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# The Multiple Stellar Populations in 𝜔 Centauri

## 1. The Discovery of the RGB-a

The first surprising result that we got in the study of $`\omega `$ Cen came from the wide field photometry that we performed in 1999 at the 2.2 m ESO-MPI telescope (La Silla, Chile), equipped with the WFI (Wide Field Imager) mosaic camera.

Figure 1 shows the $`(B,BI)`$ CMDs for each of the 8 WFI chips separately. The cluster is roughly centered on chip #2. More than 230,000 stars have been plotted: to our knowledge, this is the largest stellar sample ever observed in $`\omega `$ Cen. The most striking feature of this CMD is the existence of a complex structure in the brighter part of the Red Giant Branch (RGB): at least two main components are visible. Particularly notable is the presence of a narrow sequence (see also Lee et al. 1999), significantly redder and more bent than the bulk of the “main” RGB stars, which we call the anomalous RGB (hereafter RGB-a). Note that the RGB-a is visible only in the CMD from chip #2 (where the cluster center is located) and to a much lesser extent in the nearby chip #1 and possibly chip #3.

The morphology of the RGB-a and its position in the CMD strongly suggest that it is populated by stars much more metal rich than the $`\omega `$ Cen bulk population. In order to get a first indication about the metal content of the RGB-a stars, we have combined our catalog with the extensive low resolution spectroscopic survey carried on by Norris et al. (1996), based on the infrared calcium triplet indicator: Figure 2 shows the metallicity distribution of the red giants in $`\omega `$ Cen, obtained by using the distance of each star from the mean ridge line of the dominant, metal poor population as a sort of metallicity indicator (Figure 2, Panel (b)). We can thus identify three different RGB components, or sub-populations:

* RGB-MP: the dominant, metal poor population, with \[Ca/H\]$`1.4`$, which drives the average metallicity of the whole cluster.
* RGB-MInt: the intermediate metallicity population, with \[Ca/H\]$`1.0`$ and a long extended tail reaching up to \[Ca/H\]$`0.5`$.
* RGB-a: the anomalous, newly discovered population, with \[Ca/H\]$`0.1`$, which represents the extreme metallicity end of the cluster distribution, and comprises $`5\%`$ of the whole RGB population.

Thus, we have photometrically isolated a distinct sub-population, the RGB-a, whose sharp and clear-cut shape in our CMD allows us to select a representative sample of stars for high-resolution spectroscopic follow up, in order to obtain their detailed abundance pattern.

## 2. The UVES Spectroscopic Campaign

The discovery of the RGB-a poses a number of questions that need to be answered, in the light of what we already know about the chemical and dynamical properties of the RGB stars in $`\omega `$ Cen, to put this new stellar population in the context of the star formation and/or merging history of the whole cluster.

In order to completely characterize the chemical properties of the RGB-a stars, we need to obtain high resolution, high signal-to-noise spectra for a sufficient number of stars. The ideal tool is UVES (UV-Visual Echelle Spectrograph) mounted on the VLT (Very Large Telescope) at Paranal, in Chile. With this instrument we can obtain a resolution of $`R`$45000, comparable to the latest studies (like Smith et al. 2000), and we can easily and fastly achieve S/N$``$100–150.

Our observing programme was split in two different observing runs: a pilot study on six RGB stars, that was carried out in june 2000 (Run A) and a more extensive survey of 23 additional stars, that was successfully carried out in april–may 2001 (Run B). The main goals of this project are the following: (a) to sample adequately the whole extension of the RGB-a and (b) to observe a few RGB-MP and RGB-MInt stars in common with previous high resolution studies, both to have a feeling for the soundness of our results and, lately, to merge all the existing databases in a homogeneous way. Figure 4 shows the position of the programme stars along the RGB.

In the following sections I will briefly describe the method used and report on some preliminary results for the six stars of the pilot survey, while the complete analysis of the whole sample (29 stars in total) is still under way.

## 3. Observational Material

We selected our programme stars for Run A among the metal-richest stars in $`\omega `$ Cen (see Table 1). Three of them, stars ROA 300, WFI 222068 and WFI 222679, belong to the anomalous RGB-a, while the other three belong to the intermediate metallicity population, the RGB-MInt.

None of the six stars has been observed before with high-resolution spectroscopy ($`R20000`$), except for the RGB-MInt star ROA 371 (see Table 2), that has been studied by Paltoglou & Norris (1989), Brown et al. (1991), Vanture et al. (1994) and Norris & Da Costa (1995), and for this reason is the ideal comparison object. ROA 371 has always been considered to be a peculiar star, showing strong BaII and SrII lines (Dickens & Bell 1976), and a mild variability (Cannon & Stobie 1973).

## 4. Abundance Analysis

Run A was successfully completed in june 2000, by obtaining high-resolution ($`R45000`$) echelle spectra with S/N ranging from $`100`$ to $`150`$ (an example of the quality of these spectra is displayed in Figure 3). The monodimensional spectra were extracted using the UVES ESO pipeline, then continuum normalized and corrected for telluric absorption with IRAF111IRAF is distributed by the National Optical Astonomy Observatories, which is operated by the association of Universities for Research in Astronomy, Inc., under contract with the National Science Foundation.. All of the six stars turned out to be members of $`\omega `$ Cen on the basis of the radial velocity derived from our spectra.

A first estimate of the $`T_{eff}`$ and $`\mathrm{log}g`$ has been derived from absolute magnitudes and dereddened colors of our programme stars (see Table 1), obtained from Pancino et al. (2000), by assuming $`E(BV)=0.12`$ and $`(mM)_V=13.92`$, according to Harris (1996) and by using the temperature scale calibration and bolometric corrections from Alonso et al. (1999).

The abundance analysis was done on a set of reliable and unblended spectral absorpion lines that span a range in strength, excitation potential and wavelength. The results presented here are based on 94 FeI lines, 10 FeII lines, 17 CaI lines and 10 SiI lines in the wavelength range $`53006800`$Å. The atomic data and $`\mathrm{log}gf`$ are taken from the available literature among the most recent laboratory measures: we used mainly the NIST222NIST (National Institute of Standards and Technology) Atomic Spectra Database, Version 2.0 (March 22, 1999), http://physics.nist.gov/cgi-bin/AtData/main\_asd. database and Nave et al. (1994) for iron. Equivalent widths were measured with IRAF, by gaussian fitting of the line profile on the local continuum. The gaussian profile is a good approximation for these low-gravity, cool stars, if one avoids strong lines. For the coolest stars we chose not to measure any atomic line inside the prominent TiO bands.

The abundance calculations were made using an extension of the OSMARCS grid of flux-constant, plane parallel, LTE model atmospheres for M giants and supergiants calculated by Plez (1992), in the \[Fe/H\]$`=1.0`$ to $`0.3dex`$ range (Plez 1995, private communication). First estimates of the microturbulent velocity $`v_t`$ (and of \[Fe/H\]) were derived from curves of growth for FeI and FeII.

We then refined our parameters set by enforcing simultaneously the following conditions: (a) $`v_t`$ was determined by imposing that strong and weak FeI lines give the same abundance; (b) the temperature was constrained by imposing excitation equilibrium for FeI; (c) the surface gravity was determined by imposing ionization equilibrium between FeI and FeII. The resulting best parameters for the six programme stars are shown in Table 1: temperatures and gravities resulting from our analysis are close to the photometric values, and we will adopt them for the rest of our treatment.

The results we obtained can be directly compared with previous studies, since star ROA 371 has been observed before by four different groups, with the results reported in Table 2. The stellar parameters of the different studies are in good agreement with each other, and the \[Fe/H\] abundance determinations are consistent within the uncertainties.

Moreover, we observed star ROA 300 with low and intermediate resolution spectroscopy in the infrared wavelength range with SOFI (see the contribution by Ferraro, Pancino & Bellazzini, this volume) and we obtained a preliminary abundance of \[Fe/H\]$``$-0.9, again in good agreement, within the uncertainties, with the value obtained from the UVES spectra.

## 5. Preliminary Results

The values listed in Table 1 are the first direct estimate of the chemical abundance for stars belonging to the RGB-a population ever obtained using high-resolution spectroscopy. By taking a straight average for the three RGB-a stars we find: \[Fe/H\]=$`0.60\pm 0.16`$ and \[Ca/H\]=$`0.50\pm 0.17`$. This result confirms the conclusion by Pancino et al. (2000) that the RGB-a is the extreme metal rich component of the $`\omega `$ Cen stellar mix. It is interesting to note that the abundances obtained here are lower than previous estimates based on calcium triplet measures (see above). However, it should be noted that calcium triplet calibrations are usually quite uncertain at the high metallicity end: Norris et al. (1996) explicitly warned the reader on the fact that their metal-rich stars results are based on an extrapolation of their calibration and should thus be treated with caution.

However, the most interesting result that we got from the analysis of the six spectra presented here is the different $`\alpha `$-enhancement measured for the two sub-populations. We found \[Ca/Fe\]=$`+0.28\pm 0.02`$ and \[Si/Fe\]=$`+0.28\pm 0.02`$ for the three RGB-MInt stars, in perfect agreement with the expected $`\alpha `$-enhancement for globular cluster stars, and only \[Ca/Fe\]=$`+0.10\pm 0.05`$ and \[Si/Fe\]=$`+0.12\pm 0.05`$ for the three RGB-a stars in our sample. This is the first evidence that stars with significant low $`\alpha `$enhancement do exist in $`\omega `$ Cen. Note that both Norris et al. (1996) and Smith et al. (2000), who analyzed red giants in $`\omega `$ Cen with metallicities up to \[Fe/H\]$`=0.78`$ and \[Fe/H\]$`=0.95`$ respectively, found no evidence of decreasing Calcium (or any other $`\alpha `$-element) enhancement with increasing metallicity.

The effect is also illustrated in Figure 5, where their studies (empty symbols) are compared with our results (filled symbols). Figure 5 clearly shows the tendency of decreasing \[Ca/Fe\] and \[Si/Fe\] with increasing metallicity for the 6 stars presented here. The solid line marks the Galactic \[$`\alpha `$/Fe\] relation as can be desumed from Edvardsson et al. (1993) and Gratton (1999).

