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# STOCHASTIC CORRELATION MODEL OF GALACTIC BULGE VELOCITY DISPERSIONS AND CENTRAL BLACK HOLES MASSES

## 1 Introduction

Recent observations demonstrate that no less than 20% of regular galaxies contain the supermassive black holes (SMBHs) in their nuclei (Kormendy and Richstone, 1995; Ho, 1998). Different schemes were proposed for the origin of the central SMBHs due to: (i) gravitational instability and collapse of the supermassive star (e. g. Gurevich and Zybin, 1990; Lipunova, 1997); (ii) collapse of the dynamically evolving dense stellar cluster (e. g. Rees, 1984; Dokuchaev, 1991) or (iii) collapse of the central part of the massive gaseous disk (e. g. Eisenstein and Loeb, 1995). In all these scenarios the SMBHs are formed deep inside of the gravitational potential well of the galactic or protogalalctic nuclei. The quite specific possibility is the formation of primordial SMBHs in the early Universe (Zel’dovich and Novikov, 1967; Carr, 1975).

There are observed three types of correlations between the mass of the central SMBH $`M_{BH}`$ in the galactic nucleus and (i) stellar mass of galactic bulge $`M_b`$ (Kormendy and Richstone, 1995; Ho, 1998), $`M_{BH}(0.0030.006)M_b`$; (ii) bulge luminosity $`L_B`$ (Richstone, 1998), $`M_{BH}/L_B10^2M_{}/L_{}`$, and (iii) velocity dispersion $`\sigma _e`$ at the bulge half-optical-radius (Gebhardt et al., 2000):

$$M_{BH}=1.2(\pm 0.2)\times 10^8\left(\frac{\sigma _e}{200\text{ km/s}}\right)^{3.75(\pm 0.3)}M_{}.$$
(1)
Correlations of types (i) and (ii) now are feebly marked and there is large data scattering with respect to the mean values of $`M_{BH}`$. So recent observations provide only consistency between (i) and (ii) in spite of the absence of linear dependence between $`L_B`$ and $`M_b`$. On the other hand the type (iii) correlation is more definite.

The origin of discussed correlations is quite uncertain. The simplest assumption that the growth of the SMBH mass depends on the bulge processes meets with the problem of different scales: the galactic bulge scale is a few kpc, whereas the linear scale of accretion disk around of SMBH is much less than $`1`$ pc. Some deterministic mechanism is needed for huge mass transfer from bulge to its innermost part. Silk and Rees (1998) proposed a feasible solution of this problem by considering the self-adjusting accretion flow from bulge under influence of radiation pressure on the early quasar phase of galactic evolution. However this model predicts the definite type of correlation, $`M_{BH}\sigma _e^5`$, with the power index differing from observed one.

In this paper we explore the alternative approach by supposing that observed correlations are stochastic in origin. Our basic assumption is the existence in the Universe of pre-galactic population of black holes with masses $`M_h10^5M_{}`$ near the recombination time. The similar hypothesis of the existence of primordial massive black hole population was used by Fukugita and Turner (1996) for interpretation of quasar evolution.

The supposed primordial BHs are mixed with dark matter due to there cosmological origin. So the total mass of these BHs in any galaxy $`M_h`$ would be proportional to galactic dark matter halo mass $`M`$. As a result the correlation $`M_hM`$ is primary in this model, but the aforementioned observed correlations $`M_{BH}M_b`$, $`L`$ and $`\sigma _e^\alpha `$ would be secondary and approximate in origin due to complicated process of galactic formation. We show below that requested relation $`M_{BH}\sigma _e^\alpha `$ with a power index $`\alpha `$ near to observed one follows from our primary relation $`M_hM`$ with the value of $`\sigma _e`$ determined by the dark matter halo mass $`M`$. The considered model reproduces also the correlation $`M_{BH}M_b`$ but with a less accuracy.

The other necessary requirement of our model is multiple merging of primordial BHs with mass $`M_h`$ into the one SMBH with mass $`M_{BH}`$ during the Hubble time. In Section 5 we validate this requirement. It is known that for a single BH with mass $`M_h10^7M_{}`$ the dynamical friction in the galactic halo is ineffective (Valtaoja and Valtonen 1989). Nevertheless for the early formed primordial BHs it is possible the process of dark matter “secondary accretion”. As a result the primordial BHs would be “enveloped” by the dark matter halo with a mass of a typical dwarf galaxy and a steep density profile, $`\rho r^{9/4}`$. Indeed, the gravitationally bound objects formed at red-shifts $`z10`$ from the density fluctuations $`\delta 10^3`$ (at the recombination epoch). In the uniform Universe the BH with mass $`M_h10^5M_{}`$ produce this fluctuation inside the sphere containing the total mass $`M_h/\delta 10^8M_{}`$. We will call this combined spherical volume “BH $`+`$halo” by “induced halo”. The characteristics of these induced halo is defined in Sections 3 and 4. Our assumption of multiple merging of primordial BHs may be violated in the galaxies of late Hubble types. In fact observations (Zalucci et al., 1998) demonstrate that masses of the central BHs in these galaxies are less than in E and S0 ones and correlation (i)—(iii) are absent.

Throughout this paper we consider for simplicity the flat cosmological model without the cosmological constant. We use index “i” for the quantities at the moment $`t_i610^{10}`$ s of transition from radiation dominated to matter (dust) dominated phase. Respectively index “0” is used for quantities at the recent moment of time $`t_0`$. We call all BHs existing at nearby the recombination epoch by primordial ones. The other possible mechanisms of BH formation do not influence our results except the Section 2. We use term “bulge” as for elliptical galaxies and for central spheroidal parts of spiral galaxies which reminiscent the dwarf ellipticals.

## 2 Primordial Black Holes

Noncompact objects (NCOs) of mass $`(0.1÷1)M_{}`$, consisting of weakly interacting nonbaryonic dark matter particles $`(0.1÷1)M_{}`$ like neutralino were proposed by Gurevich et al. (1997) for the explanation of microlensing events in Large Magellanic Clouds. The hypothesized NCOs or neutralino stars are originated from the cosmological fluctuations with a narrow sharp maximum $`1`$ in the spectrum at some small scale. In addition to neutralino stars the same maximum in the spectrum of cosmological fluctuations produce also the massive primordial BHs with mass $`10^5M_{}`$ (Dokuchaev and Eroshenko, 2001). So the hypothesized dark matter NCO and primordial BHs may be indirectly connected through their common origin from the same cosmological fluctuations. The spectrum with a sharp maximum at some scale arises in some inflation models (Starobinsky, 1992; Ivanov et al., 1994; Yokoyama, 1995; Garcia-Bellido, 1996). At the same time the spectrum beyond the maximum may be of the standard Harrison-Zel’dovich form and reproduce the usual scenario of large-scale structure formation in the galactic distribution.

Adiabatic density fluctuations of the matter on the scale less than the horizon grow logarithmicallly in time during the radiation domination epoch. These fluctuations with amplitude $`\delta _i1`$ at the moment $`t_i`$ corresponds to radiation density fluctuations $`0.05`$ at the moment $`t_h`$ when disturbed region enter into the horizon (Dokuchaev and Eroshenko, 2001). So large fluctuations at radiation dominated epoch produce BHs near the time $`t_h`$ (Zel’dovich and Novikov, 1967; Carr, 1975).

Formation of BHs takes place on the tail of the Gaussian fluctuation distribution, whereas the main part of NCO produced from the r.m.s. fluctuations. Therefore only small part of fluctuations which result in formation of NCO may produce BHs at the radiation domination epoch. In other words due to the large threshold of BH formation the major part of fluctuations do not collapse into the BHs and evolve continuously up to the end of radiation domination epoch. At the radiation domination epoch the mass in the comoving volume varies as $`M(t)=M_xa(t_i)/a(t)`$, where the scale-factor of the Universe $`at^{1/2}`$ and $`M_x`$ is the comoving mass at the moment of transition to the matter domination. The mass $`M_x`$ equals approximately to the mass of nonrelativistic matter inside the fluctuation, i. e. the mass of NCO which may be formed from this fluctuation. On the other hand

$$M(t)=\frac{4\pi }{3}(2ct)^3\rho (t),$$
(2)
where $`\rho (t)=3/32\pi Gt^2`$. From these relations for $`M(t)`$ we find the time $`t_h`$ and mass $`M_h`$ of BH formation in dependence of the mass of NCO:

$$t_h=(M_xG)^{2/3}c^2t_i^{1/3}=1.1\left(\frac{M_x}{M_{}}\right)^{2/3}\left(\frac{t_i}{610^{10}\text{ c}}\right)^{1/3}\text{ s},$$
(3)
$$M_h=cM_x^{2/3}G^{1/3}t_i^{1/3}=2.310^5\left(\frac{M_x}{M_{}}\right)^{2/3}\left(\frac{t_i}{610^{10}\text{ c}}\right)^{1/3}M_{}.$$
(4)
In our model the NCOs add BHs are originated from the fluctuations of the same type but at different moment of time. Whereas the strong difference in masses of NCO add BH is accounted by the mass variation in time inside the fixed comoving volume: the mass of radiation at the radiation domination epoch (e. g. at moment $`t1`$ s) far exceeds the cold dark matter mass at the matter domination epoch in the same comoving volume.

