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# 1 The Hénon–Heiles Hamiltonian

## 1 The Hénon–Heiles Hamiltonian

Let us consider a three-dimensional galaxy with an axial-symmetric and time-independent potential function. The equations of galactic motion admit two well-known integrals: energy and angular momentum. If we know also the third integral of motion, then we can solve the motion equations by the method of quadratures. Due to the symmetry of the potential the considered system is equivalent to two-dimensional one. However, for many polynomial potentials the obtained system has not the second integral as a polynomial function.

In the 1960s numerical  and asymptotic methods  have been developed to show either existence or absence of the third integral for some polynomial potentials. To answer the question about the existence of the third integral Hénon and Heiles  considered the behavior of numerically integrated trajectories. They wrote : ”In order to have more freedom of experimentation, we forgot momentarily the astronomical origin of the problem and consider its general form: does an axisymmetrical potential admit a third isolating integral of motion ?”. They have proposed the following Hamiltonian:

$$H=\frac{1}{2}\left(x_t^2+y_t^2+x^2+y^2\right)+x^2y\frac{1}{3}y^3,$$
$`(1)`$
because: (a)  it is analytically simple; this makes the numerical computations of trajectories easy; (b)  at the same time, it is sufficiently complicated to give trajectories, which are far from trivial. Indeed, Hénon and Heiles found that for low energies this system appeared to be integrable, in so much as trajectories (numerically integrated) always lay on well-defined two-dimensional surfaces. On the other hand, they also obtained that for high energies many of these integral surfaces were destroyed and that phase space acquired large ergodic regions. The Hénon–Heiles system became a paradigm of chaotic Hamiltonian dynamics.

Let us consider the Hénon–Heiles  Hamiltonian in the general form:

$$H=\frac{1}{2}\left(x_t^2+y_t^2+\lambda x^2+y^2\right)+x^2y\frac{C}{3}y^3,$$
$`(1)`$
where $`C`$ and $`\lambda `$ are numerical parameters.

Investigations of the generalized Hénon–Heiles system:

$$\{\begin{array}{ccc}x_{tt}\hfill & =& \lambda x2xy,\hfill \\ y_{tt}\hfill & =& yx^2+Cy^2,\hfill \end{array}$$
$`(2)`$
can be separated on the following ways:

1.  Numerical analysis  showed, that in the original case ($`\lambda =1`$, $`C=1`$) singular points of solutions of the motion equations group in self-similar spirals. It turns out extremely difficult distributions of singularities, forming a boundary, across which the solutions can not be analytically continued. Numerical investigations of the generalized Hénon–Heiles system are continued up to now .

2.  The procedure for transformation the Hamiltonian to a normal form and for construction the second independent integral in the form of formal power series in the phase variables $`x`$, $`x_t`$, $`y`$ $`y_t`$ (Gustavson integral) has been realized for the Hénon–Heiles system both in the original ($`\lambda =1`$, $`C=1`$ (see also ) and in the general forms . Using the Bruno algorithm  V.F. Edneral has constructed the Poincaré–Dulac normal form and found (provided that all phase variables are small) local families of periodic solutions of the Hénon–Heiles system both in the original  and in the general  forms.

3.  The singularities at the fixed points in phase space are locally analyzed via normal form theory, whereas the singularities in the complex (time) plane are studied by the Painlevé analysis. Using this analysis three integrable cases of the generalized Hénon–Heiles system have been found:

$$\begin{array}{ccc}\text{(i)}& C=1,\hfill & \lambda =1,\hfill \\ \text{(ii)}& C=6,\hfill & \lambda \text{ }\text{is an arbitrary number},\hfill \\ \text{(iii)}& C=16,\hfill & \lambda =\frac{1}{16}.\hfill \end{array}$$

In contradiction to the case (i) the cases (ii) and (iii) are nontrivial, so the integrability of these cases had to be proved additionally. In the 1980’s the required second integrals were constructed \[14–18\]. For integrable cases of the Hénon–Heiles system the Bäcklund transformations  and the Lax representations  have been found. The three integrable cases of the Hénon–Heiles system correspond precisely to the stationary flows of the only three integrable cases of fifth-order polynomial nonlinear evolution equations of scale weight 7 (respectively the Sawada–Kotega, the fifth-order Korteweg–de Vries and the Kaup–Kupershmidt equations) . The general solutions of the Hénon–Heiles system in integrable cases are known .

4.  The Hénon–Heiles system as a system of two second order ODEs is equivalent to the fourth order equation222For given $`y(t)`$ the function $`x^2(t)`$ is a solution of a linear equation. System $`(2)`$ is invariant to exchange $`x`$ to $`x`$. :

$$y_{tttt}=(2C8)y_{tt}y(4\lambda +1)y_{tt}+2(C+1)y_t^2+\frac{20C}{3}y^3+(4C\lambda 6)y^2\lambda y4H.$$
$`(3)`$
To find a special solution of this equation one can assume that $`y`$ satisfies some more simple equation. For example, it is well known that the Hénon–Heiles system and, hence, equation $`(3)`$ have solutions in terms of the Weierstrass elliptic functions satisfying the first-order differential equation:

$$y_t^2=𝒜y^3+y^2+𝒞y+𝒟,$$
$`(4)`$
where $`𝒜`$, $``$, $`𝒞`$ and $`𝒟`$ are some constants.

E.I. Timoshkova  generalized equation $`(4)`$:

$$y_t^2=𝒜y^3+y^2+𝒞y+𝒟+𝒢y^{5/2}+y^{3/2}$$
$`(5)`$
and found new one-parameter sets of solutions of the Hénon–Heiles system in nonintegrable cases ($`C=\frac{4}{3}`$ or $`C=\frac{16}{5}`$, $`\lambda `$ is an arbitrary number).

In the present paper I use the Painlevé method to find asymptotic solutions of the Hénon–Heiles system at $`C=\frac{16}{5}`$.

## 2 The Painlevé property

Let us formulate the Painlevé property for ODE’s. Solutions of a system of ODE’s are regarded as analytic functions, may be with isolated singular points . A singular point of a solution is said critical  (as opposed to noncritical) if the solution is multivalued (single-valued) in its neighborhood and movable if its location depends on initial conditions333Solutions of a system with a time-independed Hamiltonian can have only movable singularities..

Definition.  A system of ODE’s has  the Painlevé property  if its general solution has no movable critical singular point .

An arbitrary solution of such system is single-valued in the neighborhood of its singular point $`t_0`$ and can be expressed as a Laurent series with a finite number of terms with negative powers of $`tt_0`$.

A Hamiltonian system in a $`2s`$–dimensional phase space is called completely integrable  if it possesses $`s`$ independent integrals which commute with respect to the associated Poisson bracket. When this is the case, the equations of motion are (in principal, at least) separable and solutions can be obtained by the method of quadratures. Since the work of S.V. Kovalevskaya  (see also ) on the motion of a heavy rigid body about a fixed point, the Painlevé property has been proposed as a criterion for complete integrability \[30–32\]. If the system misses the Painlevé property (has complex or irrational ”resonances”), then the system cannot be ”algebraically integrable”  (see also  and references there in). N. Ercolani and E.D. Siggia  advance arguments as to why the Painlevé test works, i.e. they showed how to exploit the singular analysis to yield the integrals. They proved a theorem which demonstrates that the singularity analysis provides bounds on the degrees of polynomial integrals for a large class of separable systems.