If the result shown in Figure 5 is confirmed by larger samples of metal rich stars, we have found the first indication that the medium from which the RGB-a stars have formed has been previously enriched by type Ia Supernovae ejecta.

## 6. Implications for the formation scenarios in $`\omega `$ Cen

A detailed discussion of the chemical evolution of $`\omega `$ Cen is beyond the purpose of this contribution, however some obvious implications of the results presented above deserve a short comment. How do the new results presented here on the RGB-a population compare with the most widely accepted scenarios for the formation of $`\omega `$ Cen?

There are two main scenarios that have been proposed to explain the variety of stellar populations observed in $`\omega `$ Cen, both based upon non-negligible observational evidences: Case a) the most popular scenario proposes that $`\omega `$ Cen is a complex stellar system (possibly a dwarf galaxy, or the remnant of a formerly larger galaxy; see Freeman 1993) that was able to self-enrich during its star formation history; Case b) it has also been suggested (Icke & Alcaino 1988; Norris et al. 1997; Pancino et al. 2000) that some of the present stellar components of the cluster may have formerly belonged to an external, smaller stellar system that merged with the main body of $`\omega `$ Cen. Let’s discuss the two separately.

Case a) Previous abundance studies on the RGB-MP and RGB-MInt stars in $`\omega `$ Cen, like the ones by Norris et al (1995) and Smith et al. (2000), show that: (i) the $`\alpha `$ enhancement is constant (\[$`\alpha `$/Fe\]$``$+0.3) with metallicity, implying that part of the SNe II ejecta have been retained by the cluster; (ii) there is no evidence for a contribution from SNe Ia for any of the stars studied so far (\[Fe/H\]$`<`$-0.8) and (iii) the overabundance of $`s`$-process elements is increasing with metallicity, probably because the rich (and presumably younger stars) have been enriched by the slow winds of AGB intermediate mass stars.

While the \[$`\alpha `$/Fe\] overabundance indicates that a major interstellar medium enrichment by type II supernovae took place over a relative short timescale ($``$ 1 Gyr), the $`s`$-process element overabundance indicates that the enrichment by AGB stars took place over timescales ranging from a few hundred million and a few billion years, depending on their actual progenitor mass.

Moreover, the metal poor and intermediate populations show no sign of enrichment by type Ia supernovae ejecta. This could be explained both with a star formation process short enough to end before the onset of type Ia supernovae, or, in case of longer star formation timescales, by assuming that type Ia supernovae winds efficiently removed most of their own products (Smith et al. 2000).

Hence, if we assume that indeed the detailed chemical composition of all of the giants in $`\omega `$ Cen can be explained by pure self-enrichment, then the evidence we presented above tells us that the most metal rich (and thus somewhat younger) population of $`\omega `$ Cen has been enriched by supernovae type Ia ejecta. In this scenario we have detected the “knee” of the \[$`\alpha `$/Fe\] relation, a very valuable constraint to the chemical evolution of the whole stellar system (McWilliam 1997). The canonical interpretation of this feature in the \[$`\alpha `$/Fe\] relation is that all the stars poorer than the knee should have formed in a relatively short timescale of the order of $``$1 Gyr. However, these timescales are still uncertain, see for example Matteucci & Recchi (2001) for a review of the sensitivity of the SNIa enrichement timescale on initial mass function and star formation rate.

Thus, within the framework of pure self-enrichment chemical evolution, our finding would also imply some age spread ($``$few Gyr) between the RGB-a population and the previous, more metal poor ones. An age spread of $`35Gyr`$ seems infact needed to explain the morphology of the SGB-TO region of recent Strömgren photometries like the ones by Hughes & Wallerstein (2000) or Hilker & Richtler (2000). However, a clear answer to the relative ages problem can only come from high-resolution spectroscopic studies of stars in the SGB-TO of $`\omega `$ Cen, that can break the age-metallicity degeneracy.

Case b) The merging hypothesis for the formation of $`\omega `$ Cen was put forward by Icke & Alcaino (1988), to explain both the ellipticity and the metallicity spread observed. Admittely, the collected observational evidence make the merger of two ordinary globular cluster in the potential well of the Milky Way unlikely. For istance, accordingly with Smith et al. (2000) the merging of two or more single metallicity clusters scenario cannot account for the broad distribution of the RGB. However, evidence of correlation between the metallicity and the dynamical properties (Norris et al. 1997) or the spatial distribution (Pancino et al. 2000) are still difficult to explain in the pure self-enrichment scenario.

Thus, the possibility still exists that at least the RGB-a stellar population was originally a satellite system of $`\omega `$ Cen. Within this framework the most promising scenarios seems to be the so-called merger within a fragment (Norris et al. 1997), in which the RGB-a stellar population was originally a satellite gas cloud in the potential well of the larger $`\omega `$ Cen galaxy. The results presented here add the evidence that this cloud was also previously enriched by the ejecta of type Ia supernovae.

## 7. Conclusions and Future Prospects

The results presented here represent a first step towards the understanding of the star formation history of $`\omega `$ Cen. A comprehensive scenario of course requires a much more extensive sample of stars, together with accurate measures of the relative ages and detailed abundance patterns of stars near the Turn-off and Sub Giant Branch regions of the CMD. We are already planning to extend our study in this direction within the framework of the global project presented by Ferraro, Pancino & Bellazzini, in this volume.

## References

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Woolley, R., 1966, Royal Obs. Ann. London, No 2


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# Volatile Decision Dynamics: Experiments, Stochastic Description,Intermittency Control, and Traffic Optimization

## 1 Introduction

Optimal route guidance strategies in overloaded traffic networks, for example, require reliable traffic forecasts (see Fig. 1). These are extremely challenging for two reasons: First of all, traffic dynamics is very complex. However, after more than 50 years of traffic research, physicists have recently gained at least a semi-quantitative understanding of it based on the concept of self-driven, non-linearly interacting many-particle systems . The second and more serious problem is the invalidation of forecasts by the driver reactions to route choice recommendations. Nevertheless, some keen scientists hope to solve this long-standing problem by means of an iteration scheme : If the driver reaction was known from experiments , the resulting traffic situation could be calculated, yielding improved route choice recommendations, etc. Given this iteration scheme converges, it would facilitate optimal recommendations and reliable traffic forecasts anticipating the driver reactions. Based on empirically determined transition and compliance probabilities, we will develop a new procedure in the following, which would even allow us to reach the optimal traffic distribution in one single step and in harmony with the forecast.

The solution of this difficult and practically relevant problem requires several concepts and methods from physics. First of all, we will identify the essential role and reason of intermittency in scenarios with repeated decisions (see Sec. 3). Second, we will derive a non-linear feedback mechanism for intermittency control (see Sec. 4). In addition, we will develop a stochastic description of the decision behavior (see Sec. 5) and evaluate the corresponding transition and compliance probabilities including their time-dependence (see Sec. 4).

## 2 Experimental setup and previous results

To determine the route choice behavior, Schreckenberg, Selten et al.  have recently carried out a decision experiment  (see Fig. 2). $`N`$ test persons had to repeatedly decide between two alternatives $`1`$ and $`2`$ (the routes) and should try to maximize their resulting payoffs (describing something like the speeds or inverse travel times). To reflect the competition for a limited resource (the road capacity), the received payoffs

$$P_1(n_1)=P_1^0P_1^1n_1\text{and}P_2(n_2)=P_2^0P_2^1n_2$$
(1)
went down with the numbers of test persons $`n_1`$ and $`n_2=Nn_1`$ deciding for alternatives 1 and 2, respectively. The user equilibrium corresponding to equal payoffs for both alternative decisions is found for a fraction

$$f_1^{\mathrm{eq}}=\frac{n_1}{N}=\frac{P_2^1}{P_1^1+P_2^1}+\frac{1}{N}\frac{P_1^0P_2^0}{P_1^1+P_2^1}$$
(2)
of persons choosing alternative 1. The system optimum corresponds to the maximum of the total payoff $`n_1P_1(n_1)+n_2P_2(n_2)`$, which lies by an amount of

$$\frac{1}{2N}\frac{P_1^0P_2^0}{P_1^1+P_2^1}$$
(3)
below the user optimum. Therefore, only experiments with a few players allow to find out, whether the test persons adapt to the user or the system optimum. Small groups are also more suitable for the experimental investigation of the fluctuations in the system and of the long-term adaptation behavior. Schreckenberg, Selten et al. found that, on average, the test groups adapted relatively well to the user equilibrium. However, although it appears reasonable to stick to the same decision once the equilibrium is reached, the standard deviation stayed at a finite level. This was not only observed in “treatment” 1, where all players knew only their own (previously experienced) payoff, but also in treatment 2, where the payoffs $`P_1(n_1)`$ and $`P_2(n_2)`$ for both, 1- and 2-decisions, were transmitted to all players (analogous to radio news). Nevertheless, treatment 2 could decrease the changing rate and increase the average payoffs. For details regarding the statistical analysis see Ref. .

To explain the mysterious persistence in the changing behavior and explore possibilities to suppress it, we have repeated these experiments with more iterations and tested additional treatments. In the beginning, all treatments were consecutively applied to the same players in order to determine the response to different kinds of information (see Fig. 3). Afterwards, single treatments and variants of them have been repeatedly tested with different players to check our conclusions. Apart from this, we have generalized the experimental setup in the sense that it was not anymore restricted to route choice decisions: The test persons did not have any idea of the payoff functions in the beginning, but had to develop their own hypothesis about them. In particular, the players did not know that the payoff decreased with the number of persons deciding for the same alternative.

In treatment 3, every test person was informed about the own payoff $`P_1(n_1)`$ \[or $`P_2(n_2)`$\] and the potential payoff

$$P_2(Nn_1+ϵN)=P_2(n_2)ϵNP_2^1$$
(4)
\[or $`P_1(Nn_2+ϵN)=P_1(n_1)ϵNP_1^1`$\] he or she would have obtained, if a fraction $`ϵ`$ of persons had additionally chosen the other alternative (here: $`ϵ=1/N=1/9`$). Treatments 4 and 5 were variants of treatment 3, but some payoff parameters were changed in time to simulate varying environmental conditions. In treatment 5, each player additionally received an individual recommendation which alternative to choose.

