text:
# ‘Hyper Parameters’ Approach to Joint Estimation: Applications to Cepheid-Calibrated Distances and X-Ray Clusters

## 1 INTRODUCTION

Combining different cosmological observations has become an essential and common approach in cosmology. A number of groups (e.g. Gawiser & Silk 1998; Webster et al. 1998; Lineweaver 1998; Eisenstein, Hu & Tegmark 1999; Efstathiou et al. 1999, 2002; Bridle et al. 1999, 2001a; Bahcall et al. 1999; Lahav et al. 2002) investigated a range of cosmological parameters by joint analysis of various cosmic probes, e.g. the Cosmic Microwave Background (CMB), Supernovae Ia (SNIa) and redshift surveys.

It is well known that a simultaneous analysis of different probes is essential in finding tight constraints on the cosmological parameters and breaking the intrinsic degeneracies inherent in any single measurement. While this is true, joint likelihood analyses pose several statistical problems. One of these problems arise when data sets are in disagreement (e.g. Press 1996). In this case, the general approach is to exclude the inconsistent measurements in a somewhat ad-hoc way. A more objective approach to this problem was presented in Lahav et al. (2000) and Hobson et al. (2002), who generalised the conventional joint analysis by utilizing ‘Hyper Parameters’ (hereafter HPs). The HPs provide a useful diagnostic in determining the relative weight that should be given to each experiment. Thus, this procedure gives an objective understanding as to which measurements are problematic and need further assessment of the random and systematic errors. The formalism for the HPs is given in Appendix B.

In this paper we focus on $`\mathrm{\Omega }_\mathrm{m}`$, the ratio of matter density to the critical value necessary to close the Universe, and the Hubble parameter, $`H_0=100h`$ km s-1 Mpc-1. We first consider the measurements separately and then combine them using the HPs method, as well as the conventional $`\chi ^2`$ analysis. We assume a flat universe, $`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\mathrm{\Lambda }=1`$, in agreement with the latest CMB results (e.g. de Bernardis et al. 2002). We adopt the Big-Bang nucleosynthesis value for $`\mathrm{\Omega }_\mathrm{b}h^2`$, where $`\mathrm{\Omega }_\mathrm{b}`$ is the ratio of baryonic matter density to the critical density.

We investigate the Hubble Space Telescope Key Project cepheid-calibrated data (Freedman et al. 2001) and estimates of gas mass fraction, $`f_{\mathrm{gas}}`$, in clusters of galaxies obtained from X-ray observations (Ettori & Fabian 1999; Mohr, Mathiesen & Evrard 1999; Allen, Schmidt & Fabian 2002; following the earlier work of White et al. 1993). Unlike analyses (e.g. of the CMB and redshift surveys) that assume a power spectrum of fluctuations in a particular scenario of dark matter, we have selected two probes that when combined measure $`\mathrm{\Omega }_\mathrm{m}`$ with minimal assumptions, independent of the nature of dark matter. The main assumptions we made in our analysis are as follows: (i) the local $`H_0`$ measurements are typical of the entire universe, (ii) the clusters of galaxies are representitive of the matter distribution on large scales (but see e.g. Bahcall & Comerford 2002), (iii) all the systematic errors of the measurements are included.

In Sections 2 and 3, we introduce the data and discuss the methods used to produce likelihoods for the individual data sets. We combine the two data sets in Section 4. In Section 5, we discuss our results and compare them with other studies of baryon fraction and independent measurements from the CMB and the 2dF galaxy redshift survey.

## 2 Hubble Constant from Cepheid-Calibrated Distances

One of the most important results on the Hubble constant comes from the Hubble Space Telescope Key Project (Freedman et al. 2001, hereafter F01). The group has used the cepheid period-luminosity relations to obtain distances to 31 galaxies and calibrated a number of secondary distance indicators measured over distances of 400 to 600 Mpc. The values of $`h`$ derived using these methods and the uncertainties (random (r) and systematic (s)) are summarised in Table 1. Combining the measurements in Table 1 by several statistical methods they derive the final result as $`h`$ = 0.72$`\pm `$ 0.03r $`\pm `$ 0.07s. Given the importance of this widely quoted result, we perform a more principled statistical analysis than used by F01 to test robustness of this value.

We use the raw data given in the tables in F01 for Surface Brightness Fluctuations (SBF), SNIa, Tully-Fisher (TF) and Fundamental Plane (FP). We combine these using the standard joint $`\chi ^2`$ and then the HPs approach. Each method is affected by both systematic errors which are common to all of the methods (e.g. the adopted distance modulus to the Large Magellanic Cloud, metallicity dependence of cepheid period-luminosity relation and reddening by dust) and systematic errors which are specific to each method. In principle, some of systematic errors can be modelled and incorporated in the $`\chi ^2`$ analysis by adding extra parameters and marginalising over them (for an application to CMB data see Bridle et al. 2002). However, we follow F01 and for the variance, $`\sigma ^2`$, in the $`\chi ^2`$ analysis we use the quoted random and systematic errors (from Table 1), added in quadrature. We also test the results when we assume random errors only (see Table 3). In both cases we find the best fit $`h`$ = 0.72 with the HPs method. This value is in very good agreement with the HST Key project result and also with the standard $`\chi ^2`$ analysis we performed (Table 2).

The HP values we obtain for each case are given in Table 3. As can be seen from the HPs formalism in Appendix B, the HPs can be interpreted as either an indication of misfit of the data set and the model (e.g. due to systematic problems with the data or to the wrong model), or as a rescaling of the quoted error bars (to $`\sigma /\alpha ^{1/2}`$). The HPs scores rank the quality of the methods as follows: SBF (the highest), TF, SNIa and FP. This is in accord with comments on the precision and systematics of each method given by F01. The FP measurements alone give the most discrepant value of $`h`$ (Figure 1 and Table 2), and they got the lowest HP (even when the systematic errors were not included in the analysis; see Table 3). This is an example where HPs flag a problem with the measurements. Although the discrepancy of the $`h`$ value obtained using FP data alone does not affect the final value derived by joint analyses of FP, SNIa, TF and SBF, one needs to be careful about using the standard $`\chi ^2`$. A $`\chi ^2`$ analysis of discrepant results may lead to a wrong joint answer. A clear example of this problem arises if we use only the FP and the TF data, which have the most similar scatter (see Figure 1) and $`\chi ^2`$ values (see Table 2) out of all the probes. We find that the joint likelihood function for $`h`$ peaks at 0.76 using HPs analysis, whereas the best value of $`h`$ is 0.80 using the $`\chi ^2`$ analysis. In other words, HPs analysis grades the TF measurements as more reliable than the FP data and hence gives the joint value of $`h`$ closer to the best value obtained using TF measurements. Using standard joint analysis, the joint likelihood function peaks between the likelihood functions of the two probes, as expected. It is also interesting to note that indeed F01 attached to the FP data the largest systematic errors (see Table 1).

As can be seen in Figure 1, the joint probability functions obtained using the two approaches ($`\chi ^2`$ and HPs) are both dominated by SNIa data, since SNIa as an indicator possesses the smallest random scatter.

## 3 X-Ray Observations of Clusters of Galaxies

Clusters of galaxies provide various means for the study of the cosmological parameters. Clusters are the largest gravitationally bound structures in the Universe, and therefore generally are assumed to be the tracers of matter distribution on large scales. Provided that $`\mathrm{\Omega }_\mathrm{b}h^2`$, the baryon density, can be inferred from primordial nucleosynthesis abundance of the light elements, the cluster baryon fraction, $`f_\mathrm{b}`$ = $`\frac{\mathrm{\Omega }_\mathrm{b}}{\mathrm{\Omega }_\mathrm{m}}`$, can then be used to constrain $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$ (White et al. 1993, Steigman, Hata & Felten 1999, Ettori 2001). The baryons in clusters are primarily in the form of X-ray emitting gas that falls into the cluster halo and secondarily in the form of stellar baryonic mass. Hence the baryon fraction in clusters is estimated to be

$$f_\mathrm{b}=\frac{\mathrm{\Omega }_\mathrm{b}}{\mathrm{\Omega }_\mathrm{m}}\stackrel{>}{}f_{\mathrm{gas}}+f_{\mathrm{gal}},$$
(1)
where $`f_\mathrm{b}=M_\mathrm{b}/M_{\mathrm{grav}}`$, $`f_{\mathrm{gas}}=M_{\mathrm{gas}}/M_{\mathrm{grav}}`$, $`f_{\mathrm{gal}}=M_{\mathrm{gal}}/M_{\mathrm{grav}}`$ and $`M_{\mathrm{grav}}`$ is the total gravitating mass.

We consider two different datasets of gas mass fraction estimates. The first was published in Ettori and Fabian (1999) (hereafter EF99). This is a sample of 36 relaxed galaxy clusters***In our analysis, we use 35 clusters instead of 36. Cluster A3888 is excluded from the sample since this cluster’s gas temperature was not obtained from X-ray observations but from the gas temperature-optical velocity dispersion relation. with high X-ray luminosities ($`L_\mathrm{X}10^{45}`$ erg s-1) and a redshift range from 0.05 to 0.44. The second data set is taken from Mohr, Mathiesen and Evrard (1999) (hereafter MME99). This is an X-ray flux-limited sample of 45 clusters with redshifts between 0.01 and 0.18. Both groups use ROSAT PSPC surface brightness profiles and intercluster medium (ICM) temperatures from ASCA, Ginga and Einstein MPC observations for their analyses. The gas mass fraction estimates, $`f_{\mathrm{gas}}`$, in both datasets are derived assuming the gas is isothermal and in hydrostatic equilibrium within the limiting radius, $`R_\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is the mean overdensity of the total mass in a cluster relative to the background value.

To allow for the variation from cluster to cluster, for the present analysis we use the individual $`f_{\mathrm{gas}}`$ per cluster, rather than a global average. As the clusters are at relatively high redshifts, $`f_{\mathrm{gas}}`$ is a function of $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$ (see Figure 2).This is due to two cosmological effects (see discussion in, e.g. Ettori 2001).

The first dependence is due to the angular diameter distance, $`d_{\mathrm{ang}}`$, which is a function of $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$ in a flat universe with cosmological constant. For an isothermal gas in hydrostatic equilibrium, $`f_{\mathrm{gas}}`$ can be calculated through the surface brightness profile and gas temperature (cf. Ettori & Fabian 1999; Mohr, Mathiesen & Evrard 1999). If the surface brightness profile is measured as the integration of the thermal bremsstrahlung emissivity of the ICM along the line of sight, one finds that $`f_{\mathrm{gas}}`$ is proportional to $`d_{\mathrm{ang}}^{1.5}`$ (see Appendix A). We calculate the angular diameter distances using Eq. 7 and vary $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$. We find that $`f_{\mathrm{gas}}`$ decreases significantly (about 40 per cent) in a low density universe with $`h>0.5`$.