## 3 The Painlevé test

### 3.1 Various algorithms of the Painlevé test

The Painlevé test is any algorithm designed to determine necessary conditions for a differential equation to have the Painlevé property. The original algorithm developed by Painlevé  is known as the $`\alpha `$-method. The method of S.V. Kovalevskaya is not as general as the $`\alpha `$-method but is more simple than it is.

In 1980, motivated by the work of S.V. Kovalevskaya , M.J. Ablowitz, A. Ramani and H. Segur  developed a new algorithm of the Painlevé test for ODE’s 444They also were the first  to point out the connection between the nonlinear partial differential equations (PDE’s), which are soluble by the inverse scattering transform method, and ODE’s with the Painlevé property. They have proven that if a PDE is solvable by the inverse scattering transform and a system of ODE’s is obtained from this PDE by the exact similarity reduction then the solutions (of this system of ODE’s) associated with Gel’fand–Levitan–Marchenko equation will possess the Painlevé property. Furthermore, they conjecture that, when all the ODE’s obtained by exact similarity transforms from a given PDE have the Painlevé property, perhaps after a change of variables, then PDE will be ”integrable”. Subsequently the Painlevé property for PDE was defined and the corresponding Painlevé test (the WTC procedure) was constructed by J.Weiss, M.Tabor and G.Carnevale  (see also \[41–48\]). For many integrable PDE’s, for example, the Korteweg–de-Vries equation , the Bäcklund transformations and the Lax representations result from the WTC procedure . Also, special solutions for certain nonintegrable PDE’s were constructed using this algorithm . The Painlevé test for both ODE’s and PDE’s which is based on perturbation theory is presented in .. Using this algorithm one can determine whether a system of ODE’s admits movable branch points, either algebraic or logarithmic. This algorithm can be used not only to isolate values of parameters of integrable cases, but also to find special asymptotic solutions even in nonintegrable cases . The Painlevé test finds wide use in theoretical physics as procedure for analysis of complex systems, for example, the self-dual Yang-Mills equation  or the Bianchi IX cosmological model \[53–56\].

If one substitutes in a system of ODE’s, for example, in system (2):

$$x=\stackrel{~}{cx}_\alpha (tt_0)^\alpha +\underset{j=1}{\overset{N_{max}}{}}\stackrel{~}{cx}_{j+\alpha }(tt_0)^{j+\alpha }\text{and}y=\stackrel{~}{cy}_\beta ^{}(tt_0)^\beta +\underset{j=1}{\overset{N_{max}}{}}\stackrel{~}{cy}_{j+\beta }(tt_0)^{j+\beta },$$

where $`N_{max}`$, $`\alpha `$, $`\beta `$, $`\stackrel{~}{cx}_\alpha ^{}`$ and $`\stackrel{~}{cy}_\beta ^{}`$ are some known constants, then the system of ODE’s transforms into a set of linear algebraic systems in coefficients $`\stackrel{~}{cx}_k`$ and $`\stackrel{~}{cy}_k`$. In the general case one can obtain the exact solutions (in the form of formal Laurent series) only if one solves infinity number of systems: $`N_{max}=\mathrm{}`$. On the other hand, if one solves a finite number of systems then one obtains asymptotic solutions. With the help of some computer algebra system, for example, the system REDUCE \[57–59\], these systems can be solved step by step and asymptotic solutions can be automatically found with any accuracy. But previously one has to determine values of constants $`\alpha `$, $`\beta `$, $`\stackrel{~}{cx}_\alpha ^{}`$ and $`\stackrel{~}{cy}_\beta ^{}`$ and to analyze systems with zero determinants. Such systems correspond to new arbitrary constants or have no solutions. Powers at which new arbitrary constants enter are called resonances. The Painlevé test gives all information about possible dominant behaviors and resonances. Moreover, the results of the Painlevé analysis prompt cases, in which it is useful to include into expansion terms with fractional powers of $`tt_0`$.

The test consists of three levels, if the system passes some level then it means that the system may be a system of P-type and we have to check the system on the following level.

### 3.2 The first level: find the dominant behavior

We assume that the dominant behavior of solutions in a sufficiently small neighborhood of the singularity is algebraic. To find the dominant behavior we look for solutions in the form

$$x=a_1(tt_0)^\alpha \text{and}y=a_2(tt_0)^\beta ,$$
$`(6)`$
where $`t_0`$ is arbitrary. Substitution $`(6)`$ into $`(2)`$ shows that for certain values of $`\alpha `$ and $`\beta `$, two or more terms in the equations of $`(2)`$ may balance (these terms have the same powers), and the rest can be ignored as $`tt_0`$. For each choice of $`\alpha `$ and $`\beta `$ the terms which can balance are called the leading terms. For the Hénon–Heiles system in the general form there exist two possible dominant behaviors :

| Case 1: | Case 2: ($`\beta <\mathrm{}e(\alpha )<0`$) |
| --- | --- |
| $`\alpha =2`$,$`\beta =2`$ | $`\alpha =\frac{1\pm \sqrt{148/C}^{}}{2}`$, $`\beta =2`$ |
| $`a_1=\pm 3\sqrt{2+C}`$,$`a_2=3`$ | $`a_1=arbitrary`$, $`a_2=\frac{6}{C}`$ |

It is possible that an original system is not of P-type, but, after some change of variables, the obtained system is of P-type555In this case the original system is said to have the weak Painlevé property. For example, in the integrable case (iii) system (2) has the weak Painlevé property. The interesting example of a system with the weak Painlevé property is presented in .. At $`C=\frac{16}{5}`$ in the Case 2 we obtain $`\alpha =\frac{3}{2}`$ and to continue the Painlevé test we have to introduce new variable $`z=x^2`$ and to consider the following system instead of system $`(2)`$:

$$\{\begin{array}{ccc}z_{tt}z& =& \frac{1}{2}z_t^22\lambda z^24z^2y,\hfill \\ y_{tt}& =& yz\frac{16}{5}y^2.\hfill \end{array}$$
$`(7)`$
### 3.3 The second level: find the resonances

The second level of the Painlevé analysis is finding the resonances. For each obtained pair of values of $`\stackrel{~}{\alpha }2\alpha `$ and $`\beta `$ we construct the simplified system that retains only the leadings terms of equations of the original system $`(7)`$.

For $`\stackrel{~}{\alpha }=4`$ and $`\beta =2`$ the simplified system is

$$\{\begin{array}{ccc}z_{tt}z& =& \frac{1}{2}z_t^24z^2y,\hfill \\ y_{tt}& =& z\frac{16}{5}y^2.\hfill \end{array}$$
$`(8.1)`$
Substituting

$$z=\frac{54}{5}(tt_0)^4+b_1(tt_0)^{4+r}\text{and}y=3(tt_0)^2+b_2(tt_0)^{2+r}$$

in system $`(8.1)`$, we obtain that to leading order in $`(tt_0)`$ {$`(tt_0)^{r8}`$ for the first equation and $`(tt_0)^{r4}`$ for the second equation} this system reduces to a system of two linear algebraic equations:

$$\widehat{Q}(r)\overline{b}=0,$$
$`(9)`$
where $`\widehat{Q}(r)`$ is $`2\times 2`$ matrix, which elements depend on $`r`$, and $`\overline{b}(b_1,b_2)`$. Determinant $`det(\widehat{Q}(r))`$ is a polynomial of order 4. Equation $`(9)`$ has nonzero solution only if

$$det(\widehat{Q}(r))=0.$$
$`(10)`$
The roots of equation $`(10)`$:

$$r_1=1,r_2=6,r_3=\frac{5+\sqrt{53.8}}{2},r_4=\frac{5\sqrt{53.8}}{2}$$

determine resonances (one root is always $`(1)`$, it represents the arbitrariness of $`t_0`$). Some roots of $`(10)`$ are not integer. This result means, that the Hénon–Heiles system with $`C=\frac{16}{5}`$ is a nonintegrable system. There is no algorithm to find the general solution for a nonintegrable system.