The higher changing rate in treatment 1 compared to treatment 2 can be understood as effect of an exploration rate $`\nu _1`$ required to find out which alternative performs better. It is also plausible that treatment 3 could further reduce the changing rate: In the user equilibrium with $`P_1(n_1)=P_2(n_2)`$, every player knew that he or she would not get the same, but a reduced payoff, if he or she would change the decision. That explains why the new treatment 3 could reach a great adaptation performance, reflected by a very low standard deviation and almost optimal average payoffs. The behavioral changes induced by the treatments were not only observed on average, but for every single individual (see Fig. 4). Moreover, even the smallest individual cumulative payoff exceeded the highest one in treatment 1. Therefore, treatment 3’s way of information presentation is much superior to the ones used today.

## 3 Explaining the volatile decision dynamics

In this section, we will investigate why players changed their decision in the user equilibrium at all. The reason for the pertaining changing behavior can be revealed by a more detailed analysis of the individual decisions in treatment 3. Figure 5 shows some kind of intermittent behavior, i.e. quiescent periods without changes, followed by turbulent periods with many changes. This is reminiscent of volatility clustering in stock market indices , where individuals also react to aggregate information reflecting all decisions (the trading transactions). Single players seem to change their decision to reach above-average payoffs. In fact, although the cumulative individual payoff is anticorrelated with the average changing rate, some players receive higher

payoffs with larger changing rates than others. They profit from the overreaction in the system. Once the system is out of equilibrium, all players respond in one way or another. Typically, there are too many decision changes (see Figs. 5 and 6). The corresponding overcompensation, which had also been predicted by computer simulations , gives rise to “turbulent” periods.

We should, however, note that the calm periods without decision changes tend to become longer in the course of time. That is, after a very long time period the individuals learn not to change their behavior when the user equilibrium is reached. This is not only found in Fig. 5, but also visible in Fig. 3c after about 800 iterations. In larger systems (with more participants) this transient period would take even longer, so that this stabilization effect cannot be observed in experiments with less iterations or more test persons.

Finally, we should stress that other interpretations of the rather persistent decision changes have been ruled out, for example, an unstable user equilibrium or a competition between the user optimum and the system optimum. High changing rates also occur if the user and system equilibrium agree, and if the payoff functions $`P_1(n_1)`$ and $`P_2(n_2)`$ are the same (i.e. $`f_1^{\mathrm{eq}}=1/2`$).

## 4 Decision and intermittency control by non-linear feedback based on guidance strategies

To avoid overreaction, in treatment 5 we have recommended a number $`f_1^{\mathrm{eq}}(t+1)Nn_1(t)`$ of players to change their decision and the other ones to keep it. These user-specific recommendations helped the players to reach the smallest overreaction of all treatments (see Fig. 6) and a very low standard deviation, although the payoffs were changing in time (see Fig. 7). Treatment 4 shows how the group performance was affected by the time-dependent user equilibrium: Even without recommendations, the group managed to adapt to the changing conditions surprisingly well, but the standard deviation and changing rate were approximately as high as in treatment 2 (see Fig. 3). This adaptability (the collective “group intelligence”) is based on complementary responses (direct and contrary ones , “movers” and “stayers”, cf. Fig. 4). That is, if some players do not react to the changing conditions, others will take the chance to earn additional payoff. This experimentally supports the behavior assumed in the theory of efficient markets, but here the efficiency is limited by overreaction.

In most experiments, we found a constant and high compliance $`C_S(t)0.92`$ with recommendations to stay, but the compliance $`C_M(t)`$ with recommendations to change (to ‘move’)  turned out to vary in time. It decreased with the reliability of the recommendations (see Fig. 8a), which again dropped with the compliance.

Based on this knowledge, we have developed a model, how the competition for limited resources (such as road capacity) could be optimally guided by means of information services. Let us assume we had $`n_1(t)`$ 1-decisions at time $`t`$, but the optimal number of 1-decision at time $`t+1`$ is calculated to be $`f_1^{\mathrm{eq}}(t+1)Nn_1(t)`$. Our aim is to balance the deviation $`f_1^{\mathrm{eq}}(t+1)Nn_1(t)0`$ by the expected net number

$$\mathrm{\Delta }n_1(t+1)=n_1(t+1)n_1(t)=n_1(t+1)n_1(t)$$
(5)
of transitions from decision 2 to decision 1, i.e. $`f_1^{\mathrm{eq}}(t+1)Nn_1(t)=\mathrm{\Delta }n_1(t+1)`$. In the case $`f_1^{\mathrm{eq}}(t+1)Nn_1(t)<0`$, indices 1 and 2 have to be interchanged.

Let us assume we give recommendations to fractions $`I_1(t)`$ and $`I_2(t)`$ of players who had chosen decision 1 and 2, respectively. The fraction of changing recommendations to previous 1-choosers shall be denoted by $`R_1(t)`$, and for previous 2-choosers by $`R_2(t)`$. Correspondingly, fractions of $`[1R_1(t)]`$ and $`[1R_2(t)]`$ receive a recommendation to stick to the previous decision. Moreover, $`[1C_M(t)]`$ is the refusal probability of recommendations to change, while $`[1C_S(t)]`$ is the refusal probability of recommendations to stay. Finally, we denote the spontaneous transition probability from decision 1 to 2 by $`p_a(2|1,n_1;t)`$ and the inverse transition probability by $`p_a(1|2,n_1;t)`$, in case a player does not receive any recommendation. This happens with probabilities $`[1I_1(t)]`$ and $`[1I_2(t)]`$, respectively. Both transition probabilities $`p_a(2|1,n_1;t)`$ and $`p_a(1|2,n_1;t)`$ are functions of the number $`n_1(t)=Nn_2(t)`$ of previous 1-decisions. The index $`a`$ allows us to reflect different strategies or characters of players. The fraction of players pursuing strategy $`a`$ is then denoted by $`F_a(t)`$. Applying methods summarized in Ref. , the expected change $`\mathrm{\Delta }n_1(t+1)`$ of $`n_1`$ is given by the balance equation

$`\mathrm{\Delta }n_1(t+1)`$ $`=`$ $`{\displaystyle \underset{a}{}}p_a(1|2,n_1;t)F_a(t)[1I_2(t)]n_2(t)`$ (6)
$``$ $`{\displaystyle \underset{a}{}}p_a(2|1,n_1;t)F_a(t)[1I_1(t)]n_1(t)`$
$`+`$ $`{\displaystyle \underset{a}{}}\{C_M^a(t)R_2(t)+[1C_S^a(t)][1R_2(t)]\}F_a(t)I_2(t)n_2(t)`$
$``$ $`{\displaystyle \underset{a}{}}\{C_M^a(t)R_1(t)+[1C_S^a(t)][1R_1(t)]\}F_a(t)I_1(t)n_1(t).`$
Together with the requirement

$$\mathrm{\Delta }n_1(t+1)=f_1^{\mathrm{eq}}(t+1)Nn_1(t),$$
(7)
this equation defines, with respect to the number $`n_1`$ of previous 1-decisions, a non-linear feedback or control strategy.

Note that, for Eq. (6), it was not necessary to distinguish different characters $`a`$. We have, therefore, evaluated the overall transition probabilities

$$p(1|2,n_1;t)=\underset{a}{}p_a(1|2,n_1;t)F_a(t)\text{and}p(2|1,n_1;t)=\underset{a}{}p_a(2|1,n_1;t)F_a(t).$$
(8)
According to classical decision theories , we would expect that the transition probabilities $`p_a(1|2,n_1;t)`$ and $`p(1|2,n_1;t)`$ should be monotonically increasing functions of the payoff $`P_1(n_1(t))`$, the payoff difference $`P_1(n_1(t))P_2(Nn_1(t))`$, the potential payoff $`P_1(n_1(t)+ϵN)`$, or the potential payoff gain $`P_1(n_1(t)+ϵN)P_2(Nn_1(t))`$. All these quantities vary linearly with $`n_1`$, so that $`p(1|2,n_1;t)`$ should be a monotonic function of $`n_1(t)`$. A similar thing should apply to $`p(2|1,n_1;t)`$. Instead, the experimental data point to transition probabilities with a minimum at the user equilibrium (see Fig. 9a). That is, the players stick to a certain alternative for a longer time, when the system is close to the user equilibrium. This is a result of learning  (see also Refs. ). In fact, we find a gradual change of the transition probabilities in time (see Fig. 9b). The corresponding “learning curves” reflect the players’ adaptation to the user equilibrium.

After the experimental determination of the transition probabilities $`p(2|1,n_1;t)`$, $`p(1|2,n_1;t)`$ and specification of the overall compliance probabilities

$$C_M(t)=\underset{a}{}C_M^a(t)F_a(t),C_S(t)=\underset{a}{}C_S^a(t)F_a(t),$$
(9)
we can guide the decision behavior in the system via the levels $`I_i(t)`$ of information dissemination and the fractions $`R_i(t)`$ of recommendations to change ($`i\{1,2\}`$). These four degrees of freedom allow us to apply a variety of guidance strategies depending on the respective information medium. For example, a guidance by radio news is limited by the fact that $`I_1(t)=I_2(t)`$ is given by the average percentage of radio users. Therefore, equations (6) and (7) cannot always be solved by variation of the fractions of changing recommendations $`R_i(t)`$. User-specific services have much higher guidance potentials and could, for example, be transmitted via SMS. Among the different guidance strategies fulfilling equations (6) and (7), the one with the minimal statistical variance will be the best. However, it would already improve the present situation to inform everyone about the fractions $`R_i(t)`$ of participants who should change their decision, as users can learn to respond with varying probabilities (see Fig. 9).

The outlined guidance strategy could, of course, also be applied to reach the system optimum rather than the user optimum. The values of $`\mathrm{\Delta }n_1(t+1)`$ would just be different. Note, however, that the users would soon recognize that this guidance is not suitable to reach the user optimum. Consequently, the compliance probabilities $`C_j(t)`$ with $`j\{M,S\}`$ would gradually go down, which would affect the potentials and reliability of the guidance system. This problem can only be solved by a suitable modification of the payoff functions, adapting the user optimum to the system optimum.

