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# Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40

## 1 Introduction

XTE J1550–564 is a recurrent X-ray nova and a microquasar that has been extensively studied at X-ray and optical frequencies. A major outburst during 1998-1999 revealed complex evolution in both its spectral properties and variability characteristics (Sobczak et al. 2000b ; Homan et al. (2001); Remillard et al. (2002)). It is one of five black hole candidates that exhibit transient high-frequency QPOs (HFQPOs), while its stronger and more common low-frequency QPOs (LFQPOs) are seen to vary in frequency in response to changes in the spectrum of the accretion disk. Additional X-ray outbursts with weaker maxima and shorter duration were observed in 2000 April to June (Tomsick et al. 2001b ; Miller et al. (2001)), in 2001 February - March (Tomsick et al. 2001a ), and again in 2002 January (Swank, Smith, & Markwardt (2002)). The accumulated investment of almost 400 RXTE pointed observations (2-200 keV) provides a unique archive of high-quality monitoring data that span 4 decades in X-ray luminosity, with several excursions through each of the canonical emission states of black hole binaries. These resources motivate continuing efforts to understand the structure of the accretion flow at various levels of X-ray luminosity and to search for effects of general relativity (GR) in the innermost regions of the accretion disk.

Optical photometry of XTE J1550–564 during outbursts revealed the binary period of 1.54 days and the perplexing weakness of an optical response to X-ray flares (Jain et al. (2001)). Optical spectroscopy and photometry during accretion quiescence has recently established that the system is a dynamical black hole binary, with a black hole mass of $`10.0\pm 1.5`$ $`\mathrm{M}_{}`$ (Orosz et al. (2002)). The companion star is a late type subgiant (G8IV to K4III), and the binary inclination angle is constrained to the range $`72^{}\pm 5^{}`$ (Orosz et al. (2002)).

Radio observations revealed a relativistic jet associated with the large X-ray flare of 1998 September 19 (Hannikainen et al. (2001)). The radio source then decayed away while the X-ray source remained in the “very high” state. During the X-ray “low-hard” state seen in the outburst of 2000, weaker radio flux was detected with an inverted spectrum, suggesting the presence of a steady jet (Corbel et al. (2001)).

In a previous paper (Remillard et al. (2002); hereafter RSMM02), we used 209 RXTE observations of XTE J1550–564 during its 1998-1999 outburst to investigate the relationships between HFQPOs, LFQPOs and the spectral characteristics reported by Sobczak et al. (2000b). It was found that complex LFQPOs are better organized in their correlations with both HFQPOs and the accretion disk flux and temperature when we distinguished three types (“A”, “B”, and “C”) on the basis of phase lags and coherence values measured at the central QPO frequency. The LFQPO types (but not their frequencies) are correlated with the frequencies of HFQPOs that were detected on 20 occasions. Type A LFQPOs (5–10 Hz, broad profiles, lag in soft X-rays) are associated with narrow HFQPOs near 276 Hz. Type B LFQPOs (5–7 Hz, narrow profiles, lag in hard X-rays) correspond to broader HFQPOs near 184 Hz. The common type “C” LFQPOs (variable frequencies, narrow profiles, strong amplitude and harmonics, and small phase lags) coincide on rare occasions with HFQPOs at lower frequencies (100–169 Hz).

There are now five black hole candidates that exhibit transient HFQPOs, and for three of them there is evidence that two HFQPOs can occur simultaneously. HFQPO pairs have been seen in GRO J1655–40 (300, 450 Hz; Strohmayer 2001a ; Remillard et al. 1999b ), GRS 1915+105 (40, 67 Hz; Strohmayer 2001b ), and also probably during the 2000 outburst of XTE J1550–564 (Miller et al. (2001)). In the first two cases, Strohmayer (2001a; b) investigated combinations of the azimuthal and radial coordinate frequencies in GR to explain the pair of HFQPOs, noting that other explanations are possible. For the case of GRO J1655–40, it was further claimed (Strohmayer 2001a ) that the 450 Hz QPO suggests that the black hole must have substantial spin (i.e. dimensionless spin parameter, $`a_{}>0.15`$. This conclusion uses the optically determined mass of the black hole (Shahbaz et al. (1999); Greene, Bailyn, & Orosz (2001)), along with the assumption that the orbital rotation frequency (in GR) at the innermost stable circular orbit around the black hole (Shapiro & Teukolsky (1983)) is the highest frequency that can be seen in the X-rays emission.

An alternative interpretation for pairs of HFQPOs utilizes “diskoseismology”, which considers adiabatic perturbations in a relativistic accretion disk (Wagoner (1999); Kato (2001)). If the HFQPOs in GRO J1655–40 and GRS 1915+105 represent fundamental $`g`$mode and $`c`$mode diskoseismic oscillations, then substantially higher values of the spin parameter are derived ($`a_{}0.9and0.7`$, respectively; Wagoner, Silbergleit, & Ortega-Rodriguez (2001)). For the case of GRO J1655–40, yet another interpretation was offered by Abramowicz & Kluzniak (2001) , who hypothesize that there is enhanced X-ray emission at the radius in the accretion disk where there is a resonances between the Keplerian and radial coordinate frequencies. This idea is motivated by the 3:2 integral ratio seen in the frequencies of HFQPOs from that source. When considering all of the HFQPO observations, it is possible that the results may require more than one physical model.

As a followup to RSMM02, we address four questions related to QPO behavior in XTE J1550–564. (1) If we average the power density spectra (PDS) during the 1998-1999 outburst for groups defined by the LFQPO type, is there any evidence for a pair of HFQPOs? (2) Can we confirm the suggestion of Miller et al. (2001) that HFQPOs near 180 Hz and 270 Hz occur simultaneously during the outburst of 2000? (3) Are the pairs of HFQPOs in XTE J1550–564 and GRO J1655–40 related precisely by a 3:2 ratio? (4) Are there X-ray spectral properties that distinguish the observations when the upper or lower HFQPO is stronger in each of these two sources?

## 2 Observations and Data Analysis

We continue the analysis of XTE J1550–564 using RXTE observations reported in previous publications. For the 209 observations of the 1998-1999 outburst, spectral parameters were tabulated by Sobczak et al. (2000b). QPO properties are given in RSMM02. Timing results for 19 observations (XTE program P50134) during the outburst of 2000 April-May are reported by Miller et al. (2001). We supplement these with analyses of contemporaneous exposures under RXTE programs P50135 (37 observations) and P50137 (11 observations), which are now publicly available.

We elaborate on our methods for conducting error analysis for features in the PDS, since the significance of QPOs is an important topic in $`\mathrm{\S }3`$. As noted in RSMM02, the PDS ($`P_\nu `$ vs. $`\nu `$) are computed for 256 s data segments and then averaged for each observation. We first compute the PDS using the normalization of Leahy et al. (1983) . For each frequency bin in the discrete Fourier transform ($`\mathrm{\Delta }\nu =2^8`$ Hz), we compute the uncertainty as the larger of either the statistical error ($`2/N^{0.5}`$) or the observed standard deviation of the mean power, where there are $`N`$ data segments within the observation. We then subtract the Poisson-corrected dead time, as described in Morgan, Remillard, & Greiner (1997), using the average count rates (per PCU) for good events and for very large events (which have a longer dead time) during a given observation. The PDS are then renormalized by the mean source count rate (i.e. above the non-source background), so that the final PDS has units of (rms deviation / mean)2 Hz-1. We logarithmically rebin the frequencies using intervals that are successively larger by a factor of 1.04, propagating the uncertainty within each frequency interval. When we average the PDS for groups of observations, we compute the weighted mean (using $`\sigma ^2`$) and its uncertainty for each frequency interval.

The PDS are searched for LFQPOs (0.5 to 30 Hz) and HFQPOs (30 to 1000 Hz) separately, using a sliding frequency window that typically spans 0.2 to 5.0 $`\nu `$. Within the window, the power continuum ($`P_{cont}`$) is modeled with a second order polynomial in log $`\nu `$, since the local power continuum usually resembles a power-law function with a slight amount of broad curvature. The QPO profiles are presumed to be Lorentzian functions, and they are generally distinguished from broad peaks in the power continuum by a coherence parameter, $`Q=\nu /FWHM>2`$. We use $`\chi ^2`$ minimization to obtain the best fit for the QPO profile and the local power continuum. The uncertainty in the power continuum is estimated via $`\chi ^2`$ analysis near the best-fit value, and a similar treatment is used to estimate the uncertainties in the QPO central frequency ($`\nu _0`$) and the $`FWHM`$.

If the inclusion of a QPO feature is statistically warranted, and if the best-fit value of $`\chi _\nu ^2`$ is acceptable, then we evaluate the significance of the feature with a conservative and empirical approach, as follows. Within the central frequency range of the QPO, $`\nu _0\pm FWHM`$, we integrate $`P_\nu P_{cont}`$ and then divide the result ($`S`$) by its statistical uncertainty ($`\sigma _S`$), where the calculation of $`\sigma _S`$ considers, in quadrature, the uncertainties in the power density measurements as well as the continuum fit. Usually, $`\sigma _S`$ is dominated by the measurement uncertainty in the power density bins, since there are many bins that constrain the continuum fit. However, QPO searches may be susceptible to systematic errors in the power continuum model (especially for broad QPOs), which are difficult to ascertain. For this reason, and given our practical experience searching for QPOs in many black hole candidates, we judge the threshold for a high level of confidence to be near a significance $`S/\sigma _S>4`$ for QPO searches using this method.

When QPO detections are significant, we use the best-fit values for the Lorentzian peak and $`FWHM`$ to compute the total integrated power ($`P`$) in the PDS feature, and the rms amplitude of the QPO is then $`a=P^{0.5}`$. We can then use the QPO significance as a measure of the uncertainty in $`P`$, leading to an estimate of the amplitude uncertainty, $`\sigma _a/a=0.5\sigma _S/S`$. We note that the factor of 0.5 was inadvertently neglected in reporting $`\sigma _a`$ values (overly large) in Table 1 of Remillard et al. (1999a) .

We note that global PDS modeling has been performed successfully for sources in hard X-ray states using multiple Lorentzians (Nowak (2000); Pottschmidt et al. (2002)). The results yield broad profiles ($`Q<0.5`$), which distinguish these features as broad power peaks rather than QPOs. We note, however, that the multiple-Lorentzian model generally does not work well for PDS associated with the “high” or “very high” states where the power continuum roughly resembles a power-law function over several decades in frequency. This is the case for most of the observations of XTE J1550–564 that exhibit HFQPOs, and therefore a more localized fit for the power continuum is a practical necessity.

## 3 Results

We show the results for investigations of the four questions raised in the $`\mathrm{\S }1`$. All of the power density spectra are displayed in units of log($`\nu \times P_\nu `$) vs. log($`\nu `$), thereby making it easier to see peaks in the power density and to evaluate the relative strengths of features at widely different frequencies (Psaltis, Belloni, & van der Klis (1999); Nowak (2000)). We note, however, that all of the QPO fits are computed in the ($`P_\nu ,\nu `$)-plane.

### 3.1 PDS of XTE J1550–564 during 1998-1999, Averaged by LFQPO Type

Using Table 1 of RSMM02, we computed the average power spectra of XTE J1550–564 (6 to 30 keV) for groups of observations that show LFQPO types A (10 cases), B (9 cases), and C (44 of 46 cases that have data in this energy band). Observations classified “A?” were included in the A group, but the five “C´” cases that followed the 7.7 Crab flare were not included in the C group. The results are shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. We have utilized the energy range 6 to 30 keV for this analysis, because this energy range optimizes the detections of the various HFQPOs seen in XTE J1550–564. Analogous investigations at 2 to 30 keV or 13 to 30 keV produce similar conclusions with weaker statistics.