To find special asymptotic solutions let us consider the dominant behavior in the Case 2 ($`\stackrel{~}{\alpha }=3`$ and $`\beta =2`$). The simplified system is666The simplified systems $`(8.1)`$ and $`(8.2)`$ are different.

$$\{\begin{array}{ccc}z_{tt}z& =& \frac{1}{2}z_t^24z^2y,\hfill \\ y_{tt}& =& \frac{16}{5}y^2.\hfill \end{array}$$
$`(8.2)`$
Substituting ($`\stackrel{~}{a}_1a_1^2`$)

$$z=\stackrel{~}{a}_1(tt_0)^3+b_1(tt_0)^{3+r}\text{and}y=\frac{15}{8}(tt_0)^2+b_2(tt_0)^{2+r}$$

into $`(8.2)`$ we repeat calculations and obtain that resonances and corresponding arbitrary parameters can arise in terms proportional to $`(tt_0)^{r2}`$, where $`r=1,\mathrm{\hspace{0.25em}0},\mathrm{\hspace{0.25em}4},\mathrm{\hspace{0.25em}6}`$. Root $`r=1`$ corresponds to arbitrary parameter $`t_0`$, root $`r=0`$ corresponds to arbitrary parameter $`\stackrel{~}{a}_1`$, other roots correspond to new arbitrary parameters, i.e. new constants of integration. For arbitrary $`C`$ values of resonances $`r`$ are :

| Case 1: | Case 2: |
| --- | --- |
| $`\stackrel{~}{\alpha }=4`$, | $`\stackrel{~}{\alpha }=\pm \sqrt{148/C}^{}`$, |
| $`\beta =2`$, | $`\beta =2`$, |
| $`r=1,6,\frac{5}{2}\pm \frac{\sqrt{124(1+C)}}{2}`$. | $`r=1,0,6,\sqrt{148/C}`$. |

### 3.4 The third level: find the constants of integration

The third (and the last) level of the Painlevé test is a substitution into the original (not simplified) system $`(7)`$ the following series:

$$z=\stackrel{~}{a}_1(tt_0)^3+\underset{j=1}{\overset{r_{max}}{}}\stackrel{~}{cz}_{j3}(tt_0)^{j3}\text{and}y=\frac{15}{8}(tt_0)^2+\underset{j=1}{\overset{r_{max}}{}}\stackrel{~}{cy}_{j2}(tt_0)^{j2},$$

where $`r_{max}=6`$, $`\stackrel{~}{cy}_j`$ and $`\stackrel{~}{cz}_j`$ are unknown constants.

After this substitution system $`(2)`$ is transformed to sequence of systems of linear algebraic equations. Solving these systems we find $`\stackrel{~}{cy}_j`$ and $`\stackrel{~}{cz}_j`$. Determinants of systems, which correspond to resonances, have to be zero.

For example, to determine $`\stackrel{~}{cy}_2`$ and $`\stackrel{~}{cz}_1`$ we have obtained the following system:

$$\{\begin{array}{c}557056\stackrel{~}{a}_1^6+\stackrel{~}{a}_1^4\left(15552000\lambda 4860000\right)+\hfill \\ \stackrel{~}{a}_1^2\left(864000000\stackrel{~}{cy}_2+108000000\lambda ^267500000\lambda +10546875\right)=0,\hfill \\ 818176\stackrel{~}{a}_1^4+\stackrel{~}{a}_1^2\left(15660000\lambda 4893750\right)810000000\stackrel{~}{cy}_26328125=0.\hfill \end{array}$$
$`(11)`$
As one can see this system does not include $`\stackrel{~}{cz}_1`$, so $`\stackrel{~}{cz}_1`$ is an arbitrary parameter (a constant of integration). For any $`\lambda `$ this system can be solved as a system in $`\stackrel{~}{cy}_2`$ and $`\stackrel{~}{a}_1`$. We obtain new constant of integration $`\stackrel{~}{cz}_1`$, but we must fix $`\stackrel{~}{a}_1`$, so number of constants of integration is equal to 2. It is easy to verify that $`\stackrel{~}{cy}_4`$ is an arbitrary parameter, because the corresponding system is equivalent to one linear equation. So, we obtain an asymptotic solution which depends on three parameters, namely $`t_0`$, $`\stackrel{~}{cz}_1`$ and $`\stackrel{~}{cy}_4`$.

### 3.5 New asymptotic solutions

Now it is easy to obtain asymptotic solutions with arbitrary accuracy. For given $`\lambda `$ one has to choose $`\stackrel{~}{a}_1`$ as one of the roots of system $`(11)`$. After this the coefficients $`\stackrel{~}{cz}_j`$ and $`\stackrel{~}{cy}_j`$ as functions of $`\stackrel{~}{cz}_4`$ and $`\stackrel{~}{cy}_6`$ can be found automatically due to computer algebra system REDUCE. For some values of $`\lambda `$ asymptotic solutions have been found as the following series (without loss the generality we can put $`t_0=0`$):

$$z=\stackrel{~}{a}_1t^3+\underset{j=1}{\overset{50}{}}\stackrel{~}{cz}_{j3}t^{j3}\text{and}y=\frac{15}{8}t^2+\underset{j=1}{\overset{50}{}}\stackrel{~}{cy}_{j2}t^{j2}.$$

For example, if $`\lambda =\frac{1}{9}`$ then system $`(11)`$ has the following solutions ($`\stackrel{~}{a}_10`$):

$$\left\{\stackrel{~}{a}_1=\pm \frac{25\sqrt{2}}{16},\stackrel{~}{cy}_2=\frac{1819}{663552}\right\},\left\{\stackrel{~}{a}_1=\pm \frac{25i\sqrt{13}}{8\sqrt{374}},\stackrel{~}{cy}_2=\frac{8700683}{1364926464}\right\}.$$

If $`\stackrel{~}{a}_1=\pm \frac{25\sqrt{2}}{16}`$ then we obtain:

$$\begin{array}{ccc}\hfill z& =& \frac{25\sqrt{2}}{16}t^3+\frac{125}{192}t^2+\frac{25\sqrt{2}}{768}t^1+\frac{1625}{82944}+\stackrel{~}{cz}_1t+\hfill \\ & +& \left(\frac{21845}{47775744}\frac{\sqrt{2}}{6}\stackrel{~}{cz}_1\right)t^2+\left(\frac{437425\sqrt{2}}{9172942848}\frac{25\sqrt{2}}{48}\stackrel{~}{cy}_4\frac{191}{3456}\stackrel{~}{cz}_1\right)t^3+\mathrm{},\hfill \end{array}$$

