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# 1 Introduction

## 1 Introduction

The ALICE experiment is designed for a dedicated study of heavy ion collisions at the Large Hadron Collider at CERN, in order to study hadronic matter at high density and temperature and to probe the deconfinement transition and chiral symmetry restoration . The design of the detector systems in ALICE has been based on the assumption that charged particle multiplicities in Pb + Pb collisions at a c.m. energy of 5.5 A.TeV could be as high as 8000 per unit rapidity at mid-rapidity, decreasing slowly at larger rapidities. In such a high multiplicity environment, a preshower Photon Multiplicity Detector (PMD) has been designed to measure photon multiplicities in the forward region and to provide estimates of transverse electromagnetic energy . Using these measurements on an event by event basis, the PMD will be able to study event shapes and fluctuations .

The basic principle of photon detection using the proposed PMD is similar to those of preshower detectors used in WA93  and WA98  experiments at the CERN SPS. It consists of a highly segmented detector placed behind a lead converter of suitable thickness. A photon produces an electromagnetic shower on passing through the converter. These shower particles produce signals in several cells of the sensitive volume of the detector. Charged hadrons usually affect only one cell and produce a signal resembling those of minimum ionizing particles (MIPs). The thickness of the converter is optimized such that the conversion probability of photons is high and the transverse shower spread is small to minimize shower overlap in a high multiplicity environment. A charged particle detector of similar granularity may be placed in front of the converter to act as veto in order to improve the discrimination between charged hadrons and photons.

The PMD will use gas as sensitive medium, as other options are either too expensive (e.g., scintillator readout) or not compatible with ALICE baseline detector (e.g., a silicon detector placed close to the vertex resulted in increased background into the Time Projection Chamber). The choice of detector technology for use in preshower applications is dictated by the consideration that (a) signal from charged particles is confined preferably to one cell, and (b) low energy $`\delta `$-electrons should be prevented from traveling to nearby cells and causing cross-talk among adjacent channels.

The conventional technology of gas detectors employs a large uniform gas volume with cathode pad readout. In these detectors a single charged particle invariably affects more than one pad owing to the capacitive coupling between them or due to $`\delta `$-electrons traveling at large angles. This leads to spreading of the signals to regions much beyond the actual shower region.

Segmentation of the gas volume with material separation thus becomes necessary to reduce the effect of $`\delta `$-electrons. Some attempts have been made in the past to develop such segmented proportional chambers . However, they do not suit our requirements of small gas thickness, field homogeneity and material thickness.

We have used a honeycomb cellular geometry for segmentation and field shaping. Several prototypes of the PMD have been fabricated. These have been tested at CERN using pion and electron beams at various energies . The same design will also be used for the PMD in the STAR experiment at RHIC . In this article we present an account of the design, fabrication and the performance of these prototypes. Section 2 describes the detector design and the cell modeling. In section 3 we describe the fabrication procedure of the honeycomb prototype. The test data are discussed in detail in section 4. A summary is presented in section 5.

## 2 Design considerations and cell modeling

The most important requirement for the present detector, apart from high efficiency for charged particle detection, is that the signals from charged hadrons be confined to one cell. This will help to minimize the occupancy in both preshower and veto applications. In addition, the design is also influenced by the following considerations for a preshower detector :

* the active volume of the detector should be thin and very close to the converter so that the transverse spread of the shower is minimized,
* low-energy $`\delta `$-electrons should be prevented from traveling to nearby cells, in order to minimize crosstalk among adjacent channels,
* the technology should be amenable to modular design with a minimum of dead space at the boundaries and should not require a staggered layout,
* the detector material (gas) should be insensitive to neutrons. In a hydrogeneous medium neutrons tend to produce large signals due to recoil protons, which can mimic a photon signal.

Based on the above considerations a honeycomb chamber design was adopted. The honeycomb body made up of copper forms the common cathode and is kept at large negative potential. The anode wire is kept at ground potential, which facilitates easy coupling with front-end electronics. The cells are thus physically isolated from each other by copper walls of suitable thickness to contain the $`\delta `$-electrons. Optimum values of cell depth and copper wall thickness have been obtained from GEANT simulation  of preshower development in such a detector.

In a normal proportional chamber the aspect ratio (ratio of cell radius and wire length) is generally very small. In the present case smaller cell depth (around 10 mm) and comparable cell diameter makes the aspect ratio relatively large. This design makes our detector an unconventional one, where the edge effects at the wire ends dominate. The end effects have a direct bearing on the efficiency of charge particle detection. Hence proper field shaping had to be done to minimize these end effects . Appropriate cell configuration has been arrived at by cell modeling and prototype tests.

A schematic diagram of the hexagonal unit cell and its cross section are shown in Fig. 1. The cell volume is sealed by FR4 printed circuit boards (PCBs, referred to as ‘lids’ in the figure). The cell simulations were carried out using MAXWELL  and GARFIELD  software packages. The detector cell is modeled in MAXWELL according to the parameters given in Table 1. Because of the six fold axial symmetry of the cell and a mirror symmetry in the plane perpendicular to the tube axis, only 1/12 of the whole cell was modeled in MAXWELL. The field maps for the entire cell were then generated by GARFIELD using these symmetry considerations.

Two geometries of the cathode have been studied as shown in Fig. 1. For the cell shown in Fig. 1(b), the cathode resembles an open tubular structure. This is referred to as open geometry cell. In Fig. 1(c) the cathode of the cell is extended close to the anode wire. This ’extended cathode cell’ will be described later.

The field configuration within the cell is studied with the help of drift line plots for the two geometries. An electron drift-line plot is shown for the open geometry cell in Fig. 2 for two tracks at different distances from the anode wire. For tracks a little far away from the wire, a large fraction of these electrons do not reach the wire and escape the drift medium, as shown by dashed lines in the figure. The loss in the collection of the primary electrons increases as the distance from the anode wire increases. This affects the efficiency of charged particle detection. The problem becomes acute in the present case where smaller gas depth limits the primary ionization.

The charge collection on the anode can be improved with proper field shaping. Guard rings have been traditionally used for field shaping in gas counters. However fabrication and optimization of guard rings becomes difficult for large arrays with segmented cells. As a simple alternative, the cathode was extended on the inner copper surface of the lids (using double sided PCBs) up to 2 mm from the wire. This is shown schematically in Fig. 1(c). This cell is referred to as extended cathode cell. The thickness of the extended portion of the cathode was taken as 50 $`\mu `$m for GARFIELD simulations.

The electron drift-line plot for the extended cathode cell is shown in Fig. 3. It shows that the electrons generated almost anywhere inside the volume reach the anode. Only for a small portion of the region on either ends, some electrons still escape the drift medium and hit the lids, as shown by dashed lines. But this region amounts to less than about 10 % of the entire volume. This suggests that the extended cathode design should have better uniformity of response within a cell.

## 3  Prototype fabrication

The construction of the honeycomb prototype involved two main steps – fabrication of the honeycomb matrix and assembly of the chamber.

Copper strips of thickness 0.2 mm with small notches cut at regular intervals on both edges were shaped in the form of a half-honeycomb using a precision-machined hexagonal jig. The width of the strip, varying from 8 mm to 12 mm, determined the gas thickness of the detector. Joining two such half-honeycomb strips by spot-soldering resulted in a row of hexagonal cells. In this scheme four sides of the hexagon had a thickness equal to the original thickness of the strip and two sides had double the thickness. In the final shape notches appeared on all sides of the hexagonal cells. This facilitated smooth gas flow within all cells in the chamber. The honeycomb matrix was then cleaned with a soap solution and coated with graphite paint to improve the aging properties and to suppress after-pulsing. A FR4 frame was machined to house the honeycomb. Gas flow nozzles were fitted on the sides of the frame. A photograph of the components of the chamber is shown in Fig. 4.

The honeycomb matrix was sandwiched between two printed circuit boards (PCBs), each of thickness 1.5 mm. One side of these PCBs had solder islands (1 mm $`\times `$ 4 mm) at the center of each cell and thin (0.25 mm) tracks leading to 50-pin connectors. While one board contained the full wiring layout of the tracks, the other had only solder islands to anchor the anode wires. One PCB was first bonded with epoxy to the FR4 frame. The edges of the honeycomb were glued to it after checking the alignment. The second PCB was then bonded to the other side of the frame, taking care of the hole alignment and proper connection of the cathode (honeycomb) to the SHV connector. For the extended cathode prototypes, the inner surface of the PCBs consisted of tin-plated copper layer in contact with the honeycomb cathode, and annular gaps of insulated rings of 2 mm radius around the ends of the central anode wire.

Gold plated tungsten wire ( 20 $`\mu `$m in diameter), after proper cleaning, was inserted through the holes of the PCB using a wire insertion jig. The jig consisted of a small plastic wire spool on an aluminum frame with hypodermic syringe needle fitted to the frame. The wire was drawn through the capillary of the needle and inserted through the PCB holes together with the needle. The needle was withdrawn after soldering the wire on to the rear PCB. The wire was stretched to a tension of 25 g (equivalent to 30% of its elastic limit) using a spring loaded slider on the spool, before being soldered on to the front PCBs. Care was taken while soldering to prevent flux creepage into the cell. The holes were then closed by high viscosity fast-setting epoxy. Two thin copper-clad printed boards were again bonded on the soldered surface of the above mentioned PCBs, with copper on the outer surface to make a proper shielding for the entire readout connections. The details can be found in Ref .

Negative high voltage was applied to the honeycomb cathode through a high value (2.2 M$`\mathrm{\Omega }`$) non inductive resistor with a high voltage decoupling capacitor. The readout boards containing front-end electronics were connected on the chamber as shown in Fig. 4.

## 4  Test setup, analysis and results

We describe the results for three prototypes of different geometrical configurations as given in Table 2.

### 4.1 The test beam setup

The prototype chamber was tested at the T10 beam-line of the CERN Proton Synchrotron. The response of the detector to charged particles was studied using 7 GeV/c pion beams. The test setup consisted of three pairs of cathode strip chambers (CSC) with the prototype detector placed in between the last two CSCs as shown in the Fig. 5 (a). The CSCs were used for tracking the pion beams. Two pairs of crossed scintillators in a 4-fold coincidence provided the charged particle trigger.

The setup for preshower studies is schematically shown in Fig. 5 (b). A lead converter of suitable thickness was kept just in front of the honeycomb chamber. A gas based Cerenkov detector was used to provide the electron trigger in coincidence with the two pairs of the scintillators.

The prototype chamber was mounted on a stand having horizontal and vertical movements, reproducible to within a millimeter, facilitating the study of the response of individual cells in the detector. The pair of trigger scintillators had an overlap of about 1 cm2 which was comparable to the area of each hexagonal cell. Hence for most of the studies related to the detector response, the chamber could be positioned in such a way that the beam profile was confined to almost one cell. A steady flow of Ar-CO2 gas mixture was maintained in the prototype honeycomb detector.