There are definite astrophysical limitations on the number and mass of primordial BHs:

1. From the Universe age limit it follows that fraction of BHs $`\mathrm{\Omega }_h1`$. Additionally the PBHs with $`\mathrm{\Omega }_h1`$ would disturb the background microwave spectrum if they formed after the time $`1`$ s of electron-positron pair annihilations (Carr, 1975).
2. The possibility of tidal destruction of globular clusters by the primordial BHs gives the BH mass limit $`M_h10^4M_{}`$ if these BHs provide the major contribution to the dark matter (Moore, 1993).
3. The model-dependent calculations of the contribution from matter accretion by PBHs at pre-galactic and recent epoch into background radiation give approximately $`\mathrm{\Omega }_h10^3÷10^1`$ for $`M_h10^5M_{}`$ (Carr, 1979).
4. From the absence of reliable events of gamma-ray bursts (GRBs) lensing it is obtained the limit $`\mathrm{\Omega }_h<0.1`$ for PBHs in the intergalactic medium with masses $`10^5M_{}<M_h<10^9M_{}`$ (Nemiroff et al., 2001). An even more stringent limit $`\mathrm{\Omega }_h<0.01`$ for $`10^6M_{}<M_h<10^8M_{}`$ is obtained from VLBI observations of the lensing of compact radio-sources (Wilkinson et al., 2001).

In this paper we consider the case $`\mathrm{\Omega }_h10^5`$ in accordance with all aforementioned limits.

## 3 Formation of Induced Halo

A massive induced halo (IH) or a heavy dark matter envelope around the PBH is formed due to dark matter accretion in the expanding Universe. Spherical matter accretion onto the compact object (SMBH or galaxy) produces the stationary matter density profile of the form $`\rho r^{9/4}`$ (e. g. Ryan, 1972; Gunn, 1977). Here we reproduce the similar calculations in the form suitable for binding the mass of PBH with a mass of gravitationally trapped matter and a corresponding red-shift.

The matter in the spherical layer of radius $`r`$ around the PBH in the uniform Universe exerts the acceleration

$$\frac{d^2r}{dt^2}=\frac{G}{r^2}(M_h+\frac{4\pi }{3}r_i^3\rho _i),$$
(5)
where $`r_i`$ and $`\rho _i=4.410^{18}(h/0.6)^8\text{ g cm}^3`$ is correspondingly the radius of the spherical layer and the Universe density at the moment $`t_i`$ when the strong growth of fluctuations is beginning. and $`h`$ is the Hubble constant in units of $`100`$ km s-1 Mpc-1. Let us multiply (5) on $`db/dt`$ and integrate it by using normalization $`r(t)=r_ib(r_i,t)`$ and initial condition $`b(t_i)=1`$, $`\dot{b}(t_i)=H(t_i)b`$. After using an additional normalization $`\tau =(tt_i)\alpha ^{1/2}`$, where

$$\alpha =\left(\frac{2GM_h}{r_i^3}+\frac{8\pi G}{3}\rho _i\right),$$
(6)
the integrated (5) takes the form:

$$b(db/d\tau )^2=1bE,$$
(7)
with $`E(\alpha H^2(t_i))/\alpha `$. Equation of this type admit an exact solution (Saslaw, 1989). From this solution we find the expansion termination moment of the considered layer:

$$t_s\frac{3\pi }{4}\left(\frac{M_s}{M_h}\right)^{3/2}t_i.$$
(8)
Here $`M_s=4\pi \rho _ir_i^3/3`$ is the mass inside the layer with the exception of central PBH mass. At the moment of expansion termination $`b(t_s)=1/E`$ and subsequently the layer is contracted up to the moment $`t_{col}2t_s`$. From (8) by using relation $`t=t_0/(1+z)^{3/2}`$ for the flat Universe without the cosmological constant we obtain

$$z_{col}0.36z_i\frac{M_h}{M_s}1210^3\frac{M_h}{M_s}1,$$
(9)
where $`z_i=2.410^4h^2`$.

We will suppose that spherical layer is detached from cosmological expansion and virialized and after its expansion termination and a subsequent contraction from radius $`r_ib(r_i,t_s)`$ to radius $`r_{col}=r_ib(r_i,t_s)/2`$. For this virialization radius of the IH around the central PBH we find

$$r_{col}=\frac{r_i}{2E}=\frac{M_s^{4/3}}{2M_h}\left(\frac{3}{4\pi \rho _i}\right)^{1/3}=0.45\left(\frac{M_h}{10^5M_{}}\right)^{1/3}\left(\frac{15}{1+z_{col}}\right)^{4/3}\text{ kpc}.$$
(10)
Now we obtain the requested relation for the mass and radius of IH

$`M_s(r_{col})`$ $`=`$ $`(2M_hr_{col})^{3/4}\left({\displaystyle \frac{4\pi \rho _i}{3}}\right)^{1/4}`$ (11)
$`=`$ $`3.710^7\left({\displaystyle \frac{M_h}{10^5M_{}}}\right)^{3/4}\left({\displaystyle \frac{r_{col}}{1\text{ kpc}}}\right)^{3/4}\left({\displaystyle \frac{h}{0.6}}\right)^2M_{}`$
and density distribution in the IH

$`\rho (r)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi r^2}}{\displaystyle \frac{dM_s(r)}{dr}}`$ (12)
$`=`$ $`1.710^{25}\left({\displaystyle \frac{M_h}{10^5M_{}}}\right)^{3/4}\left({\displaystyle \frac{r}{1\text{ kpc}}}\right)^{9/4}\left({\displaystyle \frac{h}{0.6}}\right)^2\text{ g cm}^3.`$
## 4 Protogalaxies Growth Termination

The growth of IH terminates at the epoch of nonlinear growth of ambient density fluctuations with mass $`M`$ and radius $`R`$ producing the same gravitational acceleration:

$$\frac{GM_s(r_{col})}{(2r_{col})^2}=\frac{GM}{(2R)^2},$$
(13)
where radiuses $`2r_{col}`$ and $`2R`$ correspond to the moment of expansion termination. At this condition the capture of new spherical layers is shutting down (see. (10)).

The r.m.s. fluctuation in the mass scale $`M`$ is defined by expression (Bardeen et al., 1986)

$$\sigma ^2(M,z)=\frac{1}{2\pi ^2(1+z)^2}𝑑kk^2P_0(k)W^2(k,M).$$
(14)
Here $`W(k,M)`$ is a filtering function and $`P(k)`$ is a power spectrum:

$$\delta _k^{}\delta _k^{}=(2\pi )^3P(k)\delta _D^{(3)}(kk^{}),\delta _k=\delta (r)e^{ikr}d^3r,$$
(15)
where $`\delta _D^{(3)}(kk^{})`$ is the Dirac delta-function and angular brackets denote the ensemble averaging. Let us choose $`P_0(k)`$ for the model with a cold dark matter (Bardeen et al., 1986) with the Harrison-Zel’dovich initial spectrum:

$$P_0(k)=\frac{ak\mathrm{ln}^2(1+2.34q)}{(2.34q)^2}(1+3.89q+(16.1q)^2+(5.46q)^3+(6.71q)^4)^{1/2},$$
(16)
where $`q=k\mathrm{\Omega }_d^1h^2`$ is written in the comoving coordinates with units Mpc-1. For simplicity we put the dark matter density parameter $`\mathrm{\Omega }_d=1`$. Normalization constant $`a`$ is chosen from the condition $`\sigma _0=1`$ at the scale $`8h^1`$ Mpc. The condition for object formation with the mass $`M`$ at the red-shift $`z_{col}`$ is

$$\sigma (M,z_{col})=\delta _c,$$
(17)
where for the model of spherical contraction $`\delta _c=3(3\pi /2)^{2/3}/5`$ (White, 1994). Radius of ordinary protogalaxy (without the PBH) after its cosmological expansion termination and virialization is (Saslaw, 1989; White, 1994)

