text:
# Predictions for Fourier-resolved X-ray spectroscopy from the model of magnetic flare avalanches above an accretion disc with hot ionized skin

## 1 Introduction

X–ray emission from accreting compact objects carries information about geometry and physical conditions in the immediate vicinity of central objects. Unfortunately, the information is “encrypted” into a series of numbers, each number (event) corresponding to a detection of a photon from the source. Two main characteristics of each event are the photon energy and arrival time (we neglect here polarization of radiation). One way of analyzing the data stream is then to project the events onto the energy axis, thus suppressing the timing information. Thus obtained energy spectra give a first, rough insight into physical mechanism of emission of radiation. For example, observations of cutoffs at $`100`$ keV in low/hard state of accreting black holes demonstrate that the Comptonizing electrons have a thermal rather than non-thermal distribution. From modelling the spectra a mean plasma temperature and scattering optical depth can be inferred. However, any possible distributions of plasma temperature and density cannot be recovered from time-averaged spectra (e.g. Kazanas, Hua & Titarchuk 1997; Coppi 1999).

In an analogous way, projecting the data onto the time axis produces a light curve, which can be analyzed either in the time or Fourier domain. The results, too, enable determination of certain average properties. For example from power spectral density (PSD), the root mean square variability or constraints on distribution of shots’ time scales in the shot noise model can be found (Lehto 1989; Lochner, Swank & Szymkowiak 1991).

Further progress can be made by including at least limited information from along the other parameter axis. For example, cross-correlation analysis (both in time and Fourier domain) reveal that higher energy X–rays lag the lower energy ones (Miyamoto & Kitamoto 1989), which one can attempt to interpret as e.g. spectral evolution during a shot (flare). Then the energy dependent auto-correlation functions give average shot profiles as a function of energy (see review in Poutanen 2001 and references therein).

Similarly, studying a sequence of energy spectra, each one averaged over a certain short time interval, enables determination of not only the mean spectral properties, but also “higher orders” statistics properties. The most important result that has emerged recently is that spectral properties of a given source vary with time, but correlations between parameters exist. The power law slope, $`\mathrm{\Gamma }`$, is correlated with the amplitude of reflection $`R`$ and the width of the Fe Kα line (Zdziarski, Lubiński & Smith 1999; Gilfanov, Churazov & Revnivtsev 1999; Revnivtsev, Gilfanov & Churazov 2001; Życki, Done & Smith 1998). Interestingly, the same correlations seem to exist between sources in a sample (Zdziarski et al. 1999; Lubiński & Zdziarski 2001).

A number of geometrical/physical scenarios can be built based on the $`R`$$`\mathrm{\Gamma }`$ correlation alone. The crucial element of all models is the feedback between the hot, X–ray emitting plasma and the cooler, optically thick plasma: most of the soft photons crossing the hot plasma have to come from thermalization/reprocessing of the illuminating hard X–rays (Poutanen 1998 and references therein). Given this condition alone, models can be constructed belonging to two main classes, (1) with the standard accretion disc disrupted at a certain radius, and (2) with the standard accretion disc extending to the last stable orbit:

* standard accretion disc disrupted at a given radius, and filled with hot, optically thin, X–ray producing flow (Esin, McClintock & Narayan 1997; Poutanen, Krolik & Ryde 1997; Różańska & Czerny 2000), with the amount of overlap between the two phases controlling the correlations,
* hot, optically thin, quasi-spherical flow with cold cloudlets inside (Rees 1987; Kuncic, Celotti & Rees 1997), with the cloudlets filling factor controlling the correlations,
* spherical accretion of cold clouds onto a central X–ray source (Collin-Souffrin et al. 1996; Malzac 2001), with the covering factor of the clouds as the control parameter,
* mildly relativistic outflow of the X–ray emitting plasma, above a standard accretion disc, with the outflow velocity controlling the correlations (Beloborodov 1999a,b; Janiuk, Czerny & Życki 2000; Malzac, Beloborodov, Poutanen 2001),
* hot, ionized skin on top of the accreting disc, due to thermal instability of the X–ray illuminated plasma, with the skin thickness as the control parameter (Różańska & Czerny 1996; Nayakshin, Kazanas & Kallman 2000; Życki & Różańska 2001).

Also, models for time variability predicting correct PSD, time lags and coherence function can be constructed for the two main geometries (Poutanen & Fabian 1999, hereafter PF99; Böttcher & Liang 1999; review in Poutanen 2001). Therefore, based solely on the limited spectral/temporal data distinguishing between these scenarios appears very difficult, if at all possible (see e.g. discussion and application to Cyg X-1 in Di Salvo et al. 2001). Employing more sophisticated tools, involving both spectral and temporal properties is clearly required.

The Fourier frequency resolved ($`f`$-resolved hereafter) energy spectra seem to be a potentially powerful tool to apply to the problem of distinguishing the models. The $`f`$-resolved spectra are energy spectra in the limited range of Fourier frequency and so, roughly speaking, represent spectra at different time scales of variability (Revnivtsev, Gilfanov & Churazov 1999; Gilfanov, Churazov & Revnivtsev 2000a,b). The $`f`$-resolved spectra found from data of X-ray binaries show a number of features and correlations. Most importantly, the $`R`$-$`\mathrm{\Gamma }`$ correlation is fulfilled by the $`f`$-resolved spectra in the sense that the higher the Fourier frequency, the harder the spectrum, and the smaller the amplitude of reflection (Revnivtsev et al. 1999). This result indicates that the same mechanism which is responsible for the correlation on long timescales ($`10^3`$ sec $`10^5`$$`10^6t_{\mathrm{dyn}}`$, $`t_{\mathrm{dyn}}=\mathrm{\Omega }_\mathrm{K}^1`$ being the dynamical timescale), acts also on much shorter time scales, at least down do $`0.01`$ sec, the time bin of the Revnivtsev et al. analysis. This fact provides the motivation for our attempt to connect the spectral and timing models and predict their combined results. Therefore in this paper we consider a simple combination of the model of PF99, with the structure of illuminated accretion discs in hydrostatic equilibrium. The former is the most complete X–ray emission model so far, since it addresses both the spectral and timing properties of Comptonization emission. The latter naturally predicts the appearance of a hot, ionized skin on top of the disc (Różańska & Czerny 1996; Nayakshin et al. 2000), as a result of the thermal instability of the X-ray irradiated plasma (Field 1965; Krolik, McKee & Tarter 1981). The ionized skin reduces the effectiveness of reprocessing and thermalization of the hard X–rays. The flux of soft photons is reduced, which may lead to a harder continuum spectrum. If the ionized skin is thickest close to the black hole (Nayakshin 2000; Życki & Różańska 2001), then the hardest spectra, with lowest reflection amplitude are expected to originate there. If the short time scale (high Fourier frequency, $`f`$) flares originate close to the black hole, then one may expect the high-$`f`$ spectra to be harder, and show less reflection compared to low-$`f`$ spectra, precisely as observed from accreting black hole binaries.

The plan of the paper is as follows: in Section 2 we define the model, in Section 3 we perform some test computations to gain deeper insight into the properties of frequency-resolved spectra, Section 4 contains results of full model calculations and their comparison with data; the results are discussed in Section 5.

## 2 The Model

### 2.1 Time variability

We envision that the X–rays are produced in flares occurring above an accretion disc. The variability part of our model is therefore identical to that of PF99 (see also Stern & Svensson 1996), so only a brief description is given here for completeness. There is a number of spontaneous flares, $`\lambda `$ per second, each of which can give rise to an avalanche of stimulated flares. The number of stimulated flares is drawn from a Poissonian distribution with the mean $`\mu `$. Each stimulated flare is delayed from the stimulating flare by an interval $`\mathrm{\Delta }t`$, drawn from a Poissonian distribution of mean $`\alpha \tau _1`$, where $`\tau _1`$ is the time scale of the stimulating flare while $`\alpha `$ is a parameter. The time scales of all flares are drawn according to a power law probability distribution $`\tau ^p`$ between $`\tau _{\mathrm{min}}`$ and $`\tau _{\mathrm{max}}`$.

As in PF99 all flares have the same profile, which describes the heating of electrons as a function of time, $`l_\mathrm{h}(t)`$. Here, $`l_\mathrm{h}`$ is the compactness parameter, $`lL\sigma _\mathrm{T}/(R_{\mathrm{flare}}m_\mathrm{e}c^3)`$, where $`L`$ is the luminosity and $`R_{\mathrm{flare}}`$ is the radius of a flare. The flare profile turns out to be decisive for the obtained dependence of energy spectra on Fourier frequency, therefore we will employ two of prescriptions:

* the function used by PF99,

$$l_{\mathrm{h},1}(t)(t/\tau )^2\mathrm{exp}(t/\tau ),$$
(1)
* a double exponential function defined as

$$l_{\mathrm{h},2}(t)\{\begin{array}{cc}\mathrm{exp}(t/\tau _\mathrm{r}),\hfill & \text{for }t<0\\ \mathrm{exp}(t/\tau _\mathrm{d}),\hfill & \text{for }t>0,\end{array}$$
(2)
where $`\tau _\mathrm{r}`$ and $`\tau _\mathrm{d}`$ represent the rise and decline time scales and $`\tau _\mathrm{r}\tau _\mathrm{d}`$ (Maccarone, Coppi & Poutanen 2000).

The functions are normalized to give an assumed value of peak compactness, $`l_{\mathrm{h},\mathrm{max}}`$, for which we adopt $`l_{\mathrm{h},\mathrm{max}}=10`$. The flare decline time scale is assumed $`\tau _\mathrm{d}=0.1\tau _\mathrm{r}`$.

The flux of soft photons through the flare is given as $`l_\mathrm{s}(t)=l_{\mathrm{s},0}+D(t)l_\mathrm{h}(t)`$ (PF99), where the second term describes the feedback due to reprocessing of the hard X–rays. Here, our first extension of the PF99 model is introduced: the feedback expression contains a factor describing the effectiveness of thermalization due to the ionized skin,

$$D(t)=S(t)\frac{D_0}{1+3\left[H(t)\right]^2}.$$
(3)
Here $`S(t)=S[\tau _{\mathrm{hot}}(t)]`$ is the fraction of the illuminating hard X–rays that get through the ionized skin to the cold disc, as a function of $`\tau _{\mathrm{hot}}`$ (equation 11), $`D_0`$ is a parameter, while $`H(t)`$ is the height of the flare above the disc.

