$-rays. PSR B1509–58 is one of the youngest and most energetic pulsars known: it has a spin-period $`P=151`$ ms, a magnetic field $`B=1.5\times 10^{13}`$ G, a spin-down luminosity $`\dot{E}=1.8\times 10^{37}`$ erg s-1 and a characteristic age $`\tau =1700`$ yr. Surrounding the pulsar is an elongated non-thermal nebula, presumed to be the pulsar wind nebula (PWN) powered by the pulsar’s spin-down; no radio counterpart to this PWN has been identified. To the north of PSR B1509–58 is a source of thermal X-rays, coincident with the bright radio and optical emission from RCW 89 (Trussoni et al. 1996; Tamura et al. 1996).

Existing observations have raised a number of issues regarding this pulsar and its interaction with its environment. Firstly, the elongated morphology of the PWN suggests that its morphology is dominated by a collimated outflow directed along the pulsar spin-axis, which possibly collides with and is interacting with the RCW 89 region (Manchester & Durdin 1983; Tamura et al. 1996; Brazier & Becker 1997; Gaensler et al. 1999). Greiveldinger et al. (1995) have claimed that there is a compact disc of nebular emission immediately surrounding the pulsar, while Brazier & Becker (1997) rather propose a “cross”-shaped morphology in this region, which they interpret as an equatorial torus and polar jets, seen edge-on.

Clearly our understanding of this complicated source can benefit from observations at higher angular resolution. We have consequently carried out observations of PSR B1509–58 and its surroundings with the Chandra X-ray Observatory. We summarize these results below; these data are discussed in more detail by Gaensler et al. (2002).

## 2. X-ray Observations

### 2.1. Imaging

PSR B1509–58 was observed with the ACIS-I detector on Chandra on 2000 Aug 14, with an effective exposure time of 19 ks. The resulting image is shown in the left panel of Figure 2. A number of features can be seen in this image: the pulsar itself (marked as A), a ring of X-ray clumps coincident with RCW 89 (B), a diffuse elongated PWN surrounding the pulsar (C), a “jet” feature lying along the PWN’s main axis (D), a possible counterpart to the “jet” seen as a region of reduced emission (E), and an arc just to the north of the pulsar which is bisected by the main nebular axis (F).

The right panel of Figure 2 shows the region immediately surrounding the pulsar at the full resolution of the data. This Figure shows an inner arc sitting inside feature F (marked as 1), and several knots close to the pulsar (2, 3, 4, 5).

### 2.2. Spectroscopy

We have extracted over 50 000 counts from the diffuse PWN (feature C in Figure 2); these data show no spectral features. Fitting them with a power law, we find an absorbing column $`N_H=(9.5\pm 0.3)\times 10^{21}`$ cm-2 and a photon index $`\mathrm{\Gamma }=2.05\pm 0.04`$, in good agreement with previous results. The brighter features superimposed on this diffuse emission all have distinctly harder spectra: the “jet” (feature D), outer arc (F) and inner arc (1) all have $`\mathrm{\Gamma }1.61.7`$, while the innermost knots (2–5) all have $`\mathrm{\Gamma }1.31.6`$.

The spectrum of the RCW 89 region shows several clear emission lines, confirming its interpretation as a thermal source distinct from the other components of the system (e.g. Tamura et al. 1996). Preliminary analysis of these data shows that the emission can be approximately fit by a non-equilibrium ionization model with variable abundances.

## 3. Discussion

### 3.1. Radio/X-ray Comparison

As shown in Figure 3, diffuse radio emission seen in the vicinity of the pulsar closely matches the extent of the diffuse X-ray PWN (feature C in Figure 2). It thus seems clear that this radio emission is the long-sought radio PWN. An elongated region of reduced radio emission can be seen to the south of the pulsar, corresponding closely to the morphology of the X-ray “jet” (feature D). This argues that this is a physically distinct structure within the nebula, and does not simply result from variations in brightness.

### 3.2. The Diffuse Nebula

The X-ray emission surrounding B1509–58 shows a clear symmetry axis, oriented at a position angle $`150^{}\pm 5^{}`$ (N through E), and manifested on all spatial scales between $`10^{\prime \prime }=0.2`$ pc and $`10^{}=15`$ pc. Such alignment can only be enforced by the central pulsar. We think it likely that this axis represents the spin-axis of the pulsar, as has also been argued for the Crab and Vela pulsars (Hester et al. 1995; Helfand, Gotthelf & Halpern 2001).