In practical applications, we would determine the time-dependent compliance probabilities $`C_j(t)`$ (and the transition probabilities) on-line with an exponential smoothing procedure according to

$$C_j(t+1)=\alpha C_j^{}(t)+(1\alpha )C_j(t)\text{with}\alpha 0.1,$$
(10)
where $`C_j^{}(t)`$ is the percentage of participants who have followed their recommendation at time $`t`$. As the average payoff for decision changes is normally lower than for staying with the previous decision (see Figs. 8b and 3d), a high compliance probability $`C_M`$ is hard to achieve. That is, individuals who follow recommendations to change normally pay for reaching the user equilibrium (because of the overreaction in the system). Hence, there are no good preconditions to charge the players for recommendations, as we did in another treatment. Consequently, only a few players requested recommendations, which reduced their reliability, so that the overall performance of the system went down.

## 5 Master equation description of iterated decisions

The stochastic description of decisions that are taken at discrete time steps (e.g. on a day-to-day basis) is possible by means of the time-discrete master equation

$$P(𝒏,t+\mathrm{\Delta }t)=\underset{𝒏^{}}{}P(𝒏,t+\mathrm{\Delta }t|𝒏^{},t)P(𝒏^{},t)$$
(11)
with $`\mathrm{\Delta }t=1`$ unit time. Herein, $`P(𝒏,t)`$ denotes the occurence probability of the configuration $`𝒏=(n_1,n_2)`$ at time $`t`$. This vector comprises the occupation numbers $`n_i`$ and reflects the decision distribution in the system. As the number of individuals changing to the other alternative is given by a binomial distribution, we obtain the following expression for the configurational transition probability:

$`P((n_1,n_2),t+1|(n_1\mathrm{\Delta }n_1,n_2+\mathrm{\Delta }n_1),t)`$
$`={\displaystyle \underset{k=0}{\overset{\mathrm{min}(n_1\mathrm{\Delta }n_1,n_2)}{}}}\left(\begin{array}{c}n_2+\mathrm{\Delta }n_1\\ \mathrm{\Delta }n_1+k\end{array}\right)p(1|2,n_1\mathrm{\Delta }n_1;t)^{\mathrm{\Delta }n_1+k}\left[1p(1|2,n_1\mathrm{\Delta }n_1;t)\right]^{n_2k}`$ (14)
$`\times \left(\begin{array}{c}n_1\mathrm{\Delta }n_1\\ k\end{array}\right)p(2|1,n_1\mathrm{\Delta }n_1;t)^k\left[1p(2|1,n_1\mathrm{\Delta }n_1;t)\right]^{n_1\mathrm{\Delta }n_1k}.`$ (17)
This formula sums up the probabilities that $`\mathrm{\Delta }n_1+k`$ of $`n_2+\mathrm{\Delta }n_1`$ previous 2-choosers change independently to alternative 1 with probability $`p(1|2,n_1\mathrm{\Delta }n_1;t)`$, while $`k`$ of the $`n_1\mathrm{\Delta }n_1`$ previous 1-choosers change to alternative 2 with probability $`p(2|1,n_1\mathrm{\Delta }n_1;t)`$, so that the net number of changes is $`\mathrm{\Delta }n_1`$. If $`\mathrm{\Delta }n_1<0`$, the roles of alternatives 1 and 2 have to be interchanged. Formulas (11) and (17) would look even more compicated, if we distinguished several characters $`a`$. We would, then, have to replace the binomial distributions by multinomial ones.

The potential use of Eq. (17) is the calculation of the statistical variation of the decision distribution or, equivalently, the number $`n_1`$ of 1-choosers. It also allows one to determine the variance, which the optimal guidance strategy should minimize in favour of reliable recommendations.

## 6 Summary and Outlook

In this contribution, we have discovered that the dynamics of iterated decisions based on aggregate information is intermittent. In order to control intermittency, we have developed a stochastic description and a non-linear feedback mechanism. That is, the application of several physical concepts and methods allowed us to gain a detailled understanding of decision dynamics, which is required for practical applications.

In more detail, we have explored different and identified superior ways of information presentation that facilitate to guide user decisions in the spirit of higher payoffs. By far the least standard deviations from the user equilibrium could be reached by presenting the own payoff and the potential payoff, if the respective participant (or a certain fraction of players) had additionally chosen the other alternative. Interestingly, the decision dynamics was found to be intermittent similar to the volatility clustering in stock markets, where individuals also react to aggregate information. This results from the desire to reach above-average payoffs, combined with the immanent overreaction in the system. We have also demonstrated that payoff losses due to a volatile decision dynamics (e.g., excess travel times) can be reduced via user-specific recommendations by a factor of three or more. Such kinds of results will be applied to the route guidance on German highways (see, for example, the project SURVIVE conducted by Nobel prize winner Reinhard Selten and Michael Schreckenberg). Optimal recommendations to reach the user equilibrium follow directly from the derived balance equations (6) and (7) for decision changes based on empirical transition and compliance probabilities. The quantification of the transition probabilities needs a novel stochastic description of the decision behavior, which is not just driven by the potential (gains in) payoffs, in contrast to intuition and established models. To understand these findings, one has to take into account individual learning.

Obviously, it requires both, theoretical and experimental efforts to get ahead in decision theory. In a decade from now, the theory of “elementary” human interactions will probably have been developed to a degree that allows one to systematically derive social patterns and economic dynamics on this ground in a similar way as the structure, properties, and dynamics of matter have been derived from elementary physical interactions. This will not only yield a deeper understanding of socio-economic systems, but also help to more efficiently distribute scarce resources such as road capacities, time, space, money, energy, goods, or our natural environment. One day, similar guidance strategies as the ones suggested above may help politicians and managers to stabilize economic markets, to increase average and individual profits, and to decrease the unemployment rate. Physics can contribute to this goal, in particular with the methods developed in the fields of non-linear dynamics and statistical physics.

Acknowledgment: The authors are grateful to the ALTANA-Quandt foundation for financial support, to Tilo Grigat for preparing some of the illustrations, and to the test persons.


text:
# References

Vacuum Energy and the Cosmological Constant
A. C. Melissinos

Department of Physics and Astronomy, University of Rochester, Rochester, NY 14627

11/30/01

We discuss a numerical relation between the cosmological constant $`\mathrm{\Lambda }`$  and the vacuum energy arising from the Casimir effect . Many recent theories of the elementary particles invoke the existence of extra dimensions, beyond the familiar 4-dimensional space-time manifold. Often these extra dimensions are compact and have a finite range. In a particular model  the range $`R`$ is of the order of $`100\mu `$m - 1 mm.

It is interesting to consider the vacuum energy, arising from the Casimir effect due to the bounding of the 4-d space by the extra compact dimension(s). In its simplest form, that of parallel plates, the Casimir stress is attractive. However Boyer  has shown that a conducting spherical shell of radius $`a`$ is subject to a repulsive stress due to the electromagnetic zero point energy. This is the desired configuration if the vacuum energy is to be identified with the cosmological constant.

Boyer’s calculation leads to an energy density

$$u=\frac{0.092}{2a}\frac{\mathrm{}c}{(4\pi /3)a^3}0.01\frac{\mathrm{}c}{a^4}$$
(1)
where $`a`$ is the radius of the shell. The energy density associated with the cosmological constant is

$$\mathrm{\Lambda }=\mathrm{\Omega }_\mathrm{\Lambda }\rho _c3\times 10^3\mathrm{eV}/\mathrm{cm}^3$$
(2)
where we used $`\mathrm{\Omega }_\mathrm{\Lambda }=0.65`$ and for the critical density $`\rho _c=(3/8\pi )(H_0^2/G_N)=4.5\times 10^3\mathrm{eV}/\mathrm{cm}^3`$ (with $`h_0=2/3`$) . Equating (1) and (2) we find

$$a=21\mu \mathrm{m}$$
(3)
This numerical result is of the order of the range of the extra dimensions\* mentioned previously . It is important to note that the gravitational interaction has not been tested at such short distances. This is relavant because the “extra dimensions” are invoked in order to accommodate a gauge theory of the gravitational interaction.

Clearly we have glossed over the issue of the particular field that gives rise to the vacuum energy as well as on treating more than one extra dimension. In general such considerations modify the result of Eq. (3) by no more than a decade. A proper application of the Casimir effect to cosmology can be found in a recent paper by Brevik et al .

This note originated in a discussion with Dr.P.K.Williams who had also considered such a relationship.

* However, the “thickness” of the 4-d world in that model is only $`1/M_W`$ where $`M_W`$ is the electroweak energy scale.


text:
# Effect of dielectric responses on localization in 1D random periodic-on-average systems

\[

## Abstract

Dielectric response effects on wave localization in random periodic-on-average layered systems (POAS) are studied. Based on Monte Carlo simulations and products of Random Matrices, statistics of the Lyapunov exponent are determined efficiently for very long systems. A novel oscillatory behavior for Lyapunov exponent is found and explained for mildly strong scattering conditions. We also show the emergence of strongly localized states in metallic layered systems with intermediate disorder for frequencies above the plasma frequency $`\omega _p`$ of metals, as is not shown in dielectrics. Furthermore, the violation of universal single parameter scaling behaviors in different regimes of multiple scattering is discussed.
PACS numbers: 72.15.Rn, 03.65.Sq, 05.45.+b, 42.25.Bs

\]

The realization that Anderson localization in electronic systems is due to wave interference between scattered waves from random scatters has stimulated vivid research in search of wave localization in condensed matter physics. Further progress have been made to the aspects of photon localization because photons may open a new realm of optical and microwave phenomena, and provided an analogous insight into Anderson localization transition undisturbed by Coulomb interaction.