In RSMM02, the the broad type A LFQPOs (5–10 Hz with phase lags in soft X-rays) were associated with a narrow HFQPO near 280 Hz. In Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 this HFQPO is the strongest feature in the average PDS (top panel), while there is also evidence of a weak feature near 185 Hz which is not detected during any individual observation. The narrow type B LFQPOs (5–7 Hz, strong harmonics, hard lags) are associated with a broader HFQPO near 185 Hz. In Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, the average B-type PDS clearly shows the LFQPO, its harmonics at $`0.5\nu _0`$ and $`2\nu _0`$, and the strong peak at 185 Hz. There is also complex structure and possibly additional HFQPOs on both sides of the 185 Hz feature. Type C LFQPOs ($`\nu _0`$ varying from 0.08 to 7 Hz, weak phase lags) are smeared out in the average C-type PDS, which is dominated by a continuum that may be deconvolved into three or more broad power peaks. For the C-type PDS, the integrated rms fractional variability (0.1 to 1000 Hz) is 0.21 at 6-30 keV, while the total power for types A and B is only 0.04 to 0.08 at 6-30 keV. Finally, the 4th panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 shows the PDS for 1998 September 19, when XTE J1550–564 was in the midst of a flare to a peak intensity of 7 Crab (see e.g. Sobczak et al. 2000b ). Significant QPOs are seen at 4.9, 13.2, and 183 Hz on that occasion.

To quantify the significance of the weaker high-frequency features in the type A and B average PDS, we modeled the data in the range 40-1200 Hz according to the procedures described in $`\mathrm{\S }2`$. In each of these fits, the central frequencies are forced to have ratios of 2:3 or 1:2:3, and their positions are adjusted with one free parameter. The results are shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. The top two panels show QPO fits for the type A and B groups; the PDS data are the same as those plotted in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. The best fit models for the QPO profiles are shown with dark lines, the power continuum is shown with a dashed line, and the central QPO frequencies in the model are shown with vertical ticks above the data. We note that our dead time correction model chronically leaves residual power at the level of $`P_\nu 10^6`$ Hz-1 (see Revnivtsev, Gilfanov, & Churazov (2000) for further discussions of this effect). Thus, with the PDS displayed in log($`\nu \times P_\nu `$) units, the power continuum (dashed line) shows some upward curvature while smoothly connecting the source power at 50 Hz to the residual dead time effects at 1 kHz.

All of the QPO parameters derived from these profile models are given in Table 1. The significance of the 187 Hz QPO in the average type A PDS is near 4 $`\sigma `$, as is the shallow QPO found at 92 Hz in the type B PDS. We note that these are near the level deemed to be reliable for general QPO searches. We conclude that there is sound evidence for harmonic relationships in the HFQPOs in XTE J1550–564, but we also acknowledge the need for confirmation of these results for this source and for other black hole binaries as well. The type B PDS seems to exhibit the highest harmonic content. We note the hints of weak features seen at the 4th and 5th harmonics (2.4 $`\sigma `$ and 2.0 $`\sigma `$, respectively) as shown with arrows in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40.

### 3.2 HFQPOs in XTE J1550–564 during the Outburst of 2000

We also examine data from the second outburst of XTE J1550–564 that began around 2000 April 4. Miller et al. (2001) reported six detections of a QPO near 270 Hz out of a total of 12 RXTE observations that were made between 2000 April 30 and May 9. This time interval occurs just after the time of maximum luminosity (April 29), as seen with the RXTE All Sky Monitor. In the average PDS for these 6 observations, QPOs were found at $`268\pm 3`$ Hz (7.8 $`\sigma `$) and $`188\pm 3`$ Hz (3.5 $`\sigma `$), suggesting that the features appear simultaneously (Miller et al. (2001)).

Here, we add two details to the findings of Miller et al. (2001), who reported strong HFQPO detections by selecting PCA data above 6 keV. First, we find one additional HFQPO detection at $`267\pm 8`$ Hz ($`Q=4.9`$) on 2000 May 5. The significance is highest ($`4.5\sigma `$) for data in the energy range 2 to 30 keV. Second, for the five remaining observations during 2000 April 30 to May 9, we find that their average PDS contains a significant QPO near 270 Hz. We therefore combine all 12 observations (6 to 30 keV) to further test the significance of a second QPO near 180 Hz and to help judge the acceptability of a model with forced harmonic relationships in the central frequencies. The results (Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 and Table 1) support the conclusion by Miller et al. that the pair of QPOs occur simultaneously, and the significance of the second QPO near 180 Hz is increased to 5.0 $`\sigma `$ by averaging together all 12 observations.

The central frequencies (independently fit) derived by Miller et al. (2001) deviate from a ratio of 3:2 by 2.2 $`\sigma `$. For the 12 observations in the same time interval (bottom panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40), the harmonic fit is acceptable. Comparing the QPO profile model with the data, one can see that the peak at lower frequency might move to slightly higher frequency if it were treated as a free parameter. Since the six QPO detections (Miller et al. (2001)) decrease in central frequency with time (276 to 249 Hz), small deviations from a 3:2 frequency ratio could arise from changes in the relative strength of the two features during the sampling interval. We conclude that the QPO properties during the 2000 outburst of XTE J1550–564 are amenable to interpretation via a harmonic relationship, but alternative possibilities cannot be excluded.

### 3.3 Summary of HFQPOs in XTE J1550–564

There are now 28 HFQPO detections reported for individual observations of XTE J1550–564 (Homan et al. (2001); RSMM02; Miller et al. (2001); Kalemci et al. (2001); $`\mathrm{\S }3.2`$). Their central frequencies vary substantially, but the majority tend to cluster near 184 or 276 Hz. This is evident in the histogram of HFQPO frequencies shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 (top panel). In making the histogram, we varied the binning intervals to maintain a width of $`\pm `$5 % relative to the central frequency.

None of the individual observations yield detections of a pair of HFQPOs, yet when groups of observations are averaged, either by the LFQPO type (1998-1999) or by time interval (2000), we find three HFQPOs organized as harmonics near 92, 184, and 276 Hz. These results suggest that the HFQPO harmonics appear simultaneously, but that only the dominant feature is is detectable in the individual observations.

We next assess the extent to which any individual HFQPO detections occur well outside of this harmonic scheme. In most cases (17 of 28), the allowed range of frequencies ($`\nu \pm 1\sigma `$) lies within 3% of a harmonic value. At the other extreme, 3 of 28 cases deviate from a harmonic value by an amount greater than 12%. One of these is the 65 Hz QPO reported by Kalemci et al. (2001) for 2000 May 20. The two others were observed on 1998 October 15 (with type C LFQPOs), and their average PDS is shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. The QPO (5.0 $`\sigma `$) is found at $`143\pm 8`$ Hz, which is closer to the geometric mean of the harmonics than it is to either 92 or 184 Hz. Even though the statistical quality of the data is limited, it is important to note that the harmonic scheme may represent only a subset of the behavior patterns of HFQPOs in XTE J1550–564.

### 3.4 X-ray Spectra and HFQPOs in XTE J1550–564

We now focus attention on the spectral properties that may distinguish which harmonic frequency is present in each observation that exhibits an HFQPO. XTE J1550–564 displays a typical X-ray spectrum for a black hole binary, with a thermal component from the accretion disk and a hard power-law attributed to inverse Compton scattering by electrons of unknown origin. Sobczak et al. (2000b) deconvolved these spectral components and reported parameters for the 209 RXTE observations obtained during the 1998-1999 outburst. We performed the same analysis for the 43 RXTE observations obtained during 2000 in order to compare the behavior of the source during the two outbursts.

It has been shown that the exercise of plotting the integrated disk flux versus power-law flux in black hole binaries is very useful in tracking the flow of energy between the two components through different X-ray states, and also in relating QPO parameters to spectral parameters (Muno, Morgan, & Remillard (1999); Sobczak et al. 2000a ). Using the spectral parameters of Sobczak et al. (2000b), we show the flux measures in the two spectral components during the 1998-1999 outburst in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. As discussed in RSMM02, one can integrate the spectral components either over the PCA energy range with highest sensitivity (2-25 keV) or over bolometric limits, in which case the majority of the disk flux is extrapolated below 2 keV. Both options are displayed in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. For the bolometric estimates, the lower limit on the integration of the power-law component is reduced to 1 keV, which affects the results significantly when the power law spectrum is steep.

We note that the bolometric disk flux is $`2.16\times 10^{11}N_{dbb}T^4`$ erg cm-2 s-1, where $`N_{dbb}`$ is the multi-temperature disk normalization: $`N_{dbb}=R_{in}cos\theta /d^2`$, with the inner disk radius, $`R_{in}`$, expressed in km and the distance, $`d`$, in units of 10 kpc. Assuming a disk inclination $`\theta =72^{}`$ and $`d=6`$ kpc (Orosz et al. (2002)), then the bolometric disk luminosity would be $`1.3\times 10^{39}`$ erg s-1 (or 1.0 $`L_{Edd}`$ for a 10 $`\mathrm{M}_{}`$ black hole) for a value of $`17.9\times 10^8`$ erg cm-2 s-1 in the left panel (horizontal axis) in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. For the power-law component, the luminosity depends only on $`d`$, and the corresponding value (vertical axis) is $`29.2\times 10^8`$ erg cm-2 s-1.

In Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, we use the symbol color to denote the following QPO conditions: HFQPO detections (blue), LFQPOs only (green “x”), and no QPOs (red “x”). In addition, the shape of the blue symbols distinguishes the HFQPOs near 92 Hz (triangle), 184 Hz (filled square), and 276 Hz (star). The results for the pair of observations on 1998 October 15 are displayed with blue circles. There are clear patterns in these results, and the conclusions do not depend on the integration limits used to calculate the flux (compare left and right panels). There is a fairly well defined horizontal branch (red “x”s) in which the disk dominates the spectrum and no QPOs are seen, just as in the case of GRS 1915+105 (Muno, Morgan, & Remillard (1999)). The large majority of vertical excursions from this branch display some kind of QPO activity. These spectra with enhanced power-law flux occur over a wide range of disk flux, in contrast with the vertical branch at very low disk flux in the case of GRS 1915+105 (Muno, Morgan, & Remillard (1999)).

The spectral diagrams in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 also distinguish the HFQPOs and the selection of different harmonic frequencies at different times. There is a systematic difference in magnitude of the power-law flux between the points associated with the 276 Hz QPO (stars) versus the 184 Hz QPO (solid squares). The X-ray spectra associated with the 276 Hz QPO lie systematically closer to the horizontal branch in which the spectrum is dominated by the accretion disk.

We present the same diagrams for the much weaker outburst of 2000 in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. This outburst samples different X-ray states and reaches a maximum luminosity that is a factor of 10 below the levels seen during 1998-1999. Here, all of the HFQPO detections associated with the 276 Hz feature (blue stars) occur at approximately the same disk and power-law fluxes as their counterparts in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, and they again lie close to the disk-dominant branch (red x’s) plotted in Fig. 4. The observations during the time interval of 2000 April 30 - May 9 correspond to the 12 red and blue points in the lower-right quadrant of the right panel in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. We have shown that the average PDS for these observations exhibits a strong QPO at 270 Hz accompanied by a $`5\sigma `$ detection at 180 Hz (Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 and Table 1). We conclude that these spectral and temporal results for the 2000 outburst support the idea that HFQPOs near 184 Hz and 276 Hz represent a temporal signature of accretion that is inherent to this black hole binary system.