The readout of the prototype chamber was carried out using GASSIPLEX electronics (1.5 $`\mu m`$ version)  and a C-RAMS based data acquisition setup . For the prototype detector in the present case, which generates negative pulses, the dynamic range of GASSIPLEX was 75 fC and the output pulse was limited to -1V. The pedestal was around 160 ADC channels. The r.m.s deviation of the pedestal, which is a measure of the noise in the system, was $``$1.5 units.

### 4.2 Tracking and clustering

Tracking was done with the help of CSCs. These provided an external reference for the impact point of the particle on the prototype chamber. In all cases only single-hit tracks having good reconstruction in all the 6 planes were taken. A straight line was fit by least square method by taking the centroids of the clusters for every track in the 3 pairs of CSC’s. Accordingly the impact point for every track was projected in the plane of the prototype detector. These projected coordinates were then used to form 2 mm bins to study the variation in the efficiency within the cell.

Particles entering the chamber can at times affect more than one cell. Hence the cell hits were first clustered using a nearest neighbour clustering algorithm. For every hit cell, two concentric rings comprising of 19 cells were scanned to identify contiguous cells which might have been affected. The ADC channel contents in all the cells falling within the cluster were added together to represent the pulse height corresponding to the total energy deposited by the incident particle.

### 4.3 Characteristics of charged particle detection

Typical pulse height spectra for two prototypes (having cell depths respectively 10 mm and 8 mm) are shown in Fig. 6(a) along with a fit to a Landau distribution. The detectors were operated at -1520 V and -1450 V respectively. The operating gas in both the cases was a mixture of Ar and CO2 (in the ratio 70:30 by weight). The mean value of the pulse height spectra is taken as the measure of the average energy deposited by the charged particle. The distribution of the cluster size (number of cells fired) for charged particles for the above operating conditions of the detector is shown in Fig. 6 (b). The average cluster size is close to unity, suggesting that the energy deposition is essentially confined to one cell. This satisfies one of the basic design criteria of our detector.

#### 4.3.1 Optimization of operating conditions

The operating conditions for the detector refer to appropriate detector bias voltage and the gas mixture. These were optimized after a detailed study of variation of the charged particle detection efficiency in the proportional region.

Fig 7 (a) shows the variation of efficiency with voltage for different gas mixtures using extended cathode prototypes of 8 mm gas thickness (prototype-99-8) and 10 mm prototype (prototype-99-10). We observe that the efficiency increases with voltage and at about -1450 Volts, it reaches a plateau region. The variation of the peak pulse height with the applied voltage is shown in Fig 7(b) for a given gas mixture and cell geometry. We observe that around the same voltage of -1450 Volts the peak pulse height varies almost linearly with voltage indicating the onset of the proportional region.

A higher percentage of Ar in the gas mixture increases the detection efficiency of charged particles, but the longer tails in the signal are removed faster if the percentage of CO2 is higher, which is important for handling a higher rate of particle fluxes . In the present study with a gas mixture of Ar and CO2 in the ratio $`70:30`$, stable operation of the detector was achieved with efficiency comparable to those with higher percentage of Argon. This suggests that the detector may be able to handle high count rates without loss of detection efficiency. Final optimization of the gas mixture will be done after a study of the count rate behaviour.

#### 4.3.2 Variation of efficiency and pulse height within the cell

A high statistics scan of the chamber was taken for selected cells to study the variation of efficiency within the cell in smaller bins in horizontal and vertical directions. Tracking was done using the hits on the CSCs to get the projected hits on the detector plane. These hits were analyzed for sliding square bins of 2 mm width and 2 mm height. Fig. 8 shows the variation of this efficiency with horizontal position (scanned across three cells) for both open geometry and extended cathode cells. It shows a flat region in the central part of the cell, indicating the uniformity in efficiency. Compared to open geometry cells, the extended cathode cells give much flatter efficiency as a function of position along the cross-section of the cell.

At the edges, while the efficiency drops to 70 % in case of the open geometry cell, it is above 90 % for the extended cathode geometry. The large drop in efficiency for the open geometry cell at the edges is due to the poor charge collection for tracks at the edges, as observed from the drift line plots for this geometry (see Fig. 2). The distance between the consecutive dips reflects the cell wall separation for both cell geometries.

We have also studied the variation of pulse height as a function of the radial distance of the beam tracks. Fig. 9 shows the peak pulse height for tracks at varying radial distances from the wire. The GARFIELD simulation results, without the effect of electronics, are shown by a solid line. The simulation results describe the observed behaviour reasonably well. Considering that the r.m.s. deviation of pedestals was $``$1.5 units, a noise threshold of 6 ADC channels (corresponding to 4$`\sigma `$ values) was applied to the pulse height data during analysis. The plot clearly shows that the peak pulse height is greater than the noise threshold by a factor of 5 or more, for tracks at all distances from the wire. This suggests that for the present detector and electronics system, the signal to noise ratio for minimum ionizing particles is better than 5:1.

#### 4.3.3 Cell-to-cell variation of efficiency and average pulse height

About 40 cells in the prototype were randomly selected and the beam positioned in the center of each cell to study the charged particle detection efficiency and average pulse height. The relative gains of the cells defined by the ratio of the mean pulse height in a cell to the average value of the mean pulse heights of all the 40 cells taken together is shown in the Fig 10. The overall gain of the prototype chamber was found to be quite uniform, the distribution having a narrow width of $`\sigma `$ $``$ $`6\%`$. The mean efficiency of the different cells scanned for the prototype with extended cathode and 8 mm cell depth was found to be $`98\%`$ as shown in the Fig 10. The average efficiency for the prototype with extended cathode and 10 mm cell depth was also close to the above value.

### 4.4 Preshower characteristics

The preshower characteristics were studied for the extended cathode prototype-99-8 detector using electron beams in the energy range of 1–6 GeV at two different operating voltages using 2 X0 and 3 X0 converter thicknesses. The results are described below.

#### 4.4.1 Transverse shower spread

The electron beam passing through the lead converter produces an electromagnetic shower and thus affects several cells in the detector. The average number of cells affected gives us an estimate of the transverse shower size.

A typical distribution of the preshower cluster size (number of cells affected) for 3 GeV electrons with a 3 X0 thick converter is shown in Fig. 11.

The preshower cluster size has been studied for several combinations of electron energies and converter thicknesses. The results are summarized in Fig. 12. Comparing the results with the single particle GEANT simulation for electrons, it was found that the average preshower cluster size is very close to that obtained in simulation. This is a very important result and represents a marked improvement over the WA98 PMD case where the preshower cluster size in test data was about twice that obtained in simulation . The present results suggest that the final occupancy in the actual experiment will be close to those obtained in GEANT simulations.

#### 4.4.2 Energy deposition spectra in a preshower

Total energy deposition in a preshower is represented by the sum of signals (ADC contents) of all the affected cells in a cluster. Pulse height spectra representing energy deposition for different electron energies for a 3 X0 thick converter are shown in Fig 13. The left panels show the test data and the right panels show the simulation results. The two sets of spectra look similar in shape. The average energy deposition increases with increasing electron energy. The relative widths in the preshower spectra are larger than those in simulation. This is due to fluctuations in gas ionization, signal generation and transmission processes in data, which are not accounted for in GEANT simulation.

#### 4.4.3 Energy – ADC calibration relation

A comparison of test data with simulation allows us to understand the features specific to the readout system and cross-talks, if any, and to parameterize the effects. In view of this, the mean pulse height in ADC units as obtained from data is plotted against the mean energy deposition values in keV from the simulation spectra for different electron energies and converter thicknesses. Fig. 14 shows the calibration relation for an operating voltage of -1465 V. The response of the detector and readout is seen to be fairly linear in the range of energy studied. The present study extends to average energy deposition of $``$60 keV, which corresponds to the energy deposited by 10 GeV photons in the preshower part of the PMD.

## 5 Summary

In the present article, we have described the design, simulation and the test data of a gas based honeycomb proportional counter for photon multiplicity measurements in the ALICE experiment. The design is based on a copper honeycomb matrix as cathode and anode wires placed at the center of each cell. The detector is operated using Ar–CO2 gas mixture with the cathode at a high negative potential, and the anode wire at ground potential. The diameter of the cell and the depth (length of the wire) are comparable, being in the range of 8-10 mm. Two geometries of the cell, with different cathode structures, have been studied. The design has been optimized by GARFIELD simulations and by prototype studies using high energy pion and electron beams.

The cellular design is found to contain $`\delta `$-electrons and minimize the spread of the signal to neighbouring cells. The charged particle signal is confined mostly to one cell. This satisfies one of the basic requirements of our design. Operating conditions like the cathode voltage and the proportion of Ar and CO2 in the gas mixture have been optimized by prototype tests. The efficiency for open geometry cell drops considerably near the edges of the hexagon, but for the extended cathode cells, it is quite uniform throughout the volume of the cell. With the extended cathode prototype of 8 mm gas thickness, under an optimized condition of gas mixture and operating voltage, the average charged particle detection efficiency was found to be $``$98%. A study of a large number of cells of the extended cathode variety shows that the relative gains and detection efficiencies remain almost uniform throughout the detector, cell-to-cell relative gain varying within 6%.

The preshower data show that the transverse shower size is in close agreement with single particle GEANT simulations for a range of converter thicknesses and electron energies. Average pulse height of the preshower follows a linear relation with energy deposition for a wide range, upto that expected from 10 GeV photons in the preshower part of the ALICE PMD.

Acknowledgements

We wish to express our gratitude to the accelerator crew for the excellent performance of the PS at CERN. We acknowledge the help of S. Iranzo and T. Lopez for help in running the MAXWELL code. We are thankful to H. Gutbrod, P. Martinengo, A. di Mauro, G. Paic, F. Piuz, J.C. Santiard, J. Schukraft and P. Szymanski for many useful suggestions and help during tests. We gratefully acknowledge the financial support of the Department of Atomic Energy, the Department of Science and Technology of the Government of India and the CERN PPE Division for this project. One of us (PG) acknowledges the grant of research fellowship of the Council of Scientific and Industrial Research in India.