$$R=\frac{3R_i}{10\delta _i},R_i=\left(\frac{3M}{4\pi \rho _i}\right)^{1/3}.$$
(18)
By taking into account (10), (17), (18), and putting $`\delta _i=\sigma _i(M)`$ the condition (13) can be rewritten in th form:

$$M=\left(\frac{3\pi }{2}\right)^{10/3}\left(\frac{3}{5}\right)^6\frac{(1+z_i)}{(1+z_{col})}M_h\delta _c^6.$$
(19)
It follows that $`M_s=M`$, because in (10) and (18) it is supposed that IHs and ordinary protogalaxies have the same coefficient of nonlinear contraction equals to $`0.5`$. We solve numerically the system of equations (17) and (19) relative to independent variables $`z_{col}`$ and $`M`$ with the $`M_h`$ as parameter. See Fig. 1 for calculated relations for $`z_{col}(M_h)`$ and $`M(M_h)=M_s(M_h)`$. For $`M_h=2.310^5M_{}`$ we find $`z_{col}=8.8`$ and $`M=7.210^7M_{}`$. As a result up to epoch $`z=8.8`$ the PBHs with mass $`M_h=2.310^5M_{}`$ had time to capture an additional mass which $`300`$ times exceeds the PBH mass.

## 5 Merging of Black Holes

In the preceding Chapter we demonstrate that massive IHs with mass $`M_s=7.210^7M_{}`$ are formed around the PBHs. These IHs are massive enough to sink down to the galactic center during the Hubble time under influence of dynamical friction. Though the fate of nested PBHs inside the central parsec of the host galaxy is rather uncertain. Valtaoja and Valtonen (1989) considered interaction of central BHs after merging of galaxies. The late phase of two BHs merging in the galactic center depends on many factors (Menou et al., 2001). Without the detailed elaboration we will follow to Menou et al. ( 2001) by supposing that multiple PBHs merge into a single SMBH during the Hubble time.

Notice that density (12) strongly grows towards the center and smoothed out only at the distance $`r_h`$ where $`M_s=M_h`$ according (11). For $`M_h=2.310^5M_{}`$ we obtain $`r_h1`$ pc and density $`\rho 10^4M_{}`$ -3. By using Chandrasekhar time for dynamical friction (see e. g. Saslaw, 1989) of the PBH with mass $`M_h=2.310^5M_{}`$ we obtain the estimation of characteristic time for PBH merging

$$t_f\frac{v^3}{4\pi G^2\mathrm{\Lambda }B\rho M_h}510^5\text{ yrs},$$
(20)
where $`v(GM_h/r_h)^{1/2}`$ is the PBH velocity, $`\mathrm{\Lambda }10`$, $`B0.426`$. The PBH of larger mass would be merged even faster. As a result the late phase of PBHs merging lasts very fast, and the probability simultaneous presence in the galactic nucleus of three or more BHs is low.

Coalescence of PBHs in the galaxies must be accompanied by the strong burst of gravitational radiation. The projected interferometric detector LISA is capable to detect the coalescence events up to the red-shifts$`z10`$, if BH masses no less than $`10^3M_{}`$ (Menou et al., 2001). For the calculation of gravitational bursts distribution there is needed the numerical simulation of hierarchical BH and galactic merging. Menou et al., (2001) carried out the corresponding simulation for ordinary galaxies. A simple estimation of the burst rate from the observable Universe gives

$$\dot{N}_{grav}\frac{4\pi }{3}\frac{N}{t_0}(ct_0)^3n_g10\left(\frac{n_g}{10^2\text{Mpc}\text{-3}}\right)\left(\frac{t_0}{10^{10}\text{yrs}}\right)^2\left(\frac{N}{100}\right)\text{ yrs}\text{-1},$$
(21)
where $`n_g`$ is a mean number density of structured galaxies and $`N`$ is a mean number of merging per galaxy. So there is a principal possibility for the verification of considered model by the LISA detector.

## 6 Origin of Correlations

Fluctuation spectrum (16) in the confined mass region can be approximated by the power law with the effective index $`n=d\mathrm{ln}P_0(k)/d\mathrm{ln}k`$. According to the formation condition (17) for power law spectrum the effective galactic mass formed at red-shift $`z`$ is (White, 1994)

$$M=M_0(1+z)^{\frac{6}{n+3}},$$
(22)
where $`M_0=const`$. For galactic mass $`M=10^{10}M_{}`$ we obtain $`n=2.28`$ $`M_0=2.510^{16}M_{}`$ and for $`M=10^{12}M_{}`$ we find correspondingly $`n=1.98`$ $`M_0=710^{14}M_{}`$. Velocity dispersion is estimated as

$$\sigma _e^2\frac{GM}{R},R=\left(\frac{3M}{4\pi \rho (z)}\right)^{1/3},\rho (z)=\rho _0(1+z)^3.$$
(23)
For PBH cosmological density parameter $`\mathrm{\Omega }_h`$ and effective PBH merging in the galaxies the preceding relation gives the final mass of the central BH

$$M_{BH}=\psi \mathrm{\Omega }_hM=\psi \mathrm{\Omega }_h\sigma _e^{\frac{12}{1n}}M_0^{\frac{n+3}{1n}}\left(\frac{4\pi G^3\rho _0}{3}\right)^{\frac{2}{1n}},$$
(24)
where factor $`\psi `$ is responsible for the possible additional growth of the central BH due to accretion. From (24) with $`h=0.6`$ it folows

$$M_{BH}=(1.1÷1.7)10^8\left(\frac{\psi \mathrm{\Omega }_h}{10^5}\right)\left(\frac{\sigma _e}{200\text{ km s}^1}\right)^{(3.66÷4.03)}M_{},$$
(25)
where pair of coefficients 1.1 and 3.66 corresponds to $`M=10^{10}M_{}`$, and respectively pair 1.7 and 4.03 correspond to $`M=10^{12}M_{}`$. In summary the considered model is in a good agreement with observation data (1). The fluctuation spectrum at the galactic scale, $`n2`$, completely defines the power index $`\alpha 4`$ in the relation $`M_{BH}\sigma _e^\alpha `$. It is easily verified that for $`\mathrm{\Omega }_h10^5`$ the contribution IHs (there mass is determined in Section 4) to the total galactic mass is negligible.

Correlation of the form $`M_{BH}M_b`$ is explained by the common relation of dark matter mass in galaxies of all types with their total baryonic (star) mass with the main input from old stars. In the framework of hierarchical model of galaxy formation the recent galaxies formed from multiple merging of low mass protogalaxies with early star formation proceeding. in this case the old star population of spherical subsystem is protogalactic in origin.

The part of galactic mass contained in stars becomes a fixed and independent part of the total galactic mass $`M`$ due to statistical averaging after the large number of protogalactic merging. So the total star mass in the galaxy is $`M_b=f_bf_sM`$, where $`f_b0.05`$ is the baryonic mass fraction of the Universe, $`f_s`$ is the part of baryons passing into the stars. After sinking down to the galactic center and merging of all PBH the resulting mass of the BH is

$$M_{BH}\frac{\psi \mathrm{\Omega }_h}{f_bf_s}M_b10^3\left(\frac{\psi \mathrm{\Omega }_h}{10^5}\right)\left(\frac{f_bf_s}{0.01}\right)^1M_b,$$
(26)
which with the order of magnitude corresponds to observations $`M_{BH}(0.0030.006)M_b`$.

The central BH masses in Sa, Sb, Sc galaxies are less in a mean than in E and S0 galaxies (Salucci et al., 1998). In our model this is related with a relatively late formation of Sa, Sb, Sc galaxies when the main part of PBHs do not have enough time to sinking to the galactic center. In particular $`10^2`$ PBHs of mass $`M_h10^5M_{}`$ can inhabit our Galaxy.

## 7 Conclusion

We explain the observed correlations between bulge parameters and central BH masses in galaxies by the multiple merging of PBHs of mass $`10^5M_{}`$ generated in the early Universe. This model predicts the existence of BHs with mass $`10^5M_{}`$ in beyond the dynamical centers of spiral galaxies and in the intergalactic medium. Possibly one of these BHs was detected by the Chandra Observatory in the galaxy M82 (Kaaret et al., 2000). The observational signature for verification of this model is the gravitational burst after BH merging in the galactic nuclei which may be detected by the projected laser interferometric detectors of the LISA type.