### 2.2 Radial dependencies

The crucial extension of the PF99 model which needs to be made here is to relate the time scale of a flare to its radial location on the accretion disc. We will consider two cases:

1. There is a unique correspondence between the time scale of an individual flare (both spontaneous and stimulated) and its location on the disc. Since we do not assume any correlation between time scales of a stimulating and stimulated flare, this means that spatial locations of flares within an avalanche are not correlated.
2. The unique correspondence between $`\tau `$ and $`r`$ holds for spontaneous flares, while all flares stimulated by a given spontaneous flare occur at the location of the latter (Merloni & Fabian 2001).

The essential assumption here is that there is at least partial correspondence between flare’s time scale and its radial position. To quantify the discussion we assume that the flare time scale has the same radial dependence as the inverse of the Keplerian frequency, $`\tau r^{3/2}`$. Moreover, the shortest flare time scale is assumed to correspond to the marginally stable orbit at $`6r_\mathrm{g}=6GM/c^2`$. This gives

$$r=6r_\mathrm{g}\left(\frac{\tau }{\tau _{\mathrm{min}}}\right)^{2/3}.$$
(4)
One consequence of such assumption is the existence of the maximum radius of the flares-covered disc, $`r_{\mathrm{max}}=6r_\mathrm{g}\left(\tau _{\mathrm{max}}/\tau _{\mathrm{min}}\right)^{2/3}170r_\mathrm{g}`$.

Some other parameters of the model need to be considered as functions of radius, too. The compactness

$$l_{\mathrm{s},0}\pi R_{\mathrm{flare}}F_{\mathrm{disc}}\frac{\sigma _\mathrm{T}}{m_\mathrm{e}c^3}$$
(5)
(see equation 1 in PF99) is a function of radius, since both the internal disc emission, $`F_{\mathrm{disc}}`$, and the flare’s radius, $`R_{\mathrm{flare}}`$ may in general be functions of radius. For the internal disc emission we adopt the standard, Newtonian formula (Shakura & Sunyaev 1973)

$$F_{\mathrm{disc}}(r)=\xi F_{\mathrm{tot}}(r)=\xi \frac{3}{8\pi }\frac{GM\dot{M}}{r^3}\left(1\sqrt{\frac{6r_\mathrm{g}}{r}}\right),$$
(6)
where $`\xi `$ is the fraction of total energy dissipated inside the disc ($`1\xi `$ dissipated in the active corona). We will assume that the radius of a flare, $`R_{\mathrm{flare}}`$, is constant with the radial position. The value of $`R_{\mathrm{flare}}`$ will be derived from global energy budget for the hot plasma: the total, time-integrated luminosity of all flares equals energy dissipation in the hot phase,

$$\frac{m_\mathrm{e}c^3}{\sigma _\mathrm{T}}\underset{i=1}{\overset{N}{}}_0^Tl_{\mathrm{h},i}(t)R_{\mathrm{flare},i}𝑑t=(1\xi )L_{\mathrm{tot}}T,$$
(7)
where the sum is over all flares, $`L_{\mathrm{tot}}=_{6r_\mathrm{g}}^{\mathrm{}}2\pi rF_{\mathrm{tot}}(r)𝑑r`$ is the total accretion luminosity, while $`T`$ is the total time interval. Note that the radial dependence of $`l_{\mathrm{s},0}`$ introduces slight overall radial dependence of spectra, since the time evolution of electron temperature depends on the value of $`l_{\mathrm{s},0}`$.

### 2.3 The energy spectrum

#### 2.3.1 Comptonized continuum

We assume that the continuum spectrum is due to Comptonization of soft photons from the disc and most of these photons come from reprocessing of the hard X–ray flux. The Comptonized spectrum is computed using the thComp code of Zdziarski, Johnson & Magdziarz (1996), based on solution of the Kompaneets equation. This is parameterized by the photon index of the spectrum, $`\mathrm{\Gamma }`$ and plasma temperature, $`kT_\mathrm{e}`$. These parameters are computed using formulae from Beloborodov (1999b): $`\mathrm{\Gamma }=2.33(l_\mathrm{h}/l_\mathrm{s})^{1/6}`$, $`\mathrm{\Gamma }=(9/4)y^{2/9}`$, and $`y=4(\theta _\mathrm{e}+4\theta _\mathrm{e}^2)\tau _{\mathrm{es}}(\tau _{\mathrm{es}}+1)`$, where $`y`$ is the Comptonization parameter and $`\theta _\mathrm{e}=kT_\mathrm{e}/m_\mathrm{e}c^2`$. We assume $`\tau _{\mathrm{es}}=1.8`$ (PF99).

#### 2.3.2 The reprocessed component

From equation (1) of PF99 one can derive the flux of radiation illuminating the disc in the immediate vicinity of the flare,

$$F_{\mathrm{irr}}(t)=\frac{m_\mathrm{e}c^3}{\sigma _\mathrm{T}\pi }\frac{l_\mathrm{h}(t)}{R_{\mathrm{flare}}}\frac{\eta D_0}{1+3\left[H(t)\right]^2},$$
(8)
where the height of the flare above of the disc is $`H(t)=H_0t/\tau `$, with $`\eta =0.5`$ and $`D_0`$ and $`H_0`$ as parameters. From the known $`F_{\mathrm{irr}}`$ the thickness of the ionized skin can be computed at the considered radius ($`0.25F_{\mathrm{irr}}`$ is used in the actual computations, representing spatially average flux). This is in general a complicated task, requiring solving simultaneously equations of the vertical structure of the disc and the ionized skin (Różańska & Czerny 1996; Różańska 1999; Nayakshin et al. 2000; Życki & Różańska 2001). The computations cannot be performed in real time because of the large number of spectra needed. Simulating a 256 sec lightcurve with $`1/128`$ sec time resolution requires computing more than $`10^5`$ spectra. Therefore, we use the code of Życki & Różańska (2001) to generate a grid of $`\tau _{\mathrm{hot}}`$ as a function of $`F_{\mathrm{irr}}`$ and $`r`$. A fitting formula is then used to describe the results,

$$\tau _{\mathrm{hot}}(F_{\mathrm{irr}},r)=N\left\{1+\mathrm{tanh}\frac{\mathrm{log}\left[\frac{F_{\mathrm{irr}}}{F_0}\left(\frac{r}{20r_\mathrm{g}}\right)^{1.6}\right]}{W}\right\},$$
(9)
where $`F_0=10^{22.45}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, $`W=1.05`$, and $`N=1.034+0.0937\mathrm{log}(r/2r_\mathrm{g})`$. The accuracy of the formula is demonstrated in Fig. 1.

Knowing $`\tau _{\mathrm{hot}}`$ we estimate the effective amplitude of the cold reprocessed component as

$$R=\frac{[p_{\mathrm{tr}}(\tau _{\mathrm{hot}})]^2}{1+p_{\mathrm{rf}}(\tau _{\mathrm{hot}})},$$
(10)
where $`p_{\mathrm{tr}}(\tau _{\mathrm{hot}})`$ is the probability of an illuminating photon being transmitted through the hot skin to the cold disc, while $`p_{\mathrm{rf}}(\tau _{\mathrm{hot}})=1p_{\mathrm{tr}}(\tau _{\mathrm{hot}})`$ is the probability of the photon being back-scattered in the hot skin and contributing to the primary continuum (Życki & Różańska 2001). The square of $`p_{\mathrm{tr}}`$ in the numerator comes from the fact that the reflected photons have to go twice through the hot skin. The probabilities are estimated using a Monte Carlo code for a purely scattering atmosphere. The above prescription for $`R`$ is obviously rather approximate, so we do not attempt to e.g. reproduce the correct observed amplitude of the reprocessed component. The function $`S(\tau _{\mathrm{hot}})`$ describing the dependence of the soft flux from thermalization on $`\tau _{\mathrm{hot}}`$ (see Eq. 3) is taken from Poutanen (2002),

$$S(\tau _{\mathrm{hot}})=(1a)\frac{7+\mathrm{exp}(10\tau _{\mathrm{hot}})}{2[4+3\tau _{\mathrm{hot}}(1a)]},$$
(11)
where $`a`$ is the cold reflection albedo, $`a0.2`$.

The spectrum of the reprocessed component is constructed according to the simple formula of Lightman & White (1988),

$$S_{\mathrm{refl}}(E)=\frac{1ϵ}{1+ϵ}S_{\mathrm{prim}}(E),ϵ=\sqrt{\frac{\kappa _{\mathrm{abs}}}{\kappa _{\mathrm{abs}}+\kappa _{\mathrm{es}}}},$$
(12)
where $`\kappa _{\mathrm{abs}}(E)`$ and $`\kappa _{\mathrm{es}}(E)`$ are the photo-absorption and electron scattering opacities, respectively. “Cold” matter absorption opacities and elements abundances from Morrison & McCammon (1983) are used. Eq. 12 gives the angle averaged reflected spectrum and it is valid up to $`15`$ keV, i.e. as long as the electron scattering can be treated as elastic. Formula (12) is multiplied by a simple exponential cutoff to mimic the proper shape of the reflected continuum at higher energies. This rough approximation to the reflected spectrum is sufficient for our purposes, since the spectra only up to $`30`$ keV will be presented, and it is not feasible to use e.g. the proper angle-dependent functions of Magdziarz & Zdziarski (1995). The Fe Kα line is added to the reprocessed continuum. Its equivalent width (EW) is computed as a function of the spectral slope, $`\mathrm{\Gamma }`$, based on computations by Życki & Czerny (1994). We note a number of simplifications involved in the above treatment of the reprocessing: most importantly, constant $`\mathrm{\Gamma }`$ was used in computing $`\tau _{\mathrm{hot}}`$, while the continuum slope evolves during a flare. Furthermore, in our basic model no time delay is assumed in computing the reprocessed component, either due to finite light travel time or adjustment of hydrostatic equilibrium (Nayakshin & Kazanas 2001). However, a possible influence of the latter effect on the results will be presented in Sec. 4.3.3 in a very simple approximation.