A variety of different arguments imply that the magnetic field in the PWN is approximately 8 $`\mu `$G (see Gaensler et al. 2002 for details). This is an order of magnitude weaker than in the Crab Nebula, and implies a spectral break due to synchrotron cooling just below the X-ray band. This low magnetic field is most likely a result of the low density of the medium into which the PWN has expanded (Bhattacharya 1990). It is unlikely the pulsar is much older than $`\tau `$ (e.g. Gvaramadze, these proceedings), as this would require an even lower nebular field strength, not consistent with other estimates.

### 3.3. Outflow and Orientation

Feature D has a distinctly harder synchrotron spectrum than the surrounding PWN. If the injected electron spectrum in the two regions is the same and the spectral difference between them is due to synchrotron cooling, it can be shown that the flow velocity in feature D must be $`>0.2c`$ (Gaensler et al. 2002). Thus this source corresponds to a true jet, which we have calculated carries away $`>0.5\%`$ of $`\dot{E}`$. This jet is directed along the pulsar spin-axis, and appears to be a much larger and more spectacular version of similar features seen for the Crab and Vela PWNe (Hester et al. 1995; Helfand et al. 2001).

While no direct counterpart to this outflow can be seen to the north of the pulsar, the collimated nature of feature E suggests that we are seeing a cylindrical sheath of emission around an unseen counter-jet. This lack of direct emission can be simply explained by Doppler boosting, provided the jet axis is inclined by $`\zeta <30^{}`$ to the line-of-sight. This is contrary to the edge-on morphology, $`\zeta 70^{}`$, argued by Brazier & Becker (1997) from lower-resolution data.

### 3.4. Arcs and Inner Structure

Feature F is distinctly one-sided, and so can potentially be interpreted as a bow-shock driven by the pulsar. However, this feature is embedded within a much larger PWN, in which the pulsar’s velocity cannot be supersonic.

We thus prefer to interpret this arc as a toroidal structure, lying in a plane perpendicular to the main symmetry axis. In this case, the projected morphology of the arc implies $`\zeta <30^{}`$, consistent with the estimate made above from Doppler boosting of the jet.

Considered together, the inner and outer arcs (features 1 and F respectively) resemble the inner ring and outer torus seen in Chandra images of the Crab Nebula (Weisskopf et al. 2000; Mori, these proceedings). There are two characteristic time-scales associated with such structures: the time-scale for radiative losses via synchrotron emission, and the flow time from the pulsar. In the torus of the Crab Nebula, these times are comparable. However, for PSR B1509–58 the radiative time-scale is $`30`$ times longer than the flow time due to the lower nebular magnetic field. Thus the arcs seen here must be dynamical, not radiative, features in the PWN. We show elsewhere that they can be interpreted as “wisps” as seen in the Crab Nebula, resulting from ion compression in a particle-dominated flow (Arons, these proceedings; Gaensler et al. 2002). In this case, we might expect outward motion of these features as is seen for the Crab. The expected proper motion would be a few arcsec per year, easily detectable with Chandra.

An interpretation for the knots close to the pulsar (features 2–5) is less clear. These knots may be emission from the unshocked pulsar wind, analogous to “knot 1” and “knot 2” seen with HST close to the Crab pulsar (Hester et al. 1995).

## 4. Conclusion and Questions

These Chandra data have provided a wealth of new information on PSR B1509–58 and its interaction with its environment. We have confirmed the presence of a collimated flow directed along the pulsar spin-axis, and have argued that the flow is relativistic and is inclined at $`<30^{}`$ to our line-of-sight. We have interpreted two arcs of emission seen close to the pulsar as dynamical features in an equatorial flow, and have identified several knots at separations $`<0.5`$ pc from the pulsar.

Many issues still need to be investigated. Do the arcs and knots show motion and/or variability? Do any of these features have counterparts at other wavelengths? What is the nature of RCW 89 and its thermal clumps? While these questions still remain, it is clear that PSR B1509–58 provides a new opportunity to probe the detailed structure of a pulsar wind.

#### Acknowledgments.

This work was supported by NASA through SAO grant GO0-1134X, Hubble Fellowship grant HST-HF-01107.01-A (B.M.G.), contracts NAS8-37716 and NAS8-38252 (M.J.P.), and LTSA grant NAG5-8063 (V.M.K.).

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