$`(12.1)`$
$$\begin{array}{ccc}\hfill y& =& \frac{15}{8}t^2+\frac{5\sqrt{2}}{32}t^1\frac{205}{2304}+\frac{115\sqrt{2}}{13824}t\frac{1819}{663552}t^2+\hfill \\ & +& \left(\frac{1673\sqrt{2}}{11943936}+\frac{1}{6}\stackrel{~}{cz}_1\right)t^3+\stackrel{~}{cy}_4t^4+\left(\frac{1044461\sqrt{2}}{220150628352}\frac{19}{9216}\stackrel{~}{cz}_1\frac{1}{2}\stackrel{~}{cy}_4\right)t^5+\mathrm{}\hfill \end{array}$$

and

$$\begin{array}{ccc}\hfill z& =& \frac{25\sqrt{2}}{16}t^3+\frac{125}{192}t^2\frac{25\sqrt{2}}{768}t^1+\frac{1625}{82944}+\stackrel{~}{cz}_1t+\hfill \\ & +& \left(\frac{21845}{47775744}+\frac{\sqrt{2}}{6}\stackrel{~}{cz}_1\right)t^2+\left(\frac{437425\sqrt{2}}{9172942848}\frac{25\sqrt{2}}{48}\stackrel{~}{cy}_4\frac{191}{3456}\stackrel{~}{cz}_1\right)t^3+\mathrm{},\hfill \end{array}$$

$`(12.2)`$
$$\begin{array}{ccc}\hfill y& =& \frac{15}{8}t^2\frac{5\sqrt{2}}{32}t^1\frac{205}{2304}\frac{115\sqrt{2}}{13824}t\frac{1819}{663552}t^2\hfill \\ & & \left(\frac{1673\sqrt{2}}{11943936}+\frac{1}{6}\stackrel{~}{cz}_1\right)t^3+\stackrel{~}{cy}_4t^4\left(\frac{1044461\sqrt{2}}{220150628352}\frac{19}{9216}\stackrel{~}{cz}_1\frac{23\sqrt{2}}{384}\stackrel{~}{cy}_4\right)t^5+\mathrm{}\hfill \end{array}$$

For real values of parameters and time these solutions are real. In the case $`a_1=\frac{25\sqrt{2}}{16}`$ the following table shows how $`\stackrel{~}{cz}_{50}`$ and $`\stackrel{~}{cy}_{50}`$ (coefficients of terms proportional to $`t^{50}`$) depend on the arbitrary parameters $`\stackrel{~}{cz}_1`$ and $`\stackrel{~}{cy}_4`$:

| $`\stackrel{~}{cz}_1`$ | $`\stackrel{~}{cy}_4`$ | $`\stackrel{~}{cz}_{50}`$ | $`\stackrel{~}{cy}_{50}`$ | $`\stackrel{~}{cz}_1`$ | $`\stackrel{~}{cy}_4`$ | $`\stackrel{~}{cz}_{50}`$ | $`\stackrel{~}{cy}_{50}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- |
| $`1`$ | $`1`$ | $`4\times 10^{12}`$ | $`1\times 10^{13}`$ | 0 | 0 | $`1\times 10^{44}`$ | $`2\times 10^{45}`$ |
| $`1`$ | $`0.6`$ | $`4\times 10^{12}`$ | $`5\times 10^{14}`$ | 0 | 0.2 | $`8\times 10^{20}`$ | $`3\times 10^{20}`$ |
| $`1`$ | $`0.2`$ | $`1\times 10^{17}`$ | $`2\times 10^{18}`$ | 0 | 0.4 | $`2\times 10^{17}`$ | $`9\times 10^{18}`$ |
| $`1`$ | $`0`$ | $`1\times 10^{20}`$ | $`3\times 10^{22}`$ | 0 | 0.6 | $`5\times 10^{16}`$ | $`5\times 10^{16}`$ |
| $`1`$ | $`0.4`$ | $`6\times 10^{15}`$ | $`1\times 10^{16}`$ | 0 | 0.8 | $`5\times 10^{15}`$ | $`2\times 10^{15}`$ |
| $`1`$ | $`1`$ | $`6\times 10^{12}`$ | $`8\times 10^{14}`$ | 0 | 1 | $`3\times 10^{14}`$ | $`1\times 10^{14}`$ |
| $`0.6`$ | $`1`$ | $`3\times 10^{12}`$ | $`5\times 10^{14}`$ | 0.4 | 0 | $`4\times 10^{25}`$ | $`1\times 10^{26}`$ |
| $`0.6`$ | $`0.6`$ | $`4\times 10^{14}`$ | $`1\times 10^{15}`$ | 0.4 | 0.4 | $`1\times 10^{15}`$ | $`2\times 10^{17}`$ |
| $`0.6`$ | $`0`$ | $`5\times 10^{23}`$ | $`9\times 10^{25}`$ | 0.4 | 0.8 | $`3\times 10^{13}`$ | $`2\times 10^{15}`$ |
| $`0.6`$ | $`0.4`$ | $`3\times 10^{15}`$ | $`4\times 10^{17}`$ | 0.8 | 0 | $`1\times 10^{21}`$ | $`3\times 10^{23}`$ |
| $`0.6`$ | $`1`$ | $`3\times 10^{12}`$ | $`2\times 10^{14}`$ | 0.8 | 0.4 | $`2\times 10^{15}`$ | $`2\times 10^{16}`$ |
| $`0.2`$ | $`1`$ | $`1\times 10^{12}`$ | $`2\times 10^{14}`$ | 0.8 | 0.8 | $`6\times 10^{13}`$ | $`1\times 10^{14}`$ |
| $`0`$ | $`1`$ | $`3\times 10^{14}`$ | $`1\times 10^{14}`$ | 1 | 1 | $`4\times 10^{12}`$ | $`1\times 10^{13}`$ |
| 20 | 20 | $`2.2`$ | $`0.051`$ | 20 | 40 | $`603`$ | $`6.88`$ |
| 40 | 20 | $`11.1`$ | $`0.01`$ | 40 | 40 | \- 1128 | 24.5 |

One can see that coefficients tend to zero very rapidly when the absolute values of the parameters are less than unit.

## 4 The connection between asymptotic solutions and exact solutions

E.I. Timoshkova  found that solutions of the following equation

$$y_t^2=\stackrel{~}{𝒜}y^3+\stackrel{~}{𝒢}y^{5/2}+\stackrel{~}{}y^2+\stackrel{~}{}y^{3/2}+\stackrel{~}{𝒞}y+\stackrel{~}{𝒟},$$
$`(13)`$
where $`\stackrel{~}{𝒜}=\frac{32}{15}`$, $`\stackrel{~}{𝒟}=0`$, $`\stackrel{~}{}`$, $`\stackrel{~}{𝒞}`$, $`\stackrel{~}{𝒢}`$ and $`\stackrel{~}{}`$ are some depending on $`\lambda `$ constants, satisfy $`(3)`$ at $`C=\frac{16}{5}`$. After change of variables: $`y=\varrho ^2`$, we obtain the following equation:

$$\varrho _t^2=\frac{1}{4}\left(\stackrel{~}{𝒜}\varrho ^4+\stackrel{~}{𝒢}\varrho ^3+\stackrel{~}{}\varrho ^2+\stackrel{~}{}\varrho +\stackrel{~}{𝒞}\right).$$
$`(14)`$
Equation $`(14)`$ is of P-type. The general solution of equation $`(14)`$ has only one arbitrary parameter $`t_0`$ and can be expressed in elliptic functions .

For all values of $`\lambda `$ the trajectories of motion are given by the following equation:

$$x^2z=\frac{1}{2}\left(\frac{5}{2}\stackrel{~}{𝒢}y^{3/2}+2(\stackrel{~}{}+1)y+\frac{3}{2}\stackrel{~}{}y^{1/2}+\stackrel{~}{𝒞}\right).$$
$`(15)`$
Let us compare the asymptotic solutions $`(12.1)`$ and $`(12.2)`$ with these exact solutions. It is easy to verify, for example, with the help of the Painlevé test of equation $`(14)`$, that at points of singularities these solutions and our asymptotic solutions have the same asymptotic behavior. It means that for some values of parameters $`\stackrel{~}{cz}_1`$ and $`\stackrel{~}{cy}_4`$ our asymptotic series give exact solutions and, hence, converge.