Figure Captions

1. (a) Schematic of a hexagonal cell with coordinate representations following GARFIELD convention. (b) Cross-section of the cell in $`xz`$-plane with dimensions used in GARFIELD simulations. The cathode is limited to the cell wall. This is referred as ‘open geometry cell’. (c) Section showing the modified cathode design, extended on the inner face of the lids and brought close to the anode wire. The cell with this shape is referred as ‘extended cathode cell’.
2. Electron drift lines inside the cell volume in $`xz`$-plane for an open geometry cell. The thick line in the center represents the anode wire. Drift lines for a track 3 mm away from the anode are shown on the lower part of the figure and those for a track 5 mm from the anode are shown in the upper part. Dashed lines represent drift lines escaping the drift medium and falling on the body of the cell.
3. Electron drift lines inside the cell volume in $`xz`$-plane for an extended cathode cell. The thick line in the center represented anode wire. Dashed lines represent drift lines escaping the drift medium and falling on the body of the cell.
4. Components of a prototype honeycomb proportional counter showing the honeycomb array, the PCBs and the GASSIPLEX board. In the assembled version, the PCBs form part of a gas-tight chamber having a high voltage connection and inlet/outlet for the gas. The gas inlet is visible in the picture.
5. Schematic of the test beam arrangement. (a) setup for pion trigger, (b) setup for preshower studies with a lead converter (shown as dark block) in front of the honeycomb detector (PMD) and a Cerenkov counter for electron trigger.
6. Response of the extended cathode prototype to a 7 GeV pion beam. Left part : pulse height spectra for the two prototypes along with fits using the Landau distribution shown by solid lines. Operating voltages are shown in the figure. Right: Distribution of cluster size for pions passing through prototype-99-8.
7. (a) Variation in the efficiency of charged particle detection with applied voltage for different prototypes and gas mixtures, (b) Variation of the peak pulse height (ADC) as a function of applied voltage for the prototype-99-8.
8. Variation of efficiency with position within a cell for three different prototypes of open geometry and extended cathode cells. The figure shows a scan of three cells encompassing both sides of the boundaries of the central cell.
9. Variation of the peak pulse height with radius $`r`$ for the extended cathode cells (prototype-99-8) along with GARFIELD simulation results.
10. (a) Relative gains of various cells in prototype-99-8 extended cathode geometry, and (b) efficiencies of the cells.
11. Distribution of cluster size for a typical preshower of 3 GeV electrons passing through a 3 X0 thick lead converter.
12. Average cluster size for electron preshower at different energies. The operating voltages and the converter thicknesses used are shown in the figure. The filled circles denote test data and the open circles are GEANT simulation results.
13. Preshower spectra for different electron energies for a 3 X0 converter thickness. The left panel shows the test data while the right panel shows simulation results.
14. Average cluster signal (ADC) vs. energy deposition for various combinations of electron energy and converter thickness used in the preshower studies at 1465 V.


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# The Soft Gamma-Ray Spectral Variability of Cygnus X-1

## 1 Introduction

High energy emission from galactic black hole candidates (GBHCs) is characterized by variability on time scales ranging from msec to months. In the case of Cygnus X-1, it has long been recognized that, on time scales of several weeks, the soft X-ray emission ($`10`$ keV) generally varies between two discrete levels (e.g., Priedhorsky et al., 1983; Ling et al., 1983; Liang & Nolan, 1983). The source seems to spend most ($`90\%`$) of its time in the so-called low X-ray state, characterized by a relatively low flux of soft X-rays and a relatively high flux of hard X-rays ($`100`$ keV). This state is sometimes referred to as the hard state, based on the nature of its soft X-ray spectrum. On occasion, it moves into the so-called high X-ray state, characterized by a relatively high soft X-ray flux and a relatively low hard X-ray flux. This state is sometimes referred to as the soft state, based on the nature of its soft X-ray spectrum. There are, however, some exceptions to this general behavior. For example, HEAO-3 observed, in 1979, a relatively low hard X-ray flux coexisting with a low level of soft X-ray flux (Ling et al., 1983, 1987). Ubertini et al. (1991) observed a similar behavior in 1987.

Observations by the BATSE, OSSE, COMPTEL and EGRET instruments on the Compton Gamma-Ray Observatory (CGRO), coupled with observations by other high-energy experiments (e.g., SIGMA, ASCA and RXTE) have provided a wealth of new information regarding the emission properties of galactic black hole candidates. One important aspect of these high energy radiations is spectral variability, observations of which can provide constraints on models which seek to describe the global emission processes. Based on observations by OSSE of seven transient galactic black hole candidates at soft $`\gamma `$-ray energies (i.e., below 1 MeV), two $`\gamma `$-ray spectral shapes have been identified that appear to be well-correlated with the soft X-ray state (Grove et al., 1997, 1998; Grove, 1999). In particular, these observations define a breaking $`\gamma `$-ray spectrum that corresponds to the hard (low) X-ray state and a power-law $`\gamma `$-ray spectrum that corresponds to the soft (high) X-ray state.

A thorough understanding of the nature of these systems requires modeling that cannot only explain the individual spectra, but can also explain the transitions between the various spectral states (e.g., Grove et al., 1998; Liang, 1998; Poutanen, 1998a). In recent years, a general theoretical picture of the accretion flow in Cygnus X-1 has emerged which appears to provide a reasonable explanation of the spectral data in both the low and high X-ray states. This model includes an inner optically-thin, geometrically-thick advection-dominated accretion flow (ADAF) surrounded by an outer, geometrically-thin, optically-thick accretion disk (Esin et al., 1998). The outer disk is characterized by a blackbody spectrum. ADAF flows (e.g., Narayan, 1996) are characterized by their relatively low radiative efficiencies and by a two-temperature structure, with the ions nearly virial at $`T_i10^{12}`$ K and the electrons at $`T_e10^9`$ K. The high temperature of the ADAF leads to an extended, quasi-spherical geometry. Hot optically-thin ADAFs exist only below a certain critical accretion rate. The transition radius between the ADAF and the thin disk therefore depends on the accretion rate. At higher accretion rates, where it is more difficult to support the ADAF, the transition radius moves to smaller radii, closer to the black hole. The ADAF region is largely responsible for the hard X-ray flux ($`20100`$ keV), while the outer thin disk is generally responsible for the soft X-ray flux ($`210`$ keV).

In the context of this general model, the spectral state of Cygnus X-1 depends on the accretion rate. At low accretion rates, the inner ADAF extends out to a transition radius of $`100`$ Schwarzschild radii (Esin et al., 1998). In this configuration, the ADAF region makes a significant contribution to the hard X-ray flux. At higher accretion rates, it becomes more difficult to support the ADAF. The ADAF region therefore shrinks, and the transition radius moves inward, although there may exist a low-density ADAF corona surrounding the thin disk (Narayan et al., 1998). The level of hard X-ray flux decreases due to the smaller volume of the ADAF region, while the level of soft X-ray flux increases due to the larger size of the thin disk region. In this scenario, the hard state corresponds to a relative low accretion rate, with the spectrum dominated by the ADAF region, and the soft state corresponds to a relatively high accretion rate, with the spectrum dominated by the blackbody of the outer thin disk region. Small changes in the accretion rate (on the order of 10–15%) may be sufficient to trigger a transition between the hard and soft states (Esin et al., 1998).

The ADAF model described above provides a consistent framework for understanding the essential dynamics and spectra of black hole accretion flows. In the context of this framework, however, simple thermal Comptonization models appear unable to account for all of the spectral features, especially the hard power-law tail that is seen at energies above $`600`$ keV (Gierliński et al., 1999). Poutanen & Coppi (1998) used a geometry similar to that described above (Poutanen et al., 1997) and assumed some (unspecified) source of non-thermal electrons that remains constant during the spectral state transitions. This suggests that the non-thermal component may play a more significant role, especially at higher energies, during the high X-ray state, where the ADAF contribution is suppressed.

Hybrid thermal/non-thermal plasmas have often been successfully used to model the observed data (e.g., Gierliński et al., 1999; Poutanen & Coppi, 1998). Based on the assumption that the spectrum results from inverse Compton scattering of a thermal photon spectrum by energetic electrons, the underlying electron population could be described as a combination of a thermal Maxwellian and a power-law tail extending to higher energies. The presence of a non-thermal component is often assumed a priori, without any specific model to explain the origin, although the existence of such distributions is clearly established in the case of solar flares (e.g., Coppi, 1999) and it is therefore natural to expect that similar distributions exist elsewhere in the universe (e.g., Crider et al., 1997; Gierliński et al., 1997; Poutanen & Svensson, 1996; Poutanen, 1998a; Poutanen & Coppi, 1998; Coppi, 1999). Others have considered physical mechanisms by which non-thermal electron distributions might be developed. For example, both stochastic particle acceleration (Dermer et al., 1996; Li et al., 1996) and MHD turbulence (Li & Miller, 1997) have been proposed as mechanisms for directly accelerating the electrons. The ion population might also contribute to the non-thermal electron distribution in the case where a two-temperature plasma develops (e.g., Dahlbacka et al., 1974; Shapiro et al., 1976; Chakrabarti & Titarchuk, 1995). With ion population temperatures approaching $`kT_i10^{12}`$ K, $`\pi ^o`$ production from proton-proton interactions may take place (e.g., Eilik, 1980; Eilik & Kafatos, 1983; Mahadevan et al., 1997). The $`\pi ^o`$ component may then lead, via photon-photon interactions between the $`\pi ^o`$-decay photons and the X-ray photons, to production of energetic (nonthermal) $`e^+e^{}`$ pairs. Jordain & Roques (1994) used this concept to fit the hard X-ray tails of not only Cygnus X-1, but also GRO J0422+32 and GX 339-4, as measured by both SIGMA and OSSE. While retaining a standard thermal Comptonization spectrum (Sunyaev & Titarchuk, 1980) to explain the emission at energies below 200 keV, they used $`\pi ^o`$ production to generate the nonthermal pairs needed to fit the spectrum at energies above $`200`$ keV.

The power-law spectra seen in the high X-ray state have also been modeled as resulting from bulk-motion Comptonization (e.g., Ebisawa et al., 1996b; Titarchuk et al., 1997; Laurent & Titarchuk, 1999). In this model, the flow becomes quasi-spherical within the inner-most stable orbit. The nearly relativistic flow of the free-falling electrons gives rise to the Comptonization of ambient photons. This model predicts power-law spectra, with a slope that depends on the mass acretion rate. The difficulty with this model is that it predicts spectral sharp cutoffs below 500 keV, a result that is clearly inconsistent with the observed spectra. Although we cannot rule out bulk motion Comptonization as a contributor to the spectrum at lower energies, it is clearly not capable of accounting for the high energy emission.

Improvements in the theoretical modeling of spectral state transitions can be expected to arise from improved observations at energies above 600 keV. It will be important to understand how this part of the spectrum, most likely dominated by non-thermal emission, changes during the spectral transition. Of particular interest will be observations that can discern a clear cutoff in the spectra at high energies. The precise energy of the cutoff is a function of the compactness of the source region, since it is influenced by $`\gamma \gamma `$ opacity. A measure of the cutoff energy, possibly coupled with measurements of the 511 keV $`e^\pm `$ annihilation line, will help constrain the compactness of the region responsible for the emission and determine the extent to which $`e^\pm `$ pairs may play a role in the emission region (Poutanen, 1998a).