It had been shown individual scatter’s response to the wave fields influence wave localization properties remarkably in entirely random systems , such as the strong localization for acoustic waves in bubbly liquids. The same issues should exist in POAS for the intricate interplay between order and disorder. One-dimensional systems are particular interesting as they provide insights to the problems of wave localization in general and are suitable for testing various ideas. Two qualitatively different regimes of localization are exhibited. For band gap states, single parameter scaling (SPS) with universal behaviors is observed; however, the scaling is restored only when the randomness of defects exceeds a certain threshold for the situation of weak dielectric mismatch between constituent layers.

The scope of the Communication is twofold. The main interest is to understand multiple scattering effects on wave localization and the SPS in 1D systems. Particular attentions are paid for mildly scattering conditions; that is, the dielectric mismatch between layers is not too large. The secondary interest lies in preliminary exploration of dispersive or absorptive media on wave localization. Here, we consider EM wave localization in 1D random superlattices made of two alternating layers, the so-called Kronig-Penny model. As usual, the wave transmission can be tackled in exact manner by the transfer-matrix method. Nevertheless, the approach encounter the difficulty that transmission coefficient in that formulation falls bellow the computer round-off accuracy for very long systems. For the practical purpose, we improve the Herbert-Jones-Thouless formula widely known in the study of disordered electronic quantum systems to study electromagnetic wave localization, with electron energies being replaced by wave frequencies; consequently, universal behaviors for very long structures can be studied quantitatively. Numerically, the state of wave fields is formulated by a vector $`v_n=(E_n,E_n^{^{}})^t`$ with the electric field $`E_n`$, its spatial derivative $`E_n^{^{}}`$, the wave number $`k=\omega /c`$ in vacuum, and the superscript $`t`$ represents the matrix transposition. The relation between the (n+1)th layer and the nth layer is specified by the transfer matrix $`\mathrm{M}_\mathrm{n}`$:

$$\mathrm{M}_n=\left(\begin{array}{ccc}\mathrm{cos}(k_nd_n)& \frac{1}{k_n}\mathrm{sin}(k_nd_n)\hfill & \\ k_n\mathrm{sin}(k_nd_n)& \mathrm{cos}(k_nd_n)\hfill & \end{array}\right)$$
(1)
where $`k_n=k\sqrt{ϵ_n(\omega )}`$, and the n-th layer width $`d_n`$ . In dielectrics, the dielectric constant $`ϵ_n`$ is real; however, in metals, the dielectric constant $`ϵ_n`$ is complex and frequency-dependent. Lyapunov exponent(LE) and its variance (VAR), $`\text{Var}(\lambda )=\lambda ^2\lambda ^2`$, are the transmission quantities considered here. The VAR represents the fluctuations for the LE in defect configurations. The LE can be computed as follows :

$$\lambda =\mathrm{Re}\underset{N\mathrm{}}{lim}\frac{1}{L}\mathrm{ln}\left(\mathrm{Tr}\underset{n=1}{\overset{2N}{}}\mathrm{M}_n(\mathrm{Conj}(ϵ_n))\right)$$
(2)
where $`2N`$ is the total number of alternating layers, $`L`$ is the average total length of considered systems, Tr is the trace operator, Conj means taking complex conjugate, and the symbol $`\mathrm{}`$ means the ensemble average over the uniform distribution of random configurations. The complex conjugate of the dispersive dielectric function $`ϵ_n`$ is taken for the reciprocity of the absorptive systems .

Consider 1D superlattices made of two alternating layers A and B with the dielectric response functions $`ϵ_A`$ and $`ϵ_B`$ respectively. Random configurations are introduced by varying the layer $`B`$ width $`d_B`$ uniformly in the interval $`(d_B(1\sigma ),d_B(1+\sigma ))`$ , where $`\sigma (0,1)`$ represents the randomness while the width of $`A`$ layer $`d_A`$ is kept fixed. A series of Random Matrices $`\mathrm{M}_n`$ are generated to obtain the LE and VAR by the Monte Carlo simulation in Eq.(2). In practice, the accurate LE and VAR are attained by letting the total length of layered systems to be several thousand times larger than the decaying length-scale $`\lambda ^1`$ (the inverse of Lyapunov exponent), representing exactly the localization length in absorption free cases. Sufficient times of ensemble averages are thus determined by the evaluation of numerical stability with the length of the system.

To begin with, multiple scattering effects on wave localization in dielectrics are studied. Two models are demonstrated. Model 1 is a weakly scattering model with the dielectric contrast $`ϵ_B/ϵ_A=1.21`$ while Model 2 is the mildly strong scattering model with the contrast $`ϵ_B/ϵ_A=6.25`$. The band structures of original periodic layers for Model 1 and 2 are shown in Figs. 1 (a1) and (a2). The LE and VAR in Model 1 and 2 are compared in Figs. 1(b1 - c1) and (b2 - c2). The parameters, $`ϵ_A=1,d_A=d_B=d=1`$, are taken in computations. The symbols ‘$``$’,‘$``$’, and ‘$``$’ denote states in bands, band edges, and gaps respectively hereafter.

In Model 1, previous results are reproduced. In Fig. 1 (b1), the LE decreases monotonically with randomness in the first gap around $`k=1.50`$ since the established Bragg wave coherence has been gradually destroyed, the so-called enhanced transmission due to disorder. In the allowed band $`k=1.43`$, the LE initially increases with the randomness and then decreases for large randomness. In the band edge $`k=1.454`$, the LE decreases first, then increase slightly, and finally decrease monotonically with the randomness $`\sigma `$. The behavior is due to the interplay between order and disorder in the systems. Moreover, the curves for these states merge for large disorder, the manifestation of universal single parameter scaling. In Fig. 1 (c1), the plot of VAR vs. randomness $`\sigma `$ is demonstrated. The VAR at these frequencies shows similar behaviors. When the randomness of defects is large in the ensembles, the effect of self-averaging is effective because random fluctuations for these states are almost cancelled leading to the reduction in VAR. For nearly periodic configurations, the wave localization length in a gap regime is much smaller than the mean distance between defects so that the defects are isolated for incident waves. The increase of randomness can only cause minor growth of fluctuations due to the increase of the localization length. The competition between the two mechanisms results in the observed maximal VAR.

In Model 2, mildly strong scattering case, novel oscillatory behaviors of the LE and VAR in the 3rd gap are exhibited above the randomness $`\sigma =0.3`$ in Figs. 1 (b2) and (c2), which is very different from the behaviors of Model 1 in Figs. 1 (b1) and (c1). To understand the disorder effects, we plot the average transmission spectrum $`\mathrm{lnT}`$ covering the lowest three pass bands and gaps of Model 2 for the randomness $`\sigma `$ from $`0.1`$ to $`1`$, as is shown in Fig. 2. First, we observe well defined band structures, transmission enhancement in gaps, and inhibition in pass bands appears as usual when the minor randomness ranging from $`\sigma =0.1`$ to $`\sigma =0.3`$ is presented. With large randomness above $`\sigma =0.3`$, we observe the enormous overlap between original band structures emerges from the high frequency states from $`k=2`$ to $`3`$ and then extends to the states from $`k=1`$ to $`3`$. In addition, it is noticed that the oscillatory behavior only occurs for these states. Take the 2nd gap for example, the transmission initially enhance till the randomness $`\sigma =0.6`$, and then weaken for larger randomness. For the 3rd gap, the oscillation in the transmission corresponds to the oscillation in LE in Fig. 1 (b2). For the first gap and pass band where the overlap with other states is negligible, the behavior does not exist. Therefore, the novel oscillation in LE could be explained as a result of the overlap between band structures in these states for large randomness.

Turn to the secondary interest. As a preliminary inspection on dispersive media, the statistics of LE and VAR for metallic slabs are demonstrated in Fig. 3. The layers $`B`$ are composed of metals with the dielectric response function $`ϵ_B:`$

$$ϵ_B(\omega )=1\frac{\omega _{p}^{}{}_{}{}^{2}}{\omega (\omega +i\gamma )}$$
(3)
where $`\omega _p`$ is the plasma frequency, $`\omega `$ the EM wave frequency, and $`\gamma `$ the electron damping rate which leads to residual wave energy dissipation. The fixed parameters for layer $`A`$ are the same as previous Model 1 and 2. The only difference is the introduction of the plasma frequency $`\omega _pd/c=1`$ ( $`c`$ : speed of light in vacuum) of metallic slabs, and the reduced wave number $`k=\omega d/c=\omega /\omega _p`$.

We focus on frequencies above the plasma frequency $`\omega _p`$ since waves can only propagate above the plasma frequency. It is noted that the dielectric contrast $`ϵ_B/ϵ_A`$ in this case is real in the absence of residual absorption. The residual absorption can be turned off by taking electron damping rate $`\gamma `$ as zero. The frequencies in later computations are taken from the first gap above $`\omega _p`$. In Fig. 3 (a3), a peculiar feature not shown in dielectrics occurs. For the gap state $`k=1.634`$, the contrast between the LE at the randomness $`\sigma 0`$ and 0.5 is much smaller than Model 1 (See Fig. 1 (b1)). Moreover, the LE is even larger with the intermediate randomness $`\sigma =0.5`$ than the LE with the minor randomness $`\sigma 0`$ at the edge state $`k=1.630`$. The explanations are as follows. The dispersive response of metals makes the dielectric contrast between layers lower for higher frequencies, which leads to the reduction of extra transmission difference between the pass bands and gaps. So, the feature is attained by diminishing the difference of these states in LE in its dielectric counterpart at minor randomness $`\sigma 0`$ in qualitative agreement with the behavior in Fig. 3 (a3). The effect is remarkable with nearly periodic layers because individual layer’s responses can be accumulated by the Bragg wave coherence. This suggests versatile ways could be available in the fabrication of the EM wave devices operating near band edges in POAS with dispersions. In Fig. 3 (b3), the VAR agrees qualitatively with Model 1 although the shape of the VAR is not so sharp as Model 1. In addition, the VAR does not merge for these frequencies at large degrees of disorder, the implication of the SPS violation to be discussed later. One may wonder the peculiar feature may be smeared out with residual absorption. To confirm the point, the LE vs. randomness figure is plotted in Fig. 3 (a4) as comparison. We see the feature can be strengthened further because the LE increases noticeably with the damping rate $`\gamma `$ for large randomness. The VAR decreases with the damping rate in Fig. 3 (b4), as is shown similarly in the reference .