The work was supported in part by the INTAS grant 99–1065 and by Russian Foundation for Basic Research grants 01-02-17829, 00-15-96697 and 00-15-96632. We also acknowledge the referees of this paper for helpful remarks.

FIGURE CAPTIONS

Fig. 1. Functions $`z_{col}(M_h)`$ and $`M(M_h)`$ from the numerical calculation of the system of equations (17) and (19).


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# Effects of boundary conditions on the dynamics of the solar convection zone

## 1 Introduction

Recent analyses of the helioseismic data, both from the Michelson Doppler Imager (MDI) instrument on board the SOHO spacecraft (Howe et al. 2000a) and the Global Oscillation Network Group (GONG) project (Antia & Basu 2000), have provided strong evidence that the previously observed solar torsional oscillations (e.g. Howard & LaBonte 1980; Snodgrass, Howard & Webster 1985; Kosovichev & Schou 1997; Schou et al. 1998), with periods of about 11 years, penetrate into the convection zone (CZ) to depths of at least 10 percent in radius.

These studies have also produced rather conflicting results concerning the dynamical behaviour near the bottom of the convection zone. Thus Howe et al. (2000b) find evidence for the presence of torsional oscillations near the tachocline situated close to the bottom of the convection zone, but with a markedly shorter period of about $`1.3`$ years, whereas Antia & Basu (2000) do not find such oscillations. Given the uncertainties in the helioseismic data, what is not certain so far is (i) whether torsional oscillations do extend all the way to the bottom of the CZ and (ii) whether there are different oscillatory modes of behaviour at the top and the bottom of the CZ.

Work is in progress by a number of groups to repeat these analyses in order to answer these observational questions. In parallel, attempts have been made to approach these questions theoretically by modelling variations in the CZ within the framework of nonlinear dynamo models which include a nonlinear action of the azimuthal component of the Lorentz force of the dynamo generated magnetic field on the solar angular velocity (Covas et al. 2000a,b; Covas et al. 2001a,b, see also erratum in Covas et al. 2002). According to these results, for most ranges of dynamo parameters, such as the dynamo and Prantdl numbers, the torsional oscillations extend all the way down to the bottom of the convection zone. In addition, spatiotemporal fragmentation/bifurcation (STF) has been proposed as a dynamical mechanism to account for the possible existence of multi-mode behaviour in different parts of the solar CZ (Covas et al. 2000b, 2001a,b, 2002). In all these studies the underlying zero order angular velocity was chosen to be consistent with the recent helioseismic data.

As in much astrophysical modelling, an important source of uncertainty in these models is the nature of their boundary conditions. Given this uncertainty, and the fact that boundary conditions can alter qualitatively the behaviour of dynamical systems, it is important to see whether employing different boundary conditions can significantly change the dynamics in the CZ, and in particular whether the two dynamical modes of behaviour mentioned above are robust with respect to plausible changes in the boundary conditions. This is important for two reasons. Firstly, in the absence of precise knowledge about such boundary conditions, it is important that the dynamical phenomena of interest predicted by such models can survive reasonable changes in ill-known boundary conditions. Secondly, it may in principle be possible for qualitative changes found as the boundary conditions are altered to be used as a diagnostic tool to determine the range of physically reasonable boundary conditions in the solar context.

Here, by considering a number of families of boundary conditions, we show that the penetration of torsional oscillations to the bottom of the CZ is indeed robust with respect to a number of plausible changes to the boundary conditions. We also find spatiotemporal fragmentation in these models with a variety of, but not all, choices of boundary conditions. Given the observational importance of the amplitudes of the torsional oscillations, we also make a comparative study of their magnitudes as a function of the boundary conditions.

## 2 The model

We shall assume that the gross features of the large scale solar magnetic field can be described by a mean field dynamo model, with the standard equation

$$\frac{B}{t}=\times (u\times B+\alpha B\eta \times B).$$
(1)
Here $`u=v\widehat{\varphi }\frac{1}{2}\eta `$, the term proportional to $`\eta `$ represents the effects of turbulent diamagnetism, and the velocity field is taken to be of the form $`v=v_0+v^{}`$, where $`v_0=\mathrm{\Omega }_0r\mathrm{sin}\theta `$, $`\mathrm{\Omega }_0`$ is a prescribed underlying rotation law and the component $`v^{}`$ satisfies

$$\frac{v^{}}{t}=\frac{(\times B)\times B}{\mu _0\rho r\mathrm{sin}\theta }.\widehat{\varphi }+\nu D^2v^{},$$
(2)
where $`D^2`$ is the operator $`\frac{^2}{r^2}+\frac{2}{r}\frac{}{r}+\frac{1}{r^2\mathrm{sin}\theta }(\frac{}{\theta }(\mathrm{sin}\theta \frac{}{\theta })\frac{1}{\mathrm{sin}\theta })`$ and $`\mu _0`$ is the induction constant. The assumption of axisymmetry allows the field $`B`$ to be split simply into toroidal and poloidal parts, $`B=B_T+B_P=B\widehat{\varphi }+\times A\widehat{\varphi }`$, and Eq. (1) then yields two scalar equations for $`A`$ and $`B`$. Nondimensionalizing in terms of the solar radius $`R`$ and time $`R^2/\eta _0`$, where $`\eta _0`$ is the maximum value of $`\eta `$, and putting $`\mathrm{\Omega }=\mathrm{\Omega }^{}\stackrel{~}{\mathrm{\Omega }}`$, $`\alpha =\alpha _0\stackrel{~}{\alpha }`$, $`\eta =\eta _0\stackrel{~}{\eta }`$, $`B=B_0\stackrel{~}{B}`$ and $`v^{}=\mathrm{\Omega }^{}R\stackrel{~}{v}^{}`$, results in a system of equations for $`A,B`$ and $`v^{}`$. The dynamo parameters are $`R_\alpha =\alpha _0R/\eta _0`$, $`R_\omega =\mathrm{\Omega }^{}R^2/\eta _0`$, $`P_r=\nu _0/\eta _0`$, and $`\stackrel{~}{\eta }=\eta /\eta _0`$, where $`\mathrm{\Omega }^{}`$ is the solar surface equatorial angular velocity. Here $`\nu _0`$ and $`\eta _0`$ are the turbulent magnetic diffusivity and viscosity respectively and $`P_r`$ is the turbulent Prandtl number. Our computational procedure is to adjust $`R_\omega `$ so as to make the cycle period be near the solar cycle period of about 22 years for the marginal dynamo number, and then to allow $`R_\alpha `$ and, to some extent, $`P_r`$ to vary. The density $`\rho `$ is assumed to be uniform.

Eqs. (1) and (2) were solved using the code described in Moss & Brooke (2000) (see also Covas et al. 2000b) together with the boundary conditions given below, over the range $`r_0r1`$, $`0\theta \pi `$. We set $`r_0=0.64`$, and with the solar CZ proper being thought to occupy the region $`r>\text{ }\mathrm{\hspace{0.33em}0.7}`$, the region $`r_0r<\text{ }\mathrm{\hspace{0.33em}0.7}`$ can be thought of as an overshoot region/tachocline. In the following simulations we used a mesh resolution of $`61\times 101`$ points, uniformly distributed in radius and latitude respectively.

In this investigation, we took $`\mathrm{\Omega }_0`$ in $`0.64r1`$ to be given by an interpolation on the MDI data obtained from 1996 to 1999 (Howe et al. 2000a). We set $`\alpha =\alpha _r(r)f(\theta )`$, where $`f(\theta )`$ was chosen to be $`\mathrm{sin}^2\theta \mathrm{cos}\theta `$ or $`\mathrm{sin}^4\theta \mathrm{cos}\theta `$. The angular structure of $`\alpha `$ is quite uncertain, and both these forms have been used in the literature (see e.g. Rüdiger & Brandenburg 1995) and their choice here is simply to make the butterfly diagrams more realistic. We took $`\alpha _r=1`$ in all or part of the CZ (see below for details), with cubic interpolation to zero at $`r=r_0`$ and $`r=1`$ in the cases where $`\alpha _r1`$ everywhere. Throughout we take $`\alpha _r0`$ and $`R_\alpha <0`$. Also, in order to take some account of the likely decrease in the turbulent diffusion coefficient $`\eta `$ in the overshoot region, we allowed a simple linear decrease from $`\stackrel{~}{\eta }=1`$ at $`r=0.8`$ to $`\stackrel{~}{\eta }=0.5`$ in $`r<0.7`$.