Finally, the $`f`$-resolved spectra are computed according to the prescription given by Revnivtsev et al. (1999). The normalized power spectral density (PSD) is computed as,

$$P_j=2\frac{T}{\overline{C}^2}|C_j|^2,j=0,\mathrm{},N1$$
(13)
$$C_j=\underset{k=0}{\overset{N1}{}}c_ke^{2\pi if_jt_k},$$
(14)
where the discrete frequencies $`f_jj/T`$ for $`j=N/2,\mathrm{},N/2`$; $`T`$ is the total light curve time, $`\overline{C}`$ is the mean count rate, while $`c_k`$ are the number of counts in $`k`$-th time bin. The $`f`$-resolved spectrum at energy $`E_i`$ and Fourier frequency $`f_j`$ is then defined as

$$S(E_i,f_j)=\overline{C}_i\sqrt{P_i(f_j)\mathrm{\Delta }f_j}=\sqrt{\frac{2|C_{i,j}|^2}{T}\mathrm{\Delta }f_j}.$$
(15)
All computations are done for the central black hole mass $`M=10\mathrm{M}_{}`$, accretion rate $`\dot{M}=0.01\dot{M}_{\mathrm{Edd}}`$, where $`\dot{M}_{\mathrm{Edd}}=L_{\mathrm{Edd}}/(\epsilon c^2)`$ and $`\epsilon =0.057`$ is the accretion efficiency. A fraction $`\xi =0.2`$ of total gravitational energy is assumed to be dissipated in the disc, with the rest converted to hard X–rays (e.g. Di Salvo et al. 2001).

## 3 Test runs

Before presenting the results of the full model computations let us consider simpler test runs, which turn out to be helpful in understanding the interpretation of the Fourier-$`f`$ resolved spectra.

The first, trivial test run is to assume that (1) there is no spectral evolution during a flare, i.e. the feedback between the soft and hard X–rays is switched off, and (2) all flares have the same spectra (no radial dependence of any of the parameters). The reprocessed component is not computed. All frequency-resolved spectra are then expected to be the same and equal to the assumed spectrum, as is indeed the case in our computations.

Second, we set up a run with an artificial dependence of spectrum on the flare time scale, $`\tau `$, but still no spectral evolution during flares. Specifically, we assume a power law $`\mathrm{\Gamma }(\tau )`$ function such, that the shortest flares (i.e. located at $`r=r_{\mathrm{min}}`$) have hard spectra, $`\mathrm{\Gamma }=1.5`$, while the longest ones (at $`r=r_{\mathrm{max}}`$) have $`\mathrm{\Gamma }=2`$. The reprocessed component is not computed. Result plotted in Figure 2a show, as expected, the high frequency spectra are hard and the spectra soften with decreasing $`f`$. Below $`f3`$ Hz, where PSD is formed by flares’ avalanches, the slope of the energy spectra is no longer dependent on $`f`$.

Third, we introduce spectral evolution during flares, but neither the radial dependences nor reprocessing. The model is thus equivalent to that of PF99, with the same values of all parameters, $`\lambda =45`$; $`\mu =0.8`$; $`\alpha =7`$; $`p=1`$; $`\tau _{\mathrm{min}}=1`$ ms; $`\tau _{\mathrm{max}}=0.15`$ s, $`H_0=0.5`$, $`D_0=0.5`$. The frequency-resolved spectra now too show some Fourier frequency dependence, even though all flares have the same time evolution (in time units of $`\tau `$). In Fig. 2b,c the spectra are plotted for the two flare profiles (eq. 1 and eq. 2). The dependencies on $`f`$ are opposite for the two profiles: for the PF99 profile the spectra are harder at lower frequencies, while the opposite is true for the double exponential profile. All $`f`$-resolved spectra are identical in the frequency range where individual flares form the PSD, i.e. $`f>3`$ Hz (see fig. 2b in PF99), the latter value being related to $`\tau _{\mathrm{max}}`$ and chosen to match the break in observed PSD.

The opposite behaviour of energy spectra for $`f<3`$ Hz is related to differences in spectral evolution during a flare for the two profiles. For the PF99 profile the rise time at soft X-rays is shorter than at hard X-rays (see fig. 1b in PF99), therefore the soft X-ray PSD breaks at higher frequency than the hard X-ray PSD. The high-$`f`$ energy spectra are thus softer. The opposite is true for the double exponential profile: the soft X-ray rise time is longer here, the soft X-ray PSD breaks at lower $`f`$, and the higher-$`f`$ energy spectra are harder.

## 4 Full model runs

The main qualitative results of the computations with the hot skin can actually be easily predicted. Assuming $`R_{\mathrm{flare}}(r)=\mathrm{const}`$ and $`l_{\mathrm{h},\mathrm{max}}(r)=\mathrm{const}`$ we obtain that the maximum illuminating flux is independent of radius. Since the gravity decreases with radius, the thickness of the hot skin will increase with radius. This is opposite to what is observed in usual computations (Nayakshin 2000; Życki & Różańska 2001), where the illuminating flux is proportional to the locally dissipated gravitational energy. Moreover, the total luminosity of a flare is proportional to its time scale, $`L_{\mathrm{flare}}=_0^TL_{\mathrm{flare}}(t)𝑑t\tau `$ for both flare profiles. Thus the emitted radiation is dominated by emission from outer radii (recall that by assumption $`r\tau ^{2/3}`$) of the emitting region, i.e. where the hot skin is thickest.

### 4.1 Basic model

In our basic model we assume the double exponential profile of the flare heating function, eq. 2, with the following parameters: $`\lambda =60`$, $`\mu =0.7`$, $`\alpha =5`$, $`p=1`$, $`\tau _{\mathrm{min}}=1`$ ms, $`\tau _{\mathrm{max}}=0.15`$ s. The value of $`H_0`$ ($``$vertical velocity of the flare) is such that the height of the flare above the disc is equal to its radius at the peak of energy dissipation, while $`D_0=0.7`$, so that the average spectrum has slope $`\mathrm{\Gamma }1.7`$.

The full numerical simulations confirm the above qualitative estimates. The flux-weighted average thickness of the hot skin is plotted in Figure 3a, together with the average slope of the Comptonized continuum. The thickness reaches maximum at the maximum radius (recall that the existence of the maximum radius comes from the assumption of a unique relation between the flare time scale and radius). The Comptonized continuum originating at larger distances is then indeed harder. Spectral index, $`\mathrm{\Gamma }`$, is smaller than in the test run (for the same values of other parameters) because of the reduction of the soft reprocessed flux due to the hot skin.

The $`f`$-resolved spectra are presented in Figure 3b. The high frequency, $`ff_{\mathrm{break}}`$ ($`f_{\mathrm{break}}2`$ Hz), spectra are now split due to the radial dependence of $`\tau _{\mathrm{hot}}`$ (compare with Fig. 2c). Above $`f_{\mathrm{break}}`$, the higher the frequency the softer (intrinsically) the spectra and the larger the amplitude of the reprocessed component (so the hardening above $`10`$ keV is more significant). The $`R`$$`\mathrm{\Gamma }`$ correlation holds for these high Fourier frequencies, as shown in Figure 3c. The values of $`R`$ and $`\mathrm{\Gamma }`$ plotted there at each $`f`$ were obtained by constructing an e.g. “$`\mathrm{\Gamma }`$-spectrum”, $`S(\mathrm{\Gamma },t)=l_\mathrm{h}(t)\times G[\mathrm{\Gamma }\mathrm{\Gamma }_0(t)]`$ at each point in time, where $`G(x)`$ is a (narrow) gaussian function and $`\mathrm{\Gamma }_0`$ is the current value of the spectral index. The $`\mathrm{\Gamma }`$-spectrum thus describes the current distribution of the spectral index, analogously to the energy spectrum describing the distribution of energy. Obviously, since $`\mathrm{\Gamma }`$ has a well defined value at each time step, its distribution is strictly speaking a Dirac $`\delta `$-function. Thus obtained sequence of spectra can be analyzed analogously to the usual energy spectra. In particular $`f`$-resolved $`\mathrm{\Gamma }`$-spectra were found, and the mean values of $`\mathrm{\Gamma }`$ and $`R`$ from these latter spectra are plotted in Fig. 3c. An alternative procedure of determining $`\mathrm{\Gamma }`$ and $`R`$ for each $`f`$ would be to fit a reflection model to a spectrum for a particular Fourier component. The result would however be dependent on the reflection model used, hence the above, model independent procedure was adopted. Variation of $`\mathrm{\Gamma }`$ below $`f3`$ Hz is due to spectral evolution during a flare (Fig. 2) rather than the presence of the hot skin and, as a consequence, the $`R`$$`\mathrm{\Gamma }`$ correlation does not hold for those lower frequencies. This can also be seen from Fig. 3d, where the EW of the Fe Kα line is plotted as a function of $`f`$. There is a clear monotonic dependence EW$`(f)`$ for $`ff_{\mathrm{break}}`$, but not so below this frequency.

### 4.2 Comparison with observations

The trends obtained in the presence of the hot skin are clearly opposite to what was found from observations of black hole binaries. For both Cyg X–1 and GX 339-4 the $`f`$-resolved spectra are harder when $`f`$ increases (Revnivtsev et al. 1999, 2001). This holds best for the frequency range $`0.5`$$`12`$ Hz, where both single flares and flares’ avalanches form the PSD. The $`\mathrm{\Gamma }(f)`$ dependence seems to flatten both at low, $`f<0.5`$ Hz, and high, $`f>10`$ Hz, frequencies (Revnivtsev et al. 1999). Similar conclusion, that the shots contributing to low-$`f`$ part of PSD have softer spectra than average, was reached by Negoro, Kitamoto & Mineshige (2001), using the technique of superposed shots profile. The EW of the Fe Kα line decreases monotonically with $`f`$ for $`f>0.5`$ Hz, being $``$constant below that frequency (Revnivtsev et al. 1999, 2001). Again this is incompatible with the model, where a rise of EW with $`f`$, for $`f>1`$ Hz is observed. At low frequency, $`f<1`$ Hz, the model EW$`(f)`$ is $``$constant at $`40`$ eV, i.e. the reflection is least efficient. The observed value is $`100`$ eV, compatible with amplitude of reflection $`R1`$ (Revnivtsev et al. 1999).