Finally, we note that XTE J1550-564 additionally displays a vertical branch (green x’s) during the 2000 outburst (Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40) in which the power law component varies while there is little contribution from the disk. At these times the PDS show only LFQPOs and strong continuum power. These observations are further associated with a steady jet seen in the radio band (Corbel et al. (2001)). A similar X-ray track associated with a flat radio spectrum has been seen in GRS 1915+105 (Muno, Morgan, & Remillard (1999)).

### 3.5 Summary of HFQPOs in GRO J1655–40

HFQPOs near 300 Hz at photon energies of 2 to 30 keV were reported for 6 observations of GRO J1655–40 by Remillard et al. (1999b), (significance $`>3\sigma `$). The examination of RXTE pointings under programs 10261 and 20187 (which were not available for that paper) yield an additional strong detection (6.0 $`\sigma `$) at $`320\pm 11`$ Hz (with $`Q=4.6`$) for the observation on 1996 November 7. There is no detection of a QPO near 450 Hz in this observation.

Strohmayer (2001) reported detections of 5 HFQPOs near 450 Hz for PDS computed using data from photon energies in the range 13 to 27 keV. Again, the analysis of the data from these other programs yields an additional, weak detection (3.4 $`\sigma `$ at 13 to 27 keV) at $`447\pm 5`$ Hz (with $`Q=8.9`$) for the observation on 1996 June 20. There is no 300 Hz QPO detection during that observation.

These results raise the total to 10 observations in which one or more HFQPOs are detected in GRO J1655–40: 4 show only the 300 Hz QPO, 3 show only the 450 Hz QPO, and 3 show both. For the three observations that exhibit both HFQPOs (Strohmayer 2001a ), the independent profile fits (using different energy bands) yield central frequencies of $`295\pm 4`$ Hz (2-30 keV) and $`440\pm 5`$ Hz (13-30 keV), respectively. These results are consistent with a 3:2 ratio, as noted in $`\mathrm{\S }1`$, while one feature is usually much stronger than the other, as seen in the behavior of XTE J1550–564. In the next section, we examine whether the X-ray spectra evolve in parallel with the relative strength of the HFQPO features in the case of GRO J1655–40.

### 3.6 X-ray Spectra and HFQPOs in GRO J1655–40

We use the 52 spectral observations reported by Sobczak et al. (1999) , supplemented by similar analyses for RXTE programs 10261 (six spectra binned in 1-day intervals), 20187 (1996 November 7), and 20402 (the final three observations, not reported previously). In addition, since there is so much exposure time during 1996 May 9-11, we choose to sample the data in 7 time intervals, rather than in 3 daily bins. This yields a net of 66 spectral observations of GRO J1655–40. We display the results of the spectral decomposition in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. The procedures are the same as those conducted for XTE J1550–564, except that we use an inclination angle of $`70^{}`$ and a distance of 3.2 kpc for GRO J1655–40 (Greene, Bailyn, & Orosz (2001) and references therein). In this case, the disk luminosity would be $`7.9\times 10^{38}`$ erg s-1 (or 1.0 $`L_{Edd}`$ for a 6.3 $`\mathrm{M}_{}`$ black hole) for a bolometric disk flux of $`45\times 10^8`$ erg cm-2 s-1 in the left panel (horizontal axis) of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. For the power-law component, the same luminosity corresponds to $`65\times 10^8`$ erg cm-2 s-1 in the same Figure panel (vertical axis).

For GRO J1655–40, the relationship between HFQPO properties and the energy division between the spectral components resembles the results for XTE J1550–564 in several important ways. The observations with HFQPOs (blue symbols) lie above the horizontal branch (red “x”s) where the disk dominates the spectrum and no QPOs are seen. Moreover, with increasing power-law luminosity we see the following progression: first are the observations where we detect only the 450 Hz QPO (open stars), next are cases in which both HFQPOs are detected simultaneously (filled stars), finally there are those in which only the 300 Hz QPO is seen (solid squares). This is the same pattern seen for XTE J1550–564, where the strongest modulation shifts from 276 to 184 Hz as the power-law flux increases (cf. Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40). This similarity suggests that the physical process that produces HFQPOs in these two sources is identical.

## 4 Discussion

The 3:2:1 frequency ratio with a fundamental frequency near 92 Hz seems to account for most of the X-ray HFQPOs detected in 28 individual observations of XTE J1550–564. The features seen in the average PDS for three well-defined groups of observations support this scheme and further suggest that the HFQPO harmonics may coexist. Moreover, all of the 13 HFQPO detections (in 10 observations) in GRO J1655–40 conform to a 3:2 frequency ratio with an implied fundamental at 150 Hz, including the three occasions in which both the 300 Hz and 450 Hz QPOs were detected (Strohmayer 2001a ). These results provide solid evidence for harmonic relationships between the HFQPOs in black hole binaries; nevertheless we acknowledge the need to confirm this conclusion in these and other X-ray sources, since many of the detections are near or below the statistical threshold for high levels of confidence.

We have found that the concurrent evolution of the HFQPOs and the X-ray spectra is very similar for the black hole binaries XTE J1550–564 and GRO J1655–40. The primary result is an increase in the luminosity of the X-ray power-law component as the HFQPOs exhibit a shift from the 3rd harmonic to the 2nd harmonic. We also note that HFQPOs are generally not detected along the spectral tracks in which either the accretion disk or the power-law component strongly dominates the spectrum (i.e. the horizontal, red tracks in Figs. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 and Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 and the vertical, green track in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40). The energy decomposition diagrams do not show perfect segregation of points relative to the HFQPO properties. However, we cannot expect perfect organization, given the variations in statistical sensitivity and the faintness of the HFQPOs (rms amplitudes of 0.5% to 5% of the mean count rate in the selected energy band).

The deduced fundamental frequencies for the HFQPOs in XTE J1550–564 (92 Hz) and GRO J1655–40 (150 Hz) differ by a factor of $`1.63\pm 0.06`$. On the other hand, the inverse ratio of black hole masses is $`1.59\pm 0.27`$ (Orosz et al. (2002) ; Greene, Bailyn, & Orosz (2001)), which suggests that the fundamental frequencies scale as $`M^1`$. This result is generally consistent with the known mechanisms related to disk oscillations in the strong-field regime of general relativity, as long as the values of the spin parameter ($`a_{}`$) are similar for these two black holes. These results illustrate both the quantitative value of HFQPO detections as a means of probing the physical properties of black holes, and also the need to continue efforts to independently measure black hole masses via dynamical optical studies.

If these HFQPOs are indeed harmonically related, then we must attempt to specify a physical model that can account for the value of the fundamental frequency, an emission mechanism that produces HFQPOs especially at the 2nd and 3rd harmonics, and an explanation for the spectral evolution associated with the harmonic order. The results for XTE J1550–564 further suggest the need to accommodate occasional shifts in the frequency system (e.g. $`10`$ % shifts occur $`15`$ % of the time and perhaps $`30`$ % shifts occur on rare occasions). With regard to the largest shifts, it is also possible that some HFQPOs involve a different physical mechanism, as suggested for the HFQPO pair at 40 and 67 Hz (i.e., not harmonically related) in GRS 1915+105 (Strohmayer 2001b ). Finally, if the oscillations originate in the inner accretion disk, there is a need to understand why there are no HFQPOs seen when the accretion disk dominates the spectrum (red x’s in Figs. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 and Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40). Below we discuss two types of inner disk oscillations, while noting that we cannot exclude the possibility that high frequency oscillations are rooted in the physics of the corona that is responsible for the power-law component.

### 4.1 Resonance in GR Coordinate Frequencies in the Inner Disk

At the radii in the accretion disk where most of the X-rays originate, the coordinate frequencies in GR are predicted to have non-integral ratios. The 3:2 frequency ratio in the HFQPOs in GRO J1655–40 was therefore seen by Abramowicz & Kluzniak (2001) as remarkable support for their idea that QPOs may result from a resonance between the orbital (i.e., azimuthal) and radial coordinate frequencies in the inner disk. Unlike the orbital and polar frequencies, the radial coordinate frequency reaches a maximum value at a radius larger than the innermost stable orbit, regardless of the values of black hole mass and spin (see Kato (2001); Merloni et al. (2001); and references therein). For a wide range in the spin parameter, $`a_{}`$, one can find a particular radius that corresponds to a 1:2 or 1:3 ratio in the radial and orbital coordinate frequencies. In the resonance model, nonlinear perturbations may grow at these radii, ultimately producing X-ray oscillations that represent some combination of the individual resonance frequencies, their sum, or their difference. The proper interpretation of observed HFQPO frequencies may then constrain the black hole spin parameter, if the mass is known via dynamical studies of the binary companion. For GRO J1655–40, Abramowicz & Kluzniak (2001) constrain the spin parameter to the range $`0.2<a_{}<0.67`$ for a black hole mass in the range 5.5 to 7.9 $`\mathrm{M}_{}`$ . For the same limits in black hole mass and spin, the resonance radius occurs in the range 4.1-7.2 $`R_g`$, where $`R_g=GM/c^2`$. We calculate that the resonance radius in these cases lies in-between the innermost stable orbit (3.5-5.3, $`R_g`$) and the radius of maximum surface emissivity (5.4-8.4 $`R_g`$; Merloni et al. (2001); Zhang, Cui, & Chen (1997)). Resonance may therefore occur near radii already expected to yield X-ray emission.

For the case of XTE J1550-564, a black hole mass of 8.5 to 11.5 $`\mathrm{M}_{}`$ (Orosz et al. (2002)) can be combined with the HFQPO oscillations to constrain the value of $`a_{}`$ using the resonance model, as shown in the top panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. The blue tracks show values of black hole mass and spin that produce orbital and radial coordinate frequencies that are within 2% of 184 and 92 Hz (left track), respectively, or 276 and 92 Hz (right track), respectively. This model yields limits on the black hole spin: $`0.1<a_{}<0.6`$. At the lower spin limit (8.5 $`\mathrm{M}_{}`$ and the 2:1 resonance), the resonance radius is 7.5 $`R_g`$, while the innermost stable orbit is 5.6 $`R_g`$ and a maximum surface emissivity (with no resonance) would occur at 8.8 $`R_g`$. At the spin upper limit (11.5 $`\mathrm{M}_{}`$ and a 3:1 resonance) the resonance occurs at 4.5 $`R_g`$, with a last stable orbit of 3.9 $`R_g`$ and maximum surface emissivity at 6.0 $`R_g`$.

In the lower panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, we illustrate the resonance tracks for GRO J1655–40 for the range 5.8-6.8 $`\mathrm{M}_{}`$ (Greene, Bailyn, & Orosz (2001)) that correspond to orbital and radial coordinate frequencies within 2% of 300 and 150 Hz (left track), respectively, and 450 and 150 Hz (right track), respectively. The resonance model yields $`0.24<a_{}<0.58`$ for GRO J1655–40. The results of Abramowicz & Kluzniak (2001) differ slightly because they used broader mass constraints (5.5-7.9 $`\mathrm{M}_{}`$ ; Shahbaz et al. (1999)).