Single parameter scaling (SPS) is studied next to understand its dependence on constituent scatter properties, as is shown in Fig. 4. The SPS indicates that the LE is not an independent parameter and is related to its variance in a universal way :

$$\tau =\frac{\text{Var}(\lambda )}{\lambda }L=1,$$
(4)
where $`L`$ is the length of the system. The horizontal solid line represents the universal value $`\tau =1`$. In Fig. 4, for the weakly scattering case, the SPS is obeyed for all band gap states in Model 1. This is reasonable since weak gaps make the macroscopic wave coherence easily broken by disorders, as is shown by Deych et al. However, the SPS is not rigorously met for large randomness with slight fluctuations in $`\tau `$ in Model 2 and Model 3. The phenomenon is universal in the two models, one is dielectric and the other is dispersive, even though their detailed LE and VAR disagree. In retrospection, in Model 3, the dispersive dielectric response in metals generates an intrinsically larger dielectric mismatch than Model 1. Therefore, the degree of deviations near the universal value $`\tau =1`$ can be recognized as the signature of the gradual dominance of multiple scattering effects. In Model 4, we show that the parameter $`\tau `$ decreases with electron damping rate as well as randomness. Moreover, the residual absorption makes the value of the parameter $`\tau `$ smaller than one. From above discussions, the SPS depends much on varied dielectric responses of constituents. In weak scattering cases, the SPS is met for allowed bands, gaps, and edges. In mildly scattering cases, the parameter shows deviated fluctuations near the universal value $`\tau =1`$. However, in residual absorption cases, the parameter $`\tau `$ falls below the universal value.

In addition, for strongly scattering conditions, the SPS is violated for two possibilities in our investigations. One is due to narrow band structures created in underlying periodic layers resulting in tremendous overlap between these bands in the presence of randomness. The other possibility checked by us, however, is the generation of wide bands by exchanging the sequence of the same constituent layers such that the overlap does not emerge and gaps are robust enough to resist the addition of randomness. Therefore, to sum up, the band structures of underlying periodic layers in various scattering regimes determines the distinctive wave localization properties in POAS.

In conclusion, we have studied effects of dielectric response on wave localization and single parameter scaling behaviors in periodic-on-average systems. Novel oscillatory wave localization behaviors in the presence of mildly strong multiple scattering effects is found and explained numerically. For dispersive dielectric response, it is also shown that a strong localization occurs for intermediate degree of disorder in metallic layers, which was not found previously in dielectrics. The findings suggest the possible applications over optical devices operating near photonic band edges in dispersive periodic-on-average structures in parallel with photonic crystals. Furthermore, the SPS is not rigorously met in the presence of multiple scattering effects or residual absorption in our studies.

The work was supported by National Center for Theoretical Sciences (Physics Division) in Hsinchu, Taiwan.


text:
# Observation of Hubbard Bands in 𝛾-Manganese

## Abstract

We present angle-resolved photoemission spectra of the $`\gamma `$-phase of manganese as well as a theoretical analysis using a recently developed approach that combines density functional and dynamical mean field methods (LDA+DMFT). The comparison of experimental data and theoretical predictions allows us to identify effects of the Coulomb correlations, namely the presence of broad and undispersive Hubbard bands in this system.

The electronic theory of metals is based on the concept of quasiparticles, elementary excitations in the many-electron system that show a one-to-one correspondence with non-interacting electrons. They are characterized by a dispersion law describing the dependence of their energy on a quasimomentum, which can be measured by angle-resolved photoemission spectroscopy (ARPES) Kevan (1992). Hubbard showed for the first time, that strong electronic correlations can destroy this picture and result in the formation of so-called Hubbard bands of essentially many-body nature Hubbard (1964). This concept is crucial for modern theories of strongly correlated electron systems Georges et al. (1996). The formation of Hubbard bands takes place, e.g., in many transition metal-oxide compounds, which thus have to be viewed as Mott insulators or doped Mott insulators Mott (1974). Transition metals represent another class of systems where many-body effects are important (see Lichtenstein et al. (2001) and Refs. therein). However, according to common belief, they are moderately correlated systems and normal Fermi liquids.

Electronic spectra of transition metals have been probed intensively by angle-resolved photoemission. Copper with its filled d-band was the first metal to be investigated thoroughly by this technique and the results were in excellent agreement with band structure calculations Thiry et al. (1979); Knapp et al. (1979). The same technique, however, showed substantial deviations when applied to Ni and provided evidence for many-body behavior, such as the famous $`6`$ eV satellite Hüfner and Wertheim (1975); Guillot et al. (1979). The quasiparticle damping in iron can be as large as 30 $`\%`$ of the binding energy Katsnelson and Lichtenstein (1999); Himpsel et al. (1981). Correlation effects are indeed important for metals with partially filled 3d bands and should be taken into account for an adequate description of ARPES spectra. Nevertheless, the main part of the spectral density in Fe is related to usual quasiparticles, and the spectral weight of the satellite in Ni amounts to only 20 $`\%`$ Himpsel et al. (1981).

Investigations of an extended Hubbard model show that correlation effects are strongest for half-filled d-bands Zein (1995). Normally the geometrical frustrations in crystals (such as in the fcc-lattice) further enhance electronic correlations Georges et al. (1996) so that one of the best candidates among the transition metals for the search of strong correlation effects is the fcc-($`\gamma `$) phase of manganese. It is an example of a very strongly frustrated magnetic system; according to band-structure calculations Moruzzi et al. (1989) the antiferromagnetic ground state of $`\gamma `$-Mn lies extremely close to the boundary of the non-magnetic phase. Moreover, an anomalously low value of the bulk modulus Guillermet and Grimvall (1989) might be considered as a first experimental hint of strong electronic correlations.

The physical properties of bulk $`\gamma `$-Mn are hardly accessible in the experiment, since the $`\gamma `$-phase is only stable at temperatures between 1368 K and 1406 K, where it shows paramagnetic behavior. Thin films of $`\gamma `$-Mn, however, can be stabilized by epitaxial growth on Cu3Au(100) Schirmer et al. (1999), which has an interatomic spacing ($`2.65\AA `$) very close to the interatomic spacing of Mn-rich alloys ($`2.602.68\AA `$). Schirmer et al. have shown that Cu3Au(100) supports layer-by-layer growth at room temperature up to coverages of 20 monolayers (ML) Schirmer et al. (1999). A low-energy electron diffraction (LEED) I(V) analysis revealed that the Mn films adopt the in-plane spacing of the Cu3Au(100) substrate and a comparatively large tetragonal distortion of the fcc-lattice. For the inner layers of a 16 ML Mn film, this distortion amounts to -6$`\%`$, whereas the surface-subsurface distance is very close to the Cu3Au value.

We have used angle-resolved photoemission on the undulator beamline TGM-5 and on the TGM-1 beamline at BESSY to probe the electronic states in $`\gamma `$-Mn. The Cu3Au(100) substrate was prepared by repeated cycles of Ne+ sputtering and annealing, until a very good LEED pattern with sharp diffraction spots and a low background intensity confirmed a high degree of structural order. The base pressure of $`2\times 10^{10}`$ mbar rose to $`7\times 10^{10}`$ mbar as Mn was deposited by electron beam evaporation. To avoid interdiffusion of Cu and Au, the onset of which was determined to be above room temperature Schirmer et al. (1999) we used to keep the sample at room temperature during the Mn deposition and the photoemission measurements. The high quality of our Mn samples was routinely verified by means of LEED and Auger spectroscopy.

Angle-resolved photoemission measures the electron spectral density $`A(𝐤,E)`$ as a function of the quasimomentum $`𝐤`$ and the energy $`E`$ multiplied by the Fermi distribution function $`f(E)`$ Kevan (1992). For a given electron emission angle corresponding to a given $`𝐤`$ the spectral density usually has a well-defined maximum as a function of $`E`$ that determines the quasiparticle dispersion $`E(𝐤)`$ for the occupied part of the electronic bands. The experimental data (Fig. 1a) obtained for $`\gamma `$-Mn at a photon energy of $`34`$ eV and for different electron emission angles, however, are characterized by two striking features. These are a weakly dispersive quasiparticle band near the Fermi level $`E_F`$ and a broad and almost k-independent maximum at approximately $`2.5`$ eV below $`E_F`$111The $`2.5`$ eV feature is insensitive to oxygen adsoption and therefore not related to surface-localized states.. These structures lack a significant dispersion also in spectra taken in normal electron emission for photon energies from $`14`$ to $`70`$ eV (Fig. 2). This behavior clearly distinguishes $`\gamma `$-Mn from other transition metals investigated with angle-resolved photoemission, which are strongly dispersive Rader and Gudat (1999).

These data cannot be understood in the framework of a standard quasiparticle picture, since first-principles calculations of the band structure for different magnetic phases of $`\gamma `$-Mn show an energy dispersion of more than $`1.5`$ eV Crockford et al. (1991). Instead, the overall shape of the experimental spectra is very close to that of the Hubbard model on the metallic side of the Mott transition with a quasiparticle band near the Fermi level and a broad Hubbard band below $`E_F`$ Georges and Kotliar (1992).