### 4.3 Variations on the basic model

#### 4.3.1 Radial dependence of the flare peak luminosity

From the discussion above it is clear that the opposite behaviour of Comptonized spectra with Fourier frequency to that observed is partly due to the peak flares luminosity being constant with radius. Additionaly, the increase of luminosity with radius is obviously in disagreement with the radial dependence of the gravitational energy release, $`dL/dr(r)rr^3`$. It might therefore seem appropriate to modify the $`l_{\mathrm{h},\mathrm{max}}(r)`$ dependence assuming it should decrease with radius, so that the longer flares have lower peak luminosities. However, any such modification will affect the PSD. This is because the PSD is related to the distribution of the number of events (individual flares and avalanches) over their (total) luminosity. The $`f^1`$ behaviour is a direct result of superposing many small events, fewer bigger events, still fewer even bigger events, etc. (e.g. Bak 1997). The break at $`f2`$ Hz in PSD in the original model of PF99 seems to be related to a break in the distribution $`dN/dL`$ in this model which occurs at $`L=\tau _{\mathrm{max}}l_{\mathrm{h},\mathrm{max}}\times 2R_{\mathrm{flare}}m_\mathrm{e}c^2/\sigma _\mathrm{T}`$ (i.e. total luminosity of longest flares). Decreasing $`l_{\mathrm{h},\mathrm{max}}`$ at the maximum radius (i.e. longest flares) decreases the range of $`L`$ spanned by individual flares. The resulting distribution has no clear break and, as a result, the PSD has no break in the whole range of frequencies of interest (Fig. 4). This is obviously incompatible with the observed PSD of X–ray lightcurves, which universally show breaks at a few Hz. The conclusion about lack of break in PSD seems to be independent of the value of the exponent in the $`P(\tau )`$ probability (see Sec. 2.1), provided that $`l_{\mathrm{h},\mathrm{max}}(r)`$ is adjusted to give an assumed $`dL/dr(r)`$ (e.g. $`r^2`$) dependence. Since the total emission from each flare is $`\tau l_{\mathrm{h},\mathrm{max}}`$, the radial distribution of emission is $`dL/drdN/d\tau \times \tau l_{\mathrm{h},\mathrm{max}}P(\tau )\tau l_{\mathrm{h},\mathrm{max}}`$. For the assumed $`P(\tau )\tau ^1`$ and $`\tau (r)r^{3/2}`$ (Eq. 4), the distribution becomes $`dL/drr^{1/2}l_{\mathrm{h},\mathrm{max}}(r)`$. The PSD plotted in Fig. 4 was computed assuming $`l_{\mathrm{h},\mathrm{max}}(r)r^{2.5}`$, which gives $`dL/dr(r)r^2`$.

The effect of the hot skin in this model is insignificant. This is because, adjusting the normalization of $`l_{\mathrm{h},\mathrm{max}}(r)`$ so that the mean luminosity-weighted $`l_\mathrm{h}10`$, the simple time average of $`l_\mathrm{h}`$ is much smaller than before. This requires larger sizes of flares, $`R_{\mathrm{flare}}`$, in order for the total luminosity to remain constant. Hence, the maximum illuminating flux, which scales as $`FL_{\mathrm{flare}}/h^21/R_{\mathrm{flare}}^2`$ (assuming the height of maximum dissipation $`hR_{\mathrm{flare}}`$), is smaller than in the model with $`l_{\mathrm{h},\mathrm{max}}(r)=\mathrm{const}`$. As a consequence, no correlations is obtained between $`R`$ and $`\mathrm{\Gamma }`$. The $`f`$-resolved spectra in this model show slight hardening with $`f`$, due to flare spectral evolution (see Fig. 2c), but the reprocessed component is constant with $`f`$.

#### 4.3.2 Modified radial distribution of the stimulated flares

The Fourier frequency dependence of the spectra becomes less significant, when the assumption is made that the spatial positions of all stimulated flares coincide with that of their stimulating flare (Sec 2.2; the distribution of time scales $`P(\tau )\tau ^1`$ is retained for all flares). This is to be expected, since the correspondence of variability time scale (i.e. $`f`$) and physical conditions (i.e. $`r`$) is no longer unique. In particular, the high-$`f`$ spectra are almost identical in this case, while the lower-$`f`$ ones are somewhat softer compared to results of the basic model (Fig. 5). The EW of the Kα line shows no frequency dependence being approximately constant at $`60`$ eV.

#### 4.3.3 Delayed response of the reflecting medium

The properties of the reprocessed component may not be always given by the instanteneous illuminating flux, as the accretion disc needs to re-adjust to the condition of hydrostatic equilibrium with changed X–ray radiation pressure and the Compton temperature (Nayakshin & Kazanas 2001). Parameters of the hot skin are thus not given by the instantaneous flux, if the flux fluctuates rapidly. The thickness of the hot skin re-adjusts on the dynamical time scale $`t_{\mathrm{response}}t_{\mathrm{dyn}}=\mathrm{\Omega }_\mathrm{K}^1`$, while its temperature on the thermal time scale, which is usually much shorter (Nayakshin & Kazanas 2001). This effect may influence our results, since the response time is approximately equal the flare time scale, $`\tau t_{\mathrm{dyn}}t_{\mathrm{response}}`$. Since proper computations of time-dependent response of an accretion disc to changing illumination are not possible at present, we model here the response in a rather approximate way, motivated by the results of Nayakshin & Kazanas (2001). We simply assume that for each flare $`\tau _{\mathrm{hot}}(t)`$ is determined by illumination flux at an eariler time $`t_1=tt_{\mathrm{response}}=tt_{\mathrm{dyn}}`$, i.e. the complex response of reflection is approximated as a simple time shift. In particular, at the beginning of a flare, for $`t<t_{\mathrm{dyn}}`$, there is no hot skin and the reprocessed component is produced with amplitude 1.

The radial dependence of $`\tau _{\mathrm{hot}}`$ in this model is qualitatively the same as in the basic model, i.e. $`\tau _{\mathrm{hot}}`$ increases with $`r`$. The values of $`\tau _{\mathrm{hot}}(r)`$ are now smaller, though, since by assumption $`\tau _{\mathrm{hot}}`$ is fixed at zero for a certain time $`\tau `$ during each flare. The radial dependence of $`\mathrm{\Gamma }`$ is somewhat weaker but the overall trends are virtually the same as in our basic model (Fig. 3b). With increasing $`f`$ the spectra become harder first, then, above $`f3`$ Hz, they soften. The EW of the Kα line has the same $`f`$-dependence except for a slight overall increase by 15–20 eV. There results are not unexpected since the delay is relatively short compared to the duration of a flare. With increasing delay, still the same qualitative results are obtained. The influence of the hot skin becomes less significant but the radial trends are the same, if the delay time scale is related to the flare time scale. In the limit of a very long delay the presence of the hot skin becomes unimportant, and the model reduces to the original model of PF99.

## 5 Discussion

A number of geometrical/physical models of accretion onto compact sources can be constructed, if only a part of the available information on X-ray emission is used. Supplementing the usually employed energy spectral analysis with time variability and, in particular, correlated spectral–timing behaviour, one can attempt to distinguish between the models. In this paper predictions for Fourier-resolved spectroscopy are presented for the model of magnetic flares avalanches (PF99) above an accretion disc with hot ionized skin.

The basic model formulated by PF99 is quite successful in explaining both energy spectra and a number of timing characteristics: PSD, hard X–ray time lags and the coherence function. With the suitably chosen flare profile (e.g. a double exponential with $`t_{\mathrm{rise}}t_{\mathrm{decay}}`$), the auto- and cross-correlation function can also be reproduced (Maccarone et al. 2000). The dependence of energy spectra on Fourier frequency, resulting from the spectral evolution during flares alone, is in agreement with observations for e.g. the double exponential flare profile, but not for the profile assumed in PF99 (Sec 3).

Our extension of the PF99 model is to assume that there exists at least partial correspondence between location of a flare and its time scale. The simplest assumption about such correspondence is that it follows from projecting the flares time scales onto the (inverse of) Keplerian frequency. The shortest flares are then located near the inner radius of the disc, the longer a flare the farther away it is located. Now, in the basic model both the peak heating rate (compactness parameter) and flare diameter are independent of radius, which means that the peak flux of the disc illuminating X–rays is independent of radius, too. Since the vertical component of gravity decreases with radius ($`g_\mathrm{z}(z/r)r^2`$), the thickness of the hot ionized skin increases with radius. The fast flares, located where the hot skin is thinest, have then softer spectra than the slower flares located where the thick hot skin decreases the effectiveness of thermalization of X–rays and, consequently, the flux of soft photons for Comptonization. As a result, the energy spectra corresponding to high Fourier frequencies are softer than the lower $`f`$ spectra, for the frequency where the properties of individual flares determine the PSD, $`f>f_{\mathrm{break}}`$, where $`f_{\mathrm{break}}=1`$–3 Hz in black hole binaries. This is opposite to the observed trends, which show steady hardening of the spectra with increasing Fourier frequency, at least up to $`12`$ Hz (Revnivtsev et al. 1999).

As a consequence, the properties of the reprocessed component in the presented model, in particular the Fe Kα line, do not agree with the observed trends, either. At high $`f>f_{\mathrm{break}}`$ the reflection amplitude and EW of the Kα line increase sharply with $`f`$, as a consequence of the inwards–decreasing thickness of the hot skin. At low $`f<1`$ Hz the model $`R`$ and EW of the line are roughly constant, however $`R`$ is significantly less than 1 and, consequently, EW is smaller than the corresponding value of $`100`$ eV. This is contrary to the observed $`R1`$ and EW$`100`$ eV at these low frequencies.

These results hold true even when some of the model assumptions are modified (Sec. 4.3). None of the modifications made: the different radial distribution of the stimulated flares, radial dependence of the peak flare luminosity or the delayed response of reflection, changed the trends of spectral parameters with Fourier frequency. It is worth emphasizing that the perhaps most obvious of the above modifications – the radial distribution of flares peak luminosity such that the total flares luminosity decreases with radius – not only does not help to reproduce the observed EW$`(f)`$ and $`\mathrm{\Gamma }(f)`$, but it also changes the PSD so that it no longer agrees with observations. It remains to be seen whether a more complex formulation of the model is possible, which would simultaneously predict the correct PSD and thickness of the hot skin decreasing with radius.