The second cosmological dependence is weaker. The hydrodynamical simulations (see e.g. Evrard et al. 1996) show that for an Einstein-de Sitter cosmology, a mean overdensity, $`\mathrm{\Delta }=500`$ defines a region within $`R_\mathrm{\Delta }`$ where the assumptions of isothermal gas in hydrostatic equilibrium are valid. Therefore, in both data sets, $`f_{\mathrm{gas}}`$ has been estimated at $`\mathrm{\Delta }=500`$. However, $`\mathrm{\Delta }`$ is function of the cosmological parameters and increases as $`\mathrm{\Omega }_\mathrm{m}`$ decreases in a universe with positive $`\mathrm{\Omega }_\mathrm{\Lambda }`$. $`R_\mathrm{\Delta }`$ is proportional to $`(\mathrm{\Omega }_\mathrm{m}\mathrm{\Delta })^{0.5}`$ (Eq. 10 in Appendix A) and combining this with the radial dependence of the gas mass fraction near $`R_\mathrm{\Delta }`$ ($`f_{\mathrm{gas}}r^{0.2}`$), we get $`f_{\mathrm{gas}}(\mathrm{\Omega }_\mathrm{m}\mathrm{\Delta })^{0.1}`$. Figure 2 illustrates the dependence of $`f_{\mathrm{gas}}`$ on $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$. We see that $`f_{\mathrm{gas}}`$ is mainly sensitive to $`h`$.

We also include the stellar contribution in cluster galaxies, $`f_{\mathrm{gal}}`$, to the baryon fraction estimate. We use a global correction $`f_{\mathrm{gal}}`$ = $`(0.01\pm 0.005)h^1`$ (Fukugita et al. 1998), which is based on mass-to-light ratio, $`M/L=4.5\pm 1`$ per galaxy, after averaging different galaxy types, with no dependence on $`h`$, hence the $`h`$-dependence in $`f_{\mathrm{gal}}`$ comes solely from the $`h`$ dependence of $`M_{\mathrm{grav}}`$ on the cluster distances. We note that some estimates of $`M/L`$ per galaxy depend on the distances to galaxies, and hence on $`h`$, resulting in $`h`$-independent $`f_{\mathrm{gal}}`$ (e.g. Wang et al. 1999 quote $`f_{\mathrm{gal}}=0.013`$). Ideally, $`f_{\mathrm{gal}}`$ should be estimated per cluster, but these data are currently unavailable, and in any case it is only a small contribution to the total baryon fraction.

We vary the matter density of the universe in units of the critical density, $`\mathrm{\Omega }_\mathrm{m}`$, and the present day value of the reduced Hubble constant, $`h`$, over the parameter spaces \[0.01, 0.5\] and \[0.5, 2.5\], respectively. We also put a prior on $`\mathrm{\Omega }_\mathrm{b}h^2`$ so that $`\mathrm{\Omega }_\mathrm{b}h^2`$ = 0.019$`\pm `$0.002, 95% confidence levels, (e.g. Burles $`\mathrm{𝑒𝑡}`$ $`\mathrm{𝑎𝑙}.`$ 2001) and marginalise over the uncertainty range in order to get the likelihoods of $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$. We note that fixing $`\mathrm{\Omega }_\mathrm{b}h^2`$ to 0.019 tightens the constrains in the $`\mathrm{\Omega }_\mathrm{m}`$, $`h`$ plane but does not change the best fit points significantly.

We compute the $`\chi ^2`$s using Eq. 12 in Appendix B:

$$\chi ^2=\underset{i}{}\frac{1}{\sigma _i^2}[f_{\mathrm{b},i}(\mathrm{\Omega }_\mathrm{m},h)\frac{\omega _\mathrm{b}}{\mathrm{\Omega }_\mathrm{m}h^2}]^2,$$
(2)
where the sum is over the number of clusters, the baryon fraction is given by $`f_\mathrm{b}=f_{\mathrm{gas}}+f_{\mathrm{gal}}`$ and $`\omega _\mathrm{b}`$ = $`\mathrm{\Omega }_\mathrm{b}h^2`$.

To obtain a qualititive understanding we consider Eq. 1 and use the first cosmological dependence that dominates over the others to an approximate relation between $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$:

$$\mathrm{\Omega }_\mathrm{m}=\frac{\omega _\mathrm{b}h^2}{f_{\mathrm{gas}}+f_{\mathrm{gal}}}\frac{\omega _\mathrm{b}h^2}{0.08h^{1.5}+0.01h^1}.$$
(3)
For the observed distribution of the gas mass fraction of about 0.08 $`h^{1.5}`$ (e.g. EF99) and reasonable values of Hubble constant, the above relation can be estimated as $`\mathrm{\Omega }_\mathrm{m}h^{0.5}0.25`$.

The two datasets do have some clusters in common, however, we see that our conclusions are not affected if we consider the samples separately. The results are plotted in Figure 3. It is seen that in both data sets the value of $`h`$ is unacceptably high at the $`68\%`$ confidence level (but still lower than Hubble’s original value of 500 km/sec/Mpc!) and the best fit values of $`\mathrm{\Omega }_\mathrm{m}`$ are relatively low. The parameter values ($`\mathrm{\Omega }_\mathrm{m}`$, $`h`$) at the best fit points (with 68 per cent confidence limits) are ($`0.11_{0.04}^{+0.03}`$,$`1.73_{0.48}^{+0.33}`$) and ($`0.18_{0.02}^{+0.02}`$,$`1.17_{0.10}^{+0.10}`$) for EF99 and MME99 data, respectively. The standard joint analysis of the data sets yields ($`\mathrm{\Omega }_\mathrm{m}`$, $`h`$) = ($`0.17_{0.02}^{+0.01}`$,$`1.23_{0.12}^{+0.08}`$) and with HPs method we obtain ($`\mathrm{\Omega }_\mathrm{m}`$, $`h`$) = ($`0.15_{0.03}^{+0.03}`$, $`1.33_{0.28}^{+0.22}`$). It is easy to see from Figure 3 that both separate and joint analyses of the data imply that $`\mathrm{\Omega }_\mathrm{m}`$ = 1 is ruled out at very high confidence level. The standard $`\chi ^2`$ and HP analyses, shown on bottom left and right panels in Figure 3 yield slightly different results. The HP values are 0.6 for the EF99 and 0.1 for the MME99 sample. The low weight given to the MME99 data may indicate possible systematic errors, an underestimation of the random errors or incomplete modelling. The HPs obtained suggest that the EF99 sample is more reliable than the MME99 data. The galaxy clusters in the EF99 sample were selected for their high X-ray luminosity and relaxed morphology, whereas the selection criteria in MME99 was to build a flux-limited sample. Therefore, we see at least two effects that can make the EF99 sample more robust in providing a stable central value of the gas fraction: (i) the systematics due to non-homogeneous objects are more under control and (ii) the observed dependence of the value of gas mass fraction upon the plasma temperature (and luminosity, as consequence of the tight $`LT`$ relation observed in galaxy clusters; e.g. Ettori, Allen & Fabian 2001 for an application of HPs to this relation) makes the selection in luminosity (instead of flux) a more robust way to select objects in the upper end of the gas mass fraction distribution.

Being concerned about the high Hubble constant, we applied the Bootstrap method (Efron 1982) to baryon mass fraction data to ensure that there are no outlying clusters which could alter the significance of the obtained best fit values. We created 2000 synthetic catalogs selected from the two samples. The histograms of the best fit points for $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$ for these bootstrap realizations are in very good agreement with the presented results.

The joint analysis of cosmological probes (e.g. Bahcall et al. 1999 and Efstathiou et al. 1999) suggests a flat Universe with $`\mathrm{\Omega }_\mathrm{m}0.3`$. We fix $`\mathrm{\Omega }_\mathrm{m}`$ to 0.3 and to 0.2 and plot 1 dimensional likelihood distributions of $`h`$. These plots are shown in Figure 4. For fixed $`\mathrm{\Omega }_\mathrm{m}=0.3`$ the best fit points of $`h`$ are 0.64 and 0.78 for EF99 and MME99, respectively. The joint 1-dimensional likelihood distribution peaks at $`h`$ = 0.72 using the standard and at $`h`$ = 0.66 using the HPs approach. Note the good agreement of the best fit value of $`h`$ for both data with the F01 result. When $`\mathrm{\Omega }_\mathrm{m}`$ is fixed to be 0.2, the plots shift significantly to the right, with best fit points $`h=1.03,1.11,1.07`$ and 1.03 for EF99, MME99, standard joint analysis and HPs approach, respectively.

We conclude that the baryon fraction data on its own cannot constrain each of the two parameters, but only their combination, $`\mathrm{\Omega }_\mathrm{m}h^{0.5}0.25`$. Therefore, although the likelihood peak is at a high value of $`h`$ and a low value of $`\mathrm{\Omega }_\mathrm{m}`$, we should not attach much significance to the individual values. To constrain the individual values of $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$ we now combine the baryon fraction data with the cepheid sample.

## 4 Combining the baryon fraction and the cepheid data

We present our results for the combined analysis in Figure 5. It can be seen that the high contour regions obtained for $`h`$ with the cluster data have decreased significantly. The confidence regions are a lot tighter than the confidence regions of the single data sets alone, thus giving stronger constraints.

Table 3 and Table 4 show the best fit values and $`68\%`$ confidence limits of $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$, respectively. The best fit points of the parameters lie within the confidence limits, indicating that the likelihood distributions are well behaved. The dominating data sets are the cepheid-calibrated distance indicators. This is expected, since the uncertainties on $`h`$ are much larger for the cluster samples.

The resulting HPs of our analysis are 0.6 (EF99), 0.1 (MME99), 1.8 (SNIa), 2.7 (TF), 0.5 (FP) and 3.3 (SBF). The HPs are actually almost identical to the HPs derived for the individual data sets in section 2 and 3. We also see that the dominance of the cepheid data relative to the baryon fraction data. Since the cepheid data only constrain $`h`$, this leads to a narrower error bar for $`h`$ in the HPs analysis compared with the joint $`\chi ^2`$ (which give equal weight to each of the 6 data sets). Since the cepheid data have no information about $`\mathrm{\Omega }_\mathrm{m}`$ but have higher HP values, the error bar on $`\mathrm{\Omega }_\mathrm{m}`$ is wider in the HPs analysis.

Another interesting result is that the HPs analysis probes a parameter space in good agreement with the results from 2dF Galaxy Survey and CMB anisotropy measurements. The right panel of Figure 5 shows that our combined analysis is consistent with other measurements.

## 5 Discussion

We have presented applications of a generalised procedure, ‘Hyper-Parameters’ (HPs), for analysing a set of different measurements. We performed a combined analysis of baryon fraction in clusters and cepheid-calibrated distances. We used the HPs formalism for joint analyses of the data sets to constrain the cosmological parameters $`h`$ and $`\mathrm{\Omega }_\mathrm{m}`$ (assuming a flat universe) and to check the reliability of the data sets.