## 3 The choice of boundary conditions

Boundary conditions on magnetic fields are often rather ill–determined when modelling astrophysical systems. This is certainly true in the case of the Sun and solar-type stars. Given this uncertainty, we shall consider a number of physically motivated families of boundary conditions and investigate the consequences of each on the dynamics of the CZ. In particular we shall study whether they allow penetration of torsional oscillations all the way to the bottom of the CZ as well as supporting spatiotemporal fragmentation. We note that at $`\theta =0`$ and $`\pi `$ symmetry conditions imply $`A=B=0`$. In this article we shall concentrate on the changes to the outer boundary conditions only.

### 3.1 Boundary conditions at $`r=r_0`$

The detailed physics is uncertain near the base of the computational region ($`r=r_0`$). Given that the angular momentum flux out of a region with boundary $`S`$ from the magnetic stresses is $`_S(BBr\mathrm{sin}\theta )𝑑S`$, we set $`B=0`$ on $`r=r_0`$ in order to ensure zero angular momentum flux across the boundary and, correspondingly, stress-free conditions were used for $`v^{}`$. The condition $`A/r=A/\delta `$ crudely models $`A`$ falling to zero at distance $`\delta `$ below $`r=r_0`$ (cf. Moss, Mestel & Tayler 1990; Tworkowski et al. 1998). We chose $`\delta =0.03`$, but the general nature of the results is insensitive to this choice. Taking $`\delta >0`$ is computationally helpful as it reduces somewhat the field gradients near $`r=r_0`$, although it is not essential.

### 3.2 The outer boundary conditions

At the outer boundary $`r=R`$, we shall, in view of the uncertainties regarding the outer boundary conditions, consider a number of different but physically reasonable choices.

One of the common choices for the outer boundary conditions adopted in literature is the ‘vacuum’ boundary condition, in which the poloidal field within $`r=R`$ is smoothly joined, by a matrix multiplication, to an external vacuum solution; the azimuthal field $`B=0`$.

Given the dynamic nature of the solar surface, the usual vacuum conditions can, to some extent at least, be regarded as a mathematically convenient idealization. Some aspects of this issue have recently been discussed at length by Kitchatinov, Mazur & Jardine (2000), who derive ‘non-vacuum’ boundary conditions on both $`B`$ and $`B_P`$. We also consider families of boundary conditions which deviate from the vacuum conditions and refer to these as ‘open’. As a convenient and flexible general form for the boundary conditions at the surface, we write

$$r\frac{dA}{dr}+n_1A=0,r\frac{dB}{dr}+n_2B=0$$
(3)
where $`n_1`$ and $`n_2`$ are constants that parameterize the boundary conditions and, to some extent, their degree of openness. With $`n_1=1`$, $`n_2=0`$ the two conditions for $`A`$ and $`B`$ reduce to $`\frac{d(rA)}{dr}=B_\theta =0`$ and $`\frac{dB}{dr}=0`$ respectively. The condition $`B_\theta =0`$ has been adopted previously by some investigators. The limit $`n_2\mathrm{}`$ gives the often used $`B=0`$. As $`n_1`$ increases, the penetration of the poloidal field through the surface decreases, and in the limit $`n_1\mathrm{}`$ the boundary condition is $`A=0`$, and all the poloidal field lines then close beneath the surface $`r=R`$, which is thus the limiting field line. Using the vacuum boundary condition for $`B_P`$ gives poloidal field lines that mostly make a modest angle with the radial direction, and so we can anticipate that, by taking small values of $`n_1`$ and large values of $`n_2`$, we will obtain solutions that resemble in some ways those found by using the vacuum boundary conditions mentioned above. (But note that Eq. (3) gives strictly local conditions on the field components, whereas the vacuum condition on the poloidal field is essentially nonlocal.)

We note one further technical point. The angular momentum flux through $`r=R`$ is non-zero if both $`B_P`$ and $`B`$ are non-zero there. Whilst the Sun certainly is losing angular momentum, we are not trying to model this process here, and so will only consider models in which the angular momentum ‘drift’ of the dynamo region is small enough that we can consider it to be a unchanging background for the dynamo calculations.

Now in order to find the range of values of $`n_1`$ and $`n_2`$ such that the resulting ‘partially open’ boundary conditions are physically plausible, we need to ensure that the chosen boundary conditions result in appreciable poloidal flux penetrating the surface. Thus we calculated the average over the dynamo cycle of the ratio of the flux of the poloidal field at the surface to the corresponding value within the CZ, given by

$$F_s=\frac{[R\mathrm{sin}(\theta )A(R,\theta )]_{\mathrm{Surface}}}{[r\mathrm{sin}(\theta )A(r,\theta )]_{\mathrm{Inner}}},$$
(4)
as a function of $`n_1`$ say. Here $`R`$ is the model radius, the numerator is evaluated at the surface $`r=R`$, and the denominator is evaluated inside the dynamo region (‘CZ’) $`r_0rR`$. As $`n_1`$ increases we would expect this ratio to decrease. We consider a boundary condition to be, in principle, viable if the ratio $`F_s`$ is not too small compared with the corresponding value in the ‘standard’ vacuum case.

## 4 Results

Using the above model, we studied the dynamics in the convection zone subject to three sets of boundary conditions; namely, the vacuum boundary condition and two families of open boundary conditions which we shall refer to as boundary conditions (1) and (2). Also in order to demonstrate that penetration of the torsional oscillations, as well as spatial fragmentation, can occur with various changes in other ingredients of the model, we have chosen examples with different forms for these ingredients.

### 4.1 Vacuum boundary conditions

With this choice of boundary conditions, we found that for critical and moderately supercritical regimes, the torsional oscillations extend all the way down to the bottom of the CZ (see also Covas et al. 2000a, where the critical value of the dynamo number for the onset of dynamo was found to be $`R_\alpha 3.16`$). In addition we found ranges of dynamo parameters for which supercritical models showed spatiotemporal fragmentation. As an example of such fragmentation, we show in Fig. 1 the radial contours of the angular velocity residuals $`\delta \mathrm{\Omega }`$ as a function of time for a cut at $`25`$ degrees latitude. In this case we took $`f(\theta )=\mathrm{sin}^4\theta \mathrm{cos}\theta `$, with $`\alpha _r=1`$ throughout the computational region. The parameter values used were $`R_\alpha =5.5,P_r=0.6`$ and $`R_\omega =60000`$. We also show in Fig. 2 the magnetic butterfly diagram.

We note that this is the first time STF has been obtained with vacuum boundary conditions. This is despite the fact that the range of parameter values for which STF is present for this model is rather wide, as is the case with the boundary conditions considered below. What seems to occur here is that the onset of spatiotemporal fragmentation is close to a bifurcation point, which disrupts the butterfly diagram and rather confuses the diagnosis of the situation.

### 4.2 Open boundary conditions (1)

We now take boundary conditions at $`r=R`$ to be given by Eq. (3), where $`n_2=0`$ and $`n_1`$ is varied.

In order to find the range of values of $`n_1`$ which can be considered as physically plausible, we calculated the ratio of the poloidal fluxes $`F_s`$ given by (4) as a function of $`n_1`$. The results are given in Fig. 3. To give an idea of how this ratio compares to that of models with vacuum boundary conditions, we also calculated $`F_s`$ with vacuum boundary conditions with the same parameter values as for Fig. 1, and found that $`F_s0.25`$. As can be seen from Fig. 3 this is comparable in magnitude to the values obtained with the above open boundary conditions for a wide range of values of $`n_1`$ given by $`n_1<\text{ }\mathrm{\hspace{0.33em}40}`$.

With these open boundary conditions, we again found that for slightly and moderately supercritical dynamo regimes, the torsional oscillations extend all the way down to the bottom of the CZ. There are also ranges of dynamo parameters for which spatiotemporal fragmentation is found. When $`n_1`$ is close to 1 there is appreciable angular momentum drift, and so we do not consider these solutions further here. As an example of a case with STF (and with negligible angular momentum drift over the integration interval), we show in Fig. 4 the radial contours of the angular velocity residuals $`\delta \mathrm{\Omega }`$ as a function of time for a cut at $`25`$ degrees latitude. In this case $`f(\theta )=\mathrm{sin}^4\theta \mathrm{cos}\theta `$ and $`\alpha _r`$ is given by $`\alpha _r=1`$ for $`0.7r0.8`$ with cubic interpolation to zero at $`r=r_0`$ and $`r=1`$. The parameter values used are $`R_\alpha =5.0,P_r=0.7,R_\omega =50000`$ and $`n_1=25`$.