Let us consider in detail the case of $`\lambda =\frac{1}{9}`$. In this case the following solution has been found :

$$x^2z=\frac{y}{3}\left\{\frac{5}{3}2i\sqrt{\frac{5y}{3}}\right\},$$

where y is a solution of the following equation:

$$y_t^2+\frac{32}{15}y^3+\frac{4}{9}y^2\pm \frac{8i}{\sqrt{135}}y^{5/2}=0.$$
$`(16)`$
Depending on a choice of a sign before the last term, we obtain either (in case of sign $`+`$):

$$y=\frac{5}{3\left(13\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)^2^{}}\text{and}x^2=\frac{25\left(1\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)}{9\left(13\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)^3^{}};$$
$`(17.1)`$
or (in case of sign $``$):

$$y=\frac{5}{3\left(1+3\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)^2^{}}\text{and}x^2=\frac{25\left(1+\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)}{9\left(1+3\mathrm{sin}\left(\frac{tt_0}{3}\right)\right)^3^{}}.$$
$`(17.2)`$
It is easy to verify that the series $`(12.1)`$ with

$$\stackrel{~}{cy_4}=\frac{858455}{12039487488}\text{and}\stackrel{~}{cz_1}=\frac{3205\sqrt{2}}{3981312},$$

are the Laurent series of $`(17.1)`$ and the series $`(12.2)`$ with

$$\stackrel{~}{cy_4}=\frac{858455}{12039487488}\text{and}\stackrel{~}{cz_1}=\frac{3205\sqrt{2}}{3981312},$$

are the Laurent series of $`(17.2)`$. So, our asymptotic series converge at these values of parameters. It is possible that our asymptotic series converge also for other values of parameters. I plan to analyze this question in future.

## CONCLUSIONS

Using the Painlevé analysis one can not only find integrable cases of dynamical systems, but also construct special asymptotic solutions even in nonintegrable cases.

We have found the special solutions of the Hénon–Heiles system with $`C=\frac{16}{5}`$ as formal Laurent series, depending on three parameters. For some values of two parameters the obtained solutions coincide with the known exact solutions.

The author is grateful to R. I. Bogdanov and V. F. Edneral for valuable discussions and E. I. Timoshkova for comprehensive commentary of . This work has been supported by the Russian Foundation for Basic Research under grants “tensyN$``$ 00-15-96560 and “tensyN$``$ 00-15-96577.


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# Geometry and Kinematics in the Central Broad-Line Region of a Seyfert 1 Galaxy

## 1 Introduction

In the central regions of active galactic nuclei (AGN) broad emission lines are generated. These emission lines are emitted in a photoionized gas at distances of light days to light months from a central supermassive black hole. But many details of the innermost AGN region where the broad emission lines originate are unknown. We do not know the geometry of the line emitting clouds: are they distributed spherically, in a disk geometry, or biconically? Different kinematic models of the clouds are conceivable: radial inflow or outflow motions including accelerated outflow, turbulent/chaotic velocity fields, or (randomly oriented) Keplerian orbits.

The response of variable broad emission lines to continuum variations can provide information on size and geometry of the BLR in AGN. Especially the compilation of velocity-delay diagrams of variable emission line profiles is extremely valuable. But, very homogeneous data sets obtained with high S/N are needed for constructing such diagrams. The ionizing flux of the active galaxies to be analyzed should be highly variable. Furthermore, the spectra have to be acquired over periods of many months with sampling rates of the order of days. So far only preliminary results of velocity-delay maps of other galaxies exist because of insufficient S/N ratio of the data. Velocity-delay maps have been derived for the Balmer lines in NGC 5548 (Kollatschny & Dietrich kollatschny96 (1996)) and NGC 4593 (Kollatschny & Dietrich kollatschny97 (1997)) and for the CIV1550 line in NGC 5548 (Done & Krolik done96 (1996)) and NGC 4151 (Ulrich & Horne ulrich96 (1996)). The CIV1550 line is often hampered by very strong central absorption and blended with the HeII1640 line. Here we present velocity-delay maps of the H$`\beta `$ line in Mrk 110.

## 2 Observations and data analysis

We have chosen Mrk 110 as our first target of a thorough variability campaign with the 9.2m Hobby-Eberly Telescope (HET) at McDonald Observatory. From earlier campaigns we knew the extreme continuum and line intensity variations in this galaxy (Bischoff & Kollatschny bischoff99 (1999), Peterson et al. peterson98 (1998)). We took 26 spectra of this narrow-line Seyfert 1 galaxy between 1999 November 13 and 2000 May 14. All observations were made under identical conditions with exactly the same instrumentation at the HET. The spectra cover the wavelength range from 4200Å to 6900Å with a resolving power of 650 at 5000Å . We reduced the data in a homogeneous way with IRAF reduction packages. In most cases we yielded a S/N $`>`$ 100 per pixel in the continuum. Details of the campaign and reduction procedure are published in Kollatschny et al. (kollatschny01 (2001), hereafter Paper I).

## 3 Results and Discussion

### 3.1 Geometry and kinematics

In Paper I we verified an ionization stratification in the broad-line region of Mrk 110. The integrated emission line intensities showed different delays with respect to continuum variations. The cross-correlation of the integrated H$`\beta `$ light curve with the continuum light curve yielded a mean radius of 24.2 light days of the H$`\beta `$ emitting region.

In this paper we discuss H$`\beta `$ line profile variations of our Mrk 110 variability campaign. The H$`\beta `$ line is the strongest undisturbed emission line in the spectra. Furthermore it is arranged close to our primary internal flux calibrator \[OIII\]5007. The redshifted H$`\alpha `$ line is heavily contaminated by atmospheric absorption. The normalized mean H$`\beta `$ profile of our spectra is shown in Fig. 1 in velocity space.

We generated light curves from various H$`\beta `$ velocity segments ($`\mathrm{\Delta }v`$ = 200 km/s). Light curves of the optical continuum, of the H$`\beta `$ line center as well as blue and red H$`\beta `$ line wing segments are shown in Fig. 2.

The light curves of individual line segments are noteworthy different. On the other hand light curves of the corresponding red and blue line segments differ less.

We computed cross-correlation functions (CCF) of all H$`\beta `$ line segment light curves with the 5100Å continuum light curve (for details see Paper I). The light curve of the central line segment shows the largest delay. The outer line wings segments respond much faster to continuum variations than the inner ones. We derived from the cross-correlation functions a delay map of all H$`\beta `$ line segments ($`\mathrm{\Delta }v`$ = 200 km/s) which is shown in Fig. 3 in gray scale. Contours of the correlation coefficient are overplotted.

This 2-D CCF shows some clear trends. The outer red and blue H$`\beta `$ line wings respond almost symmetrically to continuum variations with a delay of about five days only. Towards the line center the delay is getting systematically longer until up to about 30 days at the line center. Tests made with different H$`\beta `$ velocity binning ($`\mathrm{\Delta }v`$ = 100 – 400 km/s) gave qualitatively the same results.