Using hard state data collected during the first three years of the CGRO mission, McConnell et al. (2000a) compiled a broad-band hard state spectrum of Cygnus X-1 using contemporaneous data from all four instruments on CGRO (BATSE, OSSE, COMPTEL and EGRET). Unlike previous broad-band studies, these data provided a measurement of the spectrum at energies above 1 MeV. The resulting spectrum showed evidence for significant levels of non-thermal emission at energies out to 5 MeV. The spectral shape, although consistent with the so-called breaking spectral state (Grove et al., 1997, 1998) of the $`\gamma `$-ray emission, was clearly not consistent with standard Comptonization models. The hybrid thermal/non-thermal model of Poutanen & Svensson (1996) was used to fit the hard state data, with fits that indicated a thermal electron population with a temperature of $`90`$ keV and a high energy power-law electron component with a spectral index of $`4.5`$.

In May of 1996, a transition of Cyg X-1 into a soft state was observed by RXTE, beginning on May 10 (Cui, 1997). The 2–12 keV flux reached a level of 2 Crab on May 19, four times higher than its normal value. Meanwhile, at hard X-ray energies (20-200 keV), BATSE measured a significant decrease in flux (Zhang et al., 1997). Motivated by these dramatic changes, a target-of-opportunity (ToO) for CGRO, with observations by OSSE and COMPTEL began on June 14 (CGRO viewing period 522.5). Here we report on the results from an analysis of the CGRO data from this ToO observation, incorporating the high energy results from COMPTEL. This includes a comparison with results obtained from an updated analysis of CGRO soft state data, making use of the same data studied previously by McConnell et al. (2000a). In $`\mathrm{\S }`$ 2 we describe the CGRO observations of Cygnus X-1 in its hard state. The data analysis is described in $`\mathrm{\S }`$ 3, followed by a discussion of those results in $`\mathrm{\S }`$ 4.

## 2 Observations

During its nine-year lifetime (1991–2000), the instruments on CGRO obtained numerous observations of the Cygnus region. The COMPTEL experiment (Schönfelder et al., 1993), imaging the energy range from about 750 keV up to 30 MeV, collected an extensive set of data, in part due to its rather large ($`\pi `$ steradian) field-of-view. The COMPTEL data currently provide the best available source of data for studies of Cygnus X-1 at energies above 1 MeV.

The 20–100 keV time history of Cygnus X-1, as derived from BATSE occultation data, is shown in the center panel of Figure 1. The top panel of Figure 1 shows the 20–100 keV power-law spectral index, as derived from the BATSE occultation data. These data cover most of the CGRO mission, from the launch in April of 1991 until the end of 1999. During the first few months of the CGRO mission (up until October of 1991), all-sky monitoring data from Ginga (1–20 keV) was available, showing that the source was in its low X-ray state during this period (Kitamoto et al., 2000). From October of 1991 until December of 1995, there were only sporadic pointed X-ray observations of the soft X-ray flux from Cygnus X-1. It was not until the launch of RXTE, in December of 1995, that continuous data on the soft X-ray flux once again became available. The data from the RXTE All-Sky Monitor (ASM) are shown in the lower panel of Figure 1, in the form of the 2–10 keV count rate.

The data shown in Figure 1 dramatically demonstrate the general X-ray behavior of Cygnus X-1. During the CGRO mission, Cygnus X-1 spent about 90% of its time in the hard state. In this state, the soft X-ray flux (2–10 keV) is relatively low, while the hard X-ray flux (20–100 keV) is relatively high. The spectral shape in the 20–100 keV energy band is a relatively hard power-law spectrum with a photon spectral index, $`\mathrm{\Gamma }`$, near $`1.8`$. The soft state was clearly observed during the CGRO mission on only two occassions. In each case, the soft state period lasted about 5 months. The soft state is characterized by a relatively high level of soft X-rays (2–10 keV), a relatively low level of hard X-rays (20–100 keV) and a relatively soft spectrum in the 20–100 keV energy band (photon spectral index $`2.5`$). The soft state was first observed by CGRO in January of 1994, at a time (prior to the launch of RXTE) when there was no soft X-ray monitoring data available. (This transition is clearly seen in Figure 1 near TJD 9400.) A CGRO target-of-opportunity was declared (CGRO viewing period 318.1) so that all four CGRO instruments (not just BATSE) could collect data. Observations by COMPTEL showed no detectable level of emission. This null result, however, was consistent with an extrapolation of the $`E^{2.7}`$ power-law spectrum measured at hard X-ray energies by both BATSE (Ling et al., 1997) and OSSE (Phlips et al., 1996).

The second observation of a soft state took place in May of 1996. The transition was first observed by RXTE, beginning on May 10 (Cui, 1997). The 2–12 keV flux reached a level of 2 Crab on May 19, four times higher than its normal value. Meanwhile, at hard X-ray energies (20-200 keV), BATSE measured a significant decrease in flux (Zhang et al., 1997). Motivated by these dramatic changes, a ToO for CGRO was declared and observations by OSSE and COMPTEL began on June 14 (CGRO viewing period 522.5). (Unfortunately, the EGRET experiment was turned off during this viewing period, as part of an effort to conserve its supply of spark chamber gas.) During the ToO, COMPTEL collected 11 days of data (from June 14 to June 25) at a favorable aspect angle of 5.3. The X-ray flux time histories near the time interval associated with VP 522.5 are shown in Figure 2.

An early preliminary analysis of COMPTEL data from this second high-state observation revealed some unusual characteristics (McConnell et al., 2000b). The 1–3 MeV image (Figure 3) showed an unusually strong signal from Cygnus X-1 when compared with other observations of similar exposure. The flux level was significantly higher than the average flux seen from earlier observations (McConnell et al., 1994, 2000a). In the 1–3 MeV energy band, the flux had increased by a factor of 2.5, from $`8.6(\pm 2.7)\times 10^5`$ cm-2s-1 MeV-1 to $`2.2(\pm 0.4)\times 10^4`$ cm-2 s-1 MeV-1. The observed change in flux is significant at a level of $`2.6\sigma `$. In addition, unlike in previous measurements, there was no evidence for any emission at energies below 1 MeV. This fact is explained, in part, by a slowly degrading sensitivity of COMPTEL at energies below 1 MeV due to increasing energy thresholds in the lower (D2) detection plane. Part of the explanation, however, appears to be the presence of a much harder source spectrum. OSSE data collected during this period showed a photon spectrum similar to that observed in 1994 (i.e., a power-law with an index of $`2.5`$), but at a higher intensity level, about a factor of two higher in overall normalization. The extrapolation of this more intense power-law spectrum is entirely consistent with the positive detection by COMPTEL.

## 3 Data Analysis

A more detailed description of the COMPTEL data analysis is given in McConnell et al. (2000a). Here we provide only a brief overview. The COMPTEL image shown in Figure 3 is a maximum likelihood map derived from VP 522.5 data integrated over the energy loss range of 1–3 MeV. The contours represent constant values of the quantity $`2\mathrm{ln}\lambda `$, where $`\lambda `$ is the likelihood ratio. In a search for single point sources, $`2\mathrm{ln}\lambda `$ has a chi-square distribution with 3 degrees of freedom. (For instance, a $`3\sigma `$ detection corresponds to $`2\mathrm{ln}\lambda `$ = 14.2.) Cygnus X-1 is clearly visible. The likelihood reaches a value of $`2\mathrm{ln}\lambda =30.1`$ at the position of Cygnus X-1, which corresponds to a detection significance of $`5.5\sigma `$. These same data were used to derive the $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ location confidence contours shown in Figure 4, which demonstrate the ability of COMPTEL to locate the source of emission. In defining constraints on the source location, $`2\mathrm{ln}\lambda `$ has a chi-square distribution with 2 degrees of freedom. So the $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ location confidence contours correspond to a change in likelihood of 2.3, 6.2, and 11.8, respectively. The contours reflect only the statistical uncertainties; systematic effects are not included. The COMPTEL flux results for VP 522.5 are shown in Table 1.

The analysis of COMPTEL data for a weak source (such as Cygnus X-1) involves generating an image for each of several energy bands, deriving the source flux in each energy band, and subsequently combining these results into a spectrum (e.g., McConnell et al., 2000a). The image generation process, in turn, requires an instrument point-spread-function (PSF) that is dependent on some assumed form for the incident photon spectrum. Because the spectrum extraction relies on an assumed source spectrum (we typically assume an $`E^2`$ power-law spectrum), it is not possible to analyze the COMPTEL data using a simple response function to relate measured energy-loss count rates to the incident photon flux. We have therefore resorted to spectral fitting of COMPTEL data in photon space. We have previously shown (McConnell et al., 2000a) that this approach to COMPTEL spectral analysis works fine for the range of spectra considered for Cygnus X-1. In other words, for the range of parameters considered here, there is no evidence of any significant level of spectral compliance in the COMPTEL spectral analysis.

In previous work (McConnell et al., 2000a), we analyzed a contemporaneous set of CGRO data corresponding to the hard state of Cygnus X-1. That analysis was performed entirely in photon space, using one deconvolved spectrum each for BATSE, OSSE and COMPTEL. The BATSE spectrum had been generated using the JPL Enhanced BATSE Occultation Package (EBOP; Ling et al., 1996, 2000), while the OSSE spectrum was based on the results of Phlips et al. (1996). The analysis was performed within XSPEC (Arnaud 1996) to take advantage of the XSPEC analysis tools. In this case, however, the spectral data (pha files) were generated in units of photons cm-2 s-1 and the response function matrices (rsp files) were generated as unit matrices. With these data, the spectral fits were effectively being performed in photon space. This approach greatly simplified the analysis effort.

The analysis employed here for the soft state data from VP 522.5 represents a significant improvement over that performed previously in generating a broad-band gamma-ray spectrum for the hard state. Although the limitations of the COMPTEL data analysis remain, we have utilized more complete spectral response information for both BATSE and OSSE, using proper XSPEC pha and rsp files. The fundamental nature of the COMPTEL data (in particular, its reliance on an assumed PSF for extracting source counts) still precludes a proper XSPEC analysis of the COMPTEL data.

Since the BATSE EBOP processing has not been carried out for data collected after 1994, EBOP data for VP 522.5 is not available. Instead, we have used data derived from the BATSE team’s standard Earth occultation analysis (Harmon et al., 2002). The final BATSE spectrum represents a weighted average of the four forward-facing detectors.

For consistency, in order to make a more useful comparison with the soft state data, we have repeated the earlier hard state analysis (McConnell et al., 2000a) following the same procedures as we have used here for the VP 522.5 data. In particular, the updated hard state analysis now also used BATSE data derived from the standard Earth occultation technique (Harmon et al., 2002). Data from nine separate CGRO viewing periods were used (see Table 1 in McConnell et al., 2000a). In each case a weighted average spectrum was derived from the data for use in the final analysis.