Using the baryon mass fraction in clusters, we obtained a very high best fit for $`h`$ . However, Figure 3 shows a strong correlation between $`h`$ with $`\mathrm{\Omega }_\mathrm{m}`$, $`\mathrm{\Omega }_\mathrm{m}h^{0.5}0.25`$. The addition of the cepheid sample to the cluster data changed significantly the best fit values, $`h=0.72`$ and $`\mathrm{\Omega }=0.26`$. This is not surprising, as the accurate cepheid-calibrated distances dominate the joint likelihood.

Recently, Douspis et. al (2001) combined CMB data with a fixed value for baryon fraction $`f_\mathrm{b}=0.048h^{1.5}+0.014`$ and found $`\mathrm{\Omega }_\mathrm{m}0.4`$, $`h0.6`$. Their results are in agreement with our derived combination, $`\mathrm{\Omega }_\mathrm{m}h^{0.5}0.25`$ and in marginal agreement with our best fit values for $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$, derived from the joint analysis of baryon fraction and the cepheid data. Our analysis differs from theirs in the sense that we have used individual gas fraction values for each of the $`80`$ clusters in our sample, allowing self-consistency for the dependence of the gas fraction on $`\mathrm{\Omega }_\mathrm{m}`$.

More recently, Allen et. al (2002) used gas mass fraction measurements of 6 relaxed clusters observed with the Chandra Observatory, the HST Key Project value for $`H_0`$ and the and Big-Bang nucleosynthesis value for $`\mathrm{\Omega }_\mathrm{b}h^2`$ to constrain $`\mathrm{\Omega }_\mathrm{m}`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$. The value they obtain for $`\mathrm{\Omega }_\mathrm{m}`$ is again in very good agreement with our results.

In our analysis, we have found that HPs assigned to the cluster samples are lower than the values assigned to cepheid-calibrated distances. Indeed, it is worth noticing that some systematic uncertainties affect $`f_{\mathrm{gas}}`$ when it is estimated under the assumption of an isothermal gas in hydrostatic equilibrium with the dark matter gravitational potential, like in this paper. Some aspects of the physics of the ICM still need further understanding (e.g. the measurement of the total mass changes in presence of a gradient in the temperature profile and/or supporting pressure from non thermal component) and will be addressed in the near future with the current X-ray missions Chandra (Weisskopf et al. 2000) and XMM-Newton (Hasinger et al. 2001). Moreover, we have not taken into account all contribution from baryons in dark matter to the cluster baryon budget.

There are also significant systematic uncertainties in the HST Key Project Result which should be addressed in the future. These uncertainties, discussed in detail in F01, are mainly due to the errors in the adopted distance modulus to the Large Magellanic Cloud (LMC) upon which the Cepheid period-luminosity relation is strongly dependent. Furthermore, the effects of reddening and metallicity on the Cepheid period-luminosity relation maybe stronger than expected (Shanks et al. 2002). It is also worth noting that the local variations in the expansion rate due to large scale velocities may effect the accurate determination of $`H_0`$ (eg. Turner, Cen $`\&`$ Ostriker 1992).

Although our analysis is free of assumptions about the power spectrum of fluctuations, the results we obtain are in remarkable agreement with the $`\mathrm{\Lambda }`$-Cold Dark Matter ‘concordance’ parameters (e.g Figure 5) derived from the Cosmic Microwave Background anisotropies combined with Supernovae Ia, 2dF galaxy redshift survey and other probes.

## ACKNOWLEDGEMENTS

We thank Steve Allen, Sarah Bridle, Wendy Freedman, Jeremy Mould and Jerry Ostriker for their helpful comments. PE acknowledges support from the Middle East Technical University, Ankara, Turkey, the Turkish Higher Education Council and Overseas Research Trust.

## Appendix A Estimation of the gas fraction

For an isothermal plasma in hydrostatic equilibrium, the gas mass fraction, $`f_{\mathrm{gas}}`$, is calculated as the ratio of the mass of the gas and of the total gravitating mass, $`M_{\mathrm{grav}}`$, within the radius, $`R_\mathrm{\Delta }`$, at which the given mean overdensity of the total mass within cluster, $`\mathrm{\Delta }`$, with respect to the background value, $`\mathrm{\Omega }_\mathrm{m}\rho _\mathrm{c}`$, is reached:

$$f_{\mathrm{gas}}=\frac{M_{\mathrm{gas}}(<R_\mathrm{\Delta })}{M_{\mathrm{grav}}(<R_\mathrm{\Delta })}=\frac{4\pi _0^{R_\mathrm{\Delta }}\rho _{\mathrm{gas}}(r)r^2𝑑r}{\frac{kT_{\mathrm{gas}}R_\mathrm{\Delta }}{G\mu m_\mathrm{p}}\left(\frac{\mathrm{ln}\rho _{\mathrm{gas}}}{\mathrm{ln}r}\right)_{r=R_\mathrm{\Delta }}},$$
(4)
where $`R_\mathrm{\Delta }=\theta d_{\mathrm{ang}}`$ is the physical radius, $`\theta `$ is the angular separation, $`d_{\mathrm{ang}}`$ is the angular diameter distance, $`T_{\mathrm{gas}}`$ is the ICM temperature, $`k`$ is the Boltzmann constant, $`\mu `$ is the mean molecular weight in a.m.u. ($`0.6`$), $`G`$ is the gravitational constant and $`m_\mathrm{p}`$ is the proton mass.

The surface brightness, $`S(\theta )`$ is given by the integral along the line of sight:

$$S(\theta )\rho _{\mathrm{gas}}^2T_{\mathrm{gas}}^{0.5}𝑑l.$$
(5)
Hence, the gas density, $`\rho _{\mathrm{gas}}`$ is proportional to $`d_{\mathrm{ang}}^{0.5}`$. Combining this with the other dependence in Eq. 4,

$$f_{\mathrm{gas}}\frac{d_{\mathrm{ang}}^{30.5}}{d_{\mathrm{ang}}}=d_{\mathrm{ang}}^{1.5}h^{1.5}.$$
(6)
For $`\mathrm{\Omega }_\mathrm{k}=0`$, $`d_{\mathrm{ang}}`$ can be written as

$$d_{\mathrm{ang}}=\frac{c}{H_0(1+z)}\{\begin{array}{cc}z\hfill & \text{if }\mathrm{\Omega }_\mathrm{m}=0\hfill \\ _0^z\frac{\mathrm{\Omega }_\mathrm{m}^{1/2}d\zeta }{\left[(1+\zeta )^3+\mathrm{\Omega }_\mathrm{m}^11\right]^{1/2}}\hfill & \text{otherwise}\hfill \end{array}$$
(7)
The mean overdensity, $`\mathrm{\Delta }`$, for $`\mathrm{\Omega }_\mathrm{k}`$= 0 is given by (e.g. Kitayama & Suto 1996; Henry 2000)

$$\mathrm{\Delta }(\mathrm{\Omega }_\mathrm{m},z)=\mathrm{\Delta }(\mathrm{\Omega }_\mathrm{m}=1)\left[1+0.4093\left(\mathrm{\Omega }_{\mathrm{m},z}^11\right)^{0.9052}\right],$$
(8)
where $`(\mathrm{\Omega }_{\mathrm{m},z}^11)=(\mathrm{\Omega }_\mathrm{m}^11)/(1+z)^3`$.

The observed mass profile is calculated as

$$M_{\mathrm{grav}}(<R_\mathrm{\Delta })=(4/3)\pi R_\mathrm{\Delta }^3\mathrm{\Omega }_\mathrm{m}\rho _\mathrm{c}(1+z)^3\mathrm{\Delta }$$
(9)
and is proportional to $`R_\mathrm{\Delta }`$ for a virialised system so that

$$R_\mathrm{\Delta }(\mathrm{\Omega }_\mathrm{m}\mathrm{\Delta })^{0.5}.$$
(10)
## Appendix B Hyper-Parameters

Lahav et al. (2000) (see also Bridle 2000, Lahav 2001a & 2001b), generalised the standard procedure of combining likelihoods using the ’Hyper-Parameters’ approach. The conventional way of combining likelihood functions of different data sets is either to give all the sets the same statistical weight or to assign weights in an ad-hoc way. The ‘Hyper-Parameters’ method generalises this approach by assigning each data a relative weight.

Given two independent data sets $`D_A`$ and $`D_B`$ (with $`N_A`$ and $`N_B`$ data points respectively), our approach is to combine the $`\chi ^2`$s in the following manner:

$$\chi _{\mathrm{joint}}^2=\alpha \chi _A^2+\beta \chi _B^2,$$
(11)
where $`\alpha `$ and $`\beta `$ are ‘Hyper-Parameters’(HPs). The maximum likelihood of a given model is estimated by minimising the above quantity. We calculate the $`\chi ^2`$s using the equation below:

$$\chi ^2=\frac{1}{\sigma _i^2}[x_{\mathrm{obs},i}x_{\mathrm{pred},i}(𝐰)]^2$$
(12)
where the sum is over the number of measurements, $`\sigma _i`$ is the error for each data point and $`𝐰`$ is the vector of free parameters we wish to determine (e.g. $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$).

The HPs are eliminated by marginalisation over $`\alpha `$ and $`\beta `$:

$$P(𝐰|D_A,D_B)=P(𝐰,\alpha ,\beta |D_A,D_B)𝑑\alpha 𝑑\beta .$$
(13)
In order to evaluate the above integral, we use Bayes’ theorem to write the following relations:

$$P(𝐰,\alpha ,\beta |D_A,D_B)=\frac{P(D_A,D_B|𝐰,\alpha ,\beta )P(𝐰,\alpha ,\beta )}{P(D_A,D_B)},$$
(14)
and

$$P(𝐰,\alpha ,\beta )=P(𝐰|\alpha ,\beta )P(\alpha ,\beta ).$$
(15)
We also assume the following:

$$P(D_A,D_B|𝐰,\alpha ,\beta )=P(D_A|𝐰,\alpha )P(D_B|𝐰,\beta ),$$
(16)
$$P(𝐰|\alpha ,\beta )=const.,$$
(17)
and

$$P(\alpha ,\beta )=P(\alpha )P(\beta ).$$
(18)
We take the prior probabilities in Eq. 18 as Jeffreys‘ uniform priors in the log, $`P(\mathrm{ln}\alpha )=P(\mathrm{ln}\beta )=1`$. Assuming Gaussianity, we write $`P(D_A|𝐰,\alpha )\alpha ^{N_A/2}\mathrm{exp}(\frac{\alpha }{2}\chi _A^2)`$ and similarly for $`D_B`$. It then follows that the probability for the parameters $`𝐰`$ given the data sets is:

$$2\mathrm{ln}P(𝐰|D_A,D_B)=N_A\mathrm{ln}(\chi _A^2)+N_B\mathrm{ln}(\chi _B^2).$$
(19)
To find the best fit parameters $`𝐰`$ requires us to minimise the above probability in the $`𝐰`$ space. It is as easy to calculate this statistic as the standard $`\chi ^2`$, and it can be generalized for any number of data sets.