The 2-D CCF($`\tau `$,$`v`$) is mathematically very similar to a 2-D response function $`\mathrm{\Psi }`$ (Welsh welsh01 (2001)). Comparing our observed velocity-delay pattern with model calculations (Perez et al. perez92 (1992); Welsh & Horne welsh91 (1991); O’Brien et al. obrien94 (1994)) we can cut down a lot of simple kinematical models of the BLR in Mrk 110. Both H$`\beta `$ line wings show the shortest delay with respect to the continuum and react nearly simultaneously. Therefore we can rule out radial inflow or outflow motions – including biconical outflow. Due to the fact that no short delays are observed at the center one can furthermore rule out spherical BLR models with chaotic virial velocity field or randomly oriented Keplerian orbits. On the other hand, a Keplerian disk BLR model fulfills exactly the observed velocity-delay pattern: the faster response of both line wings compared to the center. There are further pieces of evidence from theoretical considerations (Collin-Souffrin et al. collin88 (1988), Emmering et al. emmering92 (1992)) and from the observational side (Elvis elvis00 (2000), Vestergaard et al. vestergaard00 (2000), Hutchings et al. hutchings01 (2001)) for a disk-like configuration of the broad-line region.

The 2-D CCF pattern follows the computed orbital velocities (Fig. 3). This demonstrates that the line emitting gas is gravitationally bound which is required for calculating a central black hole mass in AGN.

A slightly faster and stronger response of the red line wing compared to the blue wing - as seen in Fig. 3 - is predicted in the disk-wind model of the BLR of Chiang & Murray (chiang96 (1996)). These authors computed in detail frequency-resolved response functions of broad emission lines from the surface of an accretion disk in the presence of a radiatively driven wind. Their accretion disk-wind model matches our observations of Mrk 110 regarding to the blue-red-asymmetry. The correlation of the red H$`\beta `$ wing with the continuum light curve is 5% stronger than that of the blue wing (Fig. 3). The blue H$`\beta `$ wing ($`v`$ = \[–2000,–500\] km/s) lags the red wing ($`v`$ = \[+500,+2000\] km/s) by $`2_1^{+2}`$ days.

Furthermore, Murray & Chiang (murray97 (1997)) demonstrated that a Keplerian disk with disk wind can produce single-peaked broad emission lines as normally seen in most AGN.

### 3.2 SMBH mass

Black hole masses based on reverberation studies of integrated emission line intensity variations have been estimated for about three dozens active galaxies (Wandel et al. wandel99 (1999), Kaspi et al. kaspi00 (2000)) under the assumption that the emission line clouds are gravitationally bound. The mean distance $`R`$ of the line emitting clouds and their velocity dispersion $`v`$ derived from the mean width of the rms emission line profiles (FWHM) are needed for computing a central black hole mass (Koratkar & Gaskell koratkar91 (1991)):

$$M=\frac{3}{2}v^2G^1R.$$

We derived in Paper I the central black hole mass in Mrk 110 from the widths and delays of the integrated emission lines to M= $`1.6_{0.3}^{+0.3}\times 10^7M_{}`$. The velocity-delay map provides an improved method to determine the central mass; it is shown in Fig. 3 together with computed escape velocities for central masses of 0.5, 1.0, and 2.0 $`\times 10^7M_{}`$. The escape velocities have been calculated with the formula given above where $`\tau `$ is the CCF time delay and $`R`$=c$`\tau `$ the corresponding distance. The observed delays of the resolved H$`\beta `$ line wings between 800 and 2000 km/s point to a central mass of $`1.0_{0.5}^{+1.0}\times 10^7M_{}`$ in Mrk 110. This black hole mass determination derived from the H$`\beta `$ line profile matches that from the integrated line intensity variations within the error limits and is an independent confirmation.

But, one has to keep in mind that in both cases there are systematic uncertainties in the mass determination (Krolik krolik01 (2001)). Most important, if the inclination angle is unknown the derived mass is only a lower limit. The observed velocity-delay map does not drop down near the line center (Fig. 3) as expected from model calculations of edge-on disk models (Welsh & Horne welsh91 (1991); O’Brien et al. obrien94 (1994)). This is a hint for a small inclination angle of the disk in Mrk 110.

## 4 Summary and Outlook

We demonstrated that the formation of the broad H$`\beta `$ line emission in the wind of an accretion disk matches our observed 2-D variability pattern in Mrk 110. We expect the general picture will be confirmed in future variability campaigns on other galaxies that broad emission lines in AGN are formed in the wind of an accretion disk. Therefore, the difference between Seyfert 1 and Seyfert 2 galaxies might be connected with the existence of such an accretion disk wind only.

###### Acknowledgements.

WK thanks the UT Astronomy Department for warm hospitality during his visit and W.F. Welsh and R. Robinson for many discussions on this subject. Part of this work has been supported by the *Deutsche Forschungsgemeinschaft, DFG* grant KO 857/24 and DAAD.


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# Structural effect on the static spin and charge correlations in La1.875Ba0.125-xSrxCuO4

## I Introduction

Since the discovery of SDW and CDW orders in a lamellar copper-oxide Tranquada95 , much interest has been focused on the role of stripe correlations for high-Tc superconductivity. Emery97 ; Castellani97 ; Vojta99  A systematic study of the tetragonal La2-xNd0.4SrxCuO4 (LNSCO) system revealed a competitive relationship between the stripe order and superconductivity. Ichikawa00 ; Tranquada97  However, for the orthorhombic systems La2CuO4+y (LCO) YoungLee99  and La1.88Sr0.12CuO4 (LSCO) Kimura99 , the SDW order was found to coexist with superconductivity and no well-defined incommensurate (IC) peak from the CDW order was observed. These results suggest a relation between the stripe order, superconductivity and a crystal structure. Recent neutron scattering measurements on a 1/8-hole doped La1.875Ba0.125-xSrxCuO4 (LBSCO) system Fujita\_cond-mat  clearly demonstrate a distinct structural effect on SDW and CDW orders; the CDW order is stabilized in the LTT and LTLO phases and dramatically degraded towards the LTO phase, while peak-intensity from the SDW order remains even in the LTO phase. Moreover, suppression of the superconductivity is coupled with the CDW order. Fujita\_cond-mat

High-resolution neutron scattering measurements revealed a further difference between SDW peak-positions in the tetragonal LNSCO system and those in orthorhombic LCO and LSCO systems. Observed quartet SDW peaks in the former system form a fourfold square-shaped arrangement around ($`\pi `$,$`\pi `$Tranquada\_private , while those in the latter two systems are located at corners of rectangular with twofold symmetry YoungLee99 ; Kimura00  as illustrated in Figs. 1(a) and (b). This peak-shift to low-symmetric positions in the (h k 0) plane, the Y-shift, which was discovered by Lee and co-workersYoungLee99 , indicates a deviation of the SDW wavevector from the underlying Cu-O bond direction with one-dimensional anisotropy in the CuO2 plane. On the other hand, all observed IC peaks from the CDW order in the LNSCO system are located at high-symmetric positions. Tranquada95 ; Ichikawa00 ; Tranquada97  Thus, further clarification of the relationship between peak-shifts and the crystal structure as well as greater understanding of the Y-shift of CDW peaks is needed in order to study the origins of SDW and CDW orders. Especially in the stripe model, the Y-shift of CDW peaks should be

observed in the orthorhombic phase because a tilt of the charge stripe is responsible for this peak-shift. Bosch01

To address these issues, we have performed comprehensive elastic neutron scattering measurements on 1/8 hole-doped LBSCO single crystals. The Y-shift of SDW and CDW peaks in the LTLO phase have been observed for the first time. The tilt directions of the two wavevectors are same, suggesting a close relation between SDW and CDW orders. Furthermore, the tilt angle of the SDW wavevector changes continuously through the LTLO phase, varying with the Ba/Sr ratio while maintaining a constant carrier concentration of 1/8. Thus, the Y-shift is affected by the crystal structure.