Finally, our most recent analysis incorporates the BATSE data down to 20 keV and OSSE data down to 50 keV. Previously, we had used only those data above 200 keV. The lower energy threshold of this analysis improves the ability of our fits to constrain the spectral models. At the same time, the lower threshold may also make the analysis more sensitive to systematic uncertainties in the low energy response of both BATSE and OSSE. The OSSE (Johnson et al. 1993) data include energy-dependent systematic errors (estimated from the uncertainties in the low-energy calibration and response of the detectors using both in-orbit and prelaunch calibration data), which are most important at the lowest energies, $`3\%`$ at 50 keV, decreasing to $`0.3\%`$ at $`150`$ keV. To the BATSE data, we added a 5% systematic error. The COMPTEL data have relatively large statistical errors, and thus no systematic error was added.

### 3.1 The Average Hard (Low) State Spectrum

X-rays from Cygnus X-1 in the hard state are well modeled by thermal Comptonization and Compton reflection (Gierliński et al. 1997; Di Salvo et al. 2001; Frontera et al. 2001). Thus, we fit the joint data by this model, but also allowing for a tail at high electron energies rather than the Maxwellian cutoff. This is similar to the approach used in McConnell et al. (2000a), except that here we have added the Compton reflection component, which is important at energies below a few hundred keV.

We first fit the data using the Comptonization model (compps)111available at ftp://ftp.astro.su.se/pub/juri/XSPEC/COMPPS of Poutanen & Svensson (1996), assuming a spherical source geometry. The electrons have the total Thomson optical depth of $`\tau `$. Their distribution in this model is Maxwellian with an electron temperature, $`kT`$, up to a Lorentz factor, $`\gamma _{\mathrm{min}}`$, above which it is a power law with an index, $`p`$. The power law extends to a large Lorentz factor, $`\gamma _{\mathrm{max}}`$. The precise value of $`\gamma _{\mathrm{max}}`$, however, has little effect on the fit to our data as long as $`\gamma _{\mathrm{max}}^2`$ times the seed photon energy is $`>10`$ MeV. Given that the seed photons peak at a fraction of keV (Ebisawa et al., 1996a; Di Salvo et al., 2001), we assume $`\gamma _{\mathrm{max}}=10^3`$. The Comptonization spectrum is then Compton-reflected from a cold slab (presumably an accretion disk) subtending a solid angle, $`\mathrm{\Omega }`$ (Magdziarz & Zdziarski 1995). A disk inclination of $`i=45\mathrm{°}`$ is assumed (as in Gierliński et al., 1997; Frontera et al., 2001). For this model, we found $`\mathrm{\Omega }`$ is not constrained by our data and we kept it fixed at a typical value $`\mathrm{\Omega }/2\pi =0.5`$ (Gierliński et al., 1997; Gilfanov et al., 1999; Di Salvo et al., 2001). This value also follows from our fit below using another theoretical model. The seed photons for Comptonization are assumed to be a (multicolor) blackbody emission of the disk with the maximum blackbody temperature of $`kT_\mathrm{s}=0.2`$ keV, which approximately corresponds to a single blackbody temperature of $`0.13`$–0.15 keV obtained in the fits of Ebisawa et al. (1996a) and Di Salvo et al. (2001).

During the data analysis, we find some residual discrepancies between the different data sets, as expected for different instruments. First, the BATSE spectrum has a slightly higher normalization than the OSSE one, and thus we allow their relative normalization to be free in the fits. Furthermore, the BATSE spectrum is systematically slightly softer, by $`\mathrm{\Delta }\mathrm{\Gamma }0.1`$ (where $`\mathrm{\Gamma }`$ is the photon power law index), than the OSSE spectrum. We find that multiplying the BATSE model by an additional power law with that $`\mathrm{\Delta }\mathrm{\Gamma }`$ leads to a reduction of $`\chi ^2/\nu `$ from 71/48 to 37/47, which is highly significant at the $`2\times 10^8`$ level, using the F-test (Bevington & Robinson 1992). Thus, we apply this correction, fixing $`\mathrm{\Delta }\mathrm{\Gamma }`$ hereafter at the best-fit value. The best-fit ratio of the BATSE and OSSE fluxes at 100 keV is then 1.26 (but higher and lower at higher energies and lower energies, respectively). Furthermore, we find that the COMPTEL data at $`1`$ MeV appear to have somewhat higher normalization than the BATSE and OSSE ones. The best-fit relative normalization is $`1.5`$, consistent with results for the soft state (see below). Given the limited statistics of the COMPTEL hard-state data, we fix that relative normalization at 1.5. We note that this yields a conservative estimate of the amplitude of the nonthermal tail in Cygnus X-1.

The compps fit results are given in Table 2. They are similar to the preliminary results of McConnell et al. (2000a), who neglected Compton reflection. We note that the fitted electron distribution is allowed to be significantly different from a pure Maxwellian, with a power law tail beginning at a rather low energy. This reflects the fact that an arbitrary electron distribution peaked at low energies yields Comptonization spectra relatively similar to those from a pure Maxwellian (Ghisellini et al., 1993), apart from the high-energy tail in the former case.

We then fit the same data using a different hybrid Comptonization model, eqpair (Coppi, 1992, 1999; Poutanen & Coppi, 1998; Gierliński et al., 1999). Unlike compps, which assumed the form of the steady-state electron distribution, eqpair calculates that distribution self-consistently assuming instead the electron acceleration to be a power law with an index, $`\mathrm{\Gamma }_{\mathrm{inj}}`$ between $`\gamma _{\mathrm{min}}`$ and $`\gamma _{\mathrm{max}}`$. The accelaration takes place in a background thermal plasma with a Thomson optical depth of ionization electrons, $`\tau _\mathrm{i}`$. The steady-state electron distribution consists then of a Maxwellian at the temperature, $`kT`$, calculated from the balance of Compton and Coulomb gains and losses, and the optical depth, $`\tau `$, with $`\tau \tau _\mathrm{i}`$ due to the $`e^\pm `$ pair production. The nonthermal steady-state electron distribution is calculated from Coulomb and Compton losses of both the accelerated electrons and $`e^\pm `$ pairs produced at nonthermal energies. That distribution, in general, does not have a power law form. Unlike compps, the electron distribution is now a sum of the Maxwellian and the nonthermal part (rather than being a Maxwellian up to $`\gamma _{\mathrm{min}}`$ and then nonthermal). We assume $`\gamma _{\mathrm{min}}=1.5`$ and $`\gamma _{\mathrm{max}}=10^3`$. Unlike the case of compps, where the value of $`\gamma _{\mathrm{min}}`$ determined the transition from the Maxwellian to the power law, that value has relative little effect on the fit now.

The rates of microscopic processes per unit light travel time across the source depend in general on the plasma compactness, $`\mathrm{}\sigma _\mathrm{T}/(m_\mathrm{e}c^3)`$, where $``$ is a power supplied to the hot plasma, $``$ is its characteristic size, and $`\sigma _\mathrm{T}`$ is the Thomson cross section (e.g., Svensson 1987). We then define a hard compactness, $`\mathrm{}_\mathrm{h}`$, corresponding to the power supplied to the electrons, and a soft compactness, $`\mathrm{}_\mathrm{s}`$, corresponding to the power in soft seed photons irradiating the plasma (which are assumed to be emitted by a blackbody disk). The compactnesses corresponding to the electron acceleration and to a direct plasma heating (i.e., in addition to Coulomb energy exchange with nonthermal $`e^\pm `$ and Compton heating) of the thermal $`e^\pm `$ are denoted as $`\mathrm{}_{\mathrm{nth}}`$ and $`\mathrm{}_{\mathrm{th}}`$, respectively, and $`\mathrm{}_\mathrm{h}=\mathrm{}_{\mathrm{nth}}+\mathrm{}_{\mathrm{th}}`$. Details of the model are given in Gierliński et al. (1999).

The eqpair fit results are given in Table 2. Figure 5 shows the spectrum. Figure 6 shows the model spectral components over the broad energy range from 0.1 keV to 100 MeV. The nonthermal high-energy tail starts at $`1`$ MeV.

The bolometric flux derived from the eqpair model is very similar to that in the compps model. Some differences between the values of $`kT`$ and $`\tau `$ may be attributed to the different treatment of the microphysics (see above). Also, the eqpair model gives a somewhat better fit to the data than the compps model. In addition, the eqpair model provides a better constraint on the value of $`\mathrm{\Omega }/2\pi `$ (Table 2). The better fit most likely reflects the fact that more physical processes are accounted for by eqpair than by compps.

In particular, pair production is important at the best fit of the eqpair model, which accounts for $`\tau \tau _\mathrm{i}>0`$ in Table 2, and the associated injection of nonthermal $`e^\pm `$ at low energies. The latter effect leads to a softening of the nonthermal spectra (Svensson 1987) and explains the relatively low value of $`\mathrm{\Gamma }_{\mathrm{inj}}`$ (without pair production and in the Thomson regime, $`p`$ would be $`\mathrm{\Gamma }_{\mathrm{inj}}+1`$, e.g., Blumenthal & Gould 1970). On the other hand, at the lowest $`\mathrm{}_\mathrm{s}`$ allowed by the data, $`0.2`$, the plasma compactness is so small that we find basically no pair production, i.e., $`\tau =\tau _\mathrm{i}`$. Thus, the present data do not resolve the issue of the role of pair production conclusively.

The bolometric luminosity of the average hard-state spectrum, $`L`$, equals $`1\%`$ of the Eddington luminosity, $`L_\mathrm{E}1.5(M/\mathrm{M}_{})\times 10^{38}`$ erg s-1, assuming isotropy, a black-hole mass of $`M=10\mathrm{M}_{}`$ and a distance of 2 kpc (see discussion and references in Gierliński et al. 1999). The best-fit total compactness, $`\mathrm{}_\mathrm{h}+\mathrm{}_\mathrm{s}30`$, corresponds to the characteristic dimension of the plasma of $`10^2GM/c^2`$ under the assumptions as above. The X-ray spectrum is rather hard, with the amplification of the seed photons by the factor $`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}17`$. Only a small fraction of the power supplied to the plasma, $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}0.08`$, is used for nonthermal electron acceleration.

### 3.2 Broad-Band Spectrum in the Soft (High) State

As in the case of the hard state, the broad-band spectrum of Cygnus X-1 in the soft state is well fit by emission from a blackbody disk, Compton scattering by thermal and nonthermal electron components, and Compton reflection with the accompanying Fe K$`\alpha `$ fluorescence line (Gierliński et al., 1999; Frontera et al., 2001). However, unlike the hard state, the CGRO data alone ($`20`$ keV) cannot determine the parameters of the thermal electron distribution. The reason for this is that, whereas scattering by the thermal electrons dominates up to several hundred keV in the hard state (see above, also Gierliński et al. 1997), it dominates only up to $`10`$ keV in the soft state (Gierliński et al., 1999, see below). Then, in the CGRO energy range, the spectrum is entirely due to the emission of the nonthermal electrons and Compton reflection.