Since $`\alpha `$ and $`\beta `$ have been eliminated from the analysis by marginalisation they do not have particular values that can be quoted. Rather, each value of $`\alpha `$ and $`\beta `$ has been considered and weighted according to the probability of the data given the model. It can be shown that the ‘weights’ are $`\alpha _{\mathrm{eff}}=\frac{N_A}{\chi _A^2}`$ and $`\beta _{\mathrm{eff}}=\frac{N_B}{\chi _B^2}`$, both evaluated at the joint peak.


format: text

text:
# Transmission curves and effective refraction indices of MKO near infrared consortium filters at cryogenic temperatures

## 1 Introduction

Near infrared imaging observations are usually made using a set of “standard” filters, the most popular being J, H, K which match the 3 regions of clear atmospheric transmission at near infrared wavelengths, i.e. between 1.1 and 2.5 $`\mu `$m. Although these bands were first defined long ago (see Johnson johnson1 (1962), johnson2 (1964), johnson3 (1968)), no standard recipe exists for defining and manufacturing these filters. Consequently, different filters were used in different observatories and, in several cases, the filter transmission curve at the operating temperature of IR instruments ($``$77 K) is not available (see e.g. Moro & Munari munari (2000)).

Contrary to the broad-band filters at optical wavelengths, several of which can be manufactured using combinations of commercial coloured glasses, those for IR observations can only be produced by multi-layers coating. Although some firms have produced standard astronomical IR filters for many years, the stability of their characteristics is not always satisfactory. An instructive example is comparing the transmission curves of the standard J filters manufactured by the same company for ESO and for the TNG (dotted and dashed curves in Fig. 1, respectively).

Clarifying this situation has been one of the main aims of the MKO near-infrared filter consortium (Simons & Tokunaga gemini1 (2002), Tokunaga et al. gemini2 (2002)). Thanks also to the organizational effort of A. Tokunaga, a large number of observatories throughout the world could recently purchase a uniform set of carefully defined, high quality filters at an affordable price.

Since direct measurements of the transmission of these filters at cryogenic temperatures are scarce or, for some of them, lacking altogether, we report here accurate spectral scans at 78 K for the set of filters purchased for the multi-mode IR instrument of the Italian 3.5m telescope (TNG). The broad-band filters were purchased as part of the first MKO filter consortium in 1998 that used OCLI as the filter vendor. The narrow-band filters were purchased as part of a separate filter consortium organized in 2000. We plan to repeat these measurements roughly every year to monitor the aging of the coating layers (if any), the results will be made available in the TNG web page (www.tng.iac.es/IRfilters.html) where one can also found the data presented here in electronic form.

## 2 Measurements

The data were collected in May 2001 using NICS, the near infrared camera and spectrometer which is permanently mounted on the Italian TNG telescope in La Palma. This instrument is a FOSC–type cryogenic focal reducer equipped with two interchangeable cameras feeding a Rockwell Hawaii 10242 array. The camera used for the spectroscopic observations has a focal ratio of F/4.3 and yields a sky projected scale of 0.25”/pixel. The spectroscopic modes are achieved by means of an Amici prism and a series of glass–resin grisms which can be inserted in the $``$ 22 mm collimated beam (see e.g. Baffa et al. baffa01 (2001)).

All the grisms used for these measurements have their dedicated order sorter rigidly mounted inside the grism holder. Consequently, normal long-slit spectroscopic data are collected with the filter wheel in the “open” position. Therefore, by inserting a filter in the filter wheel, one can measure its transmission at the wavelengths covered by the disperser.

The measurements were performed as follows. A cold entrance slit of 0.095 mm, with a projected size of 2 pixels onto the array, was illuminated by an halogen lamp through a diffuser. After the collimator, the light passed through a Lyot stop, the filter and grism wheels before reaching the camera and the detector. A first series of spectra of the halogen lamp were taken by inserting one of the dispersers available in the grism wheel followed, immediately after, by a series of spectra with a filter inserted in the filter wheel and, again, by measurements of the halogen lamp without any filter. Integration times were identical for all frames and long enough to obtain between 5000 and 30000 $`e^{}`$ per pixels at all the wavelengths of interest, i.e. a good level of illumination remaining well below the limits of non-linearity. Each of these cycles lasted a few minutes during which the input flux from the lamp was found to be stable within better than 1%.

The dispersers used were the grisms IJ (0.89–1.45 $`\mu `$m, 5.5 Å/pix), JH (1.15–1.75 $`\mu `$m, 6.6 Å/pix), JK’ (1.15–2.20 $`\mu `$m, 11.6 Å/pix) and HK (1.40–2.50 $`\mu `$m, 11.2 Å/pix) which allowed determining the filters transmission with quite fine spectral details. Measurements with a factor of about 10 lower dispersion, i.e. at $`\lambda /\mathrm{\Delta }\lambda 100`$, were also taken with the Amici prism (0.8–2.6 $`\mu `$m), these data were particularly useful to estimate the out-of-band blocking factor which, in the red part of the spectrum, and up to array cutoff wavelength of 2.6 $`\mu `$m, could be checked to a level of about 0.01%

The transmission of a given filter was simply determined by dividing frames taken with and without the filter in the collimated beam. Given the very high s/n ratio of the spectra, the internal errors of the measurements are negligibly small. The actual accuracy of the curves is practically limited by systematic effects due, for example, to the fact that the filters are tilted by 3–5 degrees relative to the optical axis and, when they are inserted in the beam, shift the pupil image by $``$0.2 mm, i.e. $``$1% of the pupil diameter. Therefore, slightly different parts of the dispersers were illuminated in the measurements with and without the filter. Nevertheless, each filter transmission could be independently determined using at least two different dispersers and, consequently, we could estimate that the systematic errors are $`<`$4% in the absolute values and $``$1% in the shape of the curves.

Wavelength calibration was performed using exposures of Ar and Xe lamps which were taken before/after every change of disperser, the dispersion was always found to be stable within $`<`$0.1 pixels, i.e. a factor of $`>`$20 better than the $`\lambda /\mathrm{\Delta }\lambda 1000`$ resolving power of the spectra.

The variation of the transmission curves with incidence angle was determined by extracting spectra at different distances for the array center. The data for narrow band filters spanned a range of incidence angle from 3o to 6.5o while those for broad band filters extended between 5o and 7.6o.

## 3 Results

The measured transmissions of the MKO near-infrared consortium filters mounted in NICS are displayed in Fig. 1 which also includes, for comparison, the curves relative to the standard J filter (see the caption for details). The corresponding half-power points and average transmissions are summarized in Table 1.

Fig. 2 is a zoom on the transmission curves of the narrow band filters and includes measurements taken at different incidence angles. The shift of the central wavelength and half power points can be well represented by the relationship

$$\lambda (\theta )\lambda (0^o)\sqrt{1\frac{\mathrm{sin}^2\theta }{n_{\mathrm{eff}}^2}}$$
(1)
where $`n_{\mathrm{eff}}`$ is the effective refraction index. Within the range of angle spanned by our measurements, all the data are compatible with $`n_{\mathrm{eff}}2`$, a quite typical value for IR interference filters (see e.g. Vanzi et al. vanzi (1998))

## 4 Conclusions

This paper reports measurements of the spectral transmission at 78 K of 4 broad-band filters of the Mauna Kea Observatories (MKO) near-infrared filter set and 5 additional narrow-band filters. The measured curves confirm the good quality of most of the filters and could be useful to all those observatories who are, or will be using the same filters. The transmission curves are also available in electronic form on the TNG web pages (www.tng.iac.es/IRfilters.html). We plan to repeat these measurements roughly every year to monitor the aging of the coating layers (if any), the results will be made available on the same web pages.

###### Acknowledgements.

We are grateful to Alan Tokunaga for all his work and efforts in organizing the consortium and taking care of the contacts with the manufacturing companies. This paper is based on observations made with the Italian Telescopio Nazionale Galileo (TNG) operated on the island of La Palma by the Centro Galileo Galilei of the CNAA (Consorzio Nazionale per l’Astronomia e l’Astrofisica) at the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias.


text:
# Experimental properties of Bose-Einstein condensates in 1D optical lattices: Bloch oscillations, Landau-Zener tunneling and mean-field effects

## I Introduction

In a very short time after their first observation, Bose-Einstein condensates (BECs) have advanced from being mere physical curiosities to the status of well-studied physical systems . A host of diverse and interesting phenomena such as collective modes, quantized vortices, and solitons, to name but a few, have been extensively investigated and are now well understood . Going from the harmonic potentials used in the experiments mentioned above to optical lattices  constitutes a natural extension of the experimental efforts to periodic potentials and has opened up new avenues for research. So far, experiments using periodic potentials have focused mainly on Bragg scattering  and, more recently, on phase properties, involving such intriguing concepts as number squeezing  and the Mott insulator transition . Some interesting work has also been done on superfluid properties of BECs in optical lattices .

In the present work we report on experiments with Bose-Einstein condensates adiabatically loaded into one-dimensional optical lattices . In particular, we look at the dynamics of the BEC when the periodic potential provided by the optical lattice is accelerated, leading to Bloch oscillations and L-Z tunneling. We then proceed to use L-Z tunneling as a tool for measuring the effects of the mean-field interaction between the atoms in the condensate. The modification of the L-Z tunneling rate in the presence of interactions can be interpreted in terms of an effective potential, and we obtain good qualitative agreement with a recent theoretical study using this approach .

This paper is organized as follows: After briefly introducing some essential ideas and terminology used in the theoretical treatment of cold atoms in optical lattices (Sec. II), we describe our experimental apparatus in Sec. III. After presenting in Sec. IV the results of preliminary experiments on the calibration of the lattice and on the effects of the condensate micromotion, we turn to the subject of Bloch oscillations in accelerated lattices in Sec. V. The following section VI deals with L-Z tunneling and leads on to a discussion of mean-field effects in Sec. VII. In Sec. VIII we present our conclusions and an outlook on further studies, followed by an Appendix in which we discuss various parameters relevant to the description of our system as an array of tunneling junctions.

## II Cold atoms in periodic structures: basic concepts

The properties of cold atoms in conservative optical lattices (i.e. far-detuned, so spontaneous scattering is negligible) bear a strong resemblance to the behaviour of electrons in crystal lattices in condensed matter physics and have, therefore, enjoyed increasing interest since the early days of laser cooling. There are a number of excellent review papers on the subject , so in the following we shall only briefly review some basic concepts and establish conventions and notations for the remainder of this work.