In both X-ray sources the HFQPO detections occur with simultaneous LFQPO detections, such as the 5.8 Hz QPO for the type A PDS and the 6.4 Hz QPO for type B PDS in XTE J1550–564 shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. In the case of GRO J1655–40, there is more than one LFQPO present in some observations (Remillard et al. 1999b ), and we select the QPO at 12.2-17.5 Hz that is very strong in the highest energy band, since it is present in all of the observations that exhibit the HFQPO at either 300 or 450 Hz. We have examined all of the coordinate frequencies and their beat frequencies at the resonance radii consistent with the HFQPOs in each of the two sources. We conclude that the 2:1 resonances, but not the 3:1 resonance, can possibly account for the observed LFQPO frequencies as a beat between the orbital and polar coordinate frequencies. This beat frequency is a precession known as “frame-dragging” (e.g. Merloni et al. (2001)). In the top panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, the regions shaded with darker blue show the subset of resonance parameters for XTE J1550–564 in which the frame-dragging frequency lies in the range 5.8-6.4 Hz. Similarly for GRO J1655-40, in the bottom panel of Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40, the darker blue region shows black hole parameters for which the frame dragging frequency is in the range 12.2-17.5 Hz. We caution that the identification of particular LFQPO features with relativistic frame dragging is, at this point, highly speculative.

Thus far, there is no detailed description as to how a resonance between the orbital and radial coordinate frequencies in GR would produce the requisite X-ray oscillations and the alternating conditions that cause the 2nd or 3rd harmonic to become the dominant QPO. Perhaps even more challenging is the evidence for frequency jitter in the HFQPOs of XTE J1550-564. Because the radial dependence of the two relevant coordinate frequencies is so different, the resonances must be confined to a narrow range in radius. This is a particular problem for the 3:1 resonance, where the ratio of the orbital to radial coordinate frequencies changes rapidly with radius. We illustrate the diverging coordinate frequencies in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40. in the case of a 10 $`\mathrm{M}_{}`$ black hole with $`a_{}=0.465`$ (top panel), a 276:92 Hz resonance occurs at 5.03 $`r_g`$; these mass and spin values are within the 3:1 resonance (right track) shown in Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40 (top panel). Here, a shift in the orbital frequency by $`\pm `$10% implies that the radius must vary between 4.7 and 5.4 $`r_g`$, and the ratio of coordinate frequencies would then vary in the range 2.5-4.1. It may then be impossible to shift the radius of the perturbation enough to match the shifted HFQPOs and yet maintain the perturbation (no longer in resonance) throughout an RXTE observation, which is longer than the dynamical time by a factor of $`10^6`$. The problem is less serious, but nontrivial, for the 2:1 resonance (see Fig. Evidence for Harmonic Relationships in the High Frequency QPOs of XTE J1550–564 and GRO J1655–40): for the same black hole mass and $`a_{}=0.324`$ (consistent with a 184:92 Hz resonance at 6.72 $`r_g`$), a 10% frequency shift corresponds to a range of radii of 6.3-7.2 $`r_g`$, over which the ratio of coordinate frequencies changes by about $`\pm 20`$ %.

Finally, we note that all of the QPO models suffer from the ongoing uncertainty as to the origin and geometry of the X-ray power-law component, widely attributed to inverse Compton scattering of thermal photons. We cannot posit a simple way in which the resonance model can appear to shift harmonics in response to increased Comptonization.

### 4.2 Diskoseismic Oscillation Models

A different model that warrants consideration with respect to harmonic HFQPOs in black hole binaries is the diskoseismic model (Kato & Fukue (1980); Wagoner (1999); Kato (2001); Wagoner, Silbergleit, & Ortega-Rodriguez (2001)). Here, GR theory predicts that the inner accretion disk may trap oscillations, which is a consequence related to the turnover in the radial coordinate frequency at small radii, which was noted previously. The concept of a resonance cavity in the inner disk is naturally attractive with respect to our interpretation of harmonically related HFQPOs. The three dimensional character of the model allows for modest shifts in oscillation frequency, e.g. with changes in disk thickness and luminosity (Wagoner (1999)). Such changes in disk conditions would, in principle, produce coupled changes in both the X-ray spectrum and the oscillation frequency.

The strongest oscillations are expected to arise from gravity modes (“g-modes”), which were investigated in Kerr geometry by Perez et al. (1997). For adiabatic perturbations, the eigenfunction solution predicts a fundamental radial mode ($`m=0`$) that would be in the range $`70`$ to 110 Hz for a 10 $`\mathrm{M}_{}`$ black hole with $`0<a_{}<0.5`$. However, for higher $`m`$-number, the g-mode frequencies do not increase by integral values (Perez et al. (1997)), and so the predictions do not match the observed HFQPO frequencies. It was noted that the ratio of the orbital frequency at the inner disk radius to the fundamental g-mode frequency is close to a value of 3.08 for a wide range in $`a_{}`$ (Wagoner (1999)). However, this may suggest a strong feature at $`\nu `$ (i.e. the g-mode oscillation) and a weak feature near $`3\nu `$, which does not resemble the observations. Investigations have also been made for diskoseismic p-modes (Ortega-Rodriguez & Wagoner (2000)) and c-modes (Silbergleit, Wagoner, & Ortega-Rodriguez (2001)), but neither study predicts a system of linear harmonics. Kato (2001) has pointed out that the results of numerical simulations and eigenmode analyses show some differences, and therefore further study is warranted.

Partial support for R.R. and M.M. was provided by the NASA contract to M.I.T. for RXTE instruments. J.M. acknowledges the support of NASA grant NAG5-10813. Radleigh Santos helped to process RXTE data for the 2000 outburst of XTE J1550-564. We thank Michiel van der Klis and Al Levine for providing helpful comments.


text:
# Neutron beam test of CsI crystal for dark matter search

## 1 Introduction

It is known that a major component of matter in the Universe is not ordinary matter(luminous stars and/or baryons) but nonbaryonic exotic matter. The Weakly Interacting Massive Particle(WIMP) is one of the strongest candidates for this dark matter, and direct searches for WIMPs using various detection techniques have been undertaken .

The sensitivity of WIMP detection strongly depends on various parameters of the detector, such as detection threshold, mass of the detector, background rate, pulse shape discrimination(PSD) capabilities, etc. A WIMP may interact with the target nuclei through a WIMP-nucleus elastic scattering, and the detection of the nuclear recoil signal may give a signature of WIMP detection. The expected recoil energy is several tens of keV, depending on the masses of the target nucleus and the WIMP. However, because of the high stopping power of the recoil nucleus, the light yield of a scintillation detector is 5-10 times lower in comparison to a signal from a $`\gamma `$ of equivalent energy due to quenching effect in normal crystals. Thus, the detection threshold should be low enough to measure a few keV of energy.

The expected event rate of the WIMP-nucleus interaction is less than 1 event /kg/day. Such a low event rate requires an extremely low background rate, on the order of several counts/kg/day/keV, and a large detector size in order to increase the signal rate. To reduce the background rate, the PSD between nuclear recoils and background $`\gamma `$’s or electrons in the several keV region, can be utilized.

A CsI crystal is a good candidate for a WIMP detector thanks to its large light yield and relatively good PSD capability. Also, it is relatively easy to fabricate large detector volumes because the crystals are not hygroscopic. The large masses of Cs and I nuclei enhance the cross-section for a WIMP-nucleus, spin-independent interaction(which depends on $`A^2`$ ). However, the detailed response of the crystal to low energy radiation has not been fully investigated. Recently, the feasibility of using CsI(Tl) crystals as a WIMP detector was shown, while several other groups reported the characteristics of a CsI(Tl) crystal for WIMP detection.

We studied here the response of CsI crystals with several different doping concentrations of Tl and Na to neutrons and $`\gamma `$’s. The energy region was several keV for the $`\gamma `$’s and several tens keV for the nuclear recoils. In this paper, the measurements of PSD and the quenching effect of the nuclear recoils for both CsI(Tl) and CsI(Na) crystals are reported.

## 2 Experiments

The response of CsI crystals to neutrons was studied using a tandem accelerator(maximum terminal voltage of 1.7 MV) at the Korea Institute of Geoscience and Mineral resources(KIGAM). Mono-energetic neutrons of 2.62 MeV were produced at zero degrees via the 3H(p,n)3He reaction, using a 7 to 9 nA beam of 3.4 MeV protons on a 3H target. These neutrons produce nuclear recoils with energies near that expected for WIMP interactions.

Figure 1 shows a schematic of the experimental setup. A CsI crystal was located at zero degrees with respect to the proton beam line. The CsI crystal was 3 cm $`\times `$ 3 cm $`\times `$ 3 cm, in cubic shape, and with all 6 faces polished. Two 3-inch PMTs(D726UK, Electron Tubes Limited), with green-extended RbCs bi-alkali photocathodes, were directly attached to the top and bottom surfaces. The top and bottom sides of the crystal were completely covered by the PMT cathode plane, and the other four sides were wrapped with two layers of Teflon (0.2 mm thick) followed by black vinyl sheets. In order to identify neutrons scattered from CsI, six neutron detectors were located at various angles ranging from 45 to 130 degrees. The detailed locations of the neutron detectors are shown in Figure 1. The neutron detectors were made of liquid scintillator(BC501A) contained in a cylindrical Teflon container of 12.7 cm diameter $`\times `$ 10 cm long. One 2-inch PMT(H1161, Hamamatsu Photonics) was used for readout. Each neutron detector was contained in a polyethylene block, about 5 cm thick, and was shielded with lead and borated paraffin blocks. The recoil energy($`E_{recoil}`$) of the nucleus can be calculated by a simple kinematical equation using the incident neutron energy and the scattering angle of the neutron, as determined from the position of neutron detector:

$$E_{recoil}=E_{beam}\left\{1\left(\frac{m_ncos\theta \sqrt{m_N^2m_n^2\mathrm{sin}^2\theta }}{m_n+m_N}\right)^2\right\},$$
(1)
where $`E_{beam}`$ is neutron energy, $`m_n`$ and $`m_N`$ are the masses of neutron and recoiling nucleus(Cs or I)111In the real calculation, the average mass of Cs and I was used. respectively, and $`\theta `$ is the neutron scattering angle.

The signals from a CsI crystal are amplified using home-made, fast amplifiers ($`\times `$8) with low noise and high slew rates. One output from these amplifiers ($`\times `$8) was directly connected to a digital oscilloscope(LeCroy LT364) in order to record the pulse shape. The other signal is amplified ($`\times `$10), again using a Philips amplifier(Philips 770), and connected to a discriminator(Philips 711) to form the trigger logic. The discriminator threshold was set to the level of single photoelectrons. In order to suppress the accidental trigger from PMT dark current, at least 4 photoelectrons within 1 $`\mu s`$(actually 2 photoelectrons within 0.5 $`\mu s`$ for each PMT) were required(a so-called “4-fold” coincidence). The detailed description is shown in the reference.

The event rate of 4-fold coincidences of the signals from the crystal was about 1200 Hz when the neutron beam was on. Most of these events were due to the $`\gamma `$ backgrounds induced by the neutron beam. In order to reduce the trigger rate, a time coincidence of a CsI signal(4-fold) and the neutron detector signal must occur within 500 ns. This reduced the trigger rate to less than 3 Hz. Trigger timing was determined by the neutron detector. The CsI signal was digitized by the digital oscilloscope(LeCroy LT364) with a 100 MHz sampling frequency and a 10 $`\mu s`$ full range. The trigger timing for the oscilloscope was set at 3 $`\mu s`$. The neutron detector signal was digitized by a charge sensitive camac ADC(LeCroy 2249A). Data acquisition used ROOT on a linux machine.

In order to compare the pulse shape of a nuclear recoil to that of a $`\gamma `$, the crystal was irradiated with a 137Cs source to induce Compton scattering. This induced a signal which is distributed uniformly inside the crystal. These data were taken separately using the same setup, but without the proton beam. The trigger was a 4-fold coincidence from a crystal.