The format of this paper is as follows. Sample preparation and experimental details are described in Section II. The results of elastic neutron scattering measurements are introduced in Section III. Finally, in Section IV we discuss the relationship between the Y-shift and crystal structure, and elaborate on possible origins of this shift.

## II EXPERIMENTAL DETAILS

Single crystals of LBSCO (x=0.05, 0.06, 0.075 and 0.085) are grown by a standard traveling-solvent floating-zone method. The shape of as-grown crystals is columnar with typical dimensions of $``$6 mm in diameter and $``$100 mm in length. For neutron scattering measurements, crystal rods near the final part of the growth were cut into $``$30 mm long pieces. To minimize oxygen deficiencies, crystals are then annealed under oxygen gas flow at 900 C for 50 h, cooled to 500 C at a rate of 10 C/h, annealed at 500 C for 50 h, and finally furnace-cooled to room temperature. Superconducting shielding signals are measured with a superconducting quantum interference device magnetometer in order to determine superconducting transition temperatures Tc. Evaluated Tc(onset)s are 10.0 K, 11.5 K, 14.0 K and 32.0 K for x=0.05, 0.06, 0.075 and 0.085 samples Goka\_unpublish ; Fujita01 , consistent with results for polycrystalline samples. Maeno91

In La-214 systems, coherent tilt of CuO6 octahedron leads successive structural phase transition. Crystal structure of the present x=0.05 sample is LTT and that of the x=0.06, 0.075 and 0.085 samples is LTLO at low temperature and the transition temperatures between LTO and LTT/LTLO (Td2) are 37K, 35K, 32K and 30K, respectively. The in-plane lattice constants of tetragonal x=0.05 and orthorhombic x=0.085 samples, for instance, are atetra=btetra=3.787 $`\AA `$ and aortho=5.327 $`\AA `$ and bortho=5.361 $`\AA `$ below 6K. Note that the orthorhombic lattice constant is approximately $`\sqrt{2}`$ times of tetragonal one. The orthorhombic phase typically includes four possible domains, however, small number of domains are suitable for the quantitative analysis of IC peaks. Fortunately, all of present crystals with the LTLO phase have two domains and the IC peak-geometry is relatively simple, that is, the superposition of those for two different single domains. (IC peak-geometry expected from stripe order for one of single-domain with the Y-shift is shown in Fig. 2(a).) In Fig. 2(b), superposed CDW peak positions are shown by circles. Closed and open symbols indicates signals from different domains. A part of peak-positions is clarified by the present study as the result is shown in the next section. Gray circles in the inset of Fig. 2(b) represent CDW peak-positions without the Y-shift. Thus, when the CDW wavevector is aligned along a high-symmetry axis, i.e. the Cu-O bond direction, wider peak-splitting should be seen in the transverse-scan (thick arrows) at larger k, while the peak-splitting narrows (widens) at larger (smaller) k with increasing values of the Y-shift, $`\theta `$Ych.

Neutron scattering measurements were performed using TOPAN, TAS-1 and HER triple-axis spectrometers installed in the JRR-3M reactor at the Japan Atomic Energy Research Institute (JAERI).

We measured IC peaks from the CDW order at the thermal neutron TOPAN and TAS-1 spectrometers with horizontal collimator sequences of 30-30-S-30-150 and 80-40-S-40-150, respectively, where S denotes the sample position. The incident and final neutron energies were fixed at 14.7 meV for TOPAN and 13.7 meV for TAS-1 using the (0 0 2) reflection from pyrolytic graphite crystals. Most experiments for investigating the SDW peak-geometry were performed using the cold neutron HER spectrometer with high experimental resolution. In this case, the fixed neutron energy and horizontal collimation were 5.0 meV and 32-100-S-80-80. In order to eliminate the higher-order reflected beams, pyrolytic graphite and beryllium filters were used at thermal and cold neutron spectrometers, respectively. Crystals were mounted in the (h k 0) zone and cooled using a 4He-closed cycle refrigerator, or a top-loading liquid-He cryostat. In this paper, crystallographic indices are denoted by the tetragonal I4/mmm notation in order to express scans done for investigating Y-shift easily, even though the crystals is orthorhombic at low temperature.

## III results

### III.1 Charge-density-wave order

CDW peak-profiles measured along the transverse

direction for the LTT phase of La1.875Ba0.075Sr0.05CuO4 are shown in Figs. 3(a) and (c). Solid lines in the figures are results fitted with a single Lorentzian function by convoluting the experimental resolution. The centers of each peak are found to be located at h=0. As shown in Fig. 3(b), the nuclear Bragg peak is also positioned at h=0. These results demonstrate the parallel/perpendicular CDW wavevector to the Cu-O bond direction as seen in the tetragonal phase of La1.48Nd0.4Sr0.12CuO4Tranquada95 ; Ichikawa00 ; Tranquada97  The resolution-corrected peak-width, $`\kappa `$ch of 0.009$`\pm `$0.001 $`\AA `$-1 in half width at half maximum (HWHM) corresponding to a correlation length, $`\xi `$ch of $``$110 $`\AA `$ for lattice distortion and is consistent with the value obtained from a recent high energy X-ray diffraction measurement.Kimura\_unpub  We mention here that the width of the (0 2 0) Bragg peak scanned along the transverse direction is resolution limited. Thus, the quality of a crystal with a mosaic spread of $``$0.1 (HWHM) is quite good for the present measurements.

Figure 4. shows the CDW peaks in the LTLO phase of La1.875Ba0.05Sr0.075CuO4 scanned along identical trajectories as the previously mentioned x=0.05 sample.

As seen in Figs. 4(a) and (c), in scans along the h-direction a single peak was observed at k=2.24, while peaks are split at k=1.76, indicating the Y-shift of CDW peaks as explained in Sec. II. For quantitative analysis,we have assumed two pairs of CDW peaks centered at each (0 2 0) Bragg peak (Fig. 4(b)), consistent with the stripe order in a two-domain sample. (See inset of Fig. 2(b).) Then we fitted the profiles scanned along A and C to the following Lorentzian function:

$$\frac{1}{\{h+\eta _{1,2}\}^2+\kappa _{ch}^2}+\frac{1.6}{\{h\eta _{1,2}\}^2+\kappa _{ch}^2}$$

where $`\eta `$1 and $`\eta `$2 denote peak-positions in the h-direction at k=1.76 and 2.24, respectively. Since the intensities of two Bragg peaks, which correspond to relative population of domains, are unbalanced with a ratio of 1:1.6, a proportional factor of 1.6 is added in the second term of above expression. The solid lines in Figs. 4(a) and (c) are fitted results while dashed lines represent individual contributions. The evaluated values for $`\eta `$1 and $`\eta `$2 of 0.017$`\pm `$0.001 and 0.005$`\pm `$0.001(r.l.u.), respectively, lead to a value of 1.7$`\pm `$0.3 for $`\theta `$Ych, which is defined in Fig. 2(b) as being equal to the tilt angle of the CDW wavevector from the high-symmetry axis. $`\kappa `$ch is found to be 0.010$`\pm `$0.001 $`\AA `$-1, similar to the result of x=0.05. Only a single pair of the expected four CDW peaks from each domain was observed within experimental error, as the similar result was reported for the LNSCO system.Tranquada96  We note that the integrated intensities for (h 1.76 0) and (h 2.24 0) CDW peaks are same contrasitve to the case of LNSCO system as expected from simple stripe modelTranquada96 , possibly due to the effect from the out-of-plane atomic displacements.