Fig. 5 shows the angular velocity residuals at $`R=0.92`$ (i.e. the near-surface torsional oscillations), with latitude and time, for the same parameter values as in Fig. 4. The poloidal field lines and toroidal field contours for this case are presented in Figs. 6 and 7. In Fig. 7, the effect of the open boundary condition on $`B`$ is seen to be relatively minor – most of the toroidal field is concentrated near the tachocline, and far from the surface. The poloidal field (Fig. 6) is more uniformly distributed.

### 4.3 Open boundary conditions (2)

We now consider boundary conditions given by Eq. (3), with $`n_1`$ of order one and $`1n_2500`$ (so $`B0`$ for large $`n_2`$). We found that for $`n_1`$ values close to one our model again has significant angular momentum drift, which increases as $`n_1`$ decreases to $`1`$. For larger values of $`n_1`$ the drift is negligible, and the ratio $`F_s`$ is again ‘reasonable’, being comparable with the vacuum case. We found that putting $`n_1=2`$ gave satisfactory behaviour, and this is the case that we discuss in detail below.

For all such cases we again found that for slightly and moderately supercritical dynamo numbers, the oscillations extend all the way down to the bottom of the CZ. In addition we found ranges of dynamo parameters for which the supercritical model show spatiotemporal fragmentation. An example, which has negligible angular momentum drift over the integration interval, is shown in Fig. 8. Here $`\alpha _r=1`$ for $`0.7r0.8`$ with cubic interpolation to zero at $`r=r_0`$ and $`r=1`$ and $`f(\theta )=\mathrm{sin}^2\theta \mathrm{cos}\theta `$. The parameter values used were $`R_\alpha =16.0,P_r=0.22`$ and $`R_\omega =48000`$, and boundary conditions were given by (3) with $`n_1=2`$ and $`n_2=400`$.

### 4.4 Amplitudes of oscillations as a function of boundary conditions

Another important issue from an observational point of view is the way the amplitudes of the torsional oscillations vary as a function of model ingredients and parameters, as well as with depth in the CZ.

To begin with, we verified that for a given boundary condition the amplitudes of the oscillations increase as the dynamo number $`R_\alpha `$ and the Prantdl number $`P_r`$ are increased (see also Covas et al 2001a). For orientation, we recall that the observed surface amplitudes in the case of the Sun are latitude dependent and of order of one nHz (see e.g. Howe et al. (2000b)).

We also made a comparative study of the amplitudes as a function of changes in the boundary conditions. Briefly we found that typically the solutions with vacuum boundary conditions have rather smaller amplitudes of oscillations, especially near the surface. For example, for the model of Fig. 1 (which has a high $`R_\alpha `$, spatiotemporal fragmentation and thus would be expected to have higher amplitudes), we found the mean averaged amplitudes to be $`0.72,0.19,0.09`$ nHz at the depths $`r_0=0.70,0.88`$ and $`0.95`$ respectively.

For the models with open boundary conditions, we found the amplitudes to be on average higher than the vacuum case, specially near the surface. We have summarised in Fig. 9 our calculations of the amplitudes of oscillations for the models with open boundary conditions given by Eq. (3) and $`n_2=0`$, for a range of $`n_1`$ given by $`1<n_1<150`$. Here the dynamo parameters were $`R_\alpha =5.0,P_r=0.7`$, $`R_\omega =50000`$ and $`f(\theta )=\mathrm{sin}^4\theta \mathrm{cos}\theta `$, with $`\alpha _r=1`$ for $`0.7r0.8`$, with cubic interpolation to zero at $`r=r_0`$ and $`r=1`$. As can be seen, the amplitudes grow at all depths with increasing $`n_1`$ and saturate around $`n_150`$. As an example, the models with $`n_1`$ values around $`n_1=25`$, (corresponding to Fig. 4, with STF), have amplitudes that are more than double those found above with vacuum boundary conditions, down to the level $`r_0=0.88`$.

## 5 Discussion

We have made a detailed study of the effects of the boundary conditions on the dynamics in the solar convection zone, by employing various forms of outer boundary conditions.

In all the models considered here (as well as other results not reported), we find that in near-critical and moderately supercritical dynamo regimes the torsional oscillations extend all the way down to the bottom of the CZ. In this way our results, taken altogether, demonstrate that such penetration is extremely robust with respect to all the changes we have considered both to the boundary conditions, and the dynamo parameters such as the dynamo and Prantdl numbers, in addition to variations in the model ingredients such as the $`\alpha `$ and $`\eta `$ profiles and the rotation inversion.

We deduce, that if our dynamo model (which is basically a standard mean field dynamo) has any validity, then observers should expect to find that the solar torsional oscillations penetrate to the tachocline. However, given the significant uncertainties that still remain in helioseismic measurements, especially the limited temporal extent of the data available, this issue may not be resolvable at present (see e.g. Vorontsov et al. 2002).

In all cases we have found supercritical dynamo regimes with spatiotemporal fragmentation for a range of, but not all, dynamo parameters. This, together with our previous work, shows that fragmentation occurs with a variety of forms of $`\alpha `$ (and also that it is not confined to a particular inversion for the solar angular velocity). For still more supercritical dynamo regimes we find a series of spatiotemporal fragmentations, leading eventually to spatiotemporal chaos, i.e. disappearance of coherence in the dynamo regime.

These results are of potential importance in interpreting the current observations, especially given their difficulty in resolving the dynamical regimes near the bottom of the convection zone. However given the variety of dynamical behaviour possible theoretically near the bottom of the CZ, we cannot comment definitively on the reported $`13`$ yr oscillations.

Finally, given the observational importance of the amplitudes of the torsional oscillations, we have made a comparative study of their magnitudes as a function of the boundary conditions. We found that on average the amplitudes are smaller for the models with vacuum boundary conditions than for those with open boundary conditions. An important ingredient that our model omits and which seems bound to have an effect on the amplitudes of torsional oscillations throughout the CZ, is that of density stratification. We intend to return to this issue in a future publication.

###### Acknowledgements.

RT benefited from UK Particle Physics and Astronomy Research Council Grant PPA/G/S/1998/00576. EC and DM acknowledges the hospitality of the Astronomy Unit, QM.


text:
# 1 Resistive transitions in a perpendicular magnetic field of single crystals V₃Ge [5] (points are experimental dependencies obtained at different current values, line is a theoretical paraconductivity dependence obtained in Hartree approximation) and YBa₂Cu₃O₇₋ₓ [10-12]

FLUCTUATION EFFECTS IN MIXED STATE OF TYPE II SUPERCONDUCTOR.

Comparison of Experimental Results with Theoretical Predictions.

A.V.NIKULOV

Institute of Microelectronics Technology and High Purity Materials, Russian Academy of Sciences, 142432 Chernogolovka, Moscow District, Russia.

1. Introduction

Investigation of the fluctuation phenomena changes habitual notion about the mixed state of type II superconductors. Before the fluctuation investigation one thought that the second-order phase transition from the normal state into the Abrikosov state takes place in the second critical field, $`H_{\mathrm{c2}}`$ . Now it is clear that a phase transition in $`H_{\mathrm{c2}}`$ is absent and the transition in the Abrikosov state, called now often as ”vortex lattice melting”, occurs below $`H_{\mathrm{c2}}`$ . Now it is widely recognized that the normal state with superconducting fluctuation, called as ”vortex liquid”, exists not only above but also below $`H_{\mathrm{c2}}`$ . This becomes widely known in the last time, after the investigation of the fluctuation phenomena in high-Tc superconductors (HTSC). Therefore most of scientists connect these changes of the habitual notion about the mixed state with the HTSC investigation first of all. Moreover some authors suppose that these changes of the notion relate to HTSC only because they think that the fluctuation effects in conventional superconductors are very small . But it is not right. Moreover just the investigation of the fluctuation phenomena of conventional superconductors have shown first that the transition into the Abrikosov state occurs below $`H_{\mathrm{c2}}`$. It was made before the HTSC discovery. But these result are not enough known. Therefore I will write about these results first of all in this report. I will show that the results obtained on high quality samples of $`YBa_2Cu_3O_{7\mathrm{x}}`$ repeat in the main our results obtained by the investigation of bulk conventional superconductors. In the end I will discuss the main unsolved problem the nature of the transition into the Abrikosov state.