Table 1 shows a list of the crystals tested. Two doping materials, Na and Tl, with various concentrations, were tested. The crystals were supplied by the Institute for Single Crystals in Kharkov, Ukraine. Growing methods of each crystal are indicated in the table.

The doping concentrations of the CsI(Tl) crystals were measured by the ICP-AES (Inductively Coupled Plasma - Atomic Emission Spectrometry) method. The 4 corners of each crystal were scratched by a razor blade, and sent to two independent institutes. Each institute measured two samples for each crystal. The errors of the doping concentration shown in the table are the standard deviation of the 4 measurements.

For CsI(Na), the doping concentrations were measured by ICP-MASS (Inductively Coupled Plasma - Mass Spectrometry) method. The measurement was done by only one institute and the measurement errors were claimed to be 2-3 %.

## 3 Analysis

### 3.1 Typical low energy signal from a CsI crystal

The single photoelectron(SPE) signal from a PMT has less than a 10 ns full width. After amplification, the signal is stretched a bit due to the inherent shaping time of the amplifier(the rise time is about 10 ns and the fall time is about 20 ns). Hence, the SPE signal spreads about 30-40 ns in the time spectrum. It is known that the decay time of CsI(Tl) is about 1 $`\mu `$s . Since the number of photoelectrons for low energy events (less than 10 keV where WIMP signals are expected to occur) was less than 60 (or 30 per one PMT), the SPEs were clearly separated from each other in an event. That is, a low energy real event can be identified as a set of SPEs above a threshold cut within a timing window of 10 $`\mu `$s.

An example of a low energy signal is shown in Figure 2. This signal was produced by 5.9 keV X-ray from a 55Fe source. The average number of photoelectrons from a CsI(Tl) crystal was about 5 p.e./keV. As expected, the signal was composed of a set of well separated peaks composing the SPE signal. In order to reduce the noise contribution, a ’clustering algorithm’ was developed to identify SPEs. The pedestal of each event was estimated in the first 2 $`\mu s`$ window before the trigger for each PMT. Each peak of about a 30-40 ns width and above a threshold value was considered one cluster.

Figure 3 shows the pulse height distribution of the clusters composed of having 4 keV $`<E_{meas}<`$ 8 keV, where $`E_{meas}`$ is the measured electron-equivalent energy. The figure shows separation between the SPEs and the noise, with a peak to valley ratio of about 2. If the cluster is a real SPE, the pulse height distribution should follow a Poisson distribution, because the amplification at the first dynode inside the PMT follows Poisson statistics. In an attempt to understand the shape of the spectra, a fit was done using two superimposed Poisson functions(one for the SPE and the other for the SPE-overlapped signal) and an exponential function for noise, as expressed in the following equation.

$$f=A\frac{\mu ^re^\mu }{\mathrm{\Gamma }(r+1)}+B\frac{\mu _{}^{}{}_{}{}^{r}e^\mu ^{}}{\mathrm{\Gamma }(r+1)}+Ce^{x/\lambda },$$
(2)
$$r=xg,\mu =mg,\mu ^{}=m^{}g,$$

where $`x`$ is the pulse height, $`m(m^{})`$ is a number corresponding to the mean of the Poisson distribution, and $`g`$ is the gain factor of the PMT(from the second dynode). The results of the fit are overlaid in the figure as a solid line, where the reduced $`\chi ^2`$ of the fit is about 1. The ratio of the mean values of two Poisson distributions, $`m/m^{}`$, was 1.88, compared to an expected value of 2. The ratio of the contributions of the two Poisson distributions is about 12%. So, we could conclude that the cluster is a SPE ($``$ 80%) or due to overlapped photoelectrons($``$ 20%). The same fit was performed for events of 2 keV $`<E_{meas}<`$ 4 keV. A single Poisson function will fit the SPE spectrum.

### 3.2 Neutron identification

In order to identify neutron induced events, we required a coincidence between one of the 6 neutron detectors and the CsI crystal. Furthermore, neutron scattering events can be selected by separating neutrons and $`\gamma `$’s in the neutron detector. It is well known that liquid scintillator(BC501A) can separate neutrons from $`\gamma `$’s using PSD. The neutron(proton recoil) events have a longer tail than $`\gamma `$ events for the same energy loss in the BC501A liquid scintillator. Therefore, using the ratio of the total charge to the charge in the tail of the signal, the neutrons can be clearly separated from $`\gamma `$’s. Figure 4 shows the neutron identification plot for the neutron detector. Above 300 keV, the neutron-$`\gamma `$ separation is about 2.7$`\sigma `$ which is sufficient for neutron-event selection. The detailed description for neutron detector will be described in a separate report.

Figure 5 shows the recoil energy spectra of the CsI(Tl-0.073mole%) crystal tagged by a neutron detector. The measured energy increases as the scattering angle increases as expected. A quantitative analysis will be described in Section 5.

### 3.3 Timing characteristics of CsI crystal

To study the overall timing characteristics of a crystal at low energy, we accumulated whole events for each crystal. Figure 6 shows the accumulated time spectrum of a CsI(Tl-0.073mole%) crystal for neutron induced events, whose measured energy is 4 keV $`<E_{meas}<`$ 10 keV. In the figure, the time scale is in $`\mu s`$, and the timing of the neutron detector was set to 3 $`\mu s`$.

The timing characteristics of the CsI response can be parameterized by a rise time($`\tau _r`$), two decay times($`\tau _f`$ and $`\tau _s`$), and the ratio of slow to fast decay components($`R`$):

$$F(t)=A\left\{\frac{1}{\tau _f}e^{\frac{tt_0}{\tau _f}}+\frac{R}{\tau _s}e^{\frac{tt_0}{\tau _s}}\left(\frac{1}{\tau _f}+\frac{R}{\tau _s}\right)e^{\frac{tt_0}{\tau _r}}\right\}+b.g.,$$
(3)
where time zero($`t_0`$), overall normalization($`A`$), and the amount of background photoelectrons($`b.g.`$) are included. The amount of background photoelectrons was estimated from the number of photoelectrons within a 2 $`\mu `$s window during the 1 $`\mu `$s prior to the event. The constant $`b.g.`$ values were obtained by averaging all the events under analysis, resulting in about 0.1-0.3 photoelectrons per 1 $`\mu `$s. The fit was over 10 $`\mu `$s even though the figure shows only 5 $`\mu `$s. The values of parameters from the fit are shown in Table 2. For the Tl-doped crystals, the rise time is about 20 ns and it has two components of decay times, fast(about 0.54 $`\mu `$s) and slow(about 2 $`\mu `$s) components. For the Na-doped crystals, the rise time is about 30 ns, the fast decay component is about 0.41 $`\mu `$s, and the slow decay component about 2.4 $`\mu `$s. The time characteristics of CsI(Na) are similar to those of CsI(Tl) at low energy. This is not an expected feature because it is well known that the decay time of CsI(Na) is much shorter than that of CsI(Tl) at high energy.

We do not observe a significant dependence on the doping concentration except for the case of CsI(Tl-0.071mole%). Both CsI(Tl-0.071mole%) and CsI(Tl-0.073mole%) have the same doping material and the same concentration, and the only known difference is the growing method, Kyropoulos(CsI(Tl-0.071mole%)) and Bridgman(CsI(Tl-0.073mole%)). However, it is not clear if different doping methods cause different time characteristics because we tested only one CsI(Tl) crystal made by Kyropoulos method.

## 4 Pulse Shape Discrimination

### 4.1 Comparison between nuclear recoil and $`\gamma `$ signals

Pulse shape discrimination(PSD) with a CsI crystal is possible due to different timing characteristics between neutron induced (nuclear recoil) and $`\gamma `$ induced events. Figure 7 shows the accumulated time spectrum of a CsI(Tl-0.073mole%) crystal for 4 keV $`<E_{meas}<`$ 10 keV, where the time spectrum for $`\gamma `$ events and that for nuclear recoil events are overlaid. For each event, the timing of the first photoelectron was used as $`t_0`$. The ambiguity due to improper determination of $`t_0`$ should affect the time distribution, especially for the low energy event which does not have a sufficient number of photoelectrons. Eq. 4 shows the fit function for the time spectrum, which is similar with Eq. 3. In order to reduce the bias on the $`t_0`$ determination, the fit was done over 0.3 $`\mu `$s. Each component of the time spectrum is drawn as a solid line(nuclear recoil) or a dashed line($`\gamma `$). The amount of background photoelectrons for both cases are also shown. The fit shows that nuclear recoil events clearly have a shorter tail than $`\gamma `$ events.

$$F(t)=A\left(\frac{1}{\tau _f}e^{\frac{t}{\tau _f}}+\frac{R}{\tau _s}e^{\frac{t}{\tau _s}}\right)+b.g.$$
(4)
### 4.2 Quality factor

To quantify the capability for neutron-$`\gamma `$ discrimination among the different crystals, and to evaluate the sensitivity of a WIMP search, a quality factor was defined as

$$K\frac{\beta (1\beta )}{(\alpha \beta )^2},$$
(5)
where $`\alpha `$ is the fraction of signal events passing the event selection criteria and $`\beta `$ is the fraction of background events which passed the same criteria. For an ideal detector, $`\alpha =1`$ and $`\beta =0`$. Therefore, a smaller quality factor means a better separation between signal and background events.

For a simple separation parameter, a mean time is defined as;

$$<t>=\frac{A_it_i}{A_i}t_0,$$
(6)
where $`A_i`$ is the charge of the $`i`$-th cluster, $`t_i`$ is the time of the $`i`$-th cluster, and $`t_0`$ is the time of the first cluster(assumed as time zero). Figure 8 shows the mean time distribution for nuclear recoil and $`\gamma `$ events for a CsI(Tl-0.073mole%) with events between 6 keV $`<E_{meas}<`$ 7 keV. Nuclear recoil and $`\gamma `$ events show different mean times. By selecting the proper signal window, we can choose the event sample which maximizes the signal to background ratio.

However, due to background photoelectrons which are uniformly distributed, the mean value of the $`<t>`$ distribution is longer than the real mean time. To estimate the effect of background photoelectrons, the mean value of the mean-time distribution is calculated with the time constants($`\tau _f`$, $`\tau _s`$, and $`R`$) obtained from the fit shown in Eq. 4 for each energy bin. The variance of the mean time distribution is calculated by removing the contribution from the background photoelectrons by assuming a quadratic sum($`\sigma _{<t>}^2=\sigma _{signal}^2+\sigma _{b.g.}^2`$), where $`\sigma _{<t>}^2`$, $`\sigma _{b.g.}^2`$, and $`\sigma _{signal}^2`$ are the variance of the $`<t>`$ distribution, the background photoelectrons, and the signals, respectively. Figure 9 shows the mean time of the nuclear recoil and $`\gamma `$ events calculated from the time constant of the crystal. The errors are only statistical.

Figure 10 shows the quality factors for CsI(Tl) for various doping concentrations. The results from previous measurements for CsI(Tl) and for NaI(Tl) are overlaid. For CsI(Tl), the present results show a bit more energy dependence than Ref. . However, in the energy region less than 5 keV where most of the WIMP signals are expected, both measurements are comparable. CsI(Tl) shows in comparison to NaI(Tl) about a 10 times smaller quality factor. In our measurement range, we do not observe a significant dependence of the quality factor on doping concentrations.

Figure 11 shows quality factors for a CsI(Na) crystal. The quality factor of CsI(Na) is about 2 times larger than that of CsI(Tl), but still about 5-10 times smaller than that of NaI(Tl). The quality factor for a CsI(Na) crystal is about 2-3 times worse than CsI(Tl) crystal in the $`E_{meas}<`$ $``$7 keV region, and is almost comparable above that region.