The same technique of analysis of $`f`$-resolved spectra can be applied to other models mentioned in Sec. 1. In the dynamic corona model with bulk outflow of the plasma, the plasma velocity, $`\beta `$, is the control parameter of the $`R`$$`\mathrm{\Gamma }`$ correlation (Beloborodov 1999a,b). The observed $`f`$-dependence of the energy spectra would require higher $`\beta `$ closer to the center. This is indeed expected, if the X-ray luminosity scales with local gravitational energy dissipation. However, if the X–ray emission is determined from the properties of the flares, assuming their radial distribution as adopted in this paper (Sec. 2.2, Eq. 4), then stronger X–ray emission is expected from larger distances, exactly as in the computations of the hot skin model. It is then likely that $`\beta `$ will increase with radius, analogously to the result that the thickness of the hot skin increases with radius in our model. The result for the $`f`$-resolved spectra will then be the same as for the model with hot skin. In the alternative geometry (the optically thick flow distrupted at certain radius and replaced with some form of hot optically thin flow), the model of Böttcher & Liang (1999) can be used to compute the $`f`$-resolved spectra. Alternatively, the idea of Kotov, Churazov & Gilfanov (2001; see also Nowak et al. 1999), that the X–ray emitting perturbations are propagating inwards, if developed further into a more physical model, could be used to predict the $`f`$-resolved spectra.

## 6 Conclusions

* Fourier-resolved X–ray spectroscopy is a powerful tool for discriminating various models of accretion.
* The model of (avalanches of) magnetic flares, radially distributed above an accretion disc with hot ionized skin, predicts dependencies of various spectral parameters ($`\mathrm{\Gamma }`$, $`R`$, EW of the Fe Kα line) on Fourier frequency opposite to those observed.

## Acknowledgments

I acknowledge informative discussions with Bożena Czerny, Juri Poutanen and Lev Titarchuk on various aspects of time variability, and a fruitful collaboration with Agata Różańska on illuminated accretion discs. The referee, Juri Poutanen, made a number of comments which improved the presentation of the results. This work was partly supported by grant no. 2P03D01718 of the Polish State Committee for Scientific Research (KBN).


format: text

text:
# SDSS J124602.54+011318.8: A Highly Variable AGN, Not an Orphan GRB Afterglow

## 1 Discovery and Basic Properties

SDSS J124602.54+011318.8 was discovered in Sloan Digital Sky Survey (SDSS) data obtained during March 1999. Full details are given by Vanden Berk et al. (2001; hereafter VB01). Being an $`r^{}17`$ mag point source, with nonstellar colors and a radio counterpart from the FIRST survey, the object was flagged as a candidate active galactic nucleus (AGN). Subsequent SDSS imaging and spectroscopy during April–May 2000 and January 2001 revealed that the source had faded considerably to $`r^{}19.5`$ mag, became marginally resolved, and appeared to have a normal galactic spectrum.

These remarkable changes triggered the subsequent study by VB01. From the SDSS data available to VB01, the source appeared as a bright optical transient (OT) that erupted during 1999 and later declined, revealing the underlying host galaxy in spectra and images obtained over a year later. VB01 suggest that the object is indeed an OT similar to ones associated with gamma-ray bursts (GRBs), but do not rule out the possibility that this object is an unusual AGN. Within the astrometric errors of the SDSS images, the location of the point source is consistent with the galaxy nucleus. Combining the SDSS data with archival images from the Digitized Sky Survey, VB01 claim that the source shows no evidence for past variability, and is therefore less likely to be a highly variable AGN. They advocate future optical monitoring to further check this issue.

Following the suggestion of VB01, we observed SDSS J124602.54+011318.8 in the $`R`$ band with the Wise Observatory 1-m telescope. Combining our new data, the results reported by VB01, and a careful re-analysis of publicly available archival images of the field, we find that SDSS J124602.54+011318.8 is in fact a highly variable object, and not a transient phenomenon. As our January 2002 photometry showed that this object was in a bright ($`R18`$ mag) state, we have obtained optical spectra of SDSS J124602.54+011318.8 using the Shane 3-m telescope at Lick Observatory and the Keck-I 10-m telescope in Hawaii. In striking contrast to the data presented by VB01, the spectra show a blue continuum with weak broad lines, suggestive of an AGN. The redshift ($`z=0.385`$), measured from narrow nebular emission lines, is identical to the one found by VB01 from the galactic spectrum they obtained. The combination of the strong optical variability and the spectral information leads us to conclude that SDSS J124602.54+011318.8 is indeed an unusual radio-loud AGN that might be classified as a blazar, probably akin to the BL Lac subclass. Since this object displayed several flares similar to the one observed by the SDSS, there is no reason to suspect that a GRB, or any other sort of non-AGN optical transient, has occurred in this active galaxy.

In the following sections, we present the analysis of the optical photometry ($`\mathrm{\S }2`$) and spectroscopy ($`\mathrm{\S }3`$) of this object, its radio and X-ray properties ($`\mathrm{\S }4`$), and their implications ($`\mathrm{\S }5`$).

## 2 Photometry

Figure 1 shows an $`R`$-band image of the field of SDSS J124602.54+011318.8, obtained on 10 January 2002 (UT dates are used throughout this paper) with the Wise Observatory 1-m telescope. The object, at $`R18`$ mag, is marginally resolved. In Figure 2 we plot $`R`$-band magnitudes of this object measured from new and archival data from 1956 to date. We have transformed SDSS $`r^{}`$ magnitudes to Cousins $`R`$ using the prescription of Smith et al. (2002) and have taken $`E`$ (red) magnitudes from Palomar Observatory Sky Survey (POSS) plates to be equal to Cousins $`R`$, albeit with a large uncertainty of $`\pm 0.2`$ mag, following the analysis of Ofek (2000). Unfiltered observations from the LONEOS photometric database (Rest et al. 2001) are tied to the $`R`$ band (A. Miceli, private communication). One can see that the object is variable with a peak-to-peak amplitude of more than 2.5 mag. High states were detected during 1991, 1999, and again in our new data. The SDSS images from 2000 and 2001 were apparently taken during a period of very low activity. Examining the blue data from the SDSS, presented by VB01, and analogous archival $`O`$ (blue) plates, we find a higher amplitude of variability ($`4`$ mag), probably because the blue bands are dominated by the variable AGN while the light from the host galaxy contributes more to the $`R`$ band.

We have analyzed archival unfiltered observations of this field obtained by the NEAT project (Pravdo et al. 1999), and made available through the skymorph222http://skys.gsfc.nasa.gov/skymorph/skymorph.html website. Data of good quality were obtained during February–April of 2000 and 2001. Figure 3 (top panel) shows the unfiltered magnitude of SDSS J124602.54+011318.8 relative to the magnitude of a nearby bright star (marked as Star 1 in Fig. 1). One can see that the object shows large-amplitude variations (peak to peak variability of more than 1 mag) over time scales of weeks and months. Some variability on a time scale of days is also evident, but needs to be verified by higher-quality photometry. We have tested the reality of the measured variability by performing the same measurement on a nearby star (marked as Star 2 in Fig. 1) with similar flux. The results (plotted in the bottom panel of Fig. 3) show that the measured flux is generally constant, with a dispersion of $`0.05`$ mag around the mean, making the variability of SDSS J124602.54+011318.8 a $`20\sigma `$ effect. Since the host galaxy of SDSS J124602.54+011318.8 may become dominant when the AGN is weak, thus introducing seeing dependence into our flux measurement, we repeated our photometry test with a nearby resolved galaxy (marked as Galaxy 1 in Fig. 1). The results, also given at the bottom panel of Figure 3, show that while the scatter in flux is indeed somewhat larger for this object ($`0.1`$ mag), the variability of SDSS J124602.54+011318.8 is still highly significant ($`10\sigma `$). We conclude that SDSS J124602.54+011318.8 is beyond doubt a variable object, with large fluctuations in flux on time scales of weeks to years.

## 3 Spectroscopy

We obtained optical spectra of SDSS J124602.54+011318.8 twice to assess its spectral variability. The first observation was a 45-minute exposure taken on 14.5 January 2002 with the Kast double spectrograph (Miller & Stone 1993) on the Shane 3-m telescope at Lick Observatory. The second spectrum was a 5-minute observation taken on 17.7 January 2002 with the Low Resolution Imaging Spectrometer (LRIS; Oke et al. 1995) mounted on the Keck-I 10-m telescope. The long, $`2^{\prime \prime }`$ wide Lick Kast slit and $`1^{\prime \prime }`$ wide Keck LRIS slit were both aligned with the parallactic angle to minimize light losses due to atmospheric dispersion (Filippenko 1982). The standard IRAF333IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. routines were used for two-dimensional image processing and optimal spectral extraction (Horne 1986). We used our own IDL routines (Matheson et al. 2000) to do the flux calibration and atmospheric band removal (Wade & Horne 1988). In each case, the spectral range was 3500–10000 Å. The Lick spectrum had an anomaly, probably resulting from an imperfect join between its blue and red sides (whose light is split with a dichroic filter), that prevented accurate continuum calibration in the range 4800–6000 Å, so that region has been excised from Figure 4.

Both spectra were taken in clear skies (some very thin cirrus may have been present). We have derived $`R`$-band magnitudes by convolving the flux-calibrated spectra with the $`R`$-band response function, but the associated uncertainties could be only roughly estimated by considering the stability of the nights. The results are $`R=16.9\pm 0.3`$ mag for the 14.5 January Lick spectrum (the uncertainty is relatively large due to variable seeing), and $`R=18.1\pm 0.15`$ for the 17.7 January 2002 Keck spectrum. The Lick magnitude supports our suspicion, based on spectral characteristics (see below), that the object was substantially brighter than during the 12 January Wise observation ($`R=18.0`$ mag) shown in the inset of Figure 2. The Keck magnitude is very close to the 18 January Wise measurement obtained just 12 hours later.

The SDSS spectroscopy presented by VB01444Data are publicly available through the SDSS spectral archive, http://archive.stsci.edu/sdss/spectra.html. was obtained while the object was quiescent, and is therefore dominated by the light from the host galaxy, resulting in a generally red spectrum with stellar absorption lines. However, the narrow \[O III\] emission lines and possible broad H$`\alpha `$ may suggest some AGN contribution, in accord with the radio detection. Examining more than 200 spectra of radio-loud AGNs presented by Stickel & Kuehr (1994), Stickel et al. (1996), Kock et al. (1996), Nass et al. (1996), Perlman et al. (1998), and Landt et al. (2001), we find only two spectra (WGAJ0245.2+1047, Perlman et al. 1998; WGAJ0528.5-5820, Landt et al. 2001) that resemble that of SDSS J124602.54+011318.8. Both objects are classified as BL Lacs, but the SDSS spectrum seems to be even more “galactic” (e.g., with stronger Ca II H & K lines), so it may in fact resemble that of a radio galaxy.