Thus, in order to determine the parameters of the electron distribution (including its thermal part) implied by the CGRO data in the soft state, we combine them with the BeppoSAX data from 1996 June 22 (Frontera et al., 2001). These data cover roughly a 90 minute time span during the much longer 11-day CGRO observation (June 14–25). For the BeppoSAX observation, data from three instruments, LECS, HPGSPC and PDS, are usable (Frontera et al., 2001), extending the measured energy range down to 0.5 keV. We allow for a free relative normalization of each set of spectral data with respect to that of OSSE. All the normalization factors are found to be $`1`$.

We use the same two models (compps and eqpair) as for the hard state. However, since our data extend now down to $`0.5`$ keV, we let $`kT_\mathrm{s}`$ free. For the same reason, we need to include the fluorescent Fe K$`\alpha `$ emission, present in both states of Cygnus X-1. Since the line is produced by Compton reflection, we need to relate its flux to the strength of Compton reflection. We follow here results of George & Fabian (1991) and Życki & Czerny (1994) and tie the line flux to $`\mathrm{\Omega }/2\pi `$ in such a way that the equivalent width with respect to the total continuum is $`120`$ eV when $`\mathrm{\Omega }/2\pi =1`$. Both the line and the reflection continuum are assumed to come from an accretion disk extending down to $`6GM/c^2`$ (e.g., Gierliński et al., 1999) and with the reflection/fluorescence emissivity following that of a standard thin disk (Shakura & Sunyaev 1973). This results in a relativistic smearing (Fabian et al. 1989) of both of those spectral components. The reflecting surface is allowed to be ionized (Gierliński et al., 1999; Di Salvo et al., 2001), with the degree of ionization characterized by the ionization parameter, $`\xi 4\pi F_{\mathrm{ion}}/n`$ (where $`F_{\mathrm{ion}}`$ is the ionizing flux and $`n`$ is the reflector density), and at the temperature of $`kT_\mathrm{s}`$. The elemental abundances are of Anders & Ebihara (1982).

Both compps and eqpair models provide very good descriptions of our broad-band spectrum. Table 2 gives the fit results and Figure 7 shows the spectrum for the eqpair model. Figure 8 shows the spectral components of the eqpair fit to the spectrum. Both models predict the power-law–like emission extending with no cutoff up to 10 MeV, in agreement with the data.

Strong Compton reflection with $`\mathrm{\Omega }/2\pi 1.3`$ is seen, similar to the results of Frontera et al. (2001) and those from RXTE (Gilfanov et al. 1999). A likely cause of $`\mathrm{\Omega }>2\pi `$ is relativistic anisotropy of Compton scattering (see a discussion in Gierliński et al., 1999). Scattering by nonthermal electrons, forming a power-law like component, dominates a peaked component from thermal scattering at energies above several keV (as found by Gierliński et al., 1999).

Pair production is unimportant at the best fit. Thus, both models give results fully consistent with each other. The values of $`kT`$ are virtually identical, and the small difference in the values of $`\tau `$ is an artifact of the different treatment of the radiative transfer, and $`p\mathrm{\Gamma }_{\mathrm{inj}}+1`$ (as expected for dominant Compton cooling in the Thomson regime, see §3.1).

The bolometric luminosity is about 4 times that in the hard state, and it is $`0.04L_\mathrm{E}`$ under the same assumptions as in §3.1. In contrast to the hard state, only a small fraction of the total luminosity, $`\mathrm{}_\mathrm{h}/(\mathrm{}_\mathrm{h}+\mathrm{}_\mathrm{s})0.15`$, is emitted by the plasma outside the optically-thick accretion disk, although part of the disk emission is due to reprocessing of the hard, plasma, emission (see discussion of the energy balance in Gierliński et al., 1999). Also in contrast to the hard state, most, $`0.7`$, of the power supplied to the plasma is used for nonthermal acceleration. Although the electron temperature is very similar in both states, the optical depth in the soft state is $``$ that in the hard state.

## 4 Discussion

The COMPTEL data alone can be used to draw some important conclusions regarding the MeV variability of Cyg X-1. Most importantly, the flux measured by COMPTEL at energies above 1 MeV was observed to be higher (by a factor of 2.5) during the soft state (in May of 1996) than it was during the hard state (as averged over several CGRO observations). This is in contrast to the lower flux level observed at hard X-ray energies (i.e., near 100 keV) during the soft state. The lack of any detectable emission by COMPTEL below 1 MeV (i.e., in the 750 keV to 1 MeV energy band) further suggests a hardening of the $`\gamma `$-ray spectrum during the soft state.

Inclusion of the BATSE and OSSE spectra adds considerably more information regarding the spectral variability. Whereas the low-state CGRO spectrum shows the breaking type spectrum that is typical of most high-energy observations of Cyg X-1 (e.g., McConnell et al., 2000a), the high-state CGRO spectrum shows the power-law type spectrum that is characteristic of black hole candidates in their high X-ray state. Our analysis of the soft state data from BATSE, OSSE and COMPTEL shows that the spectrum at these energies can be described by a single power-law with a best-fit photon spectral index of $`\mathrm{\Gamma }=2.58\pm 0.03`$. A similar spectrum had already been reported for this same time period (VP 522.5) based on independent studies with data from both BATSE (Zhang et al., 1997) and OSSE (Gierliński et al., 1997, 1999). A detailed study of the broadband soft state spectrum, based on data from ASCA, RXTE and CGRO/OSSE, was reported by Gierliński et al. (1999), but they did not include the higher energy COMPTEL data. The inclusion of the COMPTEL data in the high state spectrum provides evidence, for the first time, of a continuous power-law (with a photon spectral index of 2.6) extending beyond 1 MeV, up to $`10`$ MeV. No clear evidence for a cutoff in the power-law spectrum can be discerned from these data.

A power-law spectrum had also been observed by both OSSE and BATSE during the high X-ray state of February, 1994 (CGRO VP 318.1; Phlips et al., 1996; Ling et al., 1997). These earlier data correspond to the low level of hard X-ray flux near TJD 9400 in Figure 1. The spectrum observed during the 1994 high state showed a similar photon spectral index ($`\mathrm{\Gamma }=2.72`$ vs. $`\mathrm{\Gamma }=2.57`$ for the 1996 high state spectrum), but the overall intensity of the power law was considerably lower (Gierliński et al., 1999). Near 1 MeV, for example, the spectral amplitude was about 3 times lower in 1994 than it was in 1996. This explains why Cygnus X-1 was not observed by COMPTEL during the 1994 high state. The extrapolation of the lower-intensity power-law fell below the sensitivity limit of COMPTEL. On the other hand, the intensity observed in 1996 was sufficiently high to allow for a measurement of the spectrum by COMPTEL.

We have used two different hybrid thermal/non-thermal Comptonization models (compps and eqpair) to fit broad band spectral data obtained in both the hard and soft spectral states. For the hard state analysis, we used data from CGRO covering 20 keV up to 10 MeV. For the soft state analysis, we augmented the CGRO data with lower energy data from BeppoSAX to provide improved constraints on the spectrum at energies down to 0.5 keV. These fits provide a quantitative estimate of the electron distribution and allow us to probe the physical changes that take place during transitions between the low and high X-ray states. Hybrid Comptonization models have also been used to model the spectra of other black hole binaries in their soft state, such as GRS 1915+105 (Zdziarski et al., 2001).

The high energy spectrum of Cygnus X-1 cannot be described by the bulk-motion Comptonization model alone, which predicts a sharp cutoff above $`100`$ keV (Laurent & Titarchuk 1999). The hybrid comptonization models provide an adequate fit to the data without requiring any contribution from bulk-motion Comptonization. Furthermore, the bulk-motion Comptonization power-law for $`L0.04L_\mathrm{E}`$ corresponding to the soft state of Cygnus X-1 (see below), was found by Laurent & Titarchuk (1999) to be very soft, with $`\mathrm{\Gamma }3.5`$ at , i.e., much softer than the observed $`\mathrm{\Gamma }2.5`$ (Gierliński et al., 1999; Frontera et al., 2001). (See also the discussion in Zdziarski 2000.) Note that the XSPEC model of bulk-motion Comptonization, bmc (Shrader & Titarchuk 1998), does not include any high-energy cutoff and thus cannot be applied to our data (or any data extending to $`100`$ keV).

Figure 9 shows a comparison of the spectra in the two states. For the hard state, we also show a typical spectrum at energies $`25`$ keV (BeppoSAX data from Di Salvo et al., 2001). We see that the two broad-band spectra cross each other at $`10`$ keV and $`1`$ MeV. The dashed curve shows the model obtained by fitting the hard-state data from CGRO only (§3.1), and assuming $`N_\mathrm{H}=6\times 10^{21}`$ cm-2. We see that this model predicts the low-energy BeppoSAX data relatively well, underestimating somewhat the observed spectrum only at $`10`$ keV due to the presence of a pronounced soft X-ray excess present in the hard state (Ebisawa et al., 1996a; Frontera et al., 2001; Di Salvo et al., 2001), which is neglected in our model fitted to the data at $`20`$ keV.

The bolometric flux or luminosity ratio between the soft state in June 1996 and the average for the hard state is $`4`$. This value is much more than the rough estimate of $`1.51.7`$ based on the ASM and BATSE occultation results (Zhang et al., 1997), but is consistent with the results of Frontera et al. (2001), based on studies with BeppoSAX. Such a large value makes models of the state transition based on a change of accretion rate plausible. Given the larger luminosity in the soft state, the characteristic dimension of the hot plasma in the soft state based on the compactness fit is similar to that in the hard state, $`10^2GM/c^2`$.

These data tend to support the general picture that the transition between the hard and soft states results from a change in the disk transition radius between a hot inner corona (ADAF) and a cooler outer thin disk (e.g., Esin et al., 1998; Narayan et al., 1998; Poutanen, 1998a, b; Poutanen & Coppi, 1998). In the hard state, this transition radius is relatively far from the black hole (at $`100`$ Schwarzschild radii). The spectrum is dominated by Comptonization off the thermal electrons in the hot inner corona. Radio emission is also more pronounced in this state (Fender, 2001), with evidence for a radio emitting relativistic jet (Stirling et al., 2001). As the transition radius moves inward, perhaps due to an increase in the accretion rate, the optically thick cool disk intercepts a larger fraction of the energy. The thermal energy dissipation in the corona is reduced considerably and the blackbody disk component (the principal component at soft X-ray energies) becomes more pronounced.