## 5 Quenching factor

The light yield as a function of recoil energy($`E_{recoil}`$) for various crystals is shown in Figure 12. The recoil energy is calculated by Eq. 1. As expected, CsI(Na) shows about a 30% larger light yield than CsI(Tl) for the same recoil energy. However, the light yield of the crystals with different doping concentrations are consistent with each other within errors, except for CsI(Tl-0.426mole%), whose light transmission was not good. It seems that the light yield is already saturated as indicated by the doping concentration in our measurement range.

The energy calibration to obtain $`E_{meas}`$ uses a 5.9 keV X-ray from 55Fe for the CsI(Tl) crystal. Non-linearity of the light yield of the CsI(Tl) crystal at low energy is considered as a systematic error of $`E_{meas}`$. For the CsI(Na) crystal, the energy calibration uses a 59.5 keV X-ray from 241Am since CsI(Na) is not sensitive to low energy photons, due perhaps to some unknown surface effect. The response of CsI(Na) is assumed to be linear within our measured energy range because the low energy response($`E_{meas}<`$ 10 keV), including the non-linearity for CsI(Na), has not yet been studied.

Using $`E_{meas}`$ and $`E_{recoil}`$, the quenching factor is calculated to be;

$$Q=\frac{E_{meas}}{E_{recoil}}.$$

Figure 13 shows that our measured quenching factors for CsI(Tl) are in good agreement with previous measurements within errors. The quenching factors for a Na-doped CsI crystal, which were measured for the first time, are shown in Figure 13. For the comparison, the quenching factors for CsI(Tl-0.071mole%) are shown together. The quenching factor of CsI(Na) is about 50% smaller than that of CsI(Tl).

## 6 Conclusion

The intensive studies on the response of CsI(Tl) and CsI(Na) crystals were performed at low energies ($`E_{meas}<`$ 10 keV), and the low energy response for a CsI(Na) crystal is reported for the first time. The pulse shape discrimination(PSD) between $`\gamma `$ and nuclear recoil events was measured and the quality factor was estimated using PSD. The PSD and quality factor for CsI(Tl) are similar to previous measurements. The quality factor for a CsI(Na) crystal is about 2-3 times worse than for a CsI(Tl) crystal in $`E_{meas}<`$ $``$7 keV region, and almost comparable above that region.

The quenching factor for CsI(Tl) and CsI(Na) crystals of various doping concentrations were also measured. As expected, CsI(Na) shows larger light output than CsI(Tl) even in the low energy region. However, the quenching factor of CsI(Na) for nuclear recoil is about a factor of two smaller than that of CsI(Tl).

## Acknowledgments

This work is supported by Creative Research Initiatives Program of Korean Ministry of Science and Technology. We thank Dr. K. D. Kim and other staffs of Korea Institute of Geoscience and Mineral Resources(KIGAM) for their support to the experiment. Also, we thank E. Hungerford for many helpful comments.


text:
# Skew Schubert polynomials

## Introduction

Skew Schur polynomials $`S_{\lambda /\mu }(x_1,\mathrm{},x_k)`$ play an important and multi-faceted role in algebraic combinatorics. For example, they are generating functions for the Littlewood-Richardson coefficients $`c_{\mu ,\nu }^\lambda `$

(1)
$$S_{\lambda /\mu }(x_1,\mathrm{},x_k)=\underset{\nu }{}c_{\mu ,\nu }^\lambda S_\nu (x_1,\mathrm{},x_k).$$

They are also generating functions for Young tableaux of shape $`\lambda /\mu `$

(2)
$$S_{\lambda /\mu }(x_1,\mathrm{},x_k)=𝐱^T,$$

where the sum is over all Young tableaux $`T`$ of shape $`\lambda /\mu `$ and $`𝐱^T`$ is a monomial associated to $`T`$. The relationship between these two very different facets of skew Schur polynomials involves the combinatorics of Young tableaux \[20, Chapter 7, Appendix 1\]. Young tableaux can be thought of as increasing labeled chains in Young’s lattice, with covers labeled by pairs $`(k,l)`$, where $`k`$ is the entry in the box corresponding to the cover, and $`l`$ the content of that box (that is, the difference between its column and row); labels are ordered lexicographically. We introduce skew Schubert polynomials, which are the Schubert polynomial analogs of skew Schur polynomials, in the sense that they generalize the two properties mentioned above.

In Section 1, we introduce our key concepts of increasing labeled chains in the Bruhat order, which generalize Young tableaux, and of skew Schubert polynomials, $`𝔖_{w/u}(x)`$ for permutations $`uw`$. In particular, we show that skew Schubert polynomials are generating functions both for Littlewood-Richardson coefficients $`c_{u,v}^w`$ for Schubert polynomials (the analog of (1)), and for increasing chains in the Bruhat order (the analog of (2)). Our skew Schubert polynomials are different from those defined in  (using skew divided difference operators), which do not expand with nonnegative coefficients in the basis of Schubert polynomials, in general.

The skew Schubert polynomial $`𝔖_{w_0/w}(x)`$ is the ordinary Schubert polynomial $`𝔖_w(x)`$, and our formula for $`𝔖_{w_0/w}(x)`$ in terms of increasing chains is the formula of Corollary 5.3 in , which inspired us (see the next section for the notation). In Section 2, we give a purely combinatorial proof of that formula, relating it to a standard construction  in terms of rc-graphs by giving a content-preserving bijection between rc-graphs and increasing chains.

## 1. Skew Schubert Polynomials

Let $`\mathrm{\Sigma }_n`$ be the symmetric group of permutations of $`\{1,2,\mathrm{},n\}`$. For $`w\mathrm{\Sigma }_n`$, the *length*, $`\mathrm{}(w)`$, of $`w`$ is the number of inversions of $`w`$. Set $`w_0\mathrm{\Sigma }_n`$ to be the longest permutation, $`w_0:=n\mathrm{}\mathrm{\hspace{0.17em}2\hspace{0.17em}1}`$. We use basics on Schubert and Schur polynomials, which may be found in any of .

The main outstanding problem in the theory of Schubert polynomials is the Littlewood-Richardson problem \[21, Problem 11\]: Determine the structure constants $`c_{u,v}^w`$ defined by the polynomial identity

$$𝔖_u(x)𝔖_v(x)=\underset{w}{}c_{u,v}^w𝔖_w(x).$$

Since every Schur polynomial is a Schubert polynomial, this problems asks for the analog of the classical Littlewood-Richardson rule. The classical Littlewood-Richardson coefficients $`c_{\mu ,\nu }^\lambda `$ have important and intricate combinatorial properties \[20, Chapter 7, Appendix 1\]. The Littlewood-Richardson coefficients $`c_{u,v}^w`$ for Schubert polynomials should be similarly important. Indeed, they are intersection numbers of Schubert varieties; more precisely, $`c_{u,v}^w`$ enumerates flags in a suitable triple intersection of Schubert varieties indexed by $`u`$, $`v`$, and $`w_0w`$.

The cohomology classes $`\sigma _w`$ (called Schubert classes) for $`w\mathrm{\Sigma }_n`$ of Schubert varieties form an integral basis for the cohomology ring $`H^{}𝔽\mathrm{}_n`$ of the flag manifold. Many identities and some formulas for the constants $`c_{u,v}^w`$ have been obtained by studying the class $`\sigma _u\sigma _{w_0w}`$ in $`H^{}𝔽\mathrm{}_n`$ . This is because, for $`u,v,w\mathrm{\Sigma }_n`$, we have the following identity in the cohomology ring

$$\sigma _u\sigma _{w_0w}\sigma _v=c_{u,v}^w\sigma _{w_0}$$

and hence, by the duality of the intersection pairing

(3)
$$\sigma _u\sigma _{w_0w}=\underset{v\mathrm{\Sigma }_n}{}c_{u,v}^w\sigma _{w_0v}.$$

With this motivation, we would like to define the skew Schubert polynomial $`𝔖_{w/u}(x)`$ for permutations $`uw`$ in $`\mathrm{\Sigma }_n`$ to be *the* polynomial representative of the class $`\sigma _u\sigma _{w_0w}`$. Unfortunately, the cohomology of the flag manifold is isomorphic to the quotient ring

$$H^{}𝔽\mathrm{}_n:=[x_1,x_2,\mathrm{},x_n]/e_i(x_1,\mathrm{},x_n)i=1,\mathrm{},n,$$

and so there is no well-defined polynomial representative of $`\sigma _u\sigma _{w_0w}`$. Here $`e_i(x_1,\mathrm{},x_n)`$ is the $`i`$th elementary symmetric polynomial in $`x_1,\mathrm{},x_n`$.

If however we choose the degree reverse lexicographic term order on monomials in the polynomial ring $`[x_1,x_2,\mathrm{},x_n]`$, with $`x_1<x_2<\mathrm{}<x_n`$, then every element of this quotient ring has a unique normal form polynomial representative \[22, Prop. 1.1\] with respect to this term order. These normal form representatives are elements of

$$\{x^\alpha \alpha =(\alpha _1,\mathrm{},\alpha _n)\text{ with }\alpha _ini\}.$$

Equivalently, if we set $`\delta :=(n1,\mathrm{},2,1,0)`$, then normal form representatives of cohomology classes are sums of monomials dividing $`x^\delta `$.

Fomin, Gelfand, and Postnikov  observed that for $`w\mathrm{\Sigma }_n`$, the Schubert polynomial $`𝔖_w(x)`$ is the normal form representative of the corresponding Schubert class $`\sigma _w`$. In fact, this feature of Schubert polynomials, that one does not need to work modulo an ideal, is what led Lascoux and Schützenberger to their definition of Schubert polynomial. Thus we define the skew Schubert polynomial $`𝔖_{w/u}(x)`$ to be the normal form representative of the class $`\sigma _u\sigma _{w_0w}`$. These skew Schubert polynomials are generating functions for the coefficients $`c_{u,v}^w`$.

###### Theorem 1.

For $`uw`$ in $`\mathrm{\Sigma }_n`$, we have

(4)
$$𝔖_{w/u}(x)=\underset{v}{}c_{u,v}^w𝔖_{w_0v}(x).$$

###### Proof.

Each side of (4) is the normal form representative of the corresponding side of (3). ∎

While $`𝔖_{w/u}(x)`$ depends upon $`n`$, the Laurent polynomial $`x^\delta 𝔖_{w/u}(x)`$ does not, as $`𝔖_u(x)`$ and $`x^\delta 𝔖_{w_0w}(x)`$ are each independent of $`n`$. The independence of $`𝔖_u(x)`$ is the familiar stability property of Schubert polynomials. The independence of $`x^\delta 𝔖_{w_0w}(x)`$ may be similarly deduced using divided differences. This also follows from Proposition 3, which we prove in Section 2.

The skew Schubert polynomial $`𝔖_{w/u}(x)`$ is also a generating function for certain chains from $`u`$ to $`w`$ in the Bruhat order. The Bruhat order is defined by its covers; $`uw`$ if and only if $`u^1w`$ is a transposition $`(k,l)`$ with $`u(k)<u(l)`$, and for every $`k<i<l`$ we have either $`u(i)<u(k)`$ or $`u(l)<u(i)`$. Thus $`uu(k,l)`$ with $`k<l`$ if $`u(k)<u(l)`$ and at no position between $`k`$ and $`l`$ does $`u`$ take a value between $`u(k)`$ and $`u(l)`$. This implies that the difference in lengths $`\mathrm{}(w)\mathrm{}(u)`$ equals 1.