To test this hypothesis we have carried out first-principle (LDA+DMFT) calculations Anisimov et al. (1997); Lichtenstein and Katsnelson (1998) of the electronic structure of $`\gamma `$-Mn that include correlation effects in a local but fully dynamical approximation for the electron self-energy. In this approach a realistic description of the delocalized s and p electrons within the local density approximation (LDA) is supplemented by a term describing the partially localized nature of the $`d`$-states. The Hamiltonian thus reads

$`H`$ $`=`$ $`H^{LDA}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{imm^{}\sigma }{}}U_{mm^{}}^in_{im\sigma }n_{im^{}\sigma }`$ (1)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{imm^{}\sigma }{}}(U_{mm^{}}^iJ_{mm^{}}^i)n_{im\sigma }n_{im^{}\sigma },`$
where $`a_{im\sigma }^+`$ \[$`a_{im\sigma }`$\] creates \[destroys\] an electron with spin $`\sigma `$ in state $`m`$ at site $`i`$ and $`n_{im\sigma }=a_{im\sigma }^+a_{im\sigma }`$ is the corresponding number operator. $`U_{mm^{}}`$ and $`J_{mm^{}}`$ are the direct and exchange term of the screened Coulomb interaction: $`U_{mm^{}}=mm^{}|V_{scr}(𝐫𝐫^{})|mm^{}`$ and $`J_{mm^{}}=mm^{}|V_{scr}(𝐫𝐫^{})|m^{}m`$, which can be expressed in terms of the average Coulomb and exchange interaction parameters $`U`$ and $`J`$, the values of which are known ($`U3`$eV, $`J0.9`$ eV)222We also performed calculations for other values of $`U`$ ($`4`$ eV, $`5`$ eV). Higher $`U`$ values slightly shift the general features but do not lead to a qualitatively different behavior. 333Moreover, we use the fact that for transition metals the ratio of the Slater integrals $`F_2/F_4`$ is to a good approximation constant and equals $`0.0625`$. Cf. V. I. Anisimov, F. Aryasetiawan, A. I. Lichtenstein, J. Phys.: Condens. Matter, 9 767 (1997) . We use an LDA-LMTO Andersen (1975) effective Hamiltonian $`H^{LDA}`$, corrected for double counting of the Coulomb energy of the $`d`$ states in the usual way Lichtenstein and Katsnelson (1998). In Eq.(1) the sums run over the $`3d`$ states only, whereas in the LDA Hamiltonian, $`4s`$, $`3d`$ and $`4p`$ states are included. The Coulomb interaction term is treated within the dynamical mean-field theory (DMFT) approach, which is the most efficient local approach: it reduces an original many-body lattice problem to the solution of an effective quantum impurity model in a self-consistent electron bath Georges et al. (1996). This multiband impurity problem has been solved by a numerically exact quantum Monte Carlo scheme based on the algorithm of Hirsch and Fye Hirsch and Fye (1986). Using 64 or 128 slices in imaginary time allows to reliably access temperatures down to $`T500K`$. This is still higher than in the experiment; however, test calculations show that higher temperatures only result in a slight smoothening of the spectra, therefore justifying the comparison with the experimental data at lower temperature. Typically, about $`10^5`$ QMC sweeps and 10 to 15 DMFT iterations are sufficient to reach convergence. The main quantities that we calculate and analyze are: a) the local Green’s function, b) the $`k`$-resolved local Green’s function

$`\widehat{G}(𝐤,\tau )={\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n}{}}e^{i\omega _n\tau }\left(i\omega _n+\mu \widehat{H}^{LDA}(𝐤)\widehat{\mathrm{\Sigma }}(i\omega )\right)^1`$ (2)
where $`\omega _n`$ are the Matsubara frequencies corresponding to the inverse temperature $`\beta `$. Inversion of the spectral representations of these functions by means of a Maximum Entropy scheme Jarrell and Gubernatis (1996) yields the density of states (DOS) $`\rho (\omega )`$ and the spectral function $`A(𝐤,\omega )`$. To our knowledge these calculations are the first ones that determine the $`𝐤`$-dependence of the spectral density for a material with $`d`$-states from LDA+DMFT with a realistic five-band Coulomb vertex.

The results are shown in Fig. 1b. For a given k-point there are two energy regions that carry the main part of the spectral weight: one narrow quasi-particle (QP) feature near the Fermi level and a very broad Hubbard band at about $`2.5`$ eV. Given the facts that (i) the experiments are done at a somewhat lower temperature than the calculations, that (ii) we do not take into account matrix elements for interpreting the photoemission data and that (iii) using the Maximum Entropy scheme for determining the spectral function, a quantity not directly measured within the Quantum Monte Carlo simulations, introduces a further approximation, the theoretical spectral function agrees reasonably well with the experimental data (Fig. 1a). Also plotted in Fig. 1b are the Kohn-Sham eigenvalues taken from the LDA calculation. The absence of LDA bands in the energy region carrying most of the spectral weight in this $`𝐤`$-space direction is striking and underlines the necessity of a proper many body treatment as done in LDA+DMFT. Note that assuming antiferromagnetic order (of the type detailed below) would slightly shift the LDA bands. However, the antiferromagnetic LDA band structure displays a dispersion of more than $`2`$ eV and could thus not explain the undispersive photoemission feature.

The calculated ($`𝐤`$-integrated and $`𝐤`$-resolved) density of states curves (Fig. 3) demonstrate a characteristic ”three-peak structure”, with two broad Hubbard bands and a narrow quasiparticle Kondo resonance at the Fermi level which is typical of strongly correlated electron systems Georges et al. (1996). The quasiparticle peak at the Fermi level and the lower Hubbard band are seen in the present ARPES spectra; in k-unresolved (BIS) measurements et al. (1984) a broad peak has been observed at $`1.4`$ eV. To identify this peak with the upper Hubbard band (located at $`1.2`$ eV in our calculations) one should prove the dispersionless nature of this peak. We have checked that all these incoherent features do not depend on the directions in $`𝐤`$-space used in our calculations. For the above reasons we believe that $`\gamma `$-Mn belongs to the class of strongly correlated materials and that the ARPES data can be considered as the first observation of Hubbard bands in a transition metal. As discussed above, correlation effects are indeed observed in other transition metals, e.g. the Ni satellite or some broadening of the quasi-particle bands in Fe. Still, even if the mechanism leading to these features is of the same origin, their spectral weight is not comparable to the weight of the Hubbard bands in $`\gamma `$-manganese.

The energy scale associated with the correlation effects that lead to the formation of the Hubbard bands ($`U`$) is much larger than that of the magnetic interactions. Therefore the observed effects are not very sensitive to long-range magnetic order. We have carried out the electronic structure calculations for both the paramagnetic and the antiferromagnetic structure with wave vector Q=($`\pi `$,0,0), which is typical of $`\gamma `$-Mn-based alloys Fishman and Liu (1999). The magnetic ordering changes the electron spectrum little in comparison with the nonmagnetic case. However, in comparison with the results of standard band theory Moruzzi et al. (1989), the correlation effects stabilize the antiferromagnetic structure leading to a magnetic moment of about 2.9 $`\mu _B`$.

According to the present results, $`\gamma `$-Mn can be considered a unique case of a strongly correlated transition metal. An even larger correlation would transform the system to a Mott insulator where every atomic multiplet forms its own narrow but dispersive Hubbard band Hubbard (1964); Mott (1974). On the other hand, in most metals correlations are small enough for the quasiparticles to be well-defined in the whole energy region and usual band theory gives a reasonable description of the energy dispersion. Note that the correlation strength and bandwidth have almost the same magnitude for all $`3d`$ metals. $`\gamma `$-Mn is probably an exceptional case among the transition elements due to the half-filled d-band and geometric frustrations in the fcc-structure.

In conclusion, our ARPES data for the $`\gamma `$-phase of manganese and their theoretical analysis by means of LDA+DMFT, an approach that accounts not only for band structure effects on the LDA level but also allows for a full description of local effects of strong Coulomb correlations, provide evidence for the formation of Hubbard bands in metallic manganese. This is a qualitatively new aspect in the physics of transition metals.

###### Acknowledgements.

Acknowledgements: This research has been supported by a grant of supercomputing time at NIC Jülich and by Netherlands Organization for Scientific Research (NWO project 047-008-16). $``$ Present address: LPS, CNRS-UMR 8502, UPS Bât. 510, 91405 Orsay, France


text:
# MSX Observations of Diffuse UV Emission in Orion

## 1 Introduction

The Midcourse Space Experiment (MSX) was a US Ballistic Missile Defense Organization (BMDO) satellite launched on 26 April 1996, from Vandenberg AFB into a 900 km altitude, semi-sun synchronous orbit. Mill et al. (1994) provide an overview of the MSX mission and objectives, which included observations of a variety of natural and man-made phenomena over a spectral range from the ultraviolet to the mid-infrared.

A large number of astronomical observations were made during the mission, characterizing various components of celestial backgrounds. Price et al. (1997) describe the objectives of the 11 MSX astronomy experiments, designated “CB” (for Celestial Background), and also detail the data obtained by SPIRIT III, the infrared telescope aboard MSX. The ultraviolet and visible sensor suite of four imagers and five hyperspectral imagers (collectively called UVISI) on MSX are described by Hefferman et al. (1996) and Paxton et al. (1996).

In the first part of the mission (May, 1996 to February, 1997), the infrared instruments had the highest priority and were used to scan many interesting regions of the sky. Although the two UV imagers and five hyperspectral imagers (SPIMs) did take data during this phase, while the IR measurements were being made, it was only after the cryogen ran out (February 1997) that the full suite of UVISI sensors were used to begin a systematic survey of the sky as well as dedicated observations of specific regions. More than 400 observations (covering a substantial fraction of the sky) were obtained by the end of this phase of the mission in December 1997. These experiments were denoted as CB-10 (a systematic survey of the sky) and CB-11 (observations of specific celestial targets).

The Orion nebula has long been known to be one of the brightest regions of diffuse UV emission in the sky since the first (and only) observations from a sounding rocket flight by Carruthers and Opal (1977). Despite considerable internal (instrumental) scattering, they detected a diffuse signal amounting to approximately 10% of the direct starlight, which they attributed to the scattering of starlight from interstellar dust in Orion.

In the present paper, we describe the three MSX observations, or “data collection events” (referred to as DCEs hereafter), in which the UVISI sensors were directed toward various regions in Orion. We detected intense UV emission in all three fields. In the following sections we describe our observations and results.

## 2 Observations

Because the 9 UVISI instruments were designed to observe a variety of phenomena, from ballistic missiles in midcourse to the faint diffuse astronomical radiation, a plethora of filters and operating modes were available. We list those used in our observations in Table 1. In the cryogen phase, when SPIRIT III was operational, the bandwidth available for the UVISI instruments was limited such that we were only able to download the data from one imager at a time. However, we could power two (or more) imagers and download the data from each alternately. In our cryogen phase observations, we routinely used both the narrow and wide field UV imagers. with half of the total exposure time in each. The SPIMs took much less bandwidth and we were able to operate all 5 even in the cryogen phase, albeit at a reduced spectral and spatial resolution. There were no bandwidth restrictions in the post-cryogen phase and we operated all 9 instruments at their full resolutions.