The physical system we are considering consists of a Bose-Einstein condensate in a periodic potential created by two interfering linearly polarized laser beams with parallel polarizations. The potential seen by the atoms stems from the ac-Stark shift created by an off-resonant interaction between the electric field of the laser and the atomic dipole. This results in an optical lattice potential of the form

$$U(x)=U_0\mathrm{sin}^2(\pi x/d),$$
(1)
where $`d`$ is the distance between neighbouring wells (lattice constant) and

$$U_0=(2/3)\mathrm{}\mathrm{\Gamma }(I/I_0)(\mathrm{\Gamma }/\mathrm{\Delta }),$$
(2)
is the depth of the potential , where $`I`$ is the intensity of one laser beam, $`I_0`$ is the saturation intensity of the $`{}_{}{}^{87}\mathrm{Rb}`$ resonance line, $`\mathrm{\Gamma }`$ is the decay rate of the first excited state, and $`\mathrm{\Delta }`$ is the detuning of the lattice beams from the atomic resonance. If the momentum spread of the atoms loaded into such a structure is small compared to the characteristic lattice momentum $`p_B=2\mathrm{}\pi /d`$, then their thermal de Broglie wavelength will be large compared to the lattice spacing $`d`$ and will, therefore, extend over many lattice sites. The condensates used in our experiment have coherence lengths comparable to their spatial extent of $`10\mu \mathrm{m}`$, which should be compared to typical lattice spacings in the region of $`0.41.6\mu \mathrm{m}`$. A description in terms of a coherent delocalized wavepacket within a periodic structure is then appropriate and leads us directly to the Bloch formalism first developed in condensed matter physics. As will be explained in the following section, we could vary the lattice spacing $`d`$ by changing the angle between the lattice beams. In this article, the lattice spacing $`d`$ always refers to the respective geometries of the optical lattices used.

In a lattice configuration in which the two laser beams with wavevector $`k_L`$ are counter-propagating, the usual choices of units are the recoil momentum $`p_{rec}=\mathrm{}k_L=mv_{rec}`$ and the recoil energy $`E_{rec}=\mathrm{}^2k_L^2/2m`$. In the case of an angle-geometry, with the angle $`\theta `$ between the lattice beams (see Fig. 1), it is more intuitive to base the natural units on the lattice spacing $`d=\frac{\pi }{k_L\mathrm{sin}(\theta /2)}`$ and the projection $`k=\pi /d`$ of the laser wavevector $`k_L`$ onto the lattice direction. One can then define a Bloch momentum $`p_B=2\mathrm{}\pi /d=mv_B`$, corresponding to the full extent of the first Brillouin zone or, alternatively, to the net momentum exchange in the lattice direction between the atoms and the two laser beams. Possible choices for the energy unit are either the Bloch energy defined as $`E_B=\mathrm{}^2(2\pi )^2/md^2`$, or an ‘effective’ recoil energy $`E_{rec}(\theta )=E_B/8`$, where the parameter $`\theta `$ indicates the dependence on the lattice geometry . As an intuitive choice for the natural units for the lattice depths is the geometry dependent recoil energy $`E_{rec}(\theta )`$, we shall quote the lattice depth $`U_0`$ in units of this scaled recoil energy; for simplicity of notation we shall write $`E_{rec}`$, where it is understood that this always refers to the respective lattice geometries. In Sec. IV on the calibration of the lattice depth, we also use the parameter $`s=U_0/E_{rec}`$. Throughout the paper, velocities and momenta will be quoted in units of the Bloch momentum $`p_B`$ and Bloch velocity $`v_B`$.

In the tight-binding limit ($`U_010E_{rec}`$), the condensate in the lattice can be approximated by wavepackets localized at the individual lattice sites (Wannier states). This description is more intuitive than the Bloch picture in the case of experiments in which the condensate is released from a (deep) optical lattice into which it had previously been loaded adiabatically. In the present work, this description is only made use of in Sec. 3 and in the Appendix, where the Wannier states are approximated by Gaussian functions.

## III Experimental Setup

Our apparatus for creating Bose-Einstein condensates is described in detail in . Briefly, we use a double-MOT setup in order to cool and capture $`{}_{}{}^{87}\mathrm{Rb}`$ atoms and transfer them into a time-orbiting potential (TOP) trap. Starting with a few times $`10^7`$ atoms in the magnetic trap, we evaporatively cool the atoms down to the critical temperature for condensation in $`30\mathrm{s}`$, obtaining pure condensates containing up to $`2\times 10^4`$ atoms. After condensation, the magnetic trap is adiabatically relaxed to mean trap frequencies $`\overline{\nu }_{trap}`$ on the order of $`2060\mathrm{Hz}`$, resulting in a variation of the condensate peak density between $`2\times 10^{13}\mathrm{cm}^3`$ and $`10^{14}\mathrm{cm}^3`$ .

The optical lattice was realized using two linearly polarized Gaussian beams (waist $`1.8\mathrm{mm}`$, maximum power $`3\mathrm{mW}`$) independently controlled by two acousto-optic modulators (AOMs) and detuned by about $`3060\mathrm{GHz}`$ above or below the rubidium resonance line. The lattice constant $`d`$ could be varied through the angle $`\theta `$ between the laser beams, as shown in Fig. 1. Both horizontal and vertical optical lattices with various angles $`\theta `$ were realized. Furthermore, by introducing a frequency difference $`\delta `$ between the two beams, the lattice could be moved at a constant velocity $`v_{lat}=\frac{\lambda }{2\mathrm{sin}(\theta /2)}\delta `$ or accelerated with an acceleration $`a=\frac{\lambda }{2\mathrm{sin}(\theta /2)}\frac{d\delta }{dt}`$. While in the countere-propagating geometry lattice depths up to $`2E_{rec}`$ were realized, in the angle-geometry lattice depths up to $`20E_{rec}`$ could be realized.

## IV Preliminary Experiments

In order better to understand the effect of the lattice on the condensate and to calibrate the theoretically calculated lattice depth against experimental values, we performed a series of preliminary experiments in conditions in which we expected mean-field effects to be negligible, i.e. either with the condensate in a weak magnetic trap (after adiabatic relaxation), resulting in a low condensate density, or by loading the condensate into the lattice after switching off the magnetic trap. In the latter case, for horizontal lattice configurations the condensate was in free fall after switching off the TOP-trap, limiting the interaction time with the lattice to $`1015\mathrm{ms}`$. In all experiments, the condensate was observed after $`1020\mathrm{ms}`$ of time-of-flight by flashing on a resonant imaging beam for $`20\mu \mathrm{s}`$ and observing the shadow cast by the condensate onto a CCD-camera.

### A Calibration of the lattice

#### 1 Rabi oscillations

If we abruptly switch on an optical lattice moving at a speed $`\frac{1}{2}v_B`$, then in the band-structure picture the condensate finds itself at the edge of the Brillouin zone where the first and second band intersect at zero lattice depth. Raising the lattice up to a final depth of $`U_0`$ opens up a band-gap of width $`\mathrm{\Delta }E=U_0/2`$ in the shallow lattice limit, and hence the populations of the two bands  accumulate a phase difference $`\mathrm{\Delta }\varphi =\frac{U_0}{2\mathrm{}}t`$, which results in the two populations getting back into phase (modulo $`2\pi `$) after a time $`\tau _{\mathrm{Rabi}}=\frac{2h}{U_0}`$. In the rest frame of the laboratory, one observes Rabi oscillations  between the momentum classes $`|p=0`$ and $`|p=p_B`$ in the shape of varying populations of the corresponding diffraction peaks observed after a time-of-flight (see Fig. 2). From the oscillation frequency $`\mathrm{\Omega }_R`$ we could then calculate the lattice depth $`U_0=2\mathrm{}\mathrm{\Omega }_R`$, yielding results that fell short by about $`2025`$ percent of the calculated value. We attribute the discrepancy between the experimental and theoretical values mainly to the uncertainty in our laser intensity measurements and to imperfections in the lattice beam cross-section and polarization.
As pointed out in , an alternative way of interpreting the observed Rabi oscillations in this kind of experiment is to consider a two-photon Raman coupling between the two momentum states, whose energies differ by $`\mathrm{\Delta }E=2\mathrm{}^2k^2/m=4E_{rec}`$. The coupling is resonantly enhanced if the frequency difference $`\delta `$ between the two lattice beams matches $`\mathrm{\Delta }E/h`$, i.e. if the lattice velocity $`v_{lat}=\frac{\lambda }{2}\delta =\frac{\mathrm{}k}{m}=\frac{1}{2}v_B`$, as before. The two-photon Rabi frequency for the beam intensities corresponding to a lattice depth $`U_0`$ can be easily calculated and, again, gives $`\mathrm{\Omega }_R=U_0/2\mathrm{}`$.

#### 2 Analysis of the interference pattern

If the depth of a stationary lattice is increased on a timescale comparable to the inverse of the chemical potential of the condensate (in frequency units), then the condensate can adiabatically adapt to the presence of the periodic potential . When the lattice has reached its final depth, the system is in a steady state with the condensate distributed among the lattice wells (in the limit of a sufficiently deep lattice in order for individual lattice sites to have well-localized wavepackets). If the lattice is now switched off suddenly, the individual (approximately) Gaussian wavepackets at each lattice site will expand freely and interfere with one another. (In this case a tight-binding approximation is more intuitive than a Bloch wave approach.) The resulting spatial interference pattern after a time-of-flight of $`t`$ will be a series of regularly spaced peaks with spacing $`v_Bt`$, corresponding to the various diffraction orders, with a Gaussian population envelope of width $`\mathrm{}t/m\sigma `$, where $`\sigma `$ is the width of the wavepackets at the individual lattice sites. In particular, Pedri et al. have shown  that the relative populations $`P_{\pm 1}`$ of the two symmetric plus and minus first order peaks with respect to the zeroth-order central peak are given by $`P_{\pm 1}=\mathrm{exp}(4\pi ^2\sigma ^2/d^2)`$ . For deep lattice wells, $`\sigma /d`$ can be found by making a harmonic approximation to the sinusoidal lattice potential about a potential minimum, giving a Gaussian width $`\sigma =d/\pi s^{1/4}`$. For the relatively shallow lattice used in our experiments ($`s<20`$), however, this approximation is not very accurate. Instead, we used a variational ansatz for a Gaussian wavepacket in a sinusoidal potential. The resulting transcendental equation can be solved numerically to yield $`\sigma `$ (see Ref.  and Appendix). Alternatively, we can find an analytical expression for the lattice depth as a function of the measured side-peak population, giving

$$s_{exp}=\frac{16}{[\mathrm{ln}(P_{\pm 1})]^2}P_{\pm 1}^{1/4}.$$
(3)
This expression can be used directly to calibrate the lattice based on a measurement of the side-peak populations. Figure 3 shows the lattice depth $`s_{exp}`$ as inferred from the above equation by measuring the populations of the zeroth and plus/minus first order diffraction peaks plotted against the lattice depth $`s_{calc}`$ calculated from the beam intensity and detuning, taking into account the losses at the cell windows ($`8`$ percent). A straight line fit gives $`s_{exp}=(0.76\pm 0.1)s_{calc}`$, consistent with the results obtained by measuring the Rabi oscillation frequency.