The labeled Bruhat order is the labeled réseau (labeled directed multigraph) obtained from the Bruhat order by drawing a directed edge $`u\stackrel{(k,b)}{}w`$ whenever $`uw`$ with $`u^1w=(i,j)`$, where $`ik<j`$ and $`b=u(i)=w(j)`$. We note that all the constructions and statements still hold if we uniformly set $`b=u(j)=w(i)`$, but it is more convenient to use the first definition. There will be $`ji`$ such directed edges for every cover. This structure was defined in  and has been crucial in subsequent work on the problem of multiplying Schubert polynomials by Bergeron and Sottile. In  this structure was called the colored Bruhat order.

To any (saturated) chain $`\gamma `$ in this réseau, we associate a monomial $`x^\gamma `$ in the variables $`x_1,\mathrm{},x_{n1}`$, where the power of $`x_i`$ counts how often $`i`$ was the first coordinate of a label in $`\gamma `$. A chain

(5)
$$u_0\stackrel{(k_1,b_1)}{}u_1\stackrel{(k_2,b_2)}{}\mathrm{}\stackrel{(k_m,b_m)}{}u_m$$

in this réseau is increasing if its sequence of labels is increasing in the lexicographic order on pairs of integers.

These definitions allow a nice reformulation of a combinatorial construction of Schubert polynomials given in .

###### Theorem 2.

Let $`uw`$ be permutations in $`\mathrm{\Sigma }_n`$. Then

(6)
$$𝔖_{w/u}(x)=x^\delta /x^\gamma ,$$

the sum over all increasing chains $`\gamma `$ in the labeled Bruhat order from $`u`$ to $`w`$.

Note that $`𝔖_w(x)=𝔖_{w_0/w}(x)`$. We recover the formula of Bergeron and Sottile for $`𝔖_w(x)`$ . Denote by $`\mathrm{\Gamma }(w,w_0)`$ the set of all increasing labeled chains from $`w`$ to $`w_0`$.

###### Proposition 3 (Bergeron-Sottile ).

Let $`w\mathrm{\Sigma }_n`$. Then

$$𝔖_w(x)=\underset{\gamma \mathrm{\Gamma }(w,w_0)}{}x^\delta /x^\gamma .$$

Theorem 2 has an immediate enumerative consequence. The type $`\alpha `$ of a chain $`\gamma `$ in the labeled Bruhat order is the (weak) composition $`\alpha `$ whose $`i`$th component counts the number of occurrences of $`i`$ as the first coordinate of an edge label. Thus $`x^\gamma =x^\alpha `$. For $`uw`$ in the Bruhat order and a composition $`\alpha `$ of $`\mathrm{}(w)\mathrm{}(u)`$, let $`I_\alpha (u,w)`$ count the number of increasing chains from $`u`$ to $`w`$ of type $`\alpha `$. Since $`𝔖_{w_0v}(x)=𝔖_{w_0/w_0v}(x)`$, equating coefficients in (4) and using Theorem 2 we obtain

###### Corollary 4.

$`I_\alpha (u,w)={\displaystyle \underset{v}{}}c_{u,v}^wI_\alpha (w_0v,w_0)`$.

For a composition $`\alpha `$ with $`n1`$ parts where $`\alpha \delta `$ coordinatewise, set

$$h_\alpha (x):=h_{\alpha _1}(x_1)h_{\alpha _2}(x_1,x_2)\mathrm{}h_{\alpha _{n1}}(x_1,\mathrm{},x_{n1}),$$

where $`h_a(x_1,\mathrm{},x_k)`$ is the complete homogeneous symmetric polynomial of degree $`a`$ in the variables $`x_1,\mathrm{},x_k`$. We let $`h_a`$ and $`h_\alpha `$ denote the corresponding cohomology classes in $`H^{}𝔽\mathrm{}_n`$. For $`fH^{}𝔽\mathrm{}_n`$, set $`\psi _\alpha (f)`$ to be the coefficient of $`\sigma _{w_0}`$ in the product $`fh_\alpha `$. This gives a linear map $`\psi _\alpha :H^{}𝔽\mathrm{}_n`$.

###### Lemma 5.

For any $`fH^{}𝔽\mathrm{}_n`$, $`\psi _\alpha (f)`$ is the coefficient of the monomial $`x^\delta /x^\alpha `$ in the normal form representative of $`f`$.

###### Proof.

This follows from two observations. First, both $`\psi _\alpha `$ and the map associating to $`f`$ the coefficient of the monomial $`x^\delta /x^\alpha `$ in the normal form representative of $`f`$ are $``$-linear maps on $`H^{}𝔽\mathrm{}_n`$. Second, the lemma holds on the basis of Schubert classes, whose representatives are Schubert polynomials. This was shown by Kirillov and Maeno  and is also a consequence of the Pieri formula  and the construction of Schubert polynomials given in Proposition 3. ∎

###### Proof of Theorem 2.

Given a chain $`\gamma `$ in the Bruhat order, let end$`(\gamma )`$ denote its end point. The Pieri-type formula for Schubert classes  is

(7)
$$\sigma _uh_a=\sigma _{\mathrm{end}(\gamma )}(x),$$

the sum over all increasing chains that begin at $`u`$, have length $`a`$, and whose labels have first coordinate $`k`$.

Applying Lemma 5 to the class $`\sigma _u\sigma _{w_0w}`$ shows that the coefficient of the monomial $`x^\delta /x^\gamma `$ in the normal form representative of $`\sigma _{w/u}`$ is the coefficient of $`\sigma _{w_0}`$ in the triple product $`\sigma _u\sigma _{w_0w}h_\alpha `$, where $`\alpha `$ is the type of the chain $`\gamma `$. Since the coefficient of $`\sigma _{w_0}`$ in a product $`\sigma _v\sigma _{w_0w}`$ is the Kronecker delta $`\delta _w^v`$ (by the duality of the intersection pairing), this is the coefficient of $`\sigma _w`$ in the product $`\sigma _uh_\alpha `$. The theorem now follows by expanding this product and iteratively applying the Pieri formula. ∎

###### Remark 6.

By the definition of skew Schubert polynomials, we have

$$𝔖_{w_0/w_0w}(x)=𝔖_{w_0w}(x)=𝔖_{w/1}(x),$$

since $`w_0w_0=1`$ and $`𝔖_1(x)=1`$. Thus there should exist a natural bijection between $`\mathrm{\Gamma }(1,w)`$ and $`\mathrm{\Gamma }(w_0w,w_0)`$ that preserves type. Corollary 4 suggests that, for $`uw`$, this bijection should generalize to a map from $`\mathrm{\Gamma }(u,w)`$ to the union $`_v\mathrm{\Gamma }(w_0v,w_0)`$ such that the cardinality of the inverse image of each chain in $`\mathrm{\Gamma }(w_0v,w_0)`$ is $`c_{u,v}^w`$. This would give a combinatorial interpretation for $`c_{u,v}^w`$, and thus solve the Littlewood-Richardson problem.

###### Remark 7.

The skew Schubert polynomial $`𝔖_{w/u}(x)`$ also has a geometric interpretation as the representative in cohomology of a skew Schubert variety

$$X_uF_\text{.}X_{w_0w}F_\text{.}^{},$$

where $`X_wF_\text{.}`$ is the Schubert variety whose representative in cohomology is $`𝔖_w(x)`$ and $`F_\text{.}`$ and $`F_\text{.}^{}`$ are flags in general position. Stanley noted that skew Schur polynomials have a similar geometric-cohomological interpretation \[19, §3\].

###### Remark 8.

Schubert polynomials $`𝔖_w(x)`$ when $`w`$ has a single descent at position $`k`$ ($`w`$ is a Grassmannian permutation) are Schur symmetric polynomials in $`x_1,\mathrm{},x_k`$. Even if $`w`$ and $`u`$ are Grassmannian permutations with the same descent, then it is not necessarily the case that the skew Schubert polynomial $`𝔖_{w/u}(x)`$ equals the corresponding skew Schur polynomial. We illustrate this in $`\mathrm{\Sigma }_4`$, using partitions and skew partitions for indices of Schur polynomials.

We have the Schubert/Schur polynomials

$$\begin{array}{ccccc}\hfill 𝔖_{1324}(x)& =& x_1+x_2\hfill & =& S_{\text{}}(x_1,x_2),\text{ and}\hfill \\ \hfill 𝔖_{2413}(x)& =& x_1^2x_2+x_1x_2^2\hfill & =& S_{\text{}}(x_1,x_2),\text{}\hfill \end{array}$$

and also the skew Schur polynomial

$$\begin{array}{ccccccc}\hfill S_{\text{}}(x_1,x_2)& =& x_1x_2& +& x_1x_2+x_1^2+x_2^2& & \\ & =& S_{\text{}}(x_1,x_2)& +& S_{\text{}}(x_1,x_2)& =& 𝔖_{2314}(x)+𝔖_{1423}(x).\text{}\hfill \end{array}$$

On the other hand, $`𝔖_{2413/1324}(x)=𝔖_{1324}(x)𝔖_{w_02413}(x)`$ and $`w_02413=3142`$. By Monk’s formula (or the Pieri formula (7)), we compute $`𝔖_{2413/1324}(x)`$ to be

$$\begin{array}{ccc}\hfill 𝔖_{1324}(x)𝔖_{3142}(x)& =& 𝔖_{3241}(x)+𝔖_{4132}(x)+𝔖_{3412}(x)\hfill \\ & =& 𝔖_{w_02314}(x)+𝔖_{w_01423}(x)+𝔖_{w_02143}(x).\text{}\hfill \end{array}$$

The first two terms of $`𝔖_{2413/1324}(x)`$ carry the same information as the two terms of $`S_{\text{}}(x_1,x_2)`$, but there is also a third term. This is because the multiplication of Schubert polynomials is richer than the multiplication of Schur polynomials. By Theorem 1, this expansion of $`𝔖_{2413/1324}(x)`$ records the fact that $`𝔖_{2413}(x)`$ is a summand (with coefficient 1) in each of

$$𝔖_{1324}(x)𝔖_{2314}(x),𝔖_{1324}(x)𝔖_{1423}(x),\text{and}𝔖_{1324}(x)𝔖_{2143}(x).$$

Note that the last product (unlike the first two) is not symmetric in $`x_1`$ and $`x_2`$ even though both $`𝔖_{1324}(x)`$ and $`𝔖_{2413}(x)`$ are symmetric in $`x_1`$ and $`x_2`$.

## 2. RC-Graphs and Increasing Labeled Chains

RC-graphs are combinatorial objects associated to permutations $`w`$ in the symmetric group $`\mathrm{\Sigma }_n`$. They were defined in  as certain subsets of

$$\{(k,b)_{>0}\times _{>0}k+bn\}.$$

We may linearly order such a subset of pairs by setting

$$(k,b)(j,a)(k<j)\text{or}(k=j\text{and}ba).$$

Let $`(k_i,b_i)`$ be the $`i`$th pair in this linear order. Consider the sequence

$$d(R):=(k_1+b_11,k_2+b_21,\mathrm{}).$$

An rc-graph $`R`$ is *associated* to a permutation $`w\mathrm{\Sigma }_n`$ if $`d(R)`$ is a reduced decomposition of $`w`$. We denote the collection of rc-graphs associated to a permutation $`w`$ by $`(w)`$, and the permutation corresponding to a given rc-graph $`R`$ by $`w(R)`$.