2. Fluctuation effects in bulk superconductors

I will write about results of investigation which have been obtained in 1980 - 1984 years. Partly they have been published in that time \[4-7\], partly they have been published recently , and some results  have not been published for the present. The transition called now ”vortex lattice melting” was observed in 1981 . On figure 1 the result obtained in this paper on conventional superconductors $`V_3Ge`$ is compared with results obtained on high quality $`YBa_2Cu_3O_{7\mathrm{x}}`$ samples in many papers in last time \[10-12\]. In both case a change of the same resistive properties is interpreted as a transition. But in our work  this change was interpreted as a transition from the normal state with superconducting fluctuation (which we called as ”one-dimensional state”) into the Abrikosov state whereas in $`YBa_2Cu_3O_{7\mathrm{x}}`$ this change is interpreted as vortex lattice melting \[10-12\]. Although the denomination ”vortex lattice melting” has become very popular I think that it is bad denomination for this transition.

The denomination ”vortex lattice melting” assumes a existence of a other transition from the vortex liquid into the normal state. Many scientists think that the vortex liquid is the Abrikosov state also and a transition from the vortex liquid into the normal state exist. For example, in some works  the experimental dependencies of resistivity above the ”vortex lattice melting” are compared with the flux flow resistivity dependencies. It can not be right. There does not exist a experimental base to think that two different transition take place on the way from the normal state into the Abrikosov state. Moreover our experimental results show that the sole transition from the normal state into the Abrikosov state is observed in conventional superconductors.

The denomination ”vortex lattice melting” has appeared from ”a approach from bottom”. In this approach the fluctuation in the Abrikosov state is considered. The Abrikosov state is considered as a vortex lattice. The fluctuations cause oscillations of the vortex. When the oscillations become enough big the vortex lattice melting takes place . This image is very clear but this approach is quite no rigorous. The theoretical description of the Abrikosov state of the real superconductors is very difficult because the pinning effect plays very important role there. Therefore all theories of the vortex lattice melting base on different models which have many assumptions. In most of theories a superconductor without pinning is considered. And this is a main assumption that the Abrikosov state exists in superconductors without pinning. It is obvious from experiment  that the Abrikosov state exists in real superconductors but it has not been proved that the Abrikosov state exists in ideal superconductor without pinning centers. Moreover some authors are proving that the Abrikosov state can not exist in ideal superconductors \[16-18\]. If they are right the theories of vortex lattice melting are not right in base.

I will follow in my paper to ”a approach from top”. In the beginning I will write about the linear approximation region above $`H_{\mathrm{c2}}`$. After that I will come down in the critical region at $`H_{\mathrm{c2}}`$. Then I will tell about the changes which are observed at the transition from the normal state into the Abrikosov state. In the end of this part I will write about experimental results which we have obtained in the Abrikosov state. Because it is obvious now that the transition into the Abrikosov state takes place below $`H_{\mathrm{c2}}`$ we ought denote the position of this transition. In work  I have denoted the position of this transition as $`H_{\mathrm{c4}}`$. Below I will use by this denomination.

2.1. LINEAR APPROXIMATION REGION ABOVE $`H_{\mathrm{c2}}`$

Theoretical description of fluctuation in normal state is more easy than in the Abrikosov state. Therefore more rigorous theories were made for this region. Especially rigorous theoretical description was made for the linear approximation region . This description is so reliable that on base of it we discovered first that the transition into the Abrikosov state takes place below $`H_{\mathrm{c2}}`$ . Later we have confirmed this by a determination of $`H_{\mathrm{c2}}`$ from the magnetization measurement .

Our  investigation have shown that the experimental dependencies in linear approximation region are described very well by Ami-Maki theory . The paraconductivity value along and across the magnetic field direction is anisotropic near $`H_{\mathrm{c2}}`$ . The anisotropy decreases with removal from $`H_{\mathrm{c2}}`$. I want draw your attention the rigorous theory by Ami and Maki  only are valid for HTSC and ”dirty” conventional superconductors . The approximation theoretical dependencies used in most of works, for example obtained from popular Hikami-Larkin  and Lawrence-Doniac  works, do not have a validity region in HTSC.

2.2. CRITICAL REGION

Our investigations have shown that in the critical region, the experimental dependencies of the magnetization and paraconductivity of bulk conventional superconductors can be plot as universal function of value $`(hh_{\mathrm{c2}})(ht)^{2/3}Gi^{1/3}`$ and are close to a theoretical dependencies for a one-dimensional superconductor \[6-9\]. $`t=T/T_\mathrm{c}`$, $`h=H/H_{\mathrm{c2}}(0)`$, $`H_{\mathrm{c2}}(0)=T_\mathrm{c}(dH_{\mathrm{c2}}/dT)_{\mathrm{T}=\mathrm{T}_\mathrm{c}}`$, $`Gi=(k_\mathrm{B}T_\mathrm{c}/H_\mathrm{c}^2(0)\xi ^3(0))^2`$ is the Ginzburg number of a bulk superconductor. This result repeated the result of the specific heat investigation near $`H_{\mathrm{c2}}`$ obtained in works . These results have easy explanation if we use the lowest Landau level (LLL) approximation of the fluctuation Ginzburg-Landau theory. The thermodynamic average of any quantity, for example order parameter

$$<|\mathrm{\Psi }|^2>=\frac{|\mathrm{\Psi }|^2\mathrm{exp}(F_{GL}/k_BT)}{\mathrm{exp}(F_{GL}/k_BT)}$$
(1)
is function of temperature, magnetic field value and superconductor parameters through the relation $`F_{\mathrm{GL}}/k_\mathrm{B}T`$ only. In a dimensionless unit system

$$\frac{F_{GL}}{k_BT}=\underset{k}{}(\epsilon _n+q^2)|\mathrm{\Psi }|^2+\frac{1}{2V}\underset{k_i}{}V_{k_1k_2k_3k_4}\mathrm{\Psi }_{k_1}^{}\mathrm{\Psi }_{k_2}^{}\mathrm{\Psi }_{k_3}\mathrm{\Psi }_{k_4}$$
(2)
$`ϵ_\mathrm{n}=(t1+h+2nh)/Gi_\mathrm{H}`$; $`Gi_\mathrm{H}=Gi^{1/3}(th)^{2/3}`$ is Ginzburg number in magnetic field; $`k=(n,q,l)`$; $`n`$ is the number of the Landau level.

According to (1) and (2) thermodynamic averages depend on temperatures, magnetic field value and superconductor parameters through $`ϵ=ϵ_{\mathrm{n}=0}=(t1+h)/Gi_\mathrm{H}`$ only if terms with $`n=0`$ (LLL) take into account only in (2). Thus, in the LLL approximation region the scaling law is general consequence of the fluctuation Ginzburg-Landau theory.

The relation (2) in LLL approximation is close to one for a one-dimensional superconductor. We may write this relation in following form

$$\frac{F_{GL}}{k_BT}=V[\epsilon \overline{|\mathrm{\Psi }|^2}+\frac{1}{V}\underset{V}{}𝑑r^3\mathrm{\Psi }^{}\frac{d^2}{dz^2}\mathrm{\Psi }+\frac{\beta _a}{2}\overline{|\mathrm{\Psi }|^2}^2]$$
(3)
$`\overline{|\mathrm{\Psi }|^2}`$ is a spatial average value of order parameter. This expression is similar to one for one-dimensional superconductor. A main difference consists in a difference of a generalized Abrikosov parameter value $`\beta _a=\overline{|\mathrm{\Psi }|^4}/\overline{|\mathrm{\Psi }|^2}^2`$ which is determined by a distribution of the order parameter in the space. Much below the transition $`\mathrm{\Psi }(r)=const`$ in one-dimensional superconductor and consequently $`\beta _\mathrm{a}=1`$. But function $`\mathrm{\Psi }(r)=const`$ is not belong to LLL. (This has a simple interpretation: a magnetic field must penetrate through superconductor.) Therefore $`min\beta _\mathrm{a}>1`$ for type II superconductor in a magnetic field. As it is well known Abrikosov has been found, in his famous work , $`\beta _\mathrm{a}=1.18`$ for a square symmetry structure but later Kleiner, Roth and Autler  have shown that a triangular symmetry structure has a lesser value $`\beta _\mathrm{a}1.16`$. Now there are no reasons to doubt that $`min\beta _\mathrm{a}1.16`$ for the LLL approximation.

The difference $`\beta _a`$ value of the LLL and the one-dimensional superconductor is small ($`\beta _\mathrm{a}`$ changes from 2 above $`H_{\mathrm{c2}}`$ to $`1.16`$ below $`H_{\mathrm{c2}}`$ in the first case and from 2 above $`T_\mathrm{c}`$ to 1 below $`T_\mathrm{c}`$ in the second case). Therefore the dependencies of the quantities connected with a value of the spatial average order parameter (see (3)) (magnetization, specific heat and others) of bulk superconductors near $`H_{\mathrm{c2}}`$ are close to the one of a one-dimensional superconductor.