#### 3 Tunneling

If the lattice beams are arranged such as to create a periodic potential along the vertical direction, for deep enough lattice potentials the condensate can be held against gravity for several hundred milliseconds. As the potential is reduced below a critical depth the condensate starts tunneling out of the lattice. If this critical depth is fairly small ($`12E_{rec}`$), then the tunneling rate can be calculated from L-Z theory. If the condensate moving with the acceleration $`a`$ crosses the band gap $`\mathrm{\Delta }E`$ at the Brillouin zone edge fast enough, the probability $`r`$ for undergoing a transition to the first excited band is given by

$$r=e^{a_c/a},$$
(4)
with the critical acceleration

$$a_c=\frac{d}{4\mathrm{}^2}(\mathrm{\Delta }E)^2.$$
(5)
If the atoms can tunnel into the second band and, therefore, effectively into the continuum, they will no longer be trapped by the lattice. Starting from this assumption, for the condensate accelerated by gravity with $`a=9.81\mathrm{m}\mathrm{s}^2`$ we can calculate $`N_{trapped}`$ the number of atoms that remain trapped after a time $`t_{lat}`$ to be

$$N_{trapped}=N_{ini}(1r)^{t_{lat}/\tau _B},$$
(6)
where $`t_{lat}`$ is an integer multiple of the Bloch period $`\tau _B=v_B/g`$ (see next section). Figure 4 shows the results of an experiment in which the condensate was loaded into a vertical lattice with lattice constant $`d=1.2\mu \mathrm{m}`$, after which the magnetic trap was switched off and the number of trapped atoms was determined after a time $`t_{lat}=10.1\mathrm{ms}=26\tau _B`$ as a function of $`s_{calc}`$. Fitting the above equation for $`N_{trapped}(t)`$ to the data, we found that the actual lattice depth was around $`75`$ percent of the value calculated from the lattice beam parameters. This value agrees with those found using Rabi oscillations and side-peak intensity.

### B Effects of the micromotion

The time-orbiting potential trap used in our experiments is an intrinsically dynamic trap which relies on the fast rotation of the bias field to create an averaged harmonic trapping potential. It has been shown, however, that the atoms in such a trap perform a small but non-negligible micromotion at the rotation frequency $`\mathrm{\Omega }_{TOP}`$ ($`2\pi \times 10\mathrm{kHz}`$ in our set-up) of the bias field . Although the spatial amplitude of this fast motion is extremely small (less than $`100\mathrm{nm}`$ for typical experimental parameters), its velocity can be as large as a few millimeters per second. As the Bloch velocities $`v_B`$ of the lattices used in our experiments lie between $`3\mathrm{mm}\mathrm{s}^1`$ and $`11.8\mathrm{mm}\mathrm{s}^1`$ (depending on the angle $`\theta `$), the micromotion velocity component along the lattice direction can be a significant fraction of the Bloch velocity. This has two consequences:
(a) If the interaction time of the lattice with the condensate is short compared to $`2\pi /\mathrm{\Omega }_{\mathrm{TOP}}=100\mu \mathrm{s}`$, the initial velocity of the condensate is undetermined to within the micromotion velocity amplitude.
(b) If, on the other hand, the interaction time with the lattice is long compared with $`2\pi /\mathrm{\Omega }_{\mathrm{TOP}}`$, the condensate oscillates to and fro in the Brillouin zone and can, if the micromotion velocity is large enough, reach the band edge and thus be Bragg-reflected. Another possible mechanism is the parametric excitation at $`\mathrm{\Omega }_{TOP}`$ of transitions to higher bands.

All of these effects are undesirable if one wants to conduct well-controlled experiments. In our setup, the micromotion takes place in the horizontal plane and was thus important when we worked with horizontal lattices. In order to minimize the detrimental effects of the micromotion, we employed two techniques:
(a) For short interaction times, we synchronized the instant at which the lattice was switched on with a given phase of the rotating bias field. This allowed us to ensure that the lattice was always switched on when the condensate velocity along the lattice direction was approximately zero. A small residual jitter, however, was still given by the sloshing (dipole oscillation) of the condensate in the magnetic trap, which was especially critical when we worked with large lattice constants (and hence small Bloch velocities).
(b) For long interaction times, we phase-modulated one of the lattice beams synchronously with the rotating bias field and with a modulation depth that resulted in the lattice ‘shaking’ with the same velocity amplitude as the micromotion. In this way, in the rest-frame of the lattice the condensate was stationary (again, save a possible sloshing motion).

Figure 5 shows the effect of method (b) in which a condensate was loaded into a lattice ($`U_02E_{rec}`$) with a $`1\mathrm{ms}`$ ramp and then left in the lattice for $`7.5\mathrm{ms}`$ before the latter was suddenly switched off. When the micromotion was not compensated by phase-modulating one of the lattice beams, the condensate appeared ‘smeared out’ when observed after a time-of-flight. Using the compensation technique eliminated this effect (Fig. 5 (c)).

## V Bloch oscillations

### A Theoretical considerations

One of the most intriguing manifestations of the quantum dynamics of particles in a periodic potential are Bloch oscillations. Their theoretical explanation is based on the evolution in the band-structure picture of a collection of particles occupying a small fraction of the Brillouin zone when the potential is switched on (meaning that in real space their wavefunctions extend over many lattice sites, which translates into temperatures well below the recoil temperature $`T_{rec}=E_{rec}/k_B`$, see Sec. II). If the lattice is switched on adiabatically, then all the atoms will end up in the lowest band. Accelerating the atoms by applying a force (real or inertial) to them will result in their being moved through the Brillouin zone until they reach the band edge. Owing to the effects of the periodic potential, at this point there is a gap between the first and second band, and unless the acceleration is large enough for the atoms to undergo a L-Z transition (see Sec. VI), they will remain in the first band and thus be Bragg-reflected back to the opposite end of the Brillouin zone. In the rest-frame of the lattice this corresponds to the atoms’ velocity oscillating to and fro between $`+\frac{1}{2}\alpha v_B`$ and $`\frac{1}{2}\alpha v_B`$ (where $`0<\alpha <1`$, depending on the lattice depth), whereas in the laboratory frame these Bloch oscillations manifest themselves as an undulating (or, for shallow lattices, almost stepwise) increase in velocity rather than the linear increase expected in the classical picture in which the atoms are ‘dragged along’ by the potential. The instantaneous velocity of the atomic wavepacket in the lattice frame can be calculated from the slope of the first band at the corresponding quasi-momentum $`q`$, giving $`v=\frac{1}{\mathrm{}}\frac{dE(q)}{dq}`$.

### B Experimental results

The condensate was loaded into the (horizontal) optical lattice with lattice constant $`d=0.39\mu \mathrm{m}`$ immediately after switching off the magnetic trap. The switch-on was done adiabatically with respect to the lattice vibration frequencies  $`\omega _{vib}=2E_{rec}\sqrt{s}/\mathrm{}`$ (valid for $`s1`$) by ramping up the lattice beam intensity over a time $`t_{ramp}100\mu \mathrm{s}`$. Thereafter, the lattice was accelerated with $`a=9.81\mathrm{m}\mathrm{s}^1`$ by ramping the frequency difference $`\delta `$ between the beams. After a time $`t_{accel.}`$ the lattice was switched off and the condensate was observed after an additional time-of-flight of $`1318\mathrm{ms}`$. Figure 6 shows the results of these measurements in the laboratory frame. The Bloch oscillations are more evident, however, if one calculates the mean velocity $`v_m`$ as the weighted sum over the momentum components after the interaction with the accelerated lattice, as shown in Fig. 7. When the instantaneous lattice velocity $`v_{lat}`$ is subtracted from $`v_m`$, one clearly sees the oscillatory behaviour of $`v_mv_{lat}`$. This result is analogous to the first observation of Bloch oscillations in cold atoms at sub-recoil temperatures . The added feature in our experiment is that by using a Bose-Einstein condensate released from a weak magnetic trap, the spatial extent of the atomic cloud is sufficiently small so that after a relatively short time-of-flight ($`1020\mathrm{ms}`$) the separation between the individual momentum classes is already much larger than the size of the condensate due to its expansion and can, therefore, be easily resolved. The mean velocity is then calculated simply by counting the number of atoms in each of these classes (the dark dots visible in Fig. 6).

## VI L-Z tunneling

We investigated the $`U_0`$ dependence for the L-Z tunneling of the condensate into the second band when crossing the edge of the Brillouin zone, and therefore, effectively to the continuum, as the gaps between higher bands were negligible for the shallow potentials used in our experiments. As in Sec. V, we loaded the condensate into the optical lattice after switching off the magnetic trap. The trap had been adiabatically expanded to a mean trap frequency $`\overline{\nu }_{trap}20\mathrm{Hz}`$ prior to switch-off, thus ensuring that the condensate density was small ($`<10^{13}\mathrm{cm}^3`$) and, therefore, mean-field effects could be neglected. After that, the lattice was accelerated to a final velocity $`nv_B`$ ($`n=1,2,\mathrm{}`$). Each time the condensate was accelerated across the edge of the Brillouin zone, according to L-Z theory a fraction $`r`$ (see Eqns. 4 and 5) underwent tunneling into the first excited band. In Fig. 8, the average velocity of the condensate after the acceleration is shown as a function of $`a`$ and $`U_0`$ along with theoretical predictions using the L-Z tunneling probability. If the final lattice velocity is $`v_B`$, one finds a final mean velocity $`v_m=(1r)v_B`$, whereas a straightforward generalization of this formula yields

$$v_m=v_B(1/r1)[1(1r)^n]$$
(7)
for a final lattice velocity of $`nv_B`$. In this case, a fraction $`r`$ of the condensate undergoes L-Z tunneling each time the Bragg resonance is crossed, with a remaining fraction $`1r`$ being accelerated further. Note that this result is only independent of the lattice depth (except through the tunneling fraction $`r`$) if the final lattice velocity is an integer multiple of $`nv_B`$. As can be seen from Fig. 8, agreement with theory is good. Again, it should be stressed here that owing to the small condensate densities, these measurements do not differ qualitatively from those using cold but uncondensed atoms .