In contrast, the nearly featureless Lick spectrum, shown in Figure 4, was obtained when the object was in a bright phase (Fig. 2) and is apparently dominated by a nonstellar source. The continuum is very blue, with low equivalent width emission lines of \[O III\] and \[O II\], and possibly broader H$`\alpha `$ and Mg II lines. The spectrum is very suggestive of a BL Lac object. No stellar absorption lines from the host are visible, but the measured redshift is $`z=0.385`$ from the narrow \[O III\] line, matching the SDSS redshift.

The Keck LRIS spectrum, obtained $`3`$ days later and shown in Figure 5, was apparently taken when the object was at an intermediate phase (being about one third as bright as it was when the spectrum shown in Fig. 4 was taken). The continuum is less blue, and stellar absorption lines are visible, although they are not as strong as in the SDSS spectra. The broad H$`\alpha `$ line is now clearly visible, with equivalent width $`(W_\lambda )13`$ Å and full width at half maximum (FWHM) $`3000`$ km s-1. The emergence of broad lines during the continuum drop that accompanies the transition to a low activity state is well documented in variable radio-loud AGNs (e.g., Vermeulen et al. 1995; Koratkar et al. 1998). The strength of the “4000 Å break” is $`C0.1`$, following the definition of Perlman et al. (1998). Combining our measured values for $`C`$ and $`W_\lambda `$ and using the classification diagram of March$`\stackrel{~}{\mathrm{a}}`$ et al. (1996) and Perlman et al. (1998), we find that this object falls on the outskirts of the BL Lac region.

Wise photometry taken $`12`$ hours after the Keck LRIS spectrum indeed shows the object to be fainter than it was before the Lick spectrum was obtained, but still brighter than it was at the time of the SDSS spectroscopy (Fig. 2). This is consistent with the spectral analysis showing the Keck spectrum to be intermediate between the AGN-dominated Lick spectrum and the host-dominated SDSS spectra.

In conclusion, SDSS J124602.54+011318.8 shows dramatic spectral variability, apparently correlated with its optical flux. The broad lines and the blue, variable, nonstellar continuum observed in both the Lick and Keck spectra are indicative of an AGN. The combination of the spectral data from all epochs is best explained by an extreme, strongly variable BL-Lac-type object that resembles a radio galaxy during its faint phase. Since the properties of the flare reported by VB01 are fully replicated by our new observations of this AGN, there is no reason to suspect that an OT occurred during March 1999.

## 4 Radio and X-ray Properties

The FIRST 1.4 GHz radio catalog (White et al. 1997) lists only one source within $`3^{}`$ of SDSS J124602.54+011318.8, coincident with the SDSS position of the optical source to $`\pm 0.3^{\prime \prime }`$, well below the combined astrometric errors of the SDSS and FIRST data. Therefore, one can safely identify the $`79.4\pm 0.2`$ mJy FIRST source with SDSS J124602.54+011318.8. Comparing the FIRST detection with another 1.4 GHz survey, we find that the NVSS catalog (Condon et al. 1998) quotes a significantly lower flux measurement of $`71.9\pm 2`$ mJy. Scanning other radio catalogs, we have found that this source was detected at 4.85 GHz by the PMN survey (Griffith & Wright 1993; $`51\pm 11`$ mJy) sometime during 1990, while the GB6 catalog (Gregory et al. 1996; $`90\pm 11`$ mJy) detects the source at the same frequency, in data taken during 1986–1987 (exact epochs are not currently available). We therefore conclude that this source is probably variable at radio wavelengths, with a change of up to a factor of $`2`$ in flux over several years. Such radio properties are consistent with the characteristics of radio-loud AGNs in general, and BL Lacs in particular. The object is not detected in the ROSAT all-sky survey, nor does it appear in the EGRET third catalog.

## 5 Discussion

The identification of SDSS J124602.54+011318.8 as an unusual AGN has several implications in various related fields, including the study of optical transients in general and optical afterglows of GRBs in particular, as well as AGN research. We briefly comment on these subjects.

Perhaps the most important lesson to be learned from the work presented above is the need for a thorough search of available archival data, when studying potentially transient or variable objects. Large amounts of high-quality astronomical data are now easily available to the community, covering most of the sky in a wide range of wavelengths. In many cases, archival data can provide evidence for past variability, or at least constrain it. There are many peculiar stars and AGNs out there, and when large areas of the sky are searched, they are bound to appear occasionally. Without proper care, such objects may pose as transient events such as supernovae or GRB afterglows. Even when archival data are not available or show no evidence for variability, continued optical monitoring of the sites of candidate transients may be prudent, if strong conclusions are to be drawn from such events. We note that several theoretical papers on SDSS J124602.54+011318.8 have already been submitted for publication (e.g., Granot et al. 2002), and although they may still serve a useful purpose for general discussions, the specific conclusions regarding this particular “orphan GRB” clearly are not applicable.

One of the interesting applications of the accurate SDSS 5-band photometry is the possible distinction between different classes of objects by their colors (Krisciunas, Margon, & Szkody 1998; Poznanski et al. 2002). VB01 demonstrate that the optical colors of SDSS J124602.54+011318.8 in the bright phase can be fitted by a power law with index $`\beta _\nu 1`$, and claim that these colors are similar to those of GRB afterglows and inconsistent with those of most AGNs. Our work shows that at least some AGNs have colors that are similar to those of GRBs. In fact, such colors have been measured for well-known flaring AGNs such as BL Lac (Webb et al. 1998) and the radio-loud quasar 3C 279 (Webb et al. 1990). The selection of GRB afterglows by their colors alone would therefore seem difficult. VB01 claim that the discovery of an “orphan afterglow” within the amount of SDSS data searched so far disfavors the models used in the calculations of Dalal, Griest, & Pruet (2002), which predict very few “orphan afterglows” even in deep, wide-field searches. The fact that SDSS J124602.54+011318.8 probably did not host a GRB implies that these models are as yet uncontested.

The strong spectral variability this object displays also has some implications for studies of radio-loud AGNs. Looking only at low-state optical spectra of SDSS J124602.54+011318.8, it is difficult to classify it as a blazar, since the nonstellar continuum is well below the level of the host-galaxy light. The fact that surveys for AGNs may miss a population of such low-luminosity blazars, for exactly this reason, has already been noted (Browne & March$`\stackrel{~}{\mathrm{a}}`$ 1993; see a thorough recent discussion in Perlman et al. 1998). However, besides being an extreme example of the “Browne & March$`\stackrel{~}{\mathrm{a}}`$ effect,” SDSS J124602.54+011318.8 also raises the issue of variability. The calculations presented by Browne & March$`\stackrel{~}{\mathrm{a}}`$ (1993), March$`\stackrel{~}{\mathrm{a}}`$ & Browne (1995), and Perlman et al. (1998) do not take the intrinsic variability of the sources into account. Objects similar to SDSS J124602.54+011318.8 may spend a significant fraction of their time in a low state, where they are hard to recognize, suffering an increased Browne & March$`\stackrel{~}{\mathrm{a}}`$ effect. In order to estimate how significant this might be (i.e., the incompleteness of blazar surveys), one needs to determine the duty cycle of objects like SDSS J124602.54+011318.8, as well as know their relative frequency within the entire blazar population. Both of these properties may be measured by a spectroscopic monitoring campaign of a complete sample of radio-selected AGNs.

A similar aspect of the extreme variability of this object is the pronounced change in its apparent optical morphology, from a bright, star-like point source to a faint resolved galaxy. If such objects are not very rare, programs using optical morphology to select candidate AGNs may be strongly affected. As an example, Wallace et al. (2002) searched for the blazar counterpart of the unidentified EGRET source 3EG J2006-2321, using radio and optical data. In order to decide between the two most probable radio sources that fall within the EGRET error contour, they examine deep optical images of this field. One of the sources appears like “a normal-looking galaxy” while the other is stellar. The authors use this to rule out the galactic-looking source. In this particular case, the decision was probably well justified, as the remaining source shows spectral and polarization properties that are characteristic of blazars. But a population of objects similar to SDSS J124602.54+011318.8, with variable apparent morphology, may hinder the use of object morphology as a selection method in similar studies.

Finally, we note that SDSS J124602.54+011318.8 presents an opportunity to study the properties of the stellar population in the nucleus of an AGN host galaxy; when in the low state, the AGN is faint and does not obstruct the observations of the host, unlike the case for its brighter counterparts.

## Acknowledgments

A. Miceli is thanked for providing us with the LONEOS data points. We are grateful for valuable advice from N. Brosch, S. Kaspi, A. Laor, T. Piran, O. Shemmer, A. Sternberg, and C. M. Urry. Helpful comments on the manuscript were provided by A. Levinson and H. Netzer. It is a pleasure to acknowledge the referee, E. Perlman, for his helpful suggestions. We acknowledge the assistance of the staffs of the Wise, Lick, and Keck Observatories; Y.-J. Choi and Y. Lipkin are especially thanked for their help at Wise. The W. M. Keck Observatory is operated as a scientific partnership among the California Institute of Technology, the University of California, and NASA; it was made possible by the generous financial support of the W. M. Keck Foundation. Astronomy at the Wise Observatory is supported by grants from the Israel Science Foundation. A.V.F. is grateful for the financial support of NSF grant AST-9987438, as well as of the Guggenheim Foundation.


text:
# Quantum-fluctuation-induced collisions and subsequent excitation gap of an elastic string between walls

## I Introduction

Recently, Zaanen brought up a problem of “quantum string,” which is a linelike object subjected to line tension, and it wanders owing to quantum zero-point fluctuations Zaanen (2000); Mukhin et al. (2001). Central concern is to estimate the interaction among strings as it wanders quantum-mechanically and undergoes entropy-reducing collisions with adjacent neighbors. Statistical mechanics of quantum-string gas would be responsible to the low-energy physics of the stripe phase observed experimentally in doped cuprates Tranquada et al. (1995); Wakimoto et al. (1999); Noda et al. (1999). In particular, one is motivated to gain insights how the stripe pattern acquires stability. Actually, a good deal of theoretical analyses had predicted tendency toward stripe-pattern formation Zaanen and Gunnarsson (1989); Poilblanc and Rice (1989); Schulz (1990); Kato et al. (1990). However, ab initio simulations on the $`t`$-$`J`$ model still remain controversial about that issue Prelovsek and Zotos (1993); White and Scalapino (1998); Hellberg and Manousakis (1999); White and Scalapino (2000); Hellberg and Manousakis (2000).