### III.2 Spin-density-wave order

A tilt of the SDW wavevector was also found in the LTLO phase. In Fig. 5 we present a series of IC peaks from the SDW order taken along the scan trajectory shown in the inset. In the tetragonal x=0.05 sample peak is located at h=0.5, however, in orthorhombic samples, the peak-center anisotropically shifts from h=0.5 and the magnitude increases with increasing Sr concentration, x. Observed peak-geometries in the LTLO phase are identical to those in the LTO phase. YoungLee99 ; Kimura00  The SDW peak-width for each sample is resolution limited, corresponding to the magnetic correlation length, $`\xi `$m $``$200 $`\AA `$. Note that the systematic peak-shift in the region comparable with the peak-width contradicts the macroscopic phase separation of LTT and LTLO/LTO in the present single crystals.

In Fig. 6 (a), the SDW wavevector tilt angle, $`\theta `$Ym, as a function of Sr concentration is shown together with the CDW angle, $`\theta `$Ych. Similar to the case of $`\theta `$Ych, $`\theta `$Ym is equal to the shift of magnetic IC peaks from the high-symmetric direction in an angle unit in the reciprocal lattice (see Fig. 1). Thus, we evaluated $`\theta `$Ym from the positions of paired IC peaks.

Considering previous results showing modification of the crystal structure with variation of the Ba/Sr ratioFujita\_cond-mat , the Y-shift coincidentally appears with the LTLO phase and $`\theta `$Ym increases in the orthorhombic phase upon Sr substitution. Even more importantly, $`\theta `$Ym and $`\theta `$ch in both the LTT phase with x=0.05 and the LTLO phase with x=0.075 are equivalent, demonstrating a close relation between SDW and CDW orders and supporting the existence of stripe order in these phases. In contrast to x-dependent $`\theta `$Ym and $`\theta `$ch, the incommensurabilities $`ϵ`$ and $`\delta `$ for CDW and SDW orders, defined as the half distance between each IC peak (See Figs. 1(a) and 2(a).), are constant within the error (Fig. 6(b)) and satisfy the simple relation of $`ϵ`$=2$`\delta `$ irrespective of the crystal structure. We mention that $`\delta `$ is close to total hole concentration.

## IV discussion and conclusions

One of the most important results of this study is that the tilt of the CDW wavevector from the high-symmetry axis is clearly observed in the LTLO phase, and this deviation is coincident with that of the SDW wavevector. Combining these results with the fact that the wavevectors are coincidentally aligned along the high-symmetry axis in the LTT phase, $`\theta `$ch possibly shows similar Sr concentration dependence with $`\theta `$Ym.

As shown in Table I, the in-plane orthorhombic lattice distortion in angle units, $`\theta `$ortho, (defined in Fig. 2(a)) becomes large in the present LBSCO system with Sr substitution, indicating change in the tilt angle of the CuO6 octahedron. $`\theta `$Ym increases approximately in proportion to ($`\theta `$ortho)2. These results demonstrate a close relationship between the Y-shift and crystal structure, as the total hole concentration is fixed. An analogous increase in $`\theta `$Ym for $`\theta `$ortho is seen in the LSCO and LCO systems calc , although in this case both the crystal structure and the hole concentration change. However, $`\theta `$Ym in the LTLO phase of LBSCO is smaller than that in the LTO phase of Zn-doped and free LSCO Kimura00 ; Matsushita99 ; Kimura01  and LCO YoungLee99  with a comparable in-plane distortion, in which no well-defined CDW peak is observed. This is true even when comparing values among samples with hole concentrations near 1/8. Thus, the tilt angle of SDW and CDW wavevectors correlates with the corrugated pattern of the CuO2 plane or with the tilt angle of the CuO6 octahedron rather than with the in-plane lattice distortion, although the deviation itself may be a common feature in the orthorhombic phase of La-214 systems. Kimura\_private  On the other hand, we reported previously that the stabilization of SDW and CDW orders in the LBSCO system is also related to the crystal structure, as both orders are well stabilized in the LTT phase.Fujita\_cond-mat

These results lead to the important consequence that CDW/SDW orders are stabilized as the wavevectors turn toward the high-symmetry axis.

In the framework of the stripe model, steps or kinks of the charge stripe, which would be caused by Coulomb interactions between holes in an antiferromagnetic background on the underlying CuO2 plane, is the origin of Y-shift.Bosch01 ; Eskes  (For example, a tilt with $`\theta `$Ym of 3.0  corresponds to one step every $``$ 19 Cu site on the stripe.) The LTT lattice potential forces the charge stripe to be straight, stabilizing the CDW and SDW orders. The anisotropic tilt may possibly be characterized by orthorhombic distortion, as the step directions of the charge stripe are no longer equivalent on the corrugated CuO2 plane (illustrated in Fig. 7 for the LTO phase). Assuming a forward step along the orthorhombic-axis, experimental results suggest a step along a-axis, which is parallel to the ridge or valley of the corrugation. Although the character of the shift can be well explained by the stripe order, the Y-shift of SDW peaks with no well-defined CDW order in the LTO phase Kimura00 ; Fujita\_cond-mat  needs to be elucidated. Alternatively, the anisotropic peak-shift of the SDW peak can also be reproduced in term of fermiology, even in a homogeneous charge distribution if the structural anisotropy of the orthorhombic phase is taken into account. Yamase00  Since the anisotropy of the next-nearest-neighbor hopping integral (t) between Cu atoms (parallel to orthorhombic axes) causes the Y-shift, this shift is not expected to occur in the tetragonal phase. Then if additional effects such as reduction of $`\mathtt{|}`$t$`\mathtt{|}`$Tohyama ; Normand , Ising spin interactionRiera , electron-phonon couplingNeto  and lattice potential with zigzag symmetryHasselmann  are present in the LTT and LTLO phases, the striped phase is realized or enhanced, meaning a transition or a crossover between homogeneous and inhomogeneous charge distribution. In order to clarify the origin of the Y-shift as well as the charge distribution, further experiments are required such as observation of the Y-shift in a system with flat CuO2 and/or in low-energy magnetic excitation spectra.

In conclusion, we found the anisotropic tilt of both CDW and SDW wavevectors from the Cu-O bond direction in the LTLO phase, while they were aligned along the high-symmetry axis in the LTT phase. The coincident tilt direction of the two wavevectors demonstrates the close relation between CDW and SDW orders. Furthermore, the tilt angle of the SDW wavevector changes systematically with the lattice distortion while maintaining a constant total hole concentration, suggesting a structural effect on the deviation. These new findings provide challenges to existing high-Tc superconductivity theories. We believe that the enhancement of the Y-shift with degrading or vanishing CDW order in the higher Tc region of the LBSCO system is one of the key points for understanding the distribution or formation of charges doped in Mott insulators.

## Acknowledgements

We would like to thank H. Kimura for sharing data, and H. Hiraka, Y. S. Lee, G. Shirane, J. M. Tranquada and H. Yamase for stimulating discussions. This work was supported in part by the Japanese Ministry of Education, Culture, Sports, Science and Technology, Grant-in-Aid for Scientific Research on Priority Areas (Novel Quantum Phenomena in Transition Metal Oxides), 12046239, 2000, for Scientific Research (A), 10304026, 2000, for Encouragement of Young Scientists, 13740216, 2001 and for Creative Scientific Research (13NP0201) ”Collaboratory on Electron Correlations - Toward a New Research Network between Physics and Chemistry -”, by the Japan Science and Technology Corporation, the Core Research for Evolutional Science and Technology Project (CREST).