## VII Mean-field effects

### A Theoretical considerations

In Bose-Einstein condensates, interactions between the constituent atoms are responsible for the non-linear behaviour of the BEC and can lead to interesting phenomena such as solitons  and four-wave mixing with matter waves . As the atoms are extremely cold, collisions between them can be treated by considering only $`s`$-wave scattering, which is described by the scattering length $`a_s`$. For rubidium the atomic mean-field interaction is repulsive corresponding to a positive scattering length $`a_s=5.4\mathrm{nm}`$.

For a BEC in an optical lattice, one expects an effect due to the mean-field interaction similar to the one responsible for determining the shape of a condensate in the Thomas-Fermi limit: The interplay between the confining potential and the density-dependent mean-field energy leads to a modified ground state that reflects the strength of the mean-field interaction. Applied to a BEC in a periodic potential, one expects the density modulation imposed on the condensate by the potential (higher density in potential troughs, lower density where the potential energy is high) to be modified in the presence of mean-field interactions. In particular, the tendency of the periodic potential to create a locally higher density where the potential energy of the lattice is low will be counteracted by the (repulsive) interaction energy that rises as the local density increases.

The nonlinear interaction of the condensate inside an optical lattice with lattice constant $`d=\pi /\mathrm{sin}(\theta /2)k_L`$ may be described through a dimensionless parameter

$$C=\frac{\pi n_0a_s}{k_L^2sin^2(\theta /2)}=\frac{n_0g}{E_B},$$
(8)
with $`g`$ defined in Eqn. (12), corresponding to the ratio of the nonlinear interaction term and the Bloch energy. The parameter $`C`$ contains the peak condensate density $`n_0`$ , the scattering length, and the atomic mass $`m`$. In our notation, the parameter $`C`$ always refers to the respective lattice geometries with angle $`\theta `$. From the dependence of $`C`$ on the lattice angle $`\theta `$ it follows that a small angle $`\theta `$ (meaning a large lattice constant $`d`$) will result in a large interaction term $`C`$. In our experiment, creating a lattice with $`\theta =29`$ deg (i.e. $`d=1.56\mu \mathrm{m}`$) allowed us to realize a value of $`C`$ larger by a factor of more than $`10`$ with respect to Ref.  using a comparable condensate density. Figure 9 shows our estimates for the nonlinear interaction parameter $`C`$ realized by varying the magnetic trap frequency (and, thereby, the density $`n_0`$).

In Ref. , the authors derived an analytical expression in the perturbative limit (assuming $`U_0E_B`$) for the effect of the mean-field interaction on the ground state of the condensate in the lattice. Starting from the Gross-Pitaevskii equation for the condensate wavefunction in a one-dimensional optical lattice (i.e. a one dimensional Hamiltonian equivalent to that of Eq. 11), they found that by substituting the potential depth $`U_0`$ with an effective potential

$$U_{eff}=\frac{U_0}{1+4C},$$
(9)
the effect of the mean-field interaction could be approximately accounted for. This reduction of the effective potential agrees with the intuitive picture of the back-action on the periodic potential of the density modulation of the condensate imposed on it by the lattice potential. For repulsive interactions, this results in the effective potential being lowered with respect to the actual optical potential created by the lattice beams.

### B Experimental results

In order to measure the effective potential $`U_{eff}`$, we assumed that the perturbative treatment described above can be extended to define an effective band gap $`\mathrm{\Delta }E_{eff}`$ at the edge of the Brillouin zone which for a particular interaction parameter $`C`$ can be written as

$$\mathrm{\Delta }E_{eff}=\frac{U_{eff}}{2}=\frac{U_0}{2(1+4C)},$$
(10)
where $`\mathrm{\Delta }E`$ is the value of the band gap in the absence of interactions . One can then derive the interaction parameter $`C`$ indirectly by determining the effective band gap $`\mathrm{\Delta }E_{eff}`$ from the L-Z tunneling rate $`r`$, using Eqns.(4) and (5) with the band gap $`\mathrm{\Delta }E_{eff}`$.

Figure 10 shows the results of measurements of the L-Z tunneling rate for two different values of $`C`$. In this experiment, in contrast to those described thus far, the lattice was adiabatically ramped up with the magnetic trap still on in order to maintain the condensate at a constant density. After accelerating the condensate to $`v_B`$, the magnetic trap and the lattice were both switched off and the fraction $`r`$ that had undergone tunneling (i.e. the fractional population that appeared in the zero momentum class) was measured after a time-of-flight. The effective potentials could be derived from the slopes of the linear fits in Fig. 10 and were found to be markedly different. Comparing the experimentally determined values for $`C`$ with those calculated on the basis of the experimental parameters, we found that the experimental values were larger by about a factor of $`2.5`$. In fact, we expected the predictions of  to be only approximately valid (see discussion below).

In order further to test the validity of Eqn. 10, we used two different lattice angles $`\theta `$ and varied the condensate density by changing the trap frequency. The effective potential in each case was inferred from the tunneling probability $`r`$ for a fixed lattice depth. The results of these measurements are shown in Fig. 11, along with the theoretical predictions. Clearly, the reduction of $`U_{eff}`$ with respect to the non-interacting limit is much larger for the small lattice angle, as expected from theory. The general behaviour of $`U_{eff}`$ as a function of $`C`$ is well reproduced by our results. Replacing $`C`$ by $`2.5C`$ in the formula for $`U_{eff}/U_0`$ leads to much better agreement with the experimental data, which is consistent with the results of Fig. 10.

In spite of the good qualitative agreement, we should like to point out that the model of Choi and Niu  only approximately describes our experiment, as it assumes an infinitely extended condensate and neglects the radial degrees of freedom of the condensate in the one-dimensional lattice. Especially the finite extent of the condensate in our experiment (in which only $`630`$ lattice sites were occupied by the condensate, see the Appendix) should lead to non-negligible corrections. Also, the analysis of Ref.  assumes a uniform condensate density across the entire lattice, whereas in our experiment there was a pronounced density envelope over the $`630`$ lattice wells occupied by the condensate. In the above comparison with theory we calculated $`C`$ using the peak condensate density.

## VIII Conclusions and outlook

We have presented experimental results on the adiabatic loading and subsequent coherent acceleration of a Bose-Einstein condensate in a 1D optical lattice. In the adiabatic acceleration limit we have observed Bloch oscillations of the condensate mean velocity in the lattice reference frame, whereas for larger accelerations and/or smaller lattice depths L-Z tunneling out of the lowest band occurred. The experimentally observed variation of the L-Z tunneling rate with the condensate density has been related to the mean-field interaction in the condensate leading to a reduced effective potential. Agreement with recent theoretical results is satisfactory.
A natural extension of our work on mean-field effects will consist in checking theoretical predictions concerning instabilities at the edge of the Brillouin zone  and the possibility of creating bright solitons by exploiting the nonlinearity of the Gross-Pitaevskii equation, which can compensate the negative group velocity dispersion at the band edge .

## IX Acknowledgments

This work was supported by the INFM through a PRA Project, by MURST through the COFIN2000 Initiative, and by the European Commission through the Cold Quantum-Gases Network, contract HPRN-CT-2000-00125. O.M. gratefully acknowledges a Marie-Curie Fellowship from the European Commission within the IHP Programme. The authors thank M. Anderlini for help in the data acquisition.

## An array of coupled wells - relevant parameters

The possibility of studying the dynamics of a Bose-Einstein condensate spread out coherently over a large number of wells of a periodic potential, bearing a close resemblance to an array of coupled Josephson junctions, has inspired a host of theoretical papers in the past few years. On the experimental side, phase fluctuations , Josephson oscillations  and the Mott insulator transition  have been investigated, invoking concepts and notations inherited from the physics of Josephson junctions. In order to facilitate the comparison of our work with these studies, in this Appendix we report the values pertinent to our experiment for the various parameters that are important in the description of coherent quantum effects in an array of tunneling junctions.

For the description of a condensate in an array of coupled potentials wells, the physical parameters needed to describe the dynamics of the system are the on-site interaction $`E_C`$, and the tunneling energy $`E_J`$. These quantities are defined in a variety of ways in the literature . Our calculations are based on a variational ansatz of the total Hamiltonian

$$H_{tot}=H_0+g|\mathrm{\Psi }(\stackrel{}{r})|^2=\frac{\mathrm{}^2}{2m}^2+U_0\mathrm{sin}^2(\stackrel{}{k_L}\stackrel{}{r})+g|\mathrm{\Psi }(\stackrel{}{r})|^2,$$
(11)
with the interaction parameter $`g`$ given by

$$g=4\pi \mathrm{}^2a_s/m$$
(12)
and the wavefunction $`\mathrm{\Psi }(\stackrel{}{r})`$ given by

$$\mathrm{\Psi }(\stackrel{}{r})=\underset{n}{}\psi _0(xnd)\sqrt{N_n(t)}e^{i\vartheta _n(t)}\varphi (y,z).$$
(13)
Here, $`N_n(t)`$ is the number of atoms at site $`n`$, $`\vartheta _n(t)`$ is a site-dependent phase, and $`\varphi (y,z)`$ is the part of the wavefunction perpendicular to the lattice direction. Basing the variational ansatz for $`\psi _0`$ on a Gaussian of the form $`\psi _0(x)=\frac{1}{\sigma ^{1/2}\pi ^{1/4}}\mathrm{exp}[\frac{1}{2}(x/\sigma )^2]`$ , we obtain a minimum energy wavefunction of width $`\sigma `$ which, expressed in units of the width $`\sigma _h=\frac{d}{\pi }(U_0/E_{rec})^{1/4}`$ in the harmonic approximation of the potential wells, satisfies the condition

$$\mathrm{exp}\left[\left(\frac{\sigma }{\sigma _h}\right)^2/\sqrt{U_0/E_{rec}}\right]=\left(\frac{\sigma }{\sigma _h}\right)^4.$$
(14)
This equation can be solved numerically to yield $`\sigma /\sigma _h`$.

We now define the quantities $`E_C`$ and $`E_J`$ as follows :

$`E_C=N_sg_{1\mathrm{D}}{\displaystyle 𝑑x\psi _0(x)^4},`$ (15)
$`E_J={\displaystyle 𝑑x\psi _0(x)H_0\psi _0(xd)}.`$ (16)
In the expression for $`E_C`$, the 1D interaction parameter $`g_{1\mathrm{D}}`$ is defined as

$$g_{1\mathrm{D}}=g\frac{1}{\pi \sigma _y\sigma _z},$$
(17)
where $`\sigma _{y,z}`$ are the Gaussian widths in the $`y`$ and $`z`$ directions of the radial wavefunction

$$\varphi (y,z)=\frac{1}{\pi ^{1/2}\sigma _y^{1/2}\sigma _z^{1/2}}\mathrm{exp}[\frac{1}{2}(y/\sigma _y)^2\frac{1}{2}(z/\sigma _z)^2].$$
(18)
The 1D coupling strength $`g_{1\mathrm{D}}`$ is equivalent to that derived by Olshanii in the case of a cigar shaped atomic trap. $`N_s=N_{tot}/n_{occ}`$ is the mean number of atoms per lattice site, with $`N_{tot}=_nN_n`$ the total number of condensate atoms and $`n_{occ}`$ the number of lattice sites occupied, as defined below.