In the series of papers Zaanen (2000); Mukhin et al. (2001), the authors pointed out that the “quantum entropic” interaction lies out of conventional picture, and it would rather give rise to the solidification of the gas of strings; namely, the stripe phase is stabilized by mutual collisions. (In a different context, the entropic interaction was explored in Refs. Bricmont et al., 1986; Sornette, 1986.) Their analysis Zaanen (2000); Mukhin et al. (2001) is based on the Helfrich approximation Helfrich and Servuss (1984), which has been very successful in the course of studies of stacked membranes under thermal undulations. Based on this approximation, they reveled a significance of long-wavelength fluctuations. Note that in the conventional picture, on the contrary, the string is “disordered” as in the Einstein-like view of crystal, and only short-wavelength fluctuations contribute to collisions.

To be specific, the key relation in their theory is the following,

$$f=C\frac{B}{\mathrm{\Sigma }d^2}\left(\mathrm{log}\left(\frac{\mathrm{\Sigma }d}{B}\right)+C^{}\right),$$
(1)
with collision-induced energy cost $`f`$ (per unit volume) and elasticity modulus (with respect to the compression of string intervals) $`B=d^2^2f/d^2`$; see the Hamiltonian (2) as well. The logarithmic term signals the significance of long-wavelength fluctuations. The relation (1) yields remarkable consequences. For instance, the elastic modulus is given by the stretched exponential form $`B\mathrm{exp}(Ad^{2/3})`$ Zaanen (2000); Mukhin et al. (2001). It is noteworthy that the elasticity modulus $`B`$ is much larger than that of meanfield $`B\mathrm{exp}(Ad^2)`$. Hence, the result indicates that contrary to our naive expectations, short-wavelength modes are suppressed owing to collisions, and the collisions rather contribute to the solidification of the string gas; namely, the stripe phase is stabilized by the “order out of disorder” mechanism Zaanen (2000); Mukhin et al. (2001).

In our preceding paper Nishiyama (2001), we have verified the above relation (1), and demonstrated that the elastic modulus is actually governed by the stretched exponential form $`B\mathrm{exp}(Ad^{0.808(1)})`$. We have carried out the first-principle simulation by means of the density-matrix renormalization group White (1992, 1993); Peschel et al. (1999): We put a quantum string between rigid walls with spacing $`d`$, and measured its repelling interaction. (This technique has been utilized in the course of studies of fluctuation pressure of stacked membranes Janke and Kleinert (1986, 1987); Leibler and Maggs (1989).) The Hamiltonian is given by,

$$=\underset{i=1}{\overset{L}{}}\left(\frac{p_i^2}{2m}+V(x_i)\right)+\underset{i=1}{\overset{L1}{}}\frac{\mathrm{\Sigma }}{2}(x_ix_{i+1})^2.$$
(2)
Here, $`x_i`$ denotes the operator of transverse displacement of a particle at $`i`$th site, and $`p_i`$ is its conjugate momentum. They satisfy the canonical commutation relations $`[x_i,p_j]=\mathrm{i}\mathrm{}\delta _{ij}`$, $`[x_i,x_j]=0`$ and $`[p_i,p_j]=0`$. $`V(x)`$ is the rigid-wall potential with spacing $`d`$;

$$V(x)=\{\begin{array}{cc}0\hfill & \mathrm{for}0xd\hfill \\ \mathrm{}\hfill & \mathrm{otherwise}\hfill \end{array}.$$
(3)
$`\mathrm{\Sigma }`$ denotes the line tension which puts particles into line. Classical version of this Hamiltonian has been used as a model for line dislocations and steps on (vicinal) surfaces Pokrovsky and Talapov (1979); Coppersmith et al. (1982); Zaanen et al. (1996). Note that for sufficiently large $`\mathrm{\Sigma }`$, one can take continuum limit, with which one arrives at field-theoretical version of quantum string Momoi (2001).

In the present paper, we are concerned in the excitation (mass) gap due to the collisions. We postulate the following exponential singularity,

$$\mathrm{\Delta }E\mathrm{exp}(Ad^\sigma ),$$
(4)
for sufficiently large $`d`$. In Ref. Mukhin et al., 2001, the gap (crossover temperature) $`T_0`$ is calculated in the form $`T_0\sqrt{B}`$; namely, one should obtain $`\sigma =2/3`$. This result cannot be understood in terms of the meanfield picture yielding much smaller mass gap $`\sigma =2`$. (We will outline this picture in the next section.) The purpose of this paper is to judge the validity of those scenarios by performing first-principle simulations. Our result is $`\sigma 0.6(3)`$ for $`\mathrm{\Sigma }=0.5`$-$`4`$.

The rest of this paper is organized as follows. In the next section, we argue physical implications of the singularity exponent $`\sigma `$. We introduce the viewpoint of critical phenomena in order to interpret the gap formula (4). The meanfield argument is also explicated. In Section III, we perform numerical simulations, and show evidences of the breakdown of meanfield. In the last section, we give summary and discussions.

## II  Interpretation of the singularity exponent $`\sigma `$ — a statistical-mechanical overview

In Introduction, we have overviewed the quantum string in the context of the stripe phase. In this section, we will survey different aspects of the quantum string in terms of statistical mechanics. This viewpoint is utilized in the simulation-data analyses in the succeeding section III.

In the path-integral picture, a quantum string spans a “world sheet” as time evolves Fradkin (1983). Therefore, a quantum string is equivalent to the random surface under thermal undulations. The random surface is in the critical phase of Kosterlitz and Thouless. (In our model (2), however, there appears no “flat phase,” because the “height” variables $`\{x_i\}`$ are continuous.) The presence of rigid walls is supposed to destroy the KT criticality. Therefore, the collision-induced mass gap (4) reflects the universality class of the phase transition at $`1/d0`$. In that sense, our aim is to determine the universality class.

The phase transition has not been studied very extensively so far. The rigid-wall potential is, by nature, non-analytic, and hence, it is quite cumbersome to carry out perturbative analyses such as loop expansions. Moreover, the confinement due to walls destroys the applicability of the duality transformation, with which one could establish an elucidating equivalence between the random surface and the two-dimensional $`XY`$ model.

Even in computer simulation, the verification of the gap formula (4) is rather troublesome. Note that the gap opens very slowly. That is, the correlation length is kept exceedingly large in the vicinity of the critical point. The correlation length would exceed the system sizes. Note that the conventional criticality exhibits the power law singularity,

$$\mathrm{\Delta }E\xi ^1(1/d)^\nu ,$$
(5)
which would be much easier to cope with. We will overcome the difficulty through resorting to the density-matrix renormalization group White (1992, 1993); Peschel et al. (1999); with this technique, we treat system sizes up to $`L=42`$.

Now, we are in a position to discuss the meaning of the singularity exponent $`\sigma `$. The correlation length is proportional to the inverse of the excitation (mass) gap; namely, $`\xi \mathrm{exp}(Ad^\sigma )`$. $`\xi `$ sets the characteristic length scale of the collision intervals. Therefore, in the length scale $`l=\xi `$, the random surface fluctuates freely. And so, the mean fluctuation deviation is calculated,

$$\sqrt{x_i^2}(\mathrm{log}l)^{1/2}d^{\sigma /2}.$$
(6)
From this relation, we see that $`\sigma `$ reflects an amount of fluctuation amplitudes. In the meantime, the meanfield picture insists $`\sqrt{x_i^2}d`$. (More precisely, an artificial mass term is included so as to enforce the condition; see Refs. Janke and Kleinert, 1986; Sornette, 1986.) Hence, one should obtain,

$$\sigma =2,$$
(7)
in the meanfield picture.

On the contrary, as is mentioned in Introduction, recent theory Zaanen (2000); Mukhin et al. (2001) predicts much smaller singularity exponent $`\sigma =2/3`$, from which one obtains a counterintuitive result $`\sqrt{x_i^2}d^{1/3}d`$. The result indicates that the string is straightened macroscopically by collisions: This is quite reminiscent of the aforementioned claim that the infrared modes are still active withstanding the collisions Zaanen (2000); Mukhin et al. (2001). Similar, but slightly modest, exponent $`\sigma =1`$ was reported (in a different context) with analytical calculations Bricmont et al. (1986); Sornette (1986).

## III Numerical results and discussions

In this section, we perform first-principle simulations so as to estimate the singularity exponent $`\sigma `$. First, we will explicate the simulation algorithm.

### III.1 Details of the density-matrix renormalization group

The density-matrix renormalization group has been utilized for the purpose of treating very large system sizes White (1992, 1993). The technique is based on an elaborate reduction of the Hilbert-space bases, and it has been applied to various spin and electron systems very successfully Peschel et al. (1999). Meanwhile, the technique had become applicable to bosonic systems such as phonons and oscillators Caron and Moukouri (1996); Zhang et al. (1998); Nishiyama (1999, 2002). (Note that the full exact diagonalization does not apply, because even a single oscillator spans infinite-dimensional Fock space. The huge dimensionality overwhelms the computer memory space.) Here, we employ the density-matrix-renormalization technique in order to diagonalize the quantum string (2). Full account of technical details is presented in our preceding paper Nishiyama (2001). In this paper, we will outline the simulation algorithm with an emphasis on the modification to calculate the excitation gap precisely.

To begin with, we need to set up local (on site) Hilbert-space bases: Provided that the line tension $`\mathrm{\Sigma }`$ is turned off, oscillators are independent, and each of them reduces to the text-book problem of “particle in a box.” Hence, the full set of eigensystems is calculated easily. In this way, we set up the intra-site Hilbert space with use of the low-lying $`M=12`$ states, and discarded the others.