Although our data tend to support the above picture, we have not attempted to model the geometry in detail, since the precise geometrical configuration of the emitting region is largely unknown. Furthermore, our new data cover the energy range near 1 MeV where geometry effects are difficult to study. One of the primary goals of the present paper is to determine the electron distribution of the radiating plasma. Our assumption of a spherical source geometry provides the necessary physics that is required to extract information on the electron spectrum. We have further presumed that the thermal and nonthermal electrons are in the same physical region. This assumption is based, in part, on the observations that show a negative correlation between the thermal and nonthermal components. This need not be the case in reality, however, but the present data cannot be used to determine the extent to which the two populations are co-located. A more detailed discussion of geometrical effects in the context of the eqpair model, including Compton reflection and energy balance, can be found in Gierliński et al. (1999).

The shape of the electron distribution and its high energy tail can best be determined by measurements that extend into the MeV energy region. The high-energy cutoff is related to the compactness of the source region, since it depends, in part, on the influence of $`\gamma \gamma `$ pair production. If $`\gamma \gamma `$ pair production is an important source of opacity, this would imply the presence of a significant level of $`e^\pm `$ pairs in the source region. In this way, a measure of the high-energy cutoff can help determine the nature of the emitting plasma ($`ep`$ or $`e^\pm `$). Although a measure of $`e^\pm `$ annihilation radiation can also serve as a diagnostic of a pair plasma, it is likely that any annihilation radiation that may be present would be considerably broadened (and perhaps blue-shifted), and hence may not be readily observable. Measurements to date with HEAO-3 (Ling & Wheaton, 1989) and with OSSE (Phlips et al., 1996) provide only upper limits, or, at best, a marginal ($`1.9\sigma `$) detection (Ling & Wheaton, 1989) to the level of $`e^\pm `$ annihilation radiation. This further underscores the need to define the high-energy cutoff as perhaps the best means for constraining the source compactness and the nature of the emitting region. If INTEGRAL, with its improved line sensitivity, succeeds in measuring an annihilation feature, then constraints on the high-energy cutoff will be even more valuable.

The presence of a non-thermal tail in the electron distribution can also provide constraints on the strength of the magnetic field in the source region. As pointed out by Wardziński & Zdziarski (2001), the presence of even a weak nonthermal electron tail increases strongly the emissivity of the cyclo-synchrotron process with respect to the pure thermal case. If the Compton-scattering electrons in Cygnus X-1 were purely thermal, that process appears in general to be too inefficient to provide all of seed photons for the Comptonization under simple assumptions of equipartition (Wardziński & Zdziarski 2000). Since we do see a blackbody component at low energies (Ebisawa et al., 1996a; Di Salvo et al., 2001), this inefficiency is consistent with the seed photons for Comptonization provided by the blackbody rather than by the cyclo-synchrotron photons. On the other hand, the tail parameters obtained by McConnell et al. (2000a) yielded such a copious supply of cyclo-synchrotron seed photons that the corresponding luminosity would become $`10^2`$ times that observed (Wardziński & Zdziarski 2001). This conclusion is confirmed for the tail parameters fitted here (G. Wardziński, private communication). Thus, either the magnetic field in Cygnus X-1 is substantially below equipartition (at least an order of magnitude) or the observed photon tail has a different origin than that due to a high energy electrons. In either case, this has important implications for models of the accretion flow in Cygnus X-1.

These studies also have implications that go beyond that of studying individual black hole sources. Given the close spectral similarity between black-hole binaries in the hard state and Seyferts (e.g., Zdziarski 2000), it is possible that similar tails are present in the spectra of the latter objects. Stecker et al. (1999) have suggested that the hard tail emission seen in sources like Cygnus X-1 might account for an important component of the cosmic diffuse background radiation in the 200 keV – 3 MeV energy band (see also Stecker, 2001). Note, however, that the tail of Cygnus X-1 above 1 MeV contains relatively little flux, 1.3% of the bolometric (model) flux, for the fit with eqpair. If a similar value is characteristic of Seyferts, the combined emission from their high energy tails may be too weak to account for the observed extragalactic MeV background, perhaps arguing against the proposal by Stecker et al. (1999).

The next major satellite for this energy range, INTEGRAL, is expected to have only slightly better continuum sensitivity than COMPTEL at energies near 1 MeV with both its IBIS and SPI experiments (Schönfelder et al., 2001). Furthermore, the much narrower FoV of the INTEGRAL instruments ($`15\mathrm{°}`$) will mean that there will likely be only a limited number of observations of Cygnus X-1. This is in stark contrast to the COMPTEL situation, in which the large FoV of COMPTEL ($`60\mathrm{°}`$) resulted in many weeks of exposure, most of which were obtained during the low X-ray state. Given the large low-state exposure of CGRO, it is quite likely that INTEGRAL may not be able to offer any significant improvement in our knowledge of the hard state continuum spectrum at MeV energies. The CGRO data may therefore provide the best view of the hard state MeV continuum for many years to come. However, COMPTEL is very limited in the data that it collected for the soft state spectrum. Additional soft state observations with INTEGRAL could therefore prove valuable. An important goal would be to search for a cutoff in the energy spectrum. Pinning down the energy of this cutoff would be a very important next step in our understanding of the high energy spectrum of Cygnus X-1. In this regard, INTEGRAL may be an extremely useful tool for collecting additional soft state spectral data, providing that suitable target-of-opportunity observations can be acquired.

We thank P. Coppi and M. Gierliński for their work on the eqpair model. The COMPTEL project is supported by NASA under contract NAS5-26645, by the German government through DLR grant 50 Q 9096 8 and by the Netherlands Organization for Scientific Research NWO. This work has also been supported at UNH by the CGRO Guest Investigator Program under NASA grant NAG5-7745. AAZ has been supported by grants from KBN (2P03C00619p1,2, 5P03D00821) and the Foundation for Polish Science. JP has been supported by the Swedish Natural Science Research Council and the Anna-Greta and Holger Crafoord Fund.


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# Anisotropic Capillary Interactions and Jamming of Colloidal Particles Trapped at a Liquid-Fluid Interface

## Abstract

We determine the capillary attraction and equilibrium configurations of particles trapped at a liquid-fluid interface due to the pinning of their contact-line. We calculate analytically the asymptotic interaction energy between two particles and, numerically, the multi-body energy landscape for up to four contacting particles. Our results are consistent with recent experiments. We show that a system composed of a large number of such particles behaves as a jammed system.

Capillary interactions arise whenever particles that are floating between a liquid and a fluid distort the interface. These interactions originate from the dependence of the energy stored in the interface on the distance between the particles. More generally, interactions mediated by the elasticity of the medium in which particles are embedded occur in, e.g., phase-separating binary mixtures Beysens85 , critical fluids Li92 , bilayer membranes Goulian93 ; Dommersnes99 , and liquid crystals Ajdari91 ; Poulin97 . Capillary interactions play significant roles in several important technologies Russel , including ore flotation Wills , foam stabilization Adamson , and solid surface nanostructuring by deposition of two dimensional colloidal crystal or aggregates Pieranski80 ; Fendler96 ; Burmeister99 .

The interaction between floating objects is well understood only when the contact-lines can freely adjust their shape at the particles’ surfaces: the weight of the particles induces an interfacial distortion that relaxes by capillarity, thereby mediating the interaction. Exact numerical results are only available, however, for the simplest case of two parallel cylinders Scriven71 . Various approximations, e.g., Nicolson’s superposition approximation Nicolson49 , have been devised for spheres and cylinders White80 ; Cloitre88 ; Kralchevsky93 .

Recently, strong capillary aggregations of floating colloidal spheres have been reported in a regime where the above gravity-induced interaction is negligible, due to the smallness of the particles Stamou00 . This effect has been attributed to a pinning of the contact-line at the particles’ surface. The corresponding long-range interfacial distortion has a quadrupolar shape, which mediates an interaction very strong in units of $`k_\mathrm{B}T`$. Similar behaviors were recently observed in experiments involving photolithography-fabricated curved discs having an hydrophobic and an hydrophilic side. It is then the edge of the curved disc that effectively pins the contact-line Brown00 .

In this paper, we model both experiments in an unified way and we produce exact results for the interaction between such “trapped” particles. We obtain the asymptotic interaction analytically without using uncontrolled superposition approximations. We then compute numerically the exact interaction between two particles, and the many-body interaction between three and four particles, in order to understand collective behaviors. We finally attempt to connect our results with the jammed–fluidized transition for attractive particles under external stress Liu98 ; Weitz01 , thereby proposing these systems as models for micro-rheological studies.

For definiteness, we consider floating particles that posses a fixed, non-planar line that pins the fluid’s interface (as in the above examples Stamou00 ; Brown00 ). When such particles interact, their contact-lines rise, tilt and rotate rigidly with the particles; however, each line remains fixed in the local frame attached to its particle. For simplicity, and in agreement with Ref. Brown00 , we assume that the contact-lines depart weakly from a circle, thus excluding elongated particles. We also assume weak distortions of the interface height $`h(x,y)`$ relative to the plane $`(x,y)`$. This implies that the projection of each contact-line onto this plane can be approximated by a circle, even when the particle is tilted. We describe the $`i`$-th particle’s contact-line by the height function $`\zeta _i(\varphi _i)`$ (see Fig. 1), that we expand in Fourier harmonics: $`\zeta _i(\varphi _i)=C_{0i}+_n[C_{ni}\mathrm{cos}(n\varphi _i)+S_{ni}\mathrm{sin}(n\varphi _i)]`$. Due to the fixed shape of the contact-line in the particle’s frame, some of the above coefficients are constrained while others are free. $`C_{0i}`$, which describes how the particle rises, is free (Fig. 1). The dipolar coefficients $`C_{1i}`$ and $`S_{1i}`$, which parametrize the tilts of the contact-line relative to the $`z`$-axis, are also free. The lowest-order multipole bearing the information concerning the shape of the contact-line is therefore the quadrupole Stamou00 . We assume explicitely

$`\zeta _i(\varphi _i)`$ $`=`$ $`C_{0i}+C_{1i}\mathrm{cos}\varphi _i+S_{1i}\mathrm{sin}\varphi _i`$ (1)
$`+`$ $`H_{2i}\mathrm{cos}\left[2\left(\varphi _i\beta _i\right)\right]+H_{4i}\mathrm{cos}\left[4\left(\varphi _i\beta _i\right)\right].`$
The quadrupolar coefficient $`H_{2i}`$ is a constant, associated with the shape of the contact-line, and $`\beta _i`$ is the free variable that represents the rotation of the particle about its normal $`𝐧`$ (Fig. 1). For the sake of completeness we have added the lowest-order multipole that does not break mirror-symmetry, $`H_{4i}\mathrm{cos}[4(\varphi _i\beta _i)]`$. The octupolar coefficient $`H_{4i}`$ is a constant that describes how the contact-lines departs from a purely quadrupolar shape. The two points where the height modulation of the contact-line relative to its average plane is the largest define an axis, evidenced by the dashed line in the figures.