As the maximum lattice depth we could experimentally achieve in the counter-propagating configuration was $`2E_{rec}`$, we have only calculated $`E_C`$ and $`E_J`$ numerically for a lattice in the angle-geometry with $`d=1.56\mu \mathrm{m}`$, as the present model only gives reasonable values for $`U_0/E_{rec}4`$. Figure 12(a) shows the dependence of the on-site interaction energy $`E_C`$ as a function of the non-linear interaction parameter $`C`$ for a constant lattice depth $`U_0=5.6E_{rec}`$. The Josephson frequency $`\nu _c=\sqrt{E_JE_C}/h`$ as a function of $`C`$ is shown in Fig. 12 (b). In Fig. 13, both $`E_J`$ and $`E_C`$ are plotted as a function of the lattice depth.

Finally, we briefly discuss the variation with $`\overline{\nu }_{trap}`$ of the number $`n_{occ}`$ of lattice sites occupied by the condensate. In a rough approximation, this number is given by the diameter of the condensate as calculated from the Thomas-Fermi limit divided by the lattice constant $`d`$. Pedri et al. have used a more refined model  to derive the expression

$$n_{occ}=1+\frac{2}{d}\sqrt{\frac{\mathrm{}}{2\pi m\overline{\nu }_{trap}}}\left(\frac{15}{8\sqrt{\pi }}N_{tot}a_s\sqrt{\frac{m\pi \overline{\nu }_{trap}}{\mathrm{}}}\frac{d}{\sigma }\right)^{1/5}.$$
(19)
Figure 14 shows $`n_{occ}`$ as a function of $`\overline{\nu }_{trap}`$ for two different lattice geometries. It is clear from this plot that in the angle-geometry, the number of wells occupied ($`<10`$) is small and hence we expect finite-size effects to be particularly important in this configuration.


text:
# Zero-bias conductance anomaly in bilayer quantum Hall systems*footnote **footnote *To appear in the proceedings of the Fourth Physical Phenomena at High Magnetic Fields (PPHMF-IV) conference.

## Abstract

Bilayer quantum Hall system at total filling factor $`\nu =1`$ shows a rich variety of broken symmetry ground states because of the competition between the interlayer and intralayer Coulomb interactions. When the layers are sufficiently close, a bilayer system develops spontaneous interlayer phase-coherence that manifests itself through a spectacular enhancement of the zero-bias interlayer tunneling conductance. We present a theory of this tunneling conductance anomaly, and show that the zero-bias conductance is proportional to the square of the quasiparticle tunneling amplitude.

Introduction: Bilayer systems consist of two 2D electron gases separated by a distance $`d`$ comparable to the typical distance between electrons within one layer, and have been intensely investigated over the past decade . Weakly disordered bilayer quantum Hall systems at total filling factor $`\nu =1`$ undergo a quantum phase transition from a compressible state to a $`\nu =1`$ quantum Hall state with spontaneous interlayer phase-coherence when the layers are sufficiently close . It is conventional to use a pseudospin to represent the layer index, where pseudospin “up” denotes a state in the top layer, and pseudospin “down” denotes a state in the bottom layer. In the pseudospin language, the phase-coherent state can be viewed as an easy-plane ferromagnet with its pseudospin polarization $`\stackrel{}{M}`$ along the $`x`$-axis, $`M_x=1`$. In analogy with ferromagnets, the low-lying excitations of a phase-coherent bilayer system are long-wavelength fluctuations of the ordered moment, i.e. pseudospin waves. These collective modes transfer charge from one layer to the other, and have a linear dispersion at long wavelengths when the interlayer tunneling amplitude $`\mathrm{\Delta }_t`$ is zero . The close similarity between the phenomenological effective theory of a phase-coherent bilayer system and that of a Josephson junction has led to suggestions that the phase-coherent bilayers should exhibit a dc Josephson effect in interlayer tunneling measurements .

The first direct experimental signature of the phase-coherent state and the linearly dispersing collective mode was observed by Spielman et al. who discovered a dramatic enhancement of the zero-bias tunneling conductance $`G_T`$ as the layer separation $`d`$ (measured in units of magnetic length) was reduced . Although this dramatic enhancement is reminiscent of the tunneling characteristics of a Josephson junction, it is not yet clear whether the finite width and height of the peak is intrinsic, or is governed by the temperature and experimental limitations.

Here we present a theory of the zero-bias conductance $`G_T`$ that is non-perturbative in the tunneling amplitude $`\mathrm{\Delta }_t`$. We find that the tunnel conductance $`G_T`$ is given by Fermi’s Golden rule for the quasiparticles in the phase-coherent state, and that the breakdown of Fermi’s Golden rule for the bare electrons is therefore expected. In the following sections we first discuss the physical picture that underlies our theory, and then present the results of an approximate but fully microscopic calculation. The details of this calculation are available elsewhere .

Physical Picture: Let us consider a bilayer quantum Hall system at total filling factor $`\nu =1`$ with tunneling amplitude $`\mathrm{\Delta }_t`$. In the pseudospin picture, the tunneling amplitude acts as a field along the $`x`$-axis in the pseudospin-space, whereas a bias-voltage or a random disorder potential acts as a field along the $`z`$-axis. In the mean-field approximation, the interlayer exchange Coulomb interaction enhances the splitting between symmetric and antisymmetric single-particle energies, $`\mathrm{\Delta }_{qp}=\mathrm{\Delta }_t+M_0\mathrm{\Delta }_{sb}`$, where $`M_0`$ is the dimensionless order-parameter for the phase-coherent state. This exchange-enhancement $`M_0\mathrm{\Delta }_{sb}`$ survives in the limit $`\mathrm{\Delta }_t0`$ and gives rise to spontaneous interlayer phase-coherence . We will call the exchange-enhanced splitting $`\mathrm{\Delta }_{qp}`$ as the quasiparticle tunneling amplitude.

The tunneling amplitude $`\mathrm{\Delta }_t`$ is the only term in the microscopic Hamiltonian that does not conserve the charge in each layer separately. Recent theoretical work  has shown that the bare-electron Golden rule used to estimate the zero-bias conductance $`G_T`$ breaks down as $`\mathrm{\Delta }_t0`$, i.e. that $`lim_{\mathrm{\Delta }_t0}G_T/\mathrm{\Delta }_t^2`$ diverges in the phase-coherent state. Evaluation of $`G_T`$ therefore requires a non-perturbative theory like the one we present here. Our finding, that $`G_T`$ is finite once the presence of low-energy quasiparticle excitations at finite temperature $`T0`$ and with disorder even at $`T=0`$ is acknowledged, is at odds with the prediction that this system should show a dc Josephson effect. In usual dc Josephson effect systems, the persistent currents are maintained by a current-direction order-parameter phase-slip barrier that has no analog in bilayer quantum Hall systems.

Now let us examine the possibility of persistent currents in a bilayer system when we treat the interlayer tunneling non-perturbatively. First we recall that the interlayer current operator is given by $`\widehat{I}=eNM_0\mathrm{\Delta }_t\widehat{M}_y/\mathrm{}`$, where $`N`$ is the total number of electrons. Thus, a current-carrying initial state corresponds to the pseudospin lying in the $`x`$-$`y`$ plane with a nonzero $`y`$-component and a concurrent field $`\mathrm{\Delta }_t`$ along the $`x`$-axis. Since the bilayer system has an easy-plane anisotropy, it is clear that in the absence of a bias-voltage the pseudospin must relax and point along the $`x`$-axis or, equivalently, that the initial-state current must decay. In other words, in the absence of bias-voltage, a state with nonzero interlayer current cannot be a steady state. This physical picture underlies our theory, and provides a transparent way to see why persistent currents are impossible in the presence of a finite interlayer tunneling.

In a steady state the rate of change of interlayer current is zero. This constraint allows us to express the zero-bias tunnel conductance $`G_T`$ in terms of a phenomenological lifetime $`\tau `$ for the interlayer current,

$$G_T=\frac{e^2NM_0\mathrm{\Delta }_t\tau }{\mathrm{}^2}.$$
(1)
At a microscopic level, there are several possible channels for the decay of the current; disorder broadening of the quasiparticle bands, local density fluctuations leading to puddles of compressible regions, etc. In the present calculation, we assume that the broadening of the mean-field quasiparticle bands because of disorder leads to a finite density of states at the Fermi energy and provides a channel for the current to decay into particle-hole pairs. It is then possible to extract the relaxation time $`\tau `$ for the interlayer current from the dynamical response function $`\chi _{yz}(\omega )`$,

$$\tau =M_0\mathrm{}[\chi _{yz}^1](\omega 0),$$
(2)
and obtain the dependence of the zero-bias conductance $`G_T`$ on interlayer tunneling amplitude $`\mathrm{\Delta }_t`$ by using Eq.(1).

Results and Discussion: We evaluate the response function $`\chi _{yz}`$ using disorder vertex corrections and the generalized random phase approximation, which capture the physics of collective excitations in the presence of a random disorder potential. A straightforward calculation  shows that the zero-bias tunnel conductance is given by the Fermi’s Golden rule for the mean-field quasiparticles

$$G_T\mathrm{\Delta }_{qp}^2=(\mathrm{\Delta }_t+M_0\mathrm{\Delta }_{sb})^2.$$
(3)
Figure 1 shows the results for the zero-bias conductance $`G_T`$ as a function of interlayer tunneling amplitude $`\mathrm{\Delta }_t`$ for various disorder strengths. We characterize the strength of disorder by the suppression of the mean-field order parameter $`M_0`$ from its clean limit value, $`M_0=1`$. When the system is barely phase-coherent ($`M_0<<1`$) we find that $`G_T\mathrm{\Delta }_t^2`$; however, as the interlayer phase-coherence develops, the conductance $`G_T`$ remains finite as $`\mathrm{\Delta }_t0`$. This result is clearly non-perturbative in the tunneling amplitude $`\mathrm{\Delta }_t`$, and consistent with the breakdown of Fermi’s Golden rule for the bare electrons.

The inset in Fig. 1 shows the dependence of the zero-tunneling-amplitude conductance $`G_T(\mathrm{\Delta }_t0)`$ on the order-parameter $`M_0`$. We see that the quadratic dependence is consistent with the general result, Eq.( 3).

Thus, we find that the zero-bias conductance of a bilayer system is finite and proportional to the square of the quasiparticle tunneling amplitude. This result provides further support for the idea that a weak-coupling Hartree-Fock description of the phase-coherent state is indeed reliable.

Acknowledgment: This work was supported by the Welch Foundation, the Indiana 21st Century Fund, and the NSF grant no. DMR 0115947.