We represent an rc-graph $`R`$ as a pseudoline diagram recording the history of the inversions of $`w`$. To this end, draw $`n`$ pseudolines going up and to the right such that the $`i`$th pseudoline begins at position $`(i,1)`$ and ends at position $`(1,w(i))`$. (The positions are numbered as in a matrix, as illustrated in Example 9 below.) The rule for constructing the pseudoline diagram is the following: two pseudolines entering at position $`(i,j)`$ cross at that position if $`(i,j)`$ is in $`R`$, and otherwise avoid each other at that position. Note that two pseudolines cross at most once, as $`d(R)`$ is reduced.

Conversely, a pseudoline diagram represents a permutation $`w`$, where $`w(i)`$ is the endpoint of the pseudoline beginning at position $`(i,1)`$. Given a pseudoline diagram where no two pseudolines cross more than once, the crossings give an rc-graph associated to the permutation represented by the pseudoline diagram.

###### Example 9.

Here are the pseudoline diagrams of two rc-graphs associated to the permutation $`w=215463`$.

Given an rc-graph $`R`$, define the monomial

$$x^R:=\underset{(i,j)R}{}x_i.$$

As shown in , the Schubert polynomial $`𝔖_w`$ indexed by $`w`$ can be expressed as

(8)
$$𝔖_w=\underset{R(w)}{}x^R.$$

Comparing this expression with Proposition 3 suggests that there should be a natural bijection between $`(w)`$ and $`\mathrm{\Gamma }(w,w_0)`$, where $`x^Rx^\gamma =x^\delta `$, when $`R`$ corresponds to $`\gamma `$. Indeed, we give such a bijection.

Given an rc-graph $`R`$ in $`(w)`$, we greedily construct the sequence of rc-graphs $`R=R_0,R_1,\mathrm{},R_{\mathrm{}(w_0)\mathrm{}(w)}`$ as follows. Given $`R_i`$, add the pair $`(k,b)`$ to $`R_i`$ where $`(k,b)`$ is the pair not in $`R_i`$ that is minimal in the lexicographic order on pairs. We have the following lemma.

###### Lemma 10.

Given $`R(w)`$, construct the sequence $`R=R_0,R_1,\mathrm{},R_{\mathrm{}(w_0)\mathrm{}(w)}`$ as above. Then

1. Every subset $`R_i`$ is an rc-graph.
2. $`w=w(R_0)w(R_1)\mathrm{}w(R_{\mathrm{}(w_0)\mathrm{}(w)})=w_0`$ is a saturated chain in Bruhat order.
3. If $`R_{i+1}`$ is obtained from $`R_i`$ by adding the pair $`(k,b)`$, then in the labeled Bruhat order we have the labeled cover

$$w(R_i)\stackrel{(k,b)}{}w(R_{i+1}).$$
4. The labeled chain with the labels of $`(3)`$ is increasing.

###### Example 11.

Here is an rc-graph, its pseudoline diagram, and the associated increasing labeled chain.

$$\begin{array}{ccccc}\begin{array}{ccc}\text{ }& & \\ & +& +\\ & & \\ +& & \\ \text{ }& & \end{array}& & \text{}& & 1432\stackrel{(1,1)}{}4132\stackrel{(2,1)}{}4231\stackrel{(2,2)}{}4321\end{array}$$

###### Proof of Lemma 10.

We prove the first statement by induction. Suppose that $`R_i`$ is an rc-graph and we add the pair $`(k,b)`$ to obtain $`R_{i+1}`$, where $`(k,b)`$ is the minimal pair not in $`R_i`$. Consider the pseudoline diagram of $`R_i`$ near the position $`(k,b)`$:

By construction, $`R_i`$ contains every crossing in the shaded region, so the two pseudolines at this position never cross, with one connecting $`k`$ to $`b`$ as drawn. Adding the crossing gives a new pseudoline diagram for a permutation with exactly one more inversion. Indeed, assume that we create a double crossing between one of the two pseudolines obtained from the drawn ones by adding the extra crossing and another pseudoline. It is easy to check graphically that this can only happen if the latter pseudoline meets the pseudoline connecting $`k`$ to $`b`$ in $`R_i`$ twice. But this is impossible, as $`R_i`$ is an rc-graph.

These arguments show that $`w(R_i)w(R_{i+1})`$, implying the second statement. For the third, note that $`(k,b)`$ is a possible label, and the fourth follows by our greedy algorithm for adding pairs not in $`R`$. ∎

Observe that the increasing chain $`\gamma (R)`$ constructed in Lemma 10 from an rc-graph $`R`$ has the property that

(9) if $`u\stackrel{(k,b)}{}v`$ is a labeled cover in $`\gamma (R)`$, then $`u^1v=(k,l)`$, for some $`l>k`$.
*A priori*, given that $`u\stackrel{(k,b)}{}v`$ is a cover, we are only guaranteed that $`u^1v=(j,l)`$ with $`jk<l`$. We prove that this property holds for any increasing chain ending in $`w_0`$, and also that the map $`\gamma \gamma (R)`$ is a bijection from $`(w)`$ to $`\mathrm{\Gamma }(w,w_0)`$. This will immediately imply Proposition 3.

###### Theorem 12.

Let $`w\mathrm{\Sigma }_n`$ and $`\gamma `$ be an increasing chain from $`w`$ to $`w_0`$. Then

1. $`\gamma `$ has property (9).
2. The set of pairs $`(k,b)`$ with $`k+bn`$ and $`(k,b)`$ not a label of a cover in $`\gamma `$ is an rc-graph.

###### Proof.

We prove these statements by downward induction on $`\mathrm{}(w)`$. They hold trivially when $`w=w_0`$. Consider the first two steps in $`\gamma `$:

(10)
$$w\stackrel{(j,a)}{}v\stackrel{(k,b)}{}\mathrm{}$$

Since $`\gamma `$ is increasing, we have $`j<k`$ or $`j=k`$ and $`a<b`$. Since the part of the chain beginning with $`v`$ is an increasing chain, our inductive hypothesis implies that subsequent covers involve only positions of $`v`$ greater than or equal to $`k`$. Thus if $`i<k`$, we must have $`v(i)=n+1i`$ and $`v(k)=b`$.

Suppose that $`w^1v=(i,l)`$ so that $`w(i)=a=v(l)`$ and $`ij<l`$. We consider cases $`i=k`$, $`i=k1`$, and $`i<k1`$ for $`i`$ separately, showing that in each case, we have $`j=i`$.

If $`i=k`$, then, as $`ijk`$, we must have $`j=k=i`$.

If $`i<k1`$, then the betweenness condition for covers in the Bruhat order and the values of $`v`$ on $`1,2,\mathrm{},k1`$ force $`l=i+1`$ and so again we have $`j=i`$.

Now suppose that $`i=k1`$ and $`ji`$ so that $`j=k`$ and we then have $`a<b`$. Then

$$v(i)=v(k1)=n+2k>v(k)=b>a=v(l),$$

and so the betweenness condition on covers $`w<v`$ is violated. This completes the proof of Statement 1.

For the second statement, consider the procedure of successively removing labels $`(k,b)`$ of covers of $`\gamma `$ from the rc-graph of $`w_0`$ (which contains all crossings). Suppose that this process applied to the chain (10) above $`v`$ has created an rc-graph $`R`$ associated to $`v`$. We argue that removing the crossing $`(j,a)`$ from $`R`$ creates an rc-graph associated to $`w`$. First, $`(j,a)`$ is a crossing of $`R`$, as we have only removed crossings that exceed $`(j,a)`$ in the lexicographic order. Consider the pseudoline diagram of $`R`$ near $`(j,a)`$, which we represent on the left.

Note that $`R`$ contains all crossings in the shaded region. Removing the crossing at $`(j,a)`$ creates the picture on the right. Arguing as in the proof of Lemma 10 (but in reverse) shows that we obtain an rc-graph associated to $`w`$. ∎

###### Remark 13.

Property (9) of increasing chains from $`w`$ to $`w_0`$ implies that the branching in the tree of increasing chains from $`w`$ to $`w_0`$ is quite simple; it only depends upon the permutation at a node and not on the history of the chain. The branches at a permutation $`u`$ consists of all possible covers $`u\stackrel{(k,b)}{}u(k,l)`$, where $`k`$ is the minimal position $`i`$ such that $`u(i)+i<n+1`$ and $`b=u(i)`$ and $`l`$ is any position greater than $`k`$ such that $`u(l)>b=u(k)`$ and if $`k<i<l`$, then $`u(i)`$ is not between $`u(k)`$ and $`u(l)`$.

We may order the branches at $`u`$ by the position $`l`$. This leads to an efficient lexicographic search of this tree for generating all such increasing chains, and thus all rc-graphs in $`(w)`$ as well as the multiset of monomials in the Schubert polynomial $`𝔖_w(x)`$. The computational complexity and memory usage of this algorithm depend only upon $`n`$ (the number of entries in $`w`$), the length $`l(w)`$ of $`w`$, and the number of increasing chains, $`c:=𝔖_w(1,1,\mathrm{},1)`$. This is true, in fact, for any algorithm generating $`c`$ combinatorial objects corresponding to the monomials in the Schubert polynomial $`𝔖_w(x)`$. Furthermore, it is not hard to see that the above algorithm is of order $`O(nlc)`$, where $`l:=l(w_0)l(w)=\left(\genfrac{}{}{0pt}{}{n}{2}\right)l(w)`$. Indeed, note that the number of internal nodes of a rooted tree with a fixed number of leaves ($`c`$ in our case) and a fixed distance from its root to all its leaves ($`l`$ in our case) is maximized by the tree with all internal nodes having only one descendant; thus, there are $`O(lc)`$ nodes. On the other hand, finding the descendants of a given node is of order $`O(n)`$.

Let us also note that a closely related algorithm, with the same complexity as the one above, appears in ; it is described in terms of removing crossings from the rc-graph corresponding to $`w_0`$. More precisely, the authors of the mentioned papers use combinatorial versions of the divided difference operators in order to recursively generate the rc-graphs corresponding to a permutation $`w`$. One starts from $`w_0`$ and applies these operators using any chain in the weak order on $`\mathrm{\Sigma }_n`$ from $`w_0`$ to $`w`$. A certain choice of chain guarantees that each rc-graph in the obtained tree has at least one descendant upon applying the corresponding operator. It turns out that the rc-graphs on a given level $`i`$ in this tree correspond (via the bijection described above) to the subchains starting at level $`li`$ in the tree constructed by the previous algorithm.

While this algorithm for generating the multiset of monomials in the Schubert polynomial $`𝔖_w(x)`$ also computes this polynomial, A. Buch has pointed out to us that the transition formula of Lascoux and Schützenberger  provides a more efficient algorithm to compute $`𝔖_w(x)`$.

We conclude by mentioning the connection with the insertion algorithm for rc-graphs in , which bijectively proves the Pieri formula (7) for multiplying a Schubert polynomial by a complete homogeneous symmetric polynomial $`h_i(x_1,\mathrm{},x_k)`$. Given an rc-graph $`R`$ with $`x^R=x_1^{\alpha _1}\mathrm{}x_{n1}^{\alpha _{n1}}`$, the chain $`\gamma (R)`$ can be obtained by successive insertions into $`R`$ corresponding to multiplications of $`x^R`$ by the monomials $`x_k^{nk\alpha _k}`$ in $`h_{nk\alpha _k}(x_1,\mathrm{},x_k)`$, for $`k=1,\mathrm{},n1`$. In this this special case, the insertion algorithm reduces to the older one in .

We thank Ezra Miller for his detailed comments on an earlier version of this paper.