For small deformations, the excess free-energy associated with the interface’s surface tension $`\gamma `$ is given by

$$F=\frac{\gamma }{2}d^2r\left(h\right)^2,$$
(2)
where $`𝐫=(x,y)`$. For micron-sized particles as we consider here, gravity is negligible Stamou00 . At equilibrium the first variation of $`F`$ vanishes, which yields (see Fig. 1)

$$d^2r\left(^2h\right)\delta h+\underset{i}{}_{𝒟_i}𝑑s_i\frac{h}{r_i}\delta \zeta _i=0,$$
(3)
where $`ds_i=a_id\varphi _i`$. Thus $`^2h=0`$. For fixed projected positions and rotations $`\beta _i`$ of the particles, $`\delta \zeta _i`$ reduces to $`\delta C_{0i}+\delta C_{1i}\mathrm{cos}\varphi _i+\delta S_{1i}\mathrm{sin}\varphi _i`$, since the $`\beta _i`$’s and the coefficients $`H_{2i}`$ and $`H_{4i}`$ in Eq. (1) are constant. Hence the boundary equilibrium (freedom of the particles to rise and tilt) is expressed by the vanishing of the zeroth and first-order Fourier harmonics of $`h/r_i`$ on $`𝒟_i`$, which implies that the expansion of $`h/r_i`$ starts at $`n=2`$:

$$\frac{h}{r_i}(r_i=a_i,\varphi _i)=\underset{n=2}{\overset{\mathrm{}}{}}c_{ni}\mathrm{cos}\left(n\varphi _i\right)+s_{ni}\mathrm{sin}\left(n\varphi _i\right).$$
(4)
The condition $`^2h=0`$ implies the integral equation:

$$h(𝐫^{})=\underset{i}{}_{𝒟_i}\left[\frac{h(𝐫)}{r_i}G(𝐫,𝐫^{})h(𝐫)\frac{G(𝐫,𝐫^{})}{r_i}\right]𝑑s_i,$$
(5)
known as the second Green identity Morse , where $`G(𝐫,𝐫^{})=\mathrm{log}|𝐫𝐫^{}|/2\pi `$ is $`^2`$’s Green function. Evaluating Eq. (5) for $`𝐫^{}`$ on the $`𝒟_i`$’s with the Fourier series (1) and (4), and with the multipolar expansion:

$$G(𝐫,𝐫^{})=\frac{1}{2\pi }\left[\mathrm{log}r^{}\underset{n=1}{\overset{\mathrm{}}{}}\frac{r^n}{nr^n}\mathrm{cos}\left[n(\varphi \varphi ^{})\right]\right],$$
(6)
we obtain a linear set of equations for the unknown variables $`C_{0i}`$, $`C_{1i}`$, $`S_{1i}`$, and $`c_{ni}`$, $`s_{ni}`$ for $`n2`$. Given $`\beta _i`$, $`H_{2i}`$ and $`H_{4i}`$, these variables determine completely both $`h`$ and $`h/r_i`$ on the $`𝒟_i`$’s. Finally, Eq. (5) determines $`h(𝐫)`$ everywhere. The corresponding free-energy is obtained by integrating Eq. (2) by parts and using $`^2h=0`$:

$`F`$ $`=`$ $`{\displaystyle \frac{\gamma }{2}}{\displaystyle d^2r\left(hh\right)}={\displaystyle \frac{\gamma }{2}}{\displaystyle \underset{i}{}}a_i{\displaystyle _0^{2\pi }}𝑑\varphi _i\zeta _i{\displaystyle \frac{h}{r_i}}`$ (7)
$`=`$ $`{\displaystyle \frac{\pi \gamma }{2}}{\displaystyle \underset{i;k=2,4}{}}a_i\left[H_{ki}\left(c_{ki}\mathrm{cos}(k\beta _i)+s_{ki}\mathrm{sin}(k\beta _i)\right)\right].`$
Two particles.—Consider two particles $`(i=\mathrm{},r)`$ separated by a distance $`d`$ (Fig. 2). Solving analytically the linear system determining the unknown profile coefficients for $`d\mathrm{}`$ yields $`F(d)=F_0+F_4(d)+𝒪(d^6)`$, where the leading-order interaction is

$$F_4=12\pi \gamma \frac{a_{\mathrm{}}^{}{}_{}{}^{2}a_{r}^{}{}_{}{}^{2}}{d^4}H_2\mathrm{}H_{2r}\mathrm{cos}\left[2\left(\beta _{\mathrm{}}+\beta _r\right)\right].$$
(8)
It coincides with the result found in Ref. Stamou00  from a superposition approximation in the spirit of Nicolson Nicolson49 . Note that it does not depend on the $`H_{4i}`$’s. At fixed $`d`$, the particles interaction is minimized when the particles’ axes are symmetrically rotated with respect to the line joining them ($`\beta _{\mathrm{}}=\beta _r`$), as if the particles were geared. Then, the force acting between them is attractive, asymptotically given by

$$f_{\mathrm{}}(d)=48\pi \gamma \frac{a_{\mathrm{}}^{}{}_{}{}^{2}a_{r}^{}{}_{}{}^{2}H_2\mathrm{}H_{2r}}{d^5}.$$
(9)
The exact interaction energy $`\mathrm{\Delta }F(d,\beta _{\mathrm{}},\beta _r)`$ can be obtained for any distance by solving numerically the set of equations for the profile coefficients after truncating the Fourier expansions at a large but finite order, and checking for convergence. $`f_{\mathrm{}}`$ turns to be a very good approximation for a wide range of separations, as evidenced in Fig. 2, for two identical particles with $`H_{4i}=0`$. The corresponding force at contact is however $`65\%`$ weaker than $`f_{\mathrm{}}`$. The associated interaction energy is $`2.0\gamma H_{2}^{}{}_{}{}^{2}`$, $`20\%`$ weaker than the approximation given by $`F_4`$. For $`\gamma 70`$ erg/cm2 (water), $`a1\mu `$m, and $`H_2/a0.1`$, this gives $`1.4\times 10^8`$ erg ($`3\times 10^5k_\mathrm{B}T`$). Note that the contact force actually depends on the details of the higher Fourier components.

When the $`H_{4i}`$’s are zero (purely quadrupolar particles), the numerically determined interaction turns out to be proportional to $`\mathrm{cos}\left[2\left(\beta _{\mathrm{}}+\beta _r\right)\right]`$ at any separation: the energy minimum is degenerate, corresponding to $`\beta _{\mathrm{}}=\beta _r`$. Physically, this “gearing” condition is favored because it allows the heights $`\zeta _i`$ of the particles’ contact-lines to match, thereby preventing a strong local interfacial distortion Brown00 . Our exact calculations further showed that the presence of nonzero octupolar corrections $`H_{4i}`$ actually lifts this degeneracy: the minimum energy is attained when $`\beta _{\mathrm{}}=\beta _r=0`$ (particles’ axes parallel to the separation vector), as intuited in Ref. Brown00 . Indeed, it is best to match the heights where the contact-lines have a sharper distortion, i.e., at the tips of the axes.

Three particles.—Owing to the strength of the above attraction ($`10^5k_\mathrm{B}T`$), we study the equilibrium states of three particles by assuming: i) that each particle contacts at least another particle, ii) that the particles can rotate around each other, in agreement with the experiments of Ref. Brown00 . We consider generic particles, i.e., $`H_{4i}0`$. Without loss of generality, we fix two particles at contact, and we explore the energy landscape as a function of the position of the third particle, described by the angle $`\psi `$ (Fig. 3). For each $`\psi `$ we minimize the energy with respect to the rotations $`\beta _i`$ of the three particles.

We obtain two distinct branches exhibiting three metastable minima (see Fig. 3). The latter almost perfectly satisfy the above-mentioned “gearing” rule. The curved-line configuration A suggests a three-body effect, since the particle’s axes are not parallel to one-another, contrary to the pairwise case. Indeed, repeating the calculation with pairwise interactions instead of the exact many-body interaction yields a straight line. The most stable, packed configuration is the triangle C with a radial orientation of the particles. One might argue that it best relaxes the strong interfacial distortion located at the facing tips of the particles’ axes. The orthoradial triangle B is also very stable.

Four particles.—To determine the equilibrium states of four contacting particles, we explore the energy landscape by fixing the positions of three particles through the angle $`\psi _r`$, and minimizing with respect to both the position $`\psi _{\mathrm{}}`$ of the fourth one and all the rotation angles $`\beta _i`$ (see Fig. 4). We obtain three branches and six equilibrium states.

As a new indication of a many-body effect, the “gearing” rule is strongly violated in configuration D and slightly violated in C. Contrary to the three-particle case, the orthoradial square B is more stable than the radial square E. One might suspect that since the gap between the particles is larger than in the triangular case, it is more important to relax the distortion stored at the axes’ tips on the sides of the square rather than in its center. Note however that such reasonings become more and more delicate as the number of particles increases. The fact that B and E are the most stable configurations suggests, as proposed in Ref. Brown00 , that the ground state for many particles should be a square lattice with B, or equivalently E, as unit cell. We find again the curved line A and different triangular arrangements with a fourth attached particle (C, D, F). Our results do successfully reproduce the various structures that can be locally seen in the experimental pictures of Ref. Brown00 .

Such floating particles can be considered as a model system to study jamming phenomena in complex fluids. Jamming occurs in the presence of either repulsive or attractive forces Weitz01 , when a disordered system gets trapped in phase space, for kinetic or energetical reasons, and thus exhibits a yield stress Liu98 . Aggregates of a large number of the “trapped” particles discussed in this paper should form by accretion of individual particles or small clusters. In the absence of irreversible sticking, at each accretion the particles will rearrange until they fall in one of the many metastable configurations. They will thereby form a disordered structure with a yield stress. Such colloidal aggregates are therefore more akin to a foam Princen83  than to a collection of sticky spheres Doi89 .

To test the relevance of this description in terms of jamming, we estimate the dependence of the yield stress $`\sigma _y`$ on the volume fraction $`\varphi `$, from the energetical landscape for four particles (Fig. 4). For each metastable state, we set $`\varphi 1/L^2`$, where $`L`$ is the distance between the farthest particles, and we estimate $`\sigma _yE_b/aL`$, where $`E_b`$ is the energy barrier towards the nearest minimum, and $`E_b/a`$ the force required to rearrange a given state. This yields the diagram of Fig. 5, which is quite reminiscent of the phase diagram for attractive athermal systems proposed in Ref. Weitz01 , with a characteristic power-law $`\sigma _y\varphi ^\mu `$.

It should thus be very interesting to experimentally study the micro-rheological behavior of such particles’ aggregates. Indeed, direct observations would be possible because the system is two-dimensional; furthermore, as we have shown, this is one of the few systems where exact many-body calculations are possible.

We thank D. Johannsmann, A. Ajdari, E. Raphaël, D. T. Wu, and P. Flaud for interesting discussions and comments.