The LLL approximation is valid at $`hGi`$; $`hh_{c2}2h`$ and $`h>h_{c2}/3`$. For conventional superconductors a LLL crossover field $`H_{\mathrm{LLL}}=H_{\mathrm{c2}}(0)Gi1Oe`$. It is much smaller than the experimental values of the magnetic field $`10^4Oe`$ used usually for mixed state investigation. But for HTSC the $`H_{\mathrm{LLL}}`$ value is much more: for $`YBa_2Cu_3O_{7\mathrm{x}}`$, $`H_{\mathrm{LLL}}10^4Oe`$, for $`BiSrCaCuO`$, $`H_{\mathrm{LLL}}10^5Oe`$. Therefore the validity of the LLL approximation for HTSC is no so obvious as for conventional superconductors. However it was shown in some works  that the experimental dependencies of the magnetization and the specific heat of HTSC follow the scaling law obtained in the LLL approximation.

2.3. TRANSITION INTO THE ABRIKOSOV STATE

It is followed from the scaling law that in LLL region a transition must takes place at the same $`ϵ_{\mathrm{c4}}`$ value for all superconductors. Our experimental investigations have confirmed this. We have measured  the $`(H_{\mathrm{c4}}/H_{\mathrm{c2}}1)`$ value in $`V_3Ge`$ and $`Nb_{94.3}Mo_{5.7}`$ with different value of the Ginzburg number. The relation $`Gi_{\mathrm{VGe}}/Gi_{\mathrm{NbMo}}`$ is equal approximately 1000 but for both superconductors the $`ϵ_{\mathrm{c4}}1`$ . The $`ϵ_{\mathrm{c4}}`$ value of $`YBa_2Cu_3O_{7\mathrm{x}}`$ is equal approximately -1 also. Thus now there are not reasons to think that the fluctuation effects in $`YBa_2Cu_3O_{7\mathrm{x}}`$ differ heavily from the one of conventional bulk superconductors.

The transition in the $`H_{\mathrm{c4}}`$ connects with changes of resistive properties first of all. There are observed the following changes: 1) Above $`H_{\mathrm{c4}}`$ the current-voltage characteristics are Ohmic and below $`H_{\mathrm{c4}}`$ they are non-Ohmic. 2) Above $`H_{\mathrm{c4}}`$ the resistive dependencies are described by the paraconductivity theory and below $`H_{\mathrm{c4}}`$ they can not be described by this theory. 3) The main change: the resistive properties of enough homogeneous samples with different amount of pinning centers are universal above $`H_{\mathrm{c4}}`$ and they are non-universal below $`H_{\mathrm{c4}}`$. It is obvious that this changes connect with the vortex pinning appearance.

From these results which we have obtained fifteen years ago  was clear that the transition into the Abrikosov state occurs below $`H_{\mathrm{c2}}`$. Our investigations of high homogeneous samples have shown that this transition much narrower than the ”transition” on the specific heat, magnetization and on other properties connected with the spatial average order parameter. Thus, the experimental data indicate that two ”transition” are observed . It is obvious that the wide ”transition” is a crossover connected with change of the spatial average order parameter and the narrow transition is connected with a change of a distribution of the order parameter in space (see values $`\overline{|\mathrm{\Psi }|^2}`$ and $`\beta _\mathrm{a}`$ in the relation (3)). The famous Abrikosov work  investigated the distribution of the order parameter in space (the value of the spatial average order parameter can be easy calculated (see relation (3)). Therefore the narrow transition (but no the wide crossover) ought be considered as the transition into the Abrikosov state.

Above three changes are observed in $`YBa_2Cu_3O_{7\mathrm{x}}`$ single-crystals also. We observed a fourth change also: 4) The flux flow resistivity decreases at $`H_{\mathrm{c4}}`$ . Such changes of the flux flow resistivity we observed on all enough homogeneous superconductors which we measured. It is follow from these results that the theoretical dependencies for the flux flow resistivity obtained in the mean field approximation (see ) do not have a validity region in ”dirty” superconductors.

Our measurement of resistivity along magnetic field and the measurement the non-local resistivity \[8.9\] have shown that any transition connected with break of symmetry along magnetic field  is not observed above $`H_{\mathrm{c4}}`$ in conventional superconductors. Thus, our results prove that the sole transition from the normal state into the Abrikosov state is observed near $`H_{\mathrm{c2}}`$ in conventional superconductors.

2.4. PROPERTIES OF THE ABRIKOSOV STATE OF REAL SUPERCONDUCTORS

Below $`H_{\mathrm{c4}}`$ the resistive properties of different samples are non-universal. The current-voltage characteristics are non-Ohmic and have different form for different samples. At big current the current-voltage characteristics of samples with a small critical current can be described by a relation $`E=\rho _\mathrm{f}(jj_{\mathrm{cd}})`$, where $`\rho _\mathrm{f}`$ is the flux flow resistivity and $`j_{\mathrm{cd}}`$ is the dynamic critical current. But even the flux flow resistivity dependence is no quite universal for different samples .

The critical current dependencies $`j_\mathrm{c}(H)`$ of different samples are very different. $`j_\mathrm{c}(H)`$ of some samples have a pick near $`H_{\mathrm{c4}}`$ and the one of other samples do not have this pick . The height of the pick was different in different samples. The critical current value in the pick reached 50 of this value before the pick .

The flux creep was observed in some samples near $`H_{\mathrm{c4}}`$ and was not observed in other samples . We observed the change a curvature on a $`logIlogV`$ plot which was interpreted in some recent papers  as a transition from a vortex-glass into the vortex liquid. But our results  are explained by classical Kim-Anderson flux creep theory.

Our investigation have shown that the irreversibility line can not be interpreted as a position of a transition, because the position of this line is no universal for different samples . The irreversibility line of samples with weak pinning is situated well below the $`H_{\mathrm{c4}}`$ . The same was shown recently for $`YBa_2Cu_3O_{7\mathrm{x}}`$ .

In consequence of the flux creep the resistivity at small current may be very small below $`H_{\mathrm{c4}}`$ . It causes a artifact in the magnetization dependence if a sample moving is used at the measurement . In resent works  a ”discontinuity” in the magnetization at the transition into the Abrikosov state was observed in $`YBa_2Cu_3O_{7\mathrm{x}}`$ sample with weak pinning. This discontinuity was interpreted as a consequence of a first order transition. But this discontinuity may be the artifact caused by sharp decreasing resistivity of sample below $`H_{\mathrm{c4}}`$ as well as in conventional superconductors.

You see now that the state below$`H_{\mathrm{c4}}`$ is much more difficult for theoretical description than the state above $`H_{\mathrm{c4}}`$. It is very difficult to described a state in which properties are not universal. Therefore the ”approach from bottom” is bad.

3. About nature of the transition into the Abrikosov state

It is clear from the experimental results what occurs in $`H_{\mathrm{c4}}`$. Above $`H_{\mathrm{c4}}`$ we have the normal state with superconducting fluctuation. Below $`H_{\mathrm{c4}}`$ the voltage at small current is equal zero if the flux creep is absent. According to the Josephson relation $`\mathrm{}d\phi /dt=2eV`$, $`V=0`$ means that the phase difference $`\phi `$ between points of a sample is a constant in time. This means that above $`H_{\mathrm{c4}}`$ we can not conduct a line through superconducting region only and below $`H_{\mathrm{c4}}`$ we can make it. Thus, it is obvious that the phase coherence appears below $`H_{\mathrm{c4}}`$. But it is not known now what type is this transition. This problem is connected with a problem of existence of the Abrikosov state in ideal superconductors without pinning.

Results of our recent investigation of fluctuation effects in thin films of conventional superconductors  are important for the understanding the nature of the transition into the Abrikosov state. We have found that the position of the change of the resistive properties which we interpret as the transition into the Abrikosov state depend on a amount of pinning centers in thin films. In thin films with small amount of pinning centers this change do not observed up to very low magnetic field. The resistivity dependencies are described by the paraconductivity dependencies well below $`H_{\mathrm{c2}}`$.

We interpret it as a dependence of a position of the transition into the Abrikosov state, $`H_{\mathrm{c4}}`$, on a amount of pinning centers of two-dimensional superconductors and absence of the Abrikosov state in ideal superconductors. In my recently work  I have propose a concept of the transition into the Abrikosov state in two-dimensional superconductor according to which the position of this transition depend on a sample size or a amount of pinning centers.

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