All the UVISI instruments used essentially identical detectors — intensified CCDs — with different photocathodes. Incoming light ejected electrons from the photocathode which were amplified by a micro-channel plate to strike a green phosphor coupled by a reducing fiber optic taper to the CCD. The gain of the MCP was adjustable over a dynamic range of 109; however, because we were interested in observations of relatively faint astronomical sources, we normally operated at a gain high enough that individual photons could be detected well over the background. The dynamic range within a scene was more limited and we could not always use the photon counting mode because of bright stars in the field of view. In particular, this was the case for the wide field imagers in the Orion observations.

The CCDs were read every half second (with an integration time of 467 milliseconds) and the data were dumped to an on-board tape recorder. This rapid readout resulted in an enormous amount of data, typically 1 GB per data collection event (DCE). These data were processed at the Applied Physics Laboratory of the Johns Hopkins University under the supervision of the DCATT (Data Certification and Technology Transfer) team, whose responsibility it was to certify the process and the data. The starting point for our scientific analysis was “Level 1CA” data: CCD images with a distortion correction, flat fielding and calibration already applied.

We observed three regions in Orion, one in the cryogen phase and the other two after the SPIRIT III instrument was turned off. These observations are denoted, in temporal order:

CB08-41 (UJ\_CB08010004101\_05\_9999B),

CB11-45 (UJ\_CB11010004501\_05\_9999A), and

CB11-46 (UJ\_CB11010004601\_05\_9999B)

and are superimposed on an IUW image of Orion in Fig. 1. In each DCE, we observed a specific location for 10 minutes and then offset the pointing by about $`0.^{}25`$. This was repeated for a total of four pointings per DCE (three for CB08-41) with significant field overlap. In each of the two later observations (CB11-45 and CB11-46) filter changes were made after each pointing. The SPIMs used a scanning mirror to observe a $`1^{}\times 1^{}`$ field centered on the instrument boresight, overlapping much of the IUN field of view.

Although the 0.5 second integration time of the UVISI sensors resulted in an enormous amount of data, the large number of samples in a single DCE were invaluable for diagnostic information. As an illustrative example, we have plotted (Fig. 2) the total signal per frame from the narrow field of view imager (IUN) in CB11-45. At the beginning and end of each DCE and at every filter change the gain on the MCP was set to the minimum value and the observed count rate dropped to the CCD read noise, setting a floor for the observed signal (square wells in Fig. 2). The read noise was parametrized and subtracted from the data and the residual was thresholded to leave only individual photon hits (lower curve in Fig. 2). A few cosmic ray hits were bright enough to light up the entire detector and were easily identified (spikes in Fig. 2). In such a case the entire frame was discarded. Less intense events were also present and were removed by comparing the signal over several frames.

In addition, there was a general increase in the background level between frames 3200 and 4200 in all 9 instruments and persisting even through a filter closure and while the spacecraft was in an inertial hold. Similar increases in the total signal have occurred in other DCEs and, in particular, CB11-46 (executed on the following day) showed a rise at the same geographical position over central Africa. In other DCEs, the rise was over other regions of the Earth, typically at low geographical latitudes and often far from the South Atlantic Anomaly. Although we have been unable to identify the source of the signal, it is clearly terrestrial in origin and we have discarded all affected frames.

At this point, we were left with a series of frames containing the astrophysical signal plus an instrumental dark noise. These frames were added together to form a single FITS file for each instrument and for each pointing. The data product from the imagers was an image of the region observed and from the SPIMs it was a 3-dimensional file with 2 spatial dimensions and one spectral.

The dark noise in the imagers (at the operational gain) was only read at the beginning and end of the DCEs (for about a minute each) and these values are tabulated in Table 2. (Note that in CB11-45 and CB11-46 there actually was another measurement in the middle of the DCE which was compromised by the general increase in the background level already discussed.) We have used the mean of these two values as the effective dark current throughout the observation. The deviation between the two values was added in quadrature to the other errors to yield a total uncertainty. In all cases the measured dark current was much less than the observed signal.

Because there were far fewer SPIM pixels and because there were no intermediate points for the CCD read noise parametrization, the background definition in the SPIMs is very uncertain. Fortunately, SPIM 1 included a barium fluoride (BaF2) filter which cut off all light below 1350 Å, allowing an absolute measurement of the effective background level. There was some wavelength overlap between the different SPIMs and we could estimate the background subtraction in the other SPIMs by forcing the spectra to be continuous. However, in practice, because of the uncertainties in matching the continua and the cumulative errors in the longer wavelength SPIMs, we could only obtain useful results for SPIMs 1 and 2, the two UV SPIMs.

## 3 Calibration

The Data Certification and Technology Transfer (DCATT) team had primary responsibility for characterizing and calibrating the instrument. However, the calibration in the photon counting mode was dependent on the details of the processing and we evolved our own calibration procedures (Newcomer et al. 2001). We extracted stars from many different DCEs and identified them using the SIMBAD database. If, and only if, the stars had TD-1 fluxes with reliable spectral types, we calculated their brightness in each of the instruments and filters and compared with the observed brightmess. We have plotted one of these calibration curves in Fig. 3; others are shown by Newcomer et al. (2001). In each case, the calibration proved to be both linear and stable over a large range of brightnesses and over the lifetime of the satellite. Note that we were forced to reject many of the observed stars for calibration purposes because of spectral types which were clearly inconsistent with the TD-1 measurements.

The SPIM calibration is based on two stars (HD 36210 and HD 37700) for which high quality IUE spectra (both SWP and LWP) exist. We integrated the flux around each star, estimating the background from the neighbouring pixels, and compared with the archived IUE spectra. The calibration curves derived from the two stars (independently) are plotted in Fig. 4 and are entirely consistent with each other. Because our primary spectroscopic science comes from SPIMs 1 and 2, the two UV SPIMs, and because of the background subtraction problems in the longer wavelength SPIMs, we have focussed on the data from those two spectrographs in this paper.

## 4 Results

We observed intense diffuse ultraviolet emission in three regions around M42 in Orion at levels of more that $`2\times 10^4`$ photons cm-2 sr-1 s-1 Å-1 to the east and west of M42. A lower, but still high, level of 8000 photons cm-2 sr-1 s-1 Å-1 was observed south of the nebula (CB08-41). Instrumental scattering from the many bright stars in Orion was clearly visible in a few pointings in each DCE and we have used only those parts of each image which were observed in multiple pointings and in which the measured flux was consistent between pointings.

In two of the DCEs — CB08-41 and CB11-45, to the south and west of M42, respectively — the flux was uniform with levels tabulated in Table 3. However, a bright patch was observed in CB11-46 (Figure 5), most likely emission from the outlying regions of the complex of molecular clouds detected by Ogura & Sugitani (1998) about 15 away.

The UV flux is tightly correlated with the 100 $`\mu `$IRAS emission in CB11-46 (Figure 6) with a UV-IR ratio of about 40 photons cm-2 sr-1 s-1 Å-1/(MJy sr-1)-1. The UV to IR ratio from the other two observations is quite different (also plotted in Fig. 6), particularly for CB11-45 where the UV flux does not vary at all despite a factor of 4 variation in the IRAS 100 $`\mu `$m flux.

The only other determination of the UV to IR ratio has come from Haikala et al (1995) who used FAUST observations of an isolated Galactic cirrus cloud to derive a ratio of 128 photons cm-2 sr-1 s-1 Å-1(MJy sr-1)-1. Although the combination of UV and IR observations of the same region can provide great insight into the optical properties of the dust grains, both the UV and the IR emission are highly dependent on the exact geometry of the stars and the dust and detailed modeling is required to deconvolve the properties and nature of the dust.

We also obtained spatial maps of the three DCEs with SPIMs 1 and 2 (due to processing problems only SPIM 1 was available for CB08-41). There was no evidence for spatial variability in the diffuse radiation detected by the SPIMs, after discarding the data near the bright stars in the field, and so we simply integrated over the entire field of view to give the spectra plotted in Figure 7. Allowing for the different instrumental passbands, the diffuse backgrounds detected by the SPIMs are consistent with those detected by IUN. We note that, because of a drop in the gain of the SPIMs in the middle of the DCE for CB11-46, the SPIMs observed only the eastern half of the field.

## 5 Conclusions

We have observed intense diffuse radiation from three fields around M42 in Orion. This background is much brighter to the east and west of the nebula with intensities of more that 2 x 104 photons cm-2 sr-1 s-1 Å-1 dropping to 8000 photons cm-2 sr-1 s-1 Å-1 to the south of M42. In one of the DCEs (CB11-46 to the east of M42), we detected a bright patch which may be related to the nearby molecular clouds of Ogura & Sugitani (1998). In the other two regions, the emission was uniform.

The UV flux was directly correlated with the IR in CB11-46 with a ratio of about 40 photons cm-2 sr-1 s-1 Å-1 (MJy sr-1)-1. No such relation was observed in CB11-45 where, despite a factor of 4 variation in the IRAS 100 $`\mu `$m flux, the UV was essentially constant over the field. The only other measurement of the UV-IR ratio was the 128 photons cm-2 sr-1 s-1 Å-1 (MJy sr-1)-1 obtained by Haikala et al (1995) for an isolated Galactic cirrus cloud. It is clear, and should be expected, that the UV-IR ratio is heavily dependent on the environment.

In principle, the combination of IR and UV observations in a single direction will strongly constrain the optical properties of the dust grains. Stellar radiation penetrates into the interior of the clouds and some part is scattered in the UV. That part not scattered will be absorbed and then reemitted as thermal radiation in the IR. In practice, a detailed study is required to realistically model the penetration and subsequent reradiation of the input radiation field by the optically thick (in the UV) dust. We are beginning such a study for simple geometries where we have Voyager and IRAS data and hope, eventually, to extend it to more complex regions such as Orion.

This work was supported at the Johns Hopkins University by USAFG F19628-93-K-0004