Secondly, provided that those intra-site bases are at hand, we are able to apply the density-matrix renormalization group. The total system consists of block, site, site and block. The left-half part (block and site) is renormalized into a new block with reduced dimensionality $`m`$; we set, at most, $`m=50`$. More precisely, those $`m`$ bases are chosen from the eigenvectors of the density matrix for the left-half part,

$$\rho =\mathrm{Tr}_\mathrm{R}|\mathrm{\Psi }\mathrm{\Psi }|,$$
(8)
with the largest $`m`$ eigenvalues. $`\mathrm{Tr}_\mathrm{R}`$ denotes the partial trace with respect to the right-half part, and $`|\mathrm{\Psi }=|0+|1`$ with the ground state $`|0`$ and the first excitation state $`|1`$ of the total system. Note that in our previous simulation Nishiyama (2001), we simply set $`|\mathrm{\Psi }=|0`$, because we were just concerned in the ground state properties.

To summarize, we had carried out truncations of bases through two steps: One is the truncation of the intra-site bases $`M`$, and the other is the truncation of the “block” states $`m`$ through the density-matrix renormalization. Each of these procedures is monitored carefully, and the relative error of low-lying energy levels is kept within $`10^7`$; see Ref. Nishiyama, 2001 for details.

We have repeated renormalizations 20-times. The system size reaches $`L=42`$.

### III.2 Excitation energy gap

We have plotted the energy gap against the inverse of wall spacing $`1/d`$ for several values of line tension $`\mathrm{\Sigma }`$; see Fig. 1. From the plot, we see that the gap opens extremely slowly; namely, in the range $`1/d0.3`$, the mass gap $`\mathrm{\Delta }E`$ is maintained to be very small. This is a typical signature of the exponential singularity (4) rather than the power law (5). For $`1/d<0.2`$, the simulation does not continue, because the numerical diagonalization fails in resolving the nearly degenerate low-lying levels.

In the inset, we have presented the logarithmic plot. The data exhibit convex curves. Hence, we see that the singularity exponent $`\sigma `$ would not exceed $`\sigma =1`$. As is mentioned in Section II, the meanfield argument predicts $`\sigma =2`$. Therefore, we found that the collision-induced gap cannot be understood in terms of the meanfield picture.

### III.3 $`\beta `$-function analyses

The criticality is best analyzed by the $`\beta `$-function. The $`\beta `$-function describes the flow of a certain controllable parameter (in our case, $`\delta =1/d`$) with respect to the infinitesimal rescaling of the unit of length; namely,

$$\beta (1/d)=\frac{\xi (1/d)}{\xi ^{}(1/d)}=\left(\frac{\mathrm{d}}{\mathrm{d}(1/d)}\mathrm{ln}\xi \right)^1,$$
(9)
with correlation length $`\xi `$. Because the mass gap is the inverse of the correlation length, we obtain,

$$\beta (1/d)=\left(\frac{\mathrm{d}}{\mathrm{d}(1/d)}\mathrm{ln}\mathrm{\Delta }E\right)^1,$$
(10)
with excitation gap $`\mathrm{\Delta }E`$.

As is emphasized in Section II, the gap formula (4) is deeply concerned with the criticality at $`\delta =1/d0`$. The $`\beta `$-function reflects the universality class of the phase transition. For instance, as for the exponential singularity such as Eq. (4), it behaves like,

$$\beta (1/d)1/(A\sigma )(1/d)^{\sigma +1}.$$
(11)
On the other hand, the conventional second-order transition (5) is characterized by the behavior,

$$\beta (1/d)=(1/d)/\nu .$$
(12)
In this way, we can read off the critical exponents such as $`\sigma `$ and $`\nu `$.

As is presented in the previous subsection, the excitation-gap data $`\mathrm{\Delta }E`$ are readily available. Remaining task is to perform the numerical derivatives of $`\mathrm{\Delta }E^{}`$. We adopted the “Richardson’s deferred approach to the limit” algorithm in the text book Press et al. (1992). In this algorithm, one takes an extrapolation after calculating various finite-difference differentiations. We monitored the relative error, and checked that the error is kept within $`10^8`$. From these preparations, we can calculate the $`\beta `$-function from our simulation data.

We plotted the $`\beta `$-function $`\beta (1/d)`$ in Fig. 2 for $`\mathrm{\Sigma }=2`$. We see that there appear two regimes: As is indicated in the plot, in the region $`1/d0.3`$, the $`\beta `$-function is best fitted by a power law $`(1/d)^{1.6}`$. Hence, the universality would belong to the exponential singularity (11) with exponent $`\sigma =0.6`$. Note that such stretched-exponential behavior is suggested in the previous subsection. On the contrary, the $`\beta `$-function falls in the simple behavior $`1/\nu (1/d)`$ with the index $`\nu =2`$ for large $`1/d`$; see Eq. (12). That result tells that for large $`1/d`$, the gap formula enters the regime of power law (5). That is quite convincing, because for large $`1/d`$, $`\mathrm{\Sigma }`$ becomes irrelevant and the system reduces Nishiyama (2001) to the text-book problem of “particle in a box.” Hence, the excitation gap is simply given by the power law (5) with the index $`\nu =2`$. To summarize, we found that for large $`1/d`$, the physics changes so that we must look into the behavior in the vicinity of $`1/d=0`$.

In order to estimate $`\sigma `$, we have presented the log-log plot in Fig. 3 for various $`\mathrm{\Sigma }`$. From the slopes, we obtain an estimate $`\sigma =0.6(3)`$. This estimate is far less than the mean-field value $`\sigma =2`$. It clearly supports Zaanen’s claim $`\sigma =2/3`$ Zaanen (2000); Mukhin et al. (2001) that the collision-induced mass gap is governed by the stretched-exponential singularity. That is, the collision-induced mass gap is far larger than that anticipated from meanfield, and hence, the string is subjected to robust pinning potential due to quantum collisions; see Section II.

Meanwhile, we had also calculated the Roomany-Wyld approximant of the $`\beta `$-function Roomany and Wyld (1980),

$$\beta =\frac{1+\mathrm{ln}(\mathrm{\Delta }E_l/\mathrm{\Delta }E_l^{})/\mathrm{ln}(l/l^{})}{(\mathrm{\Delta }E_l^{}\mathrm{\Delta }E_l^{}^{}/\mathrm{\Delta }E_l\mathrm{\Delta }E_l^{})^{1/2}},$$
(13)
where $`l`$ and $`l^{}`$ denote a pair of system sizes. This approximant, in general, exhibits smaller finite-size collections. In fact, we found that it converges rapidly to the thermodynamic limit. However, the resultant data are identical to those with the aforementioned formula (10) for sufficiently large $`L`$. Because we take advantage of very large system sizes owing to the density-matrix renormalization group, the approximant formula (13) is not particularly necessary.

### III.4 Mean-fluctuation deviation

So far, we have extracted the singularity exponent directly from the excitation-gap data. However, as is mentioned in Section II, the mean deviation of the string undulations contains an information of the exponent;

$$\mathrm{\Delta }=\sqrt{x_i^2x_i^2}d^{\sigma /2}.$$
(14)
In Fig. 4, we plotted the mean fluctuation width $`\mathrm{\Delta }`$ for various $`d`$ and $`\mathrm{\Sigma }=0.5`$-$`4`$. From the plot, we see that there appear two distinctive regimes as in Fig. 2. For small $`d`$, $`\mathrm{\Delta }`$ is proportional to $`d`$, as is anticipated from a naive argument; see Section II. However, for large $`d`$, $`\mathrm{\Delta }`$ starts to bend down, indicating that the string undulation becomes suppressed. Hence, for large $`d`$, the conventional picture does not apply. From the slopes, we read off the exponent $`\sigma /20.5`$. (This result supports our estimate $`\sigma =0.6(3)`$ rather than the meanfield value $`\sigma =2`$.) Hence, we see $`\mathrm{\Delta }/d1`$ as for $`d\mathrm{}`$. As a consequence, we found fairly definitely that the string is straightened macroscopically due to the quantum collisions. This feature is reminiscent of the infrared divergences encountered in the theory by Zaanen Zaanen (2000).

## IV  Summary and discussions

We have investigated the quantum entropic (collision induced) interaction of an elastic string confined between walls (2). We performed the first-principle simulation by means of the density-matrix renormalization group. Our aim is to estimate the singularity exponent $`\sigma `$ in the excitation-gap formula (4). The exponent contains a number of significant informations which are overviewed in Section II.

In order to estimate $`\sigma `$, we utilized the $`\beta `$-function (10), which is readily accessible from our simulation data. From the asymptotic form of large $`d`$, we obtained the estimate $`\sigma =0.6(3)`$ for $`\mathrm{\Sigma }=0.5`$-$`4`$; see Fig. 3. Our estimate supports the recent proposal Zaanen (2000); Mukhin et al. (2001) that $`\mathrm{\Delta }E`$ is described by the stretched exponential form with $`\sigma =2/3`$, whereas it might conflict with the meanfield value $`\sigma =2`$. It would be noteworthy that the elastic modulus also obeys the stretched exponential, as is shown in our previous study Nishiyama (2001). Hence, it is established fairly definitely that the excitation gap is also described by the stretched exponential singularity. Namely, the excitation gap is much larger than that anticipated from meanfield. Moreover, we found that the mean fluctuation width $`\mathrm{\Delta }`$ is far less than the wall spacing $`d`$; namely $`\mathrm{\Delta }d^{0.5}`$. This again supports our conclusion rather than the meanfield; see Eq. (6).

From those observations, we are led to the conclusion that the string is confined by extremely robust effective pinning potential due to the quantum collisions; subsequently, large mass gap opens and $`\mathrm{\Delta }`$ gets bounded. Those features are also quite consistent with the findings of the series of works Zaanen (2000); Mukhin et al. (2001), validating their “order out of disorder” mechanism responsible to the stabilization of the stripe phase.

Provided that plural strings are concerned, does the value $`\sigma `$ get affected? As a matter of fact, the exponent $`\sigma `$ is not necessarily universal, but it does exhibit continuous variation Young (1979); Nelson and Halperin (1979) for a certain class of extended models. More specifically, in Refs. Itoi and Qin, 2001; Itoi and Mukaida, 1999, the authors claim that for extended models with high central charges (that is, many random surfaces) exhibit various types of criticalities. Therefore, It is likely that $`\sigma `$ would acquire corrections for multi-string case. Extended simulation directed to this issue would be remained for future study.

###### Acknowledgements.

This work is supported by Grant-in-Aid for Scientific Research Program (No. 13740240) from Monbusho, Japan. The author is grateful to Dr. T. Momoi for